Strategy Tester Report
MACD Sample
| Symbol | EURUSD (Euro vs. United States Dollar) | ||||
| Period | 1 Hour (H1) 2006.01.03 08:00 - 2007.04.05 00:00 (2006.01.01 - 2007.04.05) | ||||
| Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) | ||||
| Parameters | TakeProfit=170; Lots=7; TrailingStop=0; MACDOpenLevel=1; MACDCloseLevel=1; MATrendPeriod=12; | ||||
| Bars in test | 12748 | Ticks modelled | 961475 | Modelling quality | 90.00% |
| Initial deposit | 10000.00 | ||||
| Total net profit | 123100.73 | Gross profit | 309991.38 | Gross loss | -186890.65 |
| Profit factor | 1.66 | Expected payoff | 866.91 | ||
| Absolute drawdown | 0.00 | Maximal drawdown | 33674.08 (35.91%) | Relative drawdown | 53.08% (22844.92) |
| Total trades | 142 | Short positions (won %) | 70 (68.57%) | Long positions (won %) | 72 (73.61%) |
| Profit trades (% of total) | 101 (71.13%) | Loss trades (% of total) | 41 (28.87%) | ||
| Largest | profit trade | 11820.43 | loss trade | -22907.66 | |
| Average | profit trade | 3069.22 | loss trade | -4558.31 | |
| Maximum | consecutive wins (profit in money) | 11 (46092.05) | consecutive losses (loss in money) | 3 (-33674.08) | |
| Maximal | consecutive profit (count of wins) | 46092.05 (11) | consecutive loss (count of losses) | -33674.08 (3) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
| 1 | 2006.01.06 01:00 | sell | 1 | 7.00 | 1.2099 | 0.0000 | 1.1929 | ||
| 2 | 2006.01.09 22:00 | close | 1 | 7.00 | 1.2086 | 0.0000 | 1.1929 | 936.72 | 10936.72 |
| 3 | 2006.01.09 22:04 | buy | 2 | 7.00 | 1.2088 | 0.0000 | 1.2258 | ||
| 4 | 2006.01.12 07:00 | close | 2 | 7.00 | 1.2139 | 0.0000 | 1.2258 | 3371.03 | 14307.75 |
| 5 | 2006.01.16 07:07 | sell | 3 | 7.00 | 1.2139 | 0.0000 | 1.1969 | ||
| 6 | 2006.01.17 08:00 | close | 3 | 7.00 | 1.2118 | 0.0000 | 1.1969 | 1496.70 | 15804.45 |
| 7 | 2006.01.17 08:00 | buy | 4 | 7.00 | 1.2121 | 0.0000 | 1.2291 | ||
| 8 | 2006.01.18 18:00 | close | 4 | 7.00 | 1.2101 | 0.0000 | 1.2291 | -1439.79 | 14364.66 |
| 9 | 2006.01.18 18:00 | sell | 5 | 7.00 | 1.2080 | 0.0000 | 1.1910 | ||
| 10 | 2006.01.19 16:42 | close | 5 | 7.00 | 1.2117 | 0.0000 | 1.1910 | -2509.91 | 11854.75 |
| 11 | 2006.01.19 16:43 | buy | 6 | 7.00 | 1.2116 | 0.0000 | 1.2286 | ||
| 12 | 2006.01.23 12:59 | t/p | 6 | 7.00 | 1.2286 | 0.0000 | 1.2286 | 11820.41 | 23675.16 |
| 13 | 2006.01.25 16:00 | sell | 7 | 7.00 | 1.2256 | 0.0000 | 1.2086 | ||
| 14 | 2006.01.26 06:00 | close | 7 | 7.00 | 1.2251 | 0.0000 | 1.2086 | 430.16 | 24105.31 |
| 15 | 2006.01.26 06:59 | buy | 8 | 7.00 | 1.2260 | 0.0000 | 1.2430 | ||
| 16 | 2006.02.01 02:00 | close | 8 | 7.00 | 1.2149 | 0.0000 | 1.2430 | -7929.15 | 16176.17 |
| 17 | 2006.02.01 02:00 | sell | 9 | 7.00 | 1.2143 | 0.0000 | 1.1973 | ||
| 18 | 2006.02.02 04:00 | close | 9 | 7.00 | 1.2075 | 0.0000 | 1.1973 | 4840.23 | 21016.39 |
| 19 | 2006.02.03 07:00 | sell | 10 | 7.00 | 1.2087 | 0.0000 | 1.1917 | ||
| 20 | 2006.02.06 00:00 | close | 10 | 7.00 | 1.2037 | 0.0000 | 1.1917 | 3526.68 | 24543.07 |
| 21 | 2006.02.06 00:03 | buy | 11 | 7.00 | 1.2033 | 0.0000 | 1.2203 | ||
| 22 | 2006.02.09 16:00 | close | 11 | 7.00 | 1.1967 | 0.0000 | 1.2203 | -4818.92 | 19724.16 |
