Strategy Tester Report
[ea]DollarCostAverage_Ron_MT4_v01b
AlpariUK-Demo (Build 226)
Symbol | GBPUSD (Great Britain Pound vs US Dollar) | ||||
Period | 1 Hour (H1) 2010.01.04 00:00 - 2010.04.16 00:00 (2010.01.01 - 2010.04.16) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | LSMAPeriod=57; MinFreeMarginPct=25; Lots=0.1; slope=6; ProfitMade=32; LossLimit=0; CloseOnReverse=false; KillLogging=false; | ||||
Bars in test | 2762 | Ticks modelled | 44844 | Modelling quality | n/a |
Mismatched charts errors | 9 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -9854.53 | Gross profit | 849.09 | Gross loss | -10703.62 |
Profit factor | 0.08 | Expected payoff | -60.83 | ||
Absolute drawdown | 9854.53 | Maximal drawdown | 9948.33 (98.56%) | Relative drawdown | 98.56% (9948.33) |
Total trades | 162 | Short positions (won %) | 84 (61.90%) | Long positions (won %) | 78 (100.00%) |
Profit trades (% of total) | 130 (80.25%) | Loss trades (% of total) | 32 (19.75%) | ||
Largest | profit trade | 8.20 | loss trade | -420.68 | |
Average | profit trade | 6.53 | loss trade | -334.49 | |
Maximum | consecutive wins (profit in money) | 130 (849.09) | consecutive losses (loss in money) | 32 (-10703.62) | |
Maximal | consecutive profit (count of wins) | 849.09 (130) | consecutive loss (count of losses) | -10703.62 (32) | |
Average | consecutive wins | 130 | consecutive losses | 32 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.04 00:00 | buy | 1 | 0.10 | 1.61502 | 0.00000 | 1.61584 | ||
2 | 2010.01.04 01:00 | buy | 2 | 0.10 | 1.61650 | 0.00000 | 1.61732 | ||
3 | 2010.01.04 02:00 | buy | 3 | 0.10 | 1.61479 | 0.00000 | 1.61561 | ||
4 | 2010.01.04 03:00 | buy | 4 | 0.10 | 1.61162 | 0.00000 | 1.61244 | ||
5 | 2010.01.04 04:00 | buy | 5 | 0.10 | 1.61377 | 0.00000 | 1.61459 | ||
6 | 2010.01.04 05:00 | buy | 6 | 0.10 | 1.61144 | 0.00000 | 1.61226 | ||
7 | 2010.01.04 06:00 | buy | 7 | 0.10 | 1.61171 | 0.00000 | 1.61253 | ||
8 | 2010.01.04 07:00 | buy | 8 | 0.10 | 1.61205 | 0.00000 | 1.61287 | ||
9 | 2010.01.04 08:00 | buy | 9 | 0.10 | 1.61150 | 0.00000 | 1.61232 | ||
10 | 2010.01.04 09:15 | t/p | 4 | 0.10 | 1.61244 | 0.00000 | 1.61244 | 8.20 | 10008.20 |
11 | 2010.01.04 09:15 | t/p | 6 | 0.10 | 1.61226 | 0.00000 | 1.61226 | 8.20 | 10016.40 |
12 | 2010.01.04 09:15 | t/p | 7 | 0.10 | 1.61253 | 0.00000 | 1.61253 | 8.20 | 10024.60 |
13 | 2010.01.04 09:15 | t/p | 8 | 0.10 | 1.61287 | 0.00000 | 1.61287 | 8.20 | 10032.80 |
14 | 2010.01.04 09:15 | t/p | 9 | 0.10 | 1.61232 | 0.00000 | 1.61232 | 8.20 | 10041.00 |
15 | 2010.01.04 09:20 | t/p | 5 | 0.10 | 1.61459 | 0.00000 | 1.61459 | 8.20 | 10049.20 |
16 | 2010.01.04 09:50 | t/p | 3 | 0.10 | 1.61561 | 0.00000 | 1.61561 | 8.20 | 10057.40 |
17 | 2010.01.04 09:50 | close | 1 | 0.10 | 1.61578 | 0.00000 | 1.61584 | 7.60 | 10065.00 |
18 | 2010.01.04 10:00 | buy | 10 | 0.10 | 1.61807 | 0.00000 | 1.61889 | ||
19 | 2010.01.04 10:15 | t/p | 2 | 0.10 | 1.61732 | 0.00000 | 1.61732 | 8.20 | 10073.20 |
20 | 2010.01.04 10:20 | close | 10 | 0.10 | 1.61849 | 0.00000 | 1.61889 | 4.20 | 10077.40 |
21 | 2010.01.04 11:00 | buy | 11 | 0.10 | 1.62316 | 0.00000 | 1.62398 | ||
22 | 2010.01.04 11:20 | t/p | 11 | 0.10 | 1.62398 | 0.00000 | 1.62398 | 8.20 | 10085.60 |
23 | 2010.01.04 12:00 | buy | 12 | 0.10 | 1.62021 | 0.00000 | 1.62103 | ||
24 | 2010.01.04 12:10 | t/p | 12 | 0.10 | 1.62103 | 0.00000 | 1.62103 | 8.20 | 10093.80 |
25 | 2010.01.04 13:00 | buy | 13 | 0.10 | 1.62478 | 0.00000 | 1.62560 | ||
26 | 2010.01.04 14:00 | buy | 14 | 0.10 | 1.61747 | 0.00000 | 1.61829 | ||
27 | 2010.01.04 15:00 | buy | 15 | 0.10 | 1.61901 | 0.00000 | 1.61983 | ||
