Strategy Tester Report
AlpariUK-Demo (Build 225)
Symbol | GBPUSD (Great Britain Pound vs US Dollar) | ||||
Period | 1 Hour (H1) 2010.01.04 00:00 - 2010.02.26 22:00 (2010.01.01 - 2010.02.27) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | fast_ema_period=12; slow_ema_period=26; lwmaper1=4; lwmaper2=8; mn=1; MG=564651; Lots=0.01; maxpos=1; | ||||
Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -182.92 | Gross profit | 124.89 | Gross loss | -307.81 |
Profit factor | 0.41 | Expected payoff | -1.35 | ||
Absolute drawdown | 186.67 | Maximal drawdown | 194.92 (1.95%) | Relative drawdown | 1.95% (194.92) |
Total trades | 136 | Short positions (won %) | 80 (17.50%) | Long positions (won %) | 56 (23.21%) |
Profit trades (% of total) | 27 (19.85%) | Loss trades (% of total) | 109 (80.15%) | ||
Largest | profit trade | 17.87 | loss trade | -11.73 | |
Average | profit trade | 4.63 | loss trade | -2.82 | |
Maximum | consecutive wins (profit in money) | 2 (13.62) | consecutive losses (loss in money) | 15 (-38.64) | |
Maximal | consecutive profit (count of wins) | 17.87 (1) | consecutive loss (count of losses) | -38.64 (15) | |
Average | consecutive wins | 1 | consecutive losses | 4 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.04 10:00 | buy | 1 | 0.01 | 1.61582 | 0.00000 | 0.00000 | ||
2 | 2010.01.04 14:00 | sell | 2 | 0.01 | 1.61466 | 0.00000 | 0.00000 | ||
3 | 2010.01.04 14:00 | close | 1 | 0.01 | 1.61466 | 0.00000 | 0.00000 | -1.16 | 9998.84 |
4 | 2010.01.05 01:00 | close | 2 | 0.01 | 1.61173 | 0.00000 | 0.00000 | 2.91 | 10001.75 |
5 | 2010.01.05 03:00 | sell | 3 | 0.01 | 1.60777 | 0.00000 | 0.00000 | ||
6 | 2010.01.05 07:00 | buy | 4 | 0.01 | 1.61377 | 0.00000 | 0.00000 | ||
7 | 2010.01.05 07:00 | close | 3 | 0.01 | 1.61377 | 0.00000 | 0.00000 | -6.00 | 9995.75 |
8 | 2010.01.05 09:00 | sell | 5 | 0.01 | 1.60993 | 0.00000 | 0.00000 | ||
9 | 2010.01.05 09:00 | close | 4 | 0.01 | 1.60993 | 0.00000 | 0.00000 | -3.84 | 9991.91 |
10 | 2010.01.05 16:00 | buy | 6 | 0.01 | 1.60498 | 0.00000 | 0.00000 | ||
11 | 2010.01.05 16:00 | close | 5 | 0.01 | 1.60498 | 0.00000 | 0.00000 | 4.95 | 9996.86 |
12 | 2010.01.05 17:00 | sell | 7 | 0.01 | 1.60310 | 0.00000 | 0.00000 | ||
13 | 2010.01.05 17:00 | close | 6 | 0.01 | 1.60310 | 0.00000 | 0.00000 | -1.88 | 9994.98 |
14 | 2010.01.06 01:00 | close | 7 | 0.01 | 1.59953 | 0.00000 | 0.00000 | 3.54 | 9998.52 |
15 | 2010.01.06 09:00 | buy | 8 | 0.01 | 1.60217 | 0.00000 | 0.00000 | ||
16 | 2010.01.06 13:00 | sell | 9 | 0.01 | 1.59816 | 0.00000 | 0.00000 | ||
17 | 2010.01.06 13:00 | close | 8 | 0.01 | 1.59816 | 0.00000 | 0.00000 | -4.01 | 9994.51 |
18 | 2010.01.06 17:00 | close | 9 | 0.01 | 1.60035 | 0.00000 | 0.00000 | -2.19 | 9992.32 |
19 | 2010.01.06 18:00 | buy | 10 | 0.01 | 1.60187 | 0.00000 | 0.00000 | ||
20 | 2010.01.07 04:00 | sell | 11 | 0.01 | 1.60006 | 0.00000 | 0.00000 | ||
21 | 2010.01.07 04:00 | close | 10 | 0.01 | 1.60006 | 0.00000 | 0.00000 | -1.81 | 9990.51 |
22 | 2010.01.07 05:00 | close | 11 | 0.01 | 1.60173 | 0.00000 | 0.00000 | -1.67 | 9988.84 |
