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 | ATRPeriod=0; ATRMultiplier=1; MartingaleStyle=0; Lots=5; StartingBalance=0; ProfitMade=0; BasketProfit=0; LossLimit=69; BasketLoss=0; BreakEven=0; TrailStop=34; LotResolution=1; KillLogging=false; | ||||
| Bars in test | 1515 | Ticks modelled | 13947 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 7292.13 | Gross profit | 29055.13 | Gross loss | -21762.99 |
| Profit factor | 1.34 | Expected payoff | 251.45 | ||
| Absolute drawdown | 6772.19 | Maximal drawdown | 11095.08 (44.00%) | Relative drawdown | 71.02% (7908.80) |
| Total trades | 29 | Short positions (won %) | 1 (0.00%) | Long positions (won %) | 28 (78.57%) |
| Profit trades (% of total) | 22 (75.86%) | Loss trades (% of total) | 7 (24.14%) | ||
| Largest | profit trade | 3562.82 | loss trade | -3765.72 | |
| Average | profit trade | 1320.69 | loss trade | -3109.00 | |
| Maximum | consecutive wins (profit in money) | 12 (20284.01) | consecutive losses (loss in money) | 2 (-7161.86) | |
| Maximal | consecutive profit (count of wins) | 20284.01 (12) | consecutive loss (count of losses) | -7161.86 (2) | |
| Average | consecutive wins | 4 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 00:00 | buy | 1 | 5.00 | 1.00508 | 0.00000 | 0.00000 | ||
| 2 | 2009.12.01 00:00 | modify | 1 | 5.00 | 1.00508 | 0.98818 | 0.00000 | ||
| 3 | 2009.12.01 17:15 | close | 1 | 5.00 | 0.99766 | 0.98818 | 0.00000 | -3718.70 | 6281.30 |
| 4 | 2009.12.01 17:17 | buy | 2 | 5.00 | 0.99796 | 0.00000 | 0.00000 | ||
| 5 | 2009.12.01 17:17 | modify | 2 | 5.00 | 0.99796 | 0.98106 | 0.00000 | ||
| 6 | 2009.12.02 17:15 | modify | 2 | 5.00 | 0.99796 | 0.99807 | 0.00000 | ||
| 7 | 2009.12.02 17:20 | modify | 2 | 5.00 | 0.99796 | 0.99890 | 0.00000 | ||
| 8 | 2009.12.02 18:20 | modify | 2 | 5.00 | 0.99796 | 0.99921 | 0.00000 | ||
| 9 | 2009.12.03 01:50 | s/l | 2 | 5.00 | 0.99921 | 0.99921 | 0.00000 | 635.49 | 6916.79 |
| 10 | 2009.12.03 01:50 | sell | 3 | 5.00 | 0.99906 | 0.00000 | 0.00000 | ||
| 11 | 2009.12.03 01:50 | modify | 3 | 5.00 | 0.99906 | 1.01596 | 0.00000 | ||
| 12 | 2009.12.04 14:45 | close | 3 | 5.00 | 1.00629 | 1.01596 | 0.00000 | -3595.87 | 3320.92 |
| 13 | 2009.12.04 14:47 | buy | 4 | 5.00 | 1.00512 | 0.00000 | 0.00000 | ||
| 14 | 2009.12.04 14:47 | modify | 4 | 5.00 | 1.00512 | 0.98822 | 0.00000 | ||
