Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | Daily (D1) 1999.05.12 00:00 - 2011.05.13 00:00 | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | maxRiskPercent=1; gearingLevel=100; pipsStop=200; | ||||
Bars in test | 3309 | Ticks modelled | 48940390 | Modelling quality | 87.28% |
Mismatched charts errors | 20 | ||||
Initial deposit | 1000.00 | ||||
Total net profit | 18762.82 | Gross profit | 37262.40 | Gross loss | -18499.58 |
Profit factor | 2.01 | Expected payoff | 136.95 | ||
Absolute drawdown | 65.16 | Maximal drawdown | 9116.20 (43.83%) | Relative drawdown | 43.83% (9116.20) |
Total trades | 137 | Short positions (won %) | 53 (56.60%) | Long positions (won %) | 84 (59.52%) |
Profit trades (% of total) | 80 (58.39%) | Loss trades (% of total) | 57 (41.61%) | ||
Largest | profit trade | 4709.67 | loss trade | -3807.54 | |
Average | profit trade | 465.78 | loss trade | -324.55 | |
Maximum | consecutive wins (profit in money) | 7 (1460.57) | consecutive losses (loss in money) | 6 (-228.25) | |
Maximal | consecutive profit (count of wins) | 7568.19 (3) | consecutive loss (count of losses) | -4863.95 (3) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 1999.06.01 00:21 | sell | 1 | 0.03 | 1.04210 | 0.00000 | 0.00000 | ||
2 | 1999.07.01 00:01 | close | 1 | 0.03 | 1.03657 | 0.00000 | 0.00000 | 11.62 | 1011.62 |
3 | 1999.07.01 00:01 | buy | 2 | 0.03 | 1.03657 | 0.00000 | 0.00000 | ||
4 | 1999.08.02 00:01 | close | 2 | 0.03 | 1.07000 | 0.00000 | 0.00000 | 102.80 | 1114.42 |
5 | 1999.08.02 00:01 | buy | 3 | 0.01 | 1.07067 | 0.00000 | 0.00000 | ||
6 | 1999.09.01 00:08 | close | 3 | 0.01 | 1.05660 | 0.00000 | 0.00000 | -13.23 | 1101.18 |
7 | 1999.09.01 00:08 | buy | 4 | 0.03 | 1.05727 | 0.00000 | 0.00000 | ||
8 | 1999.10.01 00:01 | close | 4 | 0.03 | 1.06800 | 0.00000 | 0.00000 | 34.87 | 1136.05 |
9 | 1999.10.01 00:01 | buy | 5 | 0.03 | 1.06867 | 0.00000 | 0.00000 | ||
10 | 1999.11.01 01:01 | close | 5 | 0.03 | 1.05510 | 0.00000 | 0.00000 | -38.28 | 1097.77 |
11 | 1999.11.01 01:01 | sell | 6 | 0.01 | 1.05510 | 0.00000 | 0.00000 | ||
12 | 1999.12.01 00:00 | close | 6 | 0.01 | 1.00947 | 0.00000 | 0.00000 | 44.08 | 1141.85 |
13 | 1999.12.01 00:00 | sell | 7 | 0.03 | 1.00880 | 0.00000 | 0.00000 | ||
14 | 2000.01.03 01:01 | close | 7 | 0.03 | 1.00797 | 0.00000 | 0.00000 | -2.64 | 1139.20 |
15 | 2000.01.03 01:01 | sell | 8 | 0.03 | 1.00730 | 0.00000 | 0.00000 | ||
16 | 2000.02.01 00:00 | close | 8 | 0.03 | 0.97147 | 0.00000 | 0.00000 | 102.98 | 1242.19 |
17 | 2000.02.01 00:00 | sell | 9 | 0.03 | 0.97080 | 0.00000 | 0.00000 | ||
18 | 2000.03.01 00:00 | close | 9 | 0.03 | 0.96477 | 0.00000 | 0.00000 | 13.58 | 1255.77 |
19 | 2000.03.01 00:00 | sell | 10 | 0.03 | 0.96410 | 0.00000 | 0.00000 | ||
20 | 2000.04.03 00:01 | close | 10 | 0.03 | 0.95697 | 0.00000 | 0.00000 | 16.26 | 1272.03 |
21 | 2000.04.03 00:01 | sell | 11 | 0.03 | 0.95630 | 0.00000 | 0.00000 | ||
22 | 2000.05.01 00:47 | close | 11 | 0.03 | 0.91267 | 0.00000 | 0.00000 | 126.54 | 1398.56 |
23 | 2000.05.01 00:47 | sell | 12 | 0.01 | 0.91200 | 0.00000 | 0.00000 | ||
