Strategy Tester Report
Alpari-MT5 (Build 1940)
Settings
Expert: Intersection_Optimization
Symbol: EURAUD
Period: H4 (2015.01.05 - 2018.11.17)
Inputs: startTradeHour=6
startTradeMin=0
useEndTrade=false
stopTradeHour=2
stopTradeMin=0
stopTradeFridayHour=14
stopTradeFridayMin=0
fixedVolume=0.1
volumeProc=1
takeProfitBars=85
minTakeProfit=900
profitTrendChange=false
stopLoss=0
sleepNextBars=4
lifeTimePos=0
candleFilter=0
useTrail=true
startTrail=100
useAverage=true
pipDD=1000
averageProfitProc=7.0
volumeAvgPos=true
ind1=SAR indicator settings
sarStep=0.20
sarMaximum=0.01
ind2=Intersection indicator settings
Osc=13
BackStep=0
LevDPl=1
LevDPr=1
period=0
ma_method=0
ma_shift=0
applied_price=4
numBuff=0
fast_ema_period=9
slow_ema_period=76
signal_period=284
Kperiod=13
Dperiod=5
slowing=3
price_field=0
b=0.7
ShowBars=415
i_1=Hedging module settings
useHedge=false
dd_For_Hedge=200
coefficient_Hedge=1
intervalHedge=5
hedgeDDpercent=0
i_2=Targeted profit settings
useTarget=true
useDateFixingTargetValue=false
dateFixingTargetValue=1514938200
targetProfitPair=6.5
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: 99%
Bars: 6027 Ticks: 5764335 Symbols: 1
Total Net Profit: 85 691.06 Balance Drawdown Absolute: 0.80 Equity Drawdown Absolute: 2 439.01
Gross Profit: 112 077.43 Balance Drawdown Maximal: 13 558.51 (12.41%) Equity Drawdown Maximal: 15 353.88 (14.21%)
Gross Loss: -26 386.37 Balance Drawdown Relative: 12.41% (13 558.51) Equity Drawdown Relative: 50.75% (7 789.91)
Profit Factor: 4.25 Expected Payoff: 921.41 Margin Level: 1751.47%
Recovery Factor: 5.58 Sharpe Ratio: 0.54 Z-Score: 0.37 (28.86%)
AHPR: 1.0257 (2.57%) LR Correlation: 0.99 OnTester result: 0
GHPR: 1.0246 (2.46%) LR Standard Error: 4 583.51
Total Trades: 93 Short Trades (won %): 39 (89.74%) Long Trades (won %): 54 (77.78%)
Total Deals: 186 Profit Trades (% of total): 77 (82.80%) Loss Trades (% of total): 16 (17.20%)
Largest profit trade: 8 349.37 Largest loss trade: -9 035.32
Average profit trade: 1 455.55 Average loss trade: -1 649.15
Maximum consecutive wins ($): 19 (24 492.54) Maximum consecutive losses ($): 3 (-13 541.27)
Maximal consecutive profit (count): 24 492.54 (19) Maximal consecutive loss (count): -13 541.27 (3)
Average consecutive wins: 6 Average consecutive losses: 1
Graph
Graph
Correlation (Profits,MFE): 0.83 Correlation (Profits,MAE): 0.49 Correlation (MFE,MAE): 0.2609
Graph
Minimal position holding time: 2:00:00 Maximal position holding time: 1116:39:40 Average position holding time: 151:27:34
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2015.01.05 16:00:002EURAUDsell0.42 / 0.421.474931.465932015.01.05 16:00:00filledIS 2.0
2015.01.06 11:27:403EURAUDbuy0.42 / 0.421.465932015.01.06 11:27:40filledtp 1.46593
2015.01.07 20:00:004EURAUDbuy0.44 / 0.441.469181.533162015.01.07 20:00:00filledIS 2.0
2015.01.23 20:00:005EURAUDbuy0.46 / 0.461.421162015.01.23 20:00:00filledIS 2.0_avg
2015.01.29 16:03:206EURAUDsell0.46 / 0.461.455862015.01.29 16:03:20filled
2015.01.29 16:03:207EURAUDsell0.44 / 0.441.455862015.01.29 16:03:20filled
2015.02.24 20:00:008EURAUDsell0.48 / 0.481.450271.438292015.02.24 20:00:00filledIS 2.0
2015.02.25 06:58:409EURAUDbuy0.48 / 0.481.438972015.02.25 06:58:40filled
2015.03.16 04:00:0010EURAUDbuy0.54 / 0.541.376201.461262015.03.16 04:00:00filledIS 2.0
2015.03.17 16:07:4011EURAUDsell0.54 / 0.541.394852015.03.17 16:07:40filled
2015.03.23 16:00:0012EURAUDbuy0.56 / 0.561.395101.433192015.03.23 16:00:00filledIS 2.0
2015.03.26 13:31:4013EURAUDsell0.56 / 0.561.396522015.03.26 13:31:40filledsl 1.39652
2015.04.17 04:00:0014EURAUDbuy0.57 / 0.571.383311.444312015.04.17 04:00:00filledIS 2.0
2015.04.17 14:00:0015EURAUDsell0.57 / 0.571.383482015.04.17 14:00:00filled
2015.04.29 16:00:0016EURAUDbuy0.55 / 0.551.376921.401842015.04.29 16:00:00filledIS 2.0
2015.04.30 09:50:4017EURAUDsell0.55 / 0.551.395572015.04.30 09:50:40filled
2015.05.18 20:00:0018EURAUDsell0.57 / 0.571.419021.367122015.05.18 20:00:00filledIS 2.0
2015.05.19 10:49:4019EURAUDbuy0.57 / 0.571.400272015.05.19 10:49:40filled
