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 | In_BUY=true; SL_buy=62; Risk_buy=0; In_SELL=true; SL_sell=62; Risk_sell=0; | ||||
Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -6.49 | Gross profit | 125.61 | Gross loss | -132.10 |
Profit factor | 0.95 | Expected payoff | -0.04 | ||
Absolute drawdown | 22.68 | Maximal drawdown | 30.92 (0.31%) | Relative drawdown | 0.31% (30.92) |
Total trades | 147 | Short positions (won %) | 74 (39.19%) | Long positions (won %) | 73 (32.88%) |
Profit trades (% of total) | 53 (36.05%) | Loss trades (% of total) | 94 (63.95%) | ||
Largest | profit trade | 9.23 | loss trade | -6.05 | |
Average | profit trade | 2.37 | loss trade | -1.41 | |
Maximum | consecutive wins (profit in money) | 3 (9.64) | consecutive losses (loss in money) | 6 (-16.54) | |
Maximal | consecutive profit (count of wins) | 10.67 (2) | consecutive loss (count of losses) | -16.54 (6) | |
Average | consecutive wins | 2 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 00:00 | sell | 1 | 0.01 | 1.05597 | 1.06234 | 0.00000 | ||
2 | 2009.12.01 03:00 | buy | 2 | 0.01 | 1.05624 | 1.04987 | 0.00000 | ||
3 | 2009.12.01 03:00 | close | 1 | 0.01 | 1.05624 | 1.06234 | 0.00000 | -0.26 | 9999.74 |
4 | 2009.12.01 05:00 | close | 2 | 0.01 | 1.05535 | 1.04987 | 0.00000 | -0.84 | 9998.90 |
5 | 2009.12.01 05:00 | sell | 3 | 0.01 | 1.05535 | 1.06172 | 0.00000 | ||
6 | 2009.12.01 07:00 | buy | 4 | 0.01 | 1.05565 | 1.04928 | 0.00000 | ||
7 | 2009.12.01 07:00 | close | 3 | 0.01 | 1.05565 | 1.06172 | 0.00000 | -0.28 | 9998.62 |
8 | 2009.12.01 08:00 | close | 4 | 0.01 | 1.05501 | 1.04928 | 0.00000 | -0.61 | 9998.01 |
9 | 2009.12.01 08:00 | sell | 5 | 0.01 | 1.05501 | 1.06138 | 0.00000 | ||
10 | 2009.12.01 14:00 | buy | 6 | 0.01 | 1.04614 | 1.03977 | 0.00000 | ||
11 | 2009.12.01 14:00 | close | 5 | 0.01 | 1.04614 | 1.06138 | 0.00000 | 8.48 | 10006.49 |
12 | 2009.12.01 15:00 | close | 6 | 0.01 | 1.04405 | 1.03977 | 0.00000 | -2.00 | 10004.49 |
13 | 2009.12.01 15:00 | sell | 7 | 0.01 | 1.04405 | 1.05042 | 0.00000 | ||
14 | 2009.12.01 19:00 | buy | 8 | 0.01 | 1.04420 | 1.03783 | 0.00000 | ||
15 | 2009.12.01 19:00 | close | 7 | 0.01 | 1.04420 | 1.05042 | 0.00000 | -0.14 | 10004.35 |
16 | 2009.12.01 20:00 | close | 8 | 0.01 | 1.04243 | 1.03783 | 0.00000 | -1.70 | 10002.65 |
17 | 2009.12.01 20:00 | sell | 9 | 0.01 | 1.04243 | 1.04880 | 0.00000 | ||
18 | 2009.12.01 21:00 | buy | 10 | 0.01 | 1.04384 | 1.03747 | 0.00000 | ||
19 | 2009.12.01 21:00 | close | 9 | 0.01 | 1.04384 | 1.04880 | 0.00000 | -1.35 | 10001.30 |
20 | 2009.12.02 01:00 | close | 10 | 0.01 | 1.04625 | 1.03747 | 0.00000 | 2.29 | 10003.59 |
21 | 2009.12.02 01:00 | sell | 11 | 0.01 | 1.04625 | 1.05262 | 0.00000 | ||
22 | 2009.12.02 09:00 | buy | 12 | 0.01 | 1.04604 | 1.03967 | 0.00000 | ||
23 | 2009.12.02 09:00 | close | 11 | 0.01 | 1.04604 | 1.05262 | 0.00000 | 0.20 | 10003.79 |
24 | 2009.12.02 11:00 | close | 12 | 0.01 | 1.04365 | 1.03967 | 0.00000 | -2.29 | 10001.50 |
25 | 2009.12.02 11:00 | sell | 13 | 0.01 | 1.04365 | 1.05002 | 0.00000 | ||
26 | 2009.12.02 13:00 | buy | 14 | 0.01 | 1.04602 | 1.03965 | 0.00000 | ||
27 | 2009.12.02 13:00 | close | 13 | 0.01 | 1.04602 | 1.05002 | 0.00000 | -2.27 | 9999.23 |