23 | 2010.01.07 17:00 | buy | 12 | 0.01 | 1.59406 | 0.00000 | 0.00000 | ||
24 | 2010.01.07 18:00 | sell | 13 | 0.01 | 1.59099 | 0.00000 | 0.00000 | ||
25 | 2010.01.07 18:00 | close | 12 | 0.01 | 1.59099 | 0.00000 | 0.00000 | -3.07 | 9985.77 |
26 | 2010.01.07 19:00 | close | 13 | 0.01 | 1.59474 | 0.00000 | 0.00000 | -3.75 | 9982.02 |
27 | 2010.01.08 02:00 | buy | 14 | 0.01 | 1.59510 | 0.00000 | 0.00000 | ||
28 | 2010.01.08 04:00 | sell | 15 | 0.01 | 1.59200 | 0.00000 | 0.00000 | ||
29 | 2010.01.08 04:00 | close | 14 | 0.01 | 1.59200 | 0.00000 | 0.00000 | -3.10 | 9978.92 |
30 | 2010.01.08 05:00 | close | 15 | 0.01 | 1.59440 | 0.00000 | 0.00000 | -2.40 | 9976.52 |
31 | 2010.01.08 06:00 | buy | 16 | 0.01 | 1.59465 | 0.00000 | 0.00000 | ||
32 | 2010.01.08 14:00 | sell | 17 | 0.01 | 1.59787 | 0.00000 | 0.00000 | ||
33 | 2010.01.08 14:00 | close | 16 | 0.01 | 1.59787 | 0.00000 | 0.00000 | 3.22 | 9979.74 |
34 | 2010.01.08 15:00 | close | 17 | 0.01 | 1.60960 | 0.00000 | 0.00000 | -11.73 | 9968.01 |
35 | 2010.01.08 17:00 | sell | 18 | 0.01 | 1.59612 | 0.00000 | 0.00000 | ||
36 | 2010.01.08 20:00 | close | 18 | 0.01 | 1.60310 | 0.00000 | 0.00000 | -6.98 | 9961.03 |
37 | 2010.01.08 21:00 | buy | 19 | 0.01 | 1.60364 | 0.00000 | 0.00000 | ||
38 | 2010.01.11 00:00 | sell | 20 | 0.01 | 1.60579 | 0.00000 | 0.00000 | ||
39 | 2010.01.11 00:00 | close | 19 | 0.01 | 1.60579 | 0.00000 | 0.00000 | 2.15 | 9963.18 |
40 | 2010.01.11 01:00 | close | 20 | 0.01 | 1.60923 | 0.00000 | 0.00000 | -3.44 | 9959.74 |
41 | 2010.01.11 08:00 | sell | 21 | 0.01 | 1.60725 | 0.00000 | 0.00000 | ||
42 | 2010.01.11 09:00 | buy | 22 | 0.01 | 1.61007 | 0.00000 | 0.00000 | ||
43 | 2010.01.11 09:00 | close | 21 | 0.01 | 1.61007 | 0.00000 | 0.00000 | -2.82 | 9956.92 |
44 | 2010.01.11 16:00 | sell | 23 | 0.01 | 1.61261 | 0.00000 | 0.00000 | ||
45 | 2010.01.11 16:00 | close | 22 | 0.01 | 1.61261 | 0.00000 | 0.00000 | 2.54 | 9959.46 |
46 | 2010.01.11 17:00 | close | 23 | 0.01 | 1.61769 | 0.00000 | 0.00000 | -5.08 | 9954.38 |
47 | 2010.01.12 02:00 | sell | 24 | 0.01 | 1.60848 | 0.00000 | 0.00000 | ||
48 | 2010.01.12 08:00 | buy | 25 | 0.01 | 1.61218 | 0.00000 | 0.00000 | ||
49 | 2010.01.12 08:00 | close | 24 | 0.01 | 1.61218 | 0.00000 | 0.00000 | -3.70 | 9950.68 |
50 | 2010.01.12 09:00 | sell | 26 | 0.01 | 1.60954 | 0.00000 | 0.00000 | ||
51 | 2010.01.12 09:00 | close | 25 | 0.01 | 1.60954 | 0.00000 | 0.00000 | -2.64 | 9948.04 |
52 | 2010.01.12 11:00 | close | 26 | 0.01 | 1.61406 | 0.00000 | 0.00000 | -4.52 | 9943.52 |
53 | 2010.01.12 15:00 | sell | 27 | 0.01 | 1.61287 | 0.00000 | 0.00000 | ||
54 | 2010.01.12 16:00 | close | 27 | 0.01 | 1.61605 | 0.00000 | 0.00000 | -3.18 | 9940.34 |
55 | 2010.01.12 22:00 | sell | 28 | 0.01 | 1.61687 | 0.00000 | 0.00000 | ||
56 | 2010.01.13 06:00 | close | 28 | 0.01 | 1.61923 | 0.00000 | 0.00000 | -2.38 | 9937.96 |
57 | 2010.01.13 17:00 | sell | 29 | 0.01 | 1.62642 | 0.00000 | 0.00000 | ||
58 | 2010.01.13 18:00 | close | 29 | 0.01 | 1.62915 | 0.00000 | 0.00000 | -2.73 | 9935.23 |
