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 | LSMAPeriod=11; Lots=0.01; ConsecOrders=10; slope=2; ProfitMade=10; LossLimit=40; KillLogging=false; | ||||
Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -35.31 | Gross profit | 15.47 | Gross loss | -50.78 |
Profit factor | 0.30 | Expected payoff | -0.28 | ||
Absolute drawdown | 35.64 | Maximal drawdown | 35.64 (0.36%) | Relative drawdown | 0.36% (35.64) |
Total trades | 126 | Short positions (won %) | 53 (43.40%) | Long positions (won %) | 73 (27.40%) |
Profit trades (% of total) | 43 (34.13%) | Loss trades (% of total) | 83 (65.87%) | ||
Largest | profit trade | 0.60 | loss trade | -0.90 | |
Average | profit trade | 0.36 | loss trade | -0.61 | |
Maximum | consecutive wins (profit in money) | 3 (1.80) | consecutive losses (loss in money) | 10 (-6.89) | |
Maximal | consecutive profit (count of wins) | 1.80 (3) | consecutive loss (count of losses) | -6.89 (10) | |
Average | consecutive wins | 1 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 01:00 | buy | 1 | 0.01 | 1.50373 | 1.50283 | 1.50433 | ||
2 | 2009.12.01 01:10 | close | 1 | 0.01 | 1.50319 | 1.50283 | 1.50433 | -0.54 | 9999.46 |
3 | 2009.12.01 02:00 | buy | 2 | 0.01 | 1.50121 | 1.50031 | 1.50181 | ||
4 | 2009.12.01 02:07 | close | 2 | 0.01 | 1.50072 | 1.50031 | 1.50181 | -0.49 | 9998.97 |
5 | 2009.12.01 03:00 | buy | 3 | 0.01 | 1.50185 | 1.50095 | 1.50245 | ||
6 | 2009.12.01 03:05 | close | 3 | 0.01 | 1.50139 | 1.50095 | 1.50245 | -0.46 | 9998.51 |
7 | 2009.12.01 04:00 | buy | 4 | 0.01 | 1.50184 | 1.50094 | 1.50244 | ||
8 | 2009.12.01 04:10 | close | 4 | 0.01 | 1.50127 | 1.50094 | 1.50244 | -0.57 | 9997.94 |
9 | 2009.12.01 05:00 | buy | 5 | 0.01 | 1.50166 | 1.50076 | 1.50226 | ||
10 | 2009.12.01 05:02 | s/l | 5 | 0.01 | 1.50076 | 1.50076 | 1.50226 | -0.90 | 9997.04 |
11 | 2009.12.01 06:00 | sell | 6 | 0.01 | 1.50102 | 1.50192 | 1.50042 | ||
12 | 2009.12.01 06:05 | close | 6 | 0.01 | 1.50066 | 1.50192 | 1.50042 | 0.36 | 9997.40 |
13 | 2009.12.01 07:00 | sell | 7 | 0.01 | 1.50001 | 1.50091 | 1.49941 | ||
14 | 2009.12.01 07:02 | close | 7 | 0.01 | 1.50070 | 1.50091 | 1.49941 | -0.69 | 9996.71 |
15 | 2009.12.01 08:00 | sell | 8 | 0.01 | 1.50198 | 1.50288 | 1.50138 | ||
16 | 2009.12.01 08:02 | close | 8 | 0.01 | 1.50242 | 1.50288 | 1.50138 | -0.44 | 9996.27 |
17 | 2009.12.01 09:00 | buy | 9 | 0.01 | 1.50295 | 1.50205 | 1.50355 | ||
18 | 2009.12.01 09:03 | t/p | 9 | 0.01 | 1.50355 | 1.50205 | 1.50355 | 0.60 | 9996.87 |
19 | 2009.12.01 10:00 | buy | 10 | 0.01 | 1.50705 | 1.50615 | 1.50765 | ||
20 | 2009.12.01 10:02 | close | 10 | 0.01 | 1.50621 | 1.50615 | 1.50765 | -0.84 | 9996.03 |
21 | 2009.12.01 11:00 | buy | 11 | 0.01 | 1.50636 | 1.50546 | 1.50696 | ||
22 | 2009.12.01 11:07 | close | 11 | 0.01 | 1.50588 | 1.50546 | 1.50696 | -0.48 | 9995.55 |
