Strategy Tester Report
AlpariUK-Demo (Build 225)
Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 1 Hour (H1) 2009.12.01 00:00 - 2010.01.15 22:00 (2009.12.01 - 2010.01.17) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | BeginSession1=6; EndSession1=10; BeginSession2=10; EndSession2=14; Lots=0.1; PipsForEntry=5; LocalTimeZone=1; DestTimeZone=1; ClsOnlUnprTX=1; ProtectYourInvestments=0; Type_TS_Calc=1; FactorTSCalculation=0.5; TrailingStop=40; TakeProfit=120; InitialStopLoss=50; | ||||
Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -30.04 | Gross profit | 265.90 | Gross loss | -295.94 |
Profit factor | 0.90 | Expected payoff | -0.36 | ||
Absolute drawdown | 46.54 | Maximal drawdown | 91.34 (0.91%) | Relative drawdown | 0.91% (91.34) |
Total trades | 83 | Short positions (won %) | 50 (24.00%) | Long positions (won %) | 33 (33.33%) |
Profit trades (% of total) | 23 (27.71%) | Loss trades (% of total) | 60 (72.29%) | ||
Largest | profit trade | 12.00 | loss trade | -5.00 | |
Average | profit trade | 11.56 | loss trade | -4.93 | |
Maximum | consecutive wins (profit in money) | 5 (49.90) | consecutive losses (loss in money) | 11 (-51.54) | |
Maximal | consecutive profit (count of wins) | 49.90 (5) | consecutive loss (count of losses) | -51.54 (11) | |
Average | consecutive wins | 1 | consecutive losses | 4 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 10:00 | sell stop | 1 | 0.10 | 1.49886 | 1.49936 | 1.49766 | ||
2 | 2009.12.01 14:00 | buy stop | 2 | 0.10 | 1.50819 | 1.50769 | 1.50939 | ||
3 | 2009.12.01 14:00 | sell stop | 3 | 0.10 | 1.50583 | 1.50633 | 1.50463 | ||
4 | 2009.12.01 14:15 | buy | 2 | 0.10 | 1.50819 | 1.50769 | 1.50939 | ||
5 | 2009.12.01 14:37 | t/p | 2 | 0.10 | 1.50939 | 1.50769 | 1.50939 | 12.00 | 10012.00 |
6 | 2009.12.01 23:59 | expiration | 1 | 0.10 | 1.49886 | 1.49936 | 1.49766 | ||
7 | 2009.12.01 23:59 | expiration | 3 | 0.10 | 1.50583 | 1.50633 | 1.50463 | ||
8 | 2009.12.02 10:00 | buy stop | 4 | 0.10 | 1.51092 | 1.51042 | 1.51212 | ||
9 | 2009.12.02 10:00 | sell stop | 5 | 0.10 | 1.50637 | 1.50687 | 1.50517 | ||
10 | 2009.12.02 11:20 | buy | 4 | 0.10 | 1.51092 | 1.51042 | 1.51212 | ||
11 | 2009.12.02 11:27 | s/l | 4 | 0.10 | 1.51042 | 1.51042 | 1.51212 | -5.00 | 10007.00 |
12 | 2009.12.02 14:00 | buy stop | 6 | 0.10 | 1.51093 | 1.51043 | 1.51213 | ||
13 | 2009.12.02 14:00 | sell stop | 7 | 0.10 | 1.50800 | 1.50850 | 1.50680 | ||
14 | 2009.12.02 14:40 | sell | 7 | 0.10 | 1.50800 | 1.50850 | 1.50680 | ||
15 | 2009.12.02 15:02 | t/p | 7 | 0.10 | 1.50680 | 1.50850 | 1.50680 | 12.00 | 10019.00 |
16 | 2009.12.02 15:02 | sell | 5 | 0.10 | 1.50637 | 1.50687 | 1.50517 | ||
17 | 2009.12.02 15:10 | s/l | 5 | 0.10 | 1.50687 | 1.50687 | 1.50517 | -5.00 | 10014.00 |
18 | 2009.12.02 23:59 | expiration | 6 | 0.10 | 1.51093 | 1.51043 | 1.51213 | ||
19 | 2009.12.03 10:00 | buy stop | 8 | 0.10 | 1.51281 | 1.51231 | 1.51401 | ||
20 | 2009.12.03 10:00 | sell stop | 9 | 0.10 | 1.50761 | 1.50811 | 1.50641 | ||
21 | 2009.12.03 11:20 | buy | 8 | 0.10 | 1.51281 | 1.51231 | 1.51401 | ||
22 | 2009.12.03 11:45 | s/l | 8 | 0.10 | 1.51231 | 1.51231 | 1.51401 | -5.00 | 10009.00 |
23 | 2009.12.03 14:00 | buy stop | 10 | 0.10 | 1.51332 | 1.51282 | 1.51452 | ||
24 | 2009.12.03 14:00 | sell stop | 11 | 0.10 | 1.51120 | 1.51170 | 1.51000 | ||
25 | 2009.12.03 14:32 | buy | 10 | 0.10 | 1.51332 | 1.51282 | 1.51452 | ||
26 | 2009.12.03 14:40 | s/l | 10 | 0.10 | 1.51282 | 1.51282 | 1.51452 | -5.00 | 10004.00 |
27 | 2009.12.03 14:45 | sell | 11 | 0.10 | 1.51120 | 1.51170 | 1.51000 | ||
