Strategy Tester Report
Breakthrough_BB
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 | Period_MA_Long=100; Period_BB=25; reserve=50; deviation=1.5; Lots=0.1; | ||||
Bars in test | 6211 | Ticks modelled | 152607 | Modelling quality | n/a |
Mismatched charts errors | 70 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 649.63 | Gross profit | 4220.45 | Gross loss | -3570.82 |
Profit factor | 1.18 | Expected payoff | 4.61 | ||
Absolute drawdown | 117.04 | Maximal drawdown | 703.72 (6.65%) | Relative drawdown | 6.65% (703.72) |
Total trades | 141 | Short positions (won %) | 107 (39.25%) | Long positions (won %) | 34 (35.29%) |
Profit trades (% of total) | 54 (38.30%) | Loss trades (% of total) | 87 (61.70%) | ||
Largest | profit trade | 295.94 | loss trade | -110.14 | |
Average | profit trade | 78.16 | loss trade | -41.04 | |
Maximum | consecutive wins (profit in money) | 6 (481.47) | consecutive losses (loss in money) | 6 (-178.15) | |
Maximal | consecutive profit (count of wins) | 553.42 (5) | consecutive loss (count of losses) | -282.25 (5) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.01.07 16:00 | buy | 1 | 0.10 | 1.18655 | 1.17863 | 0.00000 | ||
2 | 2009.01.08 15:00 | close | 1 | 0.10 | 1.19330 | 1.17863 | 0.00000 | 56.42 | 10056.42 |
3 | 2009.01.12 06:00 | buy | 2 | 0.10 | 1.19333 | 1.18324 | 0.00000 | ||
4 | 2009.01.14 02:00 | close | 2 | 0.10 | 1.22290 | 1.18324 | 0.00000 | 241.70 | 10298.12 |
5 | 2009.01.14 15:00 | buy | 3 | 0.10 | 1.23077 | 1.21452 | 0.00000 | ||
6 | 2009.01.16 03:00 | close | 3 | 0.10 | 1.24580 | 1.21452 | 0.00000 | 120.45 | 10418.57 |
7 | 2009.01.19 16:00 | buy | 4 | 0.10 | 1.25636 | 1.23655 | 0.00000 | ||
8 | 2009.01.21 04:00 | close | 4 | 0.10 | 1.26120 | 1.23655 | 0.00000 | 38.28 | 10456.85 |
9 | 2009.01.21 09:00 | buy | 5 | 0.10 | 1.26794 | 1.25864 | 0.00000 | ||
10 | 2009.01.21 12:00 | close | 5 | 0.10 | 1.26258 | 1.25864 | 0.00000 | -42.45 | 10414.40 |
11 | 2009.01.21 17:00 | buy | 6 | 0.10 | 1.27267 | 1.25909 | 0.00000 | ||
12 | 2009.01.21 20:00 | close | 6 | 0.10 | 1.26457 | 1.25909 | 0.00000 | -64.05 | 10350.35 |
13 | 2009.01.22 15:00 | buy | 7 | 0.10 | 1.26984 | 1.25309 | 0.00000 | ||
14 | 2009.01.22 20:00 | close | 7 | 0.10 | 1.25785 | 1.25309 | 0.00000 | -95.32 | 10255.03 |
15 | 2009.01.27 14:00 | buy | 8 | 0.10 | 1.22804 | 1.21832 | 0.00000 | ||
16 | 2009.01.27 19:00 | close | 8 | 0.10 | 1.22393 | 1.21832 | 0.00000 | -33.58 | 10221.45 |
17 | 2009.01.27 23:00 | buy | 9 | 0.10 | 1.23012 | 1.21945 | 0.00000 | ||
18 | 2009.01.28 00:00 | close | 9 | 0.10 | 1.22439 | 1.21945 | 0.00000 | -46.85 | 10174.60 |
19 | 2009.01.29 22:00 | buy | 10 | 0.10 | 1.22349 | 1.21228 | 0.00000 | ||
20 | 2009.01.30 21:00 | close | 10 | 0.10 | 1.22886 | 1.21228 | 0.00000 | 43.65 | 10218.24 |
21 | 2009.02.02 14:00 | buy | 11 | 0.10 | 1.24145 | 1.22783 | 0.00000 | ||
22 | 2009.02.03 16:00 | close | 11 | 0.10 | 1.24148 | 1.22783 | 0.00000 | 0.19 | 10218.43 |
23 | 2009.02.06 04:00 | buy | 12 | 0.10 | 1.23629 | 1.22648 | 0.00000 | ||
24 | 2009.02.06 19:00 | close | 12 | 0.10 | 1.23465 | 1.22648 | 0.00000 | -13.28 | 10205.15 |
25 | 2009.02.10 11:00 | buy | 13 | 0.10 | 1.23229 | 1.21584 | 0.00000 | ||
