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; LengthSession1=4; BeginSession2=10; LengthSession2=4; Lots=0.1; LocalTimeZone=1; DestTimeZone=1; ClsOnlUnprTX=1; ProtectYourInvestments=1; Type_TS_Calc=1; FactorTSCalculation=0.5; | ||||
Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 38.80 | Gross profit | 314.00 | Gross loss | -275.20 |
Profit factor | 1.14 | Expected payoff | 0.45 | ||
Absolute drawdown | 14.10 | Maximal drawdown | 54.70 (0.54%) | Relative drawdown | 0.54% (54.70) |
Total trades | 87 | Short positions (won %) | 50 (48.00%) | Long positions (won %) | 37 (43.24%) |
Profit trades (% of total) | 40 (45.98%) | Loss trades (% of total) | 47 (54.02%) | ||
Largest | profit trade | 9.40 | loss trade | -6.10 | |
Average | profit trade | 7.85 | loss trade | -5.86 | |
Maximum | consecutive wins (profit in money) | 5 (40.00) | consecutive losses (loss in money) | 6 (-29.10) | |
Maximal | consecutive profit (count of wins) | 40.00 (5) | consecutive loss (count of losses) | -29.10 (6) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 10:00 | buy | 1 | 0.10 | 1.50684 | 1.50623 | 1.50763 | ||
2 | 2009.12.01 10:00 | sell stop | 2 | 0.10 | 1.49886 | 1.49946 | 1.49806 | ||
3 | 2009.12.01 10:02 | s/l | 1 | 0.10 | 1.50623 | 1.50623 | 1.50763 | -6.10 | 9993.90 |
4 | 2009.12.01 14:00 | buy stop | 3 | 0.10 | 1.50819 | 1.50759 | 1.50899 | ||
5 | 2009.12.01 14:00 | sell stop | 4 | 0.10 | 1.50583 | 1.50643 | 1.50503 | ||
6 | 2009.12.01 14:15 | buy | 3 | 0.10 | 1.50819 | 1.50759 | 1.50899 | ||
7 | 2009.12.01 14:20 | t/p | 3 | 0.10 | 1.50899 | 1.50759 | 1.50899 | 8.00 | 10001.90 |
8 | 2009.12.01 23:59 | expiration | 2 | 0.10 | 1.49886 | 1.49946 | 1.49806 | ||
9 | 2009.12.01 23:59 | expiration | 4 | 0.10 | 1.50583 | 1.50643 | 1.50503 | ||
10 | 2009.12.02 10:00 | buy stop | 5 | 0.10 | 1.51092 | 1.51032 | 1.51172 | ||
11 | 2009.12.02 10:00 | sell stop | 6 | 0.10 | 1.50637 | 1.50697 | 1.50557 | ||
12 | 2009.12.02 11:20 | buy | 5 | 0.10 | 1.51092 | 1.51032 | 1.51172 | ||
13 | 2009.12.02 11:27 | s/l | 5 | 0.10 | 1.51032 | 1.51032 | 1.51172 | -6.00 | 9995.90 |
14 | 2009.12.02 14:00 | buy stop | 7 | 0.10 | 1.51093 | 1.51033 | 1.51173 | ||
15 | 2009.12.02 14:00 | sell stop | 8 | 0.10 | 1.50800 | 1.50860 | 1.50720 | ||
16 | 2009.12.02 14:40 | sell | 8 | 0.10 | 1.50800 | 1.50860 | 1.50720 | ||
17 | 2009.12.02 14:46 | t/p | 8 | 0.10 | 1.50720 | 1.50860 | 1.50720 | 8.00 | 10003.90 |
18 | 2009.12.02 15:02 | sell | 6 | 0.10 | 1.50637 | 1.50697 | 1.50557 | ||
19 | 2009.12.02 15:10 | s/l | 6 | 0.10 | 1.50697 | 1.50697 | 1.50557 | -6.00 | 9997.90 |
20 | 2009.12.02 23:59 | expiration | 7 | 0.10 | 1.51093 | 1.51033 | 1.51173 | ||
21 | 2009.12.03 10:00 | buy stop | 9 | 0.10 | 1.51281 | 1.51221 | 1.51361 | ||
22 | 2009.12.03 10:00 | sell stop | 10 | 0.10 | 1.50761 | 1.50821 | 1.50681 | ||
23 | 2009.12.03 11:20 | buy | 9 | 0.10 | 1.51281 | 1.51221 | 1.51361 | ||
24 | 2009.12.03 11:45 | s/l | 9 | 0.10 | 1.51221 | 1.51221 | 1.51361 | -6.00 | 9991.90 |
25 | 2009.12.03 14:00 | buy stop | 11 | 0.10 | 1.51332 | 1.51272 | 1.51412 | ||
26 | 2009.12.03 14:00 | sell stop | 12 | 0.10 | 1.51120 | 1.51180 | 1.51040 | ||
27 | 2009.12.03 14:32 | buy | 11 | 0.10 | 1.51332 | 1.51272 | 1.51412 | ||
28 | 2009.12.03 14:40 | s/l | 11 | 0.10 | 1.51272 | 1.51272 | 1.51412 | -6.00 | 9985.90 |
29 | 2009.12.03 14:45 | sell | 12 | 0.10 | 1.51120 | 1.51180 | 1.51040 | ||
30 | 2009.12.03 14:50 | t/p | 12 | 0.10 | 1.51040 | 1.51180 | 1.51040 | 8.00 | 9993.90 |
31 | 2009.12.03 15:20 | sell | 10 | 0.10 | 1.50761 | 1.50821 | 1.50681 | ||
32 | 2009.12.03 15:25 | t/p | 10 | 0.10 | 1.50681 | 1.50821 | 1.50681 | 8.00 | 10001.90 |
