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 | Lots=1; TakeProfit=100; Stoploss=0; TrailingStop=60; Slippage=5; StopYear=2005; MM=0; Leverage=1; AcctSize=10000; | ||||
| Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -611.92 | Gross profit | 3616.23 | Gross loss | -4228.15 |
| Profit factor | 0.86 | Expected payoff | -10.20 | ||
| Absolute drawdown | 1029.52 | Maximal drawdown | 2260.42 (20.13%) | Relative drawdown | 20.13% (2260.42) |
| Total trades | 60 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 60 (58.33%) |
| Profit trades (% of total) | 35 (58.33%) | Loss trades (% of total) | 25 (41.67%) | ||
| Largest | profit trade | 319.70 | loss trade | -339.49 | |
| Average | profit trade | 103.32 | loss trade | -169.13 | |
| Maximum | consecutive wins (profit in money) | 8 (776.82) | consecutive losses (loss in money) | 4 (-919.27) | |
| Maximal | consecutive profit (count of wins) | 809.67 (6) | consecutive loss (count of losses) | -919.27 (4) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
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| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 01:00 | buy stop | 1 | 1.00 | 1.05600 | 1.05369 | 1.05700 | ||
| 2 | 2009.12.01 02:15 | buy | 1 | 1.00 | 1.05600 | 1.05369 | 1.05700 | ||
| 3 | 2009.12.01 06:15 | t/p | 1 | 1.00 | 1.05700 | 1.05369 | 1.05700 | 94.60 | 10094.60 |
| 4 | 2009.12.01 07:00 | buy stop | 2 | 1.00 | 1.05766 | 1.05537 | 1.05866 | ||
| 5 | 2009.12.01 08:00 | modify | 2 | 1.00 | 1.05638 | 1.05454 | 1.05866 | ||
| 6 | 2009.12.01 09:00 | modify | 2 | 1.00 | 1.05502 | 1.05101 | 1.05866 | ||
| 7 | 2009.12.01 10:00 | modify | 2 | 1.00 | 1.05225 | 1.04674 | 1.05866 | ||
| 8 | 2009.12.01 11:00 | modify | 2 | 1.00 | 1.04690 | 1.04471 | 1.05866 | ||
| 9 | 2009.12.01 12:00 | modify | 2 | 1.00 | 1.04642 | 1.04458 | 1.05866 | ||
| 10 | 2009.12.01 12:15 | buy | 2 | 1.00 | 1.04642 | 1.04458 | 1.05866 | ||
| 11 | 2009.12.01 14:15 | s/l | 2 | 1.00 | 1.04458 | 1.04458 | 1.05866 | -176.29 | 9918.31 |
| 12 | 2009.12.01 15:00 | buy stop | 3 | 1.00 | 1.04632 | 1.04230 | 1.04732 | ||
| 13 | 2009.12.01 16:00 | modify | 3 | 1.00 | 1.04503 | 1.04277 | 1.04732 | ||
| 14 | 2009.12.01 17:00 | modify | 3 | 1.00 | 1.04453 | 1.04235 | 1.04732 | ||
| 15 | 2009.12.01 18:00 | modify | 3 | 1.00 | 1.04357 | 1.04053 | 1.04732 | ||
| 16 | 2009.12.01 18:15 | buy | 3 | 1.00 | 1.04357 | 1.04053 | 1.04732 | ||
| 17 | 2009.12.01 22:00 | modify | 3 | 1.00 | 1.04357 | 1.04617 | 1.04777 | ||
| 18 | 2009.12.01 22:20 | s/l | 3 | 1.00 | 1.04617 | 1.04617 | 1.04777 | 248.55 | 10166.86 |
| 19 | 2009.12.01 23:00 | buy stop | 4 | 1.00 | 1.04686 | 1.04539 | 1.04786 | ||
| 20 | 2009.12.01 23:20 | buy | 4 | 1.00 | 1.04686 | 1.04539 | 1.04786 | ||
| 21 | 2009.12.02 01:46 | s/l | 4 | 1.00 | 1.04539 | 1.04539 | 1.04786 | -141.23 | 10025.63 |
| 22 | 2009.12.02 02:00 | buy stop | 5 | 1.00 | 1.04665 | 1.04504 | 1.04765 | ||
