Symbol | GBPJPY (Great Britain Pound vs Japanese Yen) | ||||
Period | 1 Hour (H1) 2007.01.02 08:00 - 2008.03.17 23:00 (2007.01.02 - 2008.03.18) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | MagicNumber=0; SignalMail=false; EachTickMode=false; Lots=0.5; Slippage=3; UseStopLoss=false; StopLoss=30; UseTakeProfit=false; TakeProfit=60; UseTrailingStop=false; TrailingStop=12; | ||||
Bars in test | 8416 | Ticks modelled | 5411207 | Modelling quality | 52.49% |
Mismatched charts errors | 34 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 21165.80 | Gross profit | 82788.88 | Gross loss | -61623.08 |
Profit factor | 1.34 | Expected payoff | 125.99 | ||
Absolute drawdown | 240.99 | Maximal drawdown | 16466.86 (40.42%) | Relative drawdown | 40.42% (16466.86) |
Total trades | 168 | Short positions (won %) | 82 (34.15%) | Long positions (won %) | 86 (34.88%) |
Profit trades (% of total) | 58 (34.52%) | Loss trades (% of total) | 110 (65.48%) | ||
Largest | profit trade | 7033.22 | loss trade | -2606.35 | |
Average | profit trade | 1427.39 | loss trade | -560.21 | |
Maximum | consecutive wins (profit in money) | 4 (10181.44) | consecutive losses (loss in money) | 11 (-4038.21) | |
Maximal | consecutive profit (count of wins) | 11680.07 (3) | consecutive loss (count of losses) | -6442.03 (7) | |
Average | consecutive wins | 2 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2007.01.02 12:00 | buy | 1 | 0.50 | 234.31 | 0.00 | 0.00 | ||
2 | 2007.01.03 14:00 | close | 1 | 0.50 | 233.98 | 0.00 | 0.00 | -158.52 | 9841.48 |
3 | 2007.01.03 15:00 | sell | 2 | 0.50 | 233.67 | 0.00 | 0.00 | ||
4 | 2007.01.08 18:00 | close | 2 | 0.50 | 229.76 | 0.00 | 0.00 | 1921.70 | 11763.18 |
5 | 2007.01.08 19:00 | buy | 3 | 0.50 | 229.79 | 0.00 | 0.00 | ||
6 | 2007.01.16 18:00 | close | 3 | 0.50 | 236.46 | 0.00 | 0.00 | 3531.30 | 15294.48 |
7 | 2007.01.16 19:00 | sell | 4 | 0.50 | 236.64 | 0.00 | 0.00 | ||
8 | 2007.01.17 11:00 | close | 4 | 0.50 | 237.03 | 0.00 | 0.00 | -219.72 | 15074.75 |
9 | 2007.01.17 12:00 | buy | 5 | 0.50 | 237.12 | 0.00 | 0.00 | ||
10 | 2007.01.18 14:00 | close | 5 | 0.50 | 238.68 | 0.00 | 0.00 | 839.00 | 15913.75 |
11 | 2007.01.18 15:00 | sell | 6 | 0.50 | 238.91 | 0.00 | 0.00 | ||
12 | 2007.01.22 06:00 | close | 6 | 0.50 | 239.65 | 0.00 | 0.00 | -418.83 | 15494.92 |
13 | 2007.01.22 07:00 | buy | 7 | 0.50 | 239.76 | 0.00 | 0.00 | ||
14 | 2007.01.23 21:00 | close | 7 | 0.50 | 241.16 | 0.00 | 0.00 | 733.33 | 16228.25 |
15 | 2007.01.23 22:00 | sell | 8 | 0.50 | 240.98 | 0.00 | 0.00 | ||
16 | 2007.01.29 11:00 | close | 8 | 0.50 | 238.66 | 0.00 | 0.00 | 1083.47 | 17311.73 |
17 | 2007.01.29 12:00 | buy | 9 | 0.50 | 238.79 | 0.00 | 0.00 | ||
18 | 2007.01.30 18:00 | close | 9 | 0.50 | 238.66 | 0.00 | 0.00 | -55.42 | 17256.31 |
19 | 2007.01.30 19:00 | sell | 10 | 0.50 | 238.61 | 0.00 | 0.00 | ||
20 | 2007.02.02 12:00 | close | 10 | 0.50 | 238.15 | 0.00 | 0.00 | 143.53 | 17399.83 |
21 | 2007.02.02 13:00 | buy | 11 | 0.50 | 238.25 | 0.00 | 0.00 | ||
22 | 2007.02.05 08:00 | close | 11 | 0.50 | 237.38 | 0.00 | 0.00 | -436.90 | 16962.93 |
23 | 2007.02.05 09:00 | sell | 12 | 0.50 | 237.12 | 0.00 | 0.00 | ||
24 | 2007.02.06 16:00 | close | 12 | 0.50 | 236.77 | 0.00 | 0.00 | 161.68 | 17124.61 |
25 | 2007.02.06 17:00 | buy | 13 | 0.50 | 237.26 | 0.00 | 0.00 | ||
26 | 2007.02.09 10:00 | close | 13 | 0.50 | 236.73 | 0.00 | 0.00 | -215.24 | 16909.37 |
27 | 2007.02.09 11:00 | sell | 14 | 0.50 | 236.46 | 0.00 | 0.00 | ||
