Strategy Tester Report
OverHedge_mini
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 | MagicNumber=11111; Lots=0.01; HedgeBase=2; Slippage=5; shutdownGrid=false; TunnelWidth=20; profitTarget=100; UseLSMA=false; MAShortPeriod=8; MALongPeriod=21; PauseSeconds=6; MillisPerSec=1000; | ||||
Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -8292.41 | Gross profit | 16351.27 | Gross loss | -24643.68 |
Profit factor | 0.66 | Expected payoff | -57.19 | ||
Absolute drawdown | 8292.41 | Maximal drawdown | 9667.42 (84.99%) | Relative drawdown | 84.99% (9667.42) |
Total trades | 145 | Short positions (won %) | 75 (49.33%) | Long positions (won %) | 70 (58.57%) |
Profit trades (% of total) | 78 (53.79%) | Loss trades (% of total) | 67 (46.21%) | ||
Largest | profit trade | 4474.88 | loss trade | -11571.20 | |
Average | profit trade | 209.63 | loss trade | -367.82 | |
Maximum | consecutive wins (profit in money) | 6 (4839.84) | consecutive losses (loss in money) | 6 (-4110.51) | |
Maximal | consecutive profit (count of wins) | 4839.84 (6) | consecutive loss (count of losses) | -11571.20 (1) | |
Average | consecutive wins | 3 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.04 00:00 | buy | 1 | 0.01 | 1.61244 | 0.00000 | 0.00000 | ||
2 | 2010.01.04 01:20 | sell | 2 | 0.02 | 1.61052 | 0.00000 | 0.00000 | ||
3 | 2010.01.04 01:27 | buy | 3 | 0.04 | 1.61321 | 0.00000 | 0.00000 | ||
4 | 2010.01.04 01:50 | sell | 4 | 0.08 | 1.61115 | 0.00000 | 0.00000 | ||
5 | 2010.01.04 08:16 | close | 3 | 0.04 | 1.60588 | 0.00000 | 0.00000 | -29.32 | 9970.68 |
6 | 2010.01.04 08:16 | close | 1 | 0.01 | 1.60588 | 0.00000 | 0.00000 | -6.56 | 9964.12 |
7 | 2010.01.04 08:16 | close | 4 | 0.08 | 1.60611 | 0.00000 | 0.00000 | 40.32 | 10004.44 |
8 | 2010.01.04 08:16 | close | 2 | 0.02 | 1.60611 | 0.00000 | 0.00000 | 8.82 | 10013.26 |
9 | 2010.01.04 08:16 | sell | 5 | 0.01 | 1.60588 | 0.00000 | 0.00000 | ||
10 | 2010.01.04 08:20 | buy | 6 | 0.02 | 1.60662 | 0.00000 | 0.00000 | ||
11 | 2010.01.04 08:37 | sell | 7 | 0.04 | 1.60567 | 0.00000 | 0.00000 | ||
12 | 2010.01.04 08:40 | buy | 8 | 0.08 | 1.60835 | 0.00000 | 0.00000 | ||
13 | 2010.01.04 09:15 | close | 7 | 0.04 | 1.61346 | 0.00000 | 0.00000 | -31.16 | 9982.10 |
14 | 2010.01.04 09:15 | close | 5 | 0.01 | 1.61346 | 0.00000 | 0.00000 | -7.58 | 9974.52 |
15 | 2010.01.04 09:15 | close | 8 | 0.08 | 1.61323 | 0.00000 | 0.00000 | 39.04 | 10013.56 |
16 | 2010.01.04 09:15 | close | 6 | 0.02 | 1.61323 | 0.00000 | 0.00000 | 13.22 | 10026.78 |
17 | 2010.01.04 09:15 | sell | 9 | 0.01 | 1.61323 | 0.00000 | 0.00000 | ||
18 | 2010.01.04 09:20 | buy | 10 | 0.02 | 1.61502 | 0.00000 | 0.00000 | ||
19 | 2010.01.04 09:27 | sell | 11 | 0.04 | 1.61271 | 0.00000 | 0.00000 | ||
20 | 2010.01.04 09:40 | buy | 12 | 0.08 | 1.61426 | 0.00000 | 0.00000 | ||
21 | 2010.01.04 10:20 | close | 11 | 0.04 | 1.61872 | 0.00000 | 0.00000 | -24.04 | 10002.74 |
22 | 2010.01.04 10:20 | close | 9 | 0.01 | 1.61872 | 0.00000 | 0.00000 | -5.49 | 9997.25 |
23 | 2010.01.04 10:20 | close | 12 | 0.08 | 1.61849 | 0.00000 | 0.00000 | 33.84 | 10031.09 |
24 | 2010.01.04 10:20 | close | 10 | 0.02 | 1.61849 | 0.00000 | 0.00000 | 6.94 | 10038.03 |
25 | 2010.01.04 10:20 | buy | 13 | 0.01 | 1.61872 | 0.00000 | 0.00000 | ||