| 23 | 2009.12.02 02:15 | buy | 5 | 1.00 | 1.04665 | 1.04504 | 1.04765 | ||
| 24 | 2009.12.02 03:45 | s/l | 5 | 1.00 | 1.04504 | 1.04504 | 1.04765 | -154.08 | 9871.55 |
| 25 | 2009.12.02 04:00 | buy stop | 6 | 1.00 | 1.04626 | 1.04465 | 1.04726 | ||
| 26 | 2009.12.02 07:00 | modify | 6 | 1.00 | 1.04570 | 1.04387 | 1.04726 | ||
| 27 | 2009.12.02 08:15 | buy | 6 | 1.00 | 1.04570 | 1.04387 | 1.04726 | ||
| 28 | 2009.12.02 10:50 | s/l | 6 | 1.00 | 1.04387 | 1.04387 | 1.04726 | -175.39 | 9696.16 |
| 29 | 2009.12.02 11:00 | buy stop | 7 | 1.00 | 1.04593 | 1.04337 | 1.04693 | ||
| 30 | 2009.12.02 11:50 | buy | 7 | 1.00 | 1.04593 | 1.04337 | 1.04693 | ||
| 31 | 2009.12.02 14:45 | t/p | 7 | 1.00 | 1.04693 | 1.04337 | 1.04693 | 95.48 | 9791.64 |
| 32 | 2009.12.02 16:00 | buy stop | 8 | 1.00 | 1.04805 | 1.04491 | 1.04905 | ||
| 33 | 2009.12.02 17:00 | modify | 8 | 1.00 | 1.04645 | 1.04407 | 1.04905 | ||
| 34 | 2009.12.02 17:10 | buy | 8 | 1.00 | 1.04645 | 1.04407 | 1.04905 | ||
| 35 | 2009.12.02 18:20 | t/p | 8 | 1.00 | 1.04905 | 1.04407 | 1.04905 | 247.72 | 10039.36 |
| 36 | 2009.12.02 19:00 | buy stop | 9 | 1.00 | 1.05068 | 1.04602 | 1.05168 | ||
| 37 | 2009.12.02 20:00 | modify | 9 | 1.00 | 1.04999 | 1.04842 | 1.05168 | ||
| 38 | 2009.12.02 20:15 | buy | 9 | 1.00 | 1.04999 | 1.04842 | 1.05168 | ||
| 39 | 2009.12.02 21:00 | modify | 9 | 1.00 | 1.04999 | 1.05066 | 1.05226 | ||
| 40 | 2009.12.02 21:15 | s/l | 9 | 1.00 | 1.05066 | 1.05066 | 1.05226 | 63.77 | 10103.13 |
| 41 | 2009.12.02 22:00 | buy stop | 10 | 1.00 | 1.05123 | 1.05002 | 1.05223 | ||
| 42 | 2009.12.02 22:20 | buy | 10 | 1.00 | 1.05123 | 1.05002 | 1.05223 | ||
| 43 | 2009.12.03 00:10 | s/l | 10 | 1.00 | 1.05002 | 1.05002 | 1.05223 | -116.97 | 9986.15 |
| 44 | 2009.12.08 00:00 | buy stop | 11 | 1.00 | 1.05199 | 1.05003 | 1.05299 | ||
| 45 | 2009.12.08 01:00 | modify | 11 | 1.00 | 1.05148 | 1.04936 | 1.05299 | ||
| 46 | 2009.12.08 01:20 | buy | 11 | 1.00 | 1.05148 | 1.04936 | 1.05299 | ||
| 47 | 2009.12.08 01:50 | s/l | 11 | 1.00 | 1.04936 | 1.04936 | 1.05299 | -202.06 | 9784.09 |
| 48 | 2009.12.08 02:00 | buy stop | 12 | 1.00 | 1.05149 | 1.04921 | 1.05249 | ||
| 49 | 2009.12.08 03:37 | buy | 12 | 1.00 | 1.05149 | 1.04921 | 1.05249 | ||
| 50 | 2009.12.08 08:20 | t/p | 12 | 1.00 | 1.05249 | 1.04921 | 1.05249 | 94.98 | 9879.07 |
| 51 | 2009.12.08 10:00 | buy stop | 13 | 1.00 | 1.05602 | 1.05131 | 1.05702 | ||
| 52 | 2009.12.08 11:00 | modify | 13 | 1.00 | 1.05286 | 1.04896 | 1.05702 | ||
| 53 | 2009.12.08 12:15 | buy | 13 | 1.00 | 1.05286 | 1.04896 | 1.05702 | ||
| 54 | 2009.12.08 13:00 | modify | 13 | 1.00 | 1.05286 | 1.05398 | 1.05558 | ||
| 55 | 2009.12.08 13:15 | s/l | 13 | 1.00 | 1.05398 | 1.05398 | 1.05558 | 106.34 | 9985.41 |
| 56 | 2009.12.08 14:00 | buy stop | 14 | 1.00 | 1.05515 | 1.05210 | 1.05615 | ||
