Strategy Tester Report
Scalp_8_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 | Hours2Check=8; CloseHour=9; EarliestOpenHour=14; Days2Check=10; ChannelK=1.5; CheckHour_8=8; ProfitK_8=2; LossK_8=2; OffsetK_8=2; CheckHour_12=12; ProfitK_12=2; LossK_12=1.5; OffsetK_12=2.5; FilterDay=4; DoubleDay=5; UseMM=false; TradesPerDayAllowed=2; | ||||
Bars in test | 6211 | Ticks modelled | 152607 | Modelling quality | n/a |
Mismatched charts errors | 70 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -522.59 | Gross profit | 3349.07 | Gross loss | -3871.65 |
Profit factor | 0.87 | Expected payoff | -4.08 | ||
Absolute drawdown | 619.67 | Maximal drawdown | 1240.63 (11.68%) | Relative drawdown | 11.68% (1240.63) |
Total trades | 128 | Short positions (won %) | 65 (44.62%) | Long positions (won %) | 63 (44.44%) |
Profit trades (% of total) | 57 (44.53%) | Loss trades (% of total) | 71 (55.47%) | ||
Largest | profit trade | 170.88 | loss trade | -343.26 | |
Average | profit trade | 58.76 | loss trade | -54.53 | |
Maximum | consecutive wins (profit in money) | 6 (355.07) | consecutive losses (loss in money) | 11 (-678.65) | |
Maximal | consecutive profit (count of wins) | 456.54 (5) | consecutive loss (count of losses) | -711.45 (4) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.01.07 20:00 | buy | 1 | 0.10 | 1.19179 | 1.17870 | 1.50000 | ||
2 | 2009.01.08 09:00 | close | 1 | 0.10 | 1.20273 | 1.17870 | 1.50000 | 90.68 | 10090.68 |
3 | 2009.01.12 18:00 | buy | 2 | 0.10 | 1.20850 | 1.19170 | 1.50000 | ||
4 | 2009.01.12 18:00 | buy | 3 | 0.10 | 1.20850 | 1.18750 | 1.50000 | ||
5 | 2009.01.13 02:00 | close | 2 | 0.10 | 1.22017 | 1.19170 | 1.50000 | 95.55 | 10186.23 |
6 | 2009.01.13 07:00 | close | 3 | 0.10 | 1.22100 | 1.18750 | 1.50000 | 102.29 | 10288.52 |
7 | 2009.01.14 16:00 | buy | 4 | 0.10 | 1.23717 | 1.21220 | 1.50000 | ||
8 | 2009.01.15 09:00 | close | 4 | 0.10 | 1.24930 | 1.21220 | 1.50000 | 96.81 | 10385.33 |
9 | 2009.01.23 19:00 | sell | 5 | 0.20 | 1.24180 | 1.26640 | 0.50000 | ||
10 | 2009.01.26 09:00 | close | 5 | 0.20 | 1.23739 | 1.26640 | 0.50000 | 71.21 | 10456.54 |
11 | 2009.01.28 19:00 | sell | 6 | 0.10 | 1.20911 | 1.22840 | 0.50000 | ||
12 | 2009.01.29 09:00 | close | 6 | 0.10 | 1.22039 | 1.22840 | 0.50000 | -92.54 | 10363.99 |
13 | 2009.02.03 22:00 | sell | 7 | 0.10 | 1.23050 | 1.25180 | 0.50000 | ||
14 | 2009.02.04 09:00 | close | 7 | 0.10 | 1.23947 | 1.25180 | 0.50000 | -72.41 | 10291.59 |
15 | 2009.02.06 15:00 | buy | 8 | 0.20 | 1.25149 | 1.23490 | 1.50000 | ||
16 | 2009.02.06 15:00 | buy | 9 | 0.20 | 1.25149 | 1.23040 | 1.50000 | ||
17 | 2009.02.06 18:00 | close | 8 | 0.20 | 1.23890 | 1.23490 | 1.50000 | -203.24 | 10088.35 |
18 | 2009.02.06 19:10 | s/l | 9 | 0.20 | 1.23040 | 1.23040 | 1.50000 | -343.26 | 9745.09 |
19 | 2009.02.10 20:00 | buy | 10 | 0.10 | 1.23902 | 1.22300 | 1.50000 | ||
