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 | Size=0.1; | ||||
Bars in test | 1515 | Ticks modelled | 13947 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -593.64 | Gross profit | 1040.29 | Gross loss | -1633.93 |
Profit factor | 0.64 | Expected payoff | -3.81 | ||
Absolute drawdown | 658.02 | Maximal drawdown | 701.96 (6.99%) | Relative drawdown | 6.99% (701.96) |
Total trades | 156 | Short positions (won %) | 78 (26.92%) | Long positions (won %) | 78 (30.77%) |
Profit trades (% of total) | 45 (28.85%) | Loss trades (% of total) | 111 (71.15%) | ||
Largest | profit trade | 159.50 | loss trade | -60.23 | |
Average | profit trade | 23.12 | loss trade | -14.72 | |
Maximum | consecutive wins (profit in money) | 3 (229.06) | consecutive losses (loss in money) | 14 (-186.74) | |
Maximal | consecutive profit (count of wins) | 229.06 (3) | consecutive loss (count of losses) | -186.74 (14) | |
Average | consecutive wins | 1 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 00:33 | sell | 1 | 0.10 | 1.00430 | 0.00000 | 0.00000 | ||
2 | 2009.12.01 03:50 | close | 1 | 0.10 | 1.00433 | 0.00000 | 0.00000 | -0.30 | 9999.70 |
3 | 2009.12.01 03:52 | buy | 2 | 0.10 | 1.00453 | 0.00000 | 0.00000 | ||
4 | 2009.12.01 04:50 | close | 2 | 0.10 | 1.00366 | 0.00000 | 0.00000 | -8.67 | 9991.03 |
5 | 2009.12.01 04:50 | sell | 3 | 0.10 | 1.00366 | 0.00000 | 0.00000 | ||
6 | 2009.12.01 12:15 | close | 3 | 0.10 | 1.00124 | 0.00000 | 0.00000 | 24.17 | 10015.20 |
7 | 2009.12.01 12:17 | buy | 4 | 0.10 | 1.00112 | 0.00000 | 0.00000 | ||
8 | 2009.12.01 13:20 | close | 4 | 0.10 | 1.00002 | 0.00000 | 0.00000 | -11.00 | 10004.20 |
9 | 2009.12.01 13:20 | sell | 5 | 0.10 | 1.00002 | 0.00000 | 0.00000 | ||
10 | 2009.12.01 15:07 | close | 5 | 0.10 | 1.00147 | 0.00000 | 0.00000 | -14.48 | 9989.72 |
11 | 2009.12.01 15:10 | buy | 6 | 0.10 | 1.00060 | 0.00000 | 0.00000 | ||
12 | 2009.12.01 16:50 | close | 6 | 0.10 | 0.99850 | 0.00000 | 0.00000 | -21.03 | 9968.69 |
13 | 2009.12.01 16:50 | sell | 7 | 0.10 | 0.99850 | 0.00000 | 0.00000 | ||
14 | 2009.12.01 20:50 | close | 7 | 0.10 | 0.99899 | 0.00000 | 0.00000 | -4.90 | 9963.79 |
15 | 2009.12.01 20:52 | buy | 8 | 0.10 | 0.99874 | 0.00000 | 0.00000 | ||
16 | 2009.12.02 01:45 | close | 8 | 0.10 | 0.99865 | 0.00000 | 0.00000 | -0.85 | 9962.94 |
17 | 2009.12.02 01:45 | sell | 9 | 0.10 | 0.99865 | 0.00000 | 0.00000 | ||
18 | 2009.12.02 02:20 | close | 9 | 0.10 | 0.99978 | 0.00000 | 0.00000 | -11.30 | 9951.64 |
19 | 2009.12.02 02:22 | buy | 10 | 0.10 | 0.99957 | 0.00000 | 0.00000 | ||
20 | 2009.12.02 04:20 | close | 10 | 0.10 | 0.99801 | 0.00000 | 0.00000 | -15.63 | 9936.01 |
21 | 2009.12.02 04:20 | sell | 11 | 0.10 | 0.99801 | 0.00000 | 0.00000 | ||
22 | 2009.12.02 06:15 | close | 11 | 0.10 | 0.99889 | 0.00000 | 0.00000 | -8.81 | 9927.20 |
23 | 2009.12.02 06:17 | buy | 12 | 0.10 | 0.99898 | 0.00000 | 0.00000 | ||
24 | 2009.12.02 09:20 | close | 12 | 0.10 | 0.99819 | 0.00000 | 0.00000 | -7.91 | 9919.29 |
25 | 2009.12.02 09:20 | sell | 13 | 0.10 | 0.99819 | 0.00000 | 0.00000 | ||
26 | 2009.12.02 12:20 | close | 13 | 0.10 | 0.99949 | 0.00000 | 0.00000 | -13.01 | 9906.28 |
27 | 2009.12.02 12:22 | buy | 14 | 0.10 | 0.99926 | 0.00000 | 0.00000 | ||
28 | 2009.12.02 14:20 | close | 14 | 0.10 | 0.99830 | 0.00000 | 0.00000 | -9.62 | 9896.66 |
29 | 2009.12.02 14:20 | sell | 15 | 0.10 | 0.99830 | 0.00000 | 0.00000 | ||
30 | 2009.12.02 15:02 | close | 15 | 0.10 | 1.00057 | 0.00000 | 0.00000 | -22.69 | 9873.97 |