33 | 2009.12.04 10:00 | buy stop | 13 | 0.10 | 1.50911 | 1.50851 | 1.50991 | ||
34 | 2009.12.04 10:00 | sell stop | 14 | 0.10 | 1.50453 | 1.50513 | 1.50373 | ||
35 | 2009.12.04 14:00 | buy stop | 15 | 0.10 | 1.50773 | 1.50713 | 1.50853 | ||
36 | 2009.12.04 14:00 | sell stop | 16 | 0.10 | 1.50571 | 1.50631 | 1.50491 | ||
37 | 2009.12.04 14:10 | buy | 15 | 0.10 | 1.50773 | 1.50713 | 1.50853 | ||
38 | 2009.12.04 14:13 | s/l | 15 | 0.10 | 1.50713 | 1.50713 | 1.50853 | -6.00 | 9995.90 |
39 | 2009.12.04 14:20 | sell | 16 | 0.10 | 1.50571 | 1.50631 | 1.50491 | ||
40 | 2009.12.04 14:26 | t/p | 16 | 0.10 | 1.50491 | 1.50631 | 1.50491 | 8.00 | 10003.90 |
41 | 2009.12.04 14:26 | sell | 14 | 0.10 | 1.50453 | 1.50513 | 1.50373 | ||
42 | 2009.12.04 14:32 | s/l | 14 | 0.10 | 1.50513 | 1.50513 | 1.50373 | -6.00 | 9997.90 |
43 | 2009.12.07 00:00 | expiration | 13 | 0.10 | 1.50911 | 1.50851 | 1.50991 | ||
44 | 2009.12.07 10:00 | buy stop | 17 | 0.10 | 1.49023 | 1.48963 | 1.49103 | ||
45 | 2009.12.07 10:00 | sell | 18 | 0.10 | 1.47670 | 1.47724 | 1.47584 | ||
46 | 2009.12.07 10:07 | t/p | 18 | 0.10 | 1.47584 | 1.47724 | 1.47584 | 8.60 | 10006.50 |
47 | 2009.12.07 14:00 | buy stop | 19 | 0.10 | 1.48311 | 1.48251 | 1.48391 | ||
48 | 2009.12.07 14:00 | sell stop | 20 | 0.10 | 1.47791 | 1.47851 | 1.47711 | ||
49 | 2009.12.07 16:26 | buy | 19 | 0.10 | 1.48311 | 1.48251 | 1.48391 | ||
50 | 2009.12.07 16:32 | t/p | 19 | 0.10 | 1.48391 | 1.48251 | 1.48391 | 8.00 | 10014.50 |
51 | 2009.12.07 23:59 | expiration | 17 | 0.10 | 1.49023 | 1.48963 | 1.49103 | ||
52 | 2009.12.07 23:59 | expiration | 20 | 0.10 | 1.47791 | 1.47851 | 1.47711 | ||
53 | 2009.12.08 10:00 | buy stop | 21 | 0.10 | 1.48544 | 1.48484 | 1.48624 | ||
54 | 2009.12.08 10:00 | sell stop | 22 | 0.10 | 1.47807 | 1.47867 | 1.47727 | ||
55 | 2009.12.08 11:15 | buy | 21 | 0.10 | 1.48544 | 1.48484 | 1.48624 | ||
56 | 2009.12.08 11:20 | t/p | 21 | 0.10 | 1.48624 | 1.48484 | 1.48624 | 8.00 | 10022.50 |
57 | 2009.12.08 13:02 | sell | 22 | 0.10 | 1.47807 | 1.47867 | 1.47727 | ||
58 | 2009.12.08 13:10 | s/l | 22 | 0.10 | 1.47867 | 1.47867 | 1.47727 | -6.00 | 10016.50 |
59 | 2009.12.08 14:00 | buy stop | 23 | 0.10 | 1.48636 | 1.48576 | 1.48716 | ||
60 | 2009.12.08 14:00 | sell stop | 24 | 0.10 | 1.47732 | 1.47792 | 1.47652 | ||
61 | 2009.12.08 14:10 | sell | 24 | 0.10 | 1.47732 | 1.47792 | 1.47652 | ||
62 | 2009.12.08 14:15 | t/p | 24 | 0.10 | 1.47652 | 1.47792 | 1.47652 | 8.00 | 10024.50 |
63 | 2009.12.08 23:59 | expiration | 23 | 0.10 | 1.48636 | 1.48576 | 1.48716 | ||
64 | 2009.12.09 10:00 | buy stop | 25 | 0.10 | 1.47503 | 1.47443 | 1.47583 | ||
65 | 2009.12.09 10:00 | sell stop | 26 | 0.10 | 1.46902 | 1.46962 | 1.46822 | ||
66 | 2009.12.09 10:02 | buy | 25 | 0.10 | 1.47503 | 1.47443 | 1.47583 | ||
67 | 2009.12.09 10:07 | t/p | 25 | 0.10 | 1.47583 | 1.47443 | 1.47583 | 8.00 | 10032.50 |
68 | 2009.12.09 14:00 | buy stop | 27 | 0.10 | 1.47822 | 1.47762 | 1.47902 | ||
69 | 2009.12.09 14:00 | sell stop | 28 | 0.10 | 1.47173 | 1.47233 | 1.47093 | ||
70 | 2009.12.09 15:15 | sell | 28 | 0.10 | 1.47173 | 1.47233 | 1.47093 | ||
71 | 2009.12.09 15:20 | t/p | 28 | 0.10 | 1.47093 | 1.47233 | 1.47093 | 8.00 | 10040.50 |
72 | 2009.12.09 18:20 | sell | 26 | 0.10 | 1.46902 | 1.46962 | 1.46822 | ||
73 | 2009.12.09 18:27 | s/l | 26 | 0.10 | 1.46962 | 1.46962 | 1.46822 | -6.00 | 10034.50 |
74 | 2009.12.09 23:59 | expiration | 27 | 0.10 | 1.47822 | 1.47762 | 1.47902 | ||
75 | 2009.12.10 10:00 | buy stop | 29 | 0.10 | 1.47367 | 1.47307 | 1.47447 | ||
76 | 2009.12.10 10:00 | sell stop | 30 | 0.10 | 1.46847 | 1.46907 | 1.46767 | ||