26 | 2010.01.04 10:27 | sell | 14 | 0.02 | 1.61728 | 0.00000 | 0.00000 | ||
27 | 2010.01.04 10:40 | buy | 15 | 0.04 | 1.61892 | 0.00000 | 0.00000 | ||
28 | 2010.01.04 11:20 | close | 14 | 0.02 | 1.62430 | 0.00000 | 0.00000 | -14.04 | 10023.99 |
29 | 2010.01.04 11:20 | close | 15 | 0.04 | 1.62407 | 0.00000 | 0.00000 | 20.60 | 10044.59 |
30 | 2010.01.04 11:20 | close | 13 | 0.01 | 1.62407 | 0.00000 | 0.00000 | 5.35 | 10049.94 |
31 | 2010.01.04 11:20 | buy | 16 | 0.01 | 1.62430 | 0.00000 | 0.00000 | ||
32 | 2010.01.04 11:22 | sell | 17 | 0.02 | 1.62322 | 0.00000 | 0.00000 | ||
33 | 2010.01.04 16:50 | close | 16 | 0.01 | 1.61143 | 0.00000 | 0.00000 | -12.87 | 10037.07 |
34 | 2010.01.04 16:50 | close | 17 | 0.02 | 1.61166 | 0.00000 | 0.00000 | 23.12 | 10060.19 |
35 | 2010.01.04 16:50 | buy | 18 | 0.01 | 1.61166 | 0.00000 | 0.00000 | ||
36 | 2010.01.04 17:15 | sell | 19 | 0.02 | 1.61012 | 0.00000 | 0.00000 | ||
37 | 2010.01.04 17:45 | buy | 20 | 0.04 | 1.61248 | 0.00000 | 0.00000 | ||
38 | 2010.01.04 17:59 | sell | 21 | 0.08 | 1.61058 | 0.00000 | 0.00000 | ||
39 | 2010.01.04 18:15 | buy | 22 | 0.16 | 1.61189 | 0.00000 | 0.00000 | ||
40 | 2010.01.04 19:40 | sell | 23 | 0.32 | 1.61070 | 0.00000 | 0.00000 | ||
41 | 2010.01.04 20:20 | buy | 24 | 0.64 | 1.61230 | 0.00000 | 0.00000 | ||
42 | 2010.01.04 20:35 | sell | 25 | 1.28 | 1.61072 | 0.00000 | 0.00000 | ||
43 | 2010.01.04 22:50 | close | 24 | 0.64 | 1.60847 | 0.00000 | 0.00000 | -245.12 | 9815.07 |
44 | 2010.01.04 22:50 | close | 22 | 0.16 | 1.60847 | 0.00000 | 0.00000 | -54.72 | 9760.35 |
45 | 2010.01.04 22:50 | close | 20 | 0.04 | 1.60847 | 0.00000 | 0.00000 | -16.04 | 9744.31 |
46 | 2010.01.04 22:50 | close | 18 | 0.01 | 1.60847 | 0.00000 | 0.00000 | -3.19 | 9741.12 |
47 | 2010.01.04 22:50 | close | 25 | 1.28 | 1.60870 | 0.00000 | 0.00000 | 258.56 | 9999.68 |
48 | 2010.01.04 22:50 | close | 23 | 0.32 | 1.60870 | 0.00000 | 0.00000 | 64.00 | 10063.68 |
49 | 2010.01.04 22:50 | close | 21 | 0.08 | 1.60870 | 0.00000 | 0.00000 | 15.04 | 10078.72 |
50 | 2010.01.04 22:50 | close | 19 | 0.02 | 1.60870 | 0.00000 | 0.00000 | 2.84 | 10081.56 |
51 | 2010.01.04 22:50 | sell | 26 | 0.01 | 1.60847 | 0.00000 | 0.00000 | ||
52 | 2010.01.04 23:15 | buy | 27 | 0.02 | 1.60944 | 0.00000 | 0.00000 | ||
53 | 2010.01.05 00:07 | sell | 28 | 0.04 | 1.60838 | 0.00000 | 0.00000 | ||
54 | 2010.01.05 00:10 | buy | 29 | 0.08 | 1.60981 | 0.00000 | 0.00000 | ||
55 | 2010.01.05 01:20 | close | 28 | 0.04 | 1.61382 | 0.00000 | 0.00000 | -21.76 | 10059.80 |
56 | 2010.01.05 01:20 | close | 26 | 0.01 | 1.61382 | 0.00000 | 0.00000 | -5.37 | 10054.43 |
57 | 2010.01.05 01:20 | close | 29 | 0.08 | 1.61359 | 0.00000 | 0.00000 | 30.24 | 10084.67 |
58 | 2010.01.05 01:20 | close | 27 | 0.02 | 1.61359 | 0.00000 | 0.00000 | 8.30 | 10092.97 |
59 | 2010.01.05 01:20 | sell | 30 | 0.01 | 1.61359 | 0.00000 | 0.00000 | ||
60 | 2010.01.05 07:45 | buy | 31 | 0.02 | 1.61478 | 0.00000 | 0.00000 | ||
61 | 2010.01.05 08:15 | sell | 32 | 0.04 | 1.61303 | 0.00000 | 0.00000 | ||
62 | 2010.01.05 08:37 | buy | 33 | 0.08 | 1.61470 | 0.00000 | 0.00000 | ||
63 | 2010.01.05 08:40 | sell | 34 | 0.16 | 1.61251 | 0.00000 | 0.00000 | ||
64 | 2010.01.05 08:50 | close | 33 | 0.08 | 1.60907 | 0.00000 | 0.00000 | -45.04 | 10047.93 |
