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 | StartHour=8; EndHour=20; Lots=0.1; | ||||
Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 461.56 | Gross profit | 1494.15 | Gross loss | -1032.59 |
Profit factor | 1.45 | Expected payoff | 3.55 | ||
Absolute drawdown | 0.00 | Maximal drawdown | 261.58 (2.46%) | Relative drawdown | 2.46% (261.58) |
Total trades | 130 | Short positions (won %) | 65 (60.00%) | Long positions (won %) | 65 (52.31%) |
Profit trades (% of total) | 73 (56.15%) | Loss trades (% of total) | 57 (43.85%) | ||
Largest | profit trade | 85.81 | loss trade | -66.95 | |
Average | profit trade | 20.47 | loss trade | -18.12 | |
Maximum | consecutive wins (profit in money) | 6 (122.44) | consecutive losses (loss in money) | 5 (-75.85) | |
Maximal | consecutive profit (count of wins) | 122.44 (6) | consecutive loss (count of losses) | -97.63 (2) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 08:00 | sell | 1 | 0.10 | 1.05501 | 0.00000 | 0.00000 | ||
2 | 2009.12.01 11:00 | close | 1 | 0.10 | 1.04607 | 0.00000 | 0.00000 | 85.46 | 10085.46 |
3 | 2009.12.01 11:00 | buy | 2 | 0.10 | 1.04607 | 0.00000 | 0.00000 | ||
4 | 2009.12.01 14:00 | close | 2 | 0.10 | 1.04597 | 0.00000 | 0.00000 | -0.96 | 10084.50 |
5 | 2009.12.01 14:00 | sell | 3 | 0.10 | 1.04597 | 0.00000 | 0.00000 | ||
6 | 2009.12.01 19:00 | close | 3 | 0.10 | 1.04423 | 0.00000 | 0.00000 | 16.66 | 10101.16 |
7 | 2009.12.01 19:00 | buy | 4 | 0.10 | 1.04423 | 0.00000 | 0.00000 | ||
8 | 2009.12.01 21:00 | close | 4 | 0.10 | 1.04367 | 0.00000 | 0.00000 | -5.37 | 10095.79 |
9 | 2009.12.02 08:00 | sell | 5 | 0.10 | 1.04440 | 0.00000 | 0.00000 | ||
10 | 2009.12.02 11:00 | close | 5 | 0.10 | 1.04385 | 0.00000 | 0.00000 | 5.27 | 10101.06 |
11 | 2009.12.02 11:00 | buy | 6 | 0.10 | 1.04385 | 0.00000 | 0.00000 | ||
12 | 2009.12.02 15:00 | close | 6 | 0.10 | 1.04774 | 0.00000 | 0.00000 | 37.13 | 10138.19 |
13 | 2009.12.02 15:00 | sell | 7 | 0.10 | 1.04774 | 0.00000 | 0.00000 | ||
14 | 2009.12.02 18:00 | close | 7 | 0.10 | 1.04671 | 0.00000 | 0.00000 | 9.84 | 10148.03 |
15 | 2009.12.02 18:00 | buy | 8 | 0.10 | 1.04671 | 0.00000 | 0.00000 | ||
16 | 2009.12.02 21:00 | close | 8 | 0.10 | 1.05113 | 0.00000 | 0.00000 | 42.05 | 10190.08 |
17 | 2009.12.03 08:00 | sell | 9 | 0.10 | 1.04819 | 0.00000 | 0.00000 | ||
18 | 2009.12.03 10:00 | close | 9 | 0.10 | 1.04781 | 0.00000 | 0.00000 | 3.63 | 10193.71 |
19 | 2009.12.03 10:00 | buy | 10 | 0.10 | 1.04781 | 0.00000 | 0.00000 | ||
20 | 2009.12.03 12:00 | close | 10 | 0.10 | 1.04956 | 0.00000 | 0.00000 | 16.67 | 10210.38 |
21 | 2009.12.03 12:00 | sell | 11 | 0.10 | 1.04956 | 0.00000 | 0.00000 | ||
22 | 2009.12.03 13:00 | close | 11 | 0.10 | 1.05075 | 0.00000 | 0.00000 | -11.33 | 10199.05 |
23 | 2009.12.03 13:00 | buy | 12 | 0.10 | 1.05075 | 0.00000 | 0.00000 | ||
24 | 2009.12.03 15:00 | close | 12 | 0.10 | 1.05440 | 0.00000 | 0.00000 | 34.62 | 10233.67 |
