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 | Lots=1; TakeProfit=100; Stoploss=0; TrailingStop=60; Slippage=5; StopYear=2005; MM=0; Leverage=1; AcctSize=10000; | ||||
| Bars in test | 1515 | Ticks modelled | 13947 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 330.94 | Gross profit | 2408.20 | Gross loss | -2077.25 |
| Profit factor | 1.16 | Expected payoff | 6.89 | ||
| Absolute drawdown | 195.42 | Maximal drawdown | 779.99 (7.37%) | Relative drawdown | 7.37% (779.99) |
| Total trades | 48 | Short positions (won %) | 15 (60.00%) | Long positions (won %) | 33 (72.73%) |
| Profit trades (% of total) | 33 (68.75%) | Loss trades (% of total) | 15 (31.25%) | ||
| Largest | profit trade | 242.94 | loss trade | -224.93 | |
| Average | profit trade | 72.98 | loss trade | -138.48 | |
| Maximum | consecutive wins (profit in money) | 9 (463.67) | consecutive losses (loss in money) | 3 (-355.14) | |
| Maximal | consecutive profit (count of wins) | 463.67 (9) | consecutive loss (count of losses) | -355.14 (3) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
.gif)
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 00:00 | sell stop | 1 | 1.00 | 1.00447 | 1.00529 | 1.00347 | ||
| 2 | 2009.12.01 00:33 | sell | 1 | 1.00 | 1.00447 | 1.00529 | 1.00347 | ||
| 3 | 2009.12.01 00:40 | modify | 1 | 1.00 | 1.00447 | 1.00432 | 1.00272 | ||
| 4 | 2009.12.01 01:00 | modify | 1 | 1.00 | 1.00447 | 1.00384 | 1.00224 | ||
| 5 | 2009.12.01 01:20 | s/l | 1 | 1.00 | 1.00384 | 1.00384 | 1.00224 | 62.75 | 10062.75 |
| 6 | 2009.12.01 02:00 | sell stop | 2 | 1.00 | 1.00317 | 1.00490 | 1.00217 | ||
| 7 | 2009.12.01 03:00 | modify | 2 | 1.00 | 1.00391 | 1.00523 | 1.00217 | ||
| 8 | 2009.12.01 04:50 | sell | 2 | 1.00 | 1.00391 | 1.00523 | 1.00217 | ||
| 9 | 2009.12.01 05:20 | s/l | 2 | 1.00 | 1.00523 | 1.00523 | 1.00217 | -131.31 | 9931.44 |
| 10 | 2009.12.01 06:00 | sell stop | 3 | 1.00 | 1.00390 | 1.00512 | 1.00290 | ||
| 11 | 2009.12.01 07:00 | modify | 3 | 1.00 | 1.00441 | 1.00738 | 1.00290 | ||
| 12 | 2009.12.01 07:50 | sell | 3 | 1.00 | 1.00441 | 1.00738 | 1.00290 | ||
| 13 | 2009.12.01 08:16 | t/p | 3 | 1.00 | 1.00290 | 1.00738 | 1.00290 | 150.65 | 10082.09 |
| 14 | 2009.12.01 09:00 | sell stop | 4 | 1.00 | 1.00222 | 1.00405 | 1.00122 | ||
| 15 | 2009.12.01 09:10 | sell | 4 | 1.00 | 1.00222 | 1.00405 | 1.00122 | ||
| 16 | 2009.12.01 09:16 | modify | 4 | 1.00 | 1.00222 | 1.00176 | 1.00016 | ||
| 17 | 2009.12.01 09:26 | s/l | 4 | 1.00 | 1.00176 | 1.00176 | 1.00016 | 45.90 | 10127.99 |
