Strategy Tester Report
Lag-V1
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 | MaximumRisk=0.01; DecreaseFactor=3; OrderPeriod=300; StopL=1000; Ga=0.9; UpLine=0.95; MiddleLine=0.5; DownLine=0.05; prevbars=0; | ||||
Bars in test | 6211 | Ticks modelled | 152607 | Modelling quality | n/a |
Mismatched charts errors | 70 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -9013.59 | Gross profit | 5756.87 | Gross loss | -14770.46 |
Profit factor | 0.39 | Expected payoff | -65.79 | ||
Absolute drawdown | 9013.59 | Maximal drawdown | 14463.53 (93.62%) | Relative drawdown | 93.62% (14463.53) |
Total trades | 137 | Short positions (won %) | 85 (78.82%) | Long positions (won %) | 52 (100.00%) |
Profit trades (% of total) | 119 (86.86%) | Loss trades (% of total) | 18 (13.14%) | ||
Largest | profit trade | 326.40 | loss trade | -837.40 | |
Average | profit trade | 48.38 | loss trade | -820.58 | |
Maximum | consecutive wins (profit in money) | 105 (5356.51) | consecutive losses (loss in money) | 9 (-7407.72) | |
Maximal | consecutive profit (count of wins) | 5356.51 (105) | consecutive loss (count of losses) | -7407.72 (9) | |
Average | consecutive wins | 40 | consecutive losses | 6 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.01.05 23:32 | buy | 1 | 1.00 | 1.19298 | 1.18298 | 0.00000 | ||
2 | 2009.01.05 23:37 | buy | 2 | 1.00 | 1.19312 | 1.18312 | 0.00000 | ||
3 | 2009.01.06 00:07 | buy | 3 | 1.00 | 1.19197 | 1.18197 | 0.00000 | ||
4 | 2009.01.06 01:32 | buy | 4 | 1.00 | 1.19186 | 1.18186 | 0.00000 | ||
5 | 2009.01.06 01:37 | buy | 5 | 1.00 | 1.19197 | 1.18197 | 0.00000 | ||
6 | 2009.01.06 02:00 | buy | 6 | 1.00 | 1.19094 | 1.18094 | 0.00000 | ||
7 | 2009.01.06 02:06 | buy | 7 | 1.00 | 1.19139 | 1.18139 | 0.00000 | ||
8 | 2009.01.06 02:10 | close | 6 | 1.00 | 1.19096 | 1.18094 | 0.00000 | 1.68 | 10001.68 |
9 | 2009.01.06 02:13 | buy | 8 | 1.00 | 1.19174 | 1.18174 | 0.00000 | ||
10 | 2009.01.06 02:20 | buy | 9 | 1.00 | 1.19196 | 1.18196 | 0.00000 | ||
11 | 2009.01.06 02:26 | buy | 10 | 1.00 | 1.19174 | 1.18174 | 0.00000 | ||
12 | 2009.01.06 02:33 | buy | 11 | 1.00 | 1.19163 | 1.18163 | 0.00000 | ||
13 | 2009.01.06 02:40 | buy | 12 | 1.00 | 1.19157 | 1.18157 | 0.00000 | ||
14 | 2009.01.06 02:46 | buy | 13 | 1.00 | 1.19180 | 1.18180 | 0.00000 | ||
15 | 2009.01.06 02:53 | buy | 14 | 1.00 | 1.19196 | 1.18196 | 0.00000 | ||
16 | 2009.01.06 02:59 | buy | 15 | 1.00 | 1.19219 | 1.18219 | 0.00000 | ||
17 | 2009.01.06 03:02 | close | 7 | 1.00 | 1.19165 | 1.18139 | 0.00000 | 21.82 | 10023.50 |
18 | 2009.01.06 03:07 | close | 8 | 1.00 | 1.19175 | 1.18174 | 0.00000 | 0.84 | 10024.34 |
19 | 2009.01.06 03:59 | close | 4 | 1.00 | 1.19193 | 1.18186 | 0.00000 | 5.87 | 10030.21 |
20 | 2009.01.06 04:00 | close | 3 | 1.00 | 1.19208 | 1.18197 | 0.00000 | 9.23 | 10039.44 |
21 | 2009.01.06 04:02 | close | 5 | 1.00 | 1.19260 | 1.18197 | 0.00000 | 52.83 | 10092.27 |
22 | 2009.01.06 04:05 | close | 9 | 1.00 | 1.19251 | 1.18196 | 0.00000 | 46.12 | 10138.39 |
23 | 2009.01.06 04:07 | close | 10 | 1.00 | 1.19270 | 1.18174 | 0.00000 | 80.49 | 10218.88 |