25 | 2009.12.03 15:00 | sell | 13 | 0.10 | 1.05440 | 0.00000 | 0.00000 | ||
26 | 2009.12.03 18:00 | close | 13 | 0.10 | 1.05404 | 0.00000 | 0.00000 | 3.42 | 10237.09 |
27 | 2009.12.03 18:00 | buy | 14 | 0.10 | 1.05404 | 0.00000 | 0.00000 | ||
28 | 2009.12.03 21:00 | close | 14 | 0.10 | 1.05336 | 0.00000 | 0.00000 | -6.46 | 10230.63 |
29 | 2009.12.04 08:00 | sell | 15 | 0.10 | 1.05529 | 0.00000 | 0.00000 | ||
30 | 2009.12.04 11:00 | close | 15 | 0.10 | 1.05488 | 0.00000 | 0.00000 | 3.89 | 10234.52 |
31 | 2009.12.04 11:00 | buy | 16 | 0.10 | 1.05488 | 0.00000 | 0.00000 | ||
32 | 2009.12.04 13:00 | close | 16 | 0.10 | 1.05225 | 0.00000 | 0.00000 | -24.99 | 10209.53 |
33 | 2009.12.04 13:00 | sell | 17 | 0.10 | 1.05225 | 0.00000 | 0.00000 | ||
34 | 2009.12.04 17:00 | close | 17 | 0.10 | 1.05019 | 0.00000 | 0.00000 | 19.62 | 10229.15 |
35 | 2009.12.04 17:00 | buy | 18 | 0.10 | 1.05019 | 0.00000 | 0.00000 | ||
36 | 2009.12.04 21:00 | close | 18 | 0.10 | 1.05928 | 0.00000 | 0.00000 | 85.81 | 10314.96 |
37 | 2009.12.07 08:00 | buy | 19 | 0.10 | 1.05424 | 0.00000 | 0.00000 | ||
38 | 2009.12.07 09:00 | close | 19 | 0.10 | 1.05484 | 0.00000 | 0.00000 | 5.69 | 10320.65 |
39 | 2009.12.07 09:00 | sell | 20 | 0.10 | 1.05484 | 0.00000 | 0.00000 | ||
40 | 2009.12.07 11:00 | close | 20 | 0.10 | 1.05931 | 0.00000 | 0.00000 | -42.20 | 10278.45 |
41 | 2009.12.07 11:00 | buy | 21 | 0.10 | 1.05931 | 0.00000 | 0.00000 | ||
42 | 2009.12.07 13:00 | close | 21 | 0.10 | 1.06257 | 0.00000 | 0.00000 | 30.68 | 10309.13 |
43 | 2009.12.07 13:00 | sell | 22 | 0.10 | 1.06257 | 0.00000 | 0.00000 | ||
44 | 2009.12.07 14:00 | close | 22 | 0.10 | 1.05929 | 0.00000 | 0.00000 | 30.96 | 10340.09 |
45 | 2009.12.07 14:00 | buy | 23 | 0.10 | 1.05929 | 0.00000 | 0.00000 | ||
46 | 2009.12.07 15:00 | close | 23 | 0.10 | 1.05543 | 0.00000 | 0.00000 | -36.57 | 10303.52 |
47 | 2009.12.07 15:00 | sell | 24 | 0.10 | 1.05543 | 0.00000 | 0.00000 | ||
48 | 2009.12.07 18:00 | close | 24 | 0.10 | 1.05088 | 0.00000 | 0.00000 | 43.30 | 10346.82 |
49 | 2009.12.07 18:00 | buy | 25 | 0.10 | 1.05088 | 0.00000 | 0.00000 | ||
50 | 2009.12.07 19:00 | close | 25 | 0.10 | 1.04978 | 0.00000 | 0.00000 | -10.48 | 10336.34 |
51 | 2009.12.07 19:00 | sell | 26 | 0.10 | 1.04978 | 0.00000 | 0.00000 | ||
52 | 2009.12.07 20:00 | close | 26 | 0.10 | 1.05085 | 0.00000 | 0.00000 | -10.18 | 10326.16 |
53 | 2009.12.07 20:00 | buy | 27 | 0.10 | 1.05085 | 0.00000 | 0.00000 | ||
54 | 2009.12.07 21:00 | close | 27 | 0.10 | 1.05268 | 0.00000 | 0.00000 | 17.38 | 10343.54 |
55 | 2009.12.08 08:00 | sell | 28 | 0.10 | 1.05102 | 0.00000 | 0.00000 | ||
56 | 2009.12.08 11:00 | close | 28 | 0.10 | 1.05038 | 0.00000 | 0.00000 | 6.09 | 10349.63 |
57 | 2009.12.08 11:00 | buy | 29 | 0.10 | 1.05038 | 0.00000 | 0.00000 | ||
58 | 2009.12.08 13:00 | close | 29 | 0.10 | 1.05445 | 0.00000 | 0.00000 | 38.60 | 10388.23 |
