EA Analyzer Report
AUDCAD-M5
Source: MetaTrader4 Backtest Resuts| Symbol | AUDCAD | Period | M5 : 02.01.2008 - 04.01.2016 |
|---|---|---|---|
| Initial deposit | 10000.0 | Model | Open prices only - Modelling quality: n/a |
| Parameters | 570088 | ||
Total Profit
$ 1717.63
Profit in pips
2604.5 pips
Yearly Avg profit
$ 214.7
# of trades
248
Sharpe ratio
0.27
Profit factor
2.82
Return / DD ratio
18.42
Winning %
43.55 %
Drawdown
$ 93.27
% Drawdown
0.79 %
Daily Avg profit
$ 0.59
Monthly Avg profit
$ 17.89
Average trade
$ 14.54
Monthly Performance ($)
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
| 2016 | -31.61 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -31.61 |
| 2015 | 10.66 | 18.44 | 13.56 | -9.25 | 31.43 | 82.1 | 18.16 | 114.56 | 0 | 5.77 | 5.01 | -42.27 | 248.17 |
| 2014 | 114.5 | 140.79 | 1.5 | 26.79 | -10.61 | -17.71 | 23.23 | 44.25 | -5.68 | -10.95 | -11.84 | 4.23 | 298.5 |
| 2013 | 28.25 | 0 | -16.9 | -7.79 | -7.31 | 0 | 169.32 | -63.29 | 0.88 | 9.63 | 10.32 | -1.69 | 121.42 |
| 2012 | 0 | 2.68 | -1.6 | 41.23 | -14.23 | 2.66 | 13.89 | 0 | 0 | 25.02 | -5.97 | 0 | 63.68 |
| 2011 | 0 | 0 | 0 | -27.96 | -21.18 | 53.04 | 2.13 | 142.21 | 0 | 2.15 | 0 | -9.46 | 140.93 |
| 2010 | 41.4 | 61.81 | 0 | 0 | 0 | 0 | 33.36 | 0 | 0 | 73.63 | 3.34 | 21.13 | 234.67 |
| 2009 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.67 | 0 | 0 | 0.67 |
| 2008 | 67.29 | 0 | -34.46 | 0 | 35.84 | 32.02 | -6.03 | 0 | 0 | 291.26 | 0 | 255.28 | 641.2 |
Stats
Strategy
| Wins/Losses Ratio | 0.77 | Payout Ratio (Avg Win/Loss) | 3.65 | Average # of Bars in Trade | 0 |
| AHPR | 0.06 | Z-Score | -4.59 | Z-Probability | 100 % |
| Expectancy | 6.93 | Deviation | $ 26.62 | Exposure | 0 % |
| Stagnation in Days | 281 | Stagnation in % | 9.61 % |
Trades
| # of Wins | 108 | # of Losses | 140 | ||||
| Gross Profit | $ 2661.62 | Gross Loss | $ -943.99 | Average Win | $ 24.64 | Average Loss | $ -6.74 |
| Largest Win | $ 160.06 | Largest Loss | $ -30.24 | Max Consec Wins | 8 | Max Consec Losses | 10 |
| Avg Consec Wins | 2.45 | Avg Consec Loss | 3.18 | Avg # of Bars in Wins | 0 | Avg # of Bars in Losses | 0 |
Charts
Click on the chart to see bigger image
 P/L by hour |
 P/L by weekday |
 P/L by month |
 Long vs Short trades |
 Long vs Short P/L |
 Trades by month |
 P/L by trade duration |
 Wins/Losses by hour |
 Wins/Losses Profit by weekday |
Trades
| Order | Type | Open time | Open price | Size | Close time | Close price | Profit/Loss | Comment |
| 1 | LONG | 02.01.2008 16:55:00 | 0.8784 | 0.1 | 02.01.2008 17:25:00 | 0.8769 | $ -10.93 | Exit rule |
| 2 | SHORT | 15.01.2008 16:45:00 | 0.9062 | 0.1 | 15.01.2008 21:10:00 | 0.9004 | $ 40.16 | Exit rule |
| 3 | SHORT | 15.01.2008 16:50:00 | 0.9059 | 0.1 | 15.01.2008 21:10:00 | 0.9004 | $ 38.06 | Exit rule |
| 4 | SHORT | 17.03.2008 03:20:00 | 0.9169 | 0.1 | 17.03.2008 03:50:00 | 0.9181 | $ -8.83 | Exit rule |
| 5 | SHORT | 17.03.2008 03:25:00 | 0.9145 | 0.1 | 17.03.2008 03:50:00 | 0.9181 | $ -25.63 | Exit rule |
| 6 | SHORT | 06.05.2008 16:20:00 | 0.9539 | 0.1 | 07.05.2008 01:10:00 | 0.9516 | $ 15.12 | Exit rule |
| 7 | SHORT | 06.05.2008 16:25:00 | 0.9547 | 0.1 | 07.05.2008 01:10:00 | 0.9516 | $ 20.72 | Exit rule |
| 8 | SHORT | 12.06.2008 03:35:00 | 0.9595 | 0.1 | 12.06.2008 15:25:00 | 0.9571 | $ 16.36 | Exit rule |
| 9 | SHORT | 12.06.2008 03:40:00 | 0.9594 | 0.1 | 12.06.2008 15:25:00 | 0.9571 | $ 15.66 | Exit rule |
| 10 | LONG | 10.07.2008 03:35:00 | 0.9711 | 0.1 | 10.07.2008 05:05:00 | 0.9703 | $ -6.03 | Exit rule |
