Symbol | GBPJPY (Great Britain Pound vs Japanese Yen) | ||||
Period | 4 Hours (H4) 2004.08.02 00:00 - 2007.03.30 20:00 (2004.08.01 - 2007.04.01) | ||||
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) | ||||
Parameters | LotSize=3; ExtraSize=0; AutoMM=false; lotstep=4; lotinc=0.1; kv=0.8; | ||||
Bars in test | 4345 | Ticks modelled | 8091847 | Modelling quality | 90.00% |
Initial deposit | 100000.00 | ||||
Total net profit | 106021.48 | Gross profit | 377728.74 | Gross loss | -271707.26 |
Profit factor | 1.39 | Expected payoff | 675.30 | ||
Absolute drawdown | 9832.66 | Maximal drawdown | 35051.99 (20.05%) | Relative drawdown | 20.05% (35051.99) |
Total trades | 157 | Short positions (won %) | 76 (28.95%) | Long positions (won %) | 81 (43.21%) |
Profit trades (% of total) | 57 (36.31%) | Loss trades (% of total) | 100 (63.69%) | ||
Largest | profit trade | 31205.26 | loss trade | -6258.05 | |
Average | profit trade | 6626.82 | loss trade | -2717.07 | |
Maximum | consecutive wins (profit in money) | 5 (44498.46) | consecutive losses (loss in money) | 11 (-35051.99) | |
Maximal | consecutive profit (count of wins) | 44498.46 (5) | consecutive loss (count of losses) | -35051.99 (11) | |
Average | consecutive wins | 2 | consecutive losses | 3 |
# | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
1 | 2004.08.02 00:00 | sell | 1 | 3.00 | 202.52 | 0.00 | 0.00 | ||
2 | 2004.08.05 12:00 | close | 1 | 3.00 | 202.76 | 0.00 | 0.00 | -989.99 | 99010.01 |
3 | 2004.08.05 16:00 | buy | 2 | 3.00 | 203.37 | 0.00 | 0.00 | ||
4 | 2004.08.12 20:00 | close | 2 | 3.00 | 202.05 | 0.00 | 0.00 | -2921.06 | 96088.95 |
5 | 2004.08.13 00:00 | sell | 3 | 3.00 | 201.96 | 0.00 | 0.00 | ||
6 | 2004.08.13 04:00 | close | 3 | 3.00 | 203.55 | 0.00 | 0.00 | -4018.20 | 92070.75 |
7 | 2004.08.13 08:00 | buy | 4 | 3.00 | 203.53 | 0.00 | 0.00 | ||
8 | 2004.08.17 12:00 | close | 4 | 3.00 | 202.73 | 0.00 | 0.00 | -1903.41 | 90167.34 |
9 | 2004.08.17 16:00 | sell | 5 | 3.00 | 202.25 | 0.00 | 0.00 | ||
10 | 2004.08.25 12:00 | close | 5 | 3.00 | 197.93 | 0.00 | 0.00 | 10303.87 | 100471.21 |
11 | 2004.08.26 08:00 | buy | 6 | 3.00 | 198.15 | 0.00 | 0.00 | ||
12 | 2004.08.26 16:00 | close | 6 | 3.00 | 196.60 | 0.00 | 0.00 | -3917.74 | 96553.47 |
13 | 2004.08.30 20:00 | buy | 7 | 3.00 | 197.58 | 0.00 | 0.00 | ||
14 | 2004.09.01 20:00 | close | 7 | 3.00 | 196.10 | 0.00 | 0.00 | -3622.20 | 92931.27 |
15 | 2004.09.02 00:00 | sell | 8 | 3.00 | 196.27 | 0.00 | 0.00 | ||
16 | 2004.09.08 20:00 | close | 8 | 3.00 | 195.40 | 0.00 | 0.00 | 1891.86 | 94823.13 |
17 | 2004.09.09 00:00 | buy | 9 | 3.00 | 195.40 | 0.00 | 0.00 | ||
18 | 2004.09.15 08:00 | close | 9 | 3.00 | 196.67 | 0.00 | 0.00 | 3447.39 | 98270.53 |
19 | 2004.09.15 12:00 | sell | 10 | 3.00 | 195.92 | 0.00 | 0.00 | ||
20 | 2004.09.17 00:00 | close | 10 | 3.00 | 196.53 | 0.00 | 0.00 | -1848.34 | 96422.19 |
21 | 2004.09.17 08:00 | buy | 11 | 3.00 | 196.60 | 0.00 | 0.00 | ||
22 | 2004.09.20 12:00 | close | 11 | 3.00 | 196.09 | 0.00 | 0.00 | -1229.73 | 95192.46 |
23 | 2004.09.20 16:00 | sell | 12 | 3.00 | 196.05 | 0.00 | 0.00 | ||
24 | 2004.09.21 20:00 | close | 12 | 3.00 | 197.37 | 0.00 | 0.00 | -3412.57 | 91779.89 |
25 | 2004.09.22 12:00 | buy | 13 | 3.00 | 197.63 | 0.00 | 0.00 | ||
26 | 2004.09.29 12:00 | close | 13 | 3.00 | 200.84 | 0.00 | 0.00 | 8528.94 | 100308.83 |