| 18 | 2009.12.01 11:00 | sell stop | 5 | 1.00 | 0.99954 | 1.00098 | 0.99854 | ||
| 19 | 2009.12.01 11:20 | sell | 5 | 1.00 | 0.99954 | 1.00098 | 0.99854 | ||
| 20 | 2009.12.01 12:15 | s/l | 5 | 1.00 | 1.00098 | 1.00098 | 0.99854 | -143.83 | 9984.16 |
| 21 | 2009.12.01 13:00 | sell stop | 6 | 1.00 | 1.00010 | 1.00153 | 0.99910 | ||
| 22 | 2009.12.01 13:20 | sell | 6 | 1.00 | 1.00010 | 1.00153 | 0.99910 | ||
| 23 | 2009.12.01 14:20 | t/p | 6 | 1.00 | 0.99910 | 1.00153 | 0.99910 | 100.11 | 10084.27 |
| 24 | 2009.12.01 15:00 | sell stop | 7 | 1.00 | 0.99881 | 1.00115 | 0.99781 | ||
| 25 | 2009.12.01 16:00 | modify | 7 | 1.00 | 0.99891 | 1.00132 | 0.99781 | ||
| 26 | 2009.12.01 16:50 | sell | 7 | 1.00 | 0.99891 | 1.00132 | 0.99781 | ||
| 27 | 2009.12.01 17:15 | t/p | 7 | 1.00 | 0.99781 | 1.00132 | 0.99781 | 110.24 | 10194.51 |
| 28 | 2009.12.01 18:00 | sell stop | 8 | 1.00 | 0.99691 | 0.99904 | 0.99591 | ||
| 29 | 2009.12.01 19:00 | modify | 8 | 1.00 | 0.99760 | 0.99880 | 0.99591 | ||
| 30 | 2009.12.01 19:45 | sell | 8 | 1.00 | 0.99760 | 0.99880 | 0.99591 | ||
| 31 | 2009.12.01 20:50 | s/l | 8 | 1.00 | 0.99880 | 0.99880 | 0.99591 | -120.12 | 10074.39 |
| 32 | 2009.12.01 21:00 | sell stop | 9 | 1.00 | 0.99739 | 0.99884 | 0.99639 | ||
| 33 | 2009.12.01 22:00 | modify | 9 | 1.00 | 0.99856 | 0.99980 | 0.99639 | ||
| 34 | 2009.12.01 23:00 | modify | 9 | 1.00 | 0.99872 | 0.99943 | 0.99639 | ||
| 35 | 2009.12.02 00:00 | modify | 9 | 1.00 | 0.99899 | 0.99973 | 0.99639 | ||
| 36 | 2009.12.02 00:20 | sell | 9 | 1.00 | 0.99899 | 0.99973 | 0.99639 | ||
| 37 | 2009.12.02 02:20 | s/l | 9 | 1.00 | 0.99973 | 0.99973 | 0.99639 | -74.02 | 10000.37 |
| 38 | 2009.12.03 01:00 | sell stop | 10 | 1.00 | 0.99984 | 1.00183 | 0.99884 | ||
| 39 | 2009.12.03 01:20 | sell | 10 | 1.00 | 0.99984 | 1.00183 | 0.99884 | ||
| 40 | 2009.12.03 02:33 | modify | 10 | 1.00 | 0.99984 | 0.99979 | 0.99819 | ||
| 41 | 2009.12.03 02:40 | modify | 10 | 1.00 | 0.99984 | 0.99973 | 0.99813 | ||
| 42 | 2009.12.03 02:50 | s/l | 10 | 1.00 | 0.99973 | 0.99973 | 0.99813 | 11.00 | 10011.37 |
| 43 | 2009.12.03 03:00 | sell stop | 11 | 1.00 | 0.99912 | 0.99982 | 0.99812 | ||
| 44 | 2009.12.03 03:50 | sell | 11 | 1.00 | 0.99912 | 0.99982 | 0.99812 | ||
| 45 | 2009.12.03 06:45 | s/l | 11 | 1.00 | 0.99982 | 0.99982 | 0.99812 | -70.01 | 9941.36 |
| 46 | 2009.12.03 07:00 | sell stop | 12 | 1.00 | 0.99926 | 0.99991 | 0.99826 | ||
| 47 | 2009.12.03 07:20 | sell | 12 | 1.00 | 0.99926 | 0.99991 | 0.99826 | ||