28 | 2009.12.02 18:00 | close | 14 | 0.01 | 1.04651 | 1.03965 | 0.00000 | 0.47 | 9999.70 |
29 | 2009.12.02 18:00 | sell | 15 | 0.01 | 1.04651 | 1.05288 | 0.00000 | ||
30 | 2009.12.02 19:00 | buy | 16 | 0.01 | 1.04949 | 1.04312 | 0.00000 | ||
31 | 2009.12.02 19:00 | close | 15 | 0.01 | 1.04949 | 1.05288 | 0.00000 | -2.84 | 9996.86 |
32 | 2009.12.03 00:00 | close | 16 | 0.01 | 1.05092 | 1.04312 | 0.00000 | 1.34 | 9998.20 |
33 | 2009.12.03 00:00 | sell | 17 | 0.01 | 1.05092 | 1.05729 | 0.00000 | ||
34 | 2009.12.03 06:00 | buy | 18 | 0.01 | 1.05029 | 1.04392 | 0.00000 | ||
35 | 2009.12.03 06:00 | close | 17 | 0.01 | 1.05029 | 1.05729 | 0.00000 | 0.60 | 9998.80 |
36 | 2009.12.03 08:00 | close | 18 | 0.01 | 1.04819 | 1.04392 | 0.00000 | -2.00 | 9996.80 |
37 | 2009.12.03 08:00 | sell | 19 | 0.01 | 1.04819 | 1.05456 | 0.00000 | ||
38 | 2009.12.03 11:00 | buy | 20 | 0.01 | 1.04908 | 1.04271 | 0.00000 | ||
39 | 2009.12.03 11:00 | close | 19 | 0.01 | 1.04908 | 1.05456 | 0.00000 | -0.85 | 9995.95 |
40 | 2009.12.03 18:00 | close | 20 | 0.01 | 1.05384 | 1.04271 | 0.00000 | 4.52 | 10000.47 |
41 | 2009.12.03 18:00 | sell | 21 | 0.01 | 1.05384 | 1.06021 | 0.00000 | ||
42 | 2009.12.03 22:00 | buy | 22 | 0.01 | 1.05481 | 1.04844 | 0.00000 | ||
43 | 2009.12.03 22:00 | close | 21 | 0.01 | 1.05481 | 1.06021 | 0.00000 | -0.92 | 9999.55 |
44 | 2009.12.04 02:00 | close | 22 | 0.01 | 1.05697 | 1.04844 | 0.00000 | 2.03 | 10001.59 |
45 | 2009.12.04 02:00 | sell | 23 | 0.01 | 1.05697 | 1.06334 | 0.00000 | ||
46 | 2009.12.04 04:00 | buy | 24 | 0.01 | 1.05648 | 1.05011 | 0.00000 | ||
47 | 2009.12.04 04:00 | close | 23 | 0.01 | 1.05648 | 1.06334 | 0.00000 | 0.46 | 10002.05 |
48 | 2009.12.04 05:00 | close | 24 | 0.01 | 1.05586 | 1.05011 | 0.00000 | -0.59 | 10001.46 |
49 | 2009.12.04 05:00 | sell | 25 | 0.01 | 1.05586 | 1.06223 | 0.00000 | ||
50 | 2009.12.04 06:00 | buy | 26 | 0.01 | 1.05645 | 1.05008 | 0.00000 | ||
51 | 2009.12.04 06:00 | close | 25 | 0.01 | 1.05645 | 1.06223 | 0.00000 | -0.56 | 10000.90 |
52 | 2009.12.04 08:00 | close | 26 | 0.01 | 1.05529 | 1.05008 | 0.00000 | -1.10 | 9999.80 |
53 | 2009.12.04 08:00 | sell | 27 | 0.01 | 1.05529 | 1.06166 | 0.00000 | ||
54 | 2009.12.04 12:00 | buy | 28 | 0.01 | 1.05500 | 1.04863 | 0.00000 | ||
55 | 2009.12.04 12:00 | close | 27 | 0.01 | 1.05500 | 1.06166 | 0.00000 | 0.27 | 10000.07 |
56 | 2009.12.04 13:00 | close | 28 | 0.01 | 1.05225 | 1.04863 | 0.00000 | -2.61 | 9997.46 |
57 | 2009.12.04 13:00 | sell | 29 | 0.01 | 1.05225 | 1.05862 | 0.00000 | ||
58 | 2009.12.04 17:00 | buy | 30 | 0.01 | 1.05016 | 1.04379 | 0.00000 | ||
59 | 2009.12.04 17:00 | close | 29 | 0.01 | 1.05016 | 1.05862 | 0.00000 | 1.99 | 9999.45 |
60 | 2009.12.07 00:00 | close | 30 | 0.01 | 1.05561 | 1.04379 | 0.00000 | 5.15 | 10004.60 |
61 | 2009.12.07 00:00 | sell | 31 | 0.01 | 1.05561 | 1.06198 | 0.00000 | ||
62 | 2009.12.07 03:00 | buy | 32 | 0.01 | 1.05585 | 1.04948 | 0.00000 | ||
63 | 2009.12.07 03:00 | close | 31 | 0.01 | 1.05585 | 1.06198 | 0.00000 | -0.23 | 10004.37 |
64 | 2009.12.07 04:00 | close | 32 | 0.01 | 1.05434 | 1.04948 | 0.00000 | -1.43 | 10002.94 |
65 | 2009.12.07 04:00 | sell | 33 | 0.01 | 1.05434 | 1.06071 | 0.00000 | ||
66 | 2009.12.07 07:00 | buy | 34 | 0.01 | 1.05589 | 1.04952 | 0.00000 | ||
