Symbol | GBPUSD (Great Britain Pound vs US Dollar) | ||||
Period | 4 Hours (H4) 2001.04.25 04:00 - 2007.03.16 00:00 (2000.01.01 - 2007.03.16) | ||||
Model | Control points (based on the nearest less timeframe with fractal interpolation of 12 control points) | ||||
Parameters | MagicNumber=0; SignalMail=false; EachTickMode=true; mm=true; RiskPercent=5; Lot=0.1; Slippage=10; StopLossMode=false; StopLoss=0; TakeProfitMode=false; TakeProfit=0; TrailingStopMode=false; TrailingStop=0; trigger=0.5; | ||||
Bars in test | 9308 | Ticks modelled | 154357 | Modelling quality | 36.66% |
Initial deposit | 1000.00 | ||||
Total net profit | 21392241.11 | Gross profit | 24204170.67 | Gross loss | -2811929.56 |
Profit factor | 8.61 | Expected payoff | 194474.92 | ||
Absolute drawdown | 0.00 | Maximal drawdown | 1212352.00 (15.38%) | Relative drawdown | 28.85% (173920.56) |
Total trades | 110 | Short positions (won %) | 53 (79.25%) | Long positions (won %) | 57 (75.44%) |
Profit trades (% of total) | 85 (77.27%) | Loss trades (% of total) | 25 (22.73%) | ||
Largest | profit trade | 4278650.00 | loss trade | -748733.00 | |
Average | profit trade | 284754.95 | loss trade | -112477.18 | |
Maximum | consecutive wins (profit in money) | 12 (34224.00) | consecutive losses (loss in money) | 4 (-173920.56) | |
Maximal | consecutive profit (count of wins) | 12367809.00 (6) | consecutive loss (count of losses) | -1212352.00 (2) | |
Average | consecutive wins | 4 | consecutive losses | 1 |
# | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
1 | 2001.04.25 08:20 | sell | 1 | 0.50 | 1.4374 | 0.0000 | 0.0000 | ||
2 | 2001.04.25 08:40 | close | 1 | 0.50 | 1.4350 | 0.0000 | 0.0000 | 120.00 | 1120.00 |
3 | 2001.04.25 10:20 | sell | 2 | 0.60 | 1.4367 | 0.0000 | 0.0000 | ||
4 | 2001.04.25 10:40 | close | 2 | 0.60 | 1.4345 | 0.0000 | 0.0000 | 132.00 | 1252.00 |
5 | 2001.04.25 14:00 | sell | 3 | 0.60 | 1.4415 | 0.0000 | 0.0000 | ||
6 | 2001.04.25 14:20 | close | 3 | 0.60 | 1.4379 | 0.0000 | 0.0000 | 216.00 | 1468.00 |
7 | 2001.04.25 15:59 | sell | 4 | 0.70 | 1.4406 | 0.0000 | 0.0000 | ||
8 | 2001.04.25 16:00 | close | 4 | 0.70 | 1.4409 | 0.0000 | 0.0000 | -21.00 | 1447.00 |
9 | 2001.04.26 09:00 | buy | 5 | 0.70 | 1.4382 | 0.0000 | 0.0000 | ||
10 | 2001.04.26 10:20 | close | 5 | 0.70 | 1.4419 | 0.0000 | 0.0000 | 259.00 | 1706.00 |
11 | 2001.04.26 11:59 | buy | 6 | 0.90 | 1.4384 | 0.0000 | 0.0000 | ||
