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 | In_BUY=true; SL_buy=62; Risk_buy=0; In_SELL=true; SL_sell=62; Risk_sell=0; | ||||
Bars in test | 1515 | Ticks modelled | 13947 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -67.39 | Gross profit | 90.34 | Gross loss | -157.73 |
Profit factor | 0.57 | Expected payoff | -0.43 | ||
Absolute drawdown | 76.76 | Maximal drawdown | 79.34 (0.79%) | Relative drawdown | 0.79% (79.34) |
Total trades | 158 | Short positions (won %) | 79 (31.65%) | Long positions (won %) | 79 (22.78%) |
Profit trades (% of total) | 43 (27.22%) | Loss trades (% of total) | 115 (72.78%) | ||
Largest | profit trade | 8.68 | loss trade | -6.42 | |
Average | profit trade | 2.10 | loss trade | -1.37 | |
Maximum | consecutive wins (profit in money) | 3 (0.71) | consecutive losses (loss in money) | 7 (-15.93) | |
Maximal | consecutive profit (count of wins) | 8.68 (1) | consecutive loss (count of losses) | -15.93 (7) | |
Average | consecutive wins | 1 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 00:00 | sell | 1 | 0.01 | 1.00496 | 1.01142 | 0.00000 | ||
2 | 2009.12.01 04:00 | buy | 2 | 0.01 | 1.00481 | 0.99835 | 0.00000 | ||
3 | 2009.12.01 04:00 | close | 1 | 0.01 | 1.00481 | 1.01142 | 0.00000 | 0.15 | 10000.15 |
4 | 2009.12.01 05:00 | close | 2 | 0.01 | 1.00411 | 0.99835 | 0.00000 | -0.70 | 9999.45 |
5 | 2009.12.01 05:00 | sell | 3 | 0.01 | 1.00411 | 1.01057 | 0.00000 | ||
6 | 2009.12.01 06:00 | buy | 4 | 0.01 | 1.00470 | 0.99824 | 0.00000 | ||
7 | 2009.12.01 06:00 | close | 3 | 0.01 | 1.00470 | 1.01057 | 0.00000 | -0.59 | 9998.86 |
8 | 2009.12.01 08:00 | close | 4 | 0.01 | 1.00395 | 0.99824 | 0.00000 | -0.75 | 9998.11 |
9 | 2009.12.01 08:00 | sell | 5 | 0.01 | 1.00395 | 1.01041 | 0.00000 | ||
10 | 2009.12.01 13:00 | buy | 6 | 0.01 | 1.00112 | 0.99466 | 0.00000 | ||
11 | 2009.12.01 13:00 | close | 5 | 0.01 | 1.00112 | 1.01041 | 0.00000 | 2.83 | 10000.94 |
12 | 2009.12.01 16:00 | close | 6 | 0.01 | 0.99982 | 0.99466 | 0.00000 | -1.30 | 9999.64 |
13 | 2009.12.01 16:00 | sell | 7 | 0.01 | 0.99982 | 1.00628 | 0.00000 | ||
14 | 2009.12.01 21:00 | buy | 8 | 0.01 | 0.99899 | 0.99253 | 0.00000 | ||
15 | 2009.12.01 21:00 | close | 7 | 0.01 | 0.99899 | 1.00628 | 0.00000 | 0.83 | 10000.47 |
16 | 2009.12.02 01:00 | close | 8 | 0.01 | 0.99882 | 0.99253 | 0.00000 | -0.17 | 10000.30 |
17 | 2009.12.02 01:00 | sell | 9 | 0.01 | 0.99882 | 1.00528 | 0.00000 | ||
18 | 2009.12.02 04:00 | buy | 10 | 0.01 | 0.99923 | 0.99277 | 0.00000 | ||
19 | 2009.12.02 04:00 | close | 9 | 0.01 | 0.99923 | 1.00528 | 0.00000 | -0.41 | 9999.89 |
20 | 2009.12.02 05:00 | close | 10 | 0.01 | 0.99863 | 0.99277 | 0.00000 | -0.60 | 9999.29 |
21 | 2009.12.02 05:00 | sell | 11 | 0.01 | 0.99863 | 1.00509 | 0.00000 | ||
22 | 2009.12.02 08:00 | buy | 12 | 0.01 | 0.99935 | 0.99289 | 0.00000 | ||
23 | 2009.12.02 08:00 | close | 11 | 0.01 | 0.99935 | 1.00509 | 0.00000 | -0.72 | 9998.57 |
24 | 2009.12.02 11:00 | close | 12 | 0.01 | 0.99842 | 0.99289 | 0.00000 | -0.93 | 9997.64 |
25 | 2009.12.02 11:00 | sell | 13 | 0.01 | 0.99842 | 1.00488 | 0.00000 | ||
26 | 2009.12.02 13:00 | buy | 14 | 0.01 | 0.99936 | 0.99290 | 0.00000 | ||
27 | 2009.12.02 13:00 | close | 13 | 0.01 | 0.99936 | 1.00488 | 0.00000 | -0.94 | 9996.70 |
28 | 2009.12.02 22:00 | close | 14 | 0.01 | 1.00157 | 0.99290 | 0.00000 | 2.21 | 9998.91 |
29 | 2009.12.02 22:00 | sell | 15 | 0.01 | 1.00157 | 1.00803 | 0.00000 | ||
30 | 2009.12.02 23:00 | buy | 16 | 0.01 | 1.00212 | 0.99566 | 0.00000 | ||
