Strategy Tester Report
SimbaSystem1[1][1].3.official.atrtp.fixed
(Build 210)
| Symbol | GBPUSD (Great Britain Pound vs US Dollar) | ||||
| Period | 5 Minutes (M5) 2005.10.19 00:00 - 2007.02.22 23:55 (2005.10.19 - 2007.02.23) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | UseSATLFilter=true; ChandDist_Min=35; ChandDist_Max=100; UseChandIfTouched=false; WPR_Period=90; WPR_TopLevel=-8; WPR_BottomLevel=-92; TPPips=355; atr_for_tp=true; atr_period=4; atr_multiplier=4; AllowReentries=false; MaximumRisk=0; | ||||
| Bars in test | 99136 | Ticks modelled | 2036858 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 8439.00 | Gross profit | 37001.42 | Gross loss | -28562.42 |
| Profit factor | 1.30 | Expected payoff | 79.61 | ||
| Absolute drawdown | 4282.09 | Maximal drawdown | 6173.99 (51.92%) | Relative drawdown | 51.92% (6173.99) |
| Total trades | 106 | Short positions (won %) | 48 (29.17%) | Long positions (won %) | 58 (32.76%) |
| Profit trades (% of total) | 33 (31.13%) | Loss trades (% of total) | 73 (68.87%) | ||
| Largest | profit trade | 3071.90 | loss trade | -990.01 | |
| Average | profit trade | 1121.26 | loss trade | -391.27 | |
| Maximum | consecutive wins (profit in money) | 3 (2518.20) | consecutive losses (loss in money) | 8 (-3105.91) | |
| Maximal | consecutive profit (count of wins) | 3853.81 (2) | consecutive loss (count of losses) | -3105.91 (8) | |
| Average | consecutive wins | 1 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2005.10.20 03:10 | buy | 1 | 1.00 | 1.7608 | 0.0000 | 1.7941 | ||
| 2 | 2005.10.21 18:00 | close | 1 | 1.00 | 1.7687 | 0.0000 | 1.7941 | 791.90 | 10791.90 |
| 3 | 2005.10.25 09:30 | sell | 2 | 1.00 | 1.7674 | 0.0000 | 1.7480 | ||
| 4 | 2005.10.25 11:00 | close | 2 | 1.00 | 1.7766 | 0.0000 | 1.7480 | -920.00 | 9871.90 |
| 5 | 2005.10.26 00:46 | buy | 3 | 1.00 | 1.7833 | 0.0000 | 1.8141 | ||
| 6 | 2005.10.26 10:00 | close | 3 | 1.00 | 1.7775 | 0.0000 | 1.8141 | -580.00 | 9291.90 |
| 7 | 2005.10.27 16:50 | buy | 4 | 1.00 | 1.7836 | 0.0000 | 1.8153 | ||
| 8 | 2005.10.28 12:00 | close | 4 | 1.00 | 1.7814 | 0.0000 | 1.8153 | -218.10 | 9073.80 |
| 9 | 2005.10.31 08:05 | sell | 5 | 1.00 | 1.7765 | 0.0000 | 1.7583 | ||
| 10 | 2005.10.31 10:00 | close | 5 | 1.00 | 1.7810 | 0.0000 | 1.7583 | -450.00 | 8623.80 |
| 11 | 2005.11.01 08:25 | sell | 6 | 1.00 | 1.7698 | 0.0000 | 1.7552 | ||
| 12 | 2005.11.02 15:00 | close | 6 | 1.00 | 1.7699 | 0.0000 | 1.7552 | -18.91 | 8604.89 |
