Symbol | USDJPY (US Dollar vs Japanese Yen) | ||||
Period | 5 Minutes (M5) 2004.06.16 21:55 - 2007.02.23 00:00 (2004.06.16 - 2007.02.23) | ||||
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) | ||||
Parameters | UseSATLFilter=true; ChandDist_Min=35; ChandDist_Max=100; UseChandIfTouched=false; WPR_Period=90; WPR_TopLevel=-5; WPR_BottomLevel=-95; TPPips=355; atr_for_tp=false; atr_period=14; atr_multiplier=100; AllowReentries=false; MaximumRisk=0; | ||||
Bars in test | 197409 | Ticks modelled | 3711140 | Modelling quality | 89.95% |
Initial deposit | 10000.00 | ||||
Total net profit | -20.71 | Gross profit | 24724.31 | Gross loss | -24745.02 |
Profit factor | 1.00 | Expected payoff | -0.18 | ||
Absolute drawdown | 4142.43 | Maximal drawdown | 4142.43 (41.42%) | Relative drawdown | 41.42% (4142.43) |
Total trades | 116 | Short positions (won %) | 52 (21.15%) | Long positions (won %) | 64 (32.81%) |
Profit trades (% of total) | 32 (27.59%) | Loss trades (% of total) | 84 (72.41%) | ||
Largest | profit trade | 3006.48 | loss trade | -812.64 | |
Average | profit trade | 772.63 | loss trade | -294.58 | |
Maximum | consecutive wins (profit in money) | 3 (1284.14) | consecutive losses (loss in money) | 7 (-2004.92) | |
Maximal | consecutive profit (count of wins) | 3006.48 (1) | consecutive loss (count of losses) | -2021.40 (5) | |
Average | consecutive wins | 1 | consecutive losses | 3 |
# | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
1 | 2004.07.01 11:05 | sell | 1 | 1.00 | 108.25 | 0.00 | 104.72 | ||
2 | 2004.07.02 03:00 | close | 1 | 1.00 | 108.84 | 0.00 | 104.72 | -557.98 | 9442.02 |
3 | 2004.07.05 02:25 | sell | 2 | 1.00 | 108.62 | 0.00 | 105.09 | ||
4 | 2004.07.05 09:00 | close | 2 | 1.00 | 108.82 | 0.00 | 105.09 | -183.78 | 9258.24 |
5 | 2004.07.12 12:20 | sell | 3 | 1.00 | 107.96 | 0.00 | 104.43 | ||
6 | 2004.07.13 02:00 | close | 3 | 1.00 | 108.60 | 0.00 | 104.43 | -605.24 | 8653.01 |
7 | 2004.07.16 03:25 | buy | 4 | 1.00 | 109.67 | 0.00 | 113.20 | ||
8 | 2004.07.16 15:00 | close | 4 | 1.00 | 109.11 | 0.00 | 113.20 | -513.24 | 8139.77 |
9 | 2004.07.19 00:40 | sell | 5 | 1.00 | 108.83 | 0.00 | 105.30 | ||
10 | 2004.07.20 07:00 | close | 5 | 1.00 | 108.67 | 0.00 | 105.30 | 131.33 | 8271.10 |
11 | 2004.07.28 01:20 | buy | 6 | 1.00 | 110.87 | 0.00 | 114.40 | ||
12 | 2004.07.30 10:00 | close | 6 | 1.00 | 111.67 | 0.00 | 114.40 | 754.58 | 9025.68 |
13 | 2004.08.03 23:30 | sell | 7 | 1.00 | 110.65 | 0.00 | 107.12 | ||
