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 | nPips=65; UseTrStopLevelAsTrailingStop=1; lots=0.01; StopLoss=0; Slippage=4; ATRmultiplier=0.45; | ||||
Bars in test | 1515 | Ticks modelled | 13947 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -114.18 | Gross profit | 12.85 | Gross loss | -127.03 |
Profit factor | 0.10 | Expected payoff | -1.14 | ||
Absolute drawdown | 117.74 | Maximal drawdown | 117.74 (1.18%) | Relative drawdown | 1.18% (117.74) |
Total trades | 100 | Short positions (won %) | 51 (11.76%) | Long positions (won %) | 49 (12.24%) |
Profit trades (% of total) | 12 (12.00%) | Loss trades (% of total) | 88 (88.00%) | ||
Largest | profit trade | 2.90 | loss trade | -2.95 | |
Average | profit trade | 1.07 | loss trade | -1.44 | |
Maximum | consecutive wins (profit in money) | 2 (2.17) | consecutive losses (loss in money) | 27 (-40.95) | |
Maximal | consecutive profit (count of wins) | 2.90 (1) | consecutive loss (count of losses) | -40.95 (27) | |
Average | consecutive wins | 1 | consecutive losses | 8 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 01:00 | sell | 1 | 0.01 | 1.00324 | 1.00485 | 0.00000 | ||
2 | 2009.12.01 01:15 | s/l | 1 | 0.01 | 1.00485 | 1.00485 | 0.00000 | -1.60 | 9998.40 |
3 | 2009.12.01 02:02 | buy | 2 | 0.01 | 1.00607 | 1.00311 | 0.00000 | ||
4 | 2009.12.01 02:05 | modify | 2 | 0.01 | 1.00607 | 1.00403 | 0.00000 | ||
5 | 2009.12.01 02:20 | s/l | 2 | 0.01 | 1.00403 | 1.00403 | 0.00000 | -2.03 | 9996.37 |
6 | 2009.12.01 09:10 | sell | 3 | 0.01 | 1.00198 | 1.00485 | 0.00000 | ||
7 | 2009.12.01 09:16 | modify | 3 | 0.01 | 1.00198 | 1.00284 | 0.00000 | ||
8 | 2009.12.01 09:26 | s/l | 3 | 0.01 | 1.00284 | 1.00284 | 0.00000 | -0.86 | 9995.51 |
9 | 2009.12.01 11:10 | buy | 4 | 0.01 | 1.00142 | 0.99955 | 0.00000 | ||
10 | 2009.12.01 11:12 | modify | 4 | 0.01 | 1.00142 | 0.99987 | 0.00000 | ||
11 | 2009.12.01 11:15 | s/l | 4 | 0.01 | 0.99987 | 0.99987 | 0.00000 | -1.55 | 9993.96 |
12 | 2009.12.01 16:15 | sell | 5 | 0.01 | 0.99959 | 1.00129 | 0.00000 | ||
13 | 2009.12.01 17:15 | modify | 5 | 0.01 | 0.99959 | 0.99956 | 0.00000 | ||
14 | 2009.12.01 17:45 | s/l | 5 | 0.01 | 0.99956 | 0.99956 | 0.00000 | 0.03 | 9993.99 |
15 | 2009.12.01 19:22 | buy | 6 | 0.01 | 0.99911 | 0.99751 | 0.00000 | ||
16 | 2009.12.01 19:45 | s/l | 6 | 0.01 | 0.99751 | 0.99751 | 0.00000 | -1.60 | 9992.39 |
17 | 2009.12.03 12:22 | sell | 7 | 0.01 | 0.99662 | 0.99824 | 0.00000 | ||
18 | 2009.12.03 12:50 | s/l | 7 | 0.01 | 0.99824 | 0.99824 | 0.00000 | -1.62 | 9990.77 |
19 | 2009.12.03 13:25 | buy | 8 | 0.01 | 0.99898 | 0.99652 | 0.00000 | ||
20 | 2009.12.03 13:32 | modify | 8 | 0.01 | 0.99898 | 0.99687 | 0.00000 | ||
21 | 2009.12.03 13:35 | modify | 8 | 0.01 | 0.99898 | 0.99715 | 0.00000 | ||
22 | 2009.12.03 13:50 | s/l | 8 | 0.01 | 0.99715 | 0.99715 | 0.00000 | -1.84 | 9988.93 |
23 | 2009.12.04 08:40 | sell | 9 | 0.01 | 0.99921 | 1.00108 | 0.00000 | ||
24 | 2009.12.04 09:20 | s/l | 9 | 0.01 | 1.00108 | 1.00108 | 0.00000 | -1.87 | 9987.06 |
25 | 2009.12.04 10:00 | buy | 10 | 0.01 | 1.00130 | 0.99893 | 0.00000 | ||
26 | 2009.12.04 10:02 | modify | 10 | 0.01 | 1.00130 | 0.99947 | 0.00000 | ||
27 | 2009.12.04 10:22 | modify | 10 | 0.01 | 1.00130 | 1.00017 | 0.00000 | ||
28 | 2009.12.04 10:40 | s/l | 10 | 0.01 | 1.00017 | 1.00017 | 0.00000 | -1.13 | 9985.93 |
29 | 2009.12.04 22:00 | sell | 11 | 0.01 | 1.01682 | 1.01882 | 0.00000 | ||
30 | 2009.12.07 00:00 | modify | 11 | 0.01 | 1.01682 | 1.01711 | 0.00000 | ||
