Strategy Tester Report
SMC eur usd2
AlpariUK-Demo (Build 225)
| Symbol | USDCAD (US Dollar vs Canadian Dollar) | ||||
| Period | 1 Hour (H1) 2009.12.01 00:00 - 2009.12.31 18:00 (2009.12.01 - 2010.01.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | TakeProfit=20; Lots=1; InitialStop=80; TrailingStop=40; | ||||
| Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -3198.84 | Gross profit | 595.31 | Gross loss | -3794.15 |
| Profit factor | 0.16 | Expected payoff | -22.21 | ||
| Absolute drawdown | 3198.84 | Maximal drawdown | 3203.64 (32.02%) | Relative drawdown | 32.02% (3203.64) |
| Total trades | 144 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 144 (28.47%) |
| Profit trades (% of total) | 41 (28.47%) | Loss trades (% of total) | 103 (71.53%) | ||
| Largest | profit trade | 19.08 | loss trade | -98.74 | |
| Average | profit trade | 14.52 | loss trade | -36.84 | |
| Maximum | consecutive wins (profit in money) | 3 (39.83) | consecutive losses (loss in money) | 20 (-569.24) | |
| Maximal | consecutive profit (count of wins) | 39.83 (3) | consecutive loss (count of losses) | -663.92 (12) | |
| Average | consecutive wins | 1 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.02 15:00 | buy | 1 | 1.00 | 1.04798 | 1.04694 | 1.04818 | ||
| 2 | 2009.12.02 15:03 | close | 1 | 1.00 | 1.04784 | 1.04694 | 1.04818 | -13.36 | 9986.64 |
| 3 | 2009.12.02 16:05 | buy | 2 | 1.00 | 1.04625 | 1.04521 | 1.04645 | ||
| 4 | 2009.12.02 16:07 | close | 2 | 1.00 | 1.04644 | 1.04521 | 1.04645 | 18.16 | 10004.80 |
| 5 | 2009.12.02 18:00 | buy | 3 | 1.00 | 1.04675 | 1.04571 | 1.04695 | ||
| 6 | 2009.12.02 18:02 | close | 3 | 1.00 | 1.04635 | 1.04571 | 1.04695 | -38.23 | 9966.57 |
| 7 | 2009.12.02 19:02 | buy | 4 | 1.00 | 1.04909 | 1.04805 | 1.04929 | ||
| 8 | 2009.12.02 19:05 | close | 4 | 1.00 | 1.04897 | 1.04805 | 1.04929 | -11.44 | 9955.13 |
| 9 | 2009.12.02 20:05 | buy | 5 | 1.00 | 1.04929 | 1.04825 | 1.04949 | ||
| 10 | 2009.12.02 20:07 | close | 5 | 1.00 | 1.04874 | 1.04825 | 1.04949 | -52.44 | 9902.69 |
| 11 | 2009.12.02 21:07 | buy | 6 | 1.00 | 1.05146 | 1.05042 | 1.05166 | ||
| 12 | 2009.12.02 21:10 | close | 6 | 1.00 | 1.05087 | 1.05042 | 1.05166 | -56.14 | 9846.55 |
| 13 | 2009.12.02 22:10 | buy | 7 | 1.00 | 1.05093 | 1.04989 | 1.05113 | ||
| 14 | 2009.12.02 22:12 | close | 7 | 1.00 | 1.05056 | 1.04989 | 1.05113 | -35.22 | 9811.33 |
| 15 | 2009.12.02 23:12 | buy | 8 | 1.00 | 1.05123 | 1.05019 | 1.05143 | ||
| 16 | 2009.12.02 23:15 | close | 8 | 1.00 | 1.05078 | 1.05019 | 1.05143 | -42.83 | 9768.50 |
| 17 | 2009.12.03 00:16 | buy | 9 | 1.00 | 1.04924 | 1.04820 | 1.04944 | ||
| 18 | 2009.12.03 00:20 | close | 9 | 1.00 | 1.04935 | 1.04820 | 1.04944 | 10.48 | 9778.98 |
| 19 | 2009.12.03 01:20 | buy | 10 | 1.00 | 1.04834 | 1.04730 | 1.04854 | ||
| 20 | 2009.12.03 01:22 | close | 10 | 1.00 | 1.04836 | 1.04730 | 1.04854 | 1.91 | 9780.89 |
| 21 | 2009.12.03 02:22 | buy | 11 | 1.00 | 1.05016 | 1.04912 | 1.05036 | ||
| 22 | 2009.12.03 02:25 | close | 11 | 1.00 | 1.05004 | 1.04912 | 1.05036 | -11.43 | 9769.46 |
| 23 | 2009.12.03 03:25 | buy | 12 | 1.00 | 1.04923 | 1.04819 | 1.04943 | ||
| 24 | 2009.12.03 03:27 | close | 12 | 1.00 | 1.04932 | 1.04819 | 1.04943 | 8.58 | 9778.04 |
