Strategy Tester Report
EMA_6_12
AlpariUK-Demo (Build 225)
| Symbol | USDCAD (US Dollar vs Canadian Dollar) | ||||
| Period | 1 Hour (H1) 2009.01.05 17:00 - 2009.12.31 18:00 (2009.01.01 - 2010.01.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | TrailingStop=40; TakeProfit=1000; Lots=1; Slippage=5; CurrentBar=1; UseClose=false; MaMode=1; ShortEma=6; LongEma=12; | ||||
| Bars in test | 6211 | Ticks modelled | 101091 | Modelling quality | n/a |
| Mismatched charts errors | 4 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -10076.39 | Gross profit | 8175.77 | Gross loss | -18252.16 |
| Profit factor | 0.45 | Expected payoff | -118.55 | ||
| Absolute drawdown | 10076.39 | Maximal drawdown | 18283.71 (100.42%) | Relative drawdown | 100.42% (18283.71) |
| Total trades | 85 | Short positions (won %) | 42 (100.00%) | Long positions (won %) | 43 (97.67%) |
| Profit trades (% of total) | 84 (98.82%) | Loss trades (% of total) | 1 (1.18%) | ||
| Largest | profit trade | 319.87 | loss trade | -18252.16 | |
| Average | profit trade | 97.33 | loss trade | -18252.16 | |
| Maximum | consecutive wins (profit in money) | 84 (8175.77) | consecutive losses (loss in money) | 1 (-18252.16) | |
| Maximal | consecutive profit (count of wins) | 8175.77 (84) | consecutive loss (count of losses) | -18252.16 (1) | |
| Average | consecutive wins | 84 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.01.06 09:00 | buy | 1 | 1.00 | 1.19862 | 0.00000 | 1.20862 | ||
| 2 | 2009.01.06 09:05 | modify | 1 | 1.00 | 1.19862 | 1.19885 | 1.20862 | ||
| 3 | 2009.01.06 09:10 | s/l | 1 | 1.00 | 1.19885 | 1.19885 | 1.20862 | 19.19 | 10019.19 |
| 4 | 2009.01.06 09:10 | buy | 2 | 1.00 | 1.19970 | 0.00000 | 1.20970 | ||
| 5 | 2009.01.08 08:30 | modify | 2 | 1.00 | 1.19970 | 1.20021 | 1.20970 | ||
| 6 | 2009.01.08 08:35 | s/l | 2 | 1.00 | 1.20021 | 1.20021 | 1.20970 | 38.81 | 10058.00 |
| 7 | 2009.01.08 16:00 | sell | 3 | 1.00 | 1.18590 | 0.00000 | 1.17590 | ||
| 8 | 2009.01.08 16:40 | modify | 3 | 1.00 | 1.18590 | 1.18454 | 1.17590 | ||
| 9 | 2009.01.08 16:45 | s/l | 3 | 1.00 | 1.18454 | 1.18454 | 1.17590 | 114.72 | 10172.72 |
| 10 | 2009.01.08 16:45 | sell | 4 | 1.00 | 1.18464 | 0.00000 | 1.17464 | ||
| 11 | 2009.01.08 16:59 | modify | 4 | 1.00 | 1.18464 | 1.18459 | 1.17464 | ||
| 12 | 2009.01.08 17:00 | modify | 4 | 1.00 | 1.18464 | 1.18429 | 1.17464 | ||
| 13 | 2009.01.08 17:05 | modify | 4 | 1.00 | 1.18464 | 1.18318 | 1.17464 | ||
| 14 | 2009.01.08 17:10 | s/l | 4 | 1.00 | 1.18318 | 1.18318 | 1.17464 | 123.36 | 10296.08 |
| 15 | 2009.01.09 10:00 | buy | 5 | 1.00 | 1.18931 | 0.00000 | 1.19931 | ||
| 16 | 2009.01.09 14:30 | modify | 5 | 1.00 | 1.18931 | 1.18979 | 1.19931 | ||
| 17 | 2009.01.09 14:35 | s/l | 5 | 1.00 | 1.18979 | 1.18979 | 1.19931 | 40.37 | 10336.45 |
| 18 | 2009.01.14 02:00 | sell | 6 | 1.00 | 1.22290 | 0.00000 | 1.21290 | ||
| 19 | 2009.01.14 02:06 | modify | 6 | 1.00 | 1.22290 | 1.22121 | 1.21290 | ||
| 20 | 2009.01.14 02:13 | s/l | 6 | 1.00 | 1.22121 | 1.22121 | 1.21290 | 138.35 | 10474.80 |
