Strategy Tester Report
Alpari-MT5 (Build 1881)
Settings
Expert: Intersection_Optimization_Fr
Symbol: CADJPY
Period: H2 (2015.01.05 - 2018.10.13)
Inputs: startTradeHour=3
startTradeMin=0
useEndTrade=0
stopTradeHour=19
stopTradeMin=0
stopTradeFridayHour=22
stopTradeFridayMin=0
fixedVolume=0.1
volumeProc=1
takeProfitBars=79
minTakeProfit=900
profitTrendChange=false
stopLoss=0
sleepNextBars=11
lifeTimePos=8880
candleFilter=1600
useTrail=true
startTrail=100
useAverage=true
pipDD=3000
averageProfitProc=7.0
volumeAvgPos=true
ind1=SAR indicator settings
sarStep=0.56
sarMaximum=1.19
ind2=Intersection indicator settings
Osc=13
BackStep=0
LevDPl=17
LevDPr=1
period=0
ma_method=0
ma_shift=0
applied_price=5
numBuff=0
fast_ema_period=193
slow_ema_period=64
signal_period=253
Kperiod=13
Dperiod=5
slowing=3
price_field=0
b=0.7
ShowBars=635
i_1=Hedging module settings
useHedge=false
dd_For_Hedge=200
coefficient_Hedge=0.8
intervalHedge=5
hedgeDDpercent=10
i_2=Targeted profit settings
useTarget=true
useDateFixingTargetValue=false
dateFixingTargetValue=1514938200
targetProfitPair=6.0
targetProfitDate=1
i_3=Panel settings
showInfoPanel=true
clrBG=5197615
sizeFont=10
clrTxt=16777215
valuePlus=65280
valueMinus=255
i_4=Additional settings
useSoundOpen=true
soundOpen=open_pos_eng.wav
useSoundProfit=true
soundProfit=fixed_profit_eng.wav
useSoundLoss=true
soundLoss=fixed_loss_eng.wav
useSoundHedge=true
soundHedge=hedged_pos_eng.wav
magicW=6004
comm=IS 2.0
slip=20
Broker: Alpari International Limited
Currency: USD
Initial Deposit: 10 000.00
Leverage: 1:500
Results
History Quality: 100%
Bars: 11753 Ticks: 5615392 Symbols: 1
Total Net Profit: 71 626.47 Balance Drawdown Absolute: 1.58 Equity Drawdown Absolute: 4 303.67
Gross Profit: 76 304.45 Balance Drawdown Maximal: 2 248.36 (5.44%) Equity Drawdown Maximal: 10 350.91 (12.58%)
Gross Loss: -4 677.98 Balance Drawdown Relative: 6.35% (943.38) Equity Drawdown Relative: 43.04% (4 303.67)
Profit Factor: 16.31 Expected Payoff: 823.29 Margin Level: 2868.96%
Recovery Factor: 6.92 Sharpe Ratio: 0.71 Z-Score: 1.12 (73.73%)
AHPR: 1.0250 (2.50%) LR Correlation: 0.97 OnTester result: 0
GHPR: 1.0244 (2.44%) LR Standard Error: 5 093.03
Total Trades: 87 Short Trades (won %): 41 (92.68%) Long Trades (won %): 46 (95.65%)
Total Deals: 174 Profit Trades (% of total): 82 (94.25%) Loss Trades (% of total): 5 (5.75%)
Largest profit trade: 4 897.28 Largest loss trade: -2 242.10
Average profit trade: 930.54 Average loss trade: -935.60
Maximum consecutive wins ($): 36 (42 693.35) Maximum consecutive losses ($): 1 (-2 242.10)
Maximal consecutive profit (count): 42 693.35 (36) Maximal consecutive loss (count): -2 242.10 (1)
Average consecutive wins: 14 Average consecutive losses: 1
Graph
Graph
Correlation (Profits,MFE): 0.92 Correlation (Profits,MAE): 0.25 Correlation (MFE,MAE): 0.1595
Graph
Minimal position holding time: 0:01:40 Maximal position holding time: 1436:22:40 Average position holding time: 109:46:53
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2015.01.21 08:00:002CADJPYbuy0.60 / 0.6097.56599.4952015.01.21 08:00:00filledIS 2.0
2015.01.28 22:00:003CADJPYbuy0.62 / 0.6294.2302015.01.28 22:00:00filledIS 2.0_avg
2015.02.17 21:46:404CADJPYsell0.62 / 0.6296.3882015.02.17 21:46:40filled
2015.02.17 21:46:405CADJPYsell0.60 / 0.6096.3882015.02.17 21:46:40filled
2015.02.20 14:00:006CADJPYsell0.66 / 0.6695.41794.3482015.02.20 14:00:00filledIS 2.0
2015.02.20 16:50:407CADJPYbuy0.66 / 0.6694.3482015.02.20 16:50:40filledtp 94.348
2015.03.09 18:00:008CADJPYsell0.71 / 0.7196.15595.2552015.03.09 18:00:00filledIS 2.0
2015.03.11 03:19:409CADJPYbuy0.71 / 0.7195.6892015.03.11 03:19:40filledsl 95.689
2015.03.19 16:00:0010CADJPYbuy0.73 / 0.7394.93296.0072015.03.19 16:00:00filledIS 2.0
2015.03.20 14:30:4011CADJPYsell0.73 / 0.7395.1482015.03.20 14:30:40filledsl 95.148