2015.05.21 16:00:0020EURAUDbuy0.62 / 0.621.412521.435262015.05.21 16:00:00filledIS 2.0
2015.05.22 14:00:0021EURAUDsell0.62 / 0.621.417882015.05.22 14:00:00filled
2015.06.08 04:00:0022EURAUDsell0.64 / 0.641.456301.394792015.06.08 04:00:00filledIS 2.0
2015.06.12 14:00:0023EURAUDbuy0.64 / 0.641.452872015.06.12 14:00:00filled
2015.08.06 12:00:0024EURAUDbuy0.66 / 0.661.486781.527462015.08.06 12:00:00filledIS 2.0
2015.08.11 13:36:2025EURAUDsell0.66 / 0.661.506512015.08.11 13:36:20filled
2015.08.19 12:00:0026EURAUDsell0.69 / 0.691.502661.472642015.08.19 12:00:00filledIS 2.0
2015.09.10 12:00:0027EURAUDsell0.68 / 0.681.586822015.09.10 12:00:00filledIS 2.0_avg
2015.09.18 04:00:0028EURAUDbuy0.67 / 0.671.587381.617432015.09.18 04:00:00filledIS 2.0
2015.09.24 13:48:4029EURAUDsell0.67 / 0.671.617432015.09.24 13:48:40filledtp 1.61743
2015.10.23 00:39:4030EURAUDbuy0.68 / 0.681.536402015.10.23 00:39:40filled
2015.10.23 00:39:4031EURAUDbuy0.69 / 0.691.536402015.10.23 00:39:40filled
2015.11.05 04:00:0032EURAUDbuy0.82 / 0.821.521671.578932015.11.05 04:00:00filledIS 2.0
2015.11.06 17:05:4033EURAUDsell0.82 / 0.821.522522015.11.06 17:05:40filled
2015.11.12 00:00:0034EURAUDbuy0.83 / 0.831.521601.557452015.11.12 00:00:00filledIS 2.0
2015.12.02 08:00:0035EURAUDbuy0.84 / 0.841.452062015.12.02 08:00:00filledIS 2.0_avg
2015.12.08 05:08:4036EURAUDsell0.84 / 0.841.498312015.12.08 05:08:40filled
2015.12.08 05:08:4037EURAUDsell0.83 / 0.831.498312015.12.08 05:08:40filled
2016.01.14 20:00:0038EURAUDsell0.87 / 0.871.555861.486342016.01.14 20:00:00filledIS 2.0
2016.01.20 20:00:0039EURAUDsell0.87 / 0.871.591122016.01.20 20:00:00filledIS 2.0_avg
2016.01.21 02:05:4040EURAUDbuy0.87 / 0.871.563032016.01.21 02:05:40filled
2016.01.21 02:05:4041EURAUDbuy0.87 / 0.871.563032016.01.21 02:05:40filled
2016.01.28 04:00:0042EURAUDbuy0.93 / 0.931.545151.607582016.01.28 04:00:00filledIS 2.0
2016.02.05 16:47:4043EURAUDsell0.93 / 0.931.566132016.02.05 16:47:40filled
2016.02.29 00:05:0044EURAUDbuy0.99 / 0.991.532901.625122016.02.29 00:05:00filledIS 2.0
2016.03.04 20:00:0045EURAUDbuy0.98 / 0.981.480752016.03.04 20:00:00filledIS 2.0_avg
2016.03.07 00:05:0046EURAUDsell0.98 / 0.981.482811.473742016.03.07 00:05:00filledIS 2.0
2016.03.07 16:46:4047EURAUDbuy0.98 / 0.981.473782016.03.07 16:46:40filled
2016.03.10 04:00:0048EURAUDbuy1.01 / 1.011.470322016.03.10 04:00:00filledIS 2.0_avg
2016.03.10 18:26:4049EURAUDsell1.01 / 1.011.502162016.03.10 18:26:40filled
2016.03.10 18:26:4050EURAUDsell0.98 / 0.981.502162016.03.10 18:26:40filled
2016.03.10 18:26:4051EURAUDsell0.99 / 0.991.502162016.03.10 18:26:40filled
2016.03.23 16:00:0052EURAUDbuy1.07 / 1.071.479481.508592016.03.23 16:00:00filledIS 2.0
2016.03.24 16:49:4053EURAUDsell1.07 / 1.071.482852016.03.24 16:49:40filledsl 1.48285
2016.03.29 00:00:0054EURAUDbuy1.08 / 1.081.484231.508592016.03.29 00:00:00filledIS 2.0
2016.03.29 20:00:0055EURAUDsell1.07 / 1.071.480411.446622016.03.29 20:00:00filledIS 2.0
2016.04.01 14:00:0056EURAUDsell1.08 / 1.081.488182016.04.01 14:00:00filled
2016.04.08 12:00:0057EURAUDsell1.07 / 1.071.508322016.04.08 12:00:00filledIS 2.0_avg
2016.04.12 19:32:4058EURAUDbuy1.07 / 1.071.485182016.04.12 19:32:40filled
2016.04.12 19:32:4059EURAUDbuy1.07 / 1.071.485182016.04.12 19:32:40filled
2016.04.19 20:00:0060EURAUDbuy1.14 / 1.141.458421.520152016.04.19 20:00:00filledIS 2.0
2016.04.27 06:19:4061EURAUDsell1.14 / 1.141.479272016.04.27 06:19:40filled
2016.05.09 04:00:0062EURAUDsell1.22 / 1.221.544941.443382016.05.09 04:00:00filledIS 2.0
2016.05.13 12:00:0063EURAUDsell1.22 / 1.221.556502016.05.13 12:00:00filledIS 2.0_avg
2016.05.17 04:45:4064EURAUDbuy1.22 / 1.221.540232016.05.17 04:45:40filled
2016.05.17 04:45:4065EURAUDbuy1.22 / 1.221.540232016.05.17 04:45:40filled
2016.05.23 20:00:0066EURAUDsell1.32 / 1.321.553551.521972016.05.23 20:00:00filledIS 2.0
2016.05.30 04:24:2067EURAUDbuy1.32 / 1.321.550402016.05.30 04:24:20filledsl 1.55040
2016.06.13 20:00:0068EURAUDbuy1.33 / 1.331.525651.559772016.06.13 20:00:00filledIS 2.0
2016.06.17 20:17:4069EURAUDsell1.33 / 1.331.526352016.06.17 20:17:40filled
