Strategy Tester Report
Alpari-MT5 (Build 1930)
Settings
Expert: Intersection_Optimization_Fr
Symbol: EURGBP
Period: H8 (2015.01.05 - 2018.10.13)
Inputs: startTradeHour=21
startTradeMin=0
useEndTrade=0
stopTradeHour=22
stopTradeMin=0
stopTradeFridayHour=21
stopTradeFridayMin=0
fixedVolume=0.1
volumeProc=1
takeProfitBars=30
minTakeProfit=900
profitTrendChange=0
stopLoss=0
sleepNextBars=10
lifeTimePos=4440
candleFilter=2000
useTrail=1
startTrail=100
useAverage=1
pipDD=1500
averageProfitProc=9.0
volumeAvgPos=1
ind1=SAR indicator settings
sarStep=0.36
sarMaximum=0.69
ind2=Intersection indicator settings
Osc=13
BackStep=0
LevDPl=5
LevDPr=20
period=0
ma_method=0
ma_shift=0
applied_price=2
numBuff=0
fast_ema_period=158
slow_ema_period=222
signal_period=32
Kperiod=13
Dperiod=5
slowing=3
price_field=0
b=0.7
ShowBars=955
i_1=Hedging module settings
useHedge=0
dd_For_Hedge=200
coefficient_Hedge=0.8
intervalHedge=5
hedgeDDpercent=10
i_2=Targeted profit settings
useTarget=1
useDateFixingTargetValue=0
dateFixingTargetValue=1514938200
targetProfitPair=9.0
targetProfitDate=1
i_3=Panel settings
showInfoPanel=1
clrBG=5197615
sizeFont=10
clrTxt=16777215
valuePlus=65280
valueMinus=255
i_4=Additional settings
useSoundOpen=1
soundOpen=open_pos_eng.wav
useSoundProfit=1
soundProfit=fixed_profit_eng.wav
useSoundLoss=1
soundLoss=fixed_loss_eng.wav
useSoundHedge=1
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: 96%
Bars: 2940 Ticks: 5610211 Symbols: 1
Total Net Profit: 318 273.03 Balance Drawdown Absolute: 0.80 Equity Drawdown Absolute: 4 791.28
Gross Profit: 406 890.83 Balance Drawdown Maximal: 36 055.31 (9.90%) Equity Drawdown Maximal: 88 598.99 (34.53%)
Gross Loss: -88 617.80 Balance Drawdown Relative: 12.42% (8 118.14) Equity Drawdown Relative: 74.85% (39 337.68)
Profit Factor: 4.59 Expected Payoff: 2 608.80 Margin Level: 649.56%
Recovery Factor: 3.59 Sharpe Ratio: 0.59 Z-Score: 1.02 (69.23%)
AHPR: 1.0303 (3.03%) LR Correlation: 0.92 OnTester result: 0
GHPR: 1.0290 (2.90%) LR Standard Error: 40 860.02
Total Trades: 122 Short Trades (won %): 0 (0.00%) Long Trades (won %): 122 (85.25%)
Total Deals: 244 Profit Trades (% of total): 104 (85.25%) Loss Trades (% of total): 18 (14.75%)
Largest profit trade: 35 425.14 Largest loss trade: -36 055.31
Average profit trade: 3 912.41 Average loss trade: -4 923.21
Maximum consecutive wins ($): 15 (118 302.27) Maximum consecutive losses ($): 2 (-8 113.56)
Maximal consecutive profit (count): 118 302.27 (15) Maximal consecutive loss (count): -36 055.31 (1)
Average consecutive wins: 6 Average consecutive losses: 1
Graph
Graph
Correlation (Profits,MFE): 0.84 Correlation (Profits,MAE): 0.21 Correlation (MFE,MAE): -0.1118
Graph
Minimal position holding time: 5:00:00 Maximal position holding time: 2252:22:40 Average position holding time: 248:30:24
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2015.01.06 00:00:002EURGBPbuy0.42 / 0.420.782580.791582015.01.06 00:00:00filledIS 2.0
2015.01.12 10:02:403EURGBPsell0.42 / 0.420.782992015.01.12 10:02:40filled
2015.01.16 00:00:004EURGBPbuy0.43 / 0.430.766060.787432015.01.16 00:00:00filledIS 2.0
2015.01.19 11:25:405EURGBPsell0.43 / 0.430.766312015.01.19 11:25:40filled
2015.01.23 00:00:006EURGBPbuy0.44 / 0.440.757390.783032015.01.23 00:00:00filledIS 2.0
2015.02.03 16:00:407EURGBPsell0.44 / 0.440.757852015.02.03 16:00:40filled
2015.02.09 00:00:008EURGBPbuy0.44 / 0.440.742260.759132015.02.09 00:00:00filledIS 2.0
2015.02.12 02:30:409EURGBPsell0.44 / 0.440.742632015.02.12 02:30:40filled
2015.02.16 00:05:0010EURGBPbuy0.44 / 0.440.738850.759132015.02.16 00:05:00filledIS 2.0
2015.02.19 04:12:4011EURGBPsell0.44 / 0.440.739092015.02.19 04:12:40filled
2015.02.23 00:00:0012EURGBPbuy0.44 / 0.440.740260.749262015.02.23 00:00:00filledIS 2.0
2015.03.05 08:00:0013EURGBPbuy0.45 / 0.450.725102015.03.05 08:00:00filledIS 2.0_avg
2015.03.11 00:00:0014EURGBPbuy0.47 / 0.470.709622015.03.11 00:00:00filledIS 2.0_avg
2015.03.23 13:23:2015EURGBPsell0.47 / 0.470.729922015.03.23 13:23:20filled
2015.03.23 13:23:2016EURGBPsell0.45 / 0.450.729922015.03.23 13:23:20filled
2015.03.23 13:23:2017EURGBPsell0.44 / 0.440.729922015.03.23 13:23:20filled
2015.03.27 16:00:0018EURGBPbuy0.50 / 0.500.729820.738822015.03.27 16:00:00filledIS 2.0
2015.03.27 21:00:0019EURGBPsell0.50 / 0.500.732862015.03.27 21:00:00filled
2015.03.31 08:00:0020EURGBPbuy0.52 / 0.520.730490.739492015.03.31 08:00:00filledIS 2.0
2015.04.03 10:00:0021EURGBPsell0.52 / 0.520.733692015.04.03 10:00:00filled
2015.04.07 00:00:0022EURGBPbuy0.52 / 0.520.734270.743272015.04.07 00:00:00filledIS 2.0
2015.04.15 16:00:0023EURGBPbuy0.54 / 0.540.717412015.04.15 16:00:00filledIS 2.0_avg
2015.04.30 21:59:4024EURGBPsell0.54 / 0.540.733102015.04.30 21:59:40filled
2015.04.30 21:59:4025EURGBPsell0.52 / 0.520.733102015.04.30 21:59:40filled
2015.05.04 08:00:0026EURGBPbuy0.56 / 0.560.738750.747752015.05.04 08:00:00filledIS 2.0
2015.05.07 10:00:0027EURGBPsell0.56 / 0.560.746042015.05.07 10:00:00filled
2015.05.11 00:00:3028EURGBPbuy0.58 / 0.580.726210.748222015.05.11 00:00:30filledIS 2.0
2015.05.15 20:34:4029EURGBPsell0.58 / 0.580.726612015.05.15 20:34:40filled
2015.05.19 08:00:0030EURGBPbuy0.58 / 0.580.722170.748222015.05.19 08:00:00filledIS 2.0
2015.05.27 00:00:0031EURGBPbuy0.60 / 0.600.706922015.05.27 00:00:00filledIS 2.0_avg
