Strategy Tester Report
AlpariUK-Demo (Build 225)
Symbol | USDJPY (US Dollar vs Japanese Yen) | ||||
Period | 1 Hour (H1) 2009.11.03 02:00 - 2009.11.30 00:00 (2009.11.01 - 2009.11.30) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | LSMAPeriod=11; Lots=0.01; ConsecOrders=10; slope=2; ProfitMade=10; LossLimit=40; KillLogging=false; | ||||
Bars in test | 551 | Ticks modelled | 11401 | Modelling quality | n/a |
Mismatched charts errors | 4 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -35.79 | Gross profit | 19.63 | Gross loss | -55.42 |
Profit factor | 0.35 | Expected payoff | -0.23 | ||
Absolute drawdown | 35.79 | Maximal drawdown | 35.96 (0.36%) | Relative drawdown | 0.36% (35.96) |
Total trades | 159 | Short positions (won %) | 104 (47.12%) | Long positions (won %) | 55 (38.18%) |
Profit trades (% of total) | 70 (44.03%) | Loss trades (% of total) | 89 (55.97%) | ||
Largest | profit trade | 0.67 | loss trade | -1.04 | |
Average | profit trade | 0.28 | loss trade | -0.62 | |
Maximum | consecutive wins (profit in money) | 4 (0.84) | consecutive losses (loss in money) | 6 (-3.18) | |
Maximal | consecutive profit (count of wins) | 1.39 (3) | consecutive loss (count of losses) | -3.18 (6) | |
Average | consecutive wins | 1 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.11.03 03:00 | sell | 1 | 0.01 | 90.366 | 90.456 | 90.306 | ||
2 | 2009.11.03 03:10 | close | 1 | 0.01 | 90.351 | 90.456 | 90.306 | 0.17 | 10000.17 |
3 | 2009.11.03 05:00 | buy | 2 | 0.01 | 90.301 | 90.211 | 90.361 | ||
4 | 2009.11.03 05:15 | close | 2 | 0.01 | 90.249 | 90.211 | 90.361 | -0.58 | 9999.59 |
5 | 2009.11.03 06:00 | sell | 3 | 0.01 | 90.186 | 90.276 | 90.126 | ||
6 | 2009.11.03 06:10 | close | 3 | 0.01 | 90.248 | 90.276 | 90.126 | -0.69 | 9998.90 |
7 | 2009.11.03 07:00 | sell | 4 | 0.01 | 90.268 | 90.358 | 90.208 | ||
8 | 2009.11.03 07:03 | close | 4 | 0.01 | 90.255 | 90.358 | 90.208 | 0.14 | 9999.04 |
9 | 2009.11.03 08:00 | sell | 5 | 0.01 | 90.203 | 90.293 | 90.143 | ||
10 | 2009.11.03 08:07 | close | 5 | 0.01 | 90.246 | 90.293 | 90.143 | -0.48 | 9998.56 |
11 | 2009.11.03 09:00 | sell | 6 | 0.01 | 90.057 | 90.147 | 89.997 | ||
12 | 2009.11.03 09:02 | close | 6 | 0.01 | 90.135 | 90.147 | 89.997 | -0.87 | 9997.69 |
13 | 2009.11.03 10:00 | sell | 7 | 0.01 | 90.018 | 90.108 | 89.958 | ||
14 | 2009.11.03 10:15 | close | 7 | 0.01 | 89.988 | 90.108 | 89.958 | 0.33 | 9998.02 |
15 | 2009.11.03 11:00 | sell | 8 | 0.01 | 89.956 | 90.046 | 89.896 | ||
16 | 2009.11.03 11:07 | close | 8 | 0.01 | 89.933 | 90.046 | 89.896 | 0.26 | 9998.28 |
17 | 2009.11.03 12:00 | buy | 9 | 0.01 | 90.182 | 90.092 | 90.242 | ||
18 | 2009.11.03 12:05 | close | 9 | 0.01 | 90.137 | 90.092 | 90.242 | -0.50 | 9997.78 |
19 | 2009.11.03 13:00 | sell | 10 | 0.01 | 90.058 | 90.148 | 89.998 | ||
20 | 2009.11.03 13:03 | s/l | 10 | 0.01 | 90.148 | 90.148 | 89.998 | -1.00 | 9996.78 |
21 | 2009.11.03 14:00 | buy | 11 | 0.01 | 90.190 | 90.100 | 90.250 | ||
22 | 2009.11.03 14:10 | close | 11 | 0.01 | 90.216 | 90.100 | 90.250 | 0.29 | 9997.07 |
23 | 2009.11.03 15:00 | buy | 12 | 0.01 | 90.197 | 90.107 | 90.257 | ||
24 | 2009.11.03 15:03 | close | 12 | 0.01 | 90.255 | 90.107 | 90.257 | 0.64 | 9997.71 |
25 | 2009.11.04 00:00 | sell | 13 | 0.01 | 90.328 | 90.418 | 90.268 | ||
26 | 2009.11.04 00:02 | close | 13 | 0.01 | 90.295 | 90.418 | 90.268 | 0.37 | 9998.08 |
27 | 2009.11.04 01:00 | buy | 14 | 0.01 | 90.445 | 90.355 | 90.505 | ||