28 | 2010.01.04 15:10 | t/p | 14 | 0.10 | 1.61829 | 0.00000 | 1.61829 | 8.20 | 10102.00 |
29 | 2010.01.04 15:16 | close | 15 | 0.10 | 1.61945 | 0.00000 | 1.61983 | 4.40 | 10106.40 |
30 | 2010.01.04 16:00 | buy | 16 | 0.10 | 1.61918 | 0.00000 | 1.62000 | ||
31 | 2010.01.04 17:00 | buy | 17 | 0.10 | 1.61472 | 0.00000 | 1.61554 | ||
32 | 2010.01.04 18:00 | sell | 18 | 0.10 | 1.61059 | 0.00000 | 1.60977 | ||
33 | 2010.01.04 19:00 | sell | 19 | 0.10 | 1.61251 | 0.00000 | 1.61169 | ||
34 | 2010.01.04 20:00 | sell | 20 | 0.10 | 1.60976 | 0.00000 | 1.60894 | ||
35 | 2010.01.04 20:50 | close | 19 | 0.10 | 1.61196 | 0.00000 | 1.61169 | 5.50 | 10111.90 |
36 | 2010.01.04 21:00 | sell | 21 | 0.10 | 1.60927 | 0.00000 | 1.60845 | ||
37 | 2010.01.04 22:00 | sell | 22 | 0.10 | 1.61004 | 0.00000 | 1.60922 | ||
38 | 2010.01.04 23:00 | sell | 23 | 0.10 | 1.60815 | 0.00000 | 1.60733 | ||
39 | 2010.01.05 00:00 | sell | 24 | 0.10 | 1.60880 | 0.00000 | 1.60798 | ||
40 | 2010.01.05 01:00 | sell | 25 | 0.10 | 1.61117 | 0.00000 | 1.61035 | ||
41 | 2010.01.05 02:00 | sell | 26 | 0.10 | 1.61037 | 0.00000 | 1.60955 | ||
42 | 2010.01.05 02:15 | close | 25 | 0.10 | 1.61073 | 0.00000 | 1.61035 | 4.40 | 10116.30 |
43 | 2010.01.05 02:20 | t/p | 18 | 0.10 | 1.60977 | 0.00000 | 1.60977 | 7.98 | 10124.28 |
44 | 2010.01.05 02:20 | t/p | 26 | 0.10 | 1.60955 | 0.00000 | 1.60955 | 8.20 | 10132.48 |
45 | 2010.01.05 02:20 | close | 22 | 0.10 | 1.60933 | 0.00000 | 1.60922 | 6.88 | 10139.36 |
46 | 2010.01.05 02:20 | close | 20 | 0.10 | 1.60933 | 0.00000 | 1.60894 | 4.08 | 10143.44 |
47 | 2010.01.05 03:00 | sell | 27 | 0.10 | 1.60777 | 0.00000 | 1.60695 | ||
48 | 2010.01.05 04:00 | sell | 28 | 0.10 | 1.60935 | 0.00000 | 1.60853 | ||
49 | 2010.01.05 05:00 | sell | 29 | 0.10 | 1.60861 | 0.00000 | 1.60779 | ||
50 | 2010.01.05 06:00 | sell | 30 | 0.10 | 1.60860 | 0.00000 | 1.60778 | ||
51 | 2010.01.05 07:00 | sell | 31 | 0.10 | 1.61321 | 0.00000 | 1.61239 | ||
52 | 2010.01.05 07:50 | close | 17 | 0.10 | 1.61521 | 0.00000 | 1.61554 | 4.89 | 10148.33 |
53 | 2010.01.05 08:00 | sell | 32 | 0.10 | 1.61496 | 0.00000 | 1.61414 | ||
54 | 2010.01.05 08:20 | close | 32 | 0.10 | 1.61455 | 0.00000 | 1.61414 | 4.10 | 10152.43 |
55 | 2010.01.05 08:50 | t/p | 31 | 0.10 | 1.61239 | 0.00000 | 1.61239 | 8.20 | 10160.63 |
56 | 2010.01.05 09:15 | close | 28 | 0.10 | 1.60890 | 0.00000 | 1.60853 | 4.50 | 10165.13 |
57 | 2010.01.05 09:15 | close | 21 | 0.10 | 1.60890 | 0.00000 | 1.60845 | 3.48 | 10168.61 |
58 | 2010.01.05 09:20 | t/p | 23 | 0.10 | 1.60733 | 0.00000 | 1.60733 | 7.98 | 10176.59 |
59 | 2010.01.05 09:20 | t/p | 24 | 0.10 | 1.60798 | 0.00000 | 1.60798 | 8.20 | 10184.79 |
60 | 2010.01.05 09:20 | t/p | 27 | 0.10 | 1.60695 | 0.00000 | 1.60695 | 8.20 | 10192.99 |
61 | 2010.01.05 09:20 | t/p | 29 | 0.10 | 1.60779 | 0.00000 | 1.60779 | 8.20 | 10201.19 |
62 | 2010.01.05 09:20 | t/p | 30 | 0.10 | 1.60778 | 0.00000 | 1.60778 | 8.20 | 10209.39 |
63 | 2010.01.05 10:00 | sell | 33 | 0.10 | 1.60436 | 0.00000 | 1.60354 | ||
64 | 2010.01.05 11:00 | sell | 34 | 0.10 | 1.60486 | 0.00000 | 1.60404 | ||
65 | 2010.01.05 11:45 | t/p | 34 | 0.10 | 1.60404 | 0.00000 | 1.60404 | 8.20 | 10217.59 |
66 | 2010.01.05 11:45 | close | 33 | 0.10 | 1.60371 | 0.00000 | 1.60354 | 6.50 | 10224.09 |
67 | 2010.01.05 12:00 | sell | 35 | 0.10 | 1.59996 | 0.00000 | 1.59914 | ||
68 | 2010.01.05 13:00 | sell | 36 | 0.10 | 1.60116 | 0.00000 | 1.60034 | ||
69 | 2010.01.05 14:00 | sell | 37 | 0.10 | 1.60358 | 0.00000 | 1.60276 | ||
70 | 2010.01.05 15:00 | sell | 38 | 0.10 | 1.60369 | 0.00000 | 1.60287 | ||
71 | 2010.01.05 16:00 | sell | 39 | 0.10 | 1.60442 | 0.00000 | 1.60360 | ||
