Symbol | USDCHF (United States Dollar vs. Swiss Franc) | ||||
Period | 5 Minutes (M5) 2004.06.16 00:00 - 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 | 201508 | Ticks modelled | 5285092 | Modelling quality | 90.00% |
Initial deposit | 10000.00 | ||||
Total net profit | -5544.71 | Gross profit | 27768.48 | Gross loss | -33313.19 |
Profit factor | 0.83 | Expected payoff | -37.98 | ||
Absolute drawdown | 5744.07 | Maximal drawdown | 8614.96 (66.93%) | Relative drawdown | 66.93% (8614.96) |
Total trades | 146 | Short positions (won %) | 72 (29.17%) | Long positions (won %) | 74 (31.08%) |
Profit trades (% of total) | 44 (30.14%) | Loss trades (% of total) | 102 (69.86%) | ||
Largest | profit trade | 1733.31 | loss trade | -901.43 | |
Average | profit trade | 631.10 | loss trade | -326.60 | |
Maximum | consecutive wins (profit in money) | 4 (2628.31) | consecutive losses (loss in money) | 21 (-7649.78) | |
Maximal | consecutive profit (count of wins) | 2628.31 (4) | consecutive loss (count of losses) | -7649.78 (21) | |
Average | consecutive wins | 1 | consecutive losses | 3 |
# | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
1 | 2004.06.16 10:10 | sell | 1 | 1.00 | 1.2537 | 0.0000 | 1.2184 | ||
2 | 2004.06.16 12:00 | close | 1 | 1.00 | 1.2598 | 0.0000 | 1.2184 | -484.20 | 9515.80 |
3 | 2004.06.17 08:15 | buy | 2 | 1.00 | 1.2663 | 0.0000 | 1.3016 | ||
4 | 2004.06.17 11:00 | close | 2 | 1.00 | 1.2560 | 0.0000 | 1.3016 | -820.06 | 8695.74 |
5 | 2004.06.18 06:00 | sell | 3 | 1.00 | 1.2573 | 0.0000 | 1.2220 | ||
6 | 2004.06.22 13:00 | close | 3 | 1.00 | 1.2534 | 0.0000 | 1.2220 | 291.37 | 8987.11 |
7 | 2004.06.24 10:40 | buy | 4 | 1.00 | 1.2526 | 0.0000 | 1.2879 | ||
8 | 2004.06.24 12:00 | close | 4 | 1.00 | 1.2473 | 0.0000 | 1.2879 | -424.92 | 8562.19 |
9 | 2004.06.25 03:25 | sell | 5 | 1.00 | 1.2460 | 0.0000 | 1.2107 | ||
10 | 2004.06.25 11:00 | close | 5 | 1.00 | 1.2500 | 0.0000 | 1.2107 | -320.00 | 8242.19 |
11 | 2004.06.30 11:45 | buy | 6 | 1.00 | 1.2605 | 0.0000 | 1.2958 | ||
12 | 2004.06.30 14:00 | close | 6 | 1.00 | 1.2547 | 0.0000 | 1.2958 | -462.26 | 7779.93 |
13 | 2004.07.01 10:20 | sell | 7 | 1.00 | 1.2546 | 0.0000 | 1.2193 | ||
14 | 2004.07.05 18:00 | close | 7 | 1.00 | 1.2372 | 0.0000 | 1.2193 | 1386.62 | 9166.55 |
15 | 2004.07.13 15:05 | buy | 8 | 1.00 | 1.2285 | 0.0000 | 1.2638 | ||
16 | 2004.07.14 16:00 | close | 8 | 1.00 | 1.2278 | 0.0000 | 1.2638 | -49.15 | 9117.40 |
17 | 2004.07.19 09:30 | sell | 9 | 1.00 | 1.2272 | 0.0000 | 1.1919 | ||
18 | 2004.07.20 13:00 | close | 9 | 1.00 | 1.2322 | 0.0000 | 1.1919 | -415.67 | 8701.73 |
19 | 2004.07.21 10:05 | buy | 10 | 1.00 | 1.2436 | 0.0000 | 1.2789 | ||
20 | 2004.07.22 18:00 | close | 10 | 1.00 | 1.2463 | 0.0000 | 1.2789 | 240.22 | 8941.95 |
21 | 2004.07.26 06:05 | buy | 11 | 1.00 | 1.2644 | 0.0000 | 1.2997 | ||
22 | 2004.07.30 16:00 | close | 11 | 1.00 | 1.2730 | 0.0000 | 1.2997 | 722.73 | 9664.68 |
23 | 2004.08.02 16:50 | sell | 12 | 1.00 | 1.2756 | 0.0000 | 1.2403 | ||
24 | 2004.08.03 02:00 | close | 12 | 1.00 | 1.2808 | 0.0000 | 1.2403 | -415.89 | 9248.79 |
25 | 2004.08.03 17:00 | buy | 13 | 1.00 | 1.2777 | 0.0000 | 1.3130 | ||