14 | 2004.08.04 05:00 | close | 7 | 1.00 | 111.19 | 0.00 | 107.12 | -501.57 | 8524.11 |
15 | 2004.08.06 22:35 | sell | 8 | 1.00 | 110.45 | 0.00 | 106.92 | ||
16 | 2004.08.09 13:00 | close | 8 | 1.00 | 110.63 | 0.00 | 106.92 | -178.62 | 8345.49 |
17 | 2004.08.13 13:55 | buy | 9 | 1.00 | 111.65 | 0.00 | 115.18 | ||
18 | 2004.08.13 15:00 | close | 9 | 1.00 | 110.75 | 0.00 | 115.18 | -812.64 | 7532.85 |
19 | 2004.08.18 04:15 | sell | 10 | 1.00 | 110.11 | 0.00 | 106.58 | ||
20 | 2004.08.20 14:00 | close | 10 | 1.00 | 109.66 | 0.00 | 106.58 | 346.73 | 7879.58 |
21 | 2004.09.06 01:55 | buy | 11 | 1.00 | 110.32 | 0.00 | 113.85 | ||
22 | 2004.09.06 15:00 | close | 11 | 1.00 | 109.94 | 0.00 | 113.85 | -345.64 | 7533.94 |
23 | 2004.09.08 01:25 | sell | 12 | 1.00 | 109.44 | 0.00 | 105.91 | ||
24 | 2004.09.09 10:00 | close | 12 | 1.00 | 109.58 | 0.00 | 105.91 | -175.48 | 7358.46 |
25 | 2004.09.28 02:15 | buy | 13 | 1.00 | 111.18 | 0.00 | 114.71 | ||
26 | 2004.09.29 05:00 | close | 13 | 1.00 | 111.03 | 0.00 | 114.71 | -125.56 | 7232.90 |
27 | 2004.10.01 01:50 | sell | 14 | 1.00 | 110.15 | 0.00 | 106.62 | ||
28 | 2004.10.01 11:00 | close | 14 | 1.00 | 110.43 | 0.00 | 106.62 | -253.55 | 6979.35 |
29 | 2004.10.07 06:05 | buy | 15 | 1.00 | 111.25 | 0.00 | 114.78 | ||
30 | 2004.10.08 06:00 | close | 15 | 1.00 | 110.80 | 0.00 | 114.78 | -396.59 | 6582.77 |
31 | 2004.10.20 02:00 | sell | 16 | 1.00 | 108.46 | 0.00 | 104.93 | ||
32 | 2004.10.27 00:00 | close | 16 | 1.00 | 106.94 | 0.00 | 104.93 | 1310.00 | 7892.76 |
33 | 2004.11.01 16:05 | buy | 17 | 1.00 | 106.24 | 0.00 | 109.77 | ||
34 | 2004.11.02 23:00 | close | 17 | 1.00 | 106.00 | 0.00 | 109.77 | -216.87 | 7675.90 |
35 | 2004.11.08 12:40 | sell | 18 | 1.00 | 105.50 | 0.00 | 101.97 | ||
36 | 2004.11.10 02:00 | close | 18 | 1.00 | 105.86 | 0.00 | 101.97 | -371.88 | 7304.02 |
37 | 2004.11.11 01:35 | buy | 19 | 1.00 | 106.90 | 0.00 | 110.43 | ||
38 | 2004.11.11 15:00 | close | 19 | 1.00 | 106.73 | 0.00 | 110.43 | -159.27 | 7144.75 |
39 | 2004.11.15 09:10 | sell | 20 | 1.00 | 105.42 | 0.00 | 101.89 | ||
40 | 2004.11.18 16:00 | close | 20 | 1.00 | 104.29 | 0.00 | 101.89 | 1003.99 | 8148.75 |
41 | 2004.11.22 02:50 | sell | 21 | 1.00 | 103.24 | 0.00 | 99.71 | ||
42 | 2004.11.23 02:00 | close | 21 | 1.00 | 103.40 | 0.00 | 99.71 | -170.65 | 7978.10 |
43 | 2004.12.16 01:35 | sell | 22 | 1.00 | 104.33 | 0.00 | 100.80 | ||
44 | 2004.12.16 16:00 | close | 22 | 1.00 | 104.18 | 0.00 | 100.80 | 143.99 | 8122.09 |
45 | 2005.01.07 02:15 | buy | 23 | 1.00 | 104.85 | 0.00 | 108.38 | ||
