Strategy Tester Report
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=50; Lots=0.1; InitialStop=30; TrailingStop=20; | ||||
Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -129.09 | Gross profit | 1031.15 | Gross loss | -1160.24 |
Profit factor | 0.89 | Expected payoff | -0.89 | ||
Absolute drawdown | 209.83 | Maximal drawdown | 372.80 (3.67%) | Relative drawdown | 3.67% (372.80) |
Total trades | 145 | Short positions (won %) | 85 (47.06%) | Long positions (won %) | 60 (36.67%) |
Profit trades (% of total) | 62 (42.76%) | Loss trades (% of total) | 83 (57.24%) | ||
Largest | profit trade | 91.60 | loss trade | -94.45 | |
Average | profit trade | 16.63 | loss trade | -13.98 | |
Maximum | consecutive wins (profit in money) | 5 (47.98) | consecutive losses (loss in money) | 6 (-44.91) | |
Maximal | consecutive profit (count of wins) | 96.68 (2) | consecutive loss (count of losses) | -200.08 (3) | |
Average | consecutive wins | 1 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 00:00 | buy | 1 | 0.10 | 1.05619 | 0.00000 | 0.00000 | ||
2 | 2009.12.01 01:00 | close | 1 | 0.10 | 1.05391 | 0.00000 | 0.00000 | -21.63 | 9978.37 |
3 | 2009.12.01 01:00 | sell | 2 | 0.10 | 1.05391 | 0.00000 | 0.00000 | ||
4 | 2009.12.01 02:00 | close | 2 | 0.10 | 1.05602 | 0.00000 | 0.00000 | -19.98 | 9958.39 |
5 | 2009.12.01 02:00 | sell | 3 | 0.10 | 1.05580 | 0.00000 | 0.00000 | ||
6 | 2009.12.01 22:00 | close | 3 | 0.10 | 1.04686 | 0.00000 | 0.00000 | 85.40 | 10043.79 |
7 | 2009.12.01 22:00 | sell | 4 | 0.10 | 1.04664 | 0.00000 | 0.00000 | ||
8 | 2009.12.01 23:00 | close | 4 | 0.10 | 1.04619 | 0.00000 | 0.00000 | 4.30 | 10048.09 |
9 | 2009.12.01 23:00 | sell | 5 | 0.10 | 1.04597 | 0.00000 | 0.00000 | ||
10 | 2009.12.02 00:00 | close | 5 | 0.10 | 1.04721 | 0.00000 | 0.00000 | -11.89 | 10036.20 |
11 | 2009.12.02 00:00 | sell | 6 | 0.10 | 1.04699 | 0.00000 | 0.00000 | ||
12 | 2009.12.02 01:00 | close | 6 | 0.10 | 1.04647 | 0.00000 | 0.00000 | 4.97 | 10041.17 |
13 | 2009.12.02 01:00 | sell | 7 | 0.10 | 1.04625 | 0.00000 | 0.00000 | ||
14 | 2009.12.02 02:00 | close | 7 | 0.10 | 1.04592 | 0.00000 | 0.00000 | 3.16 | 10044.33 |
15 | 2009.12.02 02:00 | sell | 8 | 0.10 | 1.04570 | 0.00000 | 0.00000 | ||
16 | 2009.12.02 03:00 | close | 8 | 0.10 | 1.04647 | 0.00000 | 0.00000 | -7.36 | 10036.97 |
17 | 2009.12.02 03:00 | sell | 9 | 0.10 | 1.04625 | 0.00000 | 0.00000 | ||
18 | 2009.12.02 04:00 | close | 9 | 0.10 | 1.04518 | 0.00000 | 0.00000 | 10.24 | 10047.21 |
19 | 2009.12.02 04:00 | sell | 10 | 0.10 | 1.04496 | 0.00000 | 0.00000 | ||
20 | 2009.12.02 05:00 | close | 10 | 0.10 | 1.04476 | 0.00000 | 0.00000 | 1.91 | 10049.12 |
21 | 2009.12.02 05:00 | sell | 11 | 0.10 | 1.04454 | 0.00000 | 0.00000 | ||
22 | 2009.12.02 06:00 | close | 11 | 0.10 | 1.04524 | 0.00000 | 0.00000 | -6.70 | 10042.42 |
23 | 2009.12.02 06:00 | sell | 12 | 0.10 | 1.04502 | 0.00000 | 0.00000 | ||
24 | 2009.12.02 13:00 | close | 12 | 0.10 | 1.04607 | 0.00000 | 0.00000 | -10.04 | 10032.38 |
25 | 2009.12.02 13:00 | buy | 13 | 0.10 | 1.04607 | 0.00000 | 0.00000 | ||
26 | 2009.12.03 04:00 | close | 13 | 0.10 | 1.04888 | 0.00000 | 0.00000 | 26.59 | 10058.98 |
27 | 2009.12.03 04:00 | buy | 14 | 0.10 | 1.04910 | 0.00000 | 0.00000 | ||