| 13 | 2005.11.03 07:29 | buy | 7 | 1.00 | 1.7745 | 0.0000 | 1.7963 | ||
| 14 | 2005.11.03 15:00 | close | 7 | 1.00 | 1.7731 | 0.0000 | 1.7963 | -140.00 | 8464.89 |
| 15 | 2005.11.08 14:55 | sell | 8 | 1.00 | 1.7382 | 0.0000 | 1.7170 | ||
| 16 | 2005.11.08 20:00 | close | 8 | 1.00 | 1.7442 | 0.0000 | 1.7170 | -600.00 | 7864.89 |
| 17 | 2005.11.17 01:00 | sell | 9 | 1.00 | 1.7185 | 0.0000 | 1.6886 | ||
| 18 | 2005.11.18 16:00 | close | 9 | 1.00 | 1.7202 | 0.0000 | 1.6886 | -178.90 | 7685.99 |
| 19 | 2005.11.29 02:50 | buy | 10 | 1.00 | 1.7240 | 0.0000 | 1.7617 | ||
| 20 | 2005.11.29 14:00 | close | 10 | 1.00 | 1.7241 | 0.0000 | 1.7617 | 10.00 | 7695.99 |
| 21 | 2005.11.30 06:21 | sell | 11 | 1.00 | 1.7189 | 0.0000 | 1.6959 | ||
| 22 | 2005.11.30 11:00 | close | 11 | 1.00 | 1.7234 | 0.0000 | 1.6959 | -449.99 | 7246.00 |
| 23 | 2005.12.01 06:05 | buy | 12 | 1.00 | 1.7280 | 0.0000 | 1.7462 | ||
| 24 | 2005.12.02 13:00 | close | 12 | 1.00 | 1.7264 | 0.0000 | 1.7462 | -158.10 | 7087.90 |
| 25 | 2005.12.06 04:41 | buy | 13 | 1.00 | 1.7408 | 0.0000 | 1.7666 | ||
| 26 | 2005.12.06 11:00 | close | 13 | 1.00 | 1.7374 | 0.0000 | 1.7666 | -339.99 | 6747.91 |
| 27 | 2005.12.07 01:55 | buy | 14 | 1.00 | 1.7402 | 0.0000 | 1.7716 | ||
| 28 | 2005.12.07 09:00 | close | 14 | 1.00 | 1.7346 | 0.0000 | 1.7716 | -560.01 | 6187.90 |
| 29 | 2005.12.09 01:40 | buy | 15 | 1.00 | 1.7507 | 0.0000 | 1.7823 | ||
| 30 | 2005.12.09 10:00 | close | 15 | 1.00 | 1.7466 | 0.0000 | 1.7823 | -409.99 | 5777.91 |
| 31 | 2005.12.12 00:05 | buy | 16 | 1.00 | 1.7508 | 0.0000 | 1.7662 | ||
| 32 | 2005.12.12 13:53 | t/p | 16 | 1.00 | 1.7662 | 0.0000 | 1.7662 | 1540.00 | 7317.91 |
| 33 | 2005.12.13 05:25 | buy | 17 | 1.00 | 1.7741 | 0.0000 | 1.8004 | ||
| 34 | 2005.12.13 11:00 | close | 17 | 1.00 | 1.7685 | 0.0000 | 1.8004 | -560.00 | 6757.91 |
| 35 | 2005.12.16 06:55 | sell | 18 | 1.00 | 1.7658 | 0.0000 | 1.7426 | ||
| 36 | 2005.12.16 10:00 | close | 18 | 1.00 | 1.7714 | 0.0000 | 1.7426 | -560.00 | 6197.91 |
| 37 | 2005.12.21 01:36 | sell | 19 | 1.00 | 1.7570 | 0.0000 | 1.7264 | ||
| 38 | 2005.12.27 12:00 | close | 19 | 1.00 | 1.7361 | 0.0000 | 1.7264 | 2036.60 | 8234.51 |
| 39 | 2005.12.29 02:05 | sell | 20 | 1.00 | 1.7206 | 0.0000 | 1.6827 | ||
| 40 | 2005.12.29 12:00 | close | 20 | 1.00 | 1.7219 | 0.0000 | 1.6827 | -130.01 | 8104.50 |
| 41 | 2005.12.30 22:25 | sell | 21 | 1.00 | 1.7228 | 0.0000 | 1.7012 | ||
