Strategy Tester Report
ComFracti
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 | tp1=700; sl1=2500; Expimin=5555; lots=0.1; Risk=0.05; multilot=1; closeby=false; mn=88; sh2=3; sh3=3; sh4=3; sh5=3; levelb=3; levels=3; | ||||
Bars in test | 6211 | Ticks modelled | 152607 | Modelling quality | n/a |
Mismatched charts errors | 70 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -774.48 | Gross profit | 7383.66 | Gross loss | -8158.14 |
Profit factor | 0.91 | Expected payoff | -5.16 | ||
Absolute drawdown | 2638.46 | Maximal drawdown | 3134.76 (29.87%) | Relative drawdown | 29.87% (3134.76) |
Total trades | 150 | Short positions (won %) | 64 (84.38%) | Long positions (won %) | 86 (68.60%) |
Profit trades (% of total) | 113 (75.33%) | Loss trades (% of total) | 37 (24.67%) | ||
Largest | profit trade | 116.38 | loss trade | -467.19 | |
Average | profit trade | 65.34 | loss trade | -220.49 | |
Maximum | consecutive wins (profit in money) | 17 (1039.78) | consecutive losses (loss in money) | 3 (-910.46) | |
Maximal | consecutive profit (count of wins) | 1039.78 (17) | consecutive loss (count of losses) | -910.46 (3) | |
Average | consecutive wins | 4 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.01.05 20:00 | buy | 1 | 0.10 | 1.18899 | 1.16310 | 1.19510 | ||
2 | 2009.01.06 06:03 | t/p | 1 | 0.10 | 1.19510 | 1.16310 | 1.19510 | 51.03 | 10051.03 |
3 | 2009.01.06 08:00 | buy | 2 | 0.10 | 1.19414 | 1.16825 | 1.20025 | ||
4 | 2009.01.08 08:45 | t/p | 2 | 0.10 | 1.20025 | 1.16825 | 1.20025 | 50.51 | 10101.54 |
5 | 2009.01.08 10:00 | buy | 3 | 0.10 | 1.20627 | 1.18038 | 1.21238 | ||
6 | 2009.01.08 20:32 | s/l | 3 | 0.10 | 1.18038 | 1.18038 | 1.21238 | -219.34 | 9882.20 |
7 | 2009.01.09 01:00 | buy | 4 | 0.20 | 1.18189 | 1.15600 | 1.18800 | ||
8 | 2009.01.09 09:50 | t/p | 4 | 0.20 | 1.18800 | 1.15600 | 1.18800 | 102.79 | 9984.99 |
9 | 2009.01.09 14:00 | buy | 5 | 0.10 | 1.18455 | 1.15866 | 1.19066 | ||
10 | 2009.01.09 14:50 | t/p | 5 | 0.10 | 1.19066 | 1.15866 | 1.19066 | 51.20 | 10036.19 |
11 | 2009.01.09 17:00 | buy | 6 | 0.10 | 1.19311 | 1.16722 | 1.19922 | ||
12 | 2009.01.12 12:20 | t/p | 6 | 0.10 | 1.19922 | 1.16722 | 1.19922 | 50.81 | 10087.00 |
13 | 2009.01.13 05:00 | sell | 7 | 0.10 | 1.21916 | 1.24505 | 1.21305 | ||
14 | 2009.01.14 07:10 | t/p | 7 | 0.10 | 1.21305 | 1.24505 | 1.21305 | 50.34 | 10137.34 |
15 | 2009.01.15 02:00 | sell | 8 | 0.10 | 1.24475 | 1.27064 | 1.23864 | ||
16 | 2009.01.16 11:45 | t/p | 8 | 0.10 | 1.23864 | 1.27064 | 1.23864 | 49.36 | 10186.70 |
17 | 2009.01.16 13:00 | sell | 9 | 0.10 | 1.23392 | 1.25981 | 1.22781 | ||
18 | 2009.01.20 05:15 | s/l | 9 | 0.10 | 1.25981 | 1.25981 | 1.22781 | -205.51 | 9981.19 |
19 | 2009.01.20 11:00 | sell | 10 | 0.20 | 1.25758 | 1.28347 | 1.25147 | ||
20 | 2009.01.23 16:26 | t/p | 10 | 0.20 | 1.25147 | 1.28347 | 1.25147 | 97.40 | 10078.58 |
21 | 2009.01.26 00:00 | buy | 11 | 0.10 | 1.23444 | 1.20855 | 1.24055 | ||
22 | 2009.01.28 14:45 | s/l | 11 | 0.10 | 1.20855 | 1.20855 | 1.24055 | -214.63 | 9863.95 |
23 | 2009.01.28 17:00 | buy | 12 | 0.20 | 1.20954 | 1.18365 | 1.21565 | ||
24 | 2009.01.28 20:45 | t/p | 12 | 0.20 | 1.21565 | 1.18365 | 1.21565 | 100.41 | 9964.36 |
25 | 2009.01.28 23:00 | buy | 13 | 0.10 | 1.21137 | 1.18548 | 1.21748 | ||