59 | 2010.01.13 19:00 | sell | 30 | 0.01 | 1.62763 | 0.00000 | 0.00000 | ||
60 | 2010.01.14 02:00 | buy | 31 | 0.01 | 1.63068 | 0.00000 | 0.00000 | ||
61 | 2010.01.14 02:00 | close | 30 | 0.01 | 1.63068 | 0.00000 | 0.00000 | -3.13 | 9932.10 |
62 | 2010.01.14 03:00 | sell | 32 | 0.01 | 1.62963 | 0.00000 | 0.00000 | ||
63 | 2010.01.14 03:00 | close | 31 | 0.01 | 1.62963 | 0.00000 | 0.00000 | -1.05 | 9931.05 |
64 | 2010.01.14 15:00 | buy | 33 | 0.01 | 1.63165 | 0.00000 | 0.00000 | ||
65 | 2010.01.14 15:00 | close | 32 | 0.01 | 1.63165 | 0.00000 | 0.00000 | -2.02 | 9929.03 |
66 | 2010.01.14 16:00 | sell | 34 | 0.01 | 1.62903 | 0.00000 | 0.00000 | ||
67 | 2010.01.14 16:00 | close | 33 | 0.01 | 1.62903 | 0.00000 | 0.00000 | -2.62 | 9926.41 |
68 | 2010.01.14 17:00 | close | 34 | 0.01 | 1.63167 | 0.00000 | 0.00000 | -2.64 | 9923.77 |
69 | 2010.01.14 22:00 | sell | 35 | 0.01 | 1.63238 | 0.00000 | 0.00000 | ||
70 | 2010.01.14 23:00 | close | 35 | 0.01 | 1.63384 | 0.00000 | 0.00000 | -1.46 | 9922.31 |
71 | 2010.01.15 01:00 | sell | 36 | 0.01 | 1.63328 | 0.00000 | 0.00000 | ||
72 | 2010.01.15 06:00 | buy | 37 | 0.01 | 1.63398 | 0.00000 | 0.00000 | ||
73 | 2010.01.15 06:00 | close | 36 | 0.01 | 1.63398 | 0.00000 | 0.00000 | -0.70 | 9921.61 |
74 | 2010.01.15 09:00 | sell | 38 | 0.01 | 1.63319 | 0.00000 | 0.00000 | ||
75 | 2010.01.15 09:00 | close | 37 | 0.01 | 1.63319 | 0.00000 | 0.00000 | -0.79 | 9920.82 |
76 | 2010.01.18 01:00 | close | 38 | 0.01 | 1.62934 | 0.00000 | 0.00000 | 3.83 | 9924.65 |
77 | 2010.01.18 02:00 | sell | 39 | 0.01 | 1.62597 | 0.00000 | 0.00000 | ||
78 | 2010.01.18 03:00 | close | 39 | 0.01 | 1.62761 | 0.00000 | 0.00000 | -1.64 | 9923.01 |
79 | 2010.01.18 15:00 | sell | 40 | 0.01 | 1.63056 | 0.00000 | 0.00000 | ||
80 | 2010.01.18 17:00 | close | 40 | 0.01 | 1.63412 | 0.00000 | 0.00000 | -3.56 | 9919.45 |
81 | 2010.01.18 20:00 | sell | 41 | 0.01 | 1.63310 | 0.00000 | 0.00000 | ||
82 | 2010.01.18 23:00 | close | 41 | 0.01 | 1.63425 | 0.00000 | 0.00000 | -1.15 | 9918.30 |
83 | 2010.01.19 07:00 | sell | 42 | 0.01 | 1.64006 | 0.00000 | 0.00000 | ||
84 | 2010.01.19 08:00 | close | 42 | 0.01 | 1.64258 | 0.00000 | 0.00000 | -2.52 | 9915.78 |
85 | 2010.01.19 10:00 | sell | 43 | 0.01 | 1.63870 | 0.00000 | 0.00000 | ||
86 | 2010.01.19 11:00 | close | 43 | 0.01 | 1.64204 | 0.00000 | 0.00000 | -3.34 | 9912.44 |
87 | 2010.01.19 18:00 | sell | 44 | 0.01 | 1.63677 | 0.00000 | 0.00000 | ||
88 | 2010.01.19 19:00 | close | 44 | 0.01 | 1.63821 | 0.00000 | 0.00000 | -1.44 | 9911.00 |
89 | 2010.01.19 21:00 | sell | 45 | 0.01 | 1.63613 | 0.00000 | 0.00000 | ||
90 | 2010.01.19 22:00 | close | 45 | 0.01 | 1.63866 | 0.00000 | 0.00000 | -2.53 | 9908.47 |
91 | 2010.01.19 23:00 | sell | 46 | 0.01 | 1.63587 | 0.00000 | 0.00000 | ||
92 | 2010.01.20 02:00 | close | 46 | 0.01 | 1.63721 | 0.00000 | 0.00000 | -1.37 | 9907.10 |
93 | 2010.01.20 16:00 | buy | 47 | 0.01 | 1.63008 | 0.00000 | 0.00000 | ||
94 | 2010.01.21 03:00 | sell | 48 | 0.01 | 1.62725 | 0.00000 | 0.00000 | ||
