Strategy Tester Report
Alpari-MT5 (Build 1940)
Settings
Expert: Intersection_Optimization
Symbol: GBPCHF
Period: H8 (2015.01.05 - 2018.11.17)
Inputs: startTradeHour=0
startTradeMin=0
useEndTrade=0
stopTradeHour=0
stopTradeMin=0
stopTradeFridayHour=0
stopTradeFridayMin=0
fixedVolume=0.1
volumeProc=1
takeProfitBars=96
minTakeProfit=100
profitTrendChange=0
stopLoss=0
sleepNextBars=23
lifeTimePos=0
candleFilter=0
useTrail=1
startTrail=100
useAverage=1
pipDD=1000
averageProfitProc=7.0
volumeAvgPos=1
ind1=SAR indicator settings
sarStep=1.37
sarMaximum=0.02
ind2=Intersection indicator settings
Osc=13
BackStep=0
LevDPl=1
LevDPr=1
period=0
ma_method=0
ma_shift=0
applied_price=1
numBuff=0
fast_ema_period=149
slow_ema_period=7
signal_period=5
Kperiod=13
Dperiod=5
slowing=3
price_field=0
b=0.7
ShowBars=45
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=9.5
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: 97%
Bars: 3015 Ticks: 5754135 Symbols: 1
Total Net Profit: 251 929.99 Balance Drawdown Absolute: 0.80 Equity Drawdown Absolute: 9 948.38
Gross Profit: 324 959.51 Balance Drawdown Maximal: 27 715.95 (9.57%) Equity Drawdown Maximal: 41 783.25 (16.71%)
Gross Loss: -73 029.52 Balance Drawdown Relative: 13.24% (2 044.61) Equity Drawdown Relative: 99.57% (12 090.22)
Profit Factor: 4.45 Expected Payoff: 1 999.44 Margin Level: 10.95%
Recovery Factor: 6.03 Sharpe Ratio: 0.53 Z-Score: 0.28 (22.05%)
AHPR: 1.0276 (2.76%) LR Correlation: 0.95 OnTester result: 0
GHPR: 1.0263 (2.63%) LR Standard Error: 25 050.52
Total Trades: 126 Short Trades (won %): 68 (91.18%) Long Trades (won %): 58 (86.21%)
Total Deals: 252 Profit Trades (% of total): 112 (88.89%) Loss Trades (% of total): 14 (11.11%)
Largest profit trade: 25 064.14 Largest loss trade: -27 692.77
Average profit trade: 2 901.42 Average loss trade: -5 216.39
Maximum consecutive wins ($): 32 (120 746.37) Maximum consecutive losses ($): 2 (-2 042.47)
Maximal consecutive profit (count): 120 746.37 (32) Maximal consecutive loss (count): -27 692.77 (1)
Average consecutive wins: 9 Average consecutive losses: 1
Graph
Graph
Correlation (Profits,MFE): 0.81 Correlation (Profits,MAE): 0.32 Correlation (MFE,MAE): -0.0189
Graph
Minimal position holding time: 8:00:00 Maximal position holding time: 1048:00:00 Average position holding time: 218:56:31
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2015.01.08 00:00:002GBPCHFbuy0.33 / 0.331.532931.552702015.01.08 00:00:00filledIS 2.0
2015.01.09 00:00:003GBPCHFsell0.33 / 0.331.536002015.01.09 00:00:00filled
2015.01.12 16:00:004GBPCHFsell0.33 / 0.331.539471.499562015.01.12 16:00:00filledIS 2.0
2015.01.15 11:32:005GBPCHFbuy0.33 / 0.331.499562015.01.15 11:32:00filledtp 1.49956
2015.01.21 16:00:006GBPCHFbuy0.38 / 0.381.297791.554602015.01.21 16:00:00filledIS 2.0
2015.01.23 00:00:007GBPCHFsell0.38 / 0.381.306162015.01.23 00:00:00filled
2015.02.10 08:00:008GBPCHFsell0.39 / 0.391.406870.425872015.02.10 08:00:00filledIS 2.0
2015.02.18 00:00:009GBPCHFsell0.38 / 0.381.437452015.02.18 00:00:00filledIS 2.0_avg
2015.02.23 16:00:0010GBPCHFsell0.38 / 0.381.459812015.02.23 16:00:00filledIS 2.0_avg
2015.03.05 16:00:0011GBPCHFsell0.39 / 0.391.474142015.03.05 16:00:00filledIS 2.0_avg
2015.03.17 00:00:0012GBPCHFsell0.40 / 0.401.493912015.03.17 00:00:00filledIS 2.0_avg
2015.03.17 16:00:0013GBPCHFbuy0.40 / 0.401.479781.519082015.03.17 16:00:00filledIS 2.0
2015.03.23 16:00:0014GBPCHFbuy0.40 / 0.401.444662015.03.23 16:00:00filled
2015.03.23 16:00:0015GBPCHFbuy0.39 / 0.391.444662015.03.23 16:00:00filled
2015.03.23 16:00:0016GBPCHFbuy0.38 / 0.381.444662015.03.23 16:00:00filled
2015.03.23 16:00:0017GBPCHFbuy0.38 / 0.381.444662015.03.23 16:00:00filled
2015.03.23 16:00:0018GBPCHFbuy0.39 / 0.391.444662015.03.23 16:00:00filled
2015.03.30 16:00:0019GBPCHFbuy0.45 / 0.451.426542015.03.30 16:00:00filledIS 2.0_avg
2015.04.13 16:00:0020GBPCHFsell0.46 / 0.461.437811.414582015.04.13 16:00:00filledIS 2.0
2015.04.17 00:00:0021GBPCHFbuy0.46 / 0.461.428742015.04.17 00:00:00filled
2015.04.28 13:07:4022GBPCHFsell0.45 / 0.451.466012015.04.28 13:07:40filled
2015.04.28 13:07:4023GBPCHFsell0.40 / 0.401.466012015.04.28 13:07:40filled
2015.05.13 16:00:0024GBPCHFbuy0.48 / 0.481.447341.470762015.05.13 16:00:00filledIS 2.0
2015.05.15 13:39:4025GBPCHFsell0.48 / 0.481.447232015.05.15 13:39:40filled
2015.05.19 00:00:0026GBPCHFsell0.49 / 0.491.449911.381482015.05.19 00:00:00filledIS 2.0
2015.05.26 00:00:0027GBPCHFsell0.49 / 0.491.461352015.05.26 00:00:00filledIS 2.0_avg
2015.05.29 08:00:0028GBPCHFbuy0.49 / 0.491.444232015.05.29 08:00:00filled
2015.05.29 08:00:0029GBPCHFbuy0.49 / 0.491.444232015.05.29 08:00:00filled
2015.06.04 00:00:0030GBPCHFbuy0.53 / 0.531.433051.470762015.06.04 00:00:00filledIS 2.0
2015.06.05 00:00:0031GBPCHFsell0.53 / 0.531.433982015.06.05 00:00:00filled
2015.06.08 08:00:0032GBPCHFsell0.54 / 0.541.436721.381482015.06.08 08:00:00filledIS 2.0
2015.06.10 05:53:4033GBPCHFbuy0.54 / 0.541.433192015.06.10 05:53:40filledsl 1.43319
2015.06.18 16:00:0034GBPCHFsell0.52 / 0.521.457791.381482015.06.18 16:00:00filledIS 2.0
2015.06.19 21:00:4035GBPCHFbuy0.52 / 0.521.457352015.06.19 21:00:40filled
2015.06.29 08:00:0036GBPCHFsell0.53 / 0.531.474111.413842015.06.29 08:00:00filledIS 2.0
2015.06.29 16:00:0037GBPCHFbuy0.53 / 0.531.467401.479892015.06.29 16:00:00filledIS 2.0
2015.06.30 17:57:4038GBPCHFbuy0.53 / 0.531.468452015.06.30 17:57:40filledsl 1.46845