59 | 2009.12.08 13:00 | sell | 30 | 0.10 | 1.05445 | 0.00000 | 0.00000 | ||
60 | 2009.12.08 15:00 | close | 30 | 0.10 | 1.05729 | 0.00000 | 0.00000 | -26.86 | 10361.37 |
61 | 2009.12.08 15:00 | buy | 31 | 0.10 | 1.05729 | 0.00000 | 0.00000 | ||
62 | 2009.12.08 16:00 | close | 31 | 0.10 | 1.05946 | 0.00000 | 0.00000 | 20.48 | 10381.85 |
63 | 2009.12.08 16:00 | sell | 32 | 0.10 | 1.05946 | 0.00000 | 0.00000 | ||
64 | 2009.12.08 17:00 | close | 32 | 0.10 | 1.06038 | 0.00000 | 0.00000 | -8.68 | 10373.17 |
65 | 2009.12.08 17:00 | buy | 33 | 0.10 | 1.06038 | 0.00000 | 0.00000 | ||
66 | 2009.12.08 20:00 | close | 33 | 0.10 | 1.06415 | 0.00000 | 0.00000 | 35.43 | 10408.60 |
67 | 2009.12.08 20:00 | sell | 34 | 0.10 | 1.06415 | 0.00000 | 0.00000 | ||
68 | 2009.12.08 21:00 | close | 34 | 0.10 | 1.06703 | 0.00000 | 0.00000 | -26.99 | 10381.61 |
69 | 2009.12.09 08:00 | sell | 35 | 0.10 | 1.06464 | 0.00000 | 0.00000 | ||
70 | 2009.12.09 12:00 | close | 35 | 0.10 | 1.06007 | 0.00000 | 0.00000 | 43.11 | 10424.72 |
71 | 2009.12.09 12:00 | buy | 36 | 0.10 | 1.06007 | 0.00000 | 0.00000 | ||
72 | 2009.12.09 14:00 | close | 36 | 0.10 | 1.06074 | 0.00000 | 0.00000 | 6.32 | 10431.04 |
73 | 2009.12.09 14:00 | sell | 37 | 0.10 | 1.06074 | 0.00000 | 0.00000 | ||
74 | 2009.12.09 18:00 | close | 37 | 0.10 | 1.05520 | 0.00000 | 0.00000 | 52.50 | 10483.54 |
75 | 2009.12.09 18:00 | buy | 38 | 0.10 | 1.05520 | 0.00000 | 0.00000 | ||
76 | 2009.12.09 21:00 | close | 38 | 0.10 | 1.05378 | 0.00000 | 0.00000 | -13.48 | 10470.06 |
77 | 2009.12.10 08:00 | buy | 39 | 0.10 | 1.05552 | 0.00000 | 0.00000 | ||
78 | 2009.12.10 09:00 | close | 39 | 0.10 | 1.05672 | 0.00000 | 0.00000 | 11.36 | 10481.42 |
79 | 2009.12.10 09:00 | sell | 40 | 0.10 | 1.05672 | 0.00000 | 0.00000 | ||
80 | 2009.12.10 11:00 | close | 40 | 0.10 | 1.05471 | 0.00000 | 0.00000 | 19.06 | 10500.48 |
81 | 2009.12.10 11:00 | buy | 41 | 0.10 | 1.05471 | 0.00000 | 0.00000 | ||
82 | 2009.12.10 12:00 | close | 41 | 0.10 | 1.05119 | 0.00000 | 0.00000 | -33.49 | 10466.99 |
83 | 2009.12.10 12:00 | sell | 42 | 0.10 | 1.05119 | 0.00000 | 0.00000 | ||
84 | 2009.12.10 13:00 | close | 42 | 0.10 | 1.05058 | 0.00000 | 0.00000 | 5.81 | 10472.80 |
85 | 2009.12.10 13:00 | buy | 43 | 0.10 | 1.05058 | 0.00000 | 0.00000 | ||
86 | 2009.12.10 15:00 | close | 43 | 0.10 | 1.04854 | 0.00000 | 0.00000 | -19.46 | 10453.34 |
87 | 2009.12.10 15:00 | sell | 44 | 0.10 | 1.04854 | 0.00000 | 0.00000 | ||
88 | 2009.12.10 18:00 | close | 44 | 0.10 | 1.05194 | 0.00000 | 0.00000 | -32.32 | 10421.02 |
89 | 2009.12.10 18:00 | buy | 45 | 0.10 | 1.05194 | 0.00000 | 0.00000 | ||
90 | 2009.12.10 21:00 | close | 45 | 0.10 | 1.05013 | 0.00000 | 0.00000 | -17.24 | 10403.78 |
91 | 2009.12.11 08:00 | sell | 46 | 0.10 | 1.05226 | 0.00000 | 0.00000 | ||
92 | 2009.12.11 11:00 | close | 46 | 0.10 | 1.05031 | 0.00000 | 0.00000 | 18.57 | 10422.35 |