95 | 2010.01.21 03:00 | close | 47 | 0.01 | 1.62725 | 0.00000 | 0.00000 | -2.83 | 9904.28 |
96 | 2010.01.21 06:00 | close | 48 | 0.01 | 1.62736 | 0.00000 | 0.00000 | -0.11 | 9904.17 |
97 | 2010.01.21 08:00 | buy | 49 | 0.01 | 1.62939 | 0.00000 | 0.00000 | ||
98 | 2010.01.21 09:00 | sell | 50 | 0.01 | 1.62300 | 0.00000 | 0.00000 | ||
99 | 2010.01.21 09:00 | close | 49 | 0.01 | 1.62300 | 0.00000 | 0.00000 | -6.39 | 9897.78 |
100 | 2010.01.21 15:00 | close | 50 | 0.01 | 1.61817 | 0.00000 | 0.00000 | 4.83 | 9902.61 |
101 | 2010.01.21 16:00 | buy | 51 | 0.01 | 1.62203 | 0.00000 | 0.00000 | ||
102 | 2010.01.21 17:00 | sell | 52 | 0.01 | 1.61740 | 0.00000 | 0.00000 | ||
103 | 2010.01.21 17:00 | close | 51 | 0.01 | 1.61740 | 0.00000 | 0.00000 | -4.63 | 9897.98 |
104 | 2010.01.21 18:00 | close | 52 | 0.01 | 1.62167 | 0.00000 | 0.00000 | -4.27 | 9893.71 |
105 | 2010.01.22 03:00 | buy | 53 | 0.01 | 1.62204 | 0.00000 | 0.00000 | ||
106 | 2010.01.22 11:00 | sell | 54 | 0.01 | 1.62214 | 0.00000 | 0.00000 | ||
107 | 2010.01.22 11:00 | close | 53 | 0.01 | 1.62214 | 0.00000 | 0.00000 | 0.10 | 9893.81 |
108 | 2010.01.22 12:00 | close | 54 | 0.01 | 1.62489 | 0.00000 | 0.00000 | -2.75 | 9891.06 |
109 | 2010.01.22 13:00 | sell | 55 | 0.01 | 1.61762 | 0.00000 | 0.00000 | ||
110 | 2010.01.22 19:00 | close | 55 | 0.01 | 1.61374 | 0.00000 | 0.00000 | 3.88 | 9894.94 |
111 | 2010.01.22 20:00 | buy | 56 | 0.01 | 1.61348 | 0.00000 | 0.00000 | ||
112 | 2010.01.22 21:00 | sell | 57 | 0.01 | 1.61150 | 0.00000 | 0.00000 | ||
113 | 2010.01.22 21:00 | close | 56 | 0.01 | 1.61150 | 0.00000 | 0.00000 | -1.98 | 9892.96 |
114 | 2010.01.25 01:00 | close | 57 | 0.01 | 1.61195 | 0.00000 | 0.00000 | -0.48 | 9892.48 |
115 | 2010.01.25 07:00 | buy | 58 | 0.01 | 1.61159 | 0.00000 | 0.00000 | ||
116 | 2010.01.25 14:00 | sell | 59 | 0.01 | 1.61336 | 0.00000 | 0.00000 | ||
117 | 2010.01.25 14:00 | close | 58 | 0.01 | 1.61336 | 0.00000 | 0.00000 | 1.77 | 9894.25 |
118 | 2010.01.25 15:00 | close | 59 | 0.01 | 1.61596 | 0.00000 | 0.00000 | -2.60 | 9891.65 |
119 | 2010.01.25 16:00 | buy | 60 | 0.01 | 1.61885 | 0.00000 | 0.00000 | ||
120 | 2010.01.26 04:00 | sell | 61 | 0.01 | 1.62381 | 0.00000 | 0.00000 | ||
121 | 2010.01.26 04:00 | close | 60 | 0.01 | 1.62381 | 0.00000 | 0.00000 | 4.96 | 9896.61 |
122 | 2010.01.26 17:00 | buy | 62 | 0.01 | 1.61515 | 0.00000 | 0.00000 | ||
123 | 2010.01.26 17:00 | close | 61 | 0.01 | 1.61515 | 0.00000 | 0.00000 | 8.66 | 9905.27 |
124 | 2010.01.26 21:00 | sell | 63 | 0.01 | 1.61440 | 0.00000 | 0.00000 | ||
125 | 2010.01.26 21:00 | close | 62 | 0.01 | 1.61440 | 0.00000 | 0.00000 | -0.75 | 9904.52 |
126 | 2010.01.26 23:00 | close | 63 | 0.01 | 1.61468 | 0.00000 | 0.00000 | -0.28 | 9904.24 |
127 | 2010.01.27 09:00 | buy | 64 | 0.01 | 1.61460 | 0.00000 | 0.00000 | ||
128 | 2010.01.27 10:00 | sell | 65 | 0.01 | 1.61178 | 0.00000 | 0.00000 | ||
129 | 2010.01.27 10:00 | close | 64 | 0.01 | 1.61178 | 0.00000 | 0.00000 | -2.82 | 9901.42 |
130 | 2010.01.27 11:00 | buy | 66 | 0.01 | 1.61914 | 0.00000 | 0.00000 | ||