26 | 2004.08.04 18:00 | close | 13 | 1.00 | 1.2760 | 0.0000 | 1.3130 | -125.37 | 9123.42 |
27 | 2004.08.09 09:55 | sell | 14 | 1.00 | 1.2538 | 0.0000 | 1.2185 | ||
28 | 2004.08.10 22:00 | close | 14 | 1.00 | 1.2631 | 0.0000 | 1.2185 | -746.17 | 8377.25 |
29 | 2004.08.11 10:05 | buy | 15 | 1.00 | 1.2599 | 0.0000 | 1.2952 | ||
30 | 2004.08.12 11:00 | close | 15 | 1.00 | 1.2564 | 0.0000 | 1.2952 | -254.99 | 8122.26 |
31 | 2004.08.16 08:30 | sell | 16 | 1.00 | 1.2404 | 0.0000 | 1.2051 | ||
32 | 2004.08.17 14:00 | close | 16 | 1.00 | 1.2456 | 0.0000 | 1.2051 | -427.36 | 7694.90 |
33 | 2004.08.24 09:00 | buy | 17 | 1.00 | 1.2677 | 0.0000 | 1.3030 | ||
34 | 2004.08.31 05:00 | close | 17 | 1.00 | 1.2767 | 0.0000 | 1.3030 | 759.96 | 8454.86 |
35 | 2004.09.09 11:50 | sell | 18 | 1.00 | 1.2625 | 0.0000 | 1.2272 | ||
36 | 2004.09.14 13:00 | close | 18 | 1.00 | 1.2611 | 0.0000 | 1.2272 | 81.34 | 8536.20 |
37 | 2004.09.22 08:50 | sell | 19 | 1.00 | 1.2560 | 0.0000 | 1.2207 | ||
38 | 2004.09.22 14:00 | close | 19 | 1.00 | 1.2627 | 0.0000 | 1.2207 | -530.61 | 8005.59 |
39 | 2004.10.01 05:10 | sell | 20 | 1.00 | 1.2470 | 0.0000 | 1.2117 | ||
40 | 2004.10.01 14:00 | close | 20 | 1.00 | 1.2518 | 0.0000 | 1.2117 | -383.45 | 7622.14 |
41 | 2004.10.15 10:05 | sell | 21 | 1.00 | 1.2453 | 0.0000 | 1.2100 | ||
42 | 2004.10.19 05:00 | close | 21 | 1.00 | 1.2349 | 0.0000 | 1.2100 | 822.39 | 8444.53 |
43 | 2004.10.20 22:25 | sell | 22 | 1.00 | 1.2226 | 0.0000 | 1.1873 | ||
44 | 2004.10.26 20:00 | close | 22 | 1.00 | 1.2034 | 0.0000 | 1.1873 | 1536.14 | 9980.67 |
45 | 2004.10.28 06:55 | buy | 23 | 1.00 | 1.2055 | 0.0000 | 1.2408 | ||
46 | 2004.10.28 17:00 | close | 23 | 1.00 | 1.2034 | 0.0000 | 1.2408 | -174.51 | 9806.16 |
47 | 2004.11.01 05:05 | sell | 24 | 1.00 | 1.1975 | 0.0000 | 1.1622 | ||
48 | 2004.11.01 13:00 | close | 24 | 1.00 | 1.2013 | 0.0000 | 1.1622 | -316.32 | 9489.84 |
49 | 2004.11.04 11:20 | sell | 25 | 1.00 | 1.1953 | 0.0000 | 1.1600 | ||
50 | 2004.11.05 13:00 | close | 25 | 1.00 | 1.1914 | 0.0000 | 1.1600 | 317.46 | 9807.30 |
51 | 2004.11.08 15:10 | sell | 26 | 1.00 | 1.1802 | 0.0000 | 1.1449 | ||
52 | 2004.11.09 14:00 | close | 26 | 1.00 | 1.1846 | 0.0000 | 1.1449 | -381.32 | 9425.98 |
53 | 2004.11.11 11:00 | buy | 27 | 1.00 | 1.1816 | 0.0000 | 1.2169 | ||
54 | 2004.11.11 17:00 | close | 27 | 1.00 | 1.1767 | 0.0000 | 1.2169 | -416.42 | 9009.56 |
55 | 2004.11.18 06:35 | sell | 28 | 1.00 | 1.1637 | 0.0000 | 1.1284 | ||
56 | 2004.11.18 18:00 | close | 28 | 1.00 | 1.1676 | 0.0000 | 1.1284 | -334.02 | 8675.54 |
57 | 2004.12.06 09:20 | sell | 29 | 1.00 | 1.1333 | 0.0000 | 1.0980 | ||
58 | 2004.12.06 19:00 | close | 29 | 1.00 | 1.1395 | 0.0000 | 1.0980 | -544.10 | 8131.44 |
59 | 2004.12.14 06:15 | sell | 30 | 1.00 | 1.1562 | 0.0000 | 1.1209 | ||
60 | 2004.12.16 18:00 | close | 30 | 1.00 | 1.1533 | 0.0000 | 1.1209 | 211.89 | 8343.33 |
61 | 2004.12.17 07:20 | buy | 31 | 1.00 | 1.1561 | 0.0000 | 1.1914 | ||
62 | 2004.12.20 12:00 | close | 31 | 1.00 | 1.1514 | 0.0000 | 1.1914 | -400.34 | 7942.99 |
63 | 2004.12.25 00:05 | sell | 32 | 1.00 | 1.1430 | 0.0000 | 1.1077 | ||
64 | 2004.12.31 20:00 | close | 32 | 1.00 | 1.1418 | 0.0000 | 1.1077 | 35.87 | 7978.86 |
