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 | SystemWideParms=""**"; LotSize=0.1; LotsIncreaseBy=2; UseMoneyMgmt=true; EquityProtectionLevel=0.55; MaxLossPerOrder=0; TargetEquityToCloseAndReset=2; TargetEquityByPct=true; RiskPercent=2; VolatilityBasedSizing=false; VolatilityBasedPipSpacing=true; VolatilityBasedTakeProfitFactor=true; LotFactor=1; RSX_Period=7; RSX_Timeframe=60; LongTradeParms=""**"; LongTakeProfit=10; LongInitialStop=0; LongTrailingStop=0; LongMaxTrades=4; LongPips=5; LongSecureProfit=0; LongAccountProtection=false; LongOrderstoProtect=0; ShortTradeParms=""**"; ShortTakeProfit=10; ShortInitialStop=0; ShortTrailingStop=0; ShortMaxTrades=4; ShortPips=5; ShortSecureProfit=0; ShortAccountProtection=false; ShortOrderstoProtect=0; | ||||
Bars in test | 1515 | Ticks modelled | 13947 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -6762.76 | Gross profit | 2569.57 | Gross loss | -9332.33 |
Profit factor | 0.28 | Expected payoff | -54.54 | ||
Absolute drawdown | 7809.12 | Maximal drawdown | 8553.11 (79.61%) | Relative drawdown | 79.61% (8553.11) |
Total trades | 124 | Short positions (won %) | 51 (58.82%) | Long positions (won %) | 73 (61.64%) |
Profit trades (% of total) | 75 (60.48%) | Loss trades (% of total) | 49 (39.52%) | ||
Largest | profit trade | 194.77 | loss trade | -2508.18 | |
Average | profit trade | 34.26 | loss trade | -190.46 | |
Maximum | consecutive wins (profit in money) | 8 (320.23) | consecutive losses (loss in money) | 4 (-5516.16) | |
Maximal | consecutive profit (count of wins) | 342.53 (4) | consecutive loss (count of losses) | -5516.16 (4) | |
Average | consecutive wins | 3 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.07 02:15 | sell | 1 | 1.00 | 1.01490 | 0.00000 | 1.01464 | ||
2 | 2009.12.07 02:20 | t/p | 1 | 1.00 | 1.01464 | 0.00000 | 1.01464 | 25.62 | 10025.62 |
3 | 2009.12.07 02:20 | sell | 2 | 1.00 | 1.01440 | 0.00000 | 1.01414 | ||
4 | 2009.12.07 02:22 | sell | 3 | 2.00 | 1.01465 | 0.00000 | 1.01439 | ||
5 | 2009.12.07 02:27 | sell | 4 | 3.92 | 1.01507 | 0.00000 | 1.01481 | ||
6 | 2009.12.07 02:40 | sell | 5 | 7.60 | 1.01542 | 0.00000 | 1.01516 | ||
7 | 2009.12.07 03:20 | t/p | 4 | 3.92 | 1.01481 | 0.00000 | 1.01481 | 100.46 | 10126.08 |
8 | 2009.12.07 03:20 | t/p | 5 | 7.60 | 1.01516 | 0.00000 | 1.01516 | 194.77 | 10320.85 |
9 | 2009.12.07 03:20 | close | 3 | 2.00 | 1.01454 | 0.00000 | 1.01439 | 21.68 | 10342.53 |
10 | 2009.12.07 03:20 | close | 2 | 1.00 | 1.01454 | 0.00000 | 1.01414 | -13.80 | 10328.73 |
11 | 2009.12.07 03:22 | sell | 6 | 1.03 | 1.01472 | 0.00000 | 1.01446 | ||
12 | 2009.12.07 03:27 | sell | 7 | 2.06 | 1.01504 | 0.00000 | 1.01478 | ||
13 | 2009.12.07 03:30 | t/p | 7 | 2.06 | 1.01478 | 0.00000 | 1.01478 | 52.79 | 10381.52 |
14 | 2009.12.07 03:32 | t/p | 6 | 1.03 | 1.01446 | 0.00000 | 1.01446 | 26.40 | 10407.92 |