67 | 2009.12.07 07:00 | close | 33 | 0.01 | 1.05589 | 1.06071 | 0.00000 | -1.47 | 10001.47 |
68 | 2009.12.07 08:00 | close | 34 | 0.01 | 1.05404 | 1.04952 | 0.00000 | -1.76 | 9999.71 |
69 | 2009.12.07 08:00 | sell | 35 | 0.01 | 1.05404 | 1.06041 | 0.00000 | ||
70 | 2009.12.07 09:33 | s/l | 35 | 0.01 | 1.06041 | 1.06041 | 0.00000 | -6.00 | 9993.71 |
71 | 2009.12.07 10:00 | buy | 36 | 0.01 | 1.06404 | 1.05767 | 0.00000 | ||
72 | 2009.12.07 13:00 | close | 36 | 0.01 | 1.06257 | 1.05767 | 0.00000 | -1.38 | 9992.33 |
73 | 2009.12.07 13:00 | sell | 37 | 0.01 | 1.06257 | 1.06894 | 0.00000 | ||
74 | 2009.12.07 21:00 | buy | 38 | 0.01 | 1.05285 | 1.04648 | 0.00000 | ||
75 | 2009.12.07 21:00 | close | 37 | 0.01 | 1.05285 | 1.06894 | 0.00000 | 9.23 | 10001.56 |
76 | 2009.12.08 00:00 | close | 38 | 0.01 | 1.05128 | 1.04648 | 0.00000 | -1.50 | 10000.06 |
77 | 2009.12.08 00:00 | sell | 39 | 0.01 | 1.05128 | 1.05765 | 0.00000 | ||
78 | 2009.12.08 04:00 | buy | 40 | 0.01 | 1.05087 | 1.04450 | 0.00000 | ||
79 | 2009.12.08 04:00 | close | 39 | 0.01 | 1.05087 | 1.05765 | 0.00000 | 0.39 | 10000.45 |
80 | 2009.12.08 07:00 | close | 40 | 0.01 | 1.05045 | 1.04450 | 0.00000 | -0.40 | 10000.05 |
81 | 2009.12.08 07:00 | sell | 41 | 0.01 | 1.05045 | 1.05682 | 0.00000 | ||
82 | 2009.12.08 08:00 | buy | 42 | 0.01 | 1.05119 | 1.04482 | 0.00000 | ||
83 | 2009.12.08 08:00 | close | 41 | 0.01 | 1.05119 | 1.05682 | 0.00000 | -0.70 | 9999.35 |
84 | 2009.12.08 11:00 | close | 42 | 0.01 | 1.05018 | 1.04482 | 0.00000 | -0.96 | 9998.39 |
85 | 2009.12.08 11:00 | sell | 43 | 0.01 | 1.05018 | 1.05655 | 0.00000 | ||
86 | 2009.12.08 13:00 | buy | 44 | 0.01 | 1.05462 | 1.04825 | 0.00000 | ||
87 | 2009.12.08 13:00 | close | 43 | 0.01 | 1.05462 | 1.05655 | 0.00000 | -4.21 | 9994.18 |
88 | 2009.12.08 23:00 | close | 44 | 0.01 | 1.06372 | 1.04825 | 0.00000 | 8.55 | 10002.73 |
89 | 2009.12.08 23:00 | sell | 45 | 0.01 | 1.06372 | 1.07009 | 0.00000 | ||
90 | 2009.12.09 01:00 | buy | 46 | 0.01 | 1.06482 | 1.05845 | 0.00000 | ||
91 | 2009.12.09 01:00 | close | 45 | 0.01 | 1.06482 | 1.07009 | 0.00000 | -1.03 | 10001.70 |
92 | 2009.12.09 02:00 | close | 46 | 0.01 | 1.06356 | 1.05845 | 0.00000 | -1.18 | 10000.52 |
93 | 2009.12.09 02:00 | sell | 47 | 0.01 | 1.06356 | 1.06993 | 0.00000 | ||
94 | 2009.12.09 08:00 | buy | 48 | 0.01 | 1.06481 | 1.05844 | 0.00000 | ||
95 | 2009.12.09 08:00 | close | 47 | 0.01 | 1.06481 | 1.06993 | 0.00000 | -1.17 | 9999.35 |
96 | 2009.12.09 11:00 | close | 48 | 0.01 | 1.06261 | 1.05844 | 0.00000 | -2.07 | 9997.28 |
97 | 2009.12.09 11:00 | sell | 49 | 0.01 | 1.06261 | 1.06898 | 0.00000 | ||
98 | 2009.12.09 15:00 | buy | 50 | 0.01 | 1.06091 | 1.05454 | 0.00000 | ||
99 | 2009.12.09 15:00 | close | 49 | 0.01 | 1.06091 | 1.06898 | 0.00000 | 1.60 | 9998.88 |
100 | 2009.12.09 16:50 | s/l | 50 | 0.01 | 1.05454 | 1.05454 | 0.00000 | -6.05 | 9992.83 |
101 | 2009.12.09 17:00 | sell | 51 | 0.01 | 1.05478 | 1.06115 | 0.00000 | ||
102 | 2009.12.09 20:00 | buy | 52 | 0.01 | 1.05824 | 1.05187 | 0.00000 | ||
103 | 2009.12.09 20:00 | close | 51 | 0.01 | 1.05824 | 1.06115 | 0.00000 | -3.27 | 9989.56 |
104 | 2009.12.09 21:00 | close | 52 | 0.01 | 1.05378 | 1.05187 | 0.00000 | -4.23 | 9985.33 |