65 | 2005.01.05 09:50 | buy | 33 | 1.00 | 1.1669 | 0.0000 | 1.2022 | ||
66 | 2005.01.10 12:00 | close | 33 | 1.00 | 1.1813 | 0.0000 | 1.2022 | 1258.30 | 9237.16 |
67 | 2005.01.13 01:50 | sell | 34 | 1.00 | 1.1688 | 0.0000 | 1.1335 | ||
68 | 2005.01.13 12:00 | close | 34 | 1.00 | 1.1703 | 0.0000 | 1.1335 | -128.17 | 9108.99 |
69 | 2005.01.26 03:40 | buy | 35 | 1.00 | 1.1930 | 0.0000 | 1.2283 | ||
70 | 2005.01.26 15:00 | close | 35 | 1.00 | 1.1899 | 0.0000 | 1.2283 | -260.53 | 8848.46 |
71 | 2005.02.08 11:45 | buy | 36 | 1.00 | 1.2219 | 0.0000 | 1.2572 | ||
72 | 2005.02.09 11:00 | close | 36 | 1.00 | 1.2172 | 0.0000 | 1.2572 | -378.27 | 8470.19 |
73 | 2005.02.10 12:40 | sell | 37 | 1.00 | 1.2173 | 0.0000 | 1.1820 | ||
74 | 2005.02.12 01:00 | close | 37 | 1.00 | 1.2107 | 0.0000 | 1.1820 | 535.25 | 9005.44 |
75 | 2005.02.23 10:25 | sell | 38 | 1.00 | 1.1625 | 0.0000 | 1.1272 | ||
76 | 2005.02.23 19:00 | close | 38 | 1.00 | 1.1666 | 0.0000 | 1.1272 | -351.45 | 8653.99 |
77 | 2005.02.28 23:05 | sell | 39 | 1.00 | 1.1619 | 0.0000 | 1.1266 | ||
78 | 2005.03.01 06:00 | close | 39 | 1.00 | 1.1676 | 0.0000 | 1.1266 | -498.07 | 8155.92 |
79 | 2005.03.03 00:00 | buy | 40 | 1.00 | 1.1738 | 0.0000 | 1.2091 | ||
80 | 2005.03.04 18:00 | close | 40 | 1.00 | 1.1708 | 0.0000 | 1.2091 | -248.38 | 7907.54 |
81 | 2005.03.07 05:50 | sell | 41 | 1.00 | 1.1699 | 0.0000 | 1.1346 | ||
82 | 2005.03.07 14:00 | close | 41 | 1.00 | 1.1722 | 0.0000 | 1.1346 | -196.21 | 7711.33 |
83 | 2005.03.09 06:25 | sell | 42 | 1.00 | 1.1627 | 0.0000 | 1.1274 | ||
84 | 2005.03.14 11:00 | close | 42 | 1.00 | 1.1553 | 0.0000 | 1.1274 | 591.08 | 8302.41 |
85 | 2005.03.16 09:20 | buy | 43 | 1.00 | 1.1642 | 0.0000 | 1.1995 | ||
86 | 2005.03.16 12:00 | close | 43 | 1.00 | 1.1584 | 0.0000 | 1.1995 | -500.69 | 7801.72 |
87 | 2005.03.23 10:35 | buy | 44 | 1.00 | 1.1880 | 0.0000 | 1.2233 | ||
88 | 2005.03.29 07:00 | close | 44 | 1.00 | 1.1989 | 0.0000 | 1.2233 | 956.33 | 8758.05 |
89 | 2005.03.29 15:35 | sell | 45 | 1.00 | 1.2018 | 0.0000 | 1.1665 | ||
90 | 2005.04.01 07:00 | close | 45 | 1.00 | 1.1985 | 0.0000 | 1.1665 | 225.89 | 8983.94 |
91 | 2005.04.08 11:10 | buy | 46 | 1.00 | 1.2089 | 0.0000 | 1.2442 | ||
92 | 2005.04.08 19:00 | close | 46 | 1.00 | 1.1981 | 0.0000 | 1.2442 | -901.43 | 8082.51 |
93 | 2005.04.18 04:10 | sell | 47 | 1.00 | 1.2037 | 0.0000 | 1.1684 | ||
94 | 2005.04.20 16:00 | close | 47 | 1.00 | 1.1871 | 0.0000 | 1.1684 | 1378.59 | 9461.10 |
95 | 2005.04.25 22:10 | buy | 48 | 1.00 | 1.1877 | 0.0000 | 1.2230 | ||
96 | 2005.04.27 16:00 | close | 48 | 1.00 | 1.1871 | 0.0000 | 1.2230 | -34.82 | 9426.28 |
97 | 2005.05.04 19:05 | sell | 49 | 1.00 | 1.1943 | 0.0000 | 1.1590 | ||
98 | 2005.05.05 17:00 | close | 49 | 1.00 | 1.1961 | 0.0000 | 1.1590 | -180.16 | 9246.12 |
99 | 2005.05.11 07:25 | sell | 50 | 1.00 | 1.2020 | 0.0000 | 1.1667 | ||
100 | 2005.05.11 16:00 | close | 50 | 1.00 | 1.2083 | 0.0000 | 1.1667 | -521.39 | 8724.73 |
101 | 2005.05.16 12:00 | buy | 51 | 1.00 | 1.2251 | 0.0000 | 1.2604 | ||
102 | 2005.05.17 09:00 | close | 51 | 1.00 | 1.2213 | 0.0000 | 1.2604 | -303.28 | 8421.45 |
