Strategy Tester Report
5_8MACROSS2
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 | Lots=0.1; StopLoss=0; TrailingStop=0; TakeProfit=0; mafastperiod=5; mafastshift=0; mafastmethod=0; mafastprice=0; maslowperiod=8; maslowshift=0; maslowmethod=0; maslowprice=1; | ||||
Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -168.63 | Gross profit | 2069.63 | Gross loss | -2238.26 |
Profit factor | 0.92 | Expected payoff | -1.51 | ||
Absolute drawdown | 488.60 | Maximal drawdown | 699.76 (6.85%) | Relative drawdown | 6.85% (699.76) |
Total trades | 112 | Short positions (won %) | 56 (33.93%) | Long positions (won %) | 56 (35.71%) |
Profit trades (% of total) | 39 (34.82%) | Loss trades (% of total) | 73 (65.18%) | ||
Largest | profit trade | 199.05 | loss trade | -116.70 | |
Average | profit trade | 53.07 | loss trade | -30.66 | |
Maximum | consecutive wins (profit in money) | 3 (188.97) | consecutive losses (loss in money) | 7 (-218.64) | |
Maximal | consecutive profit (count of wins) | 249.86 (2) | consecutive loss (count of losses) | -228.90 (5) | |
Average | consecutive wins | 1 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.04 00:00 | sell | 1 | 0.10 | 1.61221 | 0.00000 | 0.00000 | ||
2 | 2010.01.04 10:00 | close | 1 | 0.10 | 1.61544 | 0.00000 | 0.00000 | -32.30 | 9967.70 |
3 | 2010.01.04 10:00 | buy | 2 | 0.10 | 1.61544 | 0.00000 | 0.00000 | ||
4 | 2010.01.04 17:00 | close | 2 | 0.10 | 1.61191 | 0.00000 | 0.00000 | -35.30 | 9932.40 |
5 | 2010.01.04 17:00 | sell | 3 | 0.10 | 1.61191 | 0.00000 | 0.00000 | ||
6 | 2010.01.05 04:00 | close | 3 | 0.10 | 1.60953 | 0.00000 | 0.00000 | 23.55 | 9955.95 |
7 | 2010.01.05 04:00 | buy | 4 | 0.10 | 1.60953 | 0.00000 | 0.00000 | ||
8 | 2010.01.05 06:00 | close | 4 | 0.10 | 1.60860 | 0.00000 | 0.00000 | -9.30 | 9946.65 |
9 | 2010.01.05 06:00 | sell | 5 | 0.10 | 1.60860 | 0.00000 | 0.00000 | ||
10 | 2010.01.05 07:00 | close | 5 | 0.10 | 1.61339 | 0.00000 | 0.00000 | -47.90 | 9898.75 |
11 | 2010.01.05 07:00 | buy | 6 | 0.10 | 1.61339 | 0.00000 | 0.00000 | ||
12 | 2010.01.05 10:00 | close | 6 | 0.10 | 1.60436 | 0.00000 | 0.00000 | -90.30 | 9808.45 |
13 | 2010.01.05 10:00 | sell | 7 | 0.10 | 1.60436 | 0.00000 | 0.00000 | ||
14 | 2010.01.06 09:00 | close | 7 | 0.10 | 1.60179 | 0.00000 | 0.00000 | 25.45 | 9833.90 |
15 | 2010.01.06 09:00 | buy | 8 | 0.10 | 1.60179 | 0.00000 | 0.00000 | ||
16 | 2010.01.06 15:00 | close | 8 | 0.10 | 1.59680 | 0.00000 | 0.00000 | -49.90 | 9784.00 |
17 | 2010.01.06 15:00 | sell | 9 | 0.10 | 1.59680 | 0.00000 | 0.00000 | ||