2016.06.30 08:00:0070EURAUDbuy1.35 / 1.351.492951.536492016.06.30 08:00:00filledIS 2.0
2016.07.05 04:00:0071EURAUDbuy1.34 / 1.341.480892016.07.05 04:00:00filledIS 2.0_avg
2016.07.13 20:00:0072EURAUDbuy1.35 / 1.351.457552016.07.13 20:00:00filledIS 2.0_avg
2016.08.02 07:30:4073EURAUDsell1.35 / 1.351.490672016.08.02 07:30:40filled
2016.08.02 07:30:4074EURAUDsell1.34 / 1.341.490672016.08.02 07:30:40filled
2016.08.02 07:30:4075EURAUDsell1.35 / 1.351.490672016.08.02 07:30:40filled
2016.08.03 16:00:0076EURAUDsell1.48 / 1.481.475021.449492016.08.03 16:00:00filledIS 2.0
2016.08.05 03:13:2077EURAUDbuy1.48 / 1.481.456112016.08.05 03:13:20filled
2016.08.11 04:00:0078EURAUDsell1.58 / 1.581.451921.442162016.08.11 04:00:00filledIS 2.0
2016.08.11 08:00:0079EURAUDbuy1.58 / 1.581.450641.490672016.08.11 08:00:00filledIS 2.0
2016.08.12 03:32:4080EURAUDbuy1.58 / 1.581.449772016.08.12 03:32:40filledsl 1.44977
2016.08.12 14:00:0081EURAUDsell1.58 / 1.581.452432016.08.12 14:00:00filled
2016.08.29 16:00:0082EURAUDsell1.61 / 1.611.479231.442162016.08.29 16:00:00filledIS 2.0
2016.09.02 15:29:4083EURAUDbuy1.61 / 1.611.475102016.09.02 15:29:40filled
2016.09.08 00:00:0084EURAUDbuy1.62 / 1.621.465131.488932016.09.08 00:00:00filledIS 2.0
2016.09.09 15:22:4085EURAUDsell1.62 / 1.621.484602016.09.09 15:22:40filled
2016.09.23 08:00:0086EURAUDbuy1.73 / 1.731.467521.509612016.09.23 08:00:00filledIS 2.0
2016.09.23 14:00:0087EURAUDsell1.73 / 1.731.469432016.09.23 14:00:00filled
2016.09.28 16:00:0088EURAUDbuy1.74 / 1.741.465191.509612016.09.28 16:00:00filledIS 2.0
2016.09.30 14:00:0089EURAUDsell1.74 / 1.741.467092016.09.30 14:00:00filled
2016.10.13 08:00:0090EURAUDbuy1.78 / 1.781.461391.478092016.10.13 08:00:00filledIS 2.0
2016.10.26 00:00:0091EURAUDbuy1.80 / 1.801.424732016.10.26 00:00:00filledIS 2.0_avg
2016.11.03 05:00:4092EURAUDsell1.80 / 1.801.454602016.11.03 05:00:40filled
2016.11.03 05:00:4093EURAUDsell1.78 / 1.781.454602016.11.03 05:00:40filled
2016.11.07 04:00:0094EURAUDsell1.89 / 1.891.445701.412732016.11.07 04:00:00filledIS 2.0
2016.11.08 18:34:4095EURAUDbuy1.89 / 1.891.427122016.11.08 18:34:40filled
2016.11.09 08:00:0096EURAUDbuy1.98 / 1.981.480711.489712016.11.09 08:00:00filledIS 2.0
2016.11.25 16:00:0097EURAUDbuy2.11 / 2.111.423712016.11.25 16:00:00filledIS 2.0_avg
2016.12.28 04:00:0098EURAUDsell2.13 / 2.131.453211.409132016.12.28 04:00:00filledIS 2.0
2016.12.29 12:11:4099EURAUDbuy2.13 / 2.131.451952016.12.29 12:11:40filledsl 1.45195
2016.12.30 01:40:40100EURAUDsell2.11 / 2.111.472352016.12.30 01:40:40filled
2016.12.30 01:40:40101EURAUDsell1.98 / 1.981.472352016.12.30 01:40:40filled
2017.01.02 16:00:00102EURAUDsell2.38 / 2.381.458561.409132017.01.02 16:00:00filledIS 2.0
2017.01.03 14:38:40103EURAUDbuy2.38 / 2.381.439752017.01.03 14:38:40filled
2017.01.17 16:00:00104EURAUDbuy2.48 / 2.481.417271.472352017.01.17 16:00:00filledIS 2.0
2017.01.26 00:33:40105EURAUDsell2.48 / 2.481.417512017.01.26 00:33:40filledsl 1.41751
2017.01.31 00:00:00106EURAUDbuy2.47 / 2.471.416201.434852017.01.31 00:00:00filledIS 2.0
2017.02.01 21:00:20107EURAUDsell2.47 / 2.471.419492017.02.01 21:00:20filledsl 1.41949
2017.02.06 04:00:00108EURAUDbuy2.48 / 2.481.406401.429122017.02.06 04:00:00filledIS 2.0
2017.02.23 00:00:00109EURAUDbuy2.53 / 2.531.371052017.02.23 00:00:00filledIS 2.0_avg
2017.03.06 02:29:40110EURAUDsell2.53 / 2.531.399992017.03.06 02:29:40filled
2017.03.06 02:29:40111EURAUDsell2.48 / 2.481.399992017.03.06 02:29:40filled
2017.04.27 20:00:00112EURAUDsell2.62 / 2.621.457131.398262017.04.27 20:00:00filledIS 2.0
2017.04.28 17:57:40113EURAUDbuy2.62 / 2.621.456082017.04.28 17:57:40filled
2017.05.09 16:00:00114EURAUDsell2.63 / 2.631.483331.416822017.05.09 16:00:00filledIS 2.0
2017.05.11 00:01:40115EURAUDbuy2.63 / 2.631.478712017.05.11 00:01:40filledsl 1.47871
2017.05.22 12:00:00116EURAUDsell2.60 / 2.601.498561.445802017.05.22 12:00:00filledIS 2.0
2017.05.26 15:42:40117EURAUDbuy2.60 / 2.601.498652017.05.26 15:42:40filled
2017.06.13 16:00:00118EURAUDbuy2.60 / 2.601.488601.522702017.06.13 16:00:00filledIS 2.0