103 | 2005.05.21 00:35 | buy | 52 | 1.00 | 1.2313 | 0.0000 | 1.2666 | ||
104 | 2005.05.24 10:00 | close | 52 | 1.00 | 1.2282 | 0.0000 | 1.2666 | -236.68 | 8184.77 |
105 | 2005.05.27 07:50 | buy | 53 | 1.00 | 1.2350 | 0.0000 | 1.2703 | ||
106 | 2005.05.27 19:00 | close | 53 | 1.00 | 1.2322 | 0.0000 | 1.2703 | -227.24 | 7957.53 |
107 | 2005.05.31 01:45 | buy | 54 | 1.00 | 1.2380 | 0.0000 | 1.2733 | ||
108 | 2005.06.02 12:00 | close | 54 | 1.00 | 1.2485 | 0.0000 | 1.2733 | 872.45 | 8829.98 |
109 | 2005.06.03 18:10 | sell | 55 | 1.00 | 1.2523 | 0.0000 | 1.2170 | ||
110 | 2005.06.08 20:00 | close | 55 | 1.00 | 1.2500 | 0.0000 | 1.2170 | 154.33 | 8984.31 |
111 | 2005.06.13 22:20 | buy | 56 | 1.00 | 1.2715 | 0.0000 | 1.3068 | ||
112 | 2005.06.14 10:00 | close | 56 | 1.00 | 1.2685 | 0.0000 | 1.3068 | -228.64 | 8755.67 |
113 | 2005.06.16 04:15 | sell | 57 | 1.00 | 1.2727 | 0.0000 | 1.2374 | ||
114 | 2005.06.20 17:00 | close | 57 | 1.00 | 1.2707 | 0.0000 | 1.2374 | 137.61 | 8893.28 |
115 | 2005.06.23 03:10 | buy | 58 | 1.00 | 1.2703 | 0.0000 | 1.3056 | ||
116 | 2005.06.24 18:00 | close | 58 | 1.00 | 1.2748 | 0.0000 | 1.3056 | 360.86 | 9254.14 |
117 | 2005.06.29 03:20 | buy | 59 | 1.00 | 1.2788 | 0.0000 | 1.3141 | ||
118 | 2005.07.07 12:00 | close | 59 | 1.00 | 1.2971 | 0.0000 | 1.3141 | 1489.44 | 10743.58 |
119 | 2005.07.14 09:20 | buy | 60 | 1.00 | 1.2894 | 0.0000 | 1.3247 | ||
120 | 2005.07.20 04:00 | close | 60 | 1.00 | 1.2973 | 0.0000 | 1.3247 | 640.40 | 11383.98 |
121 | 2005.07.21 09:25 | sell | 61 | 1.00 | 1.2877 | 0.0000 | 1.2524 | ||
122 | 2005.07.22 17:00 | close | 61 | 1.00 | 1.2907 | 0.0000 | 1.2524 | -242.32 | 11141.66 |
123 | 2005.07.25 06:30 | buy | 62 | 1.00 | 1.2956 | 0.0000 | 1.3309 | ||
124 | 2005.07.27 21:00 | close | 62 | 1.00 | 1.2956 | 0.0000 | 1.3309 | 15.72 | 11157.38 |
125 | 2005.08.01 23:50 | sell | 63 | 1.00 | 1.2796 | 0.0000 | 1.2443 | ||
126 | 2005.08.03 04:00 | close | 63 | 1.00 | 1.2795 | 0.0000 | 1.2443 | -11.96 | 11145.42 |
127 | 2005.08.04 03:05 | sell | 64 | 1.00 | 1.2623 | 0.0000 | 1.2270 | ||
128 | 2005.08.05 17:00 | close | 64 | 1.00 | 1.2665 | 0.0000 | 1.2270 | -341.51 | 10803.91 |
129 | 2005.08.06 00:25 | buy | 65 | 1.00 | 1.2616 | 0.0000 | 1.2969 | ||
130 | 2005.08.08 13:00 | close | 65 | 1.00 | 1.2603 | 0.0000 | 1.2969 | -95.29 | 10708.62 |
131 | 2005.08.18 06:20 | buy | 66 | 1.00 | 1.2605 | 0.0000 | 1.2958 | ||
132 | 2005.08.22 16:00 | close | 66 | 1.00 | 1.2685 | 0.0000 | 1.2958 | 646.39 | 11355.01 |
133 | 2005.08.22 23:50 | sell | 67 | 1.00 | 1.2705 | 0.0000 | 1.2352 | ||
134 | 2005.08.24 08:00 | close | 67 | 1.00 | 1.2759 | 0.0000 | 1.2352 | -443.01 | 10912.00 |
135 | 2005.08.26 02:30 | sell | 68 | 1.00 | 1.2581 | 0.0000 | 1.2228 | ||
136 | 2005.08.29 19:00 | close | 68 | 1.00 | 1.2648 | 0.0000 | 1.2228 | -539.62 | 10372.38 |
137 | 2005.09.07 06:50 | buy | 69 | 1.00 | 1.2376 | 0.0000 | 1.2729 | ||
138 | 2005.09.14 16:00 | close | 69 | 1.00 | 1.2562 | 0.0000 | 1.2729 | 1535.68 | 11908.06 |
139 | 2005.09.20 05:10 | buy | 70 | 1.00 | 1.2765 | 0.0000 | 1.3118 | ||
140 | 2005.09.21 10:00 | close | 70 | 1.00 | 1.2719 | 0.0000 | 1.3118 | -353.80 | 11554.26 |
141 | 2005.09.26 10:55 | buy | 71 | 1.00 | 1.2925 | 0.0000 | 1.3278 | ||