| 15 | 2009.12.04 14:50 | modify | 4 | 5.00 | 1.00512 | 1.00628 | 0.00000 | ||
| 16 | 2009.12.04 14:57 | s/l | 4 | 5.00 | 1.00628 | 1.00628 | 0.00000 | 577.12 | 3898.04 |
| 17 | 2009.12.04 15:00 | buy | 5 | 5.00 | 1.00846 | 0.00000 | 0.00000 | ||
| 18 | 2009.12.04 15:00 | modify | 5 | 5.00 | 1.00846 | 0.99156 | 0.00000 | ||
| 19 | 2009.12.04 16:45 | modify | 5 | 5.00 | 1.00846 | 1.00910 | 0.00000 | ||
| 20 | 2009.12.04 16:50 | modify | 5 | 5.00 | 1.00846 | 1.00988 | 0.00000 | ||
| 21 | 2009.12.04 17:15 | modify | 5 | 5.00 | 1.00846 | 1.01038 | 0.00000 | ||
| 22 | 2009.12.04 17:20 | modify | 5 | 5.00 | 1.00846 | 1.01105 | 0.00000 | ||
| 23 | 2009.12.04 17:37 | modify | 5 | 5.00 | 1.00846 | 1.01115 | 0.00000 | ||
| 24 | 2009.12.04 19:13 | modify | 5 | 5.00 | 1.00846 | 1.01142 | 0.00000 | ||
| 25 | 2009.12.04 19:20 | modify | 5 | 5.00 | 1.00846 | 1.01206 | 0.00000 | ||
| 26 | 2009.12.04 19:26 | modify | 5 | 5.00 | 1.00846 | 1.01270 | 0.00000 | ||
| 27 | 2009.12.04 19:30 | modify | 5 | 5.00 | 1.00846 | 1.01272 | 0.00000 | ||
| 28 | 2009.12.04 19:32 | modify | 5 | 5.00 | 1.00846 | 1.01286 | 0.00000 | ||
| 29 | 2009.12.04 19:35 | modify | 5 | 5.00 | 1.00846 | 1.01306 | 0.00000 | ||
| 30 | 2009.12.04 19:40 | modify | 5 | 5.00 | 1.00846 | 1.01364 | 0.00000 | ||
| 31 | 2009.12.04 19:45 | modify | 5 | 5.00 | 1.00846 | 1.01422 | 0.00000 | ||
| 32 | 2009.12.04 19:50 | modify | 5 | 5.00 | 1.00846 | 1.01480 | 0.00000 | ||
| 33 | 2009.12.04 20:07 | modify | 5 | 5.00 | 1.00846 | 1.01487 | 0.00000 | ||
| 34 | 2009.12.04 20:45 | modify | 5 | 5.00 | 1.00846 | 1.01516 | 0.00000 | ||
| 35 | 2009.12.04 20:50 | modify | 5 | 5.00 | 1.00846 | 1.01569 | 0.00000 | ||
| 36 | 2009.12.07 00:00 | s/l | 5 | 5.00 | 1.01569 | 1.01569 | 0.00000 | 3562.82 | 7460.87 |
| 37 | 2009.12.07 00:00 | buy | 6 | 5.00 | 1.01547 | 0.00000 | 0.00000 | ||
| 38 | 2009.12.07 00:00 | modify | 6 | 5.00 | 1.01547 | 0.99857 | 0.00000 | ||
| 39 | 2009.12.07 09:35 | modify | 6 | 5.00 | 1.01547 | 1.01712 | 0.00000 | ||
| 40 | 2009.12.07 09:45 | modify | 6 | 5.00 | 1.01547 | 1.01863 | 0.00000 | ||
| 41 | 2009.12.07 09:59 | modify | 6 | 5.00 | 1.01547 | 1.02014 | 0.00000 | ||
| 42 | 2009.12.07 10:02 | modify | 6 | 5.00 | 1.01547 | 1.02072 | 0.00000 | ||
| 43 | 2009.12.07 10:07 | modify | 6 | 5.00 | 1.01547 | 1.02099 | 0.00000 | ||
| 44 | 2009.12.07 10:50 | s/l | 6 | 5.00 | 1.02099 | 1.02099 | 0.00000 | 2703.87 | 10164.74 |