28 | 2007.02.12 03:00 | close | 14 | 0.50 | 238.15 | 0.00 | 0.00 | -889.75 | 16019.62 |
29 | 2007.02.12 04:00 | buy | 15 | 0.50 | 238.10 | 0.00 | 0.00 | ||
30 | 2007.02.12 19:00 | close | 15 | 0.50 | 237.04 | 0.00 | 0.00 | -546.45 | 15473.17 |
31 | 2007.02.12 20:00 | sell | 16 | 0.50 | 237.09 | 0.00 | 0.00 | ||
32 | 2007.02.14 15:00 | close | 16 | 0.50 | 237.03 | 0.00 | 0.00 | -6.51 | 15466.66 |
33 | 2007.02.14 16:00 | buy | 17 | 0.50 | 237.18 | 0.00 | 0.00 | ||
34 | 2007.02.15 08:00 | close | 17 | 0.50 | 235.84 | 0.00 | 0.00 | -656.00 | 14810.66 |
35 | 2007.02.15 09:00 | sell | 18 | 0.50 | 235.67 | 0.00 | 0.00 | ||
36 | 2007.02.19 03:00 | close | 18 | 0.50 | 233.36 | 0.00 | 0.00 | 1153.17 | 15963.83 |
37 | 2007.02.19 04:00 | buy | 19 | 0.50 | 233.58 | 0.00 | 0.00 | ||
38 | 2007.02.26 10:00 | close | 19 | 0.50 | 236.71 | 0.00 | 0.00 | 1694.76 | 17658.60 |
39 | 2007.02.26 11:00 | sell | 20 | 0.50 | 236.98 | 0.00 | 0.00 | ||
40 | 2007.03.05 19:00 | close | 20 | 0.50 | 223.08 | 0.00 | 0.00 | 7033.22 | 24691.82 |
41 | 2007.03.05 20:00 | buy | 21 | 0.50 | 222.81 | 0.00 | 0.00 | ||
42 | 2007.03.08 02:00 | close | 21 | 0.50 | 223.28 | 0.00 | 0.00 | 300.28 | 24992.10 |
43 | 2007.03.08 03:00 | sell | 22 | 0.50 | 223.64 | 0.00 | 0.00 | ||
44 | 2007.03.08 06:00 | close | 22 | 0.50 | 224.91 | 0.00 | 0.00 | -654.57 | 24337.53 |
45 | 2007.03.08 07:00 | buy | 23 | 0.50 | 225.62 | 0.00 | 0.00 | ||
46 | 2007.03.13 13:00 | close | 23 | 0.50 | 225.32 | 0.00 | 0.00 | -119.85 | 24217.68 |
47 | 2007.03.13 14:00 | sell | 24 | 0.50 | 225.42 | 0.00 | 0.00 | ||
48 | 2007.03.14 22:00 | close | 24 | 0.50 | 226.73 | 0.00 | 0.00 | -693.90 | 23523.78 |
49 | 2007.03.14 23:00 | buy | 25 | 0.50 | 226.51 | 0.00 | 0.00 | ||
50 | 2007.03.23 10:00 | close | 25 | 0.50 | 231.53 | 0.00 | 0.00 | 2715.49 | 26239.26 |
51 | 2007.03.23 11:00 | sell | 26 | 0.50 | 231.15 | 0.00 | 0.00 | ||
52 | 2007.03.26 15:00 | close | 26 | 0.50 | 232.45 | 0.00 | 0.00 | -688.75 | 25550.51 |
53 | 2007.03.26 16:00 | buy | 27 | 0.50 | 232.66 | 0.00 | 0.00 | ||
54 | 2007.03.27 16:00 | close | 27 | 0.50 | 231.97 | 0.00 | 0.00 | -344.11 | 25206.40 |
55 | 2007.03.27 17:00 | sell | 28 | 0.50 | 231.68 | 0.00 | 0.00 | ||
56 | 2007.03.30 15:00 | close | 28 | 0.50 | 231.39 | 0.00 | 0.00 | 55.91 | 25262.30 |
57 | 2007.03.30 16:00 | buy | 29 | 0.50 | 231.44 | 0.00 | 0.00 | ||
58 | 2007.04.04 04:00 | close | 29 | 0.50 | 234.12 | 0.00 | 0.00 | 1416.38 | 26678.68 |
59 | 2007.04.04 05:00 | sell | 30 | 0.50 | 234.27 | 0.00 | 0.00 | ||
60 | 2007.04.06 18:00 | close | 30 | 0.50 | 234.67 | 0.00 | 0.00 | -281.01 | 26397.67 |
61 | 2007.04.06 19:00 | buy | 31 | 0.50 | 234.43 | 0.00 | 0.00 | ||
62 | 2007.04.09 15:00 | close | 31 | 0.50 | 233.79 | 0.00 | 0.00 | -318.33 | 26079.34 |
63 | 2007.04.09 16:00 | sell | 32 | 0.50 | 234.01 | 0.00 | 0.00 | ||
64 | 2007.04.10 11:00 | close | 32 | 0.50 | 234.87 | 0.00 | 0.00 | -461.97 | 25617.37 |
65 | 2007.04.10 12:00 | buy | 33 | 0.50 | 234.77 | 0.00 | 0.00 | ||
66 | 2007.04.12 11:00 | close | 33 | 0.50 | 235.68 | 0.00 | 0.00 | 515.51 | 26132.88 |
67 | 2007.04.12 12:00 | sell | 34 | 0.50 | 235.76 | 0.00 | 0.00 | ||
68 | 2007.04.13 20:00 | close | 34 | 0.50 | 236.75 | 0.00 | 0.00 | -528.97 | 25603.91 |
69 | 2007.04.13 21:00 | buy | 35 | 0.50 | 236.79 | 0.00 | 0.00 | ||
70 | 2007.04.17 09:00 | close | 35 | 0.50 | 237.52 | 0.00 | 0.00 | 399.54 | 26003.45 |
71 | 2007.04.17 10:00 | sell | 36 | 0.50 | 237.70 | 0.00 | 0.00 | ||
72 | 2007.04.17 13:00 | close | 36 | 0.50 | 239.10 | 0.00 | 0.00 | -721.50 | 25281.95 |
