Strategy Tester Report
RSI_DailyEAv1
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 | MagicCode=5; RSI_Period=14; RSI_UpperLevel=53; RSI_LowerLevel=47; UseRisingFallingRSI=0; TakeProfit=0; StopLoss=0; StopLossGap=1; MinStopLoss=100; Lots=1; Slippage=3; SignalCandle=1; | ||||
| Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -4077.68 | Gross profit | 5801.98 | Gross loss | -9879.66 |
| Profit factor | 0.59 | Expected payoff | -62.73 | ||
| Absolute drawdown | 4834.77 | Maximal drawdown | 6139.08 (54.31%) | Relative drawdown | 54.31% (6139.08) |
| Total trades | 65 | Short positions (won %) | 38 (18.42%) | Long positions (won %) | 27 (18.52%) |
| Profit trades (% of total) | 12 (18.46%) | Loss trades (% of total) | 53 (81.54%) | ||
| Largest | profit trade | 820.78 | loss trade | -888.55 | |
| Average | profit trade | 483.50 | loss trade | -186.41 | |
| Maximum | consecutive wins (profit in money) | 1 (820.78) | consecutive losses (loss in money) | 14 (-2886.56) | |
| Maximal | consecutive profit (count of wins) | 820.78 (1) | consecutive loss (count of losses) | -2886.56 (14) | |
| Average | consecutive wins | 1 | consecutive losses | 4 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 00:00 | sell | 1 | 1.00 | 1.05597 | 0.00000 | 0.00000 | ||
| 2 | 2009.12.01 00:00 | modify | 1 | 1.00 | 1.05597 | 1.05997 | 0.00000 | ||
| 3 | 2009.12.01 03:00 | close | 1 | 1.00 | 1.05630 | 1.05997 | 0.00000 | -31.24 | 9968.76 |
| 4 | 2009.12.01 04:00 | sell | 2 | 1.00 | 1.05467 | 0.00000 | 0.00000 | ||
| 5 | 2009.12.01 04:00 | modify | 2 | 1.00 | 1.05467 | 1.05867 | 0.00000 | ||
| 6 | 2009.12.02 13:00 | close | 2 | 1.00 | 1.04608 | 1.05867 | 0.00000 | 820.78 | 10789.54 |
| 7 | 2009.12.02 14:00 | sell | 3 | 1.00 | 1.04487 | 0.00000 | 0.00000 | ||
| 8 | 2009.12.02 14:00 | modify | 3 | 1.00 | 1.04487 | 1.04887 | 0.00000 | ||
| 9 | 2009.12.02 15:00 | close | 3 | 1.00 | 1.04797 | 1.04887 | 0.00000 | -295.81 | 10493.73 |
| 10 | 2009.12.02 15:03 | buy | 4 | 1.00 | 1.04807 | 0.00000 | 0.00000 | ||
| 11 | 2009.12.02 15:03 | modify | 4 | 1.00 | 1.04807 | 1.04372 | 0.00000 | ||
| 12 | 2009.12.02 16:00 | close | 4 | 1.00 | 1.04637 | 1.04372 | 0.00000 | -162.47 | 10331.26 |
| 13 | 2009.12.02 17:00 | sell | 5 | 1.00 | 1.04518 | 0.00000 | 0.00000 | ||
| 14 | 2009.12.02 17:00 | modify | 5 | 1.00 | 1.04518 | 1.04918 | 0.00000 | ||
| 15 | 2009.12.02 18:00 | close | 5 | 1.00 | 1.04674 | 1.04918 | 0.00000 | -149.03 | 10182.23 |
| 16 | 2009.12.02 19:00 | buy | 6 | 1.00 | 1.04955 | 0.00000 | 0.00000 | ||