93 | 2009.12.11 11:00 | buy | 47 | 0.10 | 1.05031 | 0.00000 | 0.00000 | ||
94 | 2009.12.11 13:00 | close | 47 | 0.10 | 1.05023 | 0.00000 | 0.00000 | -0.76 | 10421.59 |
95 | 2009.12.11 13:00 | sell | 48 | 0.10 | 1.05023 | 0.00000 | 0.00000 | ||
96 | 2009.12.11 14:00 | close | 48 | 0.10 | 1.04942 | 0.00000 | 0.00000 | 7.72 | 10429.31 |
97 | 2009.12.11 14:00 | buy | 49 | 0.10 | 1.04942 | 0.00000 | 0.00000 | ||
98 | 2009.12.11 15:00 | close | 49 | 0.10 | 1.05048 | 0.00000 | 0.00000 | 10.09 | 10439.40 |
99 | 2009.12.11 15:00 | sell | 50 | 0.10 | 1.05048 | 0.00000 | 0.00000 | ||
100 | 2009.12.11 17:00 | close | 50 | 0.10 | 1.05502 | 0.00000 | 0.00000 | -43.03 | 10396.37 |
101 | 2009.12.11 17:00 | buy | 51 | 0.10 | 1.05502 | 0.00000 | 0.00000 | ||
102 | 2009.12.11 21:00 | close | 51 | 0.10 | 1.06065 | 0.00000 | 0.00000 | 53.08 | 10449.45 |
103 | 2009.12.14 08:00 | sell | 52 | 0.10 | 1.05811 | 0.00000 | 0.00000 | ||
104 | 2009.12.14 11:00 | close | 52 | 0.10 | 1.06238 | 0.00000 | 0.00000 | -40.19 | 10409.26 |
105 | 2009.12.14 11:00 | buy | 53 | 0.10 | 1.06238 | 0.00000 | 0.00000 | ||
106 | 2009.12.14 12:00 | close | 53 | 0.10 | 1.06449 | 0.00000 | 0.00000 | 19.82 | 10429.08 |
107 | 2009.12.14 12:00 | sell | 54 | 0.10 | 1.06449 | 0.00000 | 0.00000 | ||
108 | 2009.12.14 14:00 | close | 54 | 0.10 | 1.06403 | 0.00000 | 0.00000 | 4.32 | 10433.40 |
109 | 2009.12.14 14:00 | buy | 55 | 0.10 | 1.06403 | 0.00000 | 0.00000 | ||
110 | 2009.12.14 15:00 | close | 55 | 0.10 | 1.06544 | 0.00000 | 0.00000 | 13.23 | 10446.63 |
111 | 2009.12.14 15:00 | sell | 56 | 0.10 | 1.06544 | 0.00000 | 0.00000 | ||
112 | 2009.12.14 18:00 | close | 56 | 0.10 | 1.05912 | 0.00000 | 0.00000 | 59.67 | 10506.30 |
113 | 2009.12.14 18:00 | buy | 57 | 0.10 | 1.05912 | 0.00000 | 0.00000 | ||
114 | 2009.12.14 21:00 | close | 57 | 0.10 | 1.05942 | 0.00000 | 0.00000 | 2.83 | 10509.13 |
115 | 2009.12.15 08:00 | buy | 58 | 0.10 | 1.05676 | 0.00000 | 0.00000 | ||
116 | 2009.12.15 09:00 | close | 58 | 0.10 | 1.05915 | 0.00000 | 0.00000 | 22.57 | 10531.70 |
117 | 2009.12.15 09:00 | sell | 59 | 0.10 | 1.05915 | 0.00000 | 0.00000 | ||
118 | 2009.12.15 11:00 | close | 59 | 0.10 | 1.06158 | 0.00000 | 0.00000 | -22.89 | 10508.81 |
119 | 2009.12.15 11:00 | buy | 60 | 0.10 | 1.06158 | 0.00000 | 0.00000 | ||
120 | 2009.12.15 12:00 | close | 60 | 0.10 | 1.06268 | 0.00000 | 0.00000 | 10.35 | 10519.16 |
121 | 2009.12.15 12:00 | sell | 61 | 0.10 | 1.06268 | 0.00000 | 0.00000 | ||
122 | 2009.12.15 13:00 | close | 61 | 0.10 | 1.06339 | 0.00000 | 0.00000 | -6.68 | 10512.48 |
123 | 2009.12.15 13:00 | buy | 62 | 0.10 | 1.06339 | 0.00000 | 0.00000 | ||
124 | 2009.12.15 15:00 | close | 62 | 0.10 | 1.06083 | 0.00000 | 0.00000 | -24.13 | 10488.35 |
125 | 2009.12.15 15:00 | sell | 63 | 0.10 | 1.06083 | 0.00000 | 0.00000 | ||
126 | 2009.12.15 17:00 | close | 63 | 0.10 | 1.05997 | 0.00000 | 0.00000 | 8.11 | 10496.46 |