46 | 2005.01.07 11:00 | close | 23 | 1.00 | 104.36 | 0.00 | 108.38 | -469.53 | 7652.56 |
47 | 2005.01.12 02:40 | sell | 24 | 1.00 | 103.44 | 0.00 | 99.91 | ||
48 | 2005.01.13 12:00 | close | 24 | 1.00 | 102.69 | 0.00 | 99.91 | 682.64 | 8335.20 |
49 | 2005.01.18 17:35 | buy | 25 | 1.00 | 102.53 | 0.00 | 106.06 | ||
50 | 2005.01.19 16:00 | close | 25 | 1.00 | 102.20 | 0.00 | 106.06 | -313.36 | 8021.84 |
51 | 2005.01.20 03:00 | buy | 26 | 1.00 | 102.57 | 0.00 | 106.10 | ||
52 | 2005.01.21 17:00 | close | 26 | 1.00 | 103.24 | 0.00 | 106.10 | 658.51 | 8680.36 |
53 | 2005.01.24 03:40 | sell | 27 | 1.00 | 102.89 | 0.00 | 99.36 | ||
54 | 2005.01.25 08:00 | close | 27 | 1.00 | 103.07 | 0.00 | 99.36 | -190.55 | 8489.81 |
55 | 2005.01.26 00:00 | buy | 28 | 1.00 | 103.98 | 0.00 | 107.51 | ||
56 | 2005.01.26 06:00 | close | 28 | 1.00 | 103.41 | 0.00 | 107.51 | -551.20 | 7938.61 |
57 | 2005.01.27 01:50 | sell | 29 | 1.00 | 103.17 | 0.00 | 99.64 | ||
58 | 2005.01.27 12:00 | close | 29 | 1.00 | 103.45 | 0.00 | 99.64 | -270.66 | 7667.95 |
59 | 2005.02.03 11:10 | buy | 30 | 1.00 | 104.02 | 0.00 | 107.55 | ||
60 | 2005.02.04 11:00 | close | 30 | 1.00 | 104.23 | 0.00 | 107.55 | 211.02 | 7878.97 |
61 | 2005.02.14 13:00 | sell | 31 | 1.00 | 104.98 | 0.00 | 101.45 | ||
62 | 2005.02.15 03:00 | close | 31 | 1.00 | 105.36 | 0.00 | 101.45 | -376.57 | 7502.41 |
63 | 2005.02.16 01:10 | sell | 32 | 1.00 | 104.64 | 0.00 | 101.11 | ||
64 | 2005.02.16 07:00 | close | 32 | 1.00 | 105.11 | 0.00 | 101.11 | -447.15 | 7055.26 |
65 | 2005.02.23 00:55 | sell | 33 | 1.00 | 104.26 | 0.00 | 100.73 | ||
66 | 2005.02.23 04:00 | close | 33 | 1.00 | 104.61 | 0.00 | 100.73 | -334.57 | 6720.69 |
67 | 2005.02.25 02:25 | buy | 34 | 1.00 | 105.32 | 0.00 | 108.85 | ||
68 | 2005.02.28 01:00 | close | 34 | 1.00 | 104.83 | 0.00 | 108.85 | -457.88 | 6262.81 |
69 | 2005.03.10 00:35 | sell | 35 | 1.00 | 104.05 | 0.00 | 100.52 | ||
70 | 2005.03.14 03:00 | close | 35 | 1.00 | 104.44 | 0.00 | 100.52 | -405.24 | 5857.57 |
71 | 2005.03.23 06:50 | buy | 36 | 1.00 | 105.32 | 0.00 | 108.85 | ||
72 | 2005.03.31 10:00 | close | 36 | 1.00 | 106.95 | 0.00 | 108.85 | 1619.51 | 7477.09 |
73 | 2005.03.31 17:10 | sell | 37 | 1.00 | 107.07 | 0.00 | 103.54 | ||
74 | 2005.04.01 03:00 | close | 37 | 1.00 | 107.40 | 0.00 | 103.54 | -323.18 | 7153.91 |
75 | 2005.04.07 04:05 | buy | 38 | 1.00 | 108.55 | 0.00 | 112.08 | ||
76 | 2005.04.07 10:00 | close | 38 | 1.00 | 108.21 | 0.00 | 112.08 | -314.20 | 6839.71 |
77 | 2005.04.26 04:25 | sell | 39 | 1.00 | 105.82 | 0.00 | 102.29 | ||