24 | 2000.06.01 00:04 | close | 12 | 0.01 | 0.93777 | 0.00000 | 0.00000 | -27.48 | 1371.08 |
25 | 2000.06.01 00:04 | buy | 13 | 0.04 | 0.93777 | 0.00000 | 0.00000 | ||
26 | 2000.07.03 00:08 | close | 13 | 0.04 | 0.95170 | 0.00000 | 0.00000 | 59.07 | 1430.15 |
27 | 2000.07.03 00:08 | buy | 14 | 0.04 | 0.95237 | 0.00000 | 0.00000 | ||
28 | 2000.08.01 00:01 | close | 14 | 0.04 | 0.92670 | 0.00000 | 0.00000 | -99.44 | 1330.71 |
29 | 2000.08.01 00:01 | sell | 15 | 0.01 | 0.92670 | 0.00000 | 0.00000 | ||
30 | 2000.09.01 00:03 | close | 15 | 0.01 | 0.88937 | 0.00000 | 0.00000 | 35.62 | 1366.33 |
31 | 2000.09.01 00:03 | sell | 16 | 0.04 | 0.88870 | 0.00000 | 0.00000 | ||
32 | 2000.10.02 00:01 | close | 16 | 0.04 | 0.88467 | 0.00000 | 0.00000 | 10.11 | 1376.44 |
33 | 2000.10.02 00:01 | buy | 17 | 0.04 | 0.88467 | 0.00000 | 0.00000 | ||
34 | 2000.11.01 00:00 | close | 17 | 0.04 | 0.84890 | 0.00000 | 0.00000 | -139.73 | 1236.71 |
35 | 2000.11.01 00:00 | buy | 18 | 0.03 | 0.84957 | 0.00000 | 0.00000 | ||
36 | 2000.12.01 00:00 | close | 18 | 0.03 | 0.87290 | 0.00000 | 0.00000 | 72.67 | 1309.38 |
37 | 2000.12.01 00:00 | buy | 19 | 0.03 | 0.87357 | 0.00000 | 0.00000 | ||
38 | 2001.01.01 01:01 | close | 19 | 0.03 | 0.94210 | 0.00000 | 0.00000 | 208.02 | 1517.39 |
39 | 2001.01.01 01:01 | buy | 20 | 0.04 | 0.94277 | 0.00000 | 0.00000 | ||
40 | 2001.02.01 00:00 | close | 20 | 0.04 | 0.93690 | 0.00000 | 0.00000 | -19.80 | 1497.60 |
41 | 2001.02.01 00:00 | buy | 21 | 0.04 | 0.93757 | 0.00000 | 0.00000 | ||
42 | 2001.03.01 00:00 | close | 21 | 0.04 | 0.92370 | 0.00000 | 0.00000 | -52.35 | 1445.24 |
43 | 2001.03.01 00:00 | buy | 22 | 0.04 | 0.92437 | 0.00000 | 0.00000 | ||
44 | 2001.04.02 00:01 | close | 22 | 0.04 | 0.87450 | 0.00000 | 0.00000 | -196.13 | 1249.11 |
45 | 2001.04.02 00:01 | sell | 23 | 0.03 | 0.87450 | 0.00000 | 0.00000 | ||
46 | 2001.05.01 00:01 | close | 23 | 0.03 | 0.88997 | 0.00000 | 0.00000 | -50.92 | 1198.19 |
47 | 2001.05.01 00:01 | sell | 24 | 0.03 | 0.88930 | 0.00000 | 0.00000 | ||
48 | 2001.06.01 00:01 | close | 24 | 0.03 | 0.84557 | 0.00000 | 0.00000 | 126.06 | 1324.25 |
49 | 2001.06.01 00:01 | sell | 25 | 0.03 | 0.84490 | 0.00000 | 0.00000 | ||
50 | 2001.07.02 00:01 | close | 25 | 0.03 | 0.85127 | 0.00000 | 0.00000 | -23.62 | 1300.63 |
51 | 2001.07.02 00:01 | sell | 26 | 0.01 | 0.85060 | 0.00000 | 0.00000 | ||
52 | 2001.08.01 00:01 | close | 26 | 0.01 | 0.87707 | 0.00000 | 0.00000 | -28.02 | 1272.61 |
53 | 2001.08.01 00:01 | buy | 27 | 0.03 | 0.87707 | 0.00000 | 0.00000 | ||
54 | 2001.09.03 00:01 | close | 27 | 0.03 | 0.90940 | 0.00000 | 0.00000 | 99.75 | 1372.36 |
55 | 2001.09.03 00:01 | sell | 28 | 0.04 | 0.90940 | 0.00000 | 0.00000 | ||
56 | 2001.10.01 00:01 | close | 28 | 0.04 | 0.91217 | 0.00000 | 0.00000 | -16.88 | 1355.48 |
57 | 2001.10.01 00:01 | sell | 29 | 0.04 | 0.91150 | 0.00000 | 0.00000 | ||
58 | 2001.11.01 00:00 | close | 29 | 0.04 | 0.90077 | 0.00000 | 0.00000 | 36.08 | 1391.56 |
59 | 2001.11.01 00:00 | buy | 30 | 0.01 | 0.90077 | 0.00000 | 0.00000 | ||
