Strategy Tester Report
PROSPEC_VZR_Ver1.3
FXDD-MT4 Live Server (Build 224)
| 通貨ペア | USDCAD (United States Dollar vs. Canadian Dollar) | ||||
| 期間 | 15分足(M15) 2008.04.07 01:00 - 2009.06.29 23:45 (2008.04.05 - 2009.06.30) | ||||
| モデル | Every tick (the most precise method based on all available least timeframes) | ||||
| パラメーター | MagicNumber=6667; HedgeMode=false; MM=30; Lots=0.2; SL=95; TP=35; StartTime=0; EndTime=2; CloseStartTime=3; CloseEndTime=4; CloseProfitPips=-5; ExtraClose=false; ExtraCloseTime=5; Slippage=3; MaxSpread=7; UseBreakEven=true; BEStep=32; BEPoint=15; UseTrailingStop=false; TStep=15; OnceADay=false; MondayMode=false; FridayMode=true; SingleMode=false; OP1=1; OP2=5; OP3=-5; OP4=7; OP5=20; EAComment="VZR_USDCAD_OP2"; | ||||
| Bars in test | 31085 | Ticks modelled | 4534975 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 235752.56 | Gross profit | 272826.71 | Gross loss | -37074.15 |
| Profit factor | 7.36 | Expected payoff | 1561.28 | ||
| Absolute drawdown | 293.97 | Maximal drawdown | 33330.54 (16.60%) | Relative drawdown | 26.33% (9651.02) |
| Total trades | 151 | Short positions (won %) | 78 (71.79%) | Long positions (won %) | 73 (68.49%) |
| Profit trades (% of total) | 106 (70.20%) | Loss trades (% of total) | 45 (29.80%) | ||
| Largest | profit trade | 17035.45 | loss trade | -8086.94 | |
| Average | profit trade | 2573.84 | loss trade | -823.87 | |
| Maximum | consecutive wins (profit in money) | 19 (98449.77) | consecutive losses (loss in money) | 3 (-589.45) | |
| Maximal | consecutive profit (count of wins) | 98449.77 (19) | consecutive loss (count of losses) | -9115.99 (2) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | 時間 | 取引種別 | 注文番号 | 数量 | Price | S/L:決済逆指値 | T/P:決済指値 | 損益 | Balance |
| 1 | 2008.04.11 00:00 | sell | 1 | 3.00 | 1.0195 | 1.0295 | 1.0160 | ||
| 2 | 2008.04.11 03:00 | close | 1 | 3.00 | 1.0182 | 1.0295 | 1.0160 | 383.03 | 10383.03 |
| 3 | 2008.04.17 00:15 | buy | 2 | 3.11 | 1.0009 | 0.9909 | 1.0044 | ||
| 4 | 2008.04.17 03:00 | close | 2 | 3.11 | 1.0009 | 0.9909 | 1.0044 | 0.00 | 10383.03 |
| 5 | 2008.04.22 00:00 | buy | 3 | 3.11 | 1.0056 | 0.9956 | 1.0091 | ||
| 6 | 2008.04.22 01:36 | sell | 4 | 2.77 | 1.0069 | 1.0169 | 1.0034 | ||
| 7 | 2008.04.22 03:00 | close | 4 | 2.77 | 1.0060 | 1.0169 | 1.0034 | 247.81 | 10630.84 |
| 8 | 2008.04.22 03:00 | close | 3 | 3.11 | 1.0055 | 0.9956 | 1.0091 | -30.93 | 10599.91 |
| 9 | 2008.04.23 01:06 | buy | 5 | 3.18 | 1.0072 | 0.9972 | 1.0107 | ||
| 10 | 2008.04.23 03:03 | close | 5 | 3.18 | 1.0078 | 0.9972 | 1.0107 | 189.32 | 10789.23 |
| 11 | 2008.04.24 01:44 | buy | 6 | 3.24 | 1.0171 | 1.0071 | 1.0206 | ||
| 12 | 2008.04.24 02:24 | close | 6 | 3.24 | 1.0183 | 1.0071 | 1.0206 | 381.81 | 11171.04 |
| 13 | 2008.05.01 01:45 | sell | 7 | 3.35 | 1.0080 | 1.0180 | 1.0045 | ||
| 14 | 2008.05.01 03:03 | close | 7 | 3.35 | 1.0080 | 1.0180 | 1.0045 | 0.00 | 11171.04 |
| 15 | 2008.05.07 00:10 | sell | 8 | 3.35 | 1.0029 | 1.0129 | 0.9994 | ||
| 16 | 2008.05.07 03:01 | close | 8 | 3.35 | 1.0024 | 1.0129 | 0.9994 | 167.10 | 11338.14 |
| 17 | 2008.05.14 00:00 | sell | 9 | 3.40 | 1.0037 | 1.0137 | 1.0002 | ||
| 18 | 2008.05.14 03:10 | close | 9 | 3.40 | 1.0042 | 1.0137 | 1.0002 | -169.29 | 11168.85 |
| 19 | 2008.05.16 01:42 | sell | 10 | 3.35 | 1.0007 | 1.0107 | 0.9972 | ||
| 20 | 2008.05.16 01:50 | buy | 11 | 2.90 | 1.0002 | 0.9902 | 1.0037 | ||
| 21 | 2008.05.16 03:00 | close | 11 | 2.90 | 1.0004 | 0.9902 | 1.0037 | 57.98 | 11226.83 |
| 22 | 2008.05.16 03:00 | close | 10 | 3.35 | 1.0009 | 1.0107 | 0.9972 | -66.94 | 11159.89 |
| 23 | 2008.05.21 00:50 | buy | 12 | 3.35 | 0.9921 | 0.9821 | 0.9956 | ||