| 17 | 2009.12.02 19:00 | modify | 6 | 1.00 | 1.04955 | 1.04555 | 0.00000 | ||
| 18 | 2009.12.03 04:00 | close | 6 | 1.00 | 1.04888 | 1.04555 | 0.00000 | -65.85 | 10116.38 |
| 19 | 2009.12.03 06:00 | buy | 7 | 1.00 | 1.05035 | 0.00000 | 0.00000 | ||
| 20 | 2009.12.03 06:00 | modify | 7 | 1.00 | 1.05035 | 1.04635 | 0.00000 | ||
| 21 | 2009.12.03 08:00 | close | 7 | 1.00 | 1.04819 | 1.04635 | 0.00000 | -206.07 | 9910.31 |
| 22 | 2009.12.03 09:00 | sell | 8 | 1.00 | 1.04633 | 0.00000 | 0.00000 | ||
| 23 | 2009.12.03 09:00 | modify | 8 | 1.00 | 1.04633 | 1.05033 | 0.00000 | ||
| 24 | 2009.12.03 10:00 | close | 8 | 1.00 | 1.04784 | 1.05033 | 0.00000 | -144.11 | 9766.20 |
| 25 | 2009.12.03 12:00 | buy | 9 | 1.00 | 1.04979 | 0.00000 | 0.00000 | ||
| 26 | 2009.12.03 12:00 | modify | 9 | 1.00 | 1.04979 | 1.04579 | 0.00000 | ||
| 27 | 2009.12.03 14:00 | close | 9 | 1.00 | 1.04926 | 1.04579 | 0.00000 | -50.51 | 9715.69 |
| 28 | 2009.12.03 15:00 | buy | 10 | 1.00 | 1.05463 | 0.00000 | 0.00000 | ||
| 29 | 2009.12.03 15:00 | modify | 10 | 1.00 | 1.05463 | 1.04913 | 0.00000 | ||
| 30 | 2009.12.04 09:00 | close | 10 | 1.00 | 1.05421 | 1.04913 | 0.00000 | -40.50 | 9675.19 |
| 31 | 2009.12.04 10:00 | buy | 11 | 1.00 | 1.05496 | 0.00000 | 0.00000 | ||
| 32 | 2009.12.04 10:00 | modify | 11 | 1.00 | 1.05496 | 1.05096 | 0.00000 | ||
| 33 | 2009.12.04 11:00 | close | 11 | 1.00 | 1.05468 | 1.05096 | 0.00000 | -26.55 | 9648.64 |
| 34 | 2009.12.04 12:00 | buy | 12 | 1.00 | 1.05506 | 0.00000 | 0.00000 | ||
| 35 | 2009.12.04 12:00 | modify | 12 | 1.00 | 1.05506 | 1.05106 | 0.00000 | ||
| 36 | 2009.12.04 13:00 | close | 12 | 1.00 | 1.05225 | 1.05106 | 0.00000 | -267.05 | 9381.59 |
| 37 | 2009.12.04 13:03 | sell | 13 | 1.00 | 1.05021 | 0.00000 | 0.00000 | ||
| 38 | 2009.12.04 13:03 | modify | 13 | 1.00 | 1.05021 | 1.05516 | 0.00000 | ||
| 39 | 2009.12.04 18:00 | close | 13 | 1.00 | 1.05168 | 1.05516 | 0.00000 | -139.78 | 9241.81 |
| 40 | 2009.12.04 20:00 | buy | 14 | 1.00 | 1.05717 | 0.00000 | 0.00000 | ||
| 41 | 2009.12.04 20:00 | modify | 14 | 1.00 | 1.05717 | 1.05163 | 0.00000 | ||
| 42 | 2009.12.07 04:00 | close | 14 | 1.00 | 1.05434 | 1.05163 | 0.00000 | -269.07 | 8972.74 |
| 43 | 2009.12.07 07:00 | buy | 15 | 1.00 | 1.05595 | 0.00000 | 0.00000 | ||
| 44 | 2009.12.07 07:00 | modify | 15 | 1.00 | 1.05595 | 1.05195 | 0.00000 | ||
| 45 | 2009.12.07 08:00 | close | 15 | 1.00 | 1.05404 | 1.05195 | 0.00000 | -181.21 | 8791.53 |
| 46 | 2009.12.07 10:00 | buy | 16 | 1.00 | 1.06410 | 0.00000 | 0.00000 | ||