| 42 | 2006.01.03 04:00 | close | 21 | 1.00 | 1.7288 | 0.0000 | 1.7012 | -617.80 | 7486.70 |
| 43 | 2006.01.03 14:25 | buy | 22 | 1.00 | 1.7261 | 0.0000 | 1.7542 | ||
| 44 | 2006.01.04 10:10 | t/p | 22 | 1.00 | 1.7542 | 0.0000 | 1.7542 | 2811.90 | 10298.60 |
| 45 | 2006.01.04 23:55 | buy | 23 | 1.00 | 1.7566 | 0.0000 | 1.7836 | ||
| 46 | 2006.01.05 10:00 | close | 23 | 1.00 | 1.7523 | 0.0000 | 1.7836 | -424.30 | 9874.30 |
| 47 | 2006.01.09 01:30 | buy | 24 | 1.00 | 1.7681 | 0.0000 | 1.7963 | ||
| 48 | 2006.01.11 03:00 | close | 24 | 1.00 | 1.7618 | 0.0000 | 1.7963 | -626.19 | 9248.11 |
| 49 | 2006.01.16 07:00 | buy | 25 | 1.00 | 1.7753 | 0.0000 | 1.7995 | ||
| 50 | 2006.01.16 12:02 | close | 25 | 1.00 | 1.7702 | 0.0000 | 1.7995 | -510.00 | 8738.11 |
| 51 | 2006.01.17 19:45 | sell | 26 | 1.00 | 1.7644 | 0.0000 | 1.7442 | ||
| 52 | 2006.01.18 10:00 | close | 26 | 1.00 | 1.7683 | 0.0000 | 1.7442 | -398.90 | 8339.21 |
| 53 | 2006.01.23 10:00 | buy | 27 | 1.00 | 1.7749 | 0.0000 | 1.8032 | ||
| 54 | 2006.01.25 23:00 | close | 27 | 1.00 | 1.7837 | 0.0000 | 1.8032 | 883.80 | 9223.01 |
| 55 | 2006.01.27 10:45 | sell | 28 | 1.00 | 1.7812 | 0.0000 | 1.7604 | ||
| 56 | 2006.01.27 15:00 | close | 28 | 1.00 | 1.7862 | 0.0000 | 1.7604 | -499.99 | 8723.02 |
| 57 | 2006.02.03 00:45 | buy | 29 | 1.00 | 1.7783 | 0.0000 | 1.7953 | ||
| 58 | 2006.02.03 11:00 | close | 29 | 1.00 | 1.7753 | 0.0000 | 1.7953 | -300.00 | 8423.02 |
| 59 | 2006.02.06 01:25 | sell | 30 | 1.00 | 1.7636 | 0.0000 | 1.7322 | ||
| 60 | 2006.02.10 07:00 | close | 30 | 1.00 | 1.7466 | 0.0000 | 1.7322 | 1646.60 | 10069.62 |
| 61 | 2006.02.20 09:30 | buy | 31 | 1.00 | 1.7429 | 0.0000 | 1.7576 | ||
| 62 | 2006.02.22 12:00 | close | 31 | 1.00 | 1.7410 | 0.0000 | 1.7576 | -186.19 | 9883.43 |
| 63 | 2006.02.27 17:40 | sell | 32 | 1.00 | 1.7417 | 0.0000 | 1.7237 | ||
| 64 | 2006.02.28 12:00 | close | 32 | 1.00 | 1.7471 | 0.0000 | 1.7237 | -548.88 | 9334.55 |
| 65 | 2006.03.01 08:50 | buy | 33 | 1.00 | 1.7536 | 0.0000 | 1.7720 | ||
| 66 | 2006.03.01 18:00 | close | 33 | 1.00 | 1.7472 | 0.0000 | 1.7720 | -640.00 | 8694.55 |
| 67 | 2006.03.08 03:00 | sell | 34 | 1.00 | 1.7370 | 0.0000 | 1.7158 | ||
| 68 | 2006.03.08 09:00 | close | 34 | 1.00 | 1.7415 | 0.0000 | 1.7158 | -450.00 | 8244.55 |
| 69 | 2006.03.13 00:57 | sell | 35 | 1.00 | 1.7276 | 0.0000 | 1.7020 | ||