| 11 | SHORT | 06.10.2008 16:15:00 | 0.795 | 0.1 | 06.10.2008 16:40:00 | 0.7727 | $ 155.36 | PT |
| 12 | SHORT | 06.10.2008 16:20:00 | 0.7897 | 0.1 | 06.10.2008 16:40:00 | 0.7702 | $ 135.9 | PT |
| 13 | LONG | 17.12.2008 16:05:00 | 0.8466 | 0.1 | 17.12.2008 16:55:00 | 0.8444 | $ -15.83 | Exit rule |
| 14 | LONG | 17.12.2008 16:10:00 | 0.8442 | 0.1 | 17.12.2008 17:10:00 | 0.8401 | $ -29.13 | Exit rule |
| 15 | LONG | 31.12.2008 16:50:00 | 0.8422 | 0.1 | 05.01.2009 01:00:00 | 0.8649 | $ 160.06 | PT |
| 16 | LONG | 31.12.2008 16:55:00 | 0.8434 | 0.1 | 05.01.2009 01:00:00 | 0.8633 | $ 140.18 | PT |
| 17 | LONG | 06.10.2009 05:35:00 | 0.9437 | 0.1 | 06.10.2009 06:05:00 | 0.9432 | $ -3.93 | Exit rule |
| 18 | LONG | 06.10.2009 05:40:00 | 0.9427 | 0.1 | 06.10.2009 17:45:00 | 0.9421 | $ -4.63 | Exit rule |
| 19 | LONG | 08.10.2009 02:35:00 | 0.9505 | 0.1 | 09.10.2009 00:55:00 | 0.9529 | $ 16.65 | Exit rule |
| 20 | LONG | 08.10.2009 02:40:00 | 0.9517 | 0.1 | 08.10.2009 03:00:00 | 0.9507 | $ -7.42 | Exit rule |
| 21 | LONG | 14.01.2010 01:35:00 | 0.9566 | 0.1 | 14.01.2010 11:25:00 | 0.9581 | $ 10.49 | Exit rule |
| 22 | LONG | 14.01.2010 01:40:00 | 0.9566 | 0.1 | 14.01.2010 11:25:00 | 0.9581 | $ 10.14 | Exit rule |
| 23 | SHORT | 21.01.2010 16:50:00 | 0.9514 | 0.1 | 21.01.2010 21:00:00 | 0.9494 | $ 13.99 | Exit rule |
| 24 | SHORT | 21.01.2010 16:55:00 | 0.9504 | 0.1 | 21.01.2010 21:00:00 | 0.9494 | $ 6.78 | Exit rule |
| 25 | SHORT | 02.02.2010 04:35:00 | 0.9375 | 0.1 | 02.02.2010 07:45:00 | 0.9336 | $ 26.72 | Exit rule |
| 26 | SHORT | 02.02.2010 04:40:00 | 0.9364 | 0.1 | 02.02.2010 07:45:00 | 0.9336 | $ 19.3 | Exit rule |
| 27 | LONG | 11.02.2010 01:35:00 | 0.936 | 0.1 | 11.02.2010 18:35:00 | 0.9341 | $ -13.24 | Exit rule |
| 28 | LONG | 11.02.2010 01:40:00 | 0.9367 | 0.1 | 11.02.2010 09:00:00 | 0.9409 | $ 29.03 | Exit rule |
| 29 | LONG | 08.07.2010 03:35:00 | 0.9123 | 0.1 | 08.07.2010 04:00:00 | 0.9117 | $ -5.05 | Exit rule |
| 30 | LONG | 08.07.2010 03:40:00 | 0.9113 | 0.1 | 08.07.2010 11:40:00 | 0.9146 | $ 22.25 | Exit rule |
| 31 | SHORT | 28.07.2010 03:35:00 | 0.9285 | 0.1 | 28.07.2010 04:45:00 | 0.9261 | $ 16.16 | Exit rule |
| 32 | SHORT | 05.10.2010 05:35:00 | 0.9839 | 0.1 | 05.10.2010 18:25:00 | 0.9859 | $ -14.42 | Exit rule |
| 33 | SHORT | 05.10.2010 05:40:00 | 0.9826 | 0.1 | 05.10.2010 16:15:00 | 0.9835 | $ -7.08 | Exit rule |
| 34 | SHORT | 05.10.2010 05:45:00 | 0.9819 | 0.1 | 05.10.2010 15:05:00 | 0.9821 | $ -2.45 | Exit rule |
| 35 | LONG | 07.10.2010 02:35:00 | 0.9942 | 0.1 | 07.10.2010 04:00:00 | 0.994 | $ -2.11 | Exit rule |
| 36 | SHORT | 27.10.2010 02:35:00 | 1.0035 | 0.1 | 27.10.2010 07:35:00 | 0.9981 | $ 37.43 | Exit rule |
| 37 | SHORT | 27.10.2010 02:40:00 | 1.0033 | 0.1 | 27.10.2010 07:35:00 | 0.9981 | $ 35.68 | Exit rule |
| 38 | SHORT | 27.10.2010 02:45:00 | 1.002 | 0.1 | 27.10.2010 07:35:00 | 0.9981 | $ 26.58 | Exit rule |
| 39 | LONG | 02.11.2010 04:35:00 | 1.009 | 0.1 | 02.11.2010 06:25:00 | 1.01 | $ 6.92 | Exit rule |
| 40 | LONG | 02.11.2010 04:40:00 | 1.0102 | 0.1 | 02.11.2010 05:50:00 | 1.0097 | $ -3.58 | Exit rule |
| 41 | LONG | 09.12.2010 01:35:00 | 0.9936 | 0.1 | 09.12.2010 02:55:00 | 0.9967 | $ 21.13 | Exit rule |
| 42 | LONG | 07.04.2011 03:35:00 | 1.0048 | 0.1 | 07.04.2011 09:20:00 | 1.0072 | $ 16.16 | Exit rule |
| 43 | LONG | 07.04.2011 03:40:00 | 1.0053 | 0.1 | 07.04.2011 06:30:00 | 1.0049 | $ -3.58 | Exit rule |
| 44 | LONG | 07.04.2011 03:45:00 | 1.0057 | 0.1 | 07.04.2011 06:30:00 | 1.0049 | $ -6.38 | Exit rule |
| 45 | LONG | 27.04.2011 03:40:00 | 1.0311 | 0.1 | 27.04.2011 05:25:00 | 1.0291 | $ -14.14 | Exit rule |