| 45 | 2009.12.07 10:50 | buy | 7 | 5.00 | 1.02088 | 0.00000 | 0.00000 | ||
| 46 | 2009.12.07 10:50 | modify | 7 | 5.00 | 1.02088 | 1.00398 | 0.00000 | ||
| 47 | 2009.12.08 14:15 | modify | 7 | 5.00 | 1.02088 | 1.02133 | 0.00000 | ||
| 48 | 2009.12.08 14:20 | modify | 7 | 5.00 | 1.02088 | 1.02248 | 0.00000 | ||
| 49 | 2009.12.08 14:32 | modify | 7 | 5.00 | 1.02088 | 1.02284 | 0.00000 | ||
| 50 | 2009.12.08 14:37 | modify | 7 | 5.00 | 1.02088 | 1.02307 | 0.00000 | ||
| 51 | 2009.12.08 15:20 | s/l | 7 | 5.00 | 1.02307 | 1.02307 | 0.00000 | 1073.28 | 11238.02 |
| 52 | 2009.12.08 15:20 | buy | 8 | 5.00 | 1.02271 | 0.00000 | 0.00000 | ||
| 53 | 2009.12.08 15:20 | modify | 8 | 5.00 | 1.02271 | 1.00581 | 0.00000 | ||
| 54 | 2009.12.08 18:20 | modify | 8 | 5.00 | 1.02271 | 1.02292 | 0.00000 | ||
| 55 | 2009.12.08 18:32 | modify | 8 | 5.00 | 1.02271 | 1.02318 | 0.00000 | ||
| 56 | 2009.12.08 18:37 | modify | 8 | 5.00 | 1.02271 | 1.02327 | 0.00000 | ||
| 57 | 2009.12.08 19:10 | modify | 8 | 5.00 | 1.02271 | 1.02336 | 0.00000 | ||
| 58 | 2009.12.08 19:15 | modify | 8 | 5.00 | 1.02271 | 1.02400 | 0.00000 | ||
| 59 | 2009.12.08 19:20 | modify | 8 | 5.00 | 1.02271 | 1.02463 | 0.00000 | ||
| 60 | 2009.12.08 20:20 | modify | 8 | 5.00 | 1.02271 | 1.02482 | 0.00000 | ||
| 61 | 2009.12.08 20:50 | modify | 8 | 5.00 | 1.02271 | 1.02518 | 0.00000 | ||
| 62 | 2009.12.08 23:32 | s/l | 8 | 5.00 | 1.02518 | 1.02518 | 0.00000 | 1205.36 | 12443.38 |
| 63 | 2009.12.08 23:32 | buy | 9 | 5.00 | 1.02471 | 0.00000 | 0.00000 | ||
| 64 | 2009.12.08 23:32 | modify | 9 | 5.00 | 1.02471 | 1.00781 | 0.00000 | ||
| 65 | 2009.12.09 00:20 | modify | 9 | 5.00 | 1.02471 | 1.02480 | 0.00000 | ||
| 66 | 2009.12.09 00:32 | modify | 9 | 5.00 | 1.02471 | 1.02539 | 0.00000 | ||
| 67 | 2009.12.09 00:37 | modify | 9 | 5.00 | 1.02471 | 1.02560 | 0.00000 | ||
| 68 | 2009.12.09 02:26 | s/l | 9 | 5.00 | 1.02560 | 1.02560 | 0.00000 | 436.50 | 12879.88 |
| 69 | 2009.12.09 02:26 | buy | 10 | 5.00 | 1.02542 | 0.00000 | 0.00000 | ||
| 70 | 2009.12.09 02:26 | modify | 10 | 5.00 | 1.02542 | 1.00852 | 0.00000 | ||
| 71 | 2009.12.09 19:15 | modify | 10 | 5.00 | 1.02542 | 1.02596 | 0.00000 | ||
| 72 | 2009.12.09 19:20 | modify | 10 | 5.00 | 1.02542 | 1.02651 | 0.00000 | ||
| 73 | 2009.12.09 21:10 | s/l | 10 | 5.00 | 1.02651 | 1.02651 | 0.00000 | 531.00 | 13410.88 |