28 | 2009.12.03 05:00 | close | 14 | 0.10 | 1.04833 | 0.00000 | 0.00000 | -7.35 | 10051.63 |
29 | 2009.12.03 05:00 | buy | 15 | 0.10 | 1.04855 | 0.00000 | 0.00000 | ||
30 | 2009.12.03 06:00 | close | 15 | 0.10 | 1.05012 | 0.00000 | 0.00000 | 14.95 | 10066.58 |
31 | 2009.12.03 06:00 | buy | 16 | 0.10 | 1.05034 | 0.00000 | 0.00000 | ||
32 | 2009.12.03 08:00 | close | 16 | 0.10 | 1.04819 | 0.00000 | 0.00000 | -20.51 | 10046.07 |
33 | 2009.12.03 08:00 | buy | 17 | 0.10 | 1.04841 | 0.00000 | 0.00000 | ||
34 | 2009.12.03 09:00 | close | 17 | 0.10 | 1.04633 | 0.00000 | 0.00000 | -19.88 | 10026.19 |
35 | 2009.12.03 09:00 | buy | 18 | 0.10 | 1.04655 | 0.00000 | 0.00000 | ||
36 | 2009.12.03 10:00 | close | 18 | 0.10 | 1.04761 | 0.00000 | 0.00000 | 10.12 | 10036.31 |
37 | 2009.12.03 10:00 | sell | 19 | 0.10 | 1.04761 | 0.00000 | 0.00000 | ||
38 | 2009.12.03 12:00 | close | 19 | 0.10 | 1.04978 | 0.00000 | 0.00000 | -20.67 | 10015.64 |
39 | 2009.12.03 12:00 | buy | 20 | 0.10 | 1.04978 | 0.00000 | 0.00000 | ||
40 | 2009.12.04 08:00 | close | 20 | 0.10 | 1.05529 | 0.00000 | 0.00000 | 52.14 | 10067.78 |
41 | 2009.12.04 08:00 | buy | 21 | 0.10 | 1.05551 | 0.00000 | 0.00000 | ||
42 | 2009.12.04 09:00 | close | 21 | 0.10 | 1.05421 | 0.00000 | 0.00000 | -12.33 | 10055.45 |
43 | 2009.12.04 09:00 | buy | 22 | 0.10 | 1.05443 | 0.00000 | 0.00000 | ||
44 | 2009.12.04 10:00 | close | 22 | 0.10 | 1.05473 | 0.00000 | 0.00000 | 2.84 | 10058.29 |
45 | 2009.12.04 10:00 | buy | 23 | 0.10 | 1.05495 | 0.00000 | 0.00000 | ||
46 | 2009.12.04 11:00 | close | 23 | 0.10 | 1.05468 | 0.00000 | 0.00000 | -2.56 | 10055.73 |
47 | 2009.12.04 11:00 | sell | 24 | 0.10 | 1.05468 | 0.00000 | 0.00000 | ||
48 | 2009.12.04 20:00 | close | 24 | 0.10 | 1.05716 | 0.00000 | 0.00000 | -23.46 | 10032.27 |
49 | 2009.12.04 20:00 | buy | 25 | 0.10 | 1.05716 | 0.00000 | 0.00000 | ||
50 | 2009.12.07 06:00 | close | 25 | 0.10 | 1.05532 | 0.00000 | 0.00000 | -17.51 | 10014.76 |
51 | 2009.12.07 06:00 | buy | 26 | 0.10 | 1.05554 | 0.00000 | 0.00000 | ||
52 | 2009.12.07 07:00 | close | 26 | 0.10 | 1.05572 | 0.00000 | 0.00000 | 1.70 | 10016.46 |
53 | 2009.12.07 07:00 | buy | 27 | 0.10 | 1.05594 | 0.00000 | 0.00000 | ||
54 | 2009.12.07 08:00 | close | 27 | 0.10 | 1.05404 | 0.00000 | 0.00000 | -18.03 | 9998.43 |
55 | 2009.12.07 08:00 | sell | 28 | 0.10 | 1.05404 | 0.00000 | 0.00000 | ||
56 | 2009.12.07 10:00 | close | 28 | 0.10 | 1.06409 | 0.00000 | 0.00000 | -94.45 | 9903.98 |
57 | 2009.12.07 10:00 | buy | 29 | 0.10 | 1.06409 | 0.00000 | 0.00000 | ||
58 | 2009.12.07 16:00 | close | 29 | 0.10 | 1.05485 | 0.00000 | 0.00000 | -87.60 | 9816.38 |
59 | 2009.12.07 16:00 | sell | 30 | 0.10 | 1.05485 | 0.00000 | 0.00000 | ||
60 | 2009.12.08 04:00 | close | 30 | 0.10 | 1.05092 | 0.00000 | 0.00000 | 37.35 | 9853.74 |
61 | 2009.12.08 04:00 | sell | 31 | 0.10 | 1.05070 | 0.00000 | 0.00000 | ||
62 | 2009.12.08 09:00 | close | 31 | 0.10 | 1.05534 | 0.00000 | 0.00000 | -43.97 | 9809.77 |
63 | 2009.12.08 09:00 | sell | 32 | 0.10 | 1.05512 | 0.00000 | 0.00000 | ||
64 | 2009.12.08 10:00 | close | 32 | 0.10 | 1.05253 | 0.00000 | 0.00000 | 24.61 | 9834.38 |
65 | 2009.12.08 10:00 | sell | 33 | 0.10 | 1.05231 | 0.00000 | 0.00000 | ||
