Symbol | GBPUSD (Great Britain Pound vs US Dollar) | ||||
Period | 5 Minutes (M5) 1999.01.04 15:30 - 2011.02.28 23:55 (2010.11.07 - 2011.03.01) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | A="===================="; Use_FXCOMBO_Scalping=true; Use_FXCOMBO_Breakout=true; Use_FXCOMBO_Reversal=true; B="===================="; Use_ECN_Execution=true; Hidden_StopAndTarget=false; No_Hedge_Trades=false; NFA_Compatibility=false; C="===================="; CommentSys1="*** 1 ***"; CommentSys2="*** 2 ***"; CommentSys3="*** 3 ***"; D="===================="; Magic1=121212; Magic2=343434; Magic3=565656; E="===================="; MaxSPREAD=5; Slippage=2; AutoGMT_Offset=false; ManualGMT_Offset=1; UseAgresiveMM=false; MMSys1="==== FXCOMBO Scalping MM Parameters ===="; LotsSys1=0.1; TradeMMSys1=2; LossFactorSys1=2; MMSys2="==== FXCOMBO Breakout MM Parameters ===="; LotsSys2=0.1; TradeMMSys2=2; LossFactorSys2=2; MMSys3="==== FXCOMBO Reversal MM Parameters ===="; LotsSys3=0.1; TradeMMSys3=2; LossFactorSys3=2; CommonMM="==== Main MM Parameters ===="; MMMax=20; MaximalLots=50; Scalping="==== FXCOMBO Scalping System Parameters ===="; StopLoss=160; TakeProfit=27; TREND_STR=35; OSC_open=6; OSC_close=20; ExtraPips=-5; Breakout="==== FXCOMBO Breakout System Parameters ===="; TakeProfit_II=300; StopLoss_II=60; MaxPipsTrailing2=200; MinPipsTrailing2=20; Break=13; ATRTrailingFactor2=3.1; F_TrailingProfit_II=240; F_Trailing_II=15; Use_Exp_Trailing_II=false; Exp_Trail_Factor_II=1.5; Reversal="==== FXCOMBO Reversal System Parameters ===="; BegHourSys_III=23; EndHourSys_III=0; TakeProfit_III=100; StopLoss_III=260; MaxPipsTrailing3=90; MinPipsTrailing3=50; F_TrailingProfit_III=100; F_Trailing_III=30; Use_Exp_Trailing_III=false; Exp_Trail_Factor_III=0.1; | ||||
Bars in test | 869627 | Ticks modelled | 49426578 | Modelling quality | 89.99% |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 271.65 | Gross profit | 2669.38 | Gross loss | -2397.72 |
Profit factor | 1.11 | Expected payoff | 3.20 | ||
Absolute drawdown | 75.80 | Maximal drawdown | 1007.50 (9.01%) | Relative drawdown | 9.01% (1007.50) |
Total trades | 85 | Short positions (won %) | 49 (75.51%) | Long positions (won %) | 36 (69.44%) |
Profit trades (% of total) | 62 (72.94%) | Loss trades (% of total) | 23 (27.06%) | ||
Largest | profit trade | 210.00 | loss trade | -388.10 | |
Average | profit trade | 43.05 | loss trade | -104.25 | |
Maximum | consecutive wins (profit in money) | 8 (427.66) | consecutive losses (loss in money) | 4 (-358.41) | |
Maximal | consecutive profit (count of wins) | 427.66 (8) | consecutive loss (count of losses) | -388.10 (1) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.11.08 06:15 | sell | 1 | 0.20 | 1.61303 | 0.00000 | 0.00000 | ||
2 | 2010.11.08 06:15 | modify | 1 | 0.20 | 1.61303 | 1.62903 | 1.61033 | ||
3 | 2010.11.08 10:15 | close | 1 | 0.20 | 1.61273 | 1.62903 | 1.61033 | 6.00 | 10006.00 |
4 | 2010.11.10 02:00 | sell | 2 | 0.20 | 1.60191 | 0.00000 | 0.00000 | ||
5 | 2010.11.10 02:00 | modify | 2 | 0.20 | 1.60191 | 1.61791 | 1.59921 | ||
6 | 2010.11.10 03:32 | t/p | 2 | 0.20 | 1.59921 | 1.61791 | 1.59921 | 54.00 | 10060.00 |
7 | 2010.11.10 06:45 | sell | 3 | 0.20 | 1.60084 | 0.00000 | 0.00000 | ||
8 | 2010.11.10 06:45 | modify | 3 | 0.20 | 1.60084 | 1.61684 | 1.59814 | ||
9 | 2010.11.10 08:08 | t/p | 3 | 0.20 | 1.59814 | 1.61684 | 1.59814 | 54.00 | 10114.00 |
