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 | LSMAPeriod=11; Lots=0.01; ConsecOrders=10; slope=2; ProfitMade=10; LossLimit=40; KillLogging=false; | ||||
| Bars in test | 1515 | Ticks modelled | 13947 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -23.64 | Gross profit | 13.96 | Gross loss | -37.60 |
| Profit factor | 0.37 | Expected payoff | -0.20 | ||
| Absolute drawdown | 23.70 | Maximal drawdown | 23.70 (0.24%) | Relative drawdown | 0.24% (23.70) |
| Total trades | 118 | Short positions (won %) | 56 (44.64%) | Long positions (won %) | 62 (45.16%) |
| Profit trades (% of total) | 53 (44.92%) | Loss trades (% of total) | 65 (55.08%) | ||
| Largest | profit trade | 0.60 | loss trade | -0.89 | |
| Average | profit trade | 0.26 | loss trade | -0.58 | |
| Maximum | consecutive wins (profit in money) | 5 (2.03) | consecutive losses (loss in money) | 6 (-3.02) | |
| Maximal | consecutive profit (count of wins) | 2.03 (5) | consecutive loss (count of losses) | -3.02 (6) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 01:00 | sell | 1 | 0.01 | 1.00324 | 1.00414 | 1.00264 | ||
| 2 | 2009.12.01 01:10 | close | 1 | 0.01 | 1.00367 | 1.00414 | 1.00264 | -0.43 | 9999.57 |
| 3 | 2009.12.01 02:00 | sell | 2 | 0.01 | 1.00463 | 1.00553 | 1.00403 | ||
| 4 | 2009.12.01 02:02 | close | 2 | 0.01 | 1.00507 | 1.00553 | 1.00403 | -0.44 | 9999.13 |
| 5 | 2009.12.01 03:00 | sell | 3 | 0.01 | 1.00437 | 1.00527 | 1.00377 | ||
| 6 | 2009.12.01 03:10 | close | 3 | 0.01 | 1.00505 | 1.00527 | 1.00377 | -0.68 | 9998.45 |
| 7 | 2009.12.01 04:00 | sell | 4 | 0.01 | 1.00455 | 1.00545 | 1.00395 | ||
| 8 | 2009.12.01 04:02 | close | 4 | 0.01 | 1.00534 | 1.00545 | 1.00395 | -0.79 | 9997.66 |
| 9 | 2009.12.01 05:00 | sell | 5 | 0.01 | 1.00411 | 1.00501 | 1.00351 | ||
| 10 | 2009.12.01 05:10 | close | 5 | 0.01 | 1.00472 | 1.00501 | 1.00351 | -0.61 | 9997.05 |
| 11 | 2009.12.01 06:00 | buy | 6 | 0.01 | 1.00463 | 1.00373 | 1.00523 | ||
| 12 | 2009.12.01 06:05 | close | 6 | 0.01 | 1.00496 | 1.00373 | 1.00523 | 0.33 | 9997.38 |
| 13 | 2009.12.01 07:00 | buy | 7 | 0.01 | 1.00528 | 1.00438 | 1.00588 | ||
| 14 | 2009.12.01 07:02 | close | 7 | 0.01 | 1.00487 | 1.00438 | 1.00588 | -0.41 | 9996.97 |
| 15 | 2009.12.01 08:00 | buy | 8 | 0.01 | 1.00414 | 1.00324 | 1.00474 | ||
| 16 | 2009.12.01 08:03 | close | 8 | 0.01 | 1.00332 | 1.00324 | 1.00474 | -0.82 | 9996.15 |
| 17 | 2009.12.01 09:00 | sell | 9 | 0.01 | 1.00342 | 1.00432 | 1.00282 | ||
| 18 | 2009.12.01 09:03 | t/p | 9 | 0.01 | 1.00282 | 1.00432 | 1.00282 | 0.60 | 9996.75 |
| 19 | 2009.12.01 10:00 | sell | 10 | 0.01 | 1.00012 | 1.00102 | 0.99952 | ||