142 | 2005.09.26 23:00 | close | 71 | 1.00 | 1.2889 | 0.0000 | 1.3278 | -279.31 | 11274.95 |
143 | 2005.09.28 02:55 | buy | 72 | 1.00 | 1.2955 | 0.0000 | 1.3308 | ||
144 | 2005.09.29 01:00 | close | 72 | 1.00 | 1.2914 | 0.0000 | 1.3308 | -293.90 | 10981.05 |
145 | 2005.10.04 06:15 | buy | 73 | 1.00 | 1.3009 | 0.0000 | 1.3362 | ||
146 | 2005.10.05 12:00 | close | 73 | 1.00 | 1.2967 | 0.0000 | 1.3362 | -316.04 | 10665.01 |
147 | 2005.10.11 00:20 | buy | 74 | 1.00 | 1.2829 | 0.0000 | 1.3182 | ||
148 | 2005.10.12 16:00 | close | 74 | 1.00 | 1.2884 | 0.0000 | 1.3182 | 434.75 | 11099.76 |
149 | 2005.10.17 02:10 | sell | 75 | 1.00 | 1.2852 | 0.0000 | 1.2499 | ||
150 | 2005.10.17 13:00 | close | 75 | 1.00 | 1.2916 | 0.0000 | 1.2499 | -495.51 | 10604.25 |
151 | 2005.10.18 20:25 | buy | 76 | 1.00 | 1.3004 | 0.0000 | 1.3357 | ||
152 | 2005.10.19 14:00 | close | 76 | 1.00 | 1.2972 | 0.0000 | 1.3357 | -238.83 | 10365.42 |
153 | 2005.10.26 11:25 | sell | 77 | 1.00 | 1.2787 | 0.0000 | 1.2434 | ||
154 | 2005.10.26 14:00 | close | 77 | 1.00 | 1.2819 | 0.0000 | 1.2434 | -249.63 | 10115.79 |
155 | 2005.10.31 11:35 | buy | 78 | 1.00 | 1.2789 | 0.0000 | 1.3142 | ||
156 | 2005.11.02 06:00 | close | 78 | 1.00 | 1.2864 | 0.0000 | 1.3142 | 598.74 | 10714.53 |
157 | 2005.11.04 11:30 | buy | 79 | 1.00 | 1.2919 | 0.0000 | 1.3272 | ||
158 | 2005.11.10 13:00 | close | 79 | 1.00 | 1.3077 | 0.0000 | 1.3272 | 1255.39 | 11969.92 |
159 | 2005.11.23 12:40 | sell | 80 | 1.00 | 1.3137 | 0.0000 | 1.2784 | ||
160 | 2005.11.23 15:00 | close | 80 | 1.00 | 1.3166 | 0.0000 | 1.2784 | -220.26 | 11749.66 |
161 | 2005.11.28 12:40 | buy | 81 | 1.00 | 1.3208 | 0.0000 | 1.3561 | ||
162 | 2005.11.28 19:00 | close | 81 | 1.00 | 1.3121 | 0.0000 | 1.3561 | -663.06 | 11086.60 |
163 | 2005.12.06 06:30 | sell | 82 | 1.00 | 1.3083 | 0.0000 | 1.2730 | ||
164 | 2005.12.07 11:00 | close | 82 | 1.00 | 1.3110 | 0.0000 | 1.2730 | -215.84 | 10870.76 |
165 | 2005.12.08 03:10 | buy | 83 | 1.00 | 1.3126 | 0.0000 | 1.3479 | ||
166 | 2005.12.08 12:00 | close | 83 | 1.00 | 1.3077 | 0.0000 | 1.3479 | -374.70 | 10496.06 |
167 | 2005.12.09 03:45 | sell | 84 | 1.00 | 1.3028 | 0.0000 | 1.2675 | ||
168 | 2005.12.09 12:00 | close | 84 | 1.00 | 1.3057 | 0.0000 | 1.2675 | -222.10 | 10273.96 |
169 | 2005.12.13 08:35 | sell | 85 | 1.00 | 1.2903 | 0.0000 | 1.2550 | ||
170 | 2005.12.13 13:00 | close | 85 | 1.00 | 1.2936 | 0.0000 | 1.2550 | -255.10 | 10018.86 |
171 | 2005.12.16 09:15 | buy | 86 | 1.00 | 1.2895 | 0.0000 | 1.3248 | ||
172 | 2005.12.22 18:00 | close | 86 | 1.00 | 1.3110 | 0.0000 | 1.3248 | 1687.13 | 11705.99 |
173 | 2005.12.29 09:30 | buy | 87 | 1.00 | 1.3146 | 0.0000 | 1.3499 | ||
174 | 2005.12.30 07:00 | close | 87 | 1.00 | 1.3111 | 0.0000 | 1.3499 | -259.09 | 11446.90 |
175 | 2005.12.30 23:20 | buy | 88 | 1.00 | 1.3140 | 0.0000 | 1.3493 | ||
176 | 2006.01.03 05:00 | close | 88 | 1.00 | 1.3103 | 0.0000 | 1.3493 | -266.66 | 11180.24 |
177 | 2006.01.05 04:15 | sell | 89 | 1.00 | 1.2785 | 0.0000 | 1.2432 | ||
178 | 2006.01.05 14:00 | close | 89 | 1.00 | 1.2820 | 0.0000 | 1.2432 | -273.01 | 10907.23 |
179 | 2006.01.11 15:25 | buy | 90 | 1.00 | 1.2805 | 0.0000 | 1.3158 | ||