10 | 2010.11.10 23:30 | buy | 4 | 0.20 | 1.61139 | 0.00000 | 0.00000 | ||
11 | 2010.11.10 23:30 | modify | 4 | 0.20 | 1.61139 | 1.59539 | 1.61409 | ||
12 | 2010.11.11 01:30 | close | 4 | 0.20 | 1.61326 | 1.59539 | 1.61409 | 37.52 | 10151.52 |
13 | 2010.11.11 06:00 | buy | 5 | 0.20 | 1.61412 | 0.00000 | 0.00000 | ||
14 | 2010.11.11 06:00 | modify | 5 | 0.20 | 1.61412 | 1.59812 | 1.61682 | ||
15 | 2010.11.11 08:15 | close | 5 | 0.20 | 1.61563 | 1.59812 | 1.61682 | 30.20 | 10181.72 |
16 | 2010.11.11 22:45 | sell | 6 | 0.20 | 1.61199 | 0.00000 | 0.00000 | ||
17 | 2010.11.11 22:45 | modify | 6 | 0.20 | 1.61199 | 1.62799 | 1.60929 | ||
18 | 2010.11.12 01:00 | close | 6 | 0.20 | 1.61035 | 1.62799 | 1.60929 | 32.22 | 10213.94 |
19 | 2010.11.12 22:46 | buy | 7 | 0.20 | 1.61268 | 0.00000 | 0.00000 | ||
20 | 2010.11.12 22:47 | modify | 7 | 0.20 | 1.61268 | 1.59668 | 1.61538 | ||
21 | 2010.11.15 01:15 | close | 7 | 0.20 | 1.61476 | 1.59668 | 1.61538 | 41.64 | 10255.58 |
22 | 2010.11.16 10:35 | buy | 8 | 0.21 | 1.60815 | 0.00000 | 0.00000 | ||
23 | 2010.11.16 10:35 | modify | 8 | 0.21 | 1.60815 | 1.60215 | 1.63815 | ||
24 | 2010.11.16 11:40 | s/l | 8 | 0.21 | 1.60215 | 1.60215 | 1.63815 | -126.00 | 10129.58 |
25 | 2010.11.16 22:06 | sell | 9 | 0.20 | 1.58869 | 0.00000 | 0.00000 | ||
26 | 2010.11.16 22:06 | modify | 9 | 0.20 | 1.58869 | 1.60469 | 1.58599 | ||
27 | 2010.11.17 00:15 | close | 9 | 0.20 | 1.58788 | 1.60469 | 1.58599 | 15.62 | 10145.20 |
28 | 2010.11.17 03:00 | sell | 10 | 0.20 | 1.58938 | 0.00000 | 0.00000 | ||
29 | 2010.11.17 03:00 | modify | 10 | 0.20 | 1.58938 | 1.60538 | 1.58668 | ||
30 | 2010.11.17 08:00 | close | 10 | 0.20 | 1.58812 | 1.60538 | 1.58668 | 25.20 | 10170.40 |
31 | 2010.11.17 09:30 | sell | 11 | 0.20 | 1.58937 | 0.00000 | 0.00000 | ||
32 | 2010.11.17 09:30 | modify | 11 | 0.20 | 1.58937 | 1.60537 | 1.58667 | ||
33 | 2010.11.17 12:30 | close | 11 | 0.20 | 1.58786 | 1.60537 | 1.58667 | 30.20 | 10200.60 |
34 | 2010.11.18 16:15 | buy | 12 | 0.20 | 1.59895 | 0.00000 | 0.00000 | ||
35 | 2010.11.18 16:15 | modify | 12 | 0.20 | 1.59895 | 1.58295 | 1.60165 | ||
36 | 2010.11.18 18:00 | close | 12 | 0.20 | 1.60088 | 1.58295 | 1.60165 | 38.60 | 10239.20 |
37 | 2010.11.19 02:15 | buy | 13 | 0.20 | 1.60332 | 0.00000 | 0.00000 | ||
38 | 2010.11.19 02:15 | modify | 13 | 0.20 | 1.60332 | 1.58732 | 1.60602 | ||
39 | 2010.11.19 07:00 | close | 13 | 0.20 | 1.60364 | 1.58732 | 1.60602 | 6.40 | 10245.60 |
40 | 2010.11.19 22:02 | sell | 14 | 0.20 | 1.59879 | 0.00000 | 0.00000 | ||
41 | 2010.11.19 22:02 | modify | 14 | 0.20 | 1.59879 | 1.61479 | 1.59609 | ||
42 | 2010.11.22 00:15 | close | 14 | 0.20 | 1.59723 | 1.61479 | 1.59609 | 30.62 | 10276.22 |
43 | 2010.11.22 01:00 | sell | 15 | 0.21 | 1.60000 | 0.00000 | 0.00000 | ||
44 | 2010.11.22 01:00 | modify | 15 | 0.21 | 1.60000 | 1.62600 | 1.59000 | ||
45 | 2010.11.22 08:30 | buy | 16 | 0.20 | 1.60654 | 0.00000 | 0.00000 | ||
46 | 2010.11.22 08:30 | modify | 16 | 0.20 | 1.60654 | 1.60054 | 1.63654 | ||
47 | 2010.11.22 12:55 | s/l | 16 | 0.20 | 1.60054 | 1.60054 | 1.63654 | -120.00 | 10156.22 |
48 | 2010.11.22 18:28 | modify | 15 | 0.21 | 1.60000 | 1.60000 | 1.59000 | ||
49 | 2010.11.22 18:33 | modify | 15 | 0.21 | 1.60000 | 1.59940 | 1.59000 | ||
50 | 2010.11.22 18:49 | modify | 15 | 0.21 | 1.60000 | 1.59938 | 1.59000 | ||
51 | 2010.11.22 18:54 | modify | 15 | 0.21 | 1.60000 | 1.59937 | 1.59000 | ||