24 | 2009.01.06 04:10 | close | 11 | 1.00 | 1.19231 | 1.18163 | 0.00000 | 57.03 | 10275.91 |
25 | 2009.01.06 04:12 | close | 12 | 1.00 | 1.19241 | 1.18157 | 0.00000 | 70.45 | 10346.36 |
26 | 2009.01.06 04:15 | close | 13 | 1.00 | 1.19202 | 1.18180 | 0.00000 | 18.46 | 10364.82 |
27 | 2009.01.06 04:17 | close | 14 | 1.00 | 1.19212 | 1.18196 | 0.00000 | 13.42 | 10378.24 |
28 | 2009.01.06 05:40 | close | 1 | 1.00 | 1.19301 | 1.18298 | 0.00000 | 1.59 | 10379.83 |
29 | 2009.01.06 05:42 | close | 15 | 1.00 | 1.19271 | 1.18219 | 0.00000 | 43.60 | 10423.43 |
30 | 2009.01.06 05:45 | close | 2 | 1.00 | 1.19389 | 1.18312 | 0.00000 | 63.58 | 10487.00 |
31 | 2009.01.06 10:10 | sell | 16 | 1.00 | 1.19390 | 1.20390 | 0.00000 | ||
32 | 2009.01.06 10:16 | close | 16 | 1.00 | 1.19299 | 1.20390 | 0.00000 | 76.28 | 10563.28 |
33 | 2009.01.06 10:20 | sell | 17 | 1.00 | 1.19300 | 1.20300 | 0.00000 | ||
34 | 2009.01.06 10:26 | sell | 18 | 1.00 | 1.19390 | 1.20390 | 0.00000 | ||
35 | 2009.01.06 10:26 | close | 18 | 1.00 | 1.19374 | 1.20390 | 0.00000 | 13.40 | 10576.68 |
36 | 2009.01.06 10:30 | sell | 19 | 1.00 | 1.19283 | 1.20283 | 0.00000 | ||
37 | 2009.01.06 10:35 | sell | 20 | 1.00 | 1.19251 | 1.20251 | 0.00000 | ||
38 | 2009.01.06 10:40 | close | 17 | 1.00 | 1.19261 | 1.20300 | 0.00000 | 32.70 | 10609.38 |
39 | 2009.01.06 10:42 | sell | 21 | 1.00 | 1.19211 | 1.20211 | 0.00000 | ||
40 | 2009.01.06 10:45 | close | 19 | 1.00 | 1.19142 | 1.20283 | 0.00000 | 118.35 | 10727.73 |
41 | 2009.01.06 10:47 | close | 20 | 1.00 | 1.19182 | 1.20251 | 0.00000 | 57.89 | 10785.62 |
42 | 2009.01.06 10:50 | close | 21 | 1.00 | 1.18984 | 1.20211 | 0.00000 | 190.78 | 10976.40 |
43 | 2009.01.06 10:52 | sell | 22 | 1.00 | 1.18974 | 1.19974 | 0.00000 | ||
44 | 2009.01.06 10:57 | sell | 23 | 1.00 | 1.19053 | 1.20053 | 0.00000 | ||
45 | 2009.01.06 10:59 | close | 23 | 1.00 | 1.19049 | 1.20053 | 0.00000 | 3.36 | 10979.76 |
46 | 2009.01.06 11:10 | close | 22 | 1.00 | 1.18899 | 1.19974 | 0.00000 | 63.08 | 11042.84 |
47 | 2009.01.06 15:00 | buy | 24 | 1.00 | 1.18591 | 1.17591 | 0.00000 | ||
48 | 2009.01.06 15:05 | buy | 25 | 1.00 | 1.18505 | 1.17505 | 0.00000 | ||
49 | 2009.01.06 15:07 | close | 25 | 1.00 | 1.18535 | 1.17505 | 0.00000 | 25.31 | 11068.15 |
50 | 2009.01.06 15:10 | buy | 26 | 1.00 | 1.18387 | 1.17387 | 0.00000 | ||
51 | 2009.01.06 16:00 | buy | 27 | 1.00 | 1.17692 | 1.16692 | 0.00000 | ||
52 | 2009.01.06 16:03 | close | 27 | 1.00 | 1.17827 | 1.16692 | 0.00000 | 114.57 | 11182.72 |
53 | 2009.01.06 16:06 | buy | 28 | 1.00 | 1.17871 | 1.16871 | 0.00000 | ||
54 | 2009.01.06 16:10 | close | 28 | 1.00 | 1.17961 | 1.16871 | 0.00000 | 76.30 | 11259.02 |
55 | 2009.01.06 16:13 | buy | 29 | 1.00 | 1.18005 | 1.17005 | 0.00000 | ||
56 | 2009.01.06 16:16 | close | 29 | 1.00 | 1.18095 | 1.17005 | 0.00000 | 76.21 | 11335.23 |
57 | 2009.01.06 16:20 | buy | 30 | 1.00 | 1.18095 | 1.17095 | 0.00000 | ||
58 | 2009.01.06 16:26 | buy | 31 | 1.00 | 1.18005 | 1.17005 | 0.00000 | ||
59 | 2009.01.06 16:26 | close | 31 | 1.00 | 1.18018 | 1.17005 | 0.00000 | 11.02 | 11346.25 |