31 | 2009.12.02 15:05 | buy | 16 | 0.10 | 1.00043 | 0.00000 | 0.00000 | ||
32 | 2009.12.02 16:20 | close | 16 | 0.10 | 0.99834 | 0.00000 | 0.00000 | -20.93 | 9853.04 |
33 | 2009.12.02 16:20 | sell | 17 | 0.10 | 0.99834 | 0.00000 | 0.00000 | ||
34 | 2009.12.02 17:10 | close | 17 | 0.10 | 1.00080 | 0.00000 | 0.00000 | -24.58 | 9828.46 |
35 | 2009.12.02 17:12 | buy | 18 | 0.10 | 1.00052 | 0.00000 | 0.00000 | ||
36 | 2009.12.02 23:20 | close | 18 | 0.10 | 1.00143 | 0.00000 | 0.00000 | 9.09 | 9837.55 |
37 | 2009.12.02 23:20 | sell | 19 | 0.10 | 1.00143 | 0.00000 | 0.00000 | ||
38 | 2009.12.03 07:10 | close | 19 | 0.10 | 0.99979 | 0.00000 | 0.00000 | 16.19 | 9853.74 |
39 | 2009.12.03 07:12 | buy | 20 | 0.10 | 0.99988 | 0.00000 | 0.00000 | ||
40 | 2009.12.03 08:20 | close | 20 | 0.10 | 0.99673 | 0.00000 | 0.00000 | -31.60 | 9822.14 |
41 | 2009.12.03 08:20 | sell | 21 | 0.10 | 0.99673 | 0.00000 | 0.00000 | ||
42 | 2009.12.03 15:15 | close | 21 | 0.10 | 1.00034 | 0.00000 | 0.00000 | -36.09 | 9786.05 |
43 | 2009.12.03 15:17 | buy | 22 | 0.10 | 1.00004 | 0.00000 | 0.00000 | ||
44 | 2009.12.03 19:26 | close | 22 | 0.10 | 0.99844 | 0.00000 | 0.00000 | -16.02 | 9770.03 |
45 | 2009.12.03 19:26 | sell | 23 | 0.10 | 0.99844 | 0.00000 | 0.00000 | ||
46 | 2009.12.03 21:40 | close | 23 | 0.10 | 0.99930 | 0.00000 | 0.00000 | -8.61 | 9761.42 |
47 | 2009.12.03 21:42 | buy | 24 | 0.10 | 0.99916 | 0.00000 | 0.00000 | ||
48 | 2009.12.04 00:15 | close | 24 | 0.10 | 1.00025 | 0.00000 | 0.00000 | 10.95 | 9772.37 |
49 | 2009.12.04 00:15 | sell | 25 | 0.10 | 1.00025 | 0.00000 | 0.00000 | ||
50 | 2009.12.04 07:20 | close | 25 | 0.10 | 1.00139 | 0.00000 | 0.00000 | -11.38 | 9760.99 |
51 | 2009.12.04 07:22 | buy | 26 | 0.10 | 1.00127 | 0.00000 | 0.00000 | ||
52 | 2009.12.04 08:15 | close | 26 | 0.10 | 0.99929 | 0.00000 | 0.00000 | -19.81 | 9741.18 |
53 | 2009.12.04 08:15 | sell | 27 | 0.10 | 0.99929 | 0.00000 | 0.00000 | ||
54 | 2009.12.04 09:20 | close | 27 | 0.10 | 1.00030 | 0.00000 | 0.00000 | -10.10 | 9731.08 |
55 | 2009.12.04 09:22 | buy | 28 | 0.10 | 1.00008 | 0.00000 | 0.00000 | ||
56 | 2009.12.04 21:20 | close | 28 | 0.10 | 1.01629 | 0.00000 | 0.00000 | 159.50 | 9890.58 |
57 | 2009.12.04 21:20 | sell | 29 | 0.10 | 1.01629 | 0.00000 | 0.00000 | ||
58 | 2009.12.07 06:20 | close | 29 | 0.10 | 1.01500 | 0.00000 | 0.00000 | 12.64 | 9903.22 |
59 | 2009.12.07 06:22 | buy | 30 | 0.10 | 1.01488 | 0.00000 | 0.00000 | ||
60 | 2009.12.07 11:15 | close | 30 | 0.10 | 1.02069 | 0.00000 | 0.00000 | 56.92 | 9960.14 |
61 | 2009.12.07 11:15 | sell | 31 | 0.10 | 1.02069 | 0.00000 | 0.00000 | ||
62 | 2009.12.07 12:50 | close | 31 | 0.10 | 1.02233 | 0.00000 | 0.00000 | -16.04 | 9944.10 |
63 | 2009.12.07 12:52 | buy | 32 | 0.10 | 1.02208 | 0.00000 | 0.00000 | ||
64 | 2009.12.07 14:40 | close | 32 | 0.10 | 1.02129 | 0.00000 | 0.00000 | -7.74 | 9936.36 |
65 | 2009.12.07 14:40 | sell | 33 | 0.10 | 1.02129 | 0.00000 | 0.00000 | ||
66 | 2009.12.07 20:10 | close | 33 | 0.10 | 1.01827 | 0.00000 | 0.00000 | 29.66 | 9966.02 |
67 | 2009.12.07 20:13 | buy | 34 | 0.10 | 1.01808 | 0.00000 | 0.00000 | ||
68 | 2009.12.08 00:10 | close | 34 | 0.10 | 1.01924 | 0.00000 | 0.00000 | 11.43 | 9977.45 |
69 | 2009.12.08 00:10 | sell | 35 | 0.10 | 1.01924 | 0.00000 | 0.00000 | ||
70 | 2009.12.08 08:10 | close | 35 | 0.10 | 1.01936 | 0.00000 | 0.00000 | -1.18 | 9976.27 |