| 23 | 2006.02.09 16:00 | sell | 12 | 7.00 | 1.1968 | 0.0000 | 1.1798 | ||
| 24 | 2006.02.13 07:00 | close | 12 | 7.00 | 1.1900 | 0.0000 | 1.1798 | 4813.44 | 24537.59 |
| 25 | 2006.02.14 21:00 | buy | 13 | 7.00 | 1.1908 | 0.0000 | 1.2078 | ||
| 26 | 2006.02.15 09:10 | close | 13 | 7.00 | 1.1911 | 0.0000 | 1.2078 | 170.21 | 24707.81 |
| 27 | 2006.02.15 09:10 | sell | 14 | 7.00 | 1.1910 | 0.0000 | 1.1740 | ||
| 28 | 2006.02.16 07:00 | close | 14 | 7.00 | 1.1887 | 0.0000 | 1.1740 | 1690.15 | 26397.95 |
| 29 | 2006.02.16 07:43 | buy | 15 | 7.00 | 1.1889 | 0.0000 | 1.2059 | ||
| 30 | 2006.02.20 10:00 | close | 15 | 7.00 | 1.1935 | 0.0000 | 1.2059 | 3140.49 | 29538.44 |
| 31 | 2006.02.20 10:00 | sell | 16 | 7.00 | 1.1933 | 0.0000 | 1.1763 | ||
| 32 | 2006.02.21 19:58 | close | 16 | 7.00 | 1.1920 | 0.0000 | 1.1763 | 936.73 | 30475.17 |
| 33 | 2006.02.21 19:58 | buy | 17 | 7.00 | 1.1921 | 0.0000 | 1.2091 | ||
| 34 | 2006.02.23 18:00 | close | 17 | 7.00 | 1.1921 | 0.0000 | 1.2091 | -159.15 | 30316.02 |
| 35 | 2006.02.23 18:00 | sell | 18 | 7.00 | 1.1920 | 0.0000 | 1.1750 | ||
| 36 | 2006.02.27 06:00 | close | 18 | 7.00 | 1.1867 | 0.0000 | 1.1750 | 3763.44 | 34079.46 |
| 37 | 2006.02.27 06:00 | buy | 19 | 7.00 | 1.1874 | 0.0000 | 1.2044 | ||
| 38 | 2006.03.01 07:00 | close | 19 | 7.00 | 1.1929 | 0.0000 | 1.2044 | 3770.42 | 37849.87 |
| 39 | 2006.03.01 07:01 | sell | 20 | 7.00 | 1.1928 | 0.0000 | 1.1758 | ||
| 40 | 2006.03.07 23:00 | close | 20 | 7.00 | 1.1880 | 0.0000 | 1.1758 | 3520.34 | 41370.22 |
| 41 | 2006.03.09 08:00 | sell | 21 | 7.00 | 1.1919 | 0.0000 | 1.1749 | ||
| 42 | 2006.03.10 07:40 | close | 21 | 7.00 | 1.1912 | 0.0000 | 1.1749 | 516.73 | 41886.95 |
| 43 | 2006.03.10 07:42 | buy | 22 | 7.00 | 1.1912 | 0.0000 | 1.2082 | ||
| 44 | 2006.03.13 12:00 | close | 22 | 7.00 | 1.1929 | 0.0000 | 1.2082 | 1150.22 | 43037.17 |
| 45 | 2006.03.13 12:00 | sell | 23 | 7.00 | 1.1927 | 0.0000 | 1.1757 | ||
| 46 | 2006.03.21 12:00 | close | 23 | 7.00 | 1.2145 | 0.0000 | 1.1757 | -15046.23 | 27990.94 |
| 47 | 2006.03.21 12:32 | buy | 24 | 7.00 | 1.2147 | 0.0000 | 1.2317 | ||
| 48 | 2006.03.27 11:00 | close | 24 | 7.00 | 1.2039 | 0.0000 | 1.2317 | -7798.69 | 20192.25 |
| 49 | 2006.03.27 11:00 | sell | 25 | 7.00 | 1.2036 | 0.0000 | 1.1866 | ||
| 50 | 2006.03.28 09:00 | close | 25 | 7.00 | 1.2019 | 0.0000 | 1.1866 | 1216.75 | 21409.00 |
| 51 | 2006.03.28 09:00 | buy | 26 | 7.00 | 1.2016 | 0.0000 | 1.2186 | ||
| 52 | 2006.03.28 21:00 | close | 26 | 7.00 | 1.2064 | 0.0000 | 1.2186 | 3359.97 | 24768.97 |
| 53 | 2006.03.28 21:00 | sell | 27 | 7.00 | 1.2064 | 0.0000 | 1.1894 | ||
| 54 | 2006.03.29 12:00 | close | 27 | 7.00 | 1.2005 | 0.0000 | 1.1894 | 4156.77 | 28925.74 |
| 55 | 2006.03.29 12:07 | buy | 28 | 7.00 | 1.2011 | 0.0000 | 1.2181 | ||
| 56 | 2006.03.31 05:00 | close | 28 | 7.00 | 1.2163 | 0.0000 | 1.2181 | 10480.85 | 39406.59 |
| 57 | 2006.04.03 15:54 | buy | 29 | 7.00 | 1.2072 | 0.0000 | 1.2242 | ||
| 58 | 2006.04.04 09:00 | close | 29 | 7.00 | 1.2121 | 0.0000 | 1.2242 | 3390.21 | 42796.80 |
| 59 | 2006.04.04 09:00 | sell | 30 | 7.00 | 1.2121 | 0.0000 | 1.1951 | ||
| 60 | 2006.04.07 09:00 | close | 30 | 7.00 | 1.2208 | 0.0000 | 1.1951 | -5956.38 | 36840.41 |