| 24 | 2008.05.21 03:11 | close | 12 | 3.35 | 0.9917 | 0.9821 | 0.9956 | -135.12 | 11024.77 |
| 25 | 2008.05.23 00:00 | buy | 13 | 3.31 | 0.9849 | 0.9749 | 0.9884 | ||
| 26 | 2008.05.23 03:00 | close | 13 | 3.31 | 0.9851 | 0.9749 | 0.9884 | 67.20 | 11091.97 |
| 27 | 2008.05.27 00:00 | buy | 14 | 3.33 | 0.9913 | 0.9813 | 0.9948 | ||
| 28 | 2008.05.27 03:00 | close | 14 | 3.33 | 0.9908 | 0.9813 | 0.9948 | -168.05 | 10923.92 |
| 29 | 2008.05.28 00:17 | sell | 15 | 3.28 | 0.9943 | 1.0043 | 0.9908 | ||
| 30 | 2008.05.28 03:00 | close | 15 | 3.28 | 0.9947 | 1.0043 | 0.9908 | -131.90 | 10792.02 |
| 31 | 2008.05.30 00:00 | buy | 16 | 3.24 | 0.9881 | 0.9781 | 0.9916 | ||
| 32 | 2008.05.30 00:16 | sell | 17 | 2.84 | 0.9890 | 0.9990 | 0.9855 | ||
| 33 | 2008.05.30 03:00 | close | 16 | 3.24 | 0.9897 | 0.9781 | 0.9916 | 523.80 | 11315.82 |
| 34 | 2008.05.30 03:26 | close | 17 | 2.84 | 0.9895 | 0.9990 | 0.9855 | -143.51 | 11172.31 |
| 35 | 2008.06.03 00:01 | buy | 18 | 3.35 | 1.0016 | 0.9916 | 1.0051 | ||
| 36 | 2008.06.03 00:37 | sell | 19 | 2.90 | 1.0021 | 1.0121 | 0.9986 | ||
| 37 | 2008.06.03 03:00 | close | 19 | 2.90 | 1.0006 | 1.0121 | 0.9986 | 434.74 | 11607.05 |
| 38 | 2008.06.03 03:08 | close | 18 | 3.35 | 1.0013 | 0.9916 | 1.0051 | -100.37 | 11506.68 |
| 39 | 2008.06.04 00:28 | sell | 20 | 3.45 | 1.0094 | 1.0194 | 1.0059 | ||
| 40 | 2008.06.04 01:57 | buy | 21 | 3.07 | 1.0081 | 0.9981 | 1.0116 | ||
| 41 | 2008.06.04 03:01 | close | 21 | 3.07 | 1.0091 | 0.9981 | 1.0116 | 304.23 | 11810.91 |
| 42 | 2008.06.04 03:01 | close | 20 | 3.45 | 1.0096 | 1.0194 | 1.0059 | -68.34 | 11742.57 |
| 43 | 2008.06.06 00:18 | buy | 22 | 3.52 | 1.0174 | 1.0074 | 1.0209 | ||
| 44 | 2008.06.06 03:01 | close | 22 | 3.52 | 1.0174 | 1.0074 | 1.0209 | 0.00 | 11742.57 |
| 45 | 2008.06.10 00:00 | sell | 23 | 3.52 | 1.0232 | 1.0332 | 1.0197 | ||
| 46 | 2008.06.10 01:01 | buy | 24 | 3.08 | 1.0224 | 1.0124 | 1.0259 | ||
| 47 | 2008.06.10 03:02 | close | 24 | 3.08 | 1.0223 | 1.0124 | 1.0259 | -30.13 | 11712.44 |
| 48 | 2008.06.10 03:02 | close | 23 | 3.52 | 1.0228 | 1.0332 | 1.0197 | 137.66 | 11850.10 |
| 49 | 2008.06.12 00:04 | sell | 25 | 3.56 | 1.0200 | 1.0300 | 1.0165 | ||
| 50 | 2008.06.12 03:06 | close | 25 | 3.56 | 1.0205 | 1.0300 | 1.0165 | -174.42 | 11675.68 |
| 51 | 2008.06.17 00:18 | sell | 26 | 3.50 | 1.0242 | 1.0342 | 1.0207 | ||
| 52 | 2008.06.17 03:00 | close | 26 | 3.50 | 1.0242 | 1.0342 | 1.0207 | 0.00 | 11675.68 |
| 53 | 2008.06.24 00:00 | sell | 27 | 3.50 | 1.0158 | 1.0258 | 1.0123 | ||
| 54 | 2008.06.24 00:04 | buy | 28 | 2.98 | 1.0158 | 1.0058 | 1.0193 | ||
| 55 | 2008.06.24 03:02 | close | 28 | 2.98 | 1.0156 | 1.0058 | 1.0193 | -58.68 | 11617.00 |
| 56 | 2008.06.24 03:02 | close | 27 | 3.50 | 1.0161 | 1.0258 | 1.0123 | -103.34 | 11513.66 |
| 57 | 2008.06.27 00:00 | sell | 29 | 3.45 | 1.0138 | 1.0238 | 1.0103 | ||
| 58 | 2008.06.27 03:18 | close | 29 | 3.45 | 1.0136 | 1.0238 | 1.0103 | 68.07 | 11581.73 |
| 59 | 2008.07.01 00:00 | sell | 30 | 3.47 | 1.0214 | 1.0314 | 1.0179 | ||
| 60 | 2008.07.01 03:00 | close | 30 | 3.47 | 1.0204 | 1.0314 | 1.0179 | 340.06 | 11921.79 |
| 61 | 2008.07.03 00:45 | buy | 31 | 3.58 | 1.0116 | 1.0016 | 1.0151 | ||
| 62 | 2008.07.03 03:03 | close | 31 | 3.58 | 1.0124 | 1.0016 | 1.0151 | 282.89 | 12204.68 |
| 63 | 2008.07.04 00:04 | buy | 32 | 3.66 | 1.0181 | 1.0081 | 1.0216 | ||
| 64 | 2008.07.04 03:00 | close | 32 | 3.66 | 1.0189 | 1.0081 | 1.0216 | 287.37 | 12492.05 |
| 65 | 2008.07.08 00:02 | buy | 33 | 3.75 | 1.0171 | 1.0071 | 1.0206 | ||
| 66 | 2008.07.08 01:25 | sell | 34 | 3.24 | 1.0176 | 1.0276 | 1.0141 | ||