| 25 | 2009.12.03 04:30 | buy | 13 | 1.00 | 1.04862 | 1.04758 | 1.04882 | ||
| 26 | 2009.12.03 04:32 | t/p | 13 | 1.00 | 1.04882 | 1.04758 | 1.04882 | 19.07 | 9797.11 |
| 27 | 2009.12.03 07:00 | buy | 14 | 1.00 | 1.05119 | 1.05015 | 1.05139 | ||
| 28 | 2009.12.03 07:02 | close | 14 | 1.00 | 1.05081 | 1.05015 | 1.05139 | -36.16 | 9760.95 |
| 29 | 2009.12.03 15:00 | buy | 15 | 1.00 | 1.05464 | 1.05360 | 1.05484 | ||
| 30 | 2009.12.03 15:02 | s/l | 15 | 1.00 | 1.05360 | 1.05360 | 1.05484 | -98.74 | 9662.21 |
| 31 | 2009.12.03 16:02 | buy | 16 | 1.00 | 1.05593 | 1.05489 | 1.05613 | ||
| 32 | 2009.12.03 16:05 | close | 16 | 1.00 | 1.05595 | 1.05489 | 1.05613 | 1.89 | 9664.10 |
| 33 | 2009.12.03 17:05 | buy | 17 | 1.00 | 1.05403 | 1.05299 | 1.05423 | ||
| 34 | 2009.12.03 17:07 | t/p | 17 | 1.00 | 1.05423 | 1.05299 | 1.05423 | 18.96 | 9683.06 |
| 35 | 2009.12.03 18:07 | buy | 18 | 1.00 | 1.05340 | 1.05236 | 1.05360 | ||
| 36 | 2009.12.03 18:10 | t/p | 18 | 1.00 | 1.05360 | 1.05236 | 1.05360 | 18.98 | 9702.04 |
| 37 | 2009.12.03 19:10 | buy | 19 | 1.00 | 1.05370 | 1.05266 | 1.05390 | ||
| 38 | 2009.12.03 19:12 | close | 19 | 1.00 | 1.05333 | 1.05266 | 1.05390 | -35.13 | 9666.91 |
| 39 | 2009.12.03 20:12 | buy | 20 | 1.00 | 1.05246 | 1.05142 | 1.05266 | ||
| 40 | 2009.12.03 20:15 | close | 20 | 1.00 | 1.05260 | 1.05142 | 1.05266 | 13.30 | 9680.21 |
| 41 | 2009.12.03 21:15 | buy | 21 | 1.00 | 1.05379 | 1.05275 | 1.05399 | ||
| 42 | 2009.12.03 21:17 | close | 21 | 1.00 | 1.05345 | 1.05275 | 1.05399 | -32.27 | 9647.94 |
| 43 | 2009.12.03 22:17 | buy | 22 | 1.00 | 1.05537 | 1.05433 | 1.05557 | ||
| 44 | 2009.12.03 22:20 | close | 22 | 1.00 | 1.05550 | 1.05433 | 1.05557 | 12.32 | 9660.26 |
| 45 | 2009.12.03 23:20 | buy | 23 | 1.00 | 1.05709 | 1.05605 | 1.05729 | ||
| 46 | 2009.12.03 23:22 | close | 23 | 1.00 | 1.05701 | 1.05605 | 1.05729 | -7.57 | 9652.69 |
| 47 | 2009.12.04 00:22 | buy | 24 | 1.00 | 1.05651 | 1.05547 | 1.05671 | ||
| 48 | 2009.12.04 00:25 | close | 24 | 1.00 | 1.05615 | 1.05547 | 1.05671 | -34.09 | 9618.60 |
| 49 | 2009.12.04 01:26 | buy | 25 | 1.00 | 1.05691 | 1.05587 | 1.05711 | ||
| 50 | 2009.12.04 01:26 | close | 25 | 1.00 | 1.05637 | 1.05587 | 1.05711 | -51.12 | 9567.48 |
| 51 | 2009.12.04 02:27 | buy | 26 | 1.00 | 1.05674 | 1.05570 | 1.05694 | ||
| 52 | 2009.12.04 02:27 | close | 26 | 1.00 | 1.05658 | 1.05570 | 1.05694 | -15.14 | 9552.34 |
| 53 | 2009.12.04 03:27 | buy | 27 | 1.00 | 1.05691 | 1.05587 | 1.05711 | ||
| 54 | 2009.12.04 03:32 | close | 27 | 1.00 | 1.05668 | 1.05587 | 1.05711 | -21.77 | 9530.57 |
| 55 | 2009.12.04 04:32 | buy | 28 | 1.00 | 1.05653 | 1.05549 | 1.05673 | ||
| 56 | 2009.12.04 04:35 | close | 28 | 1.00 | 1.05623 | 1.05549 | 1.05673 | -28.40 | 9502.17 |
| 57 | 2009.12.04 05:35 | buy | 29 | 1.00 | 1.05694 | 1.05590 | 1.05714 | ||
| 58 | 2009.12.04 05:37 | close | 29 | 1.00 | 1.05680 | 1.05590 | 1.05714 | -13.25 | 9488.92 |
| 59 | 2009.12.04 21:00 | buy | 30 | 1.00 | 1.05952 | 1.05848 | 1.05972 | ||
| 60 | 2009.12.04 21:02 | close | 30 | 1.00 | 1.05922 | 1.05848 | 1.05972 | -28.32 | 9460.60 |
| 61 | 2009.12.04 22:03 | buy | 31 | 1.00 | 1.05778 | 1.05674 | 1.05798 | ||
| 62 | 2009.12.04 22:06 | close | 31 | 1.00 | 1.05762 | 1.05674 | 1.05798 | -15.13 | 9445.47 |
| 63 | 2009.12.07 00:00 | buy | 32 | 1.00 | 1.05585 | 1.05481 | 1.05605 | ||