2015.06.02 10:07:4032EURGBPsell0.60 / 0.600.721542015.06.02 10:07:40filled
2015.06.02 10:07:4033EURGBPsell0.58 / 0.580.721542015.06.02 10:07:40filled
2015.06.08 00:00:3034EURGBPbuy0.64 / 0.640.728130.738522015.06.08 00:00:30filledIS 2.0
2015.06.09 10:53:4035EURGBPsell0.64 / 0.640.738492015.06.09 10:53:40filled
2015.06.15 00:00:3036EURGBPbuy0.68 / 0.680.724250.738842015.06.15 00:00:30filledIS 2.0
2015.06.29 00:05:0037EURGBPbuy0.68 / 0.680.701202015.06.29 00:05:00filledIS 2.0_avg
2015.07.08 16:23:4038EURGBPsell0.68 / 0.680.720132015.07.08 16:23:40filled
2015.07.08 16:23:4039EURGBPsell0.68 / 0.680.720132015.07.08 16:23:40filled
2015.07.13 00:07:0040EURGBPbuy0.75 / 0.750.716480.725482015.07.13 00:07:00filledIS 2.0
2015.07.16 00:00:0041EURGBPbuy0.76 / 0.760.700262015.07.16 00:00:00filledIS 2.0_avg
2015.07.27 11:00:4042EURGBPsell0.76 / 0.760.715932015.07.27 11:00:40filled
2015.07.27 11:00:4043EURGBPsell0.75 / 0.750.715932015.07.27 11:00:40filled
2015.07.31 00:00:0044EURGBPbuy0.84 / 0.840.700980.715932015.07.31 00:00:00filledIS 2.0
2015.07.31 21:00:0045EURGBPsell0.84 / 0.840.704182015.07.31 21:00:00filled
2015.08.04 08:00:0046EURGBPbuy0.86 / 0.860.701730.715932015.08.04 08:00:00filledIS 2.0
2015.08.07 10:00:0047EURGBPsell0.86 / 0.860.704052015.08.07 10:00:00filled
2015.08.11 00:00:0048EURGBPbuy0.86 / 0.860.706880.715882015.08.11 00:00:00filledIS 2.0
2015.08.12 11:30:4049EURGBPsell0.86 / 0.860.715882015.08.12 11:30:40filledtp 0.71588
2015.08.17 00:05:0050EURGBPbuy0.91 / 0.910.710670.719672015.08.17 00:05:00filledIS 2.0
2015.08.20 11:30:4051EURGBPsell0.91 / 0.910.711542015.08.20 11:30:40filled
2015.08.24 00:05:0052EURGBPbuy0.89 / 0.890.725300.734302015.08.24 00:05:00filledIS 2.0
2015.08.24 16:02:4053EURGBPsell0.89 / 0.890.734302015.08.24 16:02:40filledtp 0.73430
2015.08.28 08:00:0054EURGBPbuy0.96 / 0.960.729270.742162015.08.28 08:00:00filledIS 2.0
2015.08.31 16:20:4055EURGBPsell0.96 / 0.960.729452015.08.31 16:20:40filled
2015.09.04 08:00:0056EURGBPbuy0.97 / 0.970.730760.742162015.09.04 08:00:00filledIS 2.0
2015.09.04 21:00:0057EURGBPsell0.97 / 0.970.735012015.09.04 21:00:00filled
2015.09.08 08:00:0058EURGBPbuy0.99 / 0.990.732160.741162015.09.08 08:00:00filledIS 2.0
2015.09.11 10:39:4059EURGBPsell0.99 / 0.990.732632015.09.11 10:39:40filled
2015.09.15 00:00:0060EURGBPbuy0.98 / 0.980.733730.742732015.09.15 00:00:00filledIS 2.0
2015.09.18 10:58:4061EURGBPsell0.98 / 0.980.734022015.09.18 10:58:40filled
2015.09.22 00:00:0062EURGBPbuy1.00 / 1.000.721550.735842015.09.22 00:00:00filledIS 2.0
2015.09.24 13:48:4063EURGBPsell1.00 / 1.000.735562015.09.24 13:48:40filled
2015.09.28 00:05:0064EURGBPbuy1.09 / 1.090.737160.746162015.09.28 00:05:00filledIS 2.0
2015.09.30 13:07:4065EURGBPsell1.09 / 1.090.737992015.09.30 13:07:40filledsl 0.73799
2015.10.05 00:05:0066EURGBPbuy1.09 / 1.090.738920.747922015.10.05 00:05:00filledIS 2.0
2015.10.09 13:35:4067EURGBPsell1.09 / 1.090.739662015.10.09 13:35:40filled
2015.10.13 00:00:0068EURGBPbuy1.08 / 1.080.740190.749192015.10.13 00:00:00filledIS 2.0
2015.10.13 15:27:4069EURGBPsell1.08 / 1.080.749122015.10.13 15:27:40filled
2015.10.19 00:05:0070EURGBPbuy1.15 / 1.150.736090.749202015.10.19 00:05:00filledIS 2.0
2015.10.23 16:00:0071EURGBPbuy1.18 / 1.180.718402015.10.23 16:00:00filledIS 2.0_avg
2015.11.17 00:00:0072EURGBPbuy1.22 / 1.220.703082015.11.17 00:00:00filledIS 2.0_avg
2015.12.03 21:32:4073EURGBPsell1.22 / 1.220.724802015.12.03 21:32:40filled
2015.12.03 21:32:4074EURGBPsell1.18 / 1.180.724802015.12.03 21:32:40filled
2015.12.03 21:32:4075EURGBPsell1.15 / 1.150.724802015.12.03 21:32:40filled
2015.12.07 08:00:0076EURGBPbuy1.31 / 1.310.719400.728402015.12.07 08:00:00filledIS 2.0
2015.12.09 17:30:4077EURGBPsell1.31 / 1.310.723682015.12.09 17:30:40filledsl 0.72368
2015.12.14 00:05:0078EURGBPbuy1.33 / 1.330.722040.731042015.12.14 00:05:00filledIS 2.0
2015.12.14 16:01:4079EURGBPsell1.33 / 1.330.725072015.12.14 16:01:40filledsl 0.72507
2015.12.18 08:00:0080EURGBPbuy1.38 / 1.380.726870.735872015.12.18 08:00:00filledIS 2.0
2015.12.18 21:00:0081EURGBPsell1.38 / 1.380.727642015.12.18 21:00:00filled
2015.12.22 08:00:0082EURGBPbuy1.38 / 1.380.732910.741912015.12.22 08:00:00filledIS 2.0
2015.12.28 00:06:0083EURGBPsell1.38 / 1.380.733672015.12.28 00:06:00filled
2015.12.31 16:00:0084EURGBPbuy1.38 / 1.380.734720.743722015.12.31 16:00:00filledIS 2.0
2016.01.04 00:05:0085EURGBPsell1.38 / 1.380.737502016.01.04 00:05:00filled
2016.01.07 16:00:0086EURGBPbuy1.41 / 1.410.745590.754592016.01.07 16:00:00filledIS 2.0
2016.01.08 21:00:0087EURGBPsell1.41 / 1.410.750272016.01.08 21:00:00filled
2016.01.12 08:00:0088EURGBPbuy1.46 / 1.460.748710.757712016.01.12 08:00:00filledIS 2.0
2016.01.14 11:00:4089EURGBPsell1.46 / 1.460.757712016.01.14 11:00:40filledtp 0.75771
2016.01.18 00:05:0090EURGBPbuy1.54 / 1.540.766440.775442016.01.18 00:05:00filledIS 2.0
2016.01.20 10:27:4091EURGBPsell1.54 / 1.540.775442016.01.20 10:27:40filledtp 0.77544
2016.01.25 00:05:0092EURGBPbuy1.64 / 1.640.756420.775562016.01.25 00:05:00filledIS 2.0
2016.01.26 16:35:4093EURGBPsell1.64 / 1.640.758352016.01.26 16:35:40filledsl 0.75835
2016.02.01 00:05:0094EURGBPbuy1.66 / 1.660.760610.775562016.02.01 00:05:00filledIS 2.0
2016.02.04 02:26:4095EURGBPsell1.66 / 1.660.760822016.02.04 02:26:40filled