2017.06.20 08:00:00119EURAUDbuy2.61 / 2.611.468882017.06.20 08:00:00filledIS 2.0_avg
2017.06.27 18:18:40120EURAUDsell2.61 / 2.611.489402017.06.27 18:18:40filled
2017.06.27 18:18:40121EURAUDsell2.60 / 2.601.489402017.06.27 18:18:40filled
2017.06.30 04:00:00122EURAUDsell2.71 / 2.711.483911.462652017.06.30 04:00:00filledIS 2.0
2017.06.30 14:05:40123EURAUDbuy2.71 / 2.711.483812017.06.30 14:05:40filled
2017.07.05 12:00:00124EURAUDsell2.73 / 2.731.489971.462652017.07.05 12:00:00filledIS 2.0
2017.07.13 13:46:40125EURAUDbuy2.73 / 2.731.470822017.07.13 13:46:40filled
2017.08.09 16:00:00126EURAUDsell2.82 / 2.821.489171.449082017.08.09 16:00:00filledIS 2.0
2017.08.17 22:07:40127EURAUDbuy2.82 / 2.821.486282017.08.17 22:07:40filledsl 1.48628
2017.08.23 00:00:00128EURAUDbuy2.84 / 2.841.486881.501982017.08.23 00:00:00filledIS 2.0
2017.08.24 13:10:40129EURAUDsell2.84 / 2.841.492472017.08.24 13:10:40filledsl 1.49247
2017.08.25 12:00:00130EURAUDsell2.89 / 2.891.490491.473302017.08.25 12:00:00filledIS 2.0
2017.09.01 16:14:40131EURAUDbuy2.89 / 2.891.490872017.09.01 16:14:40filled
2017.09.12 08:00:00132EURAUDbuy2.85 / 2.851.492251.517412017.09.12 08:00:00filledIS 2.0
2017.09.12 12:00:00133EURAUDsell2.85 / 2.851.489271.480272017.09.12 12:00:00filledIS 2.0
2017.09.15 15:31:40134EURAUDsell2.85 / 2.851.492902017.09.15 15:31:40filled
2017.09.21 00:00:20135EURAUDbuy2.85 / 2.851.480602017.09.21 00:00:20filled
2017.09.28 00:00:00136EURAUDbuy2.99 / 2.991.496591.510802017.09.28 00:00:00filledIS 2.0
2017.10.02 12:10:40137EURAUDsell2.99 / 2.991.503112017.10.02 12:10:40filledsl 1.50311
2017.10.18 12:00:00138EURAUDbuy3.05 / 3.051.501021.524202017.10.18 12:00:00filledIS 2.0
2017.10.23 00:00:20139EURAUDsell3.05 / 3.051.503412017.10.23 00:00:20filledsl 1.50341
2017.11.20 00:00:00140EURAUDsell3.06 / 3.061.557321.508042017.11.20 00:00:00filledIS 2.0
2017.11.22 09:05:40141EURAUDbuy3.06 / 3.061.553152017.11.22 09:05:40filledsl 1.55315
2017.11.24 04:00:00142EURAUDsell3.09 / 3.091.553941.508042017.11.24 04:00:00filledIS 2.0
2017.12.11 08:00:00143EURAUDsell3.10 / 3.101.565192017.12.11 08:00:00filledIS 2.0_avg
2017.12.13 15:19:40144EURAUDbuy3.10 / 3.101.549972017.12.13 15:19:40filled
2017.12.13 15:19:40145EURAUDbuy3.09 / 3.091.549972017.12.13 15:19:40filled
2017.12.18 08:00:00146EURAUDbuy3.31 / 3.311.535411.577052017.12.18 08:00:00filledIS 2.0
2017.12.20 14:15:20147EURAUDsell3.31 / 3.311.541982017.12.20 14:15:20filledsl 1.54198
2017.12.28 08:00:00148EURAUDbuy3.33 / 3.331.530341.569622017.12.28 08:00:00filledIS 2.0
2017.12.29 14:00:00149EURAUDsell3.33 / 3.331.532852017.12.29 14:00:00filled
2018.01.08 08:00:00150EURAUDbuy3.33 / 3.331.533041.552712018.01.08 08:00:00filledIS 2.0
2018.01.12 14:00:00151EURAUDsell3.33 / 3.331.540212018.01.12 14:00:00filled
2018.01.23 00:00:00152EURAUDbuy3.34 / 3.341.529781.544682018.01.23 00:00:00filledIS 2.0
2018.01.24 08:15:40153EURAUDsell3.34 / 3.341.535462018.01.24 08:15:40filledsl 1.53546
2018.02.09 12:00:00154EURAUDsell3.40 / 3.401.573021.525952018.02.09 12:00:00filledIS 2.0
2018.02.09 14:00:00155EURAUDbuy3.40 / 3.401.571792018.02.09 14:00:00filled
2018.02.15 00:00:00156EURAUDsell3.36 / 3.361.570401.525952018.02.15 00:00:00filledIS 2.0
2018.02.16 14:00:00157EURAUDbuy3.36 / 3.361.570052018.02.16 14:00:00filled
2018.03.06 16:00:00158EURAUDsell3.37 / 3.371.585921.560602018.03.06 16:00:00filledIS 2.0
2018.03.09 14:00:00159EURAUDbuy3.37 / 3.371.576132018.03.09 14:00:00filled
2018.04.11 12:00:00160EURAUDbuy3.49 / 3.491.597591.619122018.04.11 12:00:00filledIS 2.0
2018.04.20 14:09:40161EURAUDsell3.49 / 3.491.598732018.04.20 14:09:40filled
2018.05.24 16:00:00162EURAUDbuy3.68 / 3.681.550601.596372018.05.24 16:00:00filledIS 2.0
2018.06.01 14:00:00163EURAUDsell3.68 / 3.681.551742018.06.01 14:00:00filled
2018.06.05 16:00:00164EURAUDbuy3.70 / 3.701.532321.581632018.06.05 16:00:00filledIS 2.0
2018.06.08 09:22:40165EURAUDsell3.70 / 3.701.553312018.06.08 09:22:40filled
2018.06.21 08:00:00166EURAUDsell3.98 / 3.981.570221.527422018.06.21 08:00:00filledIS 2.0