| 20 | 2009.12.01 10:02 | close | 10 | 0.01 | 1.00087 | 1.00102 | 0.99952 | -0.75 | 9996.00 |
| 21 | 2009.12.01 11:00 | sell | 11 | 0.01 | 1.00054 | 1.00144 | 0.99994 | ||
| 22 | 2009.12.01 11:07 | close | 11 | 0.01 | 1.00099 | 1.00144 | 0.99994 | -0.45 | 9995.55 |
| 23 | 2009.12.02 09:00 | buy | 12 | 0.01 | 0.99942 | 0.99852 | 1.00002 | ||
| 24 | 2009.12.02 09:02 | close | 12 | 0.01 | 0.99956 | 0.99852 | 1.00002 | 0.14 | 9995.69 |
| 25 | 2009.12.02 10:00 | sell | 13 | 0.01 | 0.99875 | 0.99965 | 0.99815 | ||
| 26 | 2009.12.02 10:15 | close | 13 | 0.01 | 0.99937 | 0.99965 | 0.99815 | -0.62 | 9995.07 |
| 27 | 2009.12.02 11:00 | sell | 14 | 0.01 | 0.99842 | 0.99932 | 0.99782 | ||
| 28 | 2009.12.02 11:02 | close | 14 | 0.01 | 0.99807 | 0.99932 | 0.99782 | 0.35 | 9995.42 |
| 29 | 2009.12.02 12:00 | sell | 15 | 0.01 | 0.99817 | 0.99907 | 0.99757 | ||
| 30 | 2009.12.02 12:10 | close | 15 | 0.01 | 0.99884 | 0.99907 | 0.99757 | -0.67 | 9994.75 |
| 31 | 2009.12.02 13:00 | buy | 16 | 0.01 | 0.99929 | 0.99839 | 0.99989 | ||
| 32 | 2009.12.02 13:02 | close | 16 | 0.01 | 0.99867 | 0.99839 | 0.99989 | -0.62 | 9994.13 |
| 33 | 2009.12.02 14:00 | buy | 17 | 0.01 | 0.99902 | 0.99812 | 0.99962 | ||
| 34 | 2009.12.02 14:02 | close | 17 | 0.01 | 0.99918 | 0.99812 | 0.99962 | 0.16 | 9994.29 |
| 35 | 2009.12.02 15:00 | buy | 18 | 0.01 | 0.99975 | 0.99885 | 1.00035 | ||
| 36 | 2009.12.02 15:02 | t/p | 18 | 0.01 | 1.00035 | 0.99885 | 1.00035 | 0.60 | 9994.89 |
| 37 | 2009.12.02 16:00 | buy | 19 | 0.01 | 1.00017 | 0.99927 | 1.00077 | ||
| 38 | 2009.12.02 16:05 | close | 19 | 0.01 | 0.99974 | 0.99927 | 1.00077 | -0.43 | 9994.46 |
| 39 | 2009.12.02 17:00 | buy | 20 | 0.01 | 0.99957 | 0.99867 | 1.00017 | ||
| 40 | 2009.12.02 17:05 | close | 20 | 0.01 | 0.99980 | 0.99867 | 1.00017 | 0.23 | 9994.69 |
| 41 | 2009.12.02 18:00 | buy | 21 | 0.01 | 1.00108 | 1.00018 | 1.00168 | ||
| 42 | 2009.12.02 18:02 | close | 21 | 0.01 | 1.00044 | 1.00018 | 1.00168 | -0.64 | 9994.05 |
| 43 | 2009.12.02 19:00 | buy | 22 | 0.01 | 1.00209 | 1.00119 | 1.00269 | ||
| 44 | 2009.12.02 19:02 | close | 22 | 0.01 | 1.00227 | 1.00119 | 1.00269 | 0.18 | 9994.23 |
| 45 | 2009.12.04 07:00 | sell | 23 | 0.01 | 1.00076 | 1.00166 | 1.00016 | ||
| 46 | 2009.12.04 07:15 | close | 23 | 0.01 | 1.00125 | 1.00166 | 1.00016 | -0.49 | 9993.74 |
| 47 | 2009.12.04 08:00 | sell | 24 | 0.01 | 0.99996 | 1.00086 | 0.99936 | ||
| 48 | 2009.12.04 08:10 | close | 24 | 0.01 | 0.99978 | 1.00086 | 0.99936 | 0.18 | 9993.92 |
| 49 | 2009.12.04 09:00 | sell | 25 | 0.01 | 0.99905 | 0.99995 | 0.99845 | ||
| 50 | 2009.12.04 09:10 | close | 25 | 0.01 | 0.99967 | 0.99995 | 0.99845 | -0.62 | 9993.30 |
| 51 | 2009.12.04 10:00 | buy | 26 | 0.01 | 1.00030 | 0.99940 | 1.00090 | ||
