Strategy Tester Report
[ea]DollarCostAverage_Ron_MT4_v01c
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=58; 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 | -9888.25 | Gross profit | 905.03 | Gross loss | -10793.28 |
Profit factor | 0.08 | Expected payoff | -59.93 | ||
Absolute drawdown | 9888.25 | Maximal drawdown | 9985.25 (98.89%) | Relative drawdown | 98.89% (9985.25) |
Total trades | 165 | Short positions (won %) | 82 (65.85%) | Long positions (won %) | 83 (100.00%) |
Profit trades (% of total) | 137 (83.03%) | Loss trades (% of total) | 28 (16.97%) | ||
Largest | profit trade | 8.20 | loss trade | -472.74 | |
Average | profit trade | 6.61 | loss trade | -385.47 | |
Maximum | consecutive wins (profit in money) | 137 (905.03) | consecutive losses (loss in money) | 28 (-10793.28) | |
Maximal | consecutive profit (count of wins) | 905.03 (137) | consecutive loss (count of losses) | -10793.28 (28) | |
Average | consecutive wins | 137 | consecutive losses | 28 |
# | 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 09:00 | buy | 10 | 0.10 | 1.61249 | 0.00000 | 1.61331 | ||
11 | 2010.01.04 09:15 | t/p | 4 | 0.10 | 1.61244 | 0.00000 | 1.61244 | 8.20 | 10008.20 |
12 | 2010.01.04 09:15 | t/p | 6 | 0.10 | 1.61226 | 0.00000 | 1.61226 | 8.20 | 10016.40 |
13 | 2010.01.04 09:15 | t/p | 7 | 0.10 | 1.61253 | 0.00000 | 1.61253 | 8.20 | 10024.60 |
14 | 2010.01.04 09:15 | t/p | 8 | 0.10 | 1.61287 | 0.00000 | 1.61287 | 8.20 | 10032.80 |
15 | 2010.01.04 09:15 | t/p | 9 | 0.10 | 1.61232 | 0.00000 | 1.61232 | 8.20 | 10041.00 |
16 | 2010.01.04 09:15 | close | 10 | 0.10 | 1.61323 | 0.00000 | 1.61331 | 7.40 | 10048.40 |
17 | 2010.01.04 09:20 | t/p | 5 | 0.10 | 1.61459 | 0.00000 | 1.61459 | 8.20 | 10056.60 |
18 | 2010.01.04 09:50 | t/p | 3 | 0.10 | 1.61561 | 0.00000 | 1.61561 | 8.20 | 10064.80 |
19 | 2010.01.04 09:50 | close | 1 | 0.10 | 1.61578 | 0.00000 | 1.61584 | 7.60 | 10072.40 |
20 | 2010.01.04 10:15 | t/p | 2 | 0.10 | 1.61732 | 0.00000 | 1.61732 | 8.20 | 10080.60 |
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 | 10088.80 |
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 | 10097.00 |
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 | 10105.20 |
29 | 2010.01.04 15:16 | close | 15 | 0.10 | 1.61945 | 0.00000 | 1.61983 | 4.40 | 10109.60 |
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 | 10115.10 |
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 | 10119.50 |
43 | 2010.01.05 02:20 | t/p | 18 | 0.10 | 1.60977 | 0.00000 | 1.60977 | 7.98 | 10127.48 |
44 | 2010.01.05 02:20 | t/p | 26 | 0.10 | 1.60955 | 0.00000 | 1.60955 | 8.20 | 10135.68 |
45 | 2010.01.05 02:20 | close | 22 | 0.10 | 1.60933 | 0.00000 | 1.60922 | 6.88 | 10142.56 |
46 | 2010.01.05 02:20 | close | 20 | 0.10 | 1.60933 | 0.00000 | 1.60894 | 4.08 | 10146.64 |
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 | 10151.53 |
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 | 10155.63 |
55 | 2010.01.05 08:50 | t/p | 31 | 0.10 | 1.61239 | 0.00000 | 1.61239 | 8.20 | 10163.83 |
56 | 2010.01.05 09:00 | sell | 33 | 0.10 | 1.60993 | 0.00000 | 1.60911 | ||
57 | 2010.01.05 09:15 | t/p | 33 | 0.10 | 1.60911 | 0.00000 | 1.60911 | 8.20 | 10172.03 |
58 | 2010.01.05 09:15 | close | 28 | 0.10 | 1.60890 | 0.00000 | 1.60853 | 4.50 | 10176.53 |
59 | 2010.01.05 09:15 | close | 21 | 0.10 | 1.60890 | 0.00000 | 1.60845 | 3.48 | 10180.01 |