| 70 | 2006.03.13 18:00 | close | 35 | 1.00 | 1.7311 | 0.0000 | 1.7020 | -350.00 | 7894.55 |
| 71 | 2006.03.14 08:45 | buy | 36 | 1.00 | 1.7344 | 0.0000 | 1.7493 | ||
| 72 | 2006.03.15 11:00 | close | 36 | 1.00 | 1.7423 | 0.0000 | 1.7493 | 791.90 | 8686.45 |
| 73 | 2006.03.16 05:25 | buy | 37 | 1.00 | 1.7467 | 0.0000 | 1.7622 | ||
| 74 | 2006.03.17 16:00 | close | 37 | 1.00 | 1.7531 | 0.0000 | 1.7622 | 641.90 | 9328.35 |
| 75 | 2006.03.22 00:00 | sell | 38 | 1.00 | 1.7487 | 0.0000 | 1.7293 | ||
| 76 | 2006.03.24 16:00 | close | 38 | 1.00 | 1.7375 | 0.0000 | 1.7293 | 1084.40 | 10412.75 |
| 77 | 2006.03.27 18:30 | buy | 39 | 1.00 | 1.7460 | 0.0000 | 1.7606 | ||
| 78 | 2006.03.28 22:00 | close | 39 | 1.00 | 1.7434 | 0.0000 | 1.7606 | -258.10 | 10154.65 |
| 79 | 2006.03.31 07:30 | buy | 40 | 1.00 | 1.7450 | 0.0000 | 1.7669 | ||
| 80 | 2006.03.31 10:00 | close | 40 | 1.00 | 1.7411 | 0.0000 | 1.7669 | -390.00 | 9764.65 |
| 81 | 2006.04.05 01:15 | buy | 41 | 1.00 | 1.7544 | 0.0000 | 1.7832 | ||
| 82 | 2006.04.05 12:00 | close | 41 | 1.00 | 1.7528 | 0.0000 | 1.7832 | -160.00 | 9604.65 |
| 83 | 2006.04.19 06:20 | buy | 42 | 1.00 | 1.7816 | 0.0000 | 1.8028 | ||
| 84 | 2006.04.20 11:00 | close | 42 | 1.00 | 1.7841 | 0.0000 | 1.8028 | 255.72 | 9860.37 |
| 85 | 2006.04.21 03:55 | sell | 43 | 1.00 | 1.7793 | 0.0000 | 1.7594 | ||
| 86 | 2006.04.21 11:00 | close | 43 | 1.00 | 1.7817 | 0.0000 | 1.7594 | -240.00 | 9620.37 |
| 87 | 2006.04.28 03:30 | buy | 44 | 1.00 | 1.8011 | 0.0000 | 1.8318 | ||
| 88 | 2006.05.01 14:57 | t/p | 44 | 1.00 | 1.8318 | 0.0000 | 1.8318 | 3071.90 | 12692.27 |
| 89 | 2006.05.05 03:41 | buy | 45 | 1.00 | 1.8510 | 0.0000 | 1.8774 | ||
| 90 | 2006.05.08 16:00 | close | 45 | 1.00 | 1.8588 | 0.0000 | 1.8774 | 781.91 | 13474.18 |
| 91 | 2006.05.15 08:30 | buy | 46 | 1.00 | 1.8927 | 0.0000 | 1.9163 | ||
| 92 | 2006.05.15 11:00 | close | 46 | 1.00 | 1.8847 | 0.0000 | 1.9163 | -800.01 | 12674.17 |
| 93 | 2006.05.19 05:55 | buy | 47 | 1.00 | 1.8902 | 0.0000 | 1.9198 | ||
| 94 | 2006.05.19 10:00 | close | 47 | 1.00 | 1.8803 | 0.0000 | 1.9198 | -990.00 | 11684.17 |
| 95 | 2006.05.19 20:00 | sell | 48 | 1.00 | 1.8779 | 0.0000 | 1.8400 | ||
| 96 | 2006.05.22 16:00 | close | 48 | 1.00 | 1.8778 | 0.0000 | 1.8400 | 1.09 | 11685.26 |
| 97 | 2006.05.23 01:10 | buy | 49 | 1.00 | 1.8832 | 0.0000 | 1.9123 | ||
| 98 | 2006.05.24 00:00 | close | 49 | 1.00 | 1.8762 | 0.0000 | 1.9123 | -698.10 | 10987.16 |