2015.04.14 18:00:0012CADJPYsell0.72 / 0.7295.57994.6792015.04.14 18:00:00filledIS 2.0
2015.05.01 10:00:0013CADJPYsell0.70 / 0.7099.1022015.05.01 10:00:00filledIS 2.0_avg
2015.05.29 16:00:0014CADJPYbuy0.72 / 0.7299.158100.0582015.05.29 16:00:00filledIS 2.0
2015.05.29 22:00:0015CADJPYsell0.72 / 0.7299.6662015.05.29 22:00:00filled
2015.06.18 22:00:0016CADJPYbuy0.73 / 0.73100.589101.4892015.06.18 22:00:00filledIS 2.0
2015.06.26 23:40:4017CADJPYsell0.73 / 0.73100.5702015.06.26 23:40:40filled
2015.07.07 14:22:4018CADJPYbuy0.70 / 0.7096.1902015.07.07 14:22:40filled
2015.07.07 14:22:4019CADJPYbuy0.72 / 0.7296.1902015.07.07 14:22:40filled
2015.07.15 20:00:0020CADJPYbuy0.81 / 0.8195.71897.1102015.07.15 20:00:00filledIS 2.0
2015.07.16 19:19:4021CADJPYsell0.81 / 0.8195.7672015.07.16 19:19:40filledsl 95.767
2015.07.20 08:00:0022CADJPYsell0.82 / 0.8295.58794.6872015.07.20 08:00:00filledIS 2.0
2015.07.23 05:05:4023CADJPYbuy0.82 / 0.8295.2242015.07.23 05:05:40filledsl 95.224
2015.08.17 22:00:0024CADJPYsell0.84 / 0.8495.03794.1372015.08.17 22:00:00filledIS 2.0
2015.08.18 15:31:4025CADJPYbuy0.84 / 0.8494.9992015.08.18 15:31:40filledsl 94.999
2015.08.19 18:00:0026CADJPYbuy0.84 / 0.8494.62595.9992015.08.19 18:00:00filledIS 2.0
2015.09.01 22:00:0027CADJPYbuy0.85 / 0.8590.7212015.09.01 22:00:00filledIS 2.0_avg
2015.09.03 00:00:0028CADJPYsell0.85 / 0.8590.66088.7522015.09.03 00:00:00filledIS 2.0
2015.09.04 15:31:4029CADJPYbuy0.85 / 0.8590.4872015.09.04 15:31:40filledsl 90.487
2015.09.15 20:00:0030CADJPYsell0.86 / 0.8690.75289.3092015.09.15 20:00:00filledIS 2.0
2015.09.18 22:23:4031CADJPYbuy0.86 / 0.8690.7172015.09.18 22:23:40filled
2015.09.21 14:00:0032CADJPYsell0.86 / 0.8691.20090.0892015.09.21 14:00:00filledIS 2.0
2015.09.22 08:10:2033CADJPYbuy0.86 / 0.8691.0492015.09.22 08:10:20filledsl 91.049
2015.10.09 13:30:4034CADJPYsell0.85 / 0.8593.1232015.10.09 13:30:40filled
2015.10.09 13:30:4035CADJPYsell0.84 / 0.8493.1232015.10.09 13:30:40filled
2015.10.15 22:00:0036CADJPYsell0.89 / 0.8992.43491.4542015.10.15 22:00:00filledIS 2.0
2015.10.20 04:33:4037CADJPYbuy0.89 / 0.8991.8132015.10.20 04:33:40filledsl 91.813
2015.10.26 20:00:0038CADJPYsell0.94 / 0.9492.05491.0702015.10.26 20:00:00filledIS 2.0
2015.10.27 15:12:2039CADJPYbuy0.94 / 0.9490.9422015.10.27 15:12:20filled
2015.10.30 14:00:0040CADJPYbuy1.00 / 1.0091.58092.5792015.10.30 14:00:00filledIS 2.0
2015.10.30 22:00:0041CADJPYsell1.00 / 1.0092.2702015.10.30 22:00:00filled
2015.11.12 06:00:0042CADJPYsell1.05 / 1.0592.75791.8572015.11.12 06:00:00filledIS 2.0
2015.11.13 10:04:4043CADJPYbuy1.05 / 1.0592.3272015.11.13 10:04:40filledsl 92.327
2015.11.18 20:00:0044CADJPYbuy1.08 / 1.0892.45493.3542015.11.18 20:00:00filledIS 2.0
2015.11.19 15:17:4045CADJPYsell1.08 / 1.0892.6082015.11.19 15:17:40filledsl 92.608
2015.11.26 10:00:0046CADJPYbuy1.08 / 1.0892.05993.0762015.11.26 10:00:00filledIS 2.0
2015.11.27 07:30:4047CADJPYsell1.08 / 1.0892.0932015.11.27 07:30:40filledsl 92.093
2015.12.01 20:00:0048CADJPYbuy1.09 / 1.0991.88592.7852015.12.01 20:00:00filledIS 2.0
2015.12.02 15:10:4049CADJPYsell1.09 / 1.0992.0022015.12.02 15:10:40filledsl 92.002
2015.12.04 20:00:0050CADJPYsell1.10 / 1.1092.00391.1032015.12.04 20:00:00filledIS 2.0
2015.12.08 00:00:2051CADJPYbuy1.10 / 1.1091.4142015.12.08 00:00:20filledsl 91.414
2015.12.16 18:00:0052CADJPYbuy1.17 / 1.1788.08891.2102015.12.16 18:00:00filledIS 2.0
2015.12.17 08:13:4053CADJPYsell1.17 / 1.1788.6822015.12.17 08:13:40filledsl 88.682
2016.01.13 22:00:0054CADJPYbuy1.26 / 1.2682.00385.9352016.01.13 22:00:00filledIS 2.0
2016.01.15 03:26:4055CADJPYsell1.26 / 1.2682.0892016.01.15 03:26:40filledsl 82.089
2016.01.20 04:00:0056CADJPYbuy1.28 / 1.2880.34483.8912016.01.20 04:00:00filledIS 2.0
2016.01.21 07:54:4057CADJPYsell1.28 / 1.2880.5422016.01.21 07:54:40filledsl 80.542
2016.02.03 16:00:0058CADJPYsell1.24 / 1.2485.98582.1892016.02.03 16:00:00filledIS 2.0
