Symbol | USDCHF (US Dollar Vs Swiss Franc) | ||||
Period | 5 Minutes (M5) 2004.06.16 19:50 - 2007.02.23 03:55 (2004.06.16 - 2007.02.24) | ||||
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 | 196563 | Ticks modelled | 3635726 | Modelling quality | 89.95% |
Initial deposit | 10000.00 | ||||
Total net profit | 801.67 | Gross profit | 24976.65 | Gross loss | -24174.98 |
Profit factor | 1.03 | Expected payoff | 6.03 | ||
Absolute drawdown | 3442.00 | Maximal drawdown | 4748.63 (42.00%) | Relative drawdown | 42.00% (4748.63) |
Total trades | 133 | Short positions (won %) | 68 (20.59%) | Long positions (won %) | 65 (29.23%) |
Profit trades (% of total) | 33 (24.81%) | Loss trades (% of total) | 100 (75.19%) | ||
Largest | profit trade | 2067.44 | loss trade | -715.60 | |
Average | profit trade | 756.87 | loss trade | -241.75 | |
Maximum | consecutive wins (profit in money) | 3 (828.09) | consecutive losses (loss in money) | 9 (-2175.70) | |
Maximal | consecutive profit (count of wins) | 3163.14 (2) | consecutive loss (count of losses) | -2402.13 (8) | |
Average | consecutive wins | 1 | consecutive losses | 4 |
# | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
1 | 2004.07.01 04:10 | sell | 1 | 1.00 | 1.2514 | 0.0000 | 1.2162 | ||
2 | 2004.07.05 11:00 | close | 1 | 1.00 | 1.2350 | 0.0000 | 1.2162 | 1306.63 | 11306.63 |
3 | 2004.07.13 23:50 | buy | 2 | 1.00 | 1.2348 | 0.0000 | 1.2700 | ||
4 | 2004.07.14 13:00 | close | 2 | 1.00 | 1.2322 | 0.0000 | 1.2700 | -205.09 | 11101.53 |
5 | 2004.07.26 05:05 | buy | 3 | 1.00 | 1.2639 | 0.0000 | 1.2991 | ||
6 | 2004.07.26 10:00 | close | 3 | 1.00 | 1.2596 | 0.0000 | 1.2991 | -341.37 | 10760.16 |
7 | 2004.07.28 06:20 | buy | 4 | 1.00 | 1.2746 | 0.0000 | 1.3098 | ||
8 | 2004.07.30 15:00 | close | 4 | 1.00 | 1.2724 | 0.0000 | 1.3098 | -149.23 | 10610.93 |
9 | 2004.08.02 15:50 | sell | 5 | 1.00 | 1.2756 | 0.0000 | 1.2404 | ||
10 | 2004.08.02 18:00 | close | 5 | 1.00 | 1.2784 | 0.0000 | 1.2404 | -219.02 | 10391.91 |
11 | 2004.08.03 06:25 | buy | 6 | 1.00 | 1.2781 | 0.0000 | 1.3133 | ||
12 | 2004.08.04 17:00 | close | 6 | 1.00 | 1.2751 | 0.0000 | 1.3133 | -229.35 | 10162.56 |
13 | 2004.08.09 09:10 | sell | 7 | 1.00 | 1.2536 | 0.0000 | 1.2184 | ||
14 | 2004.08.10 21:00 | close | 7 | 1.00 | 1.2625 | 0.0000 | 1.2184 | -715.60 | 9446.96 |
15 | 2004.08.11 09:00 | buy | 8 | 1.00 | 1.2603 | 0.0000 | 1.2955 | ||
16 | 2004.08.12 09:00 | close | 8 | 1.00 | 1.2573 | 0.0000 | 1.2955 | -220.85 | 9226.11 |
17 | 2004.08.16 07:20 | sell | 9 | 1.00 | 1.2397 | 0.0000 | 1.2045 | ||
18 | 2004.08.16 18:05 | close | 9 | 1.00 | 1.2437 | 0.0000 | 1.2045 | -321.62 | 8904.49 |
19 | 2004.08.24 04:35 | buy | 10 | 1.00 | 1.2683 | 0.0000 | 1.3035 | ||
20 | 2004.08.27 08:00 | close | 10 | 1.00 | 1.2703 | 0.0000 | 1.3035 | 187.04 | 9091.53 |
21 | 2004.09.02 02:45 | sell | 11 | 1.00 | 1.2601 | 0.0000 | 1.2249 | ||