180 | 2006.01.11 20:00 | close | 90 | 1.00 | 1.2734 | 0.0000 | 1.3158 | -557.56 | 10349.67 |
181 | 2006.01.24 05:40 | sell | 91 | 1.00 | 1.2592 | 0.0000 | 1.2239 | ||
182 | 2006.01.25 05:00 | close | 91 | 1.00 | 1.2631 | 0.0000 | 1.2239 | -318.65 | 10031.02 |
183 | 2006.02.13 09:20 | buy | 92 | 1.00 | 1.3065 | 0.0000 | 1.3418 | ||
184 | 2006.02.15 17:00 | close | 92 | 1.00 | 1.3067 | 0.0000 | 1.3418 | 31.03 | 10062.05 |
185 | 2006.03.03 04:50 | sell | 93 | 1.00 | 1.3017 | 0.0000 | 1.2664 | ||
186 | 2006.03.06 16:00 | close | 93 | 1.00 | 1.2987 | 0.0000 | 1.2664 | 221.11 | 10283.16 |
187 | 2006.03.08 05:00 | buy | 94 | 1.00 | 1.3127 | 0.0000 | 1.3480 | ||
188 | 2006.03.08 21:00 | close | 94 | 1.00 | 1.3077 | 0.0000 | 1.3480 | -382.35 | 9900.81 |
189 | 2006.03.16 07:40 | sell | 95 | 1.00 | 1.2975 | 0.0000 | 1.2622 | ||
190 | 2006.03.17 18:00 | close | 95 | 1.00 | 1.2942 | 0.0000 | 1.2622 | 245.09 | 10145.90 |
191 | 2006.03.22 02:05 | buy | 96 | 1.00 | 1.2999 | 0.0000 | 1.3352 | ||
192 | 2006.03.24 19:00 | close | 96 | 1.00 | 1.3118 | 0.0000 | 1.3352 | 938.59 | 11084.49 |
193 | 2006.03.27 17:15 | sell | 97 | 1.00 | 1.3094 | 0.0000 | 1.2741 | ||
194 | 2006.03.29 00:00 | close | 97 | 1.00 | 1.3098 | 0.0000 | 1.2741 | -50.32 | 11034.17 |
195 | 2006.04.05 03:20 | sell | 98 | 1.00 | 1.2916 | 0.0000 | 1.2563 | ||
196 | 2006.04.06 17:00 | close | 98 | 1.00 | 1.2912 | 0.0000 | 1.2563 | 1.31 | 11035.48 |
197 | 2006.04.18 02:00 | sell | 99 | 1.00 | 1.2799 | 0.0000 | 1.2446 | ||
198 | 2006.04.20 14:00 | close | 99 | 1.00 | 1.2765 | 0.0000 | 1.2446 | 226.79 | 11262.27 |
199 | 2006.04.25 02:45 | sell | 100 | 1.00 | 1.2692 | 0.0000 | 1.2339 | ||
200 | 2006.04.26 12:00 | close | 100 | 1.00 | 1.2724 | 0.0000 | 1.2339 | -261.38 | 11000.89 |
201 | 2006.04.28 09:10 | sell | 101 | 1.00 | 1.2607 | 0.0000 | 1.2254 | ||
202 | 2006.05.01 19:00 | close | 101 | 1.00 | 1.2391 | 0.0000 | 1.2254 | 1733.31 | 12734.20 |
203 | 2006.05.05 09:30 | sell | 102 | 1.00 | 1.2298 | 0.0000 | 1.1945 | ||
204 | 2006.05.08 17:00 | close | 102 | 1.00 | 1.2280 | 0.0000 | 1.1945 | 136.69 | 12870.89 |
205 | 2006.05.15 07:25 | sell | 103 | 1.00 | 1.1980 | 0.0000 | 1.1627 | ||
206 | 2006.05.15 11:00 | close | 103 | 1.00 | 1.2032 | 0.0000 | 1.1627 | -432.18 | 12438.71 |
207 | 2006.05.16 05:50 | buy | 104 | 1.00 | 1.2100 | 0.0000 | 1.2453 | ||
208 | 2006.05.17 07:00 | close | 104 | 1.00 | 1.2053 | 0.0000 | 1.2453 | -382.08 | 12056.63 |
209 | 2006.05.18 03:25 | buy | 105 | 1.00 | 1.2135 | 0.0000 | 1.2488 | ||
210 | 2006.05.18 20:00 | close | 105 | 1.00 | 1.2085 | 0.0000 | 1.2488 | -413.74 | 11642.89 |
211 | 2006.05.19 06:50 | sell | 106 | 1.00 | 1.2093 | 0.0000 | 1.1740 | ||
212 | 2006.05.19 11:00 | close | 106 | 1.00 | 1.2163 | 0.0000 | 1.1740 | -575.52 | 11067.37 |
213 | 2006.05.19 20:00 | buy | 107 | 1.00 | 1.2181 | 0.0000 | 1.2534 | ||
214 | 2006.05.22 17:00 | close | 107 | 1.00 | 1.2122 | 0.0000 | 1.2534 | -478.86 | 10588.51 |
215 | 2006.05.29 05:25 | buy | 108 | 1.00 | 1.2245 | 0.0000 | 1.2598 | ||
216 | 2006.05.30 06:00 | close | 108 | 1.00 | 1.2197 | 0.0000 | 1.2598 | -385.68 | 10202.83 |