| 47 | 2009.12.07 10:00 | modify | 16 | 1.00 | 1.06410 | 1.05474 | 0.00000 | ||
| 48 | 2009.12.07 14:46 | s/l | 16 | 1.00 | 1.05474 | 1.05474 | 0.00000 | -888.55 | 7902.98 |
| 49 | 2009.12.07 14:46 | buy | 17 | 1.00 | 1.05363 | 0.00000 | 0.00000 | ||
| 50 | 2009.12.07 14:46 | modify | 17 | 1.00 | 1.05363 | 1.04363 | 0.00000 | ||
| 51 | 2009.12.07 15:00 | close | 17 | 1.00 | 1.05543 | 1.04363 | 0.00000 | 170.55 | 8073.53 |
| 52 | 2009.12.07 17:00 | sell | 18 | 1.00 | 1.05083 | 0.00000 | 0.00000 | ||
| 53 | 2009.12.07 17:00 | modify | 18 | 1.00 | 1.05083 | 1.05646 | 0.00000 | ||
| 54 | 2009.12.08 09:00 | close | 18 | 1.00 | 1.05535 | 1.05646 | 0.00000 | -428.67 | 7644.87 |
| 55 | 2009.12.08 09:03 | buy | 19 | 1.00 | 1.05594 | 0.00000 | 0.00000 | ||
| 56 | 2009.12.08 09:03 | modify | 19 | 1.00 | 1.05594 | 1.05061 | 0.00000 | ||
| 57 | 2009.12.08 10:00 | close | 19 | 1.00 | 1.05231 | 1.05061 | 0.00000 | -344.96 | 7299.91 |
| 58 | 2009.12.08 11:00 | sell | 20 | 1.00 | 1.05018 | 0.00000 | 0.00000 | ||
| 59 | 2009.12.08 11:00 | modify | 20 | 1.00 | 1.05018 | 1.05418 | 0.00000 | ||
| 60 | 2009.12.08 12:00 | close | 20 | 1.00 | 1.05171 | 1.05418 | 0.00000 | -145.48 | 7154.43 |
| 61 | 2009.12.08 13:00 | buy | 21 | 1.00 | 1.05468 | 0.00000 | 0.00000 | ||
| 62 | 2009.12.08 13:00 | modify | 21 | 1.00 | 1.05468 | 1.05068 | 0.00000 | ||
| 63 | 2009.12.09 12:00 | close | 21 | 1.00 | 1.05987 | 1.05068 | 0.00000 | 489.02 | 7643.45 |
| 64 | 2009.12.09 16:00 | buy | 22 | 1.00 | 1.06226 | 0.00000 | 0.00000 | ||
| 65 | 2009.12.09 16:00 | modify | 22 | 1.00 | 1.06226 | 1.05826 | 0.00000 | ||
| 66 | 2009.12.09 16:40 | s/l | 22 | 1.00 | 1.05826 | 1.05826 | 0.00000 | -378.12 | 7265.33 |
| 67 | 2009.12.09 17:00 | sell | 23 | 1.00 | 1.05478 | 0.00000 | 0.00000 | ||
| 68 | 2009.12.09 17:00 | modify | 23 | 1.00 | 1.05478 | 1.06231 | 0.00000 | ||
| 69 | 2009.12.10 06:00 | close | 23 | 1.00 | 1.05653 | 1.06231 | 0.00000 | -166.77 | 7098.56 |
| 70 | 2009.12.10 08:00 | sell | 24 | 1.00 | 1.05532 | 0.00000 | 0.00000 | ||
| 71 | 2009.12.10 08:00 | modify | 24 | 1.00 | 1.05532 | 1.05932 | 0.00000 | ||
| 72 | 2009.12.10 09:00 | close | 24 | 1.00 | 1.05695 | 1.05932 | 0.00000 | -154.22 | 6944.34 |
| 73 | 2009.12.10 10:00 | sell | 25 | 1.00 | 1.05506 | 0.00000 | 0.00000 | ||
| 74 | 2009.12.10 10:00 | modify | 25 | 1.00 | 1.05506 | 1.05906 | 0.00000 | ||
| 75 | 2009.12.10 19:00 | close | 25 | 1.00 | 1.05366 | 1.05906 | 0.00000 | 132.87 | 7077.21 |
| 76 | 2009.12.10 20:00 | sell | 26 | 1.00 | 1.05153 | 0.00000 | 0.00000 | ||
