Strategy Tester Report
TSDxx
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=50; Stoploss=25; TrailingStop=20; Slippage=5; | ||||
| Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -4216.42 | Gross profit | 1988.65 | Gross loss | -6205.07 |
| Profit factor | 0.32 | Expected payoff | -63.89 | ||
| Absolute drawdown | 4294.74 | Maximal drawdown | 4339.63 (43.20%) | Relative drawdown | 43.20% (4339.63) |
| Total trades | 66 | Short positions (won %) | 23 (43.48%) | Long positions (won %) | 43 (34.88%) |
| Profit trades (% of total) | 25 (37.88%) | Loss trades (% of total) | 41 (62.12%) | ||
| Largest | profit trade | 329.26 | loss trade | -325.83 | |
| Average | profit trade | 79.55 | loss trade | -151.34 | |
| Maximum | consecutive wins (profit in money) | 5 (626.28) | consecutive losses (loss in money) | 8 (-1162.41) | |
| Maximal | consecutive profit (count of wins) | 626.28 (5) | consecutive loss (count of losses) | -1180.95 (7) | |
| Average | consecutive wins | 2 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 08:00 | buy stop | 1 | 1.00 | 1.05638 | 1.05454 | 1.05688 | ||
| 2 | 2009.12.01 09:00 | modify | 1 | 1.00 | 1.05502 | 1.05101 | 1.05688 | ||
| 3 | 2009.12.01 10:00 | modify | 1 | 1.00 | 1.05225 | 1.04674 | 1.05688 | ||
| 4 | 2009.12.01 11:00 | modify | 1 | 1.00 | 1.04690 | 1.04471 | 1.05688 | ||
| 5 | 2009.12.01 12:00 | modify | 1 | 1.00 | 1.04642 | 1.04458 | 1.05688 | ||
| 6 | 2009.12.01 12:15 | buy | 1 | 1.00 | 1.04642 | 1.04458 | 1.05688 | ||
| 7 | 2009.12.01 14:15 | s/l | 1 | 1.00 | 1.04458 | 1.04458 | 1.05688 | -176.29 | 9823.71 |
| 8 | 2009.12.02 01:00 | buy stop | 2 | 1.00 | 1.04701 | 1.04562 | 1.04751 | ||
| 9 | 2009.12.02 02:00 | modify | 2 | 1.00 | 1.04665 | 1.04504 | 1.04751 | ||
| 10 | 2009.12.02 02:15 | buy | 2 | 1.00 | 1.04665 | 1.04504 | 1.04751 | ||
| 11 | 2009.12.02 03:00 | buy stop | 3 | 1.00 | 1.04698 | 1.04545 | 1.04748 | ||
| 12 | 2009.12.02 03:45 | s/l | 2 | 1.00 | 1.04504 | 1.04504 | 1.04751 | -154.08 | 9669.63 |
| 13 | 2009.12.02 04:00 | modify | 3 | 1.00 | 1.04626 | 1.04465 | 1.04748 | ||
| 14 | 2009.12.02 07:00 | modify | 3 | 1.00 | 1.04570 | 1.04387 | 1.04748 | ||
| 15 | 2009.12.02 08:15 | buy | 3 | 1.00 | 1.04570 | 1.04387 | 1.04748 | ||
| 16 | 2009.12.02 09:00 | buy stop | 4 | 1.00 | 1.04673 | 1.04428 | 1.04723 | ||
| 17 | 2009.12.02 09:02 | buy | 4 | 1.00 | 1.04673 | 1.04428 | 1.04723 | ||
| 18 | 2009.12.02 09:20 | s/l | 4 | 1.00 | 1.04428 | 1.04428 | 1.04723 | -234.69 | 9434.94 |
| 19 | 2009.12.02 10:00 | buy stop | 5 | 1.00 | 1.04692 | 1.04392 | 1.04742 | ||
| 20 | 2009.12.02 10:50 | s/l | 3 | 1.00 | 1.04387 | 1.04387 | 1.04748 | -175.39 | 9259.55 |
| 21 | 2009.12.02 11:00 | modify | 5 | 1.00 | 1.04593 | 1.04337 | 1.04742 | ||
| 22 | 2009.12.02 11:50 | buy | 5 | 1.00 | 1.04593 | 1.04337 | 1.04742 | ||
| 23 | 2009.12.02 12:00 | buy stop | 6 | 1.00 | 1.04606 | 1.04307 | 1.04656 | ||
| 24 | 2009.12.02 12:20 | buy | 6 | 1.00 | 1.04606 | 1.04307 | 1.04656 | ||