26 | 2009.01.29 02:15 | t/p | 13 | 0.10 | 1.21748 | 1.18548 | 1.21748 | 49.88 | 10014.24 |
27 | 2009.01.29 09:00 | buy | 14 | 0.10 | 1.22039 | 1.19450 | 1.22650 | ||
28 | 2009.01.29 22:50 | t/p | 14 | 0.10 | 1.22650 | 1.19450 | 1.22650 | 49.82 | 10064.06 |
29 | 2009.02.03 03:00 | sell | 15 | 0.10 | 1.24346 | 1.26935 | 1.23735 | ||
30 | 2009.02.03 16:20 | t/p | 15 | 0.10 | 1.23735 | 1.26935 | 1.23735 | 49.41 | 10113.47 |
31 | 2009.02.03 17:00 | sell | 16 | 0.10 | 1.23958 | 1.26547 | 1.23347 | ||
32 | 2009.02.03 17:20 | t/p | 16 | 0.10 | 1.23347 | 1.26547 | 1.23347 | 49.59 | 10163.06 |
33 | 2009.02.09 04:00 | buy | 17 | 0.10 | 1.22399 | 1.19810 | 1.23010 | ||
34 | 2009.02.10 10:15 | t/p | 17 | 0.10 | 1.23010 | 1.19810 | 1.23010 | 49.56 | 10212.62 |
35 | 2009.02.10 12:00 | buy | 18 | 0.10 | 1.22779 | 1.20190 | 1.23390 | ||
36 | 2009.02.10 17:45 | t/p | 18 | 0.10 | 1.23390 | 1.20190 | 1.23390 | 49.50 | 10262.12 |
37 | 2009.02.10 20:00 | buy | 19 | 0.10 | 1.23902 | 1.21313 | 1.24513 | ||
38 | 2009.02.10 20:10 | t/p | 19 | 0.10 | 1.24513 | 1.21313 | 1.24513 | 49.07 | 10311.19 |
39 | 2009.02.11 05:00 | sell | 20 | 0.10 | 1.24370 | 1.26959 | 1.23759 | ||
40 | 2009.02.13 09:45 | t/p | 20 | 0.10 | 1.23759 | 1.26959 | 1.23759 | 49.27 | 10360.46 |
41 | 2009.02.13 12:00 | sell | 21 | 0.10 | 1.23230 | 1.25819 | 1.22619 | ||
42 | 2009.02.17 09:20 | s/l | 21 | 0.10 | 1.25819 | 1.25819 | 1.22619 | -205.80 | 10154.66 |
43 | 2009.02.17 14:00 | sell | 22 | 0.20 | 1.26128 | 1.28717 | 1.25517 | ||
44 | 2009.02.18 15:20 | t/p | 22 | 0.20 | 1.25517 | 1.28717 | 1.25517 | 97.40 | 10252.05 |
45 | 2009.02.18 20:00 | sell | 23 | 0.10 | 1.26091 | 1.28680 | 1.25480 | ||
46 | 2009.02.19 09:50 | t/p | 23 | 0.10 | 1.25480 | 1.28680 | 1.25480 | 48.60 | 10300.65 |
47 | 2009.02.19 11:00 | sell | 24 | 0.10 | 1.25226 | 1.27815 | 1.24615 | ||
48 | 2009.02.20 18:16 | t/p | 24 | 0.10 | 1.24615 | 1.27815 | 1.24615 | 49.12 | 10349.77 |
49 | 2009.02.23 08:00 | buy | 25 | 0.10 | 1.24477 | 1.21888 | 1.25088 | ||
50 | 2009.02.23 14:15 | t/p | 25 | 0.10 | 1.25088 | 1.21888 | 1.25088 | 48.84 | 10398.61 |
51 | 2009.02.23 15:00 | buy | 26 | 0.10 | 1.24878 | 1.22289 | 1.25489 | ||
52 | 2009.02.25 16:10 | t/p | 26 | 0.10 | 1.25489 | 1.22289 | 1.25489 | 48.50 | 10447.11 |
53 | 2009.02.26 01:00 | sell | 27 | 0.10 | 1.25480 | 1.28069 | 1.24869 | ||
54 | 2009.02.26 13:40 | t/p | 27 | 0.10 | 1.24869 | 1.28069 | 1.24869 | 48.95 | 10496.06 |
55 | 2009.02.27 07:00 | sell | 28 | 0.10 | 1.25391 | 1.27980 | 1.24780 | ||
56 | 2009.03.02 00:50 | s/l | 28 | 0.10 | 1.27980 | 1.27980 | 1.24780 | -202.33 | 10293.73 |
57 | 2009.03.02 04:00 | sell | 29 | 0.20 | 1.27642 | 1.30231 | 1.27031 | ||
58 | 2009.03.09 13:45 | s/l | 29 | 0.20 | 1.30231 | 1.30231 | 1.27031 | -398.03 | 9895.70 |
59 | 2009.03.09 17:00 | sell | 30 | 0.20 | 1.29935 | 1.32524 | 1.29324 | ||
60 | 2009.03.10 04:20 | t/p | 30 | 0.20 | 1.29324 | 1.32524 | 1.29324 | 94.46 | 9990.16 |
61 | 2009.03.10 15:00 | sell | 31 | 0.10 | 1.27920 | 1.30509 | 1.27309 | ||
62 | 2009.03.13 10:50 | t/p | 31 | 0.10 | 1.27309 | 1.30509 | 1.27309 | 47.86 | 10038.02 |
63 | 2009.03.13 13:00 | buy | 32 | 0.10 | 1.28237 | 1.25648 | 1.28848 | ||
64 | 2009.03.17 10:00 | close | 32 | 0.10 | 1.27345 | 1.25648 | 1.28848 | -70.23 | 9967.78 |
65 | 2009.03.17 14:00 | buy | 33 | 0.20 | 1.27374 | 1.24785 | 1.27985 | ||