71 | 2009.12.08 08:12 | buy | 36 | 0.10 | 1.01918 | 0.00000 | 0.00000 | ||
72 | 2009.12.08 10:20 | close | 36 | 0.10 | 1.01835 | 0.00000 | 0.00000 | -8.15 | 9968.12 |
73 | 2009.12.08 10:20 | sell | 37 | 0.10 | 1.01835 | 0.00000 | 0.00000 | ||
74 | 2009.12.08 12:03 | close | 37 | 0.10 | 1.01964 | 0.00000 | 0.00000 | -12.65 | 9955.47 |
75 | 2009.12.08 12:06 | buy | 38 | 0.10 | 1.01948 | 0.00000 | 0.00000 | ||
76 | 2009.12.08 23:32 | close | 38 | 0.10 | 1.02459 | 0.00000 | 0.00000 | 49.87 | 10005.34 |
77 | 2009.12.08 23:32 | sell | 39 | 0.10 | 1.02459 | 0.00000 | 0.00000 | ||
78 | 2009.12.09 00:15 | close | 39 | 0.10 | 1.02768 | 0.00000 | 0.00000 | -30.14 | 9975.20 |
79 | 2009.12.09 00:17 | buy | 40 | 0.10 | 1.02745 | 0.00000 | 0.00000 | ||
80 | 2009.12.09 09:15 | close | 40 | 0.10 | 1.02532 | 0.00000 | 0.00000 | -20.77 | 9954.43 |
81 | 2009.12.09 09:15 | sell | 41 | 0.10 | 1.02532 | 0.00000 | 0.00000 | ||
82 | 2009.12.09 12:15 | close | 41 | 0.10 | 1.02415 | 0.00000 | 0.00000 | 11.42 | 9965.85 |
83 | 2009.12.09 12:17 | buy | 42 | 0.10 | 1.02399 | 0.00000 | 0.00000 | ||
84 | 2009.12.09 14:16 | close | 42 | 0.10 | 1.02284 | 0.00000 | 0.00000 | -11.24 | 9954.61 |
85 | 2009.12.09 14:16 | sell | 43 | 0.10 | 1.02284 | 0.00000 | 0.00000 | ||
86 | 2009.12.09 15:10 | close | 43 | 0.10 | 1.02672 | 0.00000 | 0.00000 | -37.79 | 9916.82 |
87 | 2009.12.09 15:12 | buy | 44 | 0.10 | 1.02650 | 0.00000 | 0.00000 | ||
88 | 2009.12.09 16:20 | close | 44 | 0.10 | 1.02537 | 0.00000 | 0.00000 | -11.02 | 9905.80 |
89 | 2009.12.09 16:20 | sell | 45 | 0.10 | 1.02537 | 0.00000 | 0.00000 | ||
90 | 2009.12.09 19:10 | close | 45 | 0.10 | 1.02898 | 0.00000 | 0.00000 | -35.08 | 9870.72 |
91 | 2009.12.09 19:12 | buy | 46 | 0.10 | 1.02880 | 0.00000 | 0.00000 | ||
92 | 2009.12.09 20:20 | close | 46 | 0.10 | 1.02778 | 0.00000 | 0.00000 | -9.92 | 9860.80 |
93 | 2009.12.09 20:20 | sell | 47 | 0.10 | 1.02778 | 0.00000 | 0.00000 | ||
94 | 2009.12.09 22:50 | close | 47 | 0.10 | 1.02705 | 0.00000 | 0.00000 | 7.11 | 9867.91 |
95 | 2009.12.09 22:52 | buy | 48 | 0.10 | 1.02695 | 0.00000 | 0.00000 | ||
96 | 2009.12.09 23:10 | close | 48 | 0.10 | 1.02603 | 0.00000 | 0.00000 | -8.97 | 9858.94 |
97 | 2009.12.09 23:10 | sell | 49 | 0.10 | 1.02603 | 0.00000 | 0.00000 | ||
98 | 2009.12.10 05:10 | close | 49 | 0.10 | 1.02705 | 0.00000 | 0.00000 | -10.14 | 9848.80 |
99 | 2009.12.10 05:12 | buy | 50 | 0.10 | 1.02693 | 0.00000 | 0.00000 | ||
100 | 2009.12.10 08:10 | close | 50 | 0.10 | 1.02696 | 0.00000 | 0.00000 | 0.29 | 9849.09 |
101 | 2009.12.10 08:10 | sell | 51 | 0.10 | 1.02696 | 0.00000 | 0.00000 | ||
102 | 2009.12.10 09:15 | close | 51 | 0.10 | 1.02862 | 0.00000 | 0.00000 | -16.14 | 9832.95 |
103 | 2009.12.10 09:17 | buy | 52 | 0.10 | 1.02841 | 0.00000 | 0.00000 | ||
104 | 2009.12.10 11:10 | close | 52 | 0.10 | 1.02641 | 0.00000 | 0.00000 | -19.49 | 9813.46 |
105 | 2009.12.10 11:10 | sell | 53 | 0.10 | 1.02641 | 0.00000 | 0.00000 | ||
106 | 2009.12.10 13:15 | close | 53 | 0.10 | 1.02647 | 0.00000 | 0.00000 | -0.58 | 9812.88 |
107 | 2009.12.10 13:17 | buy | 54 | 0.10 | 1.02634 | 0.00000 | 0.00000 | ||
108 | 2009.12.10 14:45 | close | 54 | 0.10 | 1.02522 | 0.00000 | 0.00000 | -10.92 | 9801.96 |
109 | 2009.12.10 14:45 | sell | 55 | 0.10 | 1.02522 | 0.00000 | 0.00000 | ||
110 | 2009.12.10 16:10 | close | 55 | 0.10 | 1.02620 | 0.00000 | 0.00000 | -9.55 | 9792.41 |
111 | 2009.12.10 16:12 | buy | 56 | 0.10 | 1.02594 | 0.00000 | 0.00000 | ||