28 | 2009.11.04 01:05 | close | 14 | 0.01 | 90.396 | 90.355 | 90.505 | -0.54 | 9997.54 |
29 | 2009.11.04 02:00 | sell | 15 | 0.01 | 90.119 | 90.209 | 90.059 | ||
30 | 2009.11.04 02:10 | close | 15 | 0.01 | 90.175 | 90.209 | 90.059 | -0.62 | 9996.92 |
31 | 2009.11.04 03:00 | sell | 16 | 0.01 | 90.197 | 90.287 | 90.137 | ||
32 | 2009.11.04 03:20 | close | 16 | 0.01 | 90.183 | 90.287 | 90.137 | 0.16 | 9997.08 |
33 | 2009.11.04 04:00 | sell | 17 | 0.01 | 90.230 | 90.320 | 90.170 | ||
34 | 2009.11.04 04:20 | close | 17 | 0.01 | 90.284 | 90.320 | 90.170 | -0.60 | 9996.48 |
35 | 2009.11.04 05:00 | sell | 18 | 0.01 | 90.248 | 90.338 | 90.188 | ||
36 | 2009.11.04 05:15 | close | 18 | 0.01 | 90.229 | 90.338 | 90.188 | 0.21 | 9996.69 |
37 | 2009.11.04 06:00 | sell | 19 | 0.01 | 90.226 | 90.316 | 90.166 | ||
38 | 2009.11.04 06:10 | close | 19 | 0.01 | 90.274 | 90.316 | 90.166 | -0.53 | 9996.16 |
39 | 2009.11.04 07:00 | buy | 20 | 0.01 | 90.380 | 90.290 | 90.440 | ||
40 | 2009.11.04 07:02 | close | 20 | 0.01 | 90.326 | 90.290 | 90.440 | -0.60 | 9995.56 |
41 | 2009.11.04 08:00 | buy | 21 | 0.01 | 90.456 | 90.366 | 90.516 | ||
42 | 2009.11.04 08:07 | close | 21 | 0.01 | 90.408 | 90.366 | 90.516 | -0.53 | 9995.03 |
43 | 2009.11.04 09:00 | buy | 22 | 0.01 | 90.580 | 90.490 | 90.640 | ||
44 | 2009.11.04 09:07 | close | 22 | 0.01 | 90.538 | 90.490 | 90.640 | -0.46 | 9994.57 |
45 | 2009.11.04 10:00 | buy | 23 | 0.01 | 90.689 | 90.599 | 90.749 | ||
46 | 2009.11.04 10:02 | close | 23 | 0.01 | 90.646 | 90.599 | 90.749 | -0.47 | 9994.10 |
47 | 2009.11.04 19:00 | sell | 24 | 0.01 | 90.905 | 90.995 | 90.845 | ||
48 | 2009.11.04 19:15 | close | 24 | 0.01 | 90.959 | 90.995 | 90.845 | -0.59 | 9993.51 |
49 | 2009.11.04 20:00 | sell | 25 | 0.01 | 90.870 | 90.960 | 90.810 | ||
50 | 2009.11.04 20:02 | close | 25 | 0.01 | 90.829 | 90.960 | 90.810 | 0.45 | 9993.96 |
51 | 2009.11.04 21:00 | sell | 26 | 0.01 | 90.798 | 90.888 | 90.738 | ||
52 | 2009.11.04 21:15 | close | 26 | 0.01 | 90.764 | 90.888 | 90.738 | 0.37 | 9994.33 |
53 | 2009.11.04 22:00 | sell | 27 | 0.01 | 90.584 | 90.674 | 90.524 | ||
54 | 2009.11.04 22:10 | close | 27 | 0.01 | 90.644 | 90.674 | 90.524 | -0.66 | 9993.67 |
55 | 2009.11.04 23:00 | sell | 28 | 0.01 | 90.714 | 90.804 | 90.654 | ||
56 | 2009.11.04 23:07 | close | 28 | 0.01 | 90.697 | 90.804 | 90.654 | 0.19 | 9993.86 |
57 | 2009.11.05 00:00 | buy | 29 | 0.01 | 90.864 | 90.774 | 90.924 | ||
58 | 2009.11.05 00:05 | close | 29 | 0.01 | 90.818 | 90.774 | 90.924 | -0.51 | 9993.35 |
59 | 2009.11.05 01:00 | sell | 30 | 0.01 | 90.688 | 90.778 | 90.628 | ||
60 | 2009.11.05 01:05 | close | 30 | 0.01 | 90.677 | 90.778 | 90.628 | 0.12 | 9993.47 |
61 | 2009.11.05 02:00 | sell | 31 | 0.01 | 90.563 | 90.653 | 90.503 | ||
62 | 2009.11.05 02:02 | close | 31 | 0.01 | 90.609 | 90.653 | 90.503 | -0.51 | 9992.96 |
63 | 2009.11.05 03:00 | sell | 32 | 0.01 | 90.506 | 90.596 | 90.446 | ||
64 | 2009.11.05 03:15 | close | 32 | 0.01 | 90.485 | 90.596 | 90.446 | 0.23 | 9993.19 |
65 | 2009.11.05 04:00 | sell | 33 | 0.01 | 90.485 | 90.575 | 90.425 | ||
66 | 2009.11.05 04:10 | close | 33 | 0.01 | 90.475 | 90.575 | 90.425 | 0.11 | 9993.30 |
67 | 2009.11.05 05:00 | sell | 34 | 0.01 | 90.408 | 90.498 | 90.348 | ||
68 | 2009.11.05 05:02 | close | 34 | 0.01 | 90.459 | 90.498 | 90.348 | -0.56 | 9992.74 |
69 | 2009.11.10 12:00 | buy | 35 | 0.01 | 90.122 | 90.032 | 90.182 | ||