31 | 2009.12.07 00:20 | s/l | 11 | 0.01 | 1.01711 | 1.01711 | 0.00000 | -0.30 | 9985.63 |
32 | 2009.12.07 03:22 | buy | 12 | 0.01 | 1.01591 | 1.01406 | 0.00000 | ||
33 | 2009.12.07 04:00 | close | 12 | 0.01 | 1.01468 | 1.01406 | 0.00000 | -1.21 | 9984.42 |
34 | 2009.12.07 04:25 | sell | 13 | 0.01 | 1.01437 | 1.01667 | 0.00000 | ||
35 | 2009.12.07 06:22 | close | 13 | 0.01 | 1.01591 | 1.01667 | 0.00000 | -1.52 | 9982.90 |
36 | 2009.12.07 06:22 | buy | 14 | 0.01 | 1.01591 | 1.01391 | 0.00000 | ||
37 | 2009.12.07 06:25 | modify | 14 | 0.01 | 1.01591 | 1.01419 | 0.00000 | ||
38 | 2009.12.07 06:32 | s/l | 14 | 0.01 | 1.01419 | 1.01419 | 0.00000 | -1.70 | 9981.20 |
39 | 2009.12.07 11:00 | sell | 15 | 0.01 | 1.02098 | 1.02260 | 0.00000 | ||
40 | 2009.12.07 11:02 | s/l | 15 | 0.01 | 1.02260 | 1.02260 | 0.00000 | -1.59 | 9979.61 |
41 | 2009.12.07 12:02 | sell | 16 | 0.01 | 1.02060 | 1.02251 | 0.00000 | ||
42 | 2009.12.07 12:20 | s/l | 16 | 0.01 | 1.02251 | 1.02251 | 0.00000 | -1.87 | 9977.74 |
43 | 2009.12.07 13:05 | buy | 17 | 0.01 | 1.02310 | 1.02018 | 0.00000 | ||
44 | 2009.12.07 13:07 | modify | 17 | 0.01 | 1.02310 | 1.02119 | 0.00000 | ||
45 | 2009.12.07 13:17 | modify | 17 | 0.01 | 1.02310 | 1.02199 | 0.00000 | ||
46 | 2009.12.07 13:22 | modify | 17 | 0.01 | 1.02310 | 1.02235 | 0.00000 | ||
47 | 2009.12.07 13:45 | s/l | 17 | 0.01 | 1.02235 | 1.02235 | 0.00000 | -0.73 | 9977.01 |
48 | 2009.12.07 15:00 | sell | 18 | 0.01 | 1.02144 | 1.02311 | 0.00000 | ||
49 | 2009.12.07 15:15 | s/l | 18 | 0.01 | 1.02311 | 1.02311 | 0.00000 | -1.63 | 9975.38 |
50 | 2009.12.07 18:00 | buy | 19 | 0.01 | 1.02105 | 1.01827 | 0.00000 | ||
51 | 2009.12.07 18:02 | modify | 19 | 0.01 | 1.02105 | 1.01924 | 0.00000 | ||
52 | 2009.12.07 18:12 | modify | 19 | 0.01 | 1.02105 | 1.01992 | 0.00000 | ||
53 | 2009.12.07 18:17 | modify | 19 | 0.01 | 1.02105 | 1.02038 | 0.00000 | ||
54 | 2009.12.07 18:22 | modify | 19 | 0.01 | 1.02105 | 1.02054 | 0.00000 | ||
55 | 2009.12.07 18:32 | s/l | 19 | 0.01 | 1.02054 | 1.02054 | 0.00000 | -0.50 | 9974.88 |
56 | 2009.12.07 19:03 | sell | 20 | 0.01 | 1.01674 | 1.02000 | 0.00000 | ||
57 | 2009.12.07 19:10 | modify | 20 | 0.01 | 1.01674 | 1.01773 | 0.00000 | ||
58 | 2009.12.07 19:16 | modify | 20 | 0.01 | 1.01674 | 1.01743 | 0.00000 | ||
59 | 2009.12.07 19:45 | s/l | 20 | 0.01 | 1.01743 | 1.01743 | 0.00000 | -0.68 | 9974.20 |
60 | 2009.12.07 21:00 | buy | 21 | 0.01 | 1.02052 | 1.01723 | 0.00000 | ||
61 | 2009.12.07 21:10 | modify | 21 | 0.01 | 1.02052 | 1.01865 | 0.00000 | ||
62 | 2009.12.07 21:42 | modify | 21 | 0.01 | 1.02052 | 1.01936 | 0.00000 | ||
63 | 2009.12.07 21:47 | modify | 21 | 0.01 | 1.02052 | 1.01983 | 0.00000 | ||
64 | 2009.12.07 21:52 | modify | 21 | 0.01 | 1.02052 | 1.01995 | 0.00000 | ||
65 | 2009.12.07 22:00 | s/l | 21 | 0.01 | 1.01995 | 1.01995 | 0.00000 | -0.56 | 9973.64 |
66 | 2009.12.08 01:00 | sell | 22 | 0.01 | 1.01840 | 1.02010 | 0.00000 | ||
67 | 2009.12.08 01:03 | s/l | 22 | 0.01 | 1.02010 | 1.02010 | 0.00000 | -1.66 | 9971.98 |
68 | 2009.12.08 07:02 | sell | 23 | 0.01 | 1.01712 | 1.01917 | 0.00000 | ||
69 | 2009.12.08 07:10 | close | 23 | 0.01 | 1.01914 | 1.01917 | 0.00000 | -1.98 | 9970.00 |
70 | 2009.12.08 08:05 | buy | 24 | 0.01 | 1.01986 | 1.01691 | 0.00000 | ||
71 | 2009.12.08 08:07 | modify | 24 | 0.01 | 1.01986 | 1.01778 | 0.00000 | ||
72 | 2009.12.08 08:12 | modify | 24 | 0.01 | 1.01986 | 1.01855 | 0.00000 | ||
73 | 2009.12.08 08:17 | modify | 24 | 0.01 | 1.01986 | 1.01907 | 0.00000 | ||
74 | 2009.12.08 08:22 | modify | 24 | 0.01 | 1.01986 | 1.01908 | 0.00000 | ||