28 | 2009.12.03 14:50 | t/p | 11 | 0.10 | 1.51000 | 1.51170 | 1.51000 | 12.00 | 10016.00 |
29 | 2009.12.03 15:20 | sell | 9 | 0.10 | 1.50761 | 1.50811 | 1.50641 | ||
30 | 2009.12.03 15:45 | s/l | 9 | 0.10 | 1.50811 | 1.50811 | 1.50641 | -5.00 | 10011.00 |
31 | 2009.12.04 10:00 | buy stop | 12 | 0.10 | 1.50911 | 1.50861 | 1.51031 | ||
32 | 2009.12.04 10:00 | sell stop | 13 | 0.10 | 1.50453 | 1.50503 | 1.50333 | ||
33 | 2009.12.04 14:00 | buy stop | 14 | 0.10 | 1.50773 | 1.50723 | 1.50893 | ||
34 | 2009.12.04 14:00 | sell stop | 15 | 0.10 | 1.50571 | 1.50621 | 1.50451 | ||
35 | 2009.12.04 14:10 | buy | 14 | 0.10 | 1.50773 | 1.50723 | 1.50893 | ||
36 | 2009.12.04 14:13 | s/l | 14 | 0.10 | 1.50723 | 1.50723 | 1.50893 | -5.00 | 10006.00 |
37 | 2009.12.04 14:20 | sell | 15 | 0.10 | 1.50571 | 1.50621 | 1.50451 | ||
38 | 2009.12.04 14:26 | t/p | 15 | 0.10 | 1.50451 | 1.50621 | 1.50451 | 12.00 | 10018.00 |
39 | 2009.12.04 14:26 | sell | 13 | 0.10 | 1.50453 | 1.50503 | 1.50333 | ||
40 | 2009.12.04 14:32 | s/l | 13 | 0.10 | 1.50503 | 1.50503 | 1.50333 | -5.00 | 10013.00 |
41 | 2009.12.07 00:00 | expiration | 12 | 0.10 | 1.50911 | 1.50861 | 1.51031 | ||
42 | 2009.12.07 10:00 | buy stop | 16 | 0.10 | 1.49023 | 1.48973 | 1.49143 | ||
43 | 2009.12.07 10:00 | sell | 17 | 0.10 | 1.47670 | 1.47714 | 1.47544 | ||
44 | 2009.12.07 10:10 | s/l | 17 | 0.10 | 1.47714 | 1.47714 | 1.47544 | -4.40 | 10008.60 |
45 | 2009.12.07 14:00 | buy stop | 18 | 0.10 | 1.48311 | 1.48261 | 1.48431 | ||
46 | 2009.12.07 14:00 | sell stop | 19 | 0.10 | 1.47791 | 1.47841 | 1.47671 | ||
47 | 2009.12.07 16:26 | buy | 18 | 0.10 | 1.48311 | 1.48261 | 1.48431 | ||
48 | 2009.12.07 16:50 | s/l | 18 | 0.10 | 1.48261 | 1.48261 | 1.48431 | -5.00 | 10003.60 |
49 | 2009.12.07 23:59 | expiration | 16 | 0.10 | 1.49023 | 1.48973 | 1.49143 | ||
50 | 2009.12.07 23:59 | expiration | 19 | 0.10 | 1.47791 | 1.47841 | 1.47671 | ||
51 | 2009.12.08 10:00 | buy stop | 20 | 0.10 | 1.48544 | 1.48494 | 1.48664 | ||
52 | 2009.12.08 10:00 | sell stop | 21 | 0.10 | 1.47807 | 1.47857 | 1.47687 | ||
53 | 2009.12.08 11:15 | buy | 20 | 0.10 | 1.48544 | 1.48494 | 1.48664 | ||
54 | 2009.12.08 11:33 | s/l | 20 | 0.10 | 1.48494 | 1.48494 | 1.48664 | -5.00 | 9998.60 |
55 | 2009.12.08 13:02 | sell | 21 | 0.10 | 1.47807 | 1.47857 | 1.47687 | ||
56 | 2009.12.08 13:10 | s/l | 21 | 0.10 | 1.47857 | 1.47857 | 1.47687 | -5.00 | 9993.60 |
57 | 2009.12.08 14:00 | buy stop | 22 | 0.10 | 1.48636 | 1.48586 | 1.48756 | ||
58 | 2009.12.08 14:00 | sell stop | 23 | 0.10 | 1.47732 | 1.47782 | 1.47612 | ||
59 | 2009.12.08 14:10 | sell | 23 | 0.10 | 1.47732 | 1.47782 | 1.47612 | ||
60 | 2009.12.08 14:15 | t/p | 23 | 0.10 | 1.47612 | 1.47782 | 1.47612 | 12.00 | 10005.60 |
61 | 2009.12.08 23:59 | expiration | 22 | 0.10 | 1.48636 | 1.48586 | 1.48756 | ||
62 | 2009.12.09 10:00 | buy stop | 24 | 0.10 | 1.47503 | 1.47453 | 1.47623 | ||
63 | 2009.12.09 10:00 | sell stop | 25 | 0.10 | 1.46902 | 1.46952 | 1.46782 | ||
64 | 2009.12.09 10:02 | buy | 24 | 0.10 | 1.47503 | 1.47453 | 1.47623 | ||
65 | 2009.12.09 10:15 | s/l | 24 | 0.10 | 1.47453 | 1.47453 | 1.47623 | -5.00 | 10000.60 |
66 | 2009.12.09 14:00 | buy stop | 26 | 0.10 | 1.47822 | 1.47772 | 1.47942 | ||
67 | 2009.12.09 14:00 | sell stop | 27 | 0.10 | 1.47173 | 1.47223 | 1.47053 | ||
68 | 2009.12.09 15:15 | sell | 27 | 0.10 | 1.47173 | 1.47223 | 1.47053 | ||
69 | 2009.12.09 15:20 | t/p | 27 | 0.10 | 1.47053 | 1.47223 | 1.47053 | 12.00 | 10012.60 |
70 | 2009.12.09 18:20 | sell | 25 | 0.10 | 1.46902 | 1.46952 | 1.46782 | ||
71 | 2009.12.09 18:27 | s/l | 25 | 0.10 | 1.46952 | 1.46952 | 1.46782 | -5.00 | 10007.60 |