| 48 | 2009.12.03 07:40 | modify | 12 | 1.00 | 0.99926 | 0.99908 | 0.99748 | ||
| 49 | 2009.12.03 07:50 | t/p | 12 | 1.00 | 0.99748 | 0.99908 | 0.99748 | 178.45 | 10119.81 |
| 50 | 2009.12.03 08:00 | sell stop | 13 | 1.00 | 0.99733 | 1.00000 | 0.99633 | ||
| 51 | 2009.12.03 08:20 | sell | 13 | 1.00 | 0.99733 | 1.00000 | 0.99633 | ||
| 52 | 2009.12.03 11:32 | modify | 13 | 1.00 | 0.99733 | 0.99712 | 0.99552 | ||
| 53 | 2009.12.03 11:40 | s/l | 13 | 1.00 | 0.99712 | 0.99712 | 0.99552 | 21.06 | 10140.87 |
| 54 | 2009.12.03 12:00 | sell stop | 14 | 1.00 | 0.99639 | 0.99771 | 0.99539 | ||
| 55 | 2009.12.03 13:00 | modify | 14 | 1.00 | 0.99647 | 0.99726 | 0.99539 | ||
| 56 | 2009.12.03 14:32 | sell | 14 | 1.00 | 0.99647 | 0.99726 | 0.99539 | ||
| 57 | 2009.12.03 14:40 | s/l | 14 | 1.00 | 0.99726 | 0.99726 | 0.99539 | -79.17 | 10061.70 |
| 58 | 2009.12.03 15:00 | sell stop | 15 | 1.00 | 0.99581 | 1.00000 | 0.99481 | ||
| 59 | 2009.12.03 16:00 | modify | 15 | 1.00 | 0.99779 | 1.00108 | 0.99481 | ||
| 60 | 2009.12.03 22:00 | modify | 15 | 1.00 | 0.99812 | 0.99998 | 0.99481 | ||
| 61 | 2009.12.03 23:00 | modify | 15 | 1.00 | 0.99960 | 1.00149 | 0.99481 | ||
| 62 | 2009.12.04 00:00 | modify | 15 | 1.00 | 1.00026 | 1.00180 | 0.99481 | ||
| 63 | 2009.12.04 00:15 | sell | 15 | 1.00 | 1.00026 | 1.00180 | 0.99481 | ||
| 64 | 2009.12.04 08:17 | modify | 15 | 1.00 | 1.00026 | 0.99999 | 0.99839 | ||
| 65 | 2009.12.04 08:25 | modify | 15 | 1.00 | 1.00026 | 0.99958 | 0.99798 | ||
| 66 | 2009.12.04 08:37 | s/l | 15 | 1.00 | 0.99958 | 0.99958 | 0.99798 | 68.02 | 10129.72 |
| 67 | 2009.12.21 00:00 | buy stop | 16 | 1.00 | 1.04297 | 1.04165 | 1.04397 | ||
| 68 | 2009.12.21 01:00 | modify | 16 | 1.00 | 1.04082 | 1.03984 | 1.04397 | ||
| 69 | 2009.12.21 01:20 | buy | 16 | 1.00 | 1.04082 | 1.03984 | 1.04397 | ||
| 70 | 2009.12.21 02:00 | modify | 16 | 1.00 | 1.04082 | 1.04123 | 1.04283 | ||
| 71 | 2009.12.21 02:17 | modify | 16 | 1.00 | 1.04082 | 1.04124 | 1.04284 | ||
| 72 | 2009.12.21 02:32 | s/l | 16 | 1.00 | 1.04124 | 1.04124 | 1.04284 | 40.35 | 10170.07 |
| 73 | 2009.12.21 04:00 | buy stop | 17 | 1.00 | 1.04316 | 1.04179 | 1.04416 | ||
| 74 | 2009.12.21 05:00 | modify | 17 | 1.00 | 1.04294 | 1.04103 | 1.04416 | ||
| 75 | 2009.12.21 06:00 | modify | 17 | 1.00 | 1.04234 | 1.04133 | 1.04416 | ||
| 76 | 2009.12.21 06:45 | buy | 17 | 1.00 | 1.04234 | 1.04133 | 1.04416 | ||
| 77 | 2009.12.21 07:32 | modify | 17 | 1.00 | 1.04234 | 1.04235 | 1.04395 | ||
| 78 | 2009.12.21 07:40 | s/l | 17 | 1.00 | 1.04235 | 1.04235 | 1.04395 | 0.96 | 10171.03 |