66 | 2009.12.08 11:00 | close | 33 | 0.10 | 1.05040 | 0.00000 | 0.00000 | 18.18 | 9852.56 |
67 | 2009.12.08 11:00 | sell | 34 | 0.10 | 1.05018 | 0.00000 | 0.00000 | ||
68 | 2009.12.08 12:00 | close | 34 | 0.10 | 1.05170 | 0.00000 | 0.00000 | -14.45 | 9838.11 |
69 | 2009.12.08 12:00 | buy | 35 | 0.10 | 1.05170 | 0.00000 | 0.00000 | ||
70 | 2009.12.09 05:00 | close | 35 | 0.10 | 1.06143 | 0.00000 | 0.00000 | 91.60 | 9929.71 |
71 | 2009.12.09 05:00 | buy | 36 | 0.10 | 1.06165 | 0.00000 | 0.00000 | ||
72 | 2009.12.09 06:00 | close | 36 | 0.10 | 1.06219 | 0.00000 | 0.00000 | 5.08 | 9934.79 |
73 | 2009.12.09 06:00 | buy | 37 | 0.10 | 1.06241 | 0.00000 | 0.00000 | ||
74 | 2009.12.09 07:00 | close | 37 | 0.10 | 1.06178 | 0.00000 | 0.00000 | -5.93 | 9928.86 |
75 | 2009.12.09 07:00 | buy | 38 | 0.10 | 1.06200 | 0.00000 | 0.00000 | ||
76 | 2009.12.09 10:00 | close | 38 | 0.10 | 1.06207 | 0.00000 | 0.00000 | 0.66 | 9929.52 |
77 | 2009.12.09 10:00 | buy | 39 | 0.10 | 1.06229 | 0.00000 | 0.00000 | ||
78 | 2009.12.09 11:00 | close | 39 | 0.10 | 1.06261 | 0.00000 | 0.00000 | 3.01 | 9932.53 |
79 | 2009.12.09 11:00 | buy | 40 | 0.10 | 1.06283 | 0.00000 | 0.00000 | ||
80 | 2009.12.09 12:00 | close | 40 | 0.10 | 1.05987 | 0.00000 | 0.00000 | -27.93 | 9904.60 |
81 | 2009.12.09 12:00 | sell | 41 | 0.10 | 1.05987 | 0.00000 | 0.00000 | ||
82 | 2009.12.09 16:00 | close | 41 | 0.10 | 1.06225 | 0.00000 | 0.00000 | -22.41 | 9882.19 |
83 | 2009.12.09 16:00 | sell | 42 | 0.10 | 1.06203 | 0.00000 | 0.00000 | ||
84 | 2009.12.10 03:00 | close | 42 | 0.10 | 1.05509 | 0.00000 | 0.00000 | 65.64 | 9947.83 |
85 | 2009.12.10 03:00 | sell | 43 | 0.10 | 1.05487 | 0.00000 | 0.00000 | ||
86 | 2009.12.10 06:00 | close | 43 | 0.10 | 1.05652 | 0.00000 | 0.00000 | -15.62 | 9932.21 |
87 | 2009.12.10 06:00 | sell | 44 | 0.10 | 1.05630 | 0.00000 | 0.00000 | ||
88 | 2009.12.10 07:00 | close | 44 | 0.10 | 1.05748 | 0.00000 | 0.00000 | -11.16 | 9921.05 |
89 | 2009.12.10 07:00 | sell | 45 | 0.10 | 1.05726 | 0.00000 | 0.00000 | ||
90 | 2009.12.10 08:00 | close | 45 | 0.10 | 1.05554 | 0.00000 | 0.00000 | 16.29 | 9937.34 |
91 | 2009.12.10 08:00 | sell | 46 | 0.10 | 1.05532 | 0.00000 | 0.00000 | ||
92 | 2009.12.10 09:00 | close | 46 | 0.10 | 1.05694 | 0.00000 | 0.00000 | -15.33 | 9922.01 |
93 | 2009.12.10 09:00 | sell | 47 | 0.10 | 1.05672 | 0.00000 | 0.00000 | ||
94 | 2009.12.10 10:00 | close | 47 | 0.10 | 1.05528 | 0.00000 | 0.00000 | 13.65 | 9935.66 |
95 | 2009.12.10 10:00 | sell | 48 | 0.10 | 1.05506 | 0.00000 | 0.00000 | ||
96 | 2009.12.10 11:00 | close | 48 | 0.10 | 1.05473 | 0.00000 | 0.00000 | 3.13 | 9938.79 |
97 | 2009.12.10 11:00 | sell | 49 | 0.10 | 1.05451 | 0.00000 | 0.00000 | ||
98 | 2009.12.10 22:00 | close | 49 | 0.10 | 1.05066 | 0.00000 | 0.00000 | 36.64 | 9975.43 |
99 | 2009.12.10 22:00 | sell | 50 | 0.10 | 1.05044 | 0.00000 | 0.00000 | ||
100 | 2009.12.10 23:00 | close | 50 | 0.10 | 1.05169 | 0.00000 | 0.00000 | -11.89 | 9963.54 |
101 | 2009.12.10 23:00 | sell | 51 | 0.10 | 1.05147 | 0.00000 | 0.00000 | ||
102 | 2009.12.11 00:00 | close | 51 | 0.10 | 1.05109 | 0.00000 | 0.00000 | 3.57 | 9967.11 |
103 | 2009.12.11 00:00 | sell | 52 | 0.10 | 1.05087 | 0.00000 | 0.00000 | ||