66 | 2009.03.18 20:02 | s/l | 33 | 0.20 | 1.24785 | 1.24785 | 1.27985 | -415.37 | 9552.41 |
67 | 2009.03.19 00:00 | buy | 34 | 0.20 | 1.24820 | 1.22231 | 1.25431 | ||
68 | 2009.03.19 13:20 | s/l | 34 | 0.20 | 1.22231 | 1.22231 | 1.25431 | -424.85 | 9127.56 |
69 | 2009.03.19 16:00 | buy | 35 | 0.20 | 1.23037 | 1.20448 | 1.23648 | ||
70 | 2009.03.19 17:50 | t/p | 35 | 0.20 | 1.23648 | 1.20448 | 1.23648 | 98.83 | 9226.39 |
71 | 2009.03.20 07:00 | buy | 36 | 0.10 | 1.24174 | 1.21585 | 1.24785 | ||
72 | 2009.03.24 04:00 | close | 36 | 0.10 | 1.22035 | 1.21585 | 1.24785 | -175.46 | 9050.93 |
73 | 2009.03.24 05:00 | buy | 37 | 0.20 | 1.22224 | 1.19635 | 1.22835 | ||
74 | 2009.03.24 14:20 | t/p | 37 | 0.20 | 1.22835 | 1.19635 | 1.22835 | 99.41 | 9150.34 |
75 | 2009.03.24 18:00 | buy | 38 | 0.10 | 1.22549 | 1.19960 | 1.23160 | ||
76 | 2009.03.24 20:50 | t/p | 38 | 0.10 | 1.23160 | 1.19960 | 1.23160 | 49.59 | 9199.93 |
77 | 2009.03.24 21:00 | buy | 39 | 0.10 | 1.23249 | 1.20660 | 1.23860 | ||
78 | 2009.03.27 12:45 | t/p | 39 | 0.10 | 1.23860 | 1.20660 | 1.23860 | 48.84 | 9248.76 |
79 | 2009.03.30 02:00 | sell | 40 | 0.10 | 1.24010 | 1.26599 | 1.23399 | ||
80 | 2009.04.01 02:15 | s/l | 40 | 0.10 | 1.26599 | 1.26599 | 1.23399 | -204.49 | 9044.27 |
81 | 2009.04.01 05:00 | sell | 41 | 0.20 | 1.26648 | 1.29237 | 1.26037 | ||
82 | 2009.04.01 20:50 | t/p | 41 | 0.20 | 1.26037 | 1.29237 | 1.26037 | 97.13 | 9141.40 |
83 | 2009.04.02 05:00 | sell | 42 | 0.10 | 1.25495 | 1.28084 | 1.24884 | ||
84 | 2009.04.02 14:16 | t/p | 42 | 0.10 | 1.24884 | 1.28084 | 1.24884 | 48.96 | 9190.36 |
85 | 2009.04.03 05:00 | buy | 43 | 0.10 | 1.24044 | 1.21455 | 1.24655 | ||
86 | 2009.04.07 02:00 | close | 43 | 0.10 | 1.24475 | 1.21455 | 1.24655 | 34.45 | 9224.80 |
87 | 2009.04.07 12:00 | buy | 44 | 0.10 | 1.24419 | 1.21830 | 1.25030 | ||
88 | 2009.04.13 00:00 | close | 44 | 0.10 | 1.22519 | 1.21830 | 1.25030 | -155.63 | 9069.17 |
89 | 2009.04.13 03:00 | buy | 45 | 0.20 | 1.22709 | 1.20120 | 1.23320 | ||
90 | 2009.04.15 19:07 | s/l | 45 | 0.20 | 1.20120 | 1.20120 | 1.23320 | -431.44 | 8637.73 |
91 | 2009.04.15 22:00 | buy | 46 | 0.20 | 1.20390 | 1.17801 | 1.21001 | ||
92 | 2009.04.16 19:10 | t/p | 46 | 0.20 | 1.21001 | 1.17801 | 1.21001 | 100.38 | 8738.11 |
93 | 2009.04.17 01:00 | buy | 47 | 0.10 | 1.21016 | 1.18427 | 1.21627 | ||
94 | 2009.04.17 16:20 | t/p | 47 | 0.10 | 1.21627 | 1.18427 | 1.21627 | 50.18 | 8788.29 |
95 | 2009.04.17 22:00 | buy | 48 | 0.10 | 1.21569 | 1.18980 | 1.22180 | ||
96 | 2009.04.20 10:45 | t/p | 48 | 0.10 | 1.22180 | 1.18980 | 1.22180 | 49.92 | 8838.20 |
97 | 2009.04.21 01:00 | sell | 49 | 0.10 | 1.23715 | 1.26304 | 1.23104 | ||
98 | 2009.04.23 16:45 | t/p | 49 | 0.10 | 1.23104 | 1.26304 | 1.23104 | 49.58 | 8887.78 |
99 | 2009.04.23 18:00 | sell | 50 | 0.10 | 1.22888 | 1.25477 | 1.22277 | ||
100 | 2009.04.24 08:20 | t/p | 50 | 0.10 | 1.22277 | 1.25477 | 1.22277 | 49.94 | 8937.73 |
101 | 2009.04.24 20:00 | buy | 51 | 0.10 | 1.21039 | 1.18450 | 1.21650 | ||
102 | 2009.04.27 04:45 | t/p | 51 | 0.10 | 1.21650 | 1.18450 | 1.21650 | 50.13 | 8987.85 |
103 | 2009.04.27 19:00 | buy | 52 | 0.10 | 1.21492 | 1.18903 | 1.22103 | ||
104 | 2009.04.27 19:50 | t/p | 52 | 0.10 | 1.22103 | 1.18903 | 1.22103 | 50.03 | 9037.88 |
105 | 2009.04.28 06:00 | buy | 53 | 0.10 | 1.21964 | 1.19375 | 1.22575 | ||