| 74 | 2009.12.09 21:10 | buy | 11 | 5.00 | 1.02648 | 0.00000 | 0.00000 | ||
| 75 | 2009.12.09 21:10 | modify | 11 | 5.00 | 1.02648 | 1.00958 | 0.00000 | ||
| 76 | 2009.12.10 09:37 | modify | 11 | 5.00 | 1.02648 | 1.02670 | 0.00000 | ||
| 77 | 2009.12.10 09:50 | s/l | 11 | 5.00 | 1.02670 | 1.02670 | 0.00000 | 114.61 | 13525.48 |
| 78 | 2009.12.10 09:50 | buy | 12 | 5.00 | 1.02640 | 0.00000 | 0.00000 | ||
| 79 | 2009.12.10 09:50 | modify | 12 | 5.00 | 1.02640 | 1.00950 | 0.00000 | ||
| 80 | 2009.12.11 15:20 | modify | 12 | 5.00 | 1.02640 | 1.02697 | 0.00000 | ||
| 81 | 2009.12.11 15:30 | modify | 12 | 5.00 | 1.02640 | 1.02793 | 0.00000 | ||
| 82 | 2009.12.11 15:32 | modify | 12 | 5.00 | 1.02640 | 1.02796 | 0.00000 | ||
| 83 | 2009.12.11 15:35 | modify | 12 | 5.00 | 1.02640 | 1.02817 | 0.00000 | ||
| 84 | 2009.12.11 15:40 | modify | 12 | 5.00 | 1.02640 | 1.02877 | 0.00000 | ||
| 85 | 2009.12.11 15:45 | modify | 12 | 5.00 | 1.02640 | 1.02938 | 0.00000 | ||
| 86 | 2009.12.11 15:50 | modify | 12 | 5.00 | 1.02640 | 1.02999 | 0.00000 | ||
| 87 | 2009.12.11 16:10 | modify | 12 | 5.00 | 1.02640 | 1.03009 | 0.00000 | ||
| 88 | 2009.12.11 16:15 | modify | 12 | 5.00 | 1.02640 | 1.03112 | 0.00000 | ||
| 89 | 2009.12.11 16:20 | modify | 12 | 5.00 | 1.02640 | 1.03215 | 0.00000 | ||
| 90 | 2009.12.11 16:45 | modify | 12 | 5.00 | 1.02640 | 1.03217 | 0.00000 | ||
| 91 | 2009.12.11 16:50 | modify | 12 | 5.00 | 1.02640 | 1.03281 | 0.00000 | ||
| 92 | 2009.12.11 17:20 | modify | 12 | 5.00 | 1.02640 | 1.03329 | 0.00000 | ||
| 93 | 2009.12.14 01:20 | s/l | 12 | 5.00 | 1.03329 | 1.03329 | 0.00000 | 3339.06 | 16864.54 |
| 94 | 2009.12.14 01:20 | buy | 13 | 5.00 | 1.03338 | 0.00000 | 0.00000 | ||
| 95 | 2009.12.14 01:20 | modify | 13 | 5.00 | 1.03338 | 1.01648 | 0.00000 | ||
| 96 | 2009.12.15 09:03 | modify | 13 | 5.00 | 1.03338 | 1.03356 | 0.00000 | ||
| 97 | 2009.12.15 09:10 | modify | 13 | 5.00 | 1.03338 | 1.03457 | 0.00000 | ||
| 98 | 2009.12.15 09:16 | modify | 13 | 5.00 | 1.03338 | 1.03558 | 0.00000 | ||
| 99 | 2009.12.15 09:32 | modify | 13 | 5.00 | 1.03338 | 1.03578 | 0.00000 | ||
| 100 | 2009.12.15 09:37 | modify | 13 | 5.00 | 1.03338 | 1.03588 | 0.00000 | ||
| 101 | 2009.12.15 10:15 | modify | 13 | 5.00 | 1.03338 | 1.03603 | 0.00000 | ||
| 102 | 2009.12.15 10:20 | modify | 13 | 5.00 | 1.03338 | 1.03659 | 0.00000 | ||
| 103 | 2009.12.15 10:32 | modify | 13 | 5.00 | 1.03338 | 1.03734 | 0.00000 | ||