75 | 2009.12.08 09:00 | modify | 24 | 0.01 | 1.01986 | 1.02027 | 0.00000 | ||
76 | 2009.12.08 09:06 | modify | 24 | 0.01 | 1.01986 | 1.02117 | 0.00000 | ||
77 | 2009.12.08 09:13 | s/l | 24 | 0.01 | 1.02117 | 1.02117 | 0.00000 | 1.28 | 9971.28 |
78 | 2009.12.08 11:02 | sell | 25 | 0.01 | 1.01655 | 1.01919 | 0.00000 | ||
79 | 2009.12.08 11:33 | s/l | 25 | 0.01 | 1.01919 | 1.01919 | 0.00000 | -2.59 | 9968.69 |
80 | 2009.12.08 13:00 | buy | 26 | 0.01 | 1.02259 | 1.01978 | 0.00000 | ||
81 | 2009.12.08 13:02 | modify | 26 | 0.01 | 1.02259 | 1.02074 | 0.00000 | ||
82 | 2009.12.08 13:05 | modify | 26 | 0.01 | 1.02259 | 1.02172 | 0.00000 | ||
83 | 2009.12.08 13:15 | s/l | 26 | 0.01 | 1.02172 | 1.02172 | 0.00000 | -0.85 | 9967.84 |
84 | 2009.12.08 16:00 | sell | 27 | 0.01 | 1.02295 | 1.02478 | 0.00000 | ||
85 | 2009.12.08 16:15 | s/l | 27 | 0.01 | 1.02478 | 1.02478 | 0.00000 | -1.79 | 9966.05 |
86 | 2009.12.08 17:02 | buy | 28 | 0.01 | 1.02673 | 1.02290 | 0.00000 | ||
87 | 2009.12.08 17:05 | modify | 28 | 0.01 | 1.02673 | 1.02489 | 0.00000 | ||
88 | 2009.12.08 17:15 | s/l | 28 | 0.01 | 1.02489 | 1.02489 | 0.00000 | -1.79 | 9964.26 |
89 | 2009.12.08 22:00 | sell | 29 | 0.01 | 1.02689 | 1.02858 | 0.00000 | ||
90 | 2009.12.08 22:07 | s/l | 29 | 0.01 | 1.02858 | 1.02858 | 0.00000 | -1.64 | 9962.62 |
91 | 2009.12.09 00:05 | buy | 30 | 0.01 | 1.02735 | 1.02544 | 0.00000 | ||
92 | 2009.12.09 00:07 | close | 30 | 0.01 | 1.02571 | 1.02544 | 0.00000 | -1.60 | 9961.02 |
93 | 2009.12.09 01:15 | buy | 31 | 0.01 | 1.02830 | 1.02563 | 0.00000 | ||
94 | 2009.12.09 01:17 | modify | 31 | 0.01 | 1.02830 | 1.02680 | 0.00000 | ||
95 | 2009.12.09 01:20 | s/l | 31 | 0.01 | 1.02680 | 1.02680 | 0.00000 | -1.46 | 9959.56 |
96 | 2009.12.09 03:20 | sell | 32 | 0.01 | 1.02531 | 1.02788 | 0.00000 | ||
97 | 2009.12.09 06:00 | close | 32 | 0.01 | 1.02712 | 1.02788 | 0.00000 | -1.76 | 9957.80 |
98 | 2009.12.09 06:00 | buy | 33 | 0.01 | 1.02712 | 1.02498 | 0.00000 | ||
99 | 2009.12.09 06:02 | modify | 33 | 0.01 | 1.02712 | 1.02524 | 0.00000 | ||
100 | 2009.12.09 06:20 | s/l | 33 | 0.01 | 1.02524 | 1.02524 | 0.00000 | -1.83 | 9955.97 |
101 | 2009.12.09 17:00 | sell | 34 | 0.01 | 1.02476 | 1.02637 | 0.00000 | ||
102 | 2009.12.09 17:10 | s/l | 34 | 0.01 | 1.02637 | 1.02637 | 0.00000 | -1.57 | 9954.40 |
103 | 2009.12.09 18:02 | buy | 35 | 0.01 | 1.02756 | 1.02449 | 0.00000 | ||
104 | 2009.12.09 18:05 | modify | 35 | 0.01 | 1.02756 | 1.02549 | 0.00000 | ||
105 | 2009.12.09 18:12 | modify | 35 | 0.01 | 1.02756 | 1.02669 | 0.00000 | ||
106 | 2009.12.09 18:17 | modify | 35 | 0.01 | 1.02756 | 1.02679 | 0.00000 | ||
107 | 2009.12.09 19:00 | modify | 35 | 0.01 | 1.02756 | 1.02769 | 0.00000 | ||
108 | 2009.12.09 19:17 | modify | 35 | 0.01 | 1.02756 | 1.02871 | 0.00000 | ||
109 | 2009.12.09 19:22 | modify | 35 | 0.01 | 1.02756 | 1.02899 | 0.00000 | ||
110 | 2009.12.09 19:27 | s/l | 35 | 0.01 | 1.02899 | 1.02899 | 0.00000 | 1.39 | 9955.79 |
111 | 2009.12.09 21:00 | sell | 36 | 0.01 | 1.02681 | 1.02860 | 0.00000 | ||
112 | 2009.12.09 21:32 | modify | 36 | 0.01 | 1.02681 | 1.02744 | 0.00000 | ||
113 | 2009.12.09 21:45 | s/l | 36 | 0.01 | 1.02744 | 1.02744 | 0.00000 | -0.61 | 9955.18 |
114 | 2009.12.09 23:13 | buy | 37 | 0.01 | 1.02731 | 1.02549 | 0.00000 | ||
115 | 2009.12.10 00:00 | close | 37 | 0.01 | 1.02578 | 1.02549 | 0.00000 | -1.48 | 9953.71 |
116 | 2009.12.10 02:52 | buy | 38 | 0.01 | 1.02730 | 1.02461 | 0.00000 | ||
117 | 2009.12.10 02:55 | modify | 38 | 0.01 | 1.02730 | 1.02555 | 0.00000 | ||