60 | 2010.01.05 09:20 | t/p | 23 | 0.10 | 1.60733 | 0.00000 | 1.60733 | 7.98 | 10187.99 |
61 | 2010.01.05 09:20 | t/p | 24 | 0.10 | 1.60798 | 0.00000 | 1.60798 | 8.20 | 10196.19 |
62 | 2010.01.05 09:20 | t/p | 27 | 0.10 | 1.60695 | 0.00000 | 1.60695 | 8.20 | 10204.39 |
63 | 2010.01.05 09:20 | t/p | 29 | 0.10 | 1.60779 | 0.00000 | 1.60779 | 8.20 | 10212.59 |
64 | 2010.01.05 09:20 | t/p | 30 | 0.10 | 1.60778 | 0.00000 | 1.60778 | 8.20 | 10220.79 |
65 | 2010.01.05 10:00 | sell | 34 | 0.10 | 1.60436 | 0.00000 | 1.60354 | ||
66 | 2010.01.05 11:00 | sell | 35 | 0.10 | 1.60486 | 0.00000 | 1.60404 | ||
67 | 2010.01.05 11:45 | t/p | 35 | 0.10 | 1.60404 | 0.00000 | 1.60404 | 8.20 | 10228.99 |
68 | 2010.01.05 11:45 | close | 34 | 0.10 | 1.60371 | 0.00000 | 1.60354 | 6.50 | 10235.49 |
69 | 2010.01.05 12:00 | sell | 36 | 0.10 | 1.59996 | 0.00000 | 1.59914 | ||
70 | 2010.01.05 13:00 | sell | 37 | 0.10 | 1.60116 | 0.00000 | 1.60034 | ||
71 | 2010.01.05 14:00 | sell | 38 | 0.10 | 1.60358 | 0.00000 | 1.60276 | ||
72 | 2010.01.05 15:00 | sell | 39 | 0.10 | 1.60369 | 0.00000 | 1.60287 | ||
73 | 2010.01.05 16:00 | sell | 40 | 0.10 | 1.60442 | 0.00000 | 1.60360 | ||
74 | 2010.01.05 17:00 | sell | 41 | 0.10 | 1.60310 | 0.00000 | 1.60228 | ||
75 | 2010.01.05 17:20 | close | 40 | 0.10 | 1.60366 | 0.00000 | 1.60360 | 7.60 | 10243.09 |
76 | 2010.01.05 17:40 | close | 39 | 0.10 | 1.60335 | 0.00000 | 1.60287 | 3.40 | 10246.49 |
77 | 2010.01.05 17:45 | t/p | 38 | 0.10 | 1.60276 | 0.00000 | 1.60276 | 8.20 | 10254.69 |
78 | 2010.01.05 17:45 | close | 41 | 0.10 | 1.60250 | 0.00000 | 1.60228 | 6.00 | 10260.69 |
79 | 2010.01.05 18:00 | sell | 42 | 0.10 | 1.60068 | 0.00000 | 1.59986 | ||
80 | 2010.01.05 19:00 | sell | 43 | 0.10 | 1.60019 | 0.00000 | 1.59937 | ||
81 | 2010.01.05 19:15 | close | 37 | 0.10 | 1.60068 | 0.00000 | 1.60034 | 4.80 | 10265.49 |
82 | 2010.01.05 19:20 | t/p | 42 | 0.10 | 1.59986 | 0.00000 | 1.59986 | 8.20 | 10273.69 |
83 | 2010.01.05 19:20 | t/p | 43 | 0.10 | 1.59937 | 0.00000 | 1.59937 | 8.20 | 10281.89 |
84 | 2010.01.05 19:20 | close | 36 | 0.10 | 1.59925 | 0.00000 | 1.59914 | 7.10 | 10288.99 |
85 | 2010.01.05 20:00 | sell | 44 | 0.10 | 1.59750 | 0.00000 | 1.59668 | ||
86 | 2010.01.05 21:00 | sell | 45 | 0.10 | 1.60002 | 0.00000 | 1.59920 | ||
87 | 2010.01.05 22:00 | sell | 46 | 0.10 | 1.59945 | 0.00000 | 1.59863 | ||
88 | 2010.01.05 23:00 | sell | 47 | 0.10 | 1.59898 | 0.00000 | 1.59816 | ||
89 | 2010.01.06 00:00 | sell | 48 | 0.10 | 1.59862 | 0.00000 | 1.59780 | ||
90 | 2010.01.06 00:20 | close | 45 | 0.10 | 1.59967 | 0.00000 | 1.59920 | 3.28 | 10292.27 |
91 | 2010.01.06 01:00 | sell | 49 | 0.10 | 1.59897 | 0.00000 | 1.59815 | ||
92 | 2010.01.06 01:40 | close | 46 | 0.10 | 1.59909 | 0.00000 | 1.59863 | 3.38 | 10295.65 |
93 | 2010.01.06 01:45 | close | 49 | 0.10 | 1.59827 | 0.00000 | 1.59815 | 7.00 | 10302.65 |
94 | 2010.01.06 01:45 | close | 48 | 0.10 | 1.59827 | 0.00000 | 1.59780 | 3.50 | 10306.15 |
95 | 2010.01.06 01:45 | close | 47 | 0.10 | 1.59827 | 0.00000 | 1.59816 | 6.88 | 10313.03 |
96 | 2010.01.06 01:50 | close | 44 | 0.10 | 1.59716 | 0.00000 | 1.59668 | 3.18 | 10316.21 |
97 | 2010.01.06 02:00 | sell | 50 | 0.10 | 1.59642 | 0.00000 | 1.59560 | ||
98 | 2010.01.06 03:00 | sell | 51 | 0.10 | 1.59918 | 0.00000 | 1.59836 | ||