| 61 | 2006.04.10 21:36 | buy | 31 | 7.00 | 1.2105 | 0.0000 | 1.2275 | ||
| 62 | 2006.04.12 09:00 | close | 31 | 7.00 | 1.2151 | 0.0000 | 1.2275 | 3140.43 | 39980.84 |
| 63 | 2006.04.12 09:00 | sell | 32 | 7.00 | 1.2146 | 0.0000 | 1.1976 | ||
| 64 | 2006.04.13 02:00 | close | 32 | 7.00 | 1.2115 | 0.0000 | 1.1976 | 2250.14 | 42230.98 |
| 65 | 2006.04.13 19:25 | buy | 33 | 7.00 | 1.2109 | 0.0000 | 1.2279 | ||
| 66 | 2006.04.17 16:52 | t/p | 33 | 7.00 | 1.2279 | 0.0000 | 1.2279 | 11820.43 | 54051.40 |
| 67 | 2006.04.20 03:00 | sell | 34 | 7.00 | 1.2352 | 0.0000 | 1.2182 | ||
| 68 | 2006.04.21 06:59 | close | 34 | 7.00 | 1.2314 | 0.0000 | 1.2182 | 2686.75 | 56738.15 |
| 69 | 2006.04.21 10:04 | buy | 35 | 7.00 | 1.2312 | 0.0000 | 1.2482 | ||
| 70 | 2006.04.24 06:00 | close | 35 | 7.00 | 1.2342 | 0.0000 | 1.2482 | 2060.25 | 58798.40 |
| 71 | 2006.04.24 06:00 | sell | 36 | 7.00 | 1.2341 | 0.0000 | 1.2171 | ||
| 72 | 2006.05.02 09:45 | close | 36 | 7.00 | 1.2605 | 0.0000 | 1.2171 | -18266.29 | 40532.12 |
| 73 | 2006.05.02 09:46 | buy | 37 | 7.00 | 1.2606 | 0.0000 | 1.2776 | ||
| 74 | 2006.05.02 21:00 | close | 37 | 7.00 | 1.2620 | 0.0000 | 1.2776 | 979.96 | 41512.08 |
| 75 | 2006.05.02 21:40 | sell | 38 | 7.00 | 1.2621 | 0.0000 | 1.2451 | ||
| 76 | 2006.05.04 16:00 | close | 38 | 7.00 | 1.2641 | 0.0000 | 1.2451 | -1293.13 | 40218.94 |
| 77 | 2006.05.04 16:00 | buy | 39 | 7.00 | 1.2640 | 0.0000 | 1.2810 | ||
| 78 | 2006.05.05 05:00 | close | 39 | 7.00 | 1.2689 | 0.0000 | 1.2810 | 3390.19 | 43609.14 |
| 79 | 2006.05.08 16:00 | sell | 40 | 7.00 | 1.2748 | 0.0000 | 1.2578 | ||
| 80 | 2006.05.09 12:00 | close | 40 | 7.00 | 1.2698 | 0.0000 | 1.2578 | 3526.72 | 47135.85 |
| 81 | 2006.05.09 13:08 | buy | 41 | 7.00 | 1.2695 | 0.0000 | 1.2865 | ||
| 82 | 2006.05.10 06:00 | close | 41 | 7.00 | 1.2759 | 0.0000 | 1.2865 | 4440.22 | 51576.08 |
| 83 | 2006.05.10 15:20 | sell | 42 | 7.00 | 1.2776 | 0.0000 | 1.2606 | ||
| 84 | 2006.05.11 15:31 | close | 42 | 7.00 | 1.2758 | 0.0000 | 1.2606 | 1340.19 | 52916.26 |
| 85 | 2006.05.11 15:31 | buy | 43 | 7.00 | 1.2758 | 0.0000 | 1.2928 | ||
| 86 | 2006.05.12 06:00 | close | 43 | 7.00 | 1.2853 | 0.0000 | 1.2928 | 6610.21 | 59526.48 |
| 87 | 2006.05.12 16:16 | sell | 44 | 7.00 | 1.2879 | 0.0000 | 1.2709 | ||
| 88 | 2006.05.16 03:00 | close | 44 | 7.00 | 1.2810 | 0.0000 | 1.2709 | 4883.44 | 64409.92 |
| 89 | 2006.05.16 03:43 | buy | 45 | 7.00 | 1.2815 | 0.0000 | 1.2985 | ||
| 90 | 2006.05.17 04:00 | close | 45 | 7.00 | 1.2840 | 0.0000 | 1.2985 | 1710.25 | 66120.17 |
| 91 | 2006.05.17 16:00 | sell | 46 | 7.00 | 1.2840 | 0.0000 | 1.2670 | ||
| 92 | 2006.05.18 04:00 | close | 46 | 7.00 | 1.2762 | 0.0000 | 1.2670 | 5540.17 | 71660.34 |
| 93 | 2006.05.18 04:10 | buy | 47 | 7.00 | 1.2765 | 0.0000 | 1.2935 | ||
| 94 | 2006.05.19 07:00 | close | 47 | 7.00 | 1.2831 | 0.0000 | 1.2935 | 4580.24 | 76240.58 |
| 95 | 2006.05.19 07:02 | sell | 48 | 7.00 | 1.2833 | 0.0000 | 1.2663 | ||
| 96 | 2006.05.19 21:00 | close | 48 | 7.00 | 1.2777 | 0.0000 | 1.2663 | 3920.01 | 80160.59 |
| 97 | 2006.05.19 21:03 | buy | 49 | 7.00 | 1.2777 | 0.0000 | 1.2947 | ||
| 98 | 2006.05.23 06:00 | close | 49 | 7.00 | 1.2866 | 0.0000 | 1.2947 | 6150.41 | 86310.99 |