73 | 2007.04.17 14:00 | buy | 37 | 0.50 | 239.21 | 0.00 | 0.00 | ||
74 | 2007.04.17 20:00 | close | 37 | 0.50 | 238.50 | 0.00 | 0.00 | -366.01 | 24915.94 |
75 | 2007.04.17 21:00 | sell | 38 | 0.50 | 238.63 | 0.00 | 0.00 | ||
76 | 2007.04.25 09:00 | close | 38 | 0.50 | 237.54 | 0.00 | 0.00 | 412.04 | 25327.97 |
77 | 2007.04.25 10:00 | buy | 39 | 0.50 | 237.46 | 0.00 | 0.00 | ||
78 | 2007.04.30 11:00 | close | 39 | 0.50 | 238.13 | 0.00 | 0.00 | 403.39 | 25731.37 |
79 | 2007.04.30 12:00 | sell | 40 | 0.50 | 238.34 | 0.00 | 0.00 | ||
80 | 2007.04.30 17:00 | close | 40 | 0.50 | 239.00 | 0.00 | 0.00 | -340.14 | 25391.23 |
81 | 2007.04.30 18:00 | buy | 41 | 0.50 | 238.96 | 0.00 | 0.00 | ||
82 | 2007.05.02 09:00 | close | 41 | 0.50 | 238.99 | 0.00 | 0.00 | 38.67 | 25429.90 |
83 | 2007.05.02 10:00 | sell | 42 | 0.50 | 239.02 | 0.00 | 0.00 | ||
84 | 2007.05.03 14:00 | close | 42 | 0.50 | 239.54 | 0.00 | 0.00 | -324.12 | 25105.78 |
85 | 2007.05.03 19:00 | sell | 43 | 0.50 | 239.21 | 0.00 | 0.00 | ||
86 | 2007.05.04 21:00 | close | 43 | 0.50 | 239.45 | 0.00 | 0.00 | -142.39 | 24963.39 |
87 | 2007.05.04 22:00 | buy | 44 | 0.50 | 239.49 | 0.00 | 0.00 | ||
88 | 2007.05.07 23:00 | close | 44 | 0.50 | 239.29 | 0.00 | 0.00 | -91.51 | 24871.87 |
89 | 2007.05.08 00:00 | buy | 45 | 0.50 | 239.43 | 0.00 | 0.00 | ||
90 | 2007.05.08 04:00 | close | 45 | 0.50 | 238.98 | 0.00 | 0.00 | -231.98 | 24639.89 |
91 | 2007.05.08 05:00 | sell | 46 | 0.50 | 239.23 | 0.00 | 0.00 | ||
92 | 2007.05.09 18:00 | close | 46 | 0.50 | 239.22 | 0.00 | 0.00 | -13.56 | 24626.33 |
93 | 2007.05.09 19:00 | buy | 47 | 0.50 | 239.31 | 0.00 | 0.00 | ||
94 | 2007.05.10 19:00 | close | 47 | 0.50 | 237.56 | 0.00 | 0.00 | -867.36 | 23758.97 |
95 | 2007.05.10 20:00 | sell | 48 | 0.50 | 237.38 | 0.00 | 0.00 | ||
96 | 2007.05.15 02:00 | close | 48 | 0.50 | 238.53 | 0.00 | 0.00 | -648.87 | 23110.10 |
97 | 2007.05.15 03:00 | buy | 49 | 0.50 | 238.48 | 0.00 | 0.00 | ||
98 | 2007.05.15 12:00 | close | 49 | 0.50 | 237.95 | 0.00 | 0.00 | -273.23 | 22836.87 |
99 | 2007.05.15 13:00 | sell | 50 | 0.50 | 237.82 | 0.00 | 0.00 | ||
100 | 2007.05.15 18:00 | close | 50 | 0.50 | 238.85 | 0.00 | 0.00 | -530.86 | 22306.01 |
101 | 2007.05.15 19:00 | buy | 51 | 0.50 | 238.90 | 0.00 | 0.00 | ||
102 | 2007.05.18 14:00 | close | 51 | 0.50 | 238.18 | 0.00 | 0.00 | -313.19 | 21992.82 |
103 | 2007.05.18 15:00 | sell | 52 | 0.50 | 238.36 | 0.00 | 0.00 | ||
104 | 2007.05.21 18:00 | close | 52 | 0.50 | 239.49 | 0.00 | 0.00 | -601.13 | 21391.69 |
105 | 2007.05.21 19:00 | buy | 53 | 0.50 | 239.52 | 0.00 | 0.00 | ||
106 | 2007.05.24 04:00 | close | 53 | 0.50 | 241.54 | 0.00 | 0.00 | 1099.34 | 22491.03 |
107 | 2007.05.24 05:00 | sell | 54 | 0.50 | 241.42 | 0.00 | 0.00 | ||
108 | 2007.05.25 19:00 | close | 54 | 0.50 | 241.61 | 0.00 | 0.00 | -116.64 | 22374.39 |
109 | 2007.05.25 20:00 | buy | 55 | 0.50 | 241.62 | 0.00 | 0.00 | ||
110 | 2007.05.29 04:00 | close | 55 | 0.50 | 240.83 | 0.00 | 0.00 | -384.05 | 21990.34 |
111 | 2007.05.29 05:00 | sell | 56 | 0.50 | 240.86 | 0.00 | 0.00 | ||
112 | 2007.05.31 18:00 | close | 56 | 0.50 | 241.10 | 0.00 | 0.00 | -198.53 | 21791.81 |
113 | 2007.05.31 19:00 | buy | 57 | 0.50 | 241.21 | 0.00 | 0.00 | ||
114 | 2007.06.05 15:00 | close | 57 | 0.50 | 241.91 | 0.00 | 0.00 | 395.66 | 22187.46 |
115 | 2007.06.05 16:00 | sell | 58 | 0.50 | 241.80 | 0.00 | 0.00 | ||
116 | 2007.06.11 01:00 | close | 58 | 0.50 | 239.44 | 0.00 | 0.00 | 1104.09 | 23291.56 |
117 | 2007.06.11 02:00 | buy | 59 | 0.50 | 239.40 | 0.00 | 0.00 | ||