20 | 2009.02.11 10:00 | close | 10 | 0.10 | 1.24577 | 1.22300 | 1.50000 | 54.09 | 9799.18 |
21 | 2009.02.17 15:00 | buy | 11 | 0.10 | 1.26729 | 1.25170 | 1.50000 | ||
22 | 2009.02.18 09:00 | close | 11 | 0.10 | 1.26107 | 1.25170 | 1.50000 | -49.41 | 9749.76 |
23 | 2009.02.25 17:00 | buy | 12 | 0.10 | 1.26011 | 1.24790 | 1.50000 | ||
24 | 2009.02.25 17:00 | buy | 13 | 0.10 | 1.26011 | 1.24250 | 1.50000 | ||
25 | 2009.02.26 10:00 | close | 12 | 0.10 | 1.25347 | 1.24790 | 1.50000 | -53.25 | 9696.52 |
26 | 2009.02.26 11:00 | close | 13 | 0.10 | 1.25150 | 1.24250 | 1.50000 | -69.08 | 9627.44 |
27 | 2009.02.27 16:00 | buy | 14 | 0.20 | 1.26932 | 1.25650 | 1.50000 | ||
28 | 2009.02.27 16:00 | buy | 15 | 0.20 | 1.26932 | 1.25130 | 1.50000 | ||
29 | 2009.03.02 01:00 | close | 14 | 0.20 | 1.27928 | 1.25650 | 1.50000 | 155.53 | 9782.96 |
30 | 2009.03.02 02:00 | close | 15 | 0.20 | 1.28027 | 1.25130 | 1.50000 | 170.88 | 9953.84 |
31 | 2009.03.02 22:00 | buy | 16 | 0.10 | 1.29188 | 1.27860 | 1.50000 | ||
32 | 2009.03.02 22:00 | buy | 17 | 0.10 | 1.29188 | 1.27370 | 1.50000 | ||
33 | 2009.03.03 11:00 | close | 16 | 0.10 | 1.28793 | 1.27860 | 1.50000 | -30.76 | 9923.08 |
34 | 2009.03.03 12:00 | close | 17 | 0.10 | 1.28783 | 1.27370 | 1.50000 | -31.54 | 9891.53 |
35 | 2009.03.04 19:00 | sell | 18 | 0.10 | 1.28021 | 1.29420 | 0.50000 | ||
36 | 2009.03.04 19:00 | sell | 19 | 0.10 | 1.28021 | 1.29830 | 0.50000 | ||
37 | 2009.03.05 09:00 | close | 18 | 0.10 | 1.27852 | 1.29420 | 0.50000 | 13.11 | 9904.64 |
38 | 2009.03.05 10:00 | close | 19 | 0.10 | 1.27897 | 1.29830 | 0.50000 | 9.59 | 9914.23 |
39 | 2009.03.09 14:00 | buy | 20 | 0.10 | 1.30447 | 1.29020 | 1.50000 | ||
40 | 2009.03.09 14:00 | buy | 21 | 0.10 | 1.30447 | 1.28650 | 1.50000 | ||
41 | 2009.03.10 05:00 | close | 20 | 0.10 | 1.29230 | 1.29020 | 1.50000 | -94.26 | 9819.97 |
42 | 2009.03.10 06:00 | close | 21 | 0.10 | 1.29331 | 1.28650 | 1.50000 | -86.38 | 9733.59 |
43 | 2009.03.18 20:00 | sell | 22 | 0.10 | 1.24960 | 1.26250 | 0.50000 | ||
44 | 2009.03.18 20:00 | sell | 23 | 0.10 | 1.24960 | 1.26710 | 0.50000 | ||
45 | 2009.03.19 09:00 | close | 22 | 0.10 | 1.24411 | 1.26250 | 0.50000 | 44.02 | 9777.60 |
46 | 2009.03.19 10:00 | close | 23 | 0.10 | 1.24489 | 1.26710 | 0.50000 | 37.72 | 9815.32 |
47 | 2009.03.23 22:00 | sell | 24 | 0.10 | 1.22262 | 1.23760 | 0.50000 | ||
48 | 2009.03.23 22:00 | sell | 25 | 0.10 | 1.22262 | 1.24210 | 0.50000 | ||
49 | 2009.03.24 09:00 | close | 24 | 0.10 | 1.22418 | 1.23760 | 0.50000 | -12.78 | 9802.55 |
50 | 2009.03.24 10:00 | close | 25 | 0.10 | 1.22529 | 1.24210 | 0.50000 | -21.83 | 9780.72 |
51 | 2009.03.27 16:00 | buy | 26 | 0.20 | 1.24092 | 1.22790 | 1.50000 | ||
52 | 2009.03.30 09:00 | close | 26 | 0.20 | 1.24797 | 1.22790 | 1.50000 | 112.80 | 9893.51 |
53 | 2009.03.30 21:00 | buy | 27 | 0.10 | 1.26502 | 1.25180 | 1.50000 | ||
54 | 2009.03.30 21:00 | buy | 28 | 0.10 | 1.26502 | 1.24730 | 1.50000 | ||