| 79 | 2009.12.21 08:00 | buy stop | 18 | 1.00 | 1.04300 | 1.04103 | 1.04400 | ||
| 80 | 2009.12.21 09:00 | modify | 18 | 1.00 | 1.04207 | 1.04043 | 1.04400 | ||
| 81 | 2009.12.21 09:15 | buy | 18 | 1.00 | 1.04207 | 1.04043 | 1.04400 | ||
| 82 | 2009.12.21 09:40 | t/p | 18 | 1.00 | 1.04400 | 1.04043 | 1.04400 | 184.76 | 10355.79 |
| 83 | 2009.12.21 10:00 | buy stop | 19 | 1.00 | 1.04813 | 1.04085 | 1.04913 | ||
| 84 | 2009.12.21 11:00 | modify | 19 | 1.00 | 1.04671 | 1.04408 | 1.04913 | ||
| 85 | 2009.12.21 12:00 | modify | 19 | 1.00 | 1.04444 | 1.04227 | 1.04913 | ||
| 86 | 2009.12.21 13:00 | modify | 19 | 1.00 | 1.04304 | 1.04150 | 1.04913 | ||
| 87 | 2009.12.21 14:00 | modify | 19 | 1.00 | 1.04217 | 1.03934 | 1.04913 | ||
| 88 | 2009.12.21 15:00 | modify | 19 | 1.00 | 1.04123 | 1.03917 | 1.04913 | ||
| 89 | 2009.12.21 15:15 | buy | 19 | 1.00 | 1.04123 | 1.03917 | 1.04913 | ||
| 90 | 2009.12.21 15:25 | modify | 19 | 1.00 | 1.04123 | 1.04177 | 1.04337 | ||
| 91 | 2009.12.21 15:27 | s/l | 19 | 1.00 | 1.04177 | 1.04177 | 1.04337 | 51.84 | 10407.63 |
| 92 | 2009.12.21 16:00 | buy stop | 20 | 1.00 | 1.04337 | 1.03992 | 1.04437 | ||
| 93 | 2009.12.21 16:10 | buy | 20 | 1.00 | 1.04337 | 1.03992 | 1.04437 | ||
| 94 | 2009.12.21 16:17 | modify | 20 | 1.00 | 1.04337 | 1.04345 | 1.04505 | ||
| 95 | 2009.12.21 16:25 | modify | 20 | 1.00 | 1.04337 | 1.04394 | 1.04554 | ||
| 96 | 2009.12.21 16:27 | s/l | 20 | 1.00 | 1.04394 | 1.04394 | 1.04554 | 54.60 | 10462.23 |
| 97 | 2009.12.21 17:00 | buy stop | 21 | 1.00 | 1.04471 | 1.04274 | 1.04571 | ||
| 98 | 2009.12.21 17:10 | buy | 21 | 1.00 | 1.04471 | 1.04274 | 1.04571 | ||
| 99 | 2009.12.21 17:16 | modify | 21 | 1.00 | 1.04471 | 1.04474 | 1.04634 | ||
| 100 | 2009.12.21 17:26 | s/l | 21 | 1.00 | 1.04474 | 1.04474 | 1.04634 | 2.87 | 10465.10 |
| 101 | 2009.12.21 18:00 | buy stop | 22 | 1.00 | 1.04617 | 1.04381 | 1.04717 | ||
| 102 | 2009.12.21 19:00 | modify | 22 | 1.00 | 1.04428 | 1.04261 | 1.04717 | ||
| 103 | 2009.12.21 19:03 | buy | 22 | 1.00 | 1.04428 | 1.04261 | 1.04717 | ||
| 104 | 2009.12.21 19:16 | modify | 22 | 1.00 | 1.04428 | 1.04469 | 1.04629 | ||
| 105 | 2009.12.21 19:26 | s/l | 22 | 1.00 | 1.04469 | 1.04469 | 1.04629 | 39.25 | 10504.35 |
| 106 | 2009.12.21 21:00 | buy stop | 23 | 1.00 | 1.04629 | 1.04486 | 1.04729 | ||
| 107 | 2009.12.21 21:10 | buy | 23 | 1.00 | 1.04629 | 1.04486 | 1.04729 | ||
| 108 | 2009.12.21 21:25 | modify | 23 | 1.00 | 1.04629 | 1.04651 | 1.04811 | ||