2016.02.08 00:00:0096EURGBPbuy1.61 / 1.610.769470.778472016.02.08 00:00:00filledIS 2.0
2016.02.09 05:17:4097EURGBPsell1.61 / 1.610.778372016.02.09 05:17:40filled
2016.02.12 16:00:0098EURGBPbuy1.69 / 1.690.776490.789692016.02.12 16:00:00filledIS 2.0
2016.02.16 15:16:4099EURGBPsell1.69 / 1.690.776692016.02.16 15:16:40filled
2016.02.22 00:05:00100EURGBPbuy1.71 / 1.710.778830.789692016.02.22 00:05:00filledIS 2.0
2016.02.24 12:42:40101EURGBPsell1.71 / 1.710.789622016.02.24 12:42:40filled
2016.02.29 00:05:00102EURGBPbuy1.85 / 1.850.787760.796762016.02.29 00:05:00filledIS 2.0
2016.03.03 00:00:00103EURGBPbuy1.86 / 1.860.772032016.03.03 00:00:00filledIS 2.0_avg
2016.03.16 14:26:40104EURGBPsell1.86 / 1.860.787592016.03.16 14:26:40filled
2016.03.16 14:26:40105EURGBPsell1.85 / 1.850.787592016.03.16 14:26:40filled
2016.03.21 00:05:00106EURGBPbuy1.96 / 1.960.779500.791072016.03.21 00:05:00filledIS 2.0
2016.03.24 10:40:40107EURGBPsell1.96 / 1.960.794322016.03.24 10:40:40filled
2016.03.28 00:05:00108EURGBPbuy2.16 / 2.160.790710.799712016.03.28 00:05:00filledIS 2.0
2016.03.31 11:01:40109EURGBPsell2.16 / 2.160.790932016.03.31 11:01:40filled
2016.04.04 00:05:00110EURGBPbuy2.12 / 2.120.801500.810502016.04.04 00:05:00filledIS 2.0
2016.04.06 16:23:40111EURGBPsell2.12 / 2.120.810382016.04.06 16:23:40filled
2016.04.11 00:05:00112EURGBPbuy2.23 / 2.230.808870.817872016.04.11 00:05:00filledIS 2.0
2016.04.19 00:00:00113EURGBPbuy2.25 / 2.250.792482016.04.19 00:00:00filledIS 2.0_avg
2016.04.25 00:05:00114EURGBPbuy2.27 / 2.270.775692016.04.25 00:05:00filledIS 2.0_avg
2016.05.25 16:00:00115EURGBPbuy2.28 / 2.280.758282016.05.25 16:00:00filledIS 2.0_avg
2016.06.06 02:08:40116EURGBPsell2.28 / 2.280.790212016.06.06 02:08:40filled
2016.06.06 02:08:40117EURGBPsell2.27 / 2.270.790212016.06.06 02:08:40filled
2016.06.06 02:08:40118EURGBPsell2.25 / 2.250.790212016.06.06 02:08:40filled
2016.06.06 02:08:40119EURGBPsell2.23 / 2.230.790212016.06.06 02:08:40filled
2016.06.09 16:00:00120EURGBPbuy2.53 / 2.530.781430.790532016.06.09 16:00:00filledIS 2.0
2016.06.10 20:52:40121EURGBPsell2.53 / 2.530.790532016.06.10 20:52:40filledtp 0.79053
2016.06.14 08:00:00122EURGBPbuy2.68 / 2.680.795910.804912016.06.14 08:00:00filledIS 2.0
2016.06.20 08:00:00123EURGBPbuy2.66 / 2.660.779972016.06.20 08:00:00filledIS 2.0_avg
2016.06.23 16:00:00124EURGBPbuy2.65 / 2.650.764482016.06.23 16:00:00filledIS 2.0_avg
2016.06.24 02:17:40125EURGBPsell2.65 / 2.650.791242016.06.24 02:17:40filled
2016.06.24 02:17:40126EURGBPsell2.66 / 2.660.791242016.06.24 02:17:40filled
2016.06.24 02:17:40127EURGBPsell2.68 / 2.680.791242016.06.24 02:17:40filled
2016.06.27 16:00:00128EURGBPbuy3.33 / 3.330.832500.841502016.06.27 16:00:00filledIS 2.0
2016.06.30 18:00:40129EURGBPsell3.33 / 3.330.832972016.06.30 18:00:40filled
2016.07.04 08:00:00130EURGBPbuy3.29 / 3.290.838270.847272016.07.04 08:00:00filledIS 2.0
2016.07.05 10:35:40131EURGBPsell3.29 / 3.290.847232016.07.05 10:35:40filled
2016.07.11 00:01:30132EURGBPbuy3.49 / 3.490.853560.862632016.07.11 00:01:30filledIS 2.0
2016.07.13 00:00:00133EURGBPbuy3.49 / 3.490.835032016.07.13 00:00:00filledIS 2.0_avg
2016.08.09 04:36:40134EURGBPsell3.49 / 3.490.853172016.08.09 04:36:40filled
2016.08.09 04:36:40135EURGBPsell3.49 / 3.490.853172016.08.09 04:36:40filled
2016.08.12 16:00:00136EURGBPbuy3.75 / 3.750.861470.870472016.08.12 16:00:00filledIS 2.0
2016.08.12 21:00:00137EURGBPsell3.75 / 3.750.864902016.08.12 21:00:00filled
2016.08.16 08:00:00138EURGBPbuy3.83 / 3.830.867950.876952016.08.16 08:00:00filledIS 2.0
2016.08.19 16:26:40139EURGBPsell3.83 / 3.830.868982016.08.19 16:26:40filled
2016.08.23 08:00:00140EURGBPbuy3.80 / 3.800.862010.872492016.08.23 08:00:00filledIS 2.0
2016.09.01 16:00:00141EURGBPbuy3.87 / 3.870.840612016.09.01 16:00:00filledIS 2.0_avg
2016.09.20 10:51:40142EURGBPsell3.87 / 3.870.859942016.09.20 10:51:40filled
2016.09.20 10:51:40143EURGBPsell3.80 / 3.800.859942016.09.20 10:51:40filled
2016.09.26 00:00:00144EURGBPbuy4.18 / 4.180.866110.875112016.09.26 00:00:00filledIS 2.0
2016.09.29 17:53:40145EURGBPsell4.18 / 4.180.866872016.09.29 17:53:40filled
2016.10.03 08:00:00146EURGBPbuy4.19 / 4.190.868160.877162016.10.03 08:00:00filledIS 2.0
2016.10.05 09:56:40147EURGBPsell4.19 / 4.190.884302016.10.05 09:56:40filled
2016.10.10 00:04:00148EURGBPbuy4.59 / 4.590.901380.933572016.10.10 00:04:00filledIS 2.0
2016.10.13 02:04:00149EURGBPsell4.59 / 4.590.903142016.10.13 02:04:00filled
2016.10.17 00:05:00150EURGBPbuy4.72 / 4.720.902520.933572016.10.17 00:05:00filledIS 2.0
2016.11.01 16:39:40151EURGBPsell4.72 / 4.720.903692016.11.01 16:39:40filled
2016.11.07 00:01:00152EURGBPbuy4.66 / 4.660.888700.904882016.11.07 00:01:00filledIS 2.0
2016.11.08 10:28:20153EURGBPsell4.66 / 4.660.889112016.11.08 10:28:20filledsl 0.88911
2016.11.14 00:04:00154EURGBPbuy4.80 / 4.800.862220.904882016.11.14 00:04:00filledIS 2.0
2016.11.17 04:00:40155EURGBPsell4.80 / 4.800.862462016.11.17 04:00:40filled
2016.11.21 00:01:01156EURGBPbuy4.91 / 4.910.858140.902462016.11.21 00:01:01filledIS 2.0
2016.12.01 16:00:00157EURGBPbuy4.90 / 4.900.837462016.12.01 16:00:00filledIS 2.0_avg
2016.12.08 14:45:40158EURGBPsell4.90 / 4.900.857142016.12.08 14:45:40filled
2016.12.08 14:45:40159EURGBPsell4.91 / 4.910.857142016.12.08 14:45:40filled