112 | 2009.12.10 20:10 | close | 56 | 0.10 | 1.02634 | 0.00000 | 0.00000 | 3.90 | 9796.31 |
113 | 2009.12.10 20:10 | sell | 57 | 0.10 | 1.02634 | 0.00000 | 0.00000 | ||
114 | 2009.12.10 23:07 | close | 57 | 0.10 | 1.02618 | 0.00000 | 0.00000 | 1.56 | 9797.87 |
115 | 2009.12.10 23:10 | buy | 58 | 0.10 | 1.02602 | 0.00000 | 0.00000 | ||
116 | 2009.12.11 04:20 | close | 58 | 0.10 | 1.02601 | 0.00000 | 0.00000 | -0.05 | 9797.82 |
117 | 2009.12.11 04:20 | sell | 59 | 0.10 | 1.02601 | 0.00000 | 0.00000 | ||
118 | 2009.12.11 08:15 | close | 59 | 0.10 | 1.02711 | 0.00000 | 0.00000 | -10.71 | 9787.11 |
119 | 2009.12.11 08:17 | buy | 60 | 0.10 | 1.02703 | 0.00000 | 0.00000 | ||
120 | 2009.12.11 09:15 | close | 60 | 0.10 | 1.02581 | 0.00000 | 0.00000 | -11.89 | 9775.22 |
121 | 2009.12.11 09:15 | sell | 61 | 0.10 | 1.02581 | 0.00000 | 0.00000 | ||
122 | 2009.12.11 14:15 | close | 61 | 0.10 | 1.02488 | 0.00000 | 0.00000 | 9.07 | 9784.29 |
123 | 2009.12.11 14:17 | buy | 62 | 0.10 | 1.02479 | 0.00000 | 0.00000 | ||
124 | 2009.12.11 18:16 | close | 62 | 0.10 | 1.03391 | 0.00000 | 0.00000 | 88.21 | 9872.50 |
125 | 2009.12.11 18:16 | sell | 63 | 0.10 | 1.03391 | 0.00000 | 0.00000 | ||
126 | 2009.12.11 21:02 | close | 63 | 0.10 | 1.03461 | 0.00000 | 0.00000 | -6.77 | 9865.73 |
127 | 2009.12.11 21:05 | buy | 64 | 0.10 | 1.03457 | 0.00000 | 0.00000 | ||
128 | 2009.12.11 22:07 | close | 64 | 0.10 | 1.03387 | 0.00000 | 0.00000 | -6.77 | 9858.96 |
129 | 2009.12.11 22:07 | sell | 65 | 0.10 | 1.03387 | 0.00000 | 0.00000 | ||
130 | 2009.12.14 00:20 | close | 65 | 0.10 | 1.03418 | 0.00000 | 0.00000 | -3.07 | 9855.89 |
131 | 2009.12.14 00:22 | buy | 66 | 0.10 | 1.03442 | 0.00000 | 0.00000 | ||
132 | 2009.12.14 05:20 | close | 66 | 0.10 | 1.03212 | 0.00000 | 0.00000 | -22.28 | 9833.61 |
133 | 2009.12.14 05:20 | sell | 67 | 0.10 | 1.03212 | 0.00000 | 0.00000 | ||
134 | 2009.12.14 09:15 | close | 67 | 0.10 | 1.03213 | 0.00000 | 0.00000 | -0.10 | 9833.51 |
135 | 2009.12.14 09:17 | buy | 68 | 0.10 | 1.03186 | 0.00000 | 0.00000 | ||
136 | 2009.12.14 13:15 | close | 68 | 0.10 | 1.03252 | 0.00000 | 0.00000 | 6.39 | 9839.90 |
137 | 2009.12.14 13:15 | sell | 69 | 0.10 | 1.03252 | 0.00000 | 0.00000 | ||
138 | 2009.12.14 14:50 | close | 69 | 0.10 | 1.03393 | 0.00000 | 0.00000 | -13.64 | 9826.26 |
139 | 2009.12.14 14:52 | buy | 70 | 0.10 | 1.03375 | 0.00000 | 0.00000 | ||
140 | 2009.12.14 15:20 | close | 70 | 0.10 | 1.03177 | 0.00000 | 0.00000 | -19.19 | 9807.07 |
141 | 2009.12.14 15:20 | sell | 71 | 0.10 | 1.03177 | 0.00000 | 0.00000 | ||
142 | 2009.12.14 19:50 | close | 71 | 0.10 | 1.03240 | 0.00000 | 0.00000 | -6.10 | 9800.97 |
143 | 2009.12.14 19:52 | buy | 72 | 0.10 | 1.03227 | 0.00000 | 0.00000 | ||
144 | 2009.12.14 21:02 | close | 72 | 0.10 | 1.03149 | 0.00000 | 0.00000 | -7.56 | 9793.41 |
145 | 2009.12.14 21:02 | sell | 73 | 0.10 | 1.03149 | 0.00000 | 0.00000 | ||
146 | 2009.12.15 07:15 | close | 73 | 0.10 | 1.03410 | 0.00000 | 0.00000 | -25.31 | 9768.10 |
147 | 2009.12.15 07:17 | buy | 74 | 0.10 | 1.03397 | 0.00000 | 0.00000 | ||
148 | 2009.12.15 08:10 | close | 74 | 0.10 | 1.03278 | 0.00000 | 0.00000 | -11.52 | 9756.58 |
149 | 2009.12.15 08:10 | sell | 75 | 0.10 | 1.03278 | 0.00000 | 0.00000 | ||
150 | 2009.12.15 09:03 | close | 75 | 0.10 | 1.03712 | 0.00000 | 0.00000 | -41.85 | 9714.73 |
151 | 2009.12.15 09:06 | buy | 76 | 0.10 | 1.03678 | 0.00000 | 0.00000 | ||
152 | 2009.12.15 12:50 | close | 76 | 0.10 | 1.03892 | 0.00000 | 0.00000 | 20.60 | 9735.33 |