77 | 2009.12.10 11:20 | buy | 29 | 0.10 | 1.47367 | 1.47307 | 1.47447 | ||
78 | 2009.12.10 11:27 | s/l | 29 | 0.10 | 1.47307 | 1.47307 | 1.47447 | -6.00 | 10028.50 |
79 | 2009.12.10 14:00 | buy stop | 31 | 0.10 | 1.47483 | 1.47423 | 1.47563 | ||
80 | 2009.12.10 14:00 | sell stop | 32 | 0.10 | 1.47109 | 1.47169 | 1.47029 | ||
81 | 2009.12.10 14:50 | buy | 31 | 0.10 | 1.47483 | 1.47423 | 1.47563 | ||
82 | 2009.12.10 14:57 | s/l | 31 | 0.10 | 1.47423 | 1.47423 | 1.47563 | -6.00 | 10022.50 |
83 | 2009.12.10 16:20 | sell | 32 | 0.10 | 1.47109 | 1.47169 | 1.47029 | ||
84 | 2009.12.10 16:27 | s/l | 32 | 0.10 | 1.47169 | 1.47169 | 1.47029 | -6.00 | 10016.50 |
85 | 2009.12.10 23:59 | expiration | 30 | 0.10 | 1.46847 | 1.46907 | 1.46767 | ||
86 | 2009.12.11 10:00 | buy stop | 33 | 0.10 | 1.47511 | 1.47451 | 1.47591 | ||
87 | 2009.12.11 10:00 | sell stop | 34 | 0.10 | 1.47142 | 1.47202 | 1.47062 | ||
88 | 2009.12.11 10:15 | buy | 33 | 0.10 | 1.47511 | 1.47451 | 1.47591 | ||
89 | 2009.12.11 10:32 | t/p | 33 | 0.10 | 1.47591 | 1.47451 | 1.47591 | 8.00 | 10024.50 |
90 | 2009.12.11 14:00 | buy stop | 35 | 0.10 | 1.47760 | 1.47700 | 1.47840 | ||
91 | 2009.12.11 14:00 | sell stop | 36 | 0.10 | 1.47492 | 1.47552 | 1.47412 | ||
92 | 2009.12.11 14:43 | sell | 36 | 0.10 | 1.47492 | 1.47552 | 1.47412 | ||
93 | 2009.12.11 14:50 | t/p | 36 | 0.10 | 1.47412 | 1.47552 | 1.47412 | 8.00 | 10032.50 |
94 | 2009.12.11 14:59 | sell | 34 | 0.10 | 1.47142 | 1.47202 | 1.47062 | ||
95 | 2009.12.11 15:00 | modify | 34 | 0.10 | 1.47142 | 1.47142 | 1.47062 | ||
96 | 2009.12.11 15:06 | t/p | 34 | 0.10 | 1.47062 | 1.47142 | 1.47062 | 8.00 | 10040.50 |
97 | 2009.12.14 00:00 | expiration | 35 | 0.10 | 1.47760 | 1.47700 | 1.47840 | ||
98 | 2009.12.14 10:00 | buy stop | 37 | 0.10 | 1.46853 | 1.46793 | 1.46933 | ||
99 | 2009.12.14 10:00 | sell stop | 38 | 0.10 | 1.46462 | 1.46522 | 1.46382 | ||
100 | 2009.12.14 11:40 | sell | 38 | 0.10 | 1.46462 | 1.46522 | 1.46382 | ||
101 | 2009.12.14 11:45 | t/p | 38 | 0.10 | 1.46382 | 1.46522 | 1.46382 | 8.00 | 10048.50 |
102 | 2009.12.14 14:00 | buy stop | 39 | 0.10 | 1.46722 | 1.46662 | 1.46802 | ||
103 | 2009.12.14 14:00 | sell stop | 40 | 0.10 | 1.46158 | 1.46218 | 1.46078 | ||
104 | 2009.12.14 23:59 | expiration | 37 | 0.10 | 1.46853 | 1.46793 | 1.46933 | ||
105 | 2009.12.14 23:59 | expiration | 39 | 0.10 | 1.46722 | 1.46662 | 1.46802 | ||
106 | 2009.12.14 23:59 | expiration | 40 | 0.10 | 1.46158 | 1.46218 | 1.46078 | ||
107 | 2009.12.15 10:00 | buy stop | 41 | 0.10 | 1.46472 | 1.46412 | 1.46552 | ||
108 | 2009.12.15 10:00 | sell stop | 42 | 0.10 | 1.45507 | 1.45567 | 1.45427 | ||
109 | 2009.12.15 10:20 | sell | 42 | 0.10 | 1.45507 | 1.45567 | 1.45427 | ||
110 | 2009.12.15 10:27 | t/p | 42 | 0.10 | 1.45427 | 1.45567 | 1.45427 | 8.00 | 10056.50 |
111 | 2009.12.15 14:00 | buy stop | 43 | 0.10 | 1.45564 | 1.45504 | 1.45644 | ||
112 | 2009.12.15 14:00 | sell stop | 44 | 0.10 | 1.45233 | 1.45293 | 1.45153 | ||
113 | 2009.12.15 14:37 | sell | 44 | 0.10 | 1.45233 | 1.45293 | 1.45153 | ||
114 | 2009.12.15 14:40 | s/l | 44 | 0.10 | 1.45293 | 1.45293 | 1.45153 | -6.00 | 10050.50 |
115 | 2009.12.15 15:15 | buy | 43 | 0.10 | 1.45564 | 1.45504 | 1.45644 | ||
116 | 2009.12.15 15:59 | s/l | 43 | 0.10 | 1.45504 | 1.45504 | 1.45644 | -6.00 | 10044.50 |
117 | 2009.12.15 23:59 | expiration | 41 | 0.10 | 1.46472 | 1.46412 | 1.46552 | ||
118 | 2009.12.16 10:00 | buy stop | 45 | 0.10 | 1.45604 | 1.45544 | 1.45684 | ||
119 | 2009.12.16 10:00 | sell stop | 46 | 0.10 | 1.45094 | 1.45154 | 1.45014 | ||
120 | 2009.12.16 11:15 | buy | 45 | 0.10 | 1.45604 | 1.45544 | 1.45684 | ||
121 | 2009.12.16 11:45 | s/l | 45 | 0.10 | 1.45544 | 1.45544 | 1.45684 | -6.00 | 10038.50 |