2016.02.03 17:14:2059CADJPYbuy1.24 / 1.2484.9652016.02.03 17:14:20filled
2016.02.16 20:00:0060CADJPYbuy1.31 / 1.3182.22384.7072016.02.16 20:00:00filledIS 2.0
2016.02.17 17:29:4061CADJPYsell1.31 / 1.3183.3412016.02.17 17:29:40filled
2016.02.22 08:00:0062CADJPYsell1.39 / 1.3982.12879.7842016.02.22 08:00:00filledIS 2.0
2016.02.23 17:55:2063CADJPYbuy1.39 / 1.3981.1012016.02.23 17:55:20filled
2016.03.09 20:00:0064CADJPYsell1.42 / 1.4285.36883.0632016.03.09 20:00:00filledIS 2.0
2016.03.10 19:38:4065CADJPYbuy1.42 / 1.4284.3132016.03.10 19:38:40filled
2016.03.10 20:00:0066CADJPYbuy1.52 / 1.5284.29686.1262016.03.10 20:00:00filledIS 2.0
2016.03.10 20:01:4067CADJPYsell1.52 / 1.5284.2992016.03.10 20:01:40filled
2016.03.23 18:00:0068CADJPYbuy1.50 / 1.5085.32186.2832016.03.23 18:00:00filledIS 2.0
2016.03.29 03:51:4069CADJPYsell1.50 / 1.5085.8992016.03.29 03:51:40filledsl 85.899
2016.04.15 16:00:0070CADJPYbuy1.52 / 1.5284.58385.7042016.04.15 16:00:00filledIS 2.0
2016.04.15 22:00:0071CADJPYsell1.52 / 1.5284.6612016.04.15 22:00:00filled
2016.04.18 18:00:0072CADJPYsell1.52 / 1.5284.62282.7122016.04.18 18:00:00filledIS 2.0
2016.05.03 11:42:4073CADJPYbuy1.52 / 1.5284.5182016.05.03 11:42:40filled
2016.05.20 12:00:0074CADJPYsell1.55 / 1.5584.29683.3962016.05.20 12:00:00filledIS 2.0
2016.05.20 22:00:0075CADJPYbuy1.55 / 1.5583.9332016.05.20 22:00:00filled
2016.06.09 14:00:0076CADJPYbuy1.54 / 1.5483.68784.8462016.06.09 14:00:00filledIS 2.0
2016.06.10 10:00:4077CADJPYsell1.54 / 1.5483.9232016.06.10 10:00:40filledsl 83.923
2016.06.21 00:00:0078CADJPYbuy1.57 / 1.5781.19984.4112016.06.21 00:00:00filledIS 2.0
2016.06.22 03:47:4079CADJPYsell1.57 / 1.5781.6422016.06.22 03:47:40filledsl 81.642
2016.07.05 14:00:0080CADJPYbuy1.62 / 1.6278.83979.9402016.07.05 14:00:00filledIS 2.0
2016.07.12 09:13:4081CADJPYsell1.62 / 1.6278.8212016.07.12 09:13:40filled
2016.07.29 00:00:0082CADJPYsell1.65 / 1.6579.98578.6462016.07.29 00:00:00filledIS 2.0
2016.07.29 01:33:4083CADJPYbuy1.65 / 1.6578.8942016.07.29 01:33:40filled
2016.08.05 16:00:0084CADJPYbuy1.77 / 1.7777.16680.2712016.08.05 16:00:00filledIS 2.0
2016.08.05 22:00:0085CADJPYsell1.77 / 1.7777.2912016.08.05 22:00:00filled
2016.08.23 20:00:0086CADJPYsell1.75 / 1.7577.68176.7812016.08.23 20:00:00filledIS 2.0
2016.08.24 16:34:4087CADJPYbuy1.75 / 1.7577.6402016.08.24 16:34:40filledsl 77.640
2016.09.14 10:00:0088CADJPYsell1.78 / 1.7878.59077.5032016.09.14 10:00:00filledIS 2.0
2016.09.14 18:09:4089CADJPYbuy1.78 / 1.7877.6352016.09.14 18:09:40filled
2016.09.23 18:00:0090CADJPYbuy1.89 / 1.8976.91277.9672016.09.23 18:00:00filledIS 2.0
2016.09.29 11:34:4091CADJPYsell1.89 / 1.8977.4212016.09.29 11:34:40filledsl 77.421
2016.10.10 18:00:0092CADJPYsell1.96 / 1.9678.75476.3622016.10.10 18:00:00filledIS 2.0
2016.10.11 20:52:4093CADJPYbuy1.96 / 1.9677.7942016.10.11 20:52:40filled
2016.10.12 20:00:0094CADJPYsell2.09 / 2.0978.82377.3572016.10.12 20:00:00filledIS 2.0
2016.10.13 18:35:4095CADJPYbuy2.09 / 2.0978.4792016.10.13 18:35:40filledsl 78.479
2016.11.01 12:00:0096CADJPYsell2.16 / 2.1678.30977.4092016.11.01 12:00:00filledIS 2.0
2016.11.02 04:32:4097CADJPYbuy2.16 / 2.1677.3722016.11.02 04:32:40filled
2016.11.30 14:00:0098CADJPYsell2.28 / 2.2884.73882.2542016.11.30 14:00:00filledIS 2.0
2016.12.15 02:00:0099CADJPYsell2.27 / 2.2788.2072016.12.15 02:00:00filledIS 2.0_avg
2017.01.05 10:00:00100CADJPYbuy2.27 / 2.2787.26088.4262017.01.05 10:00:00filledIS 2.0
2017.01.09 11:03:40101CADJPYsell2.27 / 2.2788.4462017.01.09 11:03:40filledsl 88.446
2017.01.23 01:23:40102CADJPYbuy2.27 / 2.2785.4982017.01.23 01:23:40filled
2017.01.23 01:23:40103CADJPYbuy2.28 / 2.2885.4982017.01.23 01:23:40filled
2017.01.30 20:00:00104CADJPYbuy2.56 / 2.5686.73287.9662017.01.30 20:00:00filledIS 2.0
2017.02.01 16:00:00105CADJPYsell2.56 / 2.5686.87285.1672017.02.01 16:00:00filledIS 2.0