| 67 | 2008.07.08 03:02 | close | 33 | 3.75 | 1.0180 | 1.0071 | 1.0206 | 331.53 | 12823.58 |
| 68 | 2008.07.08 03:51 | close | 34 | 3.24 | 1.0181 | 1.0276 | 1.0141 | -159.12 | 12664.46 |
| 69 | 2008.07.10 00:00 | sell | 35 | 3.80 | 1.0116 | 1.0216 | 1.0081 | ||
| 70 | 2008.07.10 03:02 | close | 35 | 3.80 | 1.0110 | 1.0216 | 1.0081 | 225.52 | 12889.98 |
| 71 | 2008.07.11 00:00 | buy | 36 | 3.87 | 1.0090 | 0.9990 | 1.0125 | ||
| 72 | 2008.07.11 03:06 | close | 36 | 3.87 | 1.0086 | 0.9990 | 1.0125 | -153.48 | 12736.50 |
| 73 | 2008.07.15 00:00 | sell | 37 | 3.82 | 1.0062 | 1.0162 | 1.0027 | ||
| 74 | 2008.07.15 03:54 | close | 37 | 3.82 | 1.0067 | 1.0162 | 1.0027 | -189.73 | 12546.77 |
| 75 | 2008.07.17 00:20 | buy | 38 | 3.76 | 1.0020 | 0.9920 | 1.0055 | ||
| 76 | 2008.07.17 20:33 | close | 38 | 3.76 | 1.0040 | 0.9920 | 1.0055 | 749.00 | 13295.77 |
| 77 | 2008.07.22 00:00 | buy | 39 | 3.99 | 1.0002 | 0.9902 | 1.0037 | ||
| 78 | 2008.07.22 03:00 | close | 39 | 3.99 | 1.0010 | 0.9902 | 1.0037 | 318.88 | 13614.65 |
| 79 | 2008.07.25 00:00 | sell | 40 | 4.08 | 1.0148 | 1.0248 | 1.0113 | ||
| 80 | 2008.07.25 03:00 | close | 40 | 4.08 | 1.0150 | 1.0248 | 1.0113 | -80.39 | 13534.26 |
| 81 | 2008.07.29 00:05 | sell | 41 | 4.06 | 1.0232 | 1.0332 | 1.0197 | ||
| 82 | 2008.07.29 00:20 | buy | 42 | 3.49 | 1.0229 | 1.0129 | 1.0264 | ||
| 83 | 2008.07.29 03:05 | close | 41 | 4.06 | 1.0227 | 1.0332 | 1.0197 | 198.49 | 13732.75 |
| 84 | 2008.07.29 13:53 | close | 42 | 3.49 | 1.0240 | 1.0129 | 1.0264 | 374.90 | 14107.65 |
| 85 | 2008.07.31 00:20 | sell | 43 | 4.23 | 1.0237 | 1.0337 | 1.0202 | ||
| 86 | 2008.07.31 00:28 | buy | 44 | 3.67 | 1.0231 | 1.0131 | 1.0266 | ||
| 87 | 2008.07.31 03:01 | close | 44 | 3.67 | 1.0234 | 1.0131 | 1.0266 | 107.58 | 14215.23 |
| 88 | 2008.07.31 03:01 | close | 43 | 4.23 | 1.0239 | 1.0337 | 1.0202 | -82.63 | 14132.60 |
| 89 | 2008.08.01 00:12 | buy | 45 | 4.24 | 1.0235 | 1.0135 | 1.0270 | ||
| 90 | 2008.08.01 03:00 | close | 45 | 4.24 | 1.0235 | 1.0135 | 1.0270 | 0.00 | 14132.60 |
| 91 | 2008.08.07 00:00 | sell | 46 | 4.24 | 1.0492 | 1.0592 | 1.0457 | ||
| 92 | 2008.08.07 03:00 | close | 46 | 4.24 | 1.0480 | 1.0592 | 1.0457 | 485.50 | 14618.10 |
| 93 | 2008.08.08 00:00 | sell | 47 | 4.39 | 1.0529 | 1.0629 | 1.0494 | ||
| 94 | 2008.08.08 01:38 | buy | 48 | 3.80 | 1.0523 | 1.0423 | 1.0558 | ||
| 95 | 2008.08.08 03:01 | close | 48 | 3.80 | 1.0521 | 1.0423 | 1.0558 | -72.24 | 14545.86 |
| 96 | 2008.08.08 03:01 | close | 47 | 4.39 | 1.0526 | 1.0629 | 1.0494 | 125.12 | 14670.98 |
| 97 | 2008.08.13 00:01 | sell | 49 | 4.40 | 1.0639 | 1.0739 | 1.0604 | ||
| 98 | 2008.08.13 09:25 | close | 49 | 4.40 | 1.0635 | 1.0739 | 1.0604 | 165.49 | 14836.47 |
| 99 | 2008.08.14 01:30 | buy | 50 | 4.45 | 1.0625 | 1.0525 | 1.0660 | ||
| 100 | 2008.08.14 03:00 | close | 50 | 4.45 | 1.0624 | 1.0525 | 1.0660 | -41.89 | 14794.58 |
| 101 | 2008.08.21 00:00 | buy | 51 | 4.44 | 1.0602 | 1.0502 | 1.0637 | ||
| 102 | 2008.08.21 03:01 | close | 51 | 4.44 | 1.0597 | 1.0502 | 1.0637 | -209.49 | 14585.09 |
| 103 | 2008.08.22 00:00 | buy | 52 | 4.38 | 1.0432 | 1.0332 | 1.0467 | ||
| 104 | 2008.08.22 03:00 | close | 52 | 4.38 | 1.0444 | 1.0332 | 1.0467 | 503.26 | 15088.35 |
| 105 | 2008.08.26 00:07 | sell | 53 | 4.53 | 1.0518 | 1.0618 | 1.0483 | ||
| 106 | 2008.08.26 00:52 | buy | 54 | 4.02 | 1.0505 | 1.0405 | 1.0540 | ||
| 107 | 2008.08.26 02:44 | close | 54 | 4.02 | 1.0524 | 1.0405 | 1.0540 | 725.77 | 15814.12 |
| 108 | 2008.08.26 03:00 | close | 53 | 4.53 | 1.0516 | 1.0618 | 1.0483 | 86.15 | 15900.27 |
| 109 | 2008.08.28 00:00 | buy | 55 | 4.77 | 1.0466 | 1.0366 | 1.0501 | ||