60 | 2009.01.06 16:30 | buy | 32 | 1.00 | 1.18109 | 1.17109 | 0.00000 | ||
61 | 2009.01.06 16:32 | close | 26 | 1.00 | 1.18432 | 1.17387 | 0.00000 | 38.00 | 11384.25 |
62 | 2009.01.06 16:35 | close | 30 | 1.00 | 1.18370 | 1.17095 | 0.00000 | 232.32 | 11616.57 |
63 | 2009.01.06 16:37 | close | 32 | 1.00 | 1.18495 | 1.17109 | 0.00000 | 325.75 | 11942.32 |
64 | 2009.01.06 16:40 | buy | 33 | 1.00 | 1.18333 | 1.17333 | 0.00000 | ||
65 | 2009.01.06 16:45 | buy | 34 | 1.00 | 1.18145 | 1.17145 | 0.00000 | ||
66 | 2009.01.06 16:50 | buy | 35 | 1.00 | 1.17894 | 1.16894 | 0.00000 | ||
67 | 2009.01.06 16:52 | close | 35 | 1.00 | 1.17930 | 1.16894 | 0.00000 | 30.53 | 11972.85 |
68 | 2009.01.06 16:55 | buy | 36 | 1.00 | 1.17957 | 1.16957 | 0.00000 | ||
69 | 2009.01.06 16:57 | close | 36 | 1.00 | 1.18056 | 1.16957 | 0.00000 | 83.86 | 12056.71 |
70 | 2009.01.06 16:59 | buy | 37 | 1.00 | 1.17947 | 1.16947 | 0.00000 | ||
71 | 2009.01.06 17:05 | close | 37 | 1.00 | 1.18005 | 1.16947 | 0.00000 | 49.15 | 12105.86 |
72 | 2009.01.06 17:10 | close | 34 | 1.00 | 1.18224 | 1.17145 | 0.00000 | 66.82 | 12172.68 |
73 | 2009.01.06 17:15 | close | 33 | 1.00 | 1.18442 | 1.17333 | 0.00000 | 92.03 | 12264.71 |
74 | 2009.01.06 17:20 | close | 24 | 1.00 | 1.18660 | 1.17591 | 0.00000 | 58.15 | 12322.86 |
75 | 2009.01.06 19:15 | buy | 38 | 1.00 | 1.18403 | 1.17403 | 0.00000 | ||
76 | 2009.01.06 19:20 | close | 38 | 1.00 | 1.18440 | 1.17403 | 0.00000 | 31.24 | 12354.10 |
77 | 2009.01.06 19:22 | buy | 39 | 1.00 | 1.18445 | 1.17445 | 0.00000 | ||
78 | 2009.01.06 19:32 | buy | 40 | 1.00 | 1.18465 | 1.17465 | 0.00000 | ||
79 | 2009.01.06 19:37 | buy | 41 | 1.00 | 1.18484 | 1.17484 | 0.00000 | ||
80 | 2009.01.06 19:42 | buy | 42 | 1.00 | 1.18427 | 1.17427 | 0.00000 | ||
81 | 2009.01.06 20:00 | buy | 43 | 1.00 | 1.18454 | 1.17454 | 0.00000 | ||
82 | 2009.01.06 20:06 | buy | 44 | 1.00 | 1.18374 | 1.17374 | 0.00000 | ||
83 | 2009.01.06 20:33 | buy | 45 | 1.00 | 1.18438 | 1.17438 | 0.00000 | ||
84 | 2009.01.06 20:40 | close | 44 | 1.00 | 1.18390 | 1.17374 | 0.00000 | 13.51 | 12367.61 |
85 | 2009.01.06 20:43 | buy | 46 | 1.00 | 1.18315 | 1.17315 | 0.00000 | ||
86 | 2009.01.06 21:20 | close | 46 | 1.00 | 1.18330 | 1.17315 | 0.00000 | 12.68 | 12380.29 |
87 | 2009.01.06 21:22 | buy | 47 | 1.00 | 1.18337 | 1.17337 | 0.00000 | ||
88 | 2009.01.06 21:27 | buy | 48 | 1.00 | 1.18369 | 1.17369 | 0.00000 | ||
89 | 2009.01.06 21:35 | buy | 49 | 1.00 | 1.18395 | 1.17395 | 0.00000 | ||
90 | 2009.01.06 21:37 | close | 47 | 1.00 | 1.18350 | 1.17337 | 0.00000 | 10.98 | 12391.27 |
91 | 2009.01.06 21:40 | buy | 50 | 1.00 | 1.18352 | 1.17352 | 0.00000 | ||
92 | 2009.01.06 21:47 | buy | 51 | 1.00 | 1.18308 | 1.17308 | 0.00000 | ||
93 | 2009.01.06 21:59 | buy | 52 | 1.00 | 1.18349 | 1.17349 | 0.00000 | ||
94 | 2009.01.06 22:10 | close | 51 | 1.00 | 1.18346 | 1.17308 | 0.00000 | 32.11 | 12423.38 |
95 | 2009.01.06 22:15 | close | 42 | 1.00 | 1.18428 | 1.17427 | 0.00000 | 0.84 | 12424.22 |
96 | 2009.01.06 22:17 | close | 48 | 1.00 | 1.18401 | 1.17369 | 0.00000 | 27.03 | 12451.25 |