| 109 | 2009.12.21 21:27 | s/l | 23 | 1.00 | 1.04651 | 1.04651 | 1.04811 | 21.02 | 10525.37 |
| 110 | 2009.12.21 22:00 | buy stop | 24 | 1.00 | 1.04714 | 1.04536 | 1.04814 | ||
| 111 | 2009.12.21 23:20 | buy | 24 | 1.00 | 1.04714 | 1.04536 | 1.04814 | ||
| 112 | 2009.12.22 00:50 | s/l | 24 | 1.00 | 1.04536 | 1.04536 | 1.04814 | -169.94 | 10355.43 |
| 113 | 2009.12.24 03:00 | buy stop | 25 | 1.00 | 1.03949 | 1.03845 | 1.04049 | ||
| 114 | 2009.12.24 04:00 | modify | 25 | 1.00 | 1.03866 | 1.03757 | 1.04049 | ||
| 115 | 2009.12.24 04:45 | buy | 25 | 1.00 | 1.03866 | 1.03757 | 1.04049 | ||
| 116 | 2009.12.24 05:16 | modify | 25 | 1.00 | 1.03866 | 1.03899 | 1.04059 | ||
| 117 | 2009.12.24 05:26 | s/l | 25 | 1.00 | 1.03899 | 1.03899 | 1.04059 | 31.76 | 10387.19 |
| 118 | 2009.12.24 08:00 | buy stop | 26 | 1.00 | 1.03913 | 1.03783 | 1.04013 | ||
| 119 | 2009.12.24 09:00 | modify | 26 | 1.00 | 1.03822 | 1.03690 | 1.04013 | ||
| 120 | 2009.12.24 09:45 | buy | 26 | 1.00 | 1.03822 | 1.03690 | 1.04013 | ||
| 121 | 2009.12.24 10:15 | s/l | 26 | 1.00 | 1.03690 | 1.03690 | 1.04013 | -127.31 | 10259.88 |
| 122 | 2009.12.24 11:00 | buy stop | 27 | 1.00 | 1.03783 | 1.03508 | 1.03883 | ||
| 123 | 2009.12.24 12:00 | modify | 27 | 1.00 | 1.03564 | 1.03375 | 1.03883 | ||
| 124 | 2009.12.24 13:00 | modify | 27 | 1.00 | 1.03542 | 1.03365 | 1.03883 | ||
| 125 | 2009.12.24 14:00 | modify | 27 | 1.00 | 1.03424 | 1.03196 | 1.03883 | ||
| 126 | 2009.12.24 14:45 | buy | 27 | 1.00 | 1.03424 | 1.03196 | 1.03883 | ||
| 127 | 2009.12.24 15:17 | modify | 27 | 1.00 | 1.03424 | 1.03530 | 1.03690 | ||
| 128 | 2009.12.24 15:25 | modify | 27 | 1.00 | 1.03424 | 1.03589 | 1.03749 | ||
| 129 | 2009.12.24 15:27 | s/l | 27 | 1.00 | 1.03589 | 1.03589 | 1.03749 | 159.30 | 10419.18 |
| 130 | 2009.12.24 18:00 | buy stop | 28 | 1.00 | 1.03828 | 1.03616 | 1.03928 | ||
| 131 | 2009.12.24 18:15 | buy | 28 | 1.00 | 1.03828 | 1.03616 | 1.03928 | ||
| 132 | 2009.12.28 00:07 | s/l | 28 | 1.00 | 1.03616 | 1.03616 | 1.03928 | -203.82 | 10215.36 |
| 133 | 2009.12.28 01:00 | buy stop | 29 | 1.00 | 1.03742 | 1.03609 | 1.03842 | ||
| 134 | 2009.12.28 01:15 | buy | 29 | 1.00 | 1.03742 | 1.03609 | 1.03842 | ||
| 135 | 2009.12.28 01:25 | modify | 29 | 1.00 | 1.03742 | 1.03744 | 1.03904 | ||
| 136 | 2009.12.28 01:37 | s/l | 29 | 1.00 | 1.03744 | 1.03744 | 1.03904 | 1.93 | 10217.29 |
| 137 | 2009.12.28 02:00 | buy stop | 30 | 1.00 | 1.03881 | 1.03655 | 1.03981 | ||
| 138 | 2009.12.28 02:07 | buy | 30 | 1.00 | 1.03881 | 1.03655 | 1.03981 | ||