65 | 2010.01.05 08:50 | close | 31 | 0.02 | 1.60907 | 0.00000 | 0.00000 | -11.42 | 10036.51 |
66 | 2010.01.05 08:50 | close | 34 | 0.16 | 1.60930 | 0.00000 | 0.00000 | 51.36 | 10087.87 |
67 | 2010.01.05 08:50 | close | 32 | 0.04 | 1.60930 | 0.00000 | 0.00000 | 14.92 | 10102.79 |
68 | 2010.01.05 08:50 | close | 30 | 0.01 | 1.60930 | 0.00000 | 0.00000 | 4.29 | 10107.08 |
69 | 2010.01.05 08:50 | sell | 35 | 0.01 | 1.60907 | 0.00000 | 0.00000 | ||
70 | 2010.01.05 08:52 | buy | 36 | 0.02 | 1.61028 | 0.00000 | 0.00000 | ||
71 | 2010.01.05 09:10 | sell | 37 | 0.04 | 1.60791 | 0.00000 | 0.00000 | ||
72 | 2010.01.05 09:32 | close | 36 | 0.02 | 1.60292 | 0.00000 | 0.00000 | -14.72 | 10092.36 |
73 | 2010.01.05 09:32 | close | 37 | 0.04 | 1.60315 | 0.00000 | 0.00000 | 19.04 | 10111.40 |
74 | 2010.01.05 09:32 | close | 35 | 0.01 | 1.60315 | 0.00000 | 0.00000 | 5.92 | 10117.32 |
75 | 2010.01.05 09:32 | sell | 38 | 0.01 | 1.60292 | 0.00000 | 0.00000 | ||
76 | 2010.01.05 09:40 | buy | 39 | 0.02 | 1.60410 | 0.00000 | 0.00000 | ||
77 | 2010.01.05 11:20 | sell | 40 | 0.04 | 1.60208 | 0.00000 | 0.00000 | ||
78 | 2010.01.05 11:27 | buy | 41 | 0.08 | 1.60395 | 0.00000 | 0.00000 | ||
79 | 2010.01.05 11:40 | sell | 42 | 0.16 | 1.60213 | 0.00000 | 0.00000 | ||
80 | 2010.01.05 12:02 | close | 41 | 0.08 | 1.59893 | 0.00000 | 0.00000 | -40.16 | 10077.16 |
81 | 2010.01.05 12:02 | close | 39 | 0.02 | 1.59893 | 0.00000 | 0.00000 | -10.34 | 10066.82 |
82 | 2010.01.05 12:02 | close | 42 | 0.16 | 1.59916 | 0.00000 | 0.00000 | 47.52 | 10114.34 |
83 | 2010.01.05 12:02 | close | 40 | 0.04 | 1.59916 | 0.00000 | 0.00000 | 11.68 | 10126.02 |
84 | 2010.01.05 12:02 | close | 38 | 0.01 | 1.59916 | 0.00000 | 0.00000 | 3.76 | 10129.78 |
85 | 2010.01.05 12:02 | sell | 43 | 0.01 | 1.59893 | 0.00000 | 0.00000 | ||
86 | 2010.01.05 12:10 | buy | 44 | 0.02 | 1.59998 | 0.00000 | 0.00000 | ||
87 | 2010.01.05 17:50 | sell | 45 | 0.04 | 1.59855 | 0.00000 | 0.00000 | ||
88 | 2010.01.05 17:57 | buy | 46 | 0.08 | 1.59992 | 0.00000 | 0.00000 | ||
89 | 2010.01.05 18:20 | sell | 47 | 0.16 | 1.59867 | 0.00000 | 0.00000 | ||
90 | 2010.01.05 18:27 | buy | 48 | 0.32 | 1.59978 | 0.00000 | 0.00000 | ||
91 | 2010.01.05 18:32 | sell | 49 | 0.64 | 1.59872 | 0.00000 | 0.00000 | ||
92 | 2010.01.05 18:45 | buy | 50 | 1.28 | 1.60006 | 0.00000 | 0.00000 | ||
93 | 2010.01.05 19:10 | sell | 51 | 2.56 | 1.59893 | 0.00000 | 0.00000 | ||
94 | 2010.01.05 19:20 | close | 50 | 1.28 | 1.59644 | 0.00000 | 0.00000 | -463.36 | 9666.42 |
95 | 2010.01.05 19:20 | close | 48 | 0.32 | 1.59644 | 0.00000 | 0.00000 | -106.88 | 9559.54 |
96 | 2010.01.05 19:20 | close | 46 | 0.08 | 1.59644 | 0.00000 | 0.00000 | -27.84 | 9531.70 |
97 | 2010.01.05 19:20 | close | 44 | 0.02 | 1.59644 | 0.00000 | 0.00000 | -7.08 | 9524.62 |
98 | 2010.01.05 19:20 | close | 51 | 2.56 | 1.59667 | 0.00000 | 0.00000 | 578.56 | 10103.18 |
99 | 2010.01.05 19:20 | close | 49 | 0.64 | 1.59667 | 0.00000 | 0.00000 | 131.20 | 10234.38 |
100 | 2010.01.05 19:20 | close | 47 | 0.16 | 1.59667 | 0.00000 | 0.00000 | 32.00 | 10266.38 |
101 | 2010.01.05 19:20 | close | 45 | 0.04 | 1.59667 | 0.00000 | 0.00000 | 7.52 | 10273.90 |
102 | 2010.01.05 19:20 | close | 43 | 0.01 | 1.59667 | 0.00000 | 0.00000 | 2.26 | 10276.16 |