55 | 2009.03.31 09:00 | close | 27 | 0.10 | 1.25652 | 1.25180 | 1.50000 | -67.74 | 9825.77 |
56 | 2009.03.31 10:00 | close | 28 | 0.10 | 1.25362 | 1.24730 | 1.50000 | -91.03 | 9734.74 |
57 | 2009.04.06 18:00 | buy | 29 | 0.10 | 1.24359 | 1.23030 | 1.50000 | ||
58 | 2009.04.06 18:00 | buy | 30 | 0.10 | 1.24359 | 1.22520 | 1.50000 | ||
59 | 2009.04.07 09:00 | close | 29 | 0.10 | 1.23712 | 1.23030 | 1.50000 | -52.39 | 9682.35 |
60 | 2009.04.07 12:00 | close | 30 | 0.10 | 1.24330 | 1.22520 | 1.50000 | -2.42 | 9679.92 |
61 | 2009.04.14 18:00 | sell | 31 | 0.10 | 1.20921 | 1.22220 | 0.50000 | ||
62 | 2009.04.14 18:00 | sell | 32 | 0.10 | 1.20921 | 1.22630 | 0.50000 | ||
63 | 2009.04.15 05:00 | close | 31 | 0.10 | 1.21869 | 1.22220 | 0.50000 | -77.83 | 9602.10 |
64 | 2009.04.15 09:00 | close | 32 | 0.10 | 1.21679 | 1.22630 | 0.50000 | -62.34 | 9539.76 |
65 | 2009.04.15 18:00 | sell | 33 | 0.10 | 1.20381 | 1.21670 | 0.50000 | ||
66 | 2009.04.15 18:00 | sell | 34 | 0.10 | 1.20381 | 1.22030 | 0.50000 | ||
67 | 2009.04.16 09:00 | close | 33 | 0.10 | 1.20760 | 1.21670 | 0.50000 | -31.49 | 9508.27 |
68 | 2009.04.16 10:00 | close | 34 | 0.10 | 1.20717 | 1.22030 | 0.50000 | -27.94 | 9480.33 |
69 | 2009.04.20 16:00 | buy | 35 | 0.10 | 1.23799 | 1.22650 | 1.50000 | ||
70 | 2009.04.20 16:00 | buy | 36 | 0.10 | 1.23799 | 1.22270 | 1.50000 | ||
71 | 2009.04.21 09:00 | close | 35 | 0.10 | 1.24130 | 1.22650 | 1.50000 | 26.58 | 9506.90 |
72 | 2009.04.21 10:00 | close | 36 | 0.10 | 1.23838 | 1.22270 | 1.50000 | 3.06 | 9509.96 |
73 | 2009.04.24 16:00 | sell | 37 | 0.20 | 1.21310 | 1.22520 | 0.50000 | ||
74 | 2009.04.27 09:00 | close | 37 | 0.20 | 1.21881 | 1.22520 | 0.50000 | -93.77 | 9416.19 |
75 | 2009.04.29 16:00 | sell | 38 | 0.10 | 1.20319 | 1.21610 | 0.50000 | ||
76 | 2009.04.30 10:00 | close | 38 | 0.10 | 1.18848 | 1.21610 | 0.50000 | 123.66 | 9539.84 |
77 | 2009.05.06 22:00 | sell | 39 | 0.10 | 1.16592 | 1.17790 | 0.50000 | ||
78 | 2009.05.06 22:00 | sell | 40 | 0.10 | 1.16592 | 1.18320 | 0.50000 | ||
79 | 2009.05.07 09:00 | close | 39 | 0.10 | 1.16782 | 1.17790 | 0.50000 | -16.38 | 9523.46 |
80 | 2009.05.07 10:00 | close | 40 | 0.10 | 1.16857 | 1.18320 | 0.50000 | -22.79 | 9500.67 |
81 | 2009.05.08 15:00 | sell | 41 | 0.20 | 1.15911 | 1.17100 | 0.50000 | ||
82 | 2009.05.08 22:00 | close | 41 | 0.20 | 1.15012 | 1.17100 | 0.50000 | 156.33 | 9657.00 |
83 | 2009.05.11 20:00 | buy | 42 | 0.10 | 1.16197 | 1.14970 | 1.50000 | ||
84 | 2009.05.12 09:00 | close | 42 | 0.10 | 1.16469 | 1.14970 | 1.50000 | 23.26 | 9680.26 |
85 | 2009.05.13 21:00 | buy | 43 | 0.10 | 1.17518 | 1.16230 | 1.50000 | ||
86 | 2009.05.13 21:00 | buy | 44 | 0.10 | 1.17518 | 1.15840 | 1.50000 | ||
87 | 2009.05.14 09:00 | close | 43 | 0.10 | 1.17399 | 1.16230 | 1.50000 | -10.42 | 9669.84 |
88 | 2009.05.14 10:00 | close | 44 | 0.10 | 1.17179 | 1.15840 | 1.50000 | -29.21 | 9640.63 |