15 | 2009.12.07 03:32 | sell | 8 | 1.04 | 1.01426 | 0.00000 | 1.01400 | ||
16 | 2009.12.07 03:45 | sell | 9 | 2.08 | 1.01457 | 0.00000 | 1.01431 | ||
17 | 2009.12.07 04:37 | sell | 10 | 4.12 | 1.01484 | 0.00000 | 1.01458 | ||
18 | 2009.12.07 04:50 | t/p | 10 | 4.12 | 1.01458 | 0.00000 | 1.01458 | 105.60 | 10513.52 |
19 | 2009.12.07 04:50 | close | 9 | 2.08 | 1.01436 | 0.00000 | 1.01431 | 43.06 | 10556.58 |
20 | 2009.12.07 04:50 | close | 8 | 1.04 | 1.01436 | 0.00000 | 1.01400 | -10.25 | 10546.33 |
21 | 2009.12.07 04:52 | sell | 11 | 1.05 | 1.01433 | 0.00000 | 1.01407 | ||
22 | 2009.12.07 05:37 | t/p | 11 | 1.05 | 1.01407 | 0.00000 | 1.01407 | 26.92 | 10573.25 |
23 | 2009.12.07 05:37 | sell | 12 | 1.06 | 1.01391 | 0.00000 | 1.01365 | ||
24 | 2009.12.07 05:40 | sell | 13 | 2.10 | 1.01426 | 0.00000 | 1.01400 | ||
25 | 2009.12.07 05:50 | sell | 14 | 4.16 | 1.01469 | 0.00000 | 1.01443 | ||
26 | 2009.12.07 06:02 | t/p | 14 | 4.16 | 1.01443 | 0.00000 | 1.01443 | 106.62 | 10679.87 |
27 | 2009.12.07 06:02 | close | 13 | 2.10 | 1.01438 | 0.00000 | 1.01400 | -24.84 | 10655.03 |
28 | 2009.12.07 06:05 | close | 12 | 1.06 | 1.01444 | 0.00000 | 1.01365 | -55.38 | 10599.65 |
29 | 2009.12.07 06:50 | sell | 15 | 1.06 | 1.01525 | 0.00000 | 1.01499 | ||
30 | 2009.12.07 06:57 | t/p | 15 | 1.06 | 1.01499 | 0.00000 | 1.01499 | 27.16 | 10626.81 |
31 | 2009.12.07 06:57 | sell | 16 | 1.06 | 1.01465 | 0.00000 | 1.01439 | ||
32 | 2009.12.07 06:59 | sell | 17 | 2.12 | 1.01516 | 0.00000 | 1.01490 | ||
33 | 2009.12.07 07:10 | t/p | 17 | 2.12 | 1.01490 | 0.00000 | 1.01490 | 54.32 | 10681.13 |
34 | 2009.12.07 07:10 | close | 16 | 1.06 | 1.01483 | 0.00000 | 1.01439 | -18.80 | 10662.33 |
35 | 2009.12.07 08:15 | sell | 18 | 1.07 | 1.01573 | 0.00000 | 1.01547 | ||
36 | 2009.12.07 08:20 | sell | 19 | 2.12 | 1.01632 | 0.00000 | 1.01606 | ||
37 | 2009.12.07 08:27 | t/p | 19 | 2.12 | 1.01606 | 0.00000 | 1.01606 | 54.27 | 10716.60 |
38 | 2009.12.07 08:27 | close | 18 | 1.07 | 1.01567 | 0.00000 | 1.01547 | 6.32 | 10722.92 |
39 | 2009.12.07 08:27 | sell | 20 | 1.07 | 1.01576 | 0.00000 | 1.01550 | ||
40 | 2009.12.07 08:45 | buy | 21 | 1.07 | 1.01611 | 0.00000 | 1.01637 | ||
41 | 2009.12.07 08:50 | sell | 22 | 2.14 | 1.01617 | 0.00000 | 1.01591 | ||
42 | 2009.12.07 09:03 | t/p | 21 | 1.07 | 1.01637 | 0.00000 | 1.01637 | 27.36 | 10750.28 |
43 | 2009.12.07 09:03 | buy | 23 | 1.04 | 1.01699 | 0.00000 | 1.01725 | ||
44 | 2009.12.07 09:03 | sell | 24 | 4.16 | 1.01685 | 0.00000 | 1.01659 | ||
45 | 2009.12.07 09:10 | t/p | 23 | 1.04 | 1.01725 | 0.00000 | 1.01725 | 26.57 | 10776.85 |
46 | 2009.12.07 09:10 | buy | 25 | 1.00 | 1.01760 | 0.00000 | 1.01786 | ||
47 | 2009.12.07 09:10 | sell | 26 | 8.00 | 1.01746 | 0.00000 | 1.01720 | ||
48 | 2009.12.07 09:16 | t/p | 25 | 1.00 | 1.01786 | 0.00000 | 1.01786 | 25.54 | 10802.39 |
