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 | TrailingStop=40; TakeProfit=1000; Lots=1; Slippage=5; CurrentBar=1; UseClose=true; MaMode=1; ShortEma=6; LongEma=12; | ||||
Bars in test | 1515 | Ticks modelled | 13947 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 371.03 | Gross profit | 4574.73 | Gross loss | -4203.70 |
Profit factor | 1.09 | Expected payoff | 4.82 | ||
Absolute drawdown | 447.64 | Maximal drawdown | 1629.08 (14.57%) | Relative drawdown | 14.57% (1629.08) |
Total trades | 77 | Short positions (won %) | 38 (76.32%) | Long positions (won %) | 39 (82.05%) |
Profit trades (% of total) | 61 (79.22%) | Loss trades (% of total) | 16 (20.78%) | ||
Largest | profit trade | 229.94 | loss trade | -614.38 | |
Average | profit trade | 75.00 | loss trade | -262.73 | |
Maximum | consecutive wins (profit in money) | 13 (1022.94) | consecutive losses (loss in money) | 4 (-485.04) | |
Maximal | consecutive profit (count of wins) | 1142.08 (10) | consecutive loss (count of losses) | -1063.61 (2) | |
Average | consecutive wins | 6 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 09:00 | sell | 1 | 1.00 | 1.00342 | 0.00000 | 0.99342 | ||
2 | 2009.12.01 09:03 | modify | 1 | 1.00 | 1.00342 | 1.00319 | 0.99342 | ||
3 | 2009.12.01 09:10 | modify | 1 | 1.00 | 1.00342 | 1.00257 | 0.99342 | ||
4 | 2009.12.01 09:16 | modify | 1 | 1.00 | 1.00342 | 1.00175 | 0.99342 | ||
5 | 2009.12.01 09:20 | s/l | 1 | 1.00 | 1.00175 | 1.00175 | 0.99342 | 166.71 | 10166.71 |
6 | 2009.12.01 09:20 | sell | 2 | 1.00 | 1.00157 | 0.00000 | 0.99157 | ||
7 | 2009.12.01 09:45 | modify | 2 | 1.00 | 1.00157 | 1.00147 | 0.99157 | ||
8 | 2009.12.01 09:50 | modify | 2 | 1.00 | 1.00157 | 1.00064 | 0.99157 | ||
9 | 2009.12.01 09:52 | s/l | 2 | 1.00 | 1.00064 | 1.00064 | 0.99157 | 92.94 | 10259.65 |
10 | 2009.12.01 09:52 | sell | 3 | 1.00 | 1.00047 | 0.00000 | 0.99047 | ||
11 | 2009.12.01 10:20 | modify | 3 | 1.00 | 1.00047 | 1.00014 | 0.99047 | ||
12 | 2009.12.01 10:27 | s/l | 3 | 1.00 | 1.00014 | 1.00014 | 0.99047 | 32.99 | 10292.64 |
13 | 2009.12.02 15:00 | buy | 4 | 1.00 | 0.99975 | 0.00000 | 1.00975 | ||
14 | 2009.12.02 15:02 | modify | 4 | 1.00 | 0.99975 | 1.00001 | 1.00975 | ||
15 | 2009.12.02 15:07 | modify | 4 | 1.00 | 0.99975 | 1.00015 | 1.00975 | ||
16 | 2009.12.02 15:10 | s/l | 4 | 1.00 | 1.00015 | 1.00015 | 1.00975 | 40.00 | 10332.64 |
17 | 2009.12.02 15:10 | buy | 5 | 1.00 | 1.00018 | 0.00000 | 1.01018 | ||
18 | 2009.12.02 17:10 | modify | 5 | 1.00 | 1.00018 | 1.00024 | 1.01018 | ||
19 | 2009.12.02 17:15 | modify | 5 | 1.00 | 1.00018 | 1.00107 | 1.01018 | ||
20 | 2009.12.02 17:20 | modify | 5 | 1.00 | 1.00018 | 1.00190 | 1.01018 | ||
21 | 2009.12.02 17:22 | s/l | 5 | 1.00 | 1.00190 | 1.00190 | 1.01018 | 171.70 | 10504.34 |
22 | 2009.12.03 03:00 | sell | 6 | 1.00 | 0.99981 | 0.00000 | 0.98981 | ||
23 | 2009.12.03 03:50 | modify | 6 | 1.00 | 0.99981 | 0.99956 | 0.98981 | ||
24 | 2009.12.03 04:20 | modify | 6 | 1.00 | 0.99981 | 0.99949 | 0.98981 | ||
25 | 2009.12.03 05:02 | modify | 6 | 1.00 | 0.99981 | 0.99938 | 0.98981 | ||