60 | 2001.12.01 00:00 | close | 30 | 0.01 | 0.89660 | 0.00000 | 0.00000 | -3.36 | 1388.20 |
61 | 2001.12.01 00:00 | buy | 31 | 0.04 | 0.89727 | 0.00000 | 0.00000 | ||
62 | 2002.01.01 01:02 | close | 31 | 0.04 | 0.88970 | 0.00000 | 0.00000 | -26.93 | 1361.26 |
63 | 2002.01.01 01:02 | buy | 32 | 0.04 | 0.89037 | 0.00000 | 0.00000 | ||
64 | 2002.02.01 00:00 | close | 32 | 0.04 | 0.85850 | 0.00000 | 0.00000 | -123.80 | 1237.47 |
65 | 2002.02.01 00:00 | sell | 33 | 0.03 | 0.85850 | 0.00000 | 0.00000 | ||
66 | 2002.03.01 00:00 | close | 33 | 0.03 | 0.86987 | 0.00000 | 0.00000 | -38.46 | 1199.00 |
67 | 2002.03.01 00:00 | sell | 34 | 0.01 | 0.86920 | 0.00000 | 0.00000 | ||
68 | 2002.04.01 00:02 | close | 34 | 0.01 | 0.87227 | 0.00000 | 0.00000 | -4.57 | 1194.43 |
69 | 2002.04.01 00:02 | sell | 35 | 0.01 | 0.87160 | 0.00000 | 0.00000 | ||
70 | 2002.05.01 00:01 | close | 35 | 0.01 | 0.90117 | 0.00000 | 0.00000 | -31.12 | 1163.31 |
71 | 2002.05.01 00:01 | buy | 36 | 0.01 | 0.90117 | 0.00000 | 0.00000 | ||
72 | 2002.06.03 00:01 | close | 36 | 0.01 | 0.93250 | 0.00000 | 0.00000 | 32.25 | 1195.56 |
73 | 2002.06.03 00:01 | buy | 37 | 0.01 | 0.93317 | 0.00000 | 0.00000 | ||
74 | 2002.07.01 00:01 | close | 37 | 0.01 | 0.99130 | 0.00000 | 0.00000 | 58.91 | 1254.47 |
75 | 2002.07.01 00:01 | buy | 38 | 0.03 | 0.99197 | 0.00000 | 0.00000 | ||
76 | 2002.08.01 00:01 | close | 38 | 0.03 | 0.97730 | 0.00000 | 0.00000 | -41.25 | 1213.22 |
77 | 2002.08.01 00:01 | sell | 39 | 0.03 | 0.97730 | 0.00000 | 0.00000 | ||
78 | 2002.09.02 00:01 | close | 39 | 0.03 | 0.98287 | 0.00000 | 0.00000 | -21.37 | 1191.85 |
79 | 2002.09.02 00:01 | buy | 40 | 0.01 | 0.98287 | 0.00000 | 0.00000 | ||
80 | 2002.10.01 00:01 | close | 40 | 0.01 | 0.98660 | 0.00000 | 0.00000 | 4.54 | 1196.39 |
81 | 2002.10.01 00:01 | buy | 41 | 0.03 | 0.98727 | 0.00000 | 0.00000 | ||
82 | 2002.11.01 00:00 | close | 41 | 0.03 | 0.99040 | 0.00000 | 0.00000 | 12.15 | 1208.54 |
83 | 2002.11.01 00:00 | buy | 42 | 0.03 | 0.99107 | 0.00000 | 0.00000 | ||
84 | 2002.12.02 03:47 | close | 42 | 0.03 | 0.99310 | 0.00000 | 0.00000 | 8.52 | 1217.06 |
85 | 2002.12.02 03:47 | buy | 43 | 0.01 | 0.99377 | 0.00000 | 0.00000 | ||
86 | 2003.01.01 00:00 | close | 43 | 0.01 | 1.04960 | 0.00000 | 0.00000 | 56.67 | 1273.72 |
87 | 2003.01.01 00:00 | buy | 44 | 0.03 | 1.05027 | 0.00000 | 0.00000 | ||
88 | 2003.02.01 00:00 | close | 44 | 0.03 | 1.07700 | 0.00000 | 0.00000 | 82.87 | 1356.59 |
89 | 2003.02.01 00:00 | sell | 45 | 0.04 | 1.07700 | 0.00000 | 0.00000 | ||
90 | 2003.03.01 00:00 | close | 45 | 0.04 | 1.08147 | 0.00000 | 0.00000 | -23.68 | 1332.91 |
91 | 2003.03.01 00:00 | buy | 46 | 0.03 | 1.08147 | 0.00000 | 0.00000 | ||
92 | 2003.04.01 00:01 | close | 46 | 0.03 | 1.09160 | 0.00000 | 0.00000 | 32.90 | 1365.81 |
93 | 2003.04.01 00:01 | buy | 47 | 0.04 | 1.09227 | 0.00000 | 0.00000 | ||
94 | 2003.05.01 00:01 | close | 47 | 0.04 | 1.11820 | 0.00000 | 0.00000 | 107.29 | 1473.10 |
95 | 2003.05.01 00:01 | buy | 48 | 0.04 | 1.11887 | 0.00000 | 0.00000 | ||
96 | 2003.06.02 00:01 | close | 48 | 0.04 | 1.17170 | 0.00000 | 0.00000 | 214.67 | 1687.77 |