106 | 2009.04.28 13:32 | t/p | 53 | 0.10 | 1.22575 | 1.19375 | 1.22575 | 49.83 | 9087.71 |
107 | 2009.04.28 19:00 | buy | 54 | 0.10 | 1.22237 | 1.19648 | 1.22848 | ||
108 | 2009.04.30 04:50 | s/l | 54 | 0.10 | 1.19648 | 1.19648 | 1.22848 | -216.81 | 8870.91 |
109 | 2009.04.30 08:00 | buy | 55 | 0.20 | 1.19743 | 1.17154 | 1.20354 | ||
110 | 2009.05.04 05:00 | close | 55 | 0.20 | 1.18012 | 1.17154 | 1.20354 | -293.73 | 8577.18 |
111 | 2009.05.04 08:00 | buy | 56 | 0.20 | 1.18269 | 1.15680 | 1.18880 | ||
112 | 2009.05.04 12:20 | t/p | 56 | 0.20 | 1.18880 | 1.15680 | 1.18880 | 102.77 | 8679.95 |
113 | 2009.05.04 21:00 | buy | 57 | 0.10 | 1.17787 | 1.15198 | 1.18398 | ||
114 | 2009.05.08 18:00 | close | 57 | 0.10 | 1.15805 | 1.15198 | 1.18398 | -171.70 | 8508.24 |
115 | 2009.05.11 03:00 | buy | 58 | 0.20 | 1.15125 | 1.12536 | 1.15736 | ||
116 | 2009.05.11 15:15 | t/p | 58 | 0.20 | 1.15736 | 1.12536 | 1.15736 | 105.55 | 8613.79 |
117 | 2009.05.13 00:00 | buy | 59 | 0.10 | 1.16284 | 1.13695 | 1.16895 | ||
118 | 2009.05.13 17:50 | t/p | 59 | 0.10 | 1.16895 | 1.13695 | 1.16895 | 52.23 | 8666.02 |
119 | 2009.05.14 00:00 | sell | 60 | 0.10 | 1.17375 | 1.19964 | 1.16764 | ||
120 | 2009.05.15 15:50 | t/p | 60 | 0.10 | 1.16764 | 1.19964 | 1.16764 | 52.30 | 8718.32 |
121 | 2009.05.15 17:00 | sell | 61 | 0.10 | 1.16860 | 1.19449 | 1.16249 | ||
122 | 2009.05.18 17:20 | t/p | 61 | 0.10 | 1.16249 | 1.19449 | 1.16249 | 52.52 | 8770.85 |
123 | 2009.05.18 22:00 | sell | 62 | 0.10 | 1.16222 | 1.18811 | 1.15611 | ||
124 | 2009.05.19 11:02 | t/p | 62 | 0.10 | 1.15611 | 1.18811 | 1.15611 | 52.82 | 8823.67 |
125 | 2009.05.19 14:00 | buy | 63 | 0.10 | 1.15830 | 1.13241 | 1.16441 | ||
126 | 2009.05.22 08:50 | s/l | 63 | 0.10 | 1.13241 | 1.13241 | 1.16441 | -229.18 | 8594.49 |
127 | 2009.05.22 17:00 | buy | 64 | 0.20 | 1.12597 | 1.10008 | 1.13208 | ||
128 | 2009.05.26 11:02 | t/p | 64 | 0.20 | 1.13208 | 1.10008 | 1.13208 | 107.52 | 8702.01 |
129 | 2009.05.27 05:00 | buy | 65 | 0.10 | 1.11574 | 1.08985 | 1.12185 | ||
130 | 2009.05.27 22:45 | t/p | 65 | 0.10 | 1.12185 | 1.08985 | 1.12185 | 54.46 | 8756.47 |
131 | 2009.05.28 06:00 | buy | 66 | 0.10 | 1.12358 | 1.09769 | 1.12969 | ||
132 | 2009.05.29 14:50 | s/l | 66 | 0.10 | 1.09769 | 1.09769 | 1.12969 | -236.22 | 8520.25 |
133 | 2009.05.29 22:00 | buy | 67 | 0.20 | 1.09287 | 1.06698 | 1.09898 | ||
134 | 2009.06.02 19:00 | close | 67 | 0.20 | 1.08159 | 1.06698 | 1.09898 | -208.95 | 8311.30 |
135 | 2009.06.02 22:00 | buy | 68 | 0.20 | 1.08154 | 1.05565 | 1.08765 | ||
136 | 2009.06.03 11:20 | t/p | 68 | 0.20 | 1.08765 | 1.05565 | 1.08765 | 112.12 | 8423.41 |
137 | 2009.06.04 02:00 | sell | 69 | 0.10 | 1.11021 | 1.13610 | 1.10410 | ||
138 | 2009.06.04 09:50 | t/p | 69 | 0.10 | 1.10410 | 1.13610 | 1.10410 | 55.37 | 8478.78 |
139 | 2009.06.04 10:00 | sell | 70 | 0.10 | 1.10319 | 1.12908 | 1.09708 | ||
140 | 2009.06.04 17:20 | t/p | 70 | 0.10 | 1.09708 | 1.12908 | 1.09708 | 55.76 | 8534.54 |
141 | 2009.06.05 05:00 | buy | 71 | 0.10 | 1.09881 | 1.07292 | 1.10492 | ||
142 | 2009.06.05 14:15 | t/p | 71 | 0.10 | 1.10492 | 1.07292 | 1.10492 | 55.25 | 8589.79 |
143 | 2009.06.05 17:00 | buy | 72 | 0.10 | 1.11241 | 1.08652 | 1.11852 | ||
144 | 2009.06.05 20:15 | t/p | 72 | 0.10 | 1.11852 | 1.08652 | 1.11852 | 54.62 | 8644.41 |