| 57 | 2009.12.08 14:10 | buy | 14 | 1.00 | 1.05515 | 1.05210 | 1.05615 | ||
| 58 | 2009.12.08 14:15 | t/p | 14 | 1.00 | 1.05615 | 1.05210 | 1.05615 | 94.63 | 10080.04 |
| 59 | 2009.12.08 15:00 | buy stop | 15 | 1.00 | 1.05899 | 1.05376 | 1.05999 | ||
| 60 | 2009.12.08 15:20 | buy | 15 | 1.00 | 1.05899 | 1.05376 | 1.05999 | ||
| 61 | 2009.12.08 15:50 | t/p | 15 | 1.00 | 1.05999 | 1.05376 | 1.05999 | 94.27 | 10174.31 |
| 62 | 2009.12.08 16:00 | buy stop | 16 | 1.00 | 1.06079 | 1.05637 | 1.06179 | ||
| 63 | 2009.12.08 16:15 | buy | 16 | 1.00 | 1.06079 | 1.05637 | 1.06179 | ||
| 64 | 2009.12.08 18:16 | t/p | 16 | 1.00 | 1.06179 | 1.05637 | 1.06179 | 94.17 | 10268.48 |
| 65 | 2009.12.08 19:00 | buy stop | 17 | 1.00 | 1.06228 | 1.05987 | 1.06328 | ||
| 66 | 2009.12.08 19:10 | buy | 17 | 1.00 | 1.06228 | 1.05987 | 1.06328 | ||
| 67 | 2009.12.08 19:15 | t/p | 17 | 1.00 | 1.06328 | 1.05987 | 1.06328 | 94.01 | 10362.49 |
| 68 | 2009.12.08 22:00 | buy stop | 18 | 1.00 | 1.06690 | 1.06352 | 1.06790 | ||
| 69 | 2009.12.09 00:00 | modify | 18 | 1.00 | 1.06373 | 1.06174 | 1.06790 | ||
| 70 | 2009.12.09 00:10 | buy | 18 | 1.00 | 1.06373 | 1.06174 | 1.06790 | ||
| 71 | 2009.12.09 01:00 | modify | 18 | 1.00 | 1.06373 | 1.06418 | 1.06578 | ||
| 72 | 2009.12.09 01:10 | s/l | 18 | 1.00 | 1.06418 | 1.06418 | 1.06578 | 42.30 | 10404.79 |
| 73 | 2009.12.10 01:00 | buy stop | 19 | 1.00 | 1.05503 | 1.05368 | 1.05603 | ||
| 74 | 2009.12.10 02:00 | modify | 19 | 1.00 | 1.05489 | 1.05201 | 1.05603 | ||
| 75 | 2009.12.10 02:45 | buy | 19 | 1.00 | 1.05489 | 1.05201 | 1.05603 | ||
| 76 | 2009.12.10 05:00 | modify | 19 | 1.00 | 1.05489 | 1.05494 | 1.05654 | ||
| 77 | 2009.12.10 05:15 | t/p | 19 | 1.00 | 1.05654 | 1.05494 | 1.05654 | 156.12 | 10560.91 |
| 78 | 2009.12.10 06:00 | buy stop | 20 | 1.00 | 1.05750 | 1.05525 | 1.05850 | ||
| 79 | 2009.12.10 08:00 | modify | 20 | 1.00 | 1.05729 | 1.05537 | 1.05850 | ||
| 80 | 2009.12.10 09:02 | buy | 20 | 1.00 | 1.05729 | 1.05537 | 1.05850 | ||
| 81 | 2009.12.10 09:20 | s/l | 20 | 1.00 | 1.05537 | 1.05537 | 1.05850 | -182.08 | 10378.83 |
| 82 | 2009.12.10 10:00 | buy stop | 21 | 1.00 | 1.05819 | 1.05406 | 1.05919 | ||
| 83 | 2009.12.10 11:00 | modify | 21 | 1.00 | 1.05709 | 1.05413 | 1.05919 | ||
| 84 | 2009.12.10 12:00 | modify | 21 | 1.00 | 1.05458 | 1.05091 | 1.05919 | ||
| 85 | 2009.12.10 13:00 | modify | 21 | 1.00 | 1.05177 | 1.04976 | 1.05919 | ||
| 86 | 2009.12.10 14:00 | modify | 21 | 1.00 | 1.05139 | 1.04968 | 1.05919 | ||
| 87 | 2009.12.10 15:00 | modify | 21 | 1.00 | 1.05050 | 1.04776 | 1.05919 | ||
| 88 | 2009.12.10 15:50 | buy | 21 | 1.00 | 1.05050 | 1.04776 | 1.05919 | ||
| 89 | 2009.12.10 17:00 | modify | 21 | 1.00 | 1.05050 | 1.05121 | 1.05281 | ||
| 90 | 2009.12.10 17:02 | s/l | 21 | 1.00 | 1.05121 | 1.05121 | 1.05281 | 67.57 | 10446.40 |
| 91 | 2009.12.10 18:00 | buy stop | 22 | 1.00 | 1.05260 | 1.05066 | 1.05360 | ||