70 | 2009.11.10 12:02 | close | 35 | 0.01 | 90.147 | 90.032 | 90.182 | 0.28 | 9993.02 |
71 | 2009.11.10 13:00 | buy | 36 | 0.01 | 90.034 | 89.944 | 90.094 | ||
72 | 2009.11.10 13:10 | close | 36 | 0.01 | 90.061 | 89.944 | 90.094 | 0.30 | 9993.32 |
73 | 2009.11.10 14:00 | sell | 37 | 0.01 | 89.831 | 89.921 | 89.771 | ||
74 | 2009.11.10 14:07 | close | 37 | 0.01 | 89.813 | 89.921 | 89.771 | 0.20 | 9993.52 |
75 | 2009.11.10 15:00 | sell | 38 | 0.01 | 89.788 | 89.878 | 89.728 | ||
76 | 2009.11.10 15:02 | close | 38 | 0.01 | 89.834 | 89.878 | 89.728 | -0.51 | 9993.01 |
77 | 2009.11.10 16:00 | sell | 39 | 0.01 | 89.830 | 89.920 | 89.770 | ||
78 | 2009.11.10 16:15 | close | 39 | 0.01 | 89.797 | 89.920 | 89.770 | 0.37 | 9993.38 |
79 | 2009.11.10 17:00 | sell | 40 | 0.01 | 89.766 | 89.856 | 89.706 | ||
80 | 2009.11.10 17:07 | close | 40 | 0.01 | 89.751 | 89.856 | 89.706 | 0.17 | 9993.55 |
81 | 2009.11.10 18:00 | sell | 41 | 0.01 | 89.825 | 89.915 | 89.765 | ||
82 | 2009.11.10 18:07 | close | 41 | 0.01 | 89.867 | 89.915 | 89.765 | -0.47 | 9993.08 |
83 | 2009.11.10 19:00 | sell | 42 | 0.01 | 89.760 | 89.850 | 89.700 | ||
84 | 2009.11.10 19:10 | close | 42 | 0.01 | 89.809 | 89.850 | 89.700 | -0.55 | 9992.53 |
85 | 2009.11.10 20:00 | sell | 43 | 0.01 | 89.752 | 89.842 | 89.692 | ||
86 | 2009.11.10 20:15 | close | 43 | 0.01 | 89.794 | 89.842 | 89.692 | -0.47 | 9992.06 |
87 | 2009.11.10 21:00 | sell | 44 | 0.01 | 89.748 | 89.838 | 89.688 | ||
88 | 2009.11.10 21:10 | close | 44 | 0.01 | 89.811 | 89.838 | 89.688 | -0.70 | 9991.36 |
89 | 2009.11.10 23:00 | buy | 45 | 0.01 | 89.817 | 89.727 | 89.877 | ||
90 | 2009.11.10 23:15 | close | 45 | 0.01 | 89.848 | 89.727 | 89.877 | 0.35 | 9991.71 |
91 | 2009.11.11 00:00 | buy | 46 | 0.01 | 89.804 | 89.714 | 89.864 | ||
92 | 2009.11.11 00:15 | close | 46 | 0.01 | 89.744 | 89.714 | 89.864 | -0.67 | 9991.04 |
93 | 2009.11.11 01:00 | sell | 47 | 0.01 | 89.686 | 89.776 | 89.626 | ||
94 | 2009.11.11 01:05 | close | 47 | 0.01 | 89.667 | 89.776 | 89.626 | 0.21 | 9991.25 |
95 | 2009.11.11 02:00 | sell | 48 | 0.01 | 89.486 | 89.576 | 89.426 | ||
96 | 2009.11.11 02:10 | close | 48 | 0.01 | 89.555 | 89.576 | 89.426 | -0.77 | 9990.48 |
97 | 2009.11.11 03:00 | sell | 49 | 0.01 | 89.525 | 89.615 | 89.465 | ||
98 | 2009.11.11 03:03 | close | 49 | 0.01 | 89.605 | 89.615 | 89.465 | -0.89 | 9989.59 |
99 | 2009.11.11 04:00 | sell | 50 | 0.01 | 89.597 | 89.687 | 89.537 | ||
100 | 2009.11.11 04:45 | close | 50 | 0.01 | 89.583 | 89.687 | 89.537 | 0.16 | 9989.75 |
101 | 2009.11.11 05:00 | sell | 51 | 0.01 | 89.537 | 89.627 | 89.477 | ||
102 | 2009.11.11 05:10 | close | 51 | 0.01 | 89.487 | 89.627 | 89.477 | 0.56 | 9990.31 |
103 | 2009.11.11 06:00 | sell | 52 | 0.01 | 89.382 | 89.472 | 89.322 | ||
104 | 2009.11.11 06:02 | t/p | 52 | 0.01 | 89.322 | 89.472 | 89.322 | 0.67 | 9990.98 |
105 | 2009.11.11 07:00 | sell | 53 | 0.01 | 89.578 | 89.668 | 89.518 | ||
106 | 2009.11.11 07:05 | close | 53 | 0.01 | 89.619 | 89.668 | 89.518 | -0.46 | 9990.52 |
107 | 2009.11.11 08:00 | buy | 54 | 0.01 | 89.823 | 89.733 | 89.883 | ||
108 | 2009.11.11 08:02 | close | 54 | 0.01 | 89.762 | 89.733 | 89.883 | -0.68 | 9989.84 |
109 | 2009.11.11 09:00 | buy | 55 | 0.01 | 90.028 | 89.938 | 90.088 | ||
110 | 2009.11.11 09:10 | close | 55 | 0.01 | 89.943 | 89.938 | 90.088 | -0.95 | 9988.89 |
111 | 2009.11.12 07:00 | buy | 56 | 0.01 | 89.845 | 89.755 | 89.905 | ||