118 | 2007.06.20 06:00 | close | 59 | 0.50 | 245.09 | 0.00 | 0.00 | 3037.69 | 26329.25 |
119 | 2007.06.20 13:00 | buy | 60 | 0.50 | 246.24 | 0.00 | 0.00 | ||
120 | 2007.06.21 01:00 | close | 60 | 0.50 | 245.92 | 0.00 | 0.00 | -130.16 | 26199.08 |
121 | 2007.06.21 02:00 | sell | 61 | 0.50 | 246.19 | 0.00 | 0.00 | ||
122 | 2007.06.22 01:00 | close | 61 | 0.50 | 246.69 | 0.00 | 0.00 | -276.42 | 25922.66 |
123 | 2007.06.22 02:00 | buy | 62 | 0.50 | 246.66 | 0.00 | 0.00 | ||
124 | 2007.06.25 00:00 | close | 62 | 0.50 | 247.68 | 0.00 | 0.00 | 537.42 | 26460.08 |
125 | 2007.06.25 01:00 | sell | 63 | 0.50 | 247.67 | 0.00 | 0.00 | ||
126 | 2007.06.29 07:00 | close | 63 | 0.50 | 247.16 | 0.00 | 0.00 | 150.58 | 26610.66 |
127 | 2007.06.29 08:00 | buy | 64 | 0.50 | 247.25 | 0.00 | 0.00 | ||
128 | 2007.07.02 12:00 | close | 64 | 0.50 | 246.36 | 0.00 | 0.00 | -447.22 | 26163.44 |
129 | 2007.07.02 13:00 | sell | 65 | 0.50 | 246.49 | 0.00 | 0.00 | ||
130 | 2007.07.04 08:00 | close | 65 | 0.50 | 247.16 | 0.00 | 0.00 | -382.75 | 25780.70 |
131 | 2007.07.04 09:00 | buy | 66 | 0.50 | 247.14 | 0.00 | 0.00 | ||
132 | 2007.07.05 18:00 | close | 66 | 0.50 | 247.03 | 0.00 | 0.00 | -21.91 | 25758.78 |
133 | 2007.07.05 19:00 | sell | 67 | 0.50 | 247.00 | 0.00 | 0.00 | ||
134 | 2007.07.06 03:00 | close | 67 | 0.50 | 247.45 | 0.00 | 0.00 | -250.65 | 25508.13 |
135 | 2007.07.06 04:00 | buy | 68 | 0.50 | 247.38 | 0.00 | 0.00 | ||
136 | 2007.07.10 04:00 | close | 68 | 0.50 | 248.43 | 0.00 | 0.00 | 564.49 | 26072.62 |
137 | 2007.07.10 05:00 | sell | 69 | 0.50 | 248.46 | 0.00 | 0.00 | ||
138 | 2007.07.11 21:00 | close | 69 | 0.50 | 248.20 | 0.00 | 0.00 | 115.30 | 26187.92 |
139 | 2007.07.11 22:00 | buy | 70 | 0.50 | 248.58 | 0.00 | 0.00 | ||
140 | 2007.07.13 20:00 | close | 70 | 0.50 | 248.28 | 0.00 | 0.00 | -108.26 | 26079.66 |
141 | 2007.07.13 21:00 | sell | 71 | 0.50 | 248.11 | 0.00 | 0.00 | ||
142 | 2007.07.17 11:00 | close | 71 | 0.50 | 248.85 | 0.00 | 0.00 | -418.83 | 25660.84 |
143 | 2007.07.17 12:00 | buy | 72 | 0.50 | 249.22 | 0.00 | 0.00 | ||
144 | 2007.07.19 11:00 | close | 72 | 0.50 | 249.89 | 0.00 | 0.00 | 391.78 | 26052.62 |
145 | 2007.07.19 12:00 | sell | 73 | 0.50 | 249.98 | 0.00 | 0.00 | ||
146 | 2007.07.20 04:00 | close | 73 | 0.50 | 250.46 | 0.00 | 0.00 | -266.10 | 25786.52 |
147 | 2007.07.20 05:00 | buy | 74 | 0.50 | 250.42 | 0.00 | 0.00 | ||
148 | 2007.07.20 17:00 | close | 74 | 0.50 | 249.14 | 0.00 | 0.00 | -659.86 | 25126.66 |
149 | 2007.07.20 18:00 | sell | 75 | 0.50 | 249.16 | 0.00 | 0.00 | ||
150 | 2007.07.30 12:00 | close | 75 | 0.50 | 239.88 | 0.00 | 0.00 | 4633.31 | 29759.97 |
151 | 2007.07.30 13:00 | buy | 76 | 0.50 | 239.43 | 0.00 | 0.00 | ||
152 | 2007.07.30 14:00 | close | 76 | 0.50 | 239.30 | 0.00 | 0.00 | -67.02 | 29692.95 |
153 | 2007.07.30 16:00 | buy | 77 | 0.50 | 240.15 | 0.00 | 0.00 | ||
154 | 2007.08.01 07:00 | close | 77 | 0.50 | 239.61 | 0.00 | 0.00 | -255.18 | 29437.76 |
155 | 2007.08.01 08:00 | sell | 78 | 0.50 | 238.24 | 0.00 | 0.00 | ||
156 | 2007.08.01 21:00 | close | 78 | 0.50 | 240.47 | 0.00 | 0.00 | -1149.36 | 28288.40 |
157 | 2007.08.01 22:00 | buy | 79 | 0.50 | 241.35 | 0.00 | 0.00 | ||
158 | 2007.08.06 01:00 | close | 79 | 0.50 | 239.82 | 0.00 | 0.00 | -730.74 | 27557.67 |
159 | 2007.08.06 02:00 | sell | 80 | 0.50 | 240.01 | 0.00 | 0.00 | ||
160 | 2007.08.07 03:00 | close | 80 | 0.50 | 241.29 | 0.00 | 0.00 | -678.44 | 26879.23 |
161 | 2007.08.07 18:00 | sell | 81 | 0.50 | 239.35 | 0.00 | 0.00 | ||