26 | 2009.02.11 18:00 | close | 13 | 0.10 | 1.24185 | 1.21584 | 0.00000 | 76.93 | 10282.08 |
27 | 2009.02.12 16:00 | buy | 14 | 0.10 | 1.24779 | 1.23868 | 0.00000 | ||
28 | 2009.02.12 23:00 | close | 14 | 0.10 | 1.24405 | 1.23868 | 0.00000 | -30.06 | 10252.02 |
29 | 2009.02.16 13:00 | buy | 15 | 0.10 | 1.24709 | 1.23388 | 0.00000 | ||
30 | 2009.02.16 23:00 | close | 15 | 0.10 | 1.24240 | 1.23388 | 0.00000 | -37.75 | 10214.27 |
31 | 2009.02.17 03:00 | buy | 16 | 0.10 | 1.24729 | 1.24072 | 0.00000 | ||
32 | 2009.02.18 07:00 | close | 16 | 0.10 | 1.26110 | 1.24072 | 0.00000 | 109.46 | 10323.73 |
33 | 2009.02.20 07:00 | buy | 17 | 0.10 | 1.26173 | 1.24964 | 0.00000 | ||
34 | 2009.02.20 18:00 | close | 17 | 0.10 | 1.25415 | 1.24964 | 0.00000 | -60.44 | 10263.29 |
35 | 2009.02.24 15:00 | buy | 18 | 0.10 | 1.25399 | 1.24762 | 0.00000 | ||
36 | 2009.02.24 15:50 | s/l | 18 | 0.10 | 1.24762 | 1.24762 | 0.00000 | -51.15 | 10212.14 |
37 | 2009.02.25 16:00 | buy | 19 | 0.10 | 1.24959 | 1.24028 | 0.00000 | ||
38 | 2009.02.26 11:00 | close | 19 | 0.10 | 1.25150 | 1.24028 | 0.00000 | 15.11 | 10227.25 |
39 | 2009.02.27 10:00 | buy | 20 | 0.10 | 1.25847 | 1.24394 | 0.00000 | ||
40 | 2009.03.03 05:00 | close | 20 | 0.10 | 1.28453 | 1.24394 | 0.00000 | 202.78 | 10430.03 |
41 | 2009.03.03 13:00 | buy | 21 | 0.10 | 1.29328 | 1.28223 | 0.00000 | ||
42 | 2009.03.03 15:00 | close | 21 | 0.10 | 1.28350 | 1.28223 | 0.00000 | -76.20 | 10353.83 |
43 | 2009.03.03 17:00 | buy | 22 | 0.10 | 1.29489 | 1.28275 | 0.00000 | ||
44 | 2009.03.03 21:00 | close | 22 | 0.10 | 1.28783 | 1.28275 | 0.00000 | -54.82 | 10299.01 |
45 | 2009.03.04 00:00 | buy | 23 | 0.10 | 1.29559 | 1.28317 | 0.00000 | ||
46 | 2009.03.04 13:00 | close | 23 | 0.10 | 1.29003 | 1.28317 | 0.00000 | -43.10 | 10255.91 |
47 | 2009.03.05 15:00 | buy | 24 | 0.10 | 1.28804 | 1.27271 | 0.00000 | ||
48 | 2009.03.06 07:00 | close | 24 | 0.10 | 1.28347 | 1.27271 | 0.00000 | -35.66 | 10220.25 |
49 | 2009.03.09 10:00 | buy | 25 | 0.10 | 1.28997 | 1.28088 | 0.00000 | ||
50 | 2009.03.10 05:00 | close | 25 | 0.10 | 1.29230 | 1.28088 | 0.00000 | 17.98 | 10238.23 |
51 | 2009.03.11 20:00 | buy | 26 | 0.10 | 1.28849 | 1.27763 | 0.00000 | ||
52 | 2009.03.12 14:00 | close | 26 | 0.10 | 1.28590 | 1.27763 | 0.00000 | -20.29 | 10217.94 |
53 | 2009.03.17 10:00 | buy | 27 | 0.10 | 1.27364 | 1.26630 | 0.00000 | ||
54 | 2009.03.17 12:00 | close | 27 | 0.10 | 1.26972 | 1.26630 | 0.00000 | -30.87 | 10187.07 |
55 | 2009.03.17 13:00 | buy | 28 | 0.10 | 1.27407 | 1.26664 | 0.00000 | ||
56 | 2009.03.17 18:00 | close | 28 | 0.10 | 1.27050 | 1.26664 | 0.00000 | -28.10 | 10158.97 |
57 | 2009.03.18 18:00 | buy | 29 | 0.10 | 1.27234 | 1.26565 | 0.00000 | ||
58 | 2009.03.18 19:15 | s/l | 29 | 0.10 | 1.26565 | 1.26565 | 0.00000 | -52.97 | 10106.00 |
59 | 2009.03.19 13:00 | sell | 30 | 0.10 | 1.22726 | 1.26970 | 0.00000 | ||
60 | 2009.03.20 00:00 | close | 30 | 0.10 | 1.24092 | 1.26970 | 0.00000 | -110.14 | 9995.86 |
61 | 2009.03.23 04:00 | sell | 31 | 0.10 | 1.23322 | 1.24297 | 0.00000 | ||
62 | 2009.03.24 13:00 | close | 31 | 0.10 | 1.22636 | 1.24297 | 0.00000 | 55.88 | 10051.74 |