22 | 2004.09.02 12:00 | close | 11 | 1.00 | 1.2615 | 0.0000 | 1.2249 | -110.98 | 8980.55 |
23 | 2004.09.09 07:15 | sell | 12 | 1.00 | 1.2612 | 0.0000 | 1.2260 | ||
24 | 2004.09.09 16:00 | close | 12 | 1.00 | 1.2653 | 0.0000 | 1.2260 | -324.03 | 8656.52 |
25 | 2004.09.10 08:05 | sell | 13 | 1.00 | 1.2601 | 0.0000 | 1.2249 | ||
26 | 2004.09.13 14:00 | close | 13 | 1.00 | 1.2602 | 0.0000 | 1.2249 | -18.58 | 8637.94 |
27 | 2004.09.16 03:00 | buy | 14 | 1.00 | 1.2693 | 0.0000 | 1.3045 | ||
28 | 2004.09.16 21:00 | close | 14 | 1.00 | 1.2667 | 0.0000 | 1.3045 | -205.26 | 8432.68 |
29 | 2004.09.22 07:05 | sell | 15 | 1.00 | 1.2553 | 0.0000 | 1.2201 | ||
30 | 2004.09.22 13:00 | close | 15 | 1.00 | 1.2627 | 0.0000 | 1.2201 | -586.04 | 7846.64 |
31 | 2004.09.27 02:15 | buy | 16 | 1.00 | 1.2604 | 0.0000 | 1.2956 | ||
32 | 2004.09.27 17:00 | close | 16 | 1.00 | 1.2593 | 0.0000 | 1.2956 | -87.35 | 7759.29 |
33 | 2004.10.01 03:45 | sell | 17 | 1.00 | 1.2466 | 0.0000 | 1.2114 | ||
34 | 2004.10.01 12:10 | close | 17 | 1.00 | 1.2495 | 0.0000 | 1.2114 | -232.09 | 7527.20 |
35 | 2004.10.11 05:05 | sell | 18 | 1.00 | 1.2514 | 0.0000 | 1.2162 | ||
36 | 2004.10.12 03:00 | close | 18 | 1.00 | 1.2534 | 0.0000 | 1.2162 | -170.22 | 7356.98 |
37 | 2004.10.20 21:30 | sell | 19 | 1.00 | 1.2226 | 0.0000 | 1.1874 | ||
38 | 2004.10.26 18:00 | close | 19 | 1.00 | 1.2015 | 0.0000 | 1.1874 | 1692.23 | 9049.21 |
39 | 2004.10.28 03:05 | buy | 20 | 1.00 | 1.2061 | 0.0000 | 1.2413 | ||
40 | 2004.10.28 15:00 | close | 20 | 1.00 | 1.2033 | 0.0000 | 1.2413 | -232.70 | 8816.51 |
41 | 2004.11.04 09:10 | sell | 21 | 1.00 | 1.1944 | 0.0000 | 1.1592 | ||
42 | 2004.11.05 11:00 | close | 21 | 1.00 | 1.1912 | 0.0000 | 1.1592 | 257.99 | 9074.50 |
43 | 2004.11.10 04:00 | buy | 22 | 1.00 | 1.1830 | 0.0000 | 1.2182 | ||
44 | 2004.11.10 11:00 | close | 22 | 1.00 | 1.1791 | 0.0000 | 1.2182 | -330.76 | 8743.74 |
45 | 2004.11.11 08:50 | buy | 23 | 1.00 | 1.1819 | 0.0000 | 1.2171 | ||
46 | 2004.11.11 15:00 | close | 23 | 1.00 | 1.1768 | 0.0000 | 1.2171 | -433.38 | 8310.36 |
47 | 2004.11.11 22:15 | sell | 24 | 1.00 | 1.1779 | 0.0000 | 1.1427 | ||
48 | 2004.11.15 12:00 | close | 24 | 1.00 | 1.1771 | 0.0000 | 1.1427 | 46.66 | 8357.01 |
49 | 2004.11.18 04:30 | sell | 25 | 1.00 | 1.1634 | 0.0000 | 1.1282 | ||
50 | 2004.11.18 14:00 | close | 25 | 1.00 | 1.1661 | 0.0000 | 1.1282 | -231.53 | 8125.48 |
51 | 2004.12.01 20:45 | buy | 26 | 1.00 | 1.1414 | 0.0000 | 1.1766 | ||
52 | 2004.12.02 08:00 | close | 26 | 1.00 | 1.1383 | 0.0000 | 1.1766 | -254.58 | 7870.91 |
53 | 2004.12.03 03:40 | buy | 27 | 1.00 | 1.1498 | 0.0000 | 1.1850 | ||
54 | 2004.12.03 11:00 | close | 27 | 1.00 | 1.1487 | 0.0000 | 1.1850 | -95.76 | 7775.15 |
55 | 2004.12.06 07:55 | sell | 28 | 1.00 | 1.1338 | 0.0000 | 1.0986 | ||
56 | 2004.12.06 13:00 | close | 28 | 1.00 | 1.1371 | 0.0000 | 1.0986 | -290.21 | 7484.94 |
57 | 2004.12.14 03:20 | sell | 29 | 1.00 | 1.1546 | 0.0000 | 1.1194 | ||