104 | 2009.12.11 01:00 | close | 52 | 0.10 | 1.05153 | 0.00000 | 0.00000 | -6.28 | 9960.83 |
105 | 2009.12.11 01:00 | sell | 53 | 0.10 | 1.05131 | 0.00000 | 0.00000 | ||
106 | 2009.12.11 06:00 | close | 53 | 0.10 | 1.05187 | 0.00000 | 0.00000 | -5.32 | 9955.51 |
107 | 2009.12.11 06:00 | sell | 54 | 0.10 | 1.05165 | 0.00000 | 0.00000 | ||
108 | 2009.12.11 07:00 | close | 54 | 0.10 | 1.05146 | 0.00000 | 0.00000 | 1.81 | 9957.32 |
109 | 2009.12.11 07:00 | buy | 55 | 0.10 | 1.05146 | 0.00000 | 0.00000 | ||
110 | 2009.12.11 10:00 | close | 55 | 0.10 | 1.05111 | 0.00000 | 0.00000 | -3.33 | 9953.99 |
111 | 2009.12.11 10:00 | buy | 56 | 0.10 | 1.05133 | 0.00000 | 0.00000 | ||
112 | 2009.12.11 11:00 | close | 56 | 0.10 | 1.05011 | 0.00000 | 0.00000 | -11.62 | 9942.37 |
113 | 2009.12.11 11:00 | sell | 57 | 0.10 | 1.05011 | 0.00000 | 0.00000 | ||
114 | 2009.12.11 16:00 | close | 57 | 0.10 | 1.05270 | 0.00000 | 0.00000 | -24.60 | 9917.77 |
115 | 2009.12.11 16:00 | buy | 58 | 0.10 | 1.05270 | 0.00000 | 0.00000 | ||
116 | 2009.12.14 06:00 | close | 58 | 0.10 | 1.05931 | 0.00000 | 0.00000 | 62.33 | 9980.11 |
117 | 2009.12.14 06:00 | buy | 59 | 0.10 | 1.05953 | 0.00000 | 0.00000 | ||
118 | 2009.12.14 07:00 | close | 59 | 0.10 | 1.05736 | 0.00000 | 0.00000 | -20.52 | 9959.59 |
119 | 2009.12.14 07:00 | buy | 60 | 0.10 | 1.05758 | 0.00000 | 0.00000 | ||
120 | 2009.12.14 08:00 | close | 60 | 0.10 | 1.05811 | 0.00000 | 0.00000 | 5.01 | 9964.60 |
121 | 2009.12.14 08:00 | buy | 61 | 0.10 | 1.05833 | 0.00000 | 0.00000 | ||
122 | 2009.12.14 18:00 | close | 61 | 0.10 | 1.05892 | 0.00000 | 0.00000 | 5.57 | 9970.17 |
123 | 2009.12.14 18:00 | sell | 62 | 0.10 | 1.05892 | 0.00000 | 0.00000 | ||
124 | 2009.12.15 04:00 | close | 62 | 0.10 | 1.05871 | 0.00000 | 0.00000 | 1.93 | 9972.10 |
125 | 2009.12.15 04:00 | sell | 63 | 0.10 | 1.05849 | 0.00000 | 0.00000 | ||
126 | 2009.12.15 10:00 | close | 63 | 0.10 | 1.06214 | 0.00000 | 0.00000 | -34.36 | 9937.74 |
127 | 2009.12.15 10:00 | sell | 64 | 0.10 | 1.06192 | 0.00000 | 0.00000 | ||
128 | 2009.12.15 11:00 | close | 64 | 0.10 | 1.06160 | 0.00000 | 0.00000 | 3.01 | 9940.75 |
129 | 2009.12.15 11:00 | sell | 65 | 0.10 | 1.06138 | 0.00000 | 0.00000 | ||
130 | 2009.12.15 12:00 | close | 65 | 0.10 | 1.06290 | 0.00000 | 0.00000 | -14.30 | 9926.45 |
131 | 2009.12.15 12:00 | buy | 66 | 0.10 | 1.06290 | 0.00000 | 0.00000 | ||
132 | 2009.12.15 21:00 | close | 66 | 0.10 | 1.06130 | 0.00000 | 0.00000 | -15.08 | 9911.37 |
133 | 2009.12.15 21:00 | buy | 67 | 0.10 | 1.06152 | 0.00000 | 0.00000 | ||
134 | 2009.12.15 22:00 | close | 67 | 0.10 | 1.06135 | 0.00000 | 0.00000 | -1.60 | 9909.77 |
135 | 2009.12.15 22:00 | buy | 68 | 0.10 | 1.06157 | 0.00000 | 0.00000 | ||
136 | 2009.12.15 23:00 | close | 68 | 0.10 | 1.06090 | 0.00000 | 0.00000 | -6.32 | 9903.45 |
137 | 2009.12.15 23:00 | buy | 69 | 0.10 | 1.06112 | 0.00000 | 0.00000 | ||
138 | 2009.12.16 00:00 | close | 69 | 0.10 | 1.06069 | 0.00000 | 0.00000 | -4.12 | 9899.33 |
139 | 2009.12.16 00:00 | buy | 70 | 0.10 | 1.06091 | 0.00000 | 0.00000 | ||
140 | 2009.12.16 01:00 | close | 70 | 0.10 | 1.06054 | 0.00000 | 0.00000 | -3.49 | 9895.84 |
