Strategy Tester Report
AlpariUK-Demo (Build 225)
Symbol | USDCHF (US Dollar vs Swiss Franc) | ||||
Period | 1 Hour (H1) 2009.12.01 00:00 - 2009.12.31 18:00 (2009.12.01 - 2010.01.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | MA_length=10; MA_timeframe=0; MAtype=0; Percent=0.3; TradeOnFriday=1; slip=100; Lots=0.1; TakeProfit=120; Stoploss=200; PipStep=30; IncreasementType=0; MagicNumber=12345; UseTrailingStop=true; TrailingStop=15; UseHourTrade=false; FromHourTrade=8; ToHourTrade=18; | ||||
Bars in test | 1515 | Ticks modelled | 13947 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 92.12 | Gross profit | 731.75 | Gross loss | -639.63 |
Profit factor | 1.14 | Expected payoff | 0.82 | ||
Absolute drawdown | 91.47 | Maximal drawdown | 153.86 (1.53%) | Relative drawdown | 1.53% (153.86) |
Total trades | 112 | Short positions (won %) | 72 (54.17%) | Long positions (won %) | 40 (60.00%) |
Profit trades (% of total) | 63 (56.25%) | Loss trades (% of total) | 49 (43.75%) | ||
Largest | profit trade | 15.72 | loss trade | -19.81 | |
Average | profit trade | 11.62 | loss trade | -13.05 | |
Maximum | consecutive wins (profit in money) | 11 (126.53) | consecutive losses (loss in money) | 6 (-78.82) | |
Maximal | consecutive profit (count of wins) | 126.53 (11) | consecutive loss (count of losses) | -78.82 (6) | |
Average | consecutive wins | 4 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 09:45 | buy | 1 | 0.10 | 1.00102 | 0.99902 | 1.00222 | ||
2 | 2009.12.01 09:50 | buy | 2 | 0.10 | 1.00019 | 0.99819 | 1.00139 | ||
3 | 2009.12.01 09:50 | modify | 1 | 0.10 | 1.00102 | 0.99961 | 1.00181 | ||
4 | 2009.12.01 09:50 | modify | 2 | 0.10 | 1.00019 | 0.99961 | 1.00181 | ||
5 | 2009.12.01 10:20 | s/l | 1 | 0.10 | 0.99961 | 0.99961 | 1.00181 | -14.11 | 9985.89 |
6 | 2009.12.01 10:20 | s/l | 2 | 0.10 | 0.99961 | 0.99961 | 1.00181 | -5.80 | 9980.09 |
7 | 2009.12.01 14:20 | buy | 3 | 0.10 | 0.99896 | 0.99696 | 1.00016 | ||
8 | 2009.12.01 14:45 | t/p | 3 | 0.10 | 1.00016 | 0.99696 | 1.00016 | 11.99 | 9992.08 |
9 | 2009.12.01 17:15 | buy | 4 | 0.10 | 0.99780 | 0.99580 | 0.99900 | ||
10 | 2009.12.01 17:20 | buy | 5 | 0.10 | 0.99706 | 0.99506 | 0.99826 | ||
11 | 2009.12.01 17:20 | modify | 4 | 0.10 | 0.99780 | 0.99643 | 0.99863 | ||
12 | 2009.12.01 17:20 | modify | 5 | 0.10 | 0.99706 | 0.99643 | 0.99863 | ||
13 | 2009.12.01 17:50 | t/p | 4 | 0.10 | 0.99863 | 0.99643 | 0.99863 | 8.31 | 10000.39 |
14 | 2009.12.01 17:50 | t/p | 5 | 0.10 | 0.99863 | 0.99643 | 0.99863 | 15.72 | 10016.11 |
15 | 2009.12.02 17:20 | sell | 6 | 0.10 | 1.00230 | 1.00430 | 1.00110 | ||
16 | 2009.12.02 17:45 | t/p | 6 | 0.10 | 1.00110 | 1.00430 | 1.00110 | 11.99 | 10028.10 |
17 | 2009.12.03 08:50 | buy | 7 | 0.10 | 0.99658 | 0.99458 | 0.99778 | ||
18 | 2009.12.03 09:15 | t/p | 7 | 0.10 | 0.99778 | 0.99458 | 0.99778 | 12.03 | 10040.13 |
19 | 2009.12.03 15:20 | sell | 8 | 0.10 | 1.00107 | 1.00307 | 0.99987 | ||
20 | 2009.12.03 15:45 | t/p | 8 | 0.10 | 0.99987 | 1.00307 | 0.99987 | 12.01 | 10052.14 |
21 | 2009.12.04 14:45 | sell | 9 | 0.10 | 1.00617 | 1.00817 | 1.00497 | ||