| 110 | 2008.08.28 03:01 | close | 55 | 4.77 | 1.0461 | 1.0366 | 1.0501 | -227.99 | 15672.28 |
| 111 | 2008.09.03 00:00 | buy | 56 | 4.70 | 1.0677 | 1.0577 | 1.0712 | ||
| 112 | 2008.09.03 03:00 | close | 56 | 4.70 | 1.0693 | 1.0577 | 1.0712 | 703.26 | 16375.54 |
| 113 | 2008.09.04 00:15 | buy | 57 | 4.91 | 1.0616 | 1.0516 | 1.0651 | ||
| 114 | 2008.09.04 03:00 | close | 57 | 4.91 | 1.0612 | 1.0516 | 1.0651 | -185.07 | 16190.47 |
| 115 | 2008.09.11 00:13 | sell | 58 | 4.86 | 1.0729 | 1.0829 | 1.0694 | ||
| 116 | 2008.09.11 13:55 | close | 58 | 4.86 | 1.0733 | 1.0829 | 1.0694 | -181.12 | 16009.35 |
| 117 | 2008.09.12 00:00 | buy | 59 | 4.80 | 1.0755 | 1.0655 | 1.0790 | ||
| 118 | 2008.09.12 03:40 | close | 59 | 4.80 | 1.0750 | 1.0655 | 1.0790 | -223.26 | 15786.09 |
| 119 | 2008.09.25 00:03 | sell | 60 | 4.74 | 1.0385 | 1.0485 | 1.0350 | ||
| 120 | 2008.09.25 03:01 | close | 60 | 4.74 | 1.0378 | 1.0485 | 1.0350 | 319.71 | 16105.80 |
| 121 | 2008.09.26 00:03 | sell | 61 | 4.83 | 1.0349 | 1.0449 | 1.0314 | ||
| 122 | 2008.09.26 00:22 | buy | 62 | 4.28 | 1.0337 | 1.0237 | 1.0372 | ||
| 123 | 2008.09.26 03:01 | close | 61 | 4.83 | 1.0331 | 1.0449 | 1.0314 | 841.54 | 16947.34 |
| 124 | 2008.09.26 03:54 | close | 62 | 4.28 | 1.0334 | 1.0237 | 1.0372 | -124.25 | 16823.09 |
| 125 | 2008.09.30 00:00 | sell | 63 | 5.05 | 1.0456 | 1.0556 | 1.0421 | ||
| 126 | 2008.09.30 11:11 | close | 63 | 5.05 | 1.0473 | 1.0556 | 1.0421 | -819.73 | 16003.36 |
| 127 | 2008.10.02 00:10 | sell | 64 | 4.80 | 1.0627 | 1.0727 | 1.0592 | ||
| 128 | 2008.10.02 09:54 | close | 64 | 4.80 | 1.0627 | 1.0727 | 1.0592 | 0.00 | 16003.36 |
| 129 | 2008.10.08 00:05 | buy | 65 | 4.80 | 1.1051 | 1.0951 | 1.1086 | ||
| 130 | 2008.10.08 03:00 | close | 65 | 4.80 | 1.1065 | 1.0951 | 1.1086 | 607.32 | 16610.68 |
| 131 | 2008.10.10 00:00 | sell | 66 | 4.98 | 1.1500 | 1.1600 | 1.1465 | ||
| 132 | 2008.10.10 01:36 | modify | 66 | 4.98 | 1.1500 | 1.1485 | 1.1465 | ||
| 133 | 2008.10.10 01:38 | t/p | 66 | 4.98 | 1.1465 | 1.1485 | 1.1465 | 1520.28 | 18130.96 |
| 134 | 2008.10.21 00:00 | buy | 67 | 5.44 | 1.1914 | 1.1814 | 1.1949 | ||
| 135 | 2008.10.21 03:00 | close | 67 | 5.44 | 1.1917 | 1.1814 | 1.1949 | 136.95 | 18267.91 |
| 136 | 2008.10.29 00:00 | buy | 68 | 5.48 | 1.2736 | 1.2636 | 1.2771 | ||
| 137 | 2008.10.29 03:23 | close | 68 | 5.48 | 1.2731 | 1.2636 | 1.2771 | -215.22 | 18052.69 |
| 138 | 2008.10.31 00:00 | buy | 69 | 5.42 | 1.2007 | 1.1907 | 1.2042 | ||
| 139 | 2008.10.31 02:23 | modify | 69 | 5.42 | 1.2007 | 1.2022 | 1.2042 | ||
| 140 | 2008.10.31 02:23 | t/p | 69 | 5.42 | 1.2042 | 1.2022 | 1.2042 | 1575.18 | 19627.87 |
| 141 | 2008.11.04 00:32 | buy | 70 | 5.89 | 1.1811 | 1.1711 | 1.1846 | ||
| 142 | 2008.11.04 03:29 | close | 70 | 5.89 | 1.1807 | 1.1711 | 1.1846 | -199.54 | 19428.33 |
| 143 | 2008.11.05 00:19 | buy | 71 | 5.83 | 1.1501 | 1.1401 | 1.1536 | ||
| 144 | 2008.11.05 03:00 | close | 71 | 5.83 | 1.1521 | 1.1401 | 1.1536 | 1012.06 | 20440.39 |
| 145 | 2008.11.11 00:11 | sell | 72 | 6.13 | 1.1981 | 1.2081 | 1.1946 | ||
| 146 | 2008.11.11 00:41 | modify | 72 | 6.13 | 1.1981 | 1.1966 | 1.1946 | ||
| 147 | 2008.11.11 00:43 | t/p | 72 | 6.13 | 1.1946 | 1.1966 | 1.1946 | 1796.15 | 22236.54 |
| 148 | 2008.11.14 00:00 | buy | 73 | 6.67 | 1.2115 | 1.2015 | 1.2150 | ||
| 149 | 2008.11.14 00:31 | modify | 73 | 6.67 | 1.2115 | 1.2130 | 1.2150 | ||
| 150 | 2008.11.14 00:31 | t/p | 73 | 6.67 | 1.2150 | 1.2130 | 1.2150 | 1921.24 | 24157.78 |
| 151 | 2008.11.18 00:42 | sell | 74 | 7.25 | 1.2272 | 1.2372 | 1.2237 | ||
| 152 | 2008.11.18 10:31 | close | 74 | 7.25 | 1.2270 | 1.2372 | 1.2237 | 118.17 | 24275.95 |
| 153 | 2008.11.28 00:00 | buy | 75 | 7.28 | 1.2315 | 1.2215 | 1.2350 | ||
