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 | StartHour=8; EndHour=20; Lots=0.1; | ||||
Bars in test | 1515 | Ticks modelled | 13947 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -473.57 | Gross profit | 818.53 | Gross loss | -1292.10 |
Profit factor | 0.63 | Expected payoff | -3.64 | ||
Absolute drawdown | 492.17 | Maximal drawdown | 533.60 (5.31%) | Relative drawdown | 5.31% (533.60) |
Total trades | 130 | Short positions (won %) | 66 (46.97%) | Long positions (won %) | 64 (45.31%) |
Profit trades (% of total) | 60 (46.15%) | Loss trades (% of total) | 70 (53.85%) | ||
Largest | profit trade | 45.39 | loss trade | -137.00 | |
Average | profit trade | 13.64 | loss trade | -18.46 | |
Maximum | consecutive wins (profit in money) | 5 (100.31) | consecutive losses (loss in money) | 7 (-188.21) | |
Maximal | consecutive profit (count of wins) | 100.31 (5) | consecutive loss (count of losses) | -188.21 (7) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 08:00 | buy | 1 | 0.10 | 1.00417 | 0.00000 | 0.00000 | ||
2 | 2009.12.01 09:00 | close | 1 | 0.10 | 1.00342 | 0.00000 | 0.00000 | -7.47 | 9992.53 |
3 | 2009.12.01 09:00 | sell | 2 | 0.10 | 1.00342 | 0.00000 | 0.00000 | ||
4 | 2009.12.01 11:00 | close | 2 | 0.10 | 1.00076 | 0.00000 | 0.00000 | 26.58 | 10019.11 |
5 | 2009.12.01 11:00 | buy | 3 | 0.10 | 1.00076 | 0.00000 | 0.00000 | ||
6 | 2009.12.01 12:00 | close | 3 | 0.10 | 1.00028 | 0.00000 | 0.00000 | -4.80 | 10014.31 |
7 | 2009.12.01 12:00 | sell | 4 | 0.10 | 1.00028 | 0.00000 | 0.00000 | ||
8 | 2009.12.01 13:00 | close | 4 | 0.10 | 1.00108 | 0.00000 | 0.00000 | -7.99 | 10006.32 |
9 | 2009.12.01 13:00 | buy | 5 | 0.10 | 1.00108 | 0.00000 | 0.00000 | ||
10 | 2009.12.01 15:00 | close | 5 | 0.10 | 1.00086 | 0.00000 | 0.00000 | -2.20 | 10004.12 |
11 | 2009.12.01 15:00 | sell | 6 | 0.10 | 1.00086 | 0.00000 | 0.00000 | ||
12 | 2009.12.01 18:00 | close | 6 | 0.10 | 0.99861 | 0.00000 | 0.00000 | 22.53 | 10026.65 |
13 | 2009.12.01 18:00 | buy | 7 | 0.10 | 0.99861 | 0.00000 | 0.00000 | ||
14 | 2009.12.01 21:00 | close | 7 | 0.10 | 0.99873 | 0.00000 | 0.00000 | 1.20 | 10027.85 |
15 | 2009.12.02 08:00 | sell | 8 | 0.10 | 0.99909 | 0.00000 | 0.00000 | ||
16 | 2009.12.02 11:00 | close | 8 | 0.10 | 0.99864 | 0.00000 | 0.00000 | 4.51 | 10032.36 |
17 | 2009.12.02 11:00 | buy | 9 | 0.10 | 0.99864 | 0.00000 | 0.00000 | ||
18 | 2009.12.02 12:00 | close | 9 | 0.10 | 0.99817 | 0.00000 | 0.00000 | -4.71 | 10027.65 |
19 | 2009.12.02 12:00 | sell | 10 | 0.10 | 0.99817 | 0.00000 | 0.00000 | ||
20 | 2009.12.02 13:00 | close | 10 | 0.10 | 0.99932 | 0.00000 | 0.00000 | -11.51 | 10016.14 |
21 | 2009.12.02 13:00 | buy | 11 | 0.10 | 0.99932 | 0.00000 | 0.00000 | ||
22 | 2009.12.02 15:00 | close | 11 | 0.10 | 0.99956 | 0.00000 | 0.00000 | 2.40 | 10018.54 |
23 | 2009.12.02 15:00 | sell | 12 | 0.10 | 0.99956 | 0.00000 | 0.00000 | ||