23 | 2009.12.03 01:00 | buy | 12 | 0.01 | 1.50693 | 1.50603 | 1.50753 | ||
24 | 2009.12.03 01:02 | close | 12 | 0.01 | 1.50648 | 1.50603 | 1.50753 | -0.45 | 9995.10 |
25 | 2009.12.03 02:00 | buy | 13 | 0.01 | 1.50806 | 1.50716 | 1.50866 | ||
26 | 2009.12.03 02:15 | close | 13 | 0.01 | 1.50820 | 1.50716 | 1.50866 | 0.14 | 9995.24 |
27 | 2009.12.03 03:00 | buy | 14 | 0.01 | 1.50811 | 1.50721 | 1.50871 | ||
28 | 2009.12.03 03:20 | close | 14 | 0.01 | 1.50832 | 1.50721 | 1.50871 | 0.21 | 9995.45 |
29 | 2009.12.03 04:00 | buy | 15 | 0.01 | 1.50902 | 1.50812 | 1.50962 | ||
30 | 2009.12.03 04:15 | close | 15 | 0.01 | 1.50929 | 1.50812 | 1.50962 | 0.27 | 9995.72 |
31 | 2009.12.03 05:00 | buy | 16 | 0.01 | 1.50952 | 1.50862 | 1.51012 | ||
32 | 2009.12.03 05:03 | close | 16 | 0.01 | 1.50893 | 1.50862 | 1.51012 | -0.59 | 9995.13 |
33 | 2009.12.03 06:00 | buy | 17 | 0.01 | 1.50894 | 1.50804 | 1.50954 | ||
34 | 2009.12.03 06:10 | close | 17 | 0.01 | 1.50853 | 1.50804 | 1.50954 | -0.41 | 9994.72 |
35 | 2009.12.03 07:00 | buy | 18 | 0.01 | 1.50829 | 1.50739 | 1.50889 | ||
36 | 2009.12.03 07:02 | close | 18 | 0.01 | 1.50780 | 1.50739 | 1.50889 | -0.49 | 9994.23 |
37 | 2009.12.03 08:00 | buy | 19 | 0.01 | 1.51089 | 1.50999 | 1.51149 | ||
38 | 2009.12.03 08:02 | close | 19 | 0.01 | 1.51038 | 1.50999 | 1.51149 | -0.51 | 9993.72 |
39 | 2009.12.03 09:00 | buy | 20 | 0.01 | 1.51180 | 1.51090 | 1.51240 | ||
40 | 2009.12.03 09:02 | s/l | 20 | 0.01 | 1.51090 | 1.51090 | 1.51240 | -0.90 | 9992.82 |
41 | 2009.12.03 10:00 | buy | 21 | 0.01 | 1.51114 | 1.51024 | 1.51174 | ||
42 | 2009.12.03 10:15 | close | 21 | 0.01 | 1.51051 | 1.51024 | 1.51174 | -0.63 | 9992.19 |
43 | 2009.12.03 11:00 | buy | 22 | 0.01 | 1.51192 | 1.51102 | 1.51252 | ||
44 | 2009.12.03 11:02 | close | 22 | 0.01 | 1.51152 | 1.51102 | 1.51252 | -0.40 | 9991.79 |
45 | 2009.12.04 05:00 | sell | 23 | 0.01 | 1.50588 | 1.50678 | 1.50528 | ||
46 | 2009.12.04 05:15 | close | 23 | 0.01 | 1.50574 | 1.50678 | 1.50528 | 0.14 | 9991.93 |
47 | 2009.12.04 07:00 | buy | 24 | 0.01 | 1.50527 | 1.50437 | 1.50587 | ||
48 | 2009.12.04 07:02 | close | 24 | 0.01 | 1.50467 | 1.50437 | 1.50587 | -0.60 | 9991.33 |
49 | 2009.12.04 08:00 | buy | 25 | 0.01 | 1.50719 | 1.50629 | 1.50779 | ||
50 | 2009.12.04 08:07 | close | 25 | 0.01 | 1.50674 | 1.50629 | 1.50779 | -0.45 | 9990.88 |
51 | 2009.12.04 09:00 | buy | 26 | 0.01 | 1.50872 | 1.50782 | 1.50932 | ||
52 | 2009.12.04 09:05 | close | 26 | 0.01 | 1.50821 | 1.50782 | 1.50932 | -0.51 | 9990.37 |
53 | 2009.12.04 10:00 | buy | 27 | 0.01 | 1.50696 | 1.50606 | 1.50756 | ||
54 | 2009.12.04 10:10 | close | 27 | 0.01 | 1.50654 | 1.50606 | 1.50756 | -0.42 | 9989.95 |
55 | 2009.12.04 12:00 | sell | 28 | 0.01 | 1.50605 | 1.50695 | 1.50545 | ||