| 99 | 2006.05.29 01:55 | sell | 50 | 1.00 | 1.8592 | 0.0000 | 1.8285 | ||
| 100 | 2006.05.29 12:00 | close | 50 | 1.00 | 1.8636 | 0.0000 | 1.8285 | -440.00 | 10547.16 |
| 101 | 2006.05.31 01:01 | buy | 51 | 1.00 | 1.8817 | 0.0000 | 1.9136 | ||
| 102 | 2006.05.31 11:00 | close | 51 | 1.00 | 1.8777 | 0.0000 | 1.9136 | -400.00 | 10147.16 |
| 103 | 2006.06.06 08:20 | sell | 52 | 1.00 | 1.8731 | 0.0000 | 1.8534 | ||
| 104 | 2006.06.07 15:50 | t/p | 52 | 1.00 | 1.8534 | 0.0000 | 1.8534 | 1961.10 | 12108.26 |
| 105 | 2006.06.14 03:16 | sell | 53 | 1.00 | 1.8347 | 0.0000 | 1.8059 | ||
| 106 | 2006.06.14 09:00 | close | 53 | 1.00 | 1.8406 | 0.0000 | 1.8059 | -590.00 | 11518.26 |
| 107 | 2006.06.19 12:10 | sell | 54 | 1.00 | 1.8464 | 0.0000 | 1.8259 | ||
| 108 | 2006.06.20 09:00 | close | 54 | 1.00 | 1.8448 | 0.0000 | 1.8259 | 151.11 | 11669.37 |
| 109 | 2006.07.03 01:50 | buy | 55 | 1.00 | 1.8467 | 0.0000 | 1.8748 | ||
| 110 | 2006.07.03 18:00 | close | 55 | 1.00 | 1.8405 | 0.0000 | 1.8748 | -620.00 | 11049.37 |
| 111 | 2006.07.06 01:45 | sell | 56 | 1.00 | 1.8357 | 0.0000 | 1.8095 | ||
| 112 | 2006.07.06 15:00 | close | 56 | 1.00 | 1.8376 | 0.0000 | 1.8095 | -189.99 | 10859.38 |
| 113 | 2006.07.10 02:20 | buy | 57 | 1.00 | 1.8479 | 0.0000 | 1.8753 | ||
| 114 | 2006.07.10 12:00 | close | 57 | 1.00 | 1.8436 | 0.0000 | 1.8753 | -430.00 | 10429.38 |
| 115 | 2006.07.12 04:15 | buy | 58 | 1.00 | 1.8444 | 0.0000 | 1.8604 | ||
| 116 | 2006.07.12 14:00 | close | 58 | 1.00 | 1.8393 | 0.0000 | 1.8604 | -510.00 | 9919.38 |
| 117 | 2006.07.13 01:40 | sell | 59 | 1.00 | 1.8348 | 0.0000 | 1.8071 | ||
| 118 | 2006.07.13 10:00 | close | 59 | 1.00 | 1.8394 | 0.0000 | 1.8071 | -460.00 | 9459.38 |
| 119 | 2006.07.14 03:00 | buy | 60 | 1.00 | 1.8410 | 0.0000 | 1.8687 | ||
| 120 | 2006.07.14 09:00 | close | 60 | 1.00 | 1.8374 | 0.0000 | 1.8687 | -360.00 | 9099.38 |
| 121 | 2006.07.17 00:41 | sell | 61 | 1.00 | 1.8385 | 0.0000 | 1.8167 | ||
| 122 | 2006.07.18 11:00 | close | 61 | 1.00 | 1.8250 | 0.0000 | 1.8167 | 1341.10 | 10440.48 |
| 123 | 2006.07.20 21:45 | buy | 62 | 1.00 | 1.8482 | 0.0000 | 1.8656 | ||
| 124 | 2006.07.24 08:00 | close | 62 | 1.00 | 1.8524 | 0.0000 | 1.8656 | 423.79 | 10864.27 |
| 125 | 2006.07.26 01:40 | sell | 63 | 1.00 | 1.8406 | 0.0000 | 1.8165 | ||
| 126 | 2006.07.26 16:00 | close | 63 | 1.00 | 1.8437 | 0.0000 | 1.8165 | -310.00 | 10554.27 |
| 127 | 2006.07.28 22:15 | buy | 64 | 1.00 | 1.8628 | 0.0000 | 1.8852 | ||