24 | 2009.12.02 19:00 | close | 12 | 0.10 | 1.00212 | 0.00000 | 0.00000 | -25.55 | 9992.99 |
25 | 2009.12.02 19:00 | buy | 13 | 0.10 | 1.00212 | 0.00000 | 0.00000 | ||
26 | 2009.12.02 21:00 | close | 13 | 0.10 | 1.00237 | 0.00000 | 0.00000 | 2.49 | 9995.48 |
27 | 2009.12.03 08:00 | sell | 14 | 0.10 | 0.99773 | 0.00000 | 0.00000 | ||
28 | 2009.12.03 10:00 | close | 14 | 0.10 | 0.99805 | 0.00000 | 0.00000 | -3.21 | 9992.27 |
29 | 2009.12.03 10:00 | buy | 15 | 0.10 | 0.99805 | 0.00000 | 0.00000 | ||
30 | 2009.12.03 11:00 | close | 15 | 0.10 | 0.99734 | 0.00000 | 0.00000 | -7.12 | 9985.15 |
31 | 2009.12.03 11:00 | sell | 16 | 0.10 | 0.99734 | 0.00000 | 0.00000 | ||
32 | 2009.12.03 13:00 | close | 16 | 0.10 | 0.99726 | 0.00000 | 0.00000 | 0.80 | 9985.95 |
33 | 2009.12.03 13:00 | buy | 17 | 0.10 | 0.99726 | 0.00000 | 0.00000 | ||
34 | 2009.12.03 15:00 | close | 17 | 0.10 | 0.99921 | 0.00000 | 0.00000 | 19.52 | 10005.47 |
35 | 2009.12.03 15:00 | sell | 18 | 0.10 | 0.99921 | 0.00000 | 0.00000 | ||
36 | 2009.12.03 17:00 | close | 18 | 0.10 | 0.99876 | 0.00000 | 0.00000 | 4.51 | 10009.98 |
37 | 2009.12.03 17:00 | buy | 19 | 0.10 | 0.99876 | 0.00000 | 0.00000 | ||
38 | 2009.12.03 21:00 | close | 19 | 0.10 | 0.99856 | 0.00000 | 0.00000 | -2.00 | 10007.98 |
39 | 2009.12.04 08:00 | sell | 20 | 0.10 | 0.99996 | 0.00000 | 0.00000 | ||
40 | 2009.12.04 11:00 | close | 20 | 0.10 | 0.99974 | 0.00000 | 0.00000 | 2.20 | 10010.18 |
41 | 2009.12.04 11:00 | buy | 21 | 0.10 | 0.99974 | 0.00000 | 0.00000 | ||
42 | 2009.12.04 14:00 | close | 21 | 0.10 | 0.99927 | 0.00000 | 0.00000 | -4.70 | 10005.48 |
43 | 2009.12.04 14:00 | sell | 22 | 0.10 | 0.99927 | 0.00000 | 0.00000 | ||
44 | 2009.12.04 17:00 | close | 22 | 0.10 | 1.01315 | 0.00000 | 0.00000 | -137.00 | 9868.48 |
45 | 2009.12.04 17:00 | buy | 23 | 0.10 | 1.01315 | 0.00000 | 0.00000 | ||
46 | 2009.12.04 20:00 | close | 23 | 0.10 | 1.01777 | 0.00000 | 0.00000 | 45.39 | 9913.87 |
47 | 2009.12.04 20:00 | sell | 24 | 0.10 | 1.01777 | 0.00000 | 0.00000 | ||
48 | 2009.12.04 21:00 | close | 24 | 0.10 | 1.01881 | 0.00000 | 0.00000 | -10.21 | 9903.66 |
49 | 2009.12.07 08:00 | sell | 25 | 0.10 | 1.01463 | 0.00000 | 0.00000 | ||
50 | 2009.12.07 11:00 | close | 25 | 0.10 | 1.02120 | 0.00000 | 0.00000 | -64.34 | 9839.32 |
51 | 2009.12.07 11:00 | buy | 26 | 0.10 | 1.02120 | 0.00000 | 0.00000 | ||
52 | 2009.12.07 14:00 | close | 26 | 0.10 | 1.02245 | 0.00000 | 0.00000 | 12.23 | 9851.55 |
53 | 2009.12.07 14:00 | sell | 27 | 0.10 | 1.02245 | 0.00000 | 0.00000 | ||
54 | 2009.12.07 15:00 | close | 27 | 0.10 | 1.02166 | 0.00000 | 0.00000 | 7.73 | 9859.28 |
55 | 2009.12.07 15:00 | buy | 28 | 0.10 | 1.02166 | 0.00000 | 0.00000 | ||
56 | 2009.12.07 16:00 | close | 28 | 0.10 | 1.02063 | 0.00000 | 0.00000 | -10.09 | 9849.19 |
57 | 2009.12.07 16:00 | sell | 29 | 0.10 | 1.02063 | 0.00000 | 0.00000 | ||