2015.07.01 20:14:2039GBPCHFsell0.53 / 0.531.479532015.07.01 20:14:20filled
2015.07.22 16:00:0040GBPCHFsell0.56 / 0.561.502651.413842015.07.22 16:00:00filledIS 2.0
2015.07.23 08:00:0041GBPCHFbuy0.56 / 0.561.498261.505372015.07.23 08:00:00filledIS 2.0
2015.07.24 18:34:4042GBPCHFbuy0.56 / 0.561.492382015.07.24 18:34:40filledsl 1.49238
2015.07.28 13:07:4043GBPCHFsell0.56 / 0.561.505302015.07.28 13:07:40filled
2015.08.04 00:00:0044GBPCHFsell0.60 / 0.601.510491.446452015.08.04 00:00:00filledIS 2.0
2015.08.07 16:00:0045GBPCHFsell0.60 / 0.601.528942015.08.07 16:00:00filledIS 2.0_avg
2015.08.10 00:05:0046GBPCHFbuy0.60 / 0.601.522931.536662015.08.10 00:05:00filledIS 2.0
2015.08.11 18:29:4047GBPCHFsell0.60 / 0.601.536432015.08.11 18:29:40filled
2015.08.20 12:00:2048GBPCHFbuy0.60 / 0.601.503532015.08.20 12:00:20filled
2015.08.20 12:00:2049GBPCHFbuy0.60 / 0.601.503532015.08.20 12:00:20filled
2015.08.26 00:00:0050GBPCHFbuy0.68 / 0.681.473741.540872015.08.26 00:00:00filledIS 2.0
2015.08.28 00:00:0051GBPCHFsell0.68 / 0.681.487712015.08.28 00:00:00filled
2015.08.31 00:05:0052GBPCHFsell0.72 / 0.721.482981.459992015.08.31 00:05:00filledIS 2.0
2015.09.02 16:01:4053GBPCHFbuy0.72 / 0.721.479722015.09.02 16:01:40filledsl 1.47972
2015.09.21 00:05:0054GBPCHFsell0.72 / 0.721.504831.459992015.09.21 00:05:00filledIS 2.0
2015.09.25 09:44:4055GBPCHFbuy0.72 / 0.721.494192015.09.25 09:44:40filledsl 1.49419
2015.10.01 00:00:0056GBPCHFbuy0.77 / 0.771.472601.536472015.10.01 00:00:00filledIS 2.0
2015.10.02 00:00:0057GBPCHFsell0.77 / 0.771.478222015.10.02 00:00:00filled
2015.10.13 08:00:0058GBPCHFbuy0.77 / 0.771.475651.511612015.10.13 08:00:00filledIS 2.0
2015.10.16 10:16:4059GBPCHFsell0.77 / 0.771.475732015.10.16 10:16:40filled
2015.10.21 00:00:0060GBPCHFsell0.77 / 0.771.476511.453412015.10.21 00:00:00filledIS 2.0
2015.10.29 00:00:0061GBPCHFsell0.77 / 0.771.517262015.10.29 00:00:00filledIS 2.0_avg
2015.11.05 00:00:0062GBPCHFsell0.77 / 0.771.527932015.11.05 00:00:00filledIS 2.0_avg
2015.11.25 16:00:0063GBPCHFsell0.78 / 0.781.544982015.11.25 16:00:00filledIS 2.0_avg
2015.12.03 17:35:0064GBPCHFbuy0.78 / 0.781.507062015.12.03 17:35:00filled
2015.12.03 17:35:0065GBPCHFbuy0.77 / 0.771.507062015.12.03 17:35:00filled
2015.12.03 17:35:0066GBPCHFbuy0.77 / 0.771.507062015.12.03 17:35:00filled
2015.12.03 17:35:0067GBPCHFbuy0.77 / 0.771.507062015.12.03 17:35:00filled
2015.12.10 16:00:0068GBPCHFbuy0.85 / 0.851.492651.557042015.12.10 16:00:00filledIS 2.0
2015.12.11 00:00:0069GBPCHFsell0.85 / 0.851.497242015.12.11 00:00:00filled
2015.12.24 08:00:0070GBPCHFbuy0.88 / 0.881.469851.557042015.12.24 08:00:00filledIS 2.0
2015.12.24 16:00:0071GBPCHFsell0.88 / 0.881.472521.460052015.12.24 16:00:00filledIS 2.0
2016.01.06 17:51:4072GBPCHFsell0.88 / 0.881.472862016.01.06 17:51:40filledsl 1.47286
2016.01.07 11:43:4073GBPCHFbuy0.88 / 0.881.460052016.01.07 11:43:40filledtp 1.46005
2016.01.19 16:00:0074GBPCHFbuy0.97 / 0.971.429061.541802016.01.19 16:00:00filledIS 2.0
2016.01.22 00:00:0075GBPCHFsell0.97 / 0.971.431642016.01.22 00:00:00filled
2016.01.28 08:00:0076GBPCHFsell0.98 / 0.981.449161.412052016.01.28 08:00:00filledIS 2.0
2016.01.29 18:10:4077GBPCHFbuy0.98 / 0.981.448682016.01.29 18:10:40filled
2016.02.11 00:00:0078GBPCHFbuy0.96 / 0.961.414321.483572016.02.11 00:00:00filledIS 2.0
2016.02.12 09:41:4079GBPCHFsell0.96 / 0.961.414782016.02.12 09:41:40filled
2016.02.17 16:00:0080GBPCHFsell0.98 / 0.981.417381.392402016.02.17 16:00:00filledIS 2.0
2016.02.19 14:15:4081GBPCHFbuy0.98 / 0.981.416992016.02.19 14:15:40filled
2016.02.29 08:00:0082GBPCHFsell1.01 / 1.011.382271.372522016.02.29 08:00:00filledIS 2.0
2016.03.09 00:00:0083GBPCHFsell0.98 / 0.981.415172016.03.09 00:00:00filledIS 2.0_avg
2016.03.15 00:00:0084GBPCHFbuy0.98 / 0.981.412101.476672016.03.15 00:00:00filledIS 2.0
2016.03.21 16:00:0085GBPCHFbuy0.97 / 0.971.394612016.03.21 16:00:00filledIS 2.0_avg
2016.03.22 16:00:0086GBPCHFbuy0.98 / 0.981.379842016.03.22 16:00:00filled
2016.03.22 16:00:0087GBPCHFbuy1.01 / 1.011.379842016.03.22 16:00:00filled
2016.04.05 00:00:0088GBPCHFbuy1.10 / 1.101.368432016.04.05 00:00:00filledIS 2.0_avg
2016.04.22 08:00:0089GBPCHFsell1.10 / 1.101.398112016.04.22 08:00:00filled
2016.04.22 08:00:0090GBPCHFsell0.97 / 0.971.398112016.04.22 08:00:00filled
2016.04.22 08:00:0091GBPCHFsell0.98 / 0.981.398112016.04.22 08:00:00filled
2016.05.10 08:00:0092GBPCHFsell1.18 / 1.181.399791.341392016.05.10 08:00:00filledIS 2.0
2016.05.13 11:42:4093GBPCHFbuy1.18 / 1.181.399182016.05.13 11:42:40filled
2016.05.24 16:00:0094GBPCHFsell1.17 / 1.171.448141.342642016.05.24 16:00:00filledIS 2.0
2016.05.31 16:00:0095GBPCHFbuy1.16 / 1.161.451161.461252016.05.31 16:00:00filledIS 2.0
2016.06.07 07:10:4096GBPCHFbuy1.17 / 1.171.413852016.06.07 07:10:40filledsl 1.41385
2016.06.16 08:00:0097GBPCHFbuy1.34 / 1.341.359632016.06.16 08:00:00filledIS 2.0_avg
2016.06.20 23:45:4098GBPCHFsell1.34 / 1.341.415892016.06.20 23:45:40filled
2016.06.20 23:45:4099GBPCHFsell1.16 / 1.161.415892016.06.20 23:45:40filled
2016.07.18 08:00:00100GBPCHFsell1.58 / 1.581.302081.249532016.07.18 08:00:00filledIS 2.0
2016.07.19 08:00:00101GBPCHFbuy1.58 / 1.581.299361.446612016.07.19 08:00:00filledIS 2.0
2016.07.20 12:27:40102GBPCHFbuy1.58 / 1.581.301302016.07.20 12:27:40filledsl 1.30130
2016.07.22 00:00:00103GBPCHFsell1.58 / 1.581.304002016.07.22 00:00:00filled