153 | 2009.12.15 12:50 | sell | 77 | 0.10 | 1.03892 | 0.00000 | 0.00000 | ||
154 | 2009.12.15 13:20 | close | 77 | 0.10 | 1.04112 | 0.00000 | 0.00000 | -21.13 | 9714.20 |
155 | 2009.12.15 13:22 | buy | 78 | 0.10 | 1.04079 | 0.00000 | 0.00000 | ||
156 | 2009.12.15 16:20 | close | 78 | 0.10 | 1.03812 | 0.00000 | 0.00000 | -25.72 | 9688.49 |
157 | 2009.12.15 16:20 | sell | 79 | 0.10 | 1.03812 | 0.00000 | 0.00000 | ||
158 | 2009.12.15 17:15 | close | 79 | 0.10 | 1.04120 | 0.00000 | 0.00000 | -29.58 | 9658.91 |
159 | 2009.12.15 17:17 | buy | 80 | 0.10 | 1.04092 | 0.00000 | 0.00000 | ||
160 | 2009.12.15 20:20 | close | 80 | 0.10 | 1.04084 | 0.00000 | 0.00000 | -0.77 | 9658.14 |
161 | 2009.12.15 20:20 | sell | 81 | 0.10 | 1.04084 | 0.00000 | 0.00000 | ||
162 | 2009.12.16 02:20 | close | 81 | 0.10 | 1.04174 | 0.00000 | 0.00000 | -8.71 | 9649.43 |
163 | 2009.12.16 02:22 | buy | 82 | 0.10 | 1.04147 | 0.00000 | 0.00000 | ||
164 | 2009.12.16 11:15 | close | 82 | 0.10 | 1.03871 | 0.00000 | 0.00000 | -26.57 | 9622.86 |
165 | 2009.12.16 11:15 | sell | 83 | 0.10 | 1.03871 | 0.00000 | 0.00000 | ||
166 | 2009.12.16 14:10 | close | 83 | 0.10 | 1.03905 | 0.00000 | 0.00000 | -3.27 | 9619.59 |
167 | 2009.12.16 14:12 | buy | 84 | 0.10 | 1.03887 | 0.00000 | 0.00000 | ||
168 | 2009.12.16 15:45 | close | 84 | 0.10 | 1.03740 | 0.00000 | 0.00000 | -14.17 | 9605.42 |
169 | 2009.12.16 15:45 | sell | 85 | 0.10 | 1.03740 | 0.00000 | 0.00000 | ||
170 | 2009.12.16 18:15 | close | 85 | 0.10 | 1.03650 | 0.00000 | 0.00000 | 8.68 | 9614.10 |
171 | 2009.12.16 18:17 | buy | 86 | 0.10 | 1.03635 | 0.00000 | 0.00000 | ||
172 | 2009.12.16 20:02 | close | 86 | 0.10 | 1.03558 | 0.00000 | 0.00000 | -7.44 | 9606.66 |
173 | 2009.12.16 20:02 | sell | 87 | 0.10 | 1.03558 | 0.00000 | 0.00000 | ||
174 | 2009.12.16 23:50 | close | 87 | 0.10 | 1.03905 | 0.00000 | 0.00000 | -33.40 | 9573.26 |
175 | 2009.12.16 23:52 | buy | 88 | 0.10 | 1.03895 | 0.00000 | 0.00000 | ||
176 | 2009.12.17 05:10 | close | 88 | 0.10 | 1.04522 | 0.00000 | 0.00000 | 60.14 | 9633.39 |
177 | 2009.12.17 05:10 | sell | 89 | 0.10 | 1.04522 | 0.00000 | 0.00000 | ||
178 | 2009.12.17 07:20 | close | 89 | 0.10 | 1.04607 | 0.00000 | 0.00000 | -8.13 | 9625.26 |
179 | 2009.12.17 07:22 | buy | 90 | 0.10 | 1.04626 | 0.00000 | 0.00000 | ||
180 | 2009.12.17 09:20 | close | 90 | 0.10 | 1.04496 | 0.00000 | 0.00000 | -12.44 | 9612.82 |
181 | 2009.12.17 09:20 | sell | 91 | 0.10 | 1.04496 | 0.00000 | 0.00000 | ||
182 | 2009.12.17 10:10 | close | 91 | 0.10 | 1.04729 | 0.00000 | 0.00000 | -22.25 | 9590.57 |
183 | 2009.12.17 10:13 | buy | 92 | 0.10 | 1.04711 | 0.00000 | 0.00000 | ||
184 | 2009.12.17 15:15 | close | 92 | 0.10 | 1.04799 | 0.00000 | 0.00000 | 8.40 | 9598.97 |
185 | 2009.12.17 15:15 | sell | 93 | 0.10 | 1.04799 | 0.00000 | 0.00000 | ||
186 | 2009.12.17 17:15 | close | 93 | 0.10 | 1.04826 | 0.00000 | 0.00000 | -2.58 | 9596.39 |
187 | 2009.12.17 17:17 | buy | 94 | 0.10 | 1.04811 | 0.00000 | 0.00000 | ||
188 | 2009.12.17 19:15 | close | 94 | 0.10 | 1.04805 | 0.00000 | 0.00000 | -0.57 | 9595.82 |
189 | 2009.12.17 19:15 | sell | 95 | 0.10 | 1.04805 | 0.00000 | 0.00000 | ||
190 | 2009.12.17 21:26 | close | 95 | 0.10 | 1.04712 | 0.00000 | 0.00000 | 8.88 | 9604.70 |
191 | 2009.12.17 21:30 | buy | 96 | 0.10 | 1.04711 | 0.00000 | 0.00000 | ||
192 | 2009.12.18 00:07 | close | 96 | 0.10 | 1.04644 | 0.00000 | 0.00000 | -6.35 | 9598.35 |