| 139 | 2009.12.28 02:45 | s/l | 30 | 1.00 | 1.03655 | 1.03655 | 1.03981 | -218.22 | 9999.07 |
| 140 | 2009.12.28 03:00 | buy stop | 31 | 1.00 | 1.03869 | 1.03417 | 1.03969 | ||
| 141 | 2009.12.28 04:00 | modify | 31 | 1.00 | 1.03571 | 1.03436 | 1.03969 | ||
| 142 | 2009.12.28 04:45 | buy | 31 | 1.00 | 1.03571 | 1.03436 | 1.03969 | ||
| 143 | 2009.12.28 05:17 | modify | 31 | 1.00 | 1.03571 | 1.03604 | 1.03764 | ||
| 144 | 2009.12.28 05:25 | modify | 31 | 1.00 | 1.03571 | 1.03639 | 1.03799 | ||
| 145 | 2009.12.28 06:15 | s/l | 31 | 1.00 | 1.03639 | 1.03639 | 1.03799 | 65.62 | 10064.69 |
| 146 | 2009.12.28 07:00 | buy stop | 32 | 1.00 | 1.03681 | 1.03516 | 1.03781 | ||
| 147 | 2009.12.28 08:20 | buy | 32 | 1.00 | 1.03681 | 1.03516 | 1.03781 | ||
| 148 | 2009.12.28 10:15 | s/l | 32 | 1.00 | 1.03516 | 1.03516 | 1.03781 | -159.43 | 9905.26 |
| 149 | 2009.12.28 11:00 | buy stop | 33 | 1.00 | 1.03572 | 1.03445 | 1.03672 | ||
| 150 | 2009.12.28 13:00 | modify | 33 | 1.00 | 1.03527 | 1.03334 | 1.03672 | ||
| 151 | 2009.12.28 14:00 | modify | 33 | 1.00 | 1.03403 | 1.03288 | 1.03672 | ||
| 152 | 2009.12.28 15:20 | buy | 33 | 1.00 | 1.03403 | 1.03288 | 1.03672 | ||
| 153 | 2009.12.28 16:25 | modify | 33 | 1.00 | 1.03403 | 1.03423 | 1.03583 | ||
| 154 | 2009.12.28 16:33 | s/l | 33 | 1.00 | 1.03423 | 1.03423 | 1.03583 | 19.35 | 9924.61 |
| 155 | 2009.12.28 17:00 | buy stop | 34 | 1.00 | 1.03481 | 1.03312 | 1.03581 | ||
| 156 | 2009.12.28 20:10 | buy | 34 | 1.00 | 1.03481 | 1.03312 | 1.03581 | ||
| 157 | 2009.12.28 23:33 | modify | 34 | 1.00 | 1.03481 | 1.03483 | 1.03643 | ||
| 158 | 2009.12.28 23:40 | modify | 34 | 1.00 | 1.03481 | 1.03489 | 1.03649 | ||
| 159 | 2009.12.29 00:17 | modify | 34 | 1.00 | 1.03481 | 1.03494 | 1.03654 | ||
| 160 | 2009.12.29 00:25 | modify | 34 | 1.00 | 1.03481 | 1.03504 | 1.03664 | ||
| 161 | 2009.12.29 00:50 | s/l | 34 | 1.00 | 1.03504 | 1.03504 | 1.03664 | 22.63 | 9947.23 |
| 162 | 2009.12.29 05:00 | buy stop | 35 | 1.00 | 1.03663 | 1.03569 | 1.03763 | ||
| 163 | 2009.12.29 06:00 | modify | 35 | 1.00 | 1.03610 | 1.03524 | 1.03763 | ||
| 164 | 2009.12.29 08:00 | modify | 35 | 1.00 | 1.03551 | 1.03403 | 1.03763 | ||
| 165 | 2009.12.29 09:00 | modify | 35 | 1.00 | 1.03466 | 1.03073 | 1.03763 | ||
| 166 | 2009.12.29 10:00 | modify | 35 | 1.00 | 1.03126 | 1.02925 | 1.03763 | ||
| 167 | 2009.12.29 11:33 | buy | 35 | 1.00 | 1.03126 | 1.02925 | 1.03763 | ||
| 168 | 2009.12.29 12:00 | modify | 35 | 1.00 | 1.03126 | 1.03140 | 1.03300 | ||
