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 | MagicNumber=7000; Name=""TDS-v1x-MT4-HDB-v10""; Lots=1; TakeProfit=100; Stoploss=0; TrailingStop=60; Slippage=5; StartYear=2005; MM=0; Leverage=1; AcctSize=10000; longPeriod=0; shortPeriod=0; breakoutPeriod=0; TSDLongMethod=1; TSDShortMethod=3; WilliamsH=-25; WilliamsL=-75; WilliamsP=24; ForceP=2; longP1=12; longP2=26; longP3=9; pipsFromCurrent=16; | ||||
Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 489.28 | Gross profit | 2292.40 | Gross loss | -1803.12 |
Profit factor | 1.27 | Expected payoff | 8.29 | ||
Absolute drawdown | 259.32 | Maximal drawdown | 649.95 (6.26%) | Relative drawdown | 6.26% (649.95) |
Total trades | 59 | Short positions (won %) | 22 (86.36%) | Long positions (won %) | 37 (70.27%) |
Profit trades (% of total) | 45 (76.27%) | Loss trades (% of total) | 14 (23.73%) | ||
Largest | profit trade | 135.65 | loss trade | -231.03 | |
Average | profit trade | 50.94 | loss trade | -128.79 | |
Maximum | consecutive wins (profit in money) | 9 (498.31) | consecutive losses (loss in money) | 3 (-336.06) | |
Maximal | consecutive profit (count of wins) | 498.31 (9) | consecutive loss (count of losses) | -336.06 (3) | |
Average | consecutive wins | 5 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 00:00 | sell stop | 1 | 1.00 | 1.05476 | 1.05611 | 1.05376 | ||
2 | 2009.12.01 00:40 | sell | 1 | 1.00 | 1.05476 | 1.05611 | 1.05376 | ||
3 | 2009.12.01 00:46 | modify | 1 | 1.00 | 1.05476 | 1.05430 | 1.05270 | ||
4 | 2009.12.01 00:56 | s/l | 1 | 1.00 | 1.05430 | 1.05430 | 1.05270 | 43.62 | 10043.62 |
5 | 2009.12.01 15:00 | buy stop | 2 | 1.00 | 1.04632 | 1.04230 | 1.04732 | ||
6 | 2009.12.01 16:00 | modify | 2 | 1.00 | 1.04503 | 1.04277 | 1.04732 | ||
7 | 2009.12.01 17:00 | modify | 2 | 1.00 | 1.04453 | 1.04235 | 1.04732 | ||
8 | 2009.12.01 18:00 | modify | 2 | 1.00 | 1.04357 | 1.04053 | 1.04732 | ||
9 | 2009.12.01 18:15 | buy | 2 | 1.00 | 1.04357 | 1.04053 | 1.04732 | ||
10 | 2009.12.01 18:20 | modify | 2 | 1.00 | 1.04357 | 1.04368 | 1.04528 | ||
11 | 2009.12.01 18:27 | s/l | 2 | 1.00 | 1.04368 | 1.04368 | 1.04528 | 10.55 | 10054.17 |
12 | 2009.12.01 18:32 | buy stop | 3 | 1.00 | 1.04357 | 1.04053 | 1.04457 | ||
13 | 2009.12.01 18:45 | buy | 3 | 1.00 | 1.04357 | 1.04053 | 1.04457 | ||
14 | 2009.12.01 18:50 | modify | 3 | 1.00 | 1.04357 | 1.04364 | 1.04524 | ||
15 | 2009.12.01 18:57 | s/l | 3 | 1.00 | 1.04364 | 1.04364 | 1.04524 | 6.71 | 10060.88 |
16 | 2009.12.01 20:00 | buy stop | 4 | 1.00 | 1.04407 | 1.04177 | 1.04507 | ||
17 | 2009.12.01 21:10 | buy | 4 | 1.00 | 1.04407 | 1.04177 | 1.04507 | ||
18 | 2009.12.01 21:15 | modify | 4 | 1.00 | 1.04407 | 1.04424 | 1.04584 | ||
19 | 2009.12.01 21:20 | modify | 4 | 1.00 | 1.04407 | 1.04470 | 1.04630 | ||
20 | 2009.12.01 21:27 | s/l | 4 | 1.00 | 1.04470 | 1.04470 | 1.04630 | 60.31 | 10121.19 |
21 | 2009.12.02 01:00 | buy stop | 5 | 1.00 | 1.04701 | 1.04562 | 1.04801 | ||
22 | 2009.12.02 02:00 | modify | 5 | 1.00 | 1.04665 | 1.04504 | 1.04801 | ||
23 | 2009.12.02 02:15 | buy | 5 | 1.00 | 1.04665 | 1.04504 | 1.04801 | ||
24 | 2009.12.02 03:45 | s/l | 5 | 1.00 | 1.04504 | 1.04504 | 1.04801 | -154.08 | 9967.11 |
25 | 2009.12.02 06:00 | sell stop | 6 | 1.00 | 1.04426 | 1.04584 | 1.04326 | ||
26 | 2009.12.02 06:20 | sell | 6 | 1.00 | 1.04426 | 1.04584 | 1.04326 | ||
27 | 2009.12.02 07:20 | modify | 6 | 1.00 | 1.04426 | 1.04402 | 1.04242 | ||
28 | 2009.12.02 07:27 | s/l | 6 | 1.00 | 1.04402 | 1.04402 | 1.04242 | 22.99 | 9990.10 |
29 | 2009.12.02 12:00 | sell stop | 7 | 1.00 | 1.04307 | 1.04606 | 1.04207 | ||
30 | 2009.12.02 13:00 | delete | 7 | 1.00 | 1.04307 | 1.04606 | 1.04207 | ||