89 | 2009.05.18 17:00 | sell | 45 | 0.10 | 1.16528 | 1.17830 | 0.50000 | ||
90 | 2009.05.19 09:00 | close | 45 | 0.10 | 1.16032 | 1.17830 | 0.50000 | 42.71 | 9683.35 |
91 | 2009.05.20 16:00 | sell | 46 | 0.10 | 1.14102 | 1.15390 | 0.50000 | ||
92 | 2009.05.20 16:00 | sell | 47 | 0.10 | 1.14102 | 1.15740 | 0.50000 | ||
93 | 2009.05.21 10:00 | close | 46 | 0.10 | 1.13997 | 1.15390 | 0.50000 | 9.10 | 9692.45 |
94 | 2009.05.21 11:00 | close | 47 | 0.10 | 1.14469 | 1.15740 | 0.50000 | -32.17 | 9660.27 |
95 | 2009.05.22 18:00 | sell | 48 | 0.20 | 1.12339 | 1.13670 | 0.50000 | ||
96 | 2009.05.25 09:00 | close | 48 | 0.20 | 1.12602 | 1.13670 | 0.50000 | -46.78 | 9613.49 |
97 | 2009.05.29 15:00 | sell | 49 | 0.20 | 1.09722 | 1.10950 | 0.50000 | ||
98 | 2009.06.01 04:00 | close | 49 | 0.20 | 1.08956 | 1.10950 | 0.50000 | 140.54 | 9754.03 |
99 | 2009.06.02 19:00 | sell | 50 | 0.10 | 1.08159 | 1.09950 | 0.50000 | ||
100 | 2009.06.03 09:00 | close | 50 | 0.10 | 1.08239 | 1.09950 | 0.50000 | -7.43 | 9746.60 |
101 | 2009.06.03 16:00 | buy | 51 | 0.10 | 1.09710 | 1.08390 | 1.50000 | ||
102 | 2009.06.03 21:00 | close | 51 | 0.10 | 1.10814 | 1.08390 | 1.50000 | 99.63 | 9846.23 |
103 | 2009.06.05 17:00 | buy | 52 | 0.20 | 1.11241 | 1.09770 | 1.50000 | ||
104 | 2009.06.08 09:00 | close | 52 | 0.20 | 1.12052 | 1.09770 | 1.50000 | 144.57 | 9990.79 |
105 | 2009.06.09 14:00 | sell | 53 | 0.10 | 1.10283 | 1.11870 | 0.50000 | ||
106 | 2009.06.10 09:00 | close | 53 | 0.10 | 1.10403 | 1.11870 | 0.50000 | -10.91 | 9979.89 |
107 | 2009.06.12 14:00 | buy | 54 | 0.20 | 1.12322 | 1.10710 | 1.50000 | ||
108 | 2009.06.15 09:00 | close | 54 | 0.20 | 1.12553 | 1.10710 | 1.50000 | 40.87 | 10020.75 |
109 | 2009.06.15 20:00 | buy | 55 | 0.10 | 1.13700 | 1.12140 | 1.50000 | ||
110 | 2009.06.16 10:00 | close | 55 | 0.10 | 1.12966 | 1.12140 | 1.50000 | -65.07 | 9955.68 |
111 | 2009.06.22 15:00 | buy | 56 | 0.10 | 1.15099 | 1.13860 | 1.50000 | ||
112 | 2009.06.22 15:00 | buy | 57 | 0.10 | 1.15099 | 1.13390 | 1.50000 | ||
113 | 2009.06.23 10:00 | close | 56 | 0.10 | 1.15363 | 1.13860 | 1.50000 | 22.79 | 9978.47 |
114 | 2009.06.23 11:00 | close | 57 | 0.10 | 1.15439 | 1.13390 | 1.50000 | 29.36 | 10007.82 |
115 | 2009.07.01 17:00 | sell | 58 | 0.10 | 1.14778 | 1.15850 | 0.50000 | ||
116 | 2009.07.01 17:00 | sell | 59 | 0.10 | 1.14778 | 1.16300 | 0.50000 | ||
117 | 2009.07.02 09:00 | close | 58 | 0.10 | 1.14942 | 1.15850 | 0.50000 | -14.38 | 9993.44 |
118 | 2009.07.02 10:00 | close | 59 | 0.10 | 1.15182 | 1.16300 | 0.50000 | -35.18 | 9958.26 |
119 | 2009.07.13 18:00 | sell | 60 | 0.10 | 1.15396 | 1.16310 | 0.50000 | ||
120 | 2009.07.13 18:00 | sell | 61 | 0.10 | 1.15396 | 1.16610 | 0.50000 | ||
121 | 2009.07.14 10:00 | close | 60 | 0.10 | 1.15072 | 1.16310 | 0.50000 | 28.12 | 9986.38 |
122 | 2009.07.14 12:00 | close | 61 | 0.10 | 1.14681 | 1.16610 | 0.50000 | 62.31 | 10048.70 |