105 | 2009.12.09 21:00 | sell | 53 | 0.01 | 1.05378 | 1.06015 | 0.00000 | ||
106 | 2009.12.10 00:00 | buy | 54 | 0.01 | 1.05498 | 1.04861 | 0.00000 | ||
107 | 2009.12.10 00:00 | close | 53 | 0.01 | 1.05498 | 1.06015 | 0.00000 | -1.15 | 9984.18 |
108 | 2009.12.10 01:00 | close | 54 | 0.01 | 1.05404 | 1.04861 | 0.00000 | -0.89 | 9983.29 |
109 | 2009.12.10 01:00 | sell | 55 | 0.01 | 1.05404 | 1.06041 | 0.00000 | ||
110 | 2009.12.10 03:00 | buy | 56 | 0.01 | 1.05504 | 1.04867 | 0.00000 | ||
111 | 2009.12.10 03:00 | close | 55 | 0.01 | 1.05504 | 1.06041 | 0.00000 | -0.95 | 9982.34 |
112 | 2009.12.10 08:00 | close | 56 | 0.01 | 1.05532 | 1.04867 | 0.00000 | 0.27 | 9982.61 |
113 | 2009.12.10 08:00 | sell | 57 | 0.01 | 1.05532 | 1.06169 | 0.00000 | ||
114 | 2009.12.10 09:00 | buy | 58 | 0.01 | 1.05689 | 1.05052 | 0.00000 | ||
115 | 2009.12.10 09:00 | close | 57 | 0.01 | 1.05689 | 1.06169 | 0.00000 | -1.49 | 9981.12 |
116 | 2009.12.10 10:00 | close | 58 | 0.01 | 1.05506 | 1.05052 | 0.00000 | -1.73 | 9979.39 |
117 | 2009.12.10 10:00 | sell | 59 | 0.01 | 1.05506 | 1.06143 | 0.00000 | ||
118 | 2009.12.10 16:00 | buy | 60 | 0.01 | 1.05070 | 1.04433 | 0.00000 | ||
119 | 2009.12.10 16:00 | close | 59 | 0.01 | 1.05070 | 1.06143 | 0.00000 | 4.15 | 9983.54 |
120 | 2009.12.10 20:00 | close | 60 | 0.01 | 1.05153 | 1.04433 | 0.00000 | 0.79 | 9984.33 |
121 | 2009.12.10 20:00 | sell | 61 | 0.01 | 1.05153 | 1.05790 | 0.00000 | ||
122 | 2009.12.11 00:00 | buy | 62 | 0.01 | 1.05104 | 1.04467 | 0.00000 | ||
123 | 2009.12.11 00:00 | close | 61 | 0.01 | 1.05104 | 1.05790 | 0.00000 | 0.47 | 9984.79 |
124 | 2009.12.11 02:00 | close | 62 | 0.01 | 1.05101 | 1.04467 | 0.00000 | -0.03 | 9984.76 |
125 | 2009.12.11 02:00 | sell | 63 | 0.01 | 1.05101 | 1.05738 | 0.00000 | ||
126 | 2009.12.11 03:00 | buy | 64 | 0.01 | 1.05164 | 1.04527 | 0.00000 | ||
127 | 2009.12.11 03:00 | close | 63 | 0.01 | 1.05164 | 1.05738 | 0.00000 | -0.60 | 9984.16 |
128 | 2009.12.11 04:00 | close | 64 | 0.01 | 1.05096 | 1.04527 | 0.00000 | -0.65 | 9983.51 |
129 | 2009.12.11 04:00 | sell | 65 | 0.01 | 1.05096 | 1.05733 | 0.00000 | ||
130 | 2009.12.11 05:00 | buy | 66 | 0.01 | 1.05129 | 1.04492 | 0.00000 | ||
131 | 2009.12.11 05:00 | close | 65 | 0.01 | 1.05129 | 1.05733 | 0.00000 | -0.31 | 9983.20 |
132 | 2009.12.11 10:00 | close | 66 | 0.01 | 1.05111 | 1.04492 | 0.00000 | -0.17 | 9983.03 |
133 | 2009.12.11 10:00 | sell | 67 | 0.01 | 1.05111 | 1.05748 | 0.00000 | ||
134 | 2009.12.11 15:00 | buy | 68 | 0.01 | 1.05065 | 1.04428 | 0.00000 | ||
135 | 2009.12.11 15:00 | close | 67 | 0.01 | 1.05065 | 1.05748 | 0.00000 | 0.44 | 9983.47 |
136 | 2009.12.14 00:00 | close | 68 | 0.01 | 1.06018 | 1.04428 | 0.00000 | 8.98 | 9992.45 |
137 | 2009.12.14 00:00 | sell | 69 | 0.01 | 1.06018 | 1.06655 | 0.00000 | ||
138 | 2009.12.14 04:00 | buy | 70 | 0.01 | 1.05995 | 1.05358 | 0.00000 | ||
139 | 2009.12.14 04:00 | close | 69 | 0.01 | 1.05995 | 1.06655 | 0.00000 | 0.22 | 9992.67 |
140 | 2009.12.14 06:00 | close | 70 | 0.01 | 1.05931 | 1.05358 | 0.00000 | -0.60 | 9992.07 |
141 | 2009.12.14 06:00 | sell | 71 | 0.01 | 1.05931 | 1.06568 | 0.00000 | ||
142 | 2009.12.14 09:00 | buy | 72 | 0.01 | 1.06019 | 1.05382 | 0.00000 | ||
143 | 2009.12.14 09:00 | close | 71 | 0.01 | 1.06019 | 1.06568 | 0.00000 | -0.83 | 9991.24 |