27 | 2004.09.29 16:00 | sell | 14 | 3.00 | 199.79 | 0.00 | 0.00 | ||
28 | 2004.10.18 00:00 | close | 14 | 3.00 | 197.05 | 0.00 | 0.00 | 5467.31 | 105776.14 |
29 | 2004.10.18 04:00 | buy | 15 | 3.00 | 197.10 | 0.00 | 0.00 | ||
30 | 2004.10.19 12:00 | close | 15 | 3.00 | 195.55 | 0.00 | 0.00 | -3858.40 | 101917.73 |
31 | 2004.10.19 16:00 | sell | 16 | 3.00 | 195.55 | 0.00 | 0.00 | ||
32 | 2004.10.20 20:00 | close | 16 | 3.00 | 196.87 | 0.00 | 0.00 | -3412.54 | 98505.19 |
33 | 2004.10.21 00:00 | buy | 17 | 3.00 | 196.79 | 0.00 | 0.00 | ||
34 | 2004.10.27 20:00 | close | 17 | 3.00 | 195.24 | 0.00 | 0.00 | -3680.74 | 94824.46 |
35 | 2004.10.28 00:00 | sell | 18 | 3.00 | 194.67 | 0.00 | 0.00 | ||
36 | 2004.11.01 08:00 | close | 18 | 3.00 | 195.11 | 0.00 | 0.00 | -1265.44 | 93559.02 |
37 | 2004.11.01 12:00 | buy | 19 | 3.00 | 195.06 | 0.00 | 0.00 | ||
38 | 2004.11.11 16:00 | close | 19 | 3.00 | 196.61 | 0.00 | 0.00 | 4630.13 | 98189.15 |
39 | 2004.11.11 20:00 | sell | 20 | 3.00 | 196.47 | 0.00 | 0.00 | ||
40 | 2004.11.23 12:00 | close | 20 | 3.00 | 192.67 | 0.00 | 0.00 | 8837.15 | 107026.29 |
41 | 2004.11.23 16:00 | buy | 21 | 3.00 | 193.07 | 0.00 | 0.00 | ||
42 | 2004.12.09 12:00 | close | 21 | 3.00 | 199.87 | 0.00 | 0.00 | 18257.13 | 125283.43 |
43 | 2004.12.10 12:00 | buy | 22 | 3.00 | 201.84 | 0.00 | 0.00 | ||
44 | 2004.12.15 12:00 | close | 22 | 3.00 | 201.89 | 0.00 | 0.00 | 304.40 | 125587.82 |
45 | 2004.12.16 20:00 | sell | 23 | 3.00 | 202.24 | 0.00 | 0.00 | ||
46 | 2005.01.05 04:00 | close | 23 | 3.00 | 196.76 | 0.00 | 0.00 | 12469.65 | 138057.48 |
47 | 2005.01.05 08:00 | buy | 24 | 3.00 | 196.57 | 0.00 | 0.00 | ||
48 | 2005.01.10 16:00 | close | 24 | 3.00 | 195.49 | 0.00 | 0.00 | -2433.32 | 135624.15 |
49 | 2005.01.10 20:00 | sell | 25 | 3.00 | 195.16 | 0.00 | 0.00 | ||
50 | 2005.01.18 12:00 | close | 25 | 3.00 | 192.26 | 0.00 | 0.00 | 6715.95 | 142340.10 |
51 | 2005.01.19 12:00 | buy | 26 | 3.00 | 192.75 | 0.00 | 0.00 | ||
52 | 2005.02.04 16:00 | close | 26 | 3.00 | 195.08 | 0.00 | 0.00 | 6957.78 | 149297.88 |
53 | 2005.02.04 20:00 | sell | 27 | 3.00 | 194.81 | 0.00 | 0.00 | ||
54 | 2005.02.08 12:00 | close | 27 | 3.00 | 195.88 | 0.00 | 0.00 | -2857.70 | 146440.18 |
55 | 2005.02.08 16:00 | buy | 28 | 3.00 | 196.40 | 0.00 | 0.00 | ||
56 | 2005.02.22 12:00 | close | 28 | 3.00 | 198.52 | 0.00 | 0.00 | 6189.63 | 152629.81 |
57 | 2005.02.22 16:00 | sell | 29 | 3.00 | 198.42 | 0.00 | 0.00 | ||
58 | 2005.02.23 04:00 | close | 29 | 3.00 | 199.91 | 0.00 | 0.00 | -3842.47 | 148787.35 |
59 | 2005.02.23 08:00 | buy | 30 | 3.00 | 199.88 | 0.00 | 0.00 | ||
60 | 2005.02.28 16:00 | close | 30 | 3.00 | 200.39 | 0.00 | 0.00 | 1585.88 | 150373.22 |
61 | 2005.03.01 12:00 | sell | 31 | 3.00 | 200.23 | 0.00 | 0.00 | ||
62 | 2005.03.07 00:00 | close | 31 | 3.00 | 201.49 | 0.00 | 0.00 | -3644.63 | 146728.60 |
63 | 2005.03.07 04:00 | buy | 32 | 3.00 | 201.45 | 0.00 | 0.00 | ||
64 | 2005.03.09 12:00 | close | 32 | 3.00 | 200.24 | 0.00 | 0.00 | -2939.96 | 143788.64 |
65 | 2005.03.09 16:00 | sell | 33 | 3.00 | 199.75 | 0.00 | 0.00 | ||
66 | 2005.03.14 12:00 | close | 33 | 3.00 | 201.22 | 0.00 | 0.00 | -4098.71 | 139689.93 |
67 | 2005.03.14 20:00 | buy | 34 | 3.00 | 201.13 | 0.00 | 0.00 | ||