131 | 2010.01.27 11:00 | close | 65 | 0.01 | 1.61914 | 0.00000 | 0.00000 | -7.36 | 9894.06 |
132 | 2010.01.27 17:00 | sell | 67 | 0.01 | 1.61900 | 0.00000 | 0.00000 | ||
133 | 2010.01.27 17:00 | close | 66 | 0.01 | 1.61900 | 0.00000 | 0.00000 | -0.14 | 9893.92 |
134 | 2010.01.27 18:00 | close | 67 | 0.01 | 1.62072 | 0.00000 | 0.00000 | -1.72 | 9892.20 |
135 | 2010.01.28 02:00 | sell | 68 | 0.01 | 1.61685 | 0.00000 | 0.00000 | ||
136 | 2010.01.28 04:00 | close | 68 | 0.01 | 1.62117 | 0.00000 | 0.00000 | -4.32 | 9887.88 |
137 | 2010.01.28 06:00 | sell | 69 | 0.01 | 1.61870 | 0.00000 | 0.00000 | ||
138 | 2010.01.28 08:00 | close | 69 | 0.01 | 1.62074 | 0.00000 | 0.00000 | -2.04 | 9885.84 |
139 | 2010.01.28 12:00 | sell | 70 | 0.01 | 1.62335 | 0.00000 | 0.00000 | ||
140 | 2010.01.28 13:00 | close | 70 | 0.01 | 1.62488 | 0.00000 | 0.00000 | -1.53 | 9884.31 |
141 | 2010.01.29 01:00 | buy | 71 | 0.01 | 1.61467 | 0.00000 | 0.00000 | ||
142 | 2010.01.29 02:00 | sell | 72 | 0.01 | 1.61328 | 0.00000 | 0.00000 | ||
143 | 2010.01.29 02:00 | close | 71 | 0.01 | 1.61328 | 0.00000 | 0.00000 | -1.39 | 9882.92 |
144 | 2010.01.29 03:00 | close | 72 | 0.01 | 1.61477 | 0.00000 | 0.00000 | -1.49 | 9881.43 |
145 | 2010.01.29 06:00 | sell | 73 | 0.01 | 1.61305 | 0.00000 | 0.00000 | ||
146 | 2010.01.29 08:00 | close | 73 | 0.01 | 1.61544 | 0.00000 | 0.00000 | -2.39 | 9879.04 |
147 | 2010.01.29 09:00 | buy | 74 | 0.01 | 1.61443 | 0.00000 | 0.00000 | ||
148 | 2010.01.29 13:00 | sell | 75 | 0.01 | 1.61362 | 0.00000 | 0.00000 | ||
149 | 2010.01.29 13:00 | close | 74 | 0.01 | 1.61362 | 0.00000 | 0.00000 | -0.81 | 9878.23 |
150 | 2010.02.01 06:00 | close | 75 | 0.01 | 1.59573 | 0.00000 | 0.00000 | 17.87 | 9896.10 |
151 | 2010.02.01 08:00 | buy | 76 | 0.01 | 1.59594 | 0.00000 | 0.00000 | ||
152 | 2010.02.01 12:00 | close | 76 | 0.01 | 1.58602 | 0.00000 | 0.00000 | -9.92 | 9886.18 |
153 | 2010.02.01 16:00 | buy | 77 | 0.01 | 1.59358 | 0.00000 | 0.00000 | ||
154 | 2010.02.02 05:00 | close | 77 | 0.01 | 1.59319 | 0.00000 | 0.00000 | -0.39 | 9885.79 |
155 | 2010.02.02 09:00 | buy | 78 | 0.01 | 1.59550 | 0.00000 | 0.00000 | ||
156 | 2010.02.02 10:00 | sell | 79 | 0.01 | 1.59180 | 0.00000 | 0.00000 | ||
157 | 2010.02.02 10:00 | close | 78 | 0.01 | 1.59180 | 0.00000 | 0.00000 | -3.70 | 9882.09 |
158 | 2010.02.02 13:00 | close | 79 | 0.01 | 1.59442 | 0.00000 | 0.00000 | -2.62 | 9879.47 |
159 | 2010.02.02 14:00 | buy | 80 | 0.01 | 1.59422 | 0.00000 | 0.00000 | ||
160 | 2010.02.03 04:00 | sell | 81 | 0.01 | 1.59808 | 0.00000 | 0.00000 | ||
161 | 2010.02.03 04:00 | close | 80 | 0.01 | 1.59808 | 0.00000 | 0.00000 | 3.86 | 9883.33 |
162 | 2010.02.03 05:00 | close | 81 | 0.01 | 1.59921 | 0.00000 | 0.00000 | -1.13 | 9882.20 |
163 | 2010.02.03 12:00 | sell | 82 | 0.01 | 1.59969 | 0.00000 | 0.00000 | ||
164 | 2010.02.04 01:00 | buy | 83 | 0.01 | 1.59181 | 0.00000 | 0.00000 | ||
165 | 2010.02.04 01:00 | close | 82 | 0.01 | 1.59181 | 0.00000 | 0.00000 | 7.80 | 9890.01 |
166 | 2010.02.04 02:00 | sell | 84 | 0.01 | 1.58967 | 0.00000 | 0.00000 | ||