| 169 | 2009.12.29 12:17 | modify | 35 | 1.00 | 1.03126 | 1.03153 | 1.03313 | ||
| 170 | 2009.12.29 12:32 | s/l | 35 | 1.00 | 1.03153 | 1.03153 | 1.03313 | 26.17 | 9973.40 |
| 171 | 2009.12.29 13:00 | buy stop | 36 | 1.00 | 1.03250 | 1.02893 | 1.03350 | ||
| 172 | 2009.12.29 14:00 | modify | 36 | 1.00 | 1.02969 | 1.02781 | 1.03350 | ||
| 173 | 2009.12.29 14:03 | buy | 36 | 1.00 | 1.02969 | 1.02781 | 1.03350 | ||
| 174 | 2009.12.29 14:16 | modify | 36 | 1.00 | 1.02969 | 1.03078 | 1.03238 | ||
| 175 | 2009.12.29 14:26 | s/l | 36 | 1.00 | 1.03078 | 1.03078 | 1.03238 | 105.79 | 10079.19 |
| 176 | 2009.12.29 15:00 | buy stop | 37 | 1.00 | 1.03125 | 1.02895 | 1.03225 | ||
| 177 | 2009.12.29 15:40 | buy | 37 | 1.00 | 1.03125 | 1.02895 | 1.03225 | ||
| 178 | 2009.12.29 15:50 | t/p | 37 | 1.00 | 1.03225 | 1.02895 | 1.03225 | 96.87 | 10176.06 |
| 179 | 2009.12.29 16:00 | buy stop | 38 | 1.00 | 1.03235 | 1.02984 | 1.03335 | ||
| 180 | 2009.12.29 16:15 | buy | 38 | 1.00 | 1.03235 | 1.02984 | 1.03335 | ||
| 181 | 2009.12.29 17:10 | t/p | 38 | 1.00 | 1.03335 | 1.02984 | 1.03335 | 96.65 | 10272.71 |
| 182 | 2009.12.29 18:00 | buy stop | 39 | 1.00 | 1.03848 | 1.03219 | 1.03948 | ||
| 183 | 2009.12.30 01:45 | buy | 39 | 1.00 | 1.03848 | 1.03219 | 1.03948 | ||
| 184 | 2009.12.30 02:32 | modify | 39 | 1.00 | 1.03848 | 1.03859 | 1.04019 | ||
| 185 | 2009.12.30 03:25 | modify | 39 | 1.00 | 1.03848 | 1.03873 | 1.04033 | ||
| 186 | 2009.12.30 04:20 | s/l | 39 | 1.00 | 1.03873 | 1.03873 | 1.04033 | 24.07 | 10296.78 |
| 187 | 2009.12.30 05:00 | buy stop | 40 | 1.00 | 1.03947 | 1.03857 | 1.04047 | ||
| 188 | 2009.12.30 08:00 | modify | 40 | 1.00 | 1.03877 | 1.03718 | 1.04047 | ||
| 189 | 2009.12.30 09:00 | modify | 40 | 1.00 | 1.03836 | 1.03603 | 1.04047 | ||
| 190 | 2009.12.30 09:32 | buy | 40 | 1.00 | 1.03836 | 1.03603 | 1.04047 | ||
| 191 | 2009.12.30 10:50 | s/l | 40 | 1.00 | 1.03603 | 1.03603 | 1.04047 | -224.93 | 10071.85 |
| 192 | 2009.12.30 11:00 | buy stop | 41 | 1.00 | 1.03801 | 1.03590 | 1.03901 | ||
| 193 | 2009.12.30 12:00 | modify | 41 | 1.00 | 1.03723 | 1.03608 | 1.03901 | ||
| 194 | 2009.12.30 12:20 | buy | 41 | 1.00 | 1.03723 | 1.03608 | 1.03901 | ||
| 195 | 2009.12.30 12:40 | modify | 41 | 1.00 | 1.03723 | 1.03734 | 1.03894 | ||
| 196 | 2009.12.30 12:50 | t/p | 41 | 1.00 | 1.03894 | 1.03734 | 1.03894 | 164.59 | 10236.44 |
| 197 | 2009.12.30 14:00 | buy stop | 42 | 1.00 | 1.03872 | 1.03727 | 1.03972 | ||
| 198 | 2009.12.30 15:20 | buy | 42 | 1.00 | 1.03872 | 1.03727 | 1.03972 | ||