| 154 | 2008.11.28 00:12 | sell | 76 | 6.47 | 1.2331 | 1.2431 | 1.2296 | ||
| 155 | 2008.11.28 01:23 | close | 75 | 7.28 | 1.2341 | 1.2215 | 1.2350 | 1533.75 | 25809.70 |
| 156 | 2008.11.28 11:57 | close | 76 | 6.47 | 1.2321 | 1.2431 | 1.2296 | 525.12 | 26334.82 |
| 157 | 2008.12.02 00:00 | sell | 77 | 7.90 | 1.2449 | 1.2549 | 1.2414 | ||
| 158 | 2008.12.02 00:09 | modify | 77 | 7.90 | 1.2449 | 1.2434 | 1.2414 | ||
| 159 | 2008.12.02 00:09 | t/p | 77 | 7.90 | 1.2414 | 1.2434 | 1.2414 | 2227.51 | 28562.33 |
| 160 | 2008.12.02 00:39 | sell | 78 | 8.57 | 1.2454 | 1.2554 | 1.2419 | ||
| 161 | 2008.12.02 03:08 | close | 78 | 8.57 | 1.2459 | 1.2554 | 1.2419 | -343.93 | 28218.40 |
| 162 | 2008.12.04 00:00 | buy | 79 | 8.47 | 1.2540 | 1.2440 | 1.2575 | ||
| 163 | 2008.12.04 03:01 | close | 79 | 8.47 | 1.2544 | 1.2440 | 1.2575 | 270.09 | 28488.49 |
| 164 | 2008.12.09 00:06 | buy | 80 | 8.55 | 1.2524 | 1.2424 | 1.2559 | ||
| 165 | 2008.12.09 03:02 | close | 80 | 8.55 | 1.2533 | 1.2424 | 1.2559 | 613.98 | 29102.47 |
| 166 | 2008.12.10 01:13 | buy | 81 | 8.73 | 1.2567 | 1.2467 | 1.2602 | ||
| 167 | 2008.12.10 02:14 | modify | 81 | 8.73 | 1.2567 | 1.2582 | 1.2602 | ||
| 168 | 2008.12.10 02:14 | t/p | 81 | 8.73 | 1.2602 | 1.2582 | 1.2602 | 2424.04 | 31526.51 |
| 169 | 2008.12.16 00:00 | buy | 82 | 9.46 | 1.2329 | 1.2229 | 1.2364 | ||
| 170 | 2008.12.16 03:00 | close | 82 | 9.46 | 1.2350 | 1.2229 | 1.2364 | 1608.58 | 33135.09 |
| 171 | 2008.12.17 00:00 | buy | 83 | 9.94 | 1.2021 | 1.1921 | 1.2056 | ||
| 172 | 2008.12.17 00:15 | modify | 83 | 9.94 | 1.2021 | 1.2036 | 1.2056 | ||
| 173 | 2008.12.17 00:21 | t/p | 83 | 9.94 | 1.2056 | 1.2036 | 1.2056 | 2885.46 | 36020.55 |
| 174 | 2008.12.18 00:01 | buy | 84 | 10.81 | 1.1965 | 1.1865 | 1.2000 | ||
| 175 | 2008.12.18 10:16 | close | 84 | 10.81 | 1.1937 | 1.1865 | 1.2000 | -2535.65 | 33484.90 |
| 176 | 2008.12.23 00:52 | sell | 85 | 10.05 | 1.2209 | 1.2309 | 1.2174 | ||
| 177 | 2008.12.23 03:00 | close | 85 | 10.05 | 1.2199 | 1.2309 | 1.2174 | 823.84 | 34308.74 |
| 178 | 2008.12.24 00:51 | sell | 86 | 10.29 | 1.2181 | 1.2281 | 1.2146 | ||
| 179 | 2008.12.24 03:01 | close | 86 | 10.29 | 1.2186 | 1.2281 | 1.2146 | -422.21 | 33886.53 |
| 180 | 2008.12.30 01:07 | sell | 87 | 10.17 | 1.2217 | 1.2317 | 1.2182 | ||
| 181 | 2008.12.30 02:56 | modify | 87 | 10.17 | 1.2217 | 1.2202 | 1.2182 | ||
| 182 | 2008.12.30 03:00 | close | 87 | 10.17 | 1.2192 | 1.2202 | 1.2182 | 2085.38 | 35971.91 |
| 183 | 2008.12.31 00:33 | buy | 88 | 10.79 | 1.2191 | 1.2091 | 1.2226 | ||
| 184 | 2008.12.31 12:16 | modify | 88 | 10.79 | 1.2191 | 1.2206 | 1.2226 | ||
| 185 | 2008.12.31 12:16 | close | 88 | 10.79 | 1.2224 | 1.2206 | 1.2226 | 2912.88 | 38884.79 |
| 186 | 2009.01.06 00:07 | buy | 89 | 11.67 | 1.1879 | 1.1779 | 1.1914 | ||
| 187 | 2009.01.06 01:29 | modify | 89 | 11.67 | 1.1879 | 1.1894 | 1.1914 | ||
| 188 | 2009.01.06 01:29 | t/p | 89 | 11.67 | 1.1914 | 1.1894 | 1.1914 | 3428.32 | 42313.11 |
| 189 | 2009.01.06 01:29 | sell | 90 | 12.69 | 1.1914 | 1.2014 | 1.1879 | ||
| 190 | 2009.01.06 02:59 | modify | 90 | 12.69 | 1.1914 | 1.1899 | 1.1879 | ||
| 191 | 2009.01.06 03:00 | t/p | 90 | 12.69 | 1.1879 | 1.1899 | 1.1879 | 3738.95 | 46052.06 |
| 192 | 2009.01.07 00:11 | sell | 91 | 13.82 | 1.1846 | 1.1946 | 1.1811 | ||
| 193 | 2009.01.07 03:00 | close | 91 | 13.82 | 1.1846 | 1.1946 | 1.1811 | 0.00 | 46052.06 |
| 194 | 2009.01.09 00:01 | buy | 92 | 13.82 | 1.1787 | 1.1687 | 1.1822 | ||
| 195 | 2009.01.09 03:00 | close | 92 | 13.82 | 1.1811 | 1.1687 | 1.1822 | 2808.23 | 48860.29 |
| 196 | 2009.01.13 00:39 | sell | 93 | 14.66 | 1.2177 | 1.2277 | 1.2142 | ||