2016.12.12 00:04:00160EURGBPbuy5.45 / 5.450.837790.857782016.12.12 00:04:00filledIS 2.0
2016.12.15 02:04:00161EURGBPsell5.45 / 5.450.838552016.12.15 02:04:00filled
2016.12.19 00:02:00162EURGBPbuy5.52 / 5.520.837060.857142016.12.19 00:02:00filledIS 2.0
2016.12.23 10:59:40163EURGBPsell5.52 / 5.520.852652016.12.23 10:59:40filled
2016.12.27 00:03:30164EURGBPbuy6.01 / 6.010.852010.861012016.12.27 00:03:30filledIS 2.0
2016.12.30 01:39:40165EURGBPsell6.01 / 6.010.861012016.12.30 01:39:40filledtp 0.86101
2017.01.02 16:00:00166EURGBPbuy6.31 / 6.310.851630.866682017.01.02 16:00:00filledIS 2.0
2017.01.05 18:00:00167EURGBPsell6.31 / 6.310.853322017.01.05 18:00:00filled
2017.01.09 08:00:00168EURGBPbuy6.33 / 6.330.863580.872582017.01.09 08:00:00filledIS 2.0
2017.01.10 05:45:40169EURGBPsell6.33 / 6.330.872582017.01.10 05:45:40filledtp 0.87258
2017.01.13 16:00:00170EURGBPbuy6.59 / 6.590.875230.884232017.01.13 16:00:00filledIS 2.0
2017.01.16 11:31:40171EURGBPsell6.59 / 6.590.876742017.01.16 11:31:40filledsl 0.87674
2017.01.20 00:00:00172EURGBPbuy6.63 / 6.630.863920.885212017.01.20 00:00:00filledIS 2.0
2017.01.20 21:00:00173EURGBPsell6.63 / 6.630.864292017.01.20 21:00:00filled
2017.01.24 08:00:00174EURGBPbuy6.59 / 6.590.859760.885212017.01.24 08:00:00filledIS 2.0
2017.01.31 11:51:40175EURGBPsell6.59 / 6.590.860172017.01.31 11:51:40filled
2017.02.06 00:00:00176EURGBPbuy6.57 / 6.570.864170.873172017.02.06 00:00:00filledIS 2.0
2017.02.13 16:00:00177EURGBPbuy6.67 / 6.670.849002017.02.13 16:00:00filledIS 2.0_avg
2017.03.06 10:17:40178EURGBPsell6.67 / 6.670.865422017.03.06 10:17:40filled
2017.03.06 10:17:40179EURGBPsell6.57 / 6.570.865422017.03.06 10:17:40filled
2017.03.10 00:00:00180EURGBPbuy7.30 / 7.300.869340.878342017.03.10 00:00:00filledIS 2.0
2017.03.10 21:00:00181EURGBPsell7.30 / 7.300.878012017.03.10 21:00:00filled
2017.03.14 08:00:00182EURGBPbuy7.61 / 7.610.873400.882402017.03.14 08:00:00filledIS 2.0
2017.03.31 00:02:00183EURGBPbuy7.59 / 7.590.856492017.03.31 00:02:00filledIS 2.0_avg
2017.04.18 16:00:00184EURGBPbuy7.58 / 7.580.841022017.04.18 16:00:00filledIS 2.0_avg
2017.05.22 13:41:40185EURGBPsell7.58 / 7.580.864032017.05.22 13:41:40filled
2017.05.22 13:41:40186EURGBPsell7.59 / 7.590.864032017.05.22 13:41:40filled
2017.05.22 13:41:40187EURGBPsell7.61 / 7.610.864032017.05.22 13:41:40filled
2017.05.26 00:00:00188EURGBPbuy7.89 / 7.890.866450.875452017.05.26 00:00:00filledIS 2.0
2017.05.26 21:00:00189EURGBPsell7.89 / 7.890.872842017.05.26 21:00:00filled
2017.05.30 08:00:00190EURGBPbuy8.23 / 8.230.868450.877452017.05.30 08:00:00filledIS 2.0
2017.06.01 16:56:40191EURGBPsell8.23 / 8.230.870322017.06.01 16:56:40filledsl 0.87032
2017.06.05 08:00:00192EURGBPbuy8.21 / 8.210.875450.884452017.06.05 08:00:00filledIS 2.0
2017.06.09 00:00:40193EURGBPsell8.21 / 8.210.876642017.06.09 00:00:40filled
2017.06.12 16:00:00194EURGBPbuy8.29 / 8.290.884800.893802017.06.12 16:00:00filledIS 2.0
2017.06.27 18:59:40195EURGBPsell8.29 / 8.290.885762017.06.27 18:59:40filled
2017.07.03 00:00:00196EURGBPbuy8.15 / 8.150.878240.887982017.07.03 00:00:00filledIS 2.0
2017.07.06 14:34:40197EURGBPsell8.15 / 8.150.878482017.07.06 14:34:40filled
2017.07.10 00:00:00198EURGBPbuy8.17 / 8.170.885240.894242017.07.10 00:00:00filledIS 2.0
2017.07.12 09:00:40199EURGBPsell8.17 / 8.170.894242017.07.12 09:00:40filledtp 0.89424
2017.07.17 00:00:01200EURGBPbuy8.53 / 8.530.876790.894922017.07.17 00:00:01filledIS 2.0
2017.07.20 17:18:40201EURGBPsell8.53 / 8.530.893092017.07.20 17:18:40filled
2017.07.24 08:00:00202EURGBPbuy9.15 / 9.150.896620.905622017.07.24 08:00:00filledIS 2.0
2017.07.28 16:32:40203EURGBPsell9.15 / 9.150.896882017.07.28 16:32:40filled
2017.08.01 08:00:00204EURGBPbuy9.02 / 9.020.895030.904032017.08.01 08:00:00filledIS 2.0
2017.08.03 15:16:40205EURGBPsell9.02 / 9.020.904022017.08.03 15:16:40filled
2017.08.07 00:00:00206EURGBPbuy9.51 / 9.510.902830.911832017.08.07 00:00:00filledIS 2.0
2017.08.08 18:57:40207EURGBPsell9.51 / 9.510.903842017.08.08 18:57:40filledsl 0.90384
2017.08.14 00:00:01208EURGBPbuy9.52 / 9.520.910010.919012017.08.14 00:00:01filledIS 2.0
2017.08.17 02:00:20209EURGBPsell9.52 / 9.520.913382017.08.17 02:00:20filled
2017.08.21 00:00:00210EURGBPbuy9.73 / 9.730.913590.922592017.08.21 00:00:00filledIS 2.0
2017.08.29 11:40:40211EURGBPsell9.73 / 9.730.930262017.08.29 11:40:40filled
2017.09.04 00:00:00212EURGBPbuy10.52 / 10.520.917340.930642017.09.04 00:00:00filledIS 2.0
2017.09.07 15:34:20213EURGBPsell10.52 / 10.520.917562017.09.07 15:34:20filled
2017.09.11 00:00:00214EURGBPbuy10.36 / 10.360.911700.930642017.09.11 00:00:00filledIS 2.0
2017.09.14 16:00:00215EURGBPbuy10.49 / 10.490.889732017.09.14 16:00:00filledIS 2.0_avg
2017.11.01 16:00:00216EURGBPbuy10.74 / 10.740.873892017.11.01 16:00:00filledIS 2.0_avg
2017.11.15 11:44:40217EURGBPsell10.74 / 10.740.899482017.11.15 11:44:40filled
2017.11.15 11:44:40218EURGBPsell10.49 / 10.490.899482017.11.15 11:44:40filled
2017.11.15 11:44:40219EURGBPsell10.36 / 10.360.899482017.11.15 11:44:40filled
2017.11.20 00:00:00220EURGBPbuy11.64 / 11.640.892070.901412017.11.20 00:00:00filledIS 2.0
2017.11.24 15:49:40221EURGBPsell11.64 / 11.640.892382017.11.24 15:49:40filled
2017.11.28 00:03:00222EURGBPbuy11.54 / 11.540.893580.902582017.11.28 00:03:00filledIS 2.0
2017.12.04 16:00:00223EURGBPbuy11.59 / 11.590.876782017.12.04 16:00:00filledIS 2.0_avg