| 92 | 2009.12.10 18:10 | buy | 22 | 1.00 | 1.05260 | 1.05066 | 1.05360 | ||
| 93 | 2009.12.10 18:15 | t/p | 22 | 1.00 | 1.05360 | 1.05066 | 1.05360 | 94.89 | 10541.29 |
| 94 | 2009.12.10 19:00 | buy stop | 23 | 1.00 | 1.05485 | 1.05142 | 1.05585 | ||
| 95 | 2009.12.10 20:00 | modify | 23 | 1.00 | 1.05468 | 1.05122 | 1.05585 | ||
| 96 | 2009.12.10 21:00 | modify | 23 | 1.00 | 1.05168 | 1.04977 | 1.05585 | ||
| 97 | 2009.12.10 22:50 | buy | 23 | 1.00 | 1.05168 | 1.04977 | 1.05585 | ||
| 98 | 2009.12.11 08:00 | modify | 23 | 1.00 | 1.05168 | 1.05179 | 1.05339 | ||
| 99 | 2009.12.11 08:20 | s/l | 23 | 1.00 | 1.05179 | 1.05179 | 1.05339 | 9.90 | 10551.19 |
| 100 | 2009.12.11 09:00 | buy stop | 24 | 1.00 | 1.05321 | 1.05110 | 1.05421 | ||
| 101 | 2009.12.11 10:00 | modify | 24 | 1.00 | 1.05174 | 1.05003 | 1.05421 | ||
| 102 | 2009.12.11 11:00 | modify | 24 | 1.00 | 1.05142 | 1.04941 | 1.05421 | ||
| 103 | 2009.12.11 12:00 | modify | 24 | 1.00 | 1.05103 | 1.04949 | 1.05421 | ||
| 104 | 2009.12.11 14:00 | modify | 24 | 1.00 | 1.05024 | 1.04846 | 1.05421 | ||
| 105 | 2009.12.11 14:50 | buy | 24 | 1.00 | 1.05024 | 1.04846 | 1.05421 | ||
| 106 | 2009.12.11 16:00 | modify | 24 | 1.00 | 1.05024 | 1.05201 | 1.05361 | ||
| 107 | 2009.12.11 16:10 | t/p | 24 | 1.00 | 1.05361 | 1.05201 | 1.05361 | 319.70 | 10870.89 |
| 108 | 2009.12.11 17:00 | buy stop | 25 | 1.00 | 1.05622 | 1.05232 | 1.05722 | ||
| 109 | 2009.12.11 17:10 | buy | 25 | 1.00 | 1.05622 | 1.05232 | 1.05722 | ||
| 110 | 2009.12.11 17:15 | t/p | 25 | 1.00 | 1.05722 | 1.05232 | 1.05722 | 94.44 | 10965.33 |
| 111 | 2009.12.11 18:00 | buy stop | 26 | 1.00 | 1.06072 | 1.05388 | 1.06172 | ||
| 112 | 2009.12.11 19:00 | modify | 26 | 1.00 | 1.05925 | 1.05669 | 1.06172 | ||
| 113 | 2009.12.11 19:10 | buy | 26 | 1.00 | 1.05925 | 1.05669 | 1.06172 | ||
| 114 | 2009.12.11 20:00 | modify | 26 | 1.00 | 1.05925 | 1.06002 | 1.06162 | ||
| 115 | 2009.12.11 20:32 | t/p | 26 | 1.00 | 1.06162 | 1.06002 | 1.06162 | 223.17 | 11188.50 |
| 116 | 2009.12.11 21:00 | buy stop | 27 | 1.00 | 1.06215 | 1.06014 | 1.06315 | ||
| 117 | 2009.12.11 22:00 | modify | 27 | 1.00 | 1.06093 | 1.05926 | 1.06315 | ||
| 118 | 2009.12.11 22:15 | buy | 27 | 1.00 | 1.06093 | 1.05926 | 1.06315 | ||
| 119 | 2009.12.14 00:15 | s/l | 27 | 1.00 | 1.05926 | 1.05926 | 1.06315 | -158.33 | 11030.17 |
| 120 | 2009.12.21 01:00 | buy stop | 28 | 1.00 | 1.06764 | 1.06673 | 1.06864 | ||
| 121 | 2009.12.21 01:50 | buy | 28 | 1.00 | 1.06764 | 1.06673 | 1.06864 | ||
| 122 | 2009.12.21 02:37 | s/l | 28 | 1.00 | 1.06673 | 1.06673 | 1.06864 | -85.31 | 10944.86 |
| 123 | 2009.12.21 04:00 | buy stop | 29 | 1.00 | 1.06753 | 1.06672 | 1.06853 | ||
| 124 | 2009.12.21 05:00 | modify | 29 | 1.00 | 1.06700 | 1.06579 | 1.06853 | ||
| 125 | 2009.12.21 06:59 | buy | 29 | 1.00 | 1.06700 | 1.06579 | 1.06853 | ||
| 126 | 2009.12.21 08:03 | s/l | 29 | 1.00 | 1.06579 | 1.06579 | 1.06853 | -113.56 | 10831.30 |