| 99 | 2006.05.24 09:41 | buy | 50 | 7.00 | 1.2829 | 0.0000 | 1.2999 | ||
| 100 | 2006.05.26 05:00 | close | 50 | 7.00 | 1.2781 | 0.0000 | 1.2999 | -3519.11 | 82791.88 |
| 101 | 2006.05.26 05:02 | sell | 51 | 7.00 | 1.2783 | 0.0000 | 1.2613 | ||
| 102 | 2006.05.29 03:00 | close | 51 | 7.00 | 1.2751 | 0.0000 | 1.2613 | 2266.75 | 85058.63 |
| 103 | 2006.05.29 03:41 | buy | 52 | 7.00 | 1.2749 | 0.0000 | 1.2919 | ||
| 104 | 2006.05.30 22:00 | close | 52 | 7.00 | 1.2874 | 0.0000 | 1.2919 | 8710.18 | 93768.82 |
| 105 | 2006.06.01 17:00 | buy | 53 | 7.00 | 1.2818 | 0.0000 | 1.2988 | ||
| 106 | 2006.06.02 09:13 | close | 53 | 7.00 | 1.2796 | 0.0000 | 1.2988 | -1579.86 | 92188.96 |
| 107 | 2006.06.02 09:13 | sell | 54 | 7.00 | 1.2796 | 0.0000 | 1.2626 | ||
| 108 | 2006.06.06 10:00 | close | 54 | 7.00 | 1.2928 | 0.0000 | 1.2626 | -9186.56 | 83002.40 |
| 109 | 2006.06.06 10:00 | buy | 55 | 7.00 | 1.2919 | 0.0000 | 1.3089 | ||
| 110 | 2006.06.15 00:00 | close | 55 | 7.00 | 1.2598 | 0.0000 | 1.3089 | -22907.66 | 60094.74 |
| 111 | 2006.06.15 18:00 | sell | 56 | 7.00 | 1.2616 | 0.0000 | 1.2446 | ||
| 112 | 2006.06.19 15:00 | close | 56 | 7.00 | 1.2595 | 0.0000 | 1.2446 | 1523.44 | 61618.18 |
| 113 | 2006.06.19 21:41 | buy | 57 | 7.00 | 1.2581 | 0.0000 | 1.2751 | ||
| 114 | 2006.06.22 02:00 | close | 57 | 7.00 | 1.2660 | 0.0000 | 1.2751 | 5331.06 | 66949.24 |
| 115 | 2006.06.27 09:02 | sell | 58 | 7.00 | 1.2594 | 0.0000 | 1.2424 | ||
| 116 | 2006.06.28 23:00 | close | 58 | 7.00 | 1.2554 | 0.0000 | 1.2424 | 2826.73 | 69775.97 |
| 117 | 2006.06.28 23:00 | buy | 59 | 7.00 | 1.2558 | 0.0000 | 1.2728 | ||
| 118 | 2006.06.30 12:00 | close | 59 | 7.00 | 1.2711 | 0.0000 | 1.2728 | 10550.87 | 80326.84 |
| 119 | 2006.07.07 06:00 | sell | 60 | 7.00 | 1.2769 | 0.0000 | 1.2599 | ||
| 120 | 2006.07.11 01:00 | close | 60 | 7.00 | 1.2744 | 0.0000 | 1.2599 | 1803.51 | 82130.35 |
| 121 | 2006.07.11 10:00 | buy | 61 | 7.00 | 1.2740 | 0.0000 | 1.2910 | ||
| 122 | 2006.07.12 06:00 | close | 61 | 7.00 | 1.2761 | 0.0000 | 1.2910 | 1430.20 | 83560.55 |
| 123 | 2006.07.12 06:00 | sell | 62 | 7.00 | 1.2760 | 0.0000 | 1.2590 | ||
| 124 | 2006.07.13 01:00 | close | 62 | 7.00 | 1.2705 | 0.0000 | 1.2590 | 3930.18 | 87490.73 |
| 125 | 2006.07.13 01:00 | buy | 63 | 7.00 | 1.2714 | 0.0000 | 1.2884 | ||
| 126 | 2006.07.20 08:00 | close | 63 | 7.00 | 1.2606 | 0.0000 | 1.2884 | -7838.47 | 79652.26 |
| 127 | 2006.07.24 03:02 | sell | 64 | 7.00 | 1.2659 | 0.0000 | 1.2489 | ||
| 128 | 2006.07.24 20:00 | close | 64 | 7.00 | 1.2633 | 0.0000 | 1.2489 | 1820.00 | 81472.26 |
| 129 | 2006.07.25 06:08 | buy | 65 | 7.00 | 1.2627 | 0.0000 | 1.2797 | ||
| 130 | 2006.07.27 10:00 | close | 65 | 7.00 | 1.2730 | 0.0000 | 1.2797 | 7050.82 | 88523.08 |
| 131 | 2006.07.28 12:00 | buy | 66 | 7.00 | 1.2700 | 0.0000 | 1.2870 | ||
| 132 | 2006.07.31 05:00 | close | 66 | 7.00 | 1.2749 | 0.0000 | 1.2870 | 3390.25 | 91913.33 |
| 133 | 2006.08.01 13:11 | buy | 67 | 7.00 | 1.2770 | 0.0000 | 1.2940 | ||
| 134 | 2006.08.02 07:00 | close | 67 | 7.00 | 1.2821 | 0.0000 | 1.2940 | 3530.18 | 95443.51 |
| 135 | 2006.08.03 14:00 | buy | 68 | 7.00 | 1.2780 | 0.0000 | 1.2950 | ||
| 136 | 2006.08.04 04:00 | close | 68 | 7.00 | 1.2801 | 0.0000 | 1.2950 | 1430.21 | 96873.72 |