| 64 | 2009.12.07 00:05 | t/p | 32 | 1.00 | 1.05605 | 1.05481 | 1.05605 | 18.94 | 9464.41 |
| 65 | 2009.12.07 01:05 | buy | 33 | 1.00 | 1.05630 | 1.05526 | 1.05650 | ||
| 66 | 2009.12.07 01:07 | close | 33 | 1.00 | 1.05572 | 1.05526 | 1.05650 | -54.94 | 9409.47 |
| 67 | 2009.12.07 02:07 | buy | 34 | 1.00 | 1.05521 | 1.05417 | 1.05541 | ||
| 68 | 2009.12.07 02:10 | t/p | 34 | 1.00 | 1.05541 | 1.05417 | 1.05541 | 18.95 | 9428.42 |
| 69 | 2009.12.07 03:10 | buy | 35 | 1.00 | 1.05525 | 1.05421 | 1.05545 | ||
| 70 | 2009.12.07 03:12 | close | 35 | 1.00 | 1.05519 | 1.05421 | 1.05545 | -5.69 | 9422.73 |
| 71 | 2009.12.07 05:00 | buy | 36 | 1.00 | 1.05511 | 1.05407 | 1.05531 | ||
| 72 | 2009.12.07 05:02 | close | 36 | 1.00 | 1.05522 | 1.05407 | 1.05531 | 10.42 | 9433.15 |
| 73 | 2009.12.07 11:00 | buy | 37 | 1.00 | 1.05935 | 1.05831 | 1.05955 | ||
| 74 | 2009.12.07 11:02 | close | 37 | 1.00 | 1.05892 | 1.05831 | 1.05955 | -40.61 | 9392.54 |
| 75 | 2009.12.07 12:02 | buy | 38 | 1.00 | 1.06143 | 1.06039 | 1.06163 | ||
| 76 | 2009.12.07 12:05 | close | 38 | 1.00 | 1.06107 | 1.06039 | 1.06163 | -33.93 | 9358.61 |
| 77 | 2009.12.07 13:05 | buy | 39 | 1.00 | 1.06281 | 1.06177 | 1.06301 | ||
| 78 | 2009.12.07 13:07 | close | 39 | 1.00 | 1.06295 | 1.06177 | 1.06301 | 13.17 | 9371.78 |
| 79 | 2009.12.07 14:07 | buy | 40 | 1.00 | 1.05987 | 1.05883 | 1.06007 | ||
| 80 | 2009.12.07 14:10 | close | 40 | 1.00 | 1.05912 | 1.05883 | 1.06007 | -70.81 | 9300.97 |
| 81 | 2009.12.08 13:00 | buy | 41 | 1.00 | 1.05469 | 1.05365 | 1.05489 | ||
| 82 | 2009.12.08 13:02 | close | 41 | 1.00 | 1.05486 | 1.05365 | 1.05489 | 16.12 | 9317.09 |
| 83 | 2009.12.08 14:02 | buy | 42 | 1.00 | 1.05438 | 1.05334 | 1.05458 | ||
| 84 | 2009.12.08 14:05 | close | 42 | 1.00 | 1.05450 | 1.05334 | 1.05458 | 11.38 | 9328.47 |
| 85 | 2009.12.08 15:05 | buy | 43 | 1.00 | 1.05720 | 1.05616 | 1.05740 | ||
| 86 | 2009.12.08 15:07 | close | 43 | 1.00 | 1.05638 | 1.05616 | 1.05740 | -77.62 | 9250.85 |
| 87 | 2009.12.08 16:07 | buy | 44 | 1.00 | 1.05968 | 1.05864 | 1.05988 | ||
| 88 | 2009.12.08 16:10 | t/p | 44 | 1.00 | 1.05988 | 1.05864 | 1.05988 | 18.86 | 9269.71 |
| 89 | 2009.12.08 17:10 | buy | 45 | 1.00 | 1.06085 | 1.05981 | 1.06105 | ||
| 90 | 2009.12.08 17:12 | close | 45 | 1.00 | 1.06082 | 1.05981 | 1.06105 | -2.83 | 9266.88 |
| 91 | 2009.12.08 18:13 | buy | 46 | 1.00 | 1.06136 | 1.06032 | 1.06156 | ||
| 92 | 2009.12.08 18:16 | t/p | 46 | 1.00 | 1.06156 | 1.06032 | 1.06156 | 18.83 | 9285.71 |
| 93 | 2009.12.08 19:17 | buy | 47 | 1.00 | 1.06356 | 1.06252 | 1.06376 | ||
| 94 | 2009.12.08 19:20 | t/p | 47 | 1.00 | 1.06376 | 1.06252 | 1.06376 | 18.78 | 9304.49 |
| 95 | 2009.12.08 20:20 | buy | 48 | 1.00 | 1.06586 | 1.06482 | 1.06606 | ||
| 96 | 2009.12.08 20:22 | close | 48 | 1.00 | 1.06521 | 1.06482 | 1.06606 | -61.02 | 9243.47 |
| 97 | 2009.12.08 21:22 | buy | 49 | 1.00 | 1.06507 | 1.06403 | 1.06527 | ||
| 98 | 2009.12.08 21:25 | close | 49 | 1.00 | 1.06460 | 1.06403 | 1.06527 | -44.15 | 9199.32 |
| 99 | 2009.12.08 22:25 | buy | 50 | 1.00 | 1.06270 | 1.06166 | 1.06290 | ||
| 100 | 2009.12.08 22:27 | close | 50 | 1.00 | 1.06286 | 1.06166 | 1.06290 | 15.05 | 9214.37 |
| 101 | 2009.12.08 23:30 | buy | 51 | 1.00 | 1.06321 | 1.06217 | 1.06341 | ||