| 197 | 2009.01.13 03:00 | close | 93 | 14.66 | 1.2170 | 1.2277 | 1.2142 | 843.22 | 49703.51 |
| 198 | 2009.01.15 01:09 | sell | 94 | 14.91 | 1.2493 | 1.2593 | 1.2458 | ||
| 199 | 2009.01.15 03:00 | modify | 94 | 14.91 | 1.2493 | 1.2478 | 1.2458 | ||
| 200 | 2009.01.15 03:00 | close | 94 | 14.91 | 1.2461 | 1.2478 | 1.2458 | 3828.91 | 53532.42 |
| 201 | 2009.01.21 00:01 | sell | 95 | 16.06 | 1.2675 | 1.2775 | 1.2640 | ||
| 202 | 2009.01.21 03:00 | close | 95 | 16.06 | 1.2661 | 1.2775 | 1.2640 | 1775.85 | 55308.27 |
| 203 | 2009.01.22 00:00 | buy | 96 | 16.59 | 1.2562 | 1.2462 | 1.2597 | ||
| 204 | 2009.01.22 02:49 | modify | 96 | 16.59 | 1.2562 | 1.2577 | 1.2597 | ||
| 205 | 2009.01.22 02:49 | t/p | 96 | 16.59 | 1.2597 | 1.2577 | 1.2597 | 4609.43 | 59917.70 |
| 206 | 2009.01.27 01:57 | buy | 97 | 17.98 | 1.2217 | 1.2117 | 1.2252 | ||
| 207 | 2009.01.27 03:00 | close | 97 | 17.98 | 1.2230 | 1.2117 | 1.2252 | 1911.20 | 61828.90 |
| 208 | 2009.01.28 00:35 | sell | 98 | 18.55 | 1.2294 | 1.2394 | 1.2259 | ||
| 209 | 2009.01.28 01:30 | modify | 98 | 18.55 | 1.2294 | 1.2279 | 1.2259 | ||
| 210 | 2009.01.28 01:36 | t/p | 98 | 18.55 | 1.2259 | 1.2279 | 1.2259 | 5296.11 | 67125.01 |
| 211 | 2009.01.30 00:50 | sell | 99 | 20.14 | 1.2248 | 1.2348 | 1.2213 | ||
| 212 | 2009.01.30 03:00 | close | 99 | 20.14 | 1.2250 | 1.2348 | 1.2213 | -328.82 | 66796.19 |
| 213 | 2009.02.06 00:00 | sell | 100 | 20.04 | 1.2310 | 1.2410 | 1.2275 | ||
| 214 | 2009.02.06 03:00 | close | 100 | 20.04 | 1.2310 | 1.2410 | 1.2275 | 0.00 | 66796.19 |
| 215 | 2009.02.10 00:00 | buy | 101 | 20.04 | 1.2166 | 1.2066 | 1.2201 | ||
| 216 | 2009.02.10 03:00 | close | 101 | 20.04 | 1.2195 | 1.2066 | 1.2201 | 4765.56 | 71561.75 |
| 217 | 2009.02.12 00:13 | buy | 102 | 21.47 | 1.2411 | 1.2311 | 1.2446 | ||
| 218 | 2009.02.12 03:00 | close | 102 | 21.47 | 1.2409 | 1.2311 | 1.2446 | -346.04 | 71215.71 |
| 219 | 2009.02.17 00:57 | buy | 103 | 21.36 | 1.2433 | 1.2333 | 1.2468 | ||
| 220 | 2009.02.17 03:18 | close | 103 | 21.36 | 1.2428 | 1.2333 | 1.2468 | -859.35 | 70356.36 |
| 221 | 2009.02.18 00:16 | sell | 104 | 21.11 | 1.2650 | 1.2750 | 1.2615 | ||
| 222 | 2009.02.18 03:00 | close | 104 | 21.11 | 1.2646 | 1.2750 | 1.2615 | 667.72 | 71024.08 |
| 223 | 2009.02.20 00:00 | sell | 105 | 21.31 | 1.2590 | 1.2690 | 1.2555 | ||
| 224 | 2009.02.20 01:09 | modify | 105 | 21.31 | 1.2590 | 1.2575 | 1.2555 | ||
| 225 | 2009.02.20 01:14 | t/p | 105 | 21.31 | 1.2555 | 1.2575 | 1.2555 | 5942.08 | 76966.16 |
| 226 | 2009.02.20 01:55 | buy | 106 | 23.09 | 1.2543 | 1.2443 | 1.2578 | ||
| 227 | 2009.02.20 03:00 | close | 106 | 23.09 | 1.2565 | 1.2443 | 1.2578 | 4042.82 | 81008.98 |
| 228 | 2009.02.24 01:53 | buy | 107 | 24.30 | 1.2498 | 1.2398 | 1.2533 | ||
| 229 | 2009.02.24 03:00 | close | 107 | 24.30 | 1.2509 | 1.2398 | 1.2533 | 2136.86 | 83145.84 |
| 230 | 2009.02.27 00:00 | sell | 108 | 24.94 | 1.2529 | 1.2629 | 1.2494 | ||
| 231 | 2009.02.27 03:02 | close | 108 | 24.94 | 1.2534 | 1.2629 | 1.2494 | -994.89 | 82150.95 |
| 232 | 2009.03.03 00:00 | sell | 109 | 24.65 | 1.2909 | 1.3009 | 1.2874 | ||
| 233 | 2009.03.03 03:00 | close | 109 | 24.65 | 1.2910 | 1.3009 | 1.2874 | -190.94 | 81960.01 |
| 234 | 2009.03.04 01:10 | sell | 110 | 24.59 | 1.2948 | 1.3048 | 1.2913 | ||
| 235 | 2009.03.04 03:00 | close | 110 | 24.59 | 1.2943 | 1.3048 | 1.2913 | 949.93 | 82909.94 |
| 236 | 2009.03.06 00:59 | sell | 111 | 24.87 | 1.2906 | 1.3006 | 1.2871 | ||
| 237 | 2009.03.06 03:00 | close | 111 | 24.87 | 1.2880 | 1.3006 | 1.2871 | 5020.34 | 87930.28 |
| 238 | 2009.03.10 00:00 | sell | 112 | 26.38 | 1.3012 | 1.3112 | 1.2977 | ||