49 | 2009.12.07 09:16 | buy | 27 | 0.90 | 1.01822 | 0.00000 | 1.01849 | ||
50 | 2009.12.07 09:20 | buy | 28 | 1.90 | 1.01781 | 0.00000 | 1.01808 | ||
51 | 2009.12.07 09:26 | buy | 29 | 4.00 | 1.01740 | 0.00000 | 1.01767 | ||
52 | 2009.12.07 09:26 | t/p | 29 | 4.00 | 1.01767 | 0.00000 | 1.01767 | 106.09 | 10908.48 |
53 | 2009.12.07 09:35 | t/p | 27 | 0.90 | 1.01849 | 0.00000 | 1.01849 | 23.81 | 10932.29 |
54 | 2009.12.07 09:35 | t/p | 28 | 1.90 | 1.01808 | 0.00000 | 1.01808 | 50.27 | 10982.56 |
55 | 2009.12.07 09:35 | close | 26 | 8.00 | 1.02066 | 0.00000 | 1.01720 | -2508.18 | 8474.38 |
56 | 2009.12.07 09:35 | close | 24 | 4.16 | 1.02066 | 0.00000 | 1.01659 | -1552.88 | 6921.50 |
57 | 2009.12.07 09:35 | close | 22 | 2.14 | 1.02066 | 0.00000 | 1.01591 | -941.41 | 5980.09 |
58 | 2009.12.07 09:35 | close | 20 | 1.07 | 1.02066 | 0.00000 | 1.01550 | -513.69 | 5466.40 |
59 | 2009.12.07 09:40 | buy | 30 | 0.55 | 1.02016 | 0.00000 | 1.02044 | ||
60 | 2009.12.07 09:45 | t/p | 30 | 0.55 | 1.02044 | 0.00000 | 1.02044 | 15.06 | 5481.46 |
61 | 2009.12.07 09:45 | buy | 31 | 0.55 | 1.02217 | 0.00000 | 1.02246 | ||
62 | 2009.12.07 09:50 | buy | 32 | 1.08 | 1.02167 | 0.00000 | 1.02196 | ||
63 | 2009.12.07 09:59 | t/p | 31 | 0.55 | 1.02246 | 0.00000 | 1.02246 | 15.59 | 5497.05 |
64 | 2009.12.07 09:59 | t/p | 32 | 1.08 | 1.02196 | 0.00000 | 1.02196 | 30.60 | 5527.65 |
65 | 2009.12.07 09:59 | buy | 33 | 0.55 | 1.02368 | 0.00000 | 1.02397 | ||
66 | 2009.12.07 10:02 | t/p | 33 | 0.55 | 1.02397 | 0.00000 | 1.02397 | 15.57 | 5543.22 |
67 | 2009.12.07 10:02 | buy | 34 | 0.55 | 1.02426 | 0.00000 | 1.02455 | ||
68 | 2009.12.07 10:10 | buy | 35 | 1.10 | 1.02346 | 0.00000 | 1.02376 | ||
69 | 2009.12.07 10:15 | buy | 36 | 2.12 | 1.02265 | 0.00000 | 1.02295 | ||
70 | 2009.12.07 10:20 | buy | 37 | 3.92 | 1.02158 | 0.00000 | 1.02188 | ||
71 | 2009.12.07 10:22 | t/p | 37 | 3.92 | 1.02188 | 0.00000 | 1.02188 | 115.07 | 5658.29 |
72 | 2009.12.07 10:22 | buy | 38 | 4.16 | 1.02212 | 0.00000 | 1.02242 | ||
73 | 2009.12.07 10:27 | t/p | 38 | 4.16 | 1.02242 | 0.00000 | 1.02242 | 122.05 | 5780.34 |
74 | 2009.12.07 10:27 | close | 36 | 2.12 | 1.02251 | 0.00000 | 1.02295 | -29.03 | 5751.31 |
75 | 2009.12.07 10:27 | close | 35 | 1.10 | 1.02155 | 0.00000 | 1.02376 | -205.67 | 5545.64 |
76 | 2009.12.07 10:30 | close | 34 | 0.55 | 1.02156 | 0.00000 | 1.02455 | -145.37 | 5400.27 |
77 | 2009.12.07 10:32 | buy | 39 | 0.54 | 1.02191 | 0.00000 | 1.02221 | ||
78 | 2009.12.07 10:45 | buy | 40 | 1.08 | 1.02130 | 0.00000 | 1.02161 | ||
79 | 2009.12.07 10:50 | buy | 41 | 2.12 | 1.02090 | 0.00000 | 1.02121 | ||
80 | 2009.12.07 11:02 | t/p | 40 | 1.08 | 1.02161 | 0.00000 | 1.02161 | 32.77 | 5433.04 |
81 | 2009.12.07 11:02 | t/p | 41 | 2.12 | 1.02121 | 0.00000 | 1.02121 | 64.33 | 5497.37 |