112 | 2009.11.12 07:02 | close | 56 | 0.01 | 89.863 | 89.755 | 89.905 | 0.20 | 9989.09 |
113 | 2009.11.12 08:00 | buy | 57 | 0.01 | 89.890 | 89.800 | 89.950 | ||
114 | 2009.11.12 08:10 | close | 57 | 0.01 | 89.839 | 89.800 | 89.950 | -0.57 | 9988.52 |
115 | 2009.11.12 09:00 | sell | 58 | 0.01 | 89.795 | 89.885 | 89.735 | ||
116 | 2009.11.12 09:15 | close | 58 | 0.01 | 89.784 | 89.885 | 89.735 | 0.12 | 9988.64 |
117 | 2009.11.12 10:00 | sell | 59 | 0.01 | 89.751 | 89.841 | 89.691 | ||
118 | 2009.11.12 10:02 | close | 59 | 0.01 | 89.823 | 89.841 | 89.691 | -0.80 | 9987.84 |
119 | 2009.11.12 11:00 | sell | 60 | 0.01 | 89.730 | 89.820 | 89.670 | ||
120 | 2009.11.12 11:10 | close | 60 | 0.01 | 89.782 | 89.820 | 89.670 | -0.58 | 9987.26 |
121 | 2009.11.12 12:00 | buy | 61 | 0.01 | 89.776 | 89.686 | 89.836 | ||
122 | 2009.11.12 12:20 | close | 61 | 0.01 | 89.792 | 89.686 | 89.836 | 0.18 | 9987.44 |
123 | 2009.11.12 14:00 | buy | 62 | 0.01 | 89.998 | 89.908 | 90.058 | ||
124 | 2009.11.12 14:07 | close | 62 | 0.01 | 89.946 | 89.908 | 90.058 | -0.58 | 9986.86 |
125 | 2009.11.12 15:00 | buy | 63 | 0.01 | 90.165 | 90.075 | 90.225 | ||
126 | 2009.11.12 15:03 | t/p | 63 | 0.01 | 90.225 | 90.075 | 90.225 | 0.67 | 9987.53 |
127 | 2009.11.12 16:00 | buy | 64 | 0.01 | 90.315 | 90.225 | 90.375 | ||
128 | 2009.11.12 16:07 | close | 64 | 0.01 | 90.256 | 90.225 | 90.375 | -0.65 | 9986.88 |
129 | 2009.11.12 17:00 | buy | 65 | 0.01 | 90.500 | 90.410 | 90.560 | ||
130 | 2009.11.12 17:03 | close | 65 | 0.01 | 90.533 | 90.410 | 90.560 | 0.36 | 9987.24 |
131 | 2009.11.12 18:00 | buy | 66 | 0.01 | 90.438 | 90.348 | 90.498 | ||
132 | 2009.11.12 18:02 | close | 66 | 0.01 | 90.369 | 90.348 | 90.498 | -0.76 | 9986.48 |
133 | 2009.11.12 19:00 | buy | 67 | 0.01 | 90.442 | 90.352 | 90.502 | ||
134 | 2009.11.12 19:10 | close | 67 | 0.01 | 90.499 | 90.352 | 90.502 | 0.63 | 9987.11 |
135 | 2009.11.12 20:00 | buy | 68 | 0.01 | 90.452 | 90.362 | 90.512 | ||
136 | 2009.11.12 20:07 | close | 68 | 0.01 | 90.464 | 90.362 | 90.512 | 0.13 | 9987.24 |
137 | 2009.11.12 21:00 | buy | 69 | 0.01 | 90.346 | 90.256 | 90.406 | ||
138 | 2009.11.12 21:07 | close | 69 | 0.01 | 90.300 | 90.256 | 90.406 | -0.51 | 9986.73 |
139 | 2009.11.12 22:00 | buy | 70 | 0.01 | 90.446 | 90.356 | 90.506 | ||
140 | 2009.11.12 22:03 | close | 70 | 0.01 | 90.403 | 90.356 | 90.506 | -0.48 | 9986.25 |
141 | 2009.11.12 23:00 | sell | 71 | 0.01 | 90.354 | 90.444 | 90.294 | ||
142 | 2009.11.12 23:26 | close | 71 | 0.01 | 90.327 | 90.444 | 90.294 | 0.30 | 9986.55 |
143 | 2009.11.13 00:00 | sell | 72 | 0.01 | 90.379 | 90.469 | 90.319 | ||
144 | 2009.11.13 00:02 | close | 72 | 0.01 | 90.422 | 90.469 | 90.319 | -0.48 | 9986.07 |
145 | 2009.11.16 10:00 | sell | 73 | 0.01 | 89.455 | 89.545 | 89.395 | ||
146 | 2009.11.16 10:07 | close | 73 | 0.01 | 89.445 | 89.545 | 89.395 | 0.11 | 9986.18 |
147 | 2009.11.16 11:00 | sell | 74 | 0.01 | 89.450 | 89.540 | 89.390 | ||
148 | 2009.11.16 11:02 | t/p | 74 | 0.01 | 89.390 | 89.540 | 89.390 | 0.67 | 9986.85 |
149 | 2009.11.16 12:00 | sell | 75 | 0.01 | 89.495 | 89.585 | 89.435 | ||
150 | 2009.11.16 12:10 | close | 75 | 0.01 | 89.557 | 89.585 | 89.435 | -0.69 | 9986.16 |
151 | 2009.11.16 13:00 | sell | 76 | 0.01 | 89.605 | 89.695 | 89.545 | ||
152 | 2009.11.16 13:03 | close | 76 | 0.01 | 89.585 | 89.695 | 89.545 | 0.22 | 9986.38 |
153 | 2009.11.16 14:00 | sell | 77 | 0.01 | 89.482 | 89.572 | 89.422 | ||