145 | 2009.06.08 02:00 | sell | 73 | 0.10 | 1.11814 | 1.14403 | 1.11203 | ||
146 | 2009.06.09 08:50 | t/p | 73 | 0.10 | 1.11203 | 1.14403 | 1.11203 | 54.91 | 8699.32 |
147 | 2009.06.09 09:00 | sell | 74 | 0.10 | 1.11153 | 1.13742 | 1.10542 | ||
148 | 2009.06.09 13:40 | t/p | 74 | 0.10 | 1.10542 | 1.13742 | 1.10542 | 55.28 | 8754.60 |
149 | 2009.06.09 19:00 | sell | 75 | 0.10 | 1.10333 | 1.12922 | 1.09722 | ||
150 | 2009.06.10 10:20 | t/p | 75 | 0.10 | 1.09722 | 1.12922 | 1.09722 | 55.68 | 8810.29 |
151 | 2009.06.10 13:00 | buy | 76 | 0.10 | 1.10270 | 1.07681 | 1.10881 | ||
152 | 2009.06.10 16:15 | t/p | 76 | 0.10 | 1.10881 | 1.07681 | 1.10881 | 55.07 | 8865.36 |
153 | 2009.06.12 04:00 | buy | 77 | 0.10 | 1.10397 | 1.07808 | 1.11008 | ||
154 | 2009.06.12 09:45 | t/p | 77 | 0.10 | 1.11008 | 1.07808 | 1.11008 | 55.03 | 8920.39 |
155 | 2009.06.12 11:00 | buy | 78 | 0.10 | 1.11337 | 1.08748 | 1.11948 | ||
156 | 2009.06.12 13:10 | t/p | 78 | 0.10 | 1.11948 | 1.08748 | 1.11948 | 54.58 | 8974.97 |
157 | 2009.06.12 20:00 | buy | 79 | 0.10 | 1.12021 | 1.09432 | 1.12632 | ||
158 | 2009.06.15 08:20 | t/p | 79 | 0.10 | 1.12632 | 1.09432 | 1.12632 | 54.15 | 9029.11 |
159 | 2009.06.15 22:00 | sell | 80 | 0.10 | 1.13219 | 1.15808 | 1.12608 | ||
160 | 2009.06.16 11:03 | t/p | 80 | 0.10 | 1.12608 | 1.15808 | 1.12608 | 54.22 | 9083.34 |
161 | 2009.06.16 22:00 | sell | 81 | 0.10 | 1.13439 | 1.16028 | 1.12828 | ||
162 | 2009.06.18 09:20 | t/p | 81 | 0.10 | 1.12828 | 1.16028 | 1.12828 | 54.02 | 9137.36 |
163 | 2009.06.18 10:00 | sell | 82 | 0.10 | 1.13257 | 1.15846 | 1.12646 | ||
164 | 2009.06.18 16:15 | t/p | 82 | 0.10 | 1.12646 | 1.15846 | 1.12646 | 54.28 | 9191.64 |
165 | 2009.06.18 23:00 | sell | 83 | 0.10 | 1.13199 | 1.15788 | 1.12588 | ||
166 | 2009.06.19 14:20 | t/p | 83 | 0.10 | 1.12588 | 1.15788 | 1.12588 | 54.24 | 9245.88 |
167 | 2009.06.19 19:00 | sell | 84 | 0.10 | 1.13392 | 1.15981 | 1.12781 | ||
168 | 2009.06.25 12:10 | s/l | 84 | 0.10 | 1.15981 | 1.15981 | 1.12781 | -223.41 | 9022.47 |
169 | 2009.06.25 16:00 | sell | 85 | 0.20 | 1.15776 | 1.18365 | 1.15165 | ||
170 | 2009.06.26 07:07 | t/p | 85 | 0.20 | 1.15165 | 1.18365 | 1.15165 | 106.04 | 9128.50 |
171 | 2009.06.26 10:00 | sell | 86 | 0.10 | 1.15085 | 1.17674 | 1.14474 | ||
172 | 2009.07.01 18:20 | t/p | 86 | 0.10 | 1.14474 | 1.17674 | 1.14474 | 53.27 | 9181.77 |
173 | 2009.07.01 20:00 | sell | 87 | 0.10 | 1.14713 | 1.17302 | 1.14102 | ||
174 | 2009.07.08 20:50 | s/l | 87 | 0.10 | 1.17302 | 1.17302 | 1.14102 | -220.94 | 8960.83 |
175 | 2009.07.08 23:00 | sell | 88 | 0.20 | 1.16730 | 1.19319 | 1.16119 | ||
176 | 2009.07.09 09:45 | t/p | 88 | 0.20 | 1.16119 | 1.19319 | 1.16119 | 105.04 | 9065.87 |
177 | 2009.07.09 12:00 | sell | 89 | 0.10 | 1.15825 | 1.18414 | 1.15214 | ||
178 | 2009.07.13 21:50 | t/p | 89 | 0.10 | 1.15214 | 1.18414 | 1.15214 | 52.98 | 9118.84 |
179 | 2009.07.14 04:00 | buy | 90 | 0.10 | 1.15205 | 1.12616 | 1.15816 | ||
180 | 2009.07.15 13:50 | s/l | 90 | 0.10 | 1.12616 | 1.12616 | 1.15816 | -230.19 | 8888.65 |
181 | 2009.07.15 23:00 | buy | 91 | 0.20 | 1.11313 | 1.08724 | 1.11924 | ||
182 | 2009.07.16 04:20 | t/p | 91 | 0.20 | 1.11924 | 1.08724 | 1.11924 | 108.61 | 8997.26 |
183 | 2009.07.16 11:00 | buy | 92 | 0.10 | 1.12146 | 1.09557 | 1.12757 | ||