22 | 2009.12.04 14:50 | s/l | 9 | 0.10 | 1.00817 | 1.00817 | 1.00497 | -19.81 | 10032.33 |
23 | 2009.12.04 16:50 | sell | 10 | 0.10 | 1.01328 | 1.01528 | 1.01208 | ||
24 | 2009.12.04 17:15 | sell | 11 | 0.10 | 1.01378 | 1.01578 | 1.01258 | ||
25 | 2009.12.04 17:15 | modify | 10 | 0.10 | 1.01328 | 1.01453 | 1.01233 | ||
26 | 2009.12.04 17:15 | modify | 11 | 0.10 | 1.01378 | 1.01453 | 1.01233 | ||
27 | 2009.12.04 17:20 | s/l | 10 | 0.10 | 1.01453 | 1.01453 | 1.01233 | -12.32 | 10020.01 |
28 | 2009.12.04 17:20 | s/l | 11 | 0.10 | 1.01453 | 1.01453 | 1.01233 | -7.39 | 10012.62 |
29 | 2009.12.04 19:20 | sell | 12 | 0.10 | 1.01546 | 1.01746 | 1.01426 | ||
30 | 2009.12.04 19:26 | sell | 13 | 0.10 | 1.01610 | 1.01810 | 1.01490 | ||
31 | 2009.12.04 19:26 | modify | 12 | 0.10 | 1.01546 | 1.01678 | 1.01458 | ||
32 | 2009.12.04 19:26 | modify | 13 | 0.10 | 1.01610 | 1.01678 | 1.01458 | ||
33 | 2009.12.04 19:35 | sell | 14 | 0.10 | 1.01646 | 1.01846 | 1.01526 | ||
34 | 2009.12.04 19:40 | s/l | 12 | 0.10 | 1.01678 | 1.01678 | 1.01458 | -12.98 | 9999.64 |
35 | 2009.12.04 19:40 | s/l | 13 | 0.10 | 1.01678 | 1.01678 | 1.01458 | -6.69 | 9992.95 |
36 | 2009.12.04 20:45 | s/l | 14 | 0.10 | 1.01846 | 1.01846 | 1.01526 | -19.63 | 9973.32 |
37 | 2009.12.04 22:45 | sell | 15 | 0.10 | 1.01634 | 1.01834 | 1.01514 | ||
38 | 2009.12.07 01:02 | t/p | 15 | 0.10 | 1.01514 | 1.01834 | 1.01514 | 11.73 | 9985.05 |
39 | 2009.12.07 09:35 | sell | 16 | 0.10 | 1.02052 | 1.02252 | 1.01932 | ||
40 | 2009.12.07 09:45 | sell | 17 | 0.10 | 1.02203 | 1.02403 | 1.02083 | ||
41 | 2009.12.07 09:59 | s/l | 16 | 0.10 | 1.02252 | 1.02252 | 1.01932 | -19.54 | 9965.51 |
42 | 2009.12.07 10:02 | s/l | 17 | 0.10 | 1.02403 | 1.02403 | 1.02083 | -19.52 | 9945.99 |
43 | 2009.12.07 12:05 | sell | 18 | 0.10 | 1.02068 | 1.02268 | 1.01948 | ||
44 | 2009.12.07 12:15 | sell | 19 | 0.10 | 1.02111 | 1.02311 | 1.01991 | ||
45 | 2009.12.07 12:15 | modify | 18 | 0.10 | 1.02068 | 1.02190 | 1.01970 | ||
46 | 2009.12.07 12:15 | modify | 19 | 0.10 | 1.02111 | 1.02190 | 1.01970 | ||
47 | 2009.12.07 12:40 | sell | 20 | 0.10 | 1.02143 | 1.02343 | 1.02023 | ||
48 | 2009.12.07 12:45 | s/l | 18 | 0.10 | 1.02190 | 1.02190 | 1.01970 | -11.94 | 9934.05 |
49 | 2009.12.07 12:45 | s/l | 19 | 0.10 | 1.02190 | 1.02190 | 1.01970 | -7.73 | 9926.32 |
50 | 2009.12.07 15:20 | sell | 21 | 0.10 | 1.02240 | 1.02440 | 1.02120 | ||
51 | 2009.12.07 15:45 | t/p | 21 | 0.10 | 1.02120 | 1.02440 | 1.02120 | 11.75 | 9938.07 |
52 | 2009.12.07 15:50 | t/p | 20 | 0.10 | 1.02023 | 1.02343 | 1.02023 | 11.77 | 9949.84 |
53 | 2009.12.07 18:45 | buy | 22 | 0.10 | 1.01744 | 1.01544 | 1.01864 | ||
54 | 2009.12.07 18:50 | s/l | 22 | 0.10 | 1.01544 | 1.01544 | 1.01864 | -19.70 | 9930.14 |
55 | 2009.12.08 09:03 | sell | 23 | 0.10 | 1.02182 | 1.02382 | 1.02062 | ||
56 | 2009.12.08 09:20 | t/p | 23 | 0.10 | 1.02062 | 1.02382 | 1.02062 | 11.76 | 9941.90 |
57 | 2009.12.08 12:50 | sell | 24 | 0.10 | 1.02159 | 1.02359 | 1.02039 | ||
58 | 2009.12.08 13:02 | sell | 25 | 0.10 | 1.02237 | 1.02437 | 1.02117 | ||