| 127 | 2009.12.21 11:00 | buy stop | 30 | 1.00 | 1.06973 | 1.06521 | 1.07073 | ||
| 128 | 2009.12.21 12:00 | modify | 30 | 1.00 | 1.06578 | 1.06117 | 1.07073 | ||
| 129 | 2009.12.21 13:00 | modify | 30 | 1.00 | 1.06346 | 1.06063 | 1.07073 | ||
| 130 | 2009.12.21 14:00 | modify | 30 | 1.00 | 1.06117 | 1.05458 | 1.07073 | ||
| 131 | 2009.12.21 15:00 | modify | 30 | 1.00 | 1.05644 | 1.05436 | 1.07073 | ||
| 132 | 2009.12.21 15:02 | buy | 30 | 1.00 | 1.05644 | 1.05436 | 1.07073 | ||
| 133 | 2009.12.21 15:50 | s/l | 30 | 1.00 | 1.05436 | 1.05436 | 1.07073 | -197.44 | 10633.86 |
| 134 | 2009.12.21 16:00 | buy stop | 31 | 1.00 | 1.05659 | 1.05348 | 1.05759 | ||
| 135 | 2009.12.21 16:15 | buy | 31 | 1.00 | 1.05659 | 1.05348 | 1.05759 | ||
| 136 | 2009.12.21 16:20 | t/p | 31 | 1.00 | 1.05759 | 1.05348 | 1.05759 | 94.54 | 10728.40 |
| 137 | 2009.12.21 17:00 | buy stop | 32 | 1.00 | 1.05863 | 1.05508 | 1.05963 | ||
| 138 | 2009.12.21 17:10 | buy | 32 | 1.00 | 1.05863 | 1.05508 | 1.05963 | ||
| 139 | 2009.12.21 17:15 | t/p | 32 | 1.00 | 1.05963 | 1.05508 | 1.05963 | 94.35 | 10822.75 |
| 140 | 2009.12.21 18:00 | buy stop | 33 | 1.00 | 1.06121 | 1.05767 | 1.06221 | ||
| 141 | 2009.12.21 18:50 | buy | 33 | 1.00 | 1.06121 | 1.05767 | 1.06221 | ||
| 142 | 2009.12.21 19:15 | t/p | 33 | 1.00 | 1.06221 | 1.05767 | 1.06221 | 94.10 | 10916.85 |
| 143 | 2009.12.21 20:00 | buy stop | 34 | 1.00 | 1.06328 | 1.06103 | 1.06428 | ||
| 144 | 2009.12.21 21:00 | modify | 34 | 1.00 | 1.06279 | 1.06107 | 1.06428 | ||
| 145 | 2009.12.21 21:20 | buy | 34 | 1.00 | 1.06279 | 1.06107 | 1.06428 | ||
| 146 | 2009.12.21 21:50 | s/l | 34 | 1.00 | 1.06107 | 1.06107 | 1.06428 | -162.16 | 10754.69 |
| 147 | 2009.12.21 22:00 | buy stop | 35 | 1.00 | 1.06318 | 1.06072 | 1.06418 | ||
| 148 | 2009.12.21 23:00 | modify | 35 | 1.00 | 1.06271 | 1.06122 | 1.06418 | ||
| 149 | 2009.12.21 23:15 | buy | 35 | 1.00 | 1.06271 | 1.06122 | 1.06418 | ||
| 150 | 2009.12.22 05:33 | s/l | 35 | 1.00 | 1.06122 | 1.06122 | 1.06418 | -140.97 | 10613.71 |
| 151 | 2009.12.22 07:00 | buy stop | 36 | 1.00 | 1.06221 | 1.06107 | 1.06321 | ||
| 152 | 2009.12.22 08:00 | modify | 36 | 1.00 | 1.06197 | 1.06045 | 1.06321 | ||
| 153 | 2009.12.22 09:00 | modify | 36 | 1.00 | 1.06108 | 1.05866 | 1.06321 | ||
| 154 | 2009.12.22 10:00 | modify | 36 | 1.00 | 1.06018 | 1.05750 | 1.06321 | ||
| 155 | 2009.12.22 11:00 | modify | 36 | 1.00 | 1.05885 | 1.05721 | 1.06321 | ||
| 156 | 2009.12.22 12:00 | modify | 36 | 1.00 | 1.05798 | 1.05633 | 1.06321 | ||
| 157 | 2009.12.22 12:45 | buy | 36 | 1.00 | 1.05798 | 1.05633 | 1.06321 | ||
| 158 | 2009.12.22 14:07 | s/l | 36 | 1.00 | 1.05633 | 1.05633 | 1.06321 | -156.23 | 10457.48 |
| 159 | 2009.12.22 15:00 | buy stop | 37 | 1.00 | 1.05957 | 1.05614 | 1.06057 | ||
| 160 | 2009.12.22 15:50 | buy | 37 | 1.00 | 1.05957 | 1.05614 | 1.06057 | ||