154 | 2009.11.16 14:02 | close | 77 | 0.01 | 89.563 | 89.572 | 89.422 | -0.90 | 9985.48 |
155 | 2009.11.16 15:00 | sell | 78 | 0.01 | 89.410 | 89.500 | 89.350 | ||
156 | 2009.11.16 15:10 | close | 78 | 0.01 | 89.480 | 89.500 | 89.350 | -0.78 | 9984.70 |
157 | 2009.11.16 16:00 | sell | 79 | 0.01 | 89.444 | 89.534 | 89.384 | ||
158 | 2009.11.16 16:10 | close | 79 | 0.01 | 89.429 | 89.534 | 89.384 | 0.17 | 9984.87 |
159 | 2009.11.16 17:00 | sell | 80 | 0.01 | 89.298 | 89.388 | 89.238 | ||
160 | 2009.11.16 17:10 | close | 80 | 0.01 | 89.354 | 89.388 | 89.238 | -0.63 | 9984.24 |
161 | 2009.11.16 18:00 | sell | 81 | 0.01 | 89.288 | 89.378 | 89.228 | ||
162 | 2009.11.16 18:02 | close | 81 | 0.01 | 89.331 | 89.378 | 89.228 | -0.48 | 9983.76 |
163 | 2009.11.16 19:00 | sell | 82 | 0.01 | 89.290 | 89.380 | 89.230 | ||
164 | 2009.11.16 19:02 | close | 82 | 0.01 | 89.331 | 89.380 | 89.230 | -0.46 | 9983.30 |
165 | 2009.11.16 20:00 | sell | 83 | 0.01 | 89.031 | 89.121 | 88.971 | ||
166 | 2009.11.16 20:05 | close | 83 | 0.01 | 89.003 | 89.121 | 88.971 | 0.31 | 9983.61 |
167 | 2009.11.18 04:00 | buy | 84 | 0.01 | 89.295 | 89.205 | 89.355 | ||
168 | 2009.11.18 04:25 | close | 84 | 0.01 | 89.245 | 89.205 | 89.355 | -0.56 | 9983.05 |
169 | 2009.11.18 05:00 | buy | 85 | 0.01 | 89.252 | 89.162 | 89.312 | ||
170 | 2009.11.18 05:10 | close | 85 | 0.01 | 89.200 | 89.162 | 89.312 | -0.58 | 9982.47 |
171 | 2009.11.18 06:00 | sell | 86 | 0.01 | 89.180 | 89.270 | 89.120 | ||
172 | 2009.11.18 06:03 | close | 86 | 0.01 | 89.164 | 89.270 | 89.120 | 0.18 | 9982.65 |
173 | 2009.11.18 07:00 | sell | 87 | 0.01 | 89.160 | 89.250 | 89.100 | ||
174 | 2009.11.18 07:10 | close | 87 | 0.01 | 89.209 | 89.250 | 89.100 | -0.55 | 9982.10 |
175 | 2009.11.18 08:00 | sell | 88 | 0.01 | 89.179 | 89.269 | 89.119 | ||
176 | 2009.11.18 08:07 | close | 88 | 0.01 | 89.223 | 89.269 | 89.119 | -0.49 | 9981.61 |
177 | 2009.11.18 09:00 | sell | 89 | 0.01 | 89.160 | 89.250 | 89.100 | ||
178 | 2009.11.18 09:10 | close | 89 | 0.01 | 89.145 | 89.250 | 89.100 | 0.17 | 9981.78 |
179 | 2009.11.18 10:00 | sell | 90 | 0.01 | 89.140 | 89.230 | 89.080 | ||
180 | 2009.11.18 10:02 | close | 90 | 0.01 | 89.183 | 89.230 | 89.080 | -0.48 | 9981.30 |
181 | 2009.11.18 11:00 | sell | 91 | 0.01 | 89.020 | 89.110 | 88.960 | ||
182 | 2009.11.18 11:10 | close | 91 | 0.01 | 89.093 | 89.110 | 88.960 | -0.82 | 9980.48 |
183 | 2009.11.18 12:00 | sell | 92 | 0.01 | 89.110 | 89.200 | 89.050 | ||
184 | 2009.11.18 12:15 | close | 92 | 0.01 | 89.097 | 89.200 | 89.050 | 0.15 | 9980.63 |
185 | 2009.11.18 13:00 | sell | 93 | 0.01 | 89.105 | 89.195 | 89.045 | ||
186 | 2009.11.18 13:03 | close | 93 | 0.01 | 89.168 | 89.195 | 89.045 | -0.71 | 9979.92 |
187 | 2009.11.18 14:00 | buy | 94 | 0.01 | 89.160 | 89.070 | 89.220 | ||
188 | 2009.11.18 14:07 | close | 94 | 0.01 | 89.116 | 89.070 | 89.220 | -0.49 | 9979.43 |
189 | 2009.11.20 12:00 | sell | 95 | 0.01 | 88.830 | 88.920 | 88.770 | ||
190 | 2009.11.20 12:10 | close | 95 | 0.01 | 88.872 | 88.920 | 88.770 | -0.47 | 9978.96 |
191 | 2009.11.20 13:00 | buy | 96 | 0.01 | 88.905 | 88.815 | 88.965 | ||
192 | 2009.11.20 13:07 | close | 96 | 0.01 | 88.865 | 88.815 | 88.965 | -0.45 | 9978.51 |
193 | 2009.11.20 14:00 | buy | 97 | 0.01 | 88.980 | 88.890 | 89.040 | ||
194 | 2009.11.20 14:20 | close | 97 | 0.01 | 89.005 | 88.890 | 89.040 | 0.28 | 9978.79 |