72 | 2009.12.09 23:59 | expiration | 26 | 0.10 | 1.47822 | 1.47772 | 1.47942 | ||
73 | 2009.12.10 10:00 | buy stop | 28 | 0.10 | 1.47367 | 1.47317 | 1.47487 | ||
74 | 2009.12.10 10:00 | sell stop | 29 | 0.10 | 1.46847 | 1.46897 | 1.46727 | ||
75 | 2009.12.10 11:20 | buy | 28 | 0.10 | 1.47367 | 1.47317 | 1.47487 | ||
76 | 2009.12.10 11:27 | s/l | 28 | 0.10 | 1.47317 | 1.47317 | 1.47487 | -5.00 | 10002.60 |
77 | 2009.12.10 14:00 | buy stop | 30 | 0.10 | 1.47483 | 1.47433 | 1.47603 | ||
78 | 2009.12.10 14:00 | sell stop | 31 | 0.10 | 1.47109 | 1.47159 | 1.46989 | ||
79 | 2009.12.10 14:50 | buy | 30 | 0.10 | 1.47483 | 1.47433 | 1.47603 | ||
80 | 2009.12.10 14:57 | s/l | 30 | 0.10 | 1.47433 | 1.47433 | 1.47603 | -5.00 | 9997.60 |
81 | 2009.12.10 16:20 | sell | 31 | 0.10 | 1.47109 | 1.47159 | 1.46989 | ||
82 | 2009.12.10 16:27 | s/l | 31 | 0.10 | 1.47159 | 1.47159 | 1.46989 | -5.00 | 9992.60 |
83 | 2009.12.10 23:59 | expiration | 29 | 0.10 | 1.46847 | 1.46897 | 1.46727 | ||
84 | 2009.12.11 10:00 | buy stop | 32 | 0.10 | 1.47511 | 1.47461 | 1.47631 | ||
85 | 2009.12.11 10:00 | sell stop | 33 | 0.10 | 1.47142 | 1.47192 | 1.47022 | ||
86 | 2009.12.11 10:15 | buy | 32 | 0.10 | 1.47511 | 1.47461 | 1.47631 | ||
87 | 2009.12.11 10:32 | t/p | 32 | 0.10 | 1.47631 | 1.47461 | 1.47631 | 12.00 | 10004.60 |
88 | 2009.12.11 14:00 | buy stop | 34 | 0.10 | 1.47760 | 1.47710 | 1.47880 | ||
89 | 2009.12.11 14:00 | sell stop | 35 | 0.10 | 1.47492 | 1.47542 | 1.47372 | ||
90 | 2009.12.11 14:43 | sell | 35 | 0.10 | 1.47492 | 1.47542 | 1.47372 | ||
91 | 2009.12.11 14:50 | t/p | 35 | 0.10 | 1.47372 | 1.47542 | 1.47372 | 12.00 | 10016.60 |
92 | 2009.12.11 14:59 | sell | 33 | 0.10 | 1.47142 | 1.47192 | 1.47022 | ||
93 | 2009.12.11 15:00 | modify | 33 | 0.10 | 1.47142 | 1.47123 | 1.47022 | ||
94 | 2009.12.11 15:10 | s/l | 33 | 0.10 | 1.47123 | 1.47123 | 1.47022 | 1.90 | 10018.50 |
95 | 2009.12.14 00:00 | expiration | 34 | 0.10 | 1.47760 | 1.47710 | 1.47880 | ||
96 | 2009.12.14 10:00 | buy stop | 36 | 0.10 | 1.46853 | 1.46803 | 1.46973 | ||
97 | 2009.12.14 10:00 | sell stop | 37 | 0.10 | 1.46462 | 1.46512 | 1.46342 | ||
98 | 2009.12.14 11:40 | sell | 37 | 0.10 | 1.46462 | 1.46512 | 1.46342 | ||
99 | 2009.12.14 11:50 | t/p | 37 | 0.10 | 1.46342 | 1.46512 | 1.46342 | 12.00 | 10030.50 |
100 | 2009.12.14 14:00 | buy stop | 38 | 0.10 | 1.46722 | 1.46672 | 1.46842 | ||
101 | 2009.12.14 14:00 | sell stop | 39 | 0.10 | 1.46158 | 1.46208 | 1.46038 | ||
102 | 2009.12.14 23:59 | expiration | 36 | 0.10 | 1.46853 | 1.46803 | 1.46973 | ||
103 | 2009.12.14 23:59 | expiration | 38 | 0.10 | 1.46722 | 1.46672 | 1.46842 | ||
104 | 2009.12.14 23:59 | expiration | 39 | 0.10 | 1.46158 | 1.46208 | 1.46038 | ||
105 | 2009.12.15 10:00 | buy stop | 40 | 0.10 | 1.46472 | 1.46422 | 1.46592 | ||
106 | 2009.12.15 10:00 | sell stop | 41 | 0.10 | 1.45507 | 1.45557 | 1.45387 | ||
107 | 2009.12.15 10:20 | sell | 41 | 0.10 | 1.45507 | 1.45557 | 1.45387 | ||
108 | 2009.12.15 10:32 | t/p | 41 | 0.10 | 1.45387 | 1.45557 | 1.45387 | 12.00 | 10042.50 |
109 | 2009.12.15 14:00 | buy stop | 42 | 0.10 | 1.45564 | 1.45514 | 1.45684 | ||
110 | 2009.12.15 14:00 | sell stop | 43 | 0.10 | 1.45233 | 1.45283 | 1.45113 | ||
111 | 2009.12.15 14:37 | sell | 43 | 0.10 | 1.45233 | 1.45283 | 1.45113 | ||
112 | 2009.12.15 14:40 | s/l | 43 | 0.10 | 1.45283 | 1.45283 | 1.45113 | -5.00 | 10037.50 |
113 | 2009.12.15 15:15 | buy | 42 | 0.10 | 1.45564 | 1.45514 | 1.45684 | ||
114 | 2009.12.15 15:59 | s/l | 42 | 0.10 | 1.45514 | 1.45514 | 1.45684 | -5.00 | 10032.50 |
115 | 2009.12.15 23:59 | expiration | 40 | 0.10 | 1.46472 | 1.46422 | 1.46592 | ||