| 21 | 2009.01.14 02:13 | sell | 7 | 1.00 | 1.22066 | 0.00000 | 1.21066 | ||
| 22 | 2009.01.14 02:20 | modify | 7 | 1.00 | 1.22066 | 1.21897 | 1.21066 | ||
| 23 | 2009.01.14 02:26 | s/l | 7 | 1.00 | 1.21897 | 1.21897 | 1.21066 | 138.60 | 10613.40 |
| 24 | 2009.01.14 02:26 | sell | 8 | 1.00 | 1.21843 | 0.00000 | 1.20843 | ||
| 25 | 2009.01.14 02:33 | modify | 8 | 1.00 | 1.21843 | 1.21599 | 1.20843 | ||
| 26 | 2009.01.14 02:40 | s/l | 8 | 1.00 | 1.21599 | 1.21599 | 1.20843 | 200.48 | 10813.88 |
| 27 | 2009.01.14 02:40 | sell | 9 | 1.00 | 1.21619 | 0.00000 | 1.20619 | ||
| 28 | 2009.01.14 04:05 | modify | 9 | 1.00 | 1.21619 | 1.21572 | 1.20619 | ||
| 29 | 2009.01.14 04:15 | modify | 9 | 1.00 | 1.21619 | 1.21539 | 1.20619 | ||
| 30 | 2009.01.14 04:20 | s/l | 9 | 1.00 | 1.21539 | 1.21539 | 1.20619 | 65.75 | 10879.63 |
| 31 | 2009.01.14 13:00 | buy | 10 | 1.00 | 1.22259 | 0.00000 | 1.23259 | ||
| 32 | 2009.01.14 13:30 | modify | 10 | 1.00 | 1.22259 | 1.22285 | 1.23259 | ||
| 33 | 2009.01.14 13:35 | s/l | 10 | 1.00 | 1.22285 | 1.22285 | 1.23259 | 21.26 | 10900.89 |
| 34 | 2009.01.14 13:35 | buy | 11 | 1.00 | 1.22371 | 0.00000 | 1.23371 | ||
| 35 | 2009.01.14 13:40 | modify | 11 | 1.00 | 1.22371 | 1.22413 | 1.23371 | ||
| 36 | 2009.01.14 13:45 | s/l | 11 | 1.00 | 1.22413 | 1.22413 | 1.23371 | 34.32 | 10935.21 |
| 37 | 2009.01.14 13:45 | buy | 12 | 1.00 | 1.22457 | 0.00000 | 1.23457 | ||
| 38 | 2009.01.14 14:20 | modify | 12 | 1.00 | 1.22457 | 1.22660 | 1.23457 | ||
| 39 | 2009.01.14 14:25 | s/l | 12 | 1.00 | 1.22660 | 1.22660 | 1.23457 | 165.57 | 11100.78 |
| 40 | 2009.01.16 03:00 | sell | 13 | 1.00 | 1.24580 | 0.00000 | 1.23580 | ||
| 41 | 2009.01.16 04:40 | modify | 13 | 1.00 | 1.24580 | 1.24543 | 1.23580 | ||
| 42 | 2009.01.16 04:45 | s/l | 13 | 1.00 | 1.24543 | 1.24543 | 1.23580 | 29.70 | 11130.48 |
| 43 | 2009.01.16 18:00 | buy | 14 | 1.00 | 1.25518 | 0.00000 | 1.26518 | ||
| 44 | 2009.01.16 18:05 | modify | 14 | 1.00 | 1.25518 | 1.25654 | 1.26518 | ||
| 45 | 2009.01.16 18:10 | s/l | 14 | 1.00 | 1.25654 | 1.25654 | 1.26518 | 108.25 | 11238.73 |
| 46 | 2009.01.16 18:10 | buy | 15 | 1.00 | 1.25723 | 0.00000 | 1.26723 | ||
| 47 | 2009.01.20 05:06 | modify | 15 | 1.00 | 1.25723 | 1.25814 | 1.26723 | ||
| 48 | 2009.01.20 05:20 | modify | 15 | 1.00 | 1.25723 | 1.25912 | 1.26723 | ||
| 49 | 2009.01.20 05:33 | modify | 15 | 1.00 | 1.25723 | 1.26010 | 1.26723 | ||
| 50 | 2009.01.20 05:40 | s/l | 15 | 1.00 | 1.26010 | 1.26010 | 1.26723 | 225.95 | 11464.69 |
| 51 | 2009.01.21 05:00 | sell | 16 | 1.00 | 1.25962 | 0.00000 | 1.24962 | ||
| 52 | 2009.01.21 21:30 | modify | 16 | 1.00 | 1.25962 | 1.25905 | 1.24962 | ||
| 53 | 2009.01.21 21:35 | s/l | 16 | 1.00 | 1.25905 | 1.25905 | 1.24962 | 45.26 | 11509.95 |
| 54 | 2009.01.21 21:35 | sell | 17 | 1.00 | 1.25844 | 0.00000 | 1.24844 | ||
| 55 | 2009.01.21 21:40 | modify | 17 | 1.00 | 1.25844 | 1.25634 | 1.24844 | ||
| 56 | 2009.01.21 21:45 | s/l | 17 | 1.00 | 1.25634 | 1.25634 | 1.24844 | 167.03 | 11676.98 |
| 57 | 2009.01.21 21:45 | sell | 18 | 1.00 | 1.25640 | 0.00000 | 1.24640 | ||