52 | 2010.11.22 19:06 | modify | 15 | 0.21 | 1.60000 | 1.59935 | 1.59000 | ||
53 | 2010.11.22 19:07 | t/p | 15 | 0.21 | 1.59000 | 1.59935 | 1.59000 | 210.00 | 10366.22 |
54 | 2010.11.22 22:08 | sell | 17 | 0.21 | 1.59611 | 0.00000 | 0.00000 | ||
55 | 2010.11.22 22:08 | modify | 17 | 0.21 | 1.59611 | 1.61211 | 1.59341 | ||
56 | 2010.11.23 01:00 | close | 17 | 0.21 | 1.59434 | 1.61211 | 1.59341 | 36.56 | 10402.78 |
57 | 2010.11.24 00:00 | sell | 18 | 0.21 | 1.57861 | 0.00000 | 0.00000 | ||
58 | 2010.11.24 00:00 | modify | 18 | 0.21 | 1.57861 | 1.59461 | 1.57591 | ||
59 | 2010.11.24 07:30 | close | 18 | 0.21 | 1.58086 | 1.59461 | 1.57591 | -47.25 | 10355.53 |
60 | 2010.11.25 05:30 | sell | 19 | 0.21 | 1.57688 | 0.00000 | 0.00000 | ||
61 | 2010.11.25 05:30 | modify | 19 | 0.21 | 1.57688 | 1.59288 | 1.57418 | ||
62 | 2010.11.25 06:15 | close | 19 | 0.21 | 1.57541 | 1.59288 | 1.57418 | 30.87 | 10386.40 |
63 | 2010.11.29 05:15 | sell | 20 | 0.21 | 1.56064 | 0.00000 | 0.00000 | ||
64 | 2010.11.29 05:15 | modify | 20 | 0.21 | 1.56064 | 1.57664 | 1.55794 | ||
65 | 2010.11.29 09:45 | close | 20 | 0.21 | 1.56005 | 1.57664 | 1.55794 | 12.39 | 10398.79 |
66 | 2010.11.29 20:45 | sell | 21 | 0.21 | 1.55648 | 0.00000 | 0.00000 | ||
67 | 2010.11.29 20:45 | modify | 21 | 0.21 | 1.55648 | 1.57248 | 1.55378 | ||
68 | 2010.11.30 00:00 | close | 21 | 0.21 | 1.55586 | 1.57248 | 1.55378 | 12.41 | 10411.20 |
69 | 2010.11.30 02:30 | sell | 22 | 0.21 | 1.55661 | 0.00000 | 0.00000 | ||
70 | 2010.11.30 02:30 | modify | 22 | 0.21 | 1.55661 | 1.57261 | 1.55391 | ||
71 | 2010.11.30 04:30 | close | 22 | 0.21 | 1.55440 | 1.57261 | 1.55391 | 46.41 | 10457.61 |
72 | 2010.11.30 22:00 | buy | 23 | 0.21 | 1.55547 | 0.00000 | 0.00000 | ||
73 | 2010.11.30 22:00 | modify | 23 | 0.21 | 1.55547 | 1.53947 | 1.55817 | ||
74 | 2010.12.01 01:00 | close | 23 | 0.21 | 1.55710 | 1.53947 | 1.55817 | 34.27 | 10491.88 |
75 | 2010.12.01 22:16 | sell | 24 | 0.21 | 1.56289 | 0.00000 | 0.00000 | ||
76 | 2010.12.01 22:16 | modify | 24 | 0.21 | 1.56289 | 1.57889 | 1.56019 | ||
77 | 2010.12.02 00:45 | close | 24 | 0.21 | 1.56137 | 1.57889 | 1.56019 | 30.09 | 10521.98 |
78 | 2010.12.02 10:45 | buy | 25 | 0.21 | 1.56600 | 0.00000 | 0.00000 | ||
79 | 2010.12.02 10:45 | modify | 25 | 0.21 | 1.56600 | 1.56000 | 1.59600 | ||
80 | 2010.12.02 11:51 | s/l | 25 | 0.21 | 1.56000 | 1.56000 | 1.59600 | -126.00 | 10395.98 |
81 | 2010.12.03 22:30 | sell | 26 | 0.21 | 1.57821 | 0.00000 | 0.00000 | ||
82 | 2010.12.03 22:30 | modify | 26 | 0.21 | 1.57821 | 1.59421 | 1.57551 | ||
83 | 2010.12.06 00:00 | sell | 27 | 0.21 | 1.57691 | 0.00000 | 0.00000 | ||
84 | 2010.12.06 00:00 | modify | 27 | 0.21 | 1.57691 | 1.60291 | 1.56691 | ||
85 | 2010.12.06 01:10 | t/p | 26 | 0.21 | 1.57551 | 1.59421 | 1.57551 | 56.09 | 10452.07 |
86 | 2010.12.06 03:00 | buy | 28 | 0.21 | 1.57501 | 0.00000 | 0.00000 | ||
87 | 2010.12.06 03:00 | modify | 28 | 0.21 | 1.57501 | 1.55901 | 1.57771 | ||
88 | 2010.12.06 08:45 | close | 28 | 0.21 | 1.57463 | 1.55901 | 1.57771 | -7.98 | 10444.09 |
89 | 2010.12.06 10:21 | modify | 27 | 0.21 | 1.57691 | 1.57689 | 1.56691 | ||
90 | 2010.12.06 10:38 | modify | 27 | 0.21 | 1.57691 | 1.57687 | 1.56691 | ||
91 | 2010.12.06 10:43 | modify | 27 | 0.21 | 1.57691 | 1.57673 | 1.56691 | ||
92 | 2010.12.06 10:48 | modify | 27 | 0.21 | 1.57691 | 1.57647 | 1.56691 | ||