2018.06.22 14:00:00167EURAUDbuy3.98 / 3.981.567432018.06.22 14:00:00filled
2018.06.27 16:00:00168EURAUDsell4.01 / 4.011.572461.542672018.06.27 16:00:00filledIS 2.0
2018.07.13 18:26:40169EURAUDbuy4.01 / 4.011.573382018.07.13 18:26:40filled
2018.07.31 20:00:00170EURAUDsell3.97 / 3.971.573851.564852018.07.31 20:00:00filledIS 2.0
2018.08.03 14:00:00171EURAUDbuy3.97 / 3.971.571972018.08.03 14:00:00filled
2018.08.09 16:00:00172EURAUDbuy4.04 / 4.041.563411.586922018.08.09 16:00:00filledIS 2.0
2018.08.10 14:01:20173EURAUDsell4.04 / 4.041.566292018.08.10 14:01:20filledsl 1.56629
2018.08.17 12:00:00174EURAUDbuy4.14 / 4.141.566241.581972018.08.17 12:00:00filledIS 2.0
2018.08.17 14:00:00175EURAUDsell4.14 / 4.141.567142018.08.17 14:00:00filled
2018.08.20 20:00:00176EURAUDbuy4.13 / 4.131.564991.581202018.08.20 20:00:00filledIS 2.0
2018.08.23 04:50:40177EURAUDsell4.13 / 4.131.586092018.08.23 04:50:40filled
2018.08.29 04:00:00178EURAUDsell4.32 / 4.321.592021.558812018.08.29 04:00:00filledIS 2.0
2018.10.12 04:00:00179EURAUDsell4.35 / 4.351.627222018.10.12 04:00:00filledIS 2.0_avg
2018.10.25 12:00:00180EURAUDbuy4.42 / 4.421.613451.635742018.10.25 12:00:00filledIS 2.0
2018.10.26 15:07:40181EURAUDsell4.42 / 4.421.613722018.10.26 15:07:40filled
2018.10.30 13:03:40182EURAUDbuy4.35 / 4.351.601142018.10.30 13:03:40filled
2018.10.30 13:03:40183EURAUDbuy4.32 / 4.321.601142018.10.30 13:03:40filled
2018.11.06 20:00:00184EURAUDbuy4.72 / 4.721.581291.624982018.11.06 20:00:00filledIS 2.0
2018.11.13 00:00:00185EURAUDbuy4.80 / 4.801.564172018.11.13 00:00:00filledIS 2.0_avg
2018.11.16 23:59:59186EURAUDsell4.80 / 4.801.556422018.11.16 23:59:59filledend of test
2018.11.16 23:59:59187EURAUDsell4.72 / 4.721.556422018.11.16 23:59:59filledend of test
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
2015.01.05 16:00:002EURAUDsellin0.421.474932-0.800.000.009 999.20IS 2.0
2015.01.06 11:27:403EURAUDbuyout0.421.465933-0.802.14305.2610 305.80tp 1.46593
2015.01.07 20:00:004EURAUDbuyin0.441.469184-0.830.000.0010 304.97IS 2.0
2015.01.23 20:00:005EURAUDbuyin0.461.421165-0.830.000.0010 304.14IS 2.0_avg
2015.01.29 16:03:206EURAUDsellout0.461.455866-0.83-22.361 242.8711 523.82
2015.01.29 16:03:207EURAUDsellout0.441.455867-0.80-87.42-456.3510 979.25
2015.02.24 20:00:008EURAUDsellin0.481.450278-0.870.000.0010 978.38IS 2.0
2015.02.25 06:58:409EURAUDbuyout0.481.438979-0.872.37427.8111 407.69
2015.03.16 04:00:0010EURAUDbuyin0.541.3762010-0.910.000.0011 406.78IS 2.0
2015.03.17 16:07:4011EURAUDsellout0.541.3948511-0.92-4.23768.7012 170.33
2015.03.23 16:00:0012EURAUDbuyin0.561.3951012-0.980.000.0012 169.35IS 2.0
2015.03.26 13:31:4013EURAUDsellout0.561.3965213-0.99-22.5562.6312 208.44sl 1.39652
2015.04.17 04:00:0014EURAUDbuyin0.571.3833114-0.980.000.0012 207.46IS 2.0
2015.04.17 14:00:0015EURAUDsellout0.571.3834815-0.990.007.5812 214.05
2015.04.29 16:00:0016EURAUDbuyin0.551.3769216-0.970.000.0012 213.08IS 2.0
2015.04.30 09:50:4017EURAUDsellout0.551.3955717-0.98-13.55816.8913 015.44
2015.05.18 20:00:0018EURAUDsellin0.571.4190218-1.040.000.0013 014.40IS 2.0
2015.05.19 10:49:4019EURAUDbuyout0.571.4002719-1.022.87851.8513 868.10
2015.05.21 16:00:0020EURAUDbuyin0.621.4125220-1.100.000.0013 867.00IS 2.0
2015.05.22 14:00:0021EURAUDsellout0.621.4178821-1.11-5.01262.0914 122.97
2015.06.08 04:00:0022EURAUDsellin0.641.4563022-1.140.000.0014 121.83IS 2.0
2015.06.12 14:00:0023EURAUDbuyout0.641.4528723-1.1518.75168.9914 308.42
2015.08.06 12:00:0024EURAUDbuyin0.661.4867824-1.150.000.0014 307.27IS 2.0
2015.08.11 13:36:2025EURAUDsellout0.661.5065125-1.17-15.00953.5515 244.65
2015.08.19 12:00:0026EURAUDsellin0.691.5026626-1.220.000.0015 243.43IS 2.0
2015.09.10 12:00:0027EURAUDsellin0.681.5868227-1.220.000.0015 242.21IS 2.0_avg
2015.09.18 04:00:0028EURAUDbuyin0.671.5873828-1.220.000.0015 240.99IS 2.0
2015.09.24 13:48:4029EURAUDsellout0.671.6174329-1.20-29.131 397.3116 607.97tp 1.61743
2015.10.23 00:39:4030EURAUDbuyout0.681.5364030-1.21131.982 471.7219 210.46
2015.10.23 00:39:4031EURAUDbuyout0.691.5364031-1.22208.24-1 678.3517 739.13