78 | 2005.04.26 17:00 | close | 39 | 1.00 | 106.06 | 0.00 | 102.29 | -226.29 | 6613.42 |
79 | 2005.05.13 02:25 | buy | 40 | 1.00 | 106.70 | 0.00 | 110.23 | ||
80 | 2005.05.16 16:00 | close | 40 | 1.00 | 107.25 | 0.00 | 110.23 | 522.36 | 7135.79 |
81 | 2005.05.19 02:35 | sell | 41 | 1.00 | 107.12 | 0.00 | 103.59 | ||
82 | 2005.05.19 15:00 | close | 41 | 1.00 | 107.41 | 0.00 | 103.59 | -269.99 | 6865.80 |
83 | 2005.05.23 02:45 | buy | 42 | 1.00 | 108.12 | 0.00 | 111.65 | ||
84 | 2005.05.23 15:00 | close | 42 | 1.00 | 107.88 | 0.00 | 111.65 | -222.46 | 6643.34 |
85 | 2005.06.06 23:25 | sell | 43 | 1.00 | 106.91 | 0.00 | 103.38 | ||
86 | 2005.06.08 19:00 | close | 43 | 1.00 | 106.98 | 0.00 | 103.38 | -97.25 | 6546.09 |
87 | 2005.06.09 03:10 | buy | 44 | 1.00 | 107.16 | 0.00 | 110.69 | ||
88 | 2005.06.14 15:00 | close | 44 | 1.00 | 109.15 | 0.00 | 110.69 | 1851.81 | 8397.91 |
89 | 2005.06.22 03:20 | sell | 45 | 1.00 | 108.53 | 0.00 | 105.00 | ||
90 | 2005.06.22 12:00 | close | 45 | 1.00 | 108.78 | 0.00 | 105.00 | -229.82 | 8168.09 |
91 | 2005.06.30 23:55 | buy | 46 | 1.00 | 110.78 | 0.00 | 114.31 | ||
92 | 2005.07.06 01:00 | close | 46 | 1.00 | 111.57 | 0.00 | 114.31 | 746.25 | 8914.33 |
93 | 2005.07.13 02:10 | sell | 47 | 1.00 | 111.10 | 0.00 | 107.57 | ||
94 | 2005.07.13 09:00 | close | 47 | 1.00 | 111.29 | 0.00 | 107.57 | -170.73 | 8743.60 |
95 | 2005.07.13 23:05 | buy | 48 | 1.00 | 111.84 | 0.00 | 115.37 | ||
96 | 2005.07.15 10:00 | close | 48 | 1.00 | 111.79 | 0.00 | 115.37 | -6.55 | 8737.05 |
97 | 2005.07.19 20:40 | buy | 49 | 1.00 | 112.73 | 0.00 | 116.26 | ||
98 | 2005.07.20 21:00 | close | 49 | 1.00 | 112.71 | 0.00 | 116.26 | -8.20 | 8728.86 |
99 | 2005.07.22 02:20 | sell | 50 | 1.00 | 110.76 | 0.00 | 107.23 | ||
100 | 2005.07.22 13:00 | close | 50 | 1.00 | 111.09 | 0.00 | 107.23 | -297.05 | 8431.81 |
101 | 2005.08.02 21:30 | sell | 51 | 1.00 | 111.47 | 0.00 | 107.94 | ||
102 | 2005.08.03 04:00 | close | 51 | 1.00 | 111.80 | 0.00 | 107.94 | -311.08 | 8120.73 |
103 | 2005.08.04 02:10 | sell | 52 | 1.00 | 111.19 | 0.00 | 107.66 | ||
104 | 2005.08.04 13:00 | close | 52 | 1.00 | 111.46 | 0.00 | 107.66 | -242.24 | 7878.49 |
105 | 2005.08.12 03:30 | sell | 53 | 1.00 | 109.93 | 0.00 | 106.40 | ||
106 | 2005.08.16 18:00 | close | 53 | 1.00 | 109.54 | 0.00 | 106.40 | 324.21 | 8202.70 |
107 | 2005.08.30 20:30 | buy | 54 | 1.00 | 111.34 | 0.00 | 114.87 | ||
108 | 2005.08.31 18:00 | close | 54 | 1.00 | 110.87 | 0.00 | 114.87 | -414.38 | 7788.33 |