56 | 2009.12.04 12:10 | close | 28 | 0.01 | 1.50647 | 1.50695 | 1.50545 | -0.42 | 9989.53 |
57 | 2009.12.04 13:00 | sell | 29 | 0.01 | 1.50622 | 1.50712 | 1.50562 | ||
58 | 2009.12.04 13:03 | s/l | 29 | 0.01 | 1.50712 | 1.50712 | 1.50562 | -0.90 | 9988.63 |
59 | 2009.12.04 14:00 | buy | 30 | 0.01 | 1.50726 | 1.50636 | 1.50786 | ||
60 | 2009.12.04 14:10 | close | 30 | 0.01 | 1.50768 | 1.50636 | 1.50786 | 0.42 | 9989.05 |
61 | 2009.12.04 15:00 | sell | 31 | 0.01 | 1.49426 | 1.49516 | 1.49366 | ||
62 | 2009.12.04 15:02 | t/p | 31 | 0.01 | 1.49366 | 1.49516 | 1.49366 | 0.60 | 9989.65 |
63 | 2009.12.04 16:00 | sell | 32 | 0.01 | 1.49491 | 1.49581 | 1.49431 | ||
64 | 2009.12.04 16:07 | close | 32 | 0.01 | 1.49539 | 1.49581 | 1.49431 | -0.48 | 9989.17 |
65 | 2009.12.04 17:00 | sell | 33 | 0.01 | 1.48879 | 1.48969 | 1.48819 | ||
66 | 2009.12.04 17:02 | s/l | 33 | 0.01 | 1.48969 | 1.48969 | 1.48819 | -0.90 | 9988.27 |
67 | 2009.12.04 18:00 | sell | 34 | 0.01 | 1.48825 | 1.48915 | 1.48765 | ||
68 | 2009.12.04 18:07 | close | 34 | 0.01 | 1.48805 | 1.48915 | 1.48765 | 0.20 | 9988.47 |
69 | 2009.12.04 19:00 | sell | 35 | 0.01 | 1.48878 | 1.48968 | 1.48818 | ||
70 | 2009.12.04 19:05 | close | 35 | 0.01 | 1.48867 | 1.48968 | 1.48818 | 0.11 | 9988.58 |
71 | 2009.12.04 20:00 | sell | 36 | 0.01 | 1.48353 | 1.48443 | 1.48293 | ||
72 | 2009.12.04 20:15 | close | 36 | 0.01 | 1.48405 | 1.48443 | 1.48293 | -0.52 | 9988.06 |
73 | 2009.12.04 21:00 | sell | 37 | 0.01 | 1.48248 | 1.48338 | 1.48188 | ||
74 | 2009.12.04 21:02 | close | 37 | 0.01 | 1.48292 | 1.48338 | 1.48188 | -0.44 | 9987.62 |
75 | 2009.12.04 22:00 | sell | 38 | 0.01 | 1.48448 | 1.48538 | 1.48388 | ||
76 | 2009.12.04 22:03 | close | 38 | 0.01 | 1.48514 | 1.48538 | 1.48388 | -0.66 | 9986.96 |
77 | 2009.12.07 09:00 | sell | 39 | 0.01 | 1.48752 | 1.48842 | 1.48692 | ||
78 | 2009.12.07 09:05 | close | 39 | 0.01 | 1.48722 | 1.48842 | 1.48692 | 0.30 | 9987.26 |
79 | 2009.12.07 10:00 | sell | 40 | 0.01 | 1.47670 | 1.47760 | 1.47610 | ||
80 | 2009.12.07 10:02 | close | 40 | 0.01 | 1.47620 | 1.47760 | 1.47610 | 0.50 | 9987.76 |
81 | 2009.12.07 11:00 | sell | 41 | 0.01 | 1.48037 | 1.48127 | 1.47977 | ||
82 | 2009.12.07 11:02 | close | 41 | 0.01 | 1.47982 | 1.48127 | 1.47977 | 0.55 | 9988.31 |
83 | 2009.12.07 12:00 | sell | 42 | 0.01 | 1.48080 | 1.48170 | 1.48020 | ||
84 | 2009.12.07 12:02 | close | 42 | 0.01 | 1.48147 | 1.48170 | 1.48020 | -0.67 | 9987.64 |
85 | 2009.12.07 13:00 | sell | 43 | 0.01 | 1.47956 | 1.48046 | 1.47896 | ||
86 | 2009.12.07 13:10 | close | 43 | 0.01 | 1.47933 | 1.48046 | 1.47896 | 0.23 | 9987.87 |
87 | 2009.12.07 14:00 | sell | 44 | 0.01 | 1.47916 | 1.48006 | 1.47856 | ||
88 | 2009.12.07 14:02 | close | 44 | 0.01 | 1.47861 | 1.48006 | 1.47856 | 0.55 | 9988.42 |