31 | 2009.12.02 16:00 | buy stop | 8 | 1.00 | 1.04805 | 1.04491 | 1.04905 | ||
32 | 2009.12.02 17:00 | delete | 8 | 1.00 | 1.04805 | 1.04491 | 1.04905 | ||
33 | 2009.12.02 23:00 | sell stop | 9 | 1.00 | 1.05006 | 1.05144 | 1.04906 | ||
34 | 2009.12.03 00:03 | modify | 9 | 1.00 | 1.05006 | 1.05115 | 1.04906 | ||
35 | 2009.12.03 00:10 | sell | 9 | 1.00 | 1.05006 | 1.05115 | 1.04906 | ||
36 | 2009.12.03 00:16 | modify | 9 | 1.00 | 1.05006 | 1.04960 | 1.04800 | ||
37 | 2009.12.03 00:26 | s/l | 9 | 1.00 | 1.04960 | 1.04960 | 1.04800 | 43.82 | 10033.92 |
38 | 2009.12.03 03:00 | sell stop | 10 | 1.00 | 1.04888 | 1.05016 | 1.04788 | ||
39 | 2009.12.03 03:20 | sell | 10 | 1.00 | 1.04888 | 1.05016 | 1.04788 | ||
40 | 2009.12.03 03:50 | modify | 10 | 1.00 | 1.04888 | 1.04874 | 1.04714 | ||
41 | 2009.12.03 03:57 | s/l | 10 | 1.00 | 1.04874 | 1.04874 | 1.04714 | 13.35 | 10047.27 |
42 | 2009.12.03 10:00 | sell stop | 11 | 1.00 | 1.04615 | 1.04817 | 1.04515 | ||
43 | 2009.12.03 11:00 | delete | 11 | 1.00 | 1.04615 | 1.04817 | 1.04515 | ||
44 | 2009.12.03 14:00 | buy stop | 12 | 1.00 | 1.05060 | 1.04912 | 1.05160 | ||
45 | 2009.12.03 14:20 | buy | 12 | 1.00 | 1.05060 | 1.04912 | 1.05160 | ||
46 | 2009.12.03 14:40 | t/p | 12 | 1.00 | 1.05160 | 1.04912 | 1.05160 | 95.06 | 10142.33 |
47 | 2009.12.03 17:00 | buy stop | 13 | 1.00 | 1.05828 | 1.05402 | 1.05928 | ||
48 | 2009.12.03 18:00 | delete | 13 | 1.00 | 1.05828 | 1.05402 | 1.05928 | ||
49 | 2009.12.03 21:00 | sell stop | 14 | 1.00 | 1.05183 | 1.05368 | 1.05083 | ||
50 | 2009.12.03 22:00 | modify | 14 | 1.00 | 1.05271 | 1.05512 | 1.05083 | ||
51 | 2009.12.03 23:00 | delete | 14 | 1.00 | 1.05271 | 1.05512 | 1.05083 | ||
52 | 2009.12.04 06:00 | sell stop | 15 | 1.00 | 1.05575 | 1.05681 | 1.05475 | ||
53 | 2009.12.04 06:02 | sell | 15 | 1.00 | 1.05575 | 1.05681 | 1.05475 | ||
54 | 2009.12.04 06:40 | s/l | 15 | 1.00 | 1.05681 | 1.05681 | 1.05475 | -100.30 | 10042.03 |
55 | 2009.12.04 06:40 | sell stop | 16 | 1.00 | 1.05575 | 1.05681 | 1.05475 | ||
56 | 2009.12.04 07:46 | sell | 16 | 1.00 | 1.05575 | 1.05681 | 1.05475 | ||
57 | 2009.12.04 07:46 | modify | 16 | 1.00 | 1.05575 | 1.05561 | 1.05401 | ||
58 | 2009.12.04 07:56 | s/l | 16 | 1.00 | 1.05561 | 1.05561 | 1.05401 | 13.26 | 10055.29 |
59 | 2009.12.04 07:56 | sell stop | 17 | 1.00 | 1.05536 | 1.05721 | 1.05436 | ||
60 | 2009.12.04 07:59 | sell | 17 | 1.00 | 1.05536 | 1.05721 | 1.05436 | ||
61 | 2009.12.04 08:03 | modify | 17 | 1.00 | 1.05536 | 1.05518 | 1.05358 | ||
62 | 2009.12.04 08:10 | modify | 17 | 1.00 | 1.05536 | 1.05464 | 1.05304 | ||
63 | 2009.12.04 08:16 | modify | 17 | 1.00 | 1.05536 | 1.05393 | 1.05233 | ||
64 | 2009.12.04 08:26 | s/l | 17 | 1.00 | 1.05393 | 1.05393 | 1.05233 | 135.65 | 10190.94 |
65 | 2009.12.04 12:07 | sell stop | 18 | 1.00 | 1.05461 | 1.05558 | 1.05361 | ||
66 | 2009.12.04 12:15 | sell | 18 | 1.00 | 1.05461 | 1.05558 | 1.05361 | ||
67 | 2009.12.04 12:20 | modify | 18 | 1.00 | 1.05461 | 1.05447 | 1.05287 | ||
68 | 2009.12.04 12:27 | s/l | 18 | 1.00 | 1.05447 | 1.05447 | 1.05287 | 13.28 | 10204.22 |
69 | 2009.12.07 00:00 | buy stop | 19 | 1.00 | 1.05825 | 1.05696 | 1.05925 | ||
70 | 2009.12.07 01:00 | delete | 19 | 1.00 | 1.05825 | 1.05696 | 1.05925 | ||
71 | 2009.12.07 05:00 | sell stop | 20 | 1.00 | 1.05396 | 1.05495 | 1.05296 | ||
72 | 2009.12.07 06:00 | modify | 20 | 1.00 | 1.05446 | 1.05541 | 1.05296 | ||
73 | 2009.12.07 07:00 | modify | 20 | 1.00 | 1.05459 | 1.05598 | 1.05296 | ||
74 | 2009.12.07 07:15 | sell | 20 | 1.00 | 1.05459 | 1.05598 | 1.05296 | ||
75 | 2009.12.07 07:20 | modify | 20 | 1.00 | 1.05459 | 1.05437 | 1.05277 | ||