| 77 | 2009.12.10 20:00 | modify | 26 | 1.00 | 1.05153 | 1.05553 | 0.00000 | ||
| 78 | 2009.12.11 08:00 | close | 26 | 1.00 | 1.05249 | 1.05553 | 0.00000 | -91.59 | 6985.63 |
| 79 | 2009.12.11 10:00 | sell | 27 | 1.00 | 1.05111 | 0.00000 | 0.00000 | ||
| 80 | 2009.12.11 10:00 | modify | 27 | 1.00 | 1.05111 | 1.05511 | 0.00000 | ||
| 81 | 2009.12.11 16:00 | close | 27 | 1.00 | 1.05271 | 1.05511 | 0.00000 | -151.99 | 6833.64 |
| 82 | 2009.12.11 16:02 | buy | 28 | 1.00 | 1.05291 | 0.00000 | 0.00000 | ||
| 83 | 2009.12.11 16:02 | modify | 28 | 1.00 | 1.05291 | 1.04891 | 0.00000 | ||
| 84 | 2009.12.14 18:00 | close | 28 | 1.00 | 1.05892 | 1.04891 | 0.00000 | 566.90 | 7400.54 |
| 85 | 2009.12.14 19:00 | sell | 29 | 1.00 | 1.05763 | 0.00000 | 0.00000 | ||
| 86 | 2009.12.14 19:00 | modify | 29 | 1.00 | 1.05763 | 1.06163 | 0.00000 | ||
| 87 | 2009.12.14 20:00 | close | 29 | 1.00 | 1.05956 | 1.06163 | 0.00000 | -182.15 | 7218.39 |
| 88 | 2009.12.15 04:00 | sell | 30 | 1.00 | 1.05849 | 0.00000 | 0.00000 | ||
| 89 | 2009.12.15 04:00 | modify | 30 | 1.00 | 1.05849 | 1.06249 | 0.00000 | ||
| 90 | 2009.12.15 09:00 | close | 30 | 1.00 | 1.05938 | 1.06249 | 0.00000 | -84.01 | 7134.38 |
| 91 | 2009.12.15 10:00 | buy | 31 | 1.00 | 1.06215 | 0.00000 | 0.00000 | ||
| 92 | 2009.12.15 10:00 | modify | 31 | 1.00 | 1.06215 | 1.05815 | 0.00000 | ||
| 93 | 2009.12.15 17:00 | close | 31 | 1.00 | 1.05977 | 1.05815 | 0.00000 | -224.58 | 6909.80 |
| 94 | 2009.12.15 18:00 | buy | 32 | 1.00 | 1.06230 | 0.00000 | 0.00000 | ||
| 95 | 2009.12.15 18:00 | modify | 32 | 1.00 | 1.06230 | 1.05830 | 0.00000 | ||
| 96 | 2009.12.15 23:00 | close | 32 | 1.00 | 1.06090 | 1.05830 | 0.00000 | -131.96 | 6777.84 |
| 97 | 2009.12.16 07:00 | buy | 33 | 1.00 | 1.06178 | 0.00000 | 0.00000 | ||
| 98 | 2009.12.16 07:00 | modify | 33 | 1.00 | 1.06178 | 1.05778 | 0.00000 | ||
| 99 | 2009.12.16 08:00 | close | 33 | 1.00 | 1.06095 | 1.05778 | 0.00000 | -78.23 | 6699.61 |
| 100 | 2009.12.16 09:00 | buy | 34 | 1.00 | 1.06218 | 0.00000 | 0.00000 | ||
| 101 | 2009.12.16 09:00 | modify | 34 | 1.00 | 1.06218 | 1.05818 | 0.00000 | ||
| 102 | 2009.12.16 10:00 | close | 34 | 1.00 | 1.05972 | 1.05818 | 0.00000 | -232.14 | 6467.47 |
| 103 | 2009.12.16 10:02 | sell | 35 | 1.00 | 1.06007 | 0.00000 | 0.00000 | ||
| 104 | 2009.12.16 10:02 | modify | 35 | 1.00 | 1.06007 | 1.06407 | 0.00000 | ||
| 105 | 2009.12.16 12:00 | close | 35 | 1.00 | 1.06209 | 1.06407 | 0.00000 | -190.19 | 6277.28 |
| 106 | 2009.12.16 12:03 | buy | 36 | 1.00 | 1.06155 | 0.00000 | 0.00000 | ||