109 | 2005.09.21 18:25 | sell | 55 | 1.00 | 111.43 | 0.00 | 107.90 | ||
110 | 2005.09.22 04:00 | close | 55 | 1.00 | 111.73 | 0.00 | 107.90 | -316.22 | 7472.11 |
111 | 2005.09.28 00:55 | buy | 56 | 1.00 | 113.24 | 0.00 | 116.77 | ||
112 | 2005.09.29 06:00 | close | 56 | 1.00 | 112.87 | 0.00 | 116.77 | -299.18 | 7172.93 |
113 | 2005.10.17 01:00 | sell | 57 | 1.00 | 114.25 | 0.00 | 110.72 | ||
114 | 2005.10.17 12:00 | close | 57 | 1.00 | 114.65 | 0.00 | 110.72 | -348.89 | 6824.04 |
115 | 2005.10.24 06:35 | buy | 58 | 1.00 | 115.85 | 0.00 | 119.38 | ||
116 | 2005.10.24 15:00 | close | 58 | 1.00 | 115.57 | 0.00 | 119.38 | -242.28 | 6581.76 |
117 | 2005.10.27 02:30 | buy | 59 | 1.00 | 115.74 | 0.00 | 119.27 | ||
118 | 2005.10.27 06:00 | close | 59 | 1.00 | 115.47 | 0.00 | 119.27 | -233.83 | 6347.93 |
119 | 2005.10.31 06:30 | buy | 60 | 1.00 | 115.64 | 0.00 | 119.17 | ||
120 | 2005.11.07 12:00 | close | 60 | 1.00 | 117.75 | 0.00 | 119.17 | 1858.74 | 8206.67 |
121 | 2005.11.08 23:50 | sell | 61 | 1.00 | 117.34 | 0.00 | 113.81 | ||
122 | 2005.11.09 19:00 | close | 61 | 1.00 | 117.74 | 0.00 | 113.81 | -355.65 | 7851.02 |
123 | 2005.11.11 01:15 | buy | 62 | 1.00 | 117.86 | 0.00 | 121.39 | ||
124 | 2005.11.15 18:00 | close | 62 | 1.00 | 118.92 | 0.00 | 121.39 | 910.45 | 8761.47 |
125 | 2005.11.17 23:20 | sell | 63 | 1.00 | 118.88 | 0.00 | 115.35 | ||
126 | 2005.11.18 09:00 | close | 63 | 1.00 | 119.26 | 0.00 | 115.35 | -334.54 | 8426.93 |
127 | 2005.12.05 10:10 | buy | 64 | 1.00 | 121.12 | 0.00 | 124.65 | ||
128 | 2005.12.05 19:00 | close | 64 | 1.00 | 120.75 | 0.00 | 124.65 | -306.42 | 8120.51 |
129 | 2005.12.13 00:50 | sell | 65 | 1.00 | 119.92 | 0.00 | 116.39 | ||
130 | 2005.12.13 10:00 | close | 65 | 1.00 | 120.18 | 0.00 | 116.39 | -216.35 | 7904.16 |
131 | 2005.12.14 23:35 | sell | 66 | 1.00 | 117.52 | 0.00 | 113.99 | ||
132 | 2005.12.19 07:00 | close | 66 | 1.00 | 116.39 | 0.00 | 113.99 | 891.33 | 8795.50 |
133 | 2005.12.21 01:55 | buy | 67 | 1.00 | 116.96 | 0.00 | 120.49 | ||
134 | 2005.12.22 15:00 | close | 67 | 1.00 | 117.10 | 0.00 | 120.49 | 148.18 | 8943.68 |
135 | 2005.12.26 06:30 | sell | 68 | 1.00 | 116.48 | 0.00 | 112.95 | ||
136 | 2005.12.27 02:00 | close | 68 | 1.00 | 117.01 | 0.00 | 112.95 | -468.86 | 8474.82 |
137 | 2006.01.03 12:40 | sell | 69 | 1.00 | 117.35 | 0.00 | 113.82 | ||
138 | 2006.01.09 01:59 | t/p | 69 | 1.00 | 113.82 | 0.00 | 113.82 | 3006.48 | 11481.31 |
139 | 2006.01.09 09:00 | sell | 70 | 1.00 | 114.28 | 0.00 | 110.75 | ||