122 | 2009.12.16 14:00 | buy stop | 47 | 0.10 | 1.45840 | 1.45780 | 1.45920 | ||
123 | 2009.12.16 14:00 | sell stop | 48 | 0.10 | 1.45481 | 1.45541 | 1.45401 | ||
124 | 2009.12.16 14:20 | sell | 48 | 0.10 | 1.45481 | 1.45541 | 1.45401 | ||
125 | 2009.12.16 14:32 | t/p | 48 | 0.10 | 1.45401 | 1.45541 | 1.45401 | 8.00 | 10046.50 |
126 | 2009.12.16 15:50 | buy | 47 | 0.10 | 1.45840 | 1.45780 | 1.45920 | ||
127 | 2009.12.16 15:57 | s/l | 47 | 0.10 | 1.45780 | 1.45780 | 1.45920 | -6.00 | 10040.50 |
128 | 2009.12.16 20:50 | sell | 46 | 0.10 | 1.45094 | 1.45154 | 1.45014 | ||
129 | 2009.12.16 20:57 | s/l | 46 | 0.10 | 1.45154 | 1.45154 | 1.45014 | -6.00 | 10034.50 |
130 | 2009.12.17 10:00 | buy stop | 49 | 0.10 | 1.44193 | 1.44133 | 1.44273 | ||
131 | 2009.12.17 10:00 | sell stop | 50 | 0.10 | 1.43861 | 1.43921 | 1.43781 | ||
132 | 2009.12.17 10:02 | sell | 50 | 0.10 | 1.43861 | 1.43921 | 1.43781 | ||
133 | 2009.12.17 10:07 | t/p | 50 | 0.10 | 1.43781 | 1.43921 | 1.43781 | 8.00 | 10042.50 |
134 | 2009.12.17 14:00 | buy stop | 51 | 0.10 | 1.43712 | 1.43652 | 1.43792 | ||
135 | 2009.12.17 14:00 | sell stop | 52 | 0.10 | 1.43272 | 1.43332 | 1.43192 | ||
136 | 2009.12.17 15:20 | buy | 51 | 0.10 | 1.43712 | 1.43652 | 1.43792 | ||
137 | 2009.12.17 15:27 | s/l | 51 | 0.10 | 1.43652 | 1.43652 | 1.43792 | -6.00 | 10036.50 |
138 | 2009.12.17 17:45 | sell | 52 | 0.10 | 1.43272 | 1.43332 | 1.43192 | ||
139 | 2009.12.17 17:50 | t/p | 52 | 0.10 | 1.43192 | 1.43332 | 1.43192 | 8.00 | 10044.50 |
140 | 2009.12.17 23:59 | expiration | 49 | 0.10 | 1.44193 | 1.44133 | 1.44273 | ||
141 | 2009.12.18 10:00 | buy stop | 53 | 0.10 | 1.44023 | 1.43963 | 1.44103 | ||
142 | 2009.12.18 10:00 | sell stop | 54 | 0.10 | 1.43482 | 1.43542 | 1.43402 | ||
143 | 2009.12.18 10:50 | buy | 53 | 0.10 | 1.44023 | 1.43963 | 1.44103 | ||
144 | 2009.12.18 10:57 | s/l | 53 | 0.10 | 1.43963 | 1.43963 | 1.44103 | -6.00 | 10038.50 |
145 | 2009.12.18 13:20 | sell | 54 | 0.10 | 1.43482 | 1.43542 | 1.43402 | ||
146 | 2009.12.18 13:27 | s/l | 54 | 0.10 | 1.43542 | 1.43542 | 1.43402 | -6.00 | 10032.50 |
147 | 2009.12.18 14:00 | buy stop | 55 | 0.10 | 1.44017 | 1.43957 | 1.44097 | ||
148 | 2009.12.18 14:00 | sell stop | 56 | 0.10 | 1.43321 | 1.43381 | 1.43241 | ||
149 | 2009.12.18 14:07 | sell | 56 | 0.10 | 1.43321 | 1.43381 | 1.43241 | ||
150 | 2009.12.18 14:10 | s/l | 56 | 0.10 | 1.43381 | 1.43381 | 1.43241 | -6.00 | 10026.50 |
151 | 2009.12.21 00:00 | expiration | 55 | 0.10 | 1.44017 | 1.43957 | 1.44097 | ||
152 | 2009.12.21 10:00 | buy stop | 57 | 0.10 | 1.43471 | 1.43411 | 1.43551 | ||
153 | 2009.12.21 10:00 | sell stop | 58 | 0.10 | 1.42794 | 1.42854 | 1.42714 | ||
154 | 2009.12.21 13:03 | buy | 57 | 0.10 | 1.43471 | 1.43411 | 1.43551 | ||
155 | 2009.12.21 13:10 | t/p | 57 | 0.10 | 1.43551 | 1.43411 | 1.43551 | 8.00 | 10034.50 |
156 | 2009.12.21 14:00 | buy stop | 59 | 0.10 | 1.43701 | 1.43641 | 1.43781 | ||
157 | 2009.12.21 14:00 | sell stop | 60 | 0.10 | 1.43162 | 1.43222 | 1.43082 | ||
158 | 2009.12.21 14:03 | buy | 59 | 0.10 | 1.43701 | 1.43641 | 1.43781 | ||
159 | 2009.12.21 14:20 | s/l | 59 | 0.10 | 1.43641 | 1.43641 | 1.43781 | -6.00 | 10028.50 |
160 | 2009.12.21 16:26 | sell | 60 | 0.10 | 1.43162 | 1.43222 | 1.43082 | ||
161 | 2009.12.21 16:50 | s/l | 60 | 0.10 | 1.43222 | 1.43222 | 1.43082 | -6.00 | 10022.50 |
162 | 2009.12.21 21:15 | sell | 58 | 0.10 | 1.42794 | 1.42854 | 1.42714 | ||
163 | 2009.12.21 21:20 | t/p | 58 | 0.10 | 1.42714 | 1.42854 | 1.42714 | 8.00 | 10030.50 |
164 | 2009.12.22 10:00 | buy stop | 61 | 0.10 | 1.43317 | 1.43257 | 1.43397 | ||