| 161 | 2009.12.22 16:45 | t/p | 37 | 1.00 | 1.06057 | 1.05614 | 1.06057 | 94.24 | 10551.72 |
| 162 | 2009.12.22 17:00 | buy stop | 38 | 1.00 | 1.06180 | 1.05784 | 1.06280 | ||
| 163 | 2009.12.22 18:00 | modify | 38 | 1.00 | 1.06102 | 1.05515 | 1.06280 | ||
| 164 | 2009.12.22 19:00 | modify | 38 | 1.00 | 1.05680 | 1.05462 | 1.06280 | ||
| 165 | 2009.12.22 19:20 | buy | 38 | 1.00 | 1.05680 | 1.05462 | 1.06280 | ||
| 166 | 2009.12.22 19:50 | s/l | 38 | 1.00 | 1.05462 | 1.05462 | 1.06280 | -206.82 | 10344.90 |
| 167 | 2009.12.22 20:00 | buy stop | 39 | 1.00 | 1.05699 | 1.05402 | 1.05799 | ||
| 168 | 2009.12.22 21:40 | buy | 39 | 1.00 | 1.05699 | 1.05402 | 1.05799 | ||
| 169 | 2009.12.22 21:45 | t/p | 39 | 1.00 | 1.05799 | 1.05402 | 1.05799 | 94.51 | 10439.41 |
| 170 | 2009.12.22 22:00 | buy stop | 40 | 1.00 | 1.05863 | 1.05537 | 1.05963 | ||
| 171 | 2009.12.22 23:00 | modify | 40 | 1.00 | 1.05832 | 1.05691 | 1.05963 | ||
| 172 | 2009.12.23 00:00 | modify | 40 | 1.00 | 1.05751 | 1.05627 | 1.05963 | ||
| 173 | 2009.12.23 02:00 | modify | 40 | 1.00 | 1.05701 | 1.05535 | 1.05963 | ||
| 174 | 2009.12.23 04:02 | buy | 40 | 1.00 | 1.05701 | 1.05535 | 1.05963 | ||
| 175 | 2009.12.23 08:20 | s/l | 40 | 1.00 | 1.05535 | 1.05535 | 1.05963 | -157.30 | 10282.11 |
| 176 | 2009.12.23 09:00 | buy stop | 41 | 1.00 | 1.05665 | 1.05529 | 1.05765 | ||
| 177 | 2009.12.23 10:00 | modify | 41 | 1.00 | 1.05622 | 1.05370 | 1.05765 | ||
| 178 | 2009.12.23 10:50 | buy | 41 | 1.00 | 1.05622 | 1.05370 | 1.05765 | ||
| 179 | 2009.12.23 12:20 | s/l | 41 | 1.00 | 1.05370 | 1.05370 | 1.05765 | -239.28 | 10042.83 |
| 180 | 2009.12.23 13:00 | buy stop | 42 | 1.00 | 1.05548 | 1.05246 | 1.05648 | ||
| 181 | 2009.12.23 14:00 | modify | 42 | 1.00 | 1.05258 | 1.04902 | 1.05648 | ||
| 182 | 2009.12.23 15:50 | buy | 42 | 1.00 | 1.05258 | 1.04902 | 1.05648 | ||
| 183 | 2009.12.23 17:02 | s/l | 42 | 1.00 | 1.04902 | 1.04902 | 1.05648 | -339.49 | 9703.34 |
| 184 | 2009.12.23 18:00 | buy stop | 43 | 1.00 | 1.05069 | 1.04702 | 1.05169 | ||
| 185 | 2009.12.23 19:00 | modify | 43 | 1.00 | 1.04880 | 1.04690 | 1.05169 | ||
| 186 | 2009.12.23 22:20 | buy | 43 | 1.00 | 1.04880 | 1.04690 | 1.05169 | ||
| 187 | 2009.12.24 10:50 | s/l | 43 | 1.00 | 1.04690 | 1.04690 | 1.05169 | -183.20 | 9520.14 |
| 188 | 2009.12.24 11:00 | buy stop | 44 | 1.00 | 1.04840 | 1.04678 | 1.04940 | ||
| 189 | 2009.12.24 12:00 | modify | 44 | 1.00 | 1.04765 | 1.04548 | 1.04940 | ||
| 190 | 2009.12.24 13:00 | modify | 44 | 1.00 | 1.04708 | 1.04480 | 1.04940 | ||
| 191 | 2009.12.24 14:00 | modify | 44 | 1.00 | 1.04666 | 1.04523 | 1.04940 | ||
| 192 | 2009.12.24 14:40 | buy | 44 | 1.00 | 1.04666 | 1.04523 | 1.04940 | ||
| 193 | 2009.12.24 15:00 | modify | 44 | 1.00 | 1.04666 | 1.04791 | 1.04951 | ||
| 194 | 2009.12.24 15:20 | s/l | 44 | 1.00 | 1.04791 | 1.04791 | 1.04951 | 119.36 | 9639.50 |