63 | 2009.03.24 21:00 | buy | 32 | 0.10 | 1.23179 | 1.21967 | 0.00000 | ||
64 | 2009.03.25 14:00 | close | 32 | 0.10 | 1.22948 | 1.21967 | 0.00000 | -18.84 | 10032.90 |
65 | 2009.03.27 11:00 | buy | 33 | 0.10 | 1.23479 | 1.22528 | 0.00000 | ||
66 | 2009.03.31 09:00 | close | 33 | 0.10 | 1.25652 | 1.22528 | 0.00000 | 172.84 | 10205.74 |
67 | 2009.04.01 03:00 | buy | 34 | 0.10 | 1.26817 | 1.25218 | 0.00000 | ||
68 | 2009.04.01 18:00 | close | 34 | 0.10 | 1.26393 | 1.25218 | 0.00000 | -33.55 | 10172.19 |
69 | 2009.04.06 16:00 | buy | 35 | 0.10 | 1.23854 | 1.22164 | 0.00000 | ||
70 | 2009.04.07 09:00 | close | 35 | 0.10 | 1.23712 | 1.22164 | 0.00000 | -11.53 | 10160.66 |
71 | 2009.04.07 13:00 | buy | 36 | 0.10 | 1.24789 | 1.23372 | 0.00000 | ||
72 | 2009.04.07 17:00 | close | 36 | 0.10 | 1.23740 | 1.23372 | 0.00000 | -84.77 | 10075.89 |
73 | 2009.04.13 09:00 | sell | 37 | 0.10 | 1.22408 | 1.22914 | 0.00000 | ||
74 | 2009.04.13 15:50 | s/l | 37 | 0.10 | 1.22914 | 1.22914 | 0.00000 | -41.14 | 10034.75 |
75 | 2009.04.13 18:00 | sell | 38 | 0.10 | 1.22104 | 1.22937 | 0.00000 | ||
76 | 2009.04.14 05:00 | close | 38 | 0.10 | 1.22399 | 1.22937 | 0.00000 | -24.16 | 10010.59 |
77 | 2009.04.14 13:00 | sell | 39 | 0.10 | 1.21712 | 1.22566 | 0.00000 | ||
78 | 2009.04.15 04:00 | close | 39 | 0.10 | 1.21704 | 1.22566 | 0.00000 | 0.60 | 10011.19 |
79 | 2009.04.15 17:00 | sell | 40 | 0.10 | 1.20802 | 1.21818 | 0.00000 | ||
80 | 2009.04.16 12:00 | close | 40 | 0.10 | 1.20836 | 1.21818 | 0.00000 | -2.99 | 10008.21 |
81 | 2009.04.16 15:00 | sell | 41 | 0.10 | 1.19984 | 1.21017 | 0.00000 | ||
82 | 2009.04.16 17:00 | close | 41 | 0.10 | 1.20648 | 1.21017 | 0.00000 | -55.04 | 9953.17 |
83 | 2009.04.21 20:00 | sell | 42 | 0.10 | 1.23393 | 1.24274 | 0.00000 | ||
84 | 2009.04.22 03:00 | close | 42 | 0.10 | 1.23878 | 1.24274 | 0.00000 | -39.21 | 9913.96 |
85 | 2009.04.23 12:00 | sell | 43 | 0.10 | 1.23490 | 1.24265 | 0.00000 | ||
86 | 2009.04.27 06:00 | close | 43 | 0.10 | 1.21691 | 1.24265 | 0.00000 | 147.71 | 10061.67 |
87 | 2009.04.29 03:00 | sell | 44 | 0.10 | 1.21759 | 1.22461 | 0.00000 | ||
88 | 2009.04.30 19:00 | close | 44 | 0.10 | 1.19668 | 1.22461 | 0.00000 | 174.55 | 10236.22 |
89 | 2009.05.01 11:00 | sell | 45 | 0.10 | 1.18686 | 1.19604 | 0.00000 | ||
90 | 2009.05.04 12:00 | close | 45 | 0.10 | 1.18499 | 1.19604 | 0.00000 | 15.72 | 10251.94 |
91 | 2009.05.04 16:00 | sell | 46 | 0.10 | 1.17895 | 1.18934 | 0.00000 | ||
92 | 2009.05.05 17:00 | close | 46 | 0.10 | 1.17740 | 1.18934 | 0.00000 | 13.10 | 10265.05 |
93 | 2009.05.06 16:00 | sell | 47 | 0.10 | 1.17265 | 1.18020 | 0.00000 | ||
94 | 2009.05.07 16:00 | close | 47 | 0.10 | 1.16939 | 1.18020 | 0.00000 | 27.70 | 10292.75 |
95 | 2009.05.08 09:00 | sell | 48 | 0.10 | 1.16618 | 1.17361 | 0.00000 | ||
96 | 2009.05.11 12:00 | close | 48 | 0.10 | 1.15432 | 1.17361 | 0.00000 | 102.68 | 10395.43 |
97 | 2009.05.12 15:00 | sell | 49 | 0.10 | 1.15731 | 1.16740 | 0.00000 | ||
98 | 2009.05.12 16:20 | s/l | 49 | 0.10 | 1.16740 | 1.16740 | 0.00000 | -86.40 | 10309.03 |
99 | 2009.05.13 02:00 | sell | 50 | 0.10 | 1.15839 | 1.16727 | 0.00000 | ||