165 | 2009.12.22 10:00 | sell stop | 62 | 0.10 | 1.42853 | 1.42913 | 1.42773 | ||
166 | 2009.12.22 12:59 | sell | 62 | 0.10 | 1.42853 | 1.42913 | 1.42773 | ||
167 | 2009.12.22 13:00 | modify | 62 | 0.10 | 1.42853 | 1.42853 | 1.42773 | ||
168 | 2009.12.22 13:02 | s/l | 62 | 0.10 | 1.42853 | 1.42853 | 1.42773 | 0.00 | 10030.50 |
169 | 2009.12.22 14:00 | buy stop | 63 | 0.10 | 1.43186 | 1.43126 | 1.43266 | ||
170 | 2009.12.22 14:00 | sell stop | 64 | 0.10 | 1.42687 | 1.42747 | 1.42607 | ||
171 | 2009.12.22 14:07 | sell | 64 | 0.10 | 1.42687 | 1.42747 | 1.42607 | ||
172 | 2009.12.22 14:10 | s/l | 64 | 0.10 | 1.42747 | 1.42747 | 1.42607 | -6.00 | 10024.50 |
173 | 2009.12.22 23:59 | expiration | 61 | 0.10 | 1.43317 | 1.43257 | 1.43397 | ||
174 | 2009.12.22 23:59 | expiration | 63 | 0.10 | 1.43186 | 1.43126 | 1.43266 | ||
175 | 2009.12.23 10:00 | buy stop | 65 | 0.10 | 1.42683 | 1.42623 | 1.42763 | ||
176 | 2009.12.23 10:00 | sell stop | 66 | 0.10 | 1.42415 | 1.42475 | 1.42335 | ||
177 | 2009.12.23 10:50 | sell | 66 | 0.10 | 1.42415 | 1.42475 | 1.42335 | ||
178 | 2009.12.23 11:10 | s/l | 66 | 0.10 | 1.42475 | 1.42475 | 1.42335 | -6.00 | 10018.50 |
179 | 2009.12.23 13:40 | buy | 65 | 0.10 | 1.42683 | 1.42623 | 1.42763 | ||
180 | 2009.12.23 13:50 | t/p | 65 | 0.10 | 1.42763 | 1.42623 | 1.42763 | 8.00 | 10026.50 |
181 | 2009.12.23 14:00 | buy stop | 67 | 0.10 | 1.42838 | 1.42778 | 1.42918 | ||
182 | 2009.12.23 14:00 | sell stop | 68 | 0.10 | 1.42365 | 1.42425 | 1.42285 | ||
183 | 2009.12.23 14:02 | buy | 67 | 0.10 | 1.42838 | 1.42778 | 1.42918 | ||
184 | 2009.12.23 14:07 | t/p | 67 | 0.10 | 1.42918 | 1.42778 | 1.42918 | 8.00 | 10034.50 |
185 | 2009.12.23 23:59 | expiration | 68 | 0.10 | 1.42365 | 1.42425 | 1.42285 | ||
186 | 2009.12.24 10:00 | buy stop | 69 | 0.10 | 1.43716 | 1.43656 | 1.43796 | ||
187 | 2009.12.24 10:00 | sell stop | 70 | 0.10 | 1.43424 | 1.43484 | 1.43344 | ||
188 | 2009.12.24 10:20 | buy | 69 | 0.10 | 1.43716 | 1.43656 | 1.43796 | ||
189 | 2009.12.24 10:45 | t/p | 69 | 0.10 | 1.43796 | 1.43656 | 1.43796 | 8.00 | 10042.50 |
190 | 2009.12.24 14:00 | buy stop | 71 | 0.10 | 1.44179 | 1.44119 | 1.44259 | ||
191 | 2009.12.24 14:00 | sell stop | 72 | 0.10 | 1.43806 | 1.43866 | 1.43726 | ||
192 | 2009.12.24 14:50 | sell | 72 | 0.10 | 1.43806 | 1.43866 | 1.43726 | ||
193 | 2009.12.24 14:57 | s/l | 72 | 0.10 | 1.43866 | 1.43866 | 1.43726 | -6.00 | 10036.50 |
194 | 2009.12.28 00:00 | expiration | 70 | 0.10 | 1.43424 | 1.43484 | 1.43344 | ||
195 | 2009.12.28 00:00 | expiration | 71 | 0.10 | 1.44179 | 1.44119 | 1.44259 | ||
196 | 2009.12.28 10:00 | buy stop | 73 | 0.10 | 1.43934 | 1.43874 | 1.44014 | ||
197 | 2009.12.28 10:00 | sell stop | 74 | 0.10 | 1.43725 | 1.43785 | 1.43645 | ||
198 | 2009.12.28 10:15 | buy | 73 | 0.10 | 1.43934 | 1.43874 | 1.44014 | ||
199 | 2009.12.28 11:02 | s/l | 73 | 0.10 | 1.43874 | 1.43874 | 1.44014 | -6.00 | 10030.50 |
200 | 2009.12.28 14:00 | buy stop | 75 | 0.10 | 1.44133 | 1.44073 | 1.44213 | ||
201 | 2009.12.28 14:00 | sell stop | 76 | 0.10 | 1.43832 | 1.43892 | 1.43752 | ||
202 | 2009.12.28 18:59 | sell | 76 | 0.10 | 1.43832 | 1.43892 | 1.43752 | ||
203 | 2009.12.28 19:10 | s/l | 76 | 0.10 | 1.43892 | 1.43892 | 1.43752 | -6.00 | 10024.50 |
204 | 2009.12.28 23:50 | sell | 74 | 0.10 | 1.43725 | 1.43785 | 1.43645 | ||
205 | 2009.12.28 23:59 | expiration | 75 | 0.10 | 1.44133 | 1.44073 | 1.44213 | ||
206 | 2009.12.29 00:00 | close | 74 | 0.10 | 1.43734 | 1.43785 | 1.43645 | -1.00 | 10023.50 |
207 | 2009.12.29 10:00 | buy | 77 | 0.10 | 1.44343 | 1.44302 | 1.44442 | ||
208 | 2009.12.29 10:00 | sell stop | 78 | 0.10 | 1.43699 | 1.43759 | 1.43619 | ||