127 | 2009.12.15 17:00 | buy | 64 | 0.10 | 1.05997 | 0.00000 | 0.00000 | ||
128 | 2009.12.15 21:00 | close | 64 | 0.10 | 1.06130 | 0.00000 | 0.00000 | 12.53 | 10508.99 |
129 | 2009.12.16 08:00 | sell | 65 | 0.10 | 1.06095 | 0.00000 | 0.00000 | ||
130 | 2009.12.16 11:00 | close | 65 | 0.10 | 1.05914 | 0.00000 | 0.00000 | 17.09 | 10526.08 |
131 | 2009.12.16 11:00 | buy | 66 | 0.10 | 1.05914 | 0.00000 | 0.00000 | ||
132 | 2009.12.16 12:00 | close | 66 | 0.10 | 1.06186 | 0.00000 | 0.00000 | 25.62 | 10551.70 |
133 | 2009.12.16 12:00 | sell | 67 | 0.10 | 1.06186 | 0.00000 | 0.00000 | ||
134 | 2009.12.16 13:00 | close | 67 | 0.10 | 1.06024 | 0.00000 | 0.00000 | 15.28 | 10566.98 |
135 | 2009.12.16 13:00 | buy | 68 | 0.10 | 1.06024 | 0.00000 | 0.00000 | ||
136 | 2009.12.16 14:00 | close | 68 | 0.10 | 1.05899 | 0.00000 | 0.00000 | -11.80 | 10555.18 |
137 | 2009.12.16 14:00 | sell | 69 | 0.10 | 1.05899 | 0.00000 | 0.00000 | ||
138 | 2009.12.16 17:00 | close | 69 | 0.10 | 1.05912 | 0.00000 | 0.00000 | -1.23 | 10553.95 |
139 | 2009.12.16 17:00 | buy | 70 | 0.10 | 1.05912 | 0.00000 | 0.00000 | ||
140 | 2009.12.16 21:00 | close | 70 | 0.10 | 1.06291 | 0.00000 | 0.00000 | 35.66 | 10589.61 |
141 | 2009.12.17 08:00 | sell | 71 | 0.10 | 1.06863 | 0.00000 | 0.00000 | ||
142 | 2009.12.17 12:00 | close | 71 | 0.10 | 1.07334 | 0.00000 | 0.00000 | -43.88 | 10545.73 |
143 | 2009.12.17 12:00 | buy | 72 | 0.10 | 1.07334 | 0.00000 | 0.00000 | ||
144 | 2009.12.17 15:00 | close | 72 | 0.10 | 1.07267 | 0.00000 | 0.00000 | -6.25 | 10539.48 |
145 | 2009.12.17 15:00 | sell | 73 | 0.10 | 1.07267 | 0.00000 | 0.00000 | ||
146 | 2009.12.17 16:00 | close | 73 | 0.10 | 1.07022 | 0.00000 | 0.00000 | 22.89 | 10562.37 |
147 | 2009.12.17 16:00 | buy | 74 | 0.10 | 1.07022 | 0.00000 | 0.00000 | ||
148 | 2009.12.17 17:00 | close | 74 | 0.10 | 1.06908 | 0.00000 | 0.00000 | -10.66 | 10551.71 |
149 | 2009.12.17 17:00 | sell | 75 | 0.10 | 1.06908 | 0.00000 | 0.00000 | ||
150 | 2009.12.17 18:00 | close | 75 | 0.10 | 1.07134 | 0.00000 | 0.00000 | -21.10 | 10530.61 |
151 | 2009.12.17 18:00 | buy | 76 | 0.10 | 1.07134 | 0.00000 | 0.00000 | ||
152 | 2009.12.17 21:00 | close | 76 | 0.10 | 1.06994 | 0.00000 | 0.00000 | -13.08 | 10517.53 |
153 | 2009.12.18 08:00 | sell | 77 | 0.10 | 1.06808 | 0.00000 | 0.00000 | ||
154 | 2009.12.18 11:00 | close | 77 | 0.10 | 1.06651 | 0.00000 | 0.00000 | 14.72 | 10532.25 |
155 | 2009.12.18 11:00 | buy | 78 | 0.10 | 1.06651 | 0.00000 | 0.00000 | ||
156 | 2009.12.18 13:00 | close | 78 | 0.10 | 1.06529 | 0.00000 | 0.00000 | -11.45 | 10520.80 |
157 | 2009.12.18 13:00 | sell | 79 | 0.10 | 1.06529 | 0.00000 | 0.00000 | ||
158 | 2009.12.18 15:00 | close | 79 | 0.10 | 1.06693 | 0.00000 | 0.00000 | -15.37 | 10505.43 |
159 | 2009.12.18 15:00 | buy | 80 | 0.10 | 1.06693 | 0.00000 | 0.00000 | ||
160 | 2009.12.18 16:00 | close | 80 | 0.10 | 1.06388 | 0.00000 | 0.00000 | -28.67 | 10476.76 |