59 | 2009.12.08 13:02 | modify | 24 | 0.10 | 1.02159 | 1.02298 | 1.02078 | ||
60 | 2009.12.08 13:02 | modify | 25 | 0.10 | 1.02237 | 1.02298 | 1.02078 | ||
61 | 2009.12.08 13:20 | t/p | 24 | 0.10 | 1.02078 | 1.02298 | 1.02078 | 7.94 | 9949.84 |
62 | 2009.12.08 13:20 | t/p | 25 | 0.10 | 1.02078 | 1.02298 | 1.02078 | 15.58 | 9965.42 |
63 | 2009.12.08 15:22 | sell | 26 | 0.10 | 1.02307 | 1.02507 | 1.02187 | ||
64 | 2009.12.08 15:27 | sell | 27 | 0.10 | 1.02356 | 1.02556 | 1.02236 | ||
65 | 2009.12.08 15:27 | modify | 26 | 0.10 | 1.02307 | 1.02432 | 1.02212 | ||
66 | 2009.12.08 15:27 | modify | 27 | 0.10 | 1.02356 | 1.02432 | 1.02212 | ||
67 | 2009.12.08 15:32 | s/l | 26 | 0.10 | 1.02432 | 1.02432 | 1.02212 | -12.21 | 9953.21 |
68 | 2009.12.08 15:32 | s/l | 27 | 0.10 | 1.02432 | 1.02432 | 1.02212 | -7.42 | 9945.79 |
69 | 2009.12.08 17:32 | sell | 28 | 0.10 | 1.02513 | 1.02713 | 1.02393 | ||
70 | 2009.12.08 18:15 | sell | 29 | 0.10 | 1.02578 | 1.02778 | 1.02458 | ||
71 | 2009.12.08 18:15 | modify | 28 | 0.10 | 1.02513 | 1.02646 | 1.02426 | ||
72 | 2009.12.08 18:15 | modify | 29 | 0.10 | 1.02578 | 1.02646 | 1.02426 | ||
73 | 2009.12.08 18:20 | s/l | 28 | 0.10 | 1.02646 | 1.02646 | 1.02426 | -12.96 | 9932.83 |
74 | 2009.12.08 18:20 | s/l | 29 | 0.10 | 1.02646 | 1.02646 | 1.02426 | -6.62 | 9926.21 |
75 | 2009.12.08 20:20 | sell | 30 | 0.10 | 1.02822 | 1.03022 | 1.02702 | ||
76 | 2009.12.08 20:50 | sell | 31 | 0.10 | 1.02858 | 1.03058 | 1.02738 | ||
77 | 2009.12.08 20:50 | modify | 30 | 0.10 | 1.02822 | 1.02940 | 1.02720 | ||
78 | 2009.12.08 20:50 | modify | 31 | 0.10 | 1.02858 | 1.02940 | 1.02720 | ||
79 | 2009.12.08 21:50 | t/p | 30 | 0.10 | 1.02720 | 1.02940 | 1.02720 | 9.94 | 9936.15 |
80 | 2009.12.08 21:50 | t/p | 31 | 0.10 | 1.02720 | 1.02940 | 1.02720 | 13.44 | 9949.59 |
81 | 2009.12.09 00:37 | sell | 32 | 0.10 | 1.02900 | 1.03100 | 1.02780 | ||
82 | 2009.12.09 00:45 | t/p | 32 | 0.10 | 1.02780 | 1.03100 | 1.02780 | 11.68 | 9961.27 |
83 | 2009.12.09 11:32 | buy | 33 | 0.10 | 1.02205 | 1.02005 | 1.02325 | ||
84 | 2009.12.09 12:10 | t/p | 33 | 0.10 | 1.02325 | 1.02005 | 1.02325 | 11.72 | 9972.99 |
85 | 2009.12.09 18:20 | sell | 34 | 0.10 | 1.02879 | 1.03079 | 1.02759 | ||
86 | 2009.12.09 18:37 | t/p | 34 | 0.10 | 1.02759 | 1.03079 | 1.02759 | 11.68 | 9984.67 |
87 | 2009.12.10 09:37 | sell | 35 | 0.10 | 1.03010 | 1.03210 | 1.02890 | ||
88 | 2009.12.10 09:40 | t/p | 35 | 0.10 | 1.02890 | 1.03210 | 1.02890 | 11.66 | 9996.33 |
89 | 2009.12.11 14:50 | sell | 36 | 0.10 | 1.02868 | 1.03068 | 1.02748 | ||
90 | 2009.12.11 14:57 | t/p | 36 | 0.10 | 1.02748 | 1.03068 | 1.02748 | 11.69 | 10008.02 |
91 | 2009.12.11 16:57 | sell | 37 | 0.10 | 1.03536 | 1.03736 | 1.03416 | ||
92 | 2009.12.11 17:15 | sell | 38 | 0.10 | 1.03599 | 1.03799 | 1.03479 | ||
93 | 2009.12.11 17:15 | modify | 37 | 0.10 | 1.03536 | 1.03668 | 1.03448 | ||
94 | 2009.12.11 17:15 | modify | 38 | 0.10 | 1.03599 | 1.03668 | 1.03448 | ||
95 | 2009.12.11 17:20 | s/l | 37 | 0.10 | 1.03668 | 1.03668 | 1.03448 | -12.73 | 9995.29 |
96 | 2009.12.11 17:20 | s/l | 38 | 0.10 | 1.03668 | 1.03668 | 1.03448 | -6.65 | 9988.64 |