162 | 2007.08.08 10:00 | close | 81 | 0.50 | 241.12 | 0.00 | 0.00 | -930.99 | 25948.23 |
163 | 2007.08.08 11:00 | buy | 82 | 0.50 | 241.43 | 0.00 | 0.00 | ||
164 | 2007.08.09 16:00 | close | 82 | 0.50 | 239.90 | 0.00 | 0.00 | -753.94 | 25194.29 |
165 | 2007.08.09 17:00 | sell | 83 | 0.50 | 240.84 | 0.00 | 0.00 | ||
166 | 2007.08.13 18:00 | close | 83 | 0.50 | 238.49 | 0.00 | 0.00 | 1173.79 | 26368.08 |
167 | 2007.08.13 19:00 | buy | 84 | 0.50 | 238.17 | 0.00 | 0.00 | ||
168 | 2007.08.14 00:00 | close | 84 | 0.50 | 237.64 | 0.00 | 0.00 | -261.63 | 26106.45 |
169 | 2007.08.14 03:00 | sell | 85 | 0.50 | 237.24 | 0.00 | 0.00 | ||
170 | 2007.08.15 20:00 | close | 85 | 0.50 | 234.39 | 0.00 | 0.00 | 1450.22 | 27556.67 |
171 | 2007.08.15 21:00 | buy | 86 | 0.50 | 233.14 | 0.00 | 0.00 | ||
172 | 2007.08.16 00:00 | close | 86 | 0.50 | 230.89 | 0.00 | 0.00 | -1125.12 | 26431.55 |
173 | 2007.08.16 01:00 | sell | 87 | 0.50 | 231.09 | 0.00 | 0.00 | ||
174 | 2007.08.16 22:00 | close | 87 | 0.50 | 225.82 | 0.00 | 0.00 | 2716.49 | 29148.04 |
175 | 2007.08.16 23:00 | buy | 88 | 0.50 | 225.90 | 0.00 | 0.00 | ||
176 | 2007.08.28 00:00 | close | 88 | 0.50 | 232.52 | 0.00 | 0.00 | 3528.72 | 32676.75 |
177 | 2007.08.28 01:00 | sell | 89 | 0.50 | 232.12 | 0.00 | 0.00 | ||
178 | 2007.08.29 19:00 | close | 89 | 0.50 | 232.68 | 0.00 | 0.00 | -307.34 | 32369.41 |
179 | 2007.08.29 20:00 | buy | 90 | 0.50 | 232.37 | 0.00 | 0.00 | ||
180 | 2007.09.03 15:00 | close | 90 | 0.50 | 233.43 | 0.00 | 0.00 | 604.43 | 32973.84 |
181 | 2007.09.03 16:00 | sell | 91 | 0.50 | 233.73 | 0.00 | 0.00 | ||
182 | 2007.09.05 00:00 | close | 91 | 0.50 | 234.04 | 0.00 | 0.00 | -197.21 | 32776.64 |
183 | 2007.09.05 01:00 | buy | 92 | 0.50 | 234.20 | 0.00 | 0.00 | ||
184 | 2007.09.05 08:00 | close | 92 | 0.50 | 232.64 | 0.00 | 0.00 | -804.21 | 31972.43 |
185 | 2007.09.05 09:00 | sell | 93 | 0.50 | 232.52 | 0.00 | 0.00 | ||
186 | 2007.09.06 22:00 | close | 93 | 0.50 | 233.55 | 0.00 | 0.00 | -587.01 | 31385.42 |
187 | 2007.09.06 23:00 | buy | 94 | 0.50 | 233.54 | 0.00 | 0.00 | ||
188 | 2007.09.07 04:00 | close | 94 | 0.50 | 232.71 | 0.00 | 0.00 | -416.27 | 30969.15 |
189 | 2007.09.07 05:00 | sell | 95 | 0.50 | 232.83 | 0.00 | 0.00 | ||
190 | 2007.09.11 14:00 | close | 95 | 0.50 | 231.42 | 0.00 | 0.00 | 689.30 | 31658.46 |
191 | 2007.09.11 15:00 | buy | 96 | 0.50 | 231.12 | 0.00 | 0.00 | ||
192 | 2007.09.14 08:00 | close | 96 | 0.50 | 232.24 | 0.00 | 0.00 | 635.38 | 32293.84 |
193 | 2007.09.14 09:00 | buy | 97 | 0.50 | 233.30 | 0.00 | 0.00 | ||
194 | 2007.09.14 13:00 | close | 97 | 0.50 | 231.35 | 0.00 | 0.00 | -1005.25 | 31288.59 |
195 | 2007.09.14 14:00 | sell | 98 | 0.50 | 231.00 | 0.00 | 0.00 | ||
196 | 2007.09.18 19:00 | close | 98 | 0.50 | 231.45 | 0.00 | 0.00 | -269.37 | 31019.22 |
197 | 2007.09.18 20:00 | buy | 99 | 0.50 | 231.73 | 0.00 | 0.00 | ||
198 | 2007.09.20 16:00 | close | 99 | 0.50 | 231.01 | 0.00 | 0.00 | -324.79 | 30694.44 |
199 | 2007.09.20 17:00 | sell | 100 | 0.50 | 230.66 | 0.00 | 0.00 | ||
200 | 2007.09.21 13:00 | close | 100 | 0.50 | 232.80 | 0.00 | 0.00 | -1121.69 | 29572.75 |
201 | 2007.09.21 14:00 | buy | 101 | 0.50 | 232.67 | 0.00 | 0.00 | ||
202 | 2007.09.25 03:00 | close | 101 | 0.50 | 230.86 | 0.00 | 0.00 | -909.89 | 28662.85 |
203 | 2007.09.25 04:00 | sell | 102 | 0.50 | 231.11 | 0.00 | 0.00 | ||
204 | 2007.09.26 15:00 | close | 102 | 0.50 | 232.83 | 0.00 | 0.00 | -905.22 | 27757.63 |
205 | 2007.09.26 16:00 | buy | 103 | 0.50 | 233.03 | 0.00 | 0.00 | ||