97 | 2009.01.06 22:20 | close | 39 | 1.00 | 1.18510 | 1.17445 | 0.00000 | 54.85 | 12506.10 |
98 | 2009.01.06 22:22 | close | 43 | 1.00 | 1.18455 | 1.17454 | 0.00000 | 0.84 | 12506.94 |
99 | 2009.01.06 22:25 | close | 40 | 1.00 | 1.18483 | 1.17465 | 0.00000 | 15.19 | 12522.13 |
100 | 2009.01.06 22:27 | close | 49 | 1.00 | 1.18401 | 1.17395 | 0.00000 | 5.07 | 12527.20 |
101 | 2009.01.06 22:27 | close | 50 | 1.00 | 1.18410 | 1.17352 | 0.00000 | 48.98 | 12576.18 |
102 | 2009.01.06 22:30 | close | 52 | 1.00 | 1.18420 | 1.17349 | 0.00000 | 59.96 | 12636.14 |
103 | 2009.01.06 22:32 | close | 41 | 1.00 | 1.18565 | 1.17484 | 0.00000 | 68.32 | 12704.46 |
104 | 2009.01.06 22:35 | close | 45 | 1.00 | 1.18539 | 1.17438 | 0.00000 | 85.20 | 12789.66 |
105 | 2009.01.07 04:15 | sell | 53 | 1.00 | 1.18370 | 1.19370 | 0.00000 | ||
106 | 2009.01.07 04:20 | close | 53 | 1.00 | 1.18339 | 1.19370 | 0.00000 | 26.20 | 12815.86 |
107 | 2009.01.07 04:22 | sell | 54 | 1.00 | 1.18310 | 1.19310 | 0.00000 | ||
108 | 2009.01.07 04:27 | sell | 55 | 1.00 | 1.18370 | 1.19370 | 0.00000 | ||
109 | 2009.01.07 04:32 | sell | 56 | 1.00 | 1.18302 | 1.19302 | 0.00000 | ||
110 | 2009.01.07 04:37 | close | 55 | 1.00 | 1.18369 | 1.19370 | 0.00000 | 0.84 | 12816.70 |
111 | 2009.01.07 04:40 | sell | 57 | 1.00 | 1.18389 | 1.19389 | 0.00000 | ||
112 | 2009.01.07 04:59 | sell | 58 | 1.00 | 1.18340 | 1.19340 | 0.00000 | ||
113 | 2009.01.07 05:15 | close | 57 | 1.00 | 1.18379 | 1.19389 | 0.00000 | 8.45 | 12825.15 |
114 | 2009.01.07 05:20 | close | 58 | 1.00 | 1.18339 | 1.19340 | 0.00000 | 0.85 | 12826.00 |
115 | 2009.01.07 08:45 | close | 54 | 1.00 | 1.18301 | 1.19310 | 0.00000 | 7.61 | 12833.61 |
116 | 2009.01.07 08:50 | close | 56 | 1.00 | 1.18199 | 1.19302 | 0.00000 | 87.14 | 12920.75 |
117 | 2009.01.07 21:02 | sell | 59 | 1.00 | 1.19609 | 1.20609 | 0.00000 | ||
118 | 2009.01.07 21:07 | sell | 60 | 1.00 | 1.19570 | 1.20570 | 0.00000 | ||
119 | 2009.01.07 21:45 | sell | 61 | 1.00 | 1.19568 | 1.20568 | 0.00000 | ||
120 | 2009.01.07 21:50 | close | 59 | 1.00 | 1.19559 | 1.20609 | 0.00000 | 41.82 | 12962.57 |
121 | 2009.01.07 21:52 | sell | 62 | 1.00 | 1.19519 | 1.20519 | 0.00000 | ||
122 | 2009.01.07 21:57 | sell | 63 | 1.00 | 1.19568 | 1.20568 | 0.00000 | ||
123 | 2009.01.07 22:10 | close | 60 | 1.00 | 1.19542 | 1.20570 | 0.00000 | 23.42 | 12985.99 |
124 | 2009.01.07 22:15 | close | 61 | 1.00 | 1.19386 | 1.20568 | 0.00000 | 152.45 | 13138.44 |
125 | 2009.01.07 22:17 | close | 62 | 1.00 | 1.19438 | 1.20519 | 0.00000 | 67.82 | 13206.26 |
126 | 2009.01.07 22:20 | close | 63 | 1.00 | 1.19179 | 1.20568 | 0.00000 | 326.40 | 13532.66 |
127 | 2009.01.08 05:15 | sell | 64 | 1.00 | 1.19638 | 1.20638 | 0.00000 | ||
128 | 2009.01.08 05:20 | close | 64 | 1.00 | 1.19634 | 1.20638 | 0.00000 | 3.34 | 13536.00 |
129 | 2009.01.08 05:22 | sell | 65 | 1.00 | 1.19591 | 1.20591 | 0.00000 | ||
130 | 2009.01.08 05:27 | sell | 66 | 1.00 | 1.19638 | 1.20638 | 0.00000 | ||
131 | 2009.01.08 05:45 | sell | 67 | 1.00 | 1.19612 | 1.20612 | 0.00000 | ||