31 | 2009.12.02 23:00 | close | 15 | 0.01 | 1.00212 | 1.00803 | 0.00000 | -0.55 | 9998.36 |
32 | 2009.12.03 00:00 | close | 16 | 0.01 | 1.00181 | 0.99566 | 0.00000 | -0.30 | 9998.07 |
33 | 2009.12.03 00:00 | sell | 17 | 0.01 | 1.00181 | 1.00827 | 0.00000 | ||
34 | 2009.12.03 07:00 | buy | 18 | 0.01 | 1.00012 | 0.99366 | 0.00000 | ||
35 | 2009.12.03 07:00 | close | 17 | 0.01 | 1.00012 | 1.00827 | 0.00000 | 1.69 | 9999.76 |
36 | 2009.12.03 08:00 | close | 18 | 0.01 | 0.99773 | 0.99366 | 0.00000 | -2.40 | 9997.36 |
37 | 2009.12.03 08:00 | sell | 19 | 0.01 | 0.99773 | 1.00419 | 0.00000 | ||
38 | 2009.12.03 15:00 | buy | 20 | 0.01 | 0.99947 | 0.99301 | 0.00000 | ||
39 | 2009.12.03 15:00 | close | 19 | 0.01 | 0.99947 | 1.00419 | 0.00000 | -1.74 | 9995.62 |
40 | 2009.12.03 19:00 | close | 20 | 0.01 | 0.99879 | 0.99301 | 0.00000 | -0.68 | 9994.94 |
41 | 2009.12.03 19:00 | sell | 21 | 0.01 | 0.99879 | 1.00525 | 0.00000 | ||
42 | 2009.12.03 20:00 | buy | 22 | 0.01 | 0.99882 | 0.99236 | 0.00000 | ||
43 | 2009.12.03 20:00 | close | 21 | 0.01 | 0.99882 | 1.00525 | 0.00000 | -0.03 | 9994.91 |
44 | 2009.12.03 21:00 | close | 22 | 0.01 | 0.99856 | 0.99236 | 0.00000 | -0.26 | 9994.65 |
45 | 2009.12.03 21:00 | sell | 23 | 0.01 | 0.99856 | 1.00502 | 0.00000 | ||
46 | 2009.12.03 22:00 | buy | 24 | 0.01 | 1.00004 | 0.99358 | 0.00000 | ||
47 | 2009.12.03 22:00 | close | 23 | 0.01 | 1.00004 | 1.00502 | 0.00000 | -1.48 | 9993.17 |
48 | 2009.12.04 02:00 | close | 24 | 0.01 | 1.00051 | 0.99358 | 0.00000 | 0.47 | 9993.64 |
49 | 2009.12.04 02:00 | sell | 25 | 0.01 | 1.00051 | 1.00697 | 0.00000 | ||
50 | 2009.12.04 04:00 | buy | 26 | 0.01 | 1.00029 | 0.99383 | 0.00000 | ||
51 | 2009.12.04 04:00 | close | 25 | 0.01 | 1.00029 | 1.00697 | 0.00000 | 0.22 | 9993.86 |
52 | 2009.12.04 05:00 | close | 26 | 0.01 | 1.00031 | 0.99383 | 0.00000 | 0.02 | 9993.88 |
53 | 2009.12.04 05:00 | sell | 27 | 0.01 | 1.00031 | 1.00677 | 0.00000 | ||
54 | 2009.12.04 06:00 | buy | 28 | 0.01 | 1.00078 | 0.99432 | 0.00000 | ||
55 | 2009.12.04 06:00 | close | 27 | 0.01 | 1.00078 | 1.00677 | 0.00000 | -0.47 | 9993.41 |
56 | 2009.12.04 08:00 | close | 28 | 0.01 | 0.99996 | 0.99432 | 0.00000 | -0.82 | 9992.59 |
57 | 2009.12.04 08:00 | sell | 29 | 0.01 | 0.99996 | 1.00642 | 0.00000 | ||
58 | 2009.12.04 12:00 | buy | 30 | 0.01 | 1.00027 | 0.99381 | 0.00000 | ||
59 | 2009.12.04 12:00 | close | 29 | 0.01 | 1.00027 | 1.00642 | 0.00000 | -0.31 | 9992.28 |
60 | 2009.12.04 13:00 | close | 30 | 0.01 | 0.99967 | 0.99381 | 0.00000 | -0.60 | 9991.68 |
61 | 2009.12.04 13:00 | sell | 31 | 0.01 | 0.99967 | 1.00613 | 0.00000 | ||
62 | 2009.12.04 14:45 | s/l | 31 | 0.01 | 1.00613 | 1.00613 | 0.00000 | -6.42 | 9985.26 |
63 | 2009.12.04 15:00 | buy | 32 | 0.01 | 1.00860 | 1.00214 | 0.00000 | ||
64 | 2009.12.07 00:00 | close | 32 | 0.01 | 1.01535 | 1.00214 | 0.00000 | 6.65 | 9991.92 |
65 | 2009.12.07 00:00 | sell | 33 | 0.01 | 1.01535 | 1.02181 | 0.00000 | ||
66 | 2009.12.07 03:00 | buy | 34 | 0.01 | 1.01614 | 1.00968 | 0.00000 | ||
67 | 2009.12.07 03:00 | close | 33 | 0.01 | 1.01614 | 1.02181 | 0.00000 | -0.78 | 9991.14 |
68 | 2009.12.07 04:00 | close | 34 | 0.01 | 1.01468 | 1.00968 | 0.00000 | -1.44 | 9989.70 |
69 | 2009.12.07 04:00 | sell | 35 | 0.01 | 1.01468 | 1.02114 | 0.00000 | ||
70 | 2009.12.07 07:00 | buy | 36 | 0.01 | 1.01540 | 1.00894 | 0.00000 | ||
71 | 2009.12.07 07:00 | close | 35 | 0.01 | 1.01540 | 1.02114 | 0.00000 | -0.71 | 9988.99 |