| 104 | 2009.12.15 10:37 | modify | 13 | 5.00 | 1.03338 | 1.03752 | 0.00000 | ||
| 105 | 2009.12.15 11:07 | modify | 13 | 5.00 | 1.03338 | 1.03761 | 0.00000 | ||
| 106 | 2009.12.15 13:32 | modify | 13 | 5.00 | 1.03338 | 1.03783 | 0.00000 | ||
| 107 | 2009.12.15 13:37 | modify | 13 | 5.00 | 1.03338 | 1.03793 | 0.00000 | ||
| 108 | 2009.12.15 17:20 | modify | 13 | 5.00 | 1.03338 | 1.03848 | 0.00000 | ||
| 109 | 2009.12.15 17:45 | modify | 13 | 5.00 | 1.03338 | 1.03890 | 0.00000 | ||
| 110 | 2009.12.15 17:50 | modify | 13 | 5.00 | 1.03338 | 1.03943 | 0.00000 | ||
| 111 | 2009.12.16 10:02 | s/l | 13 | 5.00 | 1.03943 | 1.03943 | 0.00000 | 2915.70 | 19780.24 |
| 112 | 2009.12.16 10:02 | buy | 14 | 5.00 | 1.03937 | 0.00000 | 0.00000 | ||
| 113 | 2009.12.16 10:02 | modify | 14 | 5.00 | 1.03937 | 1.02247 | 0.00000 | ||
| 114 | 2009.12.17 02:46 | modify | 14 | 5.00 | 1.03937 | 1.03981 | 0.00000 | ||
| 115 | 2009.12.17 03:02 | modify | 14 | 5.00 | 1.03937 | 1.04026 | 0.00000 | ||
| 116 | 2009.12.17 03:07 | modify | 14 | 5.00 | 1.03937 | 1.04042 | 0.00000 | ||
| 117 | 2009.12.17 03:45 | modify | 14 | 5.00 | 1.03937 | 1.04127 | 0.00000 | ||
| 118 | 2009.12.17 03:50 | modify | 14 | 5.00 | 1.03937 | 1.04230 | 0.00000 | ||
| 119 | 2009.12.17 04:10 | modify | 14 | 5.00 | 1.03937 | 1.04271 | 0.00000 | ||
| 120 | 2009.12.17 04:15 | modify | 14 | 5.00 | 1.03937 | 1.04344 | 0.00000 | ||
| 121 | 2009.12.17 04:20 | modify | 14 | 5.00 | 1.03937 | 1.04417 | 0.00000 | ||
| 122 | 2009.12.17 05:07 | s/l | 14 | 5.00 | 1.04417 | 1.04417 | 0.00000 | 2306.24 | 22086.48 |
| 123 | 2009.12.17 05:07 | buy | 15 | 5.00 | 1.04414 | 0.00000 | 0.00000 | ||
| 124 | 2009.12.17 05:07 | modify | 15 | 5.00 | 1.04414 | 1.02724 | 0.00000 | ||
| 125 | 2009.12.17 05:50 | modify | 15 | 5.00 | 1.04414 | 1.04473 | 0.00000 | ||
| 126 | 2009.12.17 10:45 | modify | 15 | 5.00 | 1.04414 | 1.04497 | 0.00000 | ||
| 127 | 2009.12.17 10:50 | modify | 15 | 5.00 | 1.04414 | 1.04582 | 0.00000 | ||
| 128 | 2009.12.17 11:40 | modify | 15 | 5.00 | 1.04414 | 1.04628 | 0.00000 | ||
| 129 | 2009.12.17 11:45 | modify | 15 | 5.00 | 1.04414 | 1.04680 | 0.00000 | ||
| 130 | 2009.12.17 11:50 | modify | 15 | 5.00 | 1.04414 | 1.04732 | 0.00000 | ||
| 131 | 2009.12.17 15:20 | s/l | 15 | 5.00 | 1.04732 | 1.04732 | 0.00000 | 1518.45 | 23604.93 |