144 | 2009.12.14 16:00 | close | 72 | 0.01 | 1.06241 | 1.05382 | 0.00000 | 2.09 | 9993.33 |
145 | 2009.12.14 16:00 | sell | 73 | 0.01 | 1.06241 | 1.06878 | 0.00000 | ||
146 | 2009.12.14 21:00 | buy | 74 | 0.01 | 1.05959 | 1.05322 | 0.00000 | ||
147 | 2009.12.14 21:00 | close | 73 | 0.01 | 1.05959 | 1.06878 | 0.00000 | 2.66 | 9995.99 |
148 | 2009.12.14 23:00 | close | 74 | 0.01 | 1.05867 | 1.05322 | 0.00000 | -0.87 | 9995.12 |
149 | 2009.12.14 23:00 | sell | 75 | 0.01 | 1.05867 | 1.06504 | 0.00000 | ||
150 | 2009.12.15 02:00 | buy | 76 | 0.01 | 1.05889 | 1.05252 | 0.00000 | ||
151 | 2009.12.15 02:00 | close | 75 | 0.01 | 1.05889 | 1.06504 | 0.00000 | -0.21 | 9994.91 |
152 | 2009.12.15 03:00 | close | 76 | 0.01 | 1.05860 | 1.05252 | 0.00000 | -0.27 | 9994.64 |
153 | 2009.12.15 03:00 | sell | 77 | 0.01 | 1.05860 | 1.06497 | 0.00000 | ||
154 | 2009.12.15 09:00 | buy | 78 | 0.01 | 1.05932 | 1.05295 | 0.00000 | ||
155 | 2009.12.15 09:00 | close | 77 | 0.01 | 1.05932 | 1.06497 | 0.00000 | -0.68 | 9993.96 |
156 | 2009.12.15 15:00 | close | 78 | 0.01 | 1.06083 | 1.05295 | 0.00000 | 1.42 | 9995.38 |
157 | 2009.12.15 15:00 | sell | 79 | 0.01 | 1.06083 | 1.06720 | 0.00000 | ||
158 | 2009.12.15 18:00 | buy | 80 | 0.01 | 1.06224 | 1.05587 | 0.00000 | ||
159 | 2009.12.15 18:00 | close | 79 | 0.01 | 1.06224 | 1.06720 | 0.00000 | -1.33 | 9994.05 |
160 | 2009.12.15 21:00 | close | 80 | 0.01 | 1.06130 | 1.05587 | 0.00000 | -0.89 | 9993.16 |
161 | 2009.12.15 21:00 | sell | 81 | 0.01 | 1.06130 | 1.06767 | 0.00000 | ||
162 | 2009.12.16 03:00 | buy | 82 | 0.01 | 1.06109 | 1.05472 | 0.00000 | ||
163 | 2009.12.16 03:00 | close | 81 | 0.01 | 1.06109 | 1.06767 | 0.00000 | 0.20 | 9993.35 |
164 | 2009.12.16 06:00 | close | 82 | 0.01 | 1.06084 | 1.05472 | 0.00000 | -0.24 | 9993.11 |
165 | 2009.12.16 06:00 | sell | 83 | 0.01 | 1.06084 | 1.06721 | 0.00000 | ||
166 | 2009.12.16 07:00 | buy | 84 | 0.01 | 1.06172 | 1.05535 | 0.00000 | ||
167 | 2009.12.16 07:00 | close | 83 | 0.01 | 1.06172 | 1.06721 | 0.00000 | -0.83 | 9992.28 |
168 | 2009.12.16 08:00 | close | 84 | 0.01 | 1.06095 | 1.05535 | 0.00000 | -0.73 | 9991.55 |
169 | 2009.12.16 08:00 | sell | 85 | 0.01 | 1.06095 | 1.06732 | 0.00000 | ||
170 | 2009.12.16 09:00 | buy | 86 | 0.01 | 1.06212 | 1.05575 | 0.00000 | ||
171 | 2009.12.16 09:00 | close | 85 | 0.01 | 1.06212 | 1.06732 | 0.00000 | -1.10 | 9990.45 |
172 | 2009.12.16 10:00 | close | 86 | 0.01 | 1.05972 | 1.05575 | 0.00000 | -2.26 | 9988.19 |
173 | 2009.12.16 10:00 | sell | 87 | 0.01 | 1.05972 | 1.06609 | 0.00000 | ||
174 | 2009.12.16 13:00 | buy | 88 | 0.01 | 1.06021 | 1.05384 | 0.00000 | ||
175 | 2009.12.16 13:00 | close | 87 | 0.01 | 1.06021 | 1.06609 | 0.00000 | -0.46 | 9987.73 |
176 | 2009.12.16 15:00 | close | 88 | 0.01 | 1.06040 | 1.05384 | 0.00000 | 0.18 | 9987.91 |
177 | 2009.12.16 15:00 | sell | 89 | 0.01 | 1.06040 | 1.06677 | 0.00000 | ||
178 | 2009.12.16 19:00 | buy | 90 | 0.01 | 1.05986 | 1.05349 | 0.00000 | ||
179 | 2009.12.16 19:00 | close | 89 | 0.01 | 1.05986 | 1.06677 | 0.00000 | 0.51 | 9988.42 |
180 | 2009.12.17 00:00 | close | 90 | 0.01 | 1.06117 | 1.05349 | 0.00000 | 1.21 | 9989.63 |
181 | 2009.12.17 00:00 | sell | 91 | 0.01 | 1.06117 | 1.06754 | 0.00000 | ||