58 | 2004.12.14 18:00 | close | 29 | 1.00 | 1.1587 | 0.0000 | 1.1194 | -353.85 | 7131.09 |
59 | 2004.12.15 22:15 | sell | 30 | 1.00 | 1.1424 | 0.0000 | 1.1072 | ||
60 | 2004.12.16 12:00 | close | 30 | 1.00 | 1.1446 | 0.0000 | 1.1072 | -224.15 | 6906.93 |
61 | 2004.12.17 05:15 | buy | 31 | 1.00 | 1.1562 | 0.0000 | 1.1914 | ||
62 | 2004.12.17 11:00 | close | 31 | 1.00 | 1.1541 | 0.0000 | 1.1914 | -181.95 | 6724.98 |
63 | 2004.12.20 23:05 | sell | 32 | 1.00 | 1.1496 | 0.0000 | 1.1144 | ||
64 | 2004.12.21 09:00 | close | 32 | 1.00 | 1.1514 | 0.0000 | 1.1144 | -166.98 | 6558.00 |
65 | 2005.01.04 04:50 | buy | 33 | 1.00 | 1.1456 | 0.0000 | 1.1808 | ||
66 | 2005.01.07 11:00 | close | 33 | 1.00 | 1.1691 | 0.0000 | 1.1808 | 2039.68 | 8597.68 |
67 | 2005.01.10 04:20 | buy | 34 | 1.00 | 1.1835 | 0.0000 | 1.2187 | ||
68 | 2005.01.10 10:00 | close | 34 | 1.00 | 1.1812 | 0.0000 | 1.2187 | -194.72 | 8402.96 |
69 | 2005.01.11 09:05 | sell | 35 | 1.00 | 1.1789 | 0.0000 | 1.1437 | ||
70 | 2005.01.11 20:00 | close | 35 | 1.00 | 1.1808 | 0.0000 | 1.1437 | -160.91 | 8242.05 |
71 | 2005.01.12 23:35 | sell | 36 | 1.00 | 1.1682 | 0.0000 | 1.1330 | ||
72 | 2005.01.13 10:00 | close | 36 | 1.00 | 1.1701 | 0.0000 | 1.1330 | -194.33 | 8047.71 |
73 | 2005.01.24 03:35 | sell | 37 | 1.00 | 1.1866 | 0.0000 | 1.1514 | ||
74 | 2005.01.24 18:00 | close | 37 | 1.00 | 1.1859 | 0.0000 | 1.1514 | 59.03 | 8106.74 |
75 | 2005.01.26 00:00 | buy | 38 | 1.00 | 1.1933 | 0.0000 | 1.2285 | ||
76 | 2005.01.26 11:00 | close | 38 | 1.00 | 1.1902 | 0.0000 | 1.2285 | -260.46 | 7846.28 |
77 | 2005.02.03 11:10 | buy | 39 | 1.00 | 1.1947 | 0.0000 | 1.2299 | ||
78 | 2005.02.08 19:00 | close | 39 | 1.00 | 1.2197 | 0.0000 | 1.2299 | 2067.44 | 9913.73 |
79 | 2005.02.11 01:50 | sell | 40 | 1.00 | 1.2087 | 0.0000 | 1.1735 | ||
80 | 2005.02.11 11:00 | close | 40 | 1.00 | 1.2101 | 0.0000 | 1.1735 | -115.69 | 9798.04 |
81 | 2005.02.28 09:00 | sell | 41 | 1.00 | 1.1610 | 0.0000 | 1.1258 | ||
82 | 2005.03.01 04:00 | close | 41 | 1.00 | 1.1678 | 0.0000 | 1.1258 | -592.94 | 9205.09 |
83 | 2005.03.02 21:00 | buy | 42 | 1.00 | 1.1739 | 0.0000 | 1.2091 | ||
84 | 2005.03.04 15:00 | close | 42 | 1.00 | 1.1776 | 0.0000 | 1.2091 | 337.86 | 9542.95 |
85 | 2005.03.07 03:50 | sell | 43 | 1.00 | 1.1698 | 0.0000 | 1.1346 | ||
86 | 2005.03.07 12:00 | close | 43 | 1.00 | 1.1722 | 0.0000 | 1.1346 | -204.74 | 9338.21 |
87 | 2005.03.09 02:15 | sell | 44 | 1.00 | 1.1620 | 0.0000 | 1.1268 | ||
88 | 2005.03.09 14:00 | close | 44 | 1.00 | 1.1633 | 0.0000 | 1.1268 | -111.74 | 9226.47 |
89 | 2005.03.24 07:35 | buy | 45 | 1.00 | 1.1954 | 0.0000 | 1.2306 | ||
90 | 2005.03.29 05:00 | close | 45 | 1.00 | 1.1988 | 0.0000 | 1.2306 | 301.37 | 9527.85 |
91 | 2005.03.29 13:30 | sell | 46 | 1.00 | 1.2011 | 0.0000 | 1.1659 | ||
92 | 2005.04.01 03:00 | close | 46 | 1.00 | 1.1975 | 0.0000 | 1.1659 | 247.37 | 9775.22 |