2016.08.04 16:00:00104GBPCHFbuy1.62 / 1.621.278201.446612016.08.04 16:00:00filledIS 2.0
2016.08.05 02:08:40105GBPCHFsell1.62 / 1.621.278212016.08.05 02:08:40filled
2016.08.08 00:03:00106GBPCHFsell1.63 / 1.631.280861.249532016.08.08 00:03:00filledIS 2.0
2016.08.15 14:30:40107GBPCHFbuy1.63 / 1.631.255982016.08.15 14:30:40filled
2016.09.13 00:00:00108GBPCHFsell1.75 / 1.751.295811.244892016.09.13 00:00:00filledIS 2.0
2016.09.15 16:00:00109GBPCHFbuy1.77 / 1.771.284601.312162016.09.15 16:00:00filledIS 2.0
2016.09.16 00:00:00110GBPCHFsell1.77 / 1.771.286092016.09.16 00:00:00filled
2016.09.20 13:00:40111GBPCHFbuy1.75 / 1.751.269082016.09.20 13:00:40filled
2016.10.03 16:00:00112GBPCHFbuy2.01 / 2.011.250481.312162016.10.03 16:00:00filledIS 2.0
2016.10.12 16:00:00113GBPCHFbuy2.12 / 2.121.207002016.10.12 16:00:00filledIS 2.0_avg
2016.10.13 00:00:00114GBPCHFsell2.11 / 2.111.208991.163792016.10.13 00:00:00filledIS 2.0
2016.10.14 00:00:00115GBPCHFbuy2.11 / 2.111.208742016.10.14 00:00:00filled
2016.11.09 00:00:00116GBPCHFsell2.09 / 2.091.209621.163792016.11.09 00:00:00filledIS 2.0
2016.11.11 00:00:00117GBPCHFsell2.12 / 2.121.238642016.11.11 00:00:00filled
2016.11.11 00:00:00118GBPCHFsell2.01 / 2.011.238642016.11.11 00:00:00filled
2016.11.17 16:00:00119GBPCHFsell2.27 / 2.271.247802016.11.17 16:00:00filledIS 2.0_avg
2016.11.21 16:00:00120GBPCHFsell2.26 / 2.261.258192016.11.21 16:00:00filledIS 2.0_avg
2016.11.28 08:00:00121GBPCHFbuy2.26 / 2.261.262151.269032016.11.28 08:00:00filledIS 2.0
2016.11.29 16:21:40122GBPCHFsell2.26 / 2.261.269032016.11.29 16:21:40filledtp 1.26903
2016.12.02 08:00:00123GBPCHFsell2.30 / 2.301.274242016.12.02 08:00:00filledIS 2.0_avg
2016.12.12 00:04:00124GBPCHFbuy2.31 / 2.311.282641.291402016.12.12 00:04:00filledIS 2.0
2016.12.12 16:54:40125GBPCHFsell2.31 / 2.311.284732016.12.12 16:54:40filledsl 1.28473
2016.12.27 16:00:00126GBPCHFbuy2.39 / 2.391.260891.291402016.12.27 16:00:00filledIS 2.0
2017.01.09 16:00:00127GBPCHFbuy2.30 / 2.301.235242017.01.09 16:00:00filled
2017.01.09 16:00:00128GBPCHFbuy2.26 / 2.261.235242017.01.09 16:00:00filled
2017.01.09 16:00:00129GBPCHFbuy2.27 / 2.271.235242017.01.09 16:00:00filled
2017.01.09 16:00:00130GBPCHFbuy2.09 / 2.091.235242017.01.09 16:00:00filled
2017.01.12 08:00:00131GBPCHFbuy2.72 / 2.721.235982017.01.12 08:00:00filledIS 2.0_avg
2017.01.16 08:00:00132GBPCHFbuy2.76 / 2.761.215452017.01.16 08:00:00filledIS 2.0_avg
2017.01.18 00:00:00133GBPCHFsell2.76 / 2.761.243072017.01.18 00:00:00filled
2017.01.18 00:00:00134GBPCHFsell2.72 / 2.721.243072017.01.18 00:00:00filled
2017.01.18 00:00:00135GBPCHFsell2.39 / 2.391.243072017.01.18 00:00:00filled
2017.02.01 16:00:00136GBPCHFsell2.85 / 2.851.254601.210902017.02.01 16:00:00filledIS 2.0
2017.02.02 16:00:00137GBPCHFbuy2.86 / 2.861.242451.275212017.02.02 16:00:00filledIS 2.0
2017.02.03 00:00:30138GBPCHFsell2.86 / 2.861.243122017.02.03 00:00:30filled
2017.02.03 00:00:30139GBPCHFbuy2.85 / 2.851.244512017.02.03 00:00:30filled
2017.02.20 16:00:00140GBPCHFsell3.01 / 3.011.250351.210902017.02.20 16:00:00filledIS 2.0
2017.03.07 16:13:40141GBPCHFbuy3.01 / 3.011.239752017.03.07 16:13:40filledsl 1.23975
2017.03.08 00:00:01142GBPCHFbuy3.19 / 3.191.236501.265922017.03.08 00:00:01filledIS 2.0
2017.03.16 08:00:00143GBPCHFbuy3.17 / 3.171.226022017.03.16 08:00:00filledIS 2.0_avg
2017.03.16 16:00:00144GBPCHFsell3.15 / 3.151.231191.221542017.03.16 16:00:00filledIS 2.0
2017.03.17 00:00:40145GBPCHFbuy3.15 / 3.151.230842017.03.17 00:00:40filled
2017.03.22 00:00:00146GBPCHFsell3.17 / 3.171.239502017.03.22 00:00:00filled
2017.03.22 00:00:00147GBPCHFsell3.19 / 3.191.239502017.03.22 00:00:00filled
2017.04.05 16:00:00148GBPCHFsell3.34 / 3.341.251871.221542017.04.05 16:00:00filledIS 2.0
2017.04.07 04:36:40149GBPCHFbuy3.34 / 3.341.251532017.04.07 04:36:40filled
2017.04.17 00:10:00150GBPCHFsell3.32 / 3.321.258551.221542017.04.17 00:10:00filledIS 2.0
2017.04.21 00:00:00151GBPCHFsell3.25 / 3.251.278992017.04.21 00:00:00filledIS 2.0_avg
2017.05.22 00:00:00152GBPCHFbuy3.19 / 3.191.266311.306922017.05.22 00:00:00filledIS 2.0
2017.05.26 08:00:00153GBPCHFbuy3.25 / 3.251.254282017.05.26 08:00:00filled
2017.05.26 08:00:00154GBPCHFbuy3.32 / 3.321.254282017.05.26 08:00:00filled
2017.05.31 00:00:00155GBPCHFbuy3.53 / 3.531.253162017.05.31 00:00:00filledIS 2.0_avg
2017.06.06 16:00:00156GBPCHFbuy3.53 / 3.531.243122017.06.06 16:00:00filledIS 2.0_avg
2017.06.20 16:00:00157GBPCHFbuy3.59 / 3.591.232432017.06.20 16:00:00filledIS 2.0_avg
2017.06.21 16:00:00158GBPCHFsell3.58 / 3.581.236951.224122017.06.21 16:00:00filledIS 2.0
2017.06.23 00:01:40159GBPCHFbuy3.58 / 3.581.234322017.06.23 00:01:40filledsl 1.23432
2017.07.06 08:00:00160GBPCHFsell3.54 / 3.541.248761.224122017.07.06 08:00:00filledIS 2.0
2017.07.07 00:00:00161GBPCHFbuy3.54 / 3.541.244772017.07.07 00:00:00filled
2017.07.14 08:00:00162GBPCHFsell3.59 / 3.591.252672017.07.14 08:00:00filled
2017.07.14 08:00:00163GBPCHFsell3.53 / 3.531.252672017.07.14 08:00:00filled
2017.07.14 08:00:00164GBPCHFsell3.53 / 3.531.252672017.07.14 08:00:00filled
2017.07.14 08:00:00165GBPCHFsell3.19 / 3.191.252672017.07.14 08:00:00filled
2017.08.16 16:00:00166GBPCHFsell3.94 / 3.941.254881.226942017.08.16 16:00:00filledIS 2.0
2017.08.17 00:00:00167GBPCHFbuy3.93 / 3.931.245251.285372017.08.17 00:00:00filledIS 2.0
2017.08.21 13:23:40168GBPCHFbuy3.94 / 3.941.247372017.08.21 13:23:40filledsl 1.24737