| 46 | LONG | 27.04.2011 03:45:00 | 1.0321 | 0.1 | 27.04.2011 05:35:00 | 1.0293 | $ -20.02 | Exit rule |
| 47 | SHORT | 05.05.2011 03:45:00 | 1.0265 | 0.1 | 05.05.2011 05:50:00 | 1.0263 | $ 0.83 | Exit rule |
| 48 | SHORT | 05.05.2011 03:50:00 | 1.0261 | 0.1 | 05.05.2011 05:35:00 | 1.0266 | $ -3.44 | Exit rule |
| 49 | SHORT | 05.05.2011 03:55:00 | 1.0259 | 0.1 | 05.05.2011 05:00:00 | 1.026 | $ -1.41 | Exit rule |
| 50 | SHORT | 12.05.2011 03:35:00 | 1.0216 | 0.1 | 12.05.2011 06:10:00 | 1.0219 | $ -2.94 | Exit rule |
| 51 | SHORT | 12.05.2011 03:40:00 | 1.0204 | 0.1 | 12.05.2011 06:10:00 | 1.0219 | $ -11.34 | Exit rule |
| 52 | SHORT | 12.05.2011 03:45:00 | 1.0192 | 0.1 | 12.05.2011 04:05:00 | 1.0195 | $ -2.88 | Exit rule |
| 53 | LONG | 01.06.2011 03:45:00 | 1.0377 | 0.1 | 01.06.2011 11:15:00 | 1.0397 | $ 13.49 | Exit rule |
| 54 | LONG | 01.06.2011 03:50:00 | 1.038 | 0.1 | 01.06.2011 11:15:00 | 1.0397 | $ 11.6 | Exit rule |
| 55 | SHORT | 07.06.2011 06:45:00 | 1.0466 | 0.1 | 07.06.2011 19:35:00 | 1.0442 | $ 16.16 | Exit rule |
| 56 | SHORT | 09.06.2011 03:35:00 | 1.0371 | 0.1 | 09.06.2011 05:35:00 | 1.0357 | $ 9.36 | Exit rule |
| 57 | SHORT | 09.06.2011 03:40:00 | 1.0368 | 0.1 | 09.06.2011 05:35:00 | 1.0357 | $ 7.4 | Exit rule |
| 58 | SHORT | 09.06.2011 03:45:00 | 1.0358 | 0.1 | 09.06.2011 05:05:00 | 1.0365 | $ -4.97 | Exit rule |
| 59 | LONG | 07.07.2011 03:35:00 | 1.0364 | 0.1 | 07.07.2011 03:55:00 | 1.0363 | $ -1.2 | Exit rule |
| 60 | LONG | 07.07.2011 03:40:00 | 1.0371 | 0.1 | 07.07.2011 04:00:00 | 1.0365 | $ -4.63 | Exit rule |
| 61 | LONG | 21.07.2011 16:35:00 | 1.0218 | 0.1 | 22.07.2011 02:05:00 | 1.0228 | $ 7 | Exit rule |
| 62 | LONG | 27.07.2011 03:35:00 | 1.0408 | 0.1 | 27.07.2011 06:20:00 | 1.0423 | $ 10 | Exit rule |
| 63 | LONG | 27.07.2011 03:40:00 | 1.0422 | 0.1 | 27.07.2011 05:00:00 | 1.0409 | $ -9.04 | Exit rule |
| 64 | SHORT | 02.08.2011 06:45:00 | 1.044 | 0.1 | 03.08.2011 03:35:00 | 1.0291 | $ 102.86 | PT |
| 65 | SHORT | 02.08.2011 06:50:00 | 1.0445 | 0.1 | 03.08.2011 02:15:00 | 1.0315 | $ 89.91 | PT |
| 66 | SHORT | 18.08.2011 16:10:00 | 1.0283 | 0.1 | 18.08.2011 17:10:00 | 1.0305 | $ -15.96 | Exit rule |
| 67 | SHORT | 18.08.2011 16:15:00 | 1.0276 | 0.1 | 18.08.2011 17:10:00 | 1.0305 | $ -20.65 | Exit rule |
| 68 | LONG | 31.08.2011 16:00:00 | 1.0472 | 0.1 | 31.08.2011 16:20:00 | 1.0461 | $ -7.71 | Exit rule |
| 69 | LONG | 31.08.2011 16:05:00 | 1.0462 | 0.1 | 31.08.2011 18:55:00 | 1.0454 | $ -6.24 | Exit rule |
| 70 | LONG | 13.10.2011 02:35:00 | 1.0402 | 0.1 | 13.10.2011 03:40:00 | 1.0387 | $ -10.99 | Exit rule |
| 71 | LONG | 13.10.2011 02:40:00 | 1.0396 | 0.1 | 13.10.2011 03:40:00 | 1.0387 | $ -6.72 | Exit rule |
| 72 | SHORT | 26.10.2011 02:45:00 | 1.0542 | 0.1 | 26.10.2011 13:55:00 | 1.0513 | $ 19.86 | Exit rule |
| 73 | LONG | 26.12.2011 08:05:00 | 1.0392 | 0.1 | 26.12.2011 08:50:00 | 1.0381 | $ -7.98 | Exit rule |
| 74 | LONG | 26.12.2011 08:10:00 | 1.0382 | 0.1 | 26.12.2011 08:50:00 | 1.0381 | $ -1.48 | Exit rule |
| 75 | LONG | 07.02.2012 04:35:00 | 1.0746 | 0.1 | 07.02.2012 04:55:00 | 1.0744 | $ -1.83 | Exit rule |
| 76 | LONG | 07.02.2012 04:40:00 | 1.0739 | 0.1 | 07.02.2012 06:25:00 | 1.0752 | $ 8.73 | Exit rule |
| 77 | LONG | 16.02.2012 01:35:00 | 1.0722 | 0.1 | 16.02.2012 03:00:00 | 1.0721 | $ -1.41 | Exit rule |
| 78 | LONG | 16.02.2012 01:40:00 | 1.0724 | 0.1 | 16.02.2012 03:00:00 | 1.0721 | $ -2.81 | Exit rule |
| 79 | SHORT | 07.03.2012 01:35:00 | 1.0537 | 0.1 | 07.03.2012 03:45:00 | 1.0545 | $ -5.6 | Exit rule |