217 | 2006.05.31 02:10 | sell | 109 | 1.00 | 1.2125 | 0.0000 | 1.1772 | ||
218 | 2006.05.31 19:00 | close | 109 | 1.00 | 1.2162 | 0.0000 | 1.1772 | -304.23 | 9898.60 |
219 | 2006.06.05 10:05 | sell | 110 | 1.00 | 1.2076 | 0.0000 | 1.1723 | ||
220 | 2006.06.06 14:00 | close | 110 | 1.00 | 1.2102 | 0.0000 | 1.1723 | -224.73 | 9673.87 |
221 | 2006.06.15 03:35 | sell | 111 | 1.00 | 1.2325 | 0.0000 | 1.1972 | ||
222 | 2006.06.16 17:00 | close | 111 | 1.00 | 1.2345 | 0.0000 | 1.1972 | -171.90 | 9501.97 |
223 | 2006.06.19 23:35 | buy | 112 | 1.00 | 1.2400 | 0.0000 | 1.2753 | ||
224 | 2006.06.20 21:00 | close | 112 | 1.00 | 1.2365 | 0.0000 | 1.2753 | -275.20 | 9226.77 |
225 | 2006.06.27 09:15 | sell | 113 | 1.00 | 1.2433 | 0.0000 | 1.2080 | ||
226 | 2006.06.27 15:00 | close | 113 | 1.00 | 1.2471 | 0.0000 | 1.2080 | -304.71 | 8922.06 |
227 | 2006.06.29 08:25 | buy | 114 | 1.00 | 1.2462 | 0.0000 | 1.2815 | ||
228 | 2006.06.29 22:00 | close | 114 | 1.00 | 1.2359 | 0.0000 | 1.2815 | -833.40 | 8088.66 |
229 | 2006.07.03 04:35 | sell | 115 | 1.00 | 1.2255 | 0.0000 | 1.1902 | ||
230 | 2006.07.05 11:00 | close | 115 | 1.00 | 1.2294 | 0.0000 | 1.1902 | -337.01 | 7751.65 |
231 | 2006.07.10 01:00 | sell | 116 | 1.00 | 1.2226 | 0.0000 | 1.1873 | ||
232 | 2006.07.10 13:00 | close | 116 | 1.00 | 1.2260 | 0.0000 | 1.1873 | -277.32 | 7474.33 |
233 | 2006.07.12 10:20 | sell | 117 | 1.00 | 1.2277 | 0.0000 | 1.1924 | ||
234 | 2006.07.12 16:00 | close | 117 | 1.00 | 1.2324 | 0.0000 | 1.1924 | -381.37 | 7092.96 |
235 | 2006.07.13 01:55 | buy | 118 | 1.00 | 1.2336 | 0.0000 | 1.2689 | ||
236 | 2006.07.13 11:00 | close | 118 | 1.00 | 1.2293 | 0.0000 | 1.2689 | -349.79 | 6743.17 |
237 | 2006.07.19 09:25 | buy | 119 | 1.00 | 1.2531 | 0.0000 | 1.2884 | ||
238 | 2006.07.19 18:00 | close | 119 | 1.00 | 1.2490 | 0.0000 | 1.2884 | -328.26 | 6414.91 |
239 | 2006.07.31 09:15 | sell | 120 | 1.00 | 1.2335 | 0.0000 | 1.1982 | ||
240 | 2006.08.01 18:00 | close | 120 | 1.00 | 1.2359 | 0.0000 | 1.1982 | -204.08 | 6210.83 |
241 | 2006.08.03 14:20 | buy | 121 | 1.00 | 1.2322 | 0.0000 | 1.2675 | ||
242 | 2006.08.03 16:00 | close | 121 | 1.00 | 1.2284 | 0.0000 | 1.2675 | -309.35 | 5901.48 |
243 | 2006.08.05 00:30 | sell | 122 | 1.00 | 1.2238 | 0.0000 | 1.1885 | ||
244 | 2006.08.07 21:00 | close | 122 | 1.00 | 1.2265 | 0.0000 | 1.1885 | -230.03 | 5671.45 |
245 | 2006.08.09 09:25 | buy | 123 | 1.00 | 1.2268 | 0.0000 | 1.2621 | ||
246 | 2006.08.09 14:00 | close | 123 | 1.00 | 1.2213 | 0.0000 | 1.2621 | -450.34 | 5221.11 |
247 | 2006.08.11 01:15 | buy | 124 | 1.00 | 1.2338 | 0.0000 | 1.2691 | ||
248 | 2006.08.15 16:00 | close | 124 | 1.00 | 1.2377 | 0.0000 | 1.2691 | 330.82 | 5551.93 |
249 | 2006.08.25 05:55 | buy | 125 | 1.00 | 1.2379 | 0.0000 | 1.2732 | ||
250 | 2006.08.28 11:00 | close | 125 | 1.00 | 1.2347 | 0.0000 | 1.2732 | -251.31 | 5300.62 |
251 | 2006.08.30 14:00 | sell | 126 | 1.00 | 1.2299 | 0.0000 | 1.1946 | ||
252 | 2006.08.31 18:00 | close | 126 | 1.00 | 1.2330 | 0.0000 | 1.1946 | -281.09 | 5019.53 |
253 | 2006.09.01 08:50 | buy | 127 | 1.00 | 1.2304 | 0.0000 | 1.2657 | ||
254 | 2006.09.01 20:00 | close | 127 | 1.00 | 1.2303 | 0.0000 | 1.2657 | -8.13 | 5011.40 |