132 | 2009.01.08 05:50 | close | 66 | 1.00 | 1.19616 | 1.20638 | 0.00000 | 18.39 | 13554.39 |
133 | 2009.01.08 05:52 | sell | 68 | 1.00 | 1.19569 | 1.20569 | 0.00000 | ||
134 | 2009.01.08 05:57 | sell | 69 | 1.00 | 1.19612 | 1.20612 | 0.00000 | ||
135 | 2009.01.08 06:02 | close | 65 | 1.00 | 1.19490 | 1.20591 | 0.00000 | 84.53 | 13638.92 |
136 | 2009.01.08 06:05 | close | 67 | 1.00 | 1.19518 | 1.20612 | 0.00000 | 78.65 | 13717.57 |
137 | 2009.01.08 06:07 | close | 68 | 1.00 | 1.19462 | 1.20569 | 0.00000 | 89.57 | 13807.14 |
138 | 2009.01.08 06:10 | close | 69 | 1.00 | 1.19602 | 1.20612 | 0.00000 | 8.36 | 13815.50 |
139 | 2009.01.08 12:50 | sell | 70 | 1.00 | 1.20022 | 1.21022 | 0.00000 | ||
140 | 2009.01.08 13:15 | sell | 71 | 1.00 | 1.20083 | 1.21083 | 0.00000 | ||
141 | 2009.01.08 13:20 | close | 70 | 1.00 | 1.20002 | 1.21022 | 0.00000 | 16.67 | 13832.17 |
142 | 2009.01.08 13:22 | sell | 72 | 1.00 | 1.19998 | 1.20998 | 0.00000 | ||
143 | 2009.01.08 13:25 | close | 71 | 1.00 | 1.20044 | 1.21083 | 0.00000 | 32.49 | 13864.66 |
144 | 2009.01.08 13:27 | sell | 73 | 1.00 | 1.20083 | 1.21083 | 0.00000 | ||
145 | 2009.01.08 13:27 | close | 73 | 1.00 | 1.20044 | 1.21083 | 0.00000 | 32.49 | 13897.15 |
146 | 2009.01.08 13:30 | sell | 74 | 1.00 | 1.19937 | 1.20937 | 0.00000 | ||
147 | 2009.01.08 13:35 | sell | 75 | 1.00 | 1.19951 | 1.20951 | 0.00000 | ||
148 | 2009.01.08 13:40 | close | 72 | 1.00 | 1.19950 | 1.20998 | 0.00000 | 40.02 | 13937.17 |
149 | 2009.01.08 13:42 | sell | 76 | 1.00 | 1.19906 | 1.20906 | 0.00000 | ||
150 | 2009.01.08 13:45 | close | 74 | 1.00 | 1.19816 | 1.20937 | 0.00000 | 100.99 | 14038.16 |
151 | 2009.01.08 13:47 | close | 75 | 1.00 | 1.19861 | 1.20951 | 0.00000 | 75.09 | 14113.25 |
152 | 2009.01.08 13:50 | close | 76 | 1.00 | 1.19637 | 1.20906 | 0.00000 | 224.85 | 14338.10 |
153 | 2009.01.08 13:52 | sell | 77 | 1.00 | 1.19637 | 1.20637 | 0.00000 | ||
154 | 2009.01.08 13:57 | sell | 78 | 1.00 | 1.19727 | 1.20727 | 0.00000 | ||
155 | 2009.01.08 14:20 | close | 78 | 1.00 | 1.19710 | 1.20727 | 0.00000 | 14.20 | 14352.30 |
156 | 2009.01.08 14:45 | close | 77 | 1.00 | 1.19564 | 1.20637 | 0.00000 | 61.06 | 14413.36 |
157 | 2009.01.09 00:50 | buy | 79 | 1.00 | 1.18331 | 1.17331 | 0.00000 | ||
158 | 2009.01.09 01:10 | buy | 80 | 1.00 | 1.18252 | 1.17252 | 0.00000 | ||
159 | 2009.01.09 01:15 | buy | 81 | 1.00 | 1.18301 | 1.17301 | 0.00000 | ||
160 | 2009.01.09 01:20 | close | 80 | 1.00 | 1.18262 | 1.17252 | 0.00000 | 8.46 | 14421.82 |
161 | 2009.01.09 01:22 | buy | 82 | 1.00 | 1.18318 | 1.17318 | 0.00000 | ||
162 | 2009.01.09 01:27 | buy | 83 | 1.00 | 1.18285 | 1.17285 | 0.00000 | ||
163 | 2009.01.09 01:32 | buy | 84 | 1.00 | 1.18335 | 1.17335 | 0.00000 | ||
164 | 2009.01.09 01:37 | buy | 85 | 1.00 | 1.18319 | 1.17319 | 0.00000 | ||
165 | 2009.01.09 01:40 | close | 81 | 1.00 | 1.18308 | 1.17301 | 0.00000 | 5.92 | 14427.74 |
166 | 2009.01.09 01:42 | close | 83 | 1.00 | 1.18293 | 1.17285 | 0.00000 | 6.76 | 14434.50 |
167 | 2009.01.09 01:45 | close | 79 | 1.00 | 1.18355 | 1.17331 | 0.00000 | 20.28 | 14454.78 |