| 80 | SHORT | 07.03.2012 01:40:00 | 1.0532 | 0.1 | 07.03.2012 02:55:00 | 1.0538 | $ -4.14 | Exit rule |
| 81 | SHORT | 07.03.2012 01:45:00 | 1.0529 | 0.1 | 07.03.2012 02:55:00 | 1.0538 | $ -6.24 | Exit rule |
| 82 | SHORT | 22.03.2012 03:40:00 | 1.0337 | 0.1 | 22.03.2012 07:20:00 | 1.0322 | $ 9.43 | Exit rule |
| 83 | SHORT | 22.03.2012 03:50:00 | 1.033 | 0.1 | 22.03.2012 07:20:00 | 1.0322 | $ 4.95 | Exit rule |
| 84 | LONG | 12.04.2012 03:35:00 | 1.0381 | 0.1 | 12.04.2012 04:45:00 | 1.0396 | $ 10.13 | Exit rule |
| 85 | SHORT | 24.04.2012 03:35:00 | 1.0188 | 0.1 | 24.04.2012 05:10:00 | 1.0169 | $ 13.07 | Exit rule |
| 86 | SHORT | 24.04.2012 03:40:00 | 1.0185 | 0.1 | 24.04.2012 05:10:00 | 1.0169 | $ 10.97 | Exit rule |
| 87 | SHORT | 24.04.2012 03:45:00 | 1.018 | 0.1 | 24.04.2012 05:10:00 | 1.0169 | $ 7.06 | Exit rule |
| 88 | SHORT | 01.05.2012 06:35:00 | 1.0214 | 0.1 | 01.05.2012 23:50:00 | 1.0183 | $ 20.78 | Exit rule |
| 89 | LONG | 10.05.2012 03:45:00 | 1.011 | 0.1 | 10.05.2012 05:45:00 | 1.0096 | $ -10.23 | Exit rule |
| 90 | LONG | 17.05.2012 16:15:00 | 1.0098 | 0.1 | 17.05.2012 17:45:00 | 1.0083 | $ -11.41 | Exit rule |
| 91 | LONG | 17.05.2012 16:20:00 | 1.0104 | 0.1 | 17.05.2012 17:50:00 | 1.0085 | $ -13.37 | Exit rule |
| 92 | LONG | 06.06.2012 03:35:00 | 1.0174 | 0.1 | 06.06.2012 05:20:00 | 1.0173 | $ -1.27 | Exit rule |
| 93 | LONG | 07.06.2012 03:35:00 | 1.0222 | 0.1 | 07.06.2012 05:05:00 | 1.022 | $ -2.11 | Exit rule |
| 94 | LONG | 07.06.2012 03:40:00 | 1.0215 | 0.1 | 07.06.2012 06:05:00 | 1.0222 | $ 4.39 | Exit rule |
| 95 | LONG | 29.06.2012 05:00:00 | 1.0404 | 0.1 | 29.06.2012 15:25:00 | 1.042 | $ 10.35 | Exit rule |
| 96 | LONG | 29.06.2012 05:05:00 | 1.0422 | 0.1 | 29.06.2012 06:05:00 | 1.0419 | $ -2.18 | Exit rule |
| 97 | LONG | 29.06.2012 05:10:00 | 1.0428 | 0.1 | 29.06.2012 06:05:00 | 1.0419 | $ -6.52 | Exit rule |
| 98 | SHORT | 12.07.2012 03:35:00 | 1.0407 | 0.1 | 12.07.2012 05:00:00 | 1.0394 | $ 8.73 | Exit rule |
| 99 | SHORT | 12.07.2012 03:45:00 | 1.0402 | 0.1 | 12.07.2012 05:00:00 | 1.0394 | $ 5.16 | Exit rule |
| 100 | SHORT | 02.10.2012 06:35:00 | 1.0143 | 0.1 | 02.10.2012 08:15:00 | 1.0111 | $ 21.55 | Exit rule |
| 101 | SHORT | 02.10.2012 06:40:00 | 1.0127 | 0.1 | 02.10.2012 08:15:00 | 1.0111 | $ 10.35 | Exit rule |
| 102 | LONG | 11.10.2012 02:40:00 | 1.0077 | 0.1 | 11.10.2012 04:30:00 | 1.0077 | $ -1.06 | Exit rule |
| 103 | LONG | 11.10.2012 02:50:00 | 1.0084 | 0.1 | 11.10.2012 04:30:00 | 1.0077 | $ -5.82 | Exit rule |
| 104 | LONG | 06.11.2012 04:45:00 | 1.038 | 0.1 | 06.11.2012 05:25:00 | 1.0375 | $ -3.79 | Exit rule |
| 105 | LONG | 06.11.2012 04:50:00 | 1.0371 | 0.1 | 06.11.2012 12:35:00 | 1.0369 | $ -2.18 | Exit rule |
| 106 | LONG | 23.01.2013 16:05:00 | 1.0507 | 0.1 | 23.01.2013 17:20:00 | 1.0536 | $ 19.79 | Exit rule |
| 107 | LONG | 23.01.2013 16:10:00 | 1.0523 | 0.1 | 23.01.2013 17:20:00 | 1.0536 | $ 8.46 | Exit rule |
| 108 | LONG | 06.03.2013 16:05:00 | 1.0603 | 0.1 | 06.03.2013 16:50:00 | 1.0591 | $ -9.04 | Exit rule |
| 109 | LONG | 06.03.2013 16:10:00 | 1.0598 | 0.1 | 06.03.2013 16:50:00 | 1.0591 | $ -5.12 | Exit rule |
| 110 | LONG | 14.03.2013 01:35:00 | 1.0647 | 0.1 | 14.03.2013 06:55:00 | 1.0644 | $ -2.74 | Exit rule |
| 111 | SHORT | 15.04.2013 04:05:00 | 1.0619 | 0.1 | 15.04.2013 05:20:00 | 1.0623 | $ -2.81 | Exit rule |
| 112 | SHORT | 15.04.2013 04:10:00 | 1.0612 | 0.1 | 15.04.2013 04:35:00 | 1.0618 | $ -4.98 | Exit rule |
| 113 | SHORT | 07.05.2013 06:35:00 | 1.0259 | 0.1 | 07.05.2013 07:05:00 | 1.026 | $ -1.48 | Exit rule |