209 | 2009.12.29 10:15 | s/l | 77 | 0.10 | 1.44302 | 1.44302 | 1.44442 | -4.10 | 10019.40 |
210 | 2009.12.29 14:00 | buy stop | 79 | 0.10 | 1.44584 | 1.44524 | 1.44664 | ||
211 | 2009.12.29 14:00 | sell stop | 80 | 0.10 | 1.44122 | 1.44182 | 1.44042 | ||
212 | 2009.12.29 16:20 | sell | 80 | 0.10 | 1.44122 | 1.44182 | 1.44042 | ||
213 | 2009.12.29 16:27 | s/l | 80 | 0.10 | 1.44182 | 1.44182 | 1.44042 | -6.00 | 10013.40 |
214 | 2009.12.29 17:15 | sell | 78 | 0.10 | 1.43699 | 1.43759 | 1.43619 | ||
215 | 2009.12.29 17:20 | t/p | 78 | 0.10 | 1.43619 | 1.43759 | 1.43619 | 8.00 | 10021.40 |
216 | 2009.12.29 23:59 | expiration | 79 | 0.10 | 1.44584 | 1.44524 | 1.44664 | ||
217 | 2009.12.30 10:00 | buy stop | 81 | 0.10 | 1.43595 | 1.43535 | 1.43675 | ||
218 | 2009.12.30 10:00 | sell stop | 82 | 0.10 | 1.43233 | 1.43293 | 1.43153 | ||
219 | 2009.12.30 10:37 | buy | 81 | 0.10 | 1.43595 | 1.43535 | 1.43675 | ||
220 | 2009.12.30 10:40 | s/l | 81 | 0.10 | 1.43535 | 1.43535 | 1.43675 | -6.00 | 10015.40 |
221 | 2009.12.30 12:50 | sell | 82 | 0.10 | 1.43233 | 1.43293 | 1.43153 | ||
222 | 2009.12.30 12:57 | s/l | 82 | 0.10 | 1.43293 | 1.43293 | 1.43153 | -6.00 | 10009.40 |
223 | 2009.12.30 14:00 | buy stop | 83 | 0.10 | 1.43611 | 1.43551 | 1.43691 | ||
224 | 2009.12.30 14:00 | sell stop | 84 | 0.10 | 1.43218 | 1.43278 | 1.43138 | ||
225 | 2009.12.30 14:50 | sell | 84 | 0.10 | 1.43218 | 1.43278 | 1.43138 | ||
226 | 2009.12.30 15:26 | t/p | 84 | 0.10 | 1.43138 | 1.43278 | 1.43138 | 8.00 | 10017.40 |
227 | 2009.12.30 23:59 | expiration | 83 | 0.10 | 1.43611 | 1.43551 | 1.43691 | ||
228 | 2009.12.31 10:00 | buy stop | 85 | 0.10 | 1.44401 | 1.44341 | 1.44481 | ||
229 | 2009.12.31 10:00 | sell stop | 86 | 0.10 | 1.43629 | 1.43689 | 1.43549 | ||
230 | 2009.12.31 14:00 | buy stop | 87 | 0.10 | 1.44203 | 1.44143 | 1.44283 | ||
231 | 2009.12.31 14:00 | sell stop | 88 | 0.10 | 1.43960 | 1.44020 | 1.43880 | ||
232 | 2009.12.31 14:20 | sell | 88 | 0.10 | 1.43960 | 1.44020 | 1.43880 | ||
233 | 2009.12.31 14:27 | s/l | 88 | 0.10 | 1.44020 | 1.44020 | 1.43880 | -6.00 | 10011.40 |
234 | 2009.12.31 15:50 | sell | 86 | 0.10 | 1.43629 | 1.43689 | 1.43549 | ||
235 | 2009.12.31 15:57 | s/l | 86 | 0.10 | 1.43689 | 1.43689 | 1.43549 | -6.00 | 10005.40 |
236 | 2010.01.04 00:00 | expiration | 85 | 0.10 | 1.44401 | 1.44341 | 1.44481 | ||
237 | 2010.01.04 00:00 | expiration | 87 | 0.10 | 1.44203 | 1.44143 | 1.44283 | ||
238 | 2010.01.04 10:00 | buy | 89 | 0.10 | 1.43378 | 1.43332 | 1.43472 | ||
239 | 2010.01.04 10:00 | sell stop | 90 | 0.10 | 1.42681 | 1.42741 | 1.42601 | ||
240 | 2010.01.04 10:15 | t/p | 89 | 0.10 | 1.43472 | 1.43332 | 1.43472 | 9.40 | 10014.80 |
241 | 2010.01.04 14:00 | buy stop | 91 | 0.10 | 1.44167 | 1.44107 | 1.44247 | ||
242 | 2010.01.04 14:00 | sell stop | 92 | 0.10 | 1.43732 | 1.43792 | 1.43652 | ||
243 | 2010.01.04 14:45 | buy | 91 | 0.10 | 1.44167 | 1.44107 | 1.44247 | ||
244 | 2010.01.04 14:50 | t/p | 91 | 0.10 | 1.44247 | 1.44107 | 1.44247 | 8.00 | 10022.80 |
245 | 2010.01.04 23:59 | expiration | 90 | 0.10 | 1.42681 | 1.42741 | 1.42601 | ||
246 | 2010.01.04 23:59 | expiration | 92 | 0.10 | 1.43732 | 1.43792 | 1.43652 | ||
247 | 2010.01.05 10:00 | buy stop | 93 | 0.10 | 1.44837 | 1.44777 | 1.44917 | ||
248 | 2010.01.05 10:00 | sell stop | 94 | 0.10 | 1.44031 | 1.44091 | 1.43951 | ||
249 | 2010.01.05 12:20 | sell | 94 | 0.10 | 1.44031 | 1.44091 | 1.43951 | ||
250 | 2010.01.05 12:27 | s/l | 94 | 0.10 | 1.44091 | 1.44091 | 1.43951 | -6.00 | 10016.80 |
251 | 2010.01.05 14:00 | buy stop | 95 | 0.10 | 1.44550 | 1.44490 | 1.44630 | ||
252 | 2010.01.05 14:00 | sell stop | 96 | 0.10 | 1.43987 | 1.44047 | 1.43907 | ||