58 | 2009.12.07 18:00 | close | 29 | 0.10 | 1.02008 | 0.00000 | 0.00000 | 5.39 | 9854.58 |
59 | 2009.12.07 18:00 | buy | 30 | 0.10 | 1.02008 | 0.00000 | 0.00000 | ||
60 | 2009.12.07 19:00 | close | 30 | 0.10 | 1.01810 | 0.00000 | 0.00000 | -19.45 | 9835.13 |
61 | 2009.12.07 19:00 | sell | 31 | 0.10 | 1.01810 | 0.00000 | 0.00000 | ||
62 | 2009.12.07 20:00 | close | 31 | 0.10 | 1.01681 | 0.00000 | 0.00000 | 12.69 | 9847.82 |
63 | 2009.12.07 20:00 | buy | 32 | 0.10 | 1.01681 | 0.00000 | 0.00000 | ||
64 | 2009.12.07 21:00 | close | 32 | 0.10 | 1.01933 | 0.00000 | 0.00000 | 24.72 | 9872.54 |
65 | 2009.12.08 08:00 | sell | 33 | 0.10 | 1.01842 | 0.00000 | 0.00000 | ||
66 | 2009.12.08 11:00 | close | 33 | 0.10 | 1.01788 | 0.00000 | 0.00000 | 5.31 | 9877.85 |
67 | 2009.12.08 11:00 | buy | 34 | 0.10 | 1.01788 | 0.00000 | 0.00000 | ||
68 | 2009.12.08 12:00 | close | 34 | 0.10 | 1.01868 | 0.00000 | 0.00000 | 7.85 | 9885.70 |
69 | 2009.12.08 12:00 | sell | 35 | 0.10 | 1.01868 | 0.00000 | 0.00000 | ||
70 | 2009.12.08 17:00 | close | 35 | 0.10 | 1.02496 | 0.00000 | 0.00000 | -61.27 | 9824.43 |
71 | 2009.12.08 17:00 | buy | 36 | 0.10 | 1.02496 | 0.00000 | 0.00000 | ||
72 | 2009.12.08 20:00 | close | 36 | 0.10 | 1.02766 | 0.00000 | 0.00000 | 26.27 | 9850.70 |
73 | 2009.12.08 20:00 | sell | 37 | 0.10 | 1.02766 | 0.00000 | 0.00000 | ||
74 | 2009.12.08 21:00 | close | 37 | 0.10 | 1.02852 | 0.00000 | 0.00000 | -8.36 | 9842.34 |
75 | 2009.12.09 08:00 | sell | 38 | 0.10 | 1.02745 | 0.00000 | 0.00000 | ||
76 | 2009.12.09 12:00 | close | 38 | 0.10 | 1.02304 | 0.00000 | 0.00000 | 43.11 | 9885.45 |
77 | 2009.12.09 12:00 | buy | 39 | 0.10 | 1.02304 | 0.00000 | 0.00000 | ||
78 | 2009.12.09 14:00 | close | 39 | 0.10 | 1.02603 | 0.00000 | 0.00000 | 29.14 | 9914.59 |
79 | 2009.12.09 14:00 | sell | 40 | 0.10 | 1.02603 | 0.00000 | 0.00000 | ||
80 | 2009.12.09 17:00 | close | 40 | 0.10 | 1.02498 | 0.00000 | 0.00000 | 10.24 | 9924.83 |
81 | 2009.12.09 17:00 | buy | 41 | 0.10 | 1.02498 | 0.00000 | 0.00000 | ||
82 | 2009.12.09 21:00 | close | 41 | 0.10 | 1.02681 | 0.00000 | 0.00000 | 17.82 | 9942.65 |
83 | 2009.12.10 08:00 | sell | 42 | 0.10 | 1.02727 | 0.00000 | 0.00000 | ||
84 | 2009.12.10 11:00 | close | 42 | 0.10 | 1.02727 | 0.00000 | 0.00000 | 0.00 | 9942.65 |
85 | 2009.12.10 11:00 | buy | 43 | 0.10 | 1.02727 | 0.00000 | 0.00000 | ||
86 | 2009.12.10 12:00 | close | 43 | 0.10 | 1.02507 | 0.00000 | 0.00000 | -21.46 | 9921.19 |
87 | 2009.12.10 12:00 | sell | 44 | 0.10 | 1.02507 | 0.00000 | 0.00000 | ||
88 | 2009.12.10 13:00 | close | 44 | 0.10 | 1.02555 | 0.00000 | 0.00000 | -4.68 | 9916.51 |
89 | 2009.12.10 13:00 | buy | 45 | 0.10 | 1.02555 | 0.00000 | 0.00000 | ||
90 | 2009.12.10 15:00 | close | 45 | 0.10 | 1.02518 | 0.00000 | 0.00000 | -3.61 | 9912.90 |
91 | 2009.12.10 15:00 | sell | 46 | 0.10 | 1.02518 | 0.00000 | 0.00000 | ||