99 | 2010.01.06 04:00 | sell | 52 | 0.10 | 1.59842 | 0.00000 | 1.59760 | ||
100 | 2010.01.06 05:00 | sell | 53 | 0.10 | 1.59789 | 0.00000 | 1.59707 | ||
101 | 2010.01.06 06:00 | sell | 54 | 0.10 | 1.59790 | 0.00000 | 1.59708 | ||
102 | 2010.01.06 06:20 | close | 51 | 0.10 | 1.59869 | 0.00000 | 1.59836 | 4.90 | 10321.11 |
103 | 2010.01.06 07:00 | sell | 55 | 0.10 | 1.59629 | 0.00000 | 1.59547 | ||
104 | 2010.01.06 07:50 | close | 52 | 0.10 | 1.59777 | 0.00000 | 1.59760 | 6.50 | 10327.61 |
105 | 2010.01.06 08:00 | sell | 56 | 0.10 | 1.59738 | 0.00000 | 1.59656 | ||
106 | 2010.01.06 09:00 | sell | 57 | 0.10 | 1.60161 | 0.00000 | 1.60079 | ||
107 | 2010.01.06 10:00 | sell | 58 | 0.10 | 1.60405 | 0.00000 | 1.60323 | ||
108 | 2010.01.06 10:50 | t/p | 58 | 0.10 | 1.60323 | 0.00000 | 1.60323 | 8.20 | 10335.81 |
109 | 2010.01.06 12:00 | sell | 59 | 0.10 | 1.60105 | 0.00000 | 1.60023 | ||
110 | 2010.01.06 12:50 | t/p | 57 | 0.10 | 1.60079 | 0.00000 | 1.60079 | 8.20 | 10344.01 |
111 | 2010.01.06 12:50 | close | 59 | 0.10 | 1.60062 | 0.00000 | 1.60023 | 4.30 | 10348.31 |
112 | 2010.01.06 13:00 | sell | 60 | 0.10 | 1.59816 | 0.00000 | 1.59734 | ||
113 | 2010.01.06 14:00 | sell | 61 | 0.10 | 1.59651 | 0.00000 | 1.59569 | ||
114 | 2010.01.06 15:00 | sell | 62 | 0.10 | 1.59680 | 0.00000 | 1.59598 | ||
115 | 2010.01.06 15:50 | t/p | 53 | 0.10 | 1.59707 | 0.00000 | 1.59707 | 8.20 | 10356.51 |
116 | 2010.01.06 15:50 | t/p | 54 | 0.10 | 1.59708 | 0.00000 | 1.59708 | 8.20 | 10364.71 |
117 | 2010.01.06 15:50 | t/p | 56 | 0.10 | 1.59656 | 0.00000 | 1.59656 | 8.20 | 10372.91 |
118 | 2010.01.06 15:50 | t/p | 60 | 0.10 | 1.59734 | 0.00000 | 1.59734 | 8.20 | 10381.11 |
119 | 2010.01.06 15:50 | close | 62 | 0.10 | 1.59648 | 0.00000 | 1.59598 | 3.20 | 10384.31 |
120 | 2010.01.06 16:00 | sell | 63 | 0.10 | 1.59468 | 0.00000 | 1.59386 | ||
121 | 2010.01.06 17:00 | sell | 64 | 0.10 | 1.59979 | 0.00000 | 1.59897 | ||
122 | 2010.01.06 18:00 | sell | 65 | 0.10 | 1.60131 | 0.00000 | 1.60049 | ||
123 | 2010.01.06 18:20 | close | 65 | 0.10 | 1.60093 | 0.00000 | 1.60049 | 3.80 | 10388.11 |
124 | 2010.01.06 19:00 | sell | 66 | 0.10 | 1.59946 | 0.00000 | 1.59864 | ||
125 | 2010.01.06 20:00 | sell | 67 | 0.10 | 1.59901 | 0.00000 | 1.59819 | ||
126 | 2010.01.06 22:00 | buy | 68 | 0.10 | 1.60479 | 0.00000 | 1.60561 | ||
127 | 2010.01.06 23:00 | buy | 69 | 0.10 | 1.60447 | 0.00000 | 1.60529 | ||
128 | 2010.01.07 00:00 | buy | 70 | 0.10 | 1.60336 | 0.00000 | 1.60418 | ||
129 | 2010.01.07 01:00 | buy | 71 | 0.10 | 1.60480 | 0.00000 | 1.60562 | ||
130 | 2010.01.07 01:15 | t/p | 70 | 0.10 | 1.60418 | 0.00000 | 1.60418 | 8.20 | 10396.31 |
131 | 2010.01.07 01:20 | close | 71 | 0.10 | 1.60512 | 0.00000 | 1.60562 | 3.20 | 10399.51 |
132 | 2010.01.07 01:20 | close | 69 | 0.10 | 1.60512 | 0.00000 | 1.60529 | 6.47 | 10405.98 |
133 | 2010.01.07 01:20 | close | 68 | 0.10 | 1.60512 | 0.00000 | 1.60561 | 3.27 | 10409.25 |
134 | 2010.01.07 02:00 | buy | 72 | 0.10 | 1.60599 | 0.00000 | 1.60681 | ||
135 | 2010.01.07 03:00 | buy | 73 | 0.10 | 1.60528 | 0.00000 | 1.60610 | ||
136 | 2010.01.07 04:00 | buy | 74 | 0.10 | 1.60287 | 0.00000 | 1.60369 | ||
137 | 2010.01.07 05:00 | buy | 75 | 0.10 | 1.60398 | 0.00000 | 1.60480 | ||
138 | 2010.01.07 06:00 | buy | 76 | 0.10 | 1.60297 | 0.00000 | 1.60379 | ||
139 | 2010.01.07 07:00 | buy | 77 | 0.10 | 1.60016 | 0.00000 | 1.60098 | ||