2017.08.28 00:00:00169GBPCHFbuy4.05 / 4.051.234522017.08.28 00:00:00filledIS 2.0_avg
2017.09.07 02:16:20170GBPCHFsell4.05 / 4.051.251382017.09.07 02:16:20filled
2017.09.07 02:16:20171GBPCHFsell3.93 / 3.931.251382017.09.07 02:16:20filled
2017.09.11 08:00:00172GBPCHFsell4.34 / 4.341.251231.222032017.09.11 08:00:00filledIS 2.0
2017.09.19 08:00:00173GBPCHFsell4.23 / 4.231.300362017.09.19 08:00:00filledIS 2.0_avg
2017.09.25 08:00:00174GBPCHFsell4.22 / 4.221.314022017.09.25 08:00:00filledIS 2.0_avg
2017.10.06 17:35:40175GBPCHFbuy4.22 / 4.221.278232017.10.06 17:35:40filled
2017.10.06 17:35:40176GBPCHFbuy4.23 / 4.231.278232017.10.06 17:35:40filled
2017.10.06 17:35:40177GBPCHFbuy4.34 / 4.341.278232017.10.06 17:35:40filled
2017.10.11 16:00:00178GBPCHFbuy4.74 / 4.741.284971.319672017.10.11 16:00:00filledIS 2.0
2017.10.13 00:00:00179GBPCHFsell4.74 / 4.741.293242017.10.13 00:00:00filled
2017.10.17 08:00:00180GBPCHFsell4.88 / 4.881.294961.234272017.10.17 08:00:00filledIS 2.0
2017.10.20 00:00:00181GBPCHFbuy4.88 / 4.881.285012017.10.20 00:00:00filled
2017.10.30 16:00:00182GBPCHFsell5.08 / 5.081.317021.274522017.10.30 16:00:00filledIS 2.0
2017.11.03 00:00:00183GBPCHFbuy5.08 / 5.081.304862017.11.03 00:00:00filled
2017.11.07 16:00:00184GBPCHFbuy5.33 / 5.331.311241.332932017.11.07 16:00:00filledIS 2.0
2017.11.10 14:10:40185GBPCHFsell5.33 / 5.331.311542017.11.10 14:10:40filled
2017.11.20 16:00:00186GBPCHFsell5.29 / 5.291.313181.274522017.11.20 16:00:00filledIS 2.0
2017.11.24 16:01:40187GBPCHFbuy5.29 / 5.291.308262017.11.24 16:01:40filledsl 1.30826
2017.11.28 00:00:00188GBPCHFbuy5.35 / 5.351.307791.332932017.11.28 00:00:00filledIS 2.0
2017.12.01 11:19:40189GBPCHFsell5.35 / 5.351.324222017.12.01 11:19:40filledsl 1.32422
2017.12.04 16:00:00190GBPCHFsell5.61 / 5.611.329351.282832017.12.04 16:00:00filledIS 2.0
2017.12.07 11:17:40191GBPCHFbuy5.61 / 5.611.326412017.12.07 11:17:40filledsl 1.32641
2017.12.19 00:00:00192GBPCHFbuy5.72 / 5.721.319201.346882017.12.19 00:00:00filledIS 2.0
2017.12.21 16:00:00193GBPCHFsell5.73 / 5.731.321631.295482017.12.21 16:00:00filledIS 2.0
2017.12.22 00:00:00194GBPCHFsell5.72 / 5.721.322732017.12.22 00:00:00filled
2017.12.22 23:15:40195GBPCHFbuy5.73 / 5.731.320712017.12.22 23:15:40filled
2018.01.02 09:00:00196GBPCHFbuy5.75 / 5.751.316311.346882018.01.02 09:00:00filledIS 2.0
2018.01.04 08:00:00197GBPCHFsell5.76 / 5.761.321451.300112018.01.04 08:00:00filledIS 2.0
2018.01.05 00:00:00198GBPCHFbuy5.76 / 5.761.320952018.01.05 00:00:00filled
2018.01.10 12:00:40199GBPCHFsell5.75 / 5.751.325802018.01.10 12:00:40filledsl 1.32580
2018.01.16 00:00:00200GBPCHFsell5.86 / 5.861.327751.300112018.01.16 00:00:00filledIS 2.0
2018.01.24 16:00:00201GBPCHFsell5.69 / 5.691.346492018.01.24 16:00:00filledIS 2.0_avg
2018.01.26 18:25:40202GBPCHFbuy5.69 / 5.691.323692018.01.26 18:25:40filled
2018.01.26 18:25:40203GBPCHFbuy5.86 / 5.861.323692018.01.26 18:25:40filled
2018.02.01 00:00:00204GBPCHFbuy6.24 / 6.241.321321.349222018.02.01 00:00:00filledIS 2.0
2018.02.02 00:00:40205GBPCHFsell6.24 / 6.241.321422018.02.02 00:00:40filled
2018.02.14 08:00:00206GBPCHFbuy6.37 / 6.371.296681.349222018.02.14 08:00:00filledIS 2.0
2018.02.16 00:00:00207GBPCHFsell6.37 / 6.371.299862018.02.16 00:00:00filled
2018.02.19 00:00:00208GBPCHFsell6.40 / 6.401.300461.291372018.02.19 00:00:00filledIS 2.0
2018.03.02 00:01:00209GBPCHFbuy6.40 / 6.401.297702018.03.02 00:01:00filled
2018.03.26 08:00:00210GBPCHFsell6.38 / 6.381.340551.286262018.03.26 08:00:00filledIS 2.0
2018.03.30 03:49:40211GBPCHFbuy6.38 / 6.381.339922018.03.30 03:49:40filled
2018.04.11 00:00:01212GBPCHFsell6.37 / 6.371.356181.286262018.04.11 00:00:01filledIS 2.0
2018.04.25 00:00:01213GBPCHFsell6.46 / 6.461.368082018.04.25 00:00:01filledIS 2.0_avg
2018.04.26 00:00:00214GBPCHFbuy6.48 / 6.481.370591.385562018.04.26 00:00:00filledIS 2.0
2018.04.27 00:00:00215GBPCHFsell6.48 / 6.481.375652018.04.27 00:00:00filled
2018.05.08 16:00:00216GBPCHFbuy6.81 / 6.811.353391.385562018.05.08 16:00:00filledIS 2.0
2018.05.10 14:20:40217GBPCHFsell6.81 / 6.811.354532018.05.10 14:20:40filledsl 1.35453
2018.05.16 16:00:00218GBPCHFbuy6.46 / 6.461.347092018.05.16 16:00:00filled
2018.05.16 16:00:00219GBPCHFbuy6.37 / 6.371.347092018.05.16 16:00:00filled
2018.05.29 00:00:00220GBPCHFbuy7.56 / 7.561.323671.385562018.05.29 00:00:00filledIS 2.0
2018.06.05 08:00:00221GBPCHFsell7.56 / 7.561.316221.305102018.06.05 08:00:00filledIS 2.0
2018.06.08 00:03:40222GBPCHFbuy7.56 / 7.561.315262018.06.08 00:03:40filled
2018.06.15 12:10:40223GBPCHFsell7.56 / 7.561.323182018.06.15 12:10:40filled
2018.06.25 00:00:00224GBPCHFbuy7.60 / 7.601.310511.364842018.06.25 00:00:00filledIS 2.0
2018.06.29 11:38:40225GBPCHFsell7.60 / 7.601.310542018.06.29 11:38:40filled
2018.07.03 00:07:00226GBPCHFsell7.68 / 7.681.305491.302412018.07.03 00:07:00filledIS 2.0
2018.07.10 16:00:00227GBPCHFsell7.60 / 7.601.319552018.07.10 16:00:00filledIS 2.0_avg
2018.07.18 15:22:40228GBPCHFbuy7.68 / 7.681.302412018.07.18 15:22:40filledtp 1.30241
2018.07.20 16:25:40229GBPCHFbuy7.60 / 7.601.303022018.07.20 16:25:40filledsl 1.30302
2018.07.24 00:00:01230GBPCHFbuy8.21 / 8.211.300781.326952018.07.24 00:00:01filledIS 2.0
2018.07.26 17:01:40231GBPCHFsell8.21 / 8.211.304642018.07.26 17:01:40filledsl 1.30464
2018.07.30 08:00:00232GBPCHFsell8.33 / 8.331.303811.298612018.07.30 08:00:00filledIS 2.0