76 | 2009.12.07 07:27 | s/l | 20 | 1.00 | 1.05437 | 1.05437 | 1.05277 | 20.86 | 10225.08 |
77 | 2009.12.07 09:00 | sell stop | 21 | 1.00 | 1.05370 | 1.05654 | 1.05270 | ||
78 | 2009.12.07 10:00 | delete | 21 | 1.00 | 1.05370 | 1.05654 | 1.05270 | ||
79 | 2009.12.07 11:00 | buy stop | 22 | 1.00 | 1.06487 | 1.05877 | 1.06587 | ||
80 | 2009.12.07 12:15 | modify | 22 | 1.00 | 1.06137 | 1.05856 | 1.06587 | ||
81 | 2009.12.07 12:40 | buy | 22 | 1.00 | 1.06137 | 1.05856 | 1.06587 | ||
82 | 2009.12.07 12:45 | modify | 22 | 1.00 | 1.06137 | 1.06195 | 1.06355 | ||
83 | 2009.12.07 12:50 | modify | 22 | 1.00 | 1.06137 | 1.06270 | 1.06430 | ||
84 | 2009.12.07 12:52 | s/l | 22 | 1.00 | 1.06270 | 1.06270 | 1.06430 | 125.16 | 10350.24 |
85 | 2009.12.07 20:00 | sell stop | 23 | 1.00 | 1.04840 | 1.05094 | 1.04740 | ||
86 | 2009.12.07 21:00 | delete | 23 | 1.00 | 1.04840 | 1.05094 | 1.04740 | ||
87 | 2009.12.07 23:00 | buy stop | 24 | 1.00 | 1.05287 | 1.05104 | 1.05387 | ||
88 | 2009.12.08 00:00 | modify | 24 | 1.00 | 1.05199 | 1.05003 | 1.05387 | ||
89 | 2009.12.08 01:00 | modify | 24 | 1.00 | 1.05148 | 1.04936 | 1.05387 | ||
90 | 2009.12.08 01:20 | buy | 24 | 1.00 | 1.05148 | 1.04936 | 1.05387 | ||
91 | 2009.12.08 01:50 | s/l | 24 | 1.00 | 1.04936 | 1.04936 | 1.05387 | -202.06 | 10148.18 |
92 | 2009.12.08 01:50 | buy stop | 25 | 1.00 | 1.05148 | 1.04936 | 1.05248 | ||
93 | 2009.12.08 03:32 | buy | 25 | 1.00 | 1.05148 | 1.04936 | 1.05248 | ||
94 | 2009.12.08 06:37 | modify | 25 | 1.00 | 1.05148 | 1.05165 | 1.05325 | ||
95 | 2009.12.08 06:40 | s/l | 25 | 1.00 | 1.05165 | 1.05165 | 1.05325 | 16.17 | 10164.35 |
96 | 2009.12.08 10:00 | buy stop | 26 | 1.00 | 1.05602 | 1.05131 | 1.05702 | ||
97 | 2009.12.08 11:00 | delete | 26 | 1.00 | 1.05602 | 1.05131 | 1.05702 | ||
98 | 2009.12.08 12:00 | sell stop | 27 | 1.00 | 1.04939 | 1.05182 | 1.04839 | ||
99 | 2009.12.08 13:00 | delete | 27 | 1.00 | 1.04939 | 1.05182 | 1.04839 | ||
100 | 2009.12.09 01:00 | sell stop | 28 | 1.00 | 1.06239 | 1.06599 | 1.06139 | ||
101 | 2009.12.09 01:20 | sell | 28 | 1.00 | 1.06239 | 1.06599 | 1.06139 | ||
102 | 2009.12.09 03:25 | modify | 28 | 1.00 | 1.06239 | 1.06201 | 1.06041 | ||
103 | 2009.12.09 03:40 | s/l | 28 | 1.00 | 1.06201 | 1.06201 | 1.06041 | 35.78 | 10200.13 |
104 | 2009.12.09 06:00 | sell stop | 29 | 1.00 | 1.06116 | 1.06233 | 1.06016 | ||
105 | 2009.12.09 06:16 | sell | 29 | 1.00 | 1.06116 | 1.06233 | 1.06016 | ||
106 | 2009.12.09 07:13 | s/l | 29 | 1.00 | 1.06233 | 1.06233 | 1.06016 | -110.12 | 10090.01 |
107 | 2009.12.09 09:00 | buy stop | 30 | 1.00 | 1.06473 | 1.06205 | 1.06573 | ||
108 | 2009.12.09 10:00 | delete | 30 | 1.00 | 1.06473 | 1.06205 | 1.06573 | ||
109 | 2009.12.09 23:06 | buy stop | 31 | 1.00 | 1.05504 | 1.05403 | 1.05604 | ||
110 | 2009.12.09 23:50 | buy | 31 | 1.00 | 1.05504 | 1.05403 | 1.05604 | ||
111 | 2009.12.10 00:20 | s/l | 31 | 1.00 | 1.05403 | 1.05403 | 1.05604 | -97.82 | 9992.19 |
112 | 2009.12.10 01:00 | buy stop | 32 | 1.00 | 1.05503 | 1.05368 | 1.05603 | ||
113 | 2009.12.10 01:07 | buy | 32 | 1.00 | 1.05503 | 1.05368 | 1.05603 | ||
114 | 2009.12.10 01:35 | s/l | 32 | 1.00 | 1.05368 | 1.05368 | 1.05603 | -128.12 | 9864.07 |
115 | 2009.12.10 01:35 | buy stop | 33 | 1.00 | 1.05503 | 1.05368 | 1.05603 | ||
116 | 2009.12.10 02:00 | modify | 33 | 1.00 | 1.05489 | 1.05201 | 1.05603 | ||
117 | 2009.12.10 02:45 | buy | 33 | 1.00 | 1.05489 | 1.05201 | 1.05603 | ||
118 | 2009.12.10 04:50 | modify | 33 | 1.00 | 1.05489 | 1.05508 | 1.05668 | ||
119 | 2009.12.10 04:57 | s/l | 33 | 1.00 | 1.05508 | 1.05508 | 1.05668 | 18.02 | 9882.09 |