68 | 2005.03.15 20:00 | close | 34 | 3.00 | 199.90 | 0.00 | 0.00 | -3049.85 | 136640.08 |
69 | 2005.03.16 00:00 | sell | 35 | 3.00 | 199.93 | 0.00 | 0.00 | ||
70 | 2005.03.17 16:00 | close | 35 | 3.00 | 201.28 | 0.00 | 0.00 | -3642.02 | 132998.06 |
71 | 2005.03.17 20:00 | buy | 36 | 3.00 | 201.22 | 0.00 | 0.00 | ||
72 | 2005.03.21 16:00 | close | 36 | 3.00 | 200.00 | 0.00 | 0.00 | -2965.30 | 130032.76 |
73 | 2005.03.21 20:00 | sell | 37 | 3.00 | 199.39 | 0.00 | 0.00 | ||
74 | 2005.03.28 08:00 | close | 37 | 3.00 | 199.24 | 0.00 | 0.00 | -157.74 | 129875.03 |
75 | 2005.03.28 20:00 | buy | 38 | 3.00 | 200.21 | 0.00 | 0.00 | ||
76 | 2005.04.08 04:00 | close | 38 | 3.00 | 202.84 | 0.00 | 0.00 | 7419.45 | 137294.48 |
77 | 2005.04.11 04:00 | buy | 39 | 3.00 | 204.13 | 0.00 | 0.00 | ||
78 | 2005.04.13 12:00 | close | 39 | 3.00 | 203.06 | 0.00 | 0.00 | -2586.07 | 134708.41 |
79 | 2005.04.13 16:00 | sell | 40 | 3.00 | 203.16 | 0.00 | 0.00 | ||
80 | 2005.04.18 16:00 | close | 40 | 3.00 | 204.55 | 0.00 | 0.00 | -3896.47 | 130811.95 |
81 | 2005.04.18 20:00 | buy | 41 | 3.00 | 204.62 | 0.00 | 0.00 | ||
82 | 2005.04.21 20:00 | close | 41 | 3.00 | 203.86 | 0.00 | 0.00 | -1624.48 | 129187.46 |
83 | 2005.04.22 00:00 | sell | 42 | 3.00 | 203.98 | 0.00 | 0.00 | ||
84 | 2005.05.20 12:00 | close | 42 | 3.00 | 197.64 | 0.00 | 0.00 | 13876.27 | 143063.73 |
85 | 2005.05.23 00:00 | buy | 43 | 3.00 | 197.54 | 0.00 | 0.00 | ||
86 | 2005.05.25 04:00 | close | 43 | 3.00 | 196.28 | 0.00 | 0.00 | -3066.32 | 139997.41 |
87 | 2005.05.27 00:00 | sell | 44 | 3.00 | 196.49 | 0.00 | 0.00 | ||
88 | 2005.06.07 20:00 | close | 44 | 3.00 | 195.66 | 0.00 | 0.00 | 1407.35 | 141404.76 |
89 | 2005.06.08 00:00 | buy | 45 | 3.00 | 195.66 | 0.00 | 0.00 | ||
90 | 2005.06.21 16:00 | close | 45 | 3.00 | 198.04 | 0.00 | 0.00 | 6787.04 | 148191.80 |
91 | 2005.06.21 20:00 | sell | 46 | 3.00 | 197.88 | 0.00 | 0.00 | ||
92 | 2005.06.27 00:00 | close | 46 | 3.00 | 199.18 | 0.00 | 0.00 | -3745.39 | 144446.42 |
93 | 2005.06.27 04:00 | buy | 47 | 3.00 | 199.36 | 0.00 | 0.00 | ||
94 | 2005.06.30 12:00 | close | 47 | 3.00 | 198.56 | 0.00 | 0.00 | -1725.37 | 142721.05 |
95 | 2005.06.30 16:00 | sell | 48 | 3.00 | 198.68 | 0.00 | 0.00 | ||
96 | 2005.07.11 20:00 | close | 48 | 3.00 | 196.64 | 0.00 | 0.00 | 4465.24 | 147186.28 |
97 | 2005.07.12 00:00 | buy | 49 | 3.00 | 196.38 | 0.00 | 0.00 | ||
98 | 2005.07.18 12:00 | close | 49 | 3.00 | 196.11 | 0.00 | 0.00 | -326.42 | 146859.87 |
99 | 2005.07.18 16:00 | sell | 50 | 3.00 | 195.72 | 0.00 | 0.00 | ||
100 | 2005.07.22 12:00 | close | 50 | 3.00 | 194.69 | 0.00 | 0.00 | 2142.88 | 149002.75 |
101 | 2005.07.22 20:00 | sell | 51 | 3.00 | 193.15 | 0.00 | 0.00 | ||
102 | 2005.07.25 20:00 | close | 51 | 3.00 | 194.60 | 0.00 | 0.00 | -3741.08 | 145261.67 |
103 | 2005.07.26 00:00 | buy | 52 | 3.00 | 194.72 | 0.00 | 0.00 | ||
104 | 2005.08.10 16:00 | close | 52 | 3.00 | 198.80 | 0.00 | 0.00 | 11201.75 | 156463.42 |
105 | 2005.08.10 20:00 | sell | 53 | 3.00 | 198.31 | 0.00 | 0.00 | ||
106 | 2005.08.18 04:00 | close | 53 | 3.00 | 198.95 | 0.00 | 0.00 | -2384.14 | 154079.27 |
107 | 2005.08.18 08:00 | buy | 54 | 3.00 | 198.86 | 0.00 | 0.00 | ||
108 | 2005.08.22 12:00 | close | 54 | 3.00 | 196.82 | 0.00 | 0.00 | -5037.17 | 149042.11 |
109 | 2005.08.24 04:00 | buy | 55 | 3.00 | 198.48 | 0.00 | 0.00 | ||