| 102 | 2009.12.08 23:32 | close | 51 | 1.00 | 1.06249 | 1.06217 | 1.06341 | -67.77 | 9146.60 |
| 103 | 2009.12.09 00:32 | buy | 52 | 1.00 | 1.06606 | 1.06502 | 1.06626 | ||
| 104 | 2009.12.09 00:35 | close | 52 | 1.00 | 1.06566 | 1.06502 | 1.06626 | -37.54 | 9109.06 |
| 105 | 2009.12.09 01:35 | buy | 53 | 1.00 | 1.06305 | 1.06201 | 1.06325 | ||
| 106 | 2009.12.09 01:37 | close | 53 | 1.00 | 1.06253 | 1.06201 | 1.06325 | -48.94 | 9060.12 |
| 107 | 2009.12.09 02:37 | buy | 54 | 1.00 | 1.06353 | 1.06249 | 1.06373 | ||
| 108 | 2009.12.09 02:40 | close | 54 | 1.00 | 1.06301 | 1.06249 | 1.06373 | -48.92 | 9011.20 |
| 109 | 2009.12.09 03:40 | buy | 55 | 1.00 | 1.06227 | 1.06123 | 1.06247 | ||
| 110 | 2009.12.09 03:43 | close | 55 | 1.00 | 1.06196 | 1.06123 | 1.06247 | -29.19 | 8982.01 |
| 111 | 2009.12.10 07:00 | buy | 56 | 1.00 | 1.05750 | 1.05646 | 1.05770 | ||
| 112 | 2009.12.10 07:02 | close | 56 | 1.00 | 1.05716 | 1.05646 | 1.05770 | -32.16 | 8949.85 |
| 113 | 2009.12.10 09:00 | buy | 57 | 1.00 | 1.05696 | 1.05592 | 1.05716 | ||
| 114 | 2009.12.10 09:02 | t/p | 57 | 1.00 | 1.05716 | 1.05592 | 1.05716 | 18.91 | 8968.76 |
| 115 | 2009.12.11 08:00 | buy | 58 | 1.00 | 1.05250 | 1.05146 | 1.05270 | ||
| 116 | 2009.12.11 08:02 | t/p | 58 | 1.00 | 1.05270 | 1.05146 | 1.05270 | 18.99 | 8987.75 |
| 117 | 2009.12.11 17:00 | buy | 59 | 1.00 | 1.05506 | 1.05402 | 1.05526 | ||
| 118 | 2009.12.11 17:02 | close | 59 | 1.00 | 1.05451 | 1.05402 | 1.05526 | -52.16 | 8935.59 |
| 119 | 2009.12.11 18:02 | buy | 60 | 1.00 | 1.05715 | 1.05611 | 1.05735 | ||
| 120 | 2009.12.11 18:05 | close | 60 | 1.00 | 1.05712 | 1.05611 | 1.05735 | -2.84 | 8932.75 |
| 121 | 2009.12.11 19:05 | buy | 61 | 1.00 | 1.05912 | 1.05808 | 1.05932 | ||
| 122 | 2009.12.11 19:07 | close | 61 | 1.00 | 1.05854 | 1.05808 | 1.05932 | -54.79 | 8877.96 |
| 123 | 2009.12.11 20:10 | buy | 62 | 1.00 | 1.06039 | 1.05935 | 1.06059 | ||
| 124 | 2009.12.11 20:13 | t/p | 62 | 1.00 | 1.06059 | 1.05935 | 1.06059 | 18.85 | 8896.81 |
| 125 | 2009.12.11 21:15 | buy | 63 | 1.00 | 1.06075 | 1.05971 | 1.06095 | ||
| 126 | 2009.12.11 21:17 | close | 63 | 1.00 | 1.06057 | 1.05971 | 1.06095 | -16.97 | 8879.84 |
| 127 | 2009.12.11 22:17 | buy | 64 | 1.00 | 1.06087 | 1.05983 | 1.06107 | ||
| 128 | 2009.12.11 22:20 | t/p | 64 | 1.00 | 1.06107 | 1.05983 | 1.06107 | 18.84 | 8898.68 |
| 129 | 2009.12.14 00:00 | buy | 65 | 1.00 | 1.06042 | 1.05938 | 1.06062 | ||
| 130 | 2009.12.14 00:02 | close | 65 | 1.00 | 1.06059 | 1.05938 | 1.06062 | 16.03 | 8914.71 |
| 131 | 2009.12.14 01:02 | buy | 66 | 1.00 | 1.05932 | 1.05828 | 1.05952 | ||
| 132 | 2009.12.14 01:05 | close | 66 | 1.00 | 1.05895 | 1.05828 | 1.05952 | -34.94 | 8879.77 |
| 133 | 2009.12.14 02:05 | buy | 67 | 1.00 | 1.06018 | 1.05914 | 1.06038 | ||
| 134 | 2009.12.14 02:07 | close | 67 | 1.00 | 1.06035 | 1.05914 | 1.06038 | 16.03 | 8895.80 |
| 135 | 2009.12.14 03:07 | buy | 68 | 1.00 | 1.05902 | 1.05798 | 1.05922 | ||
| 136 | 2009.12.14 03:10 | t/p | 68 | 1.00 | 1.05922 | 1.05798 | 1.05922 | 18.88 | 8914.68 |
| 137 | 2009.12.14 04:10 | buy | 69 | 1.00 | 1.06070 | 1.05966 | 1.06090 | ||
| 138 | 2009.12.14 04:12 | close | 69 | 1.00 | 1.06018 | 1.05966 | 1.06090 | -49.05 | 8865.63 |