168 | 2009.01.09 01:47 | close | 82 | 1.00 | 1.18339 | 1.17318 | 0.00000 | 17.75 | 14472.53 |
169 | 2009.01.09 01:50 | close | 84 | 1.00 | 1.18402 | 1.17335 | 0.00000 | 56.59 | 14529.12 |
170 | 2009.01.09 01:52 | close | 85 | 1.00 | 1.18371 | 1.17319 | 0.00000 | 43.93 | 14573.05 |
171 | 2009.01.09 01:55 | buy | 86 | 1.00 | 1.18475 | 1.17475 | 0.00000 | ||
172 | 2009.01.09 02:50 | close | 86 | 1.00 | 1.18492 | 1.17475 | 0.00000 | 14.35 | 14587.40 |
173 | 2009.01.09 08:20 | sell | 87 | 1.00 | 1.18374 | 1.19374 | 0.00000 | ||
174 | 2009.01.09 08:25 | sell | 88 | 1.00 | 1.18392 | 1.19392 | 0.00000 | ||
175 | 2009.01.09 08:30 | sell | 89 | 1.00 | 1.18405 | 1.19405 | 0.00000 | ||
176 | 2009.01.09 08:36 | sell | 90 | 1.00 | 1.18340 | 1.19340 | 0.00000 | ||
177 | 2009.01.09 08:40 | close | 88 | 1.00 | 1.18389 | 1.19392 | 0.00000 | 2.53 | 14589.93 |
178 | 2009.01.09 08:43 | sell | 91 | 1.00 | 1.18400 | 1.19400 | 0.00000 | ||
179 | 2009.01.09 09:10 | sell | 92 | 1.00 | 1.18448 | 1.19448 | 0.00000 | ||
180 | 2009.01.09 09:15 | sell | 93 | 1.00 | 1.18386 | 1.19386 | 0.00000 | ||
181 | 2009.01.09 09:20 | close | 89 | 1.00 | 1.18394 | 1.19405 | 0.00000 | 9.29 | 14599.22 |
182 | 2009.01.09 09:22 | close | 92 | 1.00 | 1.18435 | 1.19448 | 0.00000 | 10.98 | 14610.20 |
183 | 2009.01.09 09:25 | sell | 94 | 1.00 | 1.18325 | 1.19325 | 0.00000 | ||
184 | 2009.01.09 09:37 | sell | 95 | 1.00 | 1.18430 | 1.19430 | 0.00000 | ||
185 | 2009.01.09 10:16 | sell | 96 | 1.00 | 1.18378 | 1.19378 | 0.00000 | ||
186 | 2009.01.09 10:23 | sell | 97 | 1.00 | 1.18420 | 1.19420 | 0.00000 | ||
187 | 2009.01.09 10:30 | sell | 98 | 1.00 | 1.18476 | 1.19476 | 0.00000 | ||
188 | 2009.01.09 10:32 | close | 91 | 1.00 | 1.18380 | 1.19400 | 0.00000 | 16.89 | 14627.09 |
189 | 2009.01.09 10:35 | close | 95 | 1.00 | 1.18424 | 1.19430 | 0.00000 | 5.07 | 14632.16 |
190 | 2009.01.09 10:37 | close | 87 | 1.00 | 1.18336 | 1.19374 | 0.00000 | 32.11 | 14664.27 |
191 | 2009.01.09 10:40 | sell | 99 | 1.00 | 1.18467 | 1.19467 | 0.00000 | ||
192 | 2009.01.09 11:00 | sell | 100 | 1.00 | 1.18475 | 1.19475 | 0.00000 | ||
193 | 2009.01.09 11:05 | sell | 101 | 1.00 | 1.18417 | 1.19417 | 0.00000 | ||
194 | 2009.01.09 11:10 | close | 98 | 1.00 | 1.18443 | 1.19476 | 0.00000 | 27.86 | 14692.13 |
195 | 2009.01.09 11:12 | close | 100 | 1.00 | 1.18474 | 1.19475 | 0.00000 | 0.84 | 14692.97 |
196 | 2009.01.09 11:15 | close | 93 | 1.00 | 1.18348 | 1.19386 | 0.00000 | 32.11 | 14725.08 |
197 | 2009.01.09 11:17 | close | 97 | 1.00 | 1.18380 | 1.19420 | 0.00000 | 33.79 | 14758.87 |
198 | 2009.01.09 11:20 | close | 90 | 1.00 | 1.18222 | 1.19340 | 0.00000 | 99.81 | 14858.68 |
199 | 2009.01.09 11:22 | close | 94 | 1.00 | 1.18285 | 1.19325 | 0.00000 | 33.82 | 14892.50 |
200 | 2009.01.09 11:25 | close | 96 | 1.00 | 1.18254 | 1.19378 | 0.00000 | 104.86 | 14997.36 |
201 | 2009.01.09 11:27 | close | 99 | 1.00 | 1.18348 | 1.19467 | 0.00000 | 100.55 | 15097.91 |
202 | 2009.01.09 11:27 | close | 101 | 1.00 | 1.18273 | 1.19417 | 0.00000 | 121.75 | 15219.66 |
203 | 2009.01.09 11:30 | sell | 102 | 1.00 | 1.18197 | 1.19197 | 0.00000 | ||