| 58 | 2009.01.21 22:40 | modify | 18 | 1.00 | 1.25640 | 1.25567 | 1.24640 | ||
| 59 | 2009.01.21 22:45 | s/l | 18 | 1.00 | 1.25567 | 1.25567 | 1.24640 | 58.13 | 11735.11 |
| 60 | 2009.01.22 14:00 | buy | 19 | 1.00 | 1.26254 | 0.00000 | 1.27254 | ||
| 61 | 2009.01.22 14:20 | modify | 19 | 1.00 | 1.26254 | 1.26543 | 1.27254 | ||
| 62 | 2009.01.22 14:25 | s/l | 19 | 1.00 | 1.26543 | 1.26543 | 1.27254 | 228.51 | 11963.62 |
| 63 | 2009.01.22 14:25 | buy | 20 | 1.00 | 1.26560 | 0.00000 | 1.27560 | ||
| 64 | 2009.01.22 14:30 | modify | 20 | 1.00 | 1.26560 | 1.26881 | 1.27560 | ||
| 65 | 2009.01.22 14:35 | s/l | 20 | 1.00 | 1.26881 | 1.26881 | 1.27560 | 253.14 | 12216.76 |
| 66 | 2009.01.22 14:35 | buy | 21 | 1.00 | 1.26897 | 0.00000 | 1.27897 | ||
| 67 | 2009.01.22 14:40 | modify | 21 | 1.00 | 1.26897 | 1.27219 | 1.27897 | ||
| 68 | 2009.01.22 14:45 | s/l | 21 | 1.00 | 1.27219 | 1.27219 | 1.27897 | 253.48 | 12470.24 |
| 69 | 2009.01.22 14:45 | buy | 22 | 1.00 | 1.27123 | 0.00000 | 1.28123 | ||
| 70 | 2009.01.22 15:05 | modify | 22 | 1.00 | 1.27123 | 1.27230 | 1.28123 | ||
| 71 | 2009.01.22 15:10 | s/l | 22 | 1.00 | 1.27230 | 1.27230 | 1.28123 | 84.15 | 12554.39 |
| 72 | 2009.01.22 20:00 | sell | 23 | 1.00 | 1.25785 | 0.00000 | 1.24785 | ||
| 73 | 2009.01.22 20:06 | modify | 23 | 1.00 | 1.25785 | 1.25685 | 1.24785 | ||
| 74 | 2009.01.22 20:13 | s/l | 23 | 1.00 | 1.25685 | 1.25685 | 1.24785 | 79.55 | 12633.94 |
| 75 | 2009.01.22 20:13 | sell | 24 | 1.00 | 1.25613 | 0.00000 | 1.24613 | ||
| 76 | 2009.01.22 20:20 | modify | 24 | 1.00 | 1.25613 | 1.25514 | 1.24613 | ||
| 77 | 2009.01.22 20:26 | s/l | 24 | 1.00 | 1.25514 | 1.25514 | 1.24613 | 78.86 | 12712.80 |
| 78 | 2009.01.22 20:26 | sell | 25 | 1.00 | 1.25442 | 0.00000 | 1.24442 | ||
| 79 | 2009.01.22 20:33 | modify | 25 | 1.00 | 1.25442 | 1.25285 | 1.24442 | ||
| 80 | 2009.01.22 20:40 | s/l | 25 | 1.00 | 1.25285 | 1.25285 | 1.24442 | 125.24 | 12838.04 |
| 81 | 2009.01.22 20:40 | sell | 26 | 1.00 | 1.25270 | 0.00000 | 1.24270 | ||
| 82 | 2009.01.23 16:30 | modify | 26 | 1.00 | 1.25270 | 1.25105 | 1.24270 | ||
| 83 | 2009.01.23 16:35 | s/l | 26 | 1.00 | 1.25105 | 1.25105 | 1.24270 | 131.44 | 12969.47 |
| 84 | 2009.01.23 17:00 | sell | 27 | 1.00 | 1.24959 | 0.00000 | 1.23959 | ||
| 85 | 2009.01.23 17:06 | modify | 27 | 1.00 | 1.24959 | 1.24782 | 1.23959 | ||
| 86 | 2009.01.23 17:13 | s/l | 27 | 1.00 | 1.24782 | 1.24782 | 1.23959 | 141.80 | 13111.27 |
| 87 | 2009.01.23 17:13 | sell | 28 | 1.00 | 1.24730 | 0.00000 | 1.23730 | ||
| 88 | 2009.01.23 17:20 | modify | 28 | 1.00 | 1.24730 | 1.24553 | 1.23730 | ||
| 89 | 2009.01.23 17:26 | s/l | 28 | 1.00 | 1.24553 | 1.24553 | 1.23730 | 142.07 | 13253.34 |
| 90 | 2009.01.23 17:26 | sell | 29 | 1.00 | 1.24500 | 0.00000 | 1.23500 | ||
| 91 | 2009.01.23 17:33 | modify | 29 | 1.00 | 1.24500 | 1.24247 | 1.23500 | ||
| 92 | 2009.01.23 17:40 | s/l | 29 | 1.00 | 1.24247 | 1.24247 | 1.23500 | 203.45 | 13456.79 |
| 93 | 2009.01.23 17:40 | sell | 30 | 1.00 | 1.24271 | 0.00000 | 1.23271 | ||