72 | 2009.12.07 13:00 | close | 36 | 0.01 | 1.02186 | 1.00894 | 0.00000 | 6.32 | 9995.31 |
73 | 2009.12.07 13:00 | sell | 37 | 0.01 | 1.02186 | 1.02832 | 0.00000 | ||
74 | 2009.12.07 14:00 | buy | 38 | 0.01 | 1.02271 | 1.01625 | 0.00000 | ||
75 | 2009.12.07 14:00 | close | 37 | 0.01 | 1.02271 | 1.02832 | 0.00000 | -0.83 | 9994.48 |
76 | 2009.12.07 16:00 | close | 38 | 0.01 | 1.02063 | 1.01625 | 0.00000 | -2.04 | 9992.44 |
77 | 2009.12.07 16:00 | sell | 39 | 0.01 | 1.02063 | 1.02709 | 0.00000 | ||
78 | 2009.12.07 22:00 | buy | 40 | 0.01 | 1.02009 | 1.01363 | 0.00000 | ||
79 | 2009.12.07 22:00 | close | 39 | 0.01 | 1.02009 | 1.02709 | 0.00000 | 0.53 | 9992.97 |
80 | 2009.12.08 01:00 | close | 40 | 0.01 | 1.01840 | 1.01363 | 0.00000 | -1.66 | 9991.31 |
81 | 2009.12.08 01:00 | sell | 41 | 0.01 | 1.01840 | 1.02486 | 0.00000 | ||
82 | 2009.12.08 05:00 | buy | 42 | 0.01 | 1.01838 | 1.01192 | 0.00000 | ||
83 | 2009.12.08 05:00 | close | 41 | 0.01 | 1.01838 | 1.02486 | 0.00000 | 0.02 | 9991.33 |
84 | 2009.12.08 07:00 | close | 42 | 0.01 | 1.01771 | 1.01192 | 0.00000 | -0.66 | 9990.67 |
85 | 2009.12.08 07:00 | sell | 43 | 0.01 | 1.01771 | 1.02417 | 0.00000 | ||
86 | 2009.12.08 08:00 | buy | 44 | 0.01 | 1.01868 | 1.01222 | 0.00000 | ||
87 | 2009.12.08 08:00 | close | 43 | 0.01 | 1.01868 | 1.02417 | 0.00000 | -0.95 | 9989.72 |
88 | 2009.12.08 11:00 | close | 44 | 0.01 | 1.01766 | 1.01222 | 0.00000 | -1.00 | 9988.72 |
89 | 2009.12.08 11:00 | sell | 45 | 0.01 | 1.01766 | 1.02412 | 0.00000 | ||
90 | 2009.12.08 13:00 | buy | 46 | 0.01 | 1.02166 | 1.01520 | 0.00000 | ||
91 | 2009.12.08 13:00 | close | 45 | 0.01 | 1.02166 | 1.02412 | 0.00000 | -3.92 | 9984.80 |
92 | 2009.12.08 23:00 | close | 46 | 0.01 | 1.02685 | 1.01520 | 0.00000 | 5.05 | 9989.85 |
93 | 2009.12.08 23:00 | sell | 47 | 0.01 | 1.02685 | 1.03331 | 0.00000 | ||
94 | 2009.12.09 01:00 | buy | 48 | 0.01 | 1.02772 | 1.02126 | 0.00000 | ||
95 | 2009.12.09 01:00 | close | 47 | 0.01 | 1.02772 | 1.03331 | 0.00000 | -0.86 | 9989.00 |
96 | 2009.12.09 02:00 | close | 48 | 0.01 | 1.02660 | 1.02126 | 0.00000 | -1.09 | 9987.91 |
97 | 2009.12.09 02:00 | sell | 49 | 0.01 | 1.02660 | 1.03306 | 0.00000 | ||
98 | 2009.12.09 07:00 | buy | 50 | 0.01 | 1.02567 | 1.01921 | 0.00000 | ||
99 | 2009.12.09 07:00 | close | 49 | 0.01 | 1.02567 | 1.03306 | 0.00000 | 0.91 | 9988.82 |
100 | 2009.12.09 10:00 | close | 50 | 0.01 | 1.02446 | 1.01921 | 0.00000 | -1.18 | 9987.64 |
101 | 2009.12.09 10:00 | sell | 51 | 0.01 | 1.02446 | 1.03092 | 0.00000 | ||
102 | 2009.12.09 14:00 | buy | 52 | 0.01 | 1.02629 | 1.01983 | 0.00000 | ||
103 | 2009.12.09 14:00 | close | 51 | 0.01 | 1.02629 | 1.03092 | 0.00000 | -1.78 | 9985.86 |
104 | 2009.12.09 17:00 | close | 52 | 0.01 | 1.02476 | 1.01983 | 0.00000 | -1.49 | 9984.37 |
105 | 2009.12.09 17:00 | sell | 53 | 0.01 | 1.02476 | 1.03122 | 0.00000 | ||
106 | 2009.12.09 18:00 | buy | 54 | 0.01 | 1.02641 | 1.01995 | 0.00000 | ||
107 | 2009.12.09 18:00 | close | 53 | 0.01 | 1.02641 | 1.03122 | 0.00000 | -1.61 | 9982.76 |
108 | 2009.12.09 22:00 | close | 54 | 0.01 | 1.02632 | 1.01995 | 0.00000 | -0.09 | 9982.67 |
109 | 2009.12.09 22:00 | sell | 55 | 0.01 | 1.02632 | 1.03278 | 0.00000 | ||
110 | 2009.12.10 03:00 | buy | 56 | 0.01 | 1.02627 | 1.01981 | 0.00000 | ||
111 | 2009.12.10 03:00 | close | 55 | 0.01 | 1.02627 | 1.03278 | 0.00000 | 0.03 | 9982.70 |
112 | 2009.12.10 10:00 | close | 56 | 0.01 | 1.02662 | 1.01981 | 0.00000 | 0.34 | 9983.04 |