182 | 2009.12.17 01:00 | buy | 92 | 0.01 | 1.06209 | 1.05572 | 0.00000 | ||
183 | 2009.12.17 01:00 | close | 91 | 0.01 | 1.06209 | 1.06754 | 0.00000 | -0.87 | 9988.76 |
184 | 2009.12.17 09:00 | close | 92 | 0.01 | 1.06639 | 1.05572 | 0.00000 | 4.03 | 9992.79 |
185 | 2009.12.17 09:00 | sell | 93 | 0.01 | 1.06639 | 1.07276 | 0.00000 | ||
186 | 2009.12.17 11:00 | buy | 94 | 0.01 | 1.07066 | 1.06429 | 0.00000 | ||
187 | 2009.12.17 11:00 | close | 93 | 0.01 | 1.07066 | 1.07276 | 0.00000 | -3.99 | 9988.80 |
188 | 2009.12.17 15:00 | close | 94 | 0.01 | 1.07267 | 1.06429 | 0.00000 | 1.87 | 9990.67 |
189 | 2009.12.17 15:00 | sell | 95 | 0.01 | 1.07267 | 1.07904 | 0.00000 | ||
190 | 2009.12.17 19:00 | buy | 96 | 0.01 | 1.07131 | 1.06494 | 0.00000 | ||
191 | 2009.12.17 19:00 | close | 95 | 0.01 | 1.07131 | 1.07904 | 0.00000 | 1.27 | 9991.94 |
192 | 2009.12.17 21:00 | close | 96 | 0.01 | 1.06994 | 1.06494 | 0.00000 | -1.28 | 9990.66 |
193 | 2009.12.17 21:00 | sell | 97 | 0.01 | 1.06994 | 1.07631 | 0.00000 | ||
194 | 2009.12.17 23:00 | buy | 98 | 0.01 | 1.07113 | 1.06476 | 0.00000 | ||
195 | 2009.12.17 23:00 | close | 97 | 0.01 | 1.07113 | 1.07631 | 0.00000 | -1.11 | 9989.55 |
196 | 2009.12.18 02:00 | close | 98 | 0.01 | 1.06914 | 1.06476 | 0.00000 | -1.87 | 9987.69 |
197 | 2009.12.18 02:00 | sell | 99 | 0.01 | 1.06914 | 1.07551 | 0.00000 | ||
198 | 2009.12.18 07:00 | buy | 100 | 0.01 | 1.06776 | 1.06139 | 0.00000 | ||
199 | 2009.12.18 07:00 | close | 99 | 0.01 | 1.06776 | 1.07551 | 0.00000 | 1.29 | 9988.98 |
200 | 2009.12.18 11:00 | close | 100 | 0.01 | 1.06631 | 1.06139 | 0.00000 | -1.36 | 9987.62 |
201 | 2009.12.18 11:00 | sell | 101 | 0.01 | 1.06631 | 1.07268 | 0.00000 | ||
202 | 2009.12.18 15:00 | buy | 102 | 0.01 | 1.06690 | 1.06053 | 0.00000 | ||
203 | 2009.12.18 15:00 | close | 101 | 0.01 | 1.06690 | 1.07268 | 0.00000 | -0.55 | 9987.07 |
204 | 2009.12.18 16:00 | close | 102 | 0.01 | 1.06388 | 1.06053 | 0.00000 | -2.84 | 9984.23 |
205 | 2009.12.18 16:00 | sell | 103 | 0.01 | 1.06388 | 1.07025 | 0.00000 | ||
206 | 2009.12.18 17:00 | buy | 104 | 0.01 | 1.06749 | 1.06112 | 0.00000 | ||
207 | 2009.12.18 17:00 | close | 103 | 0.01 | 1.06749 | 1.07025 | 0.00000 | -3.38 | 9980.85 |
208 | 2009.12.18 20:00 | close | 104 | 0.01 | 1.06624 | 1.06112 | 0.00000 | -1.17 | 9979.68 |
209 | 2009.12.18 20:00 | sell | 105 | 0.01 | 1.06624 | 1.07261 | 0.00000 | ||
210 | 2009.12.18 22:00 | buy | 106 | 0.01 | 1.06595 | 1.05958 | 0.00000 | ||
211 | 2009.12.18 22:00 | close | 105 | 0.01 | 1.06595 | 1.07261 | 0.00000 | 0.27 | 9979.95 |
212 | 2009.12.21 03:00 | close | 106 | 0.01 | 1.06732 | 1.05958 | 0.00000 | 1.27 | 9981.22 |
213 | 2009.12.21 03:00 | sell | 107 | 0.01 | 1.06732 | 1.07369 | 0.00000 | ||
214 | 2009.12.21 07:00 | buy | 108 | 0.01 | 1.06709 | 1.06072 | 0.00000 | ||
215 | 2009.12.21 07:00 | close | 107 | 0.01 | 1.06709 | 1.07369 | 0.00000 | 0.22 | 9981.44 |
216 | 2009.12.21 11:00 | close | 108 | 0.01 | 1.06524 | 1.06072 | 0.00000 | -1.74 | 9979.70 |
217 | 2009.12.21 11:00 | sell | 109 | 0.01 | 1.06524 | 1.07161 | 0.00000 | ||
218 | 2009.12.21 17:00 | buy | 110 | 0.01 | 1.05786 | 1.05149 | 0.00000 | ||
219 | 2009.12.21 17:00 | close | 109 | 0.01 | 1.05786 | 1.07161 | 0.00000 | 6.98 | 9986.68 |