| 107 | 2009.12.16 12:03 | modify | 36 | 1.00 | 1.06155 | 1.05755 | 0.00000 | ||
| 108 | 2009.12.16 13:00 | close | 36 | 1.00 | 1.06004 | 1.05755 | 0.00000 | -142.45 | 6134.83 |
| 109 | 2009.12.16 14:00 | sell | 37 | 1.00 | 1.05899 | 0.00000 | 0.00000 | ||
| 110 | 2009.12.16 14:00 | modify | 37 | 1.00 | 1.05899 | 1.06299 | 0.00000 | ||
| 111 | 2009.12.16 15:00 | close | 37 | 1.00 | 1.06063 | 1.06299 | 0.00000 | -154.63 | 5980.20 |
| 112 | 2009.12.16 16:00 | sell | 38 | 1.00 | 1.05904 | 0.00000 | 0.00000 | ||
| 113 | 2009.12.16 16:00 | modify | 38 | 1.00 | 1.05904 | 1.06304 | 0.00000 | ||
| 114 | 2009.12.16 19:00 | close | 38 | 1.00 | 1.05992 | 1.06304 | 0.00000 | -83.03 | 5897.17 |
| 115 | 2009.12.16 21:00 | buy | 39 | 1.00 | 1.06314 | 0.00000 | 0.00000 | ||
| 116 | 2009.12.16 21:00 | modify | 39 | 1.00 | 1.06314 | 1.05800 | 0.00000 | ||
| 117 | 2009.12.16 22:00 | close | 39 | 1.00 | 1.06054 | 1.05800 | 0.00000 | -245.16 | 5652.01 |
| 118 | 2009.12.17 01:00 | buy | 40 | 1.00 | 1.06215 | 0.00000 | 0.00000 | ||
| 119 | 2009.12.17 01:00 | modify | 40 | 1.00 | 1.06215 | 1.05815 | 0.00000 | ||
| 120 | 2009.12.18 02:00 | close | 40 | 1.00 | 1.06914 | 1.05815 | 0.00000 | 653.14 | 6305.15 |
| 121 | 2009.12.18 04:00 | sell | 41 | 1.00 | 1.06684 | 0.00000 | 0.00000 | ||
| 122 | 2009.12.18 04:00 | modify | 41 | 1.00 | 1.06684 | 1.07084 | 0.00000 | ||
| 123 | 2009.12.18 07:00 | close | 41 | 1.00 | 1.06782 | 1.07084 | 0.00000 | -91.78 | 6213.37 |
| 124 | 2009.12.18 11:00 | sell | 42 | 1.00 | 1.06631 | 0.00000 | 0.00000 | ||
| 125 | 2009.12.18 11:00 | modify | 42 | 1.00 | 1.06631 | 1.07031 | 0.00000 | ||
| 126 | 2009.12.18 15:00 | close | 42 | 1.00 | 1.06696 | 1.07031 | 0.00000 | -60.92 | 6152.45 |
| 127 | 2009.12.18 16:00 | sell | 43 | 1.00 | 1.06388 | 0.00000 | 0.00000 | ||
| 128 | 2009.12.18 16:00 | modify | 43 | 1.00 | 1.06388 | 1.06788 | 0.00000 | ||
| 129 | 2009.12.18 16:45 | s/l | 43 | 1.00 | 1.06788 | 1.06788 | 0.00000 | -374.43 | 5778.02 |
| 130 | 2009.12.18 19:00 | sell | 44 | 1.00 | 1.06572 | 0.00000 | 0.00000 | ||
| 131 | 2009.12.18 19:00 | modify | 44 | 1.00 | 1.06572 | 1.06972 | 0.00000 | ||
| 132 | 2009.12.18 20:00 | close | 44 | 1.00 | 1.06647 | 1.06972 | 0.00000 | -70.33 | 5707.69 |
| 133 | 2009.12.18 21:00 | sell | 45 | 1.00 | 1.06579 | 0.00000 | 0.00000 | ||
| 134 | 2009.12.18 21:00 | modify | 45 | 1.00 | 1.06579 | 1.06979 | 0.00000 | ||
| 135 | 2009.12.21 00:00 | close | 45 | 1.00 | 1.06782 | 1.06979 | 0.00000 | -190.49 | 5517.20 |
| 136 | 2009.12.21 05:00 | sell | 46 | 1.00 | 1.06616 | 0.00000 | 0.00000 | ||