18 | 2010.01.06 20:00 | close | 9 | 0.10 | 1.59919 | 0.00000 | 0.00000 | -23.90 | 9760.10 |
19 | 2010.01.06 20:00 | buy | 10 | 0.10 | 1.59919 | 0.00000 | 0.00000 | ||
20 | 2010.01.07 06:00 | close | 10 | 0.10 | 1.60016 | 0.00000 | 0.00000 | 9.73 | 9769.83 |
21 | 2010.01.07 06:00 | sell | 11 | 0.10 | 1.60016 | 0.00000 | 0.00000 | ||
22 | 2010.01.07 19:00 | close | 11 | 0.10 | 1.59436 | 0.00000 | 0.00000 | 58.00 | 9827.83 |
23 | 2010.01.07 19:00 | buy | 12 | 0.10 | 1.59436 | 0.00000 | 0.00000 | ||
24 | 2010.01.08 03:00 | close | 12 | 0.10 | 1.59306 | 0.00000 | 0.00000 | -12.99 | 9814.84 |
25 | 2010.01.08 03:00 | sell | 13 | 0.10 | 1.59306 | 0.00000 | 0.00000 | ||
26 | 2010.01.08 05:00 | close | 13 | 0.10 | 1.59402 | 0.00000 | 0.00000 | -9.60 | 9805.24 |
27 | 2010.01.08 05:00 | buy | 14 | 0.10 | 1.59402 | 0.00000 | 0.00000 | ||
28 | 2010.01.08 17:00 | close | 14 | 0.10 | 1.59612 | 0.00000 | 0.00000 | 21.00 | 9826.24 |
29 | 2010.01.08 17:00 | sell | 15 | 0.10 | 1.59612 | 0.00000 | 0.00000 | ||
30 | 2010.01.08 19:00 | close | 15 | 0.10 | 1.60061 | 0.00000 | 0.00000 | -44.90 | 9781.34 |
31 | 2010.01.08 19:00 | buy | 16 | 0.10 | 1.60061 | 0.00000 | 0.00000 | ||
32 | 2010.01.08 20:00 | close | 16 | 0.10 | 1.60254 | 0.00000 | 0.00000 | 19.30 | 9800.64 |
33 | 2010.01.08 20:00 | sell | 17 | 0.10 | 1.60254 | 0.00000 | 0.00000 | ||
34 | 2010.01.08 22:00 | close | 17 | 0.10 | 1.60280 | 0.00000 | 0.00000 | -2.60 | 9798.04 |
35 | 2010.01.08 22:00 | buy | 18 | 0.10 | 1.60280 | 0.00000 | 0.00000 | ||
36 | 2010.01.11 18:00 | close | 18 | 0.10 | 1.61429 | 0.00000 | 0.00000 | 114.91 | 9912.95 |
37 | 2010.01.11 18:00 | sell | 19 | 0.10 | 1.61429 | 0.00000 | 0.00000 | ||
38 | 2010.01.12 08:00 | close | 19 | 0.10 | 1.61180 | 0.00000 | 0.00000 | 24.65 | 9937.60 |
39 | 2010.01.12 08:00 | buy | 20 | 0.10 | 1.61180 | 0.00000 | 0.00000 | ||
40 | 2010.01.13 00:00 | close | 20 | 0.10 | 1.61674 | 0.00000 | 0.00000 | 49.41 | 9987.01 |
41 | 2010.01.13 00:00 | sell | 21 | 0.10 | 1.61674 | 0.00000 | 0.00000 | ||
42 | 2010.01.13 06:00 | close | 21 | 0.10 | 1.61885 | 0.00000 | 0.00000 | -21.10 | 9965.91 |
43 | 2010.01.13 06:00 | buy | 22 | 0.10 | 1.61885 | 0.00000 | 0.00000 | ||
44 | 2010.01.14 00:00 | close | 22 | 0.10 | 1.62648 | 0.00000 | 0.00000 | 76.33 | 10042.24 |
45 | 2010.01.14 00:00 | sell | 23 | 0.10 | 1.62648 | 0.00000 | 0.00000 | ||
46 | 2010.01.14 01:00 | close | 23 | 0.10 | 1.62828 | 0.00000 | 0.00000 | -18.00 | 10024.24 |
47 | 2010.01.14 01:00 | buy | 24 | 0.10 | 1.62828 | 0.00000 | 0.00000 | ||