89 | 2009.12.07 15:00 | sell | 45 | 0.01 | 1.48006 | 1.48096 | 1.47946 | ||
90 | 2009.12.07 15:02 | close | 45 | 0.01 | 1.48068 | 1.48096 | 1.47946 | -0.62 | 9987.80 |
91 | 2009.12.07 16:00 | buy | 46 | 0.01 | 1.48121 | 1.48031 | 1.48181 | ||
92 | 2009.12.07 16:03 | s/l | 46 | 0.01 | 1.48031 | 1.48031 | 1.48181 | -0.90 | 9986.90 |
93 | 2009.12.07 17:00 | buy | 47 | 0.01 | 1.48305 | 1.48215 | 1.48365 | ||
94 | 2009.12.07 17:02 | close | 47 | 0.01 | 1.48263 | 1.48215 | 1.48365 | -0.42 | 9986.48 |
95 | 2009.12.07 18:00 | buy | 48 | 0.01 | 1.48217 | 1.48127 | 1.48277 | ||
96 | 2009.12.07 18:02 | close | 48 | 0.01 | 1.48173 | 1.48127 | 1.48277 | -0.44 | 9986.04 |
97 | 2009.12.07 19:00 | buy | 49 | 0.01 | 1.48501 | 1.48411 | 1.48561 | ||
98 | 2009.12.07 19:05 | close | 49 | 0.01 | 1.48544 | 1.48411 | 1.48561 | 0.43 | 9986.47 |
99 | 2009.12.09 02:00 | buy | 50 | 0.01 | 1.47123 | 1.47033 | 1.47183 | ||
100 | 2009.12.09 02:02 | s/l | 50 | 0.01 | 1.47033 | 1.47033 | 1.47183 | -0.90 | 9985.57 |
101 | 2009.12.09 03:00 | buy | 51 | 0.01 | 1.47236 | 1.47146 | 1.47296 | ||
102 | 2009.12.09 03:10 | close | 51 | 0.01 | 1.47257 | 1.47146 | 1.47296 | 0.21 | 9985.78 |
103 | 2009.12.09 04:00 | buy | 52 | 0.01 | 1.47353 | 1.47263 | 1.47413 | ||
104 | 2009.12.09 04:02 | close | 52 | 0.01 | 1.47267 | 1.47263 | 1.47413 | -0.86 | 9984.92 |
105 | 2009.12.09 05:00 | buy | 53 | 0.01 | 1.47345 | 1.47255 | 1.47405 | ||
106 | 2009.12.09 05:05 | close | 53 | 0.01 | 1.47299 | 1.47255 | 1.47405 | -0.46 | 9984.46 |
107 | 2009.12.09 06:00 | buy | 54 | 0.01 | 1.47252 | 1.47162 | 1.47312 | ||
108 | 2009.12.09 06:10 | close | 54 | 0.01 | 1.47278 | 1.47162 | 1.47312 | 0.26 | 9984.72 |
109 | 2009.12.09 07:00 | buy | 55 | 0.01 | 1.47324 | 1.47234 | 1.47384 | ||
110 | 2009.12.09 07:05 | close | 55 | 0.01 | 1.47260 | 1.47234 | 1.47384 | -0.64 | 9984.08 |
111 | 2009.12.09 08:00 | sell | 56 | 0.01 | 1.46986 | 1.47076 | 1.46926 | ||
112 | 2009.12.09 08:02 | close | 56 | 0.01 | 1.46966 | 1.47076 | 1.46926 | 0.20 | 9984.28 |
113 | 2009.12.09 09:00 | sell | 57 | 0.01 | 1.47139 | 1.47229 | 1.47079 | ||
114 | 2009.12.09 09:05 | close | 57 | 0.01 | 1.47190 | 1.47229 | 1.47079 | -0.51 | 9983.77 |
115 | 2009.12.09 10:00 | buy | 58 | 0.01 | 1.47455 | 1.47365 | 1.47515 | ||
116 | 2009.12.09 10:02 | t/p | 58 | 0.01 | 1.47515 | 1.47365 | 1.47515 | 0.60 | 9984.37 |
117 | 2009.12.09 11:00 | buy | 59 | 0.01 | 1.47566 | 1.47476 | 1.47626 | ||
118 | 2009.12.09 11:02 | close | 59 | 0.01 | 1.47520 | 1.47476 | 1.47626 | -0.46 | 9983.91 |
119 | 2009.12.09 12:00 | buy | 60 | 0.01 | 1.47687 | 1.47597 | 1.47747 | ||
120 | 2009.12.09 12:05 | close | 60 | 0.01 | 1.47633 | 1.47597 | 1.47747 | -0.54 | 9983.37 |
121 | 2009.12.21 08:00 | sell | 61 | 0.01 | 1.43340 | 1.43430 | 1.43280 | ||