113 | 2009.12.10 10:00 | sell | 57 | 0.01 | 1.02662 | 1.03308 | 0.00000 | ||
114 | 2009.12.10 15:00 | buy | 58 | 0.01 | 1.02544 | 1.01898 | 0.00000 | ||
115 | 2009.12.10 15:00 | close | 57 | 0.01 | 1.02544 | 1.03308 | 0.00000 | 1.15 | 9984.19 |
116 | 2009.12.10 16:00 | close | 58 | 0.01 | 1.02488 | 1.01898 | 0.00000 | -0.55 | 9983.64 |
117 | 2009.12.10 16:00 | sell | 59 | 0.01 | 1.02488 | 1.03134 | 0.00000 | ||
118 | 2009.12.10 17:00 | buy | 60 | 0.01 | 1.02669 | 1.02023 | 0.00000 | ||
119 | 2009.12.10 17:00 | close | 59 | 0.01 | 1.02669 | 1.03134 | 0.00000 | -1.76 | 9981.88 |
120 | 2009.12.10 21:00 | close | 60 | 0.01 | 1.02656 | 1.02023 | 0.00000 | -0.13 | 9981.75 |
121 | 2009.12.10 21:00 | sell | 61 | 0.01 | 1.02656 | 1.03302 | 0.00000 | ||
122 | 2009.12.11 01:00 | buy | 62 | 0.01 | 1.02631 | 1.01985 | 0.00000 | ||
123 | 2009.12.11 01:00 | close | 61 | 0.01 | 1.02631 | 1.03302 | 0.00000 | 0.23 | 9981.98 |
124 | 2009.12.11 02:00 | close | 62 | 0.01 | 1.02574 | 1.01985 | 0.00000 | -0.56 | 9981.42 |
125 | 2009.12.11 02:00 | sell | 63 | 0.01 | 1.02574 | 1.03220 | 0.00000 | ||
126 | 2009.12.11 03:00 | buy | 64 | 0.01 | 1.02660 | 1.02014 | 0.00000 | ||
127 | 2009.12.11 03:00 | close | 63 | 0.01 | 1.02660 | 1.03220 | 0.00000 | -0.84 | 9980.58 |
128 | 2009.12.11 07:00 | close | 64 | 0.01 | 1.02557 | 1.02014 | 0.00000 | -1.00 | 9979.58 |
129 | 2009.12.11 07:00 | sell | 65 | 0.01 | 1.02557 | 1.03203 | 0.00000 | ||
130 | 2009.12.11 08:00 | buy | 66 | 0.01 | 1.02694 | 1.02048 | 0.00000 | ||
131 | 2009.12.11 08:00 | close | 65 | 0.01 | 1.02694 | 1.03203 | 0.00000 | -1.33 | 9978.25 |
132 | 2009.12.11 11:00 | close | 66 | 0.01 | 1.02503 | 1.02048 | 0.00000 | -1.86 | 9976.39 |
133 | 2009.12.11 11:00 | sell | 67 | 0.01 | 1.02503 | 1.03149 | 0.00000 | ||
134 | 2009.12.11 15:00 | buy | 68 | 0.01 | 1.02891 | 1.02245 | 0.00000 | ||
135 | 2009.12.11 15:00 | close | 67 | 0.01 | 1.02891 | 1.03149 | 0.00000 | -3.77 | 9972.62 |
136 | 2009.12.11 21:00 | close | 68 | 0.01 | 1.03419 | 1.02245 | 0.00000 | 5.11 | 9977.73 |
137 | 2009.12.11 21:00 | sell | 69 | 0.01 | 1.03419 | 1.04065 | 0.00000 | ||
138 | 2009.12.11 22:00 | buy | 70 | 0.01 | 1.03424 | 1.02778 | 0.00000 | ||
139 | 2009.12.11 22:00 | close | 69 | 0.01 | 1.03424 | 1.04065 | 0.00000 | -0.05 | 9977.68 |
140 | 2009.12.14 02:00 | close | 70 | 0.01 | 1.03380 | 1.02778 | 0.00000 | -0.43 | 9977.25 |
141 | 2009.12.14 02:00 | sell | 71 | 0.01 | 1.03380 | 1.04026 | 0.00000 | ||
142 | 2009.12.14 05:00 | buy | 72 | 0.01 | 1.03471 | 1.02825 | 0.00000 | ||
143 | 2009.12.14 05:00 | close | 71 | 0.01 | 1.03471 | 1.04026 | 0.00000 | -0.88 | 9976.37 |
144 | 2009.12.14 06:00 | close | 72 | 0.01 | 1.03219 | 1.02825 | 0.00000 | -2.44 | 9973.93 |
145 | 2009.12.14 06:00 | sell | 73 | 0.01 | 1.03219 | 1.03865 | 0.00000 | ||
146 | 2009.12.14 10:00 | buy | 74 | 0.01 | 1.03169 | 1.02523 | 0.00000 | ||
147 | 2009.12.14 10:00 | close | 73 | 0.01 | 1.03169 | 1.03865 | 0.00000 | 0.48 | 9974.41 |
148 | 2009.12.14 11:00 | close | 74 | 0.01 | 1.03093 | 1.02523 | 0.00000 | -0.74 | 9973.67 |
149 | 2009.12.14 11:00 | sell | 75 | 0.01 | 1.03093 | 1.03739 | 0.00000 | ||
150 | 2009.12.14 12:00 | buy | 76 | 0.01 | 1.03391 | 1.02745 | 0.00000 | ||
151 | 2009.12.14 12:00 | close | 75 | 0.01 | 1.03391 | 1.03739 | 0.00000 | -2.88 | 9970.79 |
152 | 2009.12.14 15:00 | close | 76 | 0.01 | 1.03303 | 1.02745 | 0.00000 | -0.85 | 9969.94 |
153 | 2009.12.14 15:00 | sell | 77 | 0.01 | 1.03303 | 1.03949 | 0.00000 | ||
154 | 2009.12.14 20:00 | buy | 78 | 0.01 | 1.03212 | 1.02566 | 0.00000 | ||