204 | 2009.01.09 11:35 | sell | 103 | 1.00 | 1.18234 | 1.19234 | 0.00000 | ||
205 | 2009.01.09 11:40 | sell | 104 | 1.00 | 1.18321 | 1.19321 | 0.00000 | ||
206 | 2009.01.09 11:45 | sell | 105 | 1.00 | 1.18408 | 1.19408 | 0.00000 | ||
207 | 2009.01.09 11:50 | sell | 106 | 1.00 | 1.18495 | 1.19495 | 0.00000 | ||
208 | 2009.01.09 11:55 | sell | 107 | 1.00 | 1.18466 | 1.19466 | 0.00000 | ||
209 | 2009.01.09 11:57 | close | 106 | 1.00 | 1.18468 | 1.19495 | 0.00000 | 22.79 | 15242.45 |
210 | 2009.01.09 11:59 | close | 105 | 1.00 | 1.18391 | 1.19408 | 0.00000 | 14.36 | 15256.81 |
211 | 2009.01.09 12:00 | close | 107 | 1.00 | 1.18389 | 1.19466 | 0.00000 | 65.04 | 15321.85 |
212 | 2009.01.09 14:37 | close | 104 | 1.00 | 1.18280 | 1.19321 | 0.00000 | 34.66 | 15356.51 |
213 | 2009.01.09 14:50 | s/l | 102 | 1.00 | 1.19197 | 1.19197 | 0.00000 | -837.40 | 14519.11 |
214 | 2009.01.09 14:50 | s/l | 103 | 1.00 | 1.19234 | 1.19234 | 0.00000 | -837.40 | 13681.71 |
215 | 2009.01.12 10:10 | sell | 108 | 1.00 | 1.19665 | 1.20665 | 0.00000 | ||
216 | 2009.01.12 10:15 | sell | 109 | 1.00 | 1.19590 | 1.20590 | 0.00000 | ||
217 | 2009.01.12 10:20 | close | 108 | 1.00 | 1.19579 | 1.20665 | 0.00000 | 71.92 | 13753.63 |
218 | 2009.01.12 10:22 | sell | 110 | 1.00 | 1.19540 | 1.20540 | 0.00000 | ||
219 | 2009.01.12 10:27 | sell | 111 | 1.00 | 1.19590 | 1.20590 | 0.00000 | ||
220 | 2009.01.12 10:30 | close | 109 | 1.00 | 1.19584 | 1.20590 | 0.00000 | 5.02 | 13758.65 |
221 | 2009.01.12 10:32 | sell | 112 | 1.00 | 1.19501 | 1.20501 | 0.00000 | ||
222 | 2009.01.12 10:37 | close | 111 | 1.00 | 1.19568 | 1.20590 | 0.00000 | 18.40 | 13777.05 |
223 | 2009.01.12 10:40 | sell | 113 | 1.00 | 1.19587 | 1.20587 | 0.00000 | ||
224 | 2009.01.12 10:45 | sell | 114 | 1.00 | 1.19652 | 1.20652 | 0.00000 | ||
225 | 2009.01.12 10:52 | sell | 115 | 1.00 | 1.19674 | 1.20674 | 0.00000 | ||
226 | 2009.01.12 10:57 | sell | 116 | 1.00 | 1.19630 | 1.20630 | 0.00000 | ||
227 | 2009.01.12 10:59 | close | 114 | 1.00 | 1.19651 | 1.20652 | 0.00000 | 0.84 | 13777.89 |
228 | 2009.01.12 11:00 | close | 115 | 1.00 | 1.19633 | 1.20674 | 0.00000 | 34.27 | 13812.16 |
229 | 2009.01.12 11:02 | close | 116 | 1.00 | 1.19599 | 1.20630 | 0.00000 | 25.92 | 13838.08 |
230 | 2009.01.12 11:07 | close | 113 | 1.00 | 1.19578 | 1.20587 | 0.00000 | 7.53 | 13845.61 |
231 | 2009.01.12 11:45 | close | 110 | 1.00 | 1.19431 | 1.20540 | 0.00000 | 91.27 | 13936.88 |
232 | 2009.01.12 11:47 | close | 112 | 1.00 | 1.19497 | 1.20501 | 0.00000 | 3.35 | 13940.23 |
233 | 2009.01.12 12:00 | sell | 117 | 1.00 | 1.19392 | 1.20392 | 0.00000 | ||
234 | 2009.01.12 12:07 | close | 117 | 1.00 | 1.19391 | 1.20392 | 0.00000 | 0.84 | 13941.07 |
235 | 2009.01.12 14:50 | sell | 118 | 1.00 | 1.19350 | 1.20350 | 0.00000 | ||
236 | 2009.01.12 14:55 | sell | 119 | 1.00 | 1.19394 | 1.20394 | 0.00000 | ||
237 | 2009.01.12 16:15 | s/l | 118 | 1.00 | 1.20350 | 1.20350 | 0.00000 | -830.19 | 13110.88 |
238 | 2009.01.12 16:15 | s/l | 119 | 1.00 | 1.20394 | 1.20394 | 0.00000 | -830.19 | 12280.69 |