2018.03.07 11:37:20224EURGBPsell11.59 / 11.590.896762018.03.07 11:37:20filled
2018.03.07 11:37:20225EURGBPsell11.54 / 11.540.896762018.03.07 11:37:20filled
2018.03.12 00:00:00226EURGBPbuy12.16 / 12.160.888720.897722018.03.12 00:00:00filledIS 2.0
2018.03.21 16:00:00227EURGBPbuy12.17 / 12.170.873592018.03.21 16:00:00filledIS 2.0_avg
2018.07.19 20:22:40228EURGBPsell12.17 / 12.170.895122018.07.19 20:22:40filled
2018.07.19 20:22:40229EURGBPsell12.16 / 12.160.895122018.07.19 20:22:40filled
2018.07.23 08:00:00230EURGBPbuy13.90 / 13.900.892760.901762018.07.23 08:00:00filledIS 2.0
2018.07.31 17:52:40231EURGBPsell13.90 / 13.900.893562018.07.31 17:52:40filled
2018.08.06 00:06:00232EURGBPbuy14.14 / 14.140.889630.898632018.08.06 00:06:00filledIS 2.0
2018.08.10 08:09:40233EURGBPsell14.14 / 14.140.897012018.08.10 08:09:40filledsl 0.89701
2018.08.14 00:06:00234EURGBPbuy14.90 / 14.900.893860.903042018.08.14 00:06:00filledIS 2.0
2018.08.17 02:06:00235EURGBPsell14.90 / 14.900.894592018.08.17 02:06:00filled
2018.08.20 16:00:00236EURGBPbuy14.92 / 14.920.895280.904282018.08.20 16:00:00filledIS 2.0
2018.08.29 12:17:40237EURGBPsell14.92 / 14.920.905762018.08.29 12:17:40filledsl 0.90576
2018.09.03 00:06:30238EURGBPbuy15.53 / 15.530.898140.909842018.09.03 00:06:30filledIS 2.0
2018.09.04 16:09:40239EURGBPsell15.53 / 15.530.899602018.09.04 16:09:40filledsl 0.89960
2018.09.10 00:05:00240EURGBPbuy15.71 / 15.710.894090.909842018.09.10 00:05:00filledIS 2.0
2018.09.21 15:22:40241EURGBPsell15.71 / 15.710.894932018.09.21 15:22:40filled
2018.09.25 00:05:00242EURGBPbuy15.48 / 15.480.895850.904852018.09.25 00:05:00filledIS 2.0
2018.10.08 00:00:00243EURGBPbuy15.78 / 15.780.878312018.10.08 00:00:00filledIS 2.0_avg
2018.10.12 23:59:59244EURGBPsell15.78 / 15.780.878932018.10.12 23:59:59filledend of test
2018.10.12 23:59:59245EURGBPsell15.48 / 15.480.878932018.10.12 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
2015.01.06 00:00:002EURGBPbuyin0.420.782582-0.800.000.009 999.20IS 2.0
2015.01.12 10:02:403EURGBPsellout0.420.782993-0.80-15.5826.0710 008.89
2015.01.16 00:00:004EURGBPbuyin0.430.766064-0.800.000.0010 008.09IS 2.0
2015.01.19 11:25:405EURGBPsellout0.430.766315-0.80-2.6616.2810 020.91
2015.01.23 00:00:006EURGBPbuyin0.440.757396-0.800.000.0010 020.11IS 2.0
2015.02.03 16:00:407EURGBPsellout0.440.757857-0.81-24.4430.5710 025.43
2015.02.09 00:00:008EURGBPbuyin0.440.742268-0.800.000.0010 024.63IS 2.0
2015.02.12 02:30:409EURGBPsellout0.440.742639-0.80-13.7024.8210 034.95
2015.02.16 00:05:0010EURGBPbuyin0.440.7388510-0.800.000.0010 034.15IS 2.0
2015.02.19 04:12:4011EURGBPsellout0.440.7390911-0.80-13.8516.3210 035.82
2015.02.23 00:00:0012EURGBPbuyin0.440.7402612-0.800.000.0010 035.02IS 2.0
2015.03.05 08:00:0013EURGBPbuyin0.450.7251013-0.800.000.0010 034.22IS 2.0_avg
2015.03.11 00:00:0014EURGBPbuyin0.470.7096214-0.800.000.0010 033.42IS 2.0_avg
2015.03.23 13:23:2015EURGBPsellout0.470.7299215-0.82-34.321 422.4611 420.74
2015.03.23 13:23:2016EURGBPsellout0.450.7299216-0.78-43.98323.3711 699.35
2015.03.23 13:23:2017EURGBPsellout0.440.7299217-0.77-76.26-678.3010 944.02
2015.03.27 16:00:0018EURGBPbuyin0.500.7298218-0.870.000.0010 943.15IS 2.0
2015.03.27 21:00:0019EURGBPsellout0.500.7328619-0.870.00226.0911 168.37
2015.03.31 08:00:0020EURGBPbuyin0.520.7304920-0.900.000.0011 167.47IS 2.0
2015.04.03 10:00:0021EURGBPsellout0.520.7336921-0.91-15.76246.7411 397.54
2015.04.07 00:00:0022EURGBPbuyin0.520.7342722-0.910.000.0011 396.63IS 2.0
2015.04.15 16:00:0023EURGBPbuyin0.540.7174123-0.920.000.0011 395.71IS 2.0_avg
2015.04.30 21:59:4024EURGBPsellout0.540.7331024-0.97-56.651 300.5212 638.61
2015.04.30 21:59:4025EURGBPsellout0.520.7331025-0.94-79.69-93.3912 464.59
2015.05.04 08:00:0026EURGBPbuyin0.560.7387526-1.000.000.0012 463.59IS 2.0
2015.05.07 10:00:0027EURGBPsellout0.560.7460427-1.02-17.41620.5013 065.66
2015.05.11 00:00:3028EURGBPbuyin0.580.7262128-1.040.000.0013 064.62IS 2.0
2015.05.15 20:34:4029EURGBPsellout0.580.7266129-1.06-22.3636.5513 077.75
2015.05.19 08:00:0030EURGBPbuyin0.580.7221730-1.050.000.0013 076.70IS 2.0
2015.05.27 00:00:0031EURGBPbuyin0.600.7069231-1.040.000.0013 075.66IS 2.0_avg
2015.06.02 10:07:4032EURGBPsellout0.600.7215432-1.05-22.541 333.9814 386.05
2015.06.02 10:07:4033EURGBPsellout0.580.7215433-1.02-51.23-55.5714 278.23
2015.06.08 00:00:3034EURGBPbuyin0.640.7281334-1.140.000.0014 277.09IS 2.0
2015.06.09 10:53:4035EURGBPsellout0.640.7384935-1.16-4.021 013.3915 285.30
2015.06.15 00:00:3036EURGBPbuyin0.680.7242536-1.230.000.0015 284.07IS 2.0
2015.06.29 00:05:0037EURGBPbuyin0.680.7012037-1.220.000.0015 282.85IS 2.0_avg
2015.07.08 16:23:4038EURGBPsellout0.680.7201338-1.20-39.091 977.2817 219.84
2015.07.08 16:23:4039EURGBPsellout0.680.7201339-1.20-100.46-430.3416 687.84
2015.07.13 00:07:0040EURGBPbuyin0.750.7164840-1.330.000.0016 686.51IS 2.0
2015.07.16 00:00:0041EURGBPbuyin0.760.7002641-1.330.000.0016 685.18IS 2.0_avg
2015.07.27 11:00:4042EURGBPsellout0.760.7159342-1.35-43.571 846.8518 487.11
2015.07.27 11:00:4043EURGBPsellout0.750.7159343-1.33-66.95-63.9718 354.86
2015.07.31 00:00:0044EURGBPbuyin0.840.7009844-1.470.000.0018 353.39IS 2.0
2015.07.31 21:00:0045EURGBPsellout0.840.7041845-1.480.00420.2418 772.15
2015.08.04 08:00:0046EURGBPbuyin0.860.7017346-1.510.000.0018 770.64IS 2.0