97 | 2009.12.11 19:20 | sell | 39 | 0.10 | 1.03498 | 1.03698 | 1.03378 | ||
98 | 2009.12.11 20:37 | t/p | 39 | 0.10 | 1.03378 | 1.03698 | 1.03378 | 11.61 | 10000.25 |
99 | 2009.12.14 08:20 | buy | 40 | 0.10 | 1.02954 | 1.02754 | 1.03074 | ||
100 | 2009.12.14 09:10 | t/p | 40 | 0.10 | 1.03074 | 1.02754 | 1.03074 | 11.63 | 10011.88 |
101 | 2009.12.15 09:03 | sell | 41 | 0.10 | 1.03696 | 1.03896 | 1.03576 | ||
102 | 2009.12.15 09:10 | sell | 42 | 0.10 | 1.03797 | 1.03997 | 1.03677 | ||
103 | 2009.12.15 09:16 | s/l | 41 | 0.10 | 1.03896 | 1.03896 | 1.03576 | -19.25 | 9992.63 |
104 | 2009.12.15 10:20 | s/l | 42 | 0.10 | 1.03997 | 1.03997 | 1.03677 | -19.23 | 9973.40 |
105 | 2009.12.15 12:20 | sell | 43 | 0.10 | 1.04065 | 1.04265 | 1.03945 | ||
106 | 2009.12.15 12:45 | t/p | 43 | 0.10 | 1.03945 | 1.04265 | 1.03945 | 11.54 | 9984.94 |
107 | 2009.12.15 14:45 | sell | 44 | 0.10 | 1.04016 | 1.04216 | 1.03896 | ||
108 | 2009.12.15 15:07 | sell | 45 | 0.10 | 1.04053 | 1.04253 | 1.03933 | ||
109 | 2009.12.15 15:07 | modify | 44 | 0.10 | 1.04016 | 1.04135 | 1.03915 | ||
110 | 2009.12.15 15:07 | modify | 45 | 0.10 | 1.04053 | 1.04135 | 1.03915 | ||
111 | 2009.12.15 15:20 | t/p | 44 | 0.10 | 1.03915 | 1.04135 | 1.03915 | 9.72 | 9994.66 |
112 | 2009.12.15 15:20 | t/p | 45 | 0.10 | 1.03915 | 1.04135 | 1.03915 | 13.29 | 10007.95 |
113 | 2009.12.15 17:20 | sell | 46 | 0.10 | 1.04188 | 1.04388 | 1.04068 | ||
114 | 2009.12.15 17:45 | sell | 47 | 0.10 | 1.04230 | 1.04430 | 1.04110 | ||
115 | 2009.12.15 17:45 | modify | 46 | 0.10 | 1.04188 | 1.04309 | 1.04089 | ||
116 | 2009.12.15 17:45 | modify | 47 | 0.10 | 1.04230 | 1.04309 | 1.04089 | ||
117 | 2009.12.15 17:50 | sell | 48 | 0.10 | 1.04283 | 1.04483 | 1.04163 | ||
118 | 2009.12.15 18:07 | t/p | 48 | 0.10 | 1.04163 | 1.04483 | 1.04163 | 11.52 | 10019.47 |
119 | 2009.12.15 20:33 | t/p | 46 | 0.10 | 1.04089 | 1.04309 | 1.04089 | 9.51 | 10028.98 |
120 | 2009.12.15 20:33 | t/p | 47 | 0.10 | 1.04089 | 1.04309 | 1.04089 | 13.54 | 10042.52 |
121 | 2009.12.16 13:20 | buy | 49 | 0.10 | 1.03685 | 1.03485 | 1.03805 | ||
122 | 2009.12.16 13:45 | t/p | 49 | 0.10 | 1.03805 | 1.03485 | 1.03805 | 11.56 | 10054.08 |
123 | 2009.12.16 15:50 | buy | 50 | 0.10 | 1.03619 | 1.03419 | 1.03739 | ||
124 | 2009.12.16 15:57 | t/p | 50 | 0.10 | 1.03739 | 1.03419 | 1.03739 | 11.56 | 10065.64 |
125 | 2009.12.16 17:59 | buy | 51 | 0.10 | 1.03562 | 1.03362 | 1.03682 | ||
126 | 2009.12.16 18:40 | t/p | 51 | 0.10 | 1.03682 | 1.03362 | 1.03682 | 11.57 | 10077.21 |
127 | 2009.12.17 02:33 | sell | 52 | 0.10 | 1.04119 | 1.04319 | 1.03999 | ||
128 | 2009.12.17 02:40 | sell | 53 | 0.10 | 1.04220 | 1.04420 | 1.04100 | ||
129 | 2009.12.17 02:46 | s/l | 52 | 0.10 | 1.04319 | 1.04319 | 1.03999 | -19.17 | 10058.04 |
130 | 2009.12.17 03:45 | s/l | 53 | 0.10 | 1.04420 | 1.04420 | 1.04100 | -19.14 | 10038.90 |
131 | 2009.12.17 05:45 | sell | 54 | 0.10 | 1.04740 | 1.04940 | 1.04620 | ||
132 | 2009.12.17 05:50 | sell | 55 | 0.10 | 1.04813 | 1.05013 | 1.04693 | ||
133 | 2009.12.17 05:50 | modify | 54 | 0.10 | 1.04740 | 1.04877 | 1.04657 | ||