122 | 2009.12.21 08:02 | t/p | 61 | 0.01 | 1.43280 | 1.43430 | 1.43280 | 0.60 | 9983.97 |
123 | 2009.12.21 09:00 | sell | 62 | 0.01 | 1.43236 | 1.43326 | 1.43176 | ||
124 | 2009.12.21 09:02 | close | 62 | 0.01 | 1.43278 | 1.43326 | 1.43176 | -0.42 | 9983.55 |
125 | 2009.12.21 10:00 | sell | 63 | 0.01 | 1.42914 | 1.43004 | 1.42854 | ||
126 | 2009.12.21 10:02 | close | 63 | 0.01 | 1.42891 | 1.43004 | 1.42854 | 0.23 | 9983.78 |
127 | 2009.12.21 11:00 | sell | 64 | 0.01 | 1.43210 | 1.43300 | 1.43150 | ||
128 | 2009.12.21 11:07 | close | 64 | 0.01 | 1.43195 | 1.43300 | 1.43150 | 0.15 | 9983.93 |
129 | 2009.12.21 12:00 | buy | 65 | 0.01 | 1.43405 | 1.43315 | 1.43465 | ||
130 | 2009.12.21 12:02 | close | 65 | 0.01 | 1.43328 | 1.43315 | 1.43465 | -0.77 | 9983.16 |
131 | 2009.12.21 13:00 | buy | 66 | 0.01 | 1.43449 | 1.43359 | 1.43509 | ||
132 | 2009.12.21 13:03 | t/p | 66 | 0.01 | 1.43509 | 1.43359 | 1.43509 | 0.60 | 9983.76 |
133 | 2009.12.21 14:00 | buy | 67 | 0.01 | 1.43611 | 1.43521 | 1.43671 | ||
134 | 2009.12.21 14:03 | t/p | 67 | 0.01 | 1.43671 | 1.43521 | 1.43671 | 0.60 | 9984.36 |
135 | 2009.12.21 15:00 | buy | 68 | 0.01 | 1.43571 | 1.43481 | 1.43631 | ||
136 | 2009.12.21 15:02 | t/p | 68 | 0.01 | 1.43631 | 1.43481 | 1.43631 | 0.60 | 9984.96 |
137 | 2009.12.21 16:00 | buy | 69 | 0.01 | 1.43360 | 1.43270 | 1.43420 | ||
138 | 2009.12.21 16:06 | close | 69 | 0.01 | 1.43319 | 1.43270 | 1.43420 | -0.41 | 9984.55 |
139 | 2009.12.21 17:00 | sell | 70 | 0.01 | 1.43120 | 1.43210 | 1.43060 | ||
140 | 2009.12.21 17:02 | close | 70 | 0.01 | 1.43174 | 1.43210 | 1.43060 | -0.54 | 9984.01 |
141 | 2009.12.21 18:00 | sell | 71 | 0.01 | 1.43177 | 1.43267 | 1.43117 | ||
142 | 2009.12.21 18:02 | s/l | 71 | 0.01 | 1.43267 | 1.43267 | 1.43117 | -0.90 | 9983.11 |
143 | 2009.12.23 10:00 | sell | 72 | 0.01 | 1.42531 | 1.42621 | 1.42471 | ||
144 | 2009.12.23 10:02 | close | 72 | 0.01 | 1.42478 | 1.42621 | 1.42471 | 0.53 | 9983.64 |
145 | 2009.12.23 11:00 | sell | 73 | 0.01 | 1.42453 | 1.42543 | 1.42393 | ||
146 | 2009.12.23 11:10 | close | 73 | 0.01 | 1.42522 | 1.42543 | 1.42393 | -0.69 | 9982.95 |
147 | 2009.12.23 12:00 | buy | 74 | 0.01 | 1.42587 | 1.42497 | 1.42647 | ||
148 | 2009.12.23 12:02 | s/l | 74 | 0.01 | 1.42497 | 1.42497 | 1.42647 | -0.90 | 9982.05 |
149 | 2009.12.23 13:00 | sell | 75 | 0.01 | 1.42498 | 1.42588 | 1.42438 | ||
150 | 2009.12.23 13:05 | close | 75 | 0.01 | 1.42548 | 1.42588 | 1.42438 | -0.50 | 9981.55 |
151 | 2009.12.23 14:00 | buy | 76 | 0.01 | 1.42834 | 1.42744 | 1.42894 | ||
152 | 2009.12.23 14:02 | t/p | 76 | 0.01 | 1.42894 | 1.42744 | 1.42894 | 0.60 | 9982.15 |
153 | 2009.12.23 15:00 | buy | 77 | 0.01 | 1.42833 | 1.42743 | 1.42893 | ||
154 | 2009.12.23 15:03 | close | 77 | 0.01 | 1.42782 | 1.42743 | 1.42893 | -0.51 | 9981.64 |