92 | 2009.12.10 18:00 | close | 46 | 0.10 | 1.02716 | 0.00000 | 0.00000 | -19.28 | 9893.62 |
93 | 2009.12.10 18:00 | buy | 47 | 0.10 | 1.02716 | 0.00000 | 0.00000 | ||
94 | 2009.12.10 20:00 | close | 47 | 0.10 | 1.02669 | 0.00000 | 0.00000 | -4.58 | 9889.04 |
95 | 2009.12.10 20:00 | sell | 48 | 0.10 | 1.02669 | 0.00000 | 0.00000 | ||
96 | 2009.12.10 21:00 | close | 48 | 0.10 | 1.02678 | 0.00000 | 0.00000 | -0.88 | 9888.16 |
97 | 2009.12.11 08:00 | sell | 49 | 0.10 | 1.02668 | 0.00000 | 0.00000 | ||
98 | 2009.12.11 11:00 | close | 49 | 0.10 | 1.02525 | 0.00000 | 0.00000 | 13.95 | 9902.11 |
99 | 2009.12.11 11:00 | buy | 50 | 0.10 | 1.02525 | 0.00000 | 0.00000 | ||
100 | 2009.12.11 15:00 | close | 50 | 0.10 | 1.02865 | 0.00000 | 0.00000 | 33.05 | 9935.16 |
101 | 2009.12.11 15:00 | sell | 51 | 0.10 | 1.02865 | 0.00000 | 0.00000 | ||
102 | 2009.12.11 17:00 | close | 51 | 0.10 | 1.03446 | 0.00000 | 0.00000 | -56.16 | 9879.00 |
103 | 2009.12.11 17:00 | buy | 52 | 0.10 | 1.03446 | 0.00000 | 0.00000 | ||
104 | 2009.12.11 21:00 | close | 52 | 0.10 | 1.03419 | 0.00000 | 0.00000 | -2.61 | 9876.39 |
105 | 2009.12.14 08:00 | sell | 53 | 0.10 | 1.03172 | 0.00000 | 0.00000 | ||
106 | 2009.12.14 10:00 | close | 53 | 0.10 | 1.03165 | 0.00000 | 0.00000 | 0.68 | 9877.07 |
107 | 2009.12.14 10:00 | buy | 54 | 0.10 | 1.03165 | 0.00000 | 0.00000 | ||
108 | 2009.12.14 12:00 | close | 54 | 0.10 | 1.03365 | 0.00000 | 0.00000 | 19.35 | 9896.42 |
109 | 2009.12.14 12:00 | sell | 55 | 0.10 | 1.03365 | 0.00000 | 0.00000 | ||
110 | 2009.12.14 13:00 | close | 55 | 0.10 | 1.03357 | 0.00000 | 0.00000 | 0.77 | 9897.19 |
111 | 2009.12.14 13:00 | buy | 56 | 0.10 | 1.03357 | 0.00000 | 0.00000 | ||
112 | 2009.12.14 15:00 | close | 56 | 0.10 | 1.03303 | 0.00000 | 0.00000 | -5.23 | 9891.96 |
113 | 2009.12.14 15:00 | sell | 57 | 0.10 | 1.03303 | 0.00000 | 0.00000 | ||
114 | 2009.12.14 17:00 | close | 57 | 0.10 | 1.03167 | 0.00000 | 0.00000 | 13.18 | 9905.14 |
115 | 2009.12.14 17:00 | buy | 58 | 0.10 | 1.03167 | 0.00000 | 0.00000 | ||
116 | 2009.12.14 21:00 | close | 58 | 0.10 | 1.03186 | 0.00000 | 0.00000 | 1.84 | 9906.98 |
117 | 2009.12.15 08:00 | buy | 59 | 0.10 | 1.03383 | 0.00000 | 0.00000 | ||
118 | 2009.12.15 09:00 | close | 59 | 0.10 | 1.03527 | 0.00000 | 0.00000 | 13.91 | 9920.89 |
119 | 2009.12.15 09:00 | sell | 60 | 0.10 | 1.03527 | 0.00000 | 0.00000 | ||
120 | 2009.12.15 11:00 | close | 60 | 0.10 | 1.04008 | 0.00000 | 0.00000 | -46.25 | 9874.64 |
121 | 2009.12.15 11:00 | buy | 61 | 0.10 | 1.04008 | 0.00000 | 0.00000 | ||
122 | 2009.12.15 14:00 | close | 61 | 0.10 | 1.04074 | 0.00000 | 0.00000 | 6.34 | 9880.98 |
123 | 2009.12.15 14:00 | sell | 62 | 0.10 | 1.04074 | 0.00000 | 0.00000 | ||
124 | 2009.12.15 17:00 | close | 62 | 0.10 | 1.03912 | 0.00000 | 0.00000 | 15.59 | 9896.57 |
125 | 2009.12.15 17:00 | buy | 63 | 0.10 | 1.03912 | 0.00000 | 0.00000 | ||