| 137 | 2006.08.04 05:00 | sell | 69 | 7.00 | 1.2795 | 0.0000 | 1.2625 | ||
| 138 | 2006.08.08 09:00 | close | 69 | 7.00 | 1.2833 | 0.0000 | 1.2625 | -2606.55 | 94267.17 |
| 139 | 2006.08.08 09:00 | buy | 70 | 7.00 | 1.2833 | 0.0000 | 1.3003 | ||
| 140 | 2006.08.09 22:00 | close | 70 | 7.00 | 1.2860 | 0.0000 | 1.3003 | 1850.20 | 96117.38 |
| 141 | 2006.08.09 22:00 | sell | 71 | 7.00 | 1.2860 | 0.0000 | 1.2690 | ||
| 142 | 2006.08.11 02:00 | close | 71 | 7.00 | 1.2795 | 0.0000 | 1.2690 | 4656.89 | 100774.26 |
| 143 | 2006.08.14 02:46 | buy | 72 | 7.00 | 1.2742 | 0.0000 | 1.2912 | ||
| 144 | 2006.08.16 03:00 | close | 72 | 7.00 | 1.2787 | 0.0000 | 1.2912 | 3070.40 | 103844.66 |
| 145 | 2006.08.17 15:13 | sell | 73 | 7.00 | 1.2863 | 0.0000 | 1.2693 | ||
| 146 | 2006.08.18 09:00 | close | 73 | 7.00 | 1.2839 | 0.0000 | 1.2693 | 1706.72 | 105551.38 |
| 147 | 2006.08.18 09:00 | buy | 74 | 7.00 | 1.2837 | 0.0000 | 1.3007 | ||
| 148 | 2006.08.21 20:00 | close | 74 | 7.00 | 1.2902 | 0.0000 | 1.3007 | 4510.24 | 110061.62 |
| 149 | 2006.08.21 21:00 | sell | 75 | 7.00 | 1.2898 | 0.0000 | 1.2728 | ||
| 150 | 2006.08.23 01:00 | close | 75 | 7.00 | 1.2808 | 0.0000 | 1.2728 | 6353.44 | 116415.06 |
| 151 | 2006.08.24 09:03 | buy | 76 | 7.00 | 1.2781 | 0.0000 | 1.2951 | ||
| 152 | 2006.08.28 17:00 | close | 76 | 7.00 | 1.2789 | 0.0000 | 1.2951 | 480.46 | 116895.51 |
| 153 | 2006.08.28 17:00 | sell | 77 | 7.00 | 1.2790 | 0.0000 | 1.2620 | ||
| 154 | 2006.09.01 04:00 | close | 77 | 7.00 | 1.2816 | 0.0000 | 1.2620 | -1659.69 | 115235.83 |
| 155 | 2006.09.01 07:45 | buy | 78 | 7.00 | 1.2813 | 0.0000 | 1.2983 | ||
| 156 | 2006.09.04 10:00 | close | 78 | 7.00 | 1.2852 | 0.0000 | 1.2983 | 2690.19 | 117926.02 |
| 157 | 2006.09.04 10:00 | sell | 79 | 7.00 | 1.2849 | 0.0000 | 1.2679 | ||
| 158 | 2006.09.05 22:00 | close | 79 | 7.00 | 1.2821 | 0.0000 | 1.2679 | 1986.72 | 119912.74 |
| 159 | 2006.09.05 22:34 | buy | 80 | 7.00 | 1.2822 | 0.0000 | 1.2992 | ||
| 160 | 2006.09.11 20:34 | close | 80 | 7.00 | 1.2696 | 0.0000 | 1.2992 | -9058.66 | 110854.08 |
| 161 | 2006.09.11 20:35 | sell | 81 | 7.00 | 1.2696 | 0.0000 | 1.2526 | ||
| 162 | 2006.09.13 07:00 | close | 81 | 7.00 | 1.2689 | 0.0000 | 1.2526 | 543.44 | 111397.51 |
| 163 | 2006.09.13 07:10 | buy | 82 | 7.00 | 1.2692 | 0.0000 | 1.2862 | ||
| 164 | 2006.09.15 00:00 | close | 82 | 7.00 | 1.2724 | 0.0000 | 1.2862 | 2080.81 | 113478.32 |
| 165 | 2006.09.15 00:01 | sell | 83 | 7.00 | 1.2723 | 0.0000 | 1.2553 | ||
| 166 | 2006.09.18 02:53 | close | 83 | 7.00 | 1.2654 | 0.0000 | 1.2553 | 4856.71 | 118335.03 |
| 167 | 2006.09.19 09:00 | sell | 84 | 7.00 | 1.2707 | 0.0000 | 1.2537 | ||
| 168 | 2006.09.20 04:59 | close | 84 | 7.00 | 1.2682 | 0.0000 | 1.2537 | 1776.70 | 120111.73 |
| 169 | 2006.09.21 00:59 | sell | 85 | 7.00 | 1.2685 | 0.0000 | 1.2515 | ||
| 170 | 2006.09.26 03:00 | close | 85 | 7.00 | 1.2757 | 0.0000 | 1.2515 | -4959.84 | 115151.89 |
| 171 | 2006.09.26 03:01 | buy | 86 | 7.00 | 1.2760 | 0.0000 | 1.2930 | ||
| 172 | 2006.09.28 11:11 | close | 86 | 7.00 | 1.2714 | 0.0000 | 1.2930 | -3379.14 | 111772.75 |
| 173 | 2006.09.28 11:11 | sell | 87 | 7.00 | 1.2714 | 0.0000 | 1.2544 | ||