93 | 2010.12.06 10:56 | modify | 27 | 0.21 | 1.57691 | 1.57646 | 1.56691 | ||
94 | 2010.12.06 11:52 | modify | 27 | 0.21 | 1.57691 | 1.57645 | 1.56691 | ||
95 | 2010.12.06 11:57 | modify | 27 | 0.21 | 1.57691 | 1.57610 | 1.56691 | ||
96 | 2010.12.06 11:58 | t/p | 27 | 0.21 | 1.56691 | 1.57610 | 1.56691 | 210.00 | 10654.09 |
97 | 2010.12.07 10:50 | buy | 29 | 0.21 | 1.58132 | 0.00000 | 0.00000 | ||
98 | 2010.12.07 10:50 | modify | 29 | 0.21 | 1.58132 | 1.57532 | 1.61132 | ||
99 | 2010.12.07 14:00 | buy | 30 | 0.21 | 1.57725 | 0.00000 | 0.00000 | ||
100 | 2010.12.07 14:00 | modify | 30 | 0.21 | 1.57725 | 1.56125 | 1.57995 | ||
101 | 2010.12.07 14:33 | t/p | 30 | 0.21 | 1.57995 | 1.56125 | 1.57995 | 56.70 | 10710.79 |
102 | 2010.12.07 21:21 | s/l | 29 | 0.21 | 1.57532 | 1.57532 | 1.61132 | -126.00 | 10584.79 |
103 | 2010.12.16 12:30 | sell | 31 | 0.21 | 1.56148 | 0.00000 | 0.00000 | ||
104 | 2010.12.16 12:30 | modify | 31 | 0.21 | 1.56148 | 1.57748 | 1.55878 | ||
105 | 2010.12.16 16:07 | t/p | 31 | 0.21 | 1.55878 | 1.57748 | 1.55878 | 56.70 | 10641.49 |
106 | 2010.12.16 22:00 | sell | 32 | 0.21 | 1.56337 | 0.00000 | 0.00000 | ||
107 | 2010.12.16 22:00 | modify | 32 | 0.21 | 1.56337 | 1.57937 | 1.56067 | ||
108 | 2010.12.17 01:15 | close | 32 | 0.21 | 1.56205 | 1.57937 | 1.56067 | 27.11 | 10668.60 |
109 | 2010.12.17 20:00 | sell | 33 | 0.21 | 1.55029 | 0.00000 | 0.00000 | ||
110 | 2010.12.17 20:00 | modify | 33 | 0.21 | 1.55029 | 1.56629 | 1.54759 | ||
111 | 2010.12.20 00:00 | sell | 34 | 0.21 | 1.55142 | 0.00000 | 0.00000 | ||
112 | 2010.12.20 00:00 | modify | 34 | 0.21 | 1.55142 | 1.57742 | 1.54142 | ||
113 | 2010.12.20 00:30 | close | 33 | 0.21 | 1.55093 | 1.56629 | 1.54759 | -14.05 | 10654.55 |
114 | 2010.12.20 03:15 | sell | 35 | 0.21 | 1.55165 | 0.00000 | 0.00000 | ||
115 | 2010.12.20 03:15 | modify | 35 | 0.21 | 1.55165 | 1.56765 | 1.54895 | ||
116 | 2010.12.20 05:45 | close | 35 | 0.21 | 1.55057 | 1.56765 | 1.54895 | 22.68 | 10677.23 |
117 | 2010.12.21 10:55 | sell | 36 | 0.21 | 1.54826 | 0.00000 | 0.00000 | ||
118 | 2010.12.21 10:55 | modify | 36 | 0.21 | 1.54826 | 1.55426 | 1.51826 | ||
119 | 2010.12.21 14:35 | close | 36 | 0.21 | 1.55072 | 1.55426 | 1.51826 | -51.66 | 10625.57 |
120 | 2010.12.21 22:45 | sell | 37 | 0.21 | 1.54712 | 0.00000 | 0.00000 | ||
121 | 2010.12.21 22:45 | modify | 37 | 0.21 | 1.54712 | 1.56312 | 1.54442 | ||
122 | 2010.12.22 00:15 | close | 37 | 0.21 | 1.54623 | 1.56312 | 1.54442 | 18.08 | 10643.65 |
123 | 2010.12.22 10:05 | modify | 34 | 0.21 | 1.55142 | 1.55141 | 1.54142 | ||
124 | 2010.12.22 10:10 | modify | 34 | 0.21 | 1.55142 | 1.55090 | 1.54142 | ||
125 | 2010.12.22 10:19 | modify | 34 | 0.21 | 1.55142 | 1.55089 | 1.54142 | ||
126 | 2010.12.22 10:24 | modify | 34 | 0.21 | 1.55142 | 1.55065 | 1.54142 | ||
127 | 2010.12.22 10:30 | modify | 34 | 0.21 | 1.55142 | 1.55063 | 1.54142 | ||
128 | 2010.12.22 15:17 | modify | 34 | 0.21 | 1.55142 | 1.55061 | 1.54142 | ||
129 | 2010.12.22 15:17 | t/p | 34 | 0.21 | 1.54142 | 1.55061 | 1.54142 | 208.78 | 10852.43 |
130 | 2010.12.22 22:00 | sell | 38 | 0.22 | 1.53857 | 0.00000 | 0.00000 | ||
131 | 2010.12.22 22:00 | modify | 38 | 0.22 | 1.53857 | 1.55457 | 1.53587 | ||
132 | 2010.12.23 09:15 | close | 38 | 0.22 | 1.53826 | 1.55457 | 1.53587 | 4.91 | 10857.34 |
133 | 2010.12.23 22:00 | sell | 39 | 0.22 | 1.54337 | 0.00000 | 0.00000 | ||
134 | 2010.12.23 22:01 | modify | 39 | 0.22 | 1.54337 | 1.55937 | 1.54067 | ||