195 | 2009.11.20 15:00 | buy | 98 | 0.01 | 88.988 | 88.898 | 89.048 | ||
196 | 2009.11.20 15:07 | close | 98 | 0.01 | 88.935 | 88.898 | 89.048 | -0.60 | 9978.19 |
197 | 2009.11.20 16:00 | buy | 99 | 0.01 | 89.080 | 88.990 | 89.140 | ||
198 | 2009.11.20 16:07 | close | 99 | 0.01 | 89.095 | 88.990 | 89.140 | 0.17 | 9978.36 |
199 | 2009.11.20 17:00 | buy | 100 | 0.01 | 88.970 | 88.880 | 89.030 | ||
200 | 2009.11.20 17:02 | close | 100 | 0.01 | 89.011 | 88.880 | 89.030 | 0.46 | 9978.82 |
201 | 2009.11.20 18:00 | buy | 101 | 0.01 | 88.930 | 88.840 | 88.990 | ||
202 | 2009.11.20 18:03 | close | 101 | 0.01 | 88.862 | 88.840 | 88.990 | -0.77 | 9978.05 |
203 | 2009.11.20 19:00 | sell | 102 | 0.01 | 88.930 | 89.020 | 88.870 | ||
204 | 2009.11.20 19:07 | close | 102 | 0.01 | 88.975 | 89.020 | 88.870 | -0.51 | 9977.54 |
205 | 2009.11.20 20:00 | sell | 103 | 0.01 | 88.955 | 89.045 | 88.895 | ||
206 | 2009.11.20 20:32 | close | 103 | 0.01 | 88.941 | 89.045 | 88.895 | 0.16 | 9977.70 |
207 | 2009.11.20 22:00 | buy | 104 | 0.01 | 89.034 | 88.944 | 89.094 | ||
208 | 2009.11.20 22:03 | close | 104 | 0.01 | 88.971 | 88.944 | 89.094 | -0.71 | 9976.99 |
209 | 2009.11.23 00:00 | sell | 105 | 0.01 | 88.818 | 88.908 | 88.758 | ||
210 | 2009.11.23 00:10 | close | 105 | 0.01 | 88.886 | 88.908 | 88.758 | -0.77 | 9976.22 |
211 | 2009.11.23 01:00 | sell | 106 | 0.01 | 88.868 | 88.958 | 88.808 | ||
212 | 2009.11.23 01:02 | s/l | 106 | 0.01 | 88.958 | 88.958 | 88.808 | -1.01 | 9975.21 |
213 | 2009.11.23 02:00 | sell | 107 | 0.01 | 88.928 | 89.018 | 88.868 | ||
214 | 2009.11.23 02:10 | close | 107 | 0.01 | 88.983 | 89.018 | 88.868 | -0.62 | 9974.59 |
215 | 2009.11.23 04:00 | buy | 108 | 0.01 | 88.933 | 88.843 | 88.993 | ||
216 | 2009.11.23 04:02 | close | 108 | 0.01 | 88.949 | 88.843 | 88.993 | 0.18 | 9974.77 |
217 | 2009.11.23 05:00 | sell | 109 | 0.01 | 88.895 | 88.985 | 88.835 | ||
218 | 2009.11.23 05:02 | close | 109 | 0.01 | 88.937 | 88.985 | 88.835 | -0.47 | 9974.30 |
219 | 2009.11.23 06:00 | sell | 110 | 0.01 | 88.870 | 88.960 | 88.810 | ||
220 | 2009.11.23 06:20 | close | 110 | 0.01 | 88.839 | 88.960 | 88.810 | 0.35 | 9974.65 |
221 | 2009.11.23 07:00 | sell | 111 | 0.01 | 88.825 | 88.915 | 88.765 | ||
222 | 2009.11.23 07:37 | close | 111 | 0.01 | 88.815 | 88.915 | 88.765 | 0.11 | 9974.76 |
223 | 2009.11.23 08:00 | sell | 112 | 0.01 | 88.813 | 88.903 | 88.753 | ||
224 | 2009.11.23 08:05 | close | 112 | 0.01 | 88.789 | 88.903 | 88.753 | 0.27 | 9975.03 |
225 | 2009.11.23 09:00 | sell | 113 | 0.01 | 88.697 | 88.787 | 88.637 | ||
226 | 2009.11.23 09:05 | close | 113 | 0.01 | 88.750 | 88.787 | 88.637 | -0.60 | 9974.43 |
227 | 2009.11.23 10:00 | buy | 114 | 0.01 | 88.998 | 88.908 | 89.058 | ||
228 | 2009.11.23 10:10 | close | 114 | 0.01 | 88.943 | 88.908 | 89.058 | -0.62 | 9973.81 |
229 | 2009.11.23 11:00 | sell | 115 | 0.01 | 88.865 | 88.955 | 88.805 | ||
230 | 2009.11.23 11:20 | close | 115 | 0.01 | 88.835 | 88.955 | 88.805 | 0.34 | 9974.15 |
231 | 2009.11.23 12:00 | sell | 116 | 0.01 | 88.823 | 88.913 | 88.763 | ||
232 | 2009.11.23 12:02 | close | 116 | 0.01 | 88.879 | 88.913 | 88.763 | -0.63 | 9973.52 |
233 | 2009.11.23 14:00 | buy | 117 | 0.01 | 88.884 | 88.794 | 88.944 | ||
234 | 2009.11.23 14:02 | close | 117 | 0.01 | 88.839 | 88.794 | 88.944 | -0.51 | 9973.01 |
235 | 2009.11.23 15:00 | buy | 118 | 0.01 | 88.846 | 88.756 | 88.906 | ||
236 | 2009.11.23 15:15 | close | 118 | 0.01 | 88.787 | 88.756 | 88.906 | -0.66 | 9972.35 |