134 | 2009.12.17 05:50 | modify | 55 | 0.10 | 1.04813 | 1.04877 | 1.04657 | ||
135 | 2009.12.17 06:10 | t/p | 54 | 0.10 | 1.04657 | 1.04877 | 1.04657 | 7.93 | 10046.83 |
136 | 2009.12.17 06:10 | t/p | 55 | 0.10 | 1.04657 | 1.04877 | 1.04657 | 14.91 | 10061.74 |
137 | 2009.12.17 08:15 | sell | 56 | 0.10 | 1.04589 | 1.04789 | 1.04469 | ||
138 | 2009.12.17 08:20 | sell | 57 | 0.10 | 1.04622 | 1.04822 | 1.04502 | ||
139 | 2009.12.17 08:20 | modify | 56 | 0.10 | 1.04589 | 1.04706 | 1.04486 | ||
140 | 2009.12.17 08:20 | modify | 57 | 0.10 | 1.04622 | 1.04706 | 1.04486 | ||
141 | 2009.12.17 08:45 | sell | 58 | 0.10 | 1.04657 | 1.04857 | 1.04537 | ||
142 | 2009.12.17 08:50 | s/l | 56 | 0.10 | 1.04706 | 1.04706 | 1.04486 | -11.17 | 10050.57 |
143 | 2009.12.17 08:50 | s/l | 57 | 0.10 | 1.04706 | 1.04706 | 1.04486 | -8.02 | 10042.55 |
144 | 2009.12.17 09:20 | t/p | 58 | 0.10 | 1.04537 | 1.04857 | 1.04537 | 11.49 | 10054.04 |
145 | 2009.12.17 11:20 | sell | 59 | 0.10 | 1.04918 | 1.05118 | 1.04798 | ||
146 | 2009.12.17 11:40 | sell | 60 | 0.10 | 1.04968 | 1.05168 | 1.04848 | ||
147 | 2009.12.17 11:40 | modify | 59 | 0.10 | 1.04918 | 1.05043 | 1.04823 | ||
148 | 2009.12.17 11:40 | modify | 60 | 0.10 | 1.04968 | 1.05043 | 1.04823 | ||
149 | 2009.12.17 11:45 | sell | 61 | 0.10 | 1.05020 | 1.05220 | 1.04900 | ||
150 | 2009.12.17 11:50 | s/l | 59 | 0.10 | 1.05043 | 1.05043 | 1.04823 | -11.90 | 10042.14 |
151 | 2009.12.17 11:50 | s/l | 60 | 0.10 | 1.05043 | 1.05043 | 1.04823 | -7.14 | 10035.00 |
152 | 2009.12.17 12:15 | t/p | 61 | 0.10 | 1.04900 | 1.05220 | 1.04900 | 11.45 | 10046.45 |
153 | 2009.12.17 14:50 | sell | 62 | 0.10 | 1.05046 | 1.05246 | 1.04926 | ||
154 | 2009.12.17 15:05 | t/p | 62 | 0.10 | 1.04926 | 1.05246 | 1.04926 | 11.43 | 10057.88 |
155 | 2009.12.17 20:20 | buy | 63 | 0.10 | 1.04478 | 1.04278 | 1.04598 | ||
156 | 2009.12.17 20:40 | t/p | 63 | 0.10 | 1.04598 | 1.04278 | 1.04598 | 11.47 | 10069.35 |
157 | 2009.12.18 01:20 | buy | 64 | 0.10 | 1.04326 | 1.04126 | 1.04446 | ||
158 | 2009.12.18 01:27 | t/p | 64 | 0.10 | 1.04446 | 1.04126 | 1.04446 | 11.49 | 10080.84 |
159 | 2009.12.18 03:27 | buy | 65 | 0.10 | 1.03988 | 1.03788 | 1.04108 | ||
160 | 2009.12.18 03:37 | buy | 66 | 0.10 | 1.03952 | 1.03752 | 1.04072 | ||
161 | 2009.12.18 03:37 | modify | 65 | 0.10 | 1.03988 | 1.03870 | 1.04090 | ||
162 | 2009.12.18 03:37 | modify | 66 | 0.10 | 1.03952 | 1.03870 | 1.04090 | ||
163 | 2009.12.18 04:15 | t/p | 65 | 0.10 | 1.04090 | 1.03870 | 1.04090 | 9.80 | 10090.64 |
164 | 2009.12.18 04:15 | t/p | 66 | 0.10 | 1.04090 | 1.03870 | 1.04090 | 13.25 | 10103.89 |
165 | 2009.12.18 14:50 | sell | 67 | 0.10 | 1.04489 | 1.04689 | 1.04369 | ||
166 | 2009.12.18 15:15 | t/p | 67 | 0.10 | 1.04369 | 1.04689 | 1.04369 | 11.50 | 10115.39 |
167 | 2009.12.18 17:15 | sell | 68 | 0.10 | 1.04601 | 1.04801 | 1.04481 | ||
168 | 2009.12.18 18:15 | t/p | 68 | 0.10 | 1.04481 | 1.04801 | 1.04481 | 11.48 | 10126.87 |
169 | 2009.12.21 00:15 | buy | 69 | 0.10 | 1.04036 | 1.03836 | 1.04156 | ||
170 | 2009.12.21 00:20 | buy | 70 | 0.10 | 1.04003 | 1.03803 | 1.04123 | ||