155 | 2009.12.23 16:00 | buy | 78 | 0.01 | 1.42823 | 1.42733 | 1.42883 | ||
156 | 2009.12.23 16:05 | close | 78 | 0.01 | 1.42854 | 1.42733 | 1.42883 | 0.31 | 9981.95 |
157 | 2009.12.23 17:00 | buy | 79 | 0.01 | 1.43356 | 1.43266 | 1.43416 | ||
158 | 2009.12.23 17:10 | close | 79 | 0.01 | 1.43291 | 1.43266 | 1.43416 | -0.65 | 9981.30 |
159 | 2009.12.23 18:00 | buy | 80 | 0.01 | 1.43415 | 1.43325 | 1.43475 | ||
160 | 2009.12.23 18:02 | close | 80 | 0.01 | 1.43350 | 1.43325 | 1.43475 | -0.65 | 9980.65 |
161 | 2009.12.23 19:00 | buy | 81 | 0.01 | 1.43527 | 1.43437 | 1.43587 | ||
162 | 2009.12.23 19:02 | close | 81 | 0.01 | 1.43441 | 1.43437 | 1.43587 | -0.86 | 9979.79 |
163 | 2009.12.23 20:00 | buy | 82 | 0.01 | 1.43510 | 1.43420 | 1.43570 | ||
164 | 2009.12.23 20:02 | close | 82 | 0.01 | 1.43427 | 1.43420 | 1.43570 | -0.83 | 9978.96 |
165 | 2009.12.24 00:00 | sell | 83 | 0.01 | 1.43284 | 1.43374 | 1.43224 | ||
166 | 2009.12.24 00:10 | close | 83 | 0.01 | 1.43342 | 1.43374 | 1.43224 | -0.58 | 9978.38 |
167 | 2009.12.24 01:00 | sell | 84 | 0.01 | 1.43349 | 1.43439 | 1.43289 | ||
168 | 2009.12.24 01:10 | close | 84 | 0.01 | 1.43396 | 1.43439 | 1.43289 | -0.47 | 9977.91 |
169 | 2009.12.24 02:00 | sell | 85 | 0.01 | 1.43348 | 1.43438 | 1.43288 | ||
170 | 2009.12.24 02:07 | close | 85 | 0.01 | 1.43330 | 1.43438 | 1.43288 | 0.18 | 9978.09 |
171 | 2009.12.24 03:00 | sell | 86 | 0.01 | 1.43430 | 1.43520 | 1.43370 | ||
172 | 2009.12.24 03:10 | close | 86 | 0.01 | 1.43500 | 1.43520 | 1.43370 | -0.70 | 9977.39 |
173 | 2009.12.24 04:00 | buy | 87 | 0.01 | 1.43550 | 1.43460 | 1.43610 | ||
174 | 2009.12.24 04:03 | close | 87 | 0.01 | 1.43498 | 1.43460 | 1.43610 | -0.52 | 9976.87 |
175 | 2009.12.24 05:00 | buy | 88 | 0.01 | 1.43426 | 1.43336 | 1.43486 | ||
176 | 2009.12.24 05:05 | close | 88 | 0.01 | 1.43384 | 1.43336 | 1.43486 | -0.42 | 9976.45 |
177 | 2009.12.24 06:00 | buy | 89 | 0.01 | 1.43388 | 1.43298 | 1.43448 | ||
178 | 2009.12.24 06:20 | close | 89 | 0.01 | 1.43416 | 1.43298 | 1.43448 | 0.28 | 9976.73 |
179 | 2009.12.24 07:00 | buy | 90 | 0.01 | 1.43460 | 1.43370 | 1.43520 | ||
180 | 2009.12.24 07:10 | close | 90 | 0.01 | 1.43493 | 1.43370 | 1.43520 | 0.33 | 9977.06 |
181 | 2009.12.24 08:00 | buy | 91 | 0.01 | 1.43616 | 1.43526 | 1.43676 | ||
182 | 2009.12.24 08:03 | close | 91 | 0.01 | 1.43631 | 1.43526 | 1.43676 | 0.15 | 9977.21 |
183 | 2009.12.24 09:00 | buy | 92 | 0.01 | 1.43676 | 1.43586 | 1.43736 | ||
184 | 2009.12.24 09:03 | close | 92 | 0.01 | 1.43600 | 1.43586 | 1.43736 | -0.76 | 9976.45 |
185 | 2009.12.24 10:00 | buy | 93 | 0.01 | 1.43603 | 1.43513 | 1.43663 | ||
186 | 2009.12.24 10:02 | close | 93 | 0.01 | 1.43552 | 1.43513 | 1.43663 | -0.51 | 9975.94 |
187 | 2009.12.30 02:00 | sell | 94 | 0.01 | 1.43239 | 1.43329 | 1.43179 | ||