| 25 | 2009.12.02 12:37 | t/p | 6 | 1.00 | 1.04656 | 1.04307 | 1.04656 | 47.78 | 9307.33 |
| 26 | 2009.12.02 13:00 | buy stop | 7 | 1.00 | 1.04663 | 1.04397 | 1.04713 | ||
| 27 | 2009.12.02 13:20 | buy | 7 | 1.00 | 1.04663 | 1.04397 | 1.04713 | ||
| 28 | 2009.12.02 14:00 | buy stop | 8 | 1.00 | 1.04665 | 1.04476 | 1.04715 | ||
| 29 | 2009.12.02 14:02 | s/l | 7 | 1.00 | 1.04397 | 1.04397 | 1.04713 | -254.80 | 9052.53 |
| 30 | 2009.12.02 14:45 | buy | 8 | 1.00 | 1.04665 | 1.04476 | 1.04715 | ||
| 31 | 2009.12.02 14:50 | t/p | 5 | 1.00 | 1.04742 | 1.04337 | 1.04742 | 142.15 | 9194.68 |
| 32 | 2009.12.02 14:50 | t/p | 8 | 1.00 | 1.04715 | 1.04476 | 1.04715 | 47.70 | 9242.38 |
| 33 | 2009.12.02 17:00 | buy stop | 9 | 1.00 | 1.04645 | 1.04407 | 1.04695 | ||
| 34 | 2009.12.02 17:10 | buy | 9 | 1.00 | 1.04645 | 1.04407 | 1.04695 | ||
| 35 | 2009.12.02 17:15 | t/p | 9 | 1.00 | 1.04695 | 1.04407 | 1.04695 | 47.73 | 9290.11 |
| 36 | 2009.12.03 08:00 | buy stop | 10 | 1.00 | 1.05099 | 1.04744 | 1.05149 | ||
| 37 | 2009.12.03 09:00 | modify | 10 | 1.00 | 1.04880 | 1.04614 | 1.05149 | ||
| 38 | 2009.12.03 10:15 | buy | 10 | 1.00 | 1.04880 | 1.04614 | 1.05149 | ||
| 39 | 2009.12.03 14:40 | t/p | 10 | 1.00 | 1.05149 | 1.04614 | 1.05149 | 255.71 | 9545.82 |
| 40 | 2009.12.04 09:00 | sell stop | 11 | 1.00 | 1.05332 | 1.05553 | 1.05282 | ||
| 41 | 2009.12.04 10:00 | modify | 11 | 1.00 | 1.05412 | 1.05705 | 1.05282 | ||
| 42 | 2009.12.04 11:00 | modify | 11 | 1.00 | 1.05422 | 1.05550 | 1.05282 | ||
| 43 | 2009.12.04 12:20 | sell | 11 | 1.00 | 1.05422 | 1.05550 | 1.05282 | ||
| 44 | 2009.12.04 12:59 | t/p | 11 | 1.00 | 1.05282 | 1.05550 | 1.05282 | 132.99 | 9678.81 |
| 45 | 2009.12.07 04:00 | sell stop | 12 | 1.00 | 1.05366 | 1.05573 | 1.05316 | ||
| 46 | 2009.12.07 05:00 | modify | 12 | 1.00 | 1.05396 | 1.05495 | 1.05316 | ||
| 47 | 2009.12.07 06:00 | modify | 12 | 1.00 | 1.05446 | 1.05541 | 1.05316 | ||
| 48 | 2009.12.07 07:00 | modify | 12 | 1.00 | 1.05459 | 1.05598 | 1.05316 | ||
| 49 | 2009.12.07 07:15 | sell | 12 | 1.00 | 1.05459 | 1.05598 | 1.05316 | ||
| 50 | 2009.12.07 08:20 | s/l | 12 | 1.00 | 1.05598 | 1.05598 | 1.05316 | -131.54 | 9547.27 |
| 51 | 2009.12.07 09:00 | sell stop | 13 | 1.00 | 1.05370 | 1.05654 | 1.05320 | ||
| 52 | 2009.12.07 10:00 | modify | 13 | 1.00 | 1.05483 | 1.06417 | 1.05320 | ||
| 53 | 2009.12.07 13:00 | delete | 13 | 1.00 | 1.05483 | 1.06417 | 1.05320 | ||
| 54 | 2009.12.07 15:00 | buy stop | 14 | 1.00 | 1.05964 | 1.05339 | 1.06014 | ||
| 55 | 2009.12.07 16:00 | modify | 14 | 1.00 | 1.05689 | 1.05445 | 1.06014 | ||
| 56 | 2009.12.07 17:00 | modify | 14 | 1.00 | 1.05637 | 1.05067 | 1.06014 | ||
| 57 | 2009.12.07 18:00 | modify | 14 | 1.00 | 1.05243 | 1.05070 | 1.06014 | ||
| 58 | 2009.12.07 18:10 | buy | 14 | 1.00 | 1.05243 | 1.05070 | 1.06014 | ||
| 59 | 2009.12.07 18:45 | s/l | 14 | 1.00 | 1.05070 | 1.05070 | 1.06014 | -164.78 | 9382.49 |
| 60 | 2009.12.08 09:00 | sell stop | 15 | 1.00 | 1.05070 | 1.05540 | 1.05020 | ||