103 | 2010.01.05 19:20 | sell | 52 | 0.01 | 1.59644 | 0.00000 | 0.00000 | ||
104 | 2010.01.05 19:22 | buy | 53 | 0.02 | 1.59738 | 0.00000 | 0.00000 | ||
105 | 2010.01.06 01:40 | sell | 54 | 0.04 | 1.59628 | 0.00000 | 0.00000 | ||
106 | 2010.01.06 02:10 | buy | 55 | 0.08 | 1.59806 | 0.00000 | 0.00000 | ||
107 | 2010.01.06 06:20 | sell | 56 | 0.16 | 1.59588 | 0.00000 | 0.00000 | ||
108 | 2010.01.06 07:10 | buy | 57 | 0.32 | 1.59739 | 0.00000 | 0.00000 | ||
109 | 2010.01.06 07:45 | sell | 58 | 0.64 | 1.59614 | 0.00000 | 0.00000 | ||
110 | 2010.01.06 07:59 | buy | 59 | 1.28 | 1.59759 | 0.00000 | 0.00000 | ||
111 | 2010.01.06 08:02 | sell | 60 | 2.56 | 1.59622 | 0.00000 | 0.00000 | ||
112 | 2010.01.06 08:10 | buy | 61 | 5.12 | 1.59817 | 0.00000 | 0.00000 | ||
113 | 2010.01.06 08:20 | close | 60 | 2.56 | 1.60075 | 0.00000 | 0.00000 | -1159.68 | 9116.48 |
114 | 2010.01.06 08:20 | close | 58 | 0.64 | 1.60075 | 0.00000 | 0.00000 | -295.04 | 8821.44 |
115 | 2010.01.06 08:20 | close | 56 | 0.16 | 1.60075 | 0.00000 | 0.00000 | -77.92 | 8743.52 |
116 | 2010.01.06 08:20 | close | 54 | 0.04 | 1.60075 | 0.00000 | 0.00000 | -17.88 | 8725.64 |
117 | 2010.01.06 08:20 | close | 52 | 0.01 | 1.60075 | 0.00000 | 0.00000 | -4.33 | 8721.30 |
118 | 2010.01.06 08:20 | close | 61 | 5.12 | 1.60052 | 0.00000 | 0.00000 | 1203.20 | 9924.50 |
119 | 2010.01.06 08:20 | close | 59 | 1.28 | 1.60052 | 0.00000 | 0.00000 | 375.04 | 10299.54 |
120 | 2010.01.06 08:20 | close | 57 | 0.32 | 1.60052 | 0.00000 | 0.00000 | 100.16 | 10399.70 |
121 | 2010.01.06 08:20 | close | 55 | 0.08 | 1.60052 | 0.00000 | 0.00000 | 19.68 | 10419.38 |
122 | 2010.01.06 08:20 | close | 53 | 0.02 | 1.60052 | 0.00000 | 0.00000 | 6.28 | 10425.66 |
123 | 2010.01.06 08:20 | sell | 62 | 0.01 | 1.60052 | 0.00000 | 0.00000 | ||
124 | 2010.01.06 08:45 | buy | 63 | 0.02 | 1.60196 | 0.00000 | 0.00000 | ||
125 | 2010.01.06 10:50 | sell | 64 | 0.04 | 1.60032 | 0.00000 | 0.00000 | ||
126 | 2010.01.06 10:52 | buy | 65 | 0.08 | 1.60128 | 0.00000 | 0.00000 | ||
127 | 2010.01.06 11:20 | sell | 66 | 0.16 | 1.59996 | 0.00000 | 0.00000 | ||
128 | 2010.01.06 11:50 | buy | 67 | 0.32 | 1.60132 | 0.00000 | 0.00000 | ||
129 | 2010.01.06 11:57 | sell | 68 | 0.64 | 1.60017 | 0.00000 | 0.00000 | ||
130 | 2010.01.06 11:59 | buy | 69 | 1.28 | 1.60123 | 0.00000 | 0.00000 | ||
131 | 2010.01.06 12:10 | sell | 70 | 2.56 | 1.60030 | 0.00000 | 0.00000 | ||
132 | 2010.01.06 12:20 | close | 69 | 1.28 | 1.59863 | 0.00000 | 0.00000 | -332.80 | 10092.86 |
133 | 2010.01.06 12:20 | close | 67 | 0.32 | 1.59863 | 0.00000 | 0.00000 | -86.08 | 10006.78 |
134 | 2010.01.06 12:20 | close | 65 | 0.08 | 1.59863 | 0.00000 | 0.00000 | -21.20 | 9985.58 |
135 | 2010.01.06 12:20 | close | 63 | 0.02 | 1.59863 | 0.00000 | 0.00000 | -6.66 | 9978.92 |
136 | 2010.01.06 12:20 | close | 70 | 2.56 | 1.59886 | 0.00000 | 0.00000 | 368.64 | 10347.56 |
137 | 2010.01.06 12:20 | close | 68 | 0.64 | 1.59886 | 0.00000 | 0.00000 | 83.84 | 10431.40 |
138 | 2010.01.06 12:20 | close | 66 | 0.16 | 1.59886 | 0.00000 | 0.00000 | 17.60 | 10449.00 |
139 | 2010.01.06 12:20 | close | 64 | 0.04 | 1.59886 | 0.00000 | 0.00000 | 5.84 | 10454.84 |
140 | 2010.01.06 12:20 | close | 62 | 0.01 | 1.59886 | 0.00000 | 0.00000 | 1.66 | 10456.50 |