206 | 2007.10.02 05:00 | close | 103 | 0.50 | 235.64 | 0.00 | 0.00 | 1415.09 | 29172.72 |
207 | 2007.10.02 06:00 | sell | 104 | 0.50 | 235.40 | 0.00 | 0.00 | ||
208 | 2007.10.03 07:00 | close | 104 | 0.50 | 236.54 | 0.00 | 0.00 | -606.27 | 28566.45 |
209 | 2007.10.03 08:00 | buy | 105 | 0.50 | 236.21 | 0.00 | 0.00 | ||
210 | 2007.10.04 05:00 | close | 105 | 0.50 | 237.08 | 0.00 | 0.00 | 483.31 | 29049.76 |
211 | 2007.10.04 06:00 | sell | 106 | 0.50 | 236.77 | 0.00 | 0.00 | ||
212 | 2007.10.04 19:00 | close | 106 | 0.50 | 237.71 | 0.00 | 0.00 | -484.48 | 28565.28 |
213 | 2007.10.04 20:00 | buy | 107 | 0.50 | 237.51 | 0.00 | 0.00 | ||
214 | 2007.10.08 20:00 | close | 107 | 0.50 | 238.65 | 0.00 | 0.00 | 610.88 | 29176.15 |
215 | 2007.10.08 21:00 | sell | 108 | 0.50 | 238.79 | 0.00 | 0.00 | ||
216 | 2007.10.10 10:00 | close | 108 | 0.50 | 239.66 | 0.00 | 0.00 | -485.84 | 28690.32 |
217 | 2007.10.10 11:00 | buy | 109 | 0.50 | 239.79 | 0.00 | 0.00 | ||
218 | 2007.10.11 03:00 | close | 109 | 0.50 | 238.71 | 0.00 | 0.00 | -521.96 | 28168.36 |
219 | 2007.10.11 04:00 | sell | 110 | 0.50 | 238.71 | 0.00 | 0.00 | ||
220 | 2007.10.15 01:00 | close | 110 | 0.50 | 239.35 | 0.00 | 0.00 | -367.29 | 27801.07 |
221 | 2007.10.15 12:00 | buy | 111 | 0.50 | 240.03 | 0.00 | 0.00 | ||
222 | 2007.10.16 10:00 | close | 111 | 0.50 | 237.63 | 0.00 | 0.00 | -1225.64 | 26575.43 |
223 | 2007.10.16 11:00 | sell | 112 | 0.50 | 237.66 | 0.00 | 0.00 | ||
224 | 2007.10.23 00:00 | close | 112 | 0.50 | 232.64 | 0.00 | 0.00 | 2456.37 | 29031.80 |
225 | 2007.10.23 01:00 | buy | 113 | 0.50 | 232.67 | 0.00 | 0.00 | ||
226 | 2007.11.01 17:00 | close | 113 | 0.50 | 239.11 | 0.00 | 0.00 | 3447.52 | 32479.32 |
227 | 2007.11.01 18:00 | sell | 114 | 0.50 | 239.59 | 0.00 | 0.00 | ||
228 | 2007.11.13 08:00 | close | 114 | 0.50 | 228.02 | 0.00 | 0.00 | 5776.18 | 38255.50 |
229 | 2007.11.13 09:00 | buy | 115 | 0.50 | 227.59 | 0.00 | 0.00 | ||
230 | 2007.11.15 11:00 | close | 115 | 0.50 | 226.60 | 0.00 | 0.00 | -463.97 | 37791.53 |
231 | 2007.11.15 12:00 | sell | 116 | 0.50 | 226.01 | 0.00 | 0.00 | ||
232 | 2007.11.16 21:00 | close | 116 | 0.50 | 227.41 | 0.00 | 0.00 | -740.29 | 37051.24 |
233 | 2007.11.16 22:00 | buy | 117 | 0.50 | 227.69 | 0.00 | 0.00 | ||
234 | 2007.11.19 20:00 | close | 117 | 0.50 | 224.68 | 0.00 | 0.00 | -1540.11 | 35511.13 |
235 | 2007.11.19 21:00 | sell | 118 | 0.50 | 225.13 | 0.00 | 0.00 | ||
236 | 2007.11.20 11:00 | close | 118 | 0.50 | 227.52 | 0.00 | 0.00 | -1250.54 | 34260.59 |
237 | 2007.11.20 12:00 | buy | 119 | 0.50 | 227.49 | 0.00 | 0.00 | ||
238 | 2007.11.21 10:00 | close | 119 | 0.50 | 224.87 | 0.00 | 0.00 | -1339.20 | 32921.39 |
239 | 2007.11.21 11:00 | sell | 120 | 0.50 | 223.52 | 0.00 | 0.00 | ||
240 | 2007.11.26 00:00 | close | 120 | 0.50 | 223.71 | 0.00 | 0.00 | -191.49 | 32729.89 |
241 | 2007.11.26 01:00 | buy | 121 | 0.50 | 224.29 | 0.00 | 0.00 | ||
242 | 2007.11.27 03:00 | close | 121 | 0.50 | 222.49 | 0.00 | 0.00 | -916.42 | 31813.47 |
243 | 2007.11.27 05:00 | buy | 122 | 0.50 | 225.26 | 0.00 | 0.00 | ||
244 | 2007.12.04 04:00 | close | 122 | 0.50 | 227.73 | 0.00 | 0.00 | 1354.64 | 33168.11 |
245 | 2007.12.04 05:00 | sell | 123 | 0.50 | 227.87 | 0.00 | 0.00 | ||
246 | 2007.12.06 23:00 | close | 123 | 0.50 | 225.81 | 0.00 | 0.00 | 987.00 | 34155.11 |
247 | 2007.12.07 12:00 | buy | 124 | 0.50 | 226.57 | 0.00 | 0.00 | ||
248 | 2007.12.11 21:00 | close | 124 | 0.50 | 225.60 | 0.00 | 0.00 | -476.95 | 33678.16 |
249 | 2007.12.11 22:00 | sell | 125 | 0.50 | 224.92 | 0.00 | 0.00 | ||