| 61 | 2009.12.08 10:00 | modify | 15 | 1.00 | 1.05131 | 1.05602 | 1.05020 | ||
| 62 | 2009.12.08 10:15 | sell | 15 | 1.00 | 1.05131 | 1.05602 | 1.05020 | ||
| 63 | 2009.12.08 10:45 | t/p | 15 | 1.00 | 1.05020 | 1.05602 | 1.05020 | 105.70 | 9488.19 |
| 64 | 2009.12.08 13:00 | sell stop | 16 | 1.00 | 1.05133 | 1.05552 | 1.05083 | ||
| 65 | 2009.12.08 14:00 | modify | 16 | 1.00 | 1.05210 | 1.05515 | 1.05083 | ||
| 66 | 2009.12.08 15:00 | modify | 16 | 1.00 | 1.05376 | 1.05899 | 1.05083 | ||
| 67 | 2009.12.08 16:00 | modify | 16 | 1.00 | 1.05637 | 1.06079 | 1.05083 | ||
| 68 | 2009.12.08 17:00 | modify | 16 | 1.00 | 1.05943 | 1.06159 | 1.05083 | ||
| 69 | 2009.12.08 17:20 | sell | 16 | 1.00 | 1.05943 | 1.06159 | 1.05083 | ||
| 70 | 2009.12.08 18:16 | s/l | 16 | 1.00 | 1.06159 | 1.06159 | 1.05083 | -203.39 | 9284.80 |
| 71 | 2009.12.09 14:00 | sell stop | 17 | 1.00 | 1.05915 | 1.06117 | 1.05865 | ||
| 72 | 2009.12.09 14:20 | sell | 17 | 1.00 | 1.05915 | 1.06117 | 1.05865 | ||
| 73 | 2009.12.09 15:10 | s/l | 17 | 1.00 | 1.06117 | 1.06117 | 1.05865 | -190.25 | 9094.55 |
| 74 | 2009.12.09 16:00 | sell stop | 18 | 1.00 | 1.06037 | 1.06309 | 1.05987 | ||
| 75 | 2009.12.09 16:15 | sell | 18 | 1.00 | 1.06037 | 1.06309 | 1.05987 | ||
| 76 | 2009.12.09 16:20 | t/p | 18 | 1.00 | 1.05987 | 1.06309 | 1.05987 | 47.23 | 9141.78 |
| 77 | 2009.12.10 07:00 | sell stop | 19 | 1.00 | 1.05556 | 1.05731 | 1.05506 | ||
| 78 | 2009.12.10 07:59 | sell | 19 | 1.00 | 1.05556 | 1.05731 | 1.05506 | ||
| 79 | 2009.12.10 08:10 | t/p | 19 | 1.00 | 1.05506 | 1.05731 | 1.05506 | 47.40 | 9189.18 |
| 80 | 2009.12.10 09:00 | sell stop | 20 | 1.00 | 1.05327 | 1.05698 | 1.05277 | ||
| 81 | 2009.12.10 10:00 | modify | 20 | 1.00 | 1.05406 | 1.05819 | 1.05277 | ||
| 82 | 2009.12.10 11:10 | sell | 20 | 1.00 | 1.05406 | 1.05819 | 1.05277 | ||
| 83 | 2009.12.10 11:20 | t/p | 20 | 1.00 | 1.05277 | 1.05819 | 1.05277 | 122.61 | 9311.79 |
| 84 | 2009.12.10 20:00 | buy stop | 21 | 1.00 | 1.05468 | 1.05122 | 1.05518 | ||
| 85 | 2009.12.10 21:00 | modify | 21 | 1.00 | 1.05168 | 1.04977 | 1.05518 | ||
| 86 | 2009.12.10 22:45 | buy | 21 | 1.00 | 1.05168 | 1.04977 | 1.05518 | ||
| 87 | 2009.12.11 00:00 | buy stop | 22 | 1.00 | 1.05151 | 1.04984 | 1.05201 | ||
| 88 | 2009.12.11 00:20 | buy | 22 | 1.00 | 1.05151 | 1.04984 | 1.05201 | ||
| 89 | 2009.12.11 03:15 | t/p | 22 | 1.00 | 1.05201 | 1.04984 | 1.05201 | 47.52 | 9359.31 |
| 90 | 2009.12.11 04:00 | buy stop | 23 | 1.00 | 1.05262 | 1.05095 | 1.05312 | ||
| 91 | 2009.12.11 08:02 | buy | 23 | 1.00 | 1.05262 | 1.05095 | 1.05312 | ||
| 92 | 2009.12.11 08:07 | t/p | 23 | 1.00 | 1.05312 | 1.05095 | 1.05312 | 47.47 | 9406.78 |
| 93 | 2009.12.11 09:00 | buy stop | 24 | 1.00 | 1.05321 | 1.05110 | 1.05371 | ||
| 94 | 2009.12.11 10:00 | modify | 24 | 1.00 | 1.05174 | 1.05003 | 1.05371 | ||
| 95 | 2009.12.11 10:20 | s/l | 21 | 1.00 | 1.04977 | 1.04977 | 1.05518 | -182.67 | 9224.11 |
| 96 | 2009.12.11 11:00 | modify | 24 | 1.00 | 1.05142 | 1.04941 | 1.05371 | ||