| 128 | 2006.08.03 11:00 | close | 64 | 1.00 | 1.8717 | 0.0000 | 1.8852 | 901.40 | 11455.67 |
| 129 | 2006.08.04 01:40 | buy | 65 | 1.00 | 1.8861 | 0.0000 | 1.9228 | ||
| 130 | 2006.08.07 09:00 | close | 65 | 1.00 | 1.9052 | 0.0000 | 1.9228 | 1911.90 | 13367.57 |
| 131 | 2006.08.09 08:15 | sell | 66 | 1.00 | 1.9045 | 0.0000 | 1.8802 | ||
| 132 | 2006.08.09 18:00 | close | 66 | 1.00 | 1.9090 | 0.0000 | 1.8802 | -450.00 | 12917.57 |
| 133 | 2006.08.11 00:17 | sell | 67 | 1.00 | 1.8941 | 0.0000 | 1.8602 | ||
| 134 | 2006.08.11 10:00 | close | 67 | 1.00 | 1.8951 | 0.0000 | 1.8602 | -99.99 | 12817.58 |
| 135 | 2006.08.14 03:00 | sell | 68 | 1.00 | 1.8933 | 0.0000 | 1.8656 | ||
| 136 | 2006.08.15 15:00 | close | 68 | 1.00 | 1.8948 | 0.0000 | 1.8656 | -158.89 | 12658.69 |
| 137 | 2006.08.15 22:05 | buy | 69 | 1.00 | 1.8932 | 0.0000 | 1.9194 | ||
| 138 | 2006.08.16 09:00 | close | 69 | 1.00 | 1.8925 | 0.0000 | 1.9194 | -68.10 | 12590.59 |
| 139 | 2006.08.18 05:45 | sell | 70 | 1.00 | 1.8860 | 0.0000 | 1.8634 | ||
| 140 | 2006.08.21 04:00 | close | 70 | 1.00 | 1.8862 | 0.0000 | 1.8634 | -28.90 | 12561.69 |
| 141 | 2006.08.21 19:10 | buy | 71 | 1.00 | 1.8942 | 0.0000 | 1.9179 | ||
| 142 | 2006.08.22 03:00 | close | 71 | 1.00 | 1.8907 | 0.0000 | 1.9179 | -348.10 | 12213.59 |
| 143 | 2006.08.23 08:55 | sell | 72 | 1.00 | 1.8889 | 0.0000 | 1.8770 | ||
| 144 | 2006.08.23 10:00 | close | 72 | 1.00 | 1.8924 | 0.0000 | 1.8770 | -350.00 | 11863.59 |
| 145 | 2006.08.25 04:40 | sell | 73 | 1.00 | 1.8880 | 0.0000 | 1.8684 | ||
| 146 | 2006.08.25 13:00 | close | 73 | 1.00 | 1.8899 | 0.0000 | 1.8684 | -190.00 | 11673.59 |
| 147 | 2006.09.06 03:15 | sell | 74 | 1.00 | 1.8948 | 0.0000 | 1.8739 | ||
| 148 | 2006.09.07 13:57 | t/p | 74 | 1.00 | 1.8739 | 0.0000 | 1.8739 | 2063.29 | 13736.88 |
| 149 | 2006.09.11 01:15 | sell | 75 | 1.00 | 1.8660 | 0.0000 | 1.8476 | ||
| 150 | 2006.09.12 06:01 | close | 75 | 1.00 | 1.8685 | 0.0000 | 1.8476 | -258.88 | 13478.00 |
| 151 | 2006.09.13 02:15 | buy | 76 | 1.00 | 1.8724 | 0.0000 | 1.8943 | ||
| 152 | 2006.09.15 10:00 | close | 76 | 1.00 | 1.8848 | 0.0000 | 1.8943 | 1247.60 | 14725.60 |
| 153 | 2006.09.18 18:45 | sell | 77 | 1.00 | 1.8786 | 0.0000 | 1.8564 | ||
| 154 | 2006.09.19 05:00 | close | 77 | 1.00 | 1.8828 | 0.0000 | 1.8564 | -428.91 | 14296.69 |
| 155 | 2006.09.21 01:05 | buy | 78 | 1.00 | 1.8869 | 0.0000 | 1.9069 | ||