2017.02.02 18:21:00106CADJPYbuy2.56 / 2.5686.5942017.02.02 18:21:00filledsl 86.594
2017.02.03 22:00:00107CADJPYsell2.56 / 2.5686.7292017.02.03 22:00:00filled
2017.03.03 08:00:00108CADJPYbuy2.66 / 2.6685.31086.2612017.03.03 08:00:00filledIS 2.0
2017.03.03 23:50:40109CADJPYsell2.66 / 2.6685.3222017.03.03 23:50:40filled
2017.03.08 22:00:00110CADJPYbuy2.68 / 2.6884.79385.6932017.03.08 22:00:00filledIS 2.0
2017.03.10 15:27:40111CADJPYsell2.68 / 2.6885.3922017.03.10 15:27:40filledsl 85.392
2017.04.03 18:00:00112CADJPYbuy2.75 / 2.7582.89784.2032017.04.03 18:00:00filledIS 2.0
2017.04.07 22:01:40113CADJPYsell2.75 / 2.7582.8852017.04.07 22:01:40filled
2017.04.21 18:00:00114CADJPYbuy2.78 / 2.7880.71582.6322017.04.21 18:00:00filledIS 2.0
2017.04.21 22:00:00115CADJPYsell2.78 / 2.7880.8172017.04.21 22:00:00filled
2017.05.15 10:00:00116CADJPYsell2.82 / 2.8283.32081.3072017.05.15 10:00:00filledIS 2.0
2017.05.17 15:37:40117CADJPYbuy2.82 / 2.8282.2822017.05.17 15:37:40filled
2017.05.23 04:00:00118CADJPYbuy2.97 / 2.9782.39083.5242017.05.23 04:00:00filledIS 2.0
2017.05.24 18:37:40119CADJPYsell2.97 / 2.9783.4092017.05.24 18:37:40filled
2017.05.29 20:00:00120CADJPYsell3.14 / 3.1482.79481.7002017.05.29 20:00:00filledIS 2.0
2017.05.30 10:34:40121CADJPYbuy3.14 / 3.1482.3822017.05.30 10:34:40filledsl 82.382
2017.06.12 20:00:00122CADJPYbuy3.22 / 3.2281.46482.6962017.06.12 20:00:00filledIS 2.0
2017.06.12 23:03:40123CADJPYsell3.22 / 3.2282.4512017.06.12 23:03:40filled
2017.06.22 18:00:00124CADJPYsell3.35 / 3.3584.18782.3872017.06.22 18:00:00filledIS 2.0
2017.06.26 03:43:40125CADJPYbuy3.35 / 3.3583.9662017.06.26 03:43:40filledsl 83.966
2017.07.07 16:00:00126CADJPYsell3.31 / 3.3188.28885.8502017.07.07 16:00:00filledIS 2.0
2017.07.12 17:00:40127CADJPYbuy3.31 / 3.3187.9932017.07.12 17:00:40filledsl 87.993
2017.08.18 00:00:00128CADJPYbuy3.30 / 3.3086.41087.3822017.08.18 00:00:00filledIS 2.0
2017.08.18 22:00:00129CADJPYsell3.30 / 3.3086.8502017.08.18 22:00:00filled
2017.08.29 22:00:00130CADJPYsell3.35 / 3.3587.55586.3252017.08.29 22:00:00filledIS 2.0
2017.08.31 02:46:00131CADJPYbuy3.35 / 3.3587.4962017.08.31 02:46:00filledsl 87.496
2017.09.06 18:00:00132CADJPYsell3.27 / 3.2788.96486.7242017.09.06 18:00:00filledIS 2.0
2017.09.08 22:00:00133CADJPYbuy3.27 / 3.2788.7732017.09.08 22:00:00filled
2017.09.27 14:00:00134CADJPYsell3.34 / 3.3491.16690.0592017.09.27 14:00:00filledIS 2.0
2017.09.28 09:01:40135CADJPYbuy3.34 / 3.3490.5412017.09.28 09:01:40filledsl 90.541
2017.10.13 04:00:00136CADJPYbuy3.48 / 3.4889.98890.8882017.10.13 04:00:00filledIS 2.0
2017.10.19 07:16:40137CADJPYsell3.48 / 3.4890.5312017.10.19 07:16:40filledsl 90.531
2017.10.24 18:00:00138CADJPYsell3.64 / 3.6489.91788.9962017.10.24 18:00:00filledIS 2.0
2017.10.25 10:39:40139CADJPYbuy3.64 / 3.6489.8432017.10.25 10:39:40filledsl 89.843
2017.11.07 20:00:00140CADJPYbuy3.69 / 3.6989.06589.9652017.11.07 20:00:00filledIS 2.0
2017.11.08 13:32:40141CADJPYsell3.69 / 3.6989.1052017.11.08 13:32:40filledsl 89.105
2017.11.27 18:00:00142CADJPYbuy3.68 / 3.6887.29288.5182017.11.27 18:00:00filledIS 2.0
2017.12.01 16:01:40143CADJPYsell3.68 / 3.6888.3452017.12.01 16:01:40filled
2017.12.08 06:00:00144CADJPYsell3.94 / 3.9488.15386.8042017.12.08 06:00:00filledIS 2.0
2017.12.11 16:00:00145CADJPYbuy3.94 / 3.9488.16489.2402017.12.11 16:00:00filledIS 2.0
2017.12.12 16:10:40146CADJPYsell3.94 / 3.9488.2712017.12.12 16:10:40filledsl 88.271
2017.12.14 01:55:40147CADJPYbuy3.94 / 3.9487.9852017.12.14 01:55:40filledsl 87.985
2018.01.04 04:00:00148CADJPYsell3.90 / 3.9089.83088.5942018.01.04 04:00:00filledIS 2.0
2018.01.10 09:12:40149CADJPYbuy3.90 / 3.9089.7842018.01.10 09:12:40filled
2018.01.18 18:00:00150CADJPYbuy3.88 / 3.8888.97590.1462018.01.18 18:00:00filledIS 2.0
2018.01.19 05:57:40151CADJPYsell3.88 / 3.8889.2712018.01.19 05:57:40filledsl 89.271