82 | 2009.12.07 11:02 | close | 39 | 0.54 | 1.02170 | 0.00000 | 1.02221 | -11.10 | 5486.27 |
83 | 2009.12.07 11:33 | buy | 42 | 0.55 | 1.01937 | 0.00000 | 1.01963 | ||
84 | 2009.12.07 11:43 | t/p | 42 | 0.55 | 1.01963 | 0.00000 | 1.01963 | 14.02 | 5500.29 |
85 | 2009.12.07 11:43 | buy | 43 | 0.55 | 1.02003 | 0.00000 | 1.02029 | ||
86 | 2009.12.07 11:50 | t/p | 43 | 0.55 | 1.02029 | 0.00000 | 1.02029 | 14.01 | 5514.30 |
87 | 2009.12.07 11:50 | buy | 44 | 0.55 | 1.02053 | 0.00000 | 1.02079 | ||
88 | 2009.12.07 11:59 | t/p | 44 | 0.55 | 1.02079 | 0.00000 | 1.02079 | 14.01 | 5528.31 |
89 | 2009.12.07 11:59 | buy | 45 | 0.55 | 1.02102 | 0.00000 | 1.02128 | ||
90 | 2009.12.07 12:20 | t/p | 45 | 0.55 | 1.02128 | 0.00000 | 1.02128 | 14.00 | 5542.31 |
91 | 2009.12.07 19:16 | sell | 46 | 0.55 | 1.01437 | 0.00000 | 1.01411 | ||
92 | 2009.12.07 19:20 | sell | 47 | 1.10 | 1.01505 | 0.00000 | 1.01479 | ||
93 | 2009.12.07 19:26 | sell | 48 | 2.16 | 1.01573 | 0.00000 | 1.01547 | ||
94 | 2009.12.07 19:26 | t/p | 48 | 2.16 | 1.01547 | 0.00000 | 1.01547 | 55.34 | 5597.65 |
95 | 2009.12.07 19:40 | sell | 49 | 2.16 | 1.01574 | 0.00000 | 1.01548 | ||
96 | 2009.12.07 19:45 | sell | 50 | 4.16 | 1.01633 | 0.00000 | 1.01607 | ||
97 | 2009.12.07 20:33 | close | 50 | 4.16 | 1.01925 | 0.00000 | 1.01607 | -1191.78 | 4405.87 |
98 | 2009.12.07 20:33 | close | 49 | 2.16 | 1.01925 | 0.00000 | 1.01548 | -743.84 | 3662.03 |
99 | 2009.12.07 20:33 | close | 47 | 1.10 | 1.01925 | 0.00000 | 1.01479 | -453.27 | 3208.76 |
100 | 2009.12.07 20:33 | close | 46 | 0.55 | 1.01925 | 0.00000 | 1.01411 | -263.33 | 2945.43 |
101 | 2009.12.07 20:36 | sell | 51 | 0.29 | 1.01893 | 0.00000 | 1.01867 | ||
102 | 2009.12.07 20:40 | sell | 52 | 0.58 | 1.01963 | 0.00000 | 1.01936 | ||
103 | 2009.12.07 20:46 | sell | 53 | 1.16 | 1.02015 | 0.00000 | 1.01988 | ||
104 | 2009.12.07 20:56 | t/p | 53 | 1.16 | 1.01988 | 0.00000 | 1.01988 | 30.71 | 2976.14 |
105 | 2009.12.07 20:56 | close | 52 | 0.58 | 1.01960 | 0.00000 | 1.01936 | 1.71 | 2977.85 |
106 | 2009.12.07 20:59 | close | 51 | 0.29 | 1.01944 | 0.00000 | 1.01867 | -14.51 | 2963.34 |
107 | 2009.12.07 21:02 | sell | 54 | 0.30 | 1.01887 | 0.00000 | 1.01861 | ||
108 | 2009.12.07 21:10 | sell | 55 | 0.58 | 1.01925 | 0.00000 | 1.01899 | ||
109 | 2009.12.07 21:15 | sell | 56 | 1.16 | 1.01954 | 0.00000 | 1.01928 | ||
110 | 2009.12.07 21:20 | sell | 57 | 2.24 | 1.01982 | 0.00000 | 1.01956 | ||
111 | 2009.12.07 21:32 | t/p | 57 | 2.24 | 1.01956 | 0.00000 | 1.01956 | 57.13 | 3020.47 |
112 | 2009.12.07 21:32 | close | 56 | 1.16 | 1.01953 | 0.00000 | 1.01928 | 1.14 | 3021.61 |
113 | 2009.12.07 21:35 | close | 55 | 0.58 | 1.01968 | 0.00000 | 1.01899 | -24.46 | 2997.15 |
114 | 2009.12.07 21:37 | close | 54 | 0.30 | 1.01937 | 0.00000 | 1.01861 | -14.71 | 2982.44 |
115 | 2009.12.07 21:40 | sell | 58 | 0.30 | 1.02001 | 0.00000 | 1.01975 | ||