155 | 2009.12.14 20:00 | close | 77 | 0.01 | 1.03212 | 1.03949 | 0.00000 | 0.88 | 9970.82 |
156 | 2009.12.14 21:00 | close | 78 | 0.01 | 1.03186 | 1.02566 | 0.00000 | -0.25 | 9970.57 |
157 | 2009.12.14 21:00 | sell | 79 | 0.01 | 1.03186 | 1.03832 | 0.00000 | ||
158 | 2009.12.14 22:00 | buy | 80 | 0.01 | 1.03219 | 1.02573 | 0.00000 | ||
159 | 2009.12.14 22:00 | close | 79 | 0.01 | 1.03219 | 1.03832 | 0.00000 | -0.32 | 9970.25 |
160 | 2009.12.14 23:00 | close | 80 | 0.01 | 1.03146 | 1.02573 | 0.00000 | -0.71 | 9969.54 |
161 | 2009.12.14 23:00 | sell | 81 | 0.01 | 1.03146 | 1.03792 | 0.00000 | ||
162 | 2009.12.15 02:00 | buy | 82 | 0.01 | 1.03217 | 1.02571 | 0.00000 | ||
163 | 2009.12.15 02:00 | close | 81 | 0.01 | 1.03217 | 1.03792 | 0.00000 | -0.70 | 9968.85 |
164 | 2009.12.15 17:00 | close | 82 | 0.01 | 1.03890 | 1.02571 | 0.00000 | 6.48 | 9975.33 |
165 | 2009.12.15 17:00 | sell | 83 | 0.01 | 1.03890 | 1.04536 | 0.00000 | ||
166 | 2009.12.15 18:00 | buy | 84 | 0.01 | 1.04231 | 1.03585 | 0.00000 | ||
167 | 2009.12.15 18:00 | close | 83 | 0.01 | 1.04231 | 1.04536 | 0.00000 | -3.27 | 9972.06 |
168 | 2009.12.15 21:00 | close | 84 | 0.01 | 1.04077 | 1.03585 | 0.00000 | -1.48 | 9970.58 |
169 | 2009.12.15 21:00 | sell | 85 | 0.01 | 1.04077 | 1.04723 | 0.00000 | ||
170 | 2009.12.16 02:00 | buy | 86 | 0.01 | 1.04083 | 1.03437 | 0.00000 | ||
171 | 2009.12.16 02:00 | close | 85 | 0.01 | 1.04083 | 1.04723 | 0.00000 | -0.07 | 9970.51 |
172 | 2009.12.16 08:00 | close | 86 | 0.01 | 1.03995 | 1.03437 | 0.00000 | -0.85 | 9969.66 |
173 | 2009.12.16 08:00 | sell | 87 | 0.01 | 1.03995 | 1.04641 | 0.00000 | ||
174 | 2009.12.16 09:00 | buy | 88 | 0.01 | 1.04219 | 1.03573 | 0.00000 | ||
175 | 2009.12.16 09:00 | close | 87 | 0.01 | 1.04219 | 1.04641 | 0.00000 | -2.15 | 9967.51 |
176 | 2009.12.16 10:00 | close | 88 | 0.01 | 1.03986 | 1.03573 | 0.00000 | -2.24 | 9965.27 |
177 | 2009.12.16 10:00 | sell | 89 | 0.01 | 1.03986 | 1.04632 | 0.00000 | ||
178 | 2009.12.16 15:00 | buy | 90 | 0.01 | 1.03950 | 1.03304 | 0.00000 | ||
179 | 2009.12.16 15:00 | close | 89 | 0.01 | 1.03950 | 1.04632 | 0.00000 | 0.35 | 9965.62 |
180 | 2009.12.16 16:00 | close | 90 | 0.01 | 1.03650 | 1.03304 | 0.00000 | -2.89 | 9962.73 |
181 | 2009.12.16 16:00 | sell | 91 | 0.01 | 1.03650 | 1.04296 | 0.00000 | ||
182 | 2009.12.16 19:00 | buy | 92 | 0.01 | 1.03800 | 1.03154 | 0.00000 | ||
183 | 2009.12.16 19:00 | close | 91 | 0.01 | 1.03800 | 1.04296 | 0.00000 | -1.45 | 9961.28 |
184 | 2009.12.17 00:00 | close | 92 | 0.01 | 1.03863 | 1.03154 | 0.00000 | 0.62 | 9961.91 |
185 | 2009.12.17 00:00 | sell | 93 | 0.01 | 1.03863 | 1.04509 | 0.00000 | ||
186 | 2009.12.17 01:00 | buy | 94 | 0.01 | 1.03906 | 1.03260 | 0.00000 | ||
187 | 2009.12.17 01:00 | close | 93 | 0.01 | 1.03906 | 1.04509 | 0.00000 | -0.41 | 9961.50 |
188 | 2009.12.17 09:00 | close | 94 | 0.01 | 1.04611 | 1.03260 | 0.00000 | 6.74 | 9968.24 |
189 | 2009.12.17 09:00 | sell | 95 | 0.01 | 1.04611 | 1.05257 | 0.00000 | ||
190 | 2009.12.17 11:00 | buy | 96 | 0.01 | 1.04865 | 1.04219 | 0.00000 | ||
191 | 2009.12.17 11:00 | close | 95 | 0.01 | 1.04865 | 1.05257 | 0.00000 | -2.42 | 9965.82 |
192 | 2009.12.17 15:00 | close | 96 | 0.01 | 1.04940 | 1.04219 | 0.00000 | 0.71 | 9966.53 |
193 | 2009.12.17 15:00 | sell | 97 | 0.01 | 1.04940 | 1.05586 | 0.00000 | ||
194 | 2009.12.17 19:00 | buy | 98 | 0.01 | 1.04852 | 1.04206 | 0.00000 | ||
195 | 2009.12.17 19:00 | close | 97 | 0.01 | 1.04852 | 1.05586 | 0.00000 | 0.84 | 9967.37 |