72 | 2010.01.05 17:00 | sell | 40 | 0.10 | 1.60310 | 0.00000 | 1.60228 | ||
73 | 2010.01.05 17:20 | close | 39 | 0.10 | 1.60366 | 0.00000 | 1.60360 | 7.60 | 10231.69 |
74 | 2010.01.05 17:40 | close | 38 | 0.10 | 1.60335 | 0.00000 | 1.60287 | 3.40 | 10235.09 |
75 | 2010.01.05 17:45 | t/p | 37 | 0.10 | 1.60276 | 0.00000 | 1.60276 | 8.20 | 10243.29 |
76 | 2010.01.05 17:45 | close | 40 | 0.10 | 1.60250 | 0.00000 | 1.60228 | 6.00 | 10249.29 |
77 | 2010.01.05 18:00 | sell | 41 | 0.10 | 1.60068 | 0.00000 | 1.59986 | ||
78 | 2010.01.05 19:00 | sell | 42 | 0.10 | 1.60019 | 0.00000 | 1.59937 | ||
79 | 2010.01.05 19:15 | close | 36 | 0.10 | 1.60068 | 0.00000 | 1.60034 | 4.80 | 10254.09 |
80 | 2010.01.05 19:20 | t/p | 41 | 0.10 | 1.59986 | 0.00000 | 1.59986 | 8.20 | 10262.29 |
81 | 2010.01.05 19:20 | t/p | 42 | 0.10 | 1.59937 | 0.00000 | 1.59937 | 8.20 | 10270.49 |
82 | 2010.01.05 19:20 | close | 35 | 0.10 | 1.59925 | 0.00000 | 1.59914 | 7.10 | 10277.59 |
83 | 2010.01.05 20:00 | sell | 43 | 0.10 | 1.59750 | 0.00000 | 1.59668 | ||
84 | 2010.01.05 21:00 | sell | 44 | 0.10 | 1.60002 | 0.00000 | 1.59920 | ||
85 | 2010.01.05 22:00 | sell | 45 | 0.10 | 1.59945 | 0.00000 | 1.59863 | ||
86 | 2010.01.05 23:00 | sell | 46 | 0.10 | 1.59898 | 0.00000 | 1.59816 | ||
87 | 2010.01.06 00:00 | sell | 47 | 0.10 | 1.59862 | 0.00000 | 1.59780 | ||
88 | 2010.01.06 00:20 | close | 44 | 0.10 | 1.59967 | 0.00000 | 1.59920 | 3.28 | 10280.87 |
89 | 2010.01.06 01:00 | sell | 48 | 0.10 | 1.59897 | 0.00000 | 1.59815 | ||
90 | 2010.01.06 01:40 | close | 45 | 0.10 | 1.59909 | 0.00000 | 1.59863 | 3.38 | 10284.25 |
91 | 2010.01.06 01:45 | close | 48 | 0.10 | 1.59827 | 0.00000 | 1.59815 | 7.00 | 10291.25 |
92 | 2010.01.06 01:45 | close | 47 | 0.10 | 1.59827 | 0.00000 | 1.59780 | 3.50 | 10294.75 |
93 | 2010.01.06 01:45 | close | 46 | 0.10 | 1.59827 | 0.00000 | 1.59816 | 6.88 | 10301.63 |
94 | 2010.01.06 01:50 | close | 43 | 0.10 | 1.59716 | 0.00000 | 1.59668 | 3.18 | 10304.81 |
95 | 2010.01.06 02:00 | sell | 49 | 0.10 | 1.59642 | 0.00000 | 1.59560 | ||
96 | 2010.01.06 03:00 | sell | 50 | 0.10 | 1.59918 | 0.00000 | 1.59836 | ||
97 | 2010.01.06 04:00 | sell | 51 | 0.10 | 1.59842 | 0.00000 | 1.59760 | ||
98 | 2010.01.06 05:00 | sell | 52 | 0.10 | 1.59789 | 0.00000 | 1.59707 | ||
99 | 2010.01.06 06:00 | sell | 53 | 0.10 | 1.59790 | 0.00000 | 1.59708 | ||
100 | 2010.01.06 06:20 | close | 50 | 0.10 | 1.59869 | 0.00000 | 1.59836 | 4.90 | 10309.71 |
101 | 2010.01.06 07:00 | sell | 54 | 0.10 | 1.59629 | 0.00000 | 1.59547 | ||
102 | 2010.01.06 07:50 | close | 51 | 0.10 | 1.59777 | 0.00000 | 1.59760 | 6.50 | 10316.21 |
103 | 2010.01.06 08:00 | sell | 55 | 0.10 | 1.59738 | 0.00000 | 1.59656 | ||
104 | 2010.01.06 09:00 | sell | 56 | 0.10 | 1.60161 | 0.00000 | 1.60079 | ||
105 | 2010.01.06 10:00 | sell | 57 | 0.10 | 1.60405 | 0.00000 | 1.60323 | ||
106 | 2010.01.06 10:50 | t/p | 57 | 0.10 | 1.60323 | 0.00000 | 1.60323 | 8.20 | 10324.41 |
107 | 2010.01.06 12:00 | sell | 58 | 0.10 | 1.60105 | 0.00000 | 1.60023 | ||
108 | 2010.01.06 12:50 | t/p | 56 | 0.10 | 1.60079 | 0.00000 | 1.60079 | 8.20 | 10332.61 |
109 | 2010.01.06 12:50 | close | 58 | 0.10 | 1.60062 | 0.00000 | 1.60023 | 4.30 | 10336.91 |
110 | 2010.01.06 13:00 | sell | 59 | 0.10 | 1.59816 | 0.00000 | 1.59734 | ||
111 | 2010.01.06 14:00 | sell | 60 | 0.10 | 1.59651 | 0.00000 | 1.59569 | ||
112 | 2010.01.06 15:00 | sell | 61 | 0.10 | 1.59680 | 0.00000 | 1.59598 | ||
113 | 2010.01.06 15:50 | t/p | 52 | 0.10 | 1.59707 | 0.00000 | 1.59707 | 8.20 | 10345.11 |
114 | 2010.01.06 15:50 | t/p | 53 | 0.10 | 1.59708 | 0.00000 | 1.59708 | 8.20 | 10353.31 |
115 | 2010.01.06 15:50 | t/p | 55 | 0.10 | 1.59656 | 0.00000 | 1.59656 | 8.20 | 10361.51 |