2018.02.22 06:00:00152CADJPYbuy4.01 / 4.0184.55085.7452018.02.22 06:00:00filledIS 2.0
2018.02.23 23:57:40153CADJPYsell4.01 / 4.0184.5562018.02.23 23:57:40filled
2018.03.07 20:00:00154CADJPYbuy4.10 / 4.1081.63984.4522018.03.07 20:00:00filledIS 2.0
2018.03.08 10:16:40155CADJPYsell4.10 / 4.1082.0972018.03.08 10:16:40filledsl 82.097
2018.04.25 22:00:00156CADJPYsell4.18 / 4.1885.10484.2042018.04.25 22:00:00filledIS 2.0
2018.04.27 13:29:40157CADJPYbuy4.18 / 4.1884.9062018.04.27 13:29:40filledsl 84.906
2018.05.01 20:00:00158CADJPYbuy4.22 / 4.2285.25986.1592018.05.01 20:00:00filledIS 2.0
2018.05.02 15:45:40159CADJPYsell4.22 / 4.2285.4822018.05.02 15:45:40filledsl 85.482
2018.05.31 18:00:00160CADJPYbuy4.32 / 4.3283.75086.4912018.05.31 18:00:00filledIS 2.0
2018.06.04 03:56:40161CADJPYsell4.32 / 4.3284.7612018.06.04 03:56:40filled
2018.07.19 00:00:00162CADJPYsell4.64 / 4.6485.66484.2052018.07.19 00:00:00filledIS 2.0
2018.07.20 04:03:40163CADJPYbuy4.64 / 4.6484.8972018.07.20 04:03:40filledsl 84.897
2018.07.27 18:00:00164CADJPYbuy4.81 / 4.8184.96785.8672018.07.27 18:00:00filledIS 2.0
2018.07.27 22:07:40165CADJPYsell4.81 / 4.8184.9732018.07.27 22:07:40filled
2018.08.07 12:00:00166CADJPYsell4.78 / 4.7885.80684.7712018.08.07 12:00:00filledIS 2.0
2018.08.08 04:46:20167CADJPYbuy4.78 / 4.7885.3362018.08.08 04:46:20filledsl 85.336
2018.08.15 16:00:00168CADJPYbuy4.96 / 4.9684.59785.8532018.08.15 16:00:00filledIS 2.0
2018.08.17 22:00:00169CADJPYsell4.96 / 4.9684.7162018.08.17 22:00:00filled
2018.08.21 00:05:00170CADJPYbuy4.97 / 4.9784.40685.3162018.08.21 00:05:00filledIS 2.0
2018.08.21 18:33:20171CADJPYsell4.97 / 4.9784.5612018.08.21 18:33:20filledsl 84.561
2018.09.18 02:00:00172CADJPYbuy5.02 / 5.0285.54986.4492018.09.18 02:00:00filledIS 2.0
2018.09.18 21:28:40173CADJPYsell5.02 / 5.0286.5872018.09.18 21:28:40filled
2018.09.28 06:00:00174CADJPYsell5.31 / 5.3187.18186.2092018.09.28 06:00:00filledIS 2.0
2018.10.08 11:54:40175CADJPYbuy5.31 / 5.3187.1042018.10.08 11:54:40filled
Deals
Time Deal Symbol Type Direction Volume Price Order Commission Swap Profit Balance Comment
2015.01.05 00:00:001balance0.000.0010 000.0010 000.00
2015.01.21 08:00:002CADJPYbuyin0.6097.5652-0.790.000.009 999.21IS 2.0
2015.01.28 22:00:003CADJPYbuyin0.6294.2303-0.790.000.009 998.42IS 2.0_avg
2015.02.17 21:46:404CADJPYsellout0.6296.3884-0.8030.601 121.4011 149.62
2015.02.17 21:46:405CADJPYsellout0.6096.3885-0.7840.00-591.8910 596.95
2015.02.20 14:00:006CADJPYsellin0.6695.4176-0.850.000.0010 596.10IS 2.0
2015.02.20 16:50:407CADJPYbuyout0.6694.3487-0.840.00596.1311 191.39tp 94.348
2015.03.09 18:00:008CADJPYsellin0.7196.1558-0.900.000.0011 190.49IS 2.0
2015.03.11 03:19:409CADJPYbuyout0.7195.6899-0.90-7.94272.8611 454.51sl 95.689
2015.03.19 16:00:0010CADJPYbuyin0.7394.93210-0.920.000.0011 453.59IS 2.0
2015.03.20 14:30:4011CADJPYsellout0.7395.14811-0.921.76130.3811 584.81sl 95.148
2015.04.14 18:00:0012CADJPYsellin0.7295.57912-0.920.000.0011 583.89IS 2.0
2015.05.01 10:00:0013CADJPYsellin0.7099.10213-0.930.000.0011 582.96IS 2.0_avg
2015.05.29 16:00:0014CADJPYbuyin0.7299.15814-0.920.000.0011 582.04IS 2.0
2015.05.29 22:00:0015CADJPYsellout0.7299.66615-0.930.00294.8311 875.94
2015.06.18 22:00:0016CADJPYbuyin0.73100.58916-0.950.000.0011 874.99IS 2.0
2015.06.26 23:40:4017CADJPYsellout0.73100.57017-0.9513.80-11.2011 876.64
2015.07.07 14:22:4018CADJPYbuyout0.7096.19018-0.88-252.231 665.2113 288.74
2015.07.07 14:22:4019CADJPYbuyout0.7296.19019-0.91-337.21-359.3812 591.24
2015.07.15 20:00:0020CADJPYbuyin0.8195.71820-1.000.000.0012 590.24IS 2.0
2015.07.16 19:19:4021CADJPYsellout0.8195.76721-1.005.7332.0012 626.97sl 95.767
2015.07.20 08:00:0022CADJPYsellin0.8295.58722-1.010.000.0012 625.96IS 2.0
2015.07.23 05:05:4023CADJPYbuyout0.8295.22423-1.01-22.41239.9412 842.48sl 95.224
2015.08.17 22:00:0024CADJPYsellin0.8495.03724-1.030.000.0012 841.45IS 2.0