| 52 | 2009.12.04 10:07 | close | 26 | 0.01 | 0.99981 | 0.99940 | 1.00090 | -0.49 | 9992.81 |
| 53 | 2009.12.04 11:00 | sell | 27 | 0.01 | 0.99952 | 1.00042 | 0.99892 | ||
| 54 | 2009.12.04 11:15 | close | 27 | 0.01 | 1.00002 | 1.00042 | 0.99892 | -0.50 | 9992.31 |
| 55 | 2009.12.04 12:00 | sell | 28 | 0.01 | 1.00001 | 1.00091 | 0.99941 | ||
| 56 | 2009.12.04 12:45 | close | 28 | 0.01 | 0.99990 | 1.00091 | 0.99941 | 0.11 | 9992.42 |
| 57 | 2009.12.04 13:00 | sell | 29 | 0.01 | 0.99967 | 1.00057 | 0.99907 | ||
| 58 | 2009.12.04 13:15 | close | 29 | 0.01 | 0.99939 | 1.00057 | 0.99907 | 0.28 | 9992.70 |
| 59 | 2009.12.04 14:00 | sell | 30 | 0.01 | 0.99927 | 1.00017 | 0.99867 | ||
| 60 | 2009.12.04 14:03 | close | 30 | 0.01 | 1.00011 | 1.00017 | 0.99867 | -0.84 | 9991.86 |
| 61 | 2009.12.04 15:00 | buy | 31 | 0.01 | 1.00853 | 1.00763 | 1.00913 | ||
| 62 | 2009.12.04 15:02 | s/l | 31 | 0.01 | 1.00763 | 1.00763 | 1.00913 | -0.89 | 9990.97 |
| 63 | 2009.12.04 16:00 | buy | 32 | 0.01 | 1.00854 | 1.00764 | 1.00914 | ||
| 64 | 2009.12.04 16:05 | close | 32 | 0.01 | 1.00865 | 1.00764 | 1.00914 | 0.11 | 9991.08 |
| 65 | 2009.12.04 17:00 | buy | 33 | 0.01 | 1.01312 | 1.01222 | 1.01372 | ||
| 66 | 2009.12.04 17:02 | s/l | 33 | 0.01 | 1.01222 | 1.01222 | 1.01372 | -0.89 | 9990.19 |
| 67 | 2009.12.08 00:00 | buy | 34 | 0.01 | 1.01961 | 1.01871 | 1.02021 | ||
| 68 | 2009.12.08 00:15 | close | 34 | 0.01 | 1.01905 | 1.01871 | 1.02021 | -0.55 | 9989.64 |
| 69 | 2009.12.08 01:00 | buy | 35 | 0.01 | 1.01859 | 1.01769 | 1.01919 | ||
| 70 | 2009.12.08 01:03 | close | 35 | 0.01 | 1.01905 | 1.01769 | 1.01919 | 0.45 | 9990.09 |
| 71 | 2009.12.08 02:00 | sell | 36 | 0.01 | 1.01740 | 1.01830 | 1.01680 | ||
| 72 | 2009.12.08 02:02 | close | 36 | 0.01 | 1.01818 | 1.01830 | 1.01680 | -0.77 | 9989.32 |
| 73 | 2009.12.08 03:00 | sell | 37 | 0.01 | 1.01726 | 1.01816 | 1.01666 | ||
| 74 | 2009.12.08 03:03 | close | 37 | 0.01 | 1.01799 | 1.01816 | 1.01666 | -0.72 | 9988.60 |
| 75 | 2009.12.08 04:00 | buy | 38 | 0.01 | 1.01857 | 1.01767 | 1.01917 | ||
| 76 | 2009.12.08 04:02 | close | 38 | 0.01 | 1.01906 | 1.01767 | 1.01917 | 0.48 | 9989.08 |
| 77 | 2009.12.08 05:00 | buy | 39 | 0.01 | 1.01831 | 1.01741 | 1.01891 | ||
| 78 | 2009.12.08 05:07 | close | 39 | 0.01 | 1.01789 | 1.01741 | 1.01891 | -0.41 | 9988.67 |
| 79 | 2009.12.08 06:00 | sell | 40 | 0.01 | 1.01805 | 1.01895 | 1.01745 | ||
| 80 | 2009.12.08 06:02 | close | 40 | 0.01 | 1.01769 | 1.01895 | 1.01745 | 0.35 | 9989.02 |
| 81 | 2009.12.08 07:00 | sell | 41 | 0.01 | 1.01771 | 1.01861 | 1.01711 | ||
| 82 | 2009.12.08 07:02 | close | 41 | 0.01 | 1.01731 | 1.01861 | 1.01711 | 0.39 | 9989.41 |