167 | 2010.02.04 02:00 | close | 83 | 0.01 | 1.58967 | 0.00000 | 0.00000 | -2.14 | 9887.87 |
168 | 2010.02.04 03:00 | close | 84 | 0.01 | 1.59133 | 0.00000 | 0.00000 | -1.66 | 9886.21 |
169 | 2010.02.05 01:00 | buy | 85 | 0.01 | 1.57714 | 0.00000 | 0.00000 | ||
170 | 2010.02.05 02:00 | sell | 86 | 0.01 | 1.57413 | 0.00000 | 0.00000 | ||
171 | 2010.02.05 02:00 | close | 85 | 0.01 | 1.57413 | 0.00000 | 0.00000 | -3.01 | 9883.20 |
172 | 2010.02.05 04:00 | close | 86 | 0.01 | 1.57538 | 0.00000 | 0.00000 | -1.25 | 9881.95 |
173 | 2010.02.05 13:00 | buy | 87 | 0.01 | 1.57255 | 0.00000 | 0.00000 | ||
174 | 2010.02.05 16:00 | sell | 88 | 0.01 | 1.56376 | 0.00000 | 0.00000 | ||
175 | 2010.02.05 16:00 | close | 87 | 0.01 | 1.56376 | 0.00000 | 0.00000 | -8.79 | 9873.16 |
176 | 2010.02.05 22:00 | close | 88 | 0.01 | 1.56348 | 0.00000 | 0.00000 | 0.28 | 9873.44 |
177 | 2010.02.08 00:00 | buy | 89 | 0.01 | 1.56026 | 0.00000 | 0.00000 | ||
178 | 2010.02.08 01:00 | sell | 90 | 0.01 | 1.55993 | 0.00000 | 0.00000 | ||
179 | 2010.02.08 01:00 | close | 89 | 0.01 | 1.55993 | 0.00000 | 0.00000 | -0.33 | 9873.11 |
180 | 2010.02.08 02:00 | close | 90 | 0.01 | 1.56235 | 0.00000 | 0.00000 | -2.42 | 9870.69 |
181 | 2010.02.08 12:00 | buy | 91 | 0.01 | 1.55831 | 0.00000 | 0.00000 | ||
182 | 2010.02.08 22:00 | close | 91 | 0.01 | 1.55990 | 0.00000 | 0.00000 | 1.59 | 9872.28 |
183 | 2010.02.09 04:00 | buy | 92 | 0.01 | 1.56025 | 0.00000 | 0.00000 | ||
184 | 2010.02.09 10:00 | sell | 93 | 0.01 | 1.55869 | 0.00000 | 0.00000 | ||
185 | 2010.02.09 10:00 | close | 92 | 0.01 | 1.55869 | 0.00000 | 0.00000 | -1.56 | 9870.72 |
186 | 2010.02.09 14:00 | close | 93 | 0.01 | 1.56395 | 0.00000 | 0.00000 | -5.26 | 9865.46 |
187 | 2010.02.09 15:00 | buy | 94 | 0.01 | 1.56278 | 0.00000 | 0.00000 | ||
188 | 2010.02.10 01:00 | sell | 95 | 0.01 | 1.56926 | 0.00000 | 0.00000 | ||
189 | 2010.02.10 01:00 | close | 94 | 0.01 | 1.56926 | 0.00000 | 0.00000 | 6.48 | 9871.94 |
190 | 2010.02.10 02:00 | close | 95 | 0.01 | 1.57071 | 0.00000 | 0.00000 | -1.45 | 9870.49 |
191 | 2010.02.10 03:00 | sell | 96 | 0.01 | 1.57024 | 0.00000 | 0.00000 | ||
192 | 2010.02.10 11:00 | buy | 97 | 0.01 | 1.57325 | 0.00000 | 0.00000 | ||
193 | 2010.02.10 11:00 | close | 96 | 0.01 | 1.57325 | 0.00000 | 0.00000 | -3.01 | 9867.48 |
194 | 2010.02.10 12:00 | sell | 98 | 0.01 | 1.56848 | 0.00000 | 0.00000 | ||
195 | 2010.02.10 12:00 | close | 97 | 0.01 | 1.56848 | 0.00000 | 0.00000 | -4.77 | 9862.71 |
196 | 2010.02.11 00:00 | close | 98 | 0.01 | 1.56031 | 0.00000 | 0.00000 | 8.10 | 9870.80 |
197 | 2010.02.11 01:00 | buy | 99 | 0.01 | 1.56124 | 0.00000 | 0.00000 | ||
198 | 2010.02.11 08:00 | sell | 100 | 0.01 | 1.56224 | 0.00000 | 0.00000 | ||
199 | 2010.02.11 08:00 | close | 99 | 0.01 | 1.56224 | 0.00000 | 0.00000 | 1.00 | 9871.80 |
200 | 2010.02.11 13:00 | close | 100 | 0.01 | 1.56355 | 0.00000 | 0.00000 | -1.31 | 9870.49 |
201 | 2010.02.11 14:00 | buy | 101 | 0.01 | 1.56288 | 0.00000 | 0.00000 | ||
202 | 2010.02.11 16:00 | sell | 102 | 0.01 | 1.55978 | 0.00000 | 0.00000 | ||