250 | 2007.12.12 20:00 | close | 125 | 0.50 | 229.94 | 0.00 | 0.00 | -2606.35 | 31071.81 |
251 | 2007.12.13 15:00 | buy | 126 | 0.50 | 228.92 | 0.00 | 0.00 | ||
252 | 2007.12.17 09:00 | close | 126 | 0.50 | 227.58 | 0.00 | 0.00 | -667.74 | 30404.07 |
253 | 2007.12.17 10:00 | sell | 127 | 0.50 | 227.77 | 0.00 | 0.00 | ||
254 | 2007.12.21 16:00 | close | 127 | 0.50 | 225.72 | 0.00 | 0.00 | 944.42 | 31348.49 |
255 | 2007.12.21 17:00 | buy | 128 | 0.50 | 226.02 | 0.00 | 0.00 | ||
256 | 2007.12.28 11:00 | close | 128 | 0.50 | 225.97 | 0.00 | 0.00 | 55.42 | 31403.91 |
257 | 2007.12.28 20:00 | sell | 129 | 0.50 | 224.70 | 0.00 | 0.00 | ||
258 | 2008.01.03 17:00 | close | 129 | 0.50 | 215.94 | 0.00 | 0.00 | 4403.18 | 35807.10 |
259 | 2008.01.03 18:00 | buy | 130 | 0.50 | 215.96 | 0.00 | 0.00 | ||
260 | 2008.01.04 20:00 | close | 130 | 0.50 | 214.05 | 0.00 | 0.00 | -973.24 | 34833.85 |
261 | 2008.01.04 21:00 | sell | 131 | 0.50 | 214.16 | 0.00 | 0.00 | ||
262 | 2008.01.07 12:00 | close | 131 | 0.50 | 215.81 | 0.00 | 0.00 | -869.23 | 33964.62 |
263 | 2008.01.07 13:00 | buy | 132 | 0.50 | 215.97 | 0.00 | 0.00 | ||
264 | 2008.01.09 03:00 | close | 132 | 0.50 | 215.16 | 0.00 | 0.00 | -394.45 | 33570.17 |
265 | 2008.01.09 08:00 | buy | 133 | 0.50 | 216.15 | 0.00 | 0.00 | ||
266 | 2008.01.09 13:00 | close | 133 | 0.50 | 214.75 | 0.00 | 0.00 | -721.88 | 32848.29 |
267 | 2008.01.09 14:00 | sell | 134 | 0.50 | 214.80 | 0.00 | 0.00 | ||
268 | 2008.01.10 12:00 | close | 134 | 0.50 | 215.55 | 0.00 | 0.00 | -442.74 | 32405.55 |
269 | 2008.01.10 13:00 | buy | 135 | 0.50 | 215.52 | 0.00 | 0.00 | ||
270 | 2008.01.10 19:00 | close | 135 | 0.50 | 213.97 | 0.00 | 0.00 | -799.21 | 31606.34 |
271 | 2008.01.10 20:00 | sell | 136 | 0.50 | 213.95 | 0.00 | 0.00 | ||
272 | 2008.01.11 02:00 | close | 136 | 0.50 | 215.10 | 0.00 | 0.00 | -611.49 | 30994.85 |
273 | 2008.01.11 03:00 | buy | 137 | 0.50 | 215.05 | 0.00 | 0.00 | ||
274 | 2008.01.11 08:00 | close | 137 | 0.50 | 213.48 | 0.00 | 0.00 | -809.53 | 30185.32 |
275 | 2008.01.11 09:00 | sell | 138 | 0.50 | 212.23 | 0.00 | 0.00 | ||
276 | 2008.01.11 23:00 | close | 138 | 0.50 | 213.29 | 0.00 | 0.00 | -546.39 | 29638.93 |
277 | 2008.01.14 00:00 | buy | 139 | 0.50 | 212.68 | 0.00 | 0.00 | ||
278 | 2008.01.14 10:00 | close | 139 | 0.50 | 212.26 | 0.00 | 0.00 | -216.56 | 29422.37 |
279 | 2008.01.14 11:00 | sell | 140 | 0.50 | 211.89 | 0.00 | 0.00 | ||
280 | 2008.01.15 15:00 | close | 140 | 0.50 | 211.78 | 0.00 | 0.00 | 37.99 | 29460.36 |
281 | 2008.01.15 16:00 | buy | 141 | 0.50 | 210.53 | 0.00 | 0.00 | ||
282 | 2008.01.15 18:00 | close | 141 | 0.50 | 210.55 | 0.00 | 0.00 | 10.31 | 29470.67 |
283 | 2008.01.15 19:00 | sell | 142 | 0.50 | 210.58 | 0.00 | 0.00 | ||
284 | 2008.01.16 16:00 | close | 142 | 0.50 | 209.47 | 0.00 | 0.00 | 553.51 | 30024.17 |
285 | 2008.01.16 17:00 | buy | 143 | 0.50 | 209.86 | 0.00 | 0.00 | ||
286 | 2008.01.18 19:00 | close | 143 | 0.50 | 208.58 | 0.00 | 0.00 | -613.60 | 29410.58 |
287 | 2008.01.18 20:00 | sell | 144 | 0.50 | 209.20 | 0.00 | 0.00 | ||
288 | 2008.01.22 14:00 | close | 144 | 0.50 | 207.99 | 0.00 | 0.00 | 586.35 | 29996.93 |
289 | 2008.01.22 15:00 | buy | 145 | 0.50 | 207.65 | 0.00 | 0.00 | ||
290 | 2008.01.23 18:00 | close | 145 | 0.50 | 206.08 | 0.00 | 0.00 | -798.09 | 29198.84 |
291 | 2008.01.23 19:00 | sell | 146 | 0.50 | 205.68 | 0.00 | 0.00 | ||
292 | 2008.01.24 03:00 | close | 146 | 0.50 | 208.58 | 0.00 | 0.00 | -1551.30 | 27647.54 |