193 | 2009.12.18 00:07 | sell | 97 | 0.10 | 1.04644 | 0.00000 | 0.00000 | ||
194 | 2009.12.18 04:45 | close | 97 | 0.10 | 1.03984 | 0.00000 | 0.00000 | 63.47 | 9661.82 |
195 | 2009.12.18 04:47 | buy | 98 | 0.10 | 1.04005 | 0.00000 | 0.00000 | ||
196 | 2009.12.18 05:20 | close | 98 | 0.10 | 1.03862 | 0.00000 | 0.00000 | -13.77 | 9648.05 |
197 | 2009.12.18 05:20 | sell | 99 | 0.10 | 1.03862 | 0.00000 | 0.00000 | ||
198 | 2009.12.18 06:10 | close | 99 | 0.10 | 1.04042 | 0.00000 | 0.00000 | -17.30 | 9630.75 |
199 | 2009.12.18 06:12 | buy | 100 | 0.10 | 1.04025 | 0.00000 | 0.00000 | ||
200 | 2009.12.18 09:20 | close | 100 | 0.10 | 1.04057 | 0.00000 | 0.00000 | 3.08 | 9633.83 |
201 | 2009.12.18 09:20 | sell | 101 | 0.10 | 1.04057 | 0.00000 | 0.00000 | ||
202 | 2009.12.18 14:45 | close | 101 | 0.10 | 1.04438 | 0.00000 | 0.00000 | -36.48 | 9597.35 |
203 | 2009.12.18 14:47 | buy | 102 | 0.10 | 1.04415 | 0.00000 | 0.00000 | ||
204 | 2009.12.18 16:02 | close | 102 | 0.10 | 1.04141 | 0.00000 | 0.00000 | -26.31 | 9571.04 |
205 | 2009.12.18 16:02 | sell | 103 | 0.10 | 1.04141 | 0.00000 | 0.00000 | ||
206 | 2009.12.18 17:02 | close | 103 | 0.10 | 1.04772 | 0.00000 | 0.00000 | -60.23 | 9510.81 |
207 | 2009.12.18 17:05 | buy | 104 | 0.10 | 1.04746 | 0.00000 | 0.00000 | ||
208 | 2009.12.18 18:10 | close | 104 | 0.10 | 1.04472 | 0.00000 | 0.00000 | -26.23 | 9484.58 |
209 | 2009.12.18 18:10 | sell | 105 | 0.10 | 1.04472 | 0.00000 | 0.00000 | ||
210 | 2009.12.18 22:07 | close | 105 | 0.10 | 1.04312 | 0.00000 | 0.00000 | 15.34 | 9499.92 |
211 | 2009.12.18 22:10 | buy | 106 | 0.10 | 1.04269 | 0.00000 | 0.00000 | ||
212 | 2009.12.21 01:20 | close | 106 | 0.10 | 1.04073 | 0.00000 | 0.00000 | -18.78 | 9481.14 |
213 | 2009.12.21 01:20 | sell | 107 | 0.10 | 1.04073 | 0.00000 | 0.00000 | ||
214 | 2009.12.21 02:32 | close | 107 | 0.10 | 1.04108 | 0.00000 | 0.00000 | -3.36 | 9477.78 |
215 | 2009.12.21 02:35 | buy | 108 | 0.10 | 1.04120 | 0.00000 | 0.00000 | ||
216 | 2009.12.21 04:40 | close | 108 | 0.10 | 1.04174 | 0.00000 | 0.00000 | 5.18 | 9482.96 |
217 | 2009.12.21 04:40 | sell | 109 | 0.10 | 1.04174 | 0.00000 | 0.00000 | ||
218 | 2009.12.21 07:20 | close | 109 | 0.10 | 1.04207 | 0.00000 | 0.00000 | -3.17 | 9479.79 |
219 | 2009.12.21 07:22 | buy | 110 | 0.10 | 1.04226 | 0.00000 | 0.00000 | ||
220 | 2009.12.21 08:15 | close | 110 | 0.10 | 1.04103 | 0.00000 | 0.00000 | -11.82 | 9467.97 |
221 | 2009.12.21 08:15 | sell | 111 | 0.10 | 1.04103 | 0.00000 | 0.00000 | ||
222 | 2009.12.21 09:20 | close | 111 | 0.10 | 1.04258 | 0.00000 | 0.00000 | -14.87 | 9453.10 |
223 | 2009.12.21 09:22 | buy | 112 | 0.10 | 1.04230 | 0.00000 | 0.00000 | ||
224 | 2009.12.21 12:15 | close | 112 | 0.10 | 1.04207 | 0.00000 | 0.00000 | -2.21 | 9450.89 |
225 | 2009.12.21 12:15 | sell | 113 | 0.10 | 1.04207 | 0.00000 | 0.00000 | ||
226 | 2009.12.21 15:15 | close | 113 | 0.10 | 1.04193 | 0.00000 | 0.00000 | 1.34 | 9452.23 |
227 | 2009.12.21 15:17 | buy | 114 | 0.10 | 1.04170 | 0.00000 | 0.00000 | ||
228 | 2009.12.21 18:10 | close | 114 | 0.10 | 1.04359 | 0.00000 | 0.00000 | 18.11 | 9470.34 |
229 | 2009.12.21 18:10 | sell | 115 | 0.10 | 1.04359 | 0.00000 | 0.00000 | ||
230 | 2009.12.21 19:10 | close | 115 | 0.10 | 1.04485 | 0.00000 | 0.00000 | -12.06 | 9458.28 |
231 | 2009.12.21 19:13 | buy | 116 | 0.10 | 1.04470 | 0.00000 | 0.00000 | ||
232 | 2009.12.22 00:10 | close | 116 | 0.10 | 1.04621 | 0.00000 | 0.00000 | 14.48 | 9472.76 |