118 | 2009.12.10 03:10 | modify | 38 | 0.01 | 1.02730 | 1.02558 | 0.00000 | ||
119 | 2009.12.10 03:52 | modify | 38 | 0.01 | 1.02730 | 1.02568 | 0.00000 | ||
120 | 2009.12.10 04:20 | s/l | 38 | 0.01 | 1.02568 | 1.02568 | 0.00000 | -1.58 | 9952.13 |
121 | 2009.12.10 20:20 | sell | 39 | 0.01 | 1.02558 | 1.02819 | 0.00000 | ||
122 | 2009.12.10 21:22 | close | 39 | 0.01 | 1.02712 | 1.02819 | 0.00000 | -1.50 | 9950.63 |
123 | 2009.12.10 22:26 | sell | 40 | 0.01 | 1.02572 | 1.02751 | 0.00000 | ||
124 | 2009.12.10 22:40 | close | 40 | 0.01 | 1.02684 | 1.02751 | 0.00000 | -1.09 | 9949.54 |
125 | 2009.12.11 00:22 | buy | 41 | 0.01 | 1.02724 | 1.02535 | 0.00000 | ||
126 | 2009.12.11 00:25 | modify | 41 | 0.01 | 1.02724 | 1.02550 | 0.00000 | ||
127 | 2009.12.11 00:52 | modify | 41 | 0.01 | 1.02724 | 1.02556 | 0.00000 | ||
128 | 2009.12.11 01:43 | modify | 41 | 0.01 | 1.02724 | 1.02558 | 0.00000 | ||
129 | 2009.12.11 02:13 | close | 41 | 0.01 | 1.02632 | 1.02558 | 0.00000 | -0.90 | 9948.64 |
130 | 2009.12.11 03:15 | buy | 42 | 0.01 | 1.02825 | 1.02555 | 0.00000 | ||
131 | 2009.12.11 03:17 | modify | 42 | 0.01 | 1.02825 | 1.02641 | 0.00000 | ||
132 | 2009.12.11 03:22 | modify | 42 | 0.01 | 1.02825 | 1.02676 | 0.00000 | ||
133 | 2009.12.11 03:45 | s/l | 42 | 0.01 | 1.02676 | 1.02676 | 0.00000 | -1.45 | 9947.19 |
134 | 2009.12.11 19:00 | sell | 43 | 0.01 | 1.03388 | 1.03552 | 0.00000 | ||
135 | 2009.12.11 19:10 | s/l | 43 | 0.01 | 1.03552 | 1.03552 | 0.00000 | -1.58 | 9945.61 |
136 | 2009.12.14 00:12 | buy | 44 | 0.01 | 1.03616 | 1.03359 | 0.00000 | ||
137 | 2009.12.14 00:15 | modify | 44 | 0.01 | 1.03616 | 1.03373 | 0.00000 | ||
138 | 2009.12.14 00:17 | modify | 44 | 0.01 | 1.03616 | 1.03384 | 0.00000 | ||
139 | 2009.12.14 00:27 | modify | 44 | 0.01 | 1.03616 | 1.03396 | 0.00000 | ||
140 | 2009.12.14 00:36 | modify | 44 | 0.01 | 1.03616 | 1.03453 | 0.00000 | ||
141 | 2009.12.14 00:59 | s/l | 44 | 0.01 | 1.03453 | 1.03453 | 0.00000 | -1.57 | 9944.04 |
142 | 2009.12.14 02:20 | sell | 45 | 0.01 | 1.03226 | 1.03532 | 0.00000 | ||
143 | 2009.12.14 04:26 | s/l | 45 | 0.01 | 1.03532 | 1.03532 | 0.00000 | -2.95 | 9941.09 |
144 | 2009.12.14 05:00 | buy | 46 | 0.01 | 1.03564 | 1.03279 | 0.00000 | ||
145 | 2009.12.14 05:02 | modify | 46 | 0.01 | 1.03564 | 1.03381 | 0.00000 | ||
146 | 2009.12.14 05:15 | s/l | 46 | 0.01 | 1.03381 | 1.03381 | 0.00000 | -1.77 | 9939.32 |
147 | 2009.12.14 06:05 | sell | 47 | 0.01 | 1.03211 | 1.03378 | 0.00000 | ||
148 | 2009.12.14 08:12 | close | 47 | 0.01 | 1.03233 | 1.03378 | 0.00000 | -0.21 | 9939.11 |
149 | 2009.12.14 10:17 | buy | 48 | 0.01 | 1.03224 | 1.03003 | 0.00000 | ||
150 | 2009.12.14 10:32 | modify | 48 | 0.01 | 1.03224 | 1.03080 | 0.00000 | ||
151 | 2009.12.14 10:50 | s/l | 48 | 0.01 | 1.03080 | 1.03080 | 0.00000 | -1.40 | 9937.71 |
152 | 2009.12.14 14:17 | sell | 49 | 0.01 | 1.03258 | 1.03436 | 0.00000 | ||
153 | 2009.12.14 14:40 | s/l | 49 | 0.01 | 1.03436 | 1.03436 | 0.00000 | -1.72 | 9935.99 |
154 | 2009.12.14 18:00 | buy | 50 | 0.01 | 1.03325 | 1.03114 | 0.00000 | ||
155 | 2009.12.14 18:02 | modify | 50 | 0.01 | 1.03325 | 1.03142 | 0.00000 | ||
156 | 2009.12.14 18:20 | s/l | 50 | 0.01 | 1.03142 | 1.03142 | 0.00000 | -1.77 | 9934.22 |
157 | 2009.12.15 20:22 | sell | 51 | 0.01 | 1.04098 | 1.04283 | 0.00000 | ||
158 | 2009.12.15 21:22 | close | 51 | 0.01 | 1.04140 | 1.04283 | 0.00000 | -0.40 | 9933.82 |
159 | 2009.12.15 21:25 | sell | 52 | 0.01 | 1.04015 | 1.04244 | 0.00000 | ||