184 | 2009.07.20 08:00 | close | 92 | 0.10 | 1.10750 | 1.09557 | 1.12757 | -126.23 | 8871.02 |
185 | 2009.07.20 15:00 | buy | 93 | 0.20 | 1.10571 | 1.07982 | 1.11182 | ||
186 | 2009.07.24 12:00 | close | 93 | 0.20 | 1.08610 | 1.07982 | 1.11182 | -362.22 | 8508.80 |
187 | 2009.07.24 18:00 | buy | 94 | 0.20 | 1.08505 | 1.05916 | 1.09116 | ||
188 | 2009.07.28 15:00 | close | 94 | 0.20 | 1.07875 | 1.05916 | 1.09116 | -117.17 | 8391.63 |
189 | 2009.07.28 23:00 | buy | 95 | 0.20 | 1.08221 | 1.05632 | 1.08832 | ||
190 | 2009.07.29 08:45 | t/p | 95 | 0.20 | 1.08832 | 1.05632 | 1.08832 | 112.09 | 8503.72 |
191 | 2009.07.29 10:00 | buy | 96 | 0.10 | 1.08623 | 1.06034 | 1.09234 | ||
192 | 2009.07.29 17:33 | t/p | 96 | 0.10 | 1.09234 | 1.06034 | 1.09234 | 55.91 | 8559.63 |
193 | 2009.07.29 19:00 | buy | 97 | 0.10 | 1.09088 | 1.06499 | 1.09699 | ||
194 | 2009.08.03 00:00 | close | 97 | 0.10 | 1.07665 | 1.06499 | 1.09699 | -132.63 | 8427.00 |
195 | 2009.08.03 04:00 | buy | 98 | 0.20 | 1.07831 | 1.05242 | 1.08442 | ||
196 | 2009.08.07 01:00 | close | 98 | 0.20 | 1.07701 | 1.05242 | 1.08442 | -25.25 | 8401.75 |
197 | 2009.08.07 16:00 | sell | 99 | 0.20 | 1.08295 | 1.10884 | 1.07684 | ||
198 | 2009.08.17 09:20 | s/l | 99 | 0.20 | 1.10884 | 1.10884 | 1.07684 | -467.19 | 7934.56 |
199 | 2009.08.17 16:00 | sell | 100 | 0.20 | 1.10872 | 1.13461 | 1.10261 | ||
200 | 2009.08.18 18:07 | t/p | 100 | 0.20 | 1.10261 | 1.13461 | 1.10261 | 110.76 | 8045.32 |
201 | 2009.08.19 06:00 | sell | 101 | 0.10 | 1.10289 | 1.12878 | 1.09678 | ||
202 | 2009.08.19 17:50 | t/p | 101 | 0.10 | 1.09678 | 1.12878 | 1.09678 | 55.72 | 8101.04 |
203 | 2009.08.20 02:00 | buy | 102 | 0.10 | 1.09485 | 1.06896 | 1.10096 | ||
204 | 2009.08.24 00:00 | close | 102 | 0.10 | 1.07894 | 1.06896 | 1.10096 | -147.64 | 7953.39 |
205 | 2009.08.24 06:00 | buy | 103 | 0.20 | 1.07965 | 1.05376 | 1.08576 | ||
206 | 2009.08.25 19:46 | t/p | 103 | 0.20 | 1.08576 | 1.05376 | 1.08576 | 112.27 | 8065.66 |
207 | 2009.08.26 05:00 | sell | 104 | 0.10 | 1.08571 | 1.11160 | 1.07960 | ||
208 | 2009.09.07 10:20 | t/p | 104 | 0.10 | 1.07960 | 1.11160 | 1.07960 | 56.19 | 8121.85 |
209 | 2009.09.07 18:00 | buy | 105 | 0.10 | 1.07769 | 1.05180 | 1.08380 | ||
210 | 2009.09.10 11:15 | t/p | 105 | 0.10 | 1.08380 | 1.05180 | 1.08380 | 55.89 | 8177.74 |
211 | 2009.09.11 02:00 | buy | 106 | 0.10 | 1.07861 | 1.05272 | 1.08472 | ||
212 | 2009.09.14 03:15 | t/p | 106 | 0.10 | 1.08472 | 1.05272 | 1.08472 | 56.23 | 8233.97 |
213 | 2009.09.14 08:00 | buy | 107 | 0.10 | 1.08585 | 1.05996 | 1.09196 | ||
214 | 2009.09.14 13:20 | t/p | 107 | 0.10 | 1.09196 | 1.05996 | 1.09196 | 55.93 | 8289.90 |
215 | 2009.09.14 19:00 | buy | 108 | 0.10 | 1.08607 | 1.06018 | 1.09218 | ||
216 | 2009.09.17 16:50 | s/l | 108 | 0.10 | 1.06018 | 1.06018 | 1.09218 | -244.95 | 8044.94 |
217 | 2009.09.17 19:00 | buy | 109 | 0.20 | 1.06602 | 1.04013 | 1.07213 | ||
218 | 2009.09.18 09:45 | t/p | 109 | 0.20 | 1.07213 | 1.04013 | 1.07213 | 113.69 | 8158.63 |
219 | 2009.09.18 11:00 | buy | 110 | 0.10 | 1.07486 | 1.04897 | 1.08097 | ||
220 | 2009.09.21 15:20 | t/p | 110 | 0.10 | 1.08097 | 1.04897 | 1.08097 | 56.39 | 8215.02 |
221 | 2009.09.21 17:00 | buy | 111 | 0.10 | 1.08400 | 1.05811 | 1.09011 | ||
222 | 2009.09.24 19:15 | t/p | 111 | 0.10 | 1.09011 | 1.05811 | 1.09011 | 55.58 | 8270.60 |