2015.11.05 04:00:0032EURAUDbuyin0.821.5216732-1.430.000.0017 737.70IS 2.0
2015.11.06 17:05:4033EURAUDsellout0.821.5225233-1.41-6.0049.1617 779.45
2015.11.12 00:00:0034EURAUDbuyin0.831.5216034-1.430.000.0017 778.02IS 2.0
2015.12.02 08:00:0035EURAUDbuyin0.841.4520635-1.430.000.0017 776.59IS 2.0_avg
2015.12.08 05:08:4036EURAUDsellout0.841.4983136-1.46-37.772 813.9120 551.27
2015.12.08 05:08:4037EURAUDsellout0.831.4983137-1.44-147.39-1 400.1219 002.32
2016.01.14 20:00:0038EURAUDsellin0.871.5558638-1.510.000.0019 000.81IS 2.0
2016.01.20 20:00:0039EURAUDsellin0.871.5911239-1.520.000.0018 999.29IS 2.0_avg
2016.01.21 02:05:4040EURAUDbuyout0.871.5630340-1.5111.371 699.9820 709.13
2016.01.21 02:05:4041EURAUDbuyout0.871.5630341-1.5126.53-433.9220 300.23
2016.01.28 04:00:0042EURAUDbuyin0.931.5451542-1.620.000.0020 298.61IS 2.0
2016.02.05 16:47:4043EURAUDsellout0.931.5661343-1.66-54.351 389.9521 632.55
2016.02.29 00:05:0044EURAUDbuyin0.991.5329044-1.730.000.0021 630.82IS 2.0
2016.03.04 20:00:0045EURAUDbuyin0.981.4807545-1.720.000.0021 629.10IS 2.0_avg
2016.03.07 00:05:0046EURAUDsellin0.981.4828146-1.730.000.0021 627.37IS 2.0
2016.03.07 16:46:4047EURAUDbuyout0.981.4737847-1.720.00657.7122 283.36
2016.03.10 04:00:0048EURAUDbuyin1.011.4703248-1.770.000.0022 281.59IS 2.0_avg
2016.03.10 18:26:4049EURAUDsellout1.011.5021649-1.800.002 392.0424 671.83
2016.03.10 18:26:4050EURAUDsellout0.981.5021650-1.75-45.001 560.6926 185.77
2016.03.10 18:26:4051EURAUDsellout0.991.5021651-1.77-89.67-2 263.6723 830.66
2016.03.23 16:00:0052EURAUDbuyin1.071.4794852-1.910.000.0023 828.75IS 2.0
2016.03.24 16:49:4053EURAUDsellout1.071.4828553-1.91-24.80271.2624 073.30sl 1.48285
2016.03.29 00:00:0054EURAUDbuyin1.081.4842354-1.930.000.0024 071.37IS 2.0
2016.03.29 20:00:0055EURAUDsellin1.071.4804155-1.930.000.0024 069.44IS 2.0
2016.04.01 14:00:0056EURAUDsellout1.081.4881856-1.97-42.39327.0624 352.14
2016.04.08 12:00:0057EURAUDsellin1.071.5083257-1.950.000.0024 350.19IS 2.0_avg
2016.04.12 19:32:4058EURAUDbuyout1.071.4851858-1.9510.231 898.0426 256.51
2016.04.12 19:32:4059EURAUDbuyout1.071.4851859-1.9571.95-391.2525 935.26
2016.04.19 20:00:0060EURAUDbuyin1.141.4584260-2.080.000.0025 933.18IS 2.0
2016.04.27 06:19:4061EURAUDsellout1.141.4792761-2.06-72.561 815.9027 674.46
2016.05.09 04:00:0062EURAUDsellin1.221.5449462-2.220.000.0027 672.24IS 2.0
2016.05.13 12:00:0063EURAUDsellin1.221.5565063-2.220.000.0027 670.02IS 2.0_avg
2016.05.17 04:45:4064EURAUDbuyout1.221.5402364-2.2111.201 458.8729 137.88
2016.05.17 04:45:4065EURAUDbuyout1.221.5402365-2.2145.17422.3329 603.17
2016.05.23 20:00:0066EURAUDsellin1.321.5535566-2.370.000.0029 600.80IS 2.0
2016.05.30 04:24:2067EURAUDbuyout1.321.5504067-2.3541.98297.8429 938.27sl 1.55040
2016.06.13 20:00:0068EURAUDbuyin1.331.5256568-2.400.000.0029 935.87IS 2.0
2016.06.17 20:17:4069EURAUDsellout1.331.5263569-2.40-60.4468.7829 941.81
2016.06.30 08:00:0070EURAUDbuyin1.351.4929570-2.400.000.0029 939.41IS 2.0
2016.07.05 04:00:0071EURAUDbuyin1.341.4808971-2.390.000.0029 937.02IS 2.0_avg
2016.07.13 20:00:0072EURAUDbuyin1.351.4575572-2.400.000.0029 934.62IS 2.0_avg
2016.08.02 07:30:4073EURAUDsellout1.351.4906773-2.41-208.403 367.8933 091.70
2016.08.02 07:30:4074EURAUDsellout1.341.4906774-2.40-289.55987.1433 786.89
2016.08.02 07:30:4075EURAUDsellout1.351.4906775-2.41-322.84-231.8533 229.79
2016.08.03 16:00:0076EURAUDsellin1.481.4750276-2.650.000.0033 227.14IS 2.0
2016.08.05 03:13:2077EURAUDbuyout1.481.4561177-2.6428.382 139.7935 392.67
2016.08.11 04:00:0078EURAUDsellin1.581.4519278-2.830.000.0035 389.84IS 2.0
2016.08.11 08:00:0079EURAUDbuyin1.581.4506479-2.820.000.0035 387.02IS 2.0
2016.08.12 03:32:4080EURAUDbuyout1.581.4497780-2.827.68260.7835 652.66sl 1.44977
2016.08.12 14:00:0081EURAUDsellout1.581.4524381-2.82-12.47217.1835 854.55
2016.08.29 16:00:0082EURAUDsellin1.611.4792382-2.880.000.0035 851.67IS 2.0
2016.09.02 15:29:4083EURAUDbuyout1.611.4751083-2.8745.90503.6236 398.32
2016.09.08 00:00:0084EURAUDbuyin1.621.4651384-2.910.000.0036 395.41IS 2.0