| 94 | 2009.01.23 18:40 | modify | 30 | 1.00 | 1.24271 | 1.24138 | 1.23271 | ||
| 95 | 2009.01.23 18:45 | s/l | 30 | 1.00 | 1.24138 | 1.24138 | 1.23271 | 107.05 | 13563.84 |
| 96 | 2009.01.27 14:00 | buy | 31 | 1.00 | 1.22874 | 0.00000 | 1.23874 | ||
| 97 | 2009.01.27 14:05 | modify | 31 | 1.00 | 1.22874 | 1.22958 | 1.23874 | ||
| 98 | 2009.01.27 14:15 | modify | 31 | 1.00 | 1.22874 | 1.22997 | 1.23874 | ||
| 99 | 2009.01.27 14:20 | s/l | 31 | 1.00 | 1.22997 | 1.22997 | 1.23874 | 100.10 | 13663.94 |
| 100 | 2009.01.27 14:20 | buy | 32 | 1.00 | 1.22970 | 0.00000 | 1.23970 | ||
| 101 | 2009.01.27 16:05 | modify | 32 | 1.00 | 1.22970 | 1.23084 | 1.23970 | ||
| 102 | 2009.01.27 16:10 | s/l | 32 | 1.00 | 1.23084 | 1.23084 | 1.23970 | 92.63 | 13756.57 |
| 103 | 2009.01.28 09:00 | sell | 33 | 1.00 | 1.22260 | 0.00000 | 1.21260 | ||
| 104 | 2009.01.28 09:40 | modify | 33 | 1.00 | 1.22260 | 1.22180 | 1.21260 | ||
| 105 | 2009.01.28 09:45 | s/l | 33 | 1.00 | 1.22180 | 1.22180 | 1.21260 | 65.46 | 13822.03 |
| 106 | 2009.01.28 09:45 | sell | 34 | 1.00 | 1.22122 | 0.00000 | 1.21122 | ||
| 107 | 2009.01.28 10:30 | modify | 34 | 1.00 | 1.22122 | 1.22112 | 1.21122 | ||
| 108 | 2009.01.28 10:35 | s/l | 34 | 1.00 | 1.22112 | 1.22112 | 1.21122 | 8.19 | 13830.22 |
| 109 | 2009.01.29 03:00 | buy | 35 | 1.00 | 1.21742 | 0.00000 | 1.22742 | ||
| 110 | 2009.01.29 03:30 | modify | 35 | 1.00 | 1.21742 | 1.21757 | 1.22742 | ||
| 111 | 2009.01.29 03:40 | modify | 35 | 1.00 | 1.21742 | 1.21831 | 1.22742 | ||
| 112 | 2009.01.29 03:45 | s/l | 35 | 1.00 | 1.21831 | 1.21831 | 1.22742 | 73.06 | 13903.28 |
| 113 | 2009.01.29 03:45 | buy | 36 | 1.00 | 1.21911 | 0.00000 | 1.22911 | ||
| 114 | 2009.01.29 05:40 | modify | 36 | 1.00 | 1.21911 | 1.21930 | 1.22911 | ||
| 115 | 2009.01.29 05:55 | s/l | 36 | 1.00 | 1.21930 | 1.21930 | 1.22911 | 15.58 | 13918.86 |
| 116 | 2009.01.29 15:00 | sell | 37 | 1.00 | 1.21460 | 0.00000 | 1.20460 | ||
| 117 | 2009.02.09 01:33 | modify | 37 | 1.00 | 1.21460 | 1.21419 | 1.20460 | ||
| 118 | 2009.02.09 01:40 | s/l | 37 | 1.00 | 1.21419 | 1.21419 | 1.20460 | 30.39 | 13949.25 |
| 119 | 2009.02.09 11:00 | buy | 38 | 1.00 | 1.22726 | 0.00000 | 1.23726 | ||
| 120 | 2009.02.09 11:40 | modify | 38 | 1.00 | 1.22726 | 1.22822 | 1.23726 | ||
| 121 | 2009.02.09 11:45 | s/l | 38 | 1.00 | 1.22822 | 1.22822 | 1.23726 | 78.19 | 14027.44 |
| 122 | 2009.02.09 11:45 | buy | 39 | 1.00 | 1.22880 | 0.00000 | 1.23880 | ||
| 123 | 2009.02.10 10:30 | modify | 39 | 1.00 | 1.22880 | 1.23019 | 1.23880 | ||
| 124 | 2009.02.10 10:35 | s/l | 39 | 1.00 | 1.23019 | 1.23019 | 1.23880 | 112.11 | 14139.55 |
| 125 | 2009.02.11 21:00 | sell | 40 | 1.00 | 1.24130 | 0.00000 | 1.23130 | ||
| 126 | 2009.02.11 22:40 | modify | 40 | 1.00 | 1.24130 | 1.24124 | 1.23130 | ||
| 127 | 2009.02.11 22:46 | s/l | 40 | 1.00 | 1.24124 | 1.24124 | 1.23130 | 4.83 | 14144.38 |
| 128 | 2009.02.12 10:00 | buy | 41 | 1.00 | 1.24554 | 0.00000 | 1.25554 | ||
| 129 | 2009.02.12 11:40 | modify | 41 | 1.00 | 1.24554 | 1.24625 | 1.25554 | ||
| 130 | 2009.02.12 11:45 | s/l | 41 | 1.00 | 1.24625 | 1.24625 | 1.25554 | 56.99 | 14201.37 |