100 | 2009.05.13 12:00 | close | 50 | 0.10 | 1.16234 | 1.16727 | 0.00000 | -33.98 | 10275.05 |
101 | 2009.05.14 21:00 | sell | 51 | 0.10 | 1.16966 | 1.17653 | 0.00000 | ||
102 | 2009.05.15 09:00 | close | 51 | 0.10 | 1.17350 | 1.17653 | 0.00000 | -32.78 | 10242.27 |
103 | 2009.05.15 16:00 | sell | 52 | 0.10 | 1.16791 | 1.17556 | 0.00000 | ||
104 | 2009.05.15 17:50 | s/l | 52 | 0.10 | 1.17556 | 1.17556 | 0.00000 | -65.03 | 10177.24 |
105 | 2009.05.18 13:00 | sell | 53 | 0.10 | 1.17006 | 1.18155 | 0.00000 | ||
106 | 2009.05.20 08:00 | close | 53 | 0.10 | 1.15724 | 1.18155 | 0.00000 | 110.66 | 10287.90 |
107 | 2009.05.20 11:00 | sell | 54 | 0.10 | 1.15355 | 1.15912 | 0.00000 | ||
108 | 2009.05.21 11:00 | close | 54 | 0.10 | 1.14399 | 1.15912 | 0.00000 | 83.39 | 10371.30 |
109 | 2009.05.22 02:00 | sell | 55 | 0.10 | 1.13390 | 1.14531 | 0.00000 | ||
110 | 2009.05.25 09:00 | close | 55 | 0.10 | 1.12532 | 1.14531 | 0.00000 | 76.18 | 10447.48 |
111 | 2009.05.26 17:00 | sell | 56 | 0.10 | 1.12137 | 1.13173 | 0.00000 | ||
112 | 2009.05.27 21:00 | close | 56 | 0.10 | 1.11472 | 1.13173 | 0.00000 | 59.60 | 10507.08 |
113 | 2009.05.28 17:00 | sell | 57 | 0.10 | 1.11242 | 1.12520 | 0.00000 | ||
114 | 2009.06.01 19:00 | close | 57 | 0.10 | 1.08808 | 1.12520 | 0.00000 | 223.58 | 10730.66 |
115 | 2009.06.02 14:00 | sell | 58 | 0.10 | 1.08116 | 1.09606 | 0.00000 | ||
116 | 2009.06.03 11:00 | close | 58 | 0.10 | 1.08551 | 1.09606 | 0.00000 | -40.13 | 10690.53 |
117 | 2009.06.04 17:00 | sell | 59 | 0.10 | 1.09941 | 1.11487 | 0.00000 | ||
118 | 2009.06.05 10:00 | close | 59 | 0.10 | 1.10264 | 1.11487 | 0.00000 | -29.35 | 10661.19 |
119 | 2009.06.09 02:00 | sell | 60 | 0.10 | 1.11381 | 1.12563 | 0.00000 | ||
120 | 2009.06.10 15:00 | close | 60 | 0.10 | 1.10553 | 1.12563 | 0.00000 | 74.84 | 10736.03 |
121 | 2009.06.11 17:00 | sell | 61 | 0.10 | 1.09902 | 1.11185 | 0.00000 | ||
122 | 2009.06.12 03:00 | close | 61 | 0.10 | 1.10277 | 1.11185 | 0.00000 | -34.07 | 10701.96 |
123 | 2009.06.16 11:00 | sell | 62 | 0.10 | 1.12682 | 1.13610 | 0.00000 | ||
124 | 2009.06.16 18:00 | close | 62 | 0.10 | 1.13259 | 1.13610 | 0.00000 | -50.95 | 10651.01 |
125 | 2009.06.18 16:00 | sell | 63 | 0.10 | 1.12754 | 1.13803 | 0.00000 | ||
126 | 2009.06.18 21:00 | close | 63 | 0.10 | 1.13315 | 1.13803 | 0.00000 | -49.51 | 10601.50 |
127 | 2009.06.19 12:00 | sell | 64 | 0.10 | 1.12772 | 1.13429 | 0.00000 | ||
128 | 2009.06.19 15:59 | s/l | 64 | 0.10 | 1.13429 | 1.13429 | 0.00000 | -57.91 | 10543.59 |
129 | 2009.06.23 15:00 | sell | 65 | 0.10 | 1.14871 | 1.15613 | 0.00000 | ||
130 | 2009.06.23 16:45 | s/l | 65 | 0.10 | 1.15613 | 1.15613 | 0.00000 | -64.13 | 10479.46 |
131 | 2009.06.23 19:00 | sell | 66 | 0.10 | 1.15050 | 1.15630 | 0.00000 | ||
132 | 2009.06.24 19:00 | close | 66 | 0.10 | 1.14902 | 1.15630 | 0.00000 | 12.82 | 10492.28 |
133 | 2009.06.26 04:00 | sell | 67 | 0.10 | 1.15168 | 1.16140 | 0.00000 | ||
134 | 2009.06.26 16:00 | close | 67 | 0.10 | 1.15382 | 1.16140 | 0.00000 | -18.55 | 10473.73 |
135 | 2009.06.30 09:00 | sell | 68 | 0.10 | 1.15284 | 1.15830 | 0.00000 | ||
136 | 2009.06.30 16:00 | close | 68 | 0.10 | 1.15684 | 1.15830 | 0.00000 | -34.58 | 10439.15 |