220 | 2009.12.22 02:00 | close | 110 | 0.01 | 1.06179 | 1.05149 | 0.00000 | 3.69 | 9990.37 |
221 | 2009.12.22 02:00 | sell | 111 | 0.01 | 1.06179 | 1.06816 | 0.00000 | ||
222 | 2009.12.22 04:00 | buy | 112 | 0.01 | 1.06242 | 1.05605 | 0.00000 | ||
223 | 2009.12.22 04:00 | close | 111 | 0.01 | 1.06242 | 1.06816 | 0.00000 | -0.59 | 9989.78 |
224 | 2009.12.22 06:00 | close | 112 | 0.01 | 1.06175 | 1.05605 | 0.00000 | -0.63 | 9989.15 |
225 | 2009.12.22 06:00 | sell | 113 | 0.01 | 1.06175 | 1.06812 | 0.00000 | ||
226 | 2009.12.22 16:00 | buy | 114 | 0.01 | 1.05876 | 1.05239 | 0.00000 | ||
227 | 2009.12.22 16:00 | close | 113 | 0.01 | 1.05876 | 1.06812 | 0.00000 | 2.82 | 9991.97 |
228 | 2009.12.22 18:00 | close | 114 | 0.01 | 1.05524 | 1.05239 | 0.00000 | -3.34 | 9988.63 |
229 | 2009.12.22 18:00 | sell | 115 | 0.01 | 1.05524 | 1.06161 | 0.00000 | ||
230 | 2009.12.22 21:00 | buy | 116 | 0.01 | 1.05571 | 1.04934 | 0.00000 | ||
231 | 2009.12.22 21:00 | close | 115 | 0.01 | 1.05571 | 1.06161 | 0.00000 | -0.45 | 9988.18 |
232 | 2009.12.23 01:00 | close | 116 | 0.01 | 1.05698 | 1.04934 | 0.00000 | 1.19 | 9989.38 |
233 | 2009.12.23 01:00 | sell | 117 | 0.01 | 1.05698 | 1.06335 | 0.00000 | ||
234 | 2009.12.23 05:00 | buy | 118 | 0.01 | 1.05682 | 1.05045 | 0.00000 | ||
235 | 2009.12.23 05:00 | close | 117 | 0.01 | 1.05682 | 1.06335 | 0.00000 | 0.15 | 9989.53 |
236 | 2009.12.23 07:00 | close | 118 | 0.01 | 1.05629 | 1.05045 | 0.00000 | -0.50 | 9989.03 |
237 | 2009.12.23 07:00 | sell | 119 | 0.01 | 1.05629 | 1.06266 | 0.00000 | ||
238 | 2009.12.23 16:00 | buy | 120 | 0.01 | 1.05281 | 1.04644 | 0.00000 | ||
239 | 2009.12.23 16:00 | close | 119 | 0.01 | 1.05281 | 1.06266 | 0.00000 | 3.31 | 9992.34 |
240 | 2009.12.23 18:00 | close | 120 | 0.01 | 1.04745 | 1.04644 | 0.00000 | -5.12 | 9987.22 |
241 | 2009.12.23 18:00 | sell | 121 | 0.01 | 1.04745 | 1.05382 | 0.00000 | ||
242 | 2009.12.23 21:00 | buy | 122 | 0.01 | 1.04801 | 1.04164 | 0.00000 | ||
243 | 2009.12.23 21:00 | close | 121 | 0.01 | 1.04801 | 1.05382 | 0.00000 | -0.53 | 9986.69 |
244 | 2009.12.24 03:00 | close | 122 | 0.01 | 1.04840 | 1.04164 | 0.00000 | 0.35 | 9987.04 |
245 | 2009.12.24 03:00 | sell | 123 | 0.01 | 1.04840 | 1.05477 | 0.00000 | ||
246 | 2009.12.24 06:00 | buy | 124 | 0.01 | 1.04911 | 1.04274 | 0.00000 | ||
247 | 2009.12.24 06:00 | close | 123 | 0.01 | 1.04911 | 1.05477 | 0.00000 | -0.68 | 9986.36 |
248 | 2009.12.24 08:00 | close | 124 | 0.01 | 1.04797 | 1.04274 | 0.00000 | -1.09 | 9985.27 |
249 | 2009.12.24 08:00 | sell | 125 | 0.01 | 1.04797 | 1.05434 | 0.00000 | ||
250 | 2009.12.24 15:00 | buy | 126 | 0.01 | 1.04855 | 1.04218 | 0.00000 | ||
251 | 2009.12.24 15:00 | close | 125 | 0.01 | 1.04855 | 1.05434 | 0.00000 | -0.55 | 9984.72 |
252 | 2009.12.28 01:00 | close | 126 | 0.01 | 1.04817 | 1.04218 | 0.00000 | -0.37 | 9984.35 |
253 | 2009.12.28 01:00 | sell | 127 | 0.01 | 1.04817 | 1.05454 | 0.00000 | ||
254 | 2009.12.28 02:00 | buy | 128 | 0.01 | 1.04970 | 1.04333 | 0.00000 | ||
255 | 2009.12.28 02:00 | close | 127 | 0.01 | 1.04970 | 1.05454 | 0.00000 | -1.46 | 9982.89 |
256 | 2009.12.28 03:00 | close | 128 | 0.01 | 1.04765 | 1.04333 | 0.00000 | -1.96 | 9980.93 |