| 97 | 2009.12.11 12:00 | modify | 24 | 1.00 | 1.05103 | 1.04949 | 1.05371 | ||
| 98 | 2009.12.11 14:00 | modify | 24 | 1.00 | 1.05024 | 1.04846 | 1.05371 | ||
| 99 | 2009.12.11 14:50 | buy | 24 | 1.00 | 1.05024 | 1.04846 | 1.05371 | ||
| 100 | 2009.12.11 15:32 | t/p | 24 | 1.00 | 1.05371 | 1.04846 | 1.05371 | 329.26 | 9553.37 |
| 101 | 2009.12.14 18:00 | buy stop | 25 | 1.00 | 1.06104 | 1.05776 | 1.06154 | ||
| 102 | 2009.12.14 19:00 | modify | 25 | 1.00 | 1.05893 | 1.05687 | 1.06154 | ||
| 103 | 2009.12.14 19:50 | buy | 25 | 1.00 | 1.05893 | 1.05687 | 1.06154 | ||
| 104 | 2009.12.15 05:10 | s/l | 25 | 1.00 | 1.05687 | 1.05687 | 1.06154 | -195.68 | 9357.69 |
| 105 | 2009.12.15 09:00 | sell stop | 26 | 1.00 | 1.05520 | 1.05933 | 1.05470 | ||
| 106 | 2009.12.15 10:00 | modify | 26 | 1.00 | 1.05912 | 1.06266 | 1.05470 | ||
| 107 | 2009.12.15 11:00 | modify | 26 | 1.00 | 1.06045 | 1.06325 | 1.05470 | ||
| 108 | 2009.12.15 12:00 | modify | 26 | 1.00 | 1.06074 | 1.06274 | 1.05470 | ||
| 109 | 2009.12.15 13:00 | modify | 26 | 1.00 | 1.06250 | 1.06485 | 1.05470 | ||
| 110 | 2009.12.15 14:00 | modify | 26 | 1.00 | 1.06269 | 1.06511 | 1.05470 | ||
| 111 | 2009.12.15 14:20 | sell | 26 | 1.00 | 1.06269 | 1.06511 | 1.05470 | ||
| 112 | 2009.12.15 16:00 | sell stop | 27 | 1.00 | 1.05817 | 1.06163 | 1.05767 | ||
| 113 | 2009.12.15 16:37 | sell | 27 | 1.00 | 1.05817 | 1.06163 | 1.05767 | ||
| 114 | 2009.12.15 17:16 | s/l | 27 | 1.00 | 1.06163 | 1.06163 | 1.05767 | -325.83 | 9031.86 |
| 115 | 2009.12.15 18:00 | sell stop | 28 | 1.00 | 1.05976 | 1.06243 | 1.05926 | ||
| 116 | 2009.12.15 19:00 | modify | 28 | 1.00 | 1.06091 | 1.06267 | 1.05926 | ||
| 117 | 2009.12.15 20:00 | modify | 28 | 1.00 | 1.06138 | 1.06250 | 1.05926 | ||
| 118 | 2009.12.15 20:45 | sell | 28 | 1.00 | 1.06138 | 1.06250 | 1.05926 | ||
| 119 | 2009.12.15 22:00 | sell stop | 29 | 1.00 | 1.06060 | 1.06221 | 1.06010 | ||
| 120 | 2009.12.15 23:50 | sell | 29 | 1.00 | 1.06060 | 1.06221 | 1.06010 | ||
| 121 | 2009.12.16 03:00 | sell stop | 30 | 1.00 | 1.06044 | 1.06160 | 1.05994 | ||
| 122 | 2009.12.16 03:20 | sell | 30 | 1.00 | 1.06044 | 1.06160 | 1.05994 | ||
| 123 | 2009.12.16 05:00 | sell stop | 31 | 1.00 | 1.06032 | 1.06128 | 1.05982 | ||
| 124 | 2009.12.16 05:07 | s/l | 30 | 1.00 | 1.06160 | 1.06160 | 1.05994 | -109.26 | 8922.60 |
| 125 | 2009.12.16 06:00 | modify | 31 | 1.00 | 1.06044 | 1.06147 | 1.05982 | ||
| 126 | 2009.12.16 06:20 | s/l | 28 | 1.00 | 1.06250 | 1.06250 | 1.05926 | -105.77 | 8816.84 |
| 127 | 2009.12.16 06:20 | s/l | 29 | 1.00 | 1.06221 | 1.06221 | 1.06010 | -151.88 | 8664.96 |
| 128 | 2009.12.16 07:00 | modify | 31 | 1.00 | 1.06057 | 1.06249 | 1.05982 | ||
| 129 | 2009.12.16 07:26 | sell | 31 | 1.00 | 1.06057 | 1.06249 | 1.05982 | ||
| 130 | 2009.12.16 08:00 | sell stop | 32 | 0.90 | 1.06029 | 1.06161 | 1.05979 | ||
| 131 | 2009.12.16 08:02 | sell | 32 | 0.90 | 1.06029 | 1.06161 | 1.05979 | ||
| 132 | 2009.12.16 08:20 | s/l | 32 | 0.90 | 1.06161 | 1.06161 | 1.05979 | -111.90 | 8553.06 |