| 199 | 2009.12.30 15:50 | t/p | 42 | 1.00 | 1.03972 | 1.03727 | 1.03972 | 96.18 | 10332.62 |
| 200 | 2009.12.30 16:00 | buy stop | 43 | 1.00 | 1.03981 | 1.03729 | 1.04081 | ||
| 201 | 2009.12.30 16:40 | buy | 43 | 1.00 | 1.03981 | 1.03729 | 1.04081 | ||
| 202 | 2009.12.30 16:45 | t/p | 43 | 1.00 | 1.04081 | 1.03729 | 1.04081 | 96.05 | 10428.67 |
| 203 | 2009.12.30 17:00 | buy stop | 44 | 1.00 | 1.04212 | 1.03851 | 1.04312 | ||
| 204 | 2009.12.30 18:00 | modify | 44 | 1.00 | 1.04136 | 1.03886 | 1.04312 | ||
| 205 | 2009.12.30 19:00 | modify | 44 | 1.00 | 1.03927 | 1.03506 | 1.04312 | ||
| 206 | 2009.12.30 20:00 | modify | 44 | 1.00 | 1.03701 | 1.03553 | 1.04312 | ||
| 207 | 2009.12.30 20:50 | buy | 44 | 1.00 | 1.03701 | 1.03553 | 1.04312 | ||
| 208 | 2009.12.30 21:16 | modify | 44 | 1.00 | 1.03701 | 1.03716 | 1.03876 | ||
| 209 | 2009.12.30 21:26 | s/l | 44 | 1.00 | 1.03716 | 1.03716 | 1.03876 | 14.47 | 10443.14 |
| 210 | 2009.12.30 22:00 | buy stop | 45 | 1.00 | 1.03763 | 1.03631 | 1.03863 | ||
| 211 | 2009.12.31 03:00 | modify | 45 | 1.00 | 1.03558 | 1.03401 | 1.03863 | ||
| 212 | 2009.12.31 06:00 | modify | 45 | 1.00 | 1.03502 | 1.03443 | 1.03863 | ||
| 213 | 2009.12.31 06:20 | buy | 45 | 1.00 | 1.03502 | 1.03443 | 1.03863 | ||
| 214 | 2009.12.31 06:50 | s/l | 45 | 1.00 | 1.03443 | 1.03443 | 1.03863 | -57.04 | 10386.10 |
| 215 | 2009.12.31 07:00 | buy stop | 46 | 1.00 | 1.03510 | 1.03431 | 1.03610 | ||
| 216 | 2009.12.31 07:20 | buy | 46 | 1.00 | 1.03510 | 1.03431 | 1.03610 | ||
| 217 | 2009.12.31 07:33 | s/l | 46 | 1.00 | 1.03431 | 1.03431 | 1.03610 | -76.50 | 10309.60 |
| 218 | 2009.12.31 08:00 | buy stop | 47 | 1.00 | 1.03510 | 1.02897 | 1.03610 | ||
| 219 | 2009.12.31 09:00 | modify | 47 | 1.00 | 1.03150 | 1.02922 | 1.03610 | ||
| 220 | 2009.12.31 09:15 | buy | 47 | 1.00 | 1.03150 | 1.02922 | 1.03610 | ||
| 221 | 2009.12.31 10:20 | s/l | 47 | 1.00 | 1.02922 | 1.02922 | 1.03610 | -221.60 | 10088.00 |
| 222 | 2009.12.31 12:00 | buy stop | 48 | 1.00 | 1.03116 | 1.02941 | 1.03216 | ||
| 223 | 2009.12.31 14:00 | modify | 48 | 1.00 | 1.03050 | 1.02898 | 1.03216 | ||
| 224 | 2009.12.31 14:20 | buy | 48 | 1.00 | 1.03050 | 1.02898 | 1.03216 | ||
| 225 | 2009.12.31 15:32 | modify | 48 | 1.00 | 1.03050 | 1.03053 | 1.03213 | ||
| 226 | 2009.12.31 15:40 | modify | 48 | 1.00 | 1.03050 | 1.03141 | 1.03301 | ||
| 227 | 2009.12.31 15:50 | t/p | 48 | 1.00 | 1.03301 | 1.03141 | 1.03301 | 242.94 | 10330.94 |
| 228 | 2009.12.31 17:00 | buy stop | 49 | 1.00 | 1.03856 | 1.03301 | 1.03956 | ||