137 | 2009.07.01 14:00 | sell | 69 | 0.10 | 1.15401 | 1.16526 | 0.00000 | ||
138 | 2009.07.02 10:00 | close | 69 | 0.10 | 1.15112 | 1.16526 | 0.00000 | 24.93 | 10464.08 |
139 | 2009.07.06 22:00 | sell | 70 | 0.10 | 1.15896 | 1.16510 | 0.00000 | ||
140 | 2009.07.07 09:00 | close | 70 | 0.10 | 1.16216 | 1.16510 | 0.00000 | -27.59 | 10436.49 |
141 | 2009.07.07 11:00 | sell | 71 | 0.10 | 1.15828 | 1.16498 | 0.00000 | ||
142 | 2009.07.07 16:00 | close | 71 | 0.10 | 1.16093 | 1.16498 | 0.00000 | -22.83 | 10413.66 |
143 | 2009.07.08 17:00 | sell | 72 | 0.10 | 1.16133 | 1.16736 | 0.00000 | ||
144 | 2009.07.08 18:00 | close | 72 | 0.10 | 1.16519 | 1.16736 | 0.00000 | -33.13 | 10380.53 |
145 | 2009.07.09 10:00 | sell | 73 | 0.10 | 1.15922 | 1.16939 | 0.00000 | ||
146 | 2009.07.09 22:00 | close | 73 | 0.10 | 1.16225 | 1.16939 | 0.00000 | -26.07 | 10354.46 |
147 | 2009.07.13 03:00 | sell | 74 | 0.10 | 1.16022 | 1.16525 | 0.00000 | ||
148 | 2009.07.13 05:00 | close | 74 | 0.10 | 1.16357 | 1.16525 | 0.00000 | -28.79 | 10325.67 |
149 | 2009.07.13 15:00 | sell | 75 | 0.10 | 1.16037 | 1.16606 | 0.00000 | ||
150 | 2009.07.13 16:00 | close | 75 | 0.10 | 1.16500 | 1.16606 | 0.00000 | -39.74 | 10285.93 |
151 | 2009.07.13 18:00 | sell | 76 | 0.10 | 1.15396 | 1.16685 | 0.00000 | ||
152 | 2009.07.16 11:00 | close | 76 | 0.10 | 1.12076 | 1.16685 | 0.00000 | 295.94 | 10581.87 |
153 | 2009.07.17 15:00 | sell | 77 | 0.10 | 1.11530 | 1.11952 | 0.00000 | ||
154 | 2009.07.21 02:00 | close | 77 | 0.10 | 1.10720 | 1.11952 | 0.00000 | 73.04 | 10654.91 |
155 | 2009.07.21 14:00 | sell | 78 | 0.10 | 1.10265 | 1.10915 | 0.00000 | ||
156 | 2009.07.21 18:00 | close | 78 | 0.10 | 1.10780 | 1.10915 | 0.00000 | -46.49 | 10608.42 |
157 | 2009.07.22 16:00 | sell | 79 | 0.10 | 1.10029 | 1.10950 | 0.00000 | ||
158 | 2009.07.27 02:00 | close | 79 | 0.10 | 1.08731 | 1.10950 | 0.00000 | 119.09 | 10727.51 |
159 | 2009.07.27 13:00 | sell | 80 | 0.10 | 1.08099 | 1.08710 | 0.00000 | ||
160 | 2009.07.28 05:00 | close | 80 | 0.10 | 1.08227 | 1.08710 | 0.00000 | -11.89 | 10715.62 |
161 | 2009.07.28 07:00 | sell | 81 | 0.10 | 1.07912 | 1.08431 | 0.00000 | ||
162 | 2009.07.28 14:00 | close | 81 | 0.10 | 1.08063 | 1.08431 | 0.00000 | -13.97 | 10701.65 |
163 | 2009.07.30 09:00 | sell | 82 | 0.10 | 1.08370 | 1.09198 | 0.00000 | ||
164 | 2009.07.31 15:00 | close | 82 | 0.10 | 1.08277 | 1.09198 | 0.00000 | 8.53 | 10710.18 |
165 | 2009.07.31 20:00 | sell | 83 | 0.10 | 1.07814 | 1.08439 | 0.00000 | ||
166 | 2009.08.04 10:00 | close | 83 | 0.10 | 1.06931 | 1.08439 | 0.00000 | 82.46 | 10792.64 |
167 | 2009.08.05 19:00 | sell | 84 | 0.10 | 1.06961 | 1.07739 | 0.00000 | ||
168 | 2009.08.06 12:00 | close | 84 | 0.10 | 1.07255 | 1.07739 | 0.00000 | -27.59 | 10765.06 |
169 | 2009.08.12 16:00 | sell | 85 | 0.10 | 1.09613 | 1.10539 | 0.00000 | ||
170 | 2009.08.13 16:00 | close | 85 | 0.10 | 1.09031 | 1.10539 | 0.00000 | 53.20 | 10818.26 |
171 | 2009.08.13 17:00 | sell | 86 | 0.10 | 1.08342 | 1.09166 | 0.00000 | ||
172 | 2009.08.13 20:00 | close | 86 | 0.10 | 1.08769 | 1.09166 | 0.00000 | -39.26 | 10779.00 |
173 | 2009.08.14 15:00 | sell | 87 | 0.10 | 1.08288 | 1.08989 | 0.00000 | ||