| 133 | 2009.12.16 08:50 | s/l | 31 | 1.00 | 1.06249 | 1.06249 | 1.05982 | -180.64 | 8372.42 |
| 134 | 2009.12.16 09:00 | sell stop | 33 | 0.90 | 1.05976 | 1.06275 | 1.05926 | ||
| 135 | 2009.12.16 09:50 | sell | 33 | 0.90 | 1.05976 | 1.06275 | 1.05926 | ||
| 136 | 2009.12.16 10:20 | t/p | 33 | 0.90 | 1.05926 | 1.06275 | 1.05926 | 42.51 | 8414.93 |
| 137 | 2009.12.16 13:00 | buy stop | 34 | 0.90 | 1.06187 | 1.05993 | 1.06237 | ||
| 138 | 2009.12.16 14:00 | modify | 34 | 0.90 | 1.06025 | 1.05851 | 1.06237 | ||
| 139 | 2009.12.16 14:15 | buy | 34 | 0.90 | 1.06025 | 1.05851 | 1.06237 | ||
| 140 | 2009.12.16 15:50 | s/l | 34 | 0.90 | 1.05851 | 1.05851 | 1.06237 | -148.16 | 8266.77 |
| 141 | 2009.12.16 21:00 | sell stop | 35 | 0.90 | 1.05809 | 1.06419 | 1.05759 | ||
| 142 | 2009.12.17 00:00 | modify | 35 | 0.90 | 1.06069 | 1.06134 | 1.05759 | ||
| 143 | 2009.12.17 01:00 | modify | 35 | 0.90 | 1.06098 | 1.06210 | 1.05759 | ||
| 144 | 2009.12.17 01:37 | sell | 35 | 0.90 | 1.06098 | 1.06210 | 1.05759 | ||
| 145 | 2009.12.17 01:45 | s/l | 35 | 0.90 | 1.06210 | 1.06210 | 1.05759 | -94.90 | 8171.87 |
| 146 | 2009.12.17 03:02 | s/l | 26 | 1.00 | 1.06511 | 1.06511 | 1.05470 | -228.68 | 7943.19 |
| 147 | 2009.12.18 00:00 | sell stop | 36 | 0.80 | 1.07025 | 1.07133 | 1.06975 | ||
| 148 | 2009.12.18 00:50 | sell | 36 | 0.80 | 1.07025 | 1.07133 | 1.06975 | ||
| 149 | 2009.12.18 01:32 | s/l | 36 | 0.80 | 1.07133 | 1.07133 | 1.06975 | -80.63 | 7862.56 |
| 150 | 2009.12.18 09:00 | sell stop | 37 | 0.80 | 1.06711 | 1.06923 | 1.06661 | ||
| 151 | 2009.12.18 09:15 | sell | 37 | 0.80 | 1.06711 | 1.06923 | 1.06661 | ||
| 152 | 2009.12.18 09:20 | t/p | 37 | 0.80 | 1.06661 | 1.06923 | 1.06661 | 37.53 | 7900.09 |
| 153 | 2009.12.18 17:00 | sell stop | 38 | 0.80 | 1.06270 | 1.06875 | 1.06220 | ||
| 154 | 2009.12.18 18:00 | modify | 38 | 0.80 | 1.06675 | 1.06983 | 1.06220 | ||
| 155 | 2009.12.18 18:15 | sell | 38 | 0.80 | 1.06675 | 1.06983 | 1.06220 | ||
| 156 | 2009.12.21 02:00 | sell stop | 39 | 0.80 | 1.06615 | 1.06759 | 1.06565 | ||
| 157 | 2009.12.21 03:00 | modify | 39 | 0.80 | 1.06667 | 1.06767 | 1.06565 | ||
| 158 | 2009.12.21 04:10 | sell | 39 | 0.80 | 1.06667 | 1.06767 | 1.06565 | ||
| 159 | 2009.12.21 05:00 | buy stop | 40 | 0.80 | 1.06700 | 1.06579 | 1.06750 | ||
| 160 | 2009.12.21 06:59 | buy | 40 | 0.80 | 1.06700 | 1.06579 | 1.06750 | ||
| 161 | 2009.12.21 08:00 | buy stop | 41 | 0.80 | 1.06741 | 1.06583 | 1.06791 | ||
| 162 | 2009.12.21 08:03 | s/l | 40 | 0.80 | 1.06579 | 1.06579 | 1.06750 | -90.84 | 7809.25 |
| 163 | 2009.12.21 08:10 | t/p | 39 | 0.80 | 1.06565 | 1.06767 | 1.06565 | 76.58 | 7885.83 |
| 164 | 2009.12.21 08:26 | buy | 41 | 0.80 | 1.06741 | 1.06583 | 1.06791 | ||
| 165 | 2009.12.21 08:45 | t/p | 41 | 0.80 | 1.06791 | 1.06583 | 1.06791 | 37.45 | 7923.28 |
| 166 | 2009.12.21 09:37 | s/l | 38 | 0.80 | 1.06983 | 1.06983 | 1.06220 | -230.60 | 7692.68 |
| 167 | 2009.12.21 11:00 | buy stop | 42 | 0.80 | 1.06973 | 1.06521 | 1.07023 | ||