140 | 2010.01.07 07:15 | close | 64 | 0.10 | 1.59940 | 0.00000 | 1.59897 | 3.24 | 10412.49 |
141 | 2010.01.07 07:20 | close | 66 | 0.10 | 1.59891 | 0.00000 | 1.59864 | 4.84 | 10417.33 |
142 | 2010.01.07 07:50 | close | 67 | 0.10 | 1.59841 | 0.00000 | 1.59819 | 5.34 | 10422.67 |
143 | 2010.01.07 08:00 | sell | 78 | 0.10 | 1.59673 | 0.00000 | 1.59591 | ||
144 | 2010.01.07 08:50 | t/p | 78 | 0.10 | 1.59591 | 0.00000 | 1.59591 | 8.20 | 10430.87 |
145 | 2010.01.07 08:50 | close | 61 | 0.10 | 1.59584 | 0.00000 | 1.59569 | 6.04 | 10436.91 |
146 | 2010.01.07 08:50 | close | 55 | 0.10 | 1.59584 | 0.00000 | 1.59547 | 3.84 | 10440.75 |
147 | 2010.01.07 08:50 | close | 50 | 0.10 | 1.59584 | 0.00000 | 1.59560 | 5.14 | 10445.89 |
148 | 2010.01.07 09:00 | sell | 79 | 0.10 | 1.59514 | 0.00000 | 1.59432 | ||
149 | 2010.01.07 09:50 | t/p | 63 | 0.10 | 1.59386 | 0.00000 | 1.59386 | 7.54 | 10453.43 |
150 | 2010.01.07 09:50 | t/p | 79 | 0.10 | 1.59432 | 0.00000 | 1.59432 | 8.20 | 10461.63 |
151 | 2010.01.07 10:00 | sell | 80 | 0.10 | 1.59231 | 0.00000 | 1.59149 | ||
152 | 2010.01.07 11:00 | sell | 81 | 0.10 | 1.59332 | 0.00000 | 1.59250 | ||
153 | 2010.01.07 12:00 | sell | 82 | 0.10 | 1.59214 | 0.00000 | 1.59132 | ||
154 | 2010.01.07 12:50 | t/p | 81 | 0.10 | 1.59250 | 0.00000 | 1.59250 | 8.20 | 10469.83 |
155 | 2010.01.07 13:00 | sell | 83 | 0.10 | 1.59068 | 0.00000 | 1.58986 | ||
156 | 2010.01.07 14:00 | sell | 84 | 0.10 | 1.59038 | 0.00000 | 1.58956 | ||
157 | 2010.01.07 15:00 | sell | 85 | 0.10 | 1.59227 | 0.00000 | 1.59145 | ||
158 | 2010.01.07 16:00 | sell | 86 | 0.10 | 1.59194 | 0.00000 | 1.59112 | ||
159 | 2010.01.07 17:00 | sell | 87 | 0.10 | 1.59350 | 0.00000 | 1.59268 | ||
160 | 2010.01.07 20:00 | buy | 88 | 0.10 | 1.59565 | 0.00000 | 1.59647 | ||
161 | 2010.01.07 21:00 | sell | 89 | 0.10 | 1.59421 | 0.00000 | 1.59339 | ||
162 | 2010.01.07 22:00 | sell | 90 | 0.10 | 1.59385 | 0.00000 | 1.59303 | ||
163 | 2010.01.07 23:00 | sell | 91 | 0.10 | 1.59292 | 0.00000 | 1.59210 | ||
164 | 2010.01.08 00:00 | sell | 92 | 0.10 | 1.59249 | 0.00000 | 1.59167 | ||
165 | 2010.01.08 01:00 | sell | 93 | 0.10 | 1.59323 | 0.00000 | 1.59241 | ||
166 | 2010.01.08 02:00 | sell | 94 | 0.10 | 1.59454 | 0.00000 | 1.59372 | ||
167 | 2010.01.08 04:00 | sell | 95 | 0.10 | 1.59200 | 0.00000 | 1.59118 | ||
168 | 2010.01.08 05:00 | sell | 96 | 0.10 | 1.59384 | 0.00000 | 1.59302 | ||
169 | 2010.01.08 06:00 | sell | 97 | 0.10 | 1.59409 | 0.00000 | 1.59327 | ||
170 | 2010.01.08 07:00 | sell | 98 | 0.10 | 1.59341 | 0.00000 | 1.59259 | ||
171 | 2010.01.08 08:00 | sell | 99 | 0.10 | 1.59337 | 0.00000 | 1.59255 | ||
172 | 2010.01.08 08:45 | t/p | 88 | 0.10 | 1.59647 | 0.00000 | 1.59647 | 8.19 | 10478.02 |
173 | 2010.01.08 09:00 | sell | 100 | 0.10 | 1.59700 | 0.00000 | 1.59618 | ||
174 | 2010.01.08 09:45 | close | 77 | 0.10 | 1.60086 | 0.00000 | 1.60098 | 6.99 | 10485.01 |
175 | 2010.01.08 10:00 | buy | 101 | 0.10 | 1.60432 | 0.00000 | 1.60514 | ||
176 | 2010.01.08 10:20 | close | 76 | 0.10 | 1.60338 | 0.00000 | 1.60379 | 4.09 | 10489.10 |
177 | 2010.01.08 10:20 | close | 74 | 0.10 | 1.60338 | 0.00000 | 1.60369 | 5.09 | 10494.19 |
178 | 2010.01.08 11:00 | buy | 102 | 0.10 | 1.60585 | 0.00000 | 1.60667 | ||
179 | 2010.01.08 12:00 | buy | 103 | 0.10 | 1.60432 | 0.00000 | 1.60514 | ||