160 | 2009.12.15 21:52 | close | 52 | 0.01 | 1.04138 | 1.04244 | 0.00000 | -1.18 | 9932.64 |
161 | 2009.12.16 02:20 | buy | 53 | 0.01 | 1.04277 | 1.03993 | 0.00000 | ||
162 | 2009.12.16 02:25 | modify | 53 | 0.01 | 1.04277 | 1.04066 | 0.00000 | ||
163 | 2009.12.16 02:27 | s/l | 53 | 0.01 | 1.04066 | 1.04066 | 0.00000 | -2.03 | 9930.61 |
164 | 2009.12.16 12:15 | sell | 54 | 0.01 | 1.03817 | 1.04046 | 0.00000 | ||
165 | 2009.12.16 12:17 | close | 54 | 0.01 | 1.03951 | 1.04046 | 0.00000 | -1.29 | 9929.32 |
166 | 2009.12.16 13:20 | sell | 55 | 0.01 | 1.03671 | 1.03908 | 0.00000 | ||
167 | 2009.12.16 13:45 | s/l | 55 | 0.01 | 1.03908 | 1.03908 | 0.00000 | -2.28 | 9927.04 |
168 | 2009.12.16 14:57 | buy | 56 | 0.01 | 1.04067 | 1.03714 | 0.00000 | ||
169 | 2009.12.16 14:59 | modify | 56 | 0.01 | 1.04067 | 1.03883 | 0.00000 | ||
170 | 2009.12.16 15:02 | s/l | 56 | 0.01 | 1.03883 | 1.03883 | 0.00000 | -1.77 | 9925.27 |
171 | 2009.12.16 22:00 | sell | 57 | 0.01 | 1.03845 | 1.04020 | 0.00000 | ||
172 | 2009.12.17 00:50 | s/l | 57 | 0.01 | 1.04020 | 1.04020 | 0.00000 | -1.70 | 9923.57 |
173 | 2009.12.17 00:52 | buy | 58 | 0.01 | 1.04007 | 1.03791 | 0.00000 | ||
174 | 2009.12.17 00:55 | modify | 58 | 0.01 | 1.04007 | 1.03823 | 0.00000 | ||
175 | 2009.12.17 00:57 | modify | 58 | 0.01 | 1.04007 | 1.03830 | 0.00000 | ||
176 | 2009.12.17 01:00 | modify | 58 | 0.01 | 1.04007 | 1.03833 | 0.00000 | ||
177 | 2009.12.17 01:05 | modify | 58 | 0.01 | 1.04007 | 1.03861 | 0.00000 | ||
178 | 2009.12.17 01:20 | s/l | 58 | 0.01 | 1.03861 | 1.03861 | 0.00000 | -1.40 | 9922.17 |
179 | 2009.12.17 08:00 | sell | 59 | 0.01 | 1.04548 | 1.04720 | 0.00000 | ||
180 | 2009.12.17 08:20 | s/l | 59 | 0.01 | 1.04720 | 1.04720 | 0.00000 | -1.64 | 9920.53 |
181 | 2009.12.17 09:05 | buy | 60 | 0.01 | 1.04747 | 1.04501 | 0.00000 | ||
182 | 2009.12.17 09:07 | modify | 60 | 0.01 | 1.04747 | 1.04545 | 0.00000 | ||
183 | 2009.12.17 09:20 | s/l | 60 | 0.01 | 1.04545 | 1.04545 | 0.00000 | -1.93 | 9918.60 |
184 | 2009.12.17 13:00 | sell | 61 | 0.01 | 1.04864 | 1.05032 | 0.00000 | ||
185 | 2009.12.17 13:50 | s/l | 61 | 0.01 | 1.05032 | 1.05032 | 0.00000 | -1.60 | 9917.00 |
186 | 2009.12.17 14:12 | buy | 62 | 0.01 | 1.05084 | 1.04766 | 0.00000 | ||
187 | 2009.12.17 14:17 | modify | 62 | 0.01 | 1.05084 | 1.04858 | 0.00000 | ||
188 | 2009.12.17 14:32 | s/l | 62 | 0.01 | 1.04858 | 1.04858 | 0.00000 | -2.15 | 9914.85 |
189 | 2009.12.17 16:00 | sell | 63 | 0.01 | 1.04791 | 1.04972 | 0.00000 | ||
190 | 2009.12.17 16:45 | modify | 63 | 0.01 | 1.04791 | 1.04854 | 0.00000 | ||
191 | 2009.12.17 16:50 | modify | 63 | 0.01 | 1.04791 | 1.04739 | 0.00000 | ||
192 | 2009.12.17 16:57 | s/l | 63 | 0.01 | 1.04739 | 1.04739 | 0.00000 | 0.50 | 9915.35 |
193 | 2009.12.17 18:00 | buy | 64 | 0.01 | 1.05028 | 1.04737 | 0.00000 | ||
194 | 2009.12.17 18:02 | modify | 64 | 0.01 | 1.05028 | 1.04845 | 0.00000 | ||
195 | 2009.12.17 18:05 | modify | 64 | 0.01 | 1.05028 | 1.04939 | 0.00000 | ||
196 | 2009.12.17 18:15 | s/l | 64 | 0.01 | 1.04939 | 1.04939 | 0.00000 | -0.85 | 9914.50 |
197 | 2009.12.17 20:05 | sell | 65 | 0.01 | 1.04628 | 1.04801 | 0.00000 | ||
198 | 2009.12.17 20:15 | modify | 65 | 0.01 | 1.04628 | 1.04701 | 0.00000 | ||
199 | 2009.12.17 20:40 | s/l | 65 | 0.01 | 1.04701 | 1.04701 | 0.00000 | -0.70 | 9913.80 |
200 | 2009.12.17 22:10 | buy | 66 | 0.01 | 1.04807 | 1.04538 | 0.00000 | ||
201 | 2009.12.17 22:12 | modify | 66 | 0.01 | 1.04807 | 1.04637 | 0.00000 | ||
202 | 2009.12.17 23:00 | modify | 66 | 0.01 | 1.04807 | 1.04679 | 0.00000 | ||