141 | 2009.12.16 01:00 | buy | 71 | 0.10 | 1.06076 | 0.00000 | 0.00000 | ||
142 | 2009.12.16 03:00 | close | 71 | 0.10 | 1.06092 | 0.00000 | 0.00000 | 1.51 | 9897.35 |
143 | 2009.12.16 03:00 | buy | 72 | 0.10 | 1.06114 | 0.00000 | 0.00000 | ||
144 | 2009.12.16 04:00 | close | 72 | 0.10 | 1.06063 | 0.00000 | 0.00000 | -4.81 | 9892.54 |
145 | 2009.12.16 04:00 | buy | 73 | 0.10 | 1.06085 | 0.00000 | 0.00000 | ||
146 | 2009.12.16 05:00 | close | 73 | 0.10 | 1.06102 | 0.00000 | 0.00000 | 1.60 | 9894.14 |
147 | 2009.12.16 05:00 | sell | 74 | 0.10 | 1.06102 | 0.00000 | 0.00000 | ||
148 | 2009.12.16 07:00 | close | 74 | 0.10 | 1.06177 | 0.00000 | 0.00000 | -7.06 | 9887.08 |
149 | 2009.12.16 07:00 | sell | 75 | 0.10 | 1.06155 | 0.00000 | 0.00000 | ||
150 | 2009.12.16 08:00 | close | 75 | 0.10 | 1.06117 | 0.00000 | 0.00000 | 3.58 | 9890.66 |
151 | 2009.12.16 08:00 | sell | 76 | 0.10 | 1.06095 | 0.00000 | 0.00000 | ||
152 | 2009.12.16 09:00 | close | 76 | 0.10 | 1.06217 | 0.00000 | 0.00000 | -11.49 | 9879.17 |
153 | 2009.12.16 09:00 | sell | 77 | 0.10 | 1.06195 | 0.00000 | 0.00000 | ||
154 | 2009.12.16 12:00 | close | 77 | 0.10 | 1.06208 | 0.00000 | 0.00000 | -1.22 | 9877.95 |
155 | 2009.12.16 12:00 | buy | 78 | 0.10 | 1.06208 | 0.00000 | 0.00000 | ||
156 | 2009.12.16 13:00 | close | 78 | 0.10 | 1.06004 | 0.00000 | 0.00000 | -19.24 | 9858.71 |
157 | 2009.12.16 13:00 | sell | 79 | 0.10 | 1.06004 | 0.00000 | 0.00000 | ||
158 | 2009.12.16 20:00 | close | 79 | 0.10 | 1.05994 | 0.00000 | 0.00000 | 0.94 | 9859.65 |
159 | 2009.12.16 20:00 | sell | 80 | 0.10 | 1.05972 | 0.00000 | 0.00000 | ||
160 | 2009.12.16 21:00 | close | 80 | 0.10 | 1.06313 | 0.00000 | 0.00000 | -32.08 | 9827.57 |
161 | 2009.12.16 21:00 | buy | 81 | 0.10 | 1.06313 | 0.00000 | 0.00000 | ||
162 | 2009.12.17 21:00 | close | 81 | 0.10 | 1.06994 | 0.00000 | 0.00000 | 63.45 | 9891.03 |
163 | 2009.12.17 21:00 | buy | 82 | 0.10 | 1.07016 | 0.00000 | 0.00000 | ||
164 | 2009.12.17 22:00 | close | 82 | 0.10 | 1.07012 | 0.00000 | 0.00000 | -0.37 | 9890.66 |
165 | 2009.12.17 22:00 | buy | 83 | 0.10 | 1.07034 | 0.00000 | 0.00000 | ||
166 | 2009.12.17 23:00 | close | 83 | 0.10 | 1.07096 | 0.00000 | 0.00000 | 5.79 | 9896.45 |
167 | 2009.12.17 23:00 | buy | 84 | 0.10 | 1.07118 | 0.00000 | 0.00000 | ||
168 | 2009.12.18 00:00 | close | 84 | 0.10 | 1.07068 | 0.00000 | 0.00000 | -4.74 | 9891.71 |
169 | 2009.12.18 00:00 | buy | 85 | 0.10 | 1.07090 | 0.00000 | 0.00000 | ||
170 | 2009.12.18 01:00 | close | 85 | 0.10 | 1.07012 | 0.00000 | 0.00000 | -7.29 | 9884.42 |
171 | 2009.12.18 01:00 | buy | 86 | 0.10 | 1.07034 | 0.00000 | 0.00000 | ||
172 | 2009.12.18 03:00 | close | 86 | 0.10 | 1.06902 | 0.00000 | 0.00000 | -12.35 | 9872.07 |
173 | 2009.12.18 03:00 | buy | 87 | 0.10 | 1.06924 | 0.00000 | 0.00000 | ||
174 | 2009.12.18 04:00 | close | 87 | 0.10 | 1.06684 | 0.00000 | 0.00000 | -22.50 | 9849.57 |
175 | 2009.12.18 04:00 | buy | 88 | 0.10 | 1.06706 | 0.00000 | 0.00000 | ||
176 | 2009.12.18 05:00 | close | 88 | 0.10 | 1.06619 | 0.00000 | 0.00000 | -8.16 | 9841.41 |
177 | 2009.12.18 05:00 | sell | 89 | 0.10 | 1.06619 | 0.00000 | 0.00000 | ||
178 | 2009.12.18 15:00 | close | 89 | 0.10 | 1.06695 | 0.00000 | 0.00000 | -7.12 | 9834.29 |