| 139 | 2009.12.14 05:12 | buy | 70 | 1.00 | 1.06047 | 1.05943 | 1.06067 | ||
| 140 | 2009.12.14 05:15 | s/l | 70 | 1.00 | 1.05943 | 1.05943 | 1.06067 | -98.19 | 8767.44 |
| 141 | 2009.12.14 06:15 | buy | 71 | 1.00 | 1.05835 | 1.05731 | 1.05855 | ||
| 142 | 2009.12.14 06:20 | close | 71 | 1.00 | 1.05828 | 1.05731 | 1.05855 | -6.61 | 8760.83 |
| 143 | 2009.12.14 11:00 | buy | 72 | 1.00 | 1.06242 | 1.06138 | 1.06262 | ||
| 144 | 2009.12.14 11:02 | t/p | 72 | 1.00 | 1.06262 | 1.06138 | 1.06262 | 18.82 | 8779.65 |
| 145 | 2009.12.14 12:02 | buy | 73 | 1.00 | 1.06453 | 1.06349 | 1.06473 | ||
| 146 | 2009.12.14 12:05 | close | 73 | 1.00 | 1.06444 | 1.06349 | 1.06473 | -8.46 | 8771.19 |
| 147 | 2009.12.14 13:05 | buy | 74 | 1.00 | 1.06510 | 1.06406 | 1.06530 | ||
| 148 | 2009.12.14 13:07 | close | 74 | 1.00 | 1.06515 | 1.06406 | 1.06530 | 4.69 | 8775.88 |
| 149 | 2009.12.14 14:07 | buy | 75 | 1.00 | 1.06316 | 1.06212 | 1.06336 | ||
| 150 | 2009.12.14 14:10 | t/p | 75 | 1.00 | 1.06336 | 1.06212 | 1.06336 | 18.79 | 8794.67 |
| 151 | 2009.12.14 15:10 | buy | 76 | 1.00 | 1.06466 | 1.06362 | 1.06486 | ||
| 152 | 2009.12.14 15:13 | close | 76 | 1.00 | 1.06456 | 1.06362 | 1.06486 | -9.39 | 8785.28 |
| 153 | 2009.12.14 16:15 | buy | 77 | 1.00 | 1.06349 | 1.06245 | 1.06369 | ||
| 154 | 2009.12.14 16:17 | close | 77 | 1.00 | 1.06310 | 1.06245 | 1.06369 | -36.69 | 8748.59 |
| 155 | 2009.12.15 11:00 | buy | 78 | 1.00 | 1.06162 | 1.06058 | 1.06182 | ||
| 156 | 2009.12.15 11:02 | t/p | 78 | 1.00 | 1.06182 | 1.06058 | 1.06182 | 18.83 | 8767.42 |
| 157 | 2009.12.15 12:02 | buy | 79 | 1.00 | 1.06296 | 1.06192 | 1.06316 | ||
| 158 | 2009.12.15 12:05 | close | 79 | 1.00 | 1.06293 | 1.06192 | 1.06316 | -2.82 | 8764.60 |
| 159 | 2009.12.15 13:05 | buy | 80 | 1.00 | 1.06335 | 1.06231 | 1.06355 | ||
| 160 | 2009.12.15 13:07 | close | 80 | 1.00 | 1.06270 | 1.06231 | 1.06355 | -61.16 | 8703.44 |
| 161 | 2009.12.15 14:07 | buy | 81 | 1.00 | 1.06384 | 1.06280 | 1.06404 | ||
| 162 | 2009.12.15 14:10 | close | 81 | 1.00 | 1.06311 | 1.06280 | 1.06404 | -68.67 | 8634.77 |
| 163 | 2009.12.15 15:10 | buy | 82 | 1.00 | 1.06018 | 1.05914 | 1.06038 | ||
| 164 | 2009.12.15 15:12 | close | 82 | 1.00 | 1.06019 | 1.05914 | 1.06038 | 0.94 | 8635.71 |
| 165 | 2009.12.15 16:12 | buy | 83 | 1.00 | 1.06131 | 1.06027 | 1.06151 | ||
| 166 | 2009.12.15 16:15 | s/l | 83 | 1.00 | 1.06027 | 1.06027 | 1.06151 | -98.12 | 8537.59 |
| 167 | 2009.12.15 18:00 | buy | 84 | 1.00 | 1.06231 | 1.06127 | 1.06251 | ||
| 168 | 2009.12.15 18:03 | close | 84 | 1.00 | 1.06165 | 1.06127 | 1.06251 | -62.17 | 8475.42 |
| 169 | 2009.12.15 19:05 | buy | 85 | 1.00 | 1.06183 | 1.06079 | 1.06203 | ||
| 170 | 2009.12.15 19:07 | close | 85 | 1.00 | 1.06139 | 1.06079 | 1.06203 | -41.46 | 8433.96 |
| 171 | 2009.12.15 20:07 | buy | 86 | 1.00 | 1.06274 | 1.06170 | 1.06294 | ||
| 172 | 2009.12.15 20:10 | close | 86 | 1.00 | 1.06214 | 1.06170 | 1.06294 | -56.49 | 8377.47 |
| 173 | 2009.12.16 09:00 | buy | 87 | 1.00 | 1.06219 | 1.06115 | 1.06239 | ||
| 174 | 2009.12.16 09:03 | close | 87 | 1.00 | 1.06140 | 1.06115 | 1.06239 | -74.43 | 8303.04 |
| 175 | 2009.12.16 22:00 | buy | 88 | 1.00 | 1.06078 | 1.05974 | 1.06098 | ||
| 176 | 2009.12.16 22:02 | close | 88 | 1.00 | 1.06027 | 1.05974 | 1.06098 | -48.10 | 8254.94 |