| 114 | LONG | 09.05.2013 03:35:00 | 1.0262 | 0.1 | 09.05.2013 04:15:00 | 1.0259 | $ -2.73 | Exit rule |
| 115 | SHORT | 29.05.2013 01:15:00 | 0.9953 | 0.1 | 29.05.2013 02:20:00 | 0.9961 | $ -6.38 | Exit rule |
| 116 | SHORT | 29.05.2013 01:20:00 | 0.9962 | 0.1 | 29.05.2013 02:35:00 | 0.9957 | $ 3.28 | Exit rule |
| 117 | SHORT | 03.07.2013 05:05:00 | 0.9608 | 0.1 | 03.07.2013 20:30:00 | 0.9519 | $ 62.26 | PT |
| 118 | SHORT | 03.07.2013 05:10:00 | 0.9605 | 0.1 | 03.07.2013 20:25:00 | 0.9528 | $ 53.73 | Exit rule |
| 119 | SHORT | 03.07.2013 05:15:00 | 0.9602 | 0.1 | 03.07.2013 05:40:00 | 0.9604 | $ -1.62 | Exit rule |
| 120 | SHORT | 24.07.2013 03:50:00 | 0.9536 | 0.1 | 24.07.2013 04:20:00 | 0.955 | $ -10.16 | Exit rule |
| 121 | SHORT | 24.07.2013 03:55:00 | 0.9542 | 0.1 | 24.07.2013 04:20:00 | 0.955 | $ -6.1 | Exit rule |
| 122 | SHORT | 30.07.2013 03:45:00 | 0.9405 | 0.1 | 30.07.2013 05:45:00 | 0.933 | $ 51.91 | PT |
| 123 | SHORT | 30.07.2013 05:05:00 | 0.9365 | 0.1 | 30.07.2013 22:05:00 | 0.9337 | $ 19.3 | Exit rule |
| 124 | SHORT | 08.08.2013 03:40:00 | 0.9372 | 0.1 | 08.08.2013 05:10:00 | 0.9415 | $ -30.24 | SL |
| 125 | SHORT | 08.08.2013 03:45:00 | 0.9377 | 0.1 | 08.08.2013 05:10:00 | 0.9415 | $ -26.46 | SL |
| 126 | LONG | 08.08.2013 05:20:00 | 0.9447 | 0.1 | 08.08.2013 06:05:00 | 0.9439 | $ -6.59 | Exit rule |
| 127 | LONG | 03.09.2013 06:45:00 | 0.9523 | 0.1 | 03.09.2013 10:30:00 | 0.9517 | $ -5.04 | Exit rule |
| 128 | LONG | 03.09.2013 06:50:00 | 0.953 | 0.1 | 03.09.2013 09:30:00 | 0.9524 | $ -4.77 | Exit rule |
| 129 | SHORT | 12.09.2013 03:35:00 | 0.9581 | 0.1 | 12.09.2013 23:30:00 | 0.9565 | $ 10.69 | Exit rule |
| 130 | LONG | 23.10.2013 02:35:00 | 1.0026 | 0.1 | 23.10.2013 03:05:00 | 1.0024 | $ -1.48 | Exit rule |
| 131 | LONG | 23.10.2013 16:05:00 | 0.9978 | 0.1 | 23.10.2013 16:30:00 | 0.9975 | $ -2.11 | Exit rule |
| 132 | LONG | 23.10.2013 16:10:00 | 0.9973 | 0.1 | 23.10.2013 20:30:00 | 0.9993 | $ 13.22 | Exit rule |
| 133 | SHORT | 07.11.2013 01:35:00 | 0.9884 | 0.1 | 07.11.2013 06:10:00 | 0.9875 | $ 5.8 | Exit rule |
| 134 | LONG | 28.11.2013 01:40:00 | 0.9655 | 0.1 | 28.11.2013 02:10:00 | 0.9654 | $ -1.27 | Exit rule |
| 135 | LONG | 28.11.2013 01:45:00 | 0.9649 | 0.1 | 28.11.2013 03:20:00 | 0.9658 | $ 5.79 | Exit rule |
| 136 | SHORT | 04.12.2013 01:35:00 | 0.9661 | 0.1 | 04.12.2013 23:30:00 | 0.9637 | $ 16.29 | Exit rule |
| 137 | SHORT | 04.12.2013 01:45:00 | 0.9656 | 0.1 | 04.12.2013 23:30:00 | 0.9637 | $ 12.93 | Exit rule |
| 138 | LONG | 04.12.2013 16:05:00 | 0.965 | 0.1 | 04.12.2013 16:45:00 | 0.9627 | $ -16.53 | Exit rule |
| 139 | LONG | 04.12.2013 16:10:00 | 0.9633 | 0.1 | 04.12.2013 16:40:00 | 0.9626 | $ -5.54 | Exit rule |
| 140 | SHORT | 11.12.2013 16:25:00 | 0.961 | 0.1 | 11.12.2013 18:00:00 | 0.9615 | $ -3.37 | Exit rule |
| 141 | SHORT | 11.12.2013 16:30:00 | 0.9607 | 0.1 | 11.12.2013 18:00:00 | 0.9615 | $ -5.47 | Exit rule |
| 142 | SHORT | 16.01.2014 01:35:00 | 0.9663 | 0.1 | 17.01.2014 01:40:00 | 0.9637 | $ 17.35 | Exit rule |
| 143 | LONG | 22.01.2014 01:35:00 | 0.9709 | 0.1 | 22.01.2014 05:00:00 | 0.9728 | $ 13.01 | Exit rule |
| 144 | LONG | 22.01.2014 01:45:00 | 0.9715 | 0.1 | 22.01.2014 05:00:00 | 0.9728 | $ 8.95 | Exit rule |
| 145 | LONG | 22.01.2014 16:05:00 | 0.977 | 0.1 | 22.01.2014 21:15:00 | 0.9809 | $ 27.21 | Exit rule |
| 146 | LONG | 22.01.2014 16:10:00 | 0.9771 | 0.1 | 22.01.2014 21:15:00 | 0.9809 | $ 26.37 | Exit rule |
| 147 | LONG | 22.01.2014 16:15:00 | 0.9778 | 0.1 | 22.01.2014 21:15:00 | 0.9809 | $ 21.61 | Exit rule |