| 83 | 2009.12.08 08:00 | buy | 42 | 0.01 | 1.01861 | 1.01771 | 1.01921 | ||
| 84 | 2009.12.08 08:10 | close | 42 | 0.01 | 1.01920 | 1.01771 | 1.01921 | 0.58 | 9989.99 |
| 85 | 2009.12.08 09:00 | buy | 43 | 0.01 | 1.02110 | 1.02020 | 1.02170 | ||
| 86 | 2009.12.08 09:03 | t/p | 43 | 0.01 | 1.02170 | 1.02020 | 1.02170 | 0.58 | 9990.57 |
| 87 | 2009.12.08 10:00 | buy | 44 | 0.01 | 1.01945 | 1.01855 | 1.02005 | ||
| 88 | 2009.12.08 10:02 | close | 44 | 0.01 | 1.01958 | 1.01855 | 1.02005 | 0.13 | 9990.70 |
| 89 | 2009.12.16 20:00 | buy | 45 | 0.01 | 1.03759 | 1.03669 | 1.03819 | ||
| 90 | 2009.12.16 20:02 | s/l | 45 | 0.01 | 1.03669 | 1.03669 | 1.03819 | -0.87 | 9989.83 |
| 91 | 2009.12.16 21:00 | buy | 46 | 0.01 | 1.03984 | 1.03894 | 1.04044 | ||
| 92 | 2009.12.16 21:07 | close | 46 | 0.01 | 1.03998 | 1.03894 | 1.04044 | 0.13 | 9989.96 |
| 93 | 2009.12.16 22:00 | buy | 47 | 0.01 | 1.03864 | 1.03774 | 1.03924 | ||
| 94 | 2009.12.16 22:20 | close | 47 | 0.01 | 1.03805 | 1.03774 | 1.03924 | -0.57 | 9989.39 |
| 95 | 2009.12.16 23:00 | buy | 48 | 0.01 | 1.03857 | 1.03767 | 1.03917 | ||
| 96 | 2009.12.16 23:02 | close | 48 | 0.01 | 1.03813 | 1.03767 | 1.03917 | -0.42 | 9988.97 |
| 97 | 2009.12.17 00:00 | buy | 49 | 0.01 | 1.03882 | 1.03792 | 1.03942 | ||
| 98 | 2009.12.17 00:07 | close | 49 | 0.01 | 1.03894 | 1.03792 | 1.03942 | 0.12 | 9989.09 |
| 99 | 2009.12.17 01:00 | buy | 50 | 0.01 | 1.03899 | 1.03809 | 1.03959 | ||
| 100 | 2009.12.17 01:02 | close | 50 | 0.01 | 1.03926 | 1.03809 | 1.03959 | 0.26 | 9989.35 |
| 101 | 2009.12.17 02:00 | buy | 51 | 0.01 | 1.03932 | 1.03842 | 1.03992 | ||
| 102 | 2009.12.17 02:10 | close | 51 | 0.01 | 1.03950 | 1.03842 | 1.03992 | 0.17 | 9989.52 |
| 103 | 2009.12.17 03:00 | buy | 52 | 0.01 | 1.04323 | 1.04233 | 1.04383 | ||
| 104 | 2009.12.17 03:02 | close | 52 | 0.01 | 1.04366 | 1.04233 | 1.04383 | 0.41 | 9989.93 |
| 105 | 2009.12.17 04:00 | buy | 53 | 0.01 | 1.04514 | 1.04424 | 1.04574 | ||
| 106 | 2009.12.17 04:05 | close | 53 | 0.01 | 1.04539 | 1.04424 | 1.04574 | 0.24 | 9990.17 |
| 107 | 2009.12.17 05:00 | buy | 54 | 0.01 | 1.04508 | 1.04418 | 1.04568 | ||
| 108 | 2009.12.17 05:02 | close | 54 | 0.01 | 1.04426 | 1.04418 | 1.04568 | -0.79 | 9989.38 |
| 109 | 2009.12.17 06:00 | buy | 55 | 0.01 | 1.04671 | 1.04581 | 1.04731 | ||
| 110 | 2009.12.17 06:07 | close | 55 | 0.01 | 1.04683 | 1.04581 | 1.04731 | 0.11 | 9989.49 |
| 111 | 2009.12.18 20:00 | buy | 56 | 0.01 | 1.04429 | 1.04339 | 1.04489 | ||
| 112 | 2009.12.18 20:15 | close | 56 | 0.01 | 1.04364 | 1.04339 | 1.04489 | -0.62 | 9988.87 |
| 113 | 2009.12.18 21:00 | sell | 57 | 0.01 | 1.04285 | 1.04375 | 1.04225 | ||