140 | 2006.01.10 04:00 | close | 70 | 1.00 | 114.72 | 0.00 | 110.75 | -399.45 | 11081.86 |
141 | 2006.01.17 23:35 | buy | 71 | 1.00 | 115.39 | 0.00 | 118.92 | ||
142 | 2006.01.18 10:00 | close | 71 | 1.00 | 115.13 | 0.00 | 118.92 | -216.30 | 10865.56 |
143 | 2006.01.23 18:10 | sell | 72 | 1.00 | 114.70 | 0.00 | 111.17 | ||
144 | 2006.01.25 00:00 | close | 72 | 1.00 | 114.88 | 0.00 | 111.17 | -188.51 | 10677.06 |
145 | 2006.01.26 02:25 | buy | 73 | 1.00 | 115.52 | 0.00 | 119.05 | ||
146 | 2006.01.31 09:00 | close | 73 | 1.00 | 117.17 | 0.00 | 119.05 | 1436.84 | 12113.90 |
147 | 2006.02.02 17:25 | buy | 74 | 1.00 | 118.33 | 0.00 | 121.86 | ||
148 | 2006.02.06 04:00 | close | 74 | 1.00 | 118.56 | 0.00 | 121.86 | 213.08 | 12326.98 |
149 | 2006.02.07 03:55 | buy | 75 | 1.00 | 118.97 | 0.00 | 122.50 | ||
150 | 2006.02.07 09:00 | close | 75 | 1.00 | 118.45 | 0.00 | 122.50 | -439.00 | 11887.98 |
151 | 2006.02.16 05:45 | buy | 76 | 1.00 | 117.78 | 0.00 | 121.31 | ||
152 | 2006.02.16 22:00 | close | 76 | 1.00 | 117.67 | 0.00 | 121.31 | -93.49 | 11794.49 |
153 | 2006.02.20 00:00 | buy | 77 | 1.00 | 118.26 | 0.00 | 121.79 | ||
154 | 2006.02.22 15:00 | close | 77 | 1.00 | 118.41 | 0.00 | 121.79 | 145.77 | 11940.26 |
155 | 2006.03.07 04:00 | buy | 78 | 1.00 | 117.47 | 0.00 | 121.00 | ||
156 | 2006.03.08 03:00 | close | 78 | 1.00 | 117.34 | 0.00 | 121.00 | -101.25 | 11839.02 |
157 | 2006.03.09 17:10 | sell | 79 | 1.00 | 117.66 | 0.00 | 114.13 | ||
158 | 2006.03.09 19:00 | close | 79 | 1.00 | 118.22 | 0.00 | 114.13 | -473.69 | 11365.33 |
159 | 2006.03.13 02:45 | buy | 80 | 1.00 | 118.78 | 0.00 | 122.31 | ||
160 | 2006.03.14 02:00 | close | 80 | 1.00 | 118.41 | 0.00 | 122.31 | -302.93 | 11062.40 |
161 | 2006.03.15 01:10 | sell | 81 | 1.00 | 117.71 | 0.00 | 114.18 | ||
162 | 2006.03.16 08:00 | close | 81 | 1.00 | 117.83 | 0.00 | 114.18 | -149.56 | 10912.84 |
163 | 2006.03.20 00:55 | sell | 82 | 1.00 | 116.14 | 0.00 | 112.61 | ||
164 | 2006.03.20 23:00 | close | 82 | 1.00 | 116.39 | 0.00 | 112.61 | -214.80 | 10698.04 |
165 | 2006.03.29 06:10 | buy | 83 | 1.00 | 117.75 | 0.00 | 121.28 | ||
166 | 2006.03.30 12:00 | close | 83 | 1.00 | 117.26 | 0.00 | 121.28 | -389.25 | 10308.79 |
167 | 2006.04.03 15:55 | buy | 84 | 1.00 | 118.26 | 0.00 | 121.79 | ||
168 | 2006.04.03 18:00 | close | 84 | 1.00 | 117.82 | 0.00 | 121.79 | -373.45 | 9935.34 |
169 | 2006.04.04 23:10 | sell | 85 | 1.00 | 117.55 | 0.00 | 114.02 | ||
170 | 2006.04.05 12:00 | close | 85 | 1.00 | 117.49 | 0.00 | 114.02 | 35.16 | 9970.50 |