97 | 2003.06.02 00:01 | sell | 49 | 0.05 | 1.17170 | 0.00000 | 0.00000 | ||
98 | 2003.07.01 00:01 | close | 49 | 0.05 | 1.15317 | 0.00000 | 0.00000 | 85.14 | 1772.91 |
99 | 2003.07.01 00:01 | sell | 50 | 0.01 | 1.15250 | 0.00000 | 0.00000 | ||
100 | 2003.08.01 00:01 | close | 50 | 0.01 | 1.12397 | 0.00000 | 0.00000 | 26.82 | 1799.73 |
101 | 2003.08.01 00:01 | sell | 51 | 0.05 | 1.12330 | 0.00000 | 0.00000 | ||
102 | 2003.09.01 00:01 | close | 51 | 0.05 | 1.09957 | 0.00000 | 0.00000 | 111.14 | 1910.86 |
103 | 2003.09.01 00:01 | buy | 52 | 0.05 | 1.09957 | 0.00000 | 0.00000 | ||
104 | 2003.10.01 00:01 | close | 52 | 0.05 | 1.16550 | 0.00000 | 0.00000 | 333.84 | 2244.70 |
105 | 2003.10.01 00:01 | buy | 53 | 0.06 | 1.16617 | 0.00000 | 0.00000 | ||
106 | 2003.11.01 00:00 | close | 53 | 0.06 | 1.15960 | 0.00000 | 0.00000 | -34.06 | 2210.63 |
107 | 2003.11.01 00:00 | sell | 54 | 0.06 | 1.15960 | 0.00000 | 0.00000 | ||
108 | 2003.12.01 01:01 | close | 54 | 0.06 | 1.19947 | 0.00000 | 0.00000 | -248.24 | 1962.40 |
109 | 2003.12.01 01:01 | buy | 55 | 0.05 | 1.19947 | 0.00000 | 0.00000 | ||
110 | 2004.01.01 00:00 | close | 55 | 0.05 | 1.25940 | 0.00000 | 0.00000 | 304.25 | 2266.65 |
111 | 2004.01.01 00:00 | buy | 56 | 0.06 | 1.26007 | 0.00000 | 0.00000 | ||
112 | 2004.02.02 01:01 | close | 56 | 0.06 | 1.24820 | 0.00000 | 0.00000 | -66.20 | 2200.45 |
113 | 2004.02.02 01:01 | buy | 57 | 0.06 | 1.24887 | 0.00000 | 0.00000 | ||
114 | 2004.03.01 01:01 | close | 57 | 0.06 | 1.24820 | 0.00000 | 0.00000 | 0.67 | 2201.12 |
115 | 2004.03.01 01:01 | sell | 58 | 0.06 | 1.24820 | 0.00000 | 0.00000 | ||
116 | 2004.04.01 00:01 | close | 58 | 0.06 | 1.23207 | 0.00000 | 0.00000 | 86.52 | 2287.64 |
117 | 2004.04.01 00:01 | buy | 59 | 0.06 | 1.23207 | 0.00000 | 0.00000 | ||
118 | 2004.05.03 00:01 | close | 59 | 0.06 | 1.19950 | 0.00000 | 0.00000 | -190.40 | 2097.24 |
119 | 2004.05.03 00:01 | buy | 60 | 0.06 | 1.20017 | 0.00000 | 0.00000 | ||
120 | 2004.06.01 00:01 | close | 60 | 0.06 | 1.21930 | 0.00000 | 0.00000 | 119.64 | 2216.88 |
121 | 2004.06.01 00:01 | buy | 61 | 0.02 | 1.21997 | 0.00000 | 0.00000 | ||
122 | 2004.07.01 00:01 | close | 61 | 0.02 | 1.21890 | 0.00000 | 0.00000 | -0.35 | 2216.53 |
123 | 2004.07.01 00:01 | buy | 62 | 0.06 | 1.21957 | 0.00000 | 0.00000 | ||
124 | 2004.08.02 00:01 | close | 62 | 0.06 | 1.20680 | 0.00000 | 0.00000 | -71.60 | 2144.93 |
125 | 2004.08.02 00:01 | sell | 63 | 0.02 | 1.20680 | 0.00000 | 0.00000 | ||
126 | 2004.09.01 00:01 | close | 63 | 0.02 | 1.21877 | 0.00000 | 0.00000 | -27.05 | 2117.88 |
127 | 2004.09.01 00:01 | buy | 64 | 0.06 | 1.21877 | 0.00000 | 0.00000 | ||
128 | 2004.10.01 00:01 | close | 64 | 0.06 | 1.24300 | 0.00000 | 0.00000 | 150.74 | 2268.62 |
129 | 2004.10.01 00:01 | buy | 65 | 0.06 | 1.24367 | 0.00000 | 0.00000 | ||
130 | 2004.11.01 01:01 | close | 65 | 0.06 | 1.28170 | 0.00000 | 0.00000 | 233.04 | 2501.65 |
131 | 2004.11.01 01:01 | buy | 66 | 0.07 | 1.28237 | 0.00000 | 0.00000 | ||
132 | 2004.12.01 00:00 | close | 66 | 0.07 | 1.32800 | 0.00000 | 0.00000 | 325.27 | 2826.92 |