180 | 2010.01.08 13:00 | buy | 104 | 0.10 | 1.60356 | 0.00000 | 1.60438 | ||
181 | 2010.01.08 14:00 | buy | 105 | 0.10 | 1.60068 | 0.00000 | 1.60150 | ||
182 | 2010.01.08 14:32 | t/p | 105 | 0.10 | 1.60150 | 0.00000 | 1.60150 | 8.20 | 10502.39 |
183 | 2010.01.08 14:40 | t/p | 75 | 0.10 | 1.60480 | 0.00000 | 1.60480 | 8.19 | 10510.58 |
184 | 2010.01.08 14:40 | t/p | 101 | 0.10 | 1.60514 | 0.00000 | 1.60514 | 8.20 | 10518.78 |
185 | 2010.01.08 14:40 | t/p | 103 | 0.10 | 1.60514 | 0.00000 | 1.60514 | 8.20 | 10526.98 |
186 | 2010.01.08 14:40 | t/p | 104 | 0.10 | 1.60438 | 0.00000 | 1.60438 | 8.20 | 10535.18 |
187 | 2010.01.08 14:45 | t/p | 72 | 0.10 | 1.60681 | 0.00000 | 1.60681 | 8.19 | 10543.37 |
188 | 2010.01.08 14:45 | t/p | 73 | 0.10 | 1.60610 | 0.00000 | 1.60610 | 8.19 | 10551.56 |
189 | 2010.01.08 14:45 | t/p | 102 | 0.10 | 1.60667 | 0.00000 | 1.60667 | 8.20 | 10559.76 |
190 | 2010.01.08 15:00 | buy | 106 | 0.10 | 1.61185 | 0.00000 | 1.61267 | ||
191 | 2010.01.08 16:00 | buy | 107 | 0.10 | 1.60580 | 0.00000 | 1.60662 | ||
192 | 2010.01.08 17:00 | buy | 108 | 0.10 | 1.59893 | 0.00000 | 1.59975 | ||
193 | 2010.01.08 17:50 | close | 108 | 0.10 | 1.59941 | 0.00000 | 1.59975 | 4.80 | 10564.56 |
194 | 2010.01.08 18:00 | sell | 109 | 0.10 | 1.59908 | 0.00000 | 1.59826 | ||
195 | 2010.01.08 19:00 | buy | 110 | 0.10 | 1.60324 | 0.00000 | 1.60406 | ||
196 | 2010.01.08 19:20 | close | 110 | 0.10 | 1.60361 | 0.00000 | 1.60406 | 3.70 | 10568.26 |
197 | 2010.01.08 20:00 | buy | 111 | 0.10 | 1.60535 | 0.00000 | 1.60617 | ||
198 | 2010.01.08 21:00 | buy | 112 | 0.10 | 1.60589 | 0.00000 | 1.60671 | ||
199 | 2010.01.08 22:00 | buy | 113 | 0.10 | 1.60543 | 0.00000 | 1.60625 | ||
200 | 2010.01.11 00:00 | buy | 114 | 0.10 | 1.60860 | 0.00000 | 1.60942 | ||
201 | 2010.01.11 00:00 | close | 113 | 0.10 | 1.60579 | 0.00000 | 1.60625 | 3.59 | 10571.85 |
202 | 2010.01.11 00:00 | close | 111 | 0.10 | 1.60579 | 0.00000 | 1.60617 | 4.39 | 10576.24 |
203 | 2010.01.11 00:10 | close | 112 | 0.10 | 1.60646 | 0.00000 | 1.60671 | 5.69 | 10581.93 |
204 | 2010.01.11 00:10 | close | 107 | 0.10 | 1.60646 | 0.00000 | 1.60662 | 6.59 | 10588.52 |
205 | 2010.01.11 00:50 | t/p | 114 | 0.10 | 1.60942 | 0.00000 | 1.60942 | 8.20 | 10596.72 |
206 | 2010.01.11 01:00 | buy | 115 | 0.10 | 1.61148 | 0.00000 | 1.61230 | ||
207 | 2010.01.11 02:00 | buy | 116 | 0.10 | 1.61049 | 0.00000 | 1.61131 | ||
208 | 2010.01.11 03:00 | buy | 117 | 0.10 | 1.61012 | 0.00000 | 1.61094 | ||
209 | 2010.01.11 04:00 | buy | 118 | 0.10 | 1.61206 | 0.00000 | 1.61288 | ||
210 | 2010.01.11 04:20 | close | 117 | 0.10 | 1.61046 | 0.00000 | 1.61094 | 3.40 | 10600.12 |
211 | 2010.01.11 05:00 | buy | 119 | 0.10 | 1.61188 | 0.00000 | 1.61270 | ||
212 | 2010.01.11 06:00 | buy | 120 | 0.10 | 1.61120 | 0.00000 | 1.61202 | ||
213 | 2010.01.11 07:00 | buy | 121 | 0.10 | 1.61176 | 0.00000 | 1.61258 | ||
214 | 2010.01.11 08:00 | buy | 122 | 0.10 | 1.61006 | 0.00000 | 1.61088 | ||
215 | 2010.01.11 08:15 | t/p | 116 | 0.10 | 1.61131 | 0.00000 | 1.61131 | 8.20 | 10608.32 |
216 | 2010.01.11 08:15 | t/p | 122 | 0.10 | 1.61088 | 0.00000 | 1.61088 | 8.20 | 10616.52 |
217 | 2010.01.11 08:15 | close | 120 | 0.10 | 1.61178 | 0.00000 | 1.61202 | 5.80 | 10622.32 |
218 | 2010.01.11 08:20 | t/p | 106 | 0.10 | 1.61267 | 0.00000 | 1.61267 | 8.19 | 10630.51 |