| 195 | 2009.12.24 16:00 | buy stop | 45 | 1.00 | 1.04929 | 1.04727 | 1.05029 | ||
| 196 | 2009.12.24 17:20 | buy | 45 | 1.00 | 1.04929 | 1.04727 | 1.05029 | ||
| 197 | 2009.12.24 18:20 | t/p | 45 | 1.00 | 1.05029 | 1.04727 | 1.05029 | 95.19 | 9734.69 |
| 198 | 2009.12.28 00:00 | buy stop | 46 | 1.00 | 1.05050 | 1.04849 | 1.05150 | ||
| 199 | 2009.12.28 01:00 | modify | 46 | 1.00 | 1.04896 | 1.04753 | 1.05150 | ||
| 200 | 2009.12.28 01:10 | buy | 46 | 1.00 | 1.04896 | 1.04753 | 1.05150 | ||
| 201 | 2009.12.28 02:00 | modify | 46 | 1.00 | 1.04896 | 1.04906 | 1.05066 | ||
| 202 | 2009.12.28 02:15 | s/l | 46 | 1.00 | 1.04906 | 1.04906 | 1.05066 | 9.54 | 9744.23 |
| 203 | 2009.12.28 03:00 | buy stop | 47 | 1.00 | 1.04982 | 1.04754 | 1.05082 | ||
| 204 | 2009.12.28 04:00 | modify | 47 | 1.00 | 1.04787 | 1.04606 | 1.05082 | ||
| 205 | 2009.12.28 05:00 | modify | 47 | 1.00 | 1.04695 | 1.04561 | 1.05082 | ||
| 206 | 2009.12.28 05:10 | buy | 47 | 1.00 | 1.04695 | 1.04561 | 1.05082 | ||
| 207 | 2009.12.28 06:16 | s/l | 47 | 1.00 | 1.04561 | 1.04561 | 1.05082 | -128.18 | 9616.05 |
| 208 | 2009.12.28 08:00 | buy stop | 48 | 1.00 | 1.04757 | 1.04599 | 1.04857 | ||
| 209 | 2009.12.28 08:20 | buy | 48 | 1.00 | 1.04757 | 1.04599 | 1.04857 | ||
| 210 | 2009.12.28 08:35 | t/p | 48 | 1.00 | 1.04857 | 1.04599 | 1.04857 | 95.36 | 9711.41 |
| 211 | 2009.12.28 10:00 | buy stop | 49 | 1.00 | 1.04946 | 1.04785 | 1.05046 | ||
| 212 | 2009.12.28 10:20 | buy | 49 | 1.00 | 1.04946 | 1.04785 | 1.05046 | ||
| 213 | 2009.12.28 12:15 | s/l | 49 | 1.00 | 1.04785 | 1.04785 | 1.05046 | -153.68 | 9557.73 |
| 214 | 2009.12.28 13:00 | buy stop | 50 | 1.00 | 1.04848 | 1.04717 | 1.04948 | ||
| 215 | 2009.12.28 13:26 | buy | 50 | 1.00 | 1.04848 | 1.04717 | 1.04948 | ||
| 216 | 2009.12.28 13:45 | s/l | 50 | 1.00 | 1.04717 | 1.04717 | 1.04948 | -125.13 | 9432.60 |
| 217 | 2009.12.28 14:00 | buy stop | 51 | 1.00 | 1.04858 | 1.04594 | 1.04958 | ||
| 218 | 2009.12.28 15:00 | modify | 51 | 1.00 | 1.04704 | 1.04437 | 1.04958 | ||
| 219 | 2009.12.29 05:00 | modify | 51 | 1.00 | 1.04431 | 1.04344 | 1.04958 | ||
| 220 | 2009.12.29 08:00 | modify | 51 | 1.00 | 1.04384 | 1.04253 | 1.04958 | ||
| 221 | 2009.12.29 09:00 | modify | 51 | 1.00 | 1.04287 | 1.04155 | 1.04958 | ||
| 222 | 2009.12.29 10:00 | modify | 51 | 1.00 | 1.04201 | 1.03983 | 1.04958 | ||
| 223 | 2009.12.29 10:20 | buy | 51 | 1.00 | 1.04201 | 1.03983 | 1.04958 | ||
| 224 | 2009.12.29 11:20 | s/l | 51 | 1.00 | 1.03983 | 1.03983 | 1.04958 | -209.65 | 9222.95 |
| 225 | 2009.12.29 12:00 | buy stop | 52 | 1.00 | 1.04216 | 1.03981 | 1.04316 | ||
| 226 | 2009.12.29 13:00 | modify | 52 | 1.00 | 1.04151 | 1.03731 | 1.04316 | ||
| 227 | 2009.12.29 14:00 | modify | 52 | 1.00 | 1.03938 | 1.03750 | 1.04316 | ||
| 228 | 2009.12.29 14:16 | buy | 52 | 1.00 | 1.03938 | 1.03750 | 1.04316 | ||
| 229 | 2009.12.29 14:45 | s/l | 52 | 1.00 | 1.03750 | 1.03750 | 1.04316 | -181.23 | 9041.72 |