2015.08.07 10:00:0047EURGBPsellout0.860.7040547-1.50-27.39309.2919 051.04
2015.08.11 00:00:0048EURGBPbuyin0.860.7068848-1.520.000.0019 049.52IS 2.0
2015.08.12 11:30:4049EURGBPsellout0.860.7158849-1.53-5.481 206.5620 249.07tp 0.71588
2015.08.17 00:05:0050EURGBPbuyin0.910.7106750-1.620.000.0020 247.45IS 2.0
2015.08.20 11:30:4051EURGBPsellout0.910.7115451-1.62-29.14123.7520 340.44
2015.08.24 00:05:0052EURGBPbuyin0.890.7253052-1.620.000.0020 338.82IS 2.0
2015.08.24 16:02:4053EURGBPsellout0.890.7343053-1.650.001 264.2621 601.43tp 0.73430
2015.08.28 08:00:0054EURGBPbuyin0.960.7292754-1.730.000.0021 599.70IS 2.0
2015.08.31 16:20:4055EURGBPsellout0.960.7294555-1.72-6.0526.6221 618.55
2015.09.04 08:00:0056EURGBPbuyin0.970.7307656-1.730.000.0021 616.82IS 2.0
2015.09.04 21:00:0057EURGBPsellout0.970.7350157-1.730.00626.1822 241.27
2015.09.08 08:00:0058EURGBPbuyin0.990.7321658-1.780.000.0022 239.49IS 2.0
2015.09.11 10:39:4059EURGBPsellout0.990.7326359-1.79-31.1571.8522 278.40
2015.09.15 00:00:0060EURGBPbuyin0.980.7337360-1.770.000.0022 276.63IS 2.0
2015.09.18 10:58:4061EURGBPsellout0.980.7340261-1.79-31.0244.2822 288.10
2015.09.22 00:00:0062EURGBPbuyin1.000.7215562-1.790.000.0022 286.31IS 2.0
2015.09.24 13:48:4063EURGBPsellout1.000.7355663-1.79-24.982 138.8624 398.40
2015.09.28 00:05:0064EURGBPbuyin1.090.7371664-1.950.000.0024 396.45IS 2.0
2015.09.30 13:07:4065EURGBPsellout1.090.7379965-1.96-13.51137.3824 518.36sl 0.73799
2015.10.05 00:05:0066EURGBPbuyin1.090.7389266-1.960.000.0024 516.40IS 2.0
2015.10.09 13:35:4067EURGBPsellout1.090.7396667-1.98-40.86123.8724 597.43
2015.10.13 00:00:0068EURGBPbuyin1.080.7401968-1.960.000.0024 595.47IS 2.0
2015.10.13 15:27:4069EURGBPsellout1.080.7491269-1.970.001 466.7426 060.24
2015.10.19 00:05:0070EURGBPbuyin1.150.7360970-2.090.000.0026 058.15IS 2.0
2015.10.23 16:00:0071EURGBPbuyin1.180.7184071-2.090.000.0026 056.06IS 2.0_avg
2015.11.17 00:00:0072EURGBPbuyin1.220.7030872-2.090.000.0026 053.97IS 2.0_avg
2015.12.03 21:32:4073EURGBPsellout1.220.7248073-2.14-135.754 006.3529 922.43
2015.12.03 21:32:4074EURGBPsellout1.180.7248074-2.07-300.861 141.8030 761.30
2015.12.03 21:32:4075EURGBPsellout1.150.7248075-2.02-336.70-1 963.0028 459.58
2015.12.07 08:00:0076EURGBPbuyin1.310.7194076-2.280.000.0028 457.30IS 2.0
2015.12.09 17:30:4077EURGBPsellout1.310.7236877-2.30-16.11848.9929 287.88sl 0.72368
2015.12.14 00:05:0078EURGBPbuyin1.330.7220478-2.340.000.0029 285.54IS 2.0
2015.12.14 16:01:4079EURGBPsellout1.330.7250779-2.340.00610.3229 893.52sl 0.72507
2015.12.18 08:00:0080EURGBPbuyin1.380.7268780-2.400.000.0029 891.12IS 2.0
2015.12.18 21:00:0081EURGBPsellout1.380.7276481-2.390.00158.2730 047.00
2015.12.22 08:00:0082EURGBPbuyin1.380.7329182-2.410.000.0030 044.59IS 2.0
2015.12.28 00:06:0083EURGBPsellout1.380.7336783-2.42-41.97156.3330 156.53
2015.12.31 16:00:0084EURGBPbuyin1.380.7347284-2.400.000.0030 154.13IS 2.0
2016.01.04 00:05:0085EURGBPsellout1.380.7375085-2.40-8.32565.2430 708.65
2016.01.07 16:00:0086EURGBPbuyin1.410.7455986-2.450.000.0030 706.20IS 2.0
2016.01.08 21:00:0087EURGBPsellout1.410.7502787-2.46-8.43958.2831 653.59
2016.01.12 08:00:0088EURGBPbuyin1.460.7487188-2.540.000.0031 651.05IS 2.0
2016.01.14 11:00:4089EURGBPsellout1.460.7577189-2.55-25.801 893.3633 516.06tp 0.75771
2016.01.18 00:05:0090EURGBPbuyin1.540.7664490-2.690.000.0033 513.37IS 2.0
2016.01.20 10:27:4091EURGBPsellout1.540.7754491-2.70-17.891 962.3435 455.12tp 0.77544
2016.01.25 00:05:0092EURGBPbuyin1.640.7564292-2.830.000.0035 452.29IS 2.0
2016.01.26 16:35:4093EURGBPsellout1.640.7583593-2.84-9.56451.9435 891.83sl 0.75835
2016.02.01 00:05:0094EURGBPbuyin1.660.7606194-2.880.000.0035 888.95IS 2.0
2016.02.04 02:26:4095EURGBPsellout1.660.7608295-2.95-49.3250.8835 887.56
2016.02.08 00:00:0096EURGBPbuyin1.610.7694796-2.870.000.0035 884.69IS 2.0
2016.02.09 05:17:4097EURGBPsellout1.610.7783797-2.89-9.502 067.8037 940.10
2016.02.12 16:00:0098EURGBPbuyin1.690.7764998-3.040.000.0037 937.06IS 2.0
2016.02.16 15:16:4099EURGBPsellout1.690.7766999-3.02-20.0148.6337 962.66
2016.02.22 00:05:00100EURGBPbuyin1.710.77883100-3.050.000.0037 959.61IS 2.0
2016.02.24 12:42:40101EURGBPsellout1.710.78962101-3.00-19.712 566.7640 503.66
2016.02.29 00:05:00102EURGBPbuyin1.850.78776102-3.240.000.0040 500.42IS 2.0
2016.03.03 00:00:00103EURGBPbuyin1.860.77203103-3.230.000.0040 497.19IS 2.0_avg
2016.03.16 14:26:40104EURGBPsellout1.860.78759104-3.30-119.154 078.9144 453.65
2016.03.16 14:26:40105EURGBPsellout1.850.78759105-3.29-171.60-44.3244 234.44
2016.03.21 00:05:00106EURGBPbuyin1.960.77950106-3.540.000.0044 230.90IS 2.0
2016.03.24 10:40:40107EURGBPsellout1.960.79432107-3.50-56.884 087.1248 257.64
2016.03.28 00:05:00108EURGBPbuyin2.160.79071108-3.860.000.0048 253.78IS 2.0
2016.03.31 11:01:40109EURGBPsellout2.160.79093109-3.92-63.4068.1548 254.61
2016.04.04 00:05:00110EURGBPbuyin2.120.80150110-3.860.000.0048 250.75IS 2.0
2016.04.06 16:23:40111EURGBPsellout2.120.81038111-3.86-24.652 645.3750 867.61
2016.04.11 00:05:00112EURGBPbuyin2.230.80887112-4.070.000.0050 863.54IS 2.0
2016.04.19 00:00:00113EURGBPbuyin2.250.79248113-4.070.000.0050 859.47IS 2.0_avg
2016.04.25 00:05:00114EURGBPbuyin2.270.77569114-4.080.000.0050 855.39IS 2.0_avg
2016.05.25 16:00:00115EURGBPbuyin2.280.75828115-4.070.000.0050 851.32IS 2.0_avg