174 | 2009.08.14 16:40 | s/l | 87 | 0.10 | 1.08989 | 1.08989 | 0.00000 | -64.30 | 10714.70 |
175 | 2009.08.18 09:00 | sell | 88 | 0.10 | 1.10367 | 1.11076 | 0.00000 | ||
176 | 2009.08.18 15:00 | close | 88 | 0.10 | 1.10796 | 1.11076 | 0.00000 | -38.72 | 10675.98 |
177 | 2009.08.18 18:00 | sell | 89 | 0.10 | 1.10342 | 1.10859 | 0.00000 | ||
178 | 2009.08.19 08:00 | close | 89 | 0.10 | 1.10663 | 1.10859 | 0.00000 | -29.07 | 10646.91 |
179 | 2009.08.19 18:00 | sell | 90 | 0.10 | 1.09683 | 1.10883 | 0.00000 | ||
180 | 2009.08.20 15:00 | close | 90 | 0.10 | 1.09836 | 1.10883 | 0.00000 | -14.11 | 10632.80 |
181 | 2009.08.20 18:00 | sell | 91 | 0.10 | 1.09004 | 1.09846 | 0.00000 | ||
182 | 2009.08.21 06:00 | close | 91 | 0.10 | 1.09312 | 1.09846 | 0.00000 | -28.24 | 10604.57 |
183 | 2009.08.21 12:00 | sell | 92 | 0.10 | 1.08299 | 1.09672 | 0.00000 | ||
184 | 2009.08.25 03:00 | close | 92 | 0.10 | 1.07781 | 1.09672 | 0.00000 | 47.94 | 10652.51 |
185 | 2009.08.25 15:00 | sell | 93 | 0.10 | 1.07361 | 1.07965 | 0.00000 | ||
186 | 2009.08.25 16:26 | s/l | 93 | 0.10 | 1.07965 | 1.07965 | 0.00000 | -55.88 | 10596.63 |
187 | 2009.08.27 15:00 | sell | 94 | 0.10 | 1.09185 | 1.10089 | 0.00000 | ||
188 | 2009.08.27 16:00 | close | 94 | 0.10 | 1.09885 | 1.10089 | 0.00000 | -63.70 | 10532.93 |
189 | 2009.08.27 19:00 | sell | 95 | 0.10 | 1.09300 | 1.10041 | 0.00000 | ||
190 | 2009.08.28 18:00 | close | 95 | 0.10 | 1.08772 | 1.10041 | 0.00000 | 48.48 | 10581.41 |
191 | 2009.09.01 10:00 | sell | 96 | 0.10 | 1.08771 | 1.10311 | 0.00000 | ||
192 | 2009.09.01 13:00 | close | 96 | 0.10 | 1.09701 | 1.10311 | 0.00000 | -84.78 | 10496.63 |
193 | 2009.09.03 09:00 | sell | 97 | 0.10 | 1.10026 | 1.10731 | 0.00000 | ||
194 | 2009.09.03 16:20 | s/l | 97 | 0.10 | 1.10731 | 1.10731 | 0.00000 | -63.65 | 10432.98 |
195 | 2009.09.04 11:00 | sell | 98 | 0.10 | 1.09762 | 1.10488 | 0.00000 | ||
196 | 2009.09.08 04:00 | close | 98 | 0.10 | 1.07920 | 1.10488 | 0.00000 | 170.56 | 10603.54 |
197 | 2009.09.08 09:00 | sell | 99 | 0.10 | 1.07434 | 1.08064 | 0.00000 | ||
198 | 2009.09.08 18:00 | close | 99 | 0.10 | 1.07629 | 1.08064 | 0.00000 | -18.12 | 10585.42 |
199 | 2009.09.11 17:00 | sell | 100 | 0.10 | 1.07375 | 1.08059 | 0.00000 | ||
200 | 2009.09.11 19:00 | close | 100 | 0.10 | 1.07764 | 1.08059 | 0.00000 | -36.10 | 10549.32 |
201 | 2009.09.15 16:00 | sell | 101 | 0.10 | 1.08062 | 1.08643 | 0.00000 | ||
202 | 2009.09.17 14:00 | close | 101 | 0.10 | 1.06719 | 1.08643 | 0.00000 | 125.60 | 10674.93 |
203 | 2009.09.17 17:00 | sell | 102 | 0.10 | 1.06011 | 1.06917 | 0.00000 | ||
204 | 2009.09.17 19:00 | close | 102 | 0.10 | 1.06532 | 1.06917 | 0.00000 | -48.91 | 10626.02 |
205 | 2009.09.22 09:00 | sell | 103 | 0.10 | 1.07135 | 1.08106 | 0.00000 | ||
206 | 2009.09.23 09:00 | close | 103 | 0.10 | 1.06967 | 1.08106 | 0.00000 | 15.65 | 10641.67 |
207 | 2009.09.28 18:00 | sell | 104 | 0.10 | 1.08583 | 1.09919 | 0.00000 | ||
208 | 2009.09.29 12:00 | close | 104 | 0.10 | 1.08943 | 1.09919 | 0.00000 | -33.10 | 10608.57 |
209 | 2009.09.30 04:00 | sell | 105 | 0.10 | 1.08091 | 1.08916 | 0.00000 | ||