48 | 2010.01.14 09:00 | close | 24 | 0.10 | 1.62820 | 0.00000 | 0.00000 | -0.80 | 10023.44 |
49 | 2010.01.14 09:00 | sell | 25 | 0.10 | 1.62820 | 0.00000 | 0.00000 | ||
50 | 2010.01.14 15:00 | close | 25 | 0.10 | 1.63127 | 0.00000 | 0.00000 | -30.70 | 9992.74 |
51 | 2010.01.14 15:00 | buy | 26 | 0.10 | 1.63127 | 0.00000 | 0.00000 | ||
52 | 2010.01.14 16:00 | close | 26 | 0.10 | 1.62903 | 0.00000 | 0.00000 | -22.40 | 9970.34 |
53 | 2010.01.14 16:00 | sell | 27 | 0.10 | 1.62903 | 0.00000 | 0.00000 | ||
54 | 2010.01.14 17:00 | close | 27 | 0.10 | 1.63129 | 0.00000 | 0.00000 | -22.60 | 9947.74 |
55 | 2010.01.14 17:00 | buy | 28 | 0.10 | 1.63129 | 0.00000 | 0.00000 | ||
56 | 2010.01.15 02:00 | close | 28 | 0.10 | 1.63199 | 0.00000 | 0.00000 | 7.01 | 9954.75 |
57 | 2010.01.15 02:00 | sell | 29 | 0.10 | 1.63199 | 0.00000 | 0.00000 | ||
58 | 2010.01.15 08:00 | close | 29 | 0.10 | 1.63457 | 0.00000 | 0.00000 | -25.80 | 9928.95 |
59 | 2010.01.15 08:00 | buy | 30 | 0.10 | 1.63457 | 0.00000 | 0.00000 | ||
60 | 2010.01.15 12:00 | close | 30 | 0.10 | 1.62857 | 0.00000 | 0.00000 | -60.00 | 9868.95 |
61 | 2010.01.15 12:00 | sell | 31 | 0.10 | 1.62857 | 0.00000 | 0.00000 | ||
62 | 2010.01.18 01:00 | close | 31 | 0.10 | 1.62896 | 0.00000 | 0.00000 | -4.15 | 9864.80 |
63 | 2010.01.18 01:00 | buy | 32 | 0.10 | 1.62896 | 0.00000 | 0.00000 | ||
64 | 2010.01.18 16:00 | close | 32 | 0.10 | 1.63172 | 0.00000 | 0.00000 | 27.60 | 9892.40 |
65 | 2010.01.18 16:00 | sell | 33 | 0.10 | 1.63172 | 0.00000 | 0.00000 | ||
66 | 2010.01.18 21:00 | close | 33 | 0.10 | 1.63306 | 0.00000 | 0.00000 | -13.40 | 9879.00 |
67 | 2010.01.18 21:00 | buy | 34 | 0.10 | 1.63306 | 0.00000 | 0.00000 | ||
68 | 2010.01.19 10:00 | close | 34 | 0.10 | 1.63870 | 0.00000 | 0.00000 | 56.41 | 9935.41 |
69 | 2010.01.19 10:00 | sell | 35 | 0.10 | 1.63870 | 0.00000 | 0.00000 | ||
70 | 2010.01.19 19:00 | close | 35 | 0.10 | 1.63783 | 0.00000 | 0.00000 | 8.70 | 9944.11 |
71 | 2010.01.19 19:00 | buy | 36 | 0.10 | 1.63783 | 0.00000 | 0.00000 | ||
72 | 2010.01.20 00:00 | close | 36 | 0.10 | 1.63620 | 0.00000 | 0.00000 | -16.29 | 9927.82 |
73 | 2010.01.20 00:00 | sell | 37 | 0.10 | 1.63620 | 0.00000 | 0.00000 | ||
74 | 2010.01.20 19:00 | close | 37 | 0.10 | 1.62792 | 0.00000 | 0.00000 | 82.80 | 10010.62 |
75 | 2010.01.20 19:00 | buy | 38 | 0.10 | 1.62792 | 0.00000 | 0.00000 | ||
76 | 2010.01.21 04:00 | close | 38 | 0.10 | 1.62530 | 0.00000 | 0.00000 | -26.17 | 9984.45 |
77 | 2010.01.21 04:00 | sell | 39 | 0.10 | 1.62530 | 0.00000 | 0.00000 | ||