133 | 2004.12.01 00:00 | buy | 67 | 0.08 | 1.32867 | 0.00000 | 0.00000 | ||
134 | 2005.01.01 00:00 | close | 67 | 0.08 | 1.35540 | 0.00000 | 0.00000 | 220.98 | 3047.90 |
135 | 2005.01.01 00:00 | buy | 68 | 0.03 | 1.35607 | 0.00000 | 0.00000 | ||
136 | 2005.02.01 00:00 | close | 68 | 0.03 | 1.30380 | 0.00000 | 0.00000 | -154.30 | 2893.61 |
137 | 2005.02.01 00:00 | buy | 69 | 0.08 | 1.30447 | 0.00000 | 0.00000 | ||
138 | 2005.03.01 00:00 | close | 69 | 0.08 | 1.32240 | 0.00000 | 0.00000 | 149.69 | 3043.30 |
139 | 2005.03.01 00:00 | sell | 70 | 0.09 | 1.32240 | 0.00000 | 0.00000 | ||
140 | 2005.04.01 00:01 | close | 70 | 0.09 | 1.29707 | 0.00000 | 0.00000 | 212.58 | 3255.88 |
141 | 2005.04.01 00:01 | buy | 71 | 0.09 | 1.29707 | 0.00000 | 0.00000 | ||
142 | 2005.05.02 00:01 | close | 71 | 0.09 | 1.28620 | 0.00000 | 0.00000 | -90.55 | 3165.33 |
143 | 2005.05.02 00:01 | sell | 72 | 0.09 | 1.28620 | 0.00000 | 0.00000 | ||
144 | 2005.06.01 00:01 | close | 72 | 0.09 | 1.23137 | 0.00000 | 0.00000 | 479.48 | 3644.81 |
145 | 2005.06.01 00:01 | sell | 73 | 0.10 | 1.23070 | 0.00000 | 0.00000 | ||
146 | 2005.07.01 00:01 | close | 73 | 0.10 | 1.20947 | 0.00000 | 0.00000 | 195.72 | 3840.52 |
147 | 2005.07.01 00:01 | buy | 74 | 0.11 | 1.20947 | 0.00000 | 0.00000 | ||
148 | 2005.08.01 00:01 | close | 74 | 0.11 | 1.21240 | 0.00000 | 0.00000 | 41.13 | 3881.66 |
149 | 2005.08.01 00:01 | buy | 75 | 0.11 | 1.21307 | 0.00000 | 0.00000 | ||
150 | 2005.09.01 00:01 | close | 75 | 0.11 | 1.23390 | 0.00000 | 0.00000 | 239.26 | 4120.91 |
151 | 2005.09.01 00:01 | buy | 76 | 0.12 | 1.23457 | 0.00000 | 0.00000 | ||
152 | 2005.10.03 00:01 | close | 76 | 0.12 | 1.20240 | 0.00000 | 0.00000 | -375.99 | 3744.92 |
153 | 2005.10.03 00:01 | buy | 77 | 0.03 | 1.20307 | 0.00000 | 0.00000 | ||
154 | 2005.11.01 00:00 | close | 77 | 0.03 | 1.19930 | 0.00000 | 0.00000 | -8.88 | 3736.04 |
155 | 2005.11.01 00:00 | sell | 78 | 0.11 | 1.19930 | 0.00000 | 0.00000 | ||
156 | 2005.12.01 00:00 | close | 78 | 0.11 | 1.17937 | 0.00000 | 0.00000 | 200.99 | 3937.03 |
157 | 2005.12.01 00:00 | buy | 79 | 0.11 | 1.17937 | 0.00000 | 0.00000 | ||
158 | 2006.01.02 01:01 | close | 79 | 0.11 | 1.18490 | 0.00000 | 0.00000 | 70.04 | 4007.06 |
159 | 2006.01.02 01:01 | buy | 80 | 0.12 | 1.18557 | 0.00000 | 0.00000 | ||
160 | 2006.02.01 00:00 | close | 80 | 0.12 | 1.21580 | 0.00000 | 0.00000 | 372.81 | 4379.87 |
161 | 2006.02.01 00:00 | sell | 81 | 0.04 | 1.21580 | 0.00000 | 0.00000 | ||
162 | 2006.03.01 00:00 | close | 81 | 0.04 | 1.19297 | 0.00000 | 0.00000 | 85.52 | 4465.39 |
163 | 2006.03.01 00:00 | buy | 82 | 0.13 | 1.19297 | 0.00000 | 0.00000 | ||
164 | 2006.04.03 00:01 | close | 82 | 0.13 | 1.21190 | 0.00000 | 0.00000 | 258.06 | 4723.45 |
165 | 2006.04.03 00:01 | buy | 83 | 0.04 | 1.21257 | 0.00000 | 0.00000 | ||
166 | 2006.05.01 00:01 | close | 83 | 0.04 | 1.26270 | 0.00000 | 0.00000 | 203.65 | 4927.09 |
167 | 2006.05.01 00:01 | buy | 84 | 0.14 | 1.26337 | 0.00000 | 0.00000 | ||
168 | 2006.06.01 00:01 | close | 84 | 0.14 | 1.28170 | 0.00000 | 0.00000 | 269.51 | 5196.60 |