26 | 2009.12.03 05:07 | modify | 6 | 1.00 | 0.99981 | 0.99931 | 0.98981 | ||
27 | 2009.12.03 05:15 | s/l | 6 | 1.00 | 0.99931 | 0.99931 | 0.98981 | 50.03 | 10554.37 |
28 | 2009.12.03 18:00 | buy | 7 | 1.00 | 0.99971 | 0.00000 | 1.00971 | ||
29 | 2009.12.03 22:20 | modify | 7 | 1.00 | 0.99971 | 0.99977 | 1.00971 | ||
30 | 2009.12.03 22:35 | modify | 7 | 1.00 | 0.99971 | 0.99978 | 1.00971 | ||
31 | 2009.12.03 22:40 | modify | 7 | 1.00 | 0.99971 | 1.00021 | 1.00971 | ||
32 | 2009.12.03 22:45 | modify | 7 | 1.00 | 0.99971 | 1.00065 | 1.00971 | ||
33 | 2009.12.03 22:50 | modify | 7 | 1.00 | 0.99971 | 1.00108 | 1.00971 | ||
34 | 2009.12.03 22:57 | s/l | 7 | 1.00 | 1.00108 | 1.00108 | 1.00971 | 136.87 | 10691.24 |
35 | 2009.12.04 11:00 | sell | 8 | 1.00 | 0.99952 | 0.00000 | 0.98952 | ||
36 | 2009.12.04 13:20 | modify | 8 | 1.00 | 0.99952 | 0.99946 | 0.98952 | ||
37 | 2009.12.04 13:27 | s/l | 8 | 1.00 | 0.99946 | 0.99946 | 0.98952 | 6.00 | 10697.24 |
38 | 2009.12.04 15:00 | buy | 9 | 1.00 | 1.00853 | 0.00000 | 1.01853 | ||
39 | 2009.12.04 15:10 | modify | 9 | 1.00 | 1.00853 | 1.00856 | 1.01853 | ||
40 | 2009.12.04 15:15 | modify | 9 | 1.00 | 1.00853 | 1.00968 | 1.01853 | ||
41 | 2009.12.04 15:20 | modify | 9 | 1.00 | 1.00853 | 1.01079 | 1.01853 | ||
42 | 2009.12.04 15:22 | s/l | 9 | 1.00 | 1.01079 | 1.01079 | 1.01853 | 223.66 | 10920.90 |
43 | 2009.12.04 15:22 | buy | 10 | 1.00 | 1.01064 | 0.00000 | 1.02064 | ||
44 | 2009.12.04 16:40 | modify | 10 | 1.00 | 1.01064 | 1.01133 | 1.02064 | ||
45 | 2009.12.04 16:45 | modify | 10 | 1.00 | 1.01064 | 1.01210 | 1.02064 | ||
46 | 2009.12.04 16:50 | modify | 10 | 1.00 | 1.01064 | 1.01288 | 1.02064 | ||
47 | 2009.12.04 16:52 | s/l | 10 | 1.00 | 1.01288 | 1.01288 | 1.02064 | 221.18 | 11142.08 |
48 | 2009.12.07 20:00 | sell | 11 | 1.00 | 1.01659 | 0.00000 | 1.00659 | ||
49 | 2009.12.07 21:00 | close | 11 | 1.00 | 1.01952 | 0.00000 | 1.00659 | -287.39 | 10854.69 |
50 | 2009.12.07 21:02 | buy | 12 | 1.00 | 1.01906 | 0.00000 | 1.02906 | ||
51 | 2009.12.07 21:15 | modify | 12 | 1.00 | 1.01906 | 1.01914 | 1.02906 | ||
52 | 2009.12.07 21:20 | modify | 12 | 1.00 | 1.01906 | 1.01942 | 1.02906 | ||
53 | 2009.12.07 21:32 | s/l | 12 | 1.00 | 1.01942 | 1.01942 | 1.02906 | 35.31 | 10890.00 |
54 | 2009.12.07 21:32 | buy | 13 | 1.00 | 1.01958 | 0.00000 | 1.02958 | ||
55 | 2009.12.07 21:40 | modify | 13 | 1.00 | 1.01958 | 1.01961 | 1.02958 | ||
56 | 2009.12.07 21:45 | modify | 13 | 1.00 | 1.01958 | 1.02008 | 1.02958 | ||
57 | 2009.12.07 21:50 | modify | 13 | 1.00 | 1.01958 | 1.02055 | 1.02958 | ||
58 | 2009.12.07 21:57 | s/l | 13 | 1.00 | 1.02055 | 1.02055 | 1.02958 | 95.07 | 10985.07 |
59 | 2009.12.07 21:57 | buy | 14 | 1.00 | 1.02051 | 0.00000 | 1.03051 | ||
60 | 2009.12.08 02:00 | close | 14 | 1.00 | 1.01740 | 0.00000 | 1.03051 | -305.19 | 10679.89 |
61 | 2009.12.08 02:02 | sell | 15 | 1.00 | 1.01799 | 0.00000 | 1.00799 | ||
62 | 2009.12.08 02:15 | modify | 15 | 1.00 | 1.01799 | 1.01789 | 1.00799 | ||