161 | 2009.12.18 16:00 | sell | 81 | 0.10 | 1.06388 | 0.00000 | 0.00000 | ||
162 | 2009.12.18 19:00 | close | 81 | 0.10 | 1.06592 | 0.00000 | 0.00000 | -19.14 | 10457.62 |
163 | 2009.12.18 19:00 | buy | 82 | 0.10 | 1.06592 | 0.00000 | 0.00000 | ||
164 | 2009.12.18 21:00 | close | 82 | 0.10 | 1.06579 | 0.00000 | 0.00000 | -1.22 | 10456.40 |
165 | 2009.12.21 08:00 | sell | 83 | 0.10 | 1.06627 | 0.00000 | 0.00000 | ||
166 | 2009.12.21 12:00 | close | 83 | 0.10 | 1.06301 | 0.00000 | 0.00000 | 30.67 | 10487.07 |
167 | 2009.12.21 12:00 | buy | 84 | 0.10 | 1.06301 | 0.00000 | 0.00000 | ||
168 | 2009.12.21 14:00 | close | 84 | 0.10 | 1.05594 | 0.00000 | 0.00000 | -66.95 | 10420.12 |
169 | 2009.12.21 14:00 | sell | 85 | 0.10 | 1.05594 | 0.00000 | 0.00000 | ||
170 | 2009.12.21 18:00 | close | 85 | 0.10 | 1.05919 | 0.00000 | 0.00000 | -30.68 | 10389.44 |
171 | 2009.12.21 18:00 | buy | 86 | 0.10 | 1.05919 | 0.00000 | 0.00000 | ||
172 | 2009.12.21 20:00 | close | 86 | 0.10 | 1.06189 | 0.00000 | 0.00000 | 25.43 | 10414.87 |
173 | 2009.12.21 20:00 | sell | 87 | 0.10 | 1.06189 | 0.00000 | 0.00000 | ||
174 | 2009.12.21 21:00 | close | 87 | 0.10 | 1.06156 | 0.00000 | 0.00000 | 3.11 | 10417.98 |
175 | 2009.12.22 08:00 | sell | 88 | 0.10 | 1.06074 | 0.00000 | 0.00000 | ||
176 | 2009.12.22 12:00 | close | 88 | 0.10 | 1.05690 | 0.00000 | 0.00000 | 36.33 | 10454.31 |
177 | 2009.12.22 12:00 | buy | 89 | 0.10 | 1.05690 | 0.00000 | 0.00000 | ||
178 | 2009.12.22 14:00 | close | 89 | 0.10 | 1.05710 | 0.00000 | 0.00000 | 1.89 | 10456.20 |
179 | 2009.12.22 14:00 | sell | 90 | 0.10 | 1.05710 | 0.00000 | 0.00000 | ||
180 | 2009.12.22 16:00 | close | 90 | 0.10 | 1.05879 | 0.00000 | 0.00000 | -15.96 | 10440.24 |
181 | 2009.12.22 16:00 | buy | 91 | 0.10 | 1.05879 | 0.00000 | 0.00000 | ||
182 | 2009.12.22 17:00 | close | 91 | 0.10 | 1.06008 | 0.00000 | 0.00000 | 12.17 | 10452.41 |
183 | 2009.12.22 17:00 | sell | 92 | 0.10 | 1.06008 | 0.00000 | 0.00000 | ||
184 | 2009.12.22 18:00 | close | 92 | 0.10 | 1.05544 | 0.00000 | 0.00000 | 43.96 | 10496.37 |
185 | 2009.12.22 18:00 | buy | 93 | 0.10 | 1.05544 | 0.00000 | 0.00000 | ||
186 | 2009.12.22 20:00 | close | 93 | 0.10 | 1.05445 | 0.00000 | 0.00000 | -9.39 | 10486.98 |
187 | 2009.12.22 20:00 | sell | 94 | 0.10 | 1.05445 | 0.00000 | 0.00000 | ||
188 | 2009.12.22 21:00 | close | 94 | 0.10 | 1.05574 | 0.00000 | 0.00000 | -12.22 | 10474.76 |
189 | 2009.12.23 08:00 | buy | 95 | 0.10 | 1.05634 | 0.00000 | 0.00000 | ||
190 | 2009.12.23 09:00 | close | 95 | 0.10 | 1.05612 | 0.00000 | 0.00000 | -2.08 | 10472.68 |
191 | 2009.12.23 09:00 | sell | 96 | 0.10 | 1.05612 | 0.00000 | 0.00000 | ||
192 | 2009.12.23 12:00 | close | 96 | 0.10 | 1.05561 | 0.00000 | 0.00000 | 4.83 | 10477.51 |
193 | 2009.12.23 12:00 | buy | 97 | 0.10 | 1.05561 | 0.00000 | 0.00000 | ||