110 | 2005.09.09 20:00 | close | 55 | 3.00 | 201.92 | 0.00 | 0.00 | 9762.22 | 158804.33 |
111 | 2005.09.12 00:00 | sell | 56 | 3.00 | 201.02 | 0.00 | 0.00 | ||
112 | 2005.09.13 12:00 | close | 56 | 3.00 | 201.90 | 0.00 | 0.00 | -2300.43 | 156503.90 |
113 | 2005.09.13 16:00 | buy | 57 | 3.00 | 201.96 | 0.00 | 0.00 | ||
114 | 2005.09.15 12:00 | close | 57 | 3.00 | 199.39 | 0.00 | 0.00 | -6258.05 | 150245.85 |
115 | 2005.09.15 16:00 | sell | 58 | 3.00 | 199.26 | 0.00 | 0.00 | ||
116 | 2005.09.16 12:00 | close | 58 | 3.00 | 200.58 | 0.00 | 0.00 | -3412.29 | 146833.56 |
117 | 2005.09.16 20:00 | buy | 59 | 3.00 | 201.12 | 0.00 | 0.00 | ||
118 | 2005.09.22 12:00 | close | 59 | 3.00 | 200.54 | 0.00 | 0.00 | -1109.76 | 145723.81 |
119 | 2005.09.22 16:00 | sell | 60 | 3.00 | 200.08 | 0.00 | 0.00 | ||
120 | 2005.09.27 20:00 | close | 60 | 3.00 | 200.32 | 0.00 | 0.00 | -836.47 | 144887.34 |
121 | 2005.09.30 08:00 | sell | 61 | 3.00 | 198.94 | 0.00 | 0.00 | ||
122 | 2005.09.30 20:00 | close | 61 | 3.00 | 200.33 | 0.00 | 0.00 | -3512.17 | 141375.17 |
123 | 2005.10.03 00:00 | buy | 62 | 3.00 | 200.02 | 0.00 | 0.00 | ||
124 | 2005.10.07 12:00 | close | 62 | 3.00 | 200.42 | 0.00 | 0.00 | 1366.85 | 142742.02 |
125 | 2005.10.07 16:00 | sell | 63 | 3.00 | 200.30 | 0.00 | 0.00 | ||
126 | 2005.10.13 16:00 | close | 63 | 3.00 | 200.78 | 0.00 | 0.00 | -1672.97 | 141069.06 |
127 | 2005.10.13 20:00 | buy | 64 | 3.00 | 201.20 | 0.00 | 0.00 | ||
128 | 2005.10.24 16:00 | close | 64 | 3.00 | 203.78 | 0.00 | 0.00 | 7053.56 | 148122.62 |
129 | 2005.10.25 20:00 | buy | 65 | 3.00 | 205.11 | 0.00 | 0.00 | ||
130 | 2005.11.07 04:00 | close | 65 | 3.00 | 206.18 | 0.00 | 0.00 | 3475.17 | 151597.79 |
131 | 2005.11.07 08:00 | sell | 66 | 3.00 | 206.35 | 0.00 | 0.00 | ||
132 | 2005.11.10 12:00 | close | 66 | 3.00 | 205.59 | 0.00 | 0.00 | 1536.89 | 153134.69 |
133 | 2005.11.10 16:00 | buy | 67 | 3.00 | 206.02 | 0.00 | 0.00 | ||
134 | 2005.11.16 16:00 | close | 67 | 3.00 | 204.85 | 0.00 | 0.00 | -2719.45 | 150415.24 |
135 | 2005.11.16 20:00 | sell | 68 | 3.00 | 204.47 | 0.00 | 0.00 | ||
136 | 2005.11.25 04:00 | close | 68 | 3.00 | 205.41 | 0.00 | 0.00 | -3218.73 | 147196.51 |
137 | 2005.11.25 08:00 | buy | 69 | 3.00 | 205.22 | 0.00 | 0.00 | ||
138 | 2005.12.07 16:00 | close | 69 | 3.00 | 209.31 | 0.00 | 0.00 | 10929.46 | 158125.96 |
139 | 2005.12.08 08:00 | sell | 70 | 3.00 | 209.32 | 0.00 | 0.00 | ||
140 | 2005.12.08 20:00 | close | 70 | 3.00 | 210.67 | 0.00 | 0.00 | -3411.08 | 154714.88 |
141 | 2005.12.09 04:00 | buy | 71 | 3.00 | 211.14 | 0.00 | 0.00 | ||
142 | 2005.12.14 04:00 | close | 71 | 3.00 | 210.70 | 0.00 | 0.00 | -933.95 | 153780.93 |
143 | 2005.12.14 08:00 | sell | 72 | 3.00 | 210.52 | 0.00 | 0.00 | ||
144 | 2005.12.15 00:00 | close | 72 | 3.00 | 208.45 | 0.00 | 0.00 | 5000.30 | 158781.23 |
145 | 2005.12.15 16:00 | sell | 73 | 3.00 | 205.31 | 0.00 | 0.00 | ||
146 | 2005.12.19 08:00 | close | 73 | 3.00 | 206.42 | 0.00 | 0.00 | -2957.83 | 155823.40 |
147 | 2005.12.20 12:00 | buy | 74 | 3.00 | 205.82 | 0.00 | 0.00 | ||
148 | 2005.12.21 20:00 | close | 74 | 3.00 | 204.24 | 0.00 | 0.00 | -3933.22 | 151890.18 |
149 | 2005.12.22 20:00 | sell | 75 | 3.00 | 202.63 | 0.00 | 0.00 | ||
150 | 2005.12.27 08:00 | close | 75 | 3.00 | 202.88 | 0.00 | 0.00 | -861.71 | 151028.47 |