| 168 | 2009.12.21 12:00 | modify | 42 | 0.80 | 1.06578 | 1.06117 | 1.07023 | ||
| 169 | 2009.12.21 13:00 | modify | 42 | 0.80 | 1.06346 | 1.06063 | 1.07023 | ||
| 170 | 2009.12.21 14:00 | modify | 42 | 0.80 | 1.06117 | 1.05458 | 1.07023 | ||
| 171 | 2009.12.21 15:00 | modify | 42 | 0.80 | 1.05644 | 1.05436 | 1.07023 | ||
| 172 | 2009.12.21 15:02 | buy | 42 | 0.80 | 1.05644 | 1.05436 | 1.07023 | ||
| 173 | 2009.12.21 15:50 | s/l | 42 | 0.80 | 1.05436 | 1.05436 | 1.07023 | -157.95 | 7534.73 |
| 174 | 2009.12.21 20:00 | buy stop | 43 | 0.80 | 1.06328 | 1.06103 | 1.06378 | ||
| 175 | 2009.12.21 21:00 | modify | 43 | 0.80 | 1.06279 | 1.06107 | 1.06378 | ||
| 176 | 2009.12.21 21:15 | buy | 43 | 0.80 | 1.06279 | 1.06107 | 1.06378 | ||
| 177 | 2009.12.21 21:50 | s/l | 43 | 0.80 | 1.06107 | 1.06107 | 1.06378 | -129.72 | 7405.01 |
| 178 | 2009.12.21 22:00 | buy stop | 44 | 0.80 | 1.06318 | 1.06072 | 1.06368 | ||
| 179 | 2009.12.21 23:00 | modify | 44 | 0.80 | 1.06271 | 1.06122 | 1.06368 | ||
| 180 | 2009.12.21 23:15 | buy | 44 | 0.80 | 1.06271 | 1.06122 | 1.06368 | ||
| 181 | 2009.12.22 01:00 | buy stop | 45 | 0.80 | 1.06326 | 1.06141 | 1.06376 | ||
| 182 | 2009.12.22 01:32 | buy | 45 | 0.80 | 1.06326 | 1.06141 | 1.06376 | ||
| 183 | 2009.12.22 02:00 | buy stop | 46 | 0.80 | 1.06326 | 1.06125 | 1.06376 | ||
| 184 | 2009.12.22 02:20 | buy | 46 | 0.80 | 1.06326 | 1.06125 | 1.06376 | ||
| 185 | 2009.12.22 03:00 | buy stop | 47 | 0.80 | 1.06322 | 1.06169 | 1.06372 | ||
| 186 | 2009.12.22 03:20 | buy | 47 | 0.80 | 1.06322 | 1.06169 | 1.06372 | ||
| 187 | 2009.12.22 04:00 | buy stop | 48 | 0.80 | 1.06331 | 1.06182 | 1.06381 | ||
| 188 | 2009.12.22 04:20 | s/l | 47 | 0.80 | 1.06169 | 1.06169 | 1.06372 | -115.30 | 7289.71 |
| 189 | 2009.12.22 05:33 | s/l | 44 | 0.80 | 1.06122 | 1.06122 | 1.06368 | -112.85 | 7176.86 |
| 190 | 2009.12.22 05:33 | s/l | 45 | 0.80 | 1.06141 | 1.06141 | 1.06376 | -139.47 | 7037.39 |
| 191 | 2009.12.22 05:33 | s/l | 46 | 0.80 | 1.06125 | 1.06125 | 1.06376 | -151.53 | 6885.86 |
| 192 | 2009.12.22 08:00 | modify | 48 | 0.80 | 1.06197 | 1.06045 | 1.06381 | ||
| 193 | 2009.12.22 09:00 | modify | 48 | 0.80 | 1.06108 | 1.05866 | 1.06381 | ||
| 194 | 2009.12.22 10:00 | modify | 48 | 0.80 | 1.06018 | 1.05750 | 1.06381 | ||
| 195 | 2009.12.22 11:00 | modify | 48 | 0.80 | 1.05885 | 1.05721 | 1.06381 | ||
| 196 | 2009.12.22 12:00 | modify | 48 | 0.80 | 1.05798 | 1.05633 | 1.06381 | ||
| 197 | 2009.12.22 12:45 | buy | 48 | 0.80 | 1.05798 | 1.05633 | 1.06381 | ||
| 198 | 2009.12.22 14:07 | s/l | 48 | 0.80 | 1.05633 | 1.05633 | 1.06381 | -124.99 | 6760.87 |
| 199 | 2009.12.22 16:00 | buy stop | 49 | 0.70 | 1.05958 | 1.05640 | 1.06008 | ||
| 200 | 2009.12.22 16:20 | buy | 49 | 0.70 | 1.05958 | 1.05640 | 1.06008 | ||
| 201 | 2009.12.22 16:40 | t/p | 49 | 0.70 | 1.06008 | 1.05640 | 1.06008 | 33.01 | 6793.88 |
| 202 | 2009.12.22 17:00 | buy stop | 50 | 0.70 | 1.06180 | 1.05784 | 1.06230 | ||
| 203 | 2009.12.22 18:00 | modify | 50 | 0.70 | 1.06102 | 1.05515 | 1.06230 | ||