141 | 2010.01.06 12:20 | sell | 71 | 0.01 | 1.59863 | 0.00000 | 0.00000 | ||
142 | 2010.01.06 12:22 | buy | 72 | 0.02 | 1.59934 | 0.00000 | 0.00000 | ||
143 | 2010.01.06 12:50 | sell | 73 | 0.04 | 1.59781 | 0.00000 | 0.00000 | ||
144 | 2010.01.06 14:20 | buy | 74 | 0.08 | 1.59932 | 0.00000 | 0.00000 | ||
145 | 2010.01.06 14:22 | sell | 75 | 0.16 | 1.59849 | 0.00000 | 0.00000 | ||
146 | 2010.01.06 15:45 | close | 74 | 0.08 | 1.59543 | 0.00000 | 0.00000 | -31.12 | 10425.38 |
147 | 2010.01.06 15:45 | close | 72 | 0.02 | 1.59543 | 0.00000 | 0.00000 | -7.82 | 10417.56 |
148 | 2010.01.06 15:45 | close | 75 | 0.16 | 1.59566 | 0.00000 | 0.00000 | 45.28 | 10462.84 |
149 | 2010.01.06 15:45 | close | 73 | 0.04 | 1.59566 | 0.00000 | 0.00000 | 8.60 | 10471.44 |
150 | 2010.01.06 15:45 | close | 71 | 0.01 | 1.59566 | 0.00000 | 0.00000 | 2.97 | 10474.41 |
151 | 2010.01.06 15:45 | sell | 76 | 0.01 | 1.59543 | 0.00000 | 0.00000 | ||
152 | 2010.01.06 15:47 | buy | 77 | 0.02 | 1.59610 | 0.00000 | 0.00000 | ||
153 | 2010.01.06 15:50 | sell | 78 | 0.04 | 1.59367 | 0.00000 | 0.00000 | ||
154 | 2010.01.06 16:10 | buy | 79 | 0.08 | 1.59673 | 0.00000 | 0.00000 | ||
155 | 2010.01.06 17:10 | close | 78 | 0.04 | 1.60185 | 0.00000 | 0.00000 | -32.72 | 10441.69 |
156 | 2010.01.06 17:10 | close | 76 | 0.01 | 1.60185 | 0.00000 | 0.00000 | -6.42 | 10435.27 |
157 | 2010.01.06 17:10 | close | 79 | 0.08 | 1.60162 | 0.00000 | 0.00000 | 39.12 | 10474.39 |
158 | 2010.01.06 17:10 | close | 77 | 0.02 | 1.60162 | 0.00000 | 0.00000 | 11.04 | 10485.43 |
159 | 2010.01.06 17:10 | sell | 80 | 0.01 | 1.60162 | 0.00000 | 0.00000 | ||
160 | 2010.01.06 17:15 | buy | 81 | 0.02 | 1.60319 | 0.00000 | 0.00000 | ||
161 | 2010.01.06 17:45 | sell | 82 | 0.04 | 1.60149 | 0.00000 | 0.00000 | ||
162 | 2010.01.06 20:20 | buy | 83 | 0.08 | 1.60271 | 0.00000 | 0.00000 | ||
163 | 2010.01.06 20:27 | sell | 84 | 0.16 | 1.60120 | 0.00000 | 0.00000 | ||
164 | 2010.01.06 20:40 | buy | 85 | 0.32 | 1.60251 | 0.00000 | 0.00000 | ||
165 | 2010.01.06 20:43 | sell | 86 | 0.64 | 1.60131 | 0.00000 | 0.00000 | ||
166 | 2010.01.06 21:50 | buy | 87 | 1.28 | 1.60236 | 0.00000 | 0.00000 | ||
167 | 2010.01.06 21:57 | sell | 88 | 2.56 | 1.60150 | 0.00000 | 0.00000 | ||
168 | 2010.01.06 22:10 | buy | 89 | 5.12 | 1.60262 | 0.00000 | 0.00000 | ||
169 | 2010.01.06 22:33 | sell | 90 | 10.24 | 1.60154 | 0.00000 | 0.00000 | ||
170 | 2010.01.06 23:07 | buy | 91 | 20.48 | 1.60242 | 0.00000 | 0.00000 | ||
171 | 2010.01.07 01:15 | close | 90 | 10.24 | 1.60446 | 0.00000 | 0.00000 | -3060.74 | 7424.70 |
172 | 2010.01.07 01:15 | close | 88 | 2.56 | 1.60446 | 0.00000 | 0.00000 | -775.42 | 6649.27 |
173 | 2010.01.07 01:15 | close | 86 | 0.64 | 1.60446 | 0.00000 | 0.00000 | -206.02 | 6443.26 |
174 | 2010.01.07 01:15 | close | 84 | 0.16 | 1.60446 | 0.00000 | 0.00000 | -53.26 | 6389.99 |
175 | 2010.01.07 01:15 | close | 82 | 0.04 | 1.60446 | 0.00000 | 0.00000 | -12.16 | 6377.84 |
176 | 2010.01.07 01:15 | close | 80 | 0.01 | 1.60446 | 0.00000 | 0.00000 | -2.91 | 6374.93 |
177 | 2010.01.07 01:15 | close | 91 | 20.48 | 1.60423 | 0.00000 | 0.00000 | 3706.88 | 10081.81 |
178 | 2010.01.07 01:15 | close | 89 | 5.12 | 1.60423 | 0.00000 | 0.00000 | 824.32 | 10906.13 |