| 131 | 2009.02.13 00:00 | sell | 42 | 1.00 | 1.24210 | 0.00000 | 1.23210 | ||
| 132 | 2009.02.13 04:20 | modify | 42 | 1.00 | 1.24210 | 1.24184 | 1.23210 | ||
| 133 | 2009.02.13 04:30 | modify | 42 | 1.00 | 1.24210 | 1.24104 | 1.23210 | ||
| 134 | 2009.02.13 04:40 | modify | 42 | 1.00 | 1.24210 | 1.23999 | 1.23210 | ||
| 135 | 2009.02.13 04:45 | s/l | 42 | 1.00 | 1.23999 | 1.23999 | 1.23210 | 170.14 | 14371.51 |
| 136 | 2009.02.13 18:00 | buy | 43 | 1.00 | 1.24424 | 0.00000 | 1.25424 | ||
| 137 | 2009.02.16 01:40 | modify | 43 | 1.00 | 1.24424 | 1.24470 | 1.25424 | ||
| 138 | 2009.02.16 01:45 | s/l | 43 | 1.00 | 1.24470 | 1.24470 | 1.25424 | 36.05 | 14407.56 |
| 139 | 2009.02.16 01:45 | buy | 44 | 1.00 | 1.24529 | 0.00000 | 1.25529 | ||
| 140 | 2009.02.16 12:30 | modify | 44 | 1.00 | 1.24529 | 1.24540 | 1.25529 | ||
| 141 | 2009.02.16 12:35 | s/l | 44 | 1.00 | 1.24540 | 1.24540 | 1.25529 | 8.83 | 14416.39 |
| 142 | 2009.02.16 23:00 | sell | 45 | 1.00 | 1.24240 | 0.00000 | 1.23240 | ||
| 143 | 2009.02.23 08:06 | modify | 45 | 1.00 | 1.24240 | 1.24193 | 1.23240 | ||
| 144 | 2009.02.23 08:13 | s/l | 45 | 1.00 | 1.24193 | 1.24193 | 1.23240 | 35.22 | 14451.61 |
| 145 | 2009.02.23 16:00 | buy | 46 | 1.00 | 1.25109 | 0.00000 | 1.26109 | ||
| 146 | 2009.02.23 16:40 | modify | 46 | 1.00 | 1.25109 | 1.25180 | 1.26109 | ||
| 147 | 2009.02.23 16:45 | s/l | 46 | 1.00 | 1.25180 | 1.25180 | 1.26109 | 56.73 | 14508.34 |
| 148 | 2009.02.23 16:45 | buy | 47 | 1.00 | 1.25229 | 0.00000 | 1.26229 | ||
| 149 | 2009.02.24 14:40 | modify | 47 | 1.00 | 1.25229 | 1.25286 | 1.26229 | ||
| 150 | 2009.02.24 14:59 | modify | 47 | 1.00 | 1.25229 | 1.25350 | 1.26229 | ||
| 151 | 2009.02.24 15:05 | s/l | 47 | 1.00 | 1.25350 | 1.25350 | 1.26229 | 95.63 | 14603.97 |
| 152 | 2009.02.24 17:00 | sell | 48 | 1.00 | 1.24565 | 0.00000 | 1.23565 | ||
| 153 | 2009.02.24 17:15 | modify | 48 | 1.00 | 1.24565 | 1.24544 | 1.23565 | ||
| 154 | 2009.02.24 17:20 | s/l | 48 | 1.00 | 1.24544 | 1.24544 | 1.23565 | 16.85 | 14620.82 |
| 155 | 2009.02.24 17:20 | sell | 49 | 1.00 | 1.24535 | 0.00000 | 1.23535 | ||
| 156 | 2009.02.24 19:40 | modify | 49 | 1.00 | 1.24535 | 1.24300 | 1.23535 | ||
| 157 | 2009.02.24 19:45 | s/l | 49 | 1.00 | 1.24300 | 1.24300 | 1.23535 | 188.91 | 14809.73 |
| 158 | 2009.02.25 07:00 | buy | 50 | 1.00 | 1.24646 | 0.00000 | 1.25646 | ||
| 159 | 2009.02.25 07:30 | modify | 50 | 1.00 | 1.24646 | 1.24662 | 1.25646 | ||
| 160 | 2009.02.25 07:40 | modify | 50 | 1.00 | 1.24646 | 1.24717 | 1.25646 | ||
| 161 | 2009.02.25 07:55 | s/l | 50 | 1.00 | 1.24717 | 1.24717 | 1.25646 | 56.95 | 14866.68 |
| 162 | 2009.02.25 07:55 | buy | 51 | 1.00 | 1.24773 | 0.00000 | 1.25773 | ||
| 163 | 2009.02.25 08:15 | modify | 51 | 1.00 | 1.24773 | 1.24822 | 1.25773 | ||
| 164 | 2009.02.25 08:20 | s/l | 51 | 1.00 | 1.24822 | 1.24822 | 1.25773 | 39.31 | 14905.99 |
| 165 | 2009.02.25 10:00 | sell | 52 | 1.00 | 1.24313 | 0.00000 | 1.23313 | ||
| 166 | 2009.02.25 10:05 | modify | 52 | 1.00 | 1.24313 | 1.24284 | 1.23313 | ||