116 | 2009.12.16 10:00 | buy stop | 44 | 0.10 | 1.45604 | 1.45554 | 1.45724 | ||
117 | 2009.12.16 10:00 | sell stop | 45 | 0.10 | 1.45094 | 1.45144 | 1.44974 | ||
118 | 2009.12.16 11:15 | buy | 44 | 0.10 | 1.45604 | 1.45554 | 1.45724 | ||
119 | 2009.12.16 11:45 | s/l | 44 | 0.10 | 1.45554 | 1.45554 | 1.45724 | -5.00 | 10027.50 |
120 | 2009.12.16 14:00 | buy stop | 46 | 0.10 | 1.45840 | 1.45790 | 1.45960 | ||
121 | 2009.12.16 14:00 | sell stop | 47 | 0.10 | 1.45481 | 1.45531 | 1.45361 | ||
122 | 2009.12.16 14:20 | sell | 47 | 0.10 | 1.45481 | 1.45531 | 1.45361 | ||
123 | 2009.12.16 14:50 | s/l | 47 | 0.10 | 1.45531 | 1.45531 | 1.45361 | -5.00 | 10022.50 |
124 | 2009.12.16 15:50 | buy | 46 | 0.10 | 1.45840 | 1.45790 | 1.45960 | ||
125 | 2009.12.16 15:52 | s/l | 46 | 0.10 | 1.45790 | 1.45790 | 1.45960 | -5.00 | 10017.50 |
126 | 2009.12.16 20:50 | sell | 45 | 0.10 | 1.45094 | 1.45144 | 1.44974 | ||
127 | 2009.12.16 20:57 | s/l | 45 | 0.10 | 1.45144 | 1.45144 | 1.44974 | -5.00 | 10012.50 |
128 | 2009.12.17 10:00 | buy stop | 48 | 0.10 | 1.44193 | 1.44143 | 1.44313 | ||
129 | 2009.12.17 10:00 | sell stop | 49 | 0.10 | 1.43861 | 1.43911 | 1.43741 | ||
130 | 2009.12.17 10:02 | sell | 49 | 0.10 | 1.43861 | 1.43911 | 1.43741 | ||
131 | 2009.12.17 10:15 | s/l | 49 | 0.10 | 1.43911 | 1.43911 | 1.43741 | -5.00 | 10007.50 |
132 | 2009.12.17 14:00 | buy stop | 50 | 0.10 | 1.43712 | 1.43662 | 1.43832 | ||
133 | 2009.12.17 14:00 | sell stop | 51 | 0.10 | 1.43272 | 1.43322 | 1.43152 | ||
134 | 2009.12.17 15:20 | buy | 50 | 0.10 | 1.43712 | 1.43662 | 1.43832 | ||
135 | 2009.12.17 15:27 | s/l | 50 | 0.10 | 1.43662 | 1.43662 | 1.43832 | -5.00 | 10002.50 |
136 | 2009.12.17 17:45 | sell | 51 | 0.10 | 1.43272 | 1.43322 | 1.43152 | ||
137 | 2009.12.17 18:00 | modify | 51 | 0.10 | 1.43272 | 1.43205 | 1.43152 | ||
138 | 2009.12.17 18:02 | t/p | 51 | 0.10 | 1.43152 | 1.43205 | 1.43152 | 12.00 | 10014.50 |
139 | 2009.12.17 23:59 | expiration | 48 | 0.10 | 1.44193 | 1.44143 | 1.44313 | ||
140 | 2009.12.18 10:00 | buy stop | 52 | 0.10 | 1.44023 | 1.43973 | 1.44143 | ||
141 | 2009.12.18 10:00 | sell stop | 53 | 0.10 | 1.43482 | 1.43532 | 1.43362 | ||
142 | 2009.12.18 10:50 | buy | 52 | 0.10 | 1.44023 | 1.43973 | 1.44143 | ||
143 | 2009.12.18 10:57 | s/l | 52 | 0.10 | 1.43973 | 1.43973 | 1.44143 | -5.00 | 10009.50 |
144 | 2009.12.18 13:20 | sell | 53 | 0.10 | 1.43482 | 1.43532 | 1.43362 | ||
145 | 2009.12.18 13:27 | s/l | 53 | 0.10 | 1.43532 | 1.43532 | 1.43362 | -5.00 | 10004.50 |
146 | 2009.12.18 14:00 | buy stop | 54 | 0.10 | 1.44017 | 1.43967 | 1.44137 | ||
147 | 2009.12.18 14:00 | sell stop | 55 | 0.10 | 1.43321 | 1.43371 | 1.43201 | ||
148 | 2009.12.18 14:07 | sell | 55 | 0.10 | 1.43321 | 1.43371 | 1.43201 | ||
149 | 2009.12.18 14:10 | s/l | 55 | 0.10 | 1.43371 | 1.43371 | 1.43201 | -5.00 | 9999.50 |
150 | 2009.12.21 00:00 | expiration | 54 | 0.10 | 1.44017 | 1.43967 | 1.44137 | ||
151 | 2009.12.21 10:00 | buy stop | 56 | 0.10 | 1.43471 | 1.43421 | 1.43591 | ||
152 | 2009.12.21 10:00 | sell stop | 57 | 0.10 | 1.42794 | 1.42844 | 1.42674 | ||
153 | 2009.12.21 13:03 | buy | 56 | 0.10 | 1.43471 | 1.43421 | 1.43591 | ||
154 | 2009.12.21 13:16 | t/p | 56 | 0.10 | 1.43591 | 1.43421 | 1.43591 | 12.00 | 10011.50 |
155 | 2009.12.21 14:00 | buy stop | 58 | 0.10 | 1.43701 | 1.43651 | 1.43821 | ||
156 | 2009.12.21 14:00 | sell stop | 59 | 0.10 | 1.43162 | 1.43212 | 1.43042 | ||
157 | 2009.12.21 14:03 | buy | 58 | 0.10 | 1.43701 | 1.43651 | 1.43821 | ||
158 | 2009.12.21 14:20 | s/l | 58 | 0.10 | 1.43651 | 1.43651 | 1.43821 | -5.00 | 10006.50 |