| 114 | 2009.12.18 21:03 | close | 57 | 0.01 | 1.04267 | 1.04375 | 1.04225 | 0.17 | 9989.04 |
| 115 | 2009.12.18 22:00 | sell | 58 | 0.01 | 1.04284 | 1.04374 | 1.04224 | ||
| 116 | 2009.12.18 22:10 | close | 58 | 0.01 | 1.04272 | 1.04374 | 1.04224 | 0.12 | 9989.16 |
| 117 | 2009.12.21 00:00 | sell | 59 | 0.01 | 1.04067 | 1.04157 | 1.04007 | ||
| 118 | 2009.12.21 00:15 | close | 59 | 0.01 | 1.04041 | 1.04157 | 1.04007 | 0.25 | 9989.41 |
| 119 | 2009.12.21 01:00 | sell | 60 | 0.01 | 1.04025 | 1.04115 | 1.03965 | ||
| 120 | 2009.12.21 01:02 | t/p | 60 | 0.01 | 1.03965 | 1.04115 | 1.03965 | 0.57 | 9989.98 |
| 121 | 2009.12.21 02:00 | sell | 61 | 0.01 | 1.04169 | 1.04259 | 1.04109 | ||
| 122 | 2009.12.21 02:02 | close | 61 | 0.01 | 1.04231 | 1.04259 | 1.04109 | -0.59 | 9989.39 |
| 123 | 2009.12.21 03:00 | sell | 62 | 0.01 | 1.04195 | 1.04285 | 1.04135 | ||
| 124 | 2009.12.21 03:10 | close | 62 | 0.01 | 1.04258 | 1.04285 | 1.04135 | -0.60 | 9988.79 |
| 125 | 2009.12.21 04:00 | sell | 63 | 0.01 | 1.04240 | 1.04330 | 1.04180 | ||
| 126 | 2009.12.21 04:02 | close | 63 | 0.01 | 1.04302 | 1.04330 | 1.04180 | -0.59 | 9988.20 |
| 127 | 2009.12.21 05:00 | buy | 64 | 0.01 | 1.04164 | 1.04074 | 1.04224 | ||
| 128 | 2009.12.21 05:20 | close | 64 | 0.01 | 1.04194 | 1.04074 | 1.04224 | 0.29 | 9988.49 |
| 129 | 2009.12.21 06:00 | buy | 65 | 0.01 | 1.04172 | 1.04082 | 1.04232 | ||
| 130 | 2009.12.21 06:37 | close | 65 | 0.01 | 1.04121 | 1.04082 | 1.04232 | -0.49 | 9988.00 |
| 131 | 2009.12.21 07:00 | buy | 66 | 0.01 | 1.04247 | 1.04157 | 1.04307 | ||
| 132 | 2009.12.21 07:02 | close | 66 | 0.01 | 1.04286 | 1.04157 | 1.04307 | 0.37 | 9988.37 |
| 133 | 2009.12.21 20:00 | buy | 67 | 0.01 | 1.04561 | 1.04471 | 1.04621 | ||
| 134 | 2009.12.21 20:02 | close | 67 | 0.01 | 1.04615 | 1.04471 | 1.04621 | 0.52 | 9988.89 |
| 135 | 2009.12.21 21:00 | buy | 68 | 0.01 | 1.04575 | 1.04485 | 1.04635 | ||
| 136 | 2009.12.21 21:10 | close | 68 | 0.01 | 1.04617 | 1.04485 | 1.04635 | 0.40 | 9989.29 |
| 137 | 2009.12.21 22:00 | buy | 69 | 0.01 | 1.04599 | 1.04509 | 1.04659 | ||
| 138 | 2009.12.21 22:15 | close | 69 | 0.01 | 1.04617 | 1.04509 | 1.04659 | 0.17 | 9989.46 |
| 139 | 2009.12.21 23:00 | buy | 70 | 0.01 | 1.04616 | 1.04526 | 1.04676 | ||
| 140 | 2009.12.21 23:07 | close | 70 | 0.01 | 1.04568 | 1.04526 | 1.04676 | -0.46 | 9989.00 |
| 141 | 2009.12.22 00:00 | buy | 71 | 0.01 | 1.04613 | 1.04523 | 1.04673 | ||
| 142 | 2009.12.22 00:07 | close | 71 | 0.01 | 1.04567 | 1.04523 | 1.04673 | -0.44 | 9988.56 |
| 143 | 2009.12.22 01:00 | sell | 72 | 0.01 | 1.04548 | 1.04638 | 1.04488 | ||
| 144 | 2009.12.22 01:15 | close | 72 | 0.01 | 1.04592 | 1.04638 | 1.04488 | -0.42 | 9988.14 |