194 | 2009.12.23 14:00 | close | 97 | 0.10 | 1.04923 | 0.00000 | 0.00000 | -60.81 | 10416.70 |
195 | 2009.12.23 14:00 | sell | 98 | 0.10 | 1.04923 | 0.00000 | 0.00000 | ||
196 | 2009.12.23 18:00 | close | 98 | 0.10 | 1.04765 | 0.00000 | 0.00000 | 15.08 | 10431.78 |
197 | 2009.12.23 18:00 | buy | 99 | 0.10 | 1.04765 | 0.00000 | 0.00000 | ||
198 | 2009.12.23 21:00 | close | 99 | 0.10 | 1.04784 | 0.00000 | 0.00000 | 1.81 | 10433.59 |
199 | 2009.12.24 08:00 | sell | 100 | 0.10 | 1.04797 | 0.00000 | 0.00000 | ||
200 | 2009.12.24 09:00 | close | 100 | 0.10 | 1.04758 | 0.00000 | 0.00000 | 3.72 | 10437.31 |
201 | 2009.12.24 09:00 | buy | 101 | 0.10 | 1.04758 | 0.00000 | 0.00000 | ||
202 | 2009.12.24 10:00 | close | 101 | 0.10 | 1.04790 | 0.00000 | 0.00000 | 3.05 | 10440.36 |
203 | 2009.12.24 10:00 | sell | 102 | 0.10 | 1.04790 | 0.00000 | 0.00000 | ||
204 | 2009.12.24 12:00 | close | 102 | 0.10 | 1.04723 | 0.00000 | 0.00000 | 6.40 | 10446.76 |
205 | 2009.12.24 12:00 | buy | 103 | 0.10 | 1.04723 | 0.00000 | 0.00000 | ||
206 | 2009.12.24 13:00 | close | 103 | 0.10 | 1.04568 | 0.00000 | 0.00000 | -14.82 | 10431.94 |
207 | 2009.12.24 13:00 | sell | 104 | 0.10 | 1.04568 | 0.00000 | 0.00000 | ||
208 | 2009.12.24 14:00 | close | 104 | 0.10 | 1.04589 | 0.00000 | 0.00000 | -2.01 | 10429.93 |
209 | 2009.12.24 14:00 | buy | 105 | 0.10 | 1.04589 | 0.00000 | 0.00000 | ||
210 | 2009.12.24 15:00 | close | 105 | 0.10 | 1.04838 | 0.00000 | 0.00000 | 23.75 | 10453.68 |
211 | 2009.12.24 15:00 | sell | 106 | 0.10 | 1.04838 | 0.00000 | 0.00000 | ||
212 | 2009.12.24 17:00 | close | 106 | 0.10 | 1.04855 | 0.00000 | 0.00000 | -1.62 | 10452.06 |
213 | 2009.12.24 17:00 | buy | 107 | 0.10 | 1.04855 | 0.00000 | 0.00000 | ||
214 | 2009.12.24 18:00 | close | 107 | 0.10 | 1.04851 | 0.00000 | 0.00000 | -0.38 | 10451.68 |
215 | 2009.12.24 18:00 | sell | 108 | 0.10 | 1.04851 | 0.00000 | 0.00000 | ||
216 | 2009.12.28 00:00 | close | 108 | 0.10 | 1.04804 | 0.00000 | 0.00000 | 4.39 | 10456.07 |
217 | 2009.12.28 08:00 | sell | 109 | 0.10 | 1.04665 | 0.00000 | 0.00000 | ||
218 | 2009.12.28 10:00 | close | 109 | 0.10 | 1.04829 | 0.00000 | 0.00000 | -15.64 | 10440.43 |
219 | 2009.12.28 10:00 | buy | 110 | 0.10 | 1.04829 | 0.00000 | 0.00000 | ||
220 | 2009.12.28 12:00 | close | 110 | 0.10 | 1.04835 | 0.00000 | 0.00000 | 0.57 | 10441.00 |
221 | 2009.12.28 12:00 | sell | 111 | 0.10 | 1.04835 | 0.00000 | 0.00000 | ||
222 | 2009.12.28 14:00 | close | 111 | 0.10 | 1.04667 | 0.00000 | 0.00000 | 16.05 | 10457.05 |
223 | 2009.12.28 14:00 | buy | 112 | 0.10 | 1.04667 | 0.00000 | 0.00000 | ||
224 | 2009.12.28 15:00 | close | 112 | 0.10 | 1.04523 | 0.00000 | 0.00000 | -13.78 | 10443.27 |
225 | 2009.12.28 15:00 | sell | 113 | 0.10 | 1.04523 | 0.00000 | 0.00000 | ||
226 | 2009.12.28 16:00 | close | 113 | 0.10 | 1.04604 | 0.00000 | 0.00000 | -7.74 | 10435.53 |
227 | 2009.12.28 16:00 | buy | 114 | 0.10 | 1.04604 | 0.00000 | 0.00000 | ||