179 | 2009.12.18 15:00 | sell | 90 | 0.10 | 1.06673 | 0.00000 | 0.00000 | ||
180 | 2009.12.18 21:00 | close | 90 | 0.10 | 1.06601 | 0.00000 | 0.00000 | 6.75 | 9841.04 |
181 | 2009.12.18 21:00 | sell | 91 | 0.10 | 1.06579 | 0.00000 | 0.00000 | ||
182 | 2009.12.18 22:00 | close | 91 | 0.10 | 1.06600 | 0.00000 | 0.00000 | -1.97 | 9839.07 |
183 | 2009.12.18 22:00 | sell | 92 | 0.10 | 1.06578 | 0.00000 | 0.00000 | ||
184 | 2009.12.21 00:00 | close | 92 | 0.10 | 1.06781 | 0.00000 | 0.00000 | -19.06 | 9820.01 |
185 | 2009.12.21 00:00 | sell | 93 | 0.10 | 1.06759 | 0.00000 | 0.00000 | ||
186 | 2009.12.21 01:00 | close | 93 | 0.10 | 1.06719 | 0.00000 | 0.00000 | 3.75 | 9823.76 |
187 | 2009.12.21 01:00 | buy | 94 | 0.10 | 1.06719 | 0.00000 | 0.00000 | ||
188 | 2009.12.21 04:00 | close | 94 | 0.10 | 1.06681 | 0.00000 | 0.00000 | -3.56 | 9820.20 |
189 | 2009.12.21 04:00 | sell | 95 | 0.10 | 1.06681 | 0.00000 | 0.00000 | ||
190 | 2009.12.21 05:00 | close | 95 | 0.10 | 1.06638 | 0.00000 | 0.00000 | 4.03 | 9824.23 |
191 | 2009.12.21 05:00 | sell | 96 | 0.10 | 1.06616 | 0.00000 | 0.00000 | ||
192 | 2009.12.21 07:00 | close | 96 | 0.10 | 1.06714 | 0.00000 | 0.00000 | -9.18 | 9815.05 |
193 | 2009.12.21 07:00 | buy | 97 | 0.10 | 1.06714 | 0.00000 | 0.00000 | ||
194 | 2009.12.21 11:00 | close | 97 | 0.10 | 1.06524 | 0.00000 | 0.00000 | -17.84 | 9797.21 |
195 | 2009.12.21 11:00 | sell | 98 | 0.10 | 1.06524 | 0.00000 | 0.00000 | ||
196 | 2009.12.21 22:00 | close | 98 | 0.10 | 1.06146 | 0.00000 | 0.00000 | 35.61 | 9832.82 |
197 | 2009.12.21 22:00 | sell | 99 | 0.10 | 1.06124 | 0.00000 | 0.00000 | ||
198 | 2009.12.21 23:00 | close | 99 | 0.10 | 1.06226 | 0.00000 | 0.00000 | -9.60 | 9823.22 |
199 | 2009.12.21 23:00 | sell | 100 | 0.10 | 1.06204 | 0.00000 | 0.00000 | ||
200 | 2009.12.22 00:00 | close | 100 | 0.10 | 1.06318 | 0.00000 | 0.00000 | -10.77 | 9812.46 |
201 | 2009.12.22 00:00 | sell | 101 | 0.10 | 1.06296 | 0.00000 | 0.00000 | ||
202 | 2009.12.22 01:00 | close | 101 | 0.10 | 1.06174 | 0.00000 | 0.00000 | 11.49 | 9823.95 |
203 | 2009.12.22 01:00 | sell | 102 | 0.10 | 1.06152 | 0.00000 | 0.00000 | ||
204 | 2009.12.22 02:00 | close | 102 | 0.10 | 1.06201 | 0.00000 | 0.00000 | -4.61 | 9819.34 |
205 | 2009.12.22 02:00 | sell | 103 | 0.10 | 1.06179 | 0.00000 | 0.00000 | ||
206 | 2009.12.22 03:00 | close | 103 | 0.10 | 1.06216 | 0.00000 | 0.00000 | -3.48 | 9815.86 |
207 | 2009.12.22 03:00 | sell | 104 | 0.10 | 1.06194 | 0.00000 | 0.00000 | ||
208 | 2009.12.22 04:00 | close | 104 | 0.10 | 1.06247 | 0.00000 | 0.00000 | -4.99 | 9810.87 |
209 | 2009.12.22 04:00 | sell | 105 | 0.10 | 1.06225 | 0.00000 | 0.00000 | ||
210 | 2009.12.22 05:00 | close | 105 | 0.10 | 1.06226 | 0.00000 | 0.00000 | -0.09 | 9810.78 |
211 | 2009.12.22 05:00 | sell | 106 | 0.10 | 1.06204 | 0.00000 | 0.00000 | ||
212 | 2009.12.22 06:00 | close | 106 | 0.10 | 1.06197 | 0.00000 | 0.00000 | 0.66 | 9811.44 |
213 | 2009.12.22 06:00 | sell | 107 | 0.10 | 1.06175 | 0.00000 | 0.00000 | ||
214 | 2009.12.22 07:00 | close | 107 | 0.10 | 1.06161 | 0.00000 | 0.00000 | 1.32 | 9812.76 |
215 | 2009.12.22 07:00 | sell | 108 | 0.10 | 1.06139 | 0.00000 | 0.00000 | ||
216 | 2009.12.22 23:00 | close | 108 | 0.10 | 1.05757 | 0.00000 | 0.00000 | 36.12 | 9848.88 |