239 | 2009.01.12 17:00 | sell | 120 | 1.00 | 1.20395 | 1.21395 | 0.00000 | ||
240 | 2009.01.12 17:05 | sell | 121 | 1.00 | 1.20464 | 1.21464 | 0.00000 | ||
241 | 2009.01.12 17:10 | sell | 122 | 1.00 | 1.20596 | 1.21596 | 0.00000 | ||
242 | 2009.01.12 18:00 | sell | 123 | 1.00 | 1.20761 | 1.21761 | 0.00000 | ||
243 | 2009.01.12 18:05 | sell | 124 | 1.00 | 1.20823 | 1.21823 | 0.00000 | ||
244 | 2009.01.12 18:10 | sell | 125 | 1.00 | 1.20940 | 1.21940 | 0.00000 | ||
245 | 2009.01.12 18:50 | sell | 126 | 1.00 | 1.20945 | 1.21945 | 0.00000 | ||
246 | 2009.01.12 19:15 | s/l | 120 | 1.00 | 1.21395 | 1.21395 | 0.00000 | -822.92 | 11457.77 |
247 | 2009.01.12 19:15 | s/l | 121 | 1.00 | 1.21464 | 1.21464 | 0.00000 | -822.92 | 10634.85 |
248 | 2009.01.12 19:20 | s/l | 122 | 1.00 | 1.21596 | 1.21596 | 0.00000 | -821.86 | 9812.99 |
249 | 2009.01.12 20:50 | s/l | 123 | 1.00 | 1.21761 | 1.21761 | 0.00000 | -821.03 | 8991.96 |
250 | 2009.01.12 22:45 | s/l | 124 | 1.00 | 1.21823 | 1.21823 | 0.00000 | -820.13 | 8171.83 |
251 | 2009.01.12 22:50 | s/l | 125 | 1.00 | 1.21940 | 1.21940 | 0.00000 | -819.24 | 7352.59 |
252 | 2009.01.12 22:50 | s/l | 126 | 1.00 | 1.21945 | 1.21945 | 0.00000 | -819.24 | 6533.35 |
253 | 2009.01.13 09:20 | sell | 127 | 1.00 | 1.21900 | 1.22900 | 0.00000 | ||
254 | 2009.01.13 09:25 | sell | 128 | 1.00 | 1.21940 | 1.22940 | 0.00000 | ||
255 | 2009.01.13 10:20 | sell | 129 | 1.00 | 1.21997 | 1.22997 | 0.00000 | ||
256 | 2009.01.13 10:45 | sell | 130 | 1.00 | 1.22025 | 1.23025 | 0.00000 | ||
257 | 2009.01.13 10:50 | close | 129 | 1.00 | 1.21963 | 1.22997 | 0.00000 | 27.88 | 6561.23 |
258 | 2009.01.13 10:52 | sell | 131 | 1.00 | 1.21949 | 1.22949 | 0.00000 | ||
259 | 2009.01.13 10:55 | close | 130 | 1.00 | 1.22001 | 1.23025 | 0.00000 | 19.67 | 6580.90 |
260 | 2009.01.13 10:57 | sell | 132 | 1.00 | 1.22025 | 1.23025 | 0.00000 | ||
261 | 2009.01.13 11:20 | close | 132 | 1.00 | 1.21962 | 1.23025 | 0.00000 | 51.66 | 6632.56 |
262 | 2009.01.13 12:15 | sell | 133 | 1.00 | 1.22078 | 1.23078 | 0.00000 | ||
263 | 2009.01.13 12:20 | close | 133 | 1.00 | 1.22027 | 1.23078 | 0.00000 | 41.79 | 6674.35 |
264 | 2009.01.13 12:22 | sell | 134 | 1.00 | 1.22008 | 1.23008 | 0.00000 | ||
265 | 2009.01.13 12:27 | sell | 135 | 1.00 | 1.22078 | 1.23078 | 0.00000 | ||
266 | 2009.01.13 12:32 | sell | 136 | 1.00 | 1.22101 | 1.23101 | 0.00000 | ||
267 | 2009.01.13 12:37 | sell | 137 | 1.00 | 1.22070 | 1.23070 | 0.00000 | ||
268 | 2009.01.13 13:40 | s/l | 127 | 1.00 | 1.22900 | 1.22900 | 0.00000 | -813.27 | 5861.08 |
269 | 2009.01.13 13:40 | s/l | 128 | 1.00 | 1.22940 | 1.22940 | 0.00000 | -813.27 | 5047.81 |
270 | 2009.01.13 13:40 | s/l | 131 | 1.00 | 1.22949 | 1.22949 | 0.00000 | -813.27 | 4234.54 |
271 | 2009.01.13 13:46 | s/l | 134 | 1.00 | 1.23008 | 1.23008 | 0.00000 | -812.04 | 3422.50 |
272 | 2009.01.13 13:46 | s/l | 135 | 1.00 | 1.23078 | 1.23078 | 0.00000 | -812.03 | 2610.47 |
273 | 2009.01.13 13:46 | s/l | 136 | 1.00 | 1.23101 | 1.23101 | 0.00000 | -812.03 | 1798.44 |
274 | 2009.01.13 13:46 | s/l | 137 | 1.00 | 1.23070 | 1.23070 | 0.00000 | -812.03 | 986.41 |