135 | 2010.12.24 05:00 | close | 39 | 0.22 | 1.54294 | 1.55937 | 1.54067 | 8.82 | 10866.16 |
136 | 2010.12.27 01:00 | buy | 40 | 0.22 | 1.54097 | 0.00000 | 0.00000 | ||
137 | 2010.12.27 01:00 | modify | 40 | 0.22 | 1.54097 | 1.51497 | 1.55097 | ||
138 | 2010.12.27 22:00 | sell | 41 | 0.22 | 1.54106 | 0.00000 | 0.00000 | ||
139 | 2010.12.27 22:00 | modify | 41 | 0.22 | 1.54106 | 1.55706 | 1.53836 | ||
140 | 2010.12.28 01:15 | modify | 40 | 0.22 | 1.54097 | 1.54104 | 1.55097 | ||
141 | 2010.12.28 01:20 | modify | 40 | 0.22 | 1.54097 | 1.54106 | 1.55097 | ||
142 | 2010.12.28 01:25 | modify | 40 | 0.22 | 1.54097 | 1.54119 | 1.55097 | ||
143 | 2010.12.28 01:30 | modify | 40 | 0.22 | 1.54097 | 1.54185 | 1.55097 | ||
144 | 2010.12.28 01:49 | modify | 40 | 0.22 | 1.54097 | 1.54188 | 1.55097 | ||
145 | 2010.12.28 04:45 | modify | 40 | 0.22 | 1.54097 | 1.54189 | 1.55097 | ||
146 | 2010.12.28 04:57 | modify | 40 | 0.22 | 1.54097 | 1.54190 | 1.55097 | ||
147 | 2010.12.28 05:11 | modify | 40 | 0.22 | 1.54097 | 1.54193 | 1.55097 | ||
148 | 2010.12.28 05:16 | modify | 40 | 0.22 | 1.54097 | 1.54208 | 1.55097 | ||
149 | 2010.12.28 06:37 | modify | 40 | 0.22 | 1.54097 | 1.54210 | 1.55097 | ||
150 | 2010.12.28 07:45 | close | 41 | 0.22 | 1.54658 | 1.55706 | 1.53836 | -122.08 | 10744.08 |
151 | 2010.12.28 10:49 | s/l | 40 | 0.22 | 1.54210 | 1.54210 | 1.55097 | 24.90 | 10768.99 |
152 | 2010.12.28 15:30 | sell | 42 | 0.22 | 1.54183 | 0.00000 | 0.00000 | ||
153 | 2010.12.28 15:30 | modify | 42 | 0.22 | 1.54183 | 1.54783 | 1.51183 | ||
154 | 2010.12.28 22:00 | sell | 43 | 0.22 | 1.53840 | 0.00000 | 0.00000 | ||
155 | 2010.12.28 22:00 | modify | 43 | 0.22 | 1.53840 | 1.55440 | 1.53570 | ||
156 | 2010.12.28 23:30 | close | 43 | 0.22 | 1.53649 | 1.55440 | 1.53570 | 42.02 | 10811.01 |
157 | 2010.12.29 15:45 | close | 42 | 0.22 | 1.54409 | 1.54783 | 1.51183 | -50.36 | 10760.65 |
158 | 2010.12.30 05:00 | buy | 44 | 0.22 | 1.55078 | 0.00000 | 0.00000 | ||
159 | 2010.12.30 05:00 | modify | 44 | 0.22 | 1.55078 | 1.53478 | 1.55348 | ||
160 | 2010.12.30 07:00 | close | 44 | 0.22 | 1.55149 | 1.53478 | 1.55348 | 15.62 | 10776.27 |
161 | 2010.12.30 09:30 | buy | 45 | 0.22 | 1.55038 | 0.00000 | 0.00000 | ||
162 | 2010.12.30 09:30 | modify | 45 | 0.22 | 1.55038 | 1.53438 | 1.55308 | ||
163 | 2010.12.30 16:00 | close | 45 | 0.22 | 1.54620 | 1.53438 | 1.55308 | -91.96 | 10684.31 |
164 | 2011.01.03 02:30 | buy | 46 | 0.21 | 1.55432 | 0.00000 | 0.00000 | ||
165 | 2011.01.03 02:30 | modify | 46 | 0.21 | 1.55432 | 1.53832 | 1.55702 | ||
166 | 2011.01.03 06:15 | close | 46 | 0.21 | 1.55488 | 1.53832 | 1.55702 | 11.76 | 10696.07 |
167 | 2011.01.04 10:40 | buy | 47 | 0.21 | 1.56078 | 0.00000 | 0.00000 | ||
168 | 2011.01.04 10:40 | modify | 47 | 0.21 | 1.56078 | 1.55478 | 1.59078 | ||
169 | 2011.01.04 16:00 | buy | 48 | 0.21 | 1.55945 | 0.00000 | 0.00000 | ||
170 | 2011.01.04 16:00 | modify | 48 | 0.21 | 1.55945 | 1.54345 | 1.56215 | ||
171 | 2011.01.05 00:00 | close | 48 | 0.21 | 1.55951 | 1.54345 | 1.56215 | 1.30 | 10697.37 |
172 | 2011.01.05 07:26 | s/l | 47 | 0.21 | 1.55478 | 1.55478 | 1.59078 | -125.96 | 10571.41 |
173 | 2011.01.05 18:30 | sell | 49 | 0.21 | 1.55068 | 0.00000 | 0.00000 | ||
174 | 2011.01.05 18:30 | modify | 49 | 0.21 | 1.55068 | 1.56668 | 1.54798 | ||
175 | 2011.01.05 20:33 | t/p | 49 | 0.21 | 1.54798 | 1.56668 | 1.54798 | 56.70 | 10628.11 |