| 148 | LONG | 04.02.2014 04:35:00 | 0.9788 | 0.1 | 05.02.2014 15:40:00 | 0.9911 | $ 86.08 | PT |
| 149 | LONG | 04.02.2014 04:40:00 | 0.9791 | 0.1 | 04.02.2014 22:00:00 | 0.9899 | $ 75.01 | PT |
| 150 | SHORT | 13.02.2014 01:35:00 | 0.9849 | 0.1 | 13.02.2014 02:25:00 | 0.9851 | $ -1.55 | Exit rule |
| 151 | SHORT | 13.02.2014 01:40:00 | 0.9844 | 0.1 | 13.02.2014 02:10:00 | 0.985 | $ -4.42 | Exit rule |
| 152 | LONG | 18.02.2014 01:50:00 | 0.9935 | 0.1 | 18.02.2014 02:35:00 | 0.9933 | $ -1.48 | Exit rule |
| 153 | LONG | 18.02.2014 01:55:00 | 0.993 | 0.1 | 18.02.2014 03:25:00 | 0.9926 | $ -3.23 | Exit rule |
| 154 | SHORT | 20.02.2014 02:50:00 | 0.9928 | 0.1 | 20.02.2014 05:00:00 | 0.9909 | $ 12.38 | Exit rule |
| 155 | SHORT | 27.02.2014 01:35:00 | 0.9933 | 0.1 | 27.02.2014 02:55:00 | 0.9946 | $ -9.95 | Exit rule |
| 156 | SHORT | 27.02.2014 01:40:00 | 0.993 | 0.1 | 27.02.2014 02:55:00 | 0.9946 | $ -12.05 | Exit rule |
| 157 | LONG | 06.03.2014 01:35:00 | 0.9952 | 0.1 | 06.03.2014 04:25:00 | 0.996 | $ 5.79 | Exit rule |
| 158 | LONG | 06.03.2014 01:40:00 | 0.9955 | 0.1 | 06.03.2014 04:10:00 | 0.9955 | $ -0.64 | Exit rule |
| 159 | LONG | 13.03.2014 01:35:00 | 1.0066 | 0.1 | 13.03.2014 02:55:00 | 1.0061 | $ -3.65 | Exit rule |
| 160 | LONG | 10.04.2014 03:35:00 | 1.0261 | 0.1 | 10.04.2014 03:55:00 | 1.0259 | $ -1.61 | Exit rule |
| 161 | SHORT | 23.04.2014 03:35:00 | 1.0284 | 0.1 | 23.04.2014 05:40:00 | 1.0243 | $ 28.4 | Exit rule |
| 162 | LONG | 08.05.2014 03:35:00 | 1.0201 | 0.1 | 08.05.2014 04:05:00 | 1.0189 | $ -9.11 | Exit rule |
| 163 | LONG | 08.05.2014 03:40:00 | 1.0195 | 0.1 | 08.05.2014 04:05:00 | 1.0189 | $ -5.19 | Exit rule |
| 164 | LONG | 22.05.2014 03:55:00 | 1.0105 | 0.1 | 22.05.2014 04:50:00 | 1.0104 | $ -0.57 | Exit rule |
| 165 | LONG | 22.05.2014 04:00:00 | 1.0101 | 0.1 | 22.05.2014 05:40:00 | 1.0108 | $ 4.26 | Exit rule |
| 166 | LONG | 23.06.2014 03:50:00 | 1.0132 | 0.1 | 23.06.2014 05:40:00 | 1.0123 | $ -6.09 | Exit rule |
| 167 | LONG | 23.06.2014 03:55:00 | 1.0139 | 0.1 | 23.06.2014 05:40:00 | 1.0123 | $ -11.62 | Exit rule |
| 168 | LONG | 01.07.2014 06:35:00 | 1.0082 | 0.1 | 01.07.2014 07:00:00 | 1.0082 | $ -0.43 | Exit rule |
| 169 | LONG | 01.07.2014 06:40:00 | 1.0077 | 0.1 | 01.07.2014 13:20:00 | 1.0075 | $ -1.9 | Exit rule |
| 170 | SHORT | 03.07.2014 03:05:00 | 1.0008 | 0.1 | 03.07.2014 03:35:00 | 1.0012 | $ -2.81 | Exit rule |
| 171 | SHORT | 03.07.2014 03:10:00 | 1.0021 | 0.1 | 03.07.2014 09:45:00 | 0.9986 | $ 24.13 | Exit rule |
| 172 | LONG | 23.07.2014 03:35:00 | 1.012 | 0.1 | 23.07.2014 08:55:00 | 1.013 | $ 6.63 | Exit rule |
| 173 | LONG | 23.07.2014 03:40:00 | 1.0125 | 0.1 | 23.07.2014 04:35:00 | 1.0123 | $ -2.39 | Exit rule |
| 174 | SHORT | 07.08.2014 03:35:00 | 1.0157 | 0.1 | 07.08.2014 14:35:00 | 1.0133 | $ 16.5 | Exit rule |
| 175 | SHORT | 07.08.2014 03:40:00 | 1.0155 | 0.1 | 07.08.2014 14:35:00 | 1.0133 | $ 14.75 | Exit rule |
| 176 | SHORT | 07.08.2014 03:45:00 | 1.0152 | 0.1 | 07.08.2014 14:35:00 | 1.0133 | $ 13 | Exit rule |
| 177 | LONG | 11.09.2014 03:35:00 | 1.0081 | 0.1 | 11.09.2014 04:00:00 | 1.0073 | $ -5.68 | Exit rule |
| 178 | SHORT | 01.10.2014 03:35:00 | 0.9744 | 0.1 | 01.10.2014 06:45:00 | 0.9722 | $ 15.39 | Exit rule |
| 179 | SHORT | 01.10.2014 03:45:00 | 0.9753 | 0.1 | 01.10.2014 10:45:00 | 0.9767 | $ -10.79 | Exit rule |
| 180 | SHORT | 22.10.2014 16:05:00 | 0.987 | 0.1 | 22.10.2014 17:25:00 | 0.9873 | $ -2.18 | Exit rule |