233 | 2009.12.22 00:10 | sell | 117 | 0.10 | 1.04621 | 0.00000 | 0.00000 | ||
234 | 2009.12.22 06:10 | close | 117 | 0.10 | 1.04568 | 0.00000 | 0.00000 | 5.07 | 9477.83 |
235 | 2009.12.22 06:13 | buy | 118 | 0.10 | 1.04563 | 0.00000 | 0.00000 | ||
236 | 2009.12.22 09:20 | close | 118 | 0.10 | 1.04411 | 0.00000 | 0.00000 | -14.56 | 9463.27 |
237 | 2009.12.22 09:20 | sell | 119 | 0.10 | 1.04411 | 0.00000 | 0.00000 | ||
238 | 2009.12.22 10:10 | close | 119 | 0.10 | 1.04633 | 0.00000 | 0.00000 | -21.22 | 9442.05 |
239 | 2009.12.22 10:13 | buy | 120 | 0.10 | 1.04615 | 0.00000 | 0.00000 | ||
240 | 2009.12.22 15:07 | close | 120 | 0.10 | 1.04547 | 0.00000 | 0.00000 | -6.50 | 9435.55 |
241 | 2009.12.22 15:07 | sell | 121 | 0.10 | 1.04547 | 0.00000 | 0.00000 | ||
242 | 2009.12.22 16:02 | close | 121 | 0.10 | 1.04999 | 0.00000 | 0.00000 | -43.05 | 9392.50 |
243 | 2009.12.22 16:05 | buy | 122 | 0.10 | 1.04982 | 0.00000 | 0.00000 | ||
244 | 2009.12.23 00:45 | close | 122 | 0.10 | 1.04846 | 0.00000 | 0.00000 | -12.92 | 9379.58 |
245 | 2009.12.23 00:45 | sell | 123 | 0.10 | 1.04846 | 0.00000 | 0.00000 | ||
246 | 2009.12.23 01:20 | close | 123 | 0.10 | 1.04882 | 0.00000 | 0.00000 | -3.43 | 9376.15 |
247 | 2009.12.23 01:23 | buy | 124 | 0.10 | 1.04877 | 0.00000 | 0.00000 | ||
248 | 2009.12.23 02:15 | close | 124 | 0.10 | 1.04822 | 0.00000 | 0.00000 | -5.25 | 9370.90 |
249 | 2009.12.23 02:15 | sell | 125 | 0.10 | 1.04822 | 0.00000 | 0.00000 | ||
250 | 2009.12.23 03:50 | close | 125 | 0.10 | 1.04910 | 0.00000 | 0.00000 | -8.39 | 9362.51 |
251 | 2009.12.23 03:52 | buy | 126 | 0.10 | 1.04893 | 0.00000 | 0.00000 | ||
252 | 2009.12.23 05:20 | close | 126 | 0.10 | 1.04935 | 0.00000 | 0.00000 | 4.00 | 9366.51 |
253 | 2009.12.23 05:20 | sell | 127 | 0.10 | 1.04935 | 0.00000 | 0.00000 | ||
254 | 2009.12.23 09:07 | close | 127 | 0.10 | 1.04920 | 0.00000 | 0.00000 | 1.43 | 9367.94 |
255 | 2009.12.23 09:10 | buy | 128 | 0.10 | 1.04882 | 0.00000 | 0.00000 | ||
256 | 2009.12.23 11:15 | close | 128 | 0.10 | 1.04732 | 0.00000 | 0.00000 | -14.32 | 9353.62 |
257 | 2009.12.23 11:15 | sell | 129 | 0.10 | 1.04732 | 0.00000 | 0.00000 | ||
258 | 2009.12.23 19:32 | close | 129 | 0.10 | 1.03852 | 0.00000 | 0.00000 | 84.74 | 9438.36 |
259 | 2009.12.23 19:35 | buy | 130 | 0.10 | 1.03843 | 0.00000 | 0.00000 | ||
260 | 2009.12.23 22:45 | close | 130 | 0.10 | 1.03867 | 0.00000 | 0.00000 | 2.31 | 9440.67 |
261 | 2009.12.23 22:45 | sell | 131 | 0.10 | 1.03867 | 0.00000 | 0.00000 | ||
262 | 2009.12.23 23:20 | close | 131 | 0.10 | 1.03971 | 0.00000 | 0.00000 | -10.00 | 9430.67 |
263 | 2009.12.23 23:22 | buy | 132 | 0.10 | 1.03954 | 0.00000 | 0.00000 | ||
264 | 2009.12.24 07:10 | close | 132 | 0.10 | 1.03865 | 0.00000 | 0.00000 | -8.42 | 9422.25 |
265 | 2009.12.24 07:10 | sell | 133 | 0.10 | 1.03865 | 0.00000 | 0.00000 | ||
266 | 2009.12.24 09:45 | close | 133 | 0.10 | 1.03847 | 0.00000 | 0.00000 | 1.73 | 9423.98 |
267 | 2009.12.24 09:47 | buy | 134 | 0.10 | 1.03835 | 0.00000 | 0.00000 | ||
268 | 2009.12.24 10:15 | close | 134 | 0.10 | 1.03683 | 0.00000 | 0.00000 | -14.66 | 9409.32 |
269 | 2009.12.24 10:15 | sell | 135 | 0.10 | 1.03683 | 0.00000 | 0.00000 | ||
270 | 2009.12.24 14:45 | close | 135 | 0.10 | 1.03465 | 0.00000 | 0.00000 | 21.07 | 9430.39 |
271 | 2009.12.24 14:47 | buy | 136 | 0.10 | 1.03446 | 0.00000 | 0.00000 | ||
272 | 2009.12.24 17:20 | close | 136 | 0.10 | 1.03617 | 0.00000 | 0.00000 | 16.50 | 9446.89 |