| 177 | 2009.12.16 23:02 | buy | 89 | 1.00 | 1.06139 | 1.06035 | 1.06159 | ||
| 178 | 2009.12.16 23:05 | close | 89 | 1.00 | 1.06111 | 1.06035 | 1.06159 | -26.39 | 8228.55 |
| 179 | 2009.12.17 00:05 | buy | 90 | 1.00 | 1.06134 | 1.06030 | 1.06154 | ||
| 180 | 2009.12.17 00:07 | close | 90 | 1.00 | 1.06099 | 1.06030 | 1.06154 | -32.99 | 8195.56 |
| 181 | 2009.12.17 01:07 | buy | 91 | 1.00 | 1.06245 | 1.06141 | 1.06265 | ||
| 182 | 2009.12.17 01:10 | close | 91 | 1.00 | 1.06181 | 1.06141 | 1.06265 | -60.27 | 8135.29 |
| 183 | 2009.12.17 02:10 | buy | 92 | 1.00 | 1.06275 | 1.06171 | 1.06295 | ||
| 184 | 2009.12.17 02:12 | close | 92 | 1.00 | 1.06243 | 1.06171 | 1.06295 | -30.12 | 8105.17 |
| 185 | 2009.12.17 03:12 | buy | 93 | 1.00 | 1.06489 | 1.06385 | 1.06509 | ||
| 186 | 2009.12.17 03:15 | s/l | 93 | 1.00 | 1.06385 | 1.06385 | 1.06509 | -97.76 | 8007.41 |
| 187 | 2009.12.17 04:15 | buy | 94 | 1.00 | 1.06721 | 1.06617 | 1.06741 | ||
| 188 | 2009.12.17 04:17 | close | 94 | 1.00 | 1.06683 | 1.06617 | 1.06741 | -35.62 | 7971.79 |
| 189 | 2009.12.17 05:17 | buy | 95 | 1.00 | 1.06837 | 1.06733 | 1.06857 | ||
| 190 | 2009.12.17 05:20 | t/p | 95 | 1.00 | 1.06857 | 1.06733 | 1.06857 | 18.72 | 7990.51 |
| 191 | 2009.12.17 06:20 | buy | 96 | 1.00 | 1.06870 | 1.06766 | 1.06890 | ||
| 192 | 2009.12.17 06:22 | close | 96 | 1.00 | 1.06857 | 1.06766 | 1.06890 | -12.17 | 7978.34 |
| 193 | 2009.12.17 07:22 | buy | 97 | 1.00 | 1.07038 | 1.06934 | 1.07058 | ||
| 194 | 2009.12.17 07:25 | close | 97 | 1.00 | 1.07028 | 1.06934 | 1.07058 | -9.34 | 7969.00 |
| 195 | 2009.12.17 08:25 | buy | 98 | 1.00 | 1.06931 | 1.06827 | 1.06951 | ||
| 196 | 2009.12.17 08:27 | close | 98 | 1.00 | 1.06861 | 1.06827 | 1.06951 | -65.51 | 7903.49 |
| 197 | 2009.12.17 09:27 | buy | 99 | 1.00 | 1.06723 | 1.06619 | 1.06743 | ||
| 198 | 2009.12.17 09:27 | close | 99 | 1.00 | 1.06660 | 1.06619 | 1.06743 | -59.07 | 7844.42 |
| 199 | 2009.12.17 10:27 | buy | 100 | 1.00 | 1.06867 | 1.06763 | 1.06887 | ||
| 200 | 2009.12.17 10:30 | close | 100 | 1.00 | 1.06846 | 1.06763 | 1.06887 | -19.65 | 7824.77 |
| 201 | 2009.12.17 11:30 | buy | 101 | 1.00 | 1.07130 | 1.07026 | 1.07150 | ||
| 202 | 2009.12.17 11:32 | close | 101 | 1.00 | 1.07108 | 1.07026 | 1.07150 | -20.54 | 7804.23 |
| 203 | 2009.12.17 12:33 | buy | 102 | 1.00 | 1.07246 | 1.07142 | 1.07266 | ||
| 204 | 2009.12.17 12:36 | close | 102 | 1.00 | 1.07251 | 1.07142 | 1.07266 | 4.66 | 7808.89 |
| 205 | 2009.12.17 13:37 | buy | 103 | 1.00 | 1.07277 | 1.07173 | 1.07297 | ||
| 206 | 2009.12.17 13:40 | close | 103 | 1.00 | 1.07202 | 1.07173 | 1.07297 | -69.96 | 7738.93 |
| 207 | 2009.12.17 14:40 | buy | 104 | 1.00 | 1.07281 | 1.07177 | 1.07301 | ||
| 208 | 2009.12.17 14:42 | close | 104 | 1.00 | 1.07239 | 1.07177 | 1.07301 | -39.16 | 7699.77 |
| 209 | 2009.12.17 15:42 | buy | 105 | 1.00 | 1.06939 | 1.06835 | 1.06959 | ||
| 210 | 2009.12.17 15:45 | t/p | 105 | 1.00 | 1.06959 | 1.06835 | 1.06959 | 18.69 | 7718.46 |
| 211 | 2009.12.17 16:45 | buy | 106 | 1.00 | 1.06890 | 1.06786 | 1.06910 | ||
| 212 | 2009.12.17 16:47 | close | 106 | 1.00 | 1.06846 | 1.06786 | 1.06910 | -41.18 | 7677.28 |
| 213 | 2009.12.17 17:47 | buy | 107 | 1.00 | 1.07131 | 1.07027 | 1.07151 | ||
| 214 | 2009.12.17 17:50 | t/p | 107 | 1.00 | 1.07151 | 1.07027 | 1.07151 | 18.66 | 7695.94 |