196 | 2009.12.17 20:00 | close | 98 | 0.01 | 1.04651 | 1.04206 | 0.00000 | -1.92 | 9965.45 |
197 | 2009.12.17 20:00 | sell | 99 | 0.01 | 1.04651 | 1.05297 | 0.00000 | ||
198 | 2009.12.17 23:00 | buy | 100 | 0.01 | 1.04769 | 1.04123 | 0.00000 | ||
199 | 2009.12.17 23:00 | close | 99 | 0.01 | 1.04769 | 1.05297 | 0.00000 | -1.13 | 9964.32 |
200 | 2009.12.18 01:00 | close | 100 | 0.01 | 1.04625 | 1.04123 | 0.00000 | -1.38 | 9962.94 |
201 | 2009.12.18 01:00 | sell | 101 | 0.01 | 1.04625 | 1.05271 | 0.00000 | ||
202 | 2009.12.18 07:00 | buy | 102 | 0.01 | 1.04185 | 1.03539 | 0.00000 | ||
203 | 2009.12.18 07:00 | close | 101 | 0.01 | 1.04185 | 1.05271 | 0.00000 | 4.22 | 9967.16 |
204 | 2009.12.18 10:00 | close | 102 | 0.01 | 1.04074 | 1.03539 | 0.00000 | -1.07 | 9966.09 |
205 | 2009.12.18 10:00 | sell | 103 | 0.01 | 1.04074 | 1.04720 | 0.00000 | ||
206 | 2009.12.18 13:00 | buy | 104 | 0.01 | 1.04273 | 1.03627 | 0.00000 | ||
207 | 2009.12.18 13:00 | close | 103 | 0.01 | 1.04273 | 1.04720 | 0.00000 | -1.91 | 9964.18 |
208 | 2009.12.18 16:00 | close | 104 | 0.01 | 1.04207 | 1.03627 | 0.00000 | -0.63 | 9963.55 |
209 | 2009.12.18 16:00 | sell | 105 | 0.01 | 1.04207 | 1.04853 | 0.00000 | ||
210 | 2009.12.18 17:00 | buy | 106 | 0.01 | 1.04739 | 1.04093 | 0.00000 | ||
211 | 2009.12.18 17:00 | close | 105 | 0.01 | 1.04739 | 1.04853 | 0.00000 | -5.08 | 9958.47 |
212 | 2009.12.18 20:00 | close | 106 | 0.01 | 1.04410 | 1.04093 | 0.00000 | -3.15 | 9955.32 |
213 | 2009.12.18 20:00 | sell | 107 | 0.01 | 1.04410 | 1.05056 | 0.00000 | ||
214 | 2009.12.21 03:00 | buy | 108 | 0.01 | 1.04221 | 1.03575 | 0.00000 | ||
215 | 2009.12.21 03:00 | close | 107 | 0.01 | 1.04221 | 1.05056 | 0.00000 | 1.80 | 9957.12 |
216 | 2009.12.21 05:00 | close | 108 | 0.01 | 1.04145 | 1.03575 | 0.00000 | -0.73 | 9956.39 |
217 | 2009.12.21 05:00 | sell | 109 | 0.01 | 1.04145 | 1.04791 | 0.00000 | ||
218 | 2009.12.21 09:50 | s/l | 109 | 0.01 | 1.04791 | 1.04791 | 0.00000 | -6.16 | 9950.23 |
219 | 2009.12.21 10:00 | buy | 110 | 0.01 | 1.04654 | 1.04008 | 0.00000 | ||
220 | 2009.12.21 13:00 | close | 110 | 0.01 | 1.04216 | 1.04008 | 0.00000 | -4.20 | 9946.03 |
221 | 2009.12.21 13:00 | sell | 111 | 0.01 | 1.04216 | 1.04862 | 0.00000 | ||
222 | 2009.12.21 16:00 | buy | 112 | 0.01 | 1.04306 | 1.03660 | 0.00000 | ||
223 | 2009.12.21 16:00 | close | 111 | 0.01 | 1.04306 | 1.04862 | 0.00000 | -0.86 | 9945.17 |
224 | 2009.12.22 01:00 | close | 112 | 0.01 | 1.04548 | 1.03660 | 0.00000 | 2.31 | 9947.49 |
225 | 2009.12.22 01:00 | sell | 113 | 0.01 | 1.04548 | 1.05194 | 0.00000 | ||
226 | 2009.12.22 05:00 | buy | 114 | 0.01 | 1.04566 | 1.03920 | 0.00000 | ||
227 | 2009.12.22 05:00 | close | 113 | 0.01 | 1.04566 | 1.05194 | 0.00000 | -0.17 | 9947.32 |
228 | 2009.12.22 10:00 | close | 114 | 0.01 | 1.04473 | 1.03920 | 0.00000 | -0.89 | 9946.43 |
229 | 2009.12.22 10:00 | sell | 115 | 0.01 | 1.04473 | 1.05119 | 0.00000 | ||
230 | 2009.12.22 12:00 | buy | 116 | 0.01 | 1.04723 | 1.04077 | 0.00000 | ||
231 | 2009.12.22 12:00 | close | 115 | 0.01 | 1.04723 | 1.05119 | 0.00000 | -2.39 | 9944.04 |
232 | 2009.12.22 15:00 | close | 116 | 0.01 | 1.04607 | 1.04077 | 0.00000 | -1.11 | 9942.93 |
233 | 2009.12.22 15:00 | sell | 117 | 0.01 | 1.04607 | 1.05253 | 0.00000 | ||
234 | 2009.12.22 16:00 | buy | 118 | 0.01 | 1.04877 | 1.04231 | 0.00000 | ||
235 | 2009.12.22 16:00 | close | 117 | 0.01 | 1.04877 | 1.05253 | 0.00000 | -2.57 | 9940.36 |