78 | 2010.01.21 17:00 | close | 39 | 0.10 | 1.61758 | 0.00000 | 0.00000 | 77.20 | 10061.65 |
79 | 2010.01.21 17:00 | buy | 40 | 0.10 | 1.61758 | 0.00000 | 0.00000 | ||
80 | 2010.01.22 00:00 | close | 40 | 0.10 | 1.61945 | 0.00000 | 0.00000 | 18.71 | 10080.36 |
81 | 2010.01.22 00:00 | sell | 41 | 0.10 | 1.61945 | 0.00000 | 0.00000 | ||
82 | 2010.01.22 05:00 | close | 41 | 0.10 | 1.62149 | 0.00000 | 0.00000 | -20.40 | 10059.96 |
83 | 2010.01.22 05:00 | buy | 42 | 0.10 | 1.62149 | 0.00000 | 0.00000 | ||
84 | 2010.01.22 14:00 | close | 42 | 0.10 | 1.61120 | 0.00000 | 0.00000 | -102.90 | 9957.06 |
85 | 2010.01.22 14:00 | sell | 43 | 0.10 | 1.61120 | 0.00000 | 0.00000 | ||
86 | 2010.01.22 22:00 | close | 43 | 0.10 | 1.61138 | 0.00000 | 0.00000 | -1.80 | 9955.26 |
87 | 2010.01.22 22:00 | buy | 44 | 0.10 | 1.61138 | 0.00000 | 0.00000 | ||
88 | 2010.01.25 01:00 | close | 44 | 0.10 | 1.61139 | 0.00000 | 0.00000 | 0.11 | 9955.37 |
89 | 2010.01.25 01:00 | sell | 45 | 0.10 | 1.61139 | 0.00000 | 0.00000 | ||
90 | 2010.01.25 08:00 | close | 45 | 0.10 | 1.61317 | 0.00000 | 0.00000 | -17.80 | 9937.57 |
91 | 2010.01.25 08:00 | buy | 46 | 0.10 | 1.61317 | 0.00000 | 0.00000 | ||
92 | 2010.01.26 05:00 | close | 46 | 0.10 | 1.62202 | 0.00000 | 0.00000 | 88.51 | 10026.08 |
93 | 2010.01.26 05:00 | sell | 47 | 0.10 | 1.62202 | 0.00000 | 0.00000 | ||
94 | 2010.01.26 19:00 | close | 47 | 0.10 | 1.61548 | 0.00000 | 0.00000 | 65.40 | 10091.48 |
95 | 2010.01.26 19:00 | buy | 48 | 0.10 | 1.61548 | 0.00000 | 0.00000 | ||
96 | 2010.01.27 01:00 | close | 48 | 0.10 | 1.61425 | 0.00000 | 0.00000 | -12.29 | 10079.19 |
97 | 2010.01.27 01:00 | sell | 49 | 0.10 | 1.61425 | 0.00000 | 0.00000 | ||
98 | 2010.01.27 11:00 | close | 49 | 0.10 | 1.61876 | 0.00000 | 0.00000 | -45.10 | 10034.09 |
99 | 2010.01.27 11:00 | buy | 50 | 0.10 | 1.61876 | 0.00000 | 0.00000 | ||
100 | 2010.01.27 19:00 | close | 50 | 0.10 | 1.61809 | 0.00000 | 0.00000 | -6.70 | 10027.39 |
101 | 2010.01.27 19:00 | sell | 51 | 0.10 | 1.61809 | 0.00000 | 0.00000 | ||
102 | 2010.01.28 04:00 | close | 51 | 0.10 | 1.62079 | 0.00000 | 0.00000 | -27.75 | 9999.64 |
103 | 2010.01.28 04:00 | buy | 52 | 0.10 | 1.62079 | 0.00000 | 0.00000 | ||
104 | 2010.01.28 16:00 | close | 52 | 0.10 | 1.62080 | 0.00000 | 0.00000 | 0.10 | 9999.74 |
105 | 2010.01.28 16:00 | sell | 53 | 0.10 | 1.62080 | 0.00000 | 0.00000 | ||
106 | 2010.01.29 03:00 | close | 53 | 0.10 | 1.61439 | 0.00000 | 0.00000 | 63.85 | 10063.59 |