116 | 2009.12.07 21:45 | sell | 59 | 0.60 | 1.02048 | 0.00000 | 1.02022 | ||
117 | 2009.12.07 21:50 | sell | 60 | 1.16 | 1.02095 | 0.00000 | 1.02069 | ||
118 | 2009.12.07 21:57 | t/p | 60 | 1.16 | 1.02069 | 0.00000 | 1.02069 | 29.55 | 3011.99 |
119 | 2009.12.07 21:57 | close | 59 | 0.60 | 1.02046 | 0.00000 | 1.02022 | 1.18 | 3013.17 |
120 | 2009.12.07 21:59 | close | 58 | 0.30 | 1.02013 | 0.00000 | 1.01975 | -3.53 | 3009.64 |
121 | 2009.12.07 22:30 | buy | 61 | 0.30 | 1.01982 | 0.00000 | 1.02008 | ||
122 | 2009.12.07 22:50 | buy | 62 | 0.60 | 1.01955 | 0.00000 | 1.01981 | ||
123 | 2009.12.07 23:32 | t/p | 62 | 0.60 | 1.01981 | 0.00000 | 1.01981 | 15.29 | 3024.93 |
124 | 2009.12.07 23:32 | close | 61 | 0.30 | 1.01994 | 0.00000 | 1.02008 | 3.53 | 3028.46 |
125 | 2009.12.08 00:20 | buy | 63 | 0.30 | 1.01893 | 0.00000 | 1.01919 | ||
126 | 2009.12.08 00:40 | buy | 64 | 0.60 | 1.01845 | 0.00000 | 1.01871 | ||
127 | 2009.12.08 00:46 | buy | 65 | 1.20 | 1.01814 | 0.00000 | 1.01840 | ||
128 | 2009.12.08 00:59 | t/p | 65 | 1.20 | 1.01840 | 0.00000 | 1.01840 | 30.63 | 3059.09 |
129 | 2009.12.08 00:59 | close | 64 | 0.60 | 1.01841 | 0.00000 | 1.01871 | -2.36 | 3056.73 |
130 | 2009.12.08 01:00 | close | 63 | 0.30 | 1.01840 | 0.00000 | 1.01919 | -15.61 | 3041.12 |
131 | 2009.12.08 01:03 | buy | 66 | 0.30 | 1.01919 | 0.00000 | 1.01945 | ||
132 | 2009.12.08 01:10 | t/p | 66 | 0.30 | 1.01945 | 0.00000 | 1.01945 | 7.65 | 3048.77 |
133 | 2009.12.08 01:10 | buy | 67 | 0.30 | 1.01959 | 0.00000 | 1.01985 | ||
134 | 2009.12.08 01:26 | buy | 68 | 0.60 | 1.01881 | 0.00000 | 1.01907 | ||
135 | 2009.12.08 01:40 | buy | 69 | 1.20 | 1.01845 | 0.00000 | 1.01871 | ||
136 | 2009.12.08 01:45 | buy | 70 | 2.32 | 1.01793 | 0.00000 | 1.01820 | ||
137 | 2009.12.08 02:00 | sell | 71 | 0.27 | 1.01740 | 0.00000 | 1.01714 | ||
138 | 2009.12.08 02:02 | sell | 72 | 0.58 | 1.01799 | 0.00000 | 1.01773 | ||
139 | 2009.12.08 02:15 | t/p | 72 | 0.58 | 1.01773 | 0.00000 | 1.01773 | 14.82 | 3063.59 |
140 | 2009.12.08 02:15 | close | 71 | 0.27 | 1.01744 | 0.00000 | 1.01714 | -1.06 | 3062.53 |
141 | 2009.12.08 02:17 | sell | 73 | 0.27 | 1.01742 | 0.00000 | 1.01716 | ||
142 | 2009.12.08 02:20 | t/p | 73 | 0.27 | 1.01716 | 0.00000 | 1.01716 | 6.91 | 3069.44 |
143 | 2009.12.08 02:20 | sell | 74 | 0.24 | 1.01685 | 0.00000 | 1.01658 | ||
144 | 2009.12.08 02:27 | sell | 75 | 0.52 | 1.01730 | 0.00000 | 1.01703 | ||
145 | 2009.12.08 02:27 | t/p | 75 | 0.52 | 1.01703 | 0.00000 | 1.01703 | 13.81 | 3083.25 |
146 | 2009.12.08 02:32 | t/p | 74 | 0.24 | 1.01658 | 0.00000 | 1.01658 | 6.37 | 3089.62 |
147 | 2009.12.08 02:32 | sell | 76 | 0.23 | 1.01643 | 0.00000 | 1.01616 | ||
148 | 2009.12.08 02:40 | sell | 77 | 0.48 | 1.01681 | 0.00000 | 1.01654 | ||
149 | 2009.12.08 02:45 | sell | 78 | 1.00 | 1.01710 | 0.00000 | 1.01683 | ||