236 | 2009.12.22 17:00 | close | 118 | 0.01 | 1.04895 | 1.04231 | 0.00000 | 0.17 | 9940.53 |
237 | 2009.12.22 17:00 | sell | 119 | 0.01 | 1.04895 | 1.05541 | 0.00000 | ||
238 | 2009.12.22 18:00 | buy | 120 | 0.01 | 1.04876 | 1.04230 | 0.00000 | ||
239 | 2009.12.22 18:00 | close | 119 | 0.01 | 1.04876 | 1.05541 | 0.00000 | 0.18 | 9940.71 |
240 | 2009.12.22 19:00 | close | 120 | 0.01 | 1.04678 | 1.04230 | 0.00000 | -1.89 | 9938.82 |
241 | 2009.12.22 19:00 | sell | 121 | 0.01 | 1.04678 | 1.05324 | 0.00000 | ||
242 | 2009.12.22 22:00 | buy | 122 | 0.01 | 1.04882 | 1.04236 | 0.00000 | ||
243 | 2009.12.22 22:00 | close | 121 | 0.01 | 1.04882 | 1.05324 | 0.00000 | -1.95 | 9936.87 |
244 | 2009.12.23 01:00 | close | 122 | 0.01 | 1.04836 | 1.04236 | 0.00000 | -0.44 | 9936.43 |
245 | 2009.12.23 01:00 | sell | 123 | 0.01 | 1.04836 | 1.05482 | 0.00000 | ||
246 | 2009.12.23 04:00 | buy | 124 | 0.01 | 1.04913 | 1.04267 | 0.00000 | ||
247 | 2009.12.23 04:00 | close | 123 | 0.01 | 1.04913 | 1.05482 | 0.00000 | -0.73 | 9935.70 |
248 | 2009.12.23 07:00 | close | 124 | 0.01 | 1.04858 | 1.04267 | 0.00000 | -0.52 | 9935.18 |
249 | 2009.12.23 07:00 | sell | 125 | 0.01 | 1.04858 | 1.05504 | 0.00000 | ||
250 | 2009.12.23 21:00 | buy | 126 | 0.01 | 1.03956 | 1.03310 | 0.00000 | ||
251 | 2009.12.23 21:00 | close | 125 | 0.01 | 1.03956 | 1.05504 | 0.00000 | 8.68 | 9943.86 |
252 | 2009.12.24 01:00 | close | 126 | 0.01 | 1.03906 | 1.03310 | 0.00000 | -0.47 | 9943.40 |
253 | 2009.12.24 01:00 | sell | 127 | 0.01 | 1.03906 | 1.04552 | 0.00000 | ||
254 | 2009.12.24 02:00 | buy | 128 | 0.01 | 1.03937 | 1.03291 | 0.00000 | ||
255 | 2009.12.24 02:00 | close | 127 | 0.01 | 1.03937 | 1.04552 | 0.00000 | -0.30 | 9943.10 |
256 | 2009.12.24 03:00 | close | 128 | 0.01 | 1.03862 | 1.03291 | 0.00000 | -0.72 | 9942.38 |
257 | 2009.12.24 03:00 | sell | 129 | 0.01 | 1.03862 | 1.04508 | 0.00000 | ||
258 | 2009.12.24 06:00 | buy | 130 | 0.01 | 1.03940 | 1.03294 | 0.00000 | ||
259 | 2009.12.24 06:00 | close | 129 | 0.01 | 1.03940 | 1.04508 | 0.00000 | -0.75 | 9941.63 |
260 | 2009.12.24 08:00 | close | 130 | 0.01 | 1.03821 | 1.03294 | 0.00000 | -1.15 | 9940.48 |
261 | 2009.12.24 08:00 | sell | 131 | 0.01 | 1.03821 | 1.04467 | 0.00000 | ||
262 | 2009.12.24 16:00 | buy | 132 | 0.01 | 1.03805 | 1.03159 | 0.00000 | ||
263 | 2009.12.24 16:00 | close | 131 | 0.01 | 1.03805 | 1.04467 | 0.00000 | 0.15 | 9940.63 |
264 | 2009.12.28 00:00 | close | 132 | 0.01 | 1.03617 | 1.03159 | 0.00000 | -1.80 | 9938.83 |
265 | 2009.12.28 00:00 | sell | 133 | 0.01 | 1.03617 | 1.04263 | 0.00000 | ||
266 | 2009.12.28 02:00 | buy | 134 | 0.01 | 1.03853 | 1.03207 | 0.00000 | ||
267 | 2009.12.28 02:00 | close | 133 | 0.01 | 1.03853 | 1.04263 | 0.00000 | -2.27 | 9936.56 |
268 | 2009.12.28 03:00 | close | 134 | 0.01 | 1.03443 | 1.03207 | 0.00000 | -3.96 | 9932.60 |
269 | 2009.12.28 03:00 | sell | 135 | 0.01 | 1.03443 | 1.04089 | 0.00000 | ||
270 | 2009.12.28 06:00 | buy | 136 | 0.01 | 1.03704 | 1.03058 | 0.00000 | ||
271 | 2009.12.28 06:00 | close | 135 | 0.01 | 1.03704 | 1.04089 | 0.00000 | -2.52 | 9930.08 |
272 | 2009.12.28 08:00 | close | 136 | 0.01 | 1.03552 | 1.03058 | 0.00000 | -1.47 | 9928.61 |
273 | 2009.12.28 08:00 | sell | 137 | 0.01 | 1.03552 | 1.04198 | 0.00000 | ||
274 | 2009.12.28 09:00 | buy | 138 | 0.01 | 1.03731 | 1.03085 | 0.00000 | ||
275 | 2009.12.28 09:00 | close | 137 | 0.01 | 1.03731 | 1.04198 | 0.00000 | -1.73 | 9926.88 |
276 | 2009.12.28 11:00 | close | 138 | 0.01 | 1.03505 | 1.03085 | 0.00000 | -2.18 | 9924.70 |