93 | 2005.04.04 09:10 | buy | 47 | 1.00 | 1.2036 | 0.0000 | 1.2388 | ||
94 | 2005.04.05 15:00 | close | 47 | 1.00 | 1.2069 | 0.0000 | 1.2388 | 279.35 | 10054.57 |
95 | 2005.04.08 09:50 | buy | 48 | 1.00 | 1.2097 | 0.0000 | 1.2449 | ||
96 | 2005.04.08 17:00 | close | 48 | 1.00 | 1.2053 | 0.0000 | 1.2449 | -365.06 | 9689.51 |
97 | 2005.04.11 03:25 | sell | 49 | 1.00 | 1.1991 | 0.0000 | 1.1639 | ||
98 | 2005.04.12 15:00 | close | 49 | 1.00 | 1.1998 | 0.0000 | 1.1639 | -68.99 | 9620.52 |
99 | 2005.04.18 02:55 | sell | 50 | 1.00 | 1.2028 | 0.0000 | 1.1676 | ||
100 | 2005.04.20 15:00 | close | 50 | 1.00 | 1.1872 | 0.0000 | 1.1676 | 1292.72 | 10913.23 |
101 | 2005.04.22 08:45 | buy | 51 | 1.00 | 1.1827 | 0.0000 | 1.2179 | ||
102 | 2005.04.22 14:00 | close | 51 | 1.00 | 1.1808 | 0.0000 | 1.2179 | -160.90 | 10752.33 |
103 | 2005.04.25 21:10 | buy | 52 | 1.00 | 1.1880 | 0.0000 | 1.2232 | ||
104 | 2005.04.26 15:00 | close | 52 | 1.00 | 1.1867 | 0.0000 | 1.2232 | -103.63 | 10648.70 |
105 | 2005.05.04 17:50 | sell | 53 | 1.00 | 1.1921 | 0.0000 | 1.1569 | ||
106 | 2005.05.05 16:00 | close | 53 | 1.00 | 1.1956 | 0.0000 | 1.1569 | -324.68 | 10324.02 |
107 | 2005.05.23 05:10 | buy | 54 | 1.00 | 1.2332 | 0.0000 | 1.2684 | ||
108 | 2005.05.23 16:00 | close | 54 | 1.00 | 1.2300 | 0.0000 | 1.2684 | -260.16 | 10063.86 |
109 | 2005.05.27 02:20 | buy | 55 | 1.00 | 1.2354 | 0.0000 | 1.2706 | ||
110 | 2005.05.27 10:00 | close | 55 | 1.00 | 1.2340 | 0.0000 | 1.2706 | -113.45 | 9950.41 |
111 | 2005.05.31 00:10 | buy | 56 | 1.00 | 1.2383 | 0.0000 | 1.2735 | ||
112 | 2005.06.02 10:00 | close | 56 | 1.00 | 1.2502 | 0.0000 | 1.2735 | 975.52 | 10925.93 |
113 | 2005.06.06 23:00 | sell | 57 | 1.00 | 1.2491 | 0.0000 | 1.2139 | ||
114 | 2005.06.08 19:00 | close | 57 | 1.00 | 1.2505 | 0.0000 | 1.2139 | -133.25 | 10792.67 |
115 | 2005.06.09 03:15 | buy | 58 | 1.00 | 1.2534 | 0.0000 | 1.2886 | ||
116 | 2005.06.09 19:00 | close | 58 | 1.00 | 1.2523 | 0.0000 | 1.2886 | -87.84 | 10704.83 |
117 | 2005.06.16 03:00 | sell | 59 | 1.00 | 1.2719 | 0.0000 | 1.2367 | ||
118 | 2005.06.16 17:00 | close | 59 | 1.00 | 1.2749 | 0.0000 | 1.2367 | -235.31 | 10469.52 |
119 | 2005.06.23 01:35 | buy | 60 | 1.00 | 1.2713 | 0.0000 | 1.3065 | ||
120 | 2005.06.24 12:00 | close | 60 | 1.00 | 1.2755 | 0.0000 | 1.3065 | 335.21 | 10804.73 |
121 | 2005.06.29 02:20 | buy | 61 | 1.00 | 1.2789 | 0.0000 | 1.3141 | ||
122 | 2005.06.29 18:00 | close | 61 | 1.00 | 1.2784 | 0.0000 | 1.3141 | -39.10 | 10765.63 |
123 | 2005.07.05 02:10 | buy | 62 | 1.00 | 1.3027 | 0.0000 | 1.3379 | ||
124 | 2005.07.05 11:00 | close | 62 | 1.00 | 1.3003 | 0.0000 | 1.3379 | -184.57 | 10581.06 |
125 | 2005.07.14 08:10 | buy | 63 | 1.00 | 1.2903 | 0.0000 | 1.3255 | ||
126 | 2005.07.14 15:00 | close | 63 | 1.00 | 1.2862 | 0.0000 | 1.3255 | -318.77 | 10262.29 |
127 | 2005.07.21 08:15 | sell | 64 | 1.00 | 1.2858 | 0.0000 | 1.2506 | ||