120 | 2009.12.10 08:00 | buy stop | 34 | 1.00 | 1.05729 | 1.05537 | 1.05829 | ||
121 | 2009.12.10 09:02 | buy | 34 | 1.00 | 1.05729 | 1.05537 | 1.05829 | ||
122 | 2009.12.10 09:07 | modify | 34 | 1.00 | 1.05729 | 1.05750 | 1.05910 | ||
123 | 2009.12.10 09:10 | s/l | 34 | 1.00 | 1.05750 | 1.05750 | 1.05910 | 19.87 | 9901.96 |
124 | 2009.12.10 20:00 | buy stop | 35 | 1.00 | 1.05468 | 1.05122 | 1.05568 | ||
125 | 2009.12.10 21:00 | delete | 35 | 1.00 | 1.05468 | 1.05122 | 1.05568 | ||
126 | 2009.12.10 22:20 | buy stop | 36 | 1.00 | 1.05085 | 1.04977 | 1.05185 | ||
127 | 2009.12.10 22:40 | buy | 36 | 1.00 | 1.05085 | 1.04977 | 1.05185 | ||
128 | 2009.12.10 22:45 | modify | 36 | 1.00 | 1.05085 | 1.05108 | 1.05268 | ||
129 | 2009.12.10 22:50 | modify | 36 | 1.00 | 1.05085 | 1.05156 | 1.05316 | ||
130 | 2009.12.10 22:57 | s/l | 36 | 1.00 | 1.05156 | 1.05156 | 1.05316 | 67.53 | 9969.49 |
131 | 2009.12.11 04:00 | buy stop | 37 | 1.00 | 1.05262 | 1.05095 | 1.05362 | ||
132 | 2009.12.11 05:26 | modify | 37 | 1.00 | 1.05166 | 1.05064 | 1.05362 | ||
133 | 2009.12.11 05:50 | buy | 37 | 1.00 | 1.05166 | 1.05064 | 1.05362 | ||
134 | 2009.12.11 07:59 | modify | 37 | 1.00 | 1.05166 | 1.05187 | 1.05347 | ||
135 | 2009.12.11 08:02 | modify | 37 | 1.00 | 1.05166 | 1.05259 | 1.05419 | ||
136 | 2009.12.11 08:07 | modify | 37 | 1.00 | 1.05166 | 1.05277 | 1.05437 | ||
137 | 2009.12.11 08:10 | s/l | 37 | 1.00 | 1.05277 | 1.05277 | 1.05437 | 105.46 | 10074.95 |
138 | 2009.12.11 13:00 | sell stop | 38 | 1.00 | 1.04941 | 1.05064 | 1.04841 | ||
139 | 2009.12.11 13:10 | sell | 38 | 1.00 | 1.04941 | 1.05064 | 1.04841 | ||
140 | 2009.12.11 13:16 | modify | 38 | 1.00 | 1.04941 | 1.04907 | 1.04747 | ||
141 | 2009.12.11 13:26 | s/l | 38 | 1.00 | 1.04907 | 1.04907 | 1.04747 | 32.40 | 10107.35 |
142 | 2009.12.14 02:00 | sell stop | 39 | 1.00 | 1.05781 | 1.06006 | 1.05681 | ||
143 | 2009.12.14 03:00 | modify | 39 | 1.00 | 1.05806 | 1.06036 | 1.05681 | ||
144 | 2009.12.14 04:00 | modify | 39 | 1.00 | 1.05877 | 1.06001 | 1.05681 | ||
145 | 2009.12.14 05:00 | modify | 39 | 1.00 | 1.05902 | 1.06219 | 1.05681 | ||
146 | 2009.12.14 05:20 | sell | 39 | 1.00 | 1.05902 | 1.06219 | 1.05681 | ||
147 | 2009.12.14 05:20 | modify | 39 | 1.00 | 1.05902 | 1.05868 | 1.05708 | ||
148 | 2009.12.14 05:22 | s/l | 39 | 1.00 | 1.05868 | 1.05868 | 1.05708 | 32.11 | 10139.46 |
149 | 2009.12.14 05:45 | sell stop | 40 | 1.00 | 1.05902 | 1.06219 | 1.05802 | ||
150 | 2009.12.14 06:05 | sell | 40 | 1.00 | 1.05902 | 1.06219 | 1.05802 | ||
151 | 2009.12.14 06:15 | modify | 40 | 1.00 | 1.05902 | 1.05871 | 1.05711 | ||
152 | 2009.12.14 06:25 | modify | 40 | 1.00 | 1.05902 | 1.05803 | 1.05643 | ||
153 | 2009.12.14 06:30 | modify | 40 | 1.00 | 1.05902 | 1.05797 | 1.05637 | ||
154 | 2009.12.14 06:32 | s/l | 40 | 1.00 | 1.05797 | 1.05797 | 1.05637 | 99.24 | 10238.70 |
155 | 2009.12.14 08:00 | sell stop | 41 | 1.00 | 1.05652 | 1.05832 | 1.05552 | ||
156 | 2009.12.14 09:00 | delete | 41 | 1.00 | 1.05652 | 1.05832 | 1.05552 | ||
157 | 2009.12.14 14:00 | buy stop | 42 | 1.00 | 1.06516 | 1.06339 | 1.06616 | ||
158 | 2009.12.14 14:20 | buy | 42 | 1.00 | 1.06516 | 1.06339 | 1.06616 | ||
159 | 2009.12.14 14:45 | modify | 42 | 1.00 | 1.06516 | 1.06538 | 1.06698 | ||
160 | 2009.12.14 14:50 | modify | 42 | 1.00 | 1.06516 | 1.06570 | 1.06730 | ||
161 | 2009.12.14 14:57 | s/l | 42 | 1.00 | 1.06570 | 1.06570 | 1.06730 | 50.67 | 10289.37 |
162 | 2009.12.14 20:00 | sell stop | 43 | 1.00 | 1.05762 | 1.05935 | 1.05662 | ||
163 | 2009.12.14 21:00 | modify | 43 | 1.00 | 1.05842 | 1.05969 | 1.05662 | ||
164 | 2009.12.14 22:00 | delete | 43 | 1.00 | 1.05842 | 1.05969 | 1.05662 | ||