188 | 2009.12.30 02:03 | close | 94 | 0.01 | 1.43320 | 1.43329 | 1.43179 | -0.81 | 9975.13 |
189 | 2009.12.30 03:00 | sell | 95 | 0.01 | 1.43166 | 1.43256 | 1.43106 | ||
190 | 2009.12.30 03:07 | close | 95 | 0.01 | 1.43206 | 1.43256 | 1.43106 | -0.40 | 9974.73 |
191 | 2009.12.30 04:00 | sell | 96 | 0.01 | 1.43109 | 1.43199 | 1.43049 | ||
192 | 2009.12.30 04:07 | close | 96 | 0.01 | 1.43097 | 1.43199 | 1.43049 | 0.12 | 9974.85 |
193 | 2009.12.30 05:00 | sell | 97 | 0.01 | 1.43171 | 1.43261 | 1.43111 | ||
194 | 2009.12.30 05:05 | close | 97 | 0.01 | 1.43213 | 1.43261 | 1.43111 | -0.42 | 9974.43 |
195 | 2009.12.30 06:00 | sell | 98 | 0.01 | 1.43174 | 1.43264 | 1.43114 | ||
196 | 2009.12.30 06:05 | close | 98 | 0.01 | 1.43219 | 1.43264 | 1.43114 | -0.45 | 9973.98 |
197 | 2009.12.30 07:00 | buy | 99 | 0.01 | 1.43270 | 1.43180 | 1.43330 | ||
198 | 2009.12.30 07:10 | t/p | 99 | 0.01 | 1.43330 | 1.43180 | 1.43330 | 0.60 | 9974.58 |
199 | 2009.12.30 08:00 | buy | 100 | 0.01 | 1.43425 | 1.43335 | 1.43485 | ||
200 | 2009.12.30 08:02 | close | 100 | 0.01 | 1.43366 | 1.43335 | 1.43485 | -0.59 | 9973.99 |
201 | 2009.12.30 09:00 | buy | 101 | 0.01 | 1.43575 | 1.43485 | 1.43635 | ||
202 | 2009.12.30 09:07 | close | 101 | 0.01 | 1.43590 | 1.43485 | 1.43635 | 0.15 | 9974.14 |
203 | 2009.12.30 10:00 | buy | 102 | 0.01 | 1.43479 | 1.43389 | 1.43539 | ||
204 | 2009.12.30 10:02 | close | 102 | 0.01 | 1.43422 | 1.43389 | 1.43539 | -0.57 | 9973.57 |
205 | 2009.12.30 11:00 | buy | 103 | 0.01 | 1.43533 | 1.43443 | 1.43593 | ||
206 | 2009.12.30 11:02 | close | 103 | 0.01 | 1.43586 | 1.43443 | 1.43593 | 0.53 | 9974.10 |
207 | 2009.12.30 12:00 | buy | 104 | 0.01 | 1.43597 | 1.43507 | 1.43657 | ||
208 | 2009.12.30 12:10 | close | 104 | 0.01 | 1.43530 | 1.43507 | 1.43657 | -0.67 | 9973.43 |
209 | 2010.01.12 21:00 | sell | 105 | 0.01 | 1.44973 | 1.45063 | 1.44913 | ||
210 | 2010.01.12 21:10 | close | 105 | 0.01 | 1.44952 | 1.45063 | 1.44913 | 0.21 | 9973.64 |
211 | 2010.01.12 22:00 | sell | 106 | 0.01 | 1.44888 | 1.44978 | 1.44828 | ||
212 | 2010.01.12 22:05 | close | 106 | 0.01 | 1.44930 | 1.44978 | 1.44828 | -0.42 | 9973.22 |
213 | 2010.01.12 23:00 | sell | 107 | 0.01 | 1.44848 | 1.44938 | 1.44788 | ||
214 | 2010.01.12 23:02 | close | 107 | 0.01 | 1.44925 | 1.44938 | 1.44788 | -0.77 | 9972.45 |
215 | 2010.01.13 00:00 | sell | 108 | 0.01 | 1.44920 | 1.45010 | 1.44860 | ||
216 | 2010.01.13 00:10 | close | 108 | 0.01 | 1.44895 | 1.45010 | 1.44860 | 0.25 | 9972.70 |
217 | 2010.01.13 01:00 | sell | 109 | 0.01 | 1.44757 | 1.44847 | 1.44697 | ||
218 | 2010.01.13 01:02 | close | 109 | 0.01 | 1.44711 | 1.44847 | 1.44697 | 0.46 | 9973.16 |
219 | 2010.01.13 02:00 | sell | 110 | 0.01 | 1.44680 | 1.44770 | 1.44620 | ||
220 | 2010.01.13 02:02 | close | 110 | 0.01 | 1.44740 | 1.44770 | 1.44620 | -0.60 | 9972.56 |