116 | 2010.01.06 15:50 | t/p | 59 | 0.10 | 1.59734 | 0.00000 | 1.59734 | 8.20 | 10369.71 |
117 | 2010.01.06 15:50 | close | 61 | 0.10 | 1.59648 | 0.00000 | 1.59598 | 3.20 | 10372.91 |
118 | 2010.01.06 16:00 | sell | 62 | 0.10 | 1.59468 | 0.00000 | 1.59386 | ||
119 | 2010.01.06 17:00 | sell | 63 | 0.10 | 1.59979 | 0.00000 | 1.59897 | ||
120 | 2010.01.06 18:00 | sell | 64 | 0.10 | 1.60131 | 0.00000 | 1.60049 | ||
121 | 2010.01.06 18:20 | close | 64 | 0.10 | 1.60093 | 0.00000 | 1.60049 | 3.80 | 10376.71 |
122 | 2010.01.06 19:00 | sell | 65 | 0.10 | 1.59946 | 0.00000 | 1.59864 | ||
123 | 2010.01.06 21:00 | buy | 66 | 0.10 | 1.60237 | 0.00000 | 1.60319 | ||
124 | 2010.01.06 22:00 | buy | 67 | 0.10 | 1.60479 | 0.00000 | 1.60561 | ||
125 | 2010.01.06 22:15 | close | 66 | 0.10 | 1.60279 | 0.00000 | 1.60319 | 4.20 | 10380.91 |
126 | 2010.01.06 23:00 | buy | 68 | 0.10 | 1.60447 | 0.00000 | 1.60529 | ||
127 | 2010.01.07 00:00 | buy | 69 | 0.10 | 1.60336 | 0.00000 | 1.60418 | ||
128 | 2010.01.07 01:00 | buy | 70 | 0.10 | 1.60480 | 0.00000 | 1.60562 | ||
129 | 2010.01.07 01:15 | t/p | 69 | 0.10 | 1.60418 | 0.00000 | 1.60418 | 8.20 | 10389.11 |
130 | 2010.01.07 01:20 | close | 70 | 0.10 | 1.60512 | 0.00000 | 1.60562 | 3.20 | 10392.31 |
131 | 2010.01.07 01:20 | close | 68 | 0.10 | 1.60512 | 0.00000 | 1.60529 | 6.47 | 10398.78 |
132 | 2010.01.07 01:20 | close | 67 | 0.10 | 1.60512 | 0.00000 | 1.60561 | 3.27 | 10402.05 |
133 | 2010.01.07 02:00 | buy | 71 | 0.10 | 1.60599 | 0.00000 | 1.60681 | ||
134 | 2010.01.07 03:00 | buy | 72 | 0.10 | 1.60528 | 0.00000 | 1.60610 | ||
135 | 2010.01.07 04:00 | buy | 73 | 0.10 | 1.60287 | 0.00000 | 1.60369 | ||
136 | 2010.01.07 05:00 | buy | 74 | 0.10 | 1.60398 | 0.00000 | 1.60480 | ||
137 | 2010.01.07 06:00 | buy | 75 | 0.10 | 1.60297 | 0.00000 | 1.60379 | ||
138 | 2010.01.07 07:00 | buy | 76 | 0.10 | 1.60016 | 0.00000 | 1.60098 | ||
139 | 2010.01.07 07:15 | close | 63 | 0.10 | 1.59940 | 0.00000 | 1.59897 | 3.24 | 10405.29 |
140 | 2010.01.07 07:20 | close | 65 | 0.10 | 1.59891 | 0.00000 | 1.59864 | 4.84 | 10410.13 |
141 | 2010.01.07 08:00 | sell | 77 | 0.10 | 1.59673 | 0.00000 | 1.59591 | ||
142 | 2010.01.07 08:50 | t/p | 77 | 0.10 | 1.59591 | 0.00000 | 1.59591 | 8.20 | 10418.33 |
143 | 2010.01.07 08:50 | close | 60 | 0.10 | 1.59584 | 0.00000 | 1.59569 | 6.04 | 10424.37 |
144 | 2010.01.07 08:50 | close | 54 | 0.10 | 1.59584 | 0.00000 | 1.59547 | 3.84 | 10428.21 |
145 | 2010.01.07 08:50 | close | 49 | 0.10 | 1.59584 | 0.00000 | 1.59560 | 5.14 | 10433.35 |
146 | 2010.01.07 09:00 | sell | 78 | 0.10 | 1.59514 | 0.00000 | 1.59432 | ||
147 | 2010.01.07 09:50 | t/p | 62 | 0.10 | 1.59386 | 0.00000 | 1.59386 | 7.54 | 10440.89 |
148 | 2010.01.07 09:50 | t/p | 78 | 0.10 | 1.59432 | 0.00000 | 1.59432 | 8.20 | 10449.09 |
149 | 2010.01.07 10:00 | sell | 79 | 0.10 | 1.59231 | 0.00000 | 1.59149 | ||
150 | 2010.01.07 11:00 | sell | 80 | 0.10 | 1.59332 | 0.00000 | 1.59250 | ||
151 | 2010.01.07 12:00 | sell | 81 | 0.10 | 1.59214 | 0.00000 | 1.59132 | ||
152 | 2010.01.07 12:50 | t/p | 80 | 0.10 | 1.59250 | 0.00000 | 1.59250 | 8.20 | 10457.29 |
153 | 2010.01.07 13:00 | sell | 82 | 0.10 | 1.59068 | 0.00000 | 1.58986 | ||
154 | 2010.01.07 14:00 | sell | 83 | 0.10 | 1.59038 | 0.00000 | 1.58956 | ||
155 | 2010.01.07 15:00 | sell | 84 | 0.10 | 1.59227 | 0.00000 | 1.59145 | ||
156 | 2010.01.07 16:00 | sell | 85 | 0.10 | 1.59194 | 0.00000 | 1.59112 | ||
157 | 2010.01.07 17:00 | sell | 86 | 0.10 | 1.59350 | 0.00000 | 1.59268 | ||
158 | 2010.01.07 18:00 | buy | 87 | 0.10 | 1.59380 | 0.00000 | 1.59462 | ||