2018.07.30 19:09:40233GBPCHFbuy8.33 / 8.331.298622018.07.30 19:09:40filled
2018.08.14 16:00:00234GBPCHFbuy8.72 / 8.721.266361.326622018.08.14 16:00:00filledIS 2.0
2018.08.17 00:05:00235GBPCHFsell8.72 / 8.721.266512018.08.17 00:05:00filled
2018.08.27 00:05:00236GBPCHFbuy8.68 / 8.681.263911.326622018.08.27 00:05:00filledIS 2.0
2018.09.07 00:05:00237GBPCHFbuy8.63 / 8.631.247862018.09.07 00:05:00filledIS 2.0_avg
2018.09.10 15:58:40238GBPCHFsell8.63 / 8.631.267902018.09.10 15:58:40filled
2018.09.10 15:58:40239GBPCHFsell8.68 / 8.681.267902018.09.10 15:58:40filled
2018.09.17 08:00:00240GBPCHFsell9.35 / 9.351.265361.245892018.09.17 08:00:00filledIS 2.0
2018.09.21 10:21:40241GBPCHFbuy9.35 / 9.351.263962018.09.21 10:21:40filled
2018.10.01 00:00:00242GBPCHFsell9.42 / 9.421.278481.245892018.10.01 00:00:00filledIS 2.0
2018.10.11 16:00:00243GBPCHFsell9.28 / 9.281.306592018.10.11 16:00:00filledIS 2.0_avg
2018.10.17 16:00:00244GBPCHFbuy9.36 / 9.361.300941.311502018.10.17 16:00:00filledIS 2.0
2018.10.19 19:01:40245GBPCHFsell9.36 / 9.361.300812018.10.19 19:01:40filled
2018.10.26 00:00:00246GBPCHFbuy9.28 / 9.281.281062018.10.26 00:00:00filled
2018.10.26 00:00:00247GBPCHFbuy9.42 / 9.421.281062018.10.26 00:00:00filled
2018.10.30 00:00:00248GBPCHFbuy10.29 / 10.291.282581.311502018.10.30 00:00:00filledIS 2.0
2018.11.05 09:48:40249GBPCHFsell10.29 / 10.291.306842018.11.05 09:48:40filled
2018.11.08 00:00:30250GBPCHFsell10.99 / 10.991.315301.264192018.11.08 00:00:30filledIS 2.0
2018.11.09 00:00:00251GBPCHFbuy10.99 / 10.991.314212018.11.09 00:00:00filled
2018.11.15 00:02:00252GBPCHFbuy11.15 / 11.151.308141.317132018.11.15 00:02:00filledIS 2.0
2018.11.16 23:59:59253GBPCHFsell11.15 / 11.151.283292018.11.16 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
2015.01.08 00:00:002GBPCHFbuyin0.331.532932-0.800.000.009 999.20IS 2.0
2015.01.09 00:00:003GBPCHFsellout0.331.536003-0.801.1099.8810 099.38
2015.01.12 16:00:004GBPCHFsellin0.331.539474-0.800.000.0010 098.58IS 2.0
2015.01.15 11:32:005GBPCHFbuyout0.331.499565-0.80-12.911 335.0411 419.91tp 1.49956
2015.01.21 16:00:006GBPCHFbuyin0.381.297796-0.920.000.0011 418.99IS 2.0
2015.01.23 00:00:007GBPCHFsellout0.381.306167-0.915.94364.9211 788.94
2015.02.10 08:00:008GBPCHFsellin0.391.406878-0.950.000.0011 787.99IS 2.0
2015.02.18 00:00:009GBPCHFsellin0.381.437459-0.930.000.0011 787.06IS 2.0_avg
2015.02.23 16:00:0010GBPCHFsellin0.381.4598110-0.940.000.0011 786.12IS 2.0_avg
2015.03.05 16:00:0011GBPCHFsellin0.391.4741411-0.950.000.0011 785.17IS 2.0_avg
2015.03.17 00:00:0012GBPCHFsellin0.401.4939112-0.950.000.0011 784.22IS 2.0_avg
2015.03.17 16:00:0013GBPCHFbuyin0.401.4797813-0.940.000.0011 783.28IS 2.0
2015.03.23 16:00:0014GBPCHFbuyout0.401.4446614-0.95-19.402 035.1013 798.03
2015.03.23 16:00:0015GBPCHFbuyout0.391.4446615-0.93-50.021 187.7214 934.80
2015.03.23 16:00:0016GBPCHFbuyout0.381.4446616-0.91-86.78594.7315 441.84
2015.03.23 16:00:0017GBPCHFbuyout0.381.4446617-0.91-102.84-283.0315 055.06
2015.03.23 16:00:0018GBPCHFbuyout0.391.4446618-0.93-132.24-1 522.5213 399.37
2015.03.30 16:00:0019GBPCHFbuyin0.451.4265419-1.060.000.0013 398.31IS 2.0_avg
2015.04.13 16:00:0020GBPCHFsellin0.461.4378120-1.080.000.0013 397.23IS 2.0
2015.04.17 00:00:0021GBPCHFbuyout0.461.4287421-1.10-22.75436.5613 809.94
2015.04.28 13:07:4022GBPCHFsellout0.451.4660122-1.1045.621 850.8115 705.27
2015.04.28 13:07:4023GBPCHFsellout0.401.4660123-0.9858.56-573.9515 188.90
2015.05.13 16:00:0024GBPCHFbuyin0.481.4473424-1.210.000.0015 187.69IS 2.0
2015.05.15 13:39:4025GBPCHFsellout0.481.4472325-1.217.06-5.7415 187.80
2015.05.19 00:00:0026GBPCHFsellin0.491.4499126-1.230.000.0015 186.57IS 2.0
2015.05.26 00:00:0027GBPCHFsellin0.491.4613527-1.210.000.0015 185.36IS 2.0_avg
2015.05.29 08:00:0028GBPCHFbuyout0.491.4442328-1.20-20.58890.7516 054.33
2015.05.29 08:00:0029GBPCHFbuyout0.491.4442329-1.20-49.69295.5316 298.97
2015.06.04 00:00:0030GBPCHFbuyin0.531.4330530-1.300.000.0016 297.67IS 2.0
2015.06.05 00:00:0031GBPCHFsellout0.531.4339831-1.301.9152.7916 351.07
2015.06.08 08:00:0032GBPCHFsellin0.541.4367232-1.320.000.0016 349.75IS 2.0
2015.06.10 05:53:4033GBPCHFbuyout0.541.4331933-1.33-9.27204.7016 543.85sl 1.43319
2015.06.18 16:00:0034GBPCHFsellin0.521.4577934-1.320.000.0016 542.53IS 2.0
2015.06.19 21:00:4035GBPCHFbuyout0.521.4573535-1.32-4.5024.9216 561.63
2015.06.29 08:00:0036GBPCHFsellin0.531.4741136-1.330.000.0016 560.30IS 2.0
2015.06.29 16:00:0037GBPCHFbuyin0.531.4674037-1.330.000.0016 558.97IS 2.0
2015.06.30 17:57:4038GBPCHFbuyout0.531.4684538-1.34-4.57322.3616 875.42sl 1.46845
2015.07.01 20:14:2039GBPCHFsellout0.531.4795339-1.323.84678.3817 556.32
2015.07.22 16:00:0040GBPCHFsellin0.561.5026540-1.400.000.0017 554.92IS 2.0
2015.07.23 08:00:0041GBPCHFbuyin0.561.4982641-1.400.000.0017 553.52IS 2.0
2015.07.24 18:34:4042GBPCHFbuyout0.561.4923842-1.39-18.60598.6718 132.20sl 1.49238
2015.07.28 13:07:4043GBPCHFsellout0.561.5053043-1.405.89409.0818 545.77
2015.08.04 00:00:0044GBPCHFsellin0.601.5104944-1.500.000.0018 544.27IS 2.0
2015.08.07 16:00:0045GBPCHFsellin0.601.5289445-1.490.000.0018 542.78IS 2.0_avg
2015.08.10 00:05:0046GBPCHFbuyin0.601.5229346-1.490.000.0018 541.29IS 2.0
2015.08.11 18:29:4047GBPCHFsellout0.601.5364347-1.502.06821.8319 363.68
2015.08.20 12:00:2048GBPCHFbuyout0.601.5035348-1.50-63.711 583.6720 882.14
2015.08.20 12:00:2049GBPCHFbuyout0.601.5035349-1.50-88.13433.7821 226.29