171 | 2009.12.21 00:20 | modify | 69 | 0.10 | 1.04036 | 1.03920 | 1.04140 | ||
172 | 2009.12.21 00:20 | modify | 70 | 0.10 | 1.04003 | 1.03920 | 1.04140 | ||
173 | 2009.12.21 01:02 | buy | 71 | 0.10 | 1.03950 | 1.03750 | 1.04070 | ||
174 | 2009.12.21 01:20 | t/p | 71 | 0.10 | 1.04070 | 1.03750 | 1.04070 | 11.53 | 10138.40 |
175 | 2009.12.21 01:50 | t/p | 69 | 0.10 | 1.04140 | 1.03920 | 1.04140 | 9.98 | 10148.38 |
176 | 2009.12.21 01:50 | t/p | 70 | 0.10 | 1.04140 | 1.03920 | 1.04140 | 13.15 | 10161.53 |
177 | 2009.12.21 09:40 | sell | 72 | 0.10 | 1.04462 | 1.04662 | 1.04342 | ||
178 | 2009.12.21 09:45 | sell | 73 | 0.10 | 1.04637 | 1.04837 | 1.04517 | ||
179 | 2009.12.21 09:50 | s/l | 72 | 0.10 | 1.04662 | 1.04662 | 1.04342 | -19.08 | 10142.45 |
180 | 2009.12.21 10:45 | t/p | 73 | 0.10 | 1.04517 | 1.04837 | 1.04517 | 11.48 | 10153.93 |
181 | 2009.12.21 17:32 | sell | 74 | 0.10 | 1.04596 | 1.04796 | 1.04476 | ||
182 | 2009.12.21 17:50 | t/p | 74 | 0.10 | 1.04476 | 1.04796 | 1.04476 | 11.50 | 10165.43 |
183 | 2009.12.21 20:02 | sell | 75 | 0.10 | 1.04615 | 1.04815 | 1.04495 | ||
184 | 2009.12.21 21:15 | sell | 76 | 0.10 | 1.04665 | 1.04865 | 1.04545 | ||
185 | 2009.12.21 21:15 | modify | 75 | 0.10 | 1.04615 | 1.04740 | 1.04520 | ||
186 | 2009.12.21 21:15 | modify | 76 | 0.10 | 1.04665 | 1.04740 | 1.04520 | ||
187 | 2009.12.21 21:20 | sell | 77 | 0.10 | 1.04713 | 1.04913 | 1.04593 | ||
188 | 2009.12.21 21:50 | t/p | 77 | 0.10 | 1.04593 | 1.04913 | 1.04593 | 11.47 | 10176.90 |
189 | 2009.12.22 00:50 | t/p | 75 | 0.10 | 1.04520 | 1.04740 | 1.04520 | 9.00 | 10185.90 |
190 | 2009.12.22 00:50 | t/p | 76 | 0.10 | 1.04520 | 1.04740 | 1.04520 | 13.78 | 10199.68 |
191 | 2009.12.22 13:45 | sell | 78 | 0.10 | 1.04932 | 1.05132 | 1.04812 | ||
192 | 2009.12.22 13:50 | sell | 79 | 0.10 | 1.04972 | 1.05172 | 1.04852 | ||
193 | 2009.12.22 13:50 | modify | 78 | 0.10 | 1.04932 | 1.05052 | 1.04832 | ||
194 | 2009.12.22 13:50 | modify | 79 | 0.10 | 1.04972 | 1.05052 | 1.04832 | ||
195 | 2009.12.22 14:02 | sell | 80 | 0.10 | 1.05018 | 1.05218 | 1.04898 | ||
196 | 2009.12.22 14:07 | s/l | 78 | 0.10 | 1.05052 | 1.05052 | 1.04832 | -11.42 | 10188.26 |
197 | 2009.12.22 14:07 | s/l | 79 | 0.10 | 1.05052 | 1.05052 | 1.04832 | -7.62 | 10180.64 |
198 | 2009.12.22 14:20 | t/p | 80 | 0.10 | 1.04898 | 1.05218 | 1.04898 | 11.45 | 10192.09 |
199 | 2009.12.22 16:50 | sell | 81 | 0.10 | 1.04997 | 1.05197 | 1.04877 | ||
200 | 2009.12.22 17:59 | t/p | 81 | 0.10 | 1.04877 | 1.05197 | 1.04877 | 11.44 | 10203.53 |
201 | 2009.12.23 13:40 | buy | 82 | 0.10 | 1.04487 | 1.04287 | 1.04607 | ||
202 | 2009.12.23 13:45 | buy | 83 | 0.10 | 1.04380 | 1.04180 | 1.04500 | ||
203 | 2009.12.23 13:50 | s/l | 82 | 0.10 | 1.04287 | 1.04287 | 1.04607 | -19.19 | 10184.34 |
204 | 2009.12.23 14:02 | s/l | 83 | 0.10 | 1.04180 | 1.04180 | 1.04500 | -19.21 | 10165.13 |
205 | 2009.12.23 16:05 | buy | 84 | 0.10 | 1.04220 | 1.04020 | 1.04340 | ||
206 | 2009.12.23 16:10 | buy | 85 | 0.10 | 1.04151 | 1.03951 | 1.04271 | ||
207 | 2009.12.23 16:10 | modify | 84 | 0.10 | 1.04220 | 1.04086 | 1.04306 | ||