107 | 2010.01.29 03:00 | buy | 54 | 0.10 | 1.61439 | 0.00000 | 0.00000 | ||
108 | 2010.01.29 07:00 | close | 54 | 0.10 | 1.61141 | 0.00000 | 0.00000 | -29.80 | 10033.79 |
109 | 2010.01.29 07:00 | sell | 55 | 0.10 | 1.61141 | 0.00000 | 0.00000 | ||
110 | 2010.01.29 08:00 | close | 55 | 0.10 | 1.61506 | 0.00000 | 0.00000 | -36.50 | 9997.29 |
111 | 2010.01.29 08:00 | buy | 56 | 0.10 | 1.61506 | 0.00000 | 0.00000 | ||
112 | 2010.01.29 09:00 | close | 56 | 0.10 | 1.61387 | 0.00000 | 0.00000 | -11.90 | 9985.39 |
113 | 2010.01.29 09:00 | sell | 57 | 0.10 | 1.61387 | 0.00000 | 0.00000 | ||
114 | 2010.01.29 10:00 | close | 57 | 0.10 | 1.61727 | 0.00000 | 0.00000 | -34.00 | 9951.39 |
115 | 2010.01.29 10:00 | buy | 58 | 0.10 | 1.61727 | 0.00000 | 0.00000 | ||
116 | 2010.01.29 15:00 | close | 58 | 0.10 | 1.60560 | 0.00000 | 0.00000 | -116.70 | 9834.69 |
117 | 2010.01.29 15:00 | sell | 59 | 0.10 | 1.60560 | 0.00000 | 0.00000 | ||
118 | 2010.02.01 18:00 | close | 59 | 0.10 | 1.59237 | 0.00000 | 0.00000 | 132.05 | 9966.74 |
119 | 2010.02.01 18:00 | buy | 60 | 0.10 | 1.59237 | 0.00000 | 0.00000 | ||
120 | 2010.02.02 05:00 | close | 60 | 0.10 | 1.59319 | 0.00000 | 0.00000 | 8.21 | 9974.95 |
121 | 2010.02.02 05:00 | sell | 61 | 0.10 | 1.59319 | 0.00000 | 0.00000 | ||
122 | 2010.02.02 16:00 | close | 61 | 0.10 | 1.59525 | 0.00000 | 0.00000 | -20.60 | 9954.35 |
123 | 2010.02.02 16:00 | buy | 62 | 0.10 | 1.59525 | 0.00000 | 0.00000 | ||
124 | 2010.02.03 14:00 | close | 62 | 0.10 | 1.59632 | 0.00000 | 0.00000 | 10.71 | 9965.06 |
125 | 2010.02.03 14:00 | sell | 63 | 0.10 | 1.59632 | 0.00000 | 0.00000 | ||
126 | 2010.02.04 04:00 | close | 63 | 0.10 | 1.59108 | 0.00000 | 0.00000 | 51.65 | 10016.71 |
127 | 2010.02.04 04:00 | buy | 64 | 0.10 | 1.59108 | 0.00000 | 0.00000 | ||
128 | 2010.02.04 08:00 | close | 64 | 0.10 | 1.58803 | 0.00000 | 0.00000 | -30.50 | 9986.21 |
129 | 2010.02.04 08:00 | sell | 65 | 0.10 | 1.58803 | 0.00000 | 0.00000 | ||
130 | 2010.02.05 15:00 | close | 65 | 0.10 | 1.57218 | 0.00000 | 0.00000 | 158.25 | 10144.46 |
131 | 2010.02.05 15:00 | buy | 66 | 0.10 | 1.57218 | 0.00000 | 0.00000 | ||
132 | 2010.02.05 16:00 | close | 66 | 0.10 | 1.56376 | 0.00000 | 0.00000 | -84.20 | 10060.26 |
133 | 2010.02.05 16:00 | sell | 67 | 0.10 | 1.56376 | 0.00000 | 0.00000 | ||
134 | 2010.02.08 02:00 | close | 67 | 0.10 | 1.56197 | 0.00000 | 0.00000 | 17.65 | 10077.91 |
135 | 2010.02.08 02:00 | buy | 68 | 0.10 | 1.56197 | 0.00000 | 0.00000 | ||
136 | 2010.02.08 07:00 | close | 68 | 0.10 | 1.55919 | 0.00000 | 0.00000 | -27.80 | 10050.11 |