159 | 2010.01.07 18:45 | close | 87 | 0.10 | 1.59425 | 0.00000 | 1.59462 | 4.50 | 10461.79 |
160 | 2010.01.07 19:00 | sell | 88 | 0.10 | 1.59418 | 0.00000 | 1.59336 | ||
161 | 2010.01.07 20:00 | sell | 89 | 0.10 | 1.59284 | 0.00000 | 1.59202 | ||
162 | 2010.01.07 21:00 | sell | 90 | 0.10 | 1.59421 | 0.00000 | 1.59339 | ||
163 | 2010.01.07 22:00 | sell | 91 | 0.10 | 1.59385 | 0.00000 | 1.59303 | ||
164 | 2010.01.07 23:00 | sell | 92 | 0.10 | 1.59292 | 0.00000 | 1.59210 | ||
165 | 2010.01.08 00:00 | sell | 93 | 0.10 | 1.59249 | 0.00000 | 1.59167 | ||
166 | 2010.01.08 01:00 | sell | 94 | 0.10 | 1.59323 | 0.00000 | 1.59241 | ||
167 | 2010.01.08 02:00 | sell | 95 | 0.10 | 1.59454 | 0.00000 | 1.59372 | ||
168 | 2010.01.08 04:00 | sell | 96 | 0.10 | 1.59200 | 0.00000 | 1.59118 | ||
169 | 2010.01.08 05:00 | sell | 97 | 0.10 | 1.59384 | 0.00000 | 1.59302 | ||
170 | 2010.01.08 06:00 | sell | 98 | 0.10 | 1.59409 | 0.00000 | 1.59327 | ||
171 | 2010.01.08 07:00 | sell | 99 | 0.10 | 1.59341 | 0.00000 | 1.59259 | ||
172 | 2010.01.08 08:00 | sell | 100 | 0.10 | 1.59337 | 0.00000 | 1.59255 | ||
173 | 2010.01.08 09:00 | sell | 101 | 0.10 | 1.59700 | 0.00000 | 1.59618 | ||
174 | 2010.01.08 09:45 | close | 76 | 0.10 | 1.60086 | 0.00000 | 1.60098 | 6.99 | 10468.78 |
175 | 2010.01.08 10:00 | buy | 102 | 0.10 | 1.60432 | 0.00000 | 1.60514 | ||
176 | 2010.01.08 10:20 | close | 75 | 0.10 | 1.60338 | 0.00000 | 1.60379 | 4.09 | 10472.87 |
177 | 2010.01.08 10:20 | close | 73 | 0.10 | 1.60338 | 0.00000 | 1.60369 | 5.09 | 10477.96 |
178 | 2010.01.08 11:00 | buy | 103 | 0.10 | 1.60585 | 0.00000 | 1.60667 | ||
179 | 2010.01.08 12:00 | buy | 104 | 0.10 | 1.60432 | 0.00000 | 1.60514 | ||
180 | 2010.01.08 13:00 | buy | 105 | 0.10 | 1.60356 | 0.00000 | 1.60438 | ||
181 | 2010.01.08 14:00 | buy | 106 | 0.10 | 1.60068 | 0.00000 | 1.60150 | ||
182 | 2010.01.08 14:32 | t/p | 106 | 0.10 | 1.60150 | 0.00000 | 1.60150 | 8.20 | 10486.16 |
183 | 2010.01.08 14:40 | t/p | 74 | 0.10 | 1.60480 | 0.00000 | 1.60480 | 8.19 | 10494.35 |
184 | 2010.01.08 14:40 | t/p | 102 | 0.10 | 1.60514 | 0.00000 | 1.60514 | 8.20 | 10502.55 |
185 | 2010.01.08 14:40 | t/p | 104 | 0.10 | 1.60514 | 0.00000 | 1.60514 | 8.20 | 10510.75 |
186 | 2010.01.08 14:40 | t/p | 105 | 0.10 | 1.60438 | 0.00000 | 1.60438 | 8.20 | 10518.95 |
187 | 2010.01.08 14:45 | t/p | 71 | 0.10 | 1.60681 | 0.00000 | 1.60681 | 8.19 | 10527.14 |
188 | 2010.01.08 14:45 | t/p | 72 | 0.10 | 1.60610 | 0.00000 | 1.60610 | 8.19 | 10535.33 |
189 | 2010.01.08 14:45 | t/p | 103 | 0.10 | 1.60667 | 0.00000 | 1.60667 | 8.20 | 10543.53 |
190 | 2010.01.08 15:00 | buy | 107 | 0.10 | 1.61185 | 0.00000 | 1.61267 | ||
191 | 2010.01.08 16:00 | buy | 108 | 0.10 | 1.60580 | 0.00000 | 1.60662 | ||
192 | 2010.01.08 17:00 | buy | 109 | 0.10 | 1.59893 | 0.00000 | 1.59975 | ||
193 | 2010.01.08 17:50 | close | 109 | 0.10 | 1.59941 | 0.00000 | 1.59975 | 4.80 | 10548.33 |
194 | 2010.01.08 18:00 | sell | 110 | 0.10 | 1.59908 | 0.00000 | 1.59826 | ||
195 | 2010.01.08 19:00 | buy | 111 | 0.10 | 1.60324 | 0.00000 | 1.60406 | ||
196 | 2010.01.08 19:20 | close | 111 | 0.10 | 1.60361 | 0.00000 | 1.60406 | 3.70 | 10552.03 |
197 | 2010.01.08 20:00 | buy | 112 | 0.10 | 1.60535 | 0.00000 | 1.60617 | ||
198 | 2010.01.08 21:00 | buy | 113 | 0.10 | 1.60589 | 0.00000 | 1.60671 | ||
199 | 2010.01.08 22:00 | buy | 114 | 0.10 | 1.60543 | 0.00000 | 1.60625 | ||
200 | 2010.01.11 00:00 | buy | 115 | 0.10 | 1.60860 | 0.00000 | 1.60942 | ||
201 | 2010.01.11 00:00 | close | 114 | 0.10 | 1.60579 | 0.00000 | 1.60625 | 3.59 | 10555.62 |
202 | 2010.01.11 00:00 | close | 112 | 0.10 | 1.60579 | 0.00000 | 1.60617 | 4.39 | 10560.01 |