| 132 | 2009.12.17 15:20 | buy | 16 | 5.00 | 1.04724 | 0.00000 | 0.00000 | ||
| 133 | 2009.12.17 15:20 | modify | 16 | 5.00 | 1.04724 | 1.03034 | 0.00000 | ||
| 134 | 2009.12.18 03:15 | close | 16 | 5.00 | 1.03974 | 1.03034 | 0.00000 | -3604.20 | 20000.74 |
| 135 | 2009.12.18 03:17 | buy | 17 | 5.00 | 1.04014 | 0.00000 | 0.00000 | ||
| 136 | 2009.12.18 03:17 | modify | 17 | 5.00 | 1.04014 | 1.02324 | 0.00000 | ||
| 137 | 2009.12.18 08:15 | modify | 17 | 5.00 | 1.04014 | 1.04028 | 0.00000 | ||
| 138 | 2009.12.18 08:20 | modify | 17 | 5.00 | 1.04014 | 1.04085 | 0.00000 | ||
| 139 | 2009.12.18 09:20 | s/l | 17 | 5.00 | 1.04085 | 1.04085 | 0.00000 | 341.16 | 20341.90 |
| 140 | 2009.12.18 09:20 | buy | 18 | 5.00 | 1.04069 | 0.00000 | 0.00000 | ||
| 141 | 2009.12.18 09:20 | modify | 18 | 5.00 | 1.04069 | 1.02379 | 0.00000 | ||
| 142 | 2009.12.18 14:45 | modify | 18 | 5.00 | 1.04069 | 1.04082 | 0.00000 | ||
| 143 | 2009.12.18 14:50 | modify | 18 | 5.00 | 1.04069 | 1.04149 | 0.00000 | ||
| 144 | 2009.12.18 15:07 | modify | 18 | 5.00 | 1.04069 | 1.04170 | 0.00000 | ||
| 145 | 2009.12.18 15:50 | s/l | 18 | 5.00 | 1.04170 | 1.04170 | 0.00000 | 484.85 | 20826.74 |
| 146 | 2009.12.18 15:50 | buy | 19 | 5.00 | 1.04168 | 0.00000 | 0.00000 | ||
| 147 | 2009.12.18 15:50 | modify | 19 | 5.00 | 1.04168 | 1.02478 | 0.00000 | ||
| 148 | 2009.12.18 16:45 | modify | 19 | 5.00 | 1.04168 | 1.04249 | 0.00000 | ||
| 149 | 2009.12.18 16:50 | modify | 19 | 5.00 | 1.04168 | 1.04377 | 0.00000 | ||
| 150 | 2009.12.18 17:02 | modify | 19 | 5.00 | 1.04168 | 1.04416 | 0.00000 | ||
| 151 | 2009.12.18 17:07 | modify | 19 | 5.00 | 1.04168 | 1.04442 | 0.00000 | ||
| 152 | 2009.12.18 18:15 | s/l | 19 | 5.00 | 1.04442 | 1.04442 | 0.00000 | 1311.85 | 22138.59 |
| 153 | 2009.12.18 18:15 | buy | 20 | 5.00 | 1.04445 | 0.00000 | 0.00000 | ||
| 154 | 2009.12.18 18:15 | modify | 20 | 5.00 | 1.04445 | 1.02755 | 0.00000 | ||
| 155 | 2009.12.21 09:50 | modify | 20 | 5.00 | 1.04445 | 1.04472 | 0.00000 | ||
| 156 | 2009.12.21 10:45 | s/l | 20 | 5.00 | 1.04472 | 1.04472 | 0.00000 | 131.69 | 22270.29 |
| 157 | 2009.12.21 10:45 | buy | 21 | 5.00 | 1.04482 | 0.00000 | 0.00000 | ||
| 158 | 2009.12.21 10:45 | modify | 21 | 5.00 | 1.04482 | 1.02792 | 0.00000 | ||
| 159 | 2009.12.22 12:59 | modify | 21 | 5.00 | 1.04482 | 1.04494 | 0.00000 | ||
| 160 | 2009.12.22 13:00 | modify | 21 | 5.00 | 1.04482 | 1.04495 | 0.00000 | ||