223 | 2009.09.24 23:00 | sell | 112 | 0.10 | 1.08889 | 1.11478 | 1.08278 | ||
224 | 2009.09.29 07:20 | t/p | 112 | 0.10 | 1.08278 | 1.11478 | 1.08278 | 56.39 | 8326.98 |
225 | 2009.09.29 19:00 | sell | 113 | 0.10 | 1.08460 | 1.11049 | 1.07849 | ||
226 | 2009.09.30 10:20 | t/p | 113 | 0.10 | 1.07849 | 1.11049 | 1.07849 | 56.66 | 8383.65 |
227 | 2009.09.30 11:00 | sell | 114 | 0.10 | 1.07592 | 1.10181 | 1.06981 | ||
228 | 2009.09.30 18:20 | t/p | 114 | 0.10 | 1.06981 | 1.10181 | 1.06981 | 57.16 | 8440.81 |
229 | 2009.09.30 19:00 | sell | 115 | 0.10 | 1.06907 | 1.09496 | 1.06296 | ||
230 | 2009.10.02 14:50 | s/l | 115 | 0.10 | 1.09496 | 1.09496 | 1.06296 | -236.24 | 8204.57 |
231 | 2009.10.02 17:00 | sell | 116 | 0.20 | 1.08187 | 1.10776 | 1.07576 | ||
232 | 2009.10.05 03:10 | t/p | 116 | 0.20 | 1.07576 | 1.10776 | 1.07576 | 113.61 | 8318.17 |
233 | 2009.10.06 02:00 | buy | 117 | 0.10 | 1.07058 | 1.04469 | 1.07669 | ||
234 | 2009.10.09 13:16 | s/l | 117 | 0.10 | 1.04469 | 1.04469 | 1.07669 | -248.79 | 8069.38 |
235 | 2009.10.09 16:00 | buy | 118 | 0.20 | 1.04743 | 1.02154 | 1.05354 | ||
236 | 2009.10.13 13:00 | close | 118 | 0.20 | 1.02925 | 1.02154 | 1.05354 | -353.64 | 7715.74 |
237 | 2009.10.13 16:00 | buy | 119 | 0.20 | 1.03451 | 1.00862 | 1.04062 | ||
238 | 2009.10.16 14:15 | t/p | 119 | 0.20 | 1.04062 | 1.00862 | 1.04062 | 116.38 | 7832.12 |
239 | 2009.10.16 16:00 | buy | 120 | 0.10 | 1.04050 | 1.01461 | 1.04661 | ||
240 | 2009.10.20 13:00 | close | 120 | 0.10 | 1.03287 | 1.01461 | 1.04661 | -74.05 | 7758.06 |
241 | 2009.10.20 22:00 | buy | 121 | 0.20 | 1.05144 | 1.02555 | 1.05755 | ||
242 | 2009.10.21 13:50 | t/p | 121 | 0.20 | 1.05755 | 1.02555 | 1.05755 | 115.30 | 7873.36 |
243 | 2009.10.21 16:00 | sell | 122 | 0.10 | 1.04914 | 1.07503 | 1.04303 | ||
244 | 2009.10.21 16:50 | t/p | 122 | 0.10 | 1.04303 | 1.07503 | 1.04303 | 58.59 | 7931.95 |
245 | 2009.10.22 01:00 | sell | 123 | 0.10 | 1.04314 | 1.06903 | 1.03703 | ||
246 | 2009.10.26 19:45 | s/l | 123 | 0.10 | 1.06903 | 1.06903 | 1.03703 | -242.11 | 7689.83 |
247 | 2009.10.27 00:00 | sell | 124 | 0.20 | 1.06832 | 1.09421 | 1.06221 | ||
248 | 2009.11.04 10:20 | t/p | 124 | 0.20 | 1.06221 | 1.09421 | 1.06221 | 114.48 | 7804.32 |
249 | 2009.11.04 15:00 | buy | 125 | 0.10 | 1.06303 | 1.03714 | 1.06914 | ||
250 | 2009.11.06 13:03 | t/p | 125 | 0.10 | 1.06914 | 1.03714 | 1.06914 | 56.69 | 7861.01 |
251 | 2009.11.06 14:00 | buy | 126 | 0.10 | 1.07177 | 1.04588 | 1.07788 | ||
252 | 2009.11.06 21:07 | t/p | 126 | 0.10 | 1.07788 | 1.04588 | 1.07788 | 56.69 | 7917.70 |
253 | 2009.11.09 01:00 | sell | 127 | 0.10 | 1.07404 | 1.09993 | 1.06793 | ||
254 | 2009.11.09 08:15 | t/p | 127 | 0.10 | 1.06793 | 1.09993 | 1.06793 | 57.24 | 7974.94 |
255 | 2009.11.09 16:00 | sell | 128 | 0.10 | 1.05743 | 1.08332 | 1.05132 | ||
256 | 2009.11.10 16:20 | t/p | 128 | 0.10 | 1.05132 | 1.08332 | 1.05132 | 58.09 | 8033.03 |
257 | 2009.11.10 19:00 | buy | 129 | 0.10 | 1.05346 | 1.02757 | 1.05957 | ||
258 | 2009.11.16 00:00 | close | 129 | 0.10 | 1.05330 | 1.02757 | 1.05957 | -2.07 | 8030.96 |
259 | 2009.11.16 04:00 | buy | 130 | 0.20 | 1.05059 | 1.02470 | 1.05670 | ||
260 | 2009.11.17 11:15 | t/p | 130 | 0.20 | 1.05670 | 1.02470 | 1.05670 | 115.41 | 8146.36 |
261 | 2009.11.17 17:00 | buy | 131 | 0.10 | 1.05973 | 1.03384 | 1.06584 | ||