150 | 2009.12.08 02:50 | sell | 79 | 2.08 | 1.01739 | 0.00000 | 1.01712 | ||
151 | 2009.12.08 03:16 | t/p | 70 | 2.32 | 1.01820 | 0.00000 | 1.01820 | 61.51 | 3151.13 |
152 | 2009.12.08 03:16 | close | 69 | 1.20 | 1.01844 | 0.00000 | 1.01871 | -1.18 | 3149.95 |
153 | 2009.12.08 03:20 | close | 68 | 0.60 | 1.01823 | 0.00000 | 1.01907 | -34.18 | 3115.77 |
154 | 2009.12.08 03:23 | close | 67 | 0.30 | 1.01833 | 0.00000 | 1.01985 | -37.12 | 3078.65 |
155 | 2009.12.08 04:00 | buy | 80 | 0.26 | 1.01852 | 0.00000 | 1.01878 | ||
156 | 2009.12.08 04:02 | t/p | 80 | 0.26 | 1.01878 | 0.00000 | 1.01878 | 6.64 | 3085.29 |
157 | 2009.12.08 04:02 | buy | 81 | 0.23 | 1.01920 | 0.00000 | 1.01947 | ||
158 | 2009.12.08 04:10 | buy | 82 | 0.48 | 1.01888 | 0.00000 | 1.01915 | ||
159 | 2009.12.08 04:15 | buy | 83 | 1.00 | 1.01855 | 0.00000 | 1.01882 | ||
160 | 2009.12.08 04:20 | buy | 84 | 2.08 | 1.01812 | 0.00000 | 1.01839 | ||
161 | 2009.12.08 04:27 | t/p | 84 | 2.08 | 1.01839 | 0.00000 | 1.01839 | 55.15 | 3140.44 |
162 | 2009.12.08 04:27 | close | 83 | 1.00 | 1.01841 | 0.00000 | 1.01882 | -13.75 | 3126.69 |
163 | 2009.12.08 04:27 | close | 82 | 0.48 | 1.01820 | 0.00000 | 1.01915 | -32.06 | 3094.63 |
164 | 2009.12.08 04:30 | close | 81 | 0.23 | 1.01828 | 0.00000 | 1.01947 | -20.78 | 3073.85 |
165 | 2009.12.08 04:32 | buy | 85 | 0.25 | 1.01871 | 0.00000 | 1.01898 | ||
166 | 2009.12.08 04:45 | buy | 86 | 0.52 | 1.01830 | 0.00000 | 1.01857 | ||
167 | 2009.12.08 04:50 | buy | 87 | 1.08 | 1.01803 | 0.00000 | 1.01830 | ||
168 | 2009.12.08 05:15 | t/p | 87 | 1.08 | 1.01830 | 0.00000 | 1.01830 | 28.64 | 3102.49 |
169 | 2009.12.08 05:15 | close | 86 | 0.52 | 1.01837 | 0.00000 | 1.01857 | 3.57 | 3106.06 |
170 | 2009.12.08 05:17 | close | 85 | 0.25 | 1.01831 | 0.00000 | 1.01898 | -9.82 | 3096.24 |
171 | 2009.12.08 06:50 | t/p | 79 | 2.08 | 1.01712 | 0.00000 | 1.01712 | 55.22 | 3151.46 |
172 | 2009.12.08 06:50 | close | 78 | 1.00 | 1.01710 | 0.00000 | 1.01683 | 0.00 | 3151.46 |
173 | 2009.12.08 06:52 | close | 77 | 0.48 | 1.01742 | 0.00000 | 1.01654 | -28.78 | 3122.68 |
174 | 2009.12.08 06:55 | close | 76 | 0.23 | 1.01726 | 0.00000 | 1.01616 | -18.77 | 3103.91 |
175 | 2009.12.09 01:20 | buy | 88 | 0.31 | 1.02659 | 0.00000 | 1.02685 | ||
176 | 2009.12.09 01:27 | t/p | 88 | 0.31 | 1.02685 | 0.00000 | 1.02685 | 7.84 | 3111.75 |
177 | 2009.12.09 01:27 | buy | 89 | 0.31 | 1.02725 | 0.00000 | 1.02751 | ||
178 | 2009.12.09 01:27 | buy | 90 | 0.62 | 1.02679 | 0.00000 | 1.02705 | ||
179 | 2009.12.09 01:37 | t/p | 90 | 0.62 | 1.02705 | 0.00000 | 1.02705 | 15.69 | 3127.44 |
180 | 2009.12.09 01:37 | close | 89 | 0.31 | 1.02712 | 0.00000 | 1.02751 | -3.92 | 3123.52 |
181 | 2009.12.09 01:40 | buy | 91 | 0.31 | 1.02691 | 0.00000 | 1.02717 | ||
182 | 2009.12.09 01:50 | buy | 92 | 0.62 | 1.02631 | 0.00000 | 1.02657 | ||