| 239 | 2009.03.10 02:56 | t/p | 112 | 26.38 | 1.2977 | 1.3112 | 1.2977 | 7114.90 | 95045.18 |
| 240 | 2009.03.11 00:00 | buy | 113 | 28.51 | 1.2794 | 1.2694 | 1.2829 | ||
| 241 | 2009.03.11 03:00 | close | 113 | 28.51 | 1.2810 | 1.2694 | 1.2829 | 3560.97 | 98606.15 |
| 242 | 2009.03.18 01:00 | buy | 114 | 29.58 | 1.2691 | 1.2591 | 1.2726 | ||
| 243 | 2009.03.18 03:00 | close | 114 | 29.58 | 1.2691 | 1.2591 | 1.2726 | 0.00 | 98606.15 |
| 244 | 2009.03.20 01:57 | sell | 115 | 29.58 | 1.2412 | 1.2512 | 1.2377 | ||
| 245 | 2009.03.20 03:00 | close | 115 | 29.58 | 1.24111 | 1.2512 | 1.2377 | 214.50 | 98820.65 |
| 246 | 2009.03.25 00:01 | sell | 116 | 29.65 | 1.2320 | 1.2420 | 1.2285 | ||
| 247 | 2009.03.25 01:49 | modify | 116 | 29.65 | 1.2320 | 1.2305 | 1.2285 | ||
| 248 | 2009.03.25 01:56 | t/p | 116 | 29.65 | 1.2285 | 1.2305 | 1.2285 | 8447.29 | 107267.94 |
| 249 | 2009.03.27 00:39 | buy | 117 | 32.18 | 1.22911 | 1.2191 | 1.2326 | ||
| 250 | 2009.03.27 03:00 | close | 117 | 32.18 | 1.2299 | 1.2191 | 1.2326 | 2067.01 | 109334.95 |
| 251 | 2009.04.01 00:57 | sell | 118 | 32.80 | 1.2632 | 1.2732 | 1.2597 | ||
| 252 | 2009.04.01 03:00 | close | 118 | 32.80 | 1.26133 | 1.2732 | 1.2597 | 4862.80 | 114197.75 |
| 253 | 2009.04.07 00:00 | buy | 119 | 34.26 | 1.23848 | 1.2285 | 1.2420 | ||
| 254 | 2009.04.07 02:35 | modify | 119 | 34.26 | 1.23848 | 1.2400 | 1.2420 | ||
| 255 | 2009.04.07 02:36 | t/p | 119 | 34.26 | 1.2420 | 1.2400 | 1.2420 | 9708.90 | 123906.65 |
| 256 | 2009.04.09 01:38 | buy | 120 | 37.17 | 1.2362 | 1.2262 | 1.2397 | ||
| 257 | 2009.04.09 03:00 | close | 120 | 37.17 | 1.23803 | 1.2262 | 1.2397 | 5494.30 | 129400.95 |
| 258 | 2009.04.10 00:00 | buy | 121 | 38.82 | 1.22401 | 1.2140 | 1.2275 | ||
| 259 | 2009.04.10 03:00 | close | 121 | 38.82 | 1.22528 | 1.2140 | 1.2275 | 4023.68 | 133424.63 |
| 260 | 2009.04.14 01:43 | sell | 122 | 40.03 | 1.2212 | 1.2312 | 1.2177 | ||
| 261 | 2009.04.14 03:00 | close | 122 | 40.03 | 1.21945 | 1.2312 | 1.2177 | 5744.60 | 139169.23 |
| 262 | 2009.04.15 00:15 | sell | 123 | 41.75 | 1.2156 | 1.2256 | 1.2121 | ||
| 263 | 2009.04.15 03:00 | close | 123 | 41.75 | 1.2147 | 1.2256 | 1.2121 | 3093.36 | 142262.59 |
| 264 | 2009.04.16 00:01 | buy | 124 | 42.68 | 1.2024 | 1.1924 | 1.2059 | ||
| 265 | 2009.04.16 03:00 | close | 124 | 42.68 | 1.20439 | 1.1924 | 1.2059 | 7051.97 | 149314.56 |
| 266 | 2009.04.21 00:03 | sell | 125 | 44.79 | 1.2392 | 1.2492 | 1.2357 | ||
| 267 | 2009.04.21 12:04 | modify | 125 | 44.79 | 1.2392 | 1.2377 | 1.2357 | ||
| 268 | 2009.04.21 12:04 | t/p | 125 | 44.79 | 1.2357 | 1.2377 | 1.2357 | 12687.35 | 162001.91 |
| 269 | 2009.04.22 00:30 | sell | 126 | 48.60 | 1.23694 | 1.2469 | 1.2334 | ||
| 270 | 2009.04.22 09:13 | close | 126 | 48.60 | 1.2366 | 1.2469 | 1.2334 | 1336.24 | 163338.15 |
| 271 | 2009.04.23 00:08 | sell | 127 | 49.00 | 1.2412 | 1.2512 | 1.2377 | ||
| 272 | 2009.04.23 03:00 | close | 127 | 49.00 | 1.23975 | 1.2512 | 1.2377 | 5730.99 | 169069.14 |
| 273 | 2009.04.24 00:10 | buy | 128 | 50.72 | 1.2227 | 1.2127 | 1.2262 | ||
| 274 | 2009.04.24 03:00 | close | 128 | 50.72 | 1.22544 | 1.2127 | 1.2262 | 11340.64 | 180409.78 |
| 275 | 2009.04.28 01:08 | buy | 129 | 54.12 | 1.2185 | 1.2085 | 1.2220 | ||
| 276 | 2009.04.28 03:00 | close | 129 | 54.12 | 1.21846 | 1.2085 | 1.2220 | -177.67 | 180232.11 |
| 277 | 2009.04.30 00:12 | sell | 130 | 54.07 | 1.2034 | 1.2134 | 1.1999 | ||
| 278 | 2009.04.30 03:00 | close | 130 | 54.07 | 1.20281 | 1.2134 | 1.1999 | 2652.23 | 182884.34 |
| 279 | 2009.05.05 00:00 | buy | 131 | 54.87 | 1.17283 | 1.1628 | 1.1763 | ||
| 280 | 2009.05.05 03:00 | close | 131 | 54.87 | 1.17261 | 1.1628 | 1.1763 | -1029.45 | 181854.89 |