219 | 2010.01.11 08:20 | t/p | 115 | 0.10 | 1.61230 | 0.00000 | 1.61230 | 8.20 | 10638.71 |
220 | 2010.01.11 08:20 | t/p | 118 | 0.10 | 1.61288 | 0.00000 | 1.61288 | 8.20 | 10646.91 |
221 | 2010.01.11 08:20 | t/p | 119 | 0.10 | 1.61270 | 0.00000 | 1.61270 | 8.20 | 10655.11 |
222 | 2010.01.11 08:20 | t/p | 121 | 0.10 | 1.61258 | 0.00000 | 1.61258 | 8.20 | 10663.31 |
223 | 2010.01.11 09:00 | buy | 123 | 0.10 | 1.61232 | 0.00000 | 1.61314 | ||
224 | 2010.01.11 09:20 | t/p | 123 | 0.10 | 1.61314 | 0.00000 | 1.61314 | 8.20 | 10671.51 |
225 | 2010.01.11 10:00 | buy | 124 | 0.10 | 1.61542 | 0.00000 | 1.61624 | ||
226 | 2010.01.11 11:00 | buy | 125 | 0.10 | 1.61740 | 0.00000 | 1.61822 | ||
227 | 2010.01.11 11:15 | close | 124 | 0.10 | 1.61581 | 0.00000 | 1.61624 | 3.90 | 10675.41 |
228 | 2010.01.11 11:50 | close | 125 | 0.10 | 1.61788 | 0.00000 | 1.61822 | 4.80 | 10680.21 |
229 | 2010.01.11 12:00 | buy | 126 | 0.10 | 1.61934 | 0.00000 | 1.62016 | ||
230 | 2010.01.11 13:00 | buy | 127 | 0.10 | 1.62031 | 0.00000 | 1.62113 | ||
231 | 2010.01.11 14:00 | buy | 128 | 0.10 | 1.61927 | 0.00000 | 1.62009 | ||
232 | 2010.01.11 15:00 | buy | 129 | 0.10 | 1.61894 | 0.00000 | 1.61976 | ||
233 | 2010.01.11 16:00 | buy | 130 | 0.10 | 1.61542 | 0.00000 | 1.61624 | ||
234 | 2010.01.11 16:45 | t/p | 130 | 0.10 | 1.61624 | 0.00000 | 1.61624 | 8.20 | 10688.41 |
235 | 2010.01.11 17:00 | buy | 131 | 0.10 | 1.61994 | 0.00000 | 1.62076 | ||
236 | 2010.01.11 18:00 | buy | 132 | 0.10 | 1.61710 | 0.00000 | 1.61792 | ||
237 | 2010.01.11 19:00 | buy | 133 | 0.10 | 1.61440 | 0.00000 | 1.61522 | ||
238 | 2010.01.11 20:00 | buy | 134 | 0.10 | 1.61427 | 0.00000 | 1.61509 | ||
239 | 2010.01.11 21:00 | buy | 135 | 0.10 | 1.61264 | 0.00000 | 1.61346 | ||
240 | 2010.01.11 22:00 | buy | 136 | 0.10 | 1.61338 | 0.00000 | 1.61420 | ||
241 | 2010.01.11 23:00 | buy | 137 | 0.10 | 1.61407 | 0.00000 | 1.61489 | ||
242 | 2010.01.12 00:00 | buy | 138 | 0.10 | 1.61421 | 0.00000 | 1.61503 | ||
243 | 2010.01.12 01:00 | buy | 139 | 0.10 | 1.61374 | 0.00000 | 1.61456 | ||
244 | 2010.01.12 02:00 | buy | 140 | 0.10 | 1.61129 | 0.00000 | 1.61211 | ||
245 | 2010.01.12 04:00 | sell | 141 | 0.10 | 1.60889 | 0.00000 | 1.60807 | ||
246 | 2010.01.12 06:00 | sell | 142 | 0.10 | 1.60877 | 0.00000 | 1.60795 | ||
247 | 2010.01.12 07:40 | close | 140 | 0.10 | 1.61194 | 0.00000 | 1.61211 | 6.50 | 10694.91 |
248 | 2010.01.12 08:00 | sell | 143 | 0.10 | 1.61162 | 0.00000 | 1.61080 | ||
249 | 2010.01.12 08:20 | close | 143 | 0.10 | 1.61099 | 0.00000 | 1.61080 | 6.30 | 10701.21 |
250 | 2010.01.12 09:00 | buy | 144 | 0.10 | 1.61235 | 0.00000 | 1.61317 | ||
251 | 2010.01.12 10:00 | sell | 145 | 0.10 | 1.61000 | 0.00000 | 1.60918 | ||
252 | 2010.01.12 10:50 | t/p | 135 | 0.10 | 1.61346 | 0.00000 | 1.61346 | 8.19 | 10709.40 |
253 | 2010.01.12 10:50 | t/p | 144 | 0.10 | 1.61317 | 0.00000 | 1.61317 | 8.20 | 10717.60 |
254 | 2010.01.12 10:50 | close | 136 | 0.10 | 1.61387 | 0.00000 | 1.61420 | 4.89 | 10722.49 |
255 | 2010.01.12 11:00 | sell | 146 | 0.10 | 1.61350 | 0.00000 | 1.61268 | ||
256 | 2010.01.12 11:10 | close | 139 | 0.10 | 1.61426 | 0.00000 | 1.61456 | 5.20 | 10727.69 |
257 | 2010.01.12 11:15 | t/p | 133 | 0.10 | 1.61522 | 0.00000 | 1.61522 | 8.19 | 10735.88 |
258 | 2010.01.12 11:15 | t/p | 134 | 0.10 | 1.61509 | 0.00000 | 1.61509 | 8.19 | 10744.07 |