217 | 2009.12.22 23:00 | sell | 109 | 0.10 | 1.05735 | 0.00000 | 0.00000 | ||
218 | 2009.12.23 00:00 | close | 109 | 0.10 | 1.05680 | 0.00000 | 0.00000 | 5.15 | 9854.03 |
219 | 2009.12.23 00:00 | sell | 110 | 0.10 | 1.05658 | 0.00000 | 0.00000 | ||
220 | 2009.12.23 03:00 | close | 110 | 0.10 | 1.05608 | 0.00000 | 0.00000 | 4.73 | 9858.76 |
221 | 2009.12.23 03:00 | sell | 111 | 0.10 | 1.05586 | 0.00000 | 0.00000 | ||
222 | 2009.12.23 04:00 | close | 111 | 0.10 | 1.05696 | 0.00000 | 0.00000 | -10.41 | 9848.35 |
223 | 2009.12.23 04:00 | sell | 112 | 0.10 | 1.05674 | 0.00000 | 0.00000 | ||
224 | 2009.12.23 05:00 | close | 112 | 0.10 | 1.05687 | 0.00000 | 0.00000 | -1.23 | 9847.12 |
225 | 2009.12.23 05:00 | sell | 113 | 0.10 | 1.05665 | 0.00000 | 0.00000 | ||
226 | 2009.12.23 06:00 | close | 113 | 0.10 | 1.05746 | 0.00000 | 0.00000 | -7.66 | 9839.46 |
227 | 2009.12.23 06:00 | sell | 114 | 0.10 | 1.05724 | 0.00000 | 0.00000 | ||
228 | 2009.12.23 11:00 | close | 114 | 0.10 | 1.05597 | 0.00000 | 0.00000 | 12.03 | 9851.49 |
229 | 2009.12.23 11:00 | sell | 115 | 0.10 | 1.05575 | 0.00000 | 0.00000 | ||
230 | 2009.12.24 03:00 | close | 115 | 0.10 | 1.04862 | 0.00000 | 0.00000 | 67.85 | 9919.34 |
231 | 2009.12.24 03:00 | sell | 116 | 0.10 | 1.04840 | 0.00000 | 0.00000 | ||
232 | 2009.12.24 04:00 | close | 116 | 0.10 | 1.04835 | 0.00000 | 0.00000 | 0.48 | 9919.82 |
233 | 2009.12.24 04:00 | sell | 117 | 0.10 | 1.04813 | 0.00000 | 0.00000 | ||
234 | 2009.12.24 05:00 | close | 117 | 0.10 | 1.04844 | 0.00000 | 0.00000 | -2.96 | 9916.86 |
235 | 2009.12.24 05:00 | sell | 118 | 0.10 | 1.04822 | 0.00000 | 0.00000 | ||
236 | 2009.12.24 06:00 | close | 118 | 0.10 | 1.04916 | 0.00000 | 0.00000 | -8.96 | 9907.90 |
237 | 2009.12.24 06:00 | sell | 119 | 0.10 | 1.04894 | 0.00000 | 0.00000 | ||
238 | 2009.12.24 07:00 | close | 119 | 0.10 | 1.04890 | 0.00000 | 0.00000 | 0.38 | 9908.28 |
239 | 2009.12.24 07:00 | sell | 120 | 0.10 | 1.04868 | 0.00000 | 0.00000 | ||
240 | 2009.12.24 17:00 | close | 120 | 0.10 | 1.04857 | 0.00000 | 0.00000 | 1.05 | 9909.33 |
241 | 2009.12.24 17:00 | buy | 121 | 0.10 | 1.04857 | 0.00000 | 0.00000 | ||
242 | 2009.12.28 05:00 | close | 121 | 0.10 | 1.04637 | 0.00000 | 0.00000 | -21.16 | 9888.17 |
243 | 2009.12.28 05:00 | sell | 122 | 0.10 | 1.04637 | 0.00000 | 0.00000 | ||
244 | 2009.12.28 10:00 | close | 122 | 0.10 | 1.04831 | 0.00000 | 0.00000 | -18.51 | 9869.66 |
245 | 2009.12.28 10:00 | buy | 123 | 0.10 | 1.04831 | 0.00000 | 0.00000 | ||
246 | 2009.12.28 11:00 | close | 123 | 0.10 | 1.04840 | 0.00000 | 0.00000 | 0.86 | 9870.52 |
247 | 2009.12.28 11:00 | buy | 124 | 0.10 | 1.04862 | 0.00000 | 0.00000 | ||
248 | 2009.12.28 14:00 | close | 124 | 0.10 | 1.04647 | 0.00000 | 0.00000 | -20.55 | 9849.97 |
249 | 2009.12.28 14:00 | buy | 125 | 0.10 | 1.04669 | 0.00000 | 0.00000 | ||
250 | 2009.12.28 15:00 | close | 125 | 0.10 | 1.04523 | 0.00000 | 0.00000 | -13.97 | 9836.00 |
251 | 2009.12.28 15:00 | sell | 126 | 0.10 | 1.04523 | 0.00000 | 0.00000 | ||
252 | 2009.12.29 03:00 | close | 126 | 0.10 | 1.04392 | 0.00000 | 0.00000 | 12.50 | 9848.50 |
253 | 2009.12.29 03:00 | sell | 127 | 0.10 | 1.04370 | 0.00000 | 0.00000 | ||