| 281 | 2009.05.06 01:59 | buy | 132 | 54.56 | 1.1749 | 1.1649 | 1.1784 | ||
| 282 | 2009.05.06 03:00 | close | 132 | 54.56 | 1.17666 | 1.1649 | 1.1784 | 8160.86 | 190015.75 |
| 283 | 2009.05.08 00:03 | buy | 133 | 57.00 | 1.1699 | 1.1599 | 1.1734 | ||
| 284 | 2009.05.08 03:00 | close | 133 | 57.00 | 1.1699 | 1.1599 | 1.1734 | 0.00 | 190015.75 |
| 285 | 2009.05.12 00:00 | sell | 134 | 57.00 | 1.1668 | 1.1768 | 1.1633 | ||
| 286 | 2009.05.12 03:00 | close | 134 | 57.00 | 1.16571 | 1.1768 | 1.1633 | 5329.80 | 195345.55 |
| 287 | 2009.05.13 01:31 | buy | 135 | 58.60 | 1.1610 | 1.1510 | 1.1645 | ||
| 288 | 2009.05.13 12:46 | close | 135 | 58.60 | 1.1594 | 1.1510 | 1.1645 | -8086.94 | 187258.61 |
| 289 | 2009.05.20 00:04 | sell | 136 | 56.18 | 1.1578 | 1.1678 | 1.1543 | ||
| 290 | 2009.05.20 02:28 | modify | 136 | 56.18 | 1.1578 | 1.1563 | 1.1543 | ||
| 291 | 2009.05.20 02:45 | t/p | 136 | 56.18 | 1.1543 | 1.1563 | 1.1543 | 17035.45 | 204294.06 |
| 292 | 2009.05.22 00:02 | buy | 137 | 61.29 | 1.1366 | 1.1266 | 1.1401 | ||
| 293 | 2009.05.22 09:04 | close | 137 | 61.29 | 1.1354 | 1.1266 | 1.1401 | -6477.72 | 197816.34 |
| 294 | 2009.05.26 01:31 | sell | 138 | 59.34 | 1.1241 | 1.1341 | 1.1206 | ||
| 295 | 2009.05.26 03:15 | close | 138 | 59.34 | 1.1246 | 1.1341 | 1.1206 | -2638.27 | 195178.07 |
| 296 | 2009.05.27 00:01 | buy | 139 | 58.55 | 1.1164 | 1.1064 | 1.1199 | ||
| 297 | 2009.05.27 08:58 | close | 139 | 58.55 | 1.1179 | 1.1064 | 1.1199 | 7856.25 | 203034.32 |
| 298 | 2009.05.28 00:00 | sell | 140 | 60.91 | 1.12242 | 1.1324 | 1.1189 | ||
| 299 | 2009.05.28 03:00 | close | 140 | 60.91 | 1.1217 | 1.1324 | 1.1189 | 3909.71 | 206944.03 |
| 300 | 2009.05.29 01:35 | sell | 141 | 62.08 | 1.1150 | 1.1250 | 1.1115 | ||
| 301 | 2009.05.29 03:00 | close | 141 | 62.08 | 1.11426 | 1.1250 | 1.1115 | 4122.84 | 211066.87 |
| 302 | 2009.06.03 00:33 | sell | 142 | 63.32 | 1.0819 | 1.0919 | 1.0784 | ||
| 303 | 2009.06.03 07:17 | close | 142 | 63.32 | 1.0817 | 1.0919 | 1.0784 | 1170.75 | 212237.62 |
| 304 | 2009.06.04 00:19 | sell | 143 | 63.67 | 1.11177 | 1.1218 | 1.1083 | ||
| 305 | 2009.06.04 03:00 | close | 143 | 63.67 | 1.1109 | 1.1218 | 1.1083 | 4986.31 | 217223.93 |
| 306 | 2009.06.05 00:45 | sell | 144 | 65.17 | 1.0979 | 1.1079 | 1.0944 | ||
| 307 | 2009.06.05 03:27 | close | 144 | 65.17 | 1.0983 | 1.1079 | 1.0944 | -2373.49 | 214850.44 |
| 308 | 2009.06.12 00:07 | sell | 145 | 64.46 | 1.1029 | 1.1129 | 1.0994 | ||
| 309 | 2009.06.12 03:00 | close | 145 | 64.46 | 1.1017 | 1.1129 | 1.0994 | 7021.15 | 221871.59 |
| 310 | 2009.06.17 00:37 | sell | 146 | 66.56 | 1.13504 | 1.1450 | 1.1315 | ||
| 311 | 2009.06.17 03:05 | close | 146 | 66.56 | 1.1355 | 1.1450 | 1.1315 | -2696.40 | 219175.19 |
| 312 | 2009.06.18 01:52 | sell | 147 | 65.75 | 1.1323 | 1.1423 | 1.1288 | ||
| 313 | 2009.06.18 03:00 | close | 147 | 65.75 | 1.13007 | 1.1423 | 1.1288 | 12974.64 | 232149.83 |
| 314 | 2009.06.19 01:55 | buy | 148 | 69.64 | 1.13208 | 1.1221 | 1.1356 | ||
| 315 | 2009.06.19 03:00 | close | 148 | 69.64 | 1.13223 | 1.1221 | 1.1356 | 922.60 | 233072.43 |
| 316 | 2009.06.23 00:00 | sell | 149 | 69.92 | 1.15474 | 1.1647 | 1.1512 | ||
| 317 | 2009.06.23 03:00 | close | 149 | 69.92 | 1.15524 | 1.1647 | 1.1512 | -3026.21 | 230046.22 |
| 318 | 2009.06.24 01:51 | sell | 150 | 69.01 | 1.1511 | 1.1611 | 1.1476 | ||
| 319 | 2009.06.24 03:00 | close | 150 | 69.01 | 1.15033 | 1.1611 | 1.1476 | 4619.34 | 234665.56 |
| 320 | 2009.06.25 00:00 | sell | 151 | 70.40 | 1.15748 | 1.1675 | 1.1540 | ||
| 321 | 2009.06.25 03:00 | close | 151 | 70.40 | 1.15566 | 1.1675 | 1.1540 | 11087.00 | 245752.56 |