169 | 2006.06.01 00:01 | buy | 85 | 0.05 | 1.28237 | 0.00000 | 0.00000 | ||
170 | 2006.07.03 00:01 | close | 85 | 0.05 | 1.27830 | 0.00000 | 0.00000 | -16.16 | 5180.44 |
171 | 2006.07.03 00:01 | buy | 86 | 0.15 | 1.27897 | 0.00000 | 0.00000 | ||
172 | 2006.08.01 00:01 | close | 86 | 0.15 | 1.27670 | 0.00000 | 0.00000 | -21.91 | 5158.53 |
173 | 2006.08.01 00:01 | buy | 87 | 0.15 | 1.27737 | 0.00000 | 0.00000 | ||
174 | 2006.09.01 00:01 | close | 87 | 0.15 | 1.28080 | 0.00000 | 0.00000 | 65.26 | 5223.79 |
175 | 2006.09.01 00:01 | buy | 88 | 0.05 | 1.28147 | 0.00000 | 0.00000 | ||
176 | 2006.10.02 00:00 | close | 88 | 0.05 | 1.26820 | 0.00000 | 0.00000 | -62.30 | 5161.49 |
177 | 2006.10.02 00:00 | sell | 89 | 0.15 | 1.26820 | 0.00000 | 0.00000 | ||
178 | 2006.11.01 00:00 | close | 89 | 0.15 | 1.27677 | 0.00000 | 0.00000 | -151.87 | 5009.62 |
179 | 2006.11.01 00:00 | buy | 90 | 0.15 | 1.27677 | 0.00000 | 0.00000 | ||
180 | 2006.12.01 00:00 | close | 90 | 0.15 | 1.32400 | 0.00000 | 0.00000 | 721.84 | 5731.46 |
181 | 2006.12.01 00:00 | buy | 91 | 0.17 | 1.32467 | 0.00000 | 0.00000 | ||
182 | 2007.01.01 00:00 | close | 91 | 0.17 | 1.31890 | 0.00000 | 0.00000 | -84.33 | 5647.13 |
183 | 2007.01.01 00:00 | buy | 92 | 0.16 | 1.31957 | 0.00000 | 0.00000 | ||
184 | 2007.02.01 00:01 | close | 92 | 0.16 | 1.30310 | 0.00000 | 0.00000 | -248.79 | 5398.34 |
185 | 2007.02.01 00:01 | buy | 93 | 0.16 | 1.30377 | 0.00000 | 0.00000 | ||
186 | 2007.03.01 00:00 | close | 93 | 0.16 | 1.32280 | 0.00000 | 0.00000 | 316.98 | 5715.32 |
187 | 2007.03.01 00:00 | buy | 94 | 0.05 | 1.32347 | 0.00000 | 0.00000 | ||
188 | 2007.04.02 00:00 | close | 94 | 0.05 | 1.33750 | 0.00000 | 0.00000 | 74.34 | 5789.66 |
189 | 2007.04.02 00:00 | buy | 95 | 0.17 | 1.33817 | 0.00000 | 0.00000 | ||
190 | 2007.05.01 00:06 | close | 95 | 0.17 | 1.36400 | 0.00000 | 0.00000 | 452.87 | 6242.52 |
191 | 2007.05.01 00:06 | buy | 96 | 0.18 | 1.36467 | 0.00000 | 0.00000 | ||
192 | 2007.06.01 00:01 | close | 96 | 0.18 | 1.34520 | 0.00000 | 0.00000 | -333.89 | 5908.64 |
193 | 2007.06.01 00:01 | buy | 97 | 0.17 | 1.34587 | 0.00000 | 0.00000 | ||
194 | 2007.07.02 00:00 | close | 97 | 0.17 | 1.35430 | 0.00000 | 0.00000 | 157.07 | 6065.70 |
195 | 2007.07.02 00:00 | buy | 98 | 0.18 | 1.35497 | 0.00000 | 0.00000 | ||
196 | 2007.08.01 00:00 | close | 98 | 0.18 | 1.36780 | 0.00000 | 0.00000 | 246.01 | 6311.71 |
197 | 2007.08.01 00:00 | sell | 99 | 0.18 | 1.36780 | 0.00000 | 0.00000 | ||
198 | 2007.09.03 00:00 | close | 99 | 0.18 | 1.36357 | 0.00000 | 0.00000 | 45.36 | 6357.07 |
199 | 2007.09.03 00:00 | sell | 100 | 0.06 | 1.36290 | 0.00000 | 0.00000 | ||
200 | 2007.10.01 00:00 | close | 100 | 0.06 | 1.42837 | 0.00000 | 0.00000 | -401.53 | 5955.54 |
201 | 2007.10.01 00:00 | buy | 101 | 0.17 | 1.42837 | 0.00000 | 0.00000 | ||
202 | 2007.11.01 00:01 | close | 101 | 0.17 | 1.44790 | 0.00000 | 0.00000 | 347.66 | 6303.21 |
203 | 2007.11.01 00:01 | buy | 102 | 0.18 | 1.44857 | 0.00000 | 0.00000 | ||
204 | 2007.12.03 01:00 | close | 102 | 0.18 | 1.46490 | 0.00000 | 0.00000 | 309.01 | 6612.22 |