| 181 | SHORT | 22.10.2014 16:10:00 | 0.9854 | 0.1 | 22.10.2014 17:25:00 | 0.9873 | $ -13.37 | Exit rule |
| 182 | SHORT | 13.11.2014 03:40:00 | 0.9822 | 0.1 | 13.11.2014 04:15:00 | 0.9839 | $ -11.84 | Exit rule |
| 183 | SHORT | 03.12.2014 02:35:00 | 0.9589 | 0.1 | 03.12.2014 04:35:00 | 0.9579 | $ 6.5 | Exit rule |
| 184 | SHORT | 03.12.2014 02:40:00 | 0.9586 | 0.1 | 03.12.2014 04:35:00 | 0.9579 | $ 4.47 | Exit rule |
| 185 | SHORT | 03.12.2014 02:45:00 | 0.958 | 0.1 | 03.12.2014 03:10:00 | 0.9584 | $ -3.65 | Exit rule |
| 186 | LONG | 31.12.2014 04:00:00 | 0.9521 | 0.1 | 31.12.2014 04:30:00 | 0.9519 | $ -1.96 | Exit rule |
| 187 | LONG | 31.12.2014 04:05:00 | 0.9515 | 0.1 | 31.12.2014 05:15:00 | 0.9514 | $ -1.13 | Exit rule |
| 188 | SHORT | 02.01.2015 03:35:00 | 0.9462 | 0.1 | 02.01.2015 03:55:00 | 0.9467 | $ -4.62 | Exit rule |
| 189 | SHORT | 02.01.2015 03:40:00 | 0.9469 | 0.1 | 02.01.2015 07:35:00 | 0.9475 | $ -4.7 | Exit rule |
| 190 | SHORT | 02.01.2015 03:45:00 | 0.9475 | 0.1 | 02.01.2015 07:50:00 | 0.9478 | $ -2.74 | Exit rule |
| 191 | SHORT | 14.01.2015 04:30:00 | 0.9716 | 0.1 | 14.01.2015 11:35:00 | 0.9756 | $ -28.56 | SL |
| 192 | LONG | 15.01.2015 02:35:00 | 0.9794 | 0.1 | 15.01.2015 06:10:00 | 0.9814 | $ 13.64 | Exit rule |
| 193 | LONG | 15.01.2015 02:40:00 | 0.9783 | 0.1 | 15.01.2015 06:10:00 | 0.9814 | $ 20.85 | Exit rule |
| 194 | LONG | 28.01.2015 02:35:00 | 0.9912 | 0.1 | 28.01.2015 04:50:00 | 0.9937 | $ 16.79 | Exit rule |
| 195 | SHORT | 03.02.2015 05:35:00 | 0.9684 | 0.1 | 03.02.2015 09:35:00 | 0.9639 | $ 31.19 | Exit rule |
| 196 | SHORT | 12.02.2015 02:35:00 | 0.9665 | 0.1 | 12.02.2015 03:10:00 | 0.9674 | $ -6.59 | Exit rule |
| 197 | SHORT | 12.02.2015 02:40:00 | 0.9675 | 0.1 | 12.02.2015 06:00:00 | 0.9683 | $ -6.16 | Exit rule |
| 198 | LONG | 03.03.2015 05:35:00 | 0.9784 | 0.1 | 03.03.2015 05:55:00 | 0.978 | $ -3.5 | Exit rule |
| 199 | LONG | 03.03.2015 05:45:00 | 0.9768 | 0.1 | 03.03.2015 11:15:00 | 0.9793 | $ 17.06 | Exit rule |
| 200 | LONG | 07.04.2015 07:30:00 | 0.9554 | 0.1 | 07.04.2015 18:00:00 | 0.9548 | $ -4.7 | Exit rule |
| 201 | LONG | 07.04.2015 07:35:00 | 0.9562 | 0.1 | 07.04.2015 15:55:00 | 0.9556 | $ -4.21 | Exit rule |
| 202 | SHORT | 13.04.2015 05:10:00 | 0.9597 | 0.1 | 13.04.2015 07:10:00 | 0.9577 | $ 13.36 | Exit rule |
| 203 | LONG | 16.04.2015 04:35:00 | 0.9527 | 0.1 | 16.04.2015 06:10:00 | 0.9526 | $ -1.48 | Exit rule |
| 204 | LONG | 16.04.2015 04:40:00 | 0.9532 | 0.1 | 16.04.2015 06:10:00 | 0.9526 | $ -4.56 | Exit rule |
| 205 | LONG | 22.04.2015 04:35:00 | 0.9518 | 0.1 | 22.04.2015 11:25:00 | 0.9518 | $ -0.92 | Exit rule |
| 206 | LONG | 22.04.2015 04:40:00 | 0.9522 | 0.1 | 22.04.2015 06:15:00 | 0.9522 | $ -0.57 | Exit rule |
| 207 | LONG | 22.04.2015 04:45:00 | 0.953 | 0.1 | 22.04.2015 06:15:00 | 0.9522 | $ -6.17 | Exit rule |
| 208 | LONG | 05.05.2015 07:35:00 | 0.9542 | 0.1 | 05.05.2015 10:55:00 | 0.954 | $ -1.97 | Exit rule |
| 209 | LONG | 05.05.2015 07:40:00 | 0.9549 | 0.1 | 05.05.2015 10:55:00 | 0.954 | $ -6.45 | Exit rule |
| 210 | SHORT | 28.05.2015 04:35:00 | 0.9597 | 0.1 | 28.05.2015 12:50:00 | 0.9565 | $ 21.82 | Exit rule |
| 211 | SHORT | 28.05.2015 04:40:00 | 0.9593 | 0.1 | 28.05.2015 12:50:00 | 0.9565 | $ 19.3 | Exit rule |
| 212 | SHORT | 28.05.2015 04:45:00 | 0.957 | 0.1 | 28.05.2015 05:15:00 | 0.9571 | $ -1.27 | Exit rule |
| 213 | LONG | 02.06.2015 07:45:00 | 0.9589 | 0.1 | 02.06.2015 16:55:00 | 0.9642 | $ 36.31 | Exit rule |
| 214 | LONG | 02.06.2015 07:50:00 | 0.9603 | 0.1 | 02.06.2015 16:55:00 | 0.9642 | $ 26.23 | Exit rule |