| 174 | 2006.09.29 02:00 | close | 87 | 7.00 | 1.2708 | 0.0000 | 1.2544 | 446.72 | 112219.47 |
| 175 | 2006.09.29 02:00 | buy | 88 | 7.00 | 1.2709 | 0.0000 | 1.2879 | ||
| 176 | 2006.10.03 02:00 | close | 88 | 7.00 | 1.2740 | 0.0000 | 1.2879 | 2090.45 | 114309.92 |
| 177 | 2006.10.04 10:00 | buy | 89 | 7.00 | 1.2735 | 0.0000 | 1.2905 | ||
| 178 | 2006.10.13 11:00 | close | 89 | 7.00 | 1.2565 | 0.0000 | 1.2905 | -12337.66 | 101972.26 |
| 179 | 2006.10.13 11:00 | sell | 90 | 7.00 | 1.2555 | 0.0000 | 1.2385 | ||
| 180 | 2006.10.16 06:21 | close | 90 | 7.00 | 1.2505 | 0.0000 | 1.2385 | 3526.69 | 105498.94 |
| 181 | 2006.10.17 08:04 | sell | 91 | 7.00 | 1.2531 | 0.0000 | 1.2361 | ||
| 182 | 2006.10.18 23:00 | close | 91 | 7.00 | 1.2535 | 0.0000 | 1.2361 | -253.25 | 105245.69 |
| 183 | 2006.10.18 23:00 | buy | 92 | 7.00 | 1.2534 | 0.0000 | 1.2704 | ||
| 184 | 2006.10.20 06:00 | close | 92 | 7.00 | 1.2636 | 0.0000 | 1.2704 | 6980.81 | 112226.50 |
| 185 | 2006.10.25 10:00 | sell | 93 | 7.00 | 1.2559 | 0.0000 | 1.2389 | ||
| 186 | 2006.10.31 16:59 | close | 93 | 7.00 | 1.2718 | 0.0000 | 1.2389 | -10969.69 | 101256.82 |
| 187 | 2006.10.31 16:59 | buy | 94 | 7.00 | 1.2717 | 0.0000 | 1.2887 | ||
| 188 | 2006.11.01 05:00 | close | 94 | 7.00 | 1.2762 | 0.0000 | 1.2887 | 3110.21 | 104367.03 |
| 189 | 2006.11.01 19:15 | sell | 95 | 7.00 | 1.2762 | 0.0000 | 1.2592 | ||
| 190 | 2006.11.06 01:00 | close | 95 | 7.00 | 1.2719 | 0.0000 | 1.2592 | 3143.64 | 107510.67 |
| 191 | 2006.11.07 22:00 | sell | 96 | 7.00 | 1.2767 | 0.0000 | 1.2597 | ||
| 192 | 2006.11.09 06:59 | close | 96 | 7.00 | 1.2771 | 0.0000 | 1.2597 | -173.12 | 107337.54 |
| 193 | 2006.11.13 09:00 | sell | 97 | 7.00 | 1.2858 | 0.0000 | 1.2688 | ||
| 194 | 2006.11.14 02:00 | close | 97 | 7.00 | 1.2823 | 0.0000 | 1.2688 | 2476.71 | 109814.25 |
| 195 | 2006.11.15 07:00 | buy | 98 | 7.00 | 1.2818 | 0.0000 | 1.2988 | ||
| 196 | 2006.11.16 08:08 | close | 98 | 7.00 | 1.2819 | 0.0000 | 1.2988 | -49.36 | 109764.89 |
| 197 | 2006.11.16 08:08 | sell | 99 | 7.00 | 1.2819 | 0.0000 | 1.2649 | ||
| 198 | 2006.11.17 11:00 | close | 99 | 7.00 | 1.2792 | 0.0000 | 1.2649 | 1916.72 | 111681.61 |
| 199 | 2006.11.17 11:15 | buy | 100 | 7.00 | 1.2788 | 0.0000 | 1.2958 | ||
| 200 | 2006.11.20 10:00 | close | 100 | 7.00 | 1.2834 | 0.0000 | 1.2958 | 3180.23 | 114861.84 |
| 201 | 2006.11.20 10:00 | sell | 101 | 7.00 | 1.2831 | 0.0000 | 1.2661 | ||
| 202 | 2006.11.21 05:00 | close | 101 | 7.00 | 1.2821 | 0.0000 | 1.2661 | 726.73 | 115588.57 |
| 203 | 2006.11.21 08:25 | buy | 102 | 7.00 | 1.2823 | 0.0000 | 1.2993 | ||
| 204 | 2006.11.22 13:00 | close | 102 | 7.00 | 1.2863 | 0.0000 | 1.2993 | 2760.24 | 118348.81 |
| 205 | 2006.11.28 18:30 | sell | 103 | 7.00 | 1.3144 | 0.0000 | 1.2974 | ||
| 206 | 2006.11.30 03:05 | close | 103 | 7.00 | 1.3158 | 0.0000 | 1.2974 | -873.15 | 117475.66 |
| 207 | 2006.11.30 03:06 | buy | 104 | 7.00 | 1.3165 | 0.0000 | 1.3335 | ||
| 208 | 2006.12.01 01:00 | close | 104 | 7.00 | 1.3239 | 0.0000 | 1.3335 | 5140.19 | 122615.85 |
| 209 | 2006.12.04 05:01 | sell | 105 | 7.00 | 1.3320 | 0.0000 | 1.3150 | ||
| 210 | 2006.12.06 18:00 | close | 105 | 7.00 | 1.3318 | 0.0000 | 1.3150 | 193.45 | 122809.30 |