2015.08.18 15:31:4025CADJPYbuyout0.8494.99925-1.03-4.5825.6812 861.52sl 94.999
2015.08.19 18:00:0026CADJPYbuyin0.8494.62526-1.020.000.0012 860.50IS 2.0
2015.09.01 22:00:0027CADJPYbuyin0.8590.72127-1.030.000.0012 859.47IS 2.0_avg
2015.09.03 00:00:0028CADJPYsellin0.8590.66028-1.030.000.0012 858.44IS 2.0
2015.09.04 15:31:4029CADJPYbuyout0.8590.48729-1.03-4.80123.2912 975.90sl 90.487
2015.09.15 20:00:0030CADJPYsellin0.8690.75230-1.040.000.0012 974.86IS 2.0
2015.09.18 22:23:4031CADJPYbuyout0.8690.71731-1.04-24.2125.0912 974.70
2015.09.21 14:00:0032CADJPYsellin0.8691.20032-1.040.000.0012 973.66IS 2.0
2015.09.22 08:10:2033CADJPYbuyout0.8691.04933-1.04-4.84107.7913 075.57sl 91.049
2015.10.09 13:30:4034CADJPYsellout0.8593.12334-1.0582.651 697.8414 855.01
2015.10.09 13:30:4035CADJPYsellout0.8493.12335-1.04107.96-1 049.1913 912.74
2015.10.15 22:00:0036CADJPYsellin0.8992.43436-1.110.000.0013 911.63IS 2.0
2015.10.20 04:33:4037CADJPYbuyout0.8991.81337-1.09-15.18462.5314 357.89sl 91.813
2015.10.26 20:00:0038CADJPYsellin0.9492.05438-1.140.000.0014 356.75IS 2.0
2015.10.27 15:12:2039CADJPYbuyout0.9490.94239-1.14-5.27869.0415 219.38
2015.10.30 14:00:0040CADJPYbuyin1.0091.58040-1.220.000.0015 218.16IS 2.0
2015.10.30 22:00:0041CADJPYsellout1.0092.27041-1.220.00571.7815 788.72
2015.11.12 06:00:0042CADJPYsellin1.0592.75742-1.270.000.0015 787.45IS 2.0
2015.11.13 10:04:4043CADJPYbuyout1.0592.32743-1.26-5.81368.0516 148.43sl 92.327
2015.11.18 20:00:0044CADJPYbuyin1.0892.45444-1.290.000.0016 147.14IS 2.0
2015.11.19 15:17:4045CADJPYsellout1.0892.60845-1.307.65135.0616 288.55sl 92.608
2015.11.26 10:00:0046CADJPYbuyin1.0892.05946-1.300.000.0016 287.25IS 2.0
2015.11.27 07:30:4047CADJPYsellout1.0892.09347-1.302.5729.9516 318.47sl 92.093
2015.12.01 20:00:0048CADJPYbuyin1.0991.88548-1.300.000.0016 317.17IS 2.0
2015.12.02 15:10:4049CADJPYsellout1.0992.00249-1.302.59103.5516 422.01sl 92.002
2015.12.04 20:00:0050CADJPYsellin1.1092.00350-1.310.000.0016 420.70IS 2.0
2015.12.08 00:00:2051CADJPYbuyout1.1091.41451-1.30-12.10525.2016 932.50sl 91.414
2015.12.16 18:00:0052CADJPYbuyin1.1788.08852-1.350.000.0016 931.15IS 2.0
2015.12.17 08:13:4053CADJPYsellout1.1788.68253-1.368.39567.7017 505.88sl 88.682
2016.01.13 22:00:0054CADJPYbuyin1.2682.00354-1.400.000.0017 504.48IS 2.0
2016.01.15 03:26:4055CADJPYsellout1.2682.08955-1.4012.5091.9017 607.48sl 82.089
2016.01.20 04:00:0056CADJPYbuyin1.2880.34456-1.400.000.0017 606.08IS 2.0
2016.01.21 07:54:4057CADJPYsellout1.2880.54257-1.419.59216.8217 831.08sl 80.542
2016.02.03 16:00:0058CADJPYsellin1.2485.98558-1.430.000.0017 829.65IS 2.0
2016.02.03 17:14:2059CADJPYbuyout1.2484.96559-1.430.001 070.5918 898.81
2016.02.16 20:00:0060CADJPYbuyin1.3182.22360-1.510.000.0018 897.30IS 2.0
2016.02.17 17:29:4061CADJPYsellout1.3183.34161-1.523.351 280.8220 179.95
2016.02.22 08:00:0062CADJPYsellin1.3982.12862-1.620.000.0020 178.33IS 2.0
2016.02.23 17:55:2063CADJPYbuyout1.3981.10163-1.61-8.351 275.8621 444.23
2016.03.09 20:00:0064CADJPYsellin1.4285.36864-1.720.000.0021 442.51IS 2.0
2016.03.10 19:38:4065CADJPYbuyout1.4284.31365-1.70-25.491 328.0622 743.38
2016.03.10 20:00:0066CADJPYbuyin1.5284.29666-1.820.000.0022 741.56IS 2.0
2016.03.10 20:01:4067CADJPYsellout1.5284.29967-1.820.004.0422 743.78
2016.03.23 18:00:0068CADJPYbuyin1.5085.32168-1.820.000.0022 741.96IS 2.0
2016.03.29 03:51:4069CADJPYsellout1.5085.89969-1.8223.31765.1223 528.57sl 85.899
2016.04.15 16:00:0070CADJPYbuyin1.5284.58370-1.890.000.0023 526.68IS 2.0
2016.04.15 22:00:0071CADJPYsellout1.5284.66171-1.890.00109.0723 633.86
2016.04.18 18:00:0072CADJPYsellin1.5284.62272-1.890.000.0023 631.97IS 2.0
2016.05.03 11:42:4073CADJPYbuyout1.5284.51873-1.95-140.86149.5523 638.71
2016.05.20 12:00:0074CADJPYsellin1.5584.29674-1.900.000.0023 636.81IS 2.0
2016.05.20 22:00:0075CADJPYbuyout1.5583.93375-1.890.00510.4324 145.35
2016.06.09 14:00:0076CADJPYbuyin1.5483.68776-1.940.000.0024 143.41IS 2.0