165 | 2009.12.14 22:15 | buy stop | 44 | 1.00 | 1.05973 | 1.05847 | 1.06073 | ||
166 | 2009.12.14 23:50 | buy | 44 | 1.00 | 1.05973 | 1.05847 | 1.06073 | ||
167 | 2009.12.15 01:20 | s/l | 44 | 1.00 | 1.05847 | 1.05847 | 1.06073 | -119.72 | 10169.65 |
168 | 2009.12.15 01:20 | buy stop | 45 | 1.00 | 1.05945 | 1.05878 | 1.06045 | ||
169 | 2009.12.15 01:45 | buy | 45 | 1.00 | 1.05945 | 1.05878 | 1.06045 | ||
170 | 2009.12.15 01:59 | s/l | 45 | 1.00 | 1.05878 | 1.05878 | 1.06045 | -63.28 | 10106.37 |
171 | 2009.12.15 01:59 | buy stop | 46 | 1.00 | 1.05945 | 1.05878 | 1.06045 | ||
172 | 2009.12.15 03:07 | modify | 46 | 1.00 | 1.05915 | 1.05855 | 1.06045 | ||
173 | 2009.12.15 03:20 | buy | 46 | 1.00 | 1.05915 | 1.05855 | 1.06045 | ||
174 | 2009.12.15 03:40 | s/l | 46 | 1.00 | 1.05855 | 1.05855 | 1.06045 | -56.68 | 10049.69 |
175 | 2009.12.15 03:40 | buy stop | 47 | 1.00 | 1.05915 | 1.05855 | 1.06015 | ||
176 | 2009.12.15 04:00 | modify | 47 | 1.00 | 1.05909 | 1.05836 | 1.06015 | ||
177 | 2009.12.15 05:00 | modify | 47 | 1.00 | 1.05855 | 1.05761 | 1.06015 | ||
178 | 2009.12.15 06:00 | delete | 47 | 1.00 | 1.05855 | 1.05761 | 1.06015 | ||
179 | 2009.12.15 07:00 | sell stop | 48 | 1.00 | 1.05555 | 1.05712 | 1.05455 | ||
180 | 2009.12.15 08:00 | delete | 48 | 1.00 | 1.05555 | 1.05712 | 1.05455 | ||
181 | 2009.12.15 18:00 | sell stop | 49 | 1.00 | 1.05976 | 1.06243 | 1.05876 | ||
182 | 2009.12.15 19:00 | modify | 49 | 1.00 | 1.06091 | 1.06267 | 1.05876 | ||
183 | 2009.12.15 20:00 | modify | 49 | 1.00 | 1.06138 | 1.06250 | 1.05876 | ||
184 | 2009.12.15 20:45 | sell | 49 | 1.00 | 1.06138 | 1.06250 | 1.05876 | ||
185 | 2009.12.15 21:20 | modify | 49 | 1.00 | 1.06138 | 1.06121 | 1.05961 | ||
186 | 2009.12.15 21:30 | s/l | 49 | 1.00 | 1.06121 | 1.06121 | 1.05961 | 16.02 | 10065.71 |
187 | 2009.12.16 04:20 | buy stop | 50 | 1.00 | 1.06098 | 1.06043 | 1.06198 | ||
188 | 2009.12.16 04:45 | buy | 50 | 1.00 | 1.06098 | 1.06043 | 1.06198 | ||
189 | 2009.12.16 05:07 | modify | 50 | 1.00 | 1.06098 | 1.06103 | 1.06263 | ||
190 | 2009.12.16 05:15 | s/l | 50 | 1.00 | 1.06103 | 1.06103 | 1.06263 | 4.72 | 10070.43 |
191 | 2009.12.16 06:00 | buy stop | 51 | 1.00 | 1.06147 | 1.06044 | 1.06247 | ||
192 | 2009.12.16 06:10 | buy | 51 | 1.00 | 1.06147 | 1.06044 | 1.06247 | ||
193 | 2009.12.16 06:15 | modify | 51 | 1.00 | 1.06147 | 1.06153 | 1.06313 | ||
194 | 2009.12.16 06:20 | modify | 51 | 1.00 | 1.06147 | 1.06205 | 1.06365 | ||
195 | 2009.12.16 06:27 | s/l | 51 | 1.00 | 1.06205 | 1.06205 | 1.06365 | 54.63 | 10125.06 |
196 | 2009.12.16 08:00 | buy stop | 52 | 1.00 | 1.06161 | 1.06029 | 1.06261 | ||
197 | 2009.12.16 08:20 | buy | 52 | 1.00 | 1.06161 | 1.06029 | 1.06261 | ||
198 | 2009.12.16 08:45 | modify | 52 | 1.00 | 1.06161 | 1.06177 | 1.06337 | ||
199 | 2009.12.16 08:50 | modify | 52 | 1.00 | 1.06161 | 1.06231 | 1.06391 | ||
200 | 2009.12.16 08:57 | s/l | 52 | 1.00 | 1.06231 | 1.06231 | 1.06391 | 65.92 | 10190.98 |
201 | 2009.12.16 22:00 | buy stop | 53 | 1.00 | 1.06368 | 1.06025 | 1.06468 | ||
202 | 2009.12.16 23:15 | modify | 53 | 1.00 | 1.06149 | 1.06014 | 1.06468 | ||
203 | 2009.12.16 23:50 | buy | 53 | 1.00 | 1.06149 | 1.06014 | 1.06468 | ||
204 | 2009.12.17 00:50 | modify | 53 | 1.00 | 1.06149 | 1.06166 | 1.06326 | ||
205 | 2009.12.17 01:02 | modify | 53 | 1.00 | 1.06149 | 1.06168 | 1.06328 | ||
206 | 2009.12.17 01:07 | modify | 53 | 1.00 | 1.06149 | 1.06178 | 1.06338 | ||
207 | 2009.12.17 01:15 | s/l | 53 | 1.00 | 1.06178 | 1.06178 | 1.06338 | 25.35 | 10216.32 |
208 | 2009.12.17 10:00 | sell stop | 54 | 1.00 | 1.06615 | 1.06764 | 1.06515 | ||