| 204 | 2009.12.22 19:00 | modify | 50 | 0.70 | 1.05680 | 1.05462 | 1.06230 | ||
| 205 | 2009.12.22 19:15 | buy | 50 | 0.70 | 1.05680 | 1.05462 | 1.06230 | ||
| 206 | 2009.12.22 19:50 | s/l | 50 | 0.70 | 1.05462 | 1.05462 | 1.06230 | -144.78 | 6649.10 |
| 207 | 2009.12.23 00:00 | buy stop | 51 | 0.70 | 1.05751 | 1.05627 | 1.05801 | ||
| 208 | 2009.12.23 02:00 | modify | 51 | 0.70 | 1.05701 | 1.05535 | 1.05801 | ||
| 209 | 2009.12.23 04:02 | buy | 51 | 0.70 | 1.05701 | 1.05535 | 1.05801 | ||
| 210 | 2009.12.23 05:00 | buy stop | 52 | 0.70 | 1.05757 | 1.05628 | 1.05807 | ||
| 211 | 2009.12.23 05:20 | buy | 52 | 0.70 | 1.05757 | 1.05628 | 1.05807 | ||
| 212 | 2009.12.23 06:45 | s/l | 52 | 0.70 | 1.05628 | 1.05628 | 1.05807 | -85.50 | 6563.60 |
| 213 | 2009.12.23 07:00 | buy stop | 53 | 0.70 | 1.05733 | 1.05586 | 1.05783 | ||
| 214 | 2009.12.23 08:20 | s/l | 51 | 0.70 | 1.05535 | 1.05535 | 1.05801 | -110.11 | 6453.49 |
| 215 | 2009.12.23 10:00 | modify | 53 | 0.70 | 1.05622 | 1.05370 | 1.05783 | ||
| 216 | 2009.12.23 10:50 | buy | 53 | 0.70 | 1.05622 | 1.05370 | 1.05783 | ||
| 217 | 2009.12.23 11:00 | buy stop | 54 | 0.70 | 1.05650 | 1.05369 | 1.05700 | ||
| 218 | 2009.12.23 11:02 | buy | 54 | 0.70 | 1.05650 | 1.05369 | 1.05700 | ||
| 219 | 2009.12.23 12:00 | buy stop | 55 | 0.70 | 1.05671 | 1.05435 | 1.05721 | ||
| 220 | 2009.12.23 12:20 | s/l | 53 | 0.70 | 1.05370 | 1.05370 | 1.05783 | -167.49 | 6286.00 |
| 221 | 2009.12.23 12:20 | s/l | 54 | 0.70 | 1.05369 | 1.05369 | 1.05700 | -186.76 | 6099.24 |
| 222 | 2009.12.23 13:00 | modify | 55 | 0.70 | 1.05548 | 1.05246 | 1.05721 | ||
| 223 | 2009.12.23 14:00 | modify | 55 | 0.70 | 1.05258 | 1.04902 | 1.05721 | ||
| 224 | 2009.12.23 15:50 | buy | 55 | 0.70 | 1.05258 | 1.04902 | 1.05721 | ||
| 225 | 2009.12.23 17:02 | s/l | 55 | 0.70 | 1.04902 | 1.04902 | 1.05721 | -237.65 | 5861.59 |
| 226 | 2009.12.24 08:00 | buy stop | 56 | 0.60 | 1.04878 | 1.04785 | 1.04928 | ||
| 227 | 2009.12.24 09:00 | modify | 56 | 0.60 | 1.04825 | 1.04706 | 1.04928 | ||
| 228 | 2009.12.24 09:10 | buy | 56 | 0.60 | 1.04825 | 1.04706 | 1.04928 | ||
| 229 | 2009.12.24 10:00 | buy stop | 57 | 0.60 | 1.04903 | 1.04734 | 1.04953 | ||
| 230 | 2009.12.24 10:20 | s/l | 56 | 0.60 | 1.04706 | 1.04706 | 1.04928 | -68.20 | 5793.39 |
| 231 | 2009.12.24 11:00 | modify | 57 | 0.60 | 1.04840 | 1.04678 | 1.04953 | ||
| 232 | 2009.12.24 12:00 | modify | 57 | 0.60 | 1.04765 | 1.04548 | 1.04953 | ||
| 233 | 2009.12.24 13:00 | modify | 57 | 0.60 | 1.04708 | 1.04480 | 1.04953 | ||
| 234 | 2009.12.24 14:00 | modify | 57 | 0.60 | 1.04666 | 1.04523 | 1.04953 | ||
| 235 | 2009.12.24 14:40 | buy | 57 | 0.60 | 1.04666 | 1.04523 | 1.04953 | ||
| 236 | 2009.12.24 16:00 | buy stop | 58 | 0.60 | 1.04929 | 1.04727 | 1.04979 | ||
| 237 | 2009.12.24 17:20 | buy | 58 | 0.60 | 1.04929 | 1.04727 | 1.04979 | ||
| 238 | 2009.12.24 18:00 | buy stop | 59 | 0.60 | 1.04932 | 1.04782 | 1.04982 | ||
| 239 | 2009.12.24 18:10 | buy | 59 | 0.60 | 1.04932 | 1.04782 | 1.04982 | ||