| 156 | 2006.09.25 00:03 | close | 78 | 1.00 | 1.9007 | 0.0000 | 1.9069 | 1383.80 | 15680.49 |
| 157 | 2006.09.27 22:47 | sell | 79 | 1.00 | 1.8889 | 0.0000 | 1.8694 | ||
| 158 | 2006.09.29 09:23 | t/p | 79 | 1.00 | 1.8694 | 0.0000 | 1.8694 | 1914.40 | 17594.89 |
| 159 | 2006.10.03 02:25 | buy | 80 | 1.00 | 1.8864 | 0.0000 | 1.9142 | ||
| 160 | 2006.10.04 04:00 | close | 80 | 1.00 | 1.8842 | 0.0000 | 1.9142 | -218.11 | 17376.78 |
| 161 | 2006.10.05 06:15 | buy | 81 | 1.00 | 1.8856 | 0.0000 | 1.8963 | ||
| 162 | 2006.10.05 14:00 | close | 81 | 1.00 | 1.8816 | 0.0000 | 1.8963 | -400.00 | 16976.78 |
| 163 | 2006.10.09 21:15 | sell | 82 | 1.00 | 1.8675 | 0.0000 | 1.8521 | ||
| 164 | 2006.10.10 09:00 | close | 82 | 1.00 | 1.8692 | 0.0000 | 1.8521 | -178.90 | 16797.88 |
| 165 | 2006.10.11 04:36 | sell | 83 | 1.00 | 1.8551 | 0.0000 | 1.8395 | ||
| 166 | 2006.10.11 11:00 | close | 83 | 1.00 | 1.8580 | 0.0000 | 1.8395 | -290.00 | 16507.88 |
| 167 | 2006.10.18 01:55 | buy | 84 | 1.00 | 1.8700 | 0.0000 | 1.8892 | ||
| 168 | 2006.10.18 15:00 | close | 84 | 1.00 | 1.8681 | 0.0000 | 1.8892 | -190.00 | 16317.88 |
| 169 | 2006.10.23 03:10 | buy | 85 | 1.00 | 1.8824 | 0.0000 | 1.9025 | ||
| 170 | 2006.10.23 10:00 | close | 85 | 1.00 | 1.8779 | 0.0000 | 1.9025 | -450.00 | 15867.88 |
| 171 | 2006.10.30 01:13 | buy | 86 | 1.00 | 1.8959 | 0.0000 | 1.9184 | ||
| 172 | 2006.10.31 10:00 | close | 86 | 1.00 | 1.8969 | 0.0000 | 1.9184 | 101.91 | 15969.79 |
| 173 | 2006.11.01 05:00 | buy | 87 | 1.00 | 1.9074 | 0.0000 | 1.9264 | ||
| 174 | 2006.11.02 09:00 | close | 87 | 1.00 | 1.9046 | 0.0000 | 1.9264 | -274.30 | 15695.49 |
| 175 | 2006.11.06 00:13 | sell | 88 | 1.00 | 1.9014 | 0.0000 | 1.8751 | ||
| 176 | 2006.11.07 03:01 | close | 88 | 1.00 | 1.9014 | 0.0000 | 1.8751 | -8.90 | 15686.59 |
| 177 | 2006.11.10 17:50 | buy | 89 | 1.00 | 1.9123 | 0.0000 | 1.9348 | ||
| 178 | 2006.11.13 11:00 | close | 89 | 1.00 | 1.9067 | 0.0000 | 1.9348 | -558.09 | 15128.50 |
| 179 | 2006.11.14 00:55 | sell | 90 | 1.00 | 1.9035 | 0.0000 | 1.8848 | ||
| 180 | 2006.11.15 14:34 | t/p | 90 | 1.00 | 1.8848 | 0.0000 | 1.8848 | 1861.10 | 16989.60 |
| 181 | 2006.11.15 18:55 | sell | 91 | 1.00 | 1.8892 | 0.0000 | 1.8685 | ||
| 182 | 2006.11.17 16:00 | close | 91 | 1.00 | 1.8913 | 0.0000 | 1.8685 | -245.60 | 16744.00 |
| 183 | 2006.11.23 03:27 | buy | 92 | 1.00 | 1.9137 | 0.0000 | 1.9321 | ||
| 184 | 2006.11.24 09:49 | t/p | 92 | 1.00 | 1.9321 | 0.0000 | 1.9321 | 1841.89 | 18585.89 |