137 | 2010.02.08 07:00 | sell | 69 | 0.10 | 1.55919 | 0.00000 | 0.00000 | ||
138 | 2010.02.08 14:00 | close | 69 | 0.10 | 1.56039 | 0.00000 | 0.00000 | -12.00 | 10038.11 |
139 | 2010.02.08 14:00 | buy | 70 | 0.10 | 1.56039 | 0.00000 | 0.00000 | ||
140 | 2010.02.08 23:00 | close | 70 | 0.10 | 1.55825 | 0.00000 | 0.00000 | -21.40 | 10016.71 |
141 | 2010.02.08 23:00 | sell | 71 | 0.10 | 1.55825 | 0.00000 | 0.00000 | ||
142 | 2010.02.09 06:00 | close | 71 | 0.10 | 1.56182 | 0.00000 | 0.00000 | -35.95 | 9980.76 |
143 | 2010.02.09 06:00 | buy | 72 | 0.10 | 1.56182 | 0.00000 | 0.00000 | ||
144 | 2010.02.09 12:00 | close | 72 | 0.10 | 1.55748 | 0.00000 | 0.00000 | -43.40 | 9937.36 |
145 | 2010.02.09 12:00 | sell | 73 | 0.10 | 1.55748 | 0.00000 | 0.00000 | ||
146 | 2010.02.09 17:00 | close | 73 | 0.10 | 1.56098 | 0.00000 | 0.00000 | -35.00 | 9902.36 |
147 | 2010.02.09 17:00 | buy | 74 | 0.10 | 1.56098 | 0.00000 | 0.00000 | ||
148 | 2010.02.10 04:00 | close | 74 | 0.10 | 1.56803 | 0.00000 | 0.00000 | 70.51 | 9972.87 |
149 | 2010.02.10 04:00 | sell | 75 | 0.10 | 1.56803 | 0.00000 | 0.00000 | ||
150 | 2010.02.10 11:00 | close | 75 | 0.10 | 1.57287 | 0.00000 | 0.00000 | -48.40 | 9924.47 |
151 | 2010.02.10 11:00 | buy | 76 | 0.10 | 1.57287 | 0.00000 | 0.00000 | ||
152 | 2010.02.10 14:00 | close | 76 | 0.10 | 1.56204 | 0.00000 | 0.00000 | -108.30 | 9816.17 |
153 | 2010.02.10 14:00 | sell | 77 | 0.10 | 1.56204 | 0.00000 | 0.00000 | ||
154 | 2010.02.11 02:00 | close | 77 | 0.10 | 1.56203 | 0.00000 | 0.00000 | -0.65 | 9815.52 |
155 | 2010.02.11 02:00 | buy | 78 | 0.10 | 1.56203 | 0.00000 | 0.00000 | ||
156 | 2010.02.11 09:00 | close | 78 | 0.10 | 1.56061 | 0.00000 | 0.00000 | -14.20 | 9801.32 |
157 | 2010.02.11 09:00 | sell | 79 | 0.10 | 1.56061 | 0.00000 | 0.00000 | ||
158 | 2010.02.11 16:00 | close | 79 | 0.10 | 1.55996 | 0.00000 | 0.00000 | 6.50 | 9807.82 |
159 | 2010.02.11 16:00 | buy | 80 | 0.10 | 1.55996 | 0.00000 | 0.00000 | ||
160 | 2010.02.12 04:00 | close | 80 | 0.10 | 1.56863 | 0.00000 | 0.00000 | 86.71 | 9894.53 |
161 | 2010.02.12 04:00 | sell | 81 | 0.10 | 1.56863 | 0.00000 | 0.00000 | ||
162 | 2010.02.12 08:00 | close | 81 | 0.10 | 1.57027 | 0.00000 | 0.00000 | -16.40 | 9878.13 |
163 | 2010.02.12 08:00 | buy | 82 | 0.10 | 1.57027 | 0.00000 | 0.00000 | ||
164 | 2010.02.12 12:00 | close | 82 | 0.10 | 1.56142 | 0.00000 | 0.00000 | -88.50 | 9789.63 |
165 | 2010.02.12 12:00 | sell | 83 | 0.10 | 1.56142 | 0.00000 | 0.00000 | ||