237 | 2009.11.23 16:00 | buy | 119 | 0.01 | 88.897 | 88.807 | 88.957 | ||
238 | 2009.11.23 16:02 | close | 119 | 0.01 | 88.829 | 88.807 | 88.957 | -0.77 | 9971.58 |
239 | 2009.11.23 17:00 | buy | 120 | 0.01 | 88.974 | 88.884 | 89.034 | ||
240 | 2009.11.23 17:07 | close | 120 | 0.01 | 88.933 | 88.884 | 89.034 | -0.46 | 9971.12 |
241 | 2009.11.23 18:00 | buy | 121 | 0.01 | 89.154 | 89.064 | 89.214 | ||
242 | 2009.11.23 18:20 | close | 121 | 0.01 | 89.173 | 89.064 | 89.214 | 0.21 | 9971.33 |
243 | 2009.11.23 19:00 | buy | 122 | 0.01 | 89.127 | 89.037 | 89.187 | ||
244 | 2009.11.23 19:15 | close | 122 | 0.01 | 89.078 | 89.037 | 89.187 | -0.55 | 9970.78 |
245 | 2009.11.23 20:00 | buy | 123 | 0.01 | 89.098 | 89.008 | 89.158 | ||
246 | 2009.11.23 20:07 | close | 123 | 0.01 | 89.054 | 89.008 | 89.158 | -0.49 | 9970.29 |
247 | 2009.11.23 21:00 | buy | 124 | 0.01 | 89.011 | 88.921 | 89.071 | ||
248 | 2009.11.23 21:10 | close | 124 | 0.01 | 89.025 | 88.921 | 89.071 | 0.16 | 9970.45 |
249 | 2009.11.23 22:00 | sell | 125 | 0.01 | 88.955 | 89.045 | 88.895 | ||
250 | 2009.11.23 22:10 | close | 125 | 0.01 | 88.997 | 89.045 | 88.895 | -0.47 | 9969.98 |
251 | 2009.11.23 23:00 | sell | 126 | 0.01 | 88.954 | 89.044 | 88.894 | ||
252 | 2009.11.23 23:02 | close | 126 | 0.01 | 88.941 | 89.044 | 88.894 | 0.15 | 9970.13 |
253 | 2009.11.24 00:00 | buy | 127 | 0.01 | 89.061 | 88.971 | 89.121 | ||
254 | 2009.11.24 00:15 | close | 127 | 0.01 | 89.020 | 88.971 | 89.121 | -0.46 | 9969.67 |
255 | 2009.11.24 07:00 | sell | 128 | 0.01 | 88.824 | 88.914 | 88.764 | ||
256 | 2009.11.24 07:10 | close | 128 | 0.01 | 88.813 | 88.914 | 88.764 | 0.12 | 9969.79 |
257 | 2009.11.24 08:00 | sell | 129 | 0.01 | 88.683 | 88.773 | 88.623 | ||
258 | 2009.11.24 08:07 | close | 129 | 0.01 | 88.664 | 88.773 | 88.623 | 0.21 | 9970.00 |
259 | 2009.11.24 09:00 | sell | 130 | 0.01 | 88.644 | 88.734 | 88.584 | ||
260 | 2009.11.24 09:15 | close | 130 | 0.01 | 88.610 | 88.734 | 88.584 | 0.38 | 9970.38 |
261 | 2009.11.24 10:00 | sell | 131 | 0.01 | 88.646 | 88.736 | 88.586 | ||
262 | 2009.11.24 10:15 | close | 131 | 0.01 | 88.691 | 88.736 | 88.586 | -0.51 | 9969.87 |
263 | 2009.11.24 11:00 | sell | 132 | 0.01 | 88.608 | 88.698 | 88.548 | ||
264 | 2009.11.24 11:10 | close | 132 | 0.01 | 88.672 | 88.698 | 88.548 | -0.72 | 9969.15 |
265 | 2009.11.24 12:00 | sell | 133 | 0.01 | 88.678 | 88.768 | 88.618 | ||
266 | 2009.11.24 12:15 | close | 133 | 0.01 | 88.663 | 88.768 | 88.618 | 0.17 | 9969.32 |
267 | 2009.11.24 13:00 | sell | 134 | 0.01 | 88.658 | 88.748 | 88.598 | ||
268 | 2009.11.24 13:02 | close | 134 | 0.01 | 88.703 | 88.748 | 88.598 | -0.51 | 9968.81 |
269 | 2009.11.24 14:00 | sell | 135 | 0.01 | 88.569 | 88.659 | 88.509 | ||
270 | 2009.11.24 14:15 | close | 135 | 0.01 | 88.551 | 88.659 | 88.509 | 0.20 | 9969.01 |
271 | 2009.11.24 15:00 | sell | 136 | 0.01 | 88.410 | 88.500 | 88.350 | ||
272 | 2009.11.24 15:10 | close | 136 | 0.01 | 88.478 | 88.500 | 88.350 | -0.77 | 9968.24 |
273 | 2009.11.24 16:00 | sell | 137 | 0.01 | 88.505 | 88.595 | 88.445 | ||
274 | 2009.11.24 16:02 | s/l | 137 | 0.01 | 88.595 | 88.595 | 88.445 | -1.01 | 9967.23 |
275 | 2009.11.24 17:00 | sell | 138 | 0.01 | 88.505 | 88.595 | 88.445 | ||
276 | 2009.11.24 17:02 | close | 138 | 0.01 | 88.486 | 88.595 | 88.445 | 0.21 | 9967.44 |
277 | 2009.11.25 22:00 | sell | 139 | 0.01 | 87.314 | 87.404 | 87.254 | ||