63 | 2009.12.08 02:20 | modify | 15 | 1.00 | 1.01799 | 1.01744 | 1.00799 | ||
64 | 2009.12.08 02:27 | s/l | 15 | 1.00 | 1.01744 | 1.01744 | 1.00799 | 54.05 | 10733.94 |
65 | 2009.12.08 02:27 | sell | 16 | 1.00 | 1.01730 | 0.00000 | 1.00730 | ||
66 | 2009.12.08 02:32 | modify | 16 | 1.00 | 1.01730 | 1.01702 | 1.00730 | ||
67 | 2009.12.08 02:37 | modify | 16 | 1.00 | 1.01730 | 1.01692 | 1.00730 | ||
68 | 2009.12.08 02:40 | s/l | 16 | 1.00 | 1.01692 | 1.01692 | 1.00730 | 37.37 | 10771.31 |
69 | 2009.12.08 02:40 | sell | 17 | 1.00 | 1.01681 | 0.00000 | 1.00681 | ||
70 | 2009.12.08 09:00 | close | 17 | 1.00 | 1.02110 | 0.00000 | 1.00681 | -420.14 | 10351.17 |
71 | 2009.12.08 09:03 | buy | 18 | 1.00 | 1.02201 | 0.00000 | 1.03201 | ||
72 | 2009.12.08 13:07 | modify | 18 | 1.00 | 1.02201 | 1.02218 | 1.03201 | ||
73 | 2009.12.08 13:10 | s/l | 18 | 1.00 | 1.02218 | 1.02218 | 1.03201 | 16.63 | 10367.80 |
74 | 2009.12.09 11:00 | sell | 19 | 1.00 | 1.02383 | 0.00000 | 1.01383 | ||
75 | 2009.12.09 11:15 | modify | 19 | 1.00 | 1.02383 | 1.02372 | 1.01383 | ||
76 | 2009.12.09 11:20 | modify | 19 | 1.00 | 1.02383 | 1.02326 | 1.01383 | ||
77 | 2009.12.09 11:27 | s/l | 19 | 1.00 | 1.02326 | 1.02326 | 1.01383 | 55.70 | 10423.50 |
78 | 2009.12.09 11:27 | sell | 20 | 1.00 | 1.02313 | 0.00000 | 1.01313 | ||
79 | 2009.12.09 11:32 | modify | 20 | 1.00 | 1.02313 | 1.02250 | 1.01313 | ||
80 | 2009.12.09 11:37 | modify | 20 | 1.00 | 1.02313 | 1.02238 | 1.01313 | ||
81 | 2009.12.09 11:40 | s/l | 20 | 1.00 | 1.02238 | 1.02238 | 1.01313 | 73.34 | 10496.84 |
82 | 2009.12.09 11:40 | sell | 21 | 1.00 | 1.02237 | 0.00000 | 1.01237 | ||
83 | 2009.12.09 16:00 | close | 21 | 1.00 | 1.02714 | 0.00000 | 1.01237 | -464.40 | 10032.44 |
84 | 2009.12.09 16:02 | buy | 22 | 1.00 | 1.02706 | 0.00000 | 1.03706 | ||
85 | 2009.12.09 16:37 | modify | 22 | 1.00 | 1.02706 | 1.02706 | 1.03706 | ||
86 | 2009.12.09 16:40 | s/l | 22 | 1.00 | 1.02706 | 1.02706 | 1.03706 | 0.00 | 10032.44 |
87 | 2009.12.09 16:40 | buy | 23 | 1.00 | 1.02644 | 0.00000 | 1.03644 | ||
88 | 2009.12.09 17:32 | modify | 23 | 1.00 | 1.02644 | 1.02668 | 1.03644 | ||
89 | 2009.12.09 17:37 | modify | 23 | 1.00 | 1.02644 | 1.02680 | 1.03644 | ||
90 | 2009.12.09 17:40 | s/l | 23 | 1.00 | 1.02680 | 1.02680 | 1.03644 | 35.07 | 10067.51 |
91 | 2009.12.10 02:00 | sell | 24 | 1.00 | 1.02578 | 0.00000 | 1.01578 | ||
92 | 2009.12.10 02:20 | modify | 24 | 1.00 | 1.02578 | 1.02575 | 1.01578 | ||
93 | 2009.12.10 02:30 | s/l | 24 | 1.00 | 1.02575 | 1.02575 | 1.01578 | 2.93 | 10070.44 |
94 | 2009.12.10 02:30 | sell | 25 | 1.00 | 1.02570 | 0.00000 | 1.01570 | ||
95 | 2009.12.10 05:00 | close | 25 | 1.00 | 1.02682 | 0.00000 | 1.01570 | -109.07 | 9961.37 |
96 | 2009.12.10 05:02 | buy | 26 | 1.00 | 1.02660 | 0.00000 | 1.03660 | ||
97 | 2009.12.10 05:15 | modify | 26 | 1.00 | 1.02660 | 1.02684 | 1.03660 | ||
98 | 2009.12.10 05:20 | modify | 26 | 1.00 | 1.02660 | 1.02720 | 1.03660 | ||
99 | 2009.12.10 05:27 | s/l | 26 | 1.00 | 1.02720 | 1.02720 | 1.03660 | 58.42 | 10019.79 |