128 | 2005.07.21 17:00 | close | 64 | 1.00 | 1.2888 | 0.0000 | 1.2506 | -232.77 | 10029.52 |
129 | 2005.07.29 08:10 | sell | 65 | 1.00 | 1.2868 | 0.0000 | 1.2516 | ||
130 | 2005.07.29 11:00 | close | 65 | 1.00 | 1.2903 | 0.0000 | 1.2516 | -271.26 | 9758.26 |
131 | 2005.08.04 02:05 | sell | 66 | 1.00 | 1.2622 | 0.0000 | 1.2270 | ||
132 | 2005.08.04 10:00 | close | 66 | 1.00 | 1.2642 | 0.0000 | 1.2270 | -158.21 | 9600.05 |
133 | 2005.08.05 04:35 | sell | 67 | 1.00 | 1.2592 | 0.0000 | 1.2240 | ||
134 | 2005.08.05 16:00 | close | 67 | 1.00 | 1.2659 | 0.0000 | 1.2240 | -529.28 | 9070.77 |
135 | 2005.08.08 09:20 | buy | 68 | 1.00 | 1.2640 | 0.0000 | 1.2992 | ||
136 | 2005.08.08 12:00 | close | 68 | 1.00 | 1.2601 | 0.0000 | 1.2992 | -309.50 | 8761.27 |
137 | 2005.08.18 03:20 | buy | 69 | 1.00 | 1.2614 | 0.0000 | 1.2966 | ||
138 | 2005.08.22 13:00 | close | 69 | 1.00 | 1.2706 | 0.0000 | 1.2966 | 735.89 | 9497.16 |
139 | 2005.08.26 01:15 | sell | 70 | 1.00 | 1.2571 | 0.0000 | 1.2219 | ||
140 | 2005.08.29 17:00 | close | 70 | 1.00 | 1.2606 | 0.0000 | 1.2219 | -288.30 | 9208.86 |
141 | 2005.09.01 05:00 | sell | 71 | 1.00 | 1.2551 | 0.0000 | 1.2199 | ||
142 | 2005.09.05 16:00 | close | 71 | 1.00 | 1.2305 | 0.0000 | 1.2199 | 1977.88 | 11186.74 |
143 | 2005.09.08 04:35 | buy | 72 | 1.00 | 1.2423 | 0.0000 | 1.2775 | ||
144 | 2005.09.14 14:00 | close | 72 | 1.00 | 1.2569 | 0.0000 | 1.2775 | 1185.26 | 12372.00 |
145 | 2005.09.16 03:50 | buy | 73 | 1.00 | 1.2659 | 0.0000 | 1.3011 | ||
146 | 2005.09.16 07:00 | close | 73 | 1.00 | 1.2613 | 0.0000 | 1.3011 | -364.71 | 12007.29 |
147 | 2005.09.19 17:10 | buy | 74 | 1.00 | 1.2762 | 0.0000 | 1.3114 | ||
148 | 2005.09.21 07:00 | close | 74 | 1.00 | 1.2744 | 0.0000 | 1.3114 | -129.41 | 11877.89 |
149 | 2005.09.21 18:40 | sell | 75 | 1.00 | 1.2721 | 0.0000 | 1.2369 | ||
150 | 2005.09.22 16:00 | close | 75 | 1.00 | 1.2743 | 0.0000 | 1.2369 | -204.59 | 11673.29 |
151 | 2005.10.07 06:00 | sell | 76 | 1.00 | 1.2732 | 0.0000 | 1.2380 | ||
152 | 2005.10.07 12:00 | close | 76 | 1.00 | 1.2745 | 0.0000 | 1.2380 | -102.00 | 11571.29 |
153 | 2005.10.17 01:20 | sell | 77 | 1.00 | 1.2854 | 0.0000 | 1.2502 | ||
154 | 2005.10.17 12:00 | close | 77 | 1.00 | 1.2913 | 0.0000 | 1.2502 | -456.90 | 11114.39 |
155 | 2005.10.18 19:25 | buy | 78 | 1.00 | 1.3004 | 0.0000 | 1.3356 | ||
156 | 2005.10.19 13:00 | close | 78 | 1.00 | 1.2969 | 0.0000 | 1.3356 | -263.95 | 10850.44 |
157 | 2005.10.26 03:15 | sell | 79 | 1.00 | 1.2774 | 0.0000 | 1.2422 | ||
158 | 2005.10.26 12:00 | close | 79 | 1.00 | 1.2821 | 0.0000 | 1.2422 | -366.59 | 10483.85 |
159 | 2005.11.04 09:30 | buy | 80 | 1.00 | 1.2919 | 0.0000 | 1.3271 | ||
160 | 2005.11.10 10:00 | close | 80 | 1.00 | 1.3089 | 0.0000 | 1.3271 | 1334.31 | 11818.15 |
161 | 2005.12.06 04:35 | sell | 81 | 1.00 | 1.3085 | 0.0000 | 1.2733 | ||
162 | 2005.12.06 12:00 | close | 81 | 1.00 | 1.3095 | 0.0000 | 1.2733 | -76.36 | 11741.79 |