176 | 2011.01.05 22:05 | sell | 50 | 0.21 | 1.55117 | 0.00000 | 0.00000 | ||
177 | 2011.01.05 22:05 | modify | 50 | 0.21 | 1.55117 | 1.56717 | 1.54847 | ||
178 | 2011.01.06 00:15 | close | 50 | 0.21 | 1.54982 | 1.56717 | 1.54847 | 26.52 | 10654.64 |
179 | 2011.01.06 10:35 | sell | 51 | 0.21 | 1.54998 | 0.00000 | 0.00000 | ||
180 | 2011.01.06 10:35 | modify | 51 | 0.21 | 1.54998 | 1.55598 | 1.51998 | ||
181 | 2011.01.07 00:00 | buy | 52 | 0.21 | 1.54582 | 0.00000 | 0.00000 | ||
182 | 2011.01.07 00:00 | modify | 52 | 0.21 | 1.54582 | 1.51982 | 1.55582 | ||
183 | 2011.01.07 08:19 | modify | 51 | 0.21 | 1.54998 | 1.54992 | 1.51998 | ||
184 | 2011.01.07 14:24 | modify | 51 | 0.21 | 1.54998 | 1.54988 | 1.51998 | ||
185 | 2011.01.07 14:32 | s/l | 51 | 0.21 | 1.54988 | 1.54988 | 1.51998 | 1.49 | 10656.13 |
186 | 2011.01.07 16:11 | modify | 52 | 0.21 | 1.54582 | 1.54582 | 1.55582 | ||
187 | 2011.01.07 16:16 | modify | 52 | 0.21 | 1.54582 | 1.54639 | 1.55582 | ||
188 | 2011.01.07 16:33 | modify | 52 | 0.21 | 1.54582 | 1.54641 | 1.55582 | ||
189 | 2011.01.07 16:33 | t/p | 52 | 0.21 | 1.55582 | 1.54641 | 1.55582 | 210.00 | 10866.13 |
190 | 2011.01.07 22:38 | sell | 53 | 0.22 | 1.55586 | 0.00000 | 0.00000 | ||
191 | 2011.01.07 22:38 | modify | 53 | 0.22 | 1.55586 | 1.57186 | 1.55316 | ||
192 | 2011.01.10 00:00 | close | 53 | 0.22 | 1.55377 | 1.57186 | 1.55316 | 45.34 | 10911.47 |
193 | 2011.01.10 22:45 | buy | 54 | 0.22 | 1.55711 | 0.00000 | 0.00000 | ||
194 | 2011.01.10 22:45 | modify | 54 | 0.22 | 1.55711 | 1.54111 | 1.55981 | ||
195 | 2011.01.11 00:30 | close | 54 | 0.22 | 1.55781 | 1.54111 | 1.55981 | 15.44 | 10926.91 |
196 | 2011.01.13 00:00 | buy | 55 | 0.22 | 1.57504 | 0.00000 | 0.00000 | ||
197 | 2011.01.13 00:00 | modify | 55 | 0.22 | 1.57504 | 1.55904 | 1.57774 | ||
198 | 2011.01.13 08:36 | t/p | 55 | 0.22 | 1.57774 | 1.55904 | 1.57774 | 59.40 | 10986.31 |
199 | 2011.01.13 20:15 | buy | 56 | 0.22 | 1.58350 | 0.00000 | 0.00000 | ||
200 | 2011.01.13 20:15 | modify | 56 | 0.22 | 1.58350 | 1.56750 | 1.58620 | ||
201 | 2011.01.13 23:30 | close | 56 | 0.22 | 1.58408 | 1.56750 | 1.58620 | 12.76 | 10999.07 |
202 | 2011.01.17 16:30 | buy | 57 | 0.22 | 1.59003 | 0.00000 | 0.00000 | ||
203 | 2011.01.17 16:30 | modify | 57 | 0.22 | 1.59003 | 1.57403 | 1.59273 | ||
204 | 2011.01.17 22:15 | close | 57 | 0.22 | 1.58906 | 1.57403 | 1.59273 | -21.34 | 10977.73 |
205 | 2011.01.18 10:35 | buy | 58 | 0.22 | 1.60379 | 0.00000 | 0.00000 | ||
206 | 2011.01.18 10:35 | modify | 58 | 0.22 | 1.60379 | 1.59779 | 1.63379 | ||
207 | 2011.01.18 13:09 | s/l | 58 | 0.22 | 1.59779 | 1.59779 | 1.63379 | -132.00 | 10845.73 |
208 | 2011.01.19 22:34 | sell | 59 | 0.22 | 1.60003 | 0.00000 | 0.00000 | ||
209 | 2011.01.19 22:34 | modify | 59 | 0.22 | 1.60003 | 1.61603 | 1.59733 | ||
210 | 2011.01.20 00:15 | close | 59 | 0.22 | 1.59835 | 1.61603 | 1.59733 | 35.05 | 10880.78 |
211 | 2011.01.20 20:15 | sell | 60 | 0.22 | 1.59043 | 0.00000 | 0.00000 | ||
212 | 2011.01.20 20:15 | modify | 60 | 0.22 | 1.59043 | 1.60643 | 1.58773 | ||
213 | 2011.01.21 00:15 | close | 60 | 0.22 | 1.58980 | 1.60643 | 1.58773 | 13.22 | 10894.00 |
214 | 2011.01.24 22:47 | buy | 61 | 0.22 | 1.59877 | 0.00000 | 0.00000 | ||
215 | 2011.01.24 22:47 | modify | 61 | 0.22 | 1.59877 | 1.58277 | 1.60147 | ||
216 | 2011.01.25 02:45 | close | 61 | 0.22 | 1.59973 | 1.58277 | 1.60147 | 21.16 | 10915.17 |