| 185 | 2006.11.29 06:25 | buy | 93 | 1.00 | 1.9516 | 0.0000 | 1.9737 | ||
| 186 | 2006.11.29 20:00 | close | 93 | 1.00 | 1.9458 | 0.0000 | 1.9737 | -579.99 | 18005.90 |
| 187 | 2006.12.01 00:31 | buy | 94 | 1.00 | 1.9652 | 0.0000 | 1.9931 | ||
| 188 | 2006.12.01 11:00 | close | 94 | 1.00 | 1.9653 | 0.0000 | 1.9931 | 10.00 | 18015.90 |
| 189 | 2006.12.04 03:55 | buy | 95 | 1.00 | 1.9786 | 0.0000 | 2.0119 | ||
| 190 | 2006.12.04 15:00 | close | 95 | 1.00 | 1.9748 | 0.0000 | 2.0119 | -380.00 | 17635.90 |
| 191 | 2006.12.11 08:45 | sell | 96 | 1.00 | 1.9531 | 0.0000 | 1.9146 | ||
| 192 | 2006.12.11 19:00 | close | 96 | 1.00 | 1.9584 | 0.0000 | 1.9146 | -530.00 | 17105.90 |
| 193 | 2006.12.13 07:35 | buy | 97 | 1.00 | 1.9699 | 0.0000 | 1.9942 | ||
| 194 | 2006.12.13 15:00 | close | 97 | 1.00 | 1.9654 | 0.0000 | 1.9942 | -450.00 | 16655.90 |
| 195 | 2006.12.18 03:00 | sell | 98 | 1.00 | 1.9542 | 0.0000 | 1.9251 | ||
| 196 | 2006.12.19 08:00 | close | 98 | 1.00 | 1.9495 | 0.0000 | 1.9251 | 461.10 | 17117.00 |
| 197 | 2007.01.03 00:51 | buy | 99 | 1.00 | 1.9727 | 0.0000 | 1.9927 | ||
| 198 | 2007.01.03 12:01 | close | 99 | 1.00 | 1.9628 | 0.0000 | 1.9927 | -990.01 | 16126.99 |
| 199 | 2007.01.04 04:05 | sell | 100 | 1.00 | 1.9522 | 0.0000 | 1.9298 | ||
| 200 | 2007.01.05 14:49 | t/p | 100 | 1.00 | 1.9298 | 0.0000 | 1.9298 | 2231.11 | 18358.10 |
| 201 | 2007.01.08 06:35 | sell | 101 | 1.00 | 1.9305 | 0.0000 | 1.9069 | ||
| 202 | 2007.01.08 10:00 | close | 101 | 1.00 | 1.9341 | 0.0000 | 1.9069 | -360.00 | 17998.10 |
| 203 | 2007.01.16 01:10 | buy | 102 | 1.00 | 1.9636 | 0.0000 | 1.9814 | ||
| 204 | 2007.01.16 16:00 | close | 102 | 1.00 | 1.9614 | 0.0000 | 1.9814 | -220.00 | 17778.10 |
| 205 | 2007.01.26 08:25 | sell | 103 | 1.00 | 1.9667 | 0.0000 | 1.9517 | ||
| 206 | 2007.01.30 03:00 | close | 103 | 1.00 | 1.9644 | 0.0000 | 1.9517 | 212.20 | 17990.30 |
| 207 | 2007.02.01 04:00 | buy | 104 | 1.00 | 1.9631 | 0.0000 | 1.9908 | ||
| 208 | 2007.02.02 09:00 | close | 104 | 1.00 | 1.9662 | 0.0000 | 1.9908 | 311.90 | 18302.20 |
| 209 | 2007.02.07 02:10 | buy | 105 | 1.00 | 1.9687 | 0.0000 | 1.9881 | ||
| 210 | 2007.02.08 10:00 | close | 105 | 1.00 | 1.9668 | 0.0000 | 1.9881 | -184.30 | 18117.90 |
| 211 | 2007.02.09 00:30 | sell | 106 | 1.00 | 1.9590 | 0.0000 | 1.9340 | ||
| 212 | 2007.02.12 08:00 | close | 106 | 1.00 | 1.9557 | 0.0000 | 1.9340 | 321.10 | 18439.00 |