123 | 2009.07.14 16:00 | sell | 62 | 0.10 | 1.14029 | 1.15010 | 0.50000 | ||
124 | 2009.07.14 16:00 | sell | 63 | 0.10 | 1.14029 | 1.15350 | 0.50000 | ||
125 | 2009.07.14 23:00 | close | 62 | 0.10 | 1.13353 | 1.15010 | 0.50000 | 59.64 | 10108.34 |
126 | 2009.07.15 00:00 | close | 63 | 0.10 | 1.13449 | 1.15350 | 0.50000 | 51.08 | 10159.42 |
127 | 2009.07.15 15:00 | sell | 64 | 0.10 | 1.12311 | 1.13340 | 0.50000 | ||
128 | 2009.07.15 15:00 | sell | 65 | 0.10 | 1.12311 | 1.13660 | 0.50000 | ||
129 | 2009.07.15 20:00 | close | 64 | 0.10 | 1.11598 | 1.13340 | 0.50000 | 63.89 | 10223.31 |
130 | 2009.07.15 21:00 | close | 65 | 0.10 | 1.11309 | 1.13660 | 0.50000 | 90.02 | 10313.33 |
131 | 2009.07.21 16:00 | sell | 66 | 0.10 | 1.09870 | 1.10910 | 0.50000 | ||
132 | 2009.07.21 16:00 | sell | 67 | 0.10 | 1.09870 | 1.11270 | 0.50000 | ||
133 | 2009.07.21 18:00 | close | 66 | 0.10 | 1.10850 | 1.10910 | 0.50000 | -88.41 | 10224.92 |
134 | 2009.07.21 19:00 | close | 67 | 0.10 | 1.11019 | 1.11270 | 0.50000 | -103.50 | 10121.42 |
135 | 2009.07.22 19:00 | sell | 68 | 0.10 | 1.09740 | 1.11150 | 0.50000 | ||
136 | 2009.07.23 09:00 | close | 68 | 0.10 | 1.09958 | 1.11150 | 0.50000 | -19.94 | 10101.48 |
137 | 2009.07.24 17:00 | sell | 69 | 0.20 | 1.08058 | 1.09160 | 0.50000 | ||
138 | 2009.07.27 10:00 | close | 69 | 0.20 | 1.08559 | 1.09160 | 0.50000 | -92.37 | 10009.10 |
139 | 2009.07.28 18:00 | buy | 70 | 0.10 | 1.08868 | 1.07490 | 1.50000 | ||
140 | 2009.07.28 23:00 | close | 70 | 0.10 | 1.08132 | 1.07490 | 1.50000 | -68.06 | 9941.04 |
141 | 2009.07.29 21:00 | buy | 71 | 0.10 | 1.09229 | 1.08200 | 1.50000 | ||
142 | 2009.07.30 09:00 | close | 71 | 0.10 | 1.08370 | 1.08200 | 1.50000 | -79.55 | 9861.50 |
143 | 2009.08.03 14:00 | sell | 72 | 0.10 | 1.06698 | 1.07630 | 0.50000 | ||
144 | 2009.08.04 09:00 | close | 72 | 0.10 | 1.06747 | 1.07630 | 0.50000 | -4.63 | 9856.87 |
145 | 2009.08.04 20:00 | buy | 73 | 0.10 | 1.07659 | 1.06670 | 1.50000 | ||
146 | 2009.08.05 09:00 | close | 73 | 0.10 | 1.07460 | 1.06670 | 1.50000 | -18.61 | 9838.26 |
147 | 2009.08.07 17:00 | buy | 74 | 0.20 | 1.08706 | 1.07800 | 1.50000 | ||
148 | 2009.08.10 09:00 | close | 74 | 0.20 | 1.08258 | 1.07800 | 1.50000 | -82.95 | 9755.30 |
149 | 2009.08.10 20:00 | buy | 75 | 0.10 | 1.09339 | 1.08450 | 1.50000 | ||
150 | 2009.08.10 20:00 | buy | 76 | 0.10 | 1.09339 | 1.08180 | 1.50000 | ||
151 | 2009.08.11 00:00 | close | 75 | 0.10 | 1.08709 | 1.08450 | 1.50000 | -58.04 | 9697.26 |
152 | 2009.08.11 03:00 | close | 76 | 0.10 | 1.08660 | 1.08180 | 1.50000 | -62.58 | 9634.68 |
153 | 2009.08.11 16:00 | buy | 77 | 0.10 | 1.10262 | 1.09330 | 1.50000 | ||
154 | 2009.08.11 16:00 | buy | 78 | 0.10 | 1.10262 | 1.09060 | 1.50000 | ||
155 | 2009.08.12 09:00 | close | 77 | 0.10 | 1.10576 | 1.09330 | 1.50000 | 28.31 | 9662.98 |