217 | 2011.01.25 10:35 | sell | 62 | 0.22 | 1.58101 | 0.00000 | 0.00000 | ||
218 | 2011.01.25 10:35 | modify | 62 | 0.22 | 1.58101 | 1.58701 | 1.55101 | ||
219 | 2011.01.25 17:00 | sell | 63 | 0.22 | 1.58233 | 0.00000 | 0.00000 | ||
220 | 2011.01.25 17:00 | modify | 63 | 0.22 | 1.58233 | 1.59833 | 1.57963 | ||
221 | 2011.01.25 17:13 | t/p | 63 | 0.22 | 1.57963 | 1.59833 | 1.57963 | 59.40 | 10974.57 |
222 | 2011.01.25 21:30 | sell | 64 | 0.22 | 1.58265 | 0.00000 | 0.00000 | ||
223 | 2011.01.25 21:30 | modify | 64 | 0.22 | 1.58265 | 1.59865 | 1.57995 | ||
224 | 2011.01.26 00:45 | close | 64 | 0.22 | 1.58129 | 1.59865 | 1.57995 | 29.28 | 11003.85 |
225 | 2011.01.26 11:29 | s/l | 62 | 0.22 | 1.58701 | 1.58701 | 1.55101 | -132.64 | 10871.21 |
226 | 2011.01.26 22:31 | sell | 65 | 0.22 | 1.59063 | 0.00000 | 0.00000 | ||
227 | 2011.01.26 22:31 | modify | 65 | 0.22 | 1.59063 | 1.60663 | 1.58793 | ||
228 | 2011.01.27 00:00 | sell | 66 | 0.22 | 1.59134 | 0.00000 | 0.00000 | ||
229 | 2011.01.27 00:00 | modify | 66 | 0.22 | 1.59134 | 1.61734 | 1.58134 | ||
230 | 2011.01.27 02:45 | close | 65 | 0.22 | 1.59048 | 1.60663 | 1.58793 | 1.39 | 10872.59 |
231 | 2011.01.31 00:35 | modify | 66 | 0.22 | 1.59134 | 1.59134 | 1.58134 | ||
232 | 2011.01.31 00:40 | modify | 66 | 0.22 | 1.59134 | 1.59048 | 1.58134 | ||
233 | 2011.01.31 00:58 | modify | 66 | 0.22 | 1.59134 | 1.59045 | 1.58134 | ||
234 | 2011.01.31 01:03 | modify | 66 | 0.22 | 1.59134 | 1.59033 | 1.58134 | ||
235 | 2011.01.31 01:25 | modify | 66 | 0.22 | 1.59134 | 1.59024 | 1.58134 | ||
236 | 2011.01.31 02:01 | modify | 66 | 0.22 | 1.59134 | 1.59023 | 1.58134 | ||
237 | 2011.01.31 12:13 | s/l | 66 | 0.22 | 1.59023 | 1.59023 | 1.58134 | 23.14 | 10895.74 |
238 | 2011.01.31 20:45 | buy | 67 | 0.22 | 1.60089 | 0.00000 | 0.00000 | ||
239 | 2011.01.31 20:45 | modify | 67 | 0.22 | 1.60089 | 1.58489 | 1.60359 | ||
240 | 2011.02.01 01:00 | close | 67 | 0.22 | 1.60232 | 1.58489 | 1.60359 | 31.50 | 10927.24 |
241 | 2011.02.01 10:35 | buy | 68 | 0.22 | 1.61369 | 0.00000 | 0.00000 | ||
242 | 2011.02.01 10:35 | modify | 68 | 0.22 | 1.61369 | 1.60769 | 1.64369 | ||
243 | 2011.02.01 23:45 | buy | 69 | 0.22 | 1.61340 | 0.00000 | 0.00000 | ||
244 | 2011.02.01 23:45 | modify | 69 | 0.22 | 1.61340 | 1.59740 | 1.61610 | ||
245 | 2011.02.02 03:45 | close | 69 | 0.22 | 1.61449 | 1.59740 | 1.61610 | 24.02 | 10951.27 |
246 | 2011.02.02 10:30 | modify | 68 | 0.22 | 1.61369 | 1.61376 | 1.64369 | ||
247 | 2011.02.02 10:58 | modify | 68 | 0.22 | 1.61369 | 1.61380 | 1.64369 | ||
248 | 2011.02.02 11:29 | modify | 68 | 0.22 | 1.61369 | 1.61382 | 1.64369 | ||
249 | 2011.02.02 11:49 | modify | 68 | 0.22 | 1.61369 | 1.61563 | 1.64369 | ||
250 | 2011.02.02 14:00 | buy | 70 | 0.22 | 1.61922 | 0.00000 | 0.00000 | ||
251 | 2011.02.02 14:00 | modify | 70 | 0.22 | 1.61922 | 1.60322 | 1.62192 | ||
252 | 2011.02.02 16:45 | close | 70 | 0.22 | 1.62155 | 1.60322 | 1.62192 | 51.26 | 11002.53 |
253 | 2011.02.02 18:39 | s/l | 68 | 0.22 | 1.61563 | 1.61563 | 1.64369 | 42.72 | 11045.25 |
254 | 2011.02.03 08:45 | buy | 71 | 0.22 | 1.62376 | 0.00000 | 0.00000 | ||
255 | 2011.02.03 08:45 | modify | 71 | 0.22 | 1.62376 | 1.61776 | 1.65376 | ||
256 | 2011.02.03 14:50 | s/l | 71 | 0.22 | 1.61776 | 1.61776 | 1.65376 | -132.00 | 10913.25 |
257 | 2011.02.04 22:31 | sell | 72 | 0.22 | 1.61043 | 0.00000 | 0.00000 | ||
258 | 2011.02.04 22:31 | modify | 72 | 0.22 | 1.61043 | 1.62643 | 1.60773 | ||