278 | 2009.11.25 22:20 | close | 139 | 0.01 | 87.355 | 87.404 | 87.254 | -0.47 | 9966.97 |
279 | 2009.11.25 23:00 | sell | 140 | 0.01 | 87.314 | 87.404 | 87.254 | ||
280 | 2009.11.25 23:10 | close | 140 | 0.01 | 87.371 | 87.404 | 87.254 | -0.65 | 9966.32 |
281 | 2009.11.26 00:00 | sell | 141 | 0.01 | 87.321 | 87.411 | 87.261 | ||
282 | 2009.11.26 00:10 | close | 141 | 0.01 | 87.301 | 87.411 | 87.261 | 0.23 | 9966.55 |
283 | 2009.11.26 01:00 | sell | 142 | 0.01 | 87.334 | 87.424 | 87.274 | ||
284 | 2009.11.26 01:02 | close | 142 | 0.01 | 87.315 | 87.424 | 87.274 | 0.22 | 9966.77 |
285 | 2009.11.26 02:00 | sell | 143 | 0.01 | 87.390 | 87.480 | 87.330 | ||
286 | 2009.11.26 02:02 | close | 143 | 0.01 | 87.371 | 87.480 | 87.330 | 0.22 | 9966.99 |
287 | 2009.11.26 03:00 | sell | 144 | 0.01 | 87.414 | 87.504 | 87.354 | ||
288 | 2009.11.26 03:10 | close | 144 | 0.01 | 87.399 | 87.504 | 87.354 | 0.17 | 9967.16 |
289 | 2009.11.26 04:00 | sell | 145 | 0.01 | 87.194 | 87.284 | 87.134 | ||
290 | 2009.11.26 04:02 | s/l | 145 | 0.01 | 87.284 | 87.284 | 87.134 | -1.04 | 9966.12 |
291 | 2009.11.26 05:00 | sell | 146 | 0.01 | 86.737 | 86.827 | 86.677 | ||
292 | 2009.11.26 05:03 | close | 146 | 0.01 | 86.698 | 86.827 | 86.677 | 0.45 | 9966.57 |
293 | 2009.11.26 06:00 | sell | 147 | 0.01 | 86.366 | 86.456 | 86.306 | ||
294 | 2009.11.26 06:02 | close | 147 | 0.01 | 86.333 | 86.456 | 86.306 | 0.38 | 9966.95 |
295 | 2009.11.26 07:00 | sell | 148 | 0.01 | 86.563 | 86.653 | 86.503 | ||
296 | 2009.11.26 07:05 | close | 148 | 0.01 | 86.612 | 86.653 | 86.503 | -0.57 | 9966.38 |
297 | 2009.11.26 09:00 | sell | 149 | 0.01 | 86.775 | 86.865 | 86.715 | ||
298 | 2009.11.26 09:05 | close | 149 | 0.01 | 86.819 | 86.865 | 86.715 | -0.51 | 9965.87 |
299 | 2009.11.26 10:00 | buy | 150 | 0.01 | 86.904 | 86.814 | 86.964 | ||
300 | 2009.11.26 10:02 | close | 150 | 0.01 | 86.940 | 86.814 | 86.964 | 0.41 | 9966.28 |
301 | 2009.11.26 11:00 | buy | 151 | 0.01 | 86.835 | 86.745 | 86.895 | ||
302 | 2009.11.26 11:05 | close | 151 | 0.01 | 86.781 | 86.745 | 86.895 | -0.62 | 9965.66 |
303 | 2009.11.26 12:00 | buy | 152 | 0.01 | 86.773 | 86.683 | 86.833 | ||
304 | 2009.11.26 12:02 | close | 152 | 0.01 | 86.815 | 86.683 | 86.833 | 0.48 | 9966.14 |
305 | 2009.11.26 13:00 | buy | 153 | 0.01 | 86.785 | 86.695 | 86.845 | ||
306 | 2009.11.26 13:10 | close | 153 | 0.01 | 86.737 | 86.695 | 86.845 | -0.55 | 9965.59 |
307 | 2009.11.26 14:00 | buy | 154 | 0.01 | 86.688 | 86.598 | 86.748 | ||
308 | 2009.11.26 14:15 | close | 154 | 0.01 | 86.715 | 86.598 | 86.748 | 0.31 | 9965.90 |
309 | 2009.11.26 15:00 | buy | 155 | 0.01 | 86.623 | 86.533 | 86.683 | ||
310 | 2009.11.26 15:15 | close | 155 | 0.01 | 86.634 | 86.533 | 86.683 | 0.13 | 9966.03 |
311 | 2009.11.26 16:00 | sell | 156 | 0.01 | 86.594 | 86.684 | 86.534 | ||
312 | 2009.11.26 16:02 | close | 156 | 0.01 | 86.673 | 86.684 | 86.534 | -0.91 | 9965.12 |
313 | 2009.11.26 17:00 | sell | 157 | 0.01 | 86.557 | 86.647 | 86.497 | ||
314 | 2009.11.26 17:02 | close | 157 | 0.01 | 86.503 | 86.647 | 86.497 | 0.62 | 9965.74 |
315 | 2009.11.26 18:00 | sell | 158 | 0.01 | 86.452 | 86.542 | 86.392 | ||
316 | 2009.11.26 18:05 | close | 158 | 0.01 | 86.494 | 86.542 | 86.392 | -0.49 | 9965.25 |
317 | 2009.11.26 19:00 | sell | 159 | 0.01 | 86.510 | 86.600 | 86.450 | ||
318 | 2009.11.26 19:02 | s/l | 159 | 0.01 | 86.600 | 86.600 | 86.450 | -1.04 | 9964.21 |