254 | 2009.12.29 04:00 | close | 127 | 0.10 | 1.04452 | 0.00000 | 0.00000 | -7.85 | 9840.65 |
255 | 2009.12.29 04:00 | sell | 128 | 0.10 | 1.04430 | 0.00000 | 0.00000 | ||
256 | 2009.12.29 05:00 | close | 128 | 0.10 | 1.04378 | 0.00000 | 0.00000 | 4.98 | 9845.63 |
257 | 2009.12.29 05:00 | sell | 129 | 0.10 | 1.04356 | 0.00000 | 0.00000 | ||
258 | 2009.12.29 06:00 | close | 129 | 0.10 | 1.04362 | 0.00000 | 0.00000 | -0.57 | 9845.06 |
259 | 2009.12.29 06:00 | sell | 130 | 0.10 | 1.04340 | 0.00000 | 0.00000 | ||
260 | 2009.12.29 07:00 | close | 130 | 0.10 | 1.04387 | 0.00000 | 0.00000 | -4.50 | 9840.56 |
261 | 2009.12.29 07:00 | sell | 131 | 0.10 | 1.04365 | 0.00000 | 0.00000 | ||
262 | 2009.12.29 08:00 | close | 131 | 0.10 | 1.04298 | 0.00000 | 0.00000 | 6.42 | 9846.98 |
263 | 2009.12.29 08:00 | sell | 132 | 0.10 | 1.04276 | 0.00000 | 0.00000 | ||
264 | 2009.12.29 19:00 | close | 132 | 0.10 | 1.04155 | 0.00000 | 0.00000 | 11.62 | 9858.60 |
265 | 2009.12.29 19:00 | sell | 133 | 0.10 | 1.04133 | 0.00000 | 0.00000 | ||
266 | 2009.12.29 20:00 | close | 133 | 0.10 | 1.04163 | 0.00000 | 0.00000 | -2.88 | 9855.72 |
267 | 2009.12.29 20:00 | sell | 134 | 0.10 | 1.04141 | 0.00000 | 0.00000 | ||
268 | 2009.12.29 21:00 | close | 134 | 0.10 | 1.04339 | 0.00000 | 0.00000 | -18.98 | 9836.74 |
269 | 2009.12.29 21:00 | buy | 135 | 0.10 | 1.04339 | 0.00000 | 0.00000 | ||
270 | 2009.12.30 14:00 | close | 135 | 0.10 | 1.04861 | 0.00000 | 0.00000 | 49.71 | 9886.45 |
271 | 2009.12.30 14:00 | buy | 136 | 0.10 | 1.04883 | 0.00000 | 0.00000 | ||
272 | 2009.12.30 15:00 | close | 136 | 0.10 | 1.04862 | 0.00000 | 0.00000 | -2.00 | 9884.45 |
273 | 2009.12.30 15:00 | buy | 137 | 0.10 | 1.04884 | 0.00000 | 0.00000 | ||
274 | 2009.12.31 03:00 | close | 137 | 0.10 | 1.05143 | 0.00000 | 0.00000 | 24.43 | 9908.89 |
275 | 2009.12.31 03:00 | buy | 138 | 0.10 | 1.05165 | 0.00000 | 0.00000 | ||
276 | 2009.12.31 04:00 | close | 138 | 0.10 | 1.05161 | 0.00000 | 0.00000 | -0.38 | 9908.51 |
277 | 2009.12.31 04:00 | buy | 139 | 0.10 | 1.05183 | 0.00000 | 0.00000 | ||
278 | 2009.12.31 05:00 | close | 139 | 0.10 | 1.05160 | 0.00000 | 0.00000 | -2.19 | 9906.32 |
279 | 2009.12.31 05:00 | buy | 140 | 0.10 | 1.05182 | 0.00000 | 0.00000 | ||
280 | 2009.12.31 06:00 | close | 140 | 0.10 | 1.05119 | 0.00000 | 0.00000 | -5.99 | 9900.33 |
281 | 2009.12.31 06:00 | buy | 141 | 0.10 | 1.05141 | 0.00000 | 0.00000 | ||
282 | 2009.12.31 07:00 | close | 141 | 0.10 | 1.05343 | 0.00000 | 0.00000 | 19.18 | 9919.51 |
283 | 2009.12.31 07:00 | buy | 142 | 0.10 | 1.05365 | 0.00000 | 0.00000 | ||
284 | 2009.12.31 08:00 | close | 142 | 0.10 | 1.04964 | 0.00000 | 0.00000 | -38.20 | 9881.31 |
285 | 2009.12.31 08:00 | buy | 143 | 0.10 | 1.04986 | 0.00000 | 0.00000 | ||
286 | 2009.12.31 09:00 | close | 143 | 0.10 | 1.05035 | 0.00000 | 0.00000 | 4.67 | 9885.98 |
287 | 2009.12.31 09:00 | buy | 144 | 0.10 | 1.05057 | 0.00000 | 0.00000 | ||
288 | 2009.12.31 10:00 | close | 144 | 0.10 | 1.04783 | 0.00000 | 0.00000 | -26.15 | 9859.83 |
289 | 2009.12.31 10:00 | sell | 145 | 0.10 | 1.04783 | 0.00000 | 0.00000 | ||
290 | 2009.12.31 18:57 | close at stop | 145 | 0.10 | 1.04667 | 0.00000 | 0.00000 | 11.08 | 9870.91 |