159 | 2009.12.21 16:26 | sell | 59 | 0.10 | 1.43162 | 1.43212 | 1.43042 | ||
160 | 2009.12.21 16:45 | s/l | 59 | 0.10 | 1.43212 | 1.43212 | 1.43042 | -5.00 | 10001.50 |
161 | 2009.12.21 21:15 | sell | 57 | 0.10 | 1.42794 | 1.42844 | 1.42674 | ||
162 | 2009.12.21 21:50 | s/l | 57 | 0.10 | 1.42844 | 1.42844 | 1.42674 | -5.00 | 9996.50 |
163 | 2009.12.22 10:00 | buy stop | 60 | 0.10 | 1.43317 | 1.43267 | 1.43437 | ||
164 | 2009.12.22 10:00 | sell stop | 61 | 0.10 | 1.42853 | 1.42903 | 1.42733 | ||
165 | 2009.12.22 12:59 | sell | 61 | 0.10 | 1.42853 | 1.42903 | 1.42733 | ||
166 | 2009.12.22 13:02 | s/l | 61 | 0.10 | 1.42903 | 1.42903 | 1.42733 | -5.00 | 9991.50 |
167 | 2009.12.22 14:00 | buy stop | 62 | 0.10 | 1.43186 | 1.43136 | 1.43306 | ||
168 | 2009.12.22 14:00 | sell stop | 63 | 0.10 | 1.42687 | 1.42737 | 1.42567 | ||
169 | 2009.12.22 14:07 | sell | 63 | 0.10 | 1.42687 | 1.42737 | 1.42567 | ||
170 | 2009.12.22 14:10 | s/l | 63 | 0.10 | 1.42737 | 1.42737 | 1.42567 | -5.00 | 9986.50 |
171 | 2009.12.22 23:59 | expiration | 60 | 0.10 | 1.43317 | 1.43267 | 1.43437 | ||
172 | 2009.12.22 23:59 | expiration | 62 | 0.10 | 1.43186 | 1.43136 | 1.43306 | ||
173 | 2009.12.23 10:00 | buy stop | 64 | 0.10 | 1.42683 | 1.42633 | 1.42803 | ||
174 | 2009.12.23 10:00 | sell stop | 65 | 0.10 | 1.42415 | 1.42465 | 1.42295 | ||
175 | 2009.12.23 10:50 | sell | 65 | 0.10 | 1.42415 | 1.42465 | 1.42295 | ||
176 | 2009.12.23 10:59 | s/l | 65 | 0.10 | 1.42465 | 1.42465 | 1.42295 | -5.00 | 9981.50 |
177 | 2009.12.23 13:40 | buy | 64 | 0.10 | 1.42683 | 1.42633 | 1.42803 | ||
178 | 2009.12.23 13:50 | t/p | 64 | 0.10 | 1.42803 | 1.42633 | 1.42803 | 12.00 | 9993.50 |
179 | 2009.12.23 14:00 | sell stop | 66 | 0.10 | 1.42365 | 1.42415 | 1.42245 | ||
180 | 2009.12.23 23:59 | expiration | 66 | 0.10 | 1.42365 | 1.42415 | 1.42245 | ||
181 | 2009.12.24 10:00 | buy stop | 67 | 0.10 | 1.43716 | 1.43666 | 1.43836 | ||
182 | 2009.12.24 10:00 | sell stop | 68 | 0.10 | 1.43424 | 1.43474 | 1.43304 | ||
183 | 2009.12.24 10:20 | buy | 67 | 0.10 | 1.43716 | 1.43666 | 1.43836 | ||
184 | 2009.12.24 10:50 | t/p | 67 | 0.10 | 1.43836 | 1.43666 | 1.43836 | 12.00 | 10005.50 |
185 | 2009.12.24 14:00 | buy stop | 69 | 0.10 | 1.44179 | 1.44129 | 1.44299 | ||
186 | 2009.12.24 14:00 | sell stop | 70 | 0.10 | 1.43806 | 1.43856 | 1.43686 | ||
187 | 2009.12.24 14:50 | sell | 70 | 0.10 | 1.43806 | 1.43856 | 1.43686 | ||
188 | 2009.12.24 14:57 | s/l | 70 | 0.10 | 1.43856 | 1.43856 | 1.43686 | -5.00 | 10000.50 |
189 | 2009.12.28 00:00 | expiration | 68 | 0.10 | 1.43424 | 1.43474 | 1.43304 | ||
190 | 2009.12.28 00:00 | expiration | 69 | 0.10 | 1.44179 | 1.44129 | 1.44299 | ||
191 | 2009.12.28 10:00 | buy stop | 71 | 0.10 | 1.43934 | 1.43884 | 1.44054 | ||
192 | 2009.12.28 10:00 | sell stop | 72 | 0.10 | 1.43725 | 1.43775 | 1.43605 | ||
193 | 2009.12.28 10:15 | buy | 71 | 0.10 | 1.43934 | 1.43884 | 1.44054 | ||
194 | 2009.12.28 11:02 | s/l | 71 | 0.10 | 1.43884 | 1.43884 | 1.44054 | -5.00 | 9995.50 |
195 | 2009.12.28 14:00 | buy stop | 73 | 0.10 | 1.44133 | 1.44083 | 1.44253 | ||
196 | 2009.12.28 14:00 | sell stop | 74 | 0.10 | 1.43832 | 1.43882 | 1.43712 | ||
197 | 2009.12.28 18:59 | sell | 74 | 0.10 | 1.43832 | 1.43882 | 1.43712 | ||
198 | 2009.12.28 19:03 | s/l | 74 | 0.10 | 1.43882 | 1.43882 | 1.43712 | -5.00 | 9990.50 |
199 | 2009.12.28 23:50 | sell | 72 | 0.10 | 1.43725 | 1.43775 | 1.43605 | ||
200 | 2009.12.28 23:59 | expiration | 73 | 0.10 | 1.44133 | 1.44083 | 1.44253 | ||
201 | 2009.12.29 00:00 | close | 72 | 0.10 | 1.43740 | 1.43775 | 1.43605 | -1.54 | 9988.96 |
202 | 2009.12.29 10:00 | sell stop | 75 | 0.10 | 1.43699 | 1.43749 | 1.43579 | ||