| 145 | 2009.12.22 02:00 | sell | 73 | 0.01 | 1.04523 | 1.04613 | 1.04463 | ||
| 146 | 2009.12.22 02:10 | close | 73 | 0.01 | 1.04586 | 1.04613 | 1.04463 | -0.60 | 9987.54 |
| 147 | 2009.12.22 03:00 | sell | 74 | 0.01 | 1.04507 | 1.04597 | 1.04447 | ||
| 148 | 2009.12.22 03:10 | close | 74 | 0.01 | 1.04576 | 1.04597 | 1.04447 | -0.66 | 9986.88 |
| 149 | 2009.12.22 04:00 | sell | 75 | 0.01 | 1.04517 | 1.04607 | 1.04457 | ||
| 150 | 2009.12.22 04:15 | close | 75 | 0.01 | 1.04563 | 1.04607 | 1.04457 | -0.44 | 9986.44 |
| 151 | 2009.12.22 05:00 | sell | 76 | 0.01 | 1.04540 | 1.04630 | 1.04480 | ||
| 152 | 2009.12.22 05:50 | close | 76 | 0.01 | 1.04525 | 1.04630 | 1.04480 | 0.14 | 9986.58 |
| 153 | 2009.12.22 06:00 | sell | 77 | 0.01 | 1.04509 | 1.04599 | 1.04449 | ||
| 154 | 2009.12.22 06:03 | close | 77 | 0.01 | 1.04555 | 1.04599 | 1.04449 | -0.44 | 9986.14 |
| 155 | 2009.12.23 22:00 | buy | 78 | 0.01 | 1.03964 | 1.03874 | 1.04024 | ||
| 156 | 2009.12.23 22:10 | close | 78 | 0.01 | 1.03922 | 1.03874 | 1.04024 | -0.40 | 9985.74 |
| 157 | 2009.12.23 23:00 | buy | 79 | 0.01 | 1.03891 | 1.03801 | 1.03951 | ||
| 158 | 2009.12.23 23:10 | close | 79 | 0.01 | 1.03904 | 1.03801 | 1.03951 | 0.13 | 9985.87 |
| 159 | 2009.12.24 00:00 | buy | 80 | 0.01 | 1.03953 | 1.03863 | 1.04013 | ||
| 160 | 2009.12.24 00:15 | close | 80 | 0.01 | 1.03911 | 1.03863 | 1.04013 | -0.40 | 9985.47 |
| 161 | 2009.12.24 01:00 | buy | 81 | 0.01 | 1.03925 | 1.03835 | 1.03985 | ||
| 162 | 2009.12.24 01:20 | close | 81 | 0.01 | 1.03858 | 1.03835 | 1.03985 | -0.65 | 9984.82 |
| 163 | 2009.12.24 02:00 | buy | 82 | 0.01 | 1.03930 | 1.03840 | 1.03990 | ||
| 164 | 2009.12.24 02:02 | close | 82 | 0.01 | 1.03940 | 1.03840 | 1.03990 | 0.10 | 9984.92 |
| 165 | 2009.12.24 03:00 | buy | 83 | 0.01 | 1.03881 | 1.03791 | 1.03941 | ||
| 166 | 2009.12.24 03:10 | close | 83 | 0.01 | 1.03828 | 1.03791 | 1.03941 | -0.51 | 9984.41 |
| 167 | 2009.12.24 04:00 | sell | 84 | 0.01 | 1.03798 | 1.03888 | 1.03738 | ||
| 168 | 2009.12.24 04:15 | close | 84 | 0.01 | 1.03851 | 1.03888 | 1.03738 | -0.51 | 9983.90 |
| 169 | 2009.12.24 05:00 | sell | 85 | 0.01 | 1.03879 | 1.03969 | 1.03819 | ||
| 170 | 2009.12.24 05:03 | close | 85 | 0.01 | 1.03928 | 1.03969 | 1.03819 | -0.47 | 9983.43 |
| 171 | 2009.12.24 06:00 | sell | 86 | 0.01 | 1.03914 | 1.04004 | 1.03854 | ||
| 172 | 2009.12.24 06:20 | close | 86 | 0.01 | 1.03898 | 1.04004 | 1.03854 | 0.15 | 9983.58 |
| 173 | 2009.12.24 07:00 | sell | 87 | 0.01 | 1.03904 | 1.03994 | 1.03844 | ||
| 174 | 2009.12.24 07:10 | close | 87 | 0.01 | 1.03884 | 1.03994 | 1.03844 | 0.19 | 9983.77 |
| 175 | 2009.12.24 08:00 | sell | 88 | 0.01 | 1.03821 | 1.03911 | 1.03761 | ||