2016.06.06 02:08:40116EURGBPsellout2.280.79021116-4.14-162.9010 480.5661 164.84
2016.06.06 02:08:40117EURGBPsellout2.270.79021117-4.12-566.504 745.0865 339.30
2016.06.06 02:08:40118EURGBPsellout2.250.79021118-4.09-640.76-735.2963 959.16
2016.06.06 02:08:40119EURGBPsellout2.230.79021119-4.05-738.81-5 990.5657 225.74
2016.06.09 16:00:00120EURGBPbuyin2.530.78143120-4.580.000.0057 221.16IS 2.0
2016.06.10 20:52:40121EURGBPsellout2.530.79053121-4.55-14.963 278.8060 480.45tp 0.79053
2016.06.14 08:00:00122EURGBPbuyin2.680.79591122-4.840.000.0060 475.61IS 2.0
2016.06.20 08:00:00123EURGBPbuyin2.660.77997123-4.840.000.0060 470.77IS 2.0_avg
2016.06.23 16:00:00124EURGBPbuyin2.650.76448124-4.830.000.0060 465.94IS 2.0_avg
2016.06.24 02:17:40125EURGBPsellout2.650.79124125-4.81-16.1110 465.9170 910.93
2016.06.24 02:17:40126EURGBPsellout2.660.79124126-4.82-96.114 424.3675 234.36
2016.06.24 02:17:40127EURGBPsellout2.680.79124127-4.86-190.32-1 847.1373 192.05
2016.06.27 16:00:00128EURGBPbuyin3.330.83250128-5.860.000.0073 186.19IS 2.0
2016.06.30 18:00:40129EURGBPsellout3.330.83297129-5.92-91.03210.1773 299.41
2016.07.04 08:00:00130EURGBPbuyin3.290.83827130-5.860.000.0073 293.55IS 2.0
2016.07.05 10:35:40131EURGBPsellout3.290.84723131-5.88-17.893 885.8477 155.62
2016.07.11 00:01:30132EURGBPbuyin3.490.85356132-6.170.000.0077 149.45IS 2.0
2016.07.13 00:00:00133EURGBPbuyin3.490.83503133-6.180.000.0077 143.27IS 2.0_avg
2016.08.09 04:36:40134EURGBPsellout3.490.85317134-6.19-508.668 226.0084 854.42
2016.08.09 04:36:40135EURGBPsellout3.490.85317135-6.19-546.12-176.8584 125.26
2016.08.12 16:00:00136EURGBPbuyin3.750.86147136-6.730.000.0084 118.53IS 2.0
2016.08.12 21:00:00137EURGBPsellout3.750.86490137-6.700.001 660.4685 772.29
2016.08.16 08:00:00138EURGBPbuyin3.830.86795138-6.860.000.0085 765.43IS 2.0
2016.08.19 16:26:40139EURGBPsellout3.830.86898139-6.93-102.35514.2886 170.43
2016.08.23 08:00:00140EURGBPbuyin3.800.86201140-6.890.000.0086 163.54IS 2.0
2016.09.01 16:00:00141EURGBPbuyin3.870.84061141-6.900.000.0086 156.64IS 2.0_avg
2016.09.20 10:51:40142EURGBPsellout3.870.85994142-6.94-356.739 747.2295 540.19
2016.09.20 10:51:40143EURGBPsellout3.800.85994143-6.81-575.37-1 024.9293 933.09
2016.09.26 00:00:00144EURGBPbuyin4.180.86611144-7.510.000.0093 925.58IS 2.0
2016.09.29 17:53:40145EURGBPsellout4.180.86687145-7.52-111.21412.1194 218.96
2016.10.03 08:00:00146EURGBPbuyin4.190.86816146-7.530.000.0094 211.43IS 2.0
2016.10.05 09:56:40147EURGBPsellout4.190.88430147-7.52-43.818 580.33102 740.43
2016.10.10 00:04:00148EURGBPbuyin4.590.90138148-8.220.000.00102 732.21IS 2.0
2016.10.13 02:04:00149EURGBPsellout4.590.90314149-8.09-114.71984.90103 594.31
2016.10.17 00:05:00150EURGBPbuyin4.720.90252150-8.290.000.00103 586.02IS 2.0
2016.11.01 16:39:40151EURGBPsellout4.720.90369151-8.34-354.43675.29103 898.54
2016.11.07 00:01:00152EURGBPbuyin4.660.88870152-8.310.000.00103 890.23IS 2.0
2016.11.08 10:28:20153EURGBPsellout4.660.88911153-8.25-23.63237.63104 095.98sl 0.88911
2016.11.14 00:04:00154EURGBPbuyin4.800.86222154-8.320.000.00104 087.66IS 2.0
2016.11.17 04:00:40155EURGBPsellout4.800.86246155-8.22-122.25143.13104 100.32
2016.11.21 00:01:01156EURGBPbuyin4.910.85814156-8.320.000.00104 092.00IS 2.0
2016.12.01 16:00:00157EURGBPbuyin4.900.83746157-8.330.000.00104 083.67IS 2.0_avg
2016.12.08 14:45:40158EURGBPsellout4.900.85714158-8.46-177.5912 217.26116 114.88
2016.12.08 14:45:40159EURGBPsellout4.910.85714159-8.47-478.39-622.06115 005.96
2016.12.12 00:04:00160EURGBPbuyin5.450.83779160-9.210.000.00114 996.75IS 2.0
2016.12.15 02:04:00161EURGBPsellout5.450.83855161-9.17-140.49519.31115 366.40
2016.12.19 00:02:00162EURGBPbuyin5.520.83706162-9.220.000.00115 357.18IS 2.0
2016.12.23 10:59:40163EURGBPsellout5.520.85265163-9.23-167.2910 551.42125 732.08
2016.12.27 00:03:30164EURGBPbuyin6.010.85201164-10.060.000.00125 722.02IS 2.0
2016.12.30 01:39:40165EURGBPsellout6.010.86101165-10.12-150.466 628.51132 189.95tp 0.86101
2017.01.02 16:00:00166EURGBPbuyin6.310.85163166-10.570.000.00132 179.38IS 2.0
2017.01.05 18:00:00167EURGBPsellout6.310.85332167-10.70-158.691 324.96133 334.95
2017.01.09 08:00:00168EURGBPbuyin6.330.86358168-10.660.000.00133 324.29IS 2.0
2017.01.10 05:45:40169EURGBPsellout6.330.87258169-10.76-31.486 936.33140 218.38tp 0.87258
2017.01.13 16:00:00170EURGBPbuyin6.590.87523170-11.220.000.00140 207.16IS 2.0
2017.01.16 11:31:40171EURGBPsellout6.590.87674171-11.16-32.831 200.58141 363.75sl 0.87674
2017.01.20 00:00:00172EURGBPbuyin6.630.86392172-11.310.000.00141 352.44IS 2.0
2017.01.20 21:00:00173EURGBPsellout6.630.86429173-11.330.00303.15141 644.26
2017.01.24 08:00:00174EURGBPbuyin6.590.85976174-11.340.000.00141 632.92IS 2.0
2017.01.31 11:51:40175EURGBPsellout6.590.86017175-11.28-237.29336.27141 720.62
2017.02.06 00:00:00176EURGBPbuyin6.570.86417176-11.340.000.00141 709.28IS 2.0
2017.02.13 16:00:00177EURGBPbuyin6.670.84900177-11.340.000.00141 697.94IS 2.0_avg
2017.03.06 10:17:40178EURGBPsellout6.670.86542178-11.33-711.5713 434.99154 410.03
2017.03.06 10:17:40179EURGBPsellout6.570.86542179-11.16-936.251 007.43154 470.05
2017.03.10 00:00:00180EURGBPbuyin7.300.86934180-12.350.000.00154 457.70IS 2.0
2017.03.10 21:00:00181EURGBPsellout7.300.87801181-12.470.007 698.27162 143.50