259 | 2010.01.12 11:15 | t/p | 137 | 0.10 | 1.61489 | 0.00000 | 1.61489 | 8.19 | 10752.26 |
260 | 2010.01.12 11:15 | t/p | 138 | 0.10 | 1.61503 | 0.00000 | 1.61503 | 8.20 | 10760.46 |
261 | 2010.01.12 13:00 | buy | 147 | 0.10 | 1.61671 | 0.00000 | 1.61753 | ||
262 | 2010.01.12 13:37 | close | 147 | 0.10 | 1.61713 | 0.00000 | 1.61753 | 4.20 | 10764.66 |
263 | 2010.01.12 14:00 | buy | 148 | 0.10 | 1.61848 | 0.00000 | 1.61930 | ||
264 | 2010.01.12 15:00 | buy | 149 | 0.10 | 1.61568 | 0.00000 | 1.61650 | ||
265 | 2010.01.12 16:00 | sell | 150 | 0.10 | 1.61549 | 0.00000 | 1.61467 | ||
266 | 2010.01.12 16:15 | close | 149 | 0.10 | 1.61646 | 0.00000 | 1.61650 | 7.80 | 10772.46 |
267 | 2010.01.12 16:40 | close | 132 | 0.10 | 1.61762 | 0.00000 | 1.61792 | 5.19 | 10777.65 |
268 | 2010.01.12 16:50 | t/p | 148 | 0.10 | 1.61930 | 0.00000 | 1.61930 | 8.20 | 10785.85 |
269 | 2010.01.12 16:50 | close | 129 | 0.10 | 1.61937 | 0.00000 | 1.61976 | 4.29 | 10790.14 |
270 | 2010.01.12 18:00 | buy | 151 | 0.10 | 1.62069 | 0.00000 | 1.62151 | ||
271 | 2010.01.12 19:00 | buy | 152 | 0.10 | 1.61967 | 0.00000 | 1.62049 | ||
272 | 2010.01.12 21:00 | buy | 153 | 0.10 | 1.62037 | 0.00000 | 1.62119 | ||
273 | 2010.01.12 22:00 | buy | 154 | 0.10 | 1.61968 | 0.00000 | 1.62050 | ||
274 | 2010.01.12 23:00 | buy | 155 | 0.10 | 1.61895 | 0.00000 | 1.61977 | ||
275 | 2010.01.13 00:00 | buy | 156 | 0.10 | 1.61955 | 0.00000 | 1.62037 | ||
276 | 2010.01.13 01:00 | buy | 157 | 0.10 | 1.61784 | 0.00000 | 1.61866 | ||
277 | 2010.01.13 02:00 | sell | 158 | 0.10 | 1.61501 | 0.00000 | 1.61419 | ||
278 | 2010.01.13 03:00 | buy | 159 | 0.10 | 1.61890 | 0.00000 | 1.61972 | ||
279 | 2010.01.13 04:00 | buy | 160 | 0.10 | 1.61790 | 0.00000 | 1.61872 | ||
280 | 2010.01.13 05:00 | sell | 161 | 0.10 | 1.61659 | 0.00000 | 1.61577 | ||
281 | 2010.01.13 05:15 | close | 160 | 0.10 | 1.61828 | 0.00000 | 1.61872 | 3.80 | 10793.94 |
282 | 2010.01.13 05:15 | close | 157 | 0.10 | 1.61828 | 0.00000 | 1.61866 | 4.40 | 10798.34 |
283 | 2010.01.13 06:00 | sell | 162 | 0.10 | 1.61867 | 0.00000 | 1.61785 | ||
284 | 2010.01.13 07:00 | buy | 163 | 0.10 | 1.62061 | 0.00000 | 1.62143 | ||
285 | 2010.01.13 07:15 | t/p | 155 | 0.10 | 1.61977 | 0.00000 | 1.61977 | 8.19 | 10806.53 |
286 | 2010.01.13 07:15 | t/p | 159 | 0.10 | 1.61972 | 0.00000 | 1.61972 | 8.20 | 10814.73 |
287 | 2010.01.13 07:15 | close | 128 | 0.10 | 1.61980 | 0.00000 | 1.62009 | 5.28 | 10820.01 |
288 | 2010.01.13 07:15 | close | 126 | 0.10 | 1.61980 | 0.00000 | 1.62016 | 4.58 | 10824.59 |
289 | 2010.01.13 07:15 | close | 16 | 0.10 | 1.61980 | 0.00000 | 1.62000 | 6.11 | 10830.70 |
290 | 2010.01.13 07:20 | t/p | 152 | 0.10 | 1.62049 | 0.00000 | 1.62049 | 8.19 | 10838.89 |
291 | 2010.01.13 07:20 | t/p | 154 | 0.10 | 1.62050 | 0.00000 | 1.62050 | 8.19 | 10847.08 |
292 | 2010.01.13 07:20 | t/p | 156 | 0.10 | 1.62037 | 0.00000 | 1.62037 | 8.20 | 10855.28 |
293 | 2010.01.13 07:20 | close | 153 | 0.10 | 1.62071 | 0.00000 | 1.62119 | 3.39 | 10858.67 |
294 | 2010.01.13 07:20 | close | 131 | 0.10 | 1.62071 | 0.00000 | 1.62076 | 7.68 | 10866.35 |
295 | 2010.01.13 07:20 | close | 127 | 0.10 | 1.62071 | 0.00000 | 1.62113 | 3.98 | 10870.33 |
296 | 2010.01.13 07:40 | close | 163 | 0.10 | 1.62098 | 0.00000 | 1.62143 | 3.70 | 10874.03 |
297 | 2010.01.13 07:45 | t/p | 151 | 0.10 | 1.62151 | 0.00000 | 1.62151 | 8.19 | 10882.22 |