| 167 | 2009.02.25 10:10 | s/l | 52 | 1.00 | 1.24284 | 1.24284 | 1.23313 | 23.33 | 14929.32 |
| 168 | 2009.02.25 10:10 | sell | 53 | 1.00 | 1.24196 | 0.00000 | 1.23196 | ||
| 169 | 2009.02.25 11:40 | modify | 53 | 1.00 | 1.24196 | 1.24110 | 1.23196 | ||
| 170 | 2009.02.25 11:45 | s/l | 53 | 1.00 | 1.24110 | 1.24110 | 1.23196 | 69.27 | 14998.59 |
| 171 | 2009.02.25 13:00 | buy | 54 | 1.00 | 1.24729 | 0.00000 | 1.25729 | ||
| 172 | 2009.02.25 15:30 | modify | 54 | 1.00 | 1.24729 | 1.24748 | 1.25729 | ||
| 173 | 2009.02.25 15:35 | s/l | 54 | 1.00 | 1.24748 | 1.24748 | 1.25729 | 15.23 | 15013.82 |
| 174 | 2009.02.25 16:00 | buy | 55 | 1.00 | 1.25029 | 0.00000 | 1.26029 | ||
| 175 | 2009.02.25 16:06 | modify | 55 | 1.00 | 1.25029 | 1.25430 | 1.26029 | ||
| 176 | 2009.02.25 16:13 | s/l | 55 | 1.00 | 1.25430 | 1.25430 | 1.26029 | 319.87 | 15333.69 |
| 177 | 2009.02.25 16:13 | buy | 56 | 1.00 | 1.25453 | 0.00000 | 1.26453 | ||
| 178 | 2009.02.25 16:20 | modify | 56 | 1.00 | 1.25453 | 1.25749 | 1.26453 | ||
| 179 | 2009.02.25 16:26 | s/l | 56 | 1.00 | 1.25749 | 1.25749 | 1.26453 | 235.51 | 15569.20 |
| 180 | 2009.02.25 16:26 | buy | 57 | 1.00 | 1.25772 | 0.00000 | 1.26772 | ||
| 181 | 2009.02.25 16:33 | modify | 57 | 1.00 | 1.25772 | 1.26067 | 1.26772 | ||
| 182 | 2009.02.25 16:40 | s/l | 57 | 1.00 | 1.26067 | 1.26067 | 1.26772 | 234.32 | 15803.52 |
| 183 | 2009.02.25 16:40 | buy | 58 | 1.00 | 1.25984 | 0.00000 | 1.26984 | ||
| 184 | 2009.02.27 12:30 | modify | 58 | 1.00 | 1.25984 | 1.26019 | 1.26984 | ||
| 185 | 2009.02.27 12:35 | s/l | 58 | 1.00 | 1.26019 | 1.26019 | 1.26984 | 24.07 | 15827.59 |
| 186 | 2009.03.03 07:00 | sell | 59 | 1.00 | 1.28565 | 0.00000 | 1.27565 | ||
| 187 | 2009.03.03 07:40 | modify | 59 | 1.00 | 1.28565 | 1.28536 | 1.27565 | ||
| 188 | 2009.03.03 07:55 | s/l | 59 | 1.00 | 1.28536 | 1.28536 | 1.27565 | 22.56 | 15850.15 |
| 189 | 2009.03.03 07:55 | sell | 60 | 1.00 | 1.28475 | 0.00000 | 1.27475 | ||
| 190 | 2009.03.03 08:06 | modify | 60 | 1.00 | 1.28475 | 1.28431 | 1.27475 | ||
| 191 | 2009.03.03 08:20 | modify | 60 | 1.00 | 1.28475 | 1.28333 | 1.27475 | ||
| 192 | 2009.03.03 08:33 | modify | 60 | 1.00 | 1.28475 | 1.28203 | 1.27475 | ||
| 193 | 2009.03.03 08:40 | s/l | 60 | 1.00 | 1.28203 | 1.28203 | 1.27475 | 212.13 | 16062.28 |
| 194 | 2009.03.03 13:00 | buy | 61 | 1.00 | 1.29398 | 0.00000 | 1.30398 | ||
| 195 | 2009.03.03 15:33 | modify | 61 | 1.00 | 1.29398 | 1.29547 | 1.30398 | ||
| 196 | 2009.03.03 15:40 | s/l | 61 | 1.00 | 1.29547 | 1.29547 | 1.30398 | 115.18 | 16177.46 |
| 197 | 2009.03.03 15:40 | sell | 62 | 1.00 | 1.29362 | 0.00000 | 1.28362 | ||
| 198 | 2009.03.03 15:53 | modify | 62 | 1.00 | 1.29362 | 1.29266 | 1.28362 | ||
| 199 | 2009.03.03 15:59 | modify | 62 | 1.00 | 1.29362 | 1.29199 | 1.28362 | ||
| 200 | 2009.03.03 16:05 | modify | 62 | 1.00 | 1.29362 | 1.29044 | 1.28362 | ||
| 201 | 2009.03.03 16:10 | s/l | 62 | 1.00 | 1.29044 | 1.29044 | 1.28362 | 246.39 | 16423.85 |
| 202 | 2009.03.03 16:10 | buy | 63 | 1.00 | 1.29065 | 0.00000 | 1.30065 | ||