203 | 2009.12.29 14:00 | buy stop | 76 | 0.10 | 1.44584 | 1.44534 | 1.44704 | ||
204 | 2009.12.29 14:00 | sell stop | 77 | 0.10 | 1.44122 | 1.44172 | 1.44002 | ||
205 | 2009.12.29 16:20 | sell | 77 | 0.10 | 1.44122 | 1.44172 | 1.44002 | ||
206 | 2009.12.29 16:27 | s/l | 77 | 0.10 | 1.44172 | 1.44172 | 1.44002 | -5.00 | 9983.96 |
207 | 2009.12.29 17:15 | sell | 75 | 0.10 | 1.43699 | 1.43749 | 1.43579 | ||
208 | 2009.12.29 17:17 | s/l | 75 | 0.10 | 1.43749 | 1.43749 | 1.43579 | -5.00 | 9978.96 |
209 | 2009.12.29 23:59 | expiration | 76 | 0.10 | 1.44584 | 1.44534 | 1.44704 | ||
210 | 2009.12.30 10:00 | buy stop | 78 | 0.10 | 1.43595 | 1.43545 | 1.43715 | ||
211 | 2009.12.30 10:00 | sell stop | 79 | 0.10 | 1.43233 | 1.43283 | 1.43113 | ||
212 | 2009.12.30 10:32 | buy | 78 | 0.10 | 1.43595 | 1.43545 | 1.43715 | ||
213 | 2009.12.30 10:40 | s/l | 78 | 0.10 | 1.43545 | 1.43545 | 1.43715 | -5.00 | 9973.96 |
214 | 2009.12.30 12:50 | sell | 79 | 0.10 | 1.43233 | 1.43283 | 1.43113 | ||
215 | 2009.12.30 12:57 | s/l | 79 | 0.10 | 1.43283 | 1.43283 | 1.43113 | -5.00 | 9968.96 |
216 | 2009.12.30 14:00 | buy stop | 80 | 0.10 | 1.43611 | 1.43561 | 1.43731 | ||
217 | 2009.12.30 14:00 | sell stop | 81 | 0.10 | 1.43218 | 1.43268 | 1.43098 | ||
218 | 2009.12.30 14:50 | sell | 81 | 0.10 | 1.43218 | 1.43268 | 1.43098 | ||
219 | 2009.12.30 14:57 | s/l | 81 | 0.10 | 1.43268 | 1.43268 | 1.43098 | -5.00 | 9963.96 |
220 | 2009.12.30 23:59 | expiration | 80 | 0.10 | 1.43611 | 1.43561 | 1.43731 | ||
221 | 2009.12.31 10:00 | buy stop | 82 | 0.10 | 1.44401 | 1.44351 | 1.44521 | ||
222 | 2009.12.31 10:00 | sell stop | 83 | 0.10 | 1.43629 | 1.43679 | 1.43509 | ||
223 | 2009.12.31 14:00 | buy stop | 84 | 0.10 | 1.44203 | 1.44153 | 1.44323 | ||
224 | 2009.12.31 14:00 | sell stop | 85 | 0.10 | 1.43960 | 1.44010 | 1.43840 | ||
225 | 2009.12.31 14:20 | sell | 85 | 0.10 | 1.43960 | 1.44010 | 1.43840 | ||
226 | 2009.12.31 14:27 | s/l | 85 | 0.10 | 1.44010 | 1.44010 | 1.43840 | -5.00 | 9958.96 |
227 | 2009.12.31 15:50 | sell | 83 | 0.10 | 1.43629 | 1.43679 | 1.43509 | ||
228 | 2009.12.31 15:52 | s/l | 83 | 0.10 | 1.43679 | 1.43679 | 1.43509 | -5.00 | 9953.96 |
229 | 2010.01.04 00:00 | expiration | 82 | 0.10 | 1.44401 | 1.44351 | 1.44521 | ||
230 | 2010.01.04 00:00 | expiration | 84 | 0.10 | 1.44203 | 1.44153 | 1.44323 | ||
231 | 2010.01.04 10:00 | sell stop | 86 | 0.10 | 1.42681 | 1.42731 | 1.42561 | ||
232 | 2010.01.04 14:00 | buy stop | 87 | 0.10 | 1.44167 | 1.44117 | 1.44287 | ||
233 | 2010.01.04 14:00 | sell stop | 88 | 0.10 | 1.43732 | 1.43782 | 1.43612 | ||
234 | 2010.01.04 14:45 | buy | 87 | 0.10 | 1.44167 | 1.44117 | 1.44287 | ||
235 | 2010.01.04 14:50 | t/p | 87 | 0.10 | 1.44287 | 1.44117 | 1.44287 | 12.00 | 9965.96 |
236 | 2010.01.04 23:59 | expiration | 86 | 0.10 | 1.42681 | 1.42731 | 1.42561 | ||
237 | 2010.01.04 23:59 | expiration | 88 | 0.10 | 1.43732 | 1.43782 | 1.43612 | ||
238 | 2010.01.05 10:00 | buy stop | 89 | 0.10 | 1.44837 | 1.44787 | 1.44957 | ||
239 | 2010.01.05 10:00 | sell stop | 90 | 0.10 | 1.44031 | 1.44081 | 1.43911 | ||
240 | 2010.01.05 12:20 | sell | 90 | 0.10 | 1.44031 | 1.44081 | 1.43911 | ||
241 | 2010.01.05 12:27 | s/l | 90 | 0.10 | 1.44081 | 1.44081 | 1.43911 | -5.00 | 9960.96 |
242 | 2010.01.05 14:00 | buy stop | 91 | 0.10 | 1.44550 | 1.44500 | 1.44670 | ||
243 | 2010.01.05 14:00 | sell stop | 92 | 0.10 | 1.43987 | 1.44037 | 1.43867 | ||
244 | 2010.01.05 15:50 | sell | 92 | 0.10 | 1.43987 | 1.44037 | 1.43867 | ||
245 | 2010.01.05 15:59 | s/l | 92 | 0.10 | 1.44037 | 1.44037 | 1.43867 | -5.00 | 9955.96 |