| 137 | 2009.12.21 05:00 | modify | 46 | 1.00 | 1.06616 | 1.07016 | 0.00000 | ||
| 138 | 2009.12.21 06:00 | close | 46 | 1.00 | 1.06641 | 1.07016 | 0.00000 | -23.44 | 5493.76 |
| 139 | 2009.12.21 09:00 | buy | 47 | 1.00 | 1.06823 | 0.00000 | 0.00000 | ||
| 140 | 2009.12.21 09:00 | modify | 47 | 1.00 | 1.06823 | 1.06423 | 0.00000 | ||
| 141 | 2009.12.21 11:00 | close | 47 | 1.00 | 1.06524 | 1.06423 | 0.00000 | -280.69 | 5213.07 |
| 142 | 2009.12.21 11:02 | sell | 48 | 1.00 | 1.06549 | 0.00000 | 0.00000 | ||
| 143 | 2009.12.21 11:02 | modify | 48 | 1.00 | 1.06549 | 1.06982 | 0.00000 | ||
| 144 | 2009.12.21 23:00 | close | 48 | 1.00 | 1.06227 | 1.06982 | 0.00000 | 303.12 | 5516.19 |
| 145 | 2009.12.22 01:00 | sell | 49 | 1.00 | 1.06152 | 0.00000 | 0.00000 | ||
| 146 | 2009.12.22 01:00 | modify | 49 | 1.00 | 1.06152 | 1.06552 | 0.00000 | ||
| 147 | 2009.12.22 02:00 | close | 49 | 1.00 | 1.06202 | 1.06552 | 0.00000 | -47.08 | 5469.11 |
| 148 | 2009.12.22 06:00 | sell | 50 | 1.00 | 1.06175 | 0.00000 | 0.00000 | ||
| 149 | 2009.12.22 06:00 | modify | 50 | 1.00 | 1.06175 | 1.06575 | 0.00000 | ||
| 150 | 2009.12.22 17:00 | close | 50 | 1.00 | 1.06031 | 1.06575 | 0.00000 | 135.81 | 5604.92 |
| 151 | 2009.12.22 18:00 | sell | 51 | 1.00 | 1.05524 | 0.00000 | 0.00000 | ||
| 152 | 2009.12.22 18:00 | modify | 51 | 1.00 | 1.05524 | 1.06111 | 0.00000 | ||
| 153 | 2009.12.23 06:00 | close | 51 | 1.00 | 1.05747 | 1.06111 | 0.00000 | -211.26 | 5393.67 |
| 154 | 2009.12.23 07:00 | sell | 52 | 1.00 | 1.05629 | 0.00000 | 0.00000 | ||
| 155 | 2009.12.23 07:00 | modify | 52 | 1.00 | 1.05629 | 1.06029 | 0.00000 | ||
| 156 | 2009.12.24 17:00 | close | 52 | 1.00 | 1.04858 | 1.06029 | 0.00000 | 734.15 | 6127.82 |
| 157 | 2009.12.28 01:00 | sell | 53 | 1.00 | 1.04817 | 0.00000 | 0.00000 | ||
| 158 | 2009.12.28 01:00 | modify | 53 | 1.00 | 1.04817 | 1.05217 | 0.00000 | ||
| 159 | 2009.12.28 02:00 | close | 53 | 1.00 | 1.04976 | 1.05217 | 0.00000 | -151.46 | 5976.36 |
| 160 | 2009.12.28 03:00 | sell | 54 | 1.00 | 1.04765 | 0.00000 | 0.00000 | ||
| 161 | 2009.12.28 03:00 | modify | 54 | 1.00 | 1.04765 | 1.05165 | 0.00000 | ||
| 162 | 2009.12.28 09:00 | close | 54 | 1.00 | 1.04941 | 1.05165 | 0.00000 | -167.71 | 5808.65 |
| 163 | 2009.12.28 09:02 | buy | 55 | 1.00 | 1.04956 | 0.00000 | 0.00000 | ||
| 164 | 2009.12.28 09:02 | modify | 55 | 1.00 | 1.04956 | 1.04556 | 0.00000 | ||
| 165 | 2009.12.28 10:00 | close | 55 | 1.00 | 1.04809 | 1.04556 | 0.00000 | -140.26 | 5668.39 |