183 | 2009.12.09 01:59 | t/p | 92 | 0.62 | 1.02657 | 0.00000 | 1.02657 | 15.70 | 3139.22 |
184 | 2009.12.09 01:59 | close | 91 | 0.31 | 1.02659 | 0.00000 | 1.02717 | -9.66 | 3129.56 |
185 | 2009.12.09 02:20 | buy | 93 | 0.31 | 1.02638 | 0.00000 | 1.02664 | ||
186 | 2009.12.09 02:26 | buy | 94 | 0.62 | 1.02544 | 0.00000 | 1.02570 | ||
187 | 2009.12.09 02:40 | t/p | 94 | 0.62 | 1.02570 | 0.00000 | 1.02570 | 15.72 | 3145.28 |
188 | 2009.12.09 02:40 | close | 93 | 0.31 | 1.02573 | 0.00000 | 1.02664 | -19.64 | 3125.64 |
189 | 2009.12.09 02:45 | sell | 95 | 0.31 | 1.02607 | 0.00000 | 1.02581 | ||
190 | 2009.12.09 02:50 | sell | 96 | 0.62 | 1.02641 | 0.00000 | 1.02615 | ||
191 | 2009.12.09 02:57 | t/p | 96 | 0.62 | 1.02615 | 0.00000 | 1.02615 | 15.71 | 3141.35 |
192 | 2009.12.09 02:57 | close | 95 | 0.31 | 1.02610 | 0.00000 | 1.02581 | -0.91 | 3140.44 |
193 | 2009.12.09 02:59 | sell | 97 | 0.31 | 1.02609 | 0.00000 | 1.02583 | ||
194 | 2009.12.09 03:15 | t/p | 97 | 0.31 | 1.02583 | 0.00000 | 1.02583 | 7.86 | 3148.30 |
195 | 2009.12.18 16:50 | buy | 98 | 0.31 | 1.04731 | 0.00000 | 1.04757 | ||
196 | 2009.12.18 16:52 | buy | 99 | 0.62 | 1.04646 | 0.00000 | 1.04672 | ||
197 | 2009.12.18 16:55 | t/p | 99 | 0.62 | 1.04672 | 0.00000 | 1.04672 | 15.40 | 3163.70 |
198 | 2009.12.18 16:55 | buy | 100 | 0.62 | 1.04688 | 0.00000 | 1.04714 | ||
199 | 2009.12.18 16:57 | buy | 101 | 1.20 | 1.04560 | 0.00000 | 1.04586 | ||
200 | 2009.12.18 16:59 | t/p | 101 | 1.20 | 1.04586 | 0.00000 | 1.04586 | 29.79 | 3193.49 |
201 | 2009.12.18 17:02 | t/p | 100 | 0.62 | 1.04714 | 0.00000 | 1.04714 | 15.39 | 3208.88 |
202 | 2009.12.18 17:02 | close | 98 | 0.31 | 1.04756 | 0.00000 | 1.04757 | 7.40 | 3216.28 |
203 | 2009.12.18 17:10 | buy | 102 | 0.32 | 1.04693 | 0.00000 | 1.04719 | ||
204 | 2009.12.18 17:15 | buy | 103 | 0.64 | 1.04615 | 0.00000 | 1.04641 | ||
205 | 2009.12.18 17:20 | buy | 104 | 1.24 | 1.04512 | 0.00000 | 1.04538 | ||
206 | 2009.12.18 17:22 | t/p | 104 | 1.24 | 1.04538 | 0.00000 | 1.04538 | 30.84 | 3247.12 |
207 | 2009.12.18 17:22 | buy | 105 | 1.28 | 1.04564 | 0.00000 | 1.04590 | ||
208 | 2009.12.18 17:25 | buy | 106 | 2.48 | 1.04538 | 0.00000 | 1.04564 | ||
209 | 2009.12.18 17:27 | t/p | 105 | 1.28 | 1.04590 | 0.00000 | 1.04590 | 31.82 | 3278.94 |
210 | 2009.12.18 17:27 | t/p | 106 | 2.48 | 1.04564 | 0.00000 | 1.04564 | 61.65 | 3340.59 |
211 | 2009.12.18 17:27 | close | 103 | 0.64 | 1.04601 | 0.00000 | 1.04641 | -8.57 | 3332.02 |
212 | 2009.12.18 17:27 | close | 102 | 0.32 | 1.04525 | 0.00000 | 1.04719 | -51.43 | 3280.59 |
213 | 2009.12.18 17:30 | buy | 107 | 0.33 | 1.04540 | 0.00000 | 1.04566 | ||
214 | 2009.12.18 17:32 | t/p | 107 | 0.33 | 1.04566 | 0.00000 | 1.04566 | 8.20 | 3288.79 |
215 | 2009.12.18 17:32 | buy | 108 | 0.33 | 1.04616 | 0.00000 | 1.04642 | ||