2015.08.26 00:00:0050GBPCHFbuyin0.681.4737450-1.710.000.0021 224.58IS 2.0
2015.08.28 00:00:0051GBPCHFsellout0.681.4877151-1.689.57983.1022 215.57
2015.08.31 00:05:0052GBPCHFsellin0.721.4829852-1.770.000.0022 213.80IS 2.0
2015.09.02 16:01:4053GBPCHFbuyout0.721.4797253-1.76-11.92242.6022 442.72sl 1.47972
2015.09.21 00:05:0054GBPCHFsellin0.721.5048354-1.790.000.0022 440.93IS 2.0
2015.09.25 09:44:4055GBPCHFbuyout0.721.4941955-1.76-35.26782.4723 186.38sl 1.49419
2015.10.01 00:00:0056GBPCHFbuyin0.771.4726056-1.860.000.0023 184.52IS 2.0
2015.10.02 00:00:0057GBPCHFsellout0.771.4782257-1.862.66442.8723 628.19
2015.10.13 08:00:0058GBPCHFbuyin0.771.4756558-1.890.000.0023 626.30IS 2.0
2015.10.16 10:16:4059GBPCHFsellout0.771.4757359-1.9113.646.4623 644.49
2015.10.21 00:00:0060GBPCHFsellin0.771.4765160-1.900.000.0023 642.59IS 2.0
2015.10.29 00:00:0061GBPCHFsellin0.771.5172661-1.880.000.0023 640.71IS 2.0_avg
2015.11.05 00:00:0062GBPCHFsellin0.771.5279362-1.900.000.0023 638.81IS 2.0_avg
2015.11.25 16:00:0063GBPCHFsellin0.781.5449863-1.890.000.0023 636.92IS 2.0_avg
2015.12.03 17:35:0064GBPCHFbuyout0.781.5070664-1.88-60.772 953.9226 528.19
2015.12.03 17:35:0065GBPCHFbuyout0.771.5070665-1.85-169.381 604.9027 961.86
2015.12.03 17:35:0066GBPCHFbuyout0.771.5070666-1.85-212.74784.3828 531.65
2015.12.03 17:35:0067GBPCHFbuyout0.771.5070667-1.85-275.49-2 349.3025 905.01
2015.12.10 16:00:0068GBPCHFbuyin0.851.4926568-2.060.000.0025 902.95IS 2.0
2015.12.11 00:00:0069GBPCHFsellout0.851.4972469-2.062.90394.9726 298.76
2015.12.24 08:00:0070GBPCHFbuyin0.881.4698570-2.090.000.0026 296.67IS 2.0
2015.12.24 16:00:0071GBPCHFsellin0.881.4725271-2.100.000.0026 294.57IS 2.0
2016.01.06 17:51:4072GBPCHFsellout0.881.4728672-2.0632.83262.6726 588.01sl 1.47286
2016.01.07 11:43:4073GBPCHFbuyout0.881.4600573-2.05-98.501 096.0227 583.48tp 1.46005
2016.01.19 16:00:0074GBPCHFbuyin0.971.4290674-2.210.000.0027 581.27IS 2.0
2016.01.22 00:00:0075GBPCHFsellout0.971.4316475-2.2116.28248.4527 843.79
2016.01.28 08:00:0076GBPCHFsellin0.981.4491676-2.230.000.0027 841.56IS 2.0
2016.01.29 18:10:4077GBPCHFbuyout0.981.4486877-2.22-7.7145.9427 877.57
2016.02.11 00:00:0078GBPCHFbuyin0.961.4143278-2.230.000.0027 875.34IS 2.0
2016.02.12 09:41:4079GBPCHFsellout0.961.4147879-2.233.3345.3227 921.76
2016.02.17 16:00:0080GBPCHFsellin0.981.4173880-2.240.000.0027 919.52IS 2.0
2016.02.19 14:15:4081GBPCHFbuyout0.981.4169981-2.24-31.4838.4927 924.29
2016.02.29 08:00:0082GBPCHFsellin1.011.3822782-2.240.000.0027 922.05IS 2.0
2016.03.09 00:00:0083GBPCHFsellin0.981.4151783-2.230.000.0027 919.82IS 2.0_avg
2016.03.15 00:00:0084GBPCHFbuyin0.981.4121084-2.240.000.0027 917.58IS 2.0
2016.03.21 16:00:0085GBPCHFbuyin0.971.3946185-2.230.000.0027 915.35IS 2.0_avg
2016.03.22 16:00:0086GBPCHFbuyout0.981.3798486-2.23-103.323 566.7831 376.58
2016.03.22 16:00:0087GBPCHFbuyout1.011.3798487-2.30-179.21252.8331 447.90
2016.04.05 00:00:0088GBPCHFbuyin1.101.3684388-2.510.000.0031 445.39IS 2.0_avg
2016.04.22 08:00:0089GBPCHFsellout1.101.3981189-2.5373.163 350.2334 866.25
2016.04.22 08:00:0090GBPCHFsellout0.971.3981190-2.23115.12348.3835 327.52
2016.04.22 08:00:0091GBPCHFsellout0.981.3981191-2.25136.62-1 406.9034 054.99
2016.05.10 08:00:0092GBPCHFsellin1.181.3997992-2.720.000.0034 052.27IS 2.0
2016.05.13 11:42:4093GBPCHFbuyout1.181.3991893-2.72-48.3874.1134 075.28
2016.05.24 16:00:0094GBPCHFsellin1.171.4481494-2.730.000.0034 072.55IS 2.0
2016.05.31 16:00:0095GBPCHFbuyin1.161.4511695-2.720.000.0034 069.83IS 2.0
2016.06.07 07:10:4096GBPCHFbuyout1.171.4138596-2.71-132.064 132.6038 067.66sl 1.41385
2016.06.16 08:00:0097GBPCHFbuyin1.341.3596397-3.040.000.0038 064.62IS 2.0_avg
2016.06.20 23:45:4098GBPCHFsellout1.341.4158998-3.159.397 834.1945 905.05
2016.06.20 23:45:4099GBPCHFsellout1.161.4158999-2.7380.61-4 251.6141 731.32
2016.07.18 08:00:00100GBPCHFsellin1.581.30208100-3.350.000.0041 727.97IS 2.0
2016.07.19 08:00:00101GBPCHFbuyin1.581.29936101-3.340.000.0041 724.63IS 2.0
2016.07.20 12:27:40102GBPCHFbuyout1.581.30130102-3.33-25.60124.6641 820.36sl 1.30130
2016.07.22 00:00:00103GBPCHFsellout1.581.30400103-3.3526.98743.7242 587.71
2016.08.04 16:00:00104GBPCHFbuyin1.621.27820104-3.410.000.0042 584.30IS 2.0
2016.08.05 02:08:40105GBPCHFsellout1.621.27821105-3.405.611.6642 588.17
2016.08.08 00:03:00106GBPCHFsellin1.631.28086106-3.410.000.0042 584.76IS 2.0
2016.08.15 14:30:40107GBPCHFbuyout1.631.25598107-3.36-93.084 164.5946 652.91
2016.09.13 00:00:00108GBPCHFsellin1.751.29581108-3.730.000.0046 649.18IS 2.0
2016.09.15 16:00:00109GBPCHFbuyin1.771.28460109-3.740.000.0046 645.44IS 2.0
2016.09.16 00:00:00110GBPCHFsellout1.771.28609110-3.756.14271.4046 919.23
2016.09.20 13:00:40111GBPCHFbuyout1.751.26908111-3.64-100.084 786.3551 601.86
2016.10.03 16:00:00112GBPCHFbuyin2.011.25048112-4.140.000.0051 597.72IS 2.0
2016.10.12 16:00:00113GBPCHFbuyin2.121.20700113-4.140.000.0051 593.58IS 2.0_avg
2016.10.13 00:00:00114GBPCHFsellin2.111.20899114-4.120.000.0051 589.46IS 2.0
2016.10.14 00:00:00115GBPCHFbuyout2.111.20874115-4.14-17.0553.5051 621.77
2016.11.09 00:00:00116GBPCHFsellin2.091.20962116-4.140.000.0051 617.63IS 2.0
2016.11.11 00:00:00117GBPCHFsellout2.121.23864117-4.26231.956 796.5858 641.90
2016.11.11 00:00:00118GBPCHFsellout2.011.23864118-4.04282.24-2 411.3856 508.72
2016.11.17 16:00:00119GBPCHFsellin2.271.24780119-4.520.000.0056 504.20IS 2.0_avg
2016.11.21 16:00:00120GBPCHFsellin2.261.25819120-4.510.000.0056 499.69IS 2.0_avg