293 | 2008.01.24 04:00 | buy | 147 | 0.50 | 208.34 | 0.00 | 0.00 | ||
294 | 2008.01.28 07:00 | close | 147 | 0.50 | 209.64 | 0.00 | 0.00 | 693.58 | 28341.12 |
295 | 2008.01.28 08:00 | sell | 148 | 0.50 | 210.01 | 0.00 | 0.00 | ||
296 | 2008.01.28 22:00 | close | 148 | 0.50 | 211.96 | 0.00 | 0.00 | -1005.36 | 27335.76 |
297 | 2008.01.28 23:00 | buy | 149 | 0.50 | 212.04 | 0.00 | 0.00 | ||
298 | 2008.01.31 01:00 | close | 149 | 0.50 | 211.18 | 0.00 | 0.00 | -385.54 | 26950.22 |
299 | 2008.01.31 02:00 | sell | 150 | 0.50 | 210.69 | 0.00 | 0.00 | ||
300 | 2008.02.05 09:00 | close | 150 | 0.50 | 211.00 | 0.00 | 0.00 | -215.97 | 26734.26 |
301 | 2008.02.05 10:00 | buy | 151 | 0.50 | 211.27 | 0.00 | 0.00 | ||
302 | 2008.02.05 19:00 | close | 151 | 0.50 | 209.86 | 0.00 | 0.00 | -727.18 | 26007.08 |
303 | 2008.02.05 20:00 | sell | 152 | 0.50 | 209.68 | 0.00 | 0.00 | ||
304 | 2008.02.07 23:00 | close | 152 | 0.50 | 208.88 | 0.00 | 0.00 | 337.74 | 26344.82 |
305 | 2008.02.08 00:00 | buy | 153 | 0.50 | 208.81 | 0.00 | 0.00 | ||
306 | 2008.02.11 11:00 | close | 153 | 0.50 | 207.37 | 0.00 | 0.00 | -731.13 | 25613.68 |
307 | 2008.02.11 12:00 | sell | 154 | 0.50 | 207.53 | 0.00 | 0.00 | ||
308 | 2008.02.12 08:00 | close | 154 | 0.50 | 208.97 | 0.00 | 0.00 | -761.28 | 24852.40 |
309 | 2008.02.12 09:00 | buy | 155 | 0.50 | 208.95 | 0.00 | 0.00 | ||
310 | 2008.02.15 03:00 | close | 155 | 0.50 | 212.33 | 0.00 | 0.00 | 1801.34 | 26653.75 |
311 | 2008.02.15 13:00 | sell | 156 | 0.50 | 211.67 | 0.00 | 0.00 | ||
312 | 2008.02.21 11:00 | close | 156 | 0.50 | 210.41 | 0.00 | 0.00 | 537.40 | 27191.15 |
313 | 2008.02.21 12:00 | buy | 157 | 0.50 | 211.28 | 0.00 | 0.00 | ||
314 | 2008.02.22 20:00 | close | 157 | 0.50 | 210.16 | 0.00 | 0.00 | -566.07 | 26625.08 |
315 | 2008.02.22 21:00 | sell | 158 | 0.50 | 210.29 | 0.00 | 0.00 | ||
316 | 2008.02.25 02:00 | close | 158 | 0.50 | 211.41 | 0.00 | 0.00 | -596.21 | 26028.87 |
317 | 2008.02.25 03:00 | buy | 159 | 0.50 | 211.30 | 0.00 | 0.00 | ||
318 | 2008.02.27 12:00 | close | 159 | 0.50 | 211.66 | 0.00 | 0.00 | 208.88 | 26237.74 |
319 | 2008.02.27 13:00 | sell | 160 | 0.50 | 211.52 | 0.00 | 0.00 | ||
320 | 2008.03.03 20:00 | close | 160 | 0.50 | 205.43 | 0.00 | 0.00 | 3046.59 | 29284.33 |
321 | 2008.03.03 21:00 | buy | 161 | 0.50 | 205.30 | 0.00 | 0.00 | ||
322 | 2008.03.04 21:00 | close | 161 | 0.50 | 204.22 | 0.00 | 0.00 | -545.51 | 28738.82 |
323 | 2008.03.04 22:00 | sell | 162 | 0.50 | 204.81 | 0.00 | 0.00 | ||
324 | 2008.03.05 00:01 | close | 162 | 0.50 | 205.33 | 0.00 | 0.00 | -286.86 | 28451.96 |
325 | 2008.03.05 01:00 | buy | 163 | 0.50 | 205.42 | 0.00 | 0.00 | ||
326 | 2008.03.07 12:00 | close | 163 | 0.50 | 205.29 | 0.00 | 0.00 | -20.66 | 28431.29 |
327 | 2008.03.07 13:00 | sell | 164 | 0.50 | 205.15 | 0.00 | 0.00 | ||
328 | 2008.03.07 18:00 | close | 164 | 0.50 | 207.49 | 0.00 | 0.00 | -1206.68 | 27224.61 |
329 | 2008.03.07 19:00 | buy | 165 | 0.50 | 206.77 | 0.00 | 0.00 | ||
330 | 2008.03.10 12:00 | close | 165 | 0.50 | 205.73 | 0.00 | 0.00 | -524.86 | 26699.75 |
331 | 2008.03.10 13:00 | sell | 166 | 0.50 | 205.73 | 0.00 | 0.00 | ||
332 | 2008.03.11 17:00 | close | 166 | 0.50 | 206.75 | 0.00 | 0.00 | -544.70 | 26155.05 |
333 | 2008.03.11 18:00 | buy | 167 | 0.50 | 207.09 | 0.00 | 0.00 | ||
334 | 2008.03.13 02:00 | close | 167 | 0.50 | 205.74 | 0.00 | 0.00 | -650.06 | 25504.99 |
335 | 2008.03.13 03:00 | sell | 168 | 0.50 | 205.68 | 0.00 | 0.00 | ||
336 | 2008.03.17 23:59 | close at stop | 168 | 0.50 | 194.63 | 0.00 | 0.00 | 5660.80 | 31165.80 |