2016.06.10 10:00:4077CADJPYsellout1.5483.92377-1.944.20339.8224 485.49sl 83.923
2016.06.21 00:00:0078CADJPYbuyin1.5781.19978-1.960.000.0024 483.53IS 2.0
2016.06.22 03:47:4079CADJPYsellout1.5781.64279-1.964.38664.4225 150.37sl 81.642
2016.07.05 14:00:0080CADJPYbuyin1.6278.83980-2.010.000.0025 148.36IS 2.0
2016.07.12 09:13:4081CADJPYsellout1.6278.82181-1.9832.66-28.2625 150.78
2016.07.29 00:00:0082CADJPYsellin1.6579.98582-2.010.000.0025 148.77IS 2.0
2016.07.29 01:33:4083CADJPYbuyout1.6578.89483-2.010.001 712.1826 858.94
2016.08.05 16:00:0084CADJPYbuyin1.7777.16684-2.150.000.0026 856.79IS 2.0
2016.08.05 22:00:0085CADJPYsellout1.7777.29185-2.150.00217.4827 072.12
2016.08.23 20:00:0086CADJPYsellin1.7577.68186-2.170.000.0027 069.95IS 2.0
2016.08.24 16:34:4087CADJPYbuyout1.7577.64087-2.17-11.8471.5327 127.47sl 77.640
2016.09.14 10:00:0088CADJPYsellin1.7878.59088-2.170.000.0027 125.30IS 2.0
2016.09.14 18:09:4089CADJPYbuyout1.7877.63589-2.160.001 658.8328 781.97
2016.09.23 18:00:0090CADJPYbuyin1.8976.91290-2.300.000.0028 779.67IS 2.0
2016.09.29 11:34:4091CADJPYsellout1.8977.42191-2.3132.91948.1829 758.45sl 77.421
2016.10.10 18:00:0092CADJPYsellin1.9678.75492-2.380.000.0029 756.07IS 2.0
2016.10.11 20:52:4093CADJPYbuyout1.9677.79493-2.36-12.831 822.2031 563.08
2016.10.12 20:00:0094CADJPYsellin2.0978.82394-2.530.000.0031 560.55IS 2.0
2016.10.13 18:35:4095CADJPYbuyout2.0978.47995-2.53-40.79693.8032 211.03sl 78.479
2016.11.01 12:00:0096CADJPYsellin2.1678.30996-2.580.000.0032 208.45IS 2.0
2016.11.02 04:32:4097CADJPYbuyout2.1677.37297-2.58-14.071 951.0934 142.89
2016.11.30 14:00:0098CADJPYsellin2.2884.73898-2.730.000.0034 140.16IS 2.0
2016.12.15 02:00:0099CADJPYsellin2.2788.20799-2.730.000.0034 137.43IS 2.0_avg
2017.01.05 10:00:00100CADJPYbuyin2.2787.260100-2.730.000.0034 134.70IS 2.0
2017.01.09 11:03:40101CADJPYsellout2.2788.446101-2.7411.422 299.5936 442.97sl 88.446
2017.01.23 01:23:40102CADJPYbuyout2.2785.498102-2.73-489.505 389.5141 340.25
2017.01.23 01:23:40103CADJPYbuyout2.2885.498103-2.74-720.69-1 518.6739 098.15
2017.01.30 20:00:00104CADJPYbuyin2.5686.732104-3.130.000.0039 095.02IS 2.0
2017.02.01 16:00:00105CADJPYsellin2.5686.872105-3.130.000.0039 091.89IS 2.0
2017.02.02 18:21:00106CADJPYbuyout2.5686.594106-3.15-45.98631.5239 674.28sl 86.594
2017.02.03 22:00:00107CADJPYsellout2.5686.729107-3.1539.64-6.8039 703.97
2017.03.03 08:00:00108CADJPYbuyin2.6685.310108-3.180.000.0039 700.79IS 2.0
2017.03.03 23:50:40109CADJPYsellout2.6685.322109-3.180.0027.9939 725.60
2017.03.08 22:00:00110CADJPYbuyin2.6884.793110-3.180.000.0039 722.42IS 2.0
2017.03.10 15:27:40111CADJPYsellout2.6885.392111-3.1727.341 391.1241 137.71sl 85.392
2017.04.03 18:00:00112CADJPYbuyin2.7582.897112-3.290.000.0041 134.42IS 2.0
2017.04.07 22:01:40113CADJPYsellout2.7582.885113-3.2843.50-29.6841 144.96
2017.04.21 18:00:00114CADJPYbuyin2.7880.715114-3.290.000.0041 141.67IS 2.0
2017.04.21 22:00:00115CADJPYsellout2.7880.817115-3.290.00259.6741 398.05
2017.05.15 10:00:00116CADJPYsellin2.8283.320116-3.310.000.0041 394.74IS 2.0
2017.05.17 15:37:40117CADJPYbuyout2.8282.282117-3.31-33.702 609.4143 967.14
2017.05.23 04:00:00118CADJPYbuyin2.9782.390118-3.520.000.0043 963.62IS 2.0
2017.05.24 18:37:40119CADJPYsellout2.9783.409119-3.537.762 700.4346 668.28
2017.05.29 20:00:00120CADJPYsellin3.1482.794120-3.740.000.0046 664.54IS 2.0
2017.05.30 10:34:40121CADJPYbuyout3.1482.382121-3.73-19.141 166.1147 807.78sl 82.382
2017.06.12 20:00:00122CADJPYbuyin3.2281.464122-3.830.000.0047 803.95IS 2.0
2017.06.12 23:03:40123CADJPYsellout3.2282.451123-3.870.002 892.5650 692.64
2017.06.22 18:00:00124CADJPYsellin3.3584.187124-4.050.000.0050 688.59IS 2.0
2017.06.26 03:43:40125CADJPYbuyout3.3583.966125-4.04-40.81665.0551 308.79sl 83.966
2017.07.07 16:00:00126CADJPYsellin3.3188.288126-4.100.000.0051 304.69IS 2.0