| 211 | 2006.12.06 18:00 | buy | 106 | 7.00 | 1.3306 | 0.0000 | 1.3476 | ||
| 212 | 2006.12.12 09:00 | close | 106 | 7.00 | 1.3230 | 0.0000 | 1.3476 | -5558.67 | 117250.63 |
| 213 | 2006.12.12 09:00 | sell | 107 | 7.00 | 1.3231 | 0.0000 | 1.3061 | ||
| 214 | 2006.12.14 03:00 | close | 107 | 7.00 | 1.3210 | 0.0000 | 1.3061 | 1576.88 | 118827.50 |
| 215 | 2006.12.15 14:30 | buy | 108 | 7.00 | 1.3172 | 0.0000 | 1.3342 | ||
| 216 | 2006.12.20 02:00 | close | 108 | 7.00 | 1.3204 | 0.0000 | 1.3342 | 2120.62 | 120948.12 |
| 217 | 2006.12.20 09:00 | sell | 109 | 7.00 | 1.3208 | 0.0000 | 1.3038 | ||
| 218 | 2006.12.21 05:00 | close | 109 | 7.00 | 1.3190 | 0.0000 | 1.3038 | 1340.16 | 122288.28 |
| 219 | 2006.12.21 05:00 | buy | 110 | 7.00 | 1.3192 | 0.0000 | 1.3362 | ||
| 220 | 2006.12.22 15:00 | close | 110 | 7.00 | 1.3190 | 0.0000 | 1.3362 | -179.79 | 122108.49 |
| 221 | 2006.12.22 15:00 | sell | 111 | 7.00 | 1.3190 | 0.0000 | 1.3020 | ||
| 222 | 2006.12.26 13:01 | close | 111 | 7.00 | 1.3139 | 0.0000 | 1.3020 | 3623.47 | 125731.96 |
| 223 | 2006.12.27 02:00 | buy | 112 | 7.00 | 1.3114 | 0.0000 | 1.3284 | ||
| 224 | 2006.12.27 17:00 | close | 112 | 7.00 | 1.3123 | 0.0000 | 1.3284 | 629.98 | 126361.94 |
| 225 | 2006.12.27 17:00 | sell | 113 | 7.00 | 1.3123 | 0.0000 | 1.2953 | ||
| 226 | 2006.12.28 07:03 | close | 113 | 7.00 | 1.3129 | 0.0000 | 1.2953 | -339.88 | 126022.06 |
| 227 | 2006.12.28 07:04 | buy | 114 | 7.00 | 1.3128 | 0.0000 | 1.3298 | ||
| 228 | 2006.12.28 22:00 | close | 114 | 7.00 | 1.3144 | 0.0000 | 1.3298 | 1119.99 | 127142.05 |
| 229 | 2006.12.28 22:01 | sell | 115 | 7.00 | 1.3144 | 0.0000 | 1.2974 | ||
| 230 | 2007.01.04 03:59 | close | 115 | 7.00 | 1.3174 | 0.0000 | 1.2974 | -1912.96 | 125229.09 |
| 231 | 2007.01.09 11:00 | sell | 116 | 7.00 | 1.3029 | 0.0000 | 1.2859 | ||
| 232 | 2007.01.10 09:00 | close | 116 | 7.00 | 1.2989 | 0.0000 | 1.2859 | 2826.72 | 128055.81 |
| 233 | 2007.01.10 09:00 | buy | 117 | 7.00 | 1.2994 | 0.0000 | 1.3164 | ||
| 234 | 2007.01.15 16:00 | close | 117 | 7.00 | 1.2929 | 0.0000 | 1.3164 | -4749.00 | 123306.81 |
| 235 | 2007.01.15 16:00 | sell | 118 | 7.00 | 1.2931 | 0.0000 | 1.2761 | ||
| 236 | 2007.01.17 05:00 | close | 118 | 7.00 | 1.2927 | 0.0000 | 1.2761 | 333.44 | 123640.25 |
| 237 | 2007.01.17 05:01 | buy | 119 | 7.00 | 1.2925 | 0.0000 | 1.3095 | ||
| 238 | 2007.01.18 03:00 | close | 119 | 7.00 | 1.2936 | 0.0000 | 1.3095 | 650.65 | 124290.90 |
| 239 | 2007.01.18 11:09 | sell | 120 | 7.00 | 1.2944 | 0.0000 | 1.2774 | ||
| 240 | 2007.01.22 20:49 | close | 120 | 7.00 | 1.2954 | 0.0000 | 1.2774 | -646.57 | 123644.33 |
| 241 | 2007.01.22 20:50 | buy | 121 | 7.00 | 1.2955 | 0.0000 | 1.3125 | ||
| 242 | 2007.01.23 22:00 | close | 121 | 7.00 | 1.3022 | 0.0000 | 1.3125 | 4650.21 | 128294.54 |
| 243 | 2007.01.26 15:00 | buy | 122 | 7.00 | 1.2922 | 0.0000 | 1.3092 | ||
| 244 | 2007.01.30 08:00 | close | 122 | 7.00 | 1.2962 | 0.0000 | 1.3092 | 2720.43 | 131014.97 |
| 245 | 2007.01.30 08:08 | sell | 123 | 7.00 | 1.2956 | 0.0000 | 1.2786 | ||
| 246 | 2007.01.31 16:07 | close | 123 | 7.00 | 1.2976 | 0.0000 | 1.2786 | -1373.24 | 129641.72 |
| 247 | 2007.01.31 16:08 | buy | 124 | 7.00 | 1.2977 | 0.0000 | 1.3147 | ||