166 | 2010.02.12 19:00 | close | 83 | 0.10 | 1.56720 | 0.00000 | 0.00000 | -57.80 | 9731.83 |
167 | 2010.02.12 19:00 | buy | 84 | 0.10 | 1.56720 | 0.00000 | 0.00000 | ||
168 | 2010.02.15 05:00 | close | 84 | 0.10 | 1.56640 | 0.00000 | 0.00000 | -7.99 | 9723.84 |
169 | 2010.02.15 05:00 | sell | 85 | 0.10 | 1.56640 | 0.00000 | 0.00000 | ||
170 | 2010.02.15 11:00 | close | 85 | 0.10 | 1.56742 | 0.00000 | 0.00000 | -10.20 | 9713.64 |
171 | 2010.02.15 11:00 | buy | 86 | 0.10 | 1.56742 | 0.00000 | 0.00000 | ||
172 | 2010.02.15 17:00 | close | 86 | 0.10 | 1.56523 | 0.00000 | 0.00000 | -21.90 | 9691.74 |
173 | 2010.02.15 17:00 | sell | 87 | 0.10 | 1.56523 | 0.00000 | 0.00000 | ||
174 | 2010.02.16 00:00 | close | 87 | 0.10 | 1.56679 | 0.00000 | 0.00000 | -15.85 | 9675.89 |
175 | 2010.02.16 00:00 | buy | 88 | 0.10 | 1.56679 | 0.00000 | 0.00000 | ||
176 | 2010.02.16 13:00 | close | 88 | 0.10 | 1.56974 | 0.00000 | 0.00000 | 29.50 | 9705.39 |
177 | 2010.02.16 13:00 | sell | 89 | 0.10 | 1.56974 | 0.00000 | 0.00000 | ||
178 | 2010.02.16 19:00 | close | 89 | 0.10 | 1.57741 | 0.00000 | 0.00000 | -76.70 | 9628.69 |
179 | 2010.02.16 19:00 | buy | 90 | 0.10 | 1.57741 | 0.00000 | 0.00000 | ||
180 | 2010.02.17 03:00 | close | 90 | 0.10 | 1.57659 | 0.00000 | 0.00000 | -8.19 | 9620.50 |
181 | 2010.02.17 03:00 | sell | 91 | 0.10 | 1.57659 | 0.00000 | 0.00000 | ||
182 | 2010.02.17 09:00 | close | 91 | 0.10 | 1.58009 | 0.00000 | 0.00000 | -35.00 | 9585.50 |
183 | 2010.02.17 09:00 | buy | 92 | 0.10 | 1.58009 | 0.00000 | 0.00000 | ||
184 | 2010.02.17 14:00 | close | 92 | 0.10 | 1.57898 | 0.00000 | 0.00000 | -11.10 | 9574.40 |
185 | 2010.02.17 14:00 | sell | 93 | 0.10 | 1.57898 | 0.00000 | 0.00000 | ||
186 | 2010.02.18 17:00 | close | 93 | 0.10 | 1.56411 | 0.00000 | 0.00000 | 147.95 | 9722.35 |
187 | 2010.02.18 17:00 | buy | 94 | 0.10 | 1.56411 | 0.00000 | 0.00000 | ||
188 | 2010.02.18 22:00 | close | 94 | 0.10 | 1.56185 | 0.00000 | 0.00000 | -22.60 | 9699.75 |
189 | 2010.02.18 22:00 | sell | 95 | 0.10 | 1.56185 | 0.00000 | 0.00000 | ||
190 | 2010.02.19 16:00 | close | 95 | 0.10 | 1.54192 | 0.00000 | 0.00000 | 199.05 | 9898.80 |
191 | 2010.02.19 16:00 | buy | 96 | 0.10 | 1.54192 | 0.00000 | 0.00000 | ||
192 | 2010.02.22 09:00 | close | 96 | 0.10 | 1.54700 | 0.00000 | 0.00000 | 50.81 | 9949.61 |
193 | 2010.02.22 09:00 | sell | 97 | 0.10 | 1.54700 | 0.00000 | 0.00000 | ||
194 | 2010.02.22 15:00 | close | 97 | 0.10 | 1.54772 | 0.00000 | 0.00000 | -7.20 | 9942.41 |
195 | 2010.02.22 15:00 | buy | 98 | 0.10 | 1.54772 | 0.00000 | 0.00000 | ||