151 | 2005.12.27 12:00 | buy | 76 | 3.00 | 203.17 | 0.00 | 0.00 | ||
152 | 2005.12.28 20:00 | close | 76 | 3.00 | 202.11 | 0.00 | 0.00 | -2619.23 | 148409.24 |
153 | 2005.12.29 00:00 | sell | 77 | 3.00 | 202.31 | 0.00 | 0.00 | ||
154 | 2006.01.04 12:00 | close | 77 | 3.00 | 204.21 | 0.00 | 0.00 | -5107.16 | 143302.08 |
155 | 2006.01.04 16:00 | buy | 78 | 3.00 | 204.21 | 0.00 | 0.00 | ||
156 | 2006.01.06 16:00 | close | 78 | 3.00 | 202.66 | 0.00 | 0.00 | -3679.42 | 139622.66 |
157 | 2006.01.06 20:00 | sell | 79 | 3.00 | 202.40 | 0.00 | 0.00 | ||
158 | 2006.01.13 12:00 | close | 79 | 3.00 | 202.37 | 0.00 | 0.00 | -461.05 | 139161.62 |
159 | 2006.01.13 16:00 | buy | 80 | 3.00 | 202.74 | 0.00 | 0.00 | ||
160 | 2006.01.19 12:00 | close | 80 | 3.00 | 202.29 | 0.00 | 0.00 | -781.12 | 138380.50 |
161 | 2006.01.19 16:00 | sell | 81 | 3.00 | 202.18 | 0.00 | 0.00 | ||
162 | 2006.01.20 20:00 | close | 81 | 3.00 | 203.98 | 0.00 | 0.00 | -4624.46 | 133756.04 |
163 | 2006.01.23 00:00 | buy | 82 | 3.00 | 204.04 | 0.00 | 0.00 | ||
164 | 2006.02.03 20:00 | close | 82 | 3.00 | 209.50 | 0.00 | 0.00 | 14568.54 | 148324.59 |
165 | 2006.02.06 00:00 | sell | 83 | 3.00 | 209.51 | 0.00 | 0.00 | ||
166 | 2006.02.09 08:00 | close | 83 | 3.00 | 206.99 | 0.00 | 0.00 | 5983.40 | 154307.99 |
167 | 2006.02.09 20:00 | buy | 84 | 3.00 | 206.78 | 0.00 | 0.00 | ||
168 | 2006.02.10 12:00 | close | 84 | 3.00 | 205.52 | 0.00 | 0.00 | -3124.62 | 151183.37 |
169 | 2006.02.14 08:00 | sell | 85 | 3.00 | 204.34 | 0.00 | 0.00 | ||
170 | 2006.02.15 20:00 | close | 85 | 3.00 | 205.27 | 0.00 | 0.00 | -2426.39 | 148756.98 |
171 | 2006.02.16 00:00 | buy | 86 | 3.00 | 205.15 | 0.00 | 0.00 | ||
172 | 2006.02.23 04:00 | close | 86 | 3.00 | 206.15 | 0.00 | 0.00 | 2942.30 | 151699.28 |
173 | 2006.02.23 08:00 | sell | 87 | 3.00 | 205.01 | 0.00 | 0.00 | ||
174 | 2006.02.28 20:00 | close | 87 | 3.00 | 203.43 | 0.00 | 0.00 | 3761.84 | 155461.12 |
175 | 2006.03.01 00:00 | buy | 88 | 3.00 | 203.05 | 0.00 | 0.00 | ||
176 | 2006.03.02 16:00 | close | 88 | 3.00 | 202.69 | 0.00 | 0.00 | -731.70 | 154729.42 |
177 | 2006.03.03 12:00 | buy | 89 | 3.00 | 204.17 | 0.00 | 0.00 | ||
178 | 2006.03.07 16:00 | close | 89 | 3.00 | 204.24 | 0.00 | 0.00 | 295.57 | 155024.99 |
179 | 2006.03.08 04:00 | sell | 90 | 3.00 | 204.21 | 0.00 | 0.00 | ||
180 | 2006.03.10 00:00 | close | 90 | 3.00 | 205.24 | 0.00 | 0.00 | -2909.05 | 152115.94 |
181 | 2006.03.10 04:00 | buy | 91 | 3.00 | 205.88 | 0.00 | 0.00 | ||
182 | 2006.03.17 12:00 | close | 91 | 3.00 | 204.21 | 0.00 | 0.00 | -3804.66 | 148311.28 |
183 | 2006.03.17 16:00 | sell | 92 | 3.00 | 203.78 | 0.00 | 0.00 | ||
184 | 2006.03.22 04:00 | close | 92 | 3.00 | 204.96 | 0.00 | 0.00 | -3211.37 | 145099.91 |
185 | 2006.03.22 08:00 | buy | 93 | 3.00 | 204.78 | 0.00 | 0.00 | ||
186 | 2006.03.27 04:00 | close | 93 | 3.00 | 203.75 | 0.00 | 0.00 | -2306.53 | 142793.38 |
187 | 2006.03.27 08:00 | sell | 94 | 3.00 | 203.71 | 0.00 | 0.00 | ||
188 | 2006.03.28 20:00 | close | 94 | 3.00 | 205.14 | 0.00 | 0.00 | -3690.22 | 139103.16 |
189 | 2006.03.29 00:00 | buy | 95 | 3.00 | 205.59 | 0.00 | 0.00 | ||
190 | 2006.03.29 20:00 | close | 95 | 3.00 | 204.03 | 0.00 | 0.00 | -3942.71 | 135160.45 |
191 | 2006.03.30 00:00 | sell | 96 | 3.00 | 204.22 | 0.00 | 0.00 | ||
192 | 2006.04.04 12:00 | close | 96 | 3.00 | 205.38 | 0.00 | 0.00 | -3161.35 | 131999.10 |