209 | 2009.12.17 11:00 | delete | 54 | 1.00 | 1.06615 | 1.06764 | 1.06515 | ||
210 | 2009.12.17 14:00 | sell stop | 55 | 1.00 | 1.06965 | 1.07312 | 1.06865 | ||
211 | 2009.12.17 15:00 | modify | 55 | 1.00 | 1.07146 | 1.07453 | 1.06865 | ||
212 | 2009.12.17 15:15 | sell | 55 | 1.00 | 1.07146 | 1.07453 | 1.06865 | ||
213 | 2009.12.17 15:20 | modify | 55 | 1.00 | 1.07146 | 1.07034 | 1.06874 | ||
214 | 2009.12.17 15:22 | s/l | 55 | 1.00 | 1.07034 | 1.07034 | 1.06874 | 104.63 | 10320.95 |
215 | 2009.12.17 18:00 | sell stop | 56 | 1.00 | 1.06901 | 1.07164 | 1.06801 | ||
216 | 2009.12.17 19:10 | modify | 56 | 1.00 | 1.07093 | 1.07278 | 1.06801 | ||
217 | 2009.12.17 19:50 | sell | 56 | 1.00 | 1.07093 | 1.07278 | 1.06801 | ||
218 | 2009.12.17 20:15 | modify | 56 | 1.00 | 1.07093 | 1.07064 | 1.06904 | ||
219 | 2009.12.17 20:20 | modify | 56 | 1.00 | 1.07093 | 1.07010 | 1.06850 | ||
220 | 2009.12.17 20:27 | s/l | 56 | 1.00 | 1.07010 | 1.07010 | 1.06850 | 77.56 | 10398.51 |
221 | 2009.12.18 00:00 | buy stop | 57 | 1.00 | 1.07133 | 1.07025 | 1.07233 | ||
222 | 2009.12.18 00:13 | buy | 57 | 1.00 | 1.07133 | 1.07025 | 1.07233 | ||
223 | 2009.12.18 00:20 | modify | 57 | 1.00 | 1.07133 | 1.07144 | 1.07304 | ||
224 | 2009.12.18 00:30 | modify | 57 | 1.00 | 1.07133 | 1.07193 | 1.07353 | ||
225 | 2009.12.18 00:35 | s/l | 57 | 1.00 | 1.07193 | 1.07193 | 1.07353 | 55.97 | 10454.48 |
226 | 2009.12.18 00:45 | buy stop | 58 | 1.00 | 1.07133 | 1.07025 | 1.07233 | ||
227 | 2009.12.18 01:00 | delete | 58 | 1.00 | 1.07133 | 1.07025 | 1.07233 | ||
228 | 2009.12.18 10:07 | buy stop | 59 | 1.00 | 1.06837 | 1.06571 | 1.06937 | ||
229 | 2009.12.18 10:10 | buy | 59 | 1.00 | 1.06837 | 1.06571 | 1.06937 | ||
230 | 2009.12.18 10:15 | t/p | 59 | 1.00 | 1.06937 | 1.06571 | 1.06937 | 93.51 | 10547.99 |
231 | 2009.12.18 10:45 | buy stop | 60 | 1.00 | 1.06837 | 1.06571 | 1.06937 | ||
232 | 2009.12.18 12:00 | delete | 60 | 1.00 | 1.06837 | 1.06571 | 1.06937 | ||
233 | 2009.12.18 19:00 | buy stop | 61 | 1.00 | 1.06807 | 1.06525 | 1.06907 | ||
234 | 2009.12.18 20:00 | modify | 61 | 1.00 | 1.06695 | 1.06552 | 1.06907 | ||
235 | 2009.12.18 21:00 | modify | 61 | 1.00 | 1.06654 | 1.06433 | 1.06907 | ||
236 | 2009.12.18 22:00 | delete | 61 | 1.00 | 1.06654 | 1.06433 | 1.06907 | ||
237 | 2009.12.21 21:00 | buy stop | 62 | 1.00 | 1.06279 | 1.06107 | 1.06379 | ||
238 | 2009.12.21 21:20 | buy | 62 | 1.00 | 1.06279 | 1.06107 | 1.06379 | ||
239 | 2009.12.21 21:50 | s/l | 62 | 1.00 | 1.06107 | 1.06107 | 1.06379 | -162.16 | 10385.83 |
240 | 2009.12.21 21:50 | buy stop | 63 | 1.00 | 1.06279 | 1.06107 | 1.06379 | ||
241 | 2009.12.21 22:37 | buy | 63 | 1.00 | 1.06279 | 1.06107 | 1.06379 | ||
242 | 2009.12.21 23:32 | modify | 63 | 1.00 | 1.06279 | 1.06292 | 1.06452 | ||
243 | 2009.12.21 23:37 | modify | 63 | 1.00 | 1.06279 | 1.06298 | 1.06458 | ||
244 | 2009.12.21 23:50 | s/l | 63 | 1.00 | 1.06298 | 1.06298 | 1.06458 | 17.88 | 10403.71 |
245 | 2009.12.22 03:05 | sell stop | 64 | 1.00 | 1.06169 | 1.06322 | 1.06069 | ||
246 | 2009.12.22 04:00 | modify | 64 | 1.00 | 1.06182 | 1.06331 | 1.06069 | ||
247 | 2009.12.22 04:20 | sell | 64 | 1.00 | 1.06182 | 1.06331 | 1.06069 | ||
248 | 2009.12.22 05:33 | modify | 64 | 1.00 | 1.06182 | 1.06180 | 1.06020 | ||
249 | 2009.12.22 05:40 | modify | 64 | 1.00 | 1.06182 | 1.06175 | 1.06015 | ||
250 | 2009.12.22 05:59 | s/l | 64 | 1.00 | 1.06175 | 1.06175 | 1.06015 | 6.59 | 10410.30 |
251 | 2009.12.23 00:00 | buy stop | 65 | 1.00 | 1.05751 | 1.05627 | 1.05851 | ||
252 | 2009.12.23 01:20 | modify | 65 | 1.00 | 1.05711 | 1.05625 | 1.05851 | ||
253 | 2009.12.23 02:00 | delete | 65 | 1.00 | 1.05711 | 1.05625 | 1.05851 | ||