| 166 | 2009.12.28 14:00 | sell | 56 | 1.00 | 1.04647 | 0.00000 | 0.00000 | ||
| 167 | 2009.12.28 14:00 | modify | 56 | 1.00 | 1.04647 | 1.05047 | 0.00000 | ||
| 168 | 2009.12.29 17:00 | close | 56 | 1.00 | 1.04176 | 1.05047 | 0.00000 | 451.74 | 6120.13 |
| 169 | 2009.12.29 18:00 | sell | 57 | 1.00 | 1.04011 | 0.00000 | 0.00000 | ||
| 170 | 2009.12.29 18:00 | modify | 57 | 1.00 | 1.04011 | 1.04423 | 0.00000 | ||
| 171 | 2009.12.29 19:00 | close | 57 | 1.00 | 1.04156 | 1.04423 | 0.00000 | -139.21 | 5980.92 |
| 172 | 2009.12.29 21:00 | buy | 58 | 1.00 | 1.04340 | 0.00000 | 0.00000 | ||
| 173 | 2009.12.29 21:00 | modify | 58 | 1.00 | 1.04340 | 1.03940 | 0.00000 | ||
| 174 | 2009.12.31 03:00 | close | 58 | 1.00 | 1.05143 | 1.03940 | 0.00000 | 761.09 | 6742.01 |
| 175 | 2009.12.31 04:00 | buy | 59 | 1.00 | 1.05184 | 0.00000 | 0.00000 | ||
| 176 | 2009.12.31 04:00 | modify | 59 | 1.00 | 1.05184 | 1.04784 | 0.00000 | ||
| 177 | 2009.12.31 06:00 | close | 59 | 1.00 | 1.05119 | 1.04784 | 0.00000 | -61.83 | 6680.18 |
| 178 | 2009.12.31 07:00 | buy | 60 | 1.00 | 1.05366 | 0.00000 | 0.00000 | ||
| 179 | 2009.12.31 07:00 | modify | 60 | 1.00 | 1.05366 | 1.04966 | 0.00000 | ||
| 180 | 2009.12.31 07:50 | s/l | 60 | 1.00 | 1.04966 | 1.04966 | 0.00000 | -381.13 | 6299.05 |
| 181 | 2009.12.31 08:00 | sell | 61 | 1.00 | 1.04964 | 0.00000 | 0.00000 | ||
| 182 | 2009.12.31 08:00 | modify | 61 | 1.00 | 1.04964 | 1.05381 | 0.00000 | ||
| 183 | 2009.12.31 09:00 | close | 61 | 1.00 | 1.05058 | 1.05381 | 0.00000 | -89.47 | 6209.58 |
| 184 | 2009.12.31 10:00 | sell | 62 | 1.00 | 1.04783 | 0.00000 | 0.00000 | ||
| 185 | 2009.12.31 10:00 | modify | 62 | 1.00 | 1.04783 | 1.05183 | 0.00000 | ||
| 186 | 2009.12.31 11:00 | close | 62 | 1.00 | 1.05027 | 1.05183 | 0.00000 | -232.32 | 5977.26 |
| 187 | 2009.12.31 12:00 | sell | 63 | 1.00 | 1.04815 | 0.00000 | 0.00000 | ||
| 188 | 2009.12.31 12:00 | modify | 63 | 1.00 | 1.04815 | 1.05215 | 0.00000 | ||
| 189 | 2009.12.31 14:00 | close | 63 | 1.00 | 1.05086 | 1.05215 | 0.00000 | -257.88 | 5719.38 |
| 190 | 2009.12.31 15:00 | sell | 64 | 1.00 | 1.04896 | 0.00000 | 0.00000 | ||
| 191 | 2009.12.31 15:00 | modify | 64 | 1.00 | 1.04896 | 1.05296 | 0.00000 | ||
| 192 | 2009.12.31 16:32 | s/l | 64 | 1.00 | 1.05296 | 1.05296 | 0.00000 | -379.86 | 5339.52 |
| 193 | 2009.12.31 16:32 | sell | 65 | 1.00 | 1.05278 | 0.00000 | 0.00000 | ||
| 194 | 2009.12.31 16:32 | modify | 65 | 1.00 | 1.05278 | 1.06278 | 0.00000 | ||
| 195 | 2009.12.31 18:57 | close at stop | 65 | 1.00 | 1.04668 | 1.06278 | 0.00000 | 582.80 | 5922.32 |