257 | 2009.12.28 03:00 | sell | 129 | 0.01 | 1.04765 | 1.05402 | 0.00000 | ||
258 | 2009.12.28 07:00 | buy | 130 | 0.01 | 1.04667 | 1.04030 | 0.00000 | ||
259 | 2009.12.28 07:00 | close | 129 | 0.01 | 1.04667 | 1.05402 | 0.00000 | 0.94 | 9981.87 |
260 | 2009.12.28 12:00 | close | 130 | 0.01 | 1.04835 | 1.04030 | 0.00000 | 1.60 | 9983.47 |
261 | 2009.12.28 12:00 | sell | 131 | 0.01 | 1.04835 | 1.05472 | 0.00000 | ||
262 | 2009.12.29 00:00 | buy | 132 | 0.01 | 1.04318 | 1.03681 | 0.00000 | ||
263 | 2009.12.29 00:00 | close | 131 | 0.01 | 1.04318 | 1.05472 | 0.00000 | 4.96 | 9988.42 |
264 | 2009.12.29 02:00 | close | 132 | 0.01 | 1.04251 | 1.03681 | 0.00000 | -0.64 | 9987.78 |
265 | 2009.12.29 02:00 | sell | 133 | 0.01 | 1.04251 | 1.04888 | 0.00000 | ||
266 | 2009.12.29 03:00 | buy | 134 | 0.01 | 1.04387 | 1.03750 | 0.00000 | ||
267 | 2009.12.29 03:00 | close | 133 | 0.01 | 1.04387 | 1.04888 | 0.00000 | -1.30 | 9986.48 |
268 | 2009.12.29 06:00 | close | 134 | 0.01 | 1.04340 | 1.03750 | 0.00000 | -0.45 | 9986.03 |
269 | 2009.12.29 06:00 | sell | 135 | 0.01 | 1.04340 | 1.04977 | 0.00000 | ||
270 | 2009.12.29 16:00 | buy | 136 | 0.01 | 1.03922 | 1.03285 | 0.00000 | ||
271 | 2009.12.29 16:00 | close | 135 | 0.01 | 1.03922 | 1.04977 | 0.00000 | 4.02 | 9990.05 |
272 | 2009.12.29 20:00 | close | 136 | 0.01 | 1.04141 | 1.03285 | 0.00000 | 2.10 | 9992.15 |
273 | 2009.12.29 20:00 | sell | 137 | 0.01 | 1.04141 | 1.04778 | 0.00000 | ||
274 | 2009.12.29 21:00 | buy | 138 | 0.01 | 1.04334 | 1.03697 | 0.00000 | ||
275 | 2009.12.29 21:00 | close | 137 | 0.01 | 1.04334 | 1.04778 | 0.00000 | -1.85 | 9990.30 |
276 | 2009.12.30 09:00 | close | 138 | 0.01 | 1.04766 | 1.03697 | 0.00000 | 4.11 | 9994.41 |
277 | 2009.12.30 09:00 | sell | 139 | 0.01 | 1.04766 | 1.05403 | 0.00000 | ||
278 | 2009.12.30 13:00 | buy | 140 | 0.01 | 1.04955 | 1.04318 | 0.00000 | ||
279 | 2009.12.30 13:00 | close | 139 | 0.01 | 1.04955 | 1.05403 | 0.00000 | -1.80 | 9992.61 |
280 | 2009.12.31 00:00 | close | 140 | 0.01 | 1.05498 | 1.04318 | 0.00000 | 5.13 | 9997.74 |
281 | 2009.12.31 00:00 | sell | 141 | 0.01 | 1.05498 | 1.06135 | 0.00000 | ||
282 | 2009.12.31 07:00 | buy | 142 | 0.01 | 1.05360 | 1.04723 | 0.00000 | ||
283 | 2009.12.31 07:00 | close | 141 | 0.01 | 1.05360 | 1.06135 | 0.00000 | 1.31 | 9999.05 |
284 | 2009.12.31 08:00 | close | 142 | 0.01 | 1.04964 | 1.04723 | 0.00000 | -3.77 | 9995.28 |
285 | 2009.12.31 08:00 | sell | 143 | 0.01 | 1.04964 | 1.05601 | 0.00000 | ||
286 | 2009.12.31 11:00 | buy | 144 | 0.01 | 1.05021 | 1.04384 | 0.00000 | ||
287 | 2009.12.31 11:00 | close | 143 | 0.01 | 1.05021 | 1.05601 | 0.00000 | -0.54 | 9994.74 |
288 | 2009.12.31 12:00 | close | 144 | 0.01 | 1.04815 | 1.04384 | 0.00000 | -1.97 | 9992.77 |
289 | 2009.12.31 12:00 | sell | 145 | 0.01 | 1.04815 | 1.05452 | 0.00000 | ||
290 | 2009.12.31 13:00 | buy | 146 | 0.01 | 1.04863 | 1.04226 | 0.00000 | ||
291 | 2009.12.31 13:00 | close | 145 | 0.01 | 1.04863 | 1.05452 | 0.00000 | -0.46 | 9992.31 |
292 | 2009.12.31 17:00 | close | 146 | 0.01 | 1.04825 | 1.04226 | 0.00000 | -0.36 | 9991.95 |
293 | 2009.12.31 17:00 | sell | 147 | 0.01 | 1.04825 | 1.05462 | 0.00000 | ||
294 | 2009.12.31 18:57 | close at stop | 147 | 0.01 | 1.04662 | 1.05462 | 0.00000 | 1.56 | 9993.51 |