| 176 | 2009.12.24 08:10 | close | 88 | 0.01 | 1.03801 | 1.03911 | 1.03761 | 0.19 | 9983.96 |
| 177 | 2009.12.29 16:00 | buy | 89 | 0.01 | 1.03166 | 1.03076 | 1.03226 | ||
| 178 | 2009.12.29 16:07 | close | 89 | 0.01 | 1.03125 | 1.03076 | 1.03226 | -0.40 | 9983.56 |
| 179 | 2009.12.29 17:00 | buy | 90 | 0.01 | 1.03243 | 1.03153 | 1.03303 | ||
| 180 | 2009.12.29 17:02 | close | 90 | 0.01 | 1.03269 | 1.03153 | 1.03303 | 0.25 | 9983.81 |
| 181 | 2009.12.29 18:00 | buy | 91 | 0.01 | 1.03668 | 1.03578 | 1.03728 | ||
| 182 | 2009.12.29 18:02 | close | 91 | 0.01 | 1.03582 | 1.03578 | 1.03728 | -0.83 | 9982.98 |
| 183 | 2009.12.29 19:00 | buy | 92 | 0.01 | 1.03781 | 1.03691 | 1.03841 | ||
| 184 | 2009.12.29 19:10 | close | 92 | 0.01 | 1.03719 | 1.03691 | 1.03841 | -0.60 | 9982.38 |
| 185 | 2009.12.29 20:00 | buy | 93 | 0.01 | 1.03698 | 1.03608 | 1.03758 | ||
| 186 | 2009.12.29 20:07 | close | 93 | 0.01 | 1.03649 | 1.03608 | 1.03758 | -0.47 | 9981.91 |
| 187 | 2009.12.29 21:00 | buy | 94 | 0.01 | 1.03689 | 1.03599 | 1.03749 | ||
| 188 | 2009.12.29 21:15 | close | 94 | 0.01 | 1.03628 | 1.03599 | 1.03749 | -0.59 | 9981.32 |
| 189 | 2009.12.29 22:00 | buy | 95 | 0.01 | 1.03688 | 1.03598 | 1.03748 | ||
| 190 | 2009.12.29 22:37 | close | 95 | 0.01 | 1.03701 | 1.03598 | 1.03748 | 0.13 | 9981.45 |
| 191 | 2009.12.29 23:00 | buy | 96 | 0.01 | 1.03677 | 1.03587 | 1.03737 | ||
| 192 | 2009.12.29 23:02 | close | 96 | 0.01 | 1.03610 | 1.03587 | 1.03737 | -0.65 | 9980.80 |
| 193 | 2009.12.30 01:00 | sell | 97 | 0.01 | 1.03766 | 1.03856 | 1.03706 | ||
| 194 | 2009.12.30 01:15 | close | 97 | 0.01 | 1.03750 | 1.03856 | 1.03706 | 0.15 | 9980.95 |
| 195 | 2009.12.30 02:00 | buy | 98 | 0.01 | 1.03882 | 1.03792 | 1.03942 | ||
| 196 | 2009.12.30 02:02 | close | 98 | 0.01 | 1.03808 | 1.03792 | 1.03942 | -0.71 | 9980.24 |
| 197 | 2009.12.30 03:00 | sell | 99 | 0.01 | 1.03862 | 1.03952 | 1.03802 | ||
| 198 | 2009.12.30 03:10 | close | 99 | 0.01 | 1.03909 | 1.03952 | 1.03802 | -0.45 | 9979.79 |
| 199 | 2009.12.30 04:00 | sell | 100 | 0.01 | 1.03913 | 1.04003 | 1.03853 | ||
| 200 | 2009.12.30 04:20 | close | 100 | 0.01 | 1.03888 | 1.04003 | 1.03853 | 0.24 | 9980.03 |
| 201 | 2009.12.30 05:00 | buy | 101 | 0.01 | 1.03896 | 1.03806 | 1.03956 | ||
| 202 | 2009.12.30 05:15 | close | 101 | 0.01 | 1.03845 | 1.03806 | 1.03956 | -0.49 | 9979.54 |
| 203 | 2009.12.30 06:00 | buy | 102 | 0.01 | 1.03903 | 1.03813 | 1.03963 | ||
| 204 | 2009.12.30 06:15 | close | 102 | 0.01 | 1.03858 | 1.03813 | 1.03963 | -0.43 | 9979.11 |
| 205 | 2009.12.30 07:00 | buy | 103 | 0.01 | 1.03876 | 1.03786 | 1.03936 | ||
| 206 | 2009.12.30 07:10 | close | 103 | 0.01 | 1.03832 | 1.03786 | 1.03936 | -0.42 | 9978.69 |