2016.09.09 15:22:4085EURAUDsellout1.621.4846085-2.92-12.692 392.1938 771.99
2016.09.23 08:00:0086EURAUDbuyin1.731.4675286-3.100.000.0038 768.89IS 2.0
2016.09.23 14:00:0087EURAUDsellout1.731.4694387-3.110.00252.3839 018.16
2016.09.28 16:00:0088EURAUDbuyin1.741.4651988-3.130.000.0039 015.03IS 2.0
2016.09.30 14:00:0089EURAUDsellout1.741.4670989-3.11-54.78251.5939 208.73
2016.10.13 08:00:0090EURAUDbuyin1.781.4613990-3.140.000.0039 205.59IS 2.0
2016.10.26 00:00:0091EURAUDbuyin1.801.4247391-3.140.000.0039 202.45IS 2.0_avg
2016.11.03 05:00:4092EURAUDsellout1.801.4546092-3.20-140.934 111.0643 169.38
2016.11.03 05:00:4093EURAUDsellout1.781.4546093-3.17-292.85-924.1441 949.22
2016.11.07 04:00:0094EURAUDsellin1.891.4457094-3.350.000.0041 945.87IS 2.0
2016.11.08 18:34:4095EURAUDbuyout1.891.4271295-3.349.212 717.8944 669.63
2016.11.09 08:00:0096EURAUDbuyin1.981.4807196-3.570.000.0044 666.06IS 2.0
2016.11.25 16:00:0097EURAUDbuyin2.111.4237197-3.580.000.0044 662.48IS 2.0_avg
2016.12.28 04:00:0098EURAUDsellin2.131.4532198-3.570.000.0044 658.91IS 2.0
2016.12.29 12:11:4099EURAUDbuyout2.131.4519599-3.5728.93193.5844 877.85sl 1.45195
2016.12.30 01:40:40100EURAUDsellout2.111.47235100-3.57-556.547 427.6751 745.41
2016.12.30 01:40:40101EURAUDsellout1.981.47235101-3.35-795.56-1 197.9849 748.52
2017.01.02 16:00:00102EURAUDsellin2.381.45856102-3.990.000.0049 744.53IS 2.0
2017.01.03 14:38:40103EURAUDbuyout2.381.43975103-3.9510.783 227.9452 979.30
2017.01.17 16:00:00104EURAUDbuyin2.481.41727104-4.240.000.0052 975.06IS 2.0
2017.01.26 00:33:40105EURAUDsellout2.481.41751105-4.26-211.1945.1152 804.72sl 1.41751
2017.01.31 00:00:00106EURAUDbuyin2.471.41620106-4.230.000.0052 800.49IS 2.0
2017.02.01 21:00:20107EURAUDsellout2.471.41949107-4.24-19.20613.8753 390.92sl 1.41949
2017.02.06 04:00:00108EURAUDbuyin2.481.40640108-4.280.000.0053 386.64IS 2.0
2017.02.23 00:00:00109EURAUDbuyin2.531.37105109-4.270.000.0053 382.37IS 2.0_avg
2017.03.06 02:29:40110EURAUDsellout2.531.39999110-4.29-178.705 547.6758 747.05
2017.03.06 02:29:40111EURAUDsellout2.481.39999111-4.21-545.75-1 204.4856 992.61
2017.04.27 20:00:00112EURAUDsellin2.621.45713112-4.560.000.0056 988.05IS 2.0
2017.04.28 17:57:40113EURAUDbuyout2.621.45608113-4.5712.34205.6557 201.47
2017.05.09 16:00:00114EURAUDsellin2.631.48333114-4.580.000.0057 196.89IS 2.0
2017.05.11 00:01:40115EURAUDbuyout2.631.47871115-4.5748.84892.7258 133.88sl 1.47871
2017.05.22 12:00:00116EURAUDsellin2.601.49856116-4.650.000.0058 129.23IS 2.0
2017.05.26 15:42:40117EURAUDbuyout2.601.49865117-4.6573.68-17.4558 180.81
2017.06.13 16:00:00118EURAUDbuyin2.601.48860118-4.660.000.0058 176.15IS 2.0
2017.06.20 08:00:00119EURAUDbuyin2.611.46888119-4.660.000.0058 171.49IS 2.0_avg
2017.06.27 18:18:40120EURAUDsellout2.611.48940120-4.72-141.614 064.3062 089.46
2017.06.27 18:18:40121EURAUDsellout2.601.48940121-4.70-282.57157.8461 960.03
2017.06.30 04:00:00122EURAUDsellin2.711.48391122-4.960.000.0061 955.07IS 2.0
2017.06.30 14:05:40123EURAUDbuyout2.711.48381123-4.950.0020.8361 970.95
2017.07.05 12:00:00124EURAUDsellin2.731.48997124-4.950.000.0061 966.00IS 2.0
2017.07.13 13:46:40125EURAUDbuyout2.731.47082125-4.97131.374 043.7766 136.17
2017.08.09 16:00:00126EURAUDsellin2.821.48917126-5.300.000.0066 130.87IS 2.0
2017.08.17 22:07:40127EURAUDbuyout2.821.48628127-5.30140.32643.9266 909.81sl 1.48628
2017.08.23 00:00:00128EURAUDbuyin2.841.48688128-5.340.000.0066 904.47IS 2.0
2017.08.24 13:10:40129EURAUDsellout2.841.49247129-5.36-69.021 254.0368 084.12sl 1.49247
2017.08.25 12:00:00130EURAUDsellin2.891.49049130-5.450.000.0068 078.67IS 2.0
2017.09.01 16:14:40131EURAUDbuyout2.891.49087131-5.50101.21-87.6168 086.77
2017.09.12 08:00:00132EURAUDbuyin2.851.49225132-5.450.000.0068 081.32IS 2.0
2017.09.12 12:00:00133EURAUDsellin2.851.48927133-5.450.000.0068 075.87IS 2.0
2017.09.15 15:31:40134EURAUDsellout2.851.49290134-5.46-116.78148.7468 102.37
2017.09.21 00:00:20135EURAUDbuyout2.851.48060135-5.42158.301 984.6470 239.89
2017.09.28 00:00:00136EURAUDbuyin2.991.49659136-5.620.000.0070 234.27IS 2.0