255 | 2006.09.06 02:00 | buy | 128 | 1.00 | 1.2336 | 0.0000 | 1.2689 | ||
256 | 2006.09.07 10:00 | close | 128 | 1.00 | 1.2337 | 0.0000 | 1.2689 | 31.69 | 5043.09 |
257 | 2006.09.09 00:49 | buy | 129 | 1.00 | 1.2469 | 0.0000 | 1.2822 | ||
258 | 2006.09.11 12:00 | close | 129 | 1.00 | 1.2432 | 0.0000 | 1.2822 | -289.76 | 4753.33 |
259 | 2006.09.19 08:40 | sell | 130 | 1.00 | 1.2508 | 0.0000 | 1.2155 | ||
260 | 2006.09.19 12:00 | close | 130 | 1.00 | 1.2551 | 0.0000 | 1.2155 | -342.60 | 4410.73 |
261 | 2006.09.22 22:45 | sell | 131 | 1.00 | 1.2364 | 0.0000 | 1.2011 | ||
262 | 2006.09.25 14:00 | close | 131 | 1.00 | 1.2370 | 0.0000 | 1.2011 | -58.39 | 4352.34 |
263 | 2006.10.03 00:30 | sell | 132 | 1.00 | 1.2435 | 0.0000 | 1.2082 | ||
264 | 2006.10.03 15:00 | close | 132 | 1.00 | 1.2447 | 0.0000 | 1.2082 | -96.41 | 4255.93 |
265 | 2006.10.09 06:50 | buy | 133 | 1.00 | 1.2600 | 0.0000 | 1.2953 | ||
266 | 2006.10.12 11:00 | close | 133 | 1.00 | 1.2688 | 0.0000 | 1.2953 | 732.87 | 4988.80 |
267 | 2006.10.17 23:45 | sell | 134 | 1.00 | 1.2680 | 0.0000 | 1.2327 | ||
268 | 2006.10.18 16:00 | close | 134 | 1.00 | 1.2704 | 0.0000 | 1.2327 | -198.81 | 4789.99 |
269 | 2006.10.23 21:55 | buy | 135 | 1.00 | 1.2664 | 0.0000 | 1.3017 | ||
270 | 2006.10.24 20:00 | close | 135 | 1.00 | 1.2657 | 0.0000 | 1.3017 | -47.45 | 4742.54 |
271 | 2006.11.14 02:55 | buy | 136 | 1.00 | 1.2435 | 0.0000 | 1.2788 | ||
272 | 2006.11.14 17:00 | close | 136 | 1.00 | 1.2395 | 0.0000 | 1.2788 | -322.71 | 4419.83 |
273 | 2006.11.23 05:55 | sell | 137 | 1.00 | 1.2276 | 0.0000 | 1.1923 | ||
274 | 2006.11.28 19:00 | close | 137 | 1.00 | 1.2081 | 0.0000 | 1.1923 | 1584.43 | 6004.26 |
275 | 2006.11.30 05:15 | buy | 138 | 1.00 | 1.2084 | 0.0000 | 1.2437 | ||
276 | 2006.11.30 11:00 | close | 138 | 1.00 | 1.2065 | 0.0000 | 1.2437 | -157.48 | 5846.78 |
277 | 2006.12.04 07:00 | sell | 139 | 1.00 | 1.1942 | 0.0000 | 1.1589 | ||
278 | 2006.12.04 13:00 | close | 139 | 1.00 | 1.1988 | 0.0000 | 1.1589 | -383.72 | 5463.06 |
279 | 2006.12.11 10:45 | buy | 140 | 1.00 | 1.2055 | 0.0000 | 1.2408 | ||
280 | 2006.12.11 21:00 | close | 140 | 1.00 | 1.2002 | 0.0000 | 1.2408 | -441.59 | 5021.47 |
281 | 2006.12.18 03:55 | buy | 141 | 1.00 | 1.2205 | 0.0000 | 1.2558 | ||
282 | 2006.12.19 10:00 | close | 141 | 1.00 | 1.2216 | 0.0000 | 1.2558 | 97.91 | 5119.38 |
283 | 2006.12.20 10:15 | sell | 142 | 1.00 | 1.2130 | 0.0000 | 1.1777 | ||
284 | 2006.12.20 19:00 | close | 142 | 1.00 | 1.2170 | 0.0000 | 1.1777 | -328.68 | 4790.70 |
285 | 2007.01.04 02:40 | buy | 143 | 1.00 | 1.2250 | 0.0000 | 1.2603 | ||
286 | 2007.01.05 11:00 | close | 143 | 1.00 | 1.2283 | 0.0000 | 1.2603 | 276.52 | 5067.22 |
287 | 2007.01.08 08:40 | buy | 144 | 1.00 | 1.2352 | 0.0000 | 1.2705 | ||
288 | 2007.01.09 04:00 | close | 144 | 1.00 | 1.2339 | 0.0000 | 1.2705 | -97.50 | 4969.72 |
289 | 2007.01.12 05:20 | buy | 145 | 1.00 | 1.2486 | 0.0000 | 1.2839 | ||
290 | 2007.01.15 11:00 | close | 145 | 1.00 | 1.2456 | 0.0000 | 1.2839 | -232.99 | 4736.73 |
291 | 2007.01.25 05:00 | buy | 146 | 1.00 | 1.2471 | 0.0000 | 1.2824 | ||
292 | 2007.01.25 14:00 | close | 146 | 1.00 | 1.2436 | 0.0000 | 1.2824 | -281.44 | 4455.29 |