196 | 2010.02.22 22:00 | close | 98 | 0.10 | 1.54789 | 0.00000 | 0.00000 | 1.70 | 9944.11 |
197 | 2010.02.22 22:00 | sell | 99 | 0.10 | 1.54789 | 0.00000 | 0.00000 | ||
198 | 2010.02.23 01:00 | close | 99 | 0.10 | 1.55016 | 0.00000 | 0.00000 | -22.95 | 9921.16 |
199 | 2010.02.23 01:00 | buy | 100 | 0.10 | 1.55016 | 0.00000 | 0.00000 | ||
200 | 2010.02.23 11:00 | close | 100 | 0.10 | 1.54315 | 0.00000 | 0.00000 | -70.10 | 9851.06 |
201 | 2010.02.23 11:00 | sell | 101 | 0.10 | 1.54315 | 0.00000 | 0.00000 | ||
202 | 2010.02.23 19:00 | close | 101 | 0.10 | 1.54277 | 0.00000 | 0.00000 | 3.80 | 9854.86 |
203 | 2010.02.23 19:00 | buy | 102 | 0.10 | 1.54277 | 0.00000 | 0.00000 | ||
204 | 2010.02.23 22:00 | close | 102 | 0.10 | 1.54060 | 0.00000 | 0.00000 | -21.70 | 9833.16 |
205 | 2010.02.23 22:00 | sell | 103 | 0.10 | 1.54060 | 0.00000 | 0.00000 | ||
206 | 2010.02.24 03:00 | close | 103 | 0.10 | 1.54548 | 0.00000 | 0.00000 | -49.05 | 9784.11 |
207 | 2010.02.24 03:00 | buy | 104 | 0.10 | 1.54548 | 0.00000 | 0.00000 | ||
208 | 2010.02.24 09:00 | close | 104 | 0.10 | 1.54275 | 0.00000 | 0.00000 | -27.30 | 9756.81 |
209 | 2010.02.24 09:00 | sell | 105 | 0.10 | 1.54275 | 0.00000 | 0.00000 | ||
210 | 2010.02.24 17:00 | close | 105 | 0.10 | 1.54501 | 0.00000 | 0.00000 | -22.60 | 9734.21 |
211 | 2010.02.24 17:00 | buy | 106 | 0.10 | 1.54501 | 0.00000 | 0.00000 | ||
212 | 2010.02.24 18:00 | close | 106 | 0.10 | 1.54310 | 0.00000 | 0.00000 | -19.10 | 9715.11 |
213 | 2010.02.24 18:00 | sell | 107 | 0.10 | 1.54310 | 0.00000 | 0.00000 | ||
214 | 2010.02.25 23:00 | close | 107 | 0.10 | 1.52645 | 0.00000 | 0.00000 | 165.75 | 9880.86 |
215 | 2010.02.25 23:00 | buy | 108 | 0.10 | 1.52645 | 0.00000 | 0.00000 | ||
216 | 2010.02.26 04:00 | close | 108 | 0.10 | 1.52547 | 0.00000 | 0.00000 | -9.79 | 9871.07 |
217 | 2010.02.26 04:00 | sell | 109 | 0.10 | 1.52547 | 0.00000 | 0.00000 | ||
218 | 2010.02.26 05:00 | close | 109 | 0.10 | 1.52750 | 0.00000 | 0.00000 | -20.30 | 9850.77 |
219 | 2010.02.26 05:00 | buy | 110 | 0.10 | 1.52750 | 0.00000 | 0.00000 | ||
220 | 2010.02.26 11:00 | close | 110 | 0.10 | 1.52546 | 0.00000 | 0.00000 | -20.40 | 9830.37 |
221 | 2010.02.26 11:00 | sell | 111 | 0.10 | 1.52546 | 0.00000 | 0.00000 | ||
222 | 2010.02.26 20:00 | close | 111 | 0.10 | 1.52445 | 0.00000 | 0.00000 | 10.10 | 9840.47 |
223 | 2010.02.26 20:00 | buy | 112 | 0.10 | 1.52445 | 0.00000 | 0.00000 | ||
224 | 2010.02.26 22:56 | close at stop | 112 | 0.10 | 1.52354 | 0.00000 | 0.00000 | -9.10 | 9831.37 |