208 | 2009.12.23 16:10 | modify | 85 | 0.10 | 1.04151 | 1.04086 | 1.04306 | ||
209 | 2009.12.23 16:15 | s/l | 84 | 0.10 | 1.04086 | 1.04086 | 1.04306 | -12.88 | 10152.25 |
210 | 2009.12.23 16:15 | s/l | 85 | 0.10 | 1.04086 | 1.04086 | 1.04306 | -6.25 | 10146.00 |
211 | 2009.12.23 18:15 | buy | 86 | 0.10 | 1.03704 | 1.03504 | 1.03824 | ||
212 | 2009.12.23 18:20 | buy | 87 | 0.10 | 1.03625 | 1.03425 | 1.03745 | ||
213 | 2009.12.23 18:20 | modify | 86 | 0.10 | 1.03704 | 1.03565 | 1.03785 | ||
214 | 2009.12.23 18:20 | modify | 87 | 0.10 | 1.03625 | 1.03565 | 1.03785 | ||
215 | 2009.12.23 19:20 | t/p | 86 | 0.10 | 1.03785 | 1.03565 | 1.03785 | 7.80 | 10153.80 |
216 | 2009.12.23 19:20 | t/p | 87 | 0.10 | 1.03785 | 1.03565 | 1.03785 | 15.41 | 10169.21 |
217 | 2009.12.24 10:50 | buy | 88 | 0.10 | 1.03523 | 1.03323 | 1.03643 | ||
218 | 2009.12.24 11:15 | buy | 89 | 0.10 | 1.03489 | 1.03289 | 1.03609 | ||
219 | 2009.12.24 11:15 | modify | 88 | 0.10 | 1.03523 | 1.03406 | 1.03626 | ||
220 | 2009.12.24 11:15 | modify | 89 | 0.10 | 1.03489 | 1.03406 | 1.03626 | ||
221 | 2009.12.24 11:20 | buy | 90 | 0.10 | 1.03439 | 1.03239 | 1.03559 | ||
222 | 2009.12.24 11:32 | s/l | 88 | 0.10 | 1.03406 | 1.03406 | 1.03626 | -11.32 | 10157.89 |
223 | 2009.12.24 11:32 | s/l | 89 | 0.10 | 1.03406 | 1.03406 | 1.03626 | -8.03 | 10149.86 |
224 | 2009.12.24 13:32 | buy | 91 | 0.10 | 1.03405 | 1.03205 | 1.03525 | ||
225 | 2009.12.24 13:32 | modify | 90 | 0.10 | 1.03439 | 1.03322 | 1.03542 | ||
226 | 2009.12.24 13:32 | modify | 91 | 0.10 | 1.03405 | 1.03322 | 1.03542 | ||
227 | 2009.12.24 13:40 | buy | 92 | 0.10 | 1.03347 | 1.03147 | 1.03467 | ||
228 | 2009.12.24 13:45 | s/l | 90 | 0.10 | 1.03322 | 1.03322 | 1.03542 | -11.33 | 10138.53 |
229 | 2009.12.24 13:45 | s/l | 91 | 0.10 | 1.03322 | 1.03322 | 1.03542 | -8.03 | 10130.50 |
230 | 2009.12.24 14:50 | t/p | 92 | 0.10 | 1.03467 | 1.03147 | 1.03467 | 11.59 | 10142.09 |
231 | 2009.12.29 08:40 | buy | 93 | 0.10 | 1.03218 | 1.03018 | 1.03338 | ||
232 | 2009.12.29 08:45 | buy | 94 | 0.10 | 1.03163 | 1.02963 | 1.03283 | ||
233 | 2009.12.29 08:45 | modify | 93 | 0.10 | 1.03218 | 1.03091 | 1.03311 | ||
234 | 2009.12.29 08:45 | modify | 94 | 0.10 | 1.03163 | 1.03091 | 1.03311 | ||
235 | 2009.12.29 08:50 | s/l | 93 | 0.10 | 1.03091 | 1.03091 | 1.03311 | -12.32 | 10129.77 |
236 | 2009.12.29 08:50 | s/l | 94 | 0.10 | 1.03091 | 1.03091 | 1.03311 | -6.98 | 10122.79 |
237 | 2009.12.29 10:50 | buy | 95 | 0.10 | 1.03045 | 1.02845 | 1.03165 | ||
238 | 2009.12.29 10:59 | buy | 96 | 0.10 | 1.02999 | 1.02799 | 1.03119 | ||
239 | 2009.12.29 10:59 | modify | 95 | 0.10 | 1.03045 | 1.02922 | 1.03142 | ||
240 | 2009.12.29 10:59 | modify | 96 | 0.10 | 1.02999 | 1.02922 | 1.03142 | ||
241 | 2009.12.29 11:40 | t/p | 95 | 0.10 | 1.03142 | 1.02922 | 1.03142 | 9.40 | 10132.19 |
242 | 2009.12.29 11:40 | t/p | 96 | 0.10 | 1.03142 | 1.02922 | 1.03142 | 13.86 | 10146.05 |
243 | 2009.12.29 13:40 | buy | 97 | 0.10 | 1.02893 | 1.02693 | 1.03013 | ||
244 | 2009.12.29 14:10 | t/p | 97 | 0.10 | 1.03013 | 1.02693 | 1.03013 | 11.65 | 10157.70 |