203 | 2010.02.11 16:00 | close | 101 | 0.01 | 1.55978 | 0.00000 | 0.00000 | -3.10 | 9867.39 |
204 | 2010.02.11 17:00 | close | 102 | 0.01 | 1.56164 | 0.00000 | 0.00000 | -1.86 | 9865.53 |
205 | 2010.02.11 18:00 | buy | 103 | 0.01 | 1.56773 | 0.00000 | 0.00000 | ||
206 | 2010.02.12 02:00 | sell | 104 | 0.01 | 1.56758 | 0.00000 | 0.00000 | ||
207 | 2010.02.12 02:00 | close | 103 | 0.01 | 1.56758 | 0.00000 | 0.00000 | -0.15 | 9865.38 |
208 | 2010.02.12 07:00 | buy | 105 | 0.01 | 1.57009 | 0.00000 | 0.00000 | ||
209 | 2010.02.12 07:00 | close | 104 | 0.01 | 1.57009 | 0.00000 | 0.00000 | -2.51 | 9862.87 |
210 | 2010.02.12 11:00 | sell | 106 | 0.01 | 1.56542 | 0.00000 | 0.00000 | ||
211 | 2010.02.12 11:00 | close | 105 | 0.01 | 1.56542 | 0.00000 | 0.00000 | -4.67 | 9858.20 |
212 | 2010.02.12 18:00 | close | 106 | 0.01 | 1.56731 | 0.00000 | 0.00000 | -1.89 | 9856.31 |
213 | 2010.02.15 01:00 | sell | 107 | 0.01 | 1.56651 | 0.00000 | 0.00000 | ||
214 | 2010.02.15 09:00 | close | 107 | 0.01 | 1.56621 | 0.00000 | 0.00000 | 0.30 | 9856.61 |
215 | 2010.02.15 10:00 | buy | 108 | 0.01 | 1.56794 | 0.00000 | 0.00000 | ||
216 | 2010.02.15 15:00 | sell | 109 | 0.01 | 1.56639 | 0.00000 | 0.00000 | ||
217 | 2010.02.15 15:00 | close | 108 | 0.01 | 1.56639 | 0.00000 | 0.00000 | -1.55 | 9855.06 |
218 | 2010.02.16 00:00 | buy | 110 | 0.01 | 1.56717 | 0.00000 | 0.00000 | ||
219 | 2010.02.16 00:00 | close | 109 | 0.01 | 1.56717 | 0.00000 | 0.00000 | -0.81 | 9854.26 |
220 | 2010.02.16 11:00 | sell | 111 | 0.01 | 1.56838 | 0.00000 | 0.00000 | ||
221 | 2010.02.16 11:00 | close | 110 | 0.01 | 1.56838 | 0.00000 | 0.00000 | 1.21 | 9855.47 |
222 | 2010.02.16 13:00 | close | 111 | 0.01 | 1.57030 | 0.00000 | 0.00000 | -1.92 | 9853.55 |
223 | 2010.02.16 18:00 | buy | 112 | 0.01 | 1.57371 | 0.00000 | 0.00000 | ||
224 | 2010.02.17 02:00 | sell | 113 | 0.01 | 1.57798 | 0.00000 | 0.00000 | ||
225 | 2010.02.17 02:00 | close | 112 | 0.01 | 1.57798 | 0.00000 | 0.00000 | 4.27 | 9857.82 |
226 | 2010.02.17 09:00 | close | 113 | 0.01 | 1.58047 | 0.00000 | 0.00000 | -2.49 | 9855.33 |
227 | 2010.02.17 10:00 | sell | 114 | 0.01 | 1.57795 | 0.00000 | 0.00000 | ||
228 | 2010.02.17 14:00 | close | 114 | 0.01 | 1.57954 | 0.00000 | 0.00000 | -1.59 | 9853.74 |
229 | 2010.02.18 08:00 | buy | 115 | 0.01 | 1.56757 | 0.00000 | 0.00000 | ||
230 | 2010.02.18 09:00 | sell | 116 | 0.01 | 1.56204 | 0.00000 | 0.00000 | ||
231 | 2010.02.18 09:00 | close | 115 | 0.01 | 1.56204 | 0.00000 | 0.00000 | -5.53 | 9848.21 |
232 | 2010.02.18 16:00 | buy | 117 | 0.01 | 1.56529 | 0.00000 | 0.00000 | ||
233 | 2010.02.18 16:00 | close | 116 | 0.01 | 1.56529 | 0.00000 | 0.00000 | -3.25 | 9844.96 |
234 | 2010.02.18 18:00 | sell | 118 | 0.01 | 1.55807 | 0.00000 | 0.00000 | ||
235 | 2010.02.18 18:00 | close | 117 | 0.01 | 1.55807 | 0.00000 | 0.00000 | -7.22 | 9837.74 |
236 | 2010.02.18 19:00 | close | 118 | 0.01 | 1.56071 | 0.00000 | 0.00000 | -2.64 | 9835.10 |
237 | 2010.02.18 22:00 | buy | 119 | 0.01 | 1.56241 | 0.00000 | 0.00000 | ||