171 | 2006.04.06 21:50 | buy | 86 | 1.00 | 117.62 | 0.00 | 121.15 | ||
172 | 2006.04.11 22:00 | close | 86 | 1.00 | 118.21 | 0.00 | 121.15 | 527.74 | 10498.25 |
173 | 2006.04.18 01:00 | sell | 87 | 1.00 | 117.82 | 0.00 | 114.29 | ||
174 | 2006.04.18 10:00 | close | 87 | 1.00 | 118.07 | 0.00 | 114.29 | -211.74 | 10286.51 |
175 | 2006.04.19 09:45 | sell | 88 | 1.00 | 117.16 | 0.00 | 113.63 | ||
176 | 2006.04.19 16:00 | close | 88 | 1.00 | 117.76 | 0.00 | 113.63 | -509.51 | 9777.00 |
177 | 2006.04.28 02:10 | sell | 89 | 1.00 | 114.24 | 0.00 | 110.71 | ||
178 | 2006.05.01 21:00 | close | 89 | 1.00 | 113.27 | 0.00 | 110.71 | 840.45 | 10617.45 |
179 | 2006.05.18 03:40 | buy | 90 | 1.00 | 110.68 | 0.00 | 114.21 | ||
180 | 2006.05.22 18:00 | close | 90 | 1.00 | 111.63 | 0.00 | 114.21 | 870.11 | 11487.56 |
181 | 2006.05.25 05:45 | buy | 91 | 1.00 | 112.67 | 0.00 | 116.20 | ||
182 | 2006.05.25 14:00 | close | 91 | 1.00 | 112.12 | 0.00 | 116.20 | -490.54 | 10997.02 |
183 | 2006.05.26 03:25 | sell | 92 | 1.00 | 111.91 | 0.00 | 108.38 | ||
184 | 2006.05.26 16:00 | close | 92 | 1.00 | 112.60 | 0.00 | 108.38 | -612.79 | 10384.23 |
185 | 2006.05.29 01:05 | buy | 93 | 1.00 | 112.47 | 0.00 | 116.00 | ||
186 | 2006.05.29 11:00 | close | 93 | 1.00 | 112.31 | 0.00 | 116.00 | -142.46 | 10241.77 |
187 | 2006.06.05 02:45 | sell | 94 | 1.00 | 111.75 | 0.00 | 108.22 | ||
188 | 2006.06.05 21:00 | close | 94 | 1.00 | 112.07 | 0.00 | 108.22 | -285.54 | 9956.23 |
189 | 2006.06.06 08:55 | buy | 95 | 1.00 | 112.22 | 0.00 | 115.75 | ||
190 | 2006.06.09 07:00 | close | 95 | 1.00 | 113.86 | 0.00 | 115.75 | 1488.09 | 11444.32 |
191 | 2006.06.14 03:15 | buy | 96 | 1.00 | 115.09 | 0.00 | 118.62 | ||
192 | 2006.06.14 16:00 | close | 96 | 1.00 | 114.68 | 0.00 | 118.62 | -357.52 | 11086.80 |
193 | 2006.06.23 01:50 | buy | 97 | 1.00 | 116.04 | 0.00 | 119.57 | ||
194 | 2006.06.27 02:00 | close | 97 | 1.00 | 116.04 | 0.00 | 119.57 | 19.09 | 11105.89 |
195 | 2006.07.06 00:55 | buy | 98 | 1.00 | 115.60 | 0.00 | 119.13 | ||
196 | 2006.07.06 15:00 | close | 98 | 1.00 | 115.31 | 0.00 | 119.13 | -251.50 | 10854.39 |
197 | 2006.07.13 00:50 | buy | 99 | 1.00 | 115.38 | 0.00 | 118.91 | ||
198 | 2006.07.13 10:00 | close | 99 | 1.00 | 115.12 | 0.00 | 118.91 | -225.85 | 10628.54 |
199 | 2006.07.18 01:25 | buy | 100 | 1.00 | 117.03 | 0.00 | 120.56 | ||
200 | 2006.07.18 10:00 | close | 100 | 1.00 | 116.88 | 0.00 | 120.56 | -128.34 | 10500.20 |
201 | 2006.08.04 22:55 | sell | 101 | 1.00 | 114.45 | 0.00 | 110.92 | ||