245 | 2009.12.29 17:10 | sell | 98 | 0.10 | 1.03467 | 1.03667 | 1.03347 | ||
246 | 2009.12.29 17:15 | sell | 99 | 0.10 | 1.03615 | 1.03815 | 1.03495 | ||
247 | 2009.12.29 17:20 | s/l | 98 | 0.10 | 1.03667 | 1.03667 | 1.03347 | -19.27 | 10138.43 |
248 | 2009.12.29 17:32 | s/l | 99 | 0.10 | 1.03815 | 1.03815 | 1.03495 | -19.26 | 10119.17 |
249 | 2009.12.29 19:32 | sell | 100 | 0.10 | 1.03656 | 1.03856 | 1.03536 | ||
250 | 2009.12.29 19:40 | sell | 101 | 0.10 | 1.03694 | 1.03894 | 1.03574 | ||
251 | 2009.12.29 19:40 | modify | 100 | 0.10 | 1.03656 | 1.03775 | 1.03555 | ||
252 | 2009.12.29 19:40 | modify | 101 | 0.10 | 1.03694 | 1.03775 | 1.03555 | ||
253 | 2009.12.29 19:50 | sell | 102 | 0.10 | 1.03751 | 1.03951 | 1.03631 | ||
254 | 2009.12.29 20:20 | s/l | 100 | 0.10 | 1.03775 | 1.03775 | 1.03555 | -11.46 | 10107.71 |
255 | 2009.12.29 20:20 | s/l | 101 | 0.10 | 1.03775 | 1.03775 | 1.03555 | -7.80 | 10099.91 |
256 | 2009.12.29 21:20 | t/p | 102 | 0.10 | 1.03631 | 1.03951 | 1.03631 | 11.58 | 10111.49 |
257 | 2009.12.30 16:45 | sell | 103 | 0.10 | 1.04113 | 1.04313 | 1.03993 | ||
258 | 2009.12.30 16:50 | sell | 104 | 0.10 | 1.04211 | 1.04411 | 1.04091 | ||
259 | 2009.12.30 16:59 | t/p | 104 | 0.10 | 1.04091 | 1.04411 | 1.04091 | 11.53 | 10123.02 |
260 | 2009.12.30 17:07 | t/p | 103 | 0.10 | 1.03993 | 1.04313 | 1.03993 | 11.54 | 10134.56 |
261 | 2009.12.31 07:40 | buy | 105 | 0.10 | 1.03129 | 1.02929 | 1.03249 | ||
262 | 2009.12.31 07:46 | s/l | 105 | 0.10 | 1.02929 | 1.02929 | 1.03249 | -19.44 | 10115.12 |
263 | 2009.12.31 09:47 | buy | 106 | 0.10 | 1.03095 | 1.02895 | 1.03215 | ||
264 | 2009.12.31 09:50 | buy | 107 | 0.10 | 1.03013 | 1.02813 | 1.03133 | ||
265 | 2009.12.31 09:50 | modify | 106 | 0.10 | 1.03095 | 1.02954 | 1.03174 | ||
266 | 2009.12.31 09:50 | modify | 107 | 0.10 | 1.03013 | 1.02954 | 1.03174 | ||
267 | 2009.12.31 10:15 | s/l | 106 | 0.10 | 1.02954 | 1.02954 | 1.03174 | -13.69 | 10101.43 |
268 | 2009.12.31 10:15 | s/l | 107 | 0.10 | 1.02954 | 1.02954 | 1.03174 | -5.73 | 10095.70 |
269 | 2009.12.31 12:20 | buy | 108 | 0.10 | 1.02894 | 1.02694 | 1.03014 | ||
270 | 2009.12.31 12:37 | buy | 109 | 0.10 | 1.02861 | 1.02661 | 1.02981 | ||
271 | 2009.12.31 12:37 | modify | 108 | 0.10 | 1.02894 | 1.02778 | 1.02998 | ||
272 | 2009.12.31 12:37 | modify | 109 | 0.10 | 1.02861 | 1.02778 | 1.02998 | ||
273 | 2009.12.31 12:50 | t/p | 108 | 0.10 | 1.02998 | 1.02778 | 1.02998 | 10.09 | 10105.79 |
274 | 2009.12.31 12:50 | t/p | 109 | 0.10 | 1.02998 | 1.02778 | 1.02998 | 13.29 | 10119.08 |
275 | 2009.12.31 16:10 | sell | 110 | 0.10 | 1.03462 | 1.03662 | 1.03342 | ||
276 | 2009.12.31 16:15 | sell | 111 | 0.10 | 1.03559 | 1.03759 | 1.03439 | ||
277 | 2009.12.31 16:20 | s/l | 110 | 0.10 | 1.03662 | 1.03662 | 1.03342 | -19.29 | 10099.79 |
278 | 2009.12.31 16:32 | s/l | 111 | 0.10 | 1.03759 | 1.03759 | 1.03439 | -19.26 | 10080.53 |
279 | 2009.12.31 18:32 | sell | 112 | 0.10 | 1.03647 | 1.03847 | 1.03527 | ||
280 | 2009.12.31 18:45 | t/p | 112 | 0.10 | 1.03527 | 1.03847 | 1.03527 | 11.59 | 10092.12 |