246 | 2010.01.05 23:59 | expiration | 89 | 0.10 | 1.44837 | 1.44787 | 1.44957 | ||
247 | 2010.01.05 23:59 | expiration | 91 | 0.10 | 1.44550 | 1.44500 | 1.44670 | ||
248 | 2010.01.06 10:00 | buy stop | 93 | 0.10 | 1.43577 | 1.43527 | 1.43697 | ||
249 | 2010.01.06 10:00 | sell stop | 94 | 0.10 | 1.42814 | 1.42864 | 1.42694 | ||
250 | 2010.01.06 10:15 | buy | 93 | 0.10 | 1.43577 | 1.43527 | 1.43697 | ||
251 | 2010.01.06 10:40 | t/p | 93 | 0.10 | 1.43697 | 1.43527 | 1.43697 | 12.00 | 9967.96 |
252 | 2010.01.06 14:00 | buy stop | 95 | 0.10 | 1.43794 | 1.43744 | 1.43914 | ||
253 | 2010.01.06 14:00 | sell stop | 96 | 0.10 | 1.43354 | 1.43404 | 1.43234 | ||
254 | 2010.01.06 16:15 | buy | 95 | 0.10 | 1.43794 | 1.43744 | 1.43914 | ||
255 | 2010.01.06 16:20 | t/p | 95 | 0.10 | 1.43914 | 1.43744 | 1.43914 | 12.00 | 9979.96 |
256 | 2010.01.06 23:59 | expiration | 94 | 0.10 | 1.42814 | 1.42864 | 1.42694 | ||
257 | 2010.01.06 23:59 | expiration | 96 | 0.10 | 1.43354 | 1.43404 | 1.43234 | ||
258 | 2010.01.07 10:00 | buy stop | 97 | 0.10 | 1.43993 | 1.43943 | 1.44113 | ||
259 | 2010.01.07 10:00 | sell stop | 98 | 0.10 | 1.43542 | 1.43592 | 1.43422 | ||
260 | 2010.01.07 10:50 | sell | 98 | 0.10 | 1.43542 | 1.43592 | 1.43422 | ||
261 | 2010.01.07 10:57 | s/l | 98 | 0.10 | 1.43592 | 1.43592 | 1.43422 | -5.00 | 9974.96 |
262 | 2010.01.07 14:00 | buy stop | 99 | 0.10 | 1.43583 | 1.43533 | 1.43703 | ||
263 | 2010.01.07 14:00 | sell stop | 100 | 0.10 | 1.43143 | 1.43193 | 1.43023 | ||
264 | 2010.01.07 14:10 | sell | 100 | 0.10 | 1.43143 | 1.43193 | 1.43023 | ||
265 | 2010.01.07 14:20 | t/p | 100 | 0.10 | 1.43023 | 1.43193 | 1.43023 | 12.00 | 9986.96 |
266 | 2010.01.07 23:59 | expiration | 97 | 0.10 | 1.43993 | 1.43943 | 1.44113 | ||
267 | 2010.01.07 23:59 | expiration | 99 | 0.10 | 1.43583 | 1.43533 | 1.43703 | ||
268 | 2010.01.08 10:00 | buy stop | 101 | 0.10 | 1.43352 | 1.43302 | 1.43472 | ||
269 | 2010.01.08 10:00 | sell stop | 102 | 0.10 | 1.42914 | 1.42964 | 1.42794 | ||
270 | 2010.01.08 12:02 | sell | 102 | 0.10 | 1.42914 | 1.42964 | 1.42794 | ||
271 | 2010.01.08 12:10 | s/l | 102 | 0.10 | 1.42964 | 1.42964 | 1.42794 | -5.00 | 9981.96 |
272 | 2010.01.08 14:00 | buy stop | 103 | 0.10 | 1.43252 | 1.43202 | 1.43372 | ||
273 | 2010.01.08 14:00 | sell stop | 104 | 0.10 | 1.42753 | 1.42803 | 1.42633 | ||
274 | 2010.01.08 14:15 | sell | 104 | 0.10 | 1.42753 | 1.42803 | 1.42633 | ||
275 | 2010.01.08 14:30 | s/l | 104 | 0.10 | 1.42803 | 1.42803 | 1.42633 | -5.00 | 9976.96 |
276 | 2010.01.08 14:40 | buy | 101 | 0.10 | 1.43352 | 1.43302 | 1.43472 | ||
277 | 2010.01.08 14:40 | buy | 103 | 0.10 | 1.43252 | 1.43202 | 1.43372 | ||
278 | 2010.01.08 14:45 | t/p | 101 | 0.10 | 1.43472 | 1.43302 | 1.43472 | 12.00 | 9988.96 |
279 | 2010.01.08 14:45 | t/p | 103 | 0.10 | 1.43372 | 1.43202 | 1.43372 | 12.00 | 10000.96 |
280 | 2010.01.11 10:00 | buy stop | 105 | 0.10 | 1.45315 | 1.45265 | 1.45435 | ||
281 | 2010.01.11 10:00 | sell stop | 106 | 0.10 | 1.44779 | 1.44829 | 1.44659 | ||
282 | 2010.01.11 10:02 | buy | 105 | 0.10 | 1.45315 | 1.45265 | 1.45435 | ||
283 | 2010.01.11 10:10 | s/l | 105 | 0.10 | 1.45265 | 1.45265 | 1.45435 | -5.00 | 9995.96 |
284 | 2010.01.11 14:00 | buy stop | 107 | 0.10 | 1.45462 | 1.45412 | 1.45582 | ||
285 | 2010.01.11 14:00 | sell stop | 108 | 0.10 | 1.44998 | 1.45048 | 1.44878 | ||
286 | 2010.01.11 15:16 | sell | 108 | 0.10 | 1.44998 | 1.45048 | 1.44878 | ||
287 | 2010.01.11 15:26 | s/l | 108 | 0.10 | 1.45048 | 1.45048 | 1.44878 | -5.00 | 9990.96 |
288 | 2010.01.11 16:50 | buy | 107 | 0.10 | 1.45462 | 1.45412 | 1.45582 | ||