193 | 2006.04.04 16:00 | buy | 97 | 3.00 | 206.16 | 0.00 | 0.00 | ||
194 | 2006.04.20 16:00 | close | 97 | 3.00 | 209.08 | 0.00 | 0.00 | 8447.36 | 140446.47 |
195 | 2006.04.20 20:00 | sell | 98 | 3.00 | 209.20 | 0.00 | 0.00 | ||
196 | 2006.04.28 04:00 | close | 98 | 3.00 | 205.84 | 0.00 | 0.00 | 7876.33 | 148322.79 |
197 | 2006.04.28 08:00 | buy | 99 | 3.00 | 205.65 | 0.00 | 0.00 | ||
198 | 2006.05.05 20:00 | close | 99 | 3.00 | 209.00 | 0.00 | 0.00 | 8881.37 | 157204.16 |
199 | 2006.05.08 00:00 | sell | 100 | 3.00 | 208.50 | 0.00 | 0.00 | ||
200 | 2006.05.11 12:00 | close | 100 | 3.00 | 207.47 | 0.00 | 0.00 | 2219.08 | 159423.25 |
201 | 2006.05.11 16:00 | buy | 101 | 3.00 | 207.83 | 0.00 | 0.00 | ||
202 | 2006.05.15 12:00 | close | 101 | 3.00 | 207.12 | 0.00 | 0.00 | -1675.64 | 157747.61 |
203 | 2006.05.17 00:00 | sell | 102 | 3.00 | 207.11 | 0.00 | 0.00 | ||
204 | 2006.05.17 20:00 | close | 102 | 3.00 | 208.19 | 0.00 | 0.00 | -2728.89 | 155018.72 |
205 | 2006.05.18 00:00 | buy | 103 | 3.00 | 209.05 | 0.00 | 0.00 | ||
206 | 2006.05.25 16:00 | close | 103 | 3.00 | 209.50 | 0.00 | 0.00 | 1552.57 | 156571.29 |
207 | 2006.05.25 20:00 | sell | 104 | 3.00 | 209.19 | 0.00 | 0.00 | ||
208 | 2006.05.30 12:00 | close | 104 | 3.00 | 210.22 | 0.00 | 0.00 | -2832.61 | 153738.68 |
209 | 2006.05.30 16:00 | buy | 105 | 3.00 | 210.78 | 0.00 | 0.00 | ||
210 | 2006.06.05 20:00 | close | 105 | 3.00 | 209.80 | 0.00 | 0.00 | -2120.61 | 151618.07 |
211 | 2006.06.06 00:00 | sell | 106 | 3.00 | 210.02 | 0.00 | 0.00 | ||
212 | 2006.06.13 16:00 | close | 106 | 3.00 | 211.37 | 0.00 | 0.00 | -3947.91 | 147670.17 |
213 | 2006.06.13 20:00 | buy | 107 | 3.00 | 211.43 | 0.00 | 0.00 | ||
214 | 2006.06.20 16:00 | close | 107 | 3.00 | 211.71 | 0.00 | 0.00 | 1122.98 | 148793.15 |
215 | 2006.06.20 20:00 | sell | 108 | 3.00 | 211.54 | 0.00 | 0.00 | ||
216 | 2006.06.30 20:00 | close | 108 | 3.00 | 211.34 | 0.00 | 0.00 | -414.93 | 148378.22 |
217 | 2006.07.03 00:00 | buy | 109 | 3.00 | 211.27 | 0.00 | 0.00 | ||
218 | 2006.07.10 04:00 | close | 109 | 3.00 | 210.68 | 0.00 | 0.00 | -1075.72 | 147302.50 |
219 | 2006.07.10 08:00 | sell | 110 | 3.00 | 210.21 | 0.00 | 0.00 | ||
220 | 2006.07.12 04:00 | close | 110 | 3.00 | 211.10 | 0.00 | 0.00 | -2402.14 | 144900.36 |
221 | 2006.07.12 08:00 | buy | 111 | 3.00 | 211.06 | 0.00 | 0.00 | ||
222 | 2006.07.26 12:00 | close | 111 | 3.00 | 215.01 | 0.00 | 0.00 | 10812.99 | 155713.35 |
223 | 2006.07.27 08:00 | sell | 112 | 3.00 | 215.55 | 0.00 | 0.00 | ||
224 | 2006.08.01 16:00 | close | 112 | 3.00 | 214.76 | 0.00 | 0.00 | 1766.07 | 157479.42 |
225 | 2006.08.01 20:00 | buy | 113 | 3.00 | 215.12 | 0.00 | 0.00 | ||
226 | 2006.08.10 16:00 | close | 113 | 3.00 | 218.56 | 0.00 | 0.00 | 9346.14 | 166825.56 |
227 | 2006.08.10 20:00 | sell | 114 | 3.00 | 218.41 | 0.00 | 0.00 | ||
228 | 2006.08.11 12:00 | close | 114 | 3.00 | 219.90 | 0.00 | 0.00 | -3841.51 | 162984.05 |
229 | 2006.08.11 16:00 | buy | 115 | 3.00 | 219.81 | 0.00 | 0.00 | ||
230 | 2006.08.17 12:00 | close | 115 | 3.00 | 218.70 | 0.00 | 0.00 | -2449.15 | 160534.91 |
231 | 2006.08.17 16:00 | sell | 116 | 3.00 | 218.79 | 0.00 | 0.00 | ||
232 | 2006.08.21 12:00 | close | 116 | 3.00 | 219.04 | 0.00 | 0.00 | -785.07 | 159749.84 |
233 | 2006.08.21 16:00 | buy | 117 | 3.00 | 219.42 | 0.00 | 0.00 | ||