| 161 | 2009.12.22 13:20 | modify | 21 | 5.00 | 1.04482 | 1.04497 | 0.00000 | ||
| 162 | 2009.12.22 13:26 | modify | 21 | 5.00 | 1.04482 | 1.04528 | 0.00000 | ||
| 163 | 2009.12.22 13:30 | modify | 21 | 5.00 | 1.04482 | 1.04529 | 0.00000 | ||
| 164 | 2009.12.22 13:40 | modify | 21 | 5.00 | 1.04482 | 1.04553 | 0.00000 | ||
| 165 | 2009.12.22 13:45 | modify | 21 | 5.00 | 1.04482 | 1.04592 | 0.00000 | ||
| 166 | 2009.12.22 13:50 | modify | 21 | 5.00 | 1.04482 | 1.04632 | 0.00000 | ||
| 167 | 2009.12.22 14:02 | modify | 21 | 5.00 | 1.04482 | 1.04678 | 0.00000 | ||
| 168 | 2009.12.22 14:07 | modify | 21 | 5.00 | 1.04482 | 1.04698 | 0.00000 | ||
| 169 | 2009.12.22 14:40 | s/l | 21 | 5.00 | 1.04698 | 1.04698 | 0.00000 | 1034.32 | 23304.61 |
| 170 | 2009.12.22 14:40 | buy | 22 | 5.00 | 1.04679 | 0.00000 | 0.00000 | ||
| 171 | 2009.12.22 14:40 | modify | 22 | 5.00 | 1.04679 | 1.02989 | 0.00000 | ||
| 172 | 2009.12.23 16:20 | close | 22 | 5.00 | 1.03896 | 1.02989 | 0.00000 | -3765.72 | 19538.90 |
| 173 | 2009.12.23 16:22 | buy | 23 | 5.00 | 1.03977 | 0.00000 | 0.00000 | ||
| 174 | 2009.12.23 16:22 | modify | 23 | 5.00 | 1.03977 | 1.02287 | 0.00000 | ||
| 175 | 2009.12.24 13:45 | close | 23 | 5.00 | 1.03274 | 1.02287 | 0.00000 | -3396.15 | 16142.75 |
| 176 | 2009.12.24 13:47 | buy | 24 | 5.00 | 1.03306 | 0.00000 | 0.00000 | ||
| 177 | 2009.12.24 13:47 | modify | 24 | 5.00 | 1.03306 | 1.01616 | 0.00000 | ||
| 178 | 2009.12.24 15:20 | modify | 24 | 5.00 | 1.03306 | 1.03315 | 0.00000 | ||
| 179 | 2009.12.24 15:40 | modify | 24 | 5.00 | 1.03306 | 1.03365 | 0.00000 | ||
| 180 | 2009.12.24 15:45 | modify | 24 | 5.00 | 1.03306 | 1.03425 | 0.00000 | ||
| 181 | 2009.12.24 15:50 | modify | 24 | 5.00 | 1.03306 | 1.03485 | 0.00000 | ||
| 182 | 2009.12.24 16:46 | modify | 24 | 5.00 | 1.03306 | 1.03519 | 0.00000 | ||
| 183 | 2009.12.24 18:20 | modify | 24 | 5.00 | 1.03306 | 1.03534 | 0.00000 | ||
| 184 | 2009.12.24 18:50 | modify | 24 | 5.00 | 1.03306 | 1.03540 | 0.00000 | ||
| 185 | 2009.12.28 02:50 | s/l | 24 | 5.00 | 1.03540 | 1.03540 | 0.00000 | 1136.28 | 17279.03 |
| 186 | 2009.12.28 02:50 | buy | 25 | 5.00 | 1.03430 | 0.00000 | 0.00000 | ||
| 187 | 2009.12.28 02:50 | modify | 25 | 5.00 | 1.03430 | 1.01740 | 0.00000 | ||
| 188 | 2009.12.29 17:32 | modify | 25 | 5.00 | 1.03430 | 1.03489 | 0.00000 | ||
| 189 | 2009.12.29 17:37 | modify | 25 | 5.00 | 1.03430 | 1.03507 | 0.00000 | ||