210 | 2009.10.01 08:00 | close | 105 | 0.10 | 1.07337 | 1.08916 | 0.00000 | 70.07 | 10678.64 |
211 | 2009.10.05 00:00 | sell | 106 | 0.10 | 1.08060 | 1.08995 | 0.00000 | ||
212 | 2009.10.07 15:00 | close | 106 | 0.10 | 1.06091 | 1.08995 | 0.00000 | 185.48 | 10864.13 |
213 | 2009.10.08 04:00 | sell | 107 | 0.10 | 1.05506 | 1.06373 | 0.00000 | ||
214 | 2009.10.08 16:00 | close | 107 | 0.10 | 1.06137 | 1.06373 | 0.00000 | -59.45 | 10804.68 |
215 | 2009.10.08 21:00 | sell | 108 | 0.10 | 1.05152 | 1.06195 | 0.00000 | ||
216 | 2009.10.09 05:00 | close | 108 | 0.10 | 1.05462 | 1.06195 | 0.00000 | -29.45 | 10775.23 |
217 | 2009.10.09 13:00 | sell | 109 | 0.10 | 1.04973 | 1.05748 | 0.00000 | ||
218 | 2009.10.13 10:00 | close | 109 | 0.10 | 1.03653 | 1.05748 | 0.00000 | 127.23 | 10902.46 |
219 | 2009.10.13 12:00 | sell | 110 | 0.10 | 1.03126 | 1.03630 | 0.00000 | ||
220 | 2009.10.13 16:00 | close | 110 | 0.10 | 1.03381 | 1.03630 | 0.00000 | -24.67 | 10877.79 |
221 | 2009.10.13 18:00 | sell | 111 | 0.10 | 1.02959 | 1.03643 | 0.00000 | ||
222 | 2009.10.13 20:20 | s/l | 111 | 0.10 | 1.03643 | 1.03643 | 0.00000 | -65.98 | 10811.81 |
223 | 2009.10.14 04:00 | sell | 112 | 0.10 | 1.02907 | 1.03585 | 0.00000 | ||
224 | 2009.10.15 12:00 | close | 112 | 0.10 | 1.02663 | 1.03585 | 0.00000 | 23.59 | 10835.40 |
225 | 2009.10.19 12:00 | sell | 113 | 0.10 | 1.03408 | 1.04136 | 0.00000 | ||
226 | 2009.10.19 16:00 | close | 113 | 0.10 | 1.03915 | 1.04136 | 0.00000 | -48.79 | 10786.61 |
227 | 2009.10.19 17:00 | sell | 114 | 0.10 | 1.03404 | 1.04089 | 0.00000 | ||
228 | 2009.10.20 12:00 | close | 114 | 0.10 | 1.03093 | 1.04089 | 0.00000 | 30.11 | 10816.72 |
229 | 2009.10.21 17:00 | sell | 115 | 0.10 | 1.04372 | 1.05466 | 0.00000 | ||
230 | 2009.10.22 06:00 | close | 115 | 0.10 | 1.04712 | 1.05466 | 0.00000 | -32.65 | 10784.08 |
231 | 2009.10.27 20:00 | sell | 116 | 0.10 | 1.06308 | 1.07047 | 0.00000 | ||
232 | 2009.10.28 06:00 | close | 116 | 0.10 | 1.06693 | 1.07047 | 0.00000 | -36.14 | 10747.94 |
233 | 2009.10.29 14:00 | sell | 117 | 0.10 | 1.07210 | 1.08193 | 0.00000 | ||
234 | 2009.10.30 13:00 | close | 117 | 0.10 | 1.07149 | 1.08193 | 0.00000 | 5.63 | 10753.57 |
235 | 2009.11.02 16:00 | sell | 118 | 0.10 | 1.07740 | 1.08308 | 0.00000 | ||
236 | 2009.11.02 19:00 | close | 118 | 0.10 | 1.08047 | 1.08308 | 0.00000 | -28.41 | 10725.16 |
237 | 2009.11.03 17:00 | sell | 119 | 0.10 | 1.06914 | 1.08305 | 0.00000 | ||
238 | 2009.11.05 02:00 | close | 119 | 0.10 | 1.06448 | 1.08305 | 0.00000 | 43.54 | 10768.70 |
239 | 2009.11.06 10:00 | sell | 120 | 0.10 | 1.06121 | 1.06698 | 0.00000 | ||
240 | 2009.11.06 12:35 | s/l | 120 | 0.10 | 1.06698 | 1.06698 | 0.00000 | -54.07 | 10714.63 |
241 | 2009.11.09 11:00 | sell | 121 | 0.10 | 1.06038 | 1.07656 | 0.00000 | ||
242 | 2009.11.10 07:00 | close | 121 | 0.10 | 1.05936 | 1.07656 | 0.00000 | 9.57 | 10724.21 |
243 | 2009.11.10 16:00 | sell | 122 | 0.10 | 1.05434 | 1.05919 | 0.00000 | ||
244 | 2009.11.12 09:00 | close | 122 | 0.10 | 1.04524 | 1.05919 | 0.00000 | 86.82 | 10811.03 |
245 | 2009.11.13 15:00 | sell | 123 | 0.10 | 1.04927 | 1.05699 | 0.00000 | ||
246 | 2009.11.13 16:00 | close | 123 | 0.10 | 1.05478 | 1.05699 | 0.00000 | -52.24 | 10758.79 |