| 240 | 2009.12.24 18:15 | t/p | 57 | 0.60 | 1.04953 | 1.04523 | 1.04953 | 164.01 | 5957.40 |
| 241 | 2009.12.24 18:15 | t/p | 58 | 0.60 | 1.04979 | 1.04727 | 1.04979 | 28.58 | 5985.98 |
| 242 | 2009.12.24 18:15 | t/p | 59 | 0.60 | 1.04982 | 1.04782 | 1.04982 | 28.57 | 6014.55 |
| 243 | 2009.12.28 01:00 | buy stop | 60 | 0.70 | 1.04896 | 1.04753 | 1.04946 | ||
| 244 | 2009.12.28 01:10 | buy | 60 | 0.70 | 1.04896 | 1.04753 | 1.04946 | ||
| 245 | 2009.12.28 01:50 | t/p | 60 | 0.70 | 1.04946 | 1.04753 | 1.04946 | 33.33 | 6047.88 |
| 246 | 2009.12.28 03:00 | buy stop | 61 | 0.70 | 1.04982 | 1.04754 | 1.05032 | ||
| 247 | 2009.12.28 04:00 | modify | 61 | 0.70 | 1.04787 | 1.04606 | 1.05032 | ||
| 248 | 2009.12.28 05:00 | modify | 61 | 0.70 | 1.04695 | 1.04561 | 1.05032 | ||
| 249 | 2009.12.28 05:03 | buy | 61 | 0.70 | 1.04695 | 1.04561 | 1.05032 | ||
| 250 | 2009.12.28 06:00 | buy stop | 62 | 0.70 | 1.04725 | 1.04636 | 1.04775 | ||
| 251 | 2009.12.28 06:16 | s/l | 61 | 0.70 | 1.04561 | 1.04561 | 1.05032 | -89.72 | 5958.16 |
| 252 | 2009.12.28 07:32 | buy | 62 | 0.70 | 1.04725 | 1.04636 | 1.04775 | ||
| 253 | 2009.12.28 07:50 | s/l | 62 | 0.70 | 1.04636 | 1.04636 | 1.04775 | -59.54 | 5898.62 |
| 254 | 2009.12.28 08:00 | buy stop | 63 | 0.60 | 1.04757 | 1.04599 | 1.04807 | ||
| 255 | 2009.12.28 08:20 | buy | 63 | 0.60 | 1.04757 | 1.04599 | 1.04807 | ||
| 256 | 2009.12.28 08:26 | t/p | 63 | 0.60 | 1.04807 | 1.04599 | 1.04807 | 28.62 | 5927.24 |
| 257 | 2009.12.28 13:00 | buy stop | 64 | 0.60 | 1.04848 | 1.04717 | 1.04898 | ||
| 258 | 2009.12.28 13:26 | buy | 64 | 0.60 | 1.04848 | 1.04717 | 1.04898 | ||
| 259 | 2009.12.28 13:45 | s/l | 64 | 0.60 | 1.04717 | 1.04717 | 1.04898 | -75.08 | 5852.16 |
| 260 | 2009.12.28 14:00 | buy stop | 65 | 0.60 | 1.04858 | 1.04594 | 1.04908 | ||
| 261 | 2009.12.28 15:00 | modify | 65 | 0.60 | 1.04704 | 1.04437 | 1.04908 | ||
| 262 | 2009.12.28 21:00 | delete | 65 | 0.60 | 1.04704 | 1.04437 | 1.04908 | ||
| 263 | 2009.12.29 05:00 | buy stop | 66 | 0.60 | 1.04431 | 1.04344 | 1.04481 | ||
| 264 | 2009.12.29 08:00 | modify | 66 | 0.60 | 1.04384 | 1.04253 | 1.04481 | ||
| 265 | 2009.12.29 09:00 | modify | 66 | 0.60 | 1.04287 | 1.04155 | 1.04481 | ||
| 266 | 2009.12.29 10:00 | modify | 66 | 0.60 | 1.04201 | 1.03983 | 1.04481 | ||
| 267 | 2009.12.29 10:20 | buy | 66 | 0.60 | 1.04201 | 1.03983 | 1.04481 | ||
| 268 | 2009.12.29 11:20 | s/l | 66 | 0.60 | 1.03983 | 1.03983 | 1.04481 | -125.79 | 5726.37 |
| 269 | 2009.12.31 07:00 | sell stop | 67 | 0.60 | 1.05117 | 1.05370 | 1.05067 | ||
| 270 | 2009.12.31 07:45 | sell | 67 | 0.60 | 1.05117 | 1.05370 | 1.05067 | ||
| 271 | 2009.12.31 07:50 | t/p | 67 | 0.60 | 1.05067 | 1.05370 | 1.05067 | 28.58 | 5754.95 |
| 272 | 2009.12.31 14:00 | sell stop | 68 | 0.60 | 1.04826 | 1.05191 | 1.04776 | ||
| 273 | 2009.12.31 15:45 | sell | 68 | 0.60 | 1.04826 | 1.05191 | 1.04776 | ||
| 274 | 2009.12.31 15:50 | t/p | 68 | 0.60 | 1.04776 | 1.05191 | 1.04776 | 28.63 | 5783.58 |