234 | 2006.09.04 12:00 | close | 117 | 3.00 | 221.18 | 0.00 | 0.00 | 5278.50 | 165028.34 |
235 | 2006.09.04 16:00 | sell | 118 | 3.00 | 220.92 | 0.00 | 0.00 | ||
236 | 2006.09.11 12:00 | close | 118 | 3.00 | 219.05 | 0.00 | 0.00 | 4188.15 | 169216.49 |
237 | 2006.09.11 16:00 | buy | 119 | 3.00 | 218.77 | 0.00 | 0.00 | ||
238 | 2006.09.26 12:00 | close | 119 | 3.00 | 220.64 | 0.00 | 0.00 | 5615.83 | 174832.32 |
239 | 2006.09.27 00:00 | buy | 120 | 3.00 | 221.85 | 0.00 | 0.00 | ||
240 | 2006.09.29 12:00 | close | 120 | 3.00 | 220.53 | 0.00 | 0.00 | -3098.50 | 171733.82 |
241 | 2006.09.29 16:00 | sell | 121 | 3.00 | 220.25 | 0.00 | 0.00 | ||
242 | 2006.10.02 16:00 | close | 121 | 3.00 | 221.83 | 0.00 | 0.00 | -4068.95 | 167664.87 |
243 | 2006.10.02 20:00 | buy | 122 | 3.00 | 222.02 | 0.00 | 0.00 | ||
244 | 2006.10.05 16:00 | close | 122 | 3.00 | 220.52 | 0.00 | 0.00 | -3494.07 | 164170.80 |
245 | 2006.10.06 16:00 | buy | 123 | 3.00 | 222.53 | 0.00 | 0.00 | ||
246 | 2006.10.11 08:00 | close | 123 | 3.00 | 221.77 | 0.00 | 0.00 | -1742.63 | 162428.17 |
247 | 2006.10.11 12:00 | sell | 124 | 3.00 | 221.88 | 0.00 | 0.00 | ||
248 | 2006.10.20 16:00 | close | 124 | 3.00 | 223.01 | 0.00 | 0.00 | -3698.78 | 158729.39 |
249 | 2006.10.20 20:00 | buy | 125 | 3.00 | 223.58 | 0.00 | 0.00 | ||
250 | 2006.10.30 04:00 | close | 125 | 3.00 | 222.57 | 0.00 | 0.00 | -2077.74 | 156651.64 |
251 | 2006.10.30 08:00 | sell | 126 | 3.00 | 222.74 | 0.00 | 0.00 | ||
252 | 2006.11.03 16:00 | close | 126 | 3.00 | 224.28 | 0.00 | 0.00 | -4351.64 | 152300.01 |
253 | 2006.11.03 20:00 | buy | 127 | 3.00 | 224.57 | 0.00 | 0.00 | ||
254 | 2006.11.14 12:00 | close | 127 | 3.00 | 223.58 | 0.00 | 0.00 | -1968.07 | 150331.94 |
255 | 2006.11.14 16:00 | sell | 128 | 3.00 | 222.83 | 0.00 | 0.00 | ||
256 | 2006.11.20 16:00 | close | 128 | 3.00 | 224.06 | 0.00 | 0.00 | -3568.29 | 146763.65 |
257 | 2006.11.20 20:00 | buy | 129 | 3.00 | 224.02 | 0.00 | 0.00 | ||
258 | 2006.11.23 12:00 | close | 129 | 3.00 | 222.58 | 0.00 | 0.00 | -3342.76 | 143420.89 |
259 | 2006.11.23 16:00 | sell | 130 | 3.00 | 222.52 | 0.00 | 0.00 | ||
260 | 2006.11.27 00:00 | close | 130 | 3.00 | 223.90 | 0.00 | 0.00 | -3640.56 | 139780.33 |
261 | 2006.11.27 04:00 | buy | 131 | 3.00 | 224.38 | 0.00 | 0.00 | ||
262 | 2006.12.05 12:00 | close | 131 | 3.00 | 226.49 | 0.00 | 0.00 | 5807.05 | 145587.38 |
263 | 2006.12.05 16:00 | sell | 132 | 3.00 | 226.63 | 0.00 | 0.00 | ||
264 | 2006.12.08 20:00 | close | 132 | 3.00 | 227.41 | 0.00 | 0.00 | -2354.64 | 143232.74 |
265 | 2006.12.11 00:00 | buy | 133 | 3.00 | 227.30 | 0.00 | 0.00 | ||
266 | 2006.12.18 12:00 | close | 133 | 3.00 | 229.91 | 0.00 | 0.00 | 7011.80 | 150244.54 |
267 | 2006.12.18 16:00 | sell | 134 | 3.00 | 229.92 | 0.00 | 0.00 | ||
268 | 2006.12.19 12:00 | close | 134 | 3.00 | 231.72 | 0.00 | 0.00 | -4625.22 | 145619.32 |
269 | 2006.12.19 16:00 | buy | 135 | 3.00 | 231.69 | 0.00 | 0.00 | ||
270 | 2006.12.21 16:00 | close | 135 | 3.00 | 231.79 | 0.00 | 0.00 | 490.05 | 146109.38 |
271 | 2006.12.21 20:00 | sell | 136 | 3.00 | 232.05 | 0.00 | 0.00 | ||
272 | 2006.12.28 20:00 | close | 136 | 3.00 | 233.40 | 0.00 | 0.00 | -3948.21 | 142161.17 |
273 | 2006.12.29 00:00 | buy | 137 | 3.00 | 233.46 | 0.00 | 0.00 | ||