| 215 | SHORT | 04.06.2015 04:35:00 | 0.9634 | 0.1 | 04.06.2015 11:25:00 | 0.9636 | $ -2.04 | Exit rule |
| 216 | SHORT | 04.06.2015 04:40:00 | 0.9611 | 0.1 | 04.06.2015 05:25:00 | 0.9623 | $ -8.41 | Exit rule |
| 217 | LONG | 11.06.2015 04:35:00 | 0.9545 | 0.1 | 11.06.2015 05:15:00 | 0.9534 | $ -8.2 | Exit rule |
| 218 | LONG | 30.06.2015 16:00:00 | 0.9575 | 0.1 | 01.07.2015 04:10:00 | 0.963 | $ 38.21 | Exit rule |
| 219 | SHORT | 24.07.2015 04:50:00 | 0.9521 | 0.1 | 24.07.2015 12:05:00 | 0.9501 | $ 13.99 | Exit rule |
| 220 | SHORT | 24.07.2015 04:55:00 | 0.9526 | 0.1 | 24.07.2015 12:05:00 | 0.9501 | $ 16.93 | Exit rule |
| 221 | LONG | 28.07.2015 05:40:00 | 0.951 | 0.1 | 28.07.2015 06:20:00 | 0.9504 | $ -4.77 | Exit rule |
| 222 | LONG | 28.07.2015 05:50:00 | 0.9504 | 0.1 | 28.07.2015 07:00:00 | 0.9493 | $ -7.99 | Exit rule |
| 223 | LONG | 04.08.2015 07:40:00 | 0.9651 | 0.1 | 04.08.2015 12:00:00 | 0.9688 | $ 25.47 | Exit rule |
| 224 | LONG | 04.08.2015 07:45:00 | 0.9656 | 0.1 | 04.08.2015 12:00:00 | 0.9688 | $ 21.97 | Exit rule |
| 225 | LONG | 04.08.2015 07:50:00 | 0.9663 | 0.1 | 04.08.2015 12:00:00 | 0.9688 | $ 17.07 | Exit rule |
| 226 | SHORT | 11.08.2015 04:20:00 | 0.9616 | 0.1 | 11.08.2015 16:25:00 | 0.9567 | $ 33.5 | Exit rule |
| 227 | SHORT | 11.08.2015 04:25:00 | 0.9605 | 0.1 | 11.08.2015 08:35:00 | 0.9566 | $ 27.28 | Exit rule |
| 228 | SHORT | 12.08.2015 04:25:00 | 0.953 | 0.1 | 12.08.2015 07:20:00 | 0.9509 | $ 14.06 | Exit rule |
| 229 | SHORT | 12.08.2015 04:30:00 | 0.9514 | 0.1 | 12.08.2015 05:05:00 | 0.9518 | $ -2.74 | Exit rule |
| 230 | SHORT | 24.08.2015 16:15:00 | 0.9485 | 0.1 | 24.08.2015 17:20:00 | 0.9516 | $ -22.05 | Exit rule |
| 231 | SHORT | 22.10.2015 07:35:00 | 0.9442 | 0.1 | 22.10.2015 08:25:00 | 0.9451 | $ -6.66 | Exit rule |
| 232 | SHORT | 22.10.2015 07:40:00 | 0.9449 | 0.1 | 22.10.2015 08:25:00 | 0.9451 | $ -1.83 | Exit rule |
| 233 | SHORT | 28.10.2015 03:35:00 | 0.9473 | 0.1 | 28.10.2015 04:55:00 | 0.9452 | $ 14.26 | Exit rule |
| 234 | LONG | 12.11.2015 02:35:00 | 0.9449 | 0.1 | 12.11.2015 05:15:00 | 0.9455 | $ 3.49 | Exit rule |
| 235 | LONG | 12.11.2015 02:40:00 | 0.9444 | 0.1 | 12.11.2015 05:15:00 | 0.9455 | $ 6.99 | Exit rule |
| 236 | SHORT | 26.11.2015 02:35:00 | 0.9615 | 0.1 | 26.11.2015 05:55:00 | 0.9622 | $ -5.47 | Exit rule |
| 237 | LONG | 04.12.2015 16:00:00 | 0.9807 | 0.1 | 07.12.2015 01:45:00 | 0.9819 | $ 8.12 | Exit rule |
| 238 | LONG | 04.12.2015 16:05:00 | 0.9814 | 0.1 | 04.12.2015 23:45:00 | 0.9808 | $ -4.63 | Exit rule |
| 239 | LONG | 10.12.2015 02:35:00 | 0.9908 | 0.1 | 10.12.2015 04:35:00 | 0.9895 | $ -9.6 | Exit rule |
| 240 | LONG | 10.12.2015 02:40:00 | 0.9929 | 0.1 | 10.12.2015 03:35:00 | 0.992 | $ -6.87 | Exit rule |
| 241 | SHORT | 23.12.2015 16:35:00 | 1.001 | 0.1 | 23.12.2015 17:40:00 | 1.0029 | $ -13.38 | Exit rule |
| 242 | SHORT | 23.12.2015 16:40:00 | 1.0016 | 0.1 | 23.12.2015 17:40:00 | 1.0029 | $ -9.46 | Exit rule |
| 243 | SHORT | 23.12.2015 16:45:00 | 1.002 | 0.1 | 23.12.2015 17:40:00 | 1.0029 | $ -6.45 | Exit rule |
| 244 | LONG | 04.01.2016 01:00:00 | 1.0117 | 0.1 | 04.01.2016 02:00:00 | 1.0106 | $ -8.34 | Exit rule |
| 245 | LONG | 04.01.2016 01:05:00 | 1.0113 | 0.1 | 04.01.2016 02:00:00 | 1.0106 | $ -5.26 | Exit rule |
| 246 | LONG | 04.01.2016 01:10:00 | 1.0106 | 0.1 | 04.01.2016 03:05:00 | 1.0076 | $ -21.7 | SL |
| 247 | SHORT | 04.01.2016 03:20:00 | 1.0038 | 0.1 | 04.01.2016 04:25:00 | 1.004 | $ -1.69 | Exit rule |
| 248 | SHORT | 04.01.2016 03:25:00 | 1.0052 | 0.1 | 04.01.2016 11:40:00 | 1.0044 | $ 5.38 | Exit rule |