163 | 2005.12.07 02:10 | sell | 82 | 1.00 | 1.3074 | 0.0000 | 1.2722 | ||
164 | 2005.12.07 09:00 | close | 82 | 1.00 | 1.3111 | 0.0000 | 1.2722 | -282.20 | 11459.59 |
165 | 2005.12.08 01:10 | buy | 83 | 1.00 | 1.3126 | 0.0000 | 1.3478 | ||
166 | 2005.12.08 10:00 | close | 83 | 1.00 | 1.3077 | 0.0000 | 1.3478 | -374.70 | 11084.89 |
167 | 2005.12.09 01:40 | sell | 84 | 1.00 | 1.3022 | 0.0000 | 1.2670 | ||
168 | 2005.12.09 09:00 | close | 84 | 1.00 | 1.3040 | 0.0000 | 1.2670 | -138.04 | 10946.85 |
169 | 2005.12.16 07:15 | buy | 85 | 1.00 | 1.2894 | 0.0000 | 1.3246 | ||
170 | 2005.12.22 16:00 | close | 85 | 1.00 | 1.3112 | 0.0000 | 1.3246 | 1698.11 | 12644.96 |
171 | 2005.12.30 22:10 | buy | 86 | 1.00 | 1.3138 | 0.0000 | 1.3490 | ||
172 | 2006.01.02 09:00 | close | 86 | 1.00 | 1.3131 | 0.0000 | 1.3490 | -47.39 | 12597.57 |
173 | 2006.01.05 02:25 | sell | 87 | 1.00 | 1.2780 | 0.0000 | 1.2428 | ||
174 | 2006.01.05 12:10 | close | 87 | 1.00 | 1.2826 | 0.0000 | 1.2428 | -358.65 | 12238.92 |
175 | 2006.01.16 07:40 | sell | 88 | 1.00 | 1.2770 | 0.0000 | 1.2418 | ||
176 | 2006.01.16 16:00 | close | 88 | 1.00 | 1.2799 | 0.0000 | 1.2418 | -226.59 | 12012.33 |
177 | 2006.01.24 03:40 | sell | 89 | 1.00 | 1.2592 | 0.0000 | 1.2240 | ||
178 | 2006.01.24 12:00 | close | 89 | 1.00 | 1.2625 | 0.0000 | 1.2240 | -261.39 | 11750.94 |
179 | 2006.01.31 02:35 | buy | 90 | 1.00 | 1.2869 | 0.0000 | 1.3221 | ||
180 | 2006.01.31 09:00 | close | 90 | 1.00 | 1.2835 | 0.0000 | 1.3221 | -264.90 | 11486.04 |
181 | 2006.02.13 07:20 | buy | 91 | 1.00 | 1.3062 | 0.0000 | 1.3414 | ||
182 | 2006.02.15 03:00 | close | 91 | 1.00 | 1.3064 | 0.0000 | 1.3414 | 27.15 | 11513.18 |
183 | 2006.02.16 07:50 | buy | 92 | 1.00 | 1.3099 | 0.0000 | 1.3451 | ||
184 | 2006.02.16 23:00 | close | 92 | 1.00 | 1.3097 | 0.0000 | 1.3451 | -15.27 | 11497.91 |
185 | 2006.03.03 02:50 | sell | 93 | 1.00 | 1.3017 | 0.0000 | 1.2665 | ||
186 | 2006.03.06 12:00 | close | 93 | 1.00 | 1.2975 | 0.0000 | 1.2665 | 313.05 | 11810.96 |
187 | 2006.03.08 03:00 | buy | 94 | 1.00 | 1.3128 | 0.0000 | 1.3480 | ||
188 | 2006.03.08 12:00 | close | 94 | 1.00 | 1.3087 | 0.0000 | 1.3480 | -313.29 | 11497.67 |
189 | 2006.03.16 05:20 | sell | 95 | 1.00 | 1.2972 | 0.0000 | 1.2620 | ||
190 | 2006.03.17 16:00 | close | 95 | 1.00 | 1.2945 | 0.0000 | 1.2620 | 197.93 | 11695.60 |
191 | 2006.03.22 00:00 | buy | 96 | 1.00 | 1.2999 | 0.0000 | 1.3351 | ||
192 | 2006.03.24 17:00 | close | 96 | 1.00 | 1.3119 | 0.0000 | 1.3351 | 938.37 | 12633.97 |
193 | 2006.03.31 07:55 | sell | 97 | 1.00 | 1.2988 | 0.0000 | 1.2636 | ||
194 | 2006.03.31 11:00 | close | 97 | 1.00 | 1.3043 | 0.0000 | 1.2636 | -421.68 | 12212.29 |
195 | 2006.04.05 02:20 | sell | 98 | 1.00 | 1.2917 | 0.0000 | 1.2565 | ||
196 | 2006.04.06 15:00 | close | 98 | 1.00 | 1.2876 | 0.0000 | 1.2565 | 286.47 | 12498.75 |
197 | 2006.04.18 01:05 | sell | 99 | 1.00 | 1.2798 | 0.0000 | 1.2446 | ||