| 215 | 2009.12.21 02:00 | buy | 108 | 1.00 | 1.06772 | 1.06668 | 1.06792 | ||
| 216 | 2009.12.21 02:02 | close | 108 | 1.00 | 1.06759 | 1.06668 | 1.06792 | -12.18 | 7683.76 |
| 217 | 2009.12.21 03:02 | buy | 109 | 1.00 | 1.06770 | 1.06666 | 1.06790 | ||
| 218 | 2009.12.21 03:05 | close | 109 | 1.00 | 1.06741 | 1.06666 | 1.06790 | -27.17 | 7656.59 |
| 219 | 2009.12.21 10:00 | buy | 110 | 1.00 | 1.06962 | 1.06858 | 1.06982 | ||
| 220 | 2009.12.21 10:02 | close | 110 | 1.00 | 1.06957 | 1.06858 | 1.06982 | -4.67 | 7651.92 |
| 221 | 2009.12.22 00:00 | buy | 111 | 1.00 | 1.06320 | 1.06216 | 1.06340 | ||
| 222 | 2009.12.22 00:02 | close | 111 | 1.00 | 1.06297 | 1.06216 | 1.06340 | -21.64 | 7630.28 |
| 223 | 2009.12.22 04:00 | buy | 112 | 1.00 | 1.06249 | 1.06145 | 1.06269 | ||
| 224 | 2009.12.22 04:02 | close | 112 | 1.00 | 1.06249 | 1.06145 | 1.06269 | 0.00 | 7630.28 |
| 225 | 2009.12.28 00:00 | buy | 113 | 1.00 | 1.04808 | 1.04704 | 1.04828 | ||
| 226 | 2009.12.28 00:02 | close | 113 | 1.00 | 1.04762 | 1.04704 | 1.04828 | -43.91 | 7586.37 |
| 227 | 2009.12.28 02:00 | buy | 114 | 1.00 | 1.04977 | 1.04873 | 1.04997 | ||
| 228 | 2009.12.28 02:02 | close | 114 | 1.00 | 1.04968 | 1.04873 | 1.04997 | -8.57 | 7577.80 |
| 229 | 2009.12.28 10:00 | buy | 115 | 1.00 | 1.04833 | 1.04729 | 1.04853 | ||
| 230 | 2009.12.28 10:02 | close | 115 | 1.00 | 1.04812 | 1.04729 | 1.04853 | -20.04 | 7557.76 |
| 231 | 2009.12.28 11:02 | buy | 116 | 1.00 | 1.04831 | 1.04727 | 1.04851 | ||
| 232 | 2009.12.28 11:05 | close | 116 | 1.00 | 1.04813 | 1.04727 | 1.04851 | -17.17 | 7540.59 |
| 233 | 2009.12.28 12:05 | buy | 117 | 1.00 | 1.04848 | 1.04744 | 1.04868 | ||
| 234 | 2009.12.28 12:07 | close | 117 | 1.00 | 1.04847 | 1.04744 | 1.04868 | -0.95 | 7539.64 |
| 235 | 2009.12.29 21:00 | buy | 118 | 1.00 | 1.04341 | 1.04237 | 1.04361 | ||
| 236 | 2009.12.29 21:02 | close | 118 | 1.00 | 1.04315 | 1.04237 | 1.04361 | -24.92 | 7514.72 |
| 237 | 2009.12.29 22:02 | buy | 119 | 1.00 | 1.04399 | 1.04295 | 1.04419 | ||
| 238 | 2009.12.29 22:05 | close | 119 | 1.00 | 1.04366 | 1.04295 | 1.04419 | -31.62 | 7483.10 |
| 239 | 2009.12.29 23:05 | buy | 120 | 1.00 | 1.04350 | 1.04246 | 1.04370 | ||
| 240 | 2009.12.29 23:07 | close | 120 | 1.00 | 1.04344 | 1.04246 | 1.04370 | -5.75 | 7477.35 |
| 241 | 2009.12.30 00:07 | buy | 121 | 1.00 | 1.04414 | 1.04310 | 1.04434 | ||
| 242 | 2009.12.30 00:10 | close | 121 | 1.00 | 1.04372 | 1.04310 | 1.04434 | -40.24 | 7437.11 |
| 243 | 2009.12.30 01:10 | buy | 122 | 1.00 | 1.04455 | 1.04351 | 1.04475 | ||
| 244 | 2009.12.30 01:12 | close | 122 | 1.00 | 1.04425 | 1.04351 | 1.04475 | -28.73 | 7408.38 |
| 245 | 2009.12.30 02:13 | buy | 123 | 1.00 | 1.04581 | 1.04477 | 1.04601 | ||
| 246 | 2009.12.30 02:16 | close | 123 | 1.00 | 1.04544 | 1.04477 | 1.04601 | -35.39 | 7372.99 |
| 247 | 2009.12.30 03:17 | buy | 124 | 1.00 | 1.04671 | 1.04567 | 1.04691 | ||
| 248 | 2009.12.30 03:20 | close | 124 | 1.00 | 1.04668 | 1.04567 | 1.04691 | -2.87 | 7370.12 |
| 249 | 2009.12.30 04:20 | buy | 125 | 1.00 | 1.04714 | 1.04610 | 1.04734 | ||
| 250 | 2009.12.30 04:22 | close | 125 | 1.00 | 1.04677 | 1.04610 | 1.04734 | -35.35 | 7334.77 |
| 251 | 2009.12.30 05:22 | buy | 126 | 1.00 | 1.04862 | 1.04758 | 1.04882 | ||