156 | 2009.08.12 10:00 | close | 78 | 0.10 | 1.10531 | 1.09060 | 1.50000 | 24.25 | 9687.23 |
157 | 2009.08.12 16:00 | sell | 79 | 0.10 | 1.09613 | 1.10800 | 0.50000 | ||
158 | 2009.08.12 17:00 | close | 79 | 0.10 | 1.08921 | 1.10800 | 0.50000 | 63.53 | 9750.76 |
159 | 2009.08.14 18:00 | buy | 80 | 0.20 | 1.09802 | 1.08780 | 1.50000 | ||
160 | 2009.08.14 18:00 | buy | 81 | 0.20 | 1.09802 | 1.08500 | 1.50000 | ||
161 | 2009.08.17 08:00 | close | 80 | 0.20 | 1.10577 | 1.08780 | 1.50000 | 139.99 | 9890.75 |
162 | 2009.08.17 09:00 | close | 81 | 0.20 | 1.10490 | 1.08500 | 1.50000 | 124.36 | 10015.10 |
163 | 2009.08.19 18:00 | sell | 82 | 0.10 | 1.09683 | 1.11120 | 0.50000 | ||
164 | 2009.08.20 10:00 | close | 82 | 0.10 | 1.09711 | 1.11120 | 0.50000 | -2.66 | 10012.44 |
165 | 2009.08.25 20:00 | buy | 83 | 0.10 | 1.08743 | 1.07590 | 1.50000 | ||
166 | 2009.08.25 20:00 | buy | 84 | 0.10 | 1.08743 | 1.07220 | 1.50000 | ||
167 | 2009.08.26 09:00 | close | 83 | 0.10 | 1.08631 | 1.07590 | 1.50000 | -10.40 | 10002.04 |
168 | 2009.08.26 10:00 | close | 84 | 0.10 | 1.08781 | 1.07220 | 1.50000 | 3.40 | 10005.44 |
169 | 2009.08.26 16:00 | buy | 85 | 0.10 | 1.09877 | 1.08730 | 1.50000 | ||
170 | 2009.08.26 16:00 | buy | 86 | 0.10 | 1.09877 | 1.08330 | 1.50000 | ||
171 | 2009.08.27 11:00 | close | 85 | 0.10 | 1.09868 | 1.08730 | 1.50000 | -1.10 | 10004.34 |
172 | 2009.08.27 12:00 | close | 86 | 0.10 | 1.09713 | 1.08330 | 1.50000 | -15.23 | 9989.11 |
173 | 2009.08.31 14:00 | buy | 87 | 0.10 | 1.10541 | 1.09430 | 1.50000 | ||
174 | 2009.08.31 19:00 | close | 87 | 0.10 | 1.09782 | 1.09430 | 1.50000 | -69.14 | 9919.97 |
175 | 2009.09.01 18:00 | buy | 88 | 0.10 | 1.10367 | 1.09200 | 1.50000 | ||
176 | 2009.09.01 18:00 | buy | 89 | 0.10 | 1.10367 | 1.08790 | 1.50000 | ||
177 | 2009.09.02 10:00 | close | 88 | 0.10 | 1.10570 | 1.09200 | 1.50000 | 18.27 | 9938.24 |
178 | 2009.09.02 13:00 | close | 89 | 0.10 | 1.10339 | 1.08790 | 1.50000 | -2.63 | 9935.61 |
179 | 2009.09.04 14:00 | sell | 90 | 0.20 | 1.09367 | 1.10520 | 0.50000 | ||
180 | 2009.09.04 19:00 | close | 90 | 0.20 | 1.08467 | 1.10520 | 0.50000 | 165.95 | 10101.56 |
181 | 2009.09.07 16:00 | sell | 91 | 0.10 | 1.07513 | 1.08680 | 0.50000 | ||
182 | 2009.09.08 09:00 | close | 91 | 0.10 | 1.07523 | 1.08680 | 0.50000 | -0.97 | 10100.59 |
183 | 2009.09.15 21:00 | sell | 92 | 0.10 | 1.07331 | 1.08340 | 0.50000 | ||
184 | 2009.09.15 21:00 | sell | 93 | 0.10 | 1.07331 | 1.08730 | 0.50000 | ||
185 | 2009.09.16 09:00 | close | 92 | 0.10 | 1.07179 | 1.08340 | 0.50000 | 14.14 | 10114.73 |
186 | 2009.09.16 10:00 | close | 93 | 0.10 | 1.07030 | 1.08730 | 0.50000 | 28.08 | 10142.81 |
187 | 2009.09.21 15:00 | buy | 94 | 0.10 | 1.07950 | 1.07060 | 1.50000 | ||
188 | 2009.09.22 08:50 | s/l | 94 | 0.10 | 1.07060 | 1.07060 | 1.50000 | -83.27 | 10059.54 |
189 | 2009.09.22 14:00 | sell | 95 | 0.10 | 1.06772 | 1.07680 | 0.50000 | ||