100 | 2009.12.10 05:27 | buy | 27 | 1.00 | 1.02731 | 0.00000 | 1.03731 | ||
101 | 2009.12.10 05:40 | modify | 27 | 1.00 | 1.02731 | 1.02744 | 1.03731 | ||
102 | 2009.12.10 05:45 | modify | 27 | 1.00 | 1.02731 | 1.02779 | 1.03731 | ||
103 | 2009.12.10 05:50 | modify | 27 | 1.00 | 1.02731 | 1.02814 | 1.03731 | ||
104 | 2009.12.10 05:57 | s/l | 27 | 1.00 | 1.02814 | 1.02814 | 1.03731 | 80.73 | 10100.52 |
105 | 2009.12.10 05:57 | buy | 28 | 1.00 | 1.02826 | 0.00000 | 1.03826 | ||
106 | 2009.12.10 09:20 | modify | 28 | 1.00 | 1.02826 | 1.02868 | 1.03826 | ||
107 | 2009.12.10 09:22 | s/l | 28 | 1.00 | 1.02868 | 1.02868 | 1.03826 | 40.83 | 10141.35 |
108 | 2009.12.10 12:00 | sell | 29 | 1.00 | 1.02507 | 0.00000 | 1.01507 | ||
109 | 2009.12.10 15:15 | modify | 29 | 1.00 | 1.02507 | 1.02483 | 1.01507 | ||
110 | 2009.12.10 15:20 | modify | 29 | 1.00 | 1.02507 | 1.02426 | 1.01507 | ||
111 | 2009.12.10 15:27 | s/l | 29 | 1.00 | 1.02426 | 1.02426 | 1.01507 | 79.06 | 10220.41 |
112 | 2009.12.10 19:00 | buy | 30 | 1.00 | 1.02702 | 0.00000 | 1.03702 | ||
113 | 2009.12.10 19:10 | modify | 30 | 1.00 | 1.02702 | 1.02709 | 1.03702 | ||
114 | 2009.12.10 19:15 | modify | 30 | 1.00 | 1.02702 | 1.02752 | 1.03702 | ||
115 | 2009.12.10 19:20 | modify | 30 | 1.00 | 1.02702 | 1.02795 | 1.03702 | ||
116 | 2009.12.10 19:27 | s/l | 30 | 1.00 | 1.02795 | 1.02795 | 1.03702 | 90.49 | 10310.90 |
117 | 2009.12.10 19:27 | buy | 31 | 1.00 | 1.02797 | 0.00000 | 1.03797 | ||
118 | 2009.12.10 23:00 | close | 31 | 1.00 | 1.02585 | 0.00000 | 1.03797 | -206.66 | 10104.24 |
119 | 2009.12.10 23:02 | sell | 32 | 1.00 | 1.02598 | 0.00000 | 1.01598 | ||
120 | 2009.12.11 06:00 | close | 32 | 1.00 | 1.02655 | 0.00000 | 1.01598 | -56.22 | 10048.01 |
121 | 2009.12.11 06:02 | buy | 33 | 1.00 | 1.02653 | 0.00000 | 1.03653 | ||
122 | 2009.12.11 07:00 | close | 33 | 1.00 | 1.02557 | 0.00000 | 1.03653 | -93.61 | 9954.40 |
123 | 2009.12.11 07:02 | sell | 34 | 1.00 | 1.02555 | 0.00000 | 1.01555 | ||
124 | 2009.12.11 08:00 | close | 34 | 1.00 | 1.02687 | 0.00000 | 1.01555 | -128.55 | 9825.85 |
125 | 2009.12.11 08:02 | buy | 35 | 1.00 | 1.02660 | 0.00000 | 1.03660 | ||
126 | 2009.12.11 08:20 | modify | 35 | 1.00 | 1.02660 | 1.02678 | 1.03660 | ||
127 | 2009.12.11 08:27 | s/l | 35 | 1.00 | 1.02678 | 1.02678 | 1.03660 | 17.53 | 9843.38 |
128 | 2009.12.11 08:27 | buy | 36 | 1.00 | 1.02697 | 0.00000 | 1.03697 | ||
129 | 2009.12.11 11:00 | close | 36 | 1.00 | 1.02503 | 0.00000 | 1.03697 | -189.26 | 9654.12 |
130 | 2009.12.11 11:02 | sell | 37 | 1.00 | 1.02517 | 0.00000 | 1.01517 | ||
131 | 2009.12.11 11:32 | modify | 37 | 1.00 | 1.02517 | 1.02463 | 1.01517 | ||
132 | 2009.12.11 11:37 | modify | 37 | 1.00 | 1.02517 | 1.02453 | 1.01517 | ||
133 | 2009.12.11 11:40 | s/l | 37 | 1.00 | 1.02453 | 1.02453 | 1.01517 | 62.46 | 9716.58 |
134 | 2009.12.11 11:40 | sell | 38 | 1.00 | 1.02444 | 0.00000 | 1.01444 | ||
135 | 2009.12.11 13:20 | modify | 38 | 1.00 | 1.02444 | 1.02403 | 1.01444 | ||
136 | 2009.12.11 13:27 | s/l | 38 | 1.00 | 1.02403 | 1.02403 | 1.01444 | 40.03 | 9756.61 |