| 252 | 2009.12.30 05:25 | close | 126 | 1.00 | 1.04834 | 1.04758 | 1.04882 | -26.71 | 7308.06 |
| 253 | 2009.12.30 06:25 | buy | 127 | 1.00 | 1.05169 | 1.05065 | 1.05189 | ||
| 254 | 2009.12.30 06:27 | close | 127 | 1.00 | 1.05113 | 1.05065 | 1.05189 | -53.28 | 7254.78 |
| 255 | 2009.12.30 07:27 | buy | 128 | 1.00 | 1.04999 | 1.04895 | 1.05019 | ||
| 256 | 2009.12.30 07:27 | close | 128 | 1.00 | 1.04954 | 1.04895 | 1.05019 | -42.88 | 7211.90 |
| 257 | 2009.12.30 08:27 | buy | 129 | 1.00 | 1.04841 | 1.04737 | 1.04861 | ||
| 258 | 2009.12.30 08:30 | close | 129 | 1.00 | 1.04821 | 1.04737 | 1.04861 | -19.08 | 7192.82 |
| 259 | 2009.12.30 09:30 | buy | 130 | 1.00 | 1.04784 | 1.04680 | 1.04804 | ||
| 260 | 2009.12.30 09:32 | close | 130 | 1.00 | 1.04683 | 1.04680 | 1.04804 | -96.48 | 7096.34 |
| 261 | 2009.12.30 10:32 | buy | 131 | 1.00 | 1.04848 | 1.04744 | 1.04868 | ||
| 262 | 2009.12.30 10:35 | close | 131 | 1.00 | 1.04813 | 1.04744 | 1.04868 | -33.39 | 7062.95 |
| 263 | 2009.12.30 11:35 | buy | 132 | 1.00 | 1.04833 | 1.04729 | 1.04853 | ||
| 264 | 2009.12.30 11:37 | close | 132 | 1.00 | 1.04831 | 1.04729 | 1.04853 | -1.91 | 7061.04 |
| 265 | 2009.12.30 12:37 | buy | 133 | 1.00 | 1.04785 | 1.04681 | 1.04805 | ||
| 266 | 2009.12.30 12:40 | t/p | 133 | 1.00 | 1.04805 | 1.04681 | 1.04805 | 19.08 | 7080.12 |
| 267 | 2009.12.30 13:40 | buy | 134 | 1.00 | 1.04957 | 1.04853 | 1.04977 | ||
| 268 | 2009.12.30 13:42 | close | 134 | 1.00 | 1.04945 | 1.04853 | 1.04977 | -11.43 | 7068.69 |
| 269 | 2009.12.30 16:00 | buy | 135 | 1.00 | 1.05351 | 1.05247 | 1.05371 | ||
| 270 | 2009.12.30 16:02 | t/p | 135 | 1.00 | 1.05371 | 1.05247 | 1.05371 | 18.98 | 7087.67 |
| 271 | 2009.12.30 17:02 | buy | 136 | 1.00 | 1.05040 | 1.04936 | 1.05060 | ||
| 272 | 2009.12.30 17:05 | t/p | 136 | 1.00 | 1.05060 | 1.04936 | 1.05060 | 19.03 | 7106.70 |
| 273 | 2009.12.30 18:05 | buy | 137 | 1.00 | 1.05213 | 1.05109 | 1.05233 | ||
| 274 | 2009.12.30 18:07 | close | 137 | 1.00 | 1.05142 | 1.05109 | 1.05233 | -67.53 | 7039.17 |
| 275 | 2009.12.30 19:07 | buy | 138 | 1.00 | 1.05520 | 1.05416 | 1.05540 | ||
| 276 | 2009.12.30 19:10 | close | 138 | 1.00 | 1.05443 | 1.05416 | 1.05540 | -73.03 | 6966.14 |
| 277 | 2009.12.30 20:10 | buy | 139 | 1.00 | 1.05441 | 1.05337 | 1.05461 | ||
| 278 | 2009.12.30 20:12 | close | 139 | 1.00 | 1.05403 | 1.05337 | 1.05461 | -36.05 | 6930.09 |
| 279 | 2009.12.30 21:12 | buy | 140 | 1.00 | 1.05581 | 1.05477 | 1.05601 | ||
| 280 | 2009.12.30 21:15 | close | 140 | 1.00 | 1.05533 | 1.05477 | 1.05601 | -45.48 | 6884.61 |
| 281 | 2009.12.30 22:16 | buy | 141 | 1.00 | 1.05473 | 1.05369 | 1.05493 | ||
| 282 | 2009.12.30 22:20 | close | 141 | 1.00 | 1.05464 | 1.05369 | 1.05493 | -8.53 | 6876.08 |
| 283 | 2009.12.30 23:20 | buy | 142 | 1.00 | 1.05546 | 1.05442 | 1.05566 | ||
| 284 | 2009.12.30 23:23 | close | 142 | 1.00 | 1.05512 | 1.05442 | 1.05566 | -32.22 | 6843.86 |
| 285 | 2009.12.31 00:25 | buy | 143 | 1.00 | 1.05426 | 1.05322 | 1.05446 | ||
| 286 | 2009.12.31 00:27 | close | 143 | 1.00 | 1.05431 | 1.05322 | 1.05446 | 4.74 | 6848.60 |
| 287 | 2009.12.31 01:30 | buy | 144 | 1.00 | 1.05445 | 1.05341 | 1.05465 | ||
| 288 | 2009.12.31 01:33 | close | 144 | 1.00 | 1.05395 | 1.05341 | 1.05465 | -47.44 | 6801.16 |