| 203 | 2009.03.03 16:20 | modify | 63 | 1.00 | 1.29065 | 1.29117 | 1.30065 | ||
| 204 | 2009.03.03 16:25 | s/l | 63 | 1.00 | 1.29117 | 1.29117 | 1.30065 | 40.28 | 16464.13 |
| 205 | 2009.03.03 16:25 | buy | 64 | 1.00 | 1.29186 | 0.00000 | 1.30186 | ||
| 206 | 2009.03.03 16:30 | modify | 64 | 1.00 | 1.29186 | 1.29299 | 1.30186 | ||
| 207 | 2009.03.03 16:35 | s/l | 64 | 1.00 | 1.29299 | 1.29299 | 1.30186 | 87.40 | 16551.53 |
| 208 | 2009.03.03 16:35 | buy | 65 | 1.00 | 1.29367 | 0.00000 | 1.30367 | ||
| 209 | 2009.03.03 16:40 | modify | 65 | 1.00 | 1.29367 | 1.29480 | 1.30367 | ||
| 210 | 2009.03.03 16:45 | s/l | 65 | 1.00 | 1.29480 | 1.29480 | 1.30367 | 87.33 | 16638.86 |
| 211 | 2009.03.03 16:45 | buy | 66 | 1.00 | 1.29488 | 0.00000 | 1.30488 | ||
| 212 | 2009.03.03 17:05 | modify | 66 | 1.00 | 1.29488 | 1.29664 | 1.30488 | ||
| 213 | 2009.03.03 17:15 | modify | 66 | 1.00 | 1.29488 | 1.29700 | 1.30488 | ||
| 214 | 2009.03.03 17:20 | s/l | 66 | 1.00 | 1.29700 | 1.29700 | 1.30488 | 163.58 | 16802.44 |
| 215 | 2009.03.04 10:00 | sell | 67 | 1.00 | 1.29255 | 0.00000 | 1.28255 | ||
| 216 | 2009.03.04 12:30 | modify | 67 | 1.00 | 1.29255 | 1.29247 | 1.28255 | ||
| 217 | 2009.03.04 12:35 | s/l | 67 | 1.00 | 1.29247 | 1.29247 | 1.28255 | 6.18 | 16808.62 |
| 218 | 2009.03.04 12:35 | buy | 68 | 1.00 | 1.29251 | 0.00000 | 1.30251 | ||
| 219 | 2009.03.09 12:20 | modify | 68 | 1.00 | 1.29251 | 1.29310 | 1.30251 | ||
| 220 | 2009.03.09 12:30 | modify | 68 | 1.00 | 1.29251 | 1.29385 | 1.30251 | ||
| 221 | 2009.03.09 12:40 | modify | 68 | 1.00 | 1.29251 | 1.29460 | 1.30251 | ||
| 222 | 2009.03.09 12:45 | s/l | 68 | 1.00 | 1.29460 | 1.29460 | 1.30251 | 156.83 | 16965.45 |
| 223 | 2009.03.10 04:00 | sell | 69 | 1.00 | 1.29516 | 0.00000 | 1.28516 | ||
| 224 | 2009.03.10 04:30 | modify | 69 | 1.00 | 1.29516 | 1.29458 | 1.28516 | ||
| 225 | 2009.03.10 04:40 | modify | 69 | 1.00 | 1.29516 | 1.29317 | 1.28516 | ||
| 226 | 2009.03.10 04:45 | s/l | 69 | 1.00 | 1.29317 | 1.29317 | 1.28516 | 153.85 | 17119.30 |
| 227 | 2009.03.10 04:45 | sell | 70 | 1.00 | 1.29258 | 0.00000 | 1.28258 | ||
| 228 | 2009.03.10 06:30 | modify | 70 | 1.00 | 1.29258 | 1.29138 | 1.28258 | ||
| 229 | 2009.03.10 06:35 | s/l | 70 | 1.00 | 1.29138 | 1.29138 | 1.28258 | 92.92 | 17212.22 |
| 230 | 2009.03.11 06:00 | buy | 71 | 1.00 | 1.28624 | 0.00000 | 1.29624 | ||
| 231 | 2009.03.11 07:40 | modify | 71 | 1.00 | 1.28624 | 1.28657 | 1.29624 | ||
| 232 | 2009.03.11 07:45 | s/l | 71 | 1.00 | 1.28657 | 1.28657 | 1.29624 | 25.66 | 17237.88 |
| 233 | 2009.03.11 13:00 | sell | 72 | 1.00 | 1.27898 | 0.00000 | 1.26898 | ||
| 234 | 2009.03.11 13:40 | modify | 72 | 1.00 | 1.27898 | 1.27795 | 1.26898 | ||
| 235 | 2009.03.11 13:45 | s/l | 72 | 1.00 | 1.27795 | 1.27795 | 1.26898 | 80.57 | 17318.45 |
| 236 | 2009.03.11 13:45 | sell | 73 | 1.00 | 1.27748 | 0.00000 | 1.26748 | ||
| 237 | 2009.03.11 14:05 | modify | 73 | 1.00 | 1.27748 | 1.27680 | 1.26748 | ||
| 238 | 2009.03.11 14:10 | s/l | 73 | 1.00 | 1.27680 | 1.27680 | 1.26748 | 53.25 | 17371.70 |