2016.11.28 08:00:00121GBPCHFbuyin2.261.26215121-4.520.000.0056 495.17IS 2.0
2016.11.29 16:21:40122GBPCHFsellout2.261.26903122-4.527.521 532.3558 030.52tp 1.26903
2016.12.02 08:00:00123GBPCHFsellin2.301.27424123-4.640.000.0058 025.88IS 2.0_avg
2016.12.12 00:04:00124GBPCHFbuyin2.311.28264124-4.650.000.0058 021.23IS 2.0
2016.12.12 16:54:40125GBPCHFsellout2.311.28473125-4.680.00475.7658 492.31sl 1.28473
2016.12.27 16:00:00126GBPCHFbuyin2.391.26089126-4.680.000.0058 487.63IS 2.0
2017.01.09 16:00:00127GBPCHFbuyout2.301.23524127-4.47-646.728 814.2566 650.69
2017.01.09 16:00:00128GBPCHFbuyout2.261.23524128-4.39-866.305 096.6470 876.64
2017.01.09 16:00:00129GBPCHFbuyout2.271.23524129-4.41-906.032 801.6272 767.82
2017.01.09 16:00:00130GBPCHFbuyout2.091.23524130-4.06-1001.88-5 261.6166 500.27
2017.01.12 08:00:00131GBPCHFbuyin2.721.23598131-5.320.000.0066 494.95IS 2.0_avg
2017.01.16 08:00:00132GBPCHFbuyin2.761.21545132-5.310.000.0066 489.64IS 2.0_avg
2017.01.18 00:00:00133GBPCHFsellout2.761.24307133-5.4818.497 611.4074 114.05
2017.01.18 00:00:00134GBPCHFsellout2.721.24307134-5.4036.381 925.5176 070.54
2017.01.18 00:00:00135GBPCHFsellout2.391.24307135-4.75174.08-4 252.4371 987.44
2017.02.01 16:00:00136GBPCHFsellin2.851.25460136-5.770.000.0071 981.67IS 2.0
2017.02.02 16:00:00137GBPCHFbuyin2.861.24245137-5.750.000.0071 975.92IS 2.0
2017.02.03 00:00:30138GBPCHFsellout2.861.24312138-5.739.71193.0372 172.93
2017.02.03 00:00:30139GBPCHFbuyout2.851.24451139-5.71-91.512 897.1574 972.86
2017.02.20 16:00:00140GBPCHFsellin3.011.25035140-6.010.000.0074 966.85IS 2.0
2017.03.07 16:13:40141GBPCHFbuyout3.011.23975141-5.87-356.683 137.6477 741.94sl 1.23975
2017.03.08 00:00:01142GBPCHFbuyin3.191.23650142-6.230.000.0077 735.71IS 2.0
2017.03.16 08:00:00143GBPCHFbuyin3.171.22602143-6.220.000.0077 729.49IS 2.0_avg
2017.03.16 16:00:00144GBPCHFsellin3.151.23119144-6.220.000.0077 723.27IS 2.0
2017.03.17 00:00:40145GBPCHFbuyout3.151.23084145-6.23-25.20110.6877 802.52
2017.03.22 00:00:00146GBPCHFsellout3.171.23950146-6.3342.884 298.1882 137.25
2017.03.22 00:00:00147GBPCHFsellout3.191.23950147-6.37149.75962.6083 243.23
2017.04.05 16:00:00148GBPCHFsellin3.341.25187148-6.670.000.0083 236.56IS 2.0
2017.04.07 04:36:40149GBPCHFbuyout3.341.25153149-6.66-105.96113.0683 237.00
2017.04.17 00:10:00150GBPCHFsellin3.321.25855150-6.660.000.0083 230.34IS 2.0
2017.04.21 00:00:00151GBPCHFsellin3.251.27899151-6.660.000.0083 223.68IS 2.0_avg
2017.05.22 00:00:00152GBPCHFbuyin3.191.26631152-6.650.000.0083 217.03IS 2.0
2017.05.26 08:00:00153GBPCHFbuyout3.251.25428153-6.70-915.718 247.1690 541.78
2017.05.26 08:00:00154GBPCHFbuyout3.321.25428154-6.84-1094.401 455.8490 896.38
2017.05.31 00:00:00155GBPCHFbuyin3.531.25316155-7.260.000.0090 889.12IS 2.0_avg
2017.06.06 16:00:00156GBPCHFbuyin3.531.24312156-7.280.000.0090 881.84IS 2.0_avg
2017.06.20 16:00:00157GBPCHFbuyin3.591.23243157-7.270.000.0090 874.57IS 2.0_avg
2017.06.21 16:00:00158GBPCHFsellin3.581.23695158-7.280.000.0090 867.29IS 2.0
2017.06.23 00:01:40159GBPCHFbuyout3.581.23432159-7.26-117.38968.2091 710.85sl 1.23432
2017.07.06 08:00:00160GBPCHFsellin3.541.24876160-7.330.000.0091 703.52IS 2.0
2017.07.07 00:00:00161GBPCHFbuyout3.541.24477161-7.35-29.381 471.1093 137.89
2017.07.14 08:00:00162GBPCHFsellout3.591.25267162-7.44325.957 513.04100 969.44
2017.07.14 08:00:00163GBPCHFsellout3.531.25267163-7.32492.383 485.69104 940.19
2017.07.14 08:00:00164GBPCHFsellout3.531.25267164-7.32566.20-178.85105 320.22
2017.07.14 08:00:00165GBPCHFsellout3.191.25267165-6.61611.00-4 499.00101 425.61
2017.08.16 16:00:00166GBPCHFsellin3.941.25488166-8.110.000.00101 417.50IS 2.0
2017.08.17 00:00:00167GBPCHFbuyin3.931.24525167-8.110.000.00101 409.39IS 2.0
2017.08.21 13:23:40168GBPCHFbuyout3.941.24737168-8.12-162.713 057.10104 295.66sl 1.24737
2017.08.28 00:00:00169GBPCHFbuyin4.051.23452169-8.350.000.00104 287.31IS 2.0_avg
2017.09.07 02:16:20170GBPCHFsellout4.051.25138170-8.45170.837 132.13111 581.82
2017.09.07 02:16:20171GBPCHFsellout3.931.25138171-8.20289.432 516.28114 379.33
2017.09.11 08:00:00172GBPCHFsellin4.341.25123172-9.150.000.00114 370.18IS 2.0
2017.09.19 08:00:00173GBPCHFsellin4.231.30036173-9.160.000.00114 361.02IS 2.0_avg
2017.09.25 08:00:00174GBPCHFsellin4.221.31402174-9.140.000.00114 351.88IS 2.0_avg
2017.10.06 17:35:40175GBPCHFbuyout4.221.27823175-8.81-449.6315 408.15129 301.59
2017.10.06 17:35:40176GBPCHFbuyout4.231.27823176-8.83-659.529 549.89138 183.13
2017.10.06 17:35:40177GBPCHFbuyout4.341.27823177-9.06-964.41-11 954.46125 255.20
2017.10.11 16:00:00178GBPCHFbuyin4.741.28497178-10.020.000.00125 245.18IS 2.0
2017.10.13 00:00:00179GBPCHFsellout4.741.29324179-10.0665.634 019.01129 319.76
2017.10.17 08:00:00180GBPCHFsellin4.881.29496180-10.350.000.00129 309.41IS 2.0
2017.10.20 00:00:00181GBPCHFbuyout4.881.28501181-10.27-198.464 974.18134 074.86
2017.10.30 16:00:00182GBPCHFsellin5.081.31702182-10.720.000.00134 064.14IS 2.0
2017.11.03 00:00:00183GBPCHFbuyout5.081.30486183-10.61-242.926 182.29139 992.90
2017.11.07 16:00:00184GBPCHFbuyin5.331.31124184-11.190.000.00139 981.71IS 2.0
2017.11.10 14:10:40185GBPCHFsellout5.331.31154185-11.2389.93160.79140 221.20
2017.11.20 16:00:00186GBPCHFsellin5.291.31318186-11.210.000.00140 209.99IS 2.0
2017.11.24 16:01:40187GBPCHFbuyout5.291.30826187-11.29-256.692 654.90142 596.91sl 1.30826