228 | 2009.12.28 17:00 | close | 114 | 0.10 | 1.04338 | 0.00000 | 0.00000 | -25.49 | 10410.04 |
229 | 2009.12.28 17:00 | sell | 115 | 0.10 | 1.04338 | 0.00000 | 0.00000 | ||
230 | 2009.12.28 18:00 | close | 115 | 0.10 | 1.04318 | 0.00000 | 0.00000 | 1.92 | 10411.96 |
231 | 2009.12.28 18:00 | buy | 116 | 0.10 | 1.04318 | 0.00000 | 0.00000 | ||
232 | 2009.12.28 21:00 | close | 116 | 0.10 | 1.04272 | 0.00000 | 0.00000 | -4.41 | 10407.55 |
233 | 2009.12.29 08:00 | sell | 117 | 0.10 | 1.04276 | 0.00000 | 0.00000 | ||
234 | 2009.12.29 11:00 | close | 117 | 0.10 | 1.04070 | 0.00000 | 0.00000 | 19.79 | 10427.34 |
235 | 2009.12.29 11:00 | buy | 118 | 0.10 | 1.04070 | 0.00000 | 0.00000 | ||
236 | 2009.12.29 12:00 | close | 118 | 0.10 | 1.04050 | 0.00000 | 0.00000 | -1.92 | 10425.42 |
237 | 2009.12.29 12:00 | sell | 119 | 0.10 | 1.04050 | 0.00000 | 0.00000 | ||
238 | 2009.12.29 14:00 | close | 119 | 0.10 | 1.03823 | 0.00000 | 0.00000 | 21.86 | 10447.28 |
239 | 2009.12.29 14:00 | buy | 120 | 0.10 | 1.03823 | 0.00000 | 0.00000 | ||
240 | 2009.12.29 15:00 | close | 120 | 0.10 | 1.03667 | 0.00000 | 0.00000 | -15.05 | 10432.23 |
241 | 2009.12.29 15:00 | sell | 121 | 0.10 | 1.03667 | 0.00000 | 0.00000 | ||
242 | 2009.12.29 19:00 | close | 121 | 0.10 | 1.04153 | 0.00000 | 0.00000 | -46.66 | 10385.57 |
243 | 2009.12.29 19:00 | buy | 122 | 0.10 | 1.04153 | 0.00000 | 0.00000 | ||
244 | 2009.12.29 21:00 | close | 122 | 0.10 | 1.04317 | 0.00000 | 0.00000 | 15.72 | 10401.29 |
245 | 2009.12.30 08:00 | sell | 123 | 0.10 | 1.04887 | 0.00000 | 0.00000 | ||
246 | 2009.12.30 11:00 | close | 123 | 0.10 | 1.04745 | 0.00000 | 0.00000 | 13.56 | 10414.85 |
247 | 2009.12.30 11:00 | buy | 124 | 0.10 | 1.04745 | 0.00000 | 0.00000 | ||
248 | 2009.12.30 13:00 | close | 124 | 0.10 | 1.04938 | 0.00000 | 0.00000 | 18.39 | 10433.24 |
249 | 2009.12.30 13:00 | sell | 125 | 0.10 | 1.04938 | 0.00000 | 0.00000 | ||
250 | 2009.12.30 17:00 | close | 125 | 0.10 | 1.05082 | 0.00000 | 0.00000 | -13.70 | 10419.54 |
251 | 2009.12.30 17:00 | buy | 126 | 0.10 | 1.05082 | 0.00000 | 0.00000 | ||
252 | 2009.12.30 21:00 | close | 126 | 0.10 | 1.05540 | 0.00000 | 0.00000 | 43.40 | 10462.94 |
253 | 2009.12.31 08:00 | sell | 127 | 0.10 | 1.04964 | 0.00000 | 0.00000 | ||
254 | 2009.12.31 11:00 | close | 127 | 0.10 | 1.05024 | 0.00000 | 0.00000 | -5.71 | 10457.23 |
255 | 2009.12.31 11:00 | buy | 128 | 0.10 | 1.05024 | 0.00000 | 0.00000 | ||
256 | 2009.12.31 13:00 | close | 128 | 0.10 | 1.04846 | 0.00000 | 0.00000 | -16.98 | 10440.25 |
257 | 2009.12.31 13:00 | sell | 129 | 0.10 | 1.04846 | 0.00000 | 0.00000 | ||
258 | 2009.12.31 18:00 | close | 129 | 0.10 | 1.04634 | 0.00000 | 0.00000 | 20.26 | 10460.51 |
259 | 2009.12.31 18:00 | buy | 130 | 0.10 | 1.04634 | 0.00000 | 0.00000 | ||
260 | 2009.12.31 18:57 | close at stop | 130 | 0.10 | 1.04645 | 0.00000 | 0.00000 | 1.05 | 10461.56 |