126 | 2009.12.15 18:00 | close | 63 | 0.10 | 1.04205 | 0.00000 | 0.00000 | 28.12 | 9924.69 |
127 | 2009.12.15 18:00 | sell | 64 | 0.10 | 1.04205 | 0.00000 | 0.00000 | ||
128 | 2009.12.15 19:00 | close | 64 | 0.10 | 1.04178 | 0.00000 | 0.00000 | 2.59 | 9927.28 |
129 | 2009.12.15 19:00 | buy | 65 | 0.10 | 1.04178 | 0.00000 | 0.00000 | ||
130 | 2009.12.15 21:00 | close | 65 | 0.10 | 1.04077 | 0.00000 | 0.00000 | -9.70 | 9917.58 |
131 | 2009.12.16 08:00 | sell | 66 | 0.10 | 1.03995 | 0.00000 | 0.00000 | ||
132 | 2009.12.16 11:00 | close | 66 | 0.10 | 1.03970 | 0.00000 | 0.00000 | 2.40 | 9919.98 |
133 | 2009.12.16 11:00 | buy | 67 | 0.10 | 1.03970 | 0.00000 | 0.00000 | ||
134 | 2009.12.16 12:00 | close | 67 | 0.10 | 1.03920 | 0.00000 | 0.00000 | -4.81 | 9915.17 |
135 | 2009.12.16 12:00 | sell | 68 | 0.10 | 1.03920 | 0.00000 | 0.00000 | ||
136 | 2009.12.16 13:00 | close | 68 | 0.10 | 1.03799 | 0.00000 | 0.00000 | 11.66 | 9926.83 |
137 | 2009.12.16 13:00 | buy | 69 | 0.10 | 1.03799 | 0.00000 | 0.00000 | ||
138 | 2009.12.16 14:00 | close | 69 | 0.10 | 1.03846 | 0.00000 | 0.00000 | 4.53 | 9931.36 |
139 | 2009.12.16 14:00 | sell | 70 | 0.10 | 1.03846 | 0.00000 | 0.00000 | ||
140 | 2009.12.16 17:00 | close | 70 | 0.10 | 1.03606 | 0.00000 | 0.00000 | 23.16 | 9954.52 |
141 | 2009.12.16 17:00 | buy | 71 | 0.10 | 1.03606 | 0.00000 | 0.00000 | ||
142 | 2009.12.16 21:00 | close | 71 | 0.10 | 1.03965 | 0.00000 | 0.00000 | 34.53 | 9989.05 |
143 | 2009.12.17 08:00 | sell | 72 | 0.10 | 1.04548 | 0.00000 | 0.00000 | ||
144 | 2009.12.17 12:00 | close | 72 | 0.10 | 1.04987 | 0.00000 | 0.00000 | -41.81 | 9947.24 |
145 | 2009.12.17 12:00 | buy | 73 | 0.10 | 1.04987 | 0.00000 | 0.00000 | ||
146 | 2009.12.17 15:00 | close | 73 | 0.10 | 1.04940 | 0.00000 | 0.00000 | -4.48 | 9942.76 |
147 | 2009.12.17 15:00 | sell | 74 | 0.10 | 1.04940 | 0.00000 | 0.00000 | ||
148 | 2009.12.17 16:00 | close | 74 | 0.10 | 1.04813 | 0.00000 | 0.00000 | 12.12 | 9954.88 |
149 | 2009.12.17 16:00 | buy | 75 | 0.10 | 1.04813 | 0.00000 | 0.00000 | ||
150 | 2009.12.17 17:00 | close | 75 | 0.10 | 1.04718 | 0.00000 | 0.00000 | -9.07 | 9945.81 |
151 | 2009.12.17 17:00 | sell | 76 | 0.10 | 1.04718 | 0.00000 | 0.00000 | ||
152 | 2009.12.17 19:00 | close | 76 | 0.10 | 1.04848 | 0.00000 | 0.00000 | -12.40 | 9933.41 |
153 | 2009.12.17 19:00 | buy | 77 | 0.10 | 1.04848 | 0.00000 | 0.00000 | ||
154 | 2009.12.17 21:00 | close | 77 | 0.10 | 1.04640 | 0.00000 | 0.00000 | -19.88 | 9913.53 |
155 | 2009.12.18 08:00 | sell | 78 | 0.10 | 1.04221 | 0.00000 | 0.00000 | ||
156 | 2009.12.18 11:00 | close | 78 | 0.10 | 1.04137 | 0.00000 | 0.00000 | 8.07 | 9921.60 |
157 | 2009.12.18 11:00 | buy | 79 | 0.10 | 1.04137 | 0.00000 | 0.00000 | ||
158 | 2009.12.18 13:00 | close | 79 | 0.10 | 1.04247 | 0.00000 | 0.00000 | 10.55 | 9932.15 |
159 | 2009.12.18 13:00 | sell | 80 | 0.10 | 1.04247 | 0.00000 | 0.00000 | ||