298 | 2010.01.13 09:00 | buy | 164 | 0.10 | 1.62410 | 0.00000 | 1.62492 | ||
299 | 2010.01.13 10:00 | buy | 165 | 0.10 | 1.62407 | 0.00000 | 1.62489 | ||
300 | 2010.01.13 10:20 | t/p | 164 | 0.10 | 1.62492 | 0.00000 | 1.62492 | 8.20 | 10890.42 |
301 | 2010.01.13 10:20 | t/p | 165 | 0.10 | 1.62489 | 0.00000 | 1.62489 | 8.20 | 10898.62 |
302 | 2010.01.13 10:20 | close | 13 | 0.10 | 1.62543 | 0.00000 | 1.62560 | 6.41 | 10905.03 |
303 | 2010.01.14 19:50 | close at stop | 162 | 0.10 | 1.63750 | 0.00000 | 1.61785 | -188.96 | 10716.07 |
304 | 2010.01.14 19:50 | close at stop | 161 | 0.10 | 1.63750 | 0.00000 | 1.61577 | -209.76 | 10506.31 |
305 | 2010.01.14 19:50 | close at stop | 158 | 0.10 | 1.63750 | 0.00000 | 1.61419 | -225.56 | 10280.75 |
306 | 2010.01.14 19:50 | close at stop | 150 | 0.10 | 1.63750 | 0.00000 | 1.61467 | -220.98 | 10059.77 |
307 | 2010.01.14 19:50 | close at stop | 146 | 0.10 | 1.63750 | 0.00000 | 1.61268 | -240.88 | 9818.89 |
308 | 2010.01.14 19:50 | close at stop | 145 | 0.10 | 1.63750 | 0.00000 | 1.60918 | -275.88 | 9543.01 |
309 | 2010.01.14 19:50 | close at stop | 142 | 0.10 | 1.63750 | 0.00000 | 1.60795 | -288.18 | 9254.83 |
310 | 2010.01.14 19:50 | close at stop | 141 | 0.10 | 1.63750 | 0.00000 | 1.60807 | -286.98 | 8967.85 |
311 | 2010.01.14 19:50 | close at stop | 109 | 0.10 | 1.63750 | 0.00000 | 1.59826 | -385.52 | 8582.33 |
312 | 2010.01.14 19:50 | close at stop | 100 | 0.10 | 1.63750 | 0.00000 | 1.59618 | -406.32 | 8176.01 |
313 | 2010.01.14 19:50 | close at stop | 99 | 0.10 | 1.63750 | 0.00000 | 1.59255 | -442.62 | 7733.39 |
314 | 2010.01.14 19:50 | close at stop | 98 | 0.10 | 1.63750 | 0.00000 | 1.59259 | -442.22 | 7291.17 |
315 | 2010.01.14 19:50 | close at stop | 97 | 0.10 | 1.63750 | 0.00000 | 1.59327 | -435.42 | 6855.75 |
316 | 2010.01.14 19:50 | close at stop | 96 | 0.10 | 1.63750 | 0.00000 | 1.59302 | -437.92 | 6417.83 |
317 | 2010.01.14 19:50 | close at stop | 95 | 0.10 | 1.63750 | 0.00000 | 1.59118 | -456.32 | 5961.51 |
318 | 2010.01.14 19:50 | close at stop | 94 | 0.10 | 1.63750 | 0.00000 | 1.59372 | -430.92 | 5530.59 |
319 | 2010.01.14 19:50 | close at stop | 93 | 0.10 | 1.63750 | 0.00000 | 1.59241 | -444.02 | 5086.57 |
320 | 2010.01.14 19:50 | close at stop | 92 | 0.10 | 1.63750 | 0.00000 | 1.59167 | -451.42 | 4635.15 |
321 | 2010.01.14 19:50 | close at stop | 91 | 0.10 | 1.63750 | 0.00000 | 1.59210 | -447.34 | 4187.81 |
322 | 2010.01.14 19:50 | close at stop | 90 | 0.10 | 1.63750 | 0.00000 | 1.59303 | -438.04 | 3749.77 |
323 | 2010.01.14 19:50 | close at stop | 89 | 0.10 | 1.63750 | 0.00000 | 1.59339 | -434.44 | 3315.33 |
324 | 2010.01.14 19:50 | close at stop | 87 | 0.10 | 1.63750 | 0.00000 | 1.59268 | -441.54 | 2873.79 |
325 | 2010.01.14 19:50 | close at stop | 86 | 0.10 | 1.63750 | 0.00000 | 1.59112 | -457.14 | 2416.65 |
326 | 2010.01.14 19:50 | close at stop | 85 | 0.10 | 1.63750 | 0.00000 | 1.59145 | -453.84 | 1962.81 |
327 | 2010.01.14 19:50 | close at stop | 84 | 0.10 | 1.63750 | 0.00000 | 1.58956 | -472.74 | 1490.07 |
328 | 2010.01.14 19:50 | close at stop | 83 | 0.10 | 1.63750 | 0.00000 | 1.58986 | -469.74 | 1020.33 |
329 | 2010.01.14 19:50 | close at stop | 82 | 0.10 | 1.63750 | 0.00000 | 1.59132 | -455.14 | 565.19 |
330 | 2010.01.14 19:50 | close at stop | 80 | 0.10 | 1.63750 | 0.00000 | 1.59149 | -453.44 | 111.75 |