2017.03.14 08:00:00182EURGBPbuyin7.610.87340182-12.980.000.00162 130.52IS 2.0
2017.03.31 00:02:00183EURGBPbuyin7.590.85649183-12.970.000.00162 117.55IS 2.0_avg
2017.04.18 16:00:00184EURGBPbuyin7.580.84102184-12.970.000.00162 104.58IS 2.0_avg
2017.05.22 13:41:40185EURGBPsellout7.580.86403185-13.61-1358.8822 663.59183 395.68
2017.05.22 13:41:40186EURGBPsellout7.590.86403186-13.63-1981.197 436.28188 837.14
2017.05.22 13:41:40187EURGBPsellout7.610.86403187-13.67-2720.44-9 265.46176 837.57
2017.05.26 00:00:00188EURGBPbuyin7.890.86645188-14.150.000.00176 823.42IS 2.0
2017.05.26 21:00:00189EURGBPsellout7.890.87284189-14.110.006 455.86183 265.17
2017.05.30 08:00:00190EURGBPbuyin8.230.86845190-14.650.000.00183 250.52IS 2.0
2017.06.01 16:56:40191EURGBPsellout8.230.87032191-14.78-173.451 984.26185 046.55sl 0.87032
2017.06.05 08:00:00192EURGBPbuyin8.210.87545192-14.800.000.00185 031.75IS 2.0
2017.06.09 00:00:40193EURGBPsellout8.210.87664193-14.72-260.731 259.13186 015.43
2017.06.12 16:00:00194EURGBPbuyin8.290.88480194-14.880.000.00186 000.55IS 2.0
2017.06.27 18:59:40195EURGBPsellout8.290.88576195-15.02-646.611 018.26186 357.18
2017.07.03 00:00:00196EURGBPbuyin8.150.87824196-14.900.000.00186 342.28IS 2.0
2017.07.06 14:34:40197EURGBPsellout8.150.87848197-14.83-215.54253.26186 365.17
2017.07.10 00:00:00198EURGBPbuyin8.170.88524198-14.900.000.00186 350.27IS 2.0
2017.07.12 09:00:40199EURGBPsellout8.170.89424199-15.00-85.989 448.02195 697.31tp 0.89424
2017.07.17 00:00:01200EURGBPbuyin8.530.87679200-15.660.000.00195 681.65IS 2.0
2017.07.20 17:18:40201EURGBPsellout8.530.89309201-15.80-227.3018 032.39213 470.94
2017.07.24 08:00:00202EURGBPbuyin9.150.89662202-17.090.000.00213 453.85IS 2.0
2017.07.28 16:32:40203EURGBPsellout9.150.89688203-17.17-293.68311.07213 454.07
2017.08.01 08:00:00204EURGBPbuyin9.020.89503204-17.070.000.00213 437.00IS 2.0
2017.08.03 15:16:40205EURGBPsellout9.020.90402205-17.12-195.0610 647.50223 872.32
2017.08.07 00:00:00206EURGBPbuyin9.510.90283206-17.910.000.00223 854.41IS 2.0
2017.08.08 18:57:40207EURGBPsellout9.510.90384207-17.85-50.701 245.06225 030.92sl 0.90384
2017.08.14 00:00:01208EURGBPbuyin9.520.91001208-18.010.000.00225 012.91IS 2.0
2017.08.17 02:00:20209EURGBPsellout9.520.91338209-17.94-251.184 136.03228 879.82
2017.08.21 00:00:00210EURGBPbuyin9.730.91359210-18.310.000.00228 861.51IS 2.0
2017.08.29 11:40:40211EURGBPsellout9.730.93026211-18.77-408.8821 028.79249 462.65
2017.09.04 00:00:00212EURGBPbuyin10.520.91734212-19.960.000.00249 442.69IS 2.0
2017.09.07 15:34:20213EURGBPsellout10.520.91756213-20.15-280.09303.05249 445.50
2017.09.11 00:00:00214EURGBPbuyin10.360.91170214-19.950.000.00249 425.55IS 2.0
2017.09.14 16:00:00215EURGBPbuyin10.490.88973215-19.960.000.00249 405.59IS 2.0_avg
2017.11.01 16:00:00216EURGBPbuyin10.740.87389216-19.950.000.00249 385.64IS 2.0_avg
2017.11.15 11:44:40217EURGBPsellout10.740.89948217-20.36-809.0236 254.52284 810.78
2017.11.15 11:44:40218EURGBPsellout10.490.89948218-19.88-3414.9413 491.73294 867.69
2017.11.15 11:44:40219EURGBPsellout10.360.89948219-19.64-3652.65-16 700.08274 495.32
2017.11.20 00:00:00220EURGBPbuyin11.640.89207220-21.950.000.00274 473.37IS 2.0
2017.11.24 15:49:40221EURGBPsellout11.640.89238221-22.14-379.71480.87274 552.39
2017.11.28 00:03:00222EURGBPbuyin11.540.89358222-21.970.000.00274 530.42IS 2.0
2017.12.04 16:00:00223EURGBPbuyin11.590.87678223-21.970.000.00274 508.45IS 2.0_avg
2018.03.07 11:37:20224EURGBPsellout11.590.89676224-23.04-6054.4332 084.93300 515.91
2018.03.07 11:37:20225EURGBPsellout11.540.89676225-22.94-6408.545 084.58299 169.01
2018.03.12 00:00:00226EURGBPbuyin12.160.88872226-23.940.000.00299 145.07IS 2.0
2018.03.21 16:00:00227EURGBPbuyin12.170.87359227-23.930.000.00299 121.14IS 2.0_avg
2018.07.19 20:22:40228EURGBPsellout12.170.89512228-22.71-8249.0534 165.85325 015.23
2018.07.19 20:22:40229EURGBPsellout12.160.89512229-22.70-8867.2310 147.78326 273.08
2018.07.23 08:00:00230EURGBPbuyin13.900.89276230-26.100.000.00326 246.98IS 2.0
2018.07.31 17:52:40231EURGBPsellout13.900.89356231-26.02-597.751 456.92327 080.13
2018.08.06 00:06:00232EURGBPbuyin14.140.88963232-26.170.000.00327 053.96IS 2.0
2018.08.10 08:09:40233EURGBPsellout14.140.89701233-26.05-447.3213 382.15339 962.74sl 0.89701
2018.08.14 00:06:00234EURGBPbuyin14.900.89386234-27.200.000.00339 935.54IS 2.0
2018.08.17 02:06:00235EURGBPsellout14.900.89459235-27.12-387.091 382.78340 904.11
2018.08.20 16:00:00236EURGBPbuyin14.920.89528236-27.270.000.00340 876.84IS 2.0
2018.08.29 12:17:40237EURGBPsellout14.920.90576237-27.86-706.9020 143.44360 285.52sl 0.90576
2018.09.03 00:06:30238EURGBPbuyin15.530.89814238-28.820.000.00360 256.70IS 2.0
2018.09.04 16:09:40239EURGBPsellout15.530.89960239-28.70-81.762 910.64363 056.88sl 0.89960
2018.09.10 00:05:00240EURGBPbuyin15.710.89409240-29.040.000.00363 027.84IS 2.0
2018.09.21 15:22:40241EURGBPsellout15.710.89493241-29.57-1094.521 735.10363 638.85
2018.09.25 00:05:00242EURGBPbuyin15.480.89585242-29.090.000.00363 609.76IS 2.0
2018.10.08 00:00:00243EURGBPbuyin15.780.87831243-29.090.000.00363 580.67IS 2.0_avg
2018.10.12 23:59:59244EURGBPsellout15.780.87893244-29.18-510.031 286.88364 328.34end of test
2018.10.12 23:59:59245EURGBPsellout15.480.87893245-28.63-1575.08-34 451.60328 273.03end of test
-2 041.48 -63 392.43 383 706.94 328 273.03