254 | 2009.12.23 15:00 | sell stop | 66 | 1.00 | 1.04884 | 1.05166 | 1.04784 | ||
255 | 2009.12.23 16:00 | delete | 66 | 1.00 | 1.04884 | 1.05166 | 1.04784 | ||
256 | 2009.12.24 03:00 | buy stop | 67 | 1.00 | 1.04922 | 1.04830 | 1.05022 | ||
257 | 2009.12.24 04:20 | modify | 67 | 1.00 | 1.04853 | 1.04787 | 1.05022 | ||
258 | 2009.12.24 04:50 | buy | 67 | 1.00 | 1.04853 | 1.04787 | 1.05022 | ||
259 | 2009.12.24 06:02 | modify | 67 | 1.00 | 1.04853 | 1.04855 | 1.05015 | ||
260 | 2009.12.24 06:07 | modify | 67 | 1.00 | 1.04853 | 1.04858 | 1.05018 | ||
261 | 2009.12.24 07:10 | s/l | 67 | 1.00 | 1.04858 | 1.04858 | 1.05018 | 4.77 | 10415.07 |
262 | 2009.12.24 07:10 | buy stop | 68 | 1.00 | 1.04902 | 1.04858 | 1.05002 | ||
263 | 2009.12.24 08:00 | delete | 68 | 1.00 | 1.04902 | 1.04858 | 1.05002 | ||
264 | 2009.12.24 10:00 | sell stop | 69 | 1.00 | 1.04734 | 1.04903 | 1.04634 | ||
265 | 2009.12.24 10:20 | sell | 69 | 1.00 | 1.04734 | 1.04903 | 1.04634 | ||
266 | 2009.12.24 11:03 | modify | 69 | 1.00 | 1.04734 | 1.04700 | 1.04540 | ||
267 | 2009.12.24 11:10 | modify | 69 | 1.00 | 1.04734 | 1.04661 | 1.04501 | ||
268 | 2009.12.24 11:16 | modify | 69 | 1.00 | 1.04734 | 1.04609 | 1.04449 | ||
269 | 2009.12.24 11:26 | s/l | 69 | 1.00 | 1.04609 | 1.04609 | 1.04449 | 119.48 | 10534.55 |
270 | 2009.12.28 08:00 | sell stop | 70 | 1.00 | 1.04599 | 1.04757 | 1.04499 | ||
271 | 2009.12.28 09:00 | delete | 70 | 1.00 | 1.04599 | 1.04757 | 1.04499 | ||
272 | 2009.12.28 10:00 | buy stop | 71 | 1.00 | 1.04946 | 1.04785 | 1.05046 | ||
273 | 2009.12.28 10:20 | buy | 71 | 1.00 | 1.04946 | 1.04785 | 1.05046 | ||
274 | 2009.12.28 12:15 | s/l | 71 | 1.00 | 1.04785 | 1.04785 | 1.05046 | -153.68 | 10380.87 |
275 | 2009.12.28 12:15 | buy stop | 72 | 1.00 | 1.04879 | 1.04801 | 1.04979 | ||
276 | 2009.12.28 13:00 | delete | 72 | 1.00 | 1.04879 | 1.04801 | 1.04979 | ||
277 | 2009.12.28 16:00 | sell stop | 73 | 1.00 | 1.04443 | 1.04599 | 1.04343 | ||
278 | 2009.12.28 16:45 | sell | 73 | 1.00 | 1.04443 | 1.04599 | 1.04343 | ||
279 | 2009.12.28 16:50 | t/p | 73 | 1.00 | 1.04343 | 1.04599 | 1.04343 | 95.86 | 10476.73 |
280 | 2009.12.28 21:00 | buy stop | 74 | 1.00 | 1.04347 | 1.04172 | 1.04447 | ||
281 | 2009.12.28 22:07 | modify | 74 | 1.00 | 1.04347 | 1.04190 | 1.04447 | ||
282 | 2009.12.28 22:20 | modify | 74 | 1.00 | 1.04286 | 1.04190 | 1.04447 | ||
283 | 2009.12.28 22:50 | buy | 74 | 1.00 | 1.04286 | 1.04190 | 1.04447 | ||
284 | 2009.12.29 02:45 | modify | 74 | 1.00 | 1.04286 | 1.04314 | 1.04474 | ||
285 | 2009.12.29 02:50 | modify | 74 | 1.00 | 1.04286 | 1.04347 | 1.04507 | ||
286 | 2009.12.29 02:57 | s/l | 74 | 1.00 | 1.04347 | 1.04347 | 1.04507 | 57.80 | 10534.54 |
287 | 2009.12.29 05:00 | buy stop | 75 | 1.00 | 1.04431 | 1.04344 | 1.04531 | ||
288 | 2009.12.29 06:32 | modify | 75 | 1.00 | 1.04369 | 1.04305 | 1.04531 | ||
289 | 2009.12.29 06:45 | buy | 75 | 1.00 | 1.04369 | 1.04305 | 1.04531 | ||
290 | 2009.12.29 07:40 | s/l | 75 | 1.00 | 1.04305 | 1.04305 | 1.04531 | -61.36 | 10473.18 |
291 | 2009.12.29 18:00 | buy stop | 76 | 1.00 | 1.04414 | 1.04002 | 1.04514 | ||
292 | 2009.12.29 19:00 | modify | 76 | 1.00 | 1.04221 | 1.03990 | 1.04514 | ||
293 | 2009.12.29 20:15 | buy | 76 | 1.00 | 1.04221 | 1.03990 | 1.04514 | ||
294 | 2009.12.29 20:20 | modify | 76 | 1.00 | 1.04221 | 1.04245 | 1.04405 | ||
295 | 2009.12.29 20:27 | s/l | 76 | 1.00 | 1.04245 | 1.04245 | 1.04405 | 23.02 | 10496.20 |
296 | 2009.12.29 23:00 | buy stop | 77 | 1.00 | 1.04405 | 1.04284 | 1.04505 | ||
297 | 2009.12.29 23:45 | buy | 77 | 1.00 | 1.04405 | 1.04284 | 1.04505 | ||
298 | 2009.12.30 01:15 | modify | 77 | 1.00 | 1.04405 | 1.04408 | 1.04568 | ||