179 | 2010.01.07 01:15 | close | 87 | 1.28 | 1.60423 | 0.00000 | 0.00000 | 239.36 | 11145.49 |
180 | 2010.01.07 01:15 | close | 85 | 0.32 | 1.60423 | 0.00000 | 0.00000 | 55.04 | 11200.53 |
181 | 2010.01.07 01:15 | close | 83 | 0.08 | 1.60423 | 0.00000 | 0.00000 | 12.16 | 11212.69 |
182 | 2010.01.07 01:15 | close | 81 | 0.02 | 1.60423 | 0.00000 | 0.00000 | 2.08 | 11214.77 |
183 | 2010.01.07 01:15 | buy | 92 | 0.01 | 1.60446 | 0.00000 | 0.00000 | ||
184 | 2010.01.07 01:50 | sell | 93 | 0.02 | 1.60243 | 0.00000 | 0.00000 | ||
185 | 2010.01.07 12:50 | close | 92 | 0.01 | 1.58956 | 0.00000 | 0.00000 | -14.90 | 11199.87 |
186 | 2010.01.07 12:50 | close | 93 | 0.02 | 1.58979 | 0.00000 | 0.00000 | 25.28 | 11225.15 |
187 | 2010.01.07 12:50 | sell | 94 | 0.01 | 1.58956 | 0.00000 | 0.00000 | ||
188 | 2010.01.07 12:52 | buy | 95 | 0.02 | 1.59027 | 0.00000 | 0.00000 | ||
189 | 2010.01.07 13:07 | sell | 96 | 0.04 | 1.58953 | 0.00000 | 0.00000 | ||
190 | 2010.01.07 13:10 | buy | 97 | 0.08 | 1.59086 | 0.00000 | 0.00000 | ||
191 | 2010.01.07 15:15 | close | 96 | 0.04 | 1.59479 | 0.00000 | 0.00000 | -21.04 | 11204.11 |
192 | 2010.01.07 15:15 | close | 94 | 0.01 | 1.59479 | 0.00000 | 0.00000 | -5.23 | 11198.88 |
193 | 2010.01.07 15:15 | close | 97 | 0.08 | 1.59456 | 0.00000 | 0.00000 | 29.60 | 11228.48 |
194 | 2010.01.07 15:15 | close | 95 | 0.02 | 1.59456 | 0.00000 | 0.00000 | 8.58 | 11237.06 |
195 | 2010.01.07 15:15 | sell | 98 | 0.01 | 1.59456 | 0.00000 | 0.00000 | ||
196 | 2010.01.07 15:20 | buy | 99 | 0.02 | 1.59569 | 0.00000 | 0.00000 | ||
197 | 2010.01.07 15:27 | sell | 100 | 0.04 | 1.59426 | 0.00000 | 0.00000 | ||
198 | 2010.01.07 15:27 | buy | 101 | 0.08 | 1.59544 | 0.00000 | 0.00000 | ||
199 | 2010.01.07 15:40 | sell | 102 | 0.16 | 1.59408 | 0.00000 | 0.00000 | ||
200 | 2010.01.07 15:50 | close | 101 | 0.08 | 1.59148 | 0.00000 | 0.00000 | -31.68 | 11205.38 |
201 | 2010.01.07 15:50 | close | 99 | 0.02 | 1.59148 | 0.00000 | 0.00000 | -8.42 | 11196.96 |
202 | 2010.01.07 15:50 | close | 102 | 0.16 | 1.59171 | 0.00000 | 0.00000 | 37.92 | 11234.88 |
203 | 2010.01.07 15:50 | close | 100 | 0.04 | 1.59171 | 0.00000 | 0.00000 | 10.20 | 11245.08 |
204 | 2010.01.07 15:50 | close | 98 | 0.01 | 1.59171 | 0.00000 | 0.00000 | 2.85 | 11247.93 |
205 | 2010.01.07 15:50 | sell | 103 | 0.01 | 1.59148 | 0.00000 | 0.00000 | ||
206 | 2010.01.07 15:52 | buy | 104 | 0.02 | 1.59245 | 0.00000 | 0.00000 | ||
207 | 2010.01.07 16:02 | sell | 105 | 0.04 | 1.59136 | 0.00000 | 0.00000 | ||
208 | 2010.01.07 16:10 | buy | 106 | 0.08 | 1.59238 | 0.00000 | 0.00000 | ||
209 | 2010.01.07 17:20 | sell | 107 | 0.16 | 1.59047 | 0.00000 | 0.00000 | ||
210 | 2010.01.07 17:50 | buy | 108 | 0.32 | 1.59245 | 0.00000 | 0.00000 | ||
211 | 2010.01.07 17:59 | sell | 109 | 0.64 | 1.59097 | 0.00000 | 0.00000 | ||
212 | 2010.01.07 18:10 | buy | 110 | 1.28 | 1.59258 | 0.00000 | 0.00000 | ||
213 | 2010.01.07 18:50 | close | 109 | 0.64 | 1.59485 | 0.00000 | 0.00000 | -248.32 | 10999.61 |
214 | 2010.01.07 18:50 | close | 107 | 0.16 | 1.59485 | 0.00000 | 0.00000 | -70.08 | 10929.53 |
215 | 2010.01.07 18:50 | close | 105 | 0.04 | 1.59485 | 0.00000 | 0.00000 | -13.96 | 10915.57 |
216 | 2010.01.07 18:50 | close | 103 | 0.01 | 1.59485 | 0.00000 | 0.00000 | -3.37 | 10912.20 |