2017.11.28 00:00:00188GBPCHFbuyin5.351.30779188-11.400.000.00142 585.51IS 2.0
2017.12.01 11:19:40189GBPCHFsellout5.351.32422189-11.5591.598 949.26151 614.81sl 1.32422
2017.12.04 16:00:00190GBPCHFsellin5.611.32935190-12.130.000.00151 602.68IS 2.0
2017.12.07 11:17:40191GBPCHFbuyout5.611.32641191-12.01-226.181 664.08153 028.57sl 1.32641
2017.12.19 00:00:00192GBPCHFbuyin5.721.31920192-12.250.000.00153 016.32IS 2.0
2017.12.21 16:00:00193GBPCHFsellin5.731.32163193-12.240.000.00153 004.08IS 2.0
2017.12.22 00:00:00194GBPCHFsellout5.721.32273194-12.2597.692 042.94155 132.46
2017.12.22 23:15:40195GBPCHFbuyout5.731.32071195-12.25-46.21532.74155 606.74
2018.01.02 09:00:00196GBPCHFbuyin5.751.31631196-12.440.000.00155 594.30IS 2.0
2018.01.04 08:00:00197GBPCHFsellin5.761.32145197-12.460.000.00155 581.84IS 2.0
2018.01.05 00:00:00198GBPCHFbuyout5.761.32095198-12.49-47.11295.60155 817.84
2018.01.10 12:00:40199GBPCHFsellout5.751.32580199-12.42178.735 554.91161 539.06sl 1.32580
2018.01.16 00:00:00200GBPCHFsellin5.861.32775200-12.930.000.00161 526.13IS 2.0
2018.01.24 16:00:00201GBPCHFsellin5.691.34649201-12.910.000.00161 513.22IS 2.0_avg
2018.01.26 18:25:40202GBPCHFbuyout5.691.32369202-12.91-192.1313 889.34175 197.52
2018.01.26 18:25:40203GBPCHFbuyout5.861.32369203-13.29-586.102 547.17177 145.30
2018.02.01 00:00:00204GBPCHFbuyin6.241.32132204-14.170.000.00177 131.13IS 2.0
2018.02.02 00:00:40205GBPCHFsellout6.241.32142205-14.2322.7167.33177 206.94
2018.02.14 08:00:00206GBPCHFbuyin6.371.29668206-14.170.000.00177 192.77IS 2.0
2018.02.16 00:00:00207GBPCHFsellout6.371.29986207-14.3792.592 197.08179 468.07
2018.02.19 00:00:00208GBPCHFsellin6.401.30046208-14.370.000.00179 453.70IS 2.0
2018.03.02 00:01:00209GBPCHFbuyout6.401.29770209-14.11-706.371 875.86180 609.08
2018.03.26 08:00:00210GBPCHFsellin6.381.34055210-14.450.000.00180 594.63IS 2.0
2018.03.30 03:49:40211GBPCHFbuyout6.381.33992211-14.31-320.15420.34180 680.51
2018.04.11 00:00:01212GBPCHFsellin6.371.35618212-14.450.000.00180 666.06IS 2.0
2018.04.25 00:00:01213GBPCHFsellin6.461.36808213-14.450.000.00180 651.61IS 2.0_avg
2018.04.26 00:00:00214GBPCHFbuyin6.481.37059214-14.440.000.00180 637.17IS 2.0
2018.04.27 00:00:00215GBPCHFsellout6.481.37565215-14.4322.083 314.38183 959.20
2018.05.08 16:00:00216GBPCHFbuyin6.811.35339216-14.710.000.00183 944.49IS 2.0
2018.05.10 14:20:40217GBPCHFsellout6.811.35453217-14.7291.44774.10184 795.31sl 1.35453
2018.05.16 16:00:00218GBPCHFbuyout6.461.34709218-13.91-1084.9613 550.33197 246.77
2018.05.16 16:00:00219GBPCHFbuyout6.371.34709219-13.72-1805.205 786.40201 214.25
2018.05.29 00:00:00220GBPCHFbuyin7.561.32367220-16.100.000.00201 198.15IS 2.0
2018.06.05 08:00:00221GBPCHFsellin7.561.31622221-16.100.000.00201 182.05IS 2.0
2018.06.08 00:03:40222GBPCHFbuyout7.561.31526222-16.23-305.94740.35201 600.23
2018.06.15 12:10:40223GBPCHFsellout7.561.32318223-16.06490.49-371.73201 702.93
2018.06.25 00:00:00224GBPCHFbuyin7.601.31051224-16.130.000.00201 686.80IS 2.0
2018.06.29 11:38:40225GBPCHFsellout7.601.31054225-16.00154.5722.92201 848.29
2018.07.03 00:07:00226GBPCHFsellin7.681.30549226-16.150.000.00201 832.14IS 2.0
2018.07.10 16:00:00227GBPCHFsellin7.601.31955227-16.140.000.00201 816.00IS 2.0_avg
2018.07.18 15:22:40228GBPCHFbuyout7.681.30241228-16.01-922.642 366.20203 243.55tp 1.30241
2018.07.20 16:25:40229GBPCHFbuyout7.601.30302229-15.93-728.2912 636.47215 135.80sl 1.30302
2018.07.24 00:00:01230GBPCHFbuyin8.211.30078230-17.210.000.00215 118.59IS 2.0
2018.07.26 17:01:40231GBPCHFsellout8.211.30464231-17.27111.553 191.50218 404.37sl 1.30464
2018.07.30 08:00:00232GBPCHFsellin8.331.30381232-17.470.000.00218 386.90IS 2.0
2018.07.30 19:09:40233GBPCHFbuyout8.331.29862233-17.510.004 372.64222 742.03
2018.08.14 16:00:00234GBPCHFbuyin8.721.26636234-17.820.000.00222 724.21IS 2.0
2018.08.17 00:05:00235GBPCHFsellout8.721.26651235-17.73147.78131.23222 985.49
2018.08.27 00:05:00236GBPCHFbuyin8.681.26391236-17.850.000.00222 967.64IS 2.0
2018.09.07 00:05:00237GBPCHFbuyin8.631.24786237-17.850.000.00222 949.79IS 2.0_avg
2018.09.10 15:58:40238GBPCHFsellout8.631.26790238-17.9730.0217 757.82240 719.66
2018.09.10 15:58:40239GBPCHFsellout8.681.26790239-18.07421.703 556.10244 679.39
2018.09.17 08:00:00240GBPCHFsellin9.351.26536240-19.570.000.00244 659.82IS 2.0
2018.09.21 10:21:40241GBPCHFbuyout9.351.26396241-19.80-463.561 369.26245 545.72
2018.10.01 00:00:00242GBPCHFsellin9.421.27848242-19.640.000.00245 526.08IS 2.0
2018.10.11 16:00:00243GBPCHFsellin9.281.30659243-19.640.000.00245 506.44IS 2.0_avg
2018.10.17 16:00:00244GBPCHFbuyin9.361.30094244-19.640.000.00245 486.80IS 2.0
2018.10.19 19:01:40245GBPCHFsellout9.361.30081245-19.53126.76-122.04245 471.99
2018.10.26 00:00:00246GBPCHFbuyout9.281.28106246-19.03-1115.3223 699.90268 037.54
2018.10.26 00:00:00247GBPCHFbuyout9.421.28106247-19.32-2042.01-2 431.19263 545.02
2018.10.30 00:00:00248GBPCHFbuyin10.291.28258248-21.070.000.00263 523.95IS 2.0
2018.11.05 09:48:40249GBPCHFsellout10.291.30684249-21.43206.8724 878.70288 588.09
2018.11.08 00:00:30250GBPCHFsellin10.991.31530250-23.080.000.00288 565.01IS 2.0
2018.11.09 00:00:00251GBPCHFbuyout10.991.31421251-22.97-87.071 190.97289 645.94
2018.11.15 00:02:00252GBPCHFbuyin11.151.30814252-23.180.000.00289 622.76IS 2.0
2018.11.16 23:59:59253GBPCHFsellout11.151.28329253-22.9037.33-27 707.20261 929.99end of test
-1 780.29 -15 503.68 269 213.96 261 929.99