| 190 | 2009.12.30 01:45 | modify | 25 | 5.00 | 1.03430 | 1.03512 | 0.00000 | ||
| 191 | 2009.12.30 01:50 | modify | 25 | 5.00 | 1.03430 | 1.03548 | 0.00000 | ||
| 192 | 2009.12.30 02:32 | modify | 25 | 5.00 | 1.03430 | 1.03565 | 0.00000 | ||
| 193 | 2009.12.30 02:37 | modify | 25 | 5.00 | 1.03430 | 1.03569 | 0.00000 | ||
| 194 | 2009.12.30 03:20 | modify | 25 | 5.00 | 1.03430 | 1.03585 | 0.00000 | ||
| 195 | 2009.12.30 04:32 | modify | 25 | 5.00 | 1.03430 | 1.03598 | 0.00000 | ||
| 196 | 2009.12.30 04:37 | modify | 25 | 5.00 | 1.03430 | 1.03606 | 0.00000 | ||
| 197 | 2009.12.30 08:50 | s/l | 25 | 5.00 | 1.03606 | 1.03606 | 0.00000 | 854.34 | 18133.37 |
| 198 | 2009.12.30 08:50 | buy | 26 | 5.00 | 1.03616 | 0.00000 | 0.00000 | ||
| 199 | 2009.12.30 08:50 | modify | 26 | 5.00 | 1.03616 | 1.01926 | 0.00000 | ||
| 200 | 2009.12.30 15:50 | modify | 26 | 5.00 | 1.03616 | 1.03640 | 0.00000 | ||
| 201 | 2009.12.30 16:40 | modify | 26 | 5.00 | 1.03616 | 1.03675 | 0.00000 | ||
| 202 | 2009.12.30 16:45 | modify | 26 | 5.00 | 1.03616 | 1.03773 | 0.00000 | ||
| 203 | 2009.12.30 16:50 | modify | 26 | 5.00 | 1.03616 | 1.03871 | 0.00000 | ||
| 204 | 2009.12.30 18:05 | s/l | 26 | 5.00 | 1.03871 | 1.03871 | 0.00000 | 1227.73 | 19361.10 |
| 205 | 2009.12.30 18:05 | buy | 27 | 5.00 | 1.03862 | 0.00000 | 0.00000 | ||
| 206 | 2009.12.30 18:05 | modify | 27 | 5.00 | 1.03862 | 1.02172 | 0.00000 | ||
| 207 | 2009.12.31 07:40 | close | 27 | 5.00 | 1.03115 | 1.02172 | 0.00000 | -3614.74 | 15746.36 |
| 208 | 2009.12.31 07:43 | buy | 28 | 5.00 | 1.03181 | 0.00000 | 0.00000 | ||
| 209 | 2009.12.31 07:43 | modify | 28 | 5.00 | 1.03181 | 1.01491 | 0.00000 | ||
| 210 | 2009.12.31 16:15 | modify | 28 | 5.00 | 1.03181 | 1.03219 | 0.00000 | ||
| 211 | 2009.12.31 16:20 | modify | 28 | 5.00 | 1.03181 | 1.03315 | 0.00000 | ||
| 212 | 2009.12.31 16:32 | modify | 28 | 5.00 | 1.03181 | 1.03465 | 0.00000 | ||
| 213 | 2009.12.31 16:37 | modify | 28 | 5.00 | 1.03181 | 1.03515 | 0.00000 | ||
| 214 | 2009.12.31 16:45 | s/l | 28 | 5.00 | 1.03515 | 1.03515 | 0.00000 | 1613.40 | 17359.76 |
| 215 | 2009.12.31 16:45 | buy | 29 | 5.00 | 1.03520 | 0.00000 | 0.00000 | ||
| 216 | 2009.12.31 16:45 | modify | 29 | 5.00 | 1.03520 | 1.01830 | 0.00000 | ||
| 217 | 2009.12.31 18:57 | close at stop | 29 | 5.00 | 1.03506 | 1.01830 | 0.00000 | -67.63 | 17292.13 |