217 | 2010.01.07 18:50 | close | 110 | 1.28 | 1.59462 | 0.00000 | 0.00000 | 261.12 | 11173.32 |
218 | 2010.01.07 18:50 | close | 108 | 0.32 | 1.59462 | 0.00000 | 0.00000 | 69.44 | 11242.76 |
219 | 2010.01.07 18:50 | close | 106 | 0.08 | 1.59462 | 0.00000 | 0.00000 | 17.92 | 11260.68 |
220 | 2010.01.07 18:50 | close | 104 | 0.02 | 1.59462 | 0.00000 | 0.00000 | 4.34 | 11265.02 |
221 | 2010.01.07 18:50 | sell | 111 | 0.01 | 1.59462 | 0.00000 | 0.00000 | ||
222 | 2010.01.08 01:16 | buy | 112 | 0.02 | 1.59538 | 0.00000 | 0.00000 | ||
223 | 2010.01.08 01:26 | sell | 113 | 0.04 | 1.59445 | 0.00000 | 0.00000 | ||
224 | 2010.01.08 01:50 | buy | 114 | 0.08 | 1.59578 | 0.00000 | 0.00000 | ||
225 | 2010.01.08 01:57 | sell | 115 | 0.16 | 1.59459 | 0.00000 | 0.00000 | ||
226 | 2010.01.08 03:45 | close | 114 | 0.08 | 1.59201 | 0.00000 | 0.00000 | -30.16 | 11234.86 |
227 | 2010.01.08 03:45 | close | 112 | 0.02 | 1.59201 | 0.00000 | 0.00000 | -6.74 | 11228.12 |
228 | 2010.01.08 03:45 | close | 115 | 0.16 | 1.59224 | 0.00000 | 0.00000 | 37.60 | 11265.72 |
229 | 2010.01.08 03:45 | close | 113 | 0.04 | 1.59224 | 0.00000 | 0.00000 | 8.84 | 11274.56 |
230 | 2010.01.08 03:45 | close | 111 | 0.01 | 1.59224 | 0.00000 | 0.00000 | 2.36 | 11276.92 |
231 | 2010.01.08 03:45 | sell | 116 | 0.01 | 1.59201 | 0.00000 | 0.00000 | ||
232 | 2010.01.08 04:15 | buy | 117 | 0.02 | 1.59306 | 0.00000 | 0.00000 | ||
233 | 2010.01.08 14:40 | close | 116 | 0.01 | 1.60556 | 0.00000 | 0.00000 | -13.55 | 11263.37 |
234 | 2010.01.08 14:40 | close | 117 | 0.02 | 1.60533 | 0.00000 | 0.00000 | 24.54 | 11287.91 |
235 | 2010.01.08 14:40 | buy | 118 | 0.01 | 1.60556 | 0.00000 | 0.00000 | ||
236 | 2010.01.08 14:42 | sell | 119 | 0.02 | 1.60439 | 0.00000 | 0.00000 | ||
237 | 2010.01.08 14:45 | buy | 120 | 0.04 | 1.60839 | 0.00000 | 0.00000 | ||
238 | 2010.01.08 15:40 | sell | 121 | 0.08 | 1.60462 | 0.00000 | 0.00000 | ||
239 | 2010.01.08 16:20 | close | 120 | 0.04 | 1.59758 | 0.00000 | 0.00000 | -43.24 | 11244.67 |
240 | 2010.01.08 16:20 | close | 118 | 0.01 | 1.59758 | 0.00000 | 0.00000 | -7.98 | 11236.69 |
241 | 2010.01.08 16:20 | close | 121 | 0.08 | 1.59781 | 0.00000 | 0.00000 | 54.48 | 11291.17 |
242 | 2010.01.08 16:20 | close | 119 | 0.02 | 1.59781 | 0.00000 | 0.00000 | 13.16 | 11304.33 |
243 | 2010.01.08 16:20 | buy | 122 | 0.01 | 1.59781 | 0.00000 | 0.00000 | ||
244 | 2010.01.08 16:50 | sell | 123 | 0.02 | 1.59553 | 0.00000 | 0.00000 | ||
245 | 2010.01.08 17:15 | buy | 124 | 0.04 | 1.59808 | 0.00000 | 0.00000 | ||
246 | 2010.01.08 19:20 | close | 123 | 0.02 | 1.60384 | 0.00000 | 0.00000 | -16.62 | 11287.71 |
247 | 2010.01.08 19:20 | close | 124 | 0.04 | 1.60361 | 0.00000 | 0.00000 | 22.12 | 11309.83 |
248 | 2010.01.08 19:20 | close | 122 | 0.01 | 1.60361 | 0.00000 | 0.00000 | 5.80 | 11315.63 |
249 | 2010.01.08 19:20 | buy | 125 | 0.01 | 1.60384 | 0.00000 | 0.00000 | ||
250 | 2010.01.08 19:27 | sell | 126 | 0.02 | 1.60241 | 0.00000 | 0.00000 | ||
251 | 2010.01.08 19:32 | buy | 127 | 0.04 | 1.60385 | 0.00000 | 0.00000 | ||
252 | 2010.01.08 19:45 | sell | 128 | 0.08 | 1.60263 | 0.00000 | 0.00000 | ||
253 | 2010.01.08 20:50 | buy | 129 | 0.16 | 1.60451 | 0.00000 | 0.00000 | ||
254 | 2010.01.08 21:02 | sell | 130 | 0.32 | 1.60282 | 0.00000 | 0.00000 | ||