2017.10.02 12:10:40137EURAUDsellout2.991.50311137-5.62-48.091 523.5271 704.08sl 1.50311
2017.10.18 12:00:00138EURAUDbuyin3.051.50102138-5.730.000.0071 698.35IS 2.0
2017.10.23 00:00:20139EURAUDsellout3.051.50341139-5.74-122.66570.0272 139.97sl 1.50341
2017.11.20 00:00:00140EURAUDsellin3.061.55732140-5.770.000.0072 134.20IS 2.0
2017.11.22 09:05:40141EURAUDbuyout3.061.55315141-5.7529.21965.5073 123.16sl 1.55315
2017.11.24 04:00:00142EURAUDsellin3.091.55394142-5.860.000.0073 117.30IS 2.0
2017.12.11 08:00:00143EURAUDsellin3.101.56519143-5.840.000.0073 111.46IS 2.0_avg
2017.12.13 15:19:40144EURAUDbuyout3.101.54997144-5.8229.503 571.4476 706.58
2017.12.13 15:19:40145EURAUDbuyout3.091.54997145-5.80250.90928.5777 880.25
2017.12.18 08:00:00146EURAUDbuyin3.311.53541146-6.230.000.0077 874.02IS 2.0
2017.12.20 14:15:20147EURAUDsellout3.311.54198147-6.27-51.991 669.3479 485.10sl 1.54198
2017.12.28 08:00:00148EURAUDbuyin3.331.53034148-6.360.000.0079 478.74IS 2.0
2017.12.29 14:00:00149EURAUDsellout3.331.53285149-6.39-26.60653.5980 099.34
2018.01.08 08:00:00150EURAUDbuyin3.331.53304150-6.400.000.0080 092.94IS 2.0
2018.01.12 14:00:00151EURAUDsellout3.331.54021151-6.46-160.701 879.3881 805.16
2018.01.23 00:00:00152EURAUDbuyin3.341.52978152-6.550.000.0081 798.61IS 2.0
2018.01.24 08:15:40153EURAUDsellout3.341.53546153-6.59-27.391 523.1283 287.75sl 1.53546
2018.02.09 12:00:00154EURAUDsellin3.401.57302154-6.670.000.0083 281.08IS 2.0
2018.02.09 14:00:00155EURAUDbuyout3.401.57179155-6.660.00325.6983 600.11
2018.02.15 00:00:00156EURAUDsellin3.361.57040156-6.690.000.0083 593.42IS 2.0
2018.02.16 14:00:00157EURAUDbuyout3.361.57005157-6.7116.8593.5083 697.06
2018.03.06 16:00:00158EURAUDsellin3.371.58592158-6.690.000.0083 690.37IS 2.0
2018.03.09 14:00:00159EURAUDbuyout3.371.57613159-6.6383.102 574.4286 341.26
2018.04.11 12:00:00160EURAUDbuyin3.491.59759160-6.910.000.0086 334.35IS 2.0
2018.04.20 14:09:40161EURAUDsellout3.491.59873161-6.87-305.51306.2486 328.21
2018.05.24 16:00:00162EURAUDbuyin3.681.55060162-6.900.000.0086 321.31IS 2.0
2018.06.01 14:00:00163EURAUDsellout3.681.55174163-6.89-228.06316.5686 402.92
2018.06.05 16:00:00164EURAUDbuyin3.701.53232164-6.910.000.0086 396.01IS 2.0
2018.06.08 09:22:40165EURAUDsellout3.701.55331165-6.98-145.045 891.4492 135.43
2018.06.21 08:00:00166EURAUDsellin3.981.57022166-7.360.000.0092 128.07IS 2.0
2018.06.22 14:00:00167EURAUDbuyout3.981.56743167-7.4118.52824.8492 964.02
2018.06.27 16:00:00168EURAUDsellin4.011.57246168-7.440.000.0092 956.58IS 2.0
2018.07.13 18:26:40169EURAUDbuyout4.011.57338169-7.48336.22-273.5193 011.81
2018.07.31 20:00:00170EURAUDsellin3.971.57385170-7.440.000.0093 004.37IS 2.0
2018.08.03 14:00:00171EURAUDbuyout3.971.57197171-7.3692.66549.8593 639.52
2018.08.09 16:00:00172EURAUDbuyin4.041.56341172-7.500.000.0093 632.02IS 2.0
2018.08.10 14:01:20173EURAUDsellout4.041.56629173-7.41-30.53851.3694 445.44sl 1.56629
2018.08.17 12:00:00174EURAUDbuyin4.141.56624174-7.550.000.0094 437.89IS 2.0
2018.08.17 14:00:00175EURAUDsellout4.141.56714175-7.540.00270.7294 701.07
2018.08.20 20:00:00176EURAUDbuyin4.131.56499176-7.570.000.0094 693.50IS 2.0
2018.08.23 04:50:40177EURAUDsellout4.131.58609177-7.64-155.586 350.37100 880.65
2018.08.29 04:00:00178EURAUDsellin4.321.59202178-8.080.000.00100 872.57IS 2.0
2018.10.12 04:00:00179EURAUDsellin4.351.62722179-8.070.000.00100 864.50IS 2.0_avg
2018.10.25 12:00:00180EURAUDbuyin4.421.61345180-8.070.000.00100 856.43IS 2.0
2018.10.26 15:07:40181EURAUDsellout4.421.61372181-8.02-32.0883.87100 900.20
2018.10.30 13:03:40182EURAUDbuyout4.351.60114182-7.90311.548 045.73109 249.57
2018.10.30 13:03:40183EURAUDbuyout4.321.60114183-7.851210.15-2 794.13107 657.74
2018.11.06 20:00:00184EURAUDbuyin4.721.58129184-8.620.000.00107 649.12IS 2.0
2018.11.13 00:00:00185EURAUDbuyin4.801.56417185-8.620.000.00107 640.50IS 2.0_avg
2018.11.16 23:59:59186EURAUDsellout4.801.55642186-8.77-178.03-2 727.32104 726.38end of test
2018.11.16 23:59:59187EURAUDsellout4.721.55642187-8.62-420.52-8 606.1895 691.06end of test
-720.80 -3 203.46 89 615.32 95 691.06