253 | 2010.01.05 15:50 | sell | 96 | 0.10 | 1.43987 | 1.44047 | 1.43907 | ||
254 | 2010.01.05 15:55 | t/p | 96 | 0.10 | 1.43907 | 1.44047 | 1.43907 | 8.00 | 10024.80 |
255 | 2010.01.05 23:59 | expiration | 93 | 0.10 | 1.44837 | 1.44777 | 1.44917 | ||
256 | 2010.01.05 23:59 | expiration | 95 | 0.10 | 1.44550 | 1.44490 | 1.44630 | ||
257 | 2010.01.06 10:00 | buy stop | 97 | 0.10 | 1.43577 | 1.43517 | 1.43657 | ||
258 | 2010.01.06 10:00 | sell stop | 98 | 0.10 | 1.42814 | 1.42874 | 1.42734 | ||
259 | 2010.01.06 10:15 | buy | 97 | 0.10 | 1.43577 | 1.43517 | 1.43657 | ||
260 | 2010.01.06 10:33 | t/p | 97 | 0.10 | 1.43657 | 1.43517 | 1.43657 | 8.00 | 10032.80 |
261 | 2010.01.06 14:00 | buy stop | 99 | 0.10 | 1.43794 | 1.43734 | 1.43874 | ||
262 | 2010.01.06 14:00 | sell stop | 100 | 0.10 | 1.43354 | 1.43414 | 1.43274 | ||
263 | 2010.01.06 16:15 | buy | 99 | 0.10 | 1.43794 | 1.43734 | 1.43874 | ||
264 | 2010.01.06 16:20 | t/p | 99 | 0.10 | 1.43874 | 1.43734 | 1.43874 | 8.00 | 10040.80 |
265 | 2010.01.06 23:59 | expiration | 98 | 0.10 | 1.42814 | 1.42874 | 1.42734 | ||
266 | 2010.01.06 23:59 | expiration | 100 | 0.10 | 1.43354 | 1.43414 | 1.43274 | ||
267 | 2010.01.07 10:00 | buy stop | 101 | 0.10 | 1.43993 | 1.43933 | 1.44073 | ||
268 | 2010.01.07 10:00 | sell stop | 102 | 0.10 | 1.43542 | 1.43602 | 1.43462 | ||
269 | 2010.01.07 10:50 | sell | 102 | 0.10 | 1.43542 | 1.43602 | 1.43462 | ||
270 | 2010.01.07 10:57 | s/l | 102 | 0.10 | 1.43602 | 1.43602 | 1.43462 | -6.00 | 10034.80 |
271 | 2010.01.07 14:00 | buy stop | 103 | 0.10 | 1.43583 | 1.43523 | 1.43663 | ||
272 | 2010.01.07 14:00 | sell stop | 104 | 0.10 | 1.43143 | 1.43203 | 1.43063 | ||
273 | 2010.01.07 14:10 | sell | 104 | 0.10 | 1.43143 | 1.43203 | 1.43063 | ||
274 | 2010.01.07 14:20 | t/p | 104 | 0.10 | 1.43063 | 1.43203 | 1.43063 | 8.00 | 10042.80 |
275 | 2010.01.07 23:59 | expiration | 101 | 0.10 | 1.43993 | 1.43933 | 1.44073 | ||
276 | 2010.01.07 23:59 | expiration | 103 | 0.10 | 1.43583 | 1.43523 | 1.43663 | ||
277 | 2010.01.08 10:00 | buy stop | 105 | 0.10 | 1.43352 | 1.43292 | 1.43432 | ||
278 | 2010.01.08 10:00 | sell stop | 106 | 0.10 | 1.42914 | 1.42974 | 1.42834 | ||
279 | 2010.01.08 12:02 | sell | 106 | 0.10 | 1.42914 | 1.42974 | 1.42834 | ||
280 | 2010.01.08 12:15 | s/l | 106 | 0.10 | 1.42974 | 1.42974 | 1.42834 | -6.00 | 10036.80 |
281 | 2010.01.08 14:00 | buy stop | 107 | 0.10 | 1.43252 | 1.43192 | 1.43332 | ||
282 | 2010.01.08 14:00 | sell stop | 108 | 0.10 | 1.42753 | 1.42813 | 1.42673 | ||
283 | 2010.01.08 14:15 | sell | 108 | 0.10 | 1.42753 | 1.42813 | 1.42673 | ||
284 | 2010.01.08 14:20 | t/p | 108 | 0.10 | 1.42673 | 1.42813 | 1.42673 | 8.00 | 10044.80 |
285 | 2010.01.08 14:40 | buy | 105 | 0.10 | 1.43352 | 1.43292 | 1.43432 | ||
286 | 2010.01.08 14:40 | buy | 107 | 0.10 | 1.43252 | 1.43192 | 1.43332 | ||
287 | 2010.01.08 14:45 | t/p | 105 | 0.10 | 1.43432 | 1.43292 | 1.43432 | 8.00 | 10052.80 |
288 | 2010.01.08 14:45 | t/p | 107 | 0.10 | 1.43332 | 1.43192 | 1.43332 | 8.00 | 10060.80 |
289 | 2010.01.11 10:00 | buy stop | 109 | 0.10 | 1.45315 | 1.45255 | 1.45395 | ||
290 | 2010.01.11 10:00 | sell stop | 110 | 0.10 | 1.44779 | 1.44839 | 1.44699 | ||
291 | 2010.01.11 10:02 | buy | 109 | 0.10 | 1.45315 | 1.45255 | 1.45395 | ||
292 | 2010.01.11 10:15 | s/l | 109 | 0.10 | 1.45255 | 1.45255 | 1.45395 | -6.00 | 10054.80 |
293 | 2010.01.11 14:00 | buy stop | 111 | 0.10 | 1.45462 | 1.45402 | 1.45542 | ||
294 | 2010.01.11 14:00 | sell stop | 112 | 0.10 | 1.44998 | 1.45058 | 1.44918 | ||
295 | 2010.01.11 15:16 | sell | 112 | 0.10 | 1.44998 | 1.45058 | 1.44918 | ||
296 | 2010.01.11 15:26 | s/l | 112 | 0.10 | 1.45058 | 1.45058 | 1.44918 | -6.00 | 10048.80 |