160 | 2009.12.18 15:00 | close | 80 | 0.10 | 1.04505 | 0.00000 | 0.00000 | -24.69 | 9907.46 |
161 | 2009.12.18 15:00 | buy | 81 | 0.10 | 1.04505 | 0.00000 | 0.00000 | ||
162 | 2009.12.18 16:00 | close | 81 | 0.10 | 1.04207 | 0.00000 | 0.00000 | -28.60 | 9878.86 |
163 | 2009.12.18 16:00 | sell | 82 | 0.10 | 1.04207 | 0.00000 | 0.00000 | ||
164 | 2009.12.18 18:00 | close | 82 | 0.10 | 1.04541 | 0.00000 | 0.00000 | -31.95 | 9846.91 |
165 | 2009.12.18 18:00 | buy | 83 | 0.10 | 1.04541 | 0.00000 | 0.00000 | ||
166 | 2009.12.18 21:00 | close | 83 | 0.10 | 1.04285 | 0.00000 | 0.00000 | -24.55 | 9822.36 |
167 | 2009.12.21 08:00 | sell | 84 | 0.10 | 1.04113 | 0.00000 | 0.00000 | ||
168 | 2009.12.21 11:00 | close | 84 | 0.10 | 1.04436 | 0.00000 | 0.00000 | -30.93 | 9791.43 |
169 | 2009.12.21 11:00 | buy | 85 | 0.10 | 1.04436 | 0.00000 | 0.00000 | ||
170 | 2009.12.21 14:00 | close | 85 | 0.10 | 1.04008 | 0.00000 | 0.00000 | -41.15 | 9750.28 |
171 | 2009.12.21 14:00 | sell | 86 | 0.10 | 1.04008 | 0.00000 | 0.00000 | ||
172 | 2009.12.21 15:00 | close | 86 | 0.10 | 1.04074 | 0.00000 | 0.00000 | -6.34 | 9743.94 |
173 | 2009.12.21 15:00 | buy | 87 | 0.10 | 1.04074 | 0.00000 | 0.00000 | ||
174 | 2009.12.21 16:00 | close | 87 | 0.10 | 1.04280 | 0.00000 | 0.00000 | 19.75 | 9763.69 |
175 | 2009.12.21 16:00 | sell | 88 | 0.10 | 1.04280 | 0.00000 | 0.00000 | ||
176 | 2009.12.21 18:00 | close | 88 | 0.10 | 1.04432 | 0.00000 | 0.00000 | -14.55 | 9749.14 |
177 | 2009.12.21 18:00 | buy | 89 | 0.10 | 1.04432 | 0.00000 | 0.00000 | ||
178 | 2009.12.21 21:00 | close | 89 | 0.10 | 1.04556 | 0.00000 | 0.00000 | 11.86 | 9761.00 |
179 | 2009.12.22 08:00 | sell | 90 | 0.10 | 1.04625 | 0.00000 | 0.00000 | ||
180 | 2009.12.22 10:00 | close | 90 | 0.10 | 1.04495 | 0.00000 | 0.00000 | 12.44 | 9773.44 |
181 | 2009.12.22 10:00 | buy | 91 | 0.10 | 1.04495 | 0.00000 | 0.00000 | ||
182 | 2009.12.22 11:00 | close | 91 | 0.10 | 1.04619 | 0.00000 | 0.00000 | 11.85 | 9785.29 |
183 | 2009.12.22 11:00 | sell | 92 | 0.10 | 1.04619 | 0.00000 | 0.00000 | ||
184 | 2009.12.22 12:00 | close | 92 | 0.10 | 1.04719 | 0.00000 | 0.00000 | -9.55 | 9775.74 |
185 | 2009.12.22 12:00 | buy | 93 | 0.10 | 1.04719 | 0.00000 | 0.00000 | ||
186 | 2009.12.22 15:00 | close | 93 | 0.10 | 1.04607 | 0.00000 | 0.00000 | -10.71 | 9765.03 |
187 | 2009.12.22 15:00 | sell | 94 | 0.10 | 1.04607 | 0.00000 | 0.00000 | ||
188 | 2009.12.22 16:00 | close | 94 | 0.10 | 1.04873 | 0.00000 | 0.00000 | -25.36 | 9739.67 |
189 | 2009.12.22 16:00 | buy | 95 | 0.10 | 1.04873 | 0.00000 | 0.00000 | ||
190 | 2009.12.22 17:00 | close | 95 | 0.10 | 1.04895 | 0.00000 | 0.00000 | 2.10 | 9741.77 |
191 | 2009.12.22 17:00 | sell | 96 | 0.10 | 1.04895 | 0.00000 | 0.00000 | ||
192 | 2009.12.22 18:00 | close | 96 | 0.10 | 1.04872 | 0.00000 | 0.00000 | 2.19 | 9743.96 |
193 | 2009.12.22 18:00 | buy | 97 | 0.10 | 1.04872 | 0.00000 | 0.00000 | ||