| 230 | 2009.12.29 15:00 | buy stop | 53 | 1.00 | 1.03946 | 1.03661 | 1.04046 | ||
| 231 | 2009.12.29 15:50 | buy | 53 | 1.00 | 1.03946 | 1.03661 | 1.04046 | ||
| 232 | 2009.12.29 16:33 | t/p | 53 | 1.00 | 1.04046 | 1.03661 | 1.04046 | 96.09 | 9137.81 |
| 233 | 2009.12.29 18:00 | buy stop | 54 | 1.00 | 1.04414 | 1.04002 | 1.04514 | ||
| 234 | 2009.12.29 19:00 | modify | 54 | 1.00 | 1.04221 | 1.03990 | 1.04514 | ||
| 235 | 2009.12.29 20:15 | buy | 54 | 1.00 | 1.04221 | 1.03990 | 1.04514 | ||
| 236 | 2009.12.29 21:00 | modify | 54 | 1.00 | 1.04221 | 1.04270 | 1.04430 | ||
| 237 | 2009.12.29 21:15 | s/l | 54 | 1.00 | 1.04270 | 1.04270 | 1.04430 | 47.01 | 9184.82 |
| 238 | 2009.12.29 23:00 | buy stop | 55 | 1.00 | 1.04405 | 1.04284 | 1.04505 | ||
| 239 | 2009.12.29 23:50 | buy | 55 | 1.00 | 1.04405 | 1.04284 | 1.04505 | ||
| 240 | 2009.12.30 01:45 | t/p | 55 | 1.00 | 1.04505 | 1.04284 | 1.04505 | 95.09 | 9279.91 |
| 241 | 2009.12.30 05:00 | buy stop | 56 | 1.00 | 1.04971 | 1.04618 | 1.05071 | ||
| 242 | 2009.12.30 05:50 | buy | 56 | 1.00 | 1.04971 | 1.04618 | 1.05071 | ||
| 243 | 2009.12.30 06:00 | modify | 56 | 1.00 | 1.04971 | 1.05004 | 1.05164 | ||
| 244 | 2009.12.30 07:00 | modify | 56 | 1.00 | 1.04971 | 1.05038 | 1.05198 | ||
| 245 | 2009.12.30 07:10 | s/l | 56 | 1.00 | 1.05038 | 1.05038 | 1.05198 | 63.80 | 9343.71 |
| 246 | 2009.12.30 08:00 | buy stop | 57 | 1.00 | 1.05095 | 1.04840 | 1.05195 | ||
| 247 | 2009.12.30 09:00 | modify | 57 | 1.00 | 1.04904 | 1.04739 | 1.05195 | ||
| 248 | 2009.12.30 12:00 | modify | 57 | 1.00 | 1.04832 | 1.04675 | 1.05195 | ||
| 249 | 2009.12.30 12:15 | buy | 57 | 1.00 | 1.04832 | 1.04675 | 1.05195 | ||
| 250 | 2009.12.30 13:00 | modify | 57 | 1.00 | 1.04832 | 1.04891 | 1.05051 | ||
| 251 | 2009.12.30 13:02 | s/l | 57 | 1.00 | 1.04891 | 1.04891 | 1.05051 | 56.28 | 9399.99 |
| 252 | 2009.12.30 14:00 | buy stop | 58 | 1.00 | 1.04983 | 1.04812 | 1.05083 | ||
| 253 | 2009.12.30 15:00 | modify | 58 | 1.00 | 1.04958 | 1.04796 | 1.05083 | ||
| 254 | 2009.12.30 15:10 | buy | 58 | 1.00 | 1.04958 | 1.04796 | 1.05083 | ||
| 255 | 2009.12.30 15:15 | t/p | 58 | 1.00 | 1.05083 | 1.04796 | 1.05083 | 118.80 | 9518.79 |
| 256 | 2009.12.30 16:00 | buy stop | 59 | 1.00 | 1.05766 | 1.04842 | 1.05866 | ||
| 257 | 2009.12.30 17:00 | modify | 59 | 1.00 | 1.05481 | 1.05072 | 1.05866 | ||
| 258 | 2009.12.30 17:20 | buy | 59 | 1.00 | 1.05481 | 1.05072 | 1.05866 | ||
| 259 | 2009.12.30 21:00 | modify | 59 | 1.00 | 1.05481 | 1.05493 | 1.05653 | ||
| 260 | 2009.12.30 22:10 | s/l | 59 | 1.00 | 1.05493 | 1.05493 | 1.05653 | 11.37 | 9530.16 |
| 261 | 2009.12.30 23:00 | buy stop | 60 | 1.00 | 1.05596 | 1.05448 | 1.05696 | ||
| 262 | 2009.12.30 23:40 | buy | 60 | 1.00 | 1.05596 | 1.05448 | 1.05696 | ||
| 263 | 2009.12.31 00:15 | s/l | 60 | 1.00 | 1.05448 | 1.05448 | 1.05696 | -142.07 | 9388.08 |