190 | 2009.09.23 09:00 | close | 95 | 0.10 | 1.07037 | 1.07680 | 0.50000 | -24.80 | 10034.74 |
191 | 2009.09.28 18:00 | sell | 96 | 0.10 | 1.08583 | 1.09990 | 0.50000 | ||
192 | 2009.09.29 09:00 | close | 96 | 0.10 | 1.08296 | 1.09990 | 0.50000 | 26.46 | 10061.21 |
193 | 2009.09.30 18:00 | sell | 97 | 0.10 | 1.07182 | 1.08180 | 0.50000 | ||
194 | 2009.10.01 10:00 | close | 97 | 0.10 | 1.07181 | 1.08180 | 0.50000 | -0.02 | 10061.19 |
195 | 2009.10.06 17:00 | sell | 98 | 0.10 | 1.05697 | 1.06880 | 0.50000 | ||
196 | 2009.10.06 17:00 | sell | 99 | 0.10 | 1.05697 | 1.07350 | 0.50000 | ||
197 | 2009.10.07 09:00 | close | 98 | 0.10 | 1.05763 | 1.06880 | 0.50000 | -6.28 | 10054.91 |
198 | 2009.10.07 10:00 | close | 99 | 0.10 | 1.05659 | 1.07350 | 0.50000 | 3.56 | 10058.47 |
199 | 2009.10.09 14:00 | sell | 100 | 0.20 | 1.04333 | 1.05930 | 0.50000 | ||
200 | 2009.10.12 09:00 | close | 100 | 0.20 | 1.04229 | 1.05930 | 0.50000 | 19.89 | 10078.36 |
201 | 2009.10.12 14:00 | sell | 101 | 0.10 | 1.03193 | 1.04330 | 0.50000 | ||
202 | 2009.10.13 09:00 | close | 101 | 0.10 | 1.03418 | 1.04330 | 0.50000 | -21.80 | 10056.56 |
203 | 2009.10.19 20:00 | sell | 102 | 0.10 | 1.02933 | 1.03890 | 0.50000 | ||
204 | 2009.10.20 09:00 | close | 102 | 0.10 | 1.02752 | 1.03890 | 0.50000 | 17.58 | 10074.14 |
205 | 2009.10.20 16:00 | buy | 103 | 0.10 | 1.04141 | 1.03170 | 1.50000 | ||
206 | 2009.10.20 16:00 | buy | 104 | 0.10 | 1.04141 | 1.02890 | 1.50000 | ||
207 | 2009.10.20 17:00 | close | 103 | 0.10 | 1.04891 | 1.03170 | 1.50000 | 71.50 | 10145.64 |
208 | 2009.10.20 18:00 | close | 104 | 0.10 | 1.04932 | 1.02890 | 1.50000 | 75.38 | 10221.02 |
209 | 2009.10.21 20:00 | sell | 105 | 0.10 | 1.03858 | 1.04920 | 0.50000 | ||
210 | 2009.10.22 06:00 | close | 105 | 0.10 | 1.04782 | 1.04920 | 0.50000 | -88.29 | 10132.73 |
211 | 2009.10.26 17:00 | buy | 106 | 0.10 | 1.06253 | 1.05200 | 1.50000 | ||
212 | 2009.10.26 17:00 | buy | 107 | 0.10 | 1.06253 | 1.04920 | 1.50000 | ||
213 | 2009.10.27 09:00 | close | 106 | 0.10 | 1.07021 | 1.05200 | 1.50000 | 71.67 | 10204.40 |
214 | 2009.10.27 09:00 | close | 107 | 0.10 | 1.07021 | 1.04920 | 1.50000 | 71.67 | 10276.07 |
215 | 2009.10.28 16:00 | buy | 108 | 0.10 | 1.07657 | 1.06580 | 1.50000 | ||
216 | 2009.10.29 09:00 | close | 108 | 0.10 | 1.07619 | 1.06580 | 1.50000 | -3.81 | 10272.26 |
217 | 2009.10.30 14:00 | buy | 109 | 0.20 | 1.08092 | 1.06980 | 1.50000 | ||
218 | 2009.10.30 14:00 | buy | 110 | 0.20 | 1.08092 | 1.06650 | 1.50000 | ||
219 | 2009.11.02 09:00 | close | 109 | 0.20 | 1.08091 | 1.06980 | 1.50000 | -0.37 | 10271.88 |
220 | 2009.11.02 10:00 | close | 110 | 0.20 | 1.08040 | 1.06650 | 1.50000 | -9.81 | 10262.07 |
221 | 2009.11.03 18:00 | sell | 111 | 0.10 | 1.07003 | 1.08500 | 0.50000 | ||
222 | 2009.11.04 09:00 | close | 111 | 0.10 | 1.06607 | 1.08500 | 0.50000 | 37.11 | 10299.18 |
223 | 2009.11.06 14:00 | buy | 112 | 0.20 | 1.07177 | 1.05840 | 1.50000 | ||