194 | 2009.12.22 21:00 | close | 97 | 0.10 | 1.04804 | 0.00000 | 0.00000 | -6.49 | 9737.47 |
195 | 2009.12.23 08:00 | sell | 98 | 0.10 | 1.04866 | 0.00000 | 0.00000 | ||
196 | 2009.12.23 09:00 | close | 98 | 0.10 | 1.04871 | 0.00000 | 0.00000 | -0.48 | 9736.99 |
197 | 2009.12.23 09:00 | buy | 99 | 0.10 | 1.04871 | 0.00000 | 0.00000 | ||
198 | 2009.12.23 10:00 | close | 99 | 0.10 | 1.04858 | 0.00000 | 0.00000 | -1.24 | 9735.75 |
199 | 2009.12.23 10:00 | sell | 100 | 0.10 | 1.04858 | 0.00000 | 0.00000 | ||
200 | 2009.12.23 12:00 | close | 100 | 0.10 | 1.04630 | 0.00000 | 0.00000 | 21.79 | 9757.54 |
201 | 2009.12.23 12:00 | buy | 101 | 0.10 | 1.04630 | 0.00000 | 0.00000 | ||
202 | 2009.12.23 14:00 | close | 101 | 0.10 | 1.04255 | 0.00000 | 0.00000 | -35.97 | 9721.57 |
203 | 2009.12.23 14:00 | sell | 102 | 0.10 | 1.04255 | 0.00000 | 0.00000 | ||
204 | 2009.12.23 16:00 | close | 102 | 0.10 | 1.04292 | 0.00000 | 0.00000 | -3.55 | 9718.02 |
205 | 2009.12.23 17:00 | sell | 103 | 0.10 | 1.03875 | 0.00000 | 0.00000 | ||
206 | 2009.12.23 18:00 | close | 103 | 0.10 | 1.03821 | 0.00000 | 0.00000 | 5.20 | 9723.22 |
207 | 2009.12.23 18:00 | buy | 104 | 0.10 | 1.03821 | 0.00000 | 0.00000 | ||
208 | 2009.12.23 21:00 | close | 104 | 0.10 | 1.03930 | 0.00000 | 0.00000 | 10.49 | 9733.71 |
209 | 2009.12.24 08:00 | buy | 105 | 0.10 | 1.03843 | 0.00000 | 0.00000 | ||
210 | 2009.12.24 09:00 | close | 105 | 0.10 | 1.03747 | 0.00000 | 0.00000 | -9.25 | 9724.46 |
211 | 2009.12.24 09:00 | sell | 106 | 0.10 | 1.03747 | 0.00000 | 0.00000 | ||
212 | 2009.12.24 13:00 | close | 106 | 0.10 | 1.03393 | 0.00000 | 0.00000 | 34.24 | 9758.70 |
213 | 2009.12.24 13:00 | buy | 107 | 0.10 | 1.03393 | 0.00000 | 0.00000 | ||
214 | 2009.12.24 15:00 | close | 107 | 0.10 | 1.03444 | 0.00000 | 0.00000 | 4.93 | 9763.63 |
215 | 2009.12.24 15:00 | sell | 108 | 0.10 | 1.03444 | 0.00000 | 0.00000 | ||
216 | 2009.12.24 16:00 | close | 108 | 0.10 | 1.03801 | 0.00000 | 0.00000 | -34.39 | 9729.24 |
217 | 2009.12.24 16:00 | buy | 109 | 0.10 | 1.03801 | 0.00000 | 0.00000 | ||
218 | 2009.12.28 00:00 | close | 109 | 0.10 | 1.03617 | 0.00000 | 0.00000 | -17.66 | 9711.58 |
219 | 2009.12.28 08:00 | sell | 110 | 0.10 | 1.03552 | 0.00000 | 0.00000 | ||
220 | 2009.12.28 10:00 | close | 110 | 0.10 | 1.03585 | 0.00000 | 0.00000 | -3.19 | 9708.39 |
221 | 2009.12.28 10:00 | buy | 111 | 0.10 | 1.03585 | 0.00000 | 0.00000 | ||
222 | 2009.12.28 11:00 | close | 111 | 0.10 | 1.03505 | 0.00000 | 0.00000 | -7.73 | 9700.66 |
223 | 2009.12.28 11:00 | sell | 112 | 0.10 | 1.03505 | 0.00000 | 0.00000 | ||
224 | 2009.12.28 12:00 | close | 112 | 0.10 | 1.03539 | 0.00000 | 0.00000 | -3.28 | 9697.38 |
225 | 2009.12.28 12:00 | buy | 113 | 0.10 | 1.03539 | 0.00000 | 0.00000 | ||
226 | 2009.12.28 13:00 | close | 113 | 0.10 | 1.03372 | 0.00000 | 0.00000 | -16.16 | 9681.22 |
227 | 2009.12.28 13:00 | sell | 114 | 0.10 | 1.03372 | 0.00000 | 0.00000 | ||