203 | 2010.01.11 00:10 | close | 113 | 0.10 | 1.60646 | 0.00000 | 1.60671 | 5.69 | 10565.70 |
204 | 2010.01.11 00:10 | close | 108 | 0.10 | 1.60646 | 0.00000 | 1.60662 | 6.59 | 10572.29 |
205 | 2010.01.11 00:50 | t/p | 115 | 0.10 | 1.60942 | 0.00000 | 1.60942 | 8.20 | 10580.49 |
206 | 2010.01.11 01:00 | buy | 116 | 0.10 | 1.61148 | 0.00000 | 1.61230 | ||
207 | 2010.01.11 02:00 | buy | 117 | 0.10 | 1.61049 | 0.00000 | 1.61131 | ||
208 | 2010.01.11 03:00 | buy | 118 | 0.10 | 1.61012 | 0.00000 | 1.61094 | ||
209 | 2010.01.11 04:00 | buy | 119 | 0.10 | 1.61206 | 0.00000 | 1.61288 | ||
210 | 2010.01.11 04:20 | close | 118 | 0.10 | 1.61046 | 0.00000 | 1.61094 | 3.40 | 10583.89 |
211 | 2010.01.11 05:00 | buy | 120 | 0.10 | 1.61188 | 0.00000 | 1.61270 | ||
212 | 2010.01.11 06:00 | buy | 121 | 0.10 | 1.61120 | 0.00000 | 1.61202 | ||
213 | 2010.01.11 07:00 | buy | 122 | 0.10 | 1.61176 | 0.00000 | 1.61258 | ||
214 | 2010.01.11 08:00 | buy | 123 | 0.10 | 1.61006 | 0.00000 | 1.61088 | ||
215 | 2010.01.11 08:15 | t/p | 117 | 0.10 | 1.61131 | 0.00000 | 1.61131 | 8.20 | 10592.09 |
216 | 2010.01.11 08:15 | t/p | 123 | 0.10 | 1.61088 | 0.00000 | 1.61088 | 8.20 | 10600.29 |
217 | 2010.01.11 08:15 | close | 121 | 0.10 | 1.61178 | 0.00000 | 1.61202 | 5.80 | 10606.09 |
218 | 2010.01.11 08:20 | t/p | 107 | 0.10 | 1.61267 | 0.00000 | 1.61267 | 8.19 | 10614.28 |
219 | 2010.01.11 08:20 | t/p | 116 | 0.10 | 1.61230 | 0.00000 | 1.61230 | 8.20 | 10622.48 |
220 | 2010.01.11 08:20 | t/p | 119 | 0.10 | 1.61288 | 0.00000 | 1.61288 | 8.20 | 10630.68 |
221 | 2010.01.11 08:20 | t/p | 120 | 0.10 | 1.61270 | 0.00000 | 1.61270 | 8.20 | 10638.88 |
222 | 2010.01.11 08:20 | t/p | 122 | 0.10 | 1.61258 | 0.00000 | 1.61258 | 8.20 | 10647.08 |
223 | 2010.01.11 09:00 | buy | 124 | 0.10 | 1.61232 | 0.00000 | 1.61314 | ||
224 | 2010.01.11 09:20 | t/p | 124 | 0.10 | 1.61314 | 0.00000 | 1.61314 | 8.20 | 10655.28 |
225 | 2010.01.11 10:00 | buy | 125 | 0.10 | 1.61542 | 0.00000 | 1.61624 | ||
226 | 2010.01.11 11:00 | buy | 126 | 0.10 | 1.61740 | 0.00000 | 1.61822 | ||
227 | 2010.01.11 11:15 | close | 125 | 0.10 | 1.61581 | 0.00000 | 1.61624 | 3.90 | 10659.18 |
228 | 2010.01.11 11:50 | close | 126 | 0.10 | 1.61788 | 0.00000 | 1.61822 | 4.80 | 10663.98 |
229 | 2010.01.11 12:00 | buy | 127 | 0.10 | 1.61934 | 0.00000 | 1.62016 | ||
230 | 2010.01.11 13:00 | buy | 128 | 0.10 | 1.62031 | 0.00000 | 1.62113 | ||
231 | 2010.01.11 14:00 | buy | 129 | 0.10 | 1.61927 | 0.00000 | 1.62009 | ||
232 | 2010.01.11 15:00 | buy | 130 | 0.10 | 1.61894 | 0.00000 | 1.61976 | ||
233 | 2010.01.11 16:00 | buy | 131 | 0.10 | 1.61542 | 0.00000 | 1.61624 | ||
234 | 2010.01.11 16:45 | t/p | 131 | 0.10 | 1.61624 | 0.00000 | 1.61624 | 8.20 | 10672.18 |
235 | 2010.01.11 17:00 | buy | 132 | 0.10 | 1.61994 | 0.00000 | 1.62076 | ||
236 | 2010.01.11 18:00 | buy | 133 | 0.10 | 1.61710 | 0.00000 | 1.61792 | ||
237 | 2010.01.11 19:00 | buy | 134 | 0.10 | 1.61440 | 0.00000 | 1.61522 | ||
238 | 2010.01.11 20:00 | buy | 135 | 0.10 | 1.61427 | 0.00000 | 1.61509 | ||
239 | 2010.01.11 21:00 | buy | 136 | 0.10 | 1.61264 | 0.00000 | 1.61346 | ||
240 | 2010.01.11 22:00 | buy | 137 | 0.10 | 1.61338 | 0.00000 | 1.61420 | ||
241 | 2010.01.11 23:00 | buy | 138 | 0.10 | 1.61407 | 0.00000 | 1.61489 | ||
242 | 2010.01.12 00:00 | buy | 139 | 0.10 | 1.61421 | 0.00000 | 1.61503 | ||
243 | 2010.01.12 01:00 | buy | 140 | 0.10 | 1.61374 | 0.00000 | 1.61456 | ||
244 | 2010.01.12 02:00 | buy | 141 | 0.10 | 1.61129 | 0.00000 | 1.61211 | ||
245 | 2010.01.12 03:00 | sell | 142 | 0.10 | 1.60811 | 0.00000 | 1.60729 | ||
246 | 2010.01.12 04:00 | sell | 143 | 0.10 | 1.60889 | 0.00000 | 1.60807 | ||