238 | 2010.02.18 23:00 | sell | 120 | 0.01 | 1.55264 | 0.00000 | 0.00000 | ||
239 | 2010.02.18 23:00 | close | 119 | 0.01 | 1.55264 | 0.00000 | 0.00000 | -9.77 | 9825.33 |
240 | 2010.02.19 09:00 | close | 120 | 0.01 | 1.54144 | 0.00000 | 0.00000 | 11.17 | 9836.50 |
241 | 2010.02.19 15:00 | buy | 121 | 0.01 | 1.54026 | 0.00000 | 0.00000 | ||
242 | 2010.02.22 08:00 | sell | 122 | 0.01 | 1.54548 | 0.00000 | 0.00000 | ||
243 | 2010.02.22 08:00 | close | 121 | 0.01 | 1.54548 | 0.00000 | 0.00000 | 5.22 | 9841.72 |
244 | 2010.02.22 09:00 | close | 122 | 0.01 | 1.54756 | 0.00000 | 0.00000 | -2.08 | 9839.64 |
245 | 2010.02.22 14:00 | buy | 123 | 0.01 | 1.54786 | 0.00000 | 0.00000 | ||
246 | 2010.02.22 18:00 | sell | 124 | 0.01 | 1.54748 | 0.00000 | 0.00000 | ||
247 | 2010.02.22 18:00 | close | 123 | 0.01 | 1.54748 | 0.00000 | 0.00000 | -0.38 | 9839.26 |
248 | 2010.02.22 21:00 | close | 124 | 0.01 | 1.54935 | 0.00000 | 0.00000 | -1.87 | 9837.39 |
249 | 2010.02.22 22:00 | buy | 125 | 0.01 | 1.54845 | 0.00000 | 0.00000 | ||
250 | 2010.02.23 11:00 | sell | 126 | 0.01 | 1.54315 | 0.00000 | 0.00000 | ||
251 | 2010.02.23 11:00 | close | 125 | 0.01 | 1.54315 | 0.00000 | 0.00000 | -5.30 | 9832.10 |
252 | 2010.02.23 18:00 | close | 126 | 0.01 | 1.54687 | 0.00000 | 0.00000 | -3.72 | 9828.38 |
253 | 2010.02.23 19:00 | sell | 127 | 0.01 | 1.54259 | 0.00000 | 0.00000 | ||
254 | 2010.02.23 21:00 | close | 127 | 0.01 | 1.54490 | 0.00000 | 0.00000 | -2.31 | 9826.07 |
255 | 2010.02.24 01:00 | buy | 128 | 0.01 | 1.54487 | 0.00000 | 0.00000 | ||
256 | 2010.02.24 09:00 | sell | 129 | 0.01 | 1.54275 | 0.00000 | 0.00000 | ||
257 | 2010.02.24 09:00 | close | 128 | 0.01 | 1.54275 | 0.00000 | 0.00000 | -2.12 | 9823.95 |
258 | 2010.02.24 11:00 | close | 129 | 0.01 | 1.54432 | 0.00000 | 0.00000 | -1.57 | 9822.38 |
259 | 2010.02.24 13:00 | buy | 130 | 0.01 | 1.54534 | 0.00000 | 0.00000 | ||
260 | 2010.02.24 14:00 | sell | 131 | 0.01 | 1.54384 | 0.00000 | 0.00000 | ||
261 | 2010.02.24 14:00 | close | 130 | 0.01 | 1.54384 | 0.00000 | 0.00000 | -1.50 | 9820.88 |
262 | 2010.02.24 17:00 | close | 131 | 0.01 | 1.54539 | 0.00000 | 0.00000 | -1.55 | 9819.33 |
263 | 2010.02.25 01:00 | buy | 132 | 0.01 | 1.54190 | 0.00000 | 0.00000 | ||
264 | 2010.02.25 02:00 | sell | 133 | 0.01 | 1.53825 | 0.00000 | 0.00000 | ||
265 | 2010.02.25 02:00 | close | 132 | 0.01 | 1.53825 | 0.00000 | 0.00000 | -3.65 | 9815.68 |
266 | 2010.02.25 16:00 | close | 133 | 0.01 | 1.52985 | 0.00000 | 0.00000 | 8.40 | 9824.08 |
267 | 2010.02.25 22:00 | buy | 134 | 0.01 | 1.52751 | 0.00000 | 0.00000 | ||
268 | 2010.02.26 09:00 | sell | 135 | 0.01 | 1.52475 | 0.00000 | 0.00000 | ||
269 | 2010.02.26 09:00 | close | 134 | 0.01 | 1.52475 | 0.00000 | 0.00000 | -2.76 | 9821.32 |
270 | 2010.02.26 10:00 | close | 135 | 0.01 | 1.52796 | 0.00000 | 0.00000 | -3.21 | 9818.11 |
271 | 2010.02.26 18:00 | buy | 136 | 0.01 | 1.52437 | 0.00000 | 0.00000 | ||
272 | 2010.02.26 22:59 | close at stop | 136 | 0.01 | 1.52334 | 0.00000 | 0.00000 | -1.03 | 9817.08 |