228 | 2009.12.28 17:00 | close | 114 | 0.10 | 1.03426 | 0.00000 | 0.00000 | -5.22 | 9676.00 |
229 | 2009.12.28 17:00 | buy | 115 | 0.10 | 1.03426 | 0.00000 | 0.00000 | ||
230 | 2009.12.28 20:00 | close | 115 | 0.10 | 1.03442 | 0.00000 | 0.00000 | 1.55 | 9677.55 |
231 | 2009.12.28 20:00 | sell | 116 | 0.10 | 1.03442 | 0.00000 | 0.00000 | ||
232 | 2009.12.28 21:00 | close | 116 | 0.10 | 1.03518 | 0.00000 | 0.00000 | -7.34 | 9670.21 |
233 | 2009.12.29 08:00 | sell | 117 | 0.10 | 1.03464 | 0.00000 | 0.00000 | ||
234 | 2009.12.29 12:00 | close | 117 | 0.10 | 1.03208 | 0.00000 | 0.00000 | 24.80 | 9695.01 |
235 | 2009.12.29 12:00 | buy | 118 | 0.10 | 1.03208 | 0.00000 | 0.00000 | ||
236 | 2009.12.29 14:00 | close | 118 | 0.10 | 1.02896 | 0.00000 | 0.00000 | -30.32 | 9664.69 |
237 | 2009.12.29 14:00 | sell | 119 | 0.10 | 1.02896 | 0.00000 | 0.00000 | ||
238 | 2009.12.29 17:00 | close | 119 | 0.10 | 1.03246 | 0.00000 | 0.00000 | -33.90 | 9630.79 |
239 | 2009.12.29 17:00 | buy | 120 | 0.10 | 1.03246 | 0.00000 | 0.00000 | ||
240 | 2009.12.29 18:00 | close | 120 | 0.10 | 1.03649 | 0.00000 | 0.00000 | 38.88 | 9669.67 |
241 | 2009.12.29 18:00 | sell | 121 | 0.10 | 1.03649 | 0.00000 | 0.00000 | ||
242 | 2009.12.29 19:00 | close | 121 | 0.10 | 1.03784 | 0.00000 | 0.00000 | -13.01 | 9656.66 |
243 | 2009.12.29 19:00 | buy | 122 | 0.10 | 1.03784 | 0.00000 | 0.00000 | ||
244 | 2009.12.29 21:00 | close | 122 | 0.10 | 1.03670 | 0.00000 | 0.00000 | -11.00 | 9645.66 |
245 | 2009.12.30 08:00 | sell | 123 | 0.10 | 1.03766 | 0.00000 | 0.00000 | ||
246 | 2009.12.30 11:00 | close | 123 | 0.10 | 1.03683 | 0.00000 | 0.00000 | 8.01 | 9653.67 |
247 | 2009.12.30 11:00 | buy | 124 | 0.10 | 1.03683 | 0.00000 | 0.00000 | ||
248 | 2009.12.30 13:00 | close | 124 | 0.10 | 1.03864 | 0.00000 | 0.00000 | 17.43 | 9671.10 |
249 | 2009.12.30 13:00 | sell | 125 | 0.10 | 1.03864 | 0.00000 | 0.00000 | ||
250 | 2009.12.30 17:00 | close | 125 | 0.10 | 1.04093 | 0.00000 | 0.00000 | -22.00 | 9649.10 |
251 | 2009.12.30 17:00 | buy | 126 | 0.10 | 1.04093 | 0.00000 | 0.00000 | ||
252 | 2009.12.30 21:00 | close | 126 | 0.10 | 1.03686 | 0.00000 | 0.00000 | -39.25 | 9609.85 |
253 | 2009.12.31 08:00 | sell | 127 | 0.10 | 1.02923 | 0.00000 | 0.00000 | ||
254 | 2009.12.31 09:00 | close | 127 | 0.10 | 1.03101 | 0.00000 | 0.00000 | -17.26 | 9592.59 |
255 | 2009.12.31 09:00 | buy | 128 | 0.10 | 1.03101 | 0.00000 | 0.00000 | ||
256 | 2009.12.31 15:00 | close | 128 | 0.10 | 1.03049 | 0.00000 | 0.00000 | -5.05 | 9587.54 |
257 | 2009.12.31 15:00 | sell | 129 | 0.10 | 1.03049 | 0.00000 | 0.00000 | ||
258 | 2009.12.31 18:00 | close | 129 | 0.10 | 1.03594 | 0.00000 | 0.00000 | -52.61 | 9534.93 |
259 | 2009.12.31 18:00 | buy | 130 | 0.10 | 1.03594 | 0.00000 | 0.00000 | ||
260 | 2009.12.31 18:57 | close at stop | 130 | 0.10 | 1.03506 | 0.00000 | 0.00000 | -8.50 | 9526.43 |