247 | 2010.01.12 05:00 | sell | 144 | 0.10 | 1.60742 | 0.00000 | 1.60660 | ||
248 | 2010.01.12 06:00 | sell | 145 | 0.10 | 1.60877 | 0.00000 | 1.60795 | ||
249 | 2010.01.12 07:00 | sell | 146 | 0.10 | 1.60892 | 0.00000 | 1.60810 | ||
250 | 2010.01.12 07:40 | close | 141 | 0.10 | 1.61194 | 0.00000 | 1.61211 | 6.50 | 10678.68 |
251 | 2010.01.12 08:00 | sell | 147 | 0.10 | 1.61162 | 0.00000 | 1.61080 | ||
252 | 2010.01.12 08:20 | close | 147 | 0.10 | 1.61099 | 0.00000 | 1.61080 | 6.30 | 10684.98 |
253 | 2010.01.12 10:00 | sell | 148 | 0.10 | 1.61000 | 0.00000 | 1.60918 | ||
254 | 2010.01.12 10:50 | t/p | 136 | 0.10 | 1.61346 | 0.00000 | 1.61346 | 8.19 | 10693.17 |
255 | 2010.01.12 10:50 | close | 137 | 0.10 | 1.61387 | 0.00000 | 1.61420 | 4.89 | 10698.06 |
256 | 2010.01.12 11:00 | sell | 149 | 0.10 | 1.61350 | 0.00000 | 1.61268 | ||
257 | 2010.01.12 11:10 | close | 140 | 0.10 | 1.61426 | 0.00000 | 1.61456 | 5.20 | 10703.26 |
258 | 2010.01.12 11:15 | t/p | 134 | 0.10 | 1.61522 | 0.00000 | 1.61522 | 8.19 | 10711.45 |
259 | 2010.01.12 11:15 | t/p | 135 | 0.10 | 1.61509 | 0.00000 | 1.61509 | 8.19 | 10719.64 |
260 | 2010.01.12 11:15 | t/p | 138 | 0.10 | 1.61489 | 0.00000 | 1.61489 | 8.19 | 10727.83 |
261 | 2010.01.12 11:15 | t/p | 139 | 0.10 | 1.61503 | 0.00000 | 1.61503 | 8.20 | 10736.03 |
262 | 2010.01.12 12:00 | buy | 150 | 0.10 | 1.61737 | 0.00000 | 1.61819 | ||
263 | 2010.01.12 13:00 | buy | 151 | 0.10 | 1.61671 | 0.00000 | 1.61753 | ||
264 | 2010.01.12 13:37 | close | 151 | 0.10 | 1.61713 | 0.00000 | 1.61753 | 4.20 | 10740.23 |
265 | 2010.01.12 16:00 | sell | 152 | 0.10 | 1.61549 | 0.00000 | 1.61467 | ||
266 | 2010.01.12 16:40 | close | 133 | 0.10 | 1.61762 | 0.00000 | 1.61792 | 5.19 | 10745.42 |
267 | 2010.01.12 16:45 | t/p | 150 | 0.10 | 1.61819 | 0.00000 | 1.61819 | 8.20 | 10753.62 |
268 | 2010.01.12 16:50 | close | 130 | 0.10 | 1.61937 | 0.00000 | 1.61976 | 4.29 | 10757.91 |
269 | 2010.01.12 18:00 | buy | 153 | 0.10 | 1.62069 | 0.00000 | 1.62151 | ||
270 | 2010.01.12 19:00 | buy | 154 | 0.10 | 1.61967 | 0.00000 | 1.62049 | ||
271 | 2010.01.12 20:00 | buy | 155 | 0.10 | 1.61977 | 0.00000 | 1.62059 | ||
272 | 2010.01.12 21:00 | buy | 156 | 0.10 | 1.62037 | 0.00000 | 1.62119 | ||
273 | 2010.01.12 22:00 | buy | 157 | 0.10 | 1.61968 | 0.00000 | 1.62050 | ||
274 | 2010.01.12 23:00 | buy | 158 | 0.10 | 1.61895 | 0.00000 | 1.61977 | ||
275 | 2010.01.13 00:00 | buy | 159 | 0.10 | 1.61955 | 0.00000 | 1.62037 | ||
276 | 2010.01.13 02:00 | buy | 160 | 0.10 | 1.61782 | 0.00000 | 1.61864 | ||
277 | 2010.01.13 04:00 | sell | 161 | 0.10 | 1.61509 | 0.00000 | 1.61427 | ||
278 | 2010.01.13 05:00 | sell | 162 | 0.10 | 1.61659 | 0.00000 | 1.61577 | ||
279 | 2010.01.13 05:15 | close | 160 | 0.10 | 1.61828 | 0.00000 | 1.61864 | 4.60 | 10762.51 |
280 | 2010.01.13 07:15 | t/p | 158 | 0.10 | 1.61977 | 0.00000 | 1.61977 | 8.19 | 10770.70 |
281 | 2010.01.13 07:15 | close | 129 | 0.10 | 1.61980 | 0.00000 | 1.62009 | 5.28 | 10775.98 |
282 | 2010.01.13 07:15 | close | 127 | 0.10 | 1.61980 | 0.00000 | 1.62016 | 4.58 | 10780.56 |
283 | 2010.01.13 07:15 | close | 16 | 0.10 | 1.61980 | 0.00000 | 1.62000 | 6.11 | 10786.67 |
284 | 2010.01.13 07:20 | t/p | 154 | 0.10 | 1.62049 | 0.00000 | 1.62049 | 8.19 | 10794.86 |
285 | 2010.01.13 07:20 | t/p | 155 | 0.10 | 1.62059 | 0.00000 | 1.62059 | 8.19 | 10803.05 |
286 | 2010.01.13 07:20 | t/p | 157 | 0.10 | 1.62050 | 0.00000 | 1.62050 | 8.19 | 10811.24 |
287 | 2010.01.13 07:20 | t/p | 159 | 0.10 | 1.62037 | 0.00000 | 1.62037 | 8.20 | 10819.44 |
288 | 2010.01.13 07:20 | close | 156 | 0.10 | 1.62071 | 0.00000 | 1.62119 | 3.39 | 10822.83 |
289 | 2010.01.13 07:20 | close | 132 | 0.10 | 1.62071 | 0.00000 | 1.62076 | 7.68 | 10830.51 |