205 | 2007.12.03 01:00 | sell | 103 | 0.19 | 1.46490 | 0.00000 | 0.00000 | ||
206 | 2008.01.02 10:01 | close | 103 | 0.19 | 1.46587 | 0.00000 | 0.00000 | -47.97 | 6564.25 |
207 | 2008.01.02 10:01 | buy | 104 | 0.06 | 1.46587 | 0.00000 | 0.00000 | ||
208 | 2008.02.01 00:00 | close | 104 | 0.06 | 1.48600 | 0.00000 | 0.00000 | 126.14 | 6690.39 |
209 | 2008.02.01 00:00 | buy | 105 | 0.20 | 1.48667 | 0.00000 | 0.00000 | ||
210 | 2008.03.03 01:02 | close | 105 | 0.20 | 1.52050 | 0.00000 | 0.00000 | 692.78 | 7383.17 |
211 | 2008.03.03 01:02 | buy | 106 | 0.22 | 1.52117 | 0.00000 | 0.00000 | ||
212 | 2008.04.01 00:00 | close | 106 | 0.22 | 1.57630 | 0.00000 | 0.00000 | 1230.66 | 8613.83 |
213 | 2008.04.01 00:00 | buy | 107 | 0.08 | 1.57697 | 0.00000 | 0.00000 | ||
214 | 2008.05.01 00:00 | close | 107 | 0.08 | 1.56180 | 0.00000 | 0.00000 | -114.22 | 8499.62 |
215 | 2008.05.01 00:00 | sell | 108 | 0.08 | 1.56180 | 0.00000 | 0.00000 | ||
216 | 2008.06.02 00:00 | close | 108 | 0.08 | 1.55677 | 0.00000 | 0.00000 | 27.80 | 8527.42 |
217 | 2008.06.02 00:00 | sell | 109 | 0.08 | 1.55610 | 0.00000 | 0.00000 | ||
218 | 2008.07.01 00:00 | close | 109 | 0.08 | 1.57607 | 0.00000 | 0.00000 | -171.78 | 8355.64 |
219 | 2008.07.01 00:00 | buy | 110 | 0.08 | 1.57607 | 0.00000 | 0.00000 | ||
220 | 2008.08.01 00:03 | close | 110 | 0.08 | 1.55960 | 0.00000 | 0.00000 | -124.39 | 8231.24 |
221 | 2008.08.01 00:03 | sell | 111 | 0.08 | 1.55960 | 0.00000 | 0.00000 | ||
222 | 2008.09.01 00:01 | close | 111 | 0.08 | 1.47137 | 0.00000 | 0.00000 | 693.82 | 8925.06 |
223 | 2008.09.01 00:01 | sell | 112 | 0.08 | 1.47070 | 0.00000 | 0.00000 | ||
224 | 2008.10.01 00:00 | close | 112 | 0.08 | 1.41207 | 0.00000 | 0.00000 | 456.60 | 9381.66 |
225 | 2008.10.01 00:00 | sell | 113 | 0.28 | 1.41140 | 0.00000 | 0.00000 | ||
226 | 2008.11.03 01:00 | close | 113 | 0.28 | 1.27687 | 0.00000 | 0.00000 | 3718.96 | 13100.62 |
227 | 2008.11.03 01:00 | buy | 114 | 0.13 | 1.27687 | 0.00000 | 0.00000 | ||
228 | 2008.12.01 01:00 | close | 114 | 0.13 | 1.26920 | 0.00000 | 0.00000 | -89.55 | 13011.07 |
229 | 2008.12.01 01:00 | buy | 115 | 0.13 | 1.26987 | 0.00000 | 0.00000 | ||
230 | 2009.01.02 07:01 | close | 115 | 0.13 | 1.38680 | 0.00000 | 0.00000 | 1532.42 | 14543.49 |
231 | 2009.01.02 07:01 | sell | 116 | 0.43 | 1.38680 | 0.00000 | 0.00000 | ||
232 | 2009.02.02 01:00 | close | 116 | 0.43 | 1.27577 | 0.00000 | 0.00000 | 4709.67 | 19253.16 |
233 | 2009.02.02 01:00 | sell | 117 | 0.57 | 1.27510 | 0.00000 | 0.00000 | ||
234 | 2009.03.02 01:00 | close | 117 | 0.57 | 1.26217 | 0.00000 | 0.00000 | 654.30 | 19907.46 |
235 | 2009.03.02 01:00 | sell | 118 | 0.59 | 1.26150 | 0.00000 | 0.00000 | ||
236 | 2009.04.01 00:00 | close | 118 | 0.59 | 1.32448 | 0.00000 | 0.00000 | -3807.54 | 16099.92 |
237 | 2009.04.01 00:00 | sell | 119 | 0.16 | 1.32381 | 0.00000 | 0.00000 | ||
238 | 2009.05.01 00:02 | close | 119 | 0.16 | 1.32302 | 0.00000 | 0.00000 | -13.89 | 16086.02 |
239 | 2009.05.01 00:02 | buy | 120 | 0.16 | 1.32302 | 0.00000 | 0.00000 | ||