273 | 2009.12.24 17:20 | sell | 137 | 0.10 | 1.03617 | 0.00000 | 0.00000 | ||
274 | 2009.12.24 18:20 | close | 137 | 0.10 | 1.03890 | 0.00000 | 0.00000 | -26.28 | 9420.61 |
275 | 2009.12.24 18:22 | buy | 138 | 0.10 | 1.03852 | 0.00000 | 0.00000 | ||
276 | 2009.12.28 02:45 | close | 138 | 0.10 | 1.03565 | 0.00000 | 0.00000 | -27.61 | 9393.00 |
277 | 2009.12.28 02:45 | sell | 139 | 0.10 | 1.03565 | 0.00000 | 0.00000 | ||
278 | 2009.12.28 15:15 | close | 139 | 0.10 | 1.03380 | 0.00000 | 0.00000 | 17.90 | 9410.90 |
279 | 2009.12.28 15:17 | buy | 140 | 0.10 | 1.03371 | 0.00000 | 0.00000 | ||
280 | 2009.12.28 17:37 | close | 140 | 0.10 | 1.03305 | 0.00000 | 0.00000 | -6.39 | 9404.51 |
281 | 2009.12.28 17:37 | sell | 141 | 0.10 | 1.03305 | 0.00000 | 0.00000 | ||
282 | 2009.12.28 20:10 | close | 141 | 0.10 | 1.03484 | 0.00000 | 0.00000 | -17.30 | 9387.21 |
283 | 2009.12.28 20:12 | buy | 142 | 0.10 | 1.03478 | 0.00000 | 0.00000 | ||
284 | 2009.12.29 06:20 | close | 142 | 0.10 | 1.03508 | 0.00000 | 0.00000 | 2.95 | 9390.16 |
285 | 2009.12.29 06:20 | sell | 143 | 0.10 | 1.03508 | 0.00000 | 0.00000 | ||
286 | 2009.12.29 11:15 | close | 143 | 0.10 | 1.03054 | 0.00000 | 0.00000 | 44.05 | 9434.21 |
287 | 2009.12.29 11:17 | buy | 144 | 0.10 | 1.03045 | 0.00000 | 0.00000 | ||
288 | 2009.12.29 13:15 | close | 144 | 0.10 | 1.02850 | 0.00000 | 0.00000 | -18.96 | 9415.25 |
289 | 2009.12.29 13:15 | sell | 145 | 0.10 | 1.02850 | 0.00000 | 0.00000 | ||
290 | 2009.12.29 14:03 | close | 145 | 0.10 | 1.03016 | 0.00000 | 0.00000 | -16.11 | 9399.14 |
291 | 2009.12.29 14:06 | buy | 146 | 0.10 | 1.02995 | 0.00000 | 0.00000 | ||
292 | 2009.12.29 21:15 | close | 146 | 0.10 | 1.03628 | 0.00000 | 0.00000 | 61.08 | 9460.22 |
293 | 2009.12.29 21:15 | sell | 147 | 0.10 | 1.03628 | 0.00000 | 0.00000 | ||
294 | 2009.12.29 22:15 | close | 147 | 0.10 | 1.03700 | 0.00000 | 0.00000 | -6.94 | 9453.28 |
295 | 2009.12.29 22:17 | buy | 148 | 0.10 | 1.03696 | 0.00000 | 0.00000 | ||
296 | 2009.12.29 23:02 | close | 148 | 0.10 | 1.03610 | 0.00000 | 0.00000 | -8.30 | 9444.98 |
297 | 2009.12.29 23:02 | sell | 149 | 0.10 | 1.03610 | 0.00000 | 0.00000 | ||
298 | 2009.12.30 00:33 | close | 149 | 0.10 | 1.03721 | 0.00000 | 0.00000 | -10.77 | 9434.21 |
299 | 2009.12.30 00:36 | buy | 150 | 0.10 | 1.03709 | 0.00000 | 0.00000 | ||
300 | 2009.12.30 08:10 | close | 150 | 0.10 | 1.03718 | 0.00000 | 0.00000 | 0.87 | 9435.08 |
301 | 2009.12.30 08:10 | sell | 151 | 0.10 | 1.03718 | 0.00000 | 0.00000 | ||
302 | 2009.12.30 15:15 | close | 151 | 0.10 | 1.03857 | 0.00000 | 0.00000 | -13.38 | 9421.70 |
303 | 2009.12.30 15:17 | buy | 152 | 0.10 | 1.03843 | 0.00000 | 0.00000 | ||
304 | 2009.12.30 22:20 | close | 152 | 0.10 | 1.03627 | 0.00000 | 0.00000 | -20.84 | 9400.86 |
305 | 2009.12.30 22:20 | sell | 153 | 0.10 | 1.03627 | 0.00000 | 0.00000 | ||
306 | 2009.12.30 23:26 | close | 153 | 0.10 | 1.03708 | 0.00000 | 0.00000 | -7.81 | 9393.05 |
307 | 2009.12.30 23:30 | buy | 154 | 0.10 | 1.03710 | 0.00000 | 0.00000 | ||
308 | 2009.12.31 07:07 | close | 154 | 0.10 | 1.03427 | 0.00000 | 0.00000 | -27.21 | 9365.84 |
309 | 2009.12.31 07:07 | sell | 155 | 0.10 | 1.03427 | 0.00000 | 0.00000 | ||
310 | 2009.12.31 15:45 | close | 155 | 0.10 | 1.03268 | 0.00000 | 0.00000 | 15.40 | 9381.24 |
311 | 2009.12.31 15:47 | buy | 156 | 0.10 | 1.03246 | 0.00000 | 0.00000 | ||
312 | 2009.12.31 18:57 | close at stop | 156 | 0.10 | 1.03506 | 0.00000 | 0.00000 | 25.12 | 9406.36 |