290 | 2010.01.13 07:20 | close | 128 | 0.10 | 1.62071 | 0.00000 | 1.62113 | 3.98 | 10834.49 |
291 | 2010.01.13 07:45 | t/p | 153 | 0.10 | 1.62151 | 0.00000 | 1.62151 | 8.19 | 10842.68 |
292 | 2010.01.13 10:20 | close | 13 | 0.10 | 1.62543 | 0.00000 | 1.62560 | 6.41 | 10849.09 |
293 | 2010.01.13 18:15 | close at stop | 162 | 0.10 | 1.63236 | 0.00000 | 1.61577 | -157.70 | 10691.39 |
294 | 2010.01.13 18:15 | close at stop | 161 | 0.10 | 1.63236 | 0.00000 | 1.61427 | -172.70 | 10518.69 |
295 | 2010.01.13 18:15 | close at stop | 152 | 0.10 | 1.63236 | 0.00000 | 1.61467 | -168.92 | 10349.77 |
296 | 2010.01.13 18:15 | close at stop | 149 | 0.10 | 1.63236 | 0.00000 | 1.61268 | -188.82 | 10160.95 |
297 | 2010.01.13 18:15 | close at stop | 148 | 0.10 | 1.63236 | 0.00000 | 1.60918 | -223.82 | 9937.13 |
298 | 2010.01.13 18:15 | close at stop | 146 | 0.10 | 1.63236 | 0.00000 | 1.60810 | -234.62 | 9702.51 |
299 | 2010.01.13 18:15 | close at stop | 145 | 0.10 | 1.63236 | 0.00000 | 1.60795 | -236.12 | 9466.39 |
300 | 2010.01.13 18:15 | close at stop | 144 | 0.10 | 1.63236 | 0.00000 | 1.60660 | -249.62 | 9216.77 |
301 | 2010.01.13 18:15 | close at stop | 143 | 0.10 | 1.63236 | 0.00000 | 1.60807 | -234.92 | 8981.85 |
302 | 2010.01.13 18:15 | close at stop | 142 | 0.10 | 1.63236 | 0.00000 | 1.60729 | -242.72 | 8739.13 |
303 | 2010.01.13 18:15 | close at stop | 110 | 0.10 | 1.63236 | 0.00000 | 1.59826 | -333.46 | 8405.67 |
304 | 2010.01.13 18:15 | close at stop | 101 | 0.10 | 1.63236 | 0.00000 | 1.59618 | -354.26 | 8051.41 |
305 | 2010.01.13 18:15 | close at stop | 100 | 0.10 | 1.63236 | 0.00000 | 1.59255 | -390.56 | 7660.85 |
306 | 2010.01.13 18:15 | close at stop | 99 | 0.10 | 1.63236 | 0.00000 | 1.59259 | -390.16 | 7270.69 |
307 | 2010.01.13 18:15 | close at stop | 98 | 0.10 | 1.63236 | 0.00000 | 1.59327 | -383.36 | 6887.33 |
308 | 2010.01.13 18:15 | close at stop | 97 | 0.10 | 1.63236 | 0.00000 | 1.59302 | -385.86 | 6501.47 |
309 | 2010.01.13 18:15 | close at stop | 96 | 0.10 | 1.63236 | 0.00000 | 1.59118 | -404.26 | 6097.21 |
310 | 2010.01.13 18:15 | close at stop | 95 | 0.10 | 1.63236 | 0.00000 | 1.59372 | -378.86 | 5718.35 |
311 | 2010.01.13 18:15 | close at stop | 94 | 0.10 | 1.63236 | 0.00000 | 1.59241 | -391.96 | 5326.39 |
312 | 2010.01.13 18:15 | close at stop | 93 | 0.10 | 1.63236 | 0.00000 | 1.59167 | -399.36 | 4927.03 |
313 | 2010.01.13 18:15 | close at stop | 92 | 0.10 | 1.63236 | 0.00000 | 1.59210 | -395.28 | 4531.75 |
314 | 2010.01.13 18:15 | close at stop | 91 | 0.10 | 1.63236 | 0.00000 | 1.59303 | -385.98 | 4145.77 |
315 | 2010.01.13 18:15 | close at stop | 90 | 0.10 | 1.63236 | 0.00000 | 1.59339 | -382.38 | 3763.39 |
316 | 2010.01.13 18:15 | close at stop | 89 | 0.10 | 1.63236 | 0.00000 | 1.59202 | -396.08 | 3367.31 |
317 | 2010.01.13 18:15 | close at stop | 88 | 0.10 | 1.63236 | 0.00000 | 1.59336 | -382.68 | 2984.63 |
318 | 2010.01.13 18:15 | close at stop | 86 | 0.10 | 1.63236 | 0.00000 | 1.59268 | -389.48 | 2595.15 |
319 | 2010.01.13 18:15 | close at stop | 85 | 0.10 | 1.63236 | 0.00000 | 1.59112 | -405.08 | 2190.07 |
320 | 2010.01.13 18:15 | close at stop | 84 | 0.10 | 1.63236 | 0.00000 | 1.59145 | -401.78 | 1788.29 |
321 | 2010.01.13 18:15 | close at stop | 83 | 0.10 | 1.63236 | 0.00000 | 1.58956 | -420.68 | 1367.61 |
322 | 2010.01.13 18:15 | close at stop | 82 | 0.10 | 1.63236 | 0.00000 | 1.58986 | -417.68 | 949.93 |
323 | 2010.01.13 18:15 | close at stop | 81 | 0.10 | 1.63236 | 0.00000 | 1.59132 | -403.08 | 546.85 |
324 | 2010.01.13 18:15 | close at stop | 79 | 0.10 | 1.63236 | 0.00000 | 1.59149 | -401.38 | 145.47 |