240 | 2009.06.01 00:00 | close | 120 | 0.16 | 1.41306 | 0.00000 | 0.00000 | 1453.59 | 17539.61 |
241 | 2009.06.01 00:00 | buy | 121 | 0.52 | 1.41373 | 0.00000 | 0.00000 | ||
242 | 2009.07.01 00:00 | close | 121 | 0.52 | 1.40355 | 0.00000 | 0.00000 | -485.83 | 17053.78 |
243 | 2009.07.01 00:00 | sell | 122 | 0.51 | 1.40355 | 0.00000 | 0.00000 | ||
244 | 2009.08.03 00:00 | close | 122 | 0.51 | 1.42750 | 0.00000 | 0.00000 | -1308.67 | 15745.11 |
245 | 2009.08.03 00:00 | buy | 123 | 0.47 | 1.42750 | 0.00000 | 0.00000 | ||
246 | 2009.09.01 00:00 | close | 123 | 0.47 | 1.43317 | 0.00000 | 0.00000 | 304.52 | 16049.64 |
247 | 2009.09.01 00:00 | buy | 124 | 0.48 | 1.43384 | 0.00000 | 0.00000 | ||
248 | 2009.10.01 00:00 | close | 124 | 0.48 | 1.46367 | 0.00000 | 0.00000 | 1474.70 | 17524.34 |
249 | 2009.10.01 00:00 | sell | 125 | 0.17 | 1.46367 | 0.00000 | 0.00000 | ||
250 | 2009.11.02 01:00 | close | 125 | 0.17 | 1.47413 | 0.00000 | 0.00000 | -204.25 | 17320.09 |
251 | 2009.11.02 01:00 | sell | 126 | 0.51 | 1.47346 | 0.00000 | 0.00000 | ||
252 | 2009.12.01 00:00 | close | 126 | 0.51 | 1.50108 | 0.00000 | 0.00000 | -1485.26 | 15834.82 |
253 | 2009.12.01 00:00 | buy | 127 | 0.47 | 1.50108 | 0.00000 | 0.00000 | ||
254 | 2010.01.04 01:00 | close | 127 | 0.47 | 1.43259 | 0.00000 | 0.00000 | -3174.44 | 12660.38 |
255 | 2010.01.04 01:00 | sell | 128 | 0.37 | 1.43259 | 0.00000 | 0.00000 | ||
256 | 2010.02.01 01:00 | close | 128 | 0.37 | 1.38699 | 0.00000 | 0.00000 | 1633.51 | 14293.90 |
257 | 2010.02.01 01:00 | sell | 129 | 0.42 | 1.38632 | 0.00000 | 0.00000 | ||
258 | 2010.03.01 01:00 | close | 129 | 0.42 | 1.36290 | 0.00000 | 0.00000 | 922.70 | 15216.59 |
259 | 2010.03.01 01:00 | buy | 130 | 0.45 | 1.36290 | 0.00000 | 0.00000 | ||
260 | 2010.04.01 00:00 | close | 130 | 0.45 | 1.35064 | 0.00000 | 0.00000 | -510.26 | 14706.33 |
261 | 2010.04.01 00:00 | buy | 131 | 0.44 | 1.35131 | 0.00000 | 0.00000 | ||
262 | 2010.05.03 00:00 | close | 131 | 0.44 | 1.33297 | 0.00000 | 0.00000 | -770.13 | 13936.20 |
263 | 2010.05.03 00:00 | sell | 132 | 0.13 | 1.33297 | 0.00000 | 0.00000 | ||
264 | 2010.07.08 09:04 | close | 132 | 0.13 | 1.26496 | 0.00000 | 0.00000 | 838.32 | 14774.52 |
265 | 2010.07.08 09:04 | sell | 133 | 0.14 | 1.26429 | 0.00000 | 0.00000 | ||
266 | 2010.08.05 08:41 | close | 133 | 0.14 | 1.31400 | 0.00000 | 0.00000 | -716.25 | 14058.27 |
267 | 2010.08.05 08:41 | buy | 134 | 0.42 | 1.31400 | 0.00000 | 0.00000 | ||
268 | 2010.09.01 00:00 | close | 134 | 0.42 | 1.26893 | 0.00000 | 0.00000 | -1863.64 | 12194.63 |
269 | 2010.09.01 00:00 | buy | 135 | 0.36 | 1.26960 | 0.00000 | 0.00000 | ||
270 | 2010.10.01 00:00 | close | 135 | 0.36 | 1.36289 | 0.00000 | 0.00000 | 3390.59 | 15585.21 |
271 | 2010.10.01 00:00 | buy | 136 | 0.46 | 1.36356 | 0.00000 | 0.00000 | ||
272 | 2010.11.01 15:49 | close | 136 | 0.46 | 1.39461 | 0.00000 | 0.00000 | 1465.52 | 17050.74 |
273 | 2010.11.01 15:49 | sell | 137 | 0.51 | 1.39461 | 0.00000 | 0.00000 | ||
274 | 2010.11.24 16:01 | close at stop | 137 | 0.51 | 1.34024 | 0.00000 | 0.00000 | 2712.08 | 19762.82 |