137 | 2009.12.11 15:00 | buy | 39 | 1.00 | 1.02884 | 0.00000 | 1.03884 | ||
138 | 2009.12.11 15:13 | modify | 39 | 1.00 | 1.02884 | 1.02902 | 1.03884 | ||
139 | 2009.12.11 15:20 | modify | 39 | 1.00 | 1.02884 | 1.02997 | 1.03884 | ||
140 | 2009.12.11 15:30 | modify | 39 | 1.00 | 1.02884 | 1.03093 | 1.03884 | ||
141 | 2009.12.11 15:32 | modify | 39 | 1.00 | 1.02884 | 1.03096 | 1.03884 | ||
142 | 2009.12.11 15:35 | modify | 39 | 1.00 | 1.02884 | 1.03117 | 1.03884 | ||
143 | 2009.12.11 15:37 | s/l | 39 | 1.00 | 1.03117 | 1.03117 | 1.03884 | 225.96 | 9982.57 |
144 | 2009.12.11 15:37 | buy | 40 | 1.00 | 1.03135 | 0.00000 | 1.04135 | ||
145 | 2009.12.11 15:40 | modify | 40 | 1.00 | 1.03135 | 1.03177 | 1.04135 | ||
146 | 2009.12.11 15:45 | modify | 40 | 1.00 | 1.03135 | 1.03238 | 1.04135 | ||
147 | 2009.12.11 15:50 | modify | 40 | 1.00 | 1.03135 | 1.03299 | 1.04135 | ||
148 | 2009.12.11 15:52 | s/l | 40 | 1.00 | 1.03299 | 1.03299 | 1.04135 | 158.77 | 10141.34 |
149 | 2009.12.11 15:52 | buy | 41 | 1.00 | 1.03317 | 0.00000 | 1.04317 | ||
150 | 2009.12.11 16:15 | modify | 41 | 1.00 | 1.03317 | 1.03412 | 1.04317 | ||
151 | 2009.12.11 16:20 | modify | 41 | 1.00 | 1.03317 | 1.03515 | 1.04317 | ||
152 | 2009.12.11 16:22 | s/l | 41 | 1.00 | 1.03515 | 1.03515 | 1.04317 | 191.33 | 10332.67 |
153 | 2009.12.14 08:00 | sell | 42 | 1.00 | 1.03172 | 0.00000 | 1.02172 | ||
154 | 2009.12.14 08:10 | modify | 42 | 1.00 | 1.03172 | 1.03151 | 1.02172 | ||
155 | 2009.12.14 08:15 | modify | 42 | 1.00 | 1.03172 | 1.03086 | 1.02172 | ||
156 | 2009.12.14 08:20 | modify | 42 | 1.00 | 1.03172 | 1.02999 | 1.02172 | ||
157 | 2009.12.14 08:22 | s/l | 42 | 1.00 | 1.02999 | 1.02999 | 1.02172 | 167.96 | 10500.63 |
158 | 2009.12.14 08:22 | sell | 43 | 1.00 | 1.02983 | 0.00000 | 1.01983 | ||
159 | 2009.12.14 13:00 | close | 43 | 1.00 | 1.03354 | 0.00000 | 1.01983 | -358.96 | 10141.67 |
160 | 2009.12.14 13:02 | buy | 44 | 1.00 | 1.03360 | 0.00000 | 1.04360 | ||
161 | 2009.12.14 17:00 | close | 44 | 1.00 | 1.03145 | 0.00000 | 1.04360 | -208.44 | 9933.23 |
162 | 2009.12.14 17:02 | sell | 45 | 1.00 | 1.03148 | 0.00000 | 1.02148 | ||
163 | 2009.12.14 18:50 | modify | 45 | 1.00 | 1.03148 | 1.03143 | 1.02148 | ||
164 | 2009.12.14 18:59 | s/l | 45 | 1.00 | 1.03143 | 1.03143 | 1.02148 | 4.85 | 9938.08 |
165 | 2009.12.15 04:00 | buy | 46 | 1.00 | 1.03271 | 0.00000 | 1.04271 | ||
166 | 2009.12.15 06:20 | modify | 46 | 1.00 | 1.03271 | 1.03303 | 1.04271 | ||
167 | 2009.12.15 06:27 | s/l | 46 | 1.00 | 1.03303 | 1.03303 | 1.04271 | 30.98 | 9969.06 |
168 | 2009.12.16 11:00 | sell | 47 | 1.00 | 1.03948 | 0.00000 | 1.02948 | ||
169 | 2009.12.16 11:15 | modify | 47 | 1.00 | 1.03948 | 1.03930 | 1.02948 | ||
170 | 2009.12.16 11:20 | modify | 47 | 1.00 | 1.03948 | 1.03873 | 1.02948 | ||
171 | 2009.12.16 11:27 | s/l | 47 | 1.00 | 1.03873 | 1.03873 | 1.02948 | 72.19 | 10041.25 |
172 | 2009.12.16 11:27 | sell | 48 | 1.00 | 1.03871 | 0.00000 | 1.02871 | ||
173 | 2009.12.16 12:20 | modify | 48 | 1.00 | 1.03871 | 1.03813 | 1.02871 | ||