221 | 2010.01.13 03:00 | sell | 111 | 0.01 | 1.44763 | 1.44853 | 1.44703 | ||
222 | 2010.01.13 03:02 | close | 111 | 0.01 | 1.44745 | 1.44853 | 1.44703 | 0.18 | 9972.74 |
223 | 2010.01.13 04:00 | buy | 112 | 0.01 | 1.44766 | 1.44676 | 1.44826 | ||
224 | 2010.01.13 04:02 | s/l | 112 | 0.01 | 1.44676 | 1.44676 | 1.44826 | -0.90 | 9971.84 |
225 | 2010.01.13 05:00 | buy | 113 | 0.01 | 1.44821 | 1.44731 | 1.44881 | ||
226 | 2010.01.13 05:07 | close | 113 | 0.01 | 1.44779 | 1.44731 | 1.44881 | -0.42 | 9971.42 |
227 | 2010.01.13 06:00 | buy | 114 | 0.01 | 1.44906 | 1.44816 | 1.44966 | ||
228 | 2010.01.13 06:15 | close | 114 | 0.01 | 1.44842 | 1.44816 | 1.44966 | -0.64 | 9970.78 |
229 | 2010.01.13 07:00 | buy | 115 | 0.01 | 1.44884 | 1.44794 | 1.44944 | ||
230 | 2010.01.13 07:02 | close | 115 | 0.01 | 1.44814 | 1.44794 | 1.44944 | -0.70 | 9970.08 |
231 | 2010.01.13 11:00 | buy | 116 | 0.01 | 1.45031 | 1.44941 | 1.45091 | ||
232 | 2010.01.13 11:02 | s/l | 116 | 0.01 | 1.44941 | 1.44941 | 1.45091 | -0.90 | 9969.18 |
233 | 2010.01.13 12:00 | buy | 117 | 0.01 | 1.45183 | 1.45093 | 1.45243 | ||
234 | 2010.01.13 12:07 | close | 117 | 0.01 | 1.45124 | 1.45093 | 1.45243 | -0.59 | 9968.59 |
235 | 2010.01.13 13:00 | buy | 118 | 0.01 | 1.45486 | 1.45396 | 1.45546 | ||
236 | 2010.01.13 13:07 | close | 118 | 0.01 | 1.45424 | 1.45396 | 1.45546 | -0.62 | 9967.97 |
237 | 2010.01.13 14:00 | buy | 119 | 0.01 | 1.45661 | 1.45571 | 1.45721 | ||
238 | 2010.01.13 14:02 | close | 119 | 0.01 | 1.45601 | 1.45571 | 1.45721 | -0.60 | 9967.37 |
239 | 2010.01.13 15:00 | buy | 120 | 0.01 | 1.45744 | 1.45654 | 1.45804 | ||
240 | 2010.01.13 15:03 | s/l | 120 | 0.01 | 1.45654 | 1.45654 | 1.45804 | -0.90 | 9966.47 |
241 | 2010.01.13 16:00 | buy | 121 | 0.01 | 1.45537 | 1.45447 | 1.45597 | ||
242 | 2010.01.13 16:02 | close | 121 | 0.01 | 1.45475 | 1.45447 | 1.45597 | -0.62 | 9965.85 |
243 | 2010.01.13 17:00 | sell | 122 | 0.01 | 1.45078 | 1.45168 | 1.45018 | ||
244 | 2010.01.13 17:03 | t/p | 122 | 0.01 | 1.45018 | 1.45168 | 1.45018 | 0.60 | 9966.45 |
245 | 2010.01.13 18:00 | sell | 123 | 0.01 | 1.44908 | 1.44998 | 1.44848 | ||
246 | 2010.01.13 18:05 | close | 123 | 0.01 | 1.44970 | 1.44998 | 1.44848 | -0.62 | 9965.83 |
247 | 2010.01.13 19:00 | sell | 124 | 0.01 | 1.45042 | 1.45132 | 1.44982 | ||
248 | 2010.01.13 19:02 | close | 124 | 0.01 | 1.45112 | 1.45132 | 1.44982 | -0.70 | 9965.13 |
249 | 2010.01.13 20:00 | sell | 125 | 0.01 | 1.45037 | 1.45127 | 1.44977 | ||
250 | 2010.01.13 20:02 | close | 125 | 0.01 | 1.45114 | 1.45127 | 1.44977 | -0.77 | 9964.36 |
251 | 2010.01.13 21:00 | sell | 126 | 0.01 | 1.45117 | 1.45207 | 1.45057 | ||
252 | 2010.01.13 21:02 | close | 126 | 0.01 | 1.45084 | 1.45207 | 1.45057 | 0.33 | 9964.69 |