274 | 2007.01.03 20:00 | close | 137 | 3.00 | 233.11 | 0.00 | 0.00 | -706.56 | 141454.61 |
275 | 2007.01.04 00:00 | sell | 138 | 3.00 | 232.88 | 0.00 | 0.00 | ||
276 | 2007.01.08 20:00 | close | 138 | 3.00 | 230.01 | 0.00 | 0.00 | 7099.61 | 148554.22 |
277 | 2007.01.09 00:00 | buy | 139 | 3.00 | 230.43 | 0.00 | 0.00 | ||
278 | 2007.01.24 08:00 | close | 139 | 3.00 | 238.95 | 0.00 | 0.00 | 22423.32 | 170977.53 |
279 | 2007.01.24 20:00 | sell | 140 | 3.00 | 237.83 | 0.00 | 0.00 | ||
280 | 2007.01.25 16:00 | close | 140 | 3.00 | 238.50 | 0.00 | 0.00 | -1923.13 | 169054.41 |
281 | 2007.01.26 20:00 | buy | 141 | 3.00 | 238.16 | 0.00 | 0.00 | ||
282 | 2007.01.31 12:00 | close | 141 | 3.00 | 237.43 | 0.00 | 0.00 | -1667.17 | 167387.23 |
283 | 2007.01.31 16:00 | sell | 142 | 3.00 | 237.39 | 0.00 | 0.00 | ||
284 | 2007.02.02 16:00 | close | 142 | 3.00 | 238.77 | 0.00 | 0.00 | -3794.27 | 163592.97 |
285 | 2007.02.05 12:00 | sell | 143 | 3.00 | 236.26 | 0.00 | 0.00 | ||
286 | 2007.02.07 08:00 | close | 143 | 3.00 | 237.22 | 0.00 | 0.00 | -2579.49 | 161013.48 |
287 | 2007.02.07 12:00 | buy | 144 | 3.00 | 237.86 | 0.00 | 0.00 | ||
288 | 2007.02.08 20:00 | close | 144 | 3.00 | 237.03 | 0.00 | 0.00 | -1919.90 | 159093.57 |
289 | 2007.02.09 00:00 | sell | 145 | 3.00 | 237.27 | 0.00 | 0.00 | ||
290 | 2007.02.12 08:00 | close | 145 | 3.00 | 238.51 | 0.00 | 0.00 | -3210.35 | 155883.23 |
291 | 2007.02.12 16:00 | sell | 146 | 3.00 | 237.01 | 0.00 | 0.00 | ||
292 | 2007.02.14 16:00 | close | 146 | 3.00 | 237.15 | 0.00 | 0.00 | -507.19 | 155376.04 |
293 | 2007.02.14 20:00 | buy | 147 | 3.00 | 236.92 | 0.00 | 0.00 | ||
294 | 2007.02.15 12:00 | close | 147 | 3.00 | 235.01 | 0.00 | 0.00 | -4649.71 | 150726.32 |
295 | 2007.02.15 16:00 | sell | 148 | 3.00 | 234.78 | 0.00 | 0.00 | ||
296 | 2007.02.20 08:00 | close | 148 | 3.00 | 234.23 | 0.00 | 0.00 | 1159.88 | 151886.21 |
297 | 2007.02.20 12:00 | buy | 149 | 3.00 | 234.12 | 0.00 | 0.00 | ||
298 | 2007.02.26 16:00 | close | 149 | 3.00 | 236.35 | 0.00 | 0.00 | 5992.56 | 157878.77 |
299 | 2007.02.27 08:00 | sell | 150 | 3.00 | 235.66 | 0.00 | 0.00 | ||
300 | 2007.03.05 16:00 | close | 150 | 3.00 | 223.13 | 0.00 | 0.00 | 31205.26 | 189084.03 |
301 | 2007.03.06 08:00 | buy | 151 | 3.00 | 223.96 | 0.00 | 0.00 | ||
302 | 2007.03.08 00:00 | close | 151 | 3.00 | 223.28 | 0.00 | 0.00 | -1481.41 | 187602.63 |
303 | 2007.03.08 08:00 | buy | 152 | 3.00 | 225.48 | 0.00 | 0.00 | ||
304 | 2007.03.12 16:00 | close | 152 | 3.00 | 226.87 | 0.00 | 0.00 | 3632.03 | 191234.66 |
305 | 2007.03.12 20:00 | sell | 153 | 3.00 | 227.15 | 0.00 | 0.00 | ||
306 | 2007.03.14 16:00 | close | 153 | 3.00 | 225.25 | 0.00 | 0.00 | 4648.23 | 195882.89 |
307 | 2007.03.14 20:00 | buy | 154 | 3.00 | 225.89 | 0.00 | 0.00 | ||
308 | 2007.03.19 00:00 | close | 154 | 3.00 | 225.63 | 0.00 | 0.00 | -360.50 | 195522.39 |
309 | 2007.03.19 08:00 | buy | 155 | 3.00 | 227.46 | 0.00 | 0.00 | ||
310 | 2007.03.28 04:00 | close | 155 | 3.00 | 230.80 | 0.00 | 0.00 | 8976.18 | 204498.57 |
311 | 2007.03.28 08:00 | sell | 156 | 3.00 | 230.40 | 0.00 | 0.00 | ||
312 | 2007.03.29 08:00 | close | 156 | 3.00 | 230.74 | 0.00 | 0.00 | -1089.30 | 203409.27 |
313 | 2007.03.29 12:00 | buy | 157 | 3.00 | 230.82 | 0.00 | 0.00 | ||
314 | 2007.03.30 23:59 | close at stop | 157 | 3.00 | 231.83 | 0.00 | 0.00 | 2612.21 | 206021.48 |