262 | 2009.11.19 15:45 | t/p | 131 | 0.10 | 1.06584 | 1.03384 | 1.06584 | 56.92 | 8203.28 |
263 | 2009.11.19 19:00 | sell | 132 | 0.10 | 1.06417 | 1.09006 | 1.05806 | ||
264 | 2009.11.23 11:40 | t/p | 132 | 0.10 | 1.05806 | 1.09006 | 1.05806 | 57.70 | 8260.98 |
265 | 2009.11.23 17:00 | sell | 133 | 0.10 | 1.05528 | 1.08117 | 1.04917 | ||
266 | 2009.11.25 12:20 | t/p | 133 | 0.10 | 1.04917 | 1.08117 | 1.04917 | 58.22 | 8319.19 |
267 | 2009.11.25 15:00 | buy | 134 | 0.10 | 1.04700 | 1.02111 | 1.05311 | ||
268 | 2009.11.26 08:20 | t/p | 134 | 0.10 | 1.05311 | 1.02111 | 1.05311 | 57.74 | 8376.94 |
269 | 2009.11.26 10:00 | buy | 135 | 0.10 | 1.05431 | 1.02842 | 1.06042 | ||
270 | 2009.11.26 17:15 | t/p | 135 | 0.10 | 1.06042 | 1.02842 | 1.06042 | 57.60 | 8434.54 |
271 | 2009.11.27 12:00 | sell | 136 | 0.10 | 1.07029 | 1.09618 | 1.06418 | ||
272 | 2009.11.27 16:40 | t/p | 136 | 0.10 | 1.06418 | 1.09618 | 1.06418 | 57.42 | 8491.96 |
273 | 2009.11.27 18:00 | sell | 137 | 0.10 | 1.06193 | 1.08782 | 1.05582 | ||
274 | 2009.11.30 07:32 | t/p | 137 | 0.10 | 1.05582 | 1.08782 | 1.05582 | 57.83 | 8549.79 |
275 | 2009.11.30 09:00 | sell | 138 | 0.10 | 1.05516 | 1.08105 | 1.04905 | ||
276 | 2009.12.01 09:45 | t/p | 138 | 0.10 | 1.04905 | 1.08105 | 1.04905 | 58.23 | 8608.02 |
277 | 2009.12.02 10:00 | buy | 139 | 0.10 | 1.04575 | 1.01986 | 1.05186 | ||
278 | 2009.12.03 14:40 | t/p | 139 | 0.10 | 1.05186 | 1.01986 | 1.05186 | 57.80 | 8665.82 |
279 | 2009.12.03 20:00 | buy | 140 | 0.10 | 1.05303 | 1.02714 | 1.05914 | ||
280 | 2009.12.04 20:50 | t/p | 140 | 0.10 | 1.05914 | 1.02714 | 1.05914 | 57.58 | 8723.40 |
281 | 2009.12.07 01:00 | sell | 141 | 0.10 | 1.05600 | 1.08189 | 1.04989 | ||
282 | 2009.12.07 18:50 | t/p | 141 | 0.10 | 1.04989 | 1.08189 | 1.04989 | 58.25 | 8781.65 |
283 | 2009.12.08 05:00 | buy | 142 | 0.10 | 1.05131 | 1.02542 | 1.05742 | ||
284 | 2009.12.08 14:20 | t/p | 142 | 0.10 | 1.05742 | 1.02542 | 1.05742 | 57.76 | 8839.41 |
285 | 2009.12.09 03:00 | sell | 143 | 0.10 | 1.06296 | 1.08885 | 1.05685 | ||
286 | 2009.12.09 16:50 | t/p | 143 | 0.10 | 1.05685 | 1.08885 | 1.05685 | 57.91 | 8897.32 |
287 | 2009.12.09 18:00 | sell | 144 | 0.10 | 1.05500 | 1.08089 | 1.04889 | ||
288 | 2009.12.10 14:50 | t/p | 144 | 0.10 | 1.04889 | 1.08089 | 1.04889 | 58.16 | 8955.48 |
289 | 2009.12.10 17:00 | buy | 145 | 0.10 | 1.05257 | 1.02668 | 1.05868 | ||
290 | 2009.12.11 17:15 | t/p | 145 | 0.10 | 1.05868 | 1.02668 | 1.05868 | 57.61 | 9013.09 |
291 | 2009.12.14 00:00 | sell | 146 | 0.10 | 1.06018 | 1.08607 | 1.05407 | ||
292 | 2009.12.23 12:45 | t/p | 146 | 0.10 | 1.05407 | 1.08607 | 1.05407 | 57.64 | 9070.73 |
293 | 2009.12.23 17:00 | buy | 147 | 0.10 | 1.05027 | 1.02438 | 1.05638 | ||
294 | 2009.12.28 00:00 | close | 147 | 0.10 | 1.04784 | 1.02438 | 1.05638 | -23.65 | 9047.08 |
295 | 2009.12.28 03:00 | buy | 148 | 0.20 | 1.04854 | 1.02265 | 1.05465 | ||
296 | 2009.12.30 15:40 | t/p | 148 | 0.20 | 1.05465 | 1.02265 | 1.05465 | 115.48 | 9162.56 |
297 | 2009.12.31 01:00 | sell | 149 | 0.10 | 1.05476 | 1.08065 | 1.04865 | ||
298 | 2009.12.31 09:50 | t/p | 149 | 0.10 | 1.04865 | 1.08065 | 1.04865 | 58.28 | 9220.84 |
299 | 2009.12.31 10:00 | sell | 150 | 0.10 | 1.04783 | 1.07372 | 1.04172 | ||
300 | 2009.12.31 18:57 | close at stop | 150 | 0.10 | 1.04734 | 1.07372 | 1.04172 | 4.68 | 9225.52 |