255 | 2010.01.08 21:20 | buy | 131 | 0.64 | 1.60409 | 0.00000 | 0.00000 | ||
256 | 2010.01.08 21:45 | sell | 132 | 1.28 | 1.60282 | 0.00000 | 0.00000 | ||
257 | 2010.01.11 00:00 | buy | 133 | 2.56 | 1.60602 | 0.00000 | 0.00000 | ||
258 | 2010.01.11 00:45 | close | 132 | 1.28 | 1.60911 | 0.00000 | 0.00000 | -808.06 | 10507.56 |
259 | 2010.01.11 00:45 | close | 130 | 0.32 | 1.60911 | 0.00000 | 0.00000 | -202.02 | 10305.55 |
260 | 2010.01.11 00:45 | close | 128 | 0.08 | 1.60911 | 0.00000 | 0.00000 | -52.02 | 10253.52 |
261 | 2010.01.11 00:45 | close | 126 | 0.02 | 1.60911 | 0.00000 | 0.00000 | -13.45 | 10240.08 |
262 | 2010.01.11 00:45 | close | 133 | 2.56 | 1.60888 | 0.00000 | 0.00000 | 732.16 | 10972.24 |
263 | 2010.01.11 00:45 | close | 131 | 0.64 | 1.60888 | 0.00000 | 0.00000 | 306.56 | 11278.80 |
264 | 2010.01.11 00:45 | close | 129 | 0.16 | 1.60888 | 0.00000 | 0.00000 | 69.92 | 11348.72 |
265 | 2010.01.11 00:45 | close | 127 | 0.04 | 1.60888 | 0.00000 | 0.00000 | 20.12 | 11368.84 |
266 | 2010.01.11 00:45 | close | 125 | 0.01 | 1.60888 | 0.00000 | 0.00000 | 5.04 | 11373.88 |
267 | 2010.01.11 00:45 | buy | 134 | 0.01 | 1.60911 | 0.00000 | 0.00000 | ||
268 | 2010.01.11 01:20 | sell | 135 | 0.02 | 1.60765 | 0.00000 | 0.00000 | ||
269 | 2010.01.11 01:33 | buy | 136 | 0.04 | 1.61064 | 0.00000 | 0.00000 | ||
270 | 2010.01.11 01:59 | sell | 137 | 0.08 | 1.60770 | 0.00000 | 0.00000 | ||
271 | 2010.01.11 03:50 | buy | 138 | 0.16 | 1.60954 | 0.00000 | 0.00000 | ||
272 | 2010.01.11 04:50 | sell | 139 | 0.32 | 1.60819 | 0.00000 | 0.00000 | ||
273 | 2010.01.11 04:59 | buy | 140 | 0.64 | 1.60930 | 0.00000 | 0.00000 | ||
274 | 2010.01.11 05:45 | sell | 141 | 1.28 | 1.60801 | 0.00000 | 0.00000 | ||
275 | 2010.01.11 06:10 | buy | 142 | 2.56 | 1.60917 | 0.00000 | 0.00000 | ||
276 | 2010.01.11 07:15 | sell | 143 | 5.12 | 1.60784 | 0.00000 | 0.00000 | ||
277 | 2010.01.11 07:37 | buy | 144 | 10.24 | 1.60925 | 0.00000 | 0.00000 | ||
278 | 2010.01.11 07:40 | sell | 145 | 20.48 | 1.60820 | 0.00000 | 0.00000 | ||
279 | 2010.01.11 09:20 | close at stop | 145 | 20.48 | 1.61385 | 0.00000 | 0.00000 | -11571.20 | -197.32 |
280 | 2010.01.11 09:20 | close at stop | 144 | 10.24 | 1.61362 | 0.00000 | 0.00000 | 4474.88 | 4277.56 |
281 | 2010.01.11 09:20 | close at stop | 143 | 5.12 | 1.61385 | 0.00000 | 0.00000 | -3077.12 | 1200.44 |
282 | 2010.01.11 09:20 | close at stop | 142 | 2.56 | 1.61362 | 0.00000 | 0.00000 | 1139.20 | 2339.64 |
283 | 2010.01.11 09:20 | close at stop | 141 | 1.28 | 1.61385 | 0.00000 | 0.00000 | -747.52 | 1592.12 |
284 | 2010.01.11 09:20 | close at stop | 140 | 0.64 | 1.61362 | 0.00000 | 0.00000 | 276.48 | 1868.60 |
285 | 2010.01.11 09:20 | close at stop | 139 | 0.32 | 1.61385 | 0.00000 | 0.00000 | -181.12 | 1687.48 |
286 | 2010.01.11 09:20 | close at stop | 138 | 0.16 | 1.61362 | 0.00000 | 0.00000 | 65.28 | 1752.76 |
287 | 2010.01.11 09:20 | close at stop | 137 | 0.08 | 1.61385 | 0.00000 | 0.00000 | -49.20 | 1703.56 |
288 | 2010.01.11 09:20 | close at stop | 136 | 0.04 | 1.61362 | 0.00000 | 0.00000 | 11.92 | 1715.48 |
289 | 2010.01.11 09:20 | close at stop | 135 | 0.02 | 1.61385 | 0.00000 | 0.00000 | -12.40 | 1703.08 |
290 | 2010.01.11 09:20 | close at stop | 134 | 0.01 | 1.61362 | 0.00000 | 0.00000 | 4.51 | 1707.59 |