202 | 2006.08.07 09:00 | close | 101 | 1.00 | 114.72 | 0.00 | 110.92 | -251.27 | 10248.93 |
203 | 2006.08.23 01:05 | buy | 102 | 1.00 | 116.47 | 0.00 | 120.00 | ||
204 | 2006.08.23 09:00 | close | 102 | 1.00 | 116.23 | 0.00 | 120.00 | -206.48 | 10042.45 |
205 | 2006.08.28 02:40 | buy | 103 | 1.00 | 117.25 | 0.00 | 120.78 | ||
206 | 2006.08.28 11:00 | close | 103 | 1.00 | 116.96 | 0.00 | 120.78 | -247.95 | 9794.50 |
207 | 2006.09.01 03:05 | buy | 104 | 1.00 | 117.33 | 0.00 | 120.86 | ||
208 | 2006.09.01 21:00 | close | 104 | 1.00 | 117.06 | 0.00 | 120.86 | -230.65 | 9563.85 |
209 | 2006.09.11 02:10 | buy | 105 | 1.00 | 116.78 | 0.00 | 120.31 | ||
210 | 2006.09.13 12:00 | close | 105 | 1.00 | 117.63 | 0.00 | 120.31 | 741.69 | 10305.54 |
211 | 2006.09.18 09:45 | buy | 106 | 1.00 | 117.81 | 0.00 | 121.34 | ||
212 | 2006.09.19 10:00 | close | 106 | 1.00 | 117.66 | 0.00 | 121.34 | -117.94 | 10187.61 |
213 | 2006.09.22 05:40 | sell | 107 | 1.00 | 116.42 | 0.00 | 112.89 | ||
214 | 2006.09.25 03:00 | close | 107 | 1.00 | 116.63 | 0.00 | 112.89 | -195.97 | 9991.64 |
215 | 2006.09.27 03:40 | buy | 108 | 1.00 | 116.96 | 0.00 | 120.49 | ||
216 | 2006.10.02 16:00 | close | 108 | 1.00 | 117.77 | 0.00 | 120.49 | 735.50 | 10727.14 |
217 | 2006.10.09 02:50 | buy | 109 | 1.00 | 118.87 | 0.00 | 122.40 | ||
218 | 2006.10.11 13:00 | close | 109 | 1.00 | 119.41 | 0.00 | 122.40 | 471.32 | 11198.46 |
219 | 2006.11.06 00:39 | buy | 110 | 1.00 | 117.96 | 0.00 | 121.49 | ||
220 | 2006.11.07 05:00 | close | 110 | 1.00 | 118.04 | 0.00 | 121.49 | 77.31 | 11275.77 |
221 | 2006.11.14 00:05 | buy | 111 | 1.00 | 118.05 | 0.00 | 121.58 | ||
222 | 2006.11.14 01:00 | close | 111 | 1.00 | 117.61 | 0.00 | 121.58 | -374.12 | 10901.65 |
223 | 2006.11.15 18:55 | buy | 112 | 1.00 | 117.99 | 0.00 | 121.52 | ||
224 | 2006.11.17 16:00 | close | 112 | 1.00 | 117.94 | 0.00 | 121.52 | -4.21 | 10897.44 |
225 | 2006.11.30 03:15 | buy | 113 | 1.00 | 116.18 | 0.00 | 119.71 | ||
226 | 2006.11.30 17:00 | close | 113 | 1.00 | 115.65 | 0.00 | 119.71 | -458.27 | 10439.17 |
227 | 2006.12.21 01:05 | buy | 114 | 1.00 | 118.33 | 0.00 | 121.86 | ||
228 | 2006.12.21 11:00 | close | 114 | 1.00 | 118.05 | 0.00 | 121.86 | -237.18 | 10201.99 |
229 | 2007.01.04 01:20 | buy | 115 | 1.00 | 119.35 | 0.00 | 122.88 | ||
230 | 2007.01.04 14:00 | close | 115 | 1.00 | 119.09 | 0.00 | 122.88 | -218.33 | 9983.66 |
231 | 2007.01.18 20:50 | buy | 116 | 1.00 | 121.21 | 0.00 | 124.74 | ||
232 | 2007.01.23 14:00 | close | 116 | 1.00 | 121.17 | 0.00 | 124.74 | -4.38 | 9979.29 |