297 | 2010.01.11 16:50 | buy | 111 | 0.10 | 1.45462 | 1.45402 | 1.45542 | ||
298 | 2010.01.11 16:57 | s/l | 111 | 0.10 | 1.45402 | 1.45402 | 1.45542 | -6.00 | 10042.80 |
299 | 2010.01.11 23:59 | expiration | 110 | 0.10 | 1.44779 | 1.44839 | 1.44699 | ||
300 | 2010.01.12 10:00 | buy stop | 113 | 0.10 | 1.45214 | 1.45154 | 1.45294 | ||
301 | 2010.01.12 10:00 | sell stop | 114 | 0.10 | 1.44778 | 1.44838 | 1.44698 | ||
302 | 2010.01.12 10:15 | sell | 114 | 0.10 | 1.44778 | 1.44838 | 1.44698 | ||
303 | 2010.01.12 10:20 | t/p | 114 | 0.10 | 1.44698 | 1.44838 | 1.44698 | 8.00 | 10050.80 |
304 | 2010.01.12 14:00 | buy stop | 115 | 0.10 | 1.45093 | 1.45033 | 1.45173 | ||
305 | 2010.01.12 14:00 | sell stop | 116 | 0.10 | 1.44612 | 1.44672 | 1.44532 | ||
306 | 2010.01.12 15:50 | buy | 115 | 0.10 | 1.45093 | 1.45033 | 1.45173 | ||
307 | 2010.01.12 16:02 | s/l | 115 | 0.10 | 1.45033 | 1.45033 | 1.45173 | -6.00 | 10044.80 |
308 | 2010.01.12 16:20 | buy | 113 | 0.10 | 1.45214 | 1.45154 | 1.45294 | ||
309 | 2010.01.12 16:37 | s/l | 113 | 0.10 | 1.45154 | 1.45154 | 1.45294 | -6.00 | 10038.80 |
310 | 2010.01.12 23:59 | expiration | 116 | 0.10 | 1.44612 | 1.44672 | 1.44532 | ||
311 | 2010.01.13 10:00 | buy stop | 117 | 0.10 | 1.45148 | 1.45088 | 1.45228 | ||
312 | 2010.01.13 10:00 | sell stop | 118 | 0.10 | 1.44619 | 1.44679 | 1.44539 | ||
313 | 2010.01.13 11:45 | buy | 117 | 0.10 | 1.45148 | 1.45088 | 1.45228 | ||
314 | 2010.01.13 12:10 | t/p | 117 | 0.10 | 1.45228 | 1.45088 | 1.45228 | 8.00 | 10046.80 |
315 | 2010.01.13 14:00 | buy stop | 119 | 0.10 | 1.45793 | 1.45733 | 1.45873 | ||
316 | 2010.01.13 14:00 | sell stop | 120 | 0.10 | 1.44878 | 1.44938 | 1.44798 | ||
317 | 2010.01.13 17:10 | sell | 120 | 0.10 | 1.44878 | 1.44938 | 1.44798 | ||
318 | 2010.01.13 17:16 | t/p | 120 | 0.10 | 1.44798 | 1.44938 | 1.44798 | 8.00 | 10054.80 |
319 | 2010.01.13 23:59 | expiration | 118 | 0.10 | 1.44619 | 1.44679 | 1.44539 | ||
320 | 2010.01.13 23:59 | expiration | 119 | 0.10 | 1.45793 | 1.45733 | 1.45873 | ||
321 | 2010.01.14 10:00 | buy stop | 121 | 0.10 | 1.45550 | 1.45490 | 1.45630 | ||
322 | 2010.01.14 10:00 | sell stop | 122 | 0.10 | 1.45123 | 1.45183 | 1.45043 | ||
323 | 2010.01.14 10:45 | sell | 122 | 0.10 | 1.45123 | 1.45183 | 1.45043 | ||
324 | 2010.01.14 10:50 | t/p | 122 | 0.10 | 1.45043 | 1.45183 | 1.45043 | 8.00 | 10062.80 |
325 | 2010.01.14 14:00 | buy stop | 123 | 0.10 | 1.45167 | 1.45107 | 1.45247 | ||
326 | 2010.01.14 14:00 | sell stop | 124 | 0.10 | 1.44766 | 1.44826 | 1.44686 | ||
327 | 2010.01.14 14:50 | buy | 123 | 0.10 | 1.45167 | 1.45107 | 1.45247 | ||
328 | 2010.01.14 14:57 | s/l | 123 | 0.10 | 1.45107 | 1.45107 | 1.45247 | -6.00 | 10056.80 |
329 | 2010.01.14 15:20 | sell | 124 | 0.10 | 1.44766 | 1.44826 | 1.44686 | ||
330 | 2010.01.14 15:27 | s/l | 124 | 0.10 | 1.44826 | 1.44826 | 1.44686 | -6.00 | 10050.80 |
331 | 2010.01.14 23:59 | expiration | 121 | 0.10 | 1.45550 | 1.45490 | 1.45630 | ||
332 | 2010.01.15 10:00 | buy stop | 125 | 0.10 | 1.44374 | 1.44314 | 1.44454 | ||
333 | 2010.01.15 10:00 | sell stop | 126 | 0.10 | 1.43774 | 1.43834 | 1.43694 | ||
334 | 2010.01.15 12:15 | sell | 126 | 0.10 | 1.43774 | 1.43834 | 1.43694 | ||
335 | 2010.01.15 12:33 | s/l | 126 | 0.10 | 1.43834 | 1.43834 | 1.43694 | -6.00 | 10044.80 |
336 | 2010.01.15 14:00 | buy stop | 127 | 0.10 | 1.44152 | 1.44092 | 1.44232 | ||
337 | 2010.01.15 14:00 | sell stop | 128 | 0.10 | 1.43664 | 1.43724 | 1.43584 | ||
338 | 2010.01.15 14:32 | sell | 128 | 0.10 | 1.43664 | 1.43724 | 1.43584 | ||
339 | 2010.01.15 14:45 | s/l | 128 | 0.10 | 1.43724 | 1.43724 | 1.43584 | -6.00 | 10038.80 |