198 | 2006.04.20 09:00 | close | 99 | 1.00 | 1.2726 | 0.0000 | 1.2446 | 523.16 | 13021.92 |
199 | 2006.05.05 08:25 | sell | 100 | 1.00 | 1.2294 | 0.0000 | 1.1942 | ||
200 | 2006.05.08 16:00 | close | 100 | 1.00 | 1.2284 | 0.0000 | 1.1942 | 70.76 | 13092.68 |
201 | 2006.05.15 06:20 | sell | 101 | 1.00 | 1.1980 | 0.0000 | 1.1628 | ||
202 | 2006.05.15 10:00 | close | 101 | 1.00 | 1.2034 | 0.0000 | 1.1628 | -448.73 | 12643.95 |
203 | 2006.05.18 02:25 | buy | 102 | 1.00 | 1.2134 | 0.0000 | 1.2486 | ||
204 | 2006.05.18 11:00 | close | 102 | 1.00 | 1.2109 | 0.0000 | 1.2486 | -206.46 | 12437.49 |
205 | 2006.05.19 19:00 | buy | 103 | 1.00 | 1.2181 | 0.0000 | 1.2533 | ||
206 | 2006.05.22 13:00 | close | 103 | 1.00 | 1.2146 | 0.0000 | 1.2533 | -282.25 | 12155.23 |
207 | 2006.05.29 03:55 | buy | 104 | 1.00 | 1.2250 | 0.0000 | 1.2602 | ||
208 | 2006.05.29 12:00 | close | 104 | 1.00 | 1.2233 | 0.0000 | 1.2602 | -138.97 | 12016.26 |
209 | 2006.05.31 01:15 | sell | 105 | 1.00 | 1.2125 | 0.0000 | 1.1773 | ||
210 | 2006.05.31 17:00 | close | 105 | 1.00 | 1.2153 | 0.0000 | 1.1773 | -230.40 | 11785.86 |
211 | 2006.06.07 05:50 | buy | 106 | 1.00 | 1.2145 | 0.0000 | 1.2497 | ||
212 | 2006.06.09 14:00 | close | 106 | 1.00 | 1.2306 | 0.0000 | 1.2497 | 1331.97 | 13117.83 |
213 | 2006.06.15 02:30 | sell | 107 | 1.00 | 1.2321 | 0.0000 | 1.1969 | ||
214 | 2006.06.16 16:00 | close | 107 | 1.00 | 1.2345 | 0.0000 | 1.1969 | -205.06 | 12912.77 |
215 | 2006.07.03 03:20 | sell | 108 | 1.00 | 1.2249 | 0.0000 | 1.1897 | ||
216 | 2006.07.05 10:00 | close | 108 | 1.00 | 1.2292 | 0.0000 | 1.1897 | -371.12 | 12541.65 |
217 | 2006.07.06 00:10 | buy | 109 | 1.00 | 1.2315 | 0.0000 | 1.2667 | ||
218 | 2006.07.06 10:00 | close | 109 | 1.00 | 1.2302 | 0.0000 | 1.2667 | -105.67 | 12435.98 |
219 | 2006.07.12 04:05 | sell | 110 | 1.00 | 1.2271 | 0.0000 | 1.1919 | ||
220 | 2006.07.12 14:00 | close | 110 | 1.00 | 1.2311 | 0.0000 | 1.1919 | -324.91 | 12111.07 |
221 | 2006.07.13 00:35 | buy | 111 | 1.00 | 1.2336 | 0.0000 | 1.2688 | ||
222 | 2006.07.13 10:00 | close | 111 | 1.00 | 1.2292 | 0.0000 | 1.2688 | -357.95 | 11753.12 |
223 | 2006.07.26 06:50 | buy | 112 | 1.00 | 1.2523 | 0.0000 | 1.2875 | ||
224 | 2006.07.26 17:00 | close | 112 | 1.00 | 1.2491 | 0.0000 | 1.2875 | -256.18 | 11496.94 |
225 | 2006.07.31 08:30 | sell | 113 | 1.00 | 1.2333 | 0.0000 | 1.1981 | ||
226 | 2006.08.01 07:00 | close | 113 | 1.00 | 1.2347 | 0.0000 | 1.1981 | -124.04 | 11372.90 |
227 | 2006.08.02 08:50 | sell | 114 | 1.00 | 1.2274 | 0.0000 | 1.1922 | ||
228 | 2006.08.02 19:00 | close | 114 | 1.00 | 1.2302 | 0.0000 | 1.1922 | -227.61 | 11145.29 |
229 | 2006.08.09 20:00 | sell | 115 | 1.00 | 1.2246 | 0.0000 | 1.1894 | ||
230 | 2006.08.10 13:00 | close | 115 | 1.00 | 1.2267 | 0.0000 | 1.1894 | -203.15 | 10942.13 |
231 | 2006.08.11 00:15 | buy | 116 | 1.00 | 1.2338 | 0.0000 | 1.2690 | ||
232 | 2006.08.15 15:00 | close | 116 | 1.00 | 1.2375 | 0.0000 | 1.2690 | 310.82 | 11252.96 |