174 | 2009.12.16 12:27 | s/l | 48 | 1.00 | 1.03813 | 1.03813 | 1.02871 | 55.86 | 10097.11 |
175 | 2009.12.17 01:00 | buy | 49 | 1.00 | 1.03899 | 0.00000 | 1.04899 | ||
176 | 2009.12.17 02:10 | modify | 49 | 1.00 | 1.03899 | 1.03910 | 1.04899 | ||
177 | 2009.12.17 02:15 | modify | 49 | 1.00 | 1.03899 | 1.03939 | 1.04899 | ||
178 | 2009.12.17 02:20 | modify | 49 | 1.00 | 1.03899 | 1.03968 | 1.04899 | ||
179 | 2009.12.17 02:27 | s/l | 49 | 1.00 | 1.03968 | 1.03968 | 1.04899 | 66.38 | 10163.49 |
180 | 2009.12.18 01:00 | sell | 50 | 1.00 | 1.04625 | 0.00000 | 1.03625 | ||
181 | 2009.12.18 01:15 | modify | 50 | 1.00 | 1.04625 | 1.04533 | 1.03625 | ||
182 | 2009.12.18 01:17 | s/l | 50 | 1.00 | 1.04533 | 1.04533 | 1.03625 | 88.01 | 10251.50 |
183 | 2009.12.18 01:17 | sell | 51 | 1.00 | 1.04514 | 0.00000 | 1.03514 | ||
184 | 2009.12.18 01:20 | modify | 51 | 1.00 | 1.04514 | 1.04371 | 1.03514 | ||
185 | 2009.12.18 01:22 | s/l | 51 | 1.00 | 1.04371 | 1.04371 | 1.03514 | 136.96 | 10388.46 |
186 | 2009.12.18 01:22 | sell | 52 | 1.00 | 1.04393 | 0.00000 | 1.03393 | ||
187 | 2009.12.18 01:27 | modify | 52 | 1.00 | 1.04393 | 1.04374 | 1.03393 | ||
188 | 2009.12.18 01:30 | modify | 52 | 1.00 | 1.04393 | 1.04372 | 1.03393 | ||
189 | 2009.12.18 01:32 | s/l | 52 | 1.00 | 1.04372 | 1.04372 | 1.03393 | 20.11 | 10408.57 |
190 | 2009.12.18 01:32 | sell | 53 | 1.00 | 1.04380 | 0.00000 | 1.03380 | ||
191 | 2009.12.18 01:40 | modify | 53 | 1.00 | 1.04380 | 1.04356 | 1.03380 | ||
192 | 2009.12.18 01:45 | modify | 53 | 1.00 | 1.04380 | 1.04274 | 1.03380 | ||
193 | 2009.12.18 01:50 | modify | 53 | 1.00 | 1.04380 | 1.04164 | 1.03380 | ||
194 | 2009.12.18 01:52 | s/l | 53 | 1.00 | 1.04164 | 1.04164 | 1.03380 | 207.34 | 10615.91 |
195 | 2009.12.18 01:52 | sell | 54 | 1.00 | 1.04160 | 0.00000 | 1.03160 | ||
196 | 2009.12.18 03:10 | modify | 54 | 1.00 | 1.04160 | 1.04117 | 1.03160 | ||
197 | 2009.12.18 03:15 | modify | 54 | 1.00 | 1.04160 | 1.04033 | 1.03160 | ||
198 | 2009.12.18 03:20 | modify | 54 | 1.00 | 1.04160 | 1.03921 | 1.03160 | ||
199 | 2009.12.18 03:22 | s/l | 54 | 1.00 | 1.03921 | 1.03921 | 1.03160 | 229.94 | 10845.85 |
200 | 2009.12.18 15:00 | buy | 55 | 1.00 | 1.04502 | 0.00000 | 1.05502 | ||
201 | 2009.12.18 16:45 | modify | 55 | 1.00 | 1.04502 | 1.04549 | 1.05502 | ||
202 | 2009.12.18 16:47 | s/l | 55 | 1.00 | 1.04549 | 1.04549 | 1.05502 | 44.96 | 10890.81 |
203 | 2009.12.21 00:00 | sell | 56 | 1.00 | 1.04067 | 0.00000 | 1.03067 | ||
204 | 2009.12.21 00:20 | modify | 56 | 1.00 | 1.04067 | 1.04048 | 1.03067 | ||
205 | 2009.12.21 00:37 | modify | 56 | 1.00 | 1.04067 | 1.04044 | 1.03067 | ||
206 | 2009.12.21 00:40 | s/l | 56 | 1.00 | 1.04044 | 1.04044 | 1.03067 | 22.10 | 10912.91 |
207 | 2009.12.21 00:40 | sell | 57 | 1.00 | 1.04026 | 0.00000 | 1.03026 | ||
208 | 2009.12.21 01:02 | modify | 57 | 1.00 | 1.04026 | 1.03995 | 1.03026 | ||
209 | 2009.12.21 01:07 | modify | 57 | 1.00 | 1.04026 | 1.03981 | 1.03026 | ||
210 | 2009.12.21 01:10 | s/l | 57 | 1.00 | 1.03981 | 1.03981 | 1.03026 | 43.26 | 10956.17 |