203 | 2009.12.17 23:05 | modify | 66 | 0.01 | 1.04807 | 1.04695 | 0.00000 | ||
204 | 2009.12.17 23:10 | modify | 66 | 0.01 | 1.04807 | 1.04700 | 0.00000 | ||
205 | 2009.12.17 23:45 | s/l | 66 | 0.01 | 1.04700 | 1.04700 | 0.00000 | -1.02 | 9912.78 |
206 | 2009.12.18 02:00 | sell | 67 | 0.01 | 1.04287 | 1.04458 | 0.00000 | ||
207 | 2009.12.18 02:37 | s/l | 67 | 0.01 | 1.04458 | 1.04458 | 0.00000 | -1.64 | 9911.14 |
208 | 2009.12.18 06:15 | buy | 68 | 0.01 | 1.04196 | 1.03862 | 0.00000 | ||
209 | 2009.12.18 06:17 | modify | 68 | 0.01 | 1.04196 | 1.04012 | 0.00000 | ||
210 | 2009.12.18 06:22 | modify | 68 | 0.01 | 1.04196 | 1.04020 | 0.00000 | ||
211 | 2009.12.18 07:00 | modify | 68 | 0.01 | 1.04196 | 1.04093 | 0.00000 | ||
212 | 2009.12.18 07:22 | modify | 68 | 0.01 | 1.04196 | 1.04180 | 0.00000 | ||
213 | 2009.12.18 07:27 | s/l | 68 | 0.01 | 1.04180 | 1.04180 | 0.00000 | -0.15 | 9910.99 |
214 | 2009.12.18 09:12 | sell | 69 | 0.01 | 1.04202 | 1.04361 | 0.00000 | ||
215 | 2009.12.18 11:17 | close | 69 | 0.01 | 1.04277 | 1.04361 | 0.00000 | -0.72 | 9910.27 |
216 | 2009.12.18 11:17 | buy | 70 | 0.01 | 1.04277 | 1.04056 | 0.00000 | ||
217 | 2009.12.18 11:22 | modify | 70 | 0.01 | 1.04277 | 1.04139 | 0.00000 | ||
218 | 2009.12.18 11:35 | modify | 70 | 0.01 | 1.04277 | 1.04141 | 0.00000 | ||
219 | 2009.12.18 11:50 | s/l | 70 | 0.01 | 1.04141 | 1.04141 | 0.00000 | -1.30 | 9908.97 |
220 | 2009.12.18 16:00 | sell | 71 | 0.01 | 1.04207 | 1.04371 | 0.00000 | ||
221 | 2009.12.18 16:15 | s/l | 71 | 0.01 | 1.04371 | 1.04371 | 0.00000 | -1.57 | 9907.40 |
222 | 2009.12.18 17:02 | buy | 72 | 0.01 | 1.04875 | 1.04531 | 0.00000 | ||
223 | 2009.12.18 17:05 | modify | 72 | 0.01 | 1.04875 | 1.04647 | 0.00000 | ||
224 | 2009.12.18 17:15 | s/l | 72 | 0.01 | 1.04647 | 1.04647 | 0.00000 | -2.18 | 9905.22 |
225 | 2009.12.18 18:05 | sell | 73 | 0.01 | 1.04499 | 1.04698 | 0.00000 | ||
226 | 2009.12.18 18:40 | modify | 73 | 0.01 | 1.04499 | 1.04583 | 0.00000 | ||
227 | 2009.12.18 18:50 | modify | 73 | 0.01 | 1.04499 | 1.04453 | 0.00000 | ||
228 | 2009.12.18 18:57 | s/l | 73 | 0.01 | 1.04453 | 1.04453 | 0.00000 | 0.44 | 9905.66 |
229 | 2009.12.18 20:00 | buy | 74 | 0.01 | 1.04529 | 1.04266 | 0.00000 | ||
230 | 2009.12.18 20:02 | modify | 74 | 0.01 | 1.04529 | 1.04350 | 0.00000 | ||
231 | 2009.12.18 20:20 | s/l | 74 | 0.01 | 1.04350 | 1.04350 | 0.00000 | -1.71 | 9903.95 |
232 | 2009.12.18 21:03 | sell | 75 | 0.01 | 1.04248 | 1.04460 | 0.00000 | ||
233 | 2009.12.18 22:17 | close | 75 | 0.01 | 1.04350 | 1.04460 | 0.00000 | -0.98 | 9902.97 |
234 | 2009.12.18 22:17 | buy | 76 | 0.01 | 1.04350 | 1.04182 | 0.00000 | ||
235 | 2009.12.18 22:20 | s/l | 76 | 0.01 | 1.04182 | 1.04182 | 0.00000 | -1.61 | 9901.36 |
236 | 2009.12.21 01:15 | sell | 77 | 0.01 | 1.04032 | 1.04199 | 0.00000 | ||
237 | 2009.12.21 01:40 | s/l | 77 | 0.01 | 1.04199 | 1.04199 | 0.00000 | -1.60 | 9899.76 |
238 | 2009.12.21 02:17 | buy | 78 | 0.01 | 1.04289 | 1.03996 | 0.00000 | ||
239 | 2009.12.21 02:22 | modify | 78 | 0.01 | 1.04289 | 1.04103 | 0.00000 | ||
240 | 2009.12.21 02:32 | s/l | 78 | 0.01 | 1.04103 | 1.04103 | 0.00000 | -1.78 | 9897.98 |
241 | 2009.12.21 05:00 | sell | 79 | 0.01 | 1.04145 | 1.04313 | 0.00000 | ||
242 | 2009.12.21 05:20 | s/l | 79 | 0.01 | 1.04313 | 1.04313 | 0.00000 | -1.61 | 9896.37 |
243 | 2009.12.21 07:00 | buy | 80 | 0.01 | 1.04347 | 1.04104 | 0.00000 | ||
244 | 2009.12.21 07:02 | modify | 80 | 0.01 | 1.04347 | 1.04153 | 0.00000 | ||
245 | 2009.12.21 07:05 | modify | 80 | 0.01 | 1.04347 | 1.04221 | 0.00000 | ||