289 | 2010.01.11 16:57 | s/l | 107 | 0.10 | 1.45412 | 1.45412 | 1.45582 | -5.00 | 9985.96 |
290 | 2010.01.11 23:59 | expiration | 106 | 0.10 | 1.44779 | 1.44829 | 1.44659 | ||
291 | 2010.01.12 10:00 | buy stop | 109 | 0.10 | 1.45214 | 1.45164 | 1.45334 | ||
292 | 2010.01.12 10:00 | sell stop | 110 | 0.10 | 1.44778 | 1.44828 | 1.44658 | ||
293 | 2010.01.12 10:15 | sell | 110 | 0.10 | 1.44778 | 1.44828 | 1.44658 | ||
294 | 2010.01.12 10:40 | s/l | 110 | 0.10 | 1.44828 | 1.44828 | 1.44658 | -5.00 | 9980.96 |
295 | 2010.01.12 14:00 | buy stop | 111 | 0.10 | 1.45093 | 1.45043 | 1.45213 | ||
296 | 2010.01.12 14:00 | sell stop | 112 | 0.10 | 1.44612 | 1.44662 | 1.44492 | ||
297 | 2010.01.12 15:50 | buy | 111 | 0.10 | 1.45093 | 1.45043 | 1.45213 | ||
298 | 2010.01.12 16:02 | s/l | 111 | 0.10 | 1.45043 | 1.45043 | 1.45213 | -5.00 | 9975.96 |
299 | 2010.01.12 16:20 | buy | 109 | 0.10 | 1.45214 | 1.45164 | 1.45334 | ||
300 | 2010.01.12 16:27 | s/l | 109 | 0.10 | 1.45164 | 1.45164 | 1.45334 | -5.00 | 9970.96 |
301 | 2010.01.12 23:59 | expiration | 112 | 0.10 | 1.44612 | 1.44662 | 1.44492 | ||
302 | 2010.01.13 10:00 | buy stop | 113 | 0.10 | 1.45148 | 1.45098 | 1.45268 | ||
303 | 2010.01.13 10:00 | sell stop | 114 | 0.10 | 1.44619 | 1.44669 | 1.44499 | ||
304 | 2010.01.13 11:45 | buy | 113 | 0.10 | 1.45148 | 1.45098 | 1.45268 | ||
305 | 2010.01.13 12:15 | t/p | 113 | 0.10 | 1.45268 | 1.45098 | 1.45268 | 12.00 | 9982.96 |
306 | 2010.01.13 14:00 | buy stop | 115 | 0.10 | 1.45793 | 1.45743 | 1.45913 | ||
307 | 2010.01.13 14:00 | sell stop | 116 | 0.10 | 1.44878 | 1.44928 | 1.44758 | ||
308 | 2010.01.13 17:10 | sell | 116 | 0.10 | 1.44878 | 1.44928 | 1.44758 | ||
309 | 2010.01.13 17:26 | s/l | 116 | 0.10 | 1.44928 | 1.44928 | 1.44758 | -5.00 | 9977.96 |
310 | 2010.01.13 23:59 | expiration | 114 | 0.10 | 1.44619 | 1.44669 | 1.44499 | ||
311 | 2010.01.13 23:59 | expiration | 115 | 0.10 | 1.45793 | 1.45743 | 1.45913 | ||
312 | 2010.01.14 10:00 | buy stop | 117 | 0.10 | 1.45550 | 1.45500 | 1.45670 | ||
313 | 2010.01.14 10:00 | sell stop | 118 | 0.10 | 1.45123 | 1.45173 | 1.45003 | ||
314 | 2010.01.14 10:45 | sell | 118 | 0.10 | 1.45123 | 1.45173 | 1.45003 | ||
315 | 2010.01.14 11:00 | modify | 118 | 0.10 | 1.45123 | 1.45101 | 1.45003 | ||
316 | 2010.01.14 11:02 | t/p | 118 | 0.10 | 1.45003 | 1.45101 | 1.45003 | 12.00 | 9989.96 |
317 | 2010.01.14 14:00 | buy stop | 119 | 0.10 | 1.45167 | 1.45117 | 1.45287 | ||
318 | 2010.01.14 14:00 | sell stop | 120 | 0.10 | 1.44766 | 1.44816 | 1.44646 | ||
319 | 2010.01.14 14:50 | buy | 119 | 0.10 | 1.45167 | 1.45117 | 1.45287 | ||
320 | 2010.01.14 14:57 | s/l | 119 | 0.10 | 1.45117 | 1.45117 | 1.45287 | -5.00 | 9984.96 |
321 | 2010.01.14 15:20 | sell | 120 | 0.10 | 1.44766 | 1.44816 | 1.44646 | ||
322 | 2010.01.14 15:27 | s/l | 120 | 0.10 | 1.44816 | 1.44816 | 1.44646 | -5.00 | 9979.96 |
323 | 2010.01.14 23:59 | expiration | 117 | 0.10 | 1.45550 | 1.45500 | 1.45670 | ||
324 | 2010.01.15 10:00 | buy stop | 121 | 0.10 | 1.44374 | 1.44324 | 1.44494 | ||
325 | 2010.01.15 10:00 | sell stop | 122 | 0.10 | 1.43774 | 1.43824 | 1.43654 | ||
326 | 2010.01.15 12:15 | sell | 122 | 0.10 | 1.43774 | 1.43824 | 1.43654 | ||
327 | 2010.01.15 12:33 | s/l | 122 | 0.10 | 1.43824 | 1.43824 | 1.43654 | -5.00 | 9974.96 |
328 | 2010.01.15 14:00 | buy stop | 123 | 0.10 | 1.44152 | 1.44102 | 1.44272 | ||
329 | 2010.01.15 14:00 | sell stop | 124 | 0.10 | 1.43664 | 1.43714 | 1.43544 | ||
330 | 2010.01.15 14:32 | sell | 124 | 0.10 | 1.43664 | 1.43714 | 1.43544 | ||
331 | 2010.01.15 14:40 | s/l | 124 | 0.10 | 1.43714 | 1.43714 | 1.43544 | -5.00 | 9969.96 |