247 | 2009.11.13 17:00 | sell | 124 | 0.10 | 1.04898 | 1.05706 | 0.00000 | ||
248 | 2009.11.17 00:00 | close | 124 | 0.10 | 1.04795 | 1.05706 | 0.00000 | 9.71 | 10768.50 |
249 | 2009.11.18 11:00 | sell | 125 | 0.10 | 1.04777 | 1.05869 | 0.00000 | ||
250 | 2009.11.18 19:00 | close | 125 | 0.10 | 1.05324 | 1.05869 | 0.00000 | -51.93 | 10716.57 |
251 | 2009.11.23 10:00 | sell | 126 | 0.10 | 1.05980 | 1.07254 | 0.00000 | ||
252 | 2009.11.24 03:00 | close | 126 | 0.10 | 1.06067 | 1.07254 | 0.00000 | -8.26 | 10708.31 |
253 | 2009.11.25 04:00 | sell | 127 | 0.10 | 1.05548 | 1.06228 | 0.00000 | ||
254 | 2009.11.26 06:00 | close | 127 | 0.10 | 1.04978 | 1.06228 | 0.00000 | 54.12 | 10762.44 |
255 | 2009.11.30 03:00 | sell | 128 | 0.10 | 1.05605 | 1.07207 | 0.00000 | ||
256 | 2009.12.01 03:00 | close | 128 | 0.10 | 1.05626 | 1.07207 | 0.00000 | -2.05 | 10760.39 |
257 | 2009.12.01 09:00 | sell | 129 | 0.10 | 1.05224 | 1.05808 | 0.00000 | ||
258 | 2009.12.02 09:00 | close | 129 | 0.10 | 1.04606 | 1.05808 | 0.00000 | 59.02 | 10819.41 |
259 | 2009.12.04 14:00 | sell | 130 | 0.10 | 1.04658 | 1.05860 | 0.00000 | ||
260 | 2009.12.04 20:00 | close | 130 | 0.10 | 1.05713 | 1.05860 | 0.00000 | -99.80 | 10719.61 |
261 | 2009.12.07 19:00 | sell | 131 | 0.10 | 1.04978 | 1.06175 | 0.00000 | ||
262 | 2009.12.08 09:00 | close | 131 | 0.10 | 1.05531 | 1.06175 | 0.00000 | -52.46 | 10667.15 |
263 | 2009.12.09 17:00 | sell | 132 | 0.10 | 1.05478 | 1.06597 | 0.00000 | ||
264 | 2009.12.11 08:00 | close | 132 | 0.10 | 1.05245 | 1.06597 | 0.00000 | 21.90 | 10689.06 |
265 | 2009.12.11 14:00 | sell | 133 | 0.10 | 1.04922 | 1.05292 | 0.00000 | ||
266 | 2009.12.11 15:20 | s/l | 133 | 0.10 | 1.05292 | 1.05292 | 0.00000 | -35.12 | 10653.94 |
267 | 2009.12.15 06:00 | sell | 134 | 0.10 | 1.05559 | 1.06425 | 0.00000 | ||
268 | 2009.12.15 10:00 | close | 134 | 0.10 | 1.06211 | 1.06425 | 0.00000 | -61.39 | 10592.55 |
269 | 2009.12.16 10:00 | sell | 135 | 0.10 | 1.05972 | 1.06320 | 0.00000 | ||
270 | 2009.12.16 12:00 | close | 135 | 0.10 | 1.06205 | 1.06320 | 0.00000 | -21.94 | 10570.61 |
271 | 2009.12.16 14:00 | sell | 136 | 0.10 | 1.05899 | 1.06295 | 0.00000 | ||
272 | 2009.12.16 20:45 | s/l | 136 | 0.10 | 1.06295 | 1.06295 | 0.00000 | -37.24 | 10533.37 |
273 | 2009.12.18 04:00 | sell | 137 | 0.10 | 1.06684 | 1.07291 | 0.00000 | ||
274 | 2009.12.21 01:00 | close | 137 | 0.10 | 1.06716 | 1.07291 | 0.00000 | -3.06 | 10530.31 |
275 | 2009.12.21 12:00 | sell | 138 | 0.10 | 1.06281 | 1.06873 | 0.00000 | ||
276 | 2009.12.24 15:00 | close | 138 | 0.10 | 1.04857 | 1.06873 | 0.00000 | 135.51 | 10665.81 |
277 | 2009.12.28 04:00 | sell | 139 | 0.10 | 1.04630 | 1.04999 | 0.00000 | ||
278 | 2009.12.28 09:00 | close | 139 | 0.10 | 1.04937 | 1.04999 | 0.00000 | -29.26 | 10636.55 |
279 | 2009.12.28 15:00 | sell | 140 | 0.10 | 1.04523 | 1.04973 | 0.00000 | ||
280 | 2009.12.29 21:00 | close | 140 | 0.10 | 1.04336 | 1.04973 | 0.00000 | 17.86 | 10654.41 |
281 | 2009.12.31 18:00 | sell | 141 | 0.10 | 1.04614 | 1.05609 | 0.00000 | ||
282 | 2009.12.31 18:57 | close at stop | 141 | 0.10 | 1.04664 | 1.05609 | 0.00000 | -4.78 | 10649.63 |