246 | 2009.12.21 07:20 | s/l | 80 | 0.01 | 1.04221 | 1.04221 | 0.00000 | -1.21 | 9895.16 |
247 | 2009.12.21 11:00 | sell | 81 | 0.01 | 1.04414 | 1.04574 | 0.00000 | ||
248 | 2009.12.21 11:20 | modify | 81 | 0.01 | 1.04414 | 1.04478 | 0.00000 | ||
249 | 2009.12.21 12:20 | modify | 81 | 0.01 | 1.04414 | 1.04325 | 0.00000 | ||
250 | 2009.12.21 12:27 | s/l | 81 | 0.01 | 1.04325 | 1.04325 | 0.00000 | 0.85 | 9896.01 |
251 | 2009.12.21 15:12 | buy | 82 | 0.01 | 1.04204 | 1.03918 | 0.00000 | ||
252 | 2009.12.21 15:15 | modify | 82 | 0.01 | 1.04204 | 1.03990 | 0.00000 | ||
253 | 2009.12.21 15:17 | modify | 82 | 0.01 | 1.04204 | 1.04112 | 0.00000 | ||
254 | 2009.12.21 15:22 | modify | 82 | 0.01 | 1.04204 | 1.04120 | 0.00000 | ||
255 | 2009.12.21 16:00 | modify | 82 | 0.01 | 1.04204 | 1.04212 | 0.00000 | ||
256 | 2009.12.21 16:12 | modify | 82 | 0.01 | 1.04204 | 1.04293 | 0.00000 | ||
257 | 2009.12.21 16:17 | modify | 82 | 0.01 | 1.04204 | 1.04342 | 0.00000 | ||
258 | 2009.12.21 16:50 | s/l | 82 | 0.01 | 1.04342 | 1.04342 | 0.00000 | 1.32 | 9897.33 |
259 | 2009.12.21 19:00 | sell | 83 | 0.01 | 1.04348 | 1.04519 | 0.00000 | ||
260 | 2009.12.21 19:03 | s/l | 83 | 0.01 | 1.04519 | 1.04519 | 0.00000 | -1.64 | 9895.69 |
261 | 2009.12.23 16:05 | sell | 84 | 0.01 | 1.04206 | 1.04424 | 0.00000 | ||
262 | 2009.12.23 16:15 | modify | 84 | 0.01 | 1.04206 | 1.04237 | 0.00000 | ||
263 | 2009.12.23 16:20 | modify | 84 | 0.01 | 1.04206 | 1.04210 | 0.00000 | ||
264 | 2009.12.23 17:50 | modify | 84 | 0.01 | 1.04206 | 1.03941 | 0.00000 | ||
265 | 2009.12.23 17:57 | s/l | 84 | 0.01 | 1.03941 | 1.03941 | 0.00000 | 2.54 | 9898.23 |
266 | 2009.12.23 20:05 | buy | 85 | 0.01 | 1.03927 | 1.03592 | 0.00000 | ||
267 | 2009.12.23 20:07 | modify | 85 | 0.01 | 1.03927 | 1.03699 | 0.00000 | ||
268 | 2009.12.23 20:12 | modify | 85 | 0.01 | 1.03927 | 1.03730 | 0.00000 | ||
269 | 2009.12.23 20:17 | modify | 85 | 0.01 | 1.03927 | 1.03737 | 0.00000 | ||
270 | 2009.12.23 20:36 | modify | 85 | 0.01 | 1.03927 | 1.03770 | 0.00000 | ||
271 | 2009.12.23 20:43 | modify | 85 | 0.01 | 1.03927 | 1.03820 | 0.00000 | ||
272 | 2009.12.23 20:50 | modify | 85 | 0.01 | 1.03927 | 1.03829 | 0.00000 | ||
273 | 2009.12.23 21:00 | modify | 85 | 0.01 | 1.03927 | 1.03868 | 0.00000 | ||
274 | 2009.12.23 22:00 | modify | 85 | 0.01 | 1.03927 | 1.03875 | 0.00000 | ||
275 | 2009.12.23 22:02 | modify | 85 | 0.01 | 1.03927 | 1.03880 | 0.00000 | ||
276 | 2009.12.23 22:12 | modify | 85 | 0.01 | 1.03927 | 1.03884 | 0.00000 | ||
277 | 2009.12.23 22:20 | s/l | 85 | 0.01 | 1.03884 | 1.03884 | 0.00000 | -0.41 | 9897.82 |
278 | 2009.12.24 08:16 | sell | 86 | 0.01 | 1.03759 | 1.03938 | 0.00000 | ||
279 | 2009.12.24 09:45 | s/l | 86 | 0.01 | 1.03938 | 1.03938 | 0.00000 | -1.72 | 9896.10 |
280 | 2009.12.24 15:00 | buy | 87 | 0.01 | 1.03563 | 1.03313 | 0.00000 | ||
281 | 2009.12.24 15:02 | modify | 87 | 0.01 | 1.03563 | 1.03378 | 0.00000 | ||
282 | 2009.12.24 15:12 | modify | 87 | 0.01 | 1.03563 | 1.03472 | 0.00000 | ||
283 | 2009.12.24 15:17 | modify | 87 | 0.01 | 1.03563 | 1.03508 | 0.00000 | ||
284 | 2009.12.24 16:00 | modify | 87 | 0.01 | 1.03563 | 1.03715 | 0.00000 | ||
285 | 2009.12.24 16:10 | s/l | 87 | 0.01 | 1.03715 | 1.03715 | 0.00000 | 1.47 | 9897.57 |
286 | 2009.12.28 03:00 | sell | 88 | 0.01 | 1.03443 | 1.03612 | 0.00000 | ||
287 | 2009.12.28 03:15 | s/l | 88 | 0.01 | 1.03612 | 1.03612 | 0.00000 | -1.63 | 9895.94 |
288 | 2009.12.28 04:12 | buy | 89 | 0.01 | 1.03624 | 1.03418 | 0.00000 | ||