259 | 2011.02.07 11:00 | close | 72 | 0.22 | 1.61458 | 1.62643 | 1.60773 | -91.94 | 10821.31 |
260 | 2011.02.07 22:37 | buy | 73 | 0.22 | 1.61073 | 0.00000 | 0.00000 | ||
261 | 2011.02.07 22:38 | modify | 73 | 0.22 | 1.61073 | 1.59473 | 1.61343 | ||
262 | 2011.02.08 00:30 | close | 73 | 0.22 | 1.61212 | 1.59473 | 1.61343 | 30.62 | 10851.94 |
263 | 2011.02.10 22:00 | buy | 74 | 0.22 | 1.60906 | 0.00000 | 0.00000 | ||
264 | 2011.02.10 22:00 | modify | 74 | 0.22 | 1.60906 | 1.59306 | 1.61176 | ||
265 | 2011.02.11 01:30 | close | 74 | 0.22 | 1.60966 | 1.59306 | 1.61176 | 13.24 | 10865.18 |
266 | 2011.02.15 10:50 | sell | 75 | 0.22 | 1.60179 | 0.00000 | 0.00000 | ||
267 | 2011.02.15 10:50 | modify | 75 | 0.22 | 1.60179 | 1.60779 | 1.57179 | ||
268 | 2011.02.15 11:59 | s/l | 75 | 0.22 | 1.60779 | 1.60779 | 1.57179 | -132.00 | 10733.18 |
269 | 2011.02.15 18:00 | buy | 76 | 0.21 | 1.61280 | 0.00000 | 0.00000 | ||
270 | 2011.02.15 18:00 | modify | 76 | 0.21 | 1.61280 | 1.59680 | 1.61550 | ||
271 | 2011.02.15 19:47 | t/p | 76 | 0.21 | 1.61550 | 1.59680 | 1.61550 | 56.70 | 10789.88 |
272 | 2011.02.15 22:00 | buy | 77 | 0.22 | 1.61224 | 0.00000 | 0.00000 | ||
273 | 2011.02.15 22:00 | modify | 77 | 0.22 | 1.61224 | 1.59624 | 1.61494 | ||
274 | 2011.02.16 00:15 | close | 77 | 0.22 | 1.61302 | 1.59624 | 1.61494 | 17.20 | 10807.08 |
275 | 2011.02.16 17:30 | sell | 78 | 0.22 | 1.60579 | 0.00000 | 0.00000 | ||
276 | 2011.02.16 17:30 | modify | 78 | 0.22 | 1.60579 | 1.62179 | 1.60309 | ||
277 | 2011.02.17 00:00 | close | 78 | 0.22 | 1.60862 | 1.62179 | 1.60309 | -64.17 | 10742.91 |
278 | 2011.02.17 00:00 | sell | 79 | 0.21 | 1.60842 | 0.00000 | 0.00000 | ||
279 | 2011.02.17 00:00 | modify | 79 | 0.21 | 1.60842 | 1.63442 | 1.59842 | ||
280 | 2011.02.23 22:31 | sell | 80 | 0.21 | 1.62104 | 0.00000 | 0.00000 | ||
281 | 2011.02.23 22:31 | modify | 80 | 0.21 | 1.62104 | 1.63704 | 1.61834 | ||
282 | 2011.02.24 05:15 | close | 80 | 0.21 | 1.62371 | 1.63704 | 1.61834 | -57.90 | 10685.01 |
283 | 2011.02.24 08:50 | sell | 81 | 0.21 | 1.61565 | 0.00000 | 0.00000 | ||
284 | 2011.02.24 08:50 | modify | 81 | 0.21 | 1.61565 | 1.62165 | 1.58565 | ||
285 | 2011.02.24 10:40 | close | 81 | 0.21 | 1.62119 | 1.62165 | 1.58565 | -116.34 | 10568.67 |
286 | 2011.02.24 10:40 | buy | 82 | 0.20 | 1.62119 | 0.00000 | 0.00000 | ||
287 | 2011.02.24 10:40 | modify | 82 | 0.20 | 1.62119 | 1.61519 | 1.65119 | ||
288 | 2011.02.24 12:34 | s/l | 82 | 0.20 | 1.61519 | 1.61519 | 1.65119 | -120.00 | 10448.67 |
289 | 2011.02.24 21:15 | sell | 83 | 0.21 | 1.61399 | 0.00000 | 0.00000 | ||
290 | 2011.02.24 21:15 | modify | 83 | 0.21 | 1.61399 | 1.62999 | 1.61129 | ||
291 | 2011.02.25 01:15 | close | 83 | 0.21 | 1.61339 | 1.62999 | 1.61129 | 11.99 | 10460.66 |
292 | 2011.02.25 22:00 | sell | 84 | 0.21 | 1.61139 | 0.00000 | 0.00000 | ||
293 | 2011.02.25 22:00 | modify | 84 | 0.21 | 1.61139 | 1.62739 | 1.60869 | ||
294 | 2011.02.28 00:00 | t/p | 84 | 0.21 | 1.60869 | 1.62739 | 1.60869 | 56.09 | 10516.76 |
295 | 2011.02.28 10:25 | buy | 85 | 0.20 | 1.61929 | 0.00000 | 0.00000 | ||
296 | 2011.02.28 10:25 | modify | 85 | 0.20 | 1.61929 | 1.61329 | 1.64929 | ||
297 | 2011.02.28 23:59 | close at stop | 85 | 0.20 | 1.62644 | 1.61329 | 1.64929 | 143.00 | 10659.76 |
298 | 2011.02.28 23:59 | close at stop | 79 | 0.21 | 1.62664 | 1.63442 | 1.59842 | -388.10 | 10271.65 |