277 | 2009.12.28 11:00 | sell | 139 | 0.01 | 1.03505 | 1.04151 | 0.00000 | ||
278 | 2009.12.28 16:00 | buy | 140 | 0.01 | 1.03416 | 1.02770 | 0.00000 | ||
279 | 2009.12.28 16:00 | close | 139 | 0.01 | 1.03416 | 1.04151 | 0.00000 | 0.86 | 9925.56 |
280 | 2009.12.29 06:00 | close | 140 | 0.01 | 1.03527 | 1.02770 | 0.00000 | 1.07 | 9926.63 |
281 | 2009.12.29 06:00 | sell | 141 | 0.01 | 1.03527 | 1.04173 | 0.00000 | ||
282 | 2009.12.29 12:00 | buy | 142 | 0.01 | 1.03212 | 1.02566 | 0.00000 | ||
283 | 2009.12.29 12:00 | close | 141 | 0.01 | 1.03212 | 1.04173 | 0.00000 | 3.05 | 9929.68 |
284 | 2009.12.29 13:00 | close | 142 | 0.01 | 1.02904 | 1.02566 | 0.00000 | -2.99 | 9926.69 |
285 | 2009.12.29 13:00 | sell | 143 | 0.01 | 1.02904 | 1.03550 | 0.00000 | ||
286 | 2009.12.29 16:00 | buy | 144 | 0.01 | 1.03173 | 1.02527 | 0.00000 | ||
287 | 2009.12.29 16:00 | close | 143 | 0.01 | 1.03173 | 1.03550 | 0.00000 | -2.61 | 9924.08 |
288 | 2009.12.29 22:00 | close | 144 | 0.01 | 1.03669 | 1.02527 | 0.00000 | 4.78 | 9928.86 |
289 | 2009.12.29 22:00 | sell | 145 | 0.01 | 1.03669 | 1.04315 | 0.00000 | ||
290 | 2009.12.30 01:00 | buy | 146 | 0.01 | 1.03792 | 1.03146 | 0.00000 | ||
291 | 2009.12.30 01:00 | close | 145 | 0.01 | 1.03792 | 1.04315 | 0.00000 | -1.20 | 9927.67 |
292 | 2009.12.30 07:00 | close | 146 | 0.01 | 1.03857 | 1.03146 | 0.00000 | 0.63 | 9928.30 |
293 | 2009.12.30 07:00 | sell | 147 | 0.01 | 1.03857 | 1.04503 | 0.00000 | ||
294 | 2009.12.30 12:00 | buy | 148 | 0.01 | 1.03675 | 1.03029 | 0.00000 | ||
295 | 2009.12.30 12:00 | close | 147 | 0.01 | 1.03675 | 1.04503 | 0.00000 | 1.76 | 9930.06 |
296 | 2009.12.30 19:00 | close | 148 | 0.01 | 1.03627 | 1.03029 | 0.00000 | -0.46 | 9929.60 |
297 | 2009.12.30 19:00 | sell | 149 | 0.01 | 1.03627 | 1.04273 | 0.00000 | ||
298 | 2009.12.30 22:00 | buy | 150 | 0.01 | 1.03683 | 1.03037 | 0.00000 | ||
299 | 2009.12.30 22:00 | close | 149 | 0.01 | 1.03683 | 1.04273 | 0.00000 | -0.54 | 9929.06 |
300 | 2009.12.31 00:00 | close | 150 | 0.01 | 1.03645 | 1.03037 | 0.00000 | -0.36 | 9928.70 |
301 | 2009.12.31 00:00 | sell | 151 | 0.01 | 1.03645 | 1.04291 | 0.00000 | ||
302 | 2009.12.31 06:00 | buy | 152 | 0.01 | 1.03474 | 1.02828 | 0.00000 | ||
303 | 2009.12.31 06:00 | close | 151 | 0.01 | 1.03474 | 1.04291 | 0.00000 | 1.65 | 9930.35 |
304 | 2009.12.31 07:00 | close | 152 | 0.01 | 1.03446 | 1.02828 | 0.00000 | -0.27 | 9930.08 |
305 | 2009.12.31 07:00 | sell | 153 | 0.01 | 1.03446 | 1.04092 | 0.00000 | ||
306 | 2009.12.31 11:00 | buy | 154 | 0.01 | 1.03139 | 1.02493 | 0.00000 | ||
307 | 2009.12.31 11:00 | close | 153 | 0.01 | 1.03139 | 1.04092 | 0.00000 | 2.98 | 9933.06 |
308 | 2009.12.31 12:00 | close | 154 | 0.01 | 1.02987 | 1.02493 | 0.00000 | -1.48 | 9931.58 |
309 | 2009.12.31 12:00 | sell | 155 | 0.01 | 1.02987 | 1.03633 | 0.00000 | ||
310 | 2009.12.31 13:00 | buy | 156 | 0.01 | 1.03065 | 1.02419 | 0.00000 | ||
311 | 2009.12.31 13:00 | close | 155 | 0.01 | 1.03065 | 1.03633 | 0.00000 | -0.76 | 9930.82 |
312 | 2009.12.31 14:00 | close | 156 | 0.01 | 1.02948 | 1.02419 | 0.00000 | -1.14 | 9929.68 |
313 | 2009.12.31 14:00 | sell | 157 | 0.01 | 1.02948 | 1.03594 | 0.00000 | ||
314 | 2009.12.31 15:00 | buy | 158 | 0.01 | 1.03075 | 1.02429 | 0.00000 | ||
315 | 2009.12.31 15:00 | close | 157 | 0.01 | 1.03075 | 1.03594 | 0.00000 | -1.23 | 9928.45 |
316 | 2009.12.31 18:57 | close at stop | 158 | 0.01 | 1.03506 | 1.02429 | 0.00000 | 4.16 | 9932.61 |