224 | 2009.11.09 09:00 | close | 112 | 0.20 | 1.06487 | 1.05840 | 1.50000 | -129.77 | 10169.41 |
225 | 2009.11.09 15:00 | sell | 113 | 0.10 | 1.05989 | 1.07080 | 0.50000 | ||
226 | 2009.11.10 10:00 | close | 113 | 0.10 | 1.05897 | 1.07080 | 0.50000 | 8.65 | 10178.06 |
227 | 2009.11.10 21:00 | sell | 114 | 0.10 | 1.04911 | 1.06280 | 0.50000 | ||
228 | 2009.11.11 09:00 | close | 114 | 0.10 | 1.04750 | 1.06280 | 0.50000 | 15.33 | 10193.39 |
229 | 2009.11.17 15:00 | buy | 115 | 0.10 | 1.05861 | 1.04930 | 1.50000 | ||
230 | 2009.11.17 21:00 | close | 115 | 0.10 | 1.05209 | 1.04930 | 1.50000 | -61.97 | 10131.42 |
231 | 2009.11.23 15:00 | sell | 116 | 0.10 | 1.05602 | 1.06520 | 0.50000 | ||
232 | 2009.11.24 08:00 | close | 116 | 0.10 | 1.06318 | 1.06520 | 0.50000 | -67.39 | 10064.04 |
233 | 2009.11.25 14:00 | sell | 117 | 0.10 | 1.04717 | 1.05580 | 0.50000 | ||
234 | 2009.11.26 09:00 | close | 117 | 0.10 | 1.05087 | 1.05580 | 0.50000 | -35.32 | 10028.71 |
235 | 2009.12.01 14:00 | sell | 118 | 0.10 | 1.04597 | 1.05590 | 0.50000 | ||
236 | 2009.12.02 09:00 | close | 118 | 0.10 | 1.04676 | 1.05590 | 0.50000 | -7.59 | 10021.13 |
237 | 2009.12.04 14:00 | sell | 119 | 0.20 | 1.04658 | 1.05600 | 0.50000 | ||
238 | 2009.12.04 14:00 | sell | 120 | 0.20 | 1.04658 | 1.05970 | 0.50000 | ||
239 | 2009.12.04 19:20 | s/l | 119 | 0.20 | 1.05600 | 1.05600 | 0.50000 | -178.40 | 9842.73 |
240 | 2009.12.04 20:00 | close | 120 | 0.20 | 1.05783 | 1.05970 | 0.50000 | -212.70 | 9630.03 |
241 | 2009.12.08 17:00 | buy | 121 | 0.10 | 1.06107 | 1.05090 | 1.50000 | ||
242 | 2009.12.09 09:00 | close | 121 | 0.10 | 1.06323 | 1.05090 | 1.50000 | 20.23 | 9650.25 |
243 | 2009.12.11 20:00 | buy | 122 | 0.20 | 1.06138 | 1.05100 | 1.50000 | ||
244 | 2009.12.11 20:00 | buy | 123 | 0.20 | 1.06138 | 1.04800 | 1.50000 | ||
245 | 2009.12.14 09:00 | close | 122 | 0.20 | 1.06002 | 1.05100 | 1.50000 | -25.84 | 9624.41 |
246 | 2009.12.14 11:00 | close | 123 | 0.20 | 1.06218 | 1.04800 | 1.50000 | 14.88 | 9639.28 |
247 | 2009.12.21 15:00 | sell | 124 | 0.10 | 1.05559 | 1.06490 | 0.50000 | ||
248 | 2009.12.21 20:00 | close | 124 | 0.10 | 1.06278 | 1.06490 | 0.50000 | -67.65 | 9571.63 |
249 | 2009.12.23 14:00 | sell | 125 | 0.10 | 1.04923 | 1.05770 | 0.50000 | ||
250 | 2009.12.23 14:00 | sell | 126 | 0.10 | 1.04923 | 1.05980 | 0.50000 | ||
251 | 2009.12.24 09:00 | close | 125 | 0.10 | 1.04827 | 1.05770 | 0.50000 | 9.05 | 9580.68 |
252 | 2009.12.24 10:00 | close | 126 | 0.10 | 1.04879 | 1.05980 | 0.50000 | 4.09 | 9584.77 |
253 | 2009.12.29 15:00 | sell | 127 | 0.10 | 1.03667 | 1.04390 | 0.50000 | ||
254 | 2009.12.29 17:00 | close | 127 | 0.10 | 1.04242 | 1.04390 | 0.50000 | -55.16 | 9529.61 |
255 | 2009.12.30 20:00 | buy | 128 | 0.10 | 1.05509 | 1.04480 | 1.50000 | ||
256 | 2009.12.31 08:00 | close | 128 | 0.10 | 1.04964 | 1.04480 | 1.50000 | -52.20 | 9477.41 |