289 | 2009.12.28 04:15 | modify | 89 | 0.01 | 1.03624 | 1.03433 | 0.00000 | ||
290 | 2009.12.28 04:52 | modify | 89 | 0.01 | 1.03624 | 1.03518 | 0.00000 | ||
291 | 2009.12.28 05:17 | modify | 89 | 0.01 | 1.03624 | 1.03597 | 0.00000 | ||
292 | 2009.12.28 05:22 | modify | 89 | 0.01 | 1.03624 | 1.03632 | 0.00000 | ||
293 | 2009.12.28 06:15 | s/l | 89 | 0.01 | 1.03632 | 1.03632 | 0.00000 | 0.07 | 9896.01 |
294 | 2009.12.28 07:00 | sell | 90 | 0.01 | 1.03532 | 1.03697 | 0.00000 | ||
295 | 2009.12.28 07:20 | s/l | 90 | 0.01 | 1.03697 | 1.03697 | 0.00000 | -1.59 | 9894.42 |
296 | 2009.12.28 08:12 | buy | 91 | 0.01 | 1.03721 | 1.03517 | 0.00000 | ||
297 | 2009.12.28 08:17 | modify | 91 | 0.01 | 1.03721 | 1.03593 | 0.00000 | ||
298 | 2009.12.28 08:22 | modify | 91 | 0.01 | 1.03721 | 1.03617 | 0.00000 | ||
299 | 2009.12.28 09:00 | modify | 91 | 0.01 | 1.03721 | 1.03639 | 0.00000 | ||
300 | 2009.12.28 09:50 | s/l | 91 | 0.01 | 1.03639 | 1.03639 | 0.00000 | -0.80 | 9893.62 |
301 | 2009.12.28 10:00 | sell | 92 | 0.01 | 1.03563 | 1.03728 | 0.00000 | ||
302 | 2009.12.28 12:25 | close | 92 | 0.01 | 1.03557 | 1.03728 | 0.00000 | 0.06 | 9893.68 |
303 | 2009.12.28 15:45 | buy | 93 | 0.01 | 1.03495 | 1.03279 | 0.00000 | ||
304 | 2009.12.28 15:47 | close | 93 | 0.01 | 1.03366 | 1.03279 | 0.00000 | -1.25 | 9892.43 |
305 | 2009.12.28 18:00 | buy | 94 | 0.01 | 1.03525 | 1.03295 | 0.00000 | ||
306 | 2009.12.28 18:10 | modify | 94 | 0.01 | 1.03525 | 1.03352 | 0.00000 | ||
307 | 2009.12.28 18:17 | modify | 94 | 0.01 | 1.03525 | 1.03363 | 0.00000 | ||
308 | 2009.12.28 18:22 | modify | 94 | 0.01 | 1.03525 | 1.03382 | 0.00000 | ||
309 | 2009.12.28 19:12 | modify | 94 | 0.01 | 1.03525 | 1.03385 | 0.00000 | ||
310 | 2009.12.28 19:20 | s/l | 94 | 0.01 | 1.03385 | 1.03385 | 0.00000 | -1.36 | 9891.07 |
311 | 2009.12.29 20:00 | sell | 95 | 0.01 | 1.03679 | 1.03847 | 0.00000 | ||
312 | 2009.12.29 20:15 | s/l | 95 | 0.01 | 1.03847 | 1.03847 | 0.00000 | -1.62 | 9889.45 |
313 | 2009.12.29 22:17 | buy | 96 | 0.01 | 1.03799 | 1.03582 | 0.00000 | ||
314 | 2009.12.29 22:20 | modify | 96 | 0.01 | 1.03799 | 1.03619 | 0.00000 | ||
315 | 2009.12.29 22:22 | modify | 96 | 0.01 | 1.03799 | 1.03632 | 0.00000 | ||
316 | 2009.12.29 22:42 | modify | 96 | 0.01 | 1.03799 | 1.03636 | 0.00000 | ||
317 | 2009.12.29 22:50 | s/l | 96 | 0.01 | 1.03636 | 1.03636 | 0.00000 | -1.57 | 9887.88 |
318 | 2009.12.30 19:02 | sell | 97 | 0.01 | 1.03567 | 1.03792 | 0.00000 | ||
319 | 2009.12.30 19:20 | s/l | 97 | 0.01 | 1.03792 | 1.03792 | 0.00000 | -2.17 | 9885.71 |
320 | 2009.12.30 21:00 | buy | 98 | 0.01 | 1.03805 | 1.03525 | 0.00000 | ||
321 | 2009.12.30 21:03 | modify | 98 | 0.01 | 1.03805 | 1.03624 | 0.00000 | ||
322 | 2009.12.30 21:20 | modify | 98 | 0.01 | 1.03805 | 1.03697 | 0.00000 | ||
323 | 2009.12.30 21:40 | s/l | 98 | 0.01 | 1.03697 | 1.03697 | 0.00000 | -1.04 | 9884.67 |
324 | 2009.12.31 14:05 | sell | 99 | 0.01 | 1.02909 | 1.03090 | 0.00000 | ||
325 | 2009.12.31 14:15 | s/l | 99 | 0.01 | 1.03090 | 1.03090 | 0.00000 | -1.75 | 9882.92 |
326 | 2009.12.31 15:07 | buy | 100 | 0.01 | 1.03072 | 1.02898 | 0.00000 | ||
327 | 2009.12.31 15:15 | modify | 100 | 0.01 | 1.03072 | 1.02985 | 0.00000 | ||
328 | 2009.12.31 15:42 | modify | 100 | 0.01 | 1.03072 | 1.03115 | 0.00000 | ||
329 | 2009.12.31 16:00 | modify | 100 | 0.01 | 1.03072 | 1.03242 | 0.00000 | ||
330 | 2009.12.31 16:12 | modify | 100 | 0.01 | 1.03072 | 1.03372 | 0.00000 | ||
331 | 2009.12.31 16:50 | s/l | 100 | 0.01 | 1.03372 | 1.03372 | 0.00000 | 2.90 | 9885.82 |