299 | 2009.12.30 01:20 | modify | 77 | 1.00 | 1.04405 | 1.04428 | 1.04588 | ||
300 | 2009.12.30 01:40 | modify | 77 | 1.00 | 1.04405 | 1.04456 | 1.04616 | ||
301 | 2009.12.30 01:45 | modify | 77 | 1.00 | 1.04405 | 1.04498 | 1.04658 | ||
302 | 2009.12.30 01:50 | modify | 77 | 1.00 | 1.04405 | 1.04540 | 1.04700 | ||
303 | 2009.12.30 01:57 | s/l | 77 | 1.00 | 1.04540 | 1.04540 | 1.04700 | 128.50 | 10624.70 |
304 | 2009.12.30 01:57 | sell stop | 78 | 1.00 | 1.04340 | 1.04432 | 1.04240 | ||
305 | 2009.12.30 02:00 | delete | 78 | 1.00 | 1.04340 | 1.04432 | 1.04240 | ||
306 | 2009.12.30 04:00 | sell stop | 79 | 1.00 | 1.04585 | 1.04669 | 1.04485 | ||
307 | 2009.12.30 05:00 | delete | 79 | 1.00 | 1.04585 | 1.04669 | 1.04485 | ||
308 | 2009.12.30 13:00 | sell stop | 80 | 1.00 | 1.04703 | 1.04981 | 1.04603 | ||
309 | 2009.12.30 14:00 | modify | 80 | 1.00 | 1.04812 | 1.04983 | 1.04603 | ||
310 | 2009.12.30 14:02 | sell | 80 | 1.00 | 1.04812 | 1.04983 | 1.04603 | ||
311 | 2009.12.30 15:10 | s/l | 80 | 1.00 | 1.04983 | 1.04983 | 1.04603 | -162.71 | 10461.99 |
312 | 2009.12.30 15:10 | sell stop | 81 | 1.00 | 1.04796 | 1.04958 | 1.04696 | ||
313 | 2009.12.30 16:00 | delete | 81 | 1.00 | 1.04796 | 1.04958 | 1.04696 | ||
314 | 2009.12.30 17:00 | buy stop | 82 | 1.00 | 1.05481 | 1.05072 | 1.05581 | ||
315 | 2009.12.30 17:20 | buy | 82 | 1.00 | 1.05481 | 1.05072 | 1.05581 | ||
316 | 2009.12.30 17:20 | modify | 82 | 1.00 | 1.05481 | 1.05497 | 1.05657 | ||
317 | 2009.12.30 17:22 | s/l | 82 | 1.00 | 1.05497 | 1.05497 | 1.05657 | 15.17 | 10477.16 |
318 | 2009.12.30 17:27 | buy stop | 83 | 1.00 | 1.05481 | 1.05072 | 1.05581 | ||
319 | 2009.12.30 17:27 | buy | 83 | 1.00 | 1.05481 | 1.05072 | 1.05581 | ||
320 | 2009.12.30 17:32 | modify | 83 | 1.00 | 1.05481 | 1.05518 | 1.05678 | ||
321 | 2009.12.30 17:37 | modify | 83 | 1.00 | 1.05481 | 1.05552 | 1.05712 | ||
322 | 2009.12.30 17:40 | s/l | 83 | 1.00 | 1.05552 | 1.05552 | 1.05712 | 67.33 | 10544.49 |
323 | 2009.12.30 17:45 | buy stop | 84 | 1.00 | 1.05481 | 1.05072 | 1.05581 | ||
324 | 2009.12.30 18:59 | buy | 84 | 1.00 | 1.05481 | 1.05072 | 1.05581 | ||
325 | 2009.12.30 20:45 | modify | 84 | 1.00 | 1.05481 | 1.05496 | 1.05656 | ||
326 | 2009.12.30 20:50 | modify | 84 | 1.00 | 1.05481 | 1.05529 | 1.05689 | ||
327 | 2009.12.30 20:57 | s/l | 84 | 1.00 | 1.05529 | 1.05529 | 1.05689 | 45.49 | 10589.98 |
328 | 2009.12.30 22:40 | sell stop | 85 | 1.00 | 1.05505 | 1.05576 | 1.05405 | ||
329 | 2009.12.30 23:03 | sell | 85 | 1.00 | 1.05505 | 1.05576 | 1.05405 | ||
330 | 2009.12.30 23:10 | modify | 85 | 1.00 | 1.05505 | 1.05504 | 1.05344 | ||
331 | 2009.12.30 23:13 | s/l | 85 | 1.00 | 1.05504 | 1.05504 | 1.05344 | 0.95 | 10590.93 |
332 | 2009.12.31 15:00 | buy stop | 86 | 1.00 | 1.05219 | 1.04864 | 1.05319 | ||
333 | 2009.12.31 16:00 | modify | 86 | 1.00 | 1.04997 | 1.04755 | 1.05319 | ||
334 | 2009.12.31 16:03 | buy | 86 | 1.00 | 1.04997 | 1.04755 | 1.05319 | ||
335 | 2009.12.31 16:10 | modify | 86 | 1.00 | 1.04997 | 1.05045 | 1.05205 | ||
336 | 2009.12.31 16:16 | modify | 86 | 1.00 | 1.04997 | 1.05133 | 1.05293 | ||
337 | 2009.12.31 16:20 | s/l | 86 | 1.00 | 1.05133 | 1.05133 | 1.05293 | 129.38 | 10720.31 |
338 | 2009.12.31 16:50 | buy stop | 87 | 1.00 | 1.04997 | 1.04755 | 1.05097 | ||
339 | 2009.12.31 16:57 | buy | 87 | 1.00 | 1.04997 | 1.04755 | 1.05097 | ||
340 | 2009.12.31 17:10 | s/l | 87 | 1.00 | 1.04755 | 1.04755 | 1.05097 | -231.03 | 10489.28 |
341 | 2009.12.31 17:10 | buy stop | 88 | 1.00 | 1.05327 | 1.04798 | 1.05427 | ||
342 | 2009.12.31 18:00 | delete | 88 | 1.00 | 1.05327 | 1.04798 | 1.05427 |