2017.07.12 17:00:40127CADJPYbuyout3.3187.993127-4.10-59.08862.4052 103.91sl 87.993
2017.08.18 00:00:00128CADJPYbuyin3.3086.410128-4.160.000.0052 099.75IS 2.0
2017.08.18 22:00:00129CADJPYsellout3.3086.850129-4.200.001 329.1553 424.70
2017.08.29 22:00:00130CADJPYsellin3.3587.555130-4.280.000.0053 420.42IS 2.0
2017.08.31 02:46:00131CADJPYbuyout3.3587.496131-4.25-82.51179.0153 512.67sl 87.496
2017.09.06 18:00:00132CADJPYsellin3.2788.964132-4.280.000.0053 508.39IS 2.0
2017.09.08 22:00:00133CADJPYbuyout3.2788.773133-4.31-81.33579.3554 002.10
2017.09.27 14:00:00134CADJPYsellin3.3491.166134-4.320.000.0053 997.78IS 2.0
2017.09.28 09:01:40135CADJPYbuyout3.3490.541135-4.28-60.211 845.5355 778.82sl 90.541
2017.10.13 04:00:00136CADJPYbuyin3.4889.988136-4.470.000.0055 774.35IS 2.0
2017.10.19 07:16:40137CADJPYsellout3.4890.531137-4.4754.211 673.4957 497.58sl 90.531
2017.10.24 18:00:00138CADJPYsellin3.6489.917138-4.600.000.0057 492.98IS 2.0
2017.10.25 10:39:40139CADJPYbuyout3.6489.843139-4.59-21.67236.4957 703.21sl 89.843
2017.11.07 20:00:00140CADJPYbuyin3.6989.065140-4.620.000.0057 698.59IS 2.0
2017.11.08 13:32:40141CADJPYsellout3.6989.105141-4.639.45129.9557 833.36sl 89.105
2017.11.27 18:00:00142CADJPYbuyin3.6887.292142-4.630.000.0057 828.73IS 2.0
2017.12.01 16:01:40143CADJPYsellout3.6888.345143-4.6157.663 437.4261 319.20
2017.12.08 06:00:00144CADJPYsellin3.9488.153144-4.910.000.0061 314.29IS 2.0
2017.12.11 16:00:00145CADJPYbuyin3.9488.164145-4.900.000.0061 309.39IS 2.0
2017.12.12 16:10:40146CADJPYsellout3.9488.271146-4.9110.13371.5061 686.11sl 88.271
2017.12.14 01:55:40147CADJPYbuyout3.9487.985147-4.92-141.80586.9362 126.32sl 87.985
2018.01.04 04:00:00148CADJPYsellin3.9089.830148-4.970.000.0062 121.35IS 2.0
2018.01.10 09:12:40149CADJPYbuyout3.9089.784149-5.01-93.69160.3162 182.96
2018.01.18 18:00:00150CADJPYbuyin3.8888.975150-4.980.000.0062 177.98IS 2.0
2018.01.19 05:57:40151CADJPYsellout3.8889.271151-5.0010.201 035.9863 219.16sl 89.271
2018.02.22 06:00:00152CADJPYbuyin4.0184.550152-5.050.000.0063 214.11IS 2.0
2018.02.23 23:57:40153CADJPYsellout4.0184.556153-5.0810.9722.5263 242.52
2018.03.07 20:00:00154CADJPYbuyin4.1081.639154-5.060.000.0063 237.46IS 2.0
2018.03.08 10:16:40155CADJPYsellout4.1082.097155-5.0833.861 772.3365 038.57sl 82.097
2018.04.25 22:00:00156CADJPYsellin4.1885.104156-5.210.000.0065 033.36IS 2.0
2018.04.27 13:29:40157CADJPYbuyout4.1884.906157-5.19-103.63756.9165 681.45sl 84.906
2018.05.01 20:00:00158CADJPYbuyin4.2285.259158-5.250.000.0065 676.20IS 2.0
2018.05.02 15:45:40159CADJPYsellout4.2285.482159-5.2611.22857.1366 539.29sl 85.482
2018.05.31 18:00:00160CADJPYbuyin4.3283.750160-5.330.000.0066 533.96IS 2.0
2018.06.04 03:56:40161CADJPYsellout4.3284.761161-5.3423.113 982.2470 533.97
2018.07.19 00:00:00162CADJPYsellin4.6485.664162-5.640.000.0070 528.33IS 2.0
2018.07.20 04:03:40163CADJPYbuyout4.6484.897163-5.60-27.973 162.3073 657.06sl 84.897
2018.07.27 18:00:00164CADJPYbuyin4.8184.967164-5.890.000.0073 651.17IS 2.0
2018.07.27 22:07:40165CADJPYsellout4.8184.973165-5.890.0026.0073 671.28
2018.08.07 12:00:00166CADJPYsellin4.7885.806166-5.900.000.0073 665.38IS 2.0
2018.08.08 04:46:20167CADJPYbuyout4.7885.336167-5.86-29.102 016.5375 646.95sl 85.336
2018.08.15 16:00:00168CADJPYbuyin4.9684.597168-6.060.000.0075 640.89IS 2.0
2018.08.17 22:00:00169CADJPYsellout4.9684.716169-6.0852.30533.6976 220.80
2018.08.21 00:05:00170CADJPYbuyin4.9784.406170-6.100.000.0076 214.70IS 2.0
2018.08.21 18:33:20171CADJPYsellout4.9784.561171-6.090.00697.7576 906.36sl 84.561
2018.09.18 02:00:00172CADJPYbuyin5.0285.549172-6.150.000.0076 900.21IS 2.0
2018.09.18 21:28:40173CADJPYsellout5.0286.587173-6.190.004 637.2781 531.29
2018.09.28 06:00:00174CADJPYsellin5.3187.181174-6.520.000.0081 524.77IS 2.0
2018.10.08 11:54:40175CADJPYbuyout5.3187.104175-6.53-252.53360.7681 626.47
-486.67 -2 424.78 74 537.92 81 626.47