| 239 | 2009.03.11 18:00 | buy | 74 | 1.00 | 1.28745 | 0.00000 | 1.29745 | ||
| 240 | 2009.03.11 18:05 | modify | 74 | 1.00 | 1.28745 | 1.28870 | 1.29745 | ||
| 241 | 2009.03.11 18:10 | s/l | 74 | 1.00 | 1.28870 | 1.28870 | 1.29745 | 97.00 | 17468.70 |
| 242 | 2009.03.11 18:10 | buy | 75 | 1.00 | 1.28958 | 0.00000 | 1.29958 | ||
| 243 | 2009.03.11 19:40 | modify | 75 | 1.00 | 1.28958 | 1.28975 | 1.29958 | ||
| 244 | 2009.03.11 19:45 | s/l | 75 | 1.00 | 1.28975 | 1.28975 | 1.29958 | 13.19 | 17481.89 |
| 245 | 2009.03.12 18:00 | sell | 76 | 1.00 | 1.28502 | 0.00000 | 1.27502 | ||
| 246 | 2009.03.12 18:30 | modify | 76 | 1.00 | 1.28502 | 1.28376 | 1.27502 | ||
| 247 | 2009.03.12 18:35 | s/l | 76 | 1.00 | 1.28376 | 1.28376 | 1.27502 | 98.14 | 17580.03 |
| 248 | 2009.03.12 18:35 | sell | 77 | 1.00 | 1.28304 | 0.00000 | 1.27304 | ||
| 249 | 2009.03.12 18:40 | modify | 77 | 1.00 | 1.28304 | 1.28149 | 1.27304 | ||
| 250 | 2009.03.12 18:45 | s/l | 77 | 1.00 | 1.28149 | 1.28149 | 1.27304 | 120.88 | 17700.91 |
| 251 | 2009.03.12 18:45 | sell | 78 | 1.00 | 1.28133 | 0.00000 | 1.27133 | ||
| 252 | 2009.03.12 19:30 | modify | 78 | 1.00 | 1.28133 | 1.28089 | 1.27133 | ||
| 253 | 2009.03.12 19:35 | s/l | 78 | 1.00 | 1.28089 | 1.28089 | 1.27133 | 34.35 | 17735.26 |
| 254 | 2009.03.16 21:00 | buy | 79 | 1.00 | 1.27414 | 0.00000 | 1.28414 | ||
| 255 | 2009.03.17 13:05 | modify | 79 | 1.00 | 1.27414 | 1.27536 | 1.28414 | ||
| 256 | 2009.03.17 13:10 | s/l | 79 | 1.00 | 1.27536 | 1.27536 | 1.28414 | 94.74 | 17830.00 |
| 257 | 2009.03.17 20:00 | sell | 80 | 1.00 | 1.27030 | 0.00000 | 1.26030 | ||
| 258 | 2009.03.17 20:30 | modify | 80 | 1.00 | 1.27030 | 1.27021 | 1.26030 | ||
| 259 | 2009.03.17 20:40 | modify | 80 | 1.00 | 1.27030 | 1.26934 | 1.26030 | ||
| 260 | 2009.03.17 20:45 | s/l | 80 | 1.00 | 1.26934 | 1.26934 | 1.26030 | 75.62 | 17905.62 |
| 261 | 2009.03.17 20:45 | sell | 81 | 1.00 | 1.26848 | 0.00000 | 1.25848 | ||
| 262 | 2009.03.18 10:40 | modify | 81 | 1.00 | 1.26848 | 1.26765 | 1.25848 | ||
| 263 | 2009.03.18 10:45 | s/l | 81 | 1.00 | 1.26765 | 1.26765 | 1.25848 | 65.08 | 17970.69 |
| 264 | 2009.03.18 10:45 | buy | 82 | 1.00 | 1.26826 | 0.00000 | 1.27826 | ||
| 265 | 2009.03.18 11:40 | modify | 82 | 1.00 | 1.26826 | 1.26895 | 1.27826 | ||
| 266 | 2009.03.18 11:45 | s/l | 82 | 1.00 | 1.26895 | 1.26895 | 1.27826 | 54.38 | 18025.07 |
| 267 | 2009.03.18 11:45 | sell | 83 | 1.00 | 1.26873 | 0.00000 | 1.25873 | ||
| 268 | 2009.03.18 13:30 | modify | 83 | 1.00 | 1.26873 | 1.26685 | 1.25873 | ||
| 269 | 2009.03.18 13:35 | s/l | 83 | 1.00 | 1.26685 | 1.26685 | 1.25873 | 148.33 | 18173.40 |
| 270 | 2009.03.18 13:35 | buy | 84 | 1.00 | 1.26743 | 0.00000 | 1.27743 | ||
| 271 | 2009.03.18 16:10 | modify | 84 | 1.00 | 1.26743 | 1.26746 | 1.27743 | ||
| 272 | 2009.03.18 16:15 | s/l | 84 | 1.00 | 1.26746 | 1.26746 | 1.27743 | 2.37 | 18175.77 |
| 273 | 2009.03.18 18:00 | buy | 85 | 1.00 | 1.27304 | 0.00000 | 1.28304 | ||
| 274 | 2009.07.27 13:40 | close at stop | 85 | 1.00 | 1.07765 | 0.00000 | 1.28304 | -18252.16 | -76.39 |