| 248 | 2007.02.01 07:00 | close | 124 | 7.00 | 1.3031 | 0.0000 | 1.3147 | 3660.63 | 133302.35 |
| 249 | 2007.02.05 09:00 | buy | 125 | 7.00 | 1.2955 | 0.0000 | 1.3125 | ||
| 250 | 2007.02.07 05:29 | close | 125 | 7.00 | 1.2980 | 0.0000 | 1.3125 | 1670.43 | 134972.78 |
| 251 | 2007.02.16 19:00 | buy | 126 | 7.00 | 1.3135 | 0.0000 | 1.3305 | ||
| 252 | 2007.02.19 09:12 | close | 126 | 7.00 | 1.3141 | 0.0000 | 1.3305 | 380.22 | 135353.00 |
| 253 | 2007.02.19 09:14 | sell | 127 | 7.00 | 1.3141 | 0.0000 | 1.2971 | ||
| 254 | 2007.02.21 01:59 | close | 127 | 7.00 | 1.3150 | 0.0000 | 1.2971 | -576.54 | 134776.46 |
| 255 | 2007.02.21 22:00 | buy | 128 | 7.00 | 1.3143 | 0.0000 | 1.3313 | ||
| 256 | 2007.02.26 07:07 | close | 128 | 7.00 | 1.3177 | 0.0000 | 1.3313 | 2181.08 | 136957.54 |
| 257 | 2007.02.26 08:00 | sell | 129 | 7.00 | 1.3176 | 0.0000 | 1.3006 | ||
| 258 | 2007.02.28 17:20 | close | 129 | 7.00 | 1.3222 | 0.0000 | 1.3006 | -3166.55 | 133790.99 |
| 259 | 2007.02.28 17:20 | buy | 130 | 7.00 | 1.3221 | 0.0000 | 1.3391 | ||
| 260 | 2007.03.01 06:00 | close | 130 | 7.00 | 1.3221 | 0.0000 | 1.3391 | -119.36 | 133671.63 |
| 261 | 2007.03.01 06:02 | sell | 131 | 7.00 | 1.3221 | 0.0000 | 1.3051 | ||
| 262 | 2007.03.02 07:00 | close | 131 | 7.00 | 1.3175 | 0.0000 | 1.3051 | 3246.75 | 136918.38 |
| 263 | 2007.03.07 08:00 | sell | 132 | 7.00 | 1.3119 | 0.0000 | 1.2949 | ||
| 264 | 2007.03.09 01:04 | close | 132 | 7.00 | 1.3139 | 0.0000 | 1.2949 | -1293.08 | 135625.29 |
| 265 | 2007.03.09 01:06 | buy | 133 | 7.00 | 1.3140 | 0.0000 | 1.3310 | ||
| 266 | 2007.03.13 03:00 | close | 133 | 7.00 | 1.3186 | 0.0000 | 1.3310 | 3140.45 | 138765.74 |
| 267 | 2007.03.13 23:00 | sell | 134 | 7.00 | 1.3189 | 0.0000 | 1.3019 | ||
| 268 | 2007.03.20 14:03 | close | 134 | 7.00 | 1.3307 | 0.0000 | 1.3019 | -8072.97 | 130692.77 |
| 269 | 2007.03.20 17:00 | buy | 135 | 7.00 | 1.3301 | 0.0000 | 1.3471 | ||
| 270 | 2007.03.21 07:04 | close | 135 | 7.00 | 1.3315 | 0.0000 | 1.3471 | 940.25 | 131633.03 |
| 271 | 2007.03.23 09:01 | buy | 136 | 7.00 | 1.3333 | 0.0000 | 1.3503 | ||
| 272 | 2007.03.27 05:00 | close | 136 | 7.00 | 1.3325 | 0.0000 | 1.3503 | -639.54 | 130993.48 |
| 273 | 2007.03.27 16:19 | sell | 137 | 7.00 | 1.3334 | 0.0000 | 1.3164 | ||
| 274 | 2007.03.29 07:00 | close | 137 | 7.00 | 1.3323 | 0.0000 | 1.3164 | 876.88 | 131870.36 |
| 275 | 2007.03.29 07:00 | buy | 138 | 7.00 | 1.3323 | 0.0000 | 1.3493 | ||
| 276 | 2007.03.29 23:32 | close | 138 | 7.00 | 1.3332 | 0.0000 | 1.3493 | 630.00 | 132500.36 |
| 277 | 2007.03.29 23:33 | sell | 139 | 7.00 | 1.3332 | 0.0000 | 1.3162 | ||
| 278 | 2007.03.30 18:17 | close | 139 | 7.00 | 1.3348 | 0.0000 | 1.3162 | -1093.28 | 131407.08 |
| 279 | 2007.03.30 18:17 | buy | 140 | 7.00 | 1.3348 | 0.0000 | 1.3518 | ||
| 280 | 2007.04.02 04:00 | close | 140 | 7.00 | 1.3340 | 0.0000 | 1.3518 | -599.79 | 130807.29 |
| 281 | 2007.04.02 04:00 | sell | 141 | 7.00 | 1.3340 | 0.0000 | 1.3170 | ||
| 282 | 2007.04.04 06:00 | close | 141 | 7.00 | 1.3338 | 0.0000 | 1.3170 | 193.44 | 131000.73 |
| 283 | 2007.04.04 06:00 | buy | 142 | 7.00 | 1.3338 | 0.0000 | 1.3508 | ||
| 284 | 2007.04.04 23:59 | close at stop | 142 | 7.00 | 1.3368 | 0.0000 | 1.3508 | 2100.00 | 133100.73 |