233 | 2006.08.23 00:55 | buy | 117 | 1.00 | 1.2337 | 0.0000 | 1.2689 | ||
234 | 2006.08.23 10:00 | close | 117 | 1.00 | 1.2315 | 0.0000 | 1.2689 | -178.64 | 11074.32 |
235 | 2006.08.25 03:40 | buy | 118 | 1.00 | 1.2387 | 0.0000 | 1.2739 | ||
236 | 2006.08.28 06:00 | close | 118 | 1.00 | 1.2357 | 0.0000 | 1.2739 | -236.86 | 10837.46 |
237 | 2006.08.30 04:35 | sell | 119 | 1.00 | 1.2293 | 0.0000 | 1.1941 | ||
238 | 2006.08.31 17:00 | close | 119 | 1.00 | 1.2332 | 0.0000 | 1.1941 | -348.20 | 10489.25 |
239 | 2006.09.22 21:45 | sell | 120 | 1.00 | 1.2360 | 0.0000 | 1.2008 | ||
240 | 2006.09.25 12:00 | close | 120 | 1.00 | 1.2364 | 0.0000 | 1.2008 | -43.00 | 10446.25 |
241 | 2006.10.02 23:30 | sell | 121 | 1.00 | 1.2436 | 0.0000 | 1.2084 | ||
242 | 2006.10.03 13:00 | close | 121 | 1.00 | 1.2442 | 0.0000 | 1.2084 | -58.87 | 10387.38 |
243 | 2006.10.09 05:35 | buy | 122 | 1.00 | 1.2604 | 0.0000 | 1.2956 | ||
244 | 2006.10.12 10:00 | close | 122 | 1.00 | 1.2688 | 0.0000 | 1.2956 | 691.63 | 11079.01 |
245 | 2006.10.17 22:50 | sell | 123 | 1.00 | 1.2681 | 0.0000 | 1.2329 | ||
246 | 2006.10.18 15:00 | close | 123 | 1.00 | 1.2709 | 0.0000 | 1.2329 | -230.96 | 10848.04 |
247 | 2006.11.23 03:50 | sell | 124 | 1.00 | 1.2275 | 0.0000 | 1.1923 | ||
248 | 2006.11.28 17:00 | close | 124 | 1.00 | 1.2082 | 0.0000 | 1.1923 | 1565.46 | 12413.50 |
249 | 2006.11.30 03:15 | buy | 125 | 1.00 | 1.2082 | 0.0000 | 1.2434 | ||
250 | 2006.11.30 09:00 | close | 125 | 1.00 | 1.2065 | 0.0000 | 1.2434 | -140.90 | 12272.60 |
251 | 2006.12.04 05:00 | sell | 126 | 1.00 | 1.1940 | 0.0000 | 1.1588 | ||
252 | 2006.12.04 11:00 | close | 126 | 1.00 | 1.1989 | 0.0000 | 1.1588 | -408.71 | 11863.89 |
253 | 2006.12.11 08:45 | buy | 127 | 1.00 | 1.2056 | 0.0000 | 1.2408 | ||
254 | 2006.12.11 19:00 | close | 127 | 1.00 | 1.2002 | 0.0000 | 1.2408 | -449.93 | 11413.96 |
255 | 2006.12.18 01:55 | buy | 128 | 1.00 | 1.2206 | 0.0000 | 1.2558 | ||
256 | 2006.12.19 08:00 | close | 128 | 1.00 | 1.2216 | 0.0000 | 1.2558 | 87.79 | 11501.75 |
257 | 2006.12.20 08:15 | sell | 129 | 1.00 | 1.2132 | 0.0000 | 1.1780 | ||
258 | 2006.12.20 17:00 | close | 129 | 1.00 | 1.2173 | 0.0000 | 1.1780 | -336.81 | 11164.94 |
259 | 2007.01.04 01:05 | buy | 130 | 1.00 | 1.2250 | 0.0000 | 1.2602 | ||
260 | 2007.01.05 09:00 | close | 130 | 1.00 | 1.2283 | 0.0000 | 1.2602 | 274.58 | 11439.51 |
261 | 2007.01.05 22:45 | buy | 131 | 1.00 | 1.2356 | 0.0000 | 1.2708 | ||
262 | 2007.01.08 10:00 | close | 131 | 1.00 | 1.2342 | 0.0000 | 1.2708 | -107.51 | 11332.00 |
263 | 2007.01.12 03:25 | buy | 132 | 1.00 | 1.2485 | 0.0000 | 1.2837 | ||
264 | 2007.01.12 16:00 | close | 132 | 1.00 | 1.2454 | 0.0000 | 1.2837 | -248.92 | 11083.08 |
265 | 2007.01.25 03:00 | buy | 133 | 1.00 | 1.2472 | 0.0000 | 1.2824 | ||
266 | 2007.01.25 12:00 | close | 133 | 1.00 | 1.2437 | 0.0000 | 1.2824 | -281.41 | 10801.67 |