211 | 2009.12.21 10:00 | buy | 58 | 1.00 | 1.04647 | 0.00000 | 1.05647 | ||
212 | 2009.12.21 14:00 | close | 58 | 1.00 | 1.04008 | 0.00000 | 1.05647 | -614.38 | 10341.79 |
213 | 2009.12.21 14:02 | sell | 59 | 1.00 | 1.03932 | 0.00000 | 1.02932 | ||
214 | 2009.12.21 17:00 | close | 59 | 1.00 | 1.04401 | 0.00000 | 1.02932 | -449.23 | 9892.56 |
215 | 2009.12.21 17:03 | buy | 60 | 1.00 | 1.04464 | 0.00000 | 1.05464 | ||
216 | 2009.12.21 17:16 | modify | 60 | 1.00 | 1.04464 | 1.04480 | 1.05464 | ||
217 | 2009.12.21 17:26 | s/l | 60 | 1.00 | 1.04480 | 1.04480 | 1.05464 | 15.31 | 9907.87 |
218 | 2009.12.21 17:26 | buy | 61 | 1.00 | 1.04489 | 0.00000 | 1.05489 | ||
219 | 2009.12.21 17:32 | modify | 61 | 1.00 | 1.04489 | 1.04556 | 1.05489 | ||
220 | 2009.12.21 17:37 | modify | 61 | 1.00 | 1.04489 | 1.04576 | 1.05489 | ||
221 | 2009.12.21 17:40 | s/l | 61 | 1.00 | 1.04576 | 1.04576 | 1.05489 | 83.22 | 9991.09 |
222 | 2009.12.21 17:40 | buy | 62 | 1.00 | 1.04554 | 0.00000 | 1.05554 | ||
223 | 2009.12.21 20:02 | modify | 62 | 1.00 | 1.04554 | 1.04575 | 1.05554 | ||
224 | 2009.12.21 20:07 | modify | 62 | 1.00 | 1.04554 | 1.04588 | 1.05554 | ||
225 | 2009.12.21 20:10 | s/l | 62 | 1.00 | 1.04588 | 1.04588 | 1.05554 | 32.51 | 10023.60 |
226 | 2009.12.23 12:00 | sell | 63 | 1.00 | 1.04608 | 0.00000 | 1.03608 | ||
227 | 2009.12.23 13:35 | modify | 63 | 1.00 | 1.04608 | 1.04604 | 1.03608 | ||
228 | 2009.12.23 13:37 | s/l | 63 | 1.00 | 1.04604 | 1.04604 | 1.03608 | 3.83 | 10027.43 |
229 | 2009.12.28 00:00 | buy | 64 | 1.00 | 1.03636 | 0.00000 | 1.04636 | ||
230 | 2009.12.28 00:15 | modify | 64 | 1.00 | 1.03636 | 1.03665 | 1.04636 | ||
231 | 2009.12.28 00:20 | modify | 64 | 1.00 | 1.03636 | 1.03701 | 1.04636 | ||
232 | 2009.12.28 00:27 | s/l | 64 | 1.00 | 1.03701 | 1.03701 | 1.04636 | 62.69 | 10090.12 |
233 | 2009.12.28 00:27 | buy | 65 | 1.00 | 1.03712 | 0.00000 | 1.04712 | ||
234 | 2009.12.28 01:15 | modify | 65 | 1.00 | 1.03712 | 1.03723 | 1.04712 | ||
235 | 2009.12.28 01:20 | modify | 65 | 1.00 | 1.03712 | 1.03763 | 1.04712 | ||
236 | 2009.12.28 01:27 | s/l | 65 | 1.00 | 1.03763 | 1.03763 | 1.04712 | 49.16 | 10139.28 |
237 | 2009.12.28 03:00 | sell | 66 | 1.00 | 1.03443 | 0.00000 | 1.02443 | ||
238 | 2009.12.28 12:45 | modify | 66 | 1.00 | 1.03443 | 1.03440 | 1.02443 | ||
239 | 2009.12.28 12:50 | modify | 66 | 1.00 | 1.03443 | 1.03394 | 1.02443 | ||
240 | 2009.12.28 12:57 | s/l | 66 | 1.00 | 1.03394 | 1.03394 | 1.02443 | 47.39 | 10186.67 |
241 | 2009.12.29 00:00 | buy | 67 | 1.00 | 1.03548 | 0.00000 | 1.04548 | ||
242 | 2009.12.29 01:32 | modify | 67 | 1.00 | 1.03548 | 1.03562 | 1.04548 | ||
243 | 2009.12.29 01:37 | modify | 67 | 1.00 | 1.03548 | 1.03567 | 1.04548 | ||
244 | 2009.12.29 01:50 | s/l | 67 | 1.00 | 1.03567 | 1.03567 | 1.04548 | 18.34 | 10205.01 |
245 | 2009.12.29 09:00 | sell | 68 | 1.00 | 1.03098 | 0.00000 | 1.02098 | ||
246 | 2009.12.29 09:15 | modify | 68 | 1.00 | 1.03098 | 1.03059 | 1.02098 | ||
247 | 2009.12.29 09:20 | modify | 68 | 1.00 | 1.03098 | 1.02988 | 1.02098 | ||