| 207 | 2009.12.30 08:00 | sell | 104 | 0.01 | 1.03766 | 1.03856 | 1.03706 | ||
| 208 | 2009.12.30 08:03 | close | 104 | 0.01 | 1.03743 | 1.03856 | 1.03706 | 0.22 | 9978.91 |
| 209 | 2009.12.30 09:00 | sell | 105 | 0.01 | 1.03640 | 1.03730 | 1.03580 | ||
| 210 | 2009.12.30 09:02 | close | 105 | 0.01 | 1.03624 | 1.03730 | 1.03580 | 0.15 | 9979.06 |
| 211 | 2009.12.30 10:00 | sell | 106 | 0.01 | 1.03767 | 1.03857 | 1.03707 | ||
| 212 | 2009.12.30 10:02 | close | 106 | 0.01 | 1.03808 | 1.03857 | 1.03707 | -0.39 | 9978.67 |
| 213 | 2009.12.30 11:00 | sell | 107 | 0.01 | 1.03661 | 1.03751 | 1.03601 | ||
| 214 | 2009.12.30 11:02 | close | 107 | 0.01 | 1.03635 | 1.03751 | 1.03601 | 0.25 | 9978.92 |
| 215 | 2009.12.31 05:00 | buy | 108 | 0.01 | 1.03510 | 1.03420 | 1.03570 | ||
| 216 | 2009.12.31 05:20 | close | 108 | 0.01 | 1.03454 | 1.03420 | 1.03570 | -0.54 | 9978.38 |
| 217 | 2009.12.31 06:00 | sell | 109 | 0.01 | 1.03448 | 1.03538 | 1.03388 | ||
| 218 | 2009.12.31 06:15 | close | 109 | 0.01 | 1.03494 | 1.03538 | 1.03388 | -0.44 | 9977.94 |
| 219 | 2009.12.31 07:00 | sell | 110 | 0.01 | 1.03446 | 1.03536 | 1.03386 | ||
| 220 | 2009.12.31 07:15 | close | 110 | 0.01 | 1.03506 | 1.03536 | 1.03386 | -0.58 | 9977.36 |
| 221 | 2009.12.31 08:00 | sell | 111 | 0.01 | 1.02923 | 1.03013 | 1.02863 | ||
| 222 | 2009.12.31 08:03 | s/l | 111 | 0.01 | 1.03013 | 1.03013 | 1.02863 | -0.87 | 9976.49 |
| 223 | 2009.12.31 09:00 | sell | 112 | 0.01 | 1.03079 | 1.03169 | 1.03019 | ||
| 224 | 2009.12.31 09:02 | close | 112 | 0.01 | 1.03043 | 1.03169 | 1.03019 | 0.35 | 9976.84 |
| 225 | 2009.12.31 10:00 | sell | 113 | 0.01 | 1.03021 | 1.03111 | 1.02961 | ||
| 226 | 2009.12.31 10:02 | close | 113 | 0.01 | 1.03062 | 1.03111 | 1.02961 | -0.40 | 9976.44 |
| 227 | 2009.12.31 11:00 | sell | 114 | 0.01 | 1.03113 | 1.03203 | 1.03053 | ||
| 228 | 2009.12.31 11:05 | close | 114 | 0.01 | 1.03103 | 1.03203 | 1.03053 | 0.10 | 9976.54 |
| 229 | 2009.12.31 12:00 | sell | 115 | 0.01 | 1.02987 | 1.03077 | 1.02927 | ||
| 230 | 2009.12.31 12:10 | close | 115 | 0.01 | 1.02971 | 1.03077 | 1.02927 | 0.16 | 9976.70 |
| 231 | 2009.12.31 13:00 | sell | 116 | 0.01 | 1.03039 | 1.03129 | 1.02979 | ||
| 232 | 2009.12.31 13:10 | close | 116 | 0.01 | 1.03020 | 1.03129 | 1.02979 | 0.18 | 9976.88 |
| 233 | 2009.12.31 14:00 | sell | 117 | 0.01 | 1.02948 | 1.03038 | 1.02888 | ||
| 234 | 2009.12.31 14:02 | close | 117 | 0.01 | 1.02912 | 1.03038 | 1.02888 | 0.35 | 9977.23 |
| 235 | 2009.12.31 15:00 | buy | 118 | 0.01 | 1.03068 | 1.02978 | 1.03128 | ||
| 236 | 2009.12.31 15:02 | s/l | 118 | 0.01 | 1.02978 | 1.02978 | 1.03128 | -0.87 | 9976.36 |