216 | 2009.12.18 17:40 | buy | 109 | 0.66 | 1.04583 | 0.00000 | 1.04609 | ||
217 | 2009.12.18 17:45 | buy | 110 | 1.28 | 1.04550 | 0.00000 | 1.04576 | ||
218 | 2009.12.18 17:50 | buy | 111 | 2.48 | 1.04506 | 0.00000 | 1.04533 | ||
219 | 2009.12.18 17:57 | t/p | 111 | 2.48 | 1.04533 | 0.00000 | 1.04533 | 64.05 | 3352.84 |
220 | 2009.12.18 17:57 | close | 110 | 1.28 | 1.04536 | 0.00000 | 1.04576 | -17.14 | 3335.70 |
221 | 2009.12.18 17:59 | close | 109 | 0.66 | 1.04518 | 0.00000 | 1.04609 | -41.05 | 3294.65 |
222 | 2009.12.18 18:00 | close | 108 | 0.33 | 1.04519 | 0.00000 | 1.04642 | -30.63 | 3264.02 |
223 | 2009.12.18 18:02 | buy | 112 | 0.33 | 1.04526 | 0.00000 | 1.04552 | ||
224 | 2009.12.18 18:10 | buy | 113 | 0.64 | 1.04486 | 0.00000 | 1.04512 | ||
225 | 2009.12.18 18:15 | buy | 114 | 1.28 | 1.04447 | 0.00000 | 1.04473 | ||
226 | 2009.12.18 18:20 | buy | 115 | 2.48 | 1.04394 | 0.00000 | 1.04421 | ||
227 | 2009.12.18 18:27 | t/p | 115 | 2.48 | 1.04421 | 0.00000 | 1.04421 | 64.11 | 3328.13 |
228 | 2009.12.18 18:27 | close | 114 | 1.28 | 1.04433 | 0.00000 | 1.04473 | -17.16 | 3310.97 |
229 | 2009.12.18 18:27 | close | 113 | 0.64 | 1.04425 | 0.00000 | 1.04512 | -37.39 | 3273.58 |
230 | 2009.12.18 18:30 | close | 112 | 0.33 | 1.04428 | 0.00000 | 1.04552 | -30.97 | 3242.61 |
231 | 2009.12.18 18:32 | buy | 116 | 0.32 | 1.04474 | 0.00000 | 1.04501 | ||
232 | 2009.12.18 18:40 | buy | 117 | 0.64 | 1.04416 | 0.00000 | 1.04443 | ||
233 | 2009.12.18 18:45 | buy | 118 | 1.28 | 1.04357 | 0.00000 | 1.04384 | ||
234 | 2009.12.18 18:50 | buy | 119 | 2.40 | 1.04280 | 0.00000 | 1.04307 | ||
235 | 2009.12.18 18:57 | t/p | 119 | 2.40 | 1.04307 | 0.00000 | 1.04307 | 62.11 | 3304.72 |
236 | 2009.12.18 18:57 | close | 118 | 1.28 | 1.04343 | 0.00000 | 1.04384 | -17.17 | 3287.55 |
237 | 2009.12.18 18:59 | close | 117 | 0.64 | 1.04339 | 0.00000 | 1.04443 | -47.23 | 3240.32 |
238 | 2009.12.18 19:00 | close | 116 | 0.32 | 1.04338 | 0.00000 | 1.04501 | -41.71 | 3198.61 |
239 | 2009.12.18 19:02 | buy | 120 | 0.32 | 1.04335 | 0.00000 | 1.04362 | ||
240 | 2009.12.18 19:15 | t/p | 120 | 0.32 | 1.04362 | 0.00000 | 1.04362 | 8.27 | 3206.88 |
241 | 2009.12.18 19:15 | buy | 121 | 0.32 | 1.04400 | 0.00000 | 1.04427 | ||
242 | 2009.12.18 19:32 | buy | 122 | 0.64 | 1.04349 | 0.00000 | 1.04376 | ||
243 | 2009.12.18 19:45 | t/p | 122 | 0.64 | 1.04376 | 0.00000 | 1.04376 | 16.55 | 3223.43 |
244 | 2009.12.18 19:45 | close | 121 | 0.32 | 1.04392 | 0.00000 | 1.04427 | -2.45 | 3220.98 |
245 | 2009.12.18 19:47 | buy | 123 | 0.32 | 1.04398 | 0.00000 | 1.04425 | ||
246 | 2009.12.18 20:02 | t/p | 123 | 0.32 | 1.04425 | 0.00000 | 1.04425 | 8.28 | 3229.26 |
247 | 2009.12.18 20:45 | sell | 124 | 0.32 | 1.04292 | 0.00000 | 1.04266 | ||
248 | 2009.12.18 21:03 | t/p | 124 | 0.32 | 1.04266 | 0.00000 | 1.04266 | 7.98 | 3237.24 |