248 | 2009.12.29 09:27 | s/l | 68 | 1.00 | 1.02988 | 1.02988 | 1.02098 | 106.77 | 10311.78 |
249 | 2009.12.29 09:27 | sell | 69 | 1.00 | 1.03000 | 0.00000 | 1.02000 | ||
250 | 2009.12.29 09:50 | modify | 69 | 1.00 | 1.03000 | 1.02985 | 1.02000 | ||
251 | 2009.12.29 10:10 | s/l | 69 | 1.00 | 1.02985 | 1.02985 | 1.02000 | 14.56 | 10326.34 |
252 | 2009.12.29 18:00 | buy | 70 | 1.00 | 1.03668 | 0.00000 | 1.04668 | ||
253 | 2009.12.29 18:40 | modify | 70 | 1.00 | 1.03668 | 1.03674 | 1.04668 | ||
254 | 2009.12.29 18:45 | modify | 70 | 1.00 | 1.03668 | 1.03705 | 1.04668 | ||
255 | 2009.12.29 18:50 | modify | 70 | 1.00 | 1.03668 | 1.03736 | 1.04668 | ||
256 | 2009.12.29 18:57 | s/l | 70 | 1.00 | 1.03736 | 1.03736 | 1.04668 | 65.55 | 10391.89 |
257 | 2009.12.29 18:57 | buy | 71 | 1.00 | 1.03754 | 0.00000 | 1.04754 | ||
258 | 2009.12.29 20:32 | modify | 71 | 1.00 | 1.03754 | 1.03763 | 1.04754 | ||
259 | 2009.12.29 20:37 | modify | 71 | 1.00 | 1.03754 | 1.03777 | 1.04754 | ||
260 | 2009.12.29 20:40 | s/l | 71 | 1.00 | 1.03777 | 1.03777 | 1.04754 | 22.16 | 10414.05 |
261 | 2009.12.30 12:00 | sell | 72 | 1.00 | 1.03649 | 0.00000 | 1.02649 | ||
262 | 2009.12.30 13:00 | close | 72 | 1.00 | 1.03883 | 0.00000 | 1.02649 | -225.25 | 10188.80 |
263 | 2009.12.30 13:02 | buy | 73 | 1.00 | 1.03877 | 0.00000 | 1.04877 | ||
264 | 2009.12.30 15:45 | modify | 73 | 1.00 | 1.03877 | 1.03902 | 1.04877 | ||
265 | 2009.12.30 15:50 | modify | 73 | 1.00 | 1.03877 | 1.03940 | 1.04877 | ||
266 | 2009.12.30 15:57 | s/l | 73 | 1.00 | 1.03940 | 1.03940 | 1.04877 | 60.61 | 10249.41 |
267 | 2009.12.30 20:00 | sell | 74 | 1.00 | 1.03630 | 0.00000 | 1.02630 | ||
268 | 2009.12.31 01:45 | modify | 74 | 1.00 | 1.03630 | 1.03620 | 1.02630 | ||
269 | 2009.12.31 01:50 | modify | 74 | 1.00 | 1.03630 | 1.03587 | 1.02630 | ||
270 | 2009.12.31 02:15 | modify | 74 | 1.00 | 1.03630 | 1.03576 | 1.02630 | ||
271 | 2009.12.31 02:20 | modify | 74 | 1.00 | 1.03630 | 1.03553 | 1.02630 | ||
272 | 2009.12.31 02:40 | modify | 74 | 1.00 | 1.03630 | 1.03536 | 1.02630 | ||
273 | 2009.12.31 02:45 | modify | 74 | 1.00 | 1.03630 | 1.03504 | 1.02630 | ||
274 | 2009.12.31 02:50 | modify | 74 | 1.00 | 1.03630 | 1.03461 | 1.02630 | ||
275 | 2009.12.31 02:57 | s/l | 74 | 1.00 | 1.03461 | 1.03461 | 1.02630 | 161.26 | 10410.67 |
276 | 2009.12.31 18:00 | buy | 75 | 1.00 | 1.03591 | 0.00000 | 1.04591 | ||
277 | 2009.12.31 18:07 | modify | 75 | 1.00 | 1.03591 | 1.03604 | 1.04591 | ||
278 | 2009.12.31 18:10 | s/l | 75 | 1.00 | 1.03604 | 1.03604 | 1.04591 | 12.55 | 10423.22 |
279 | 2009.12.31 18:10 | buy | 76 | 1.00 | 1.03594 | 0.00000 | 1.04594 | ||
280 | 2009.12.31 18:32 | modify | 76 | 1.00 | 1.03594 | 1.03607 | 1.04594 | ||
281 | 2009.12.31 18:37 | modify | 76 | 1.00 | 1.03594 | 1.03630 | 1.04594 | ||
282 | 2009.12.31 18:40 | s/l | 76 | 1.00 | 1.03630 | 1.03630 | 1.04594 | 34.76 | 10457.98 |
283 | 2009.12.31 18:40 | buy | 77 | 1.00 | 1.03596 | 0.00000 | 1.04596 | ||
284 | 2009.12.31 18:57 | close at stop | 77 | 1.00 | 1.03506 | 0.00000 | 1.04596 | -86.95 | 10371.03 |