12 | 2001.04.26 12:00 | close | 6 | 0.90 | 1.4379 | 0.0000 | 0.0000 | -45.00 | 1661.00 |
13 | 2001.04.27 21:20 | sell | 7 | 0.80 | 1.4409 | 0.0000 | 0.0000 | ||
14 | 2001.04.27 21:40 | close | 7 | 0.80 | 1.4372 | 0.0000 | 0.0000 | 296.00 | 1957.00 |
15 | 2001.04.30 04:40 | sell | 8 | 1.00 | 1.4382 | 0.0000 | 0.0000 | ||
16 | 2001.04.30 05:00 | close | 8 | 1.00 | 1.4364 | 0.0000 | 0.0000 | 180.00 | 2137.00 |
17 | 2001.04.30 05:20 | sell | 9 | 1.10 | 1.4379 | 0.0000 | 0.0000 | ||
18 | 2001.04.30 06:40 | close | 9 | 1.10 | 1.4343 | 0.0000 | 0.0000 | 396.00 | 2533.00 |
19 | 2001.04.30 14:00 | buy | 10 | 1.30 | 1.4304 | 0.0000 | 0.0000 | ||
20 | 2001.04.30 14:40 | close | 10 | 1.30 | 1.4327 | 0.0000 | 0.0000 | 299.00 | 2832.00 |
21 | 2001.04.30 15:00 | buy | 11 | 1.40 | 1.4294 | 0.0000 | 0.0000 | ||
22 | 2001.04.30 16:00 | close | 11 | 1.40 | 1.4299 | 0.0000 | 0.0000 | 70.00 | 2902.00 |
23 | 2001.04.30 20:20 | sell | 12 | 1.50 | 1.4347 | 0.0000 | 0.0000 | ||
24 | 2001.04.30 21:20 | close | 12 | 1.50 | 1.4317 | 0.0000 | 0.0000 | 450.00 | 3352.00 |
25 | 2001.05.01 16:20 | sell | 13 | 1.70 | 1.4368 | 0.0000 | 0.0000 | ||
26 | 2001.05.01 17:40 | close | 13 | 1.70 | 1.4314 | 0.0000 | 0.0000 | 918.00 | 4270.00 |
27 | 2001.05.01 19:59 | sell | 14 | 2.10 | 1.4351 | 0.0000 | 0.0000 | ||
28 | 2001.05.01 20:00 | close | 14 | 2.10 | 1.4355 | 0.0000 | 0.0000 | -84.00 | 4186.00 |
29 | 2001.05.02 07:00 | sell | 15 | 2.10 | 1.4384 | 0.0000 | 0.0000 | ||
30 | 2001.05.02 07:59 | close | 15 | 2.10 | 1.4364 | 0.0000 | 0.0000 | 420.00 | 4606.00 |
31 | 2001.05.02 08:20 | buy | 16 | 2.30 | 1.4318 | 0.0000 | 0.0000 | ||
32 | 2001.05.02 08:40 | close | 16 | 2.30 | 1.4308 | 0.0000 | 0.0000 | -230.00 | 4376.00 |
33 | 2001.05.02 18:00 | sell | 17 | 2.20 | 1.4367 | 0.0000 | 0.0000 | ||
34 | 2001.05.02 20:00 | close | 17 | 2.20 | 1.4344 | 0.0000 | 0.0000 | 506.00 | 4882.00 |
35 | 2001.05.03 08:20 | buy | 18 | 2.40 | 1.4327 | 0.0000 | 0.0000 | ||
36 | 2001.05.03 08:40 | close | 18 | 2.40 | 1.4368 | 0.0000 | 0.0000 | 984.00 | 5866.00 |
37 | 2001.05.04 08:20 | buy | 19 | 2.90 | 1.4338 | 0.0000 | 0.0000 | ||
38 | 2001.05.04 08:40 | close | 19 | 2.90 | 1.4357 | 0.0000 | 0.0000 | 551.00 | 6417.00 |
39 | 2001.05.07 14:00 | sell | 20 | 3.20 | 1.4403 | 0.0000 | 0.0000 | ||
40 | 2001.05.07 15:00 | close | 20 | 3.20 | 1.4384 | 0.0000 | 0.0000 | 608.00 | 7025.00 |
41 | 2001.05.07 15:59 | sell | 21 | 3.50 | 1.4396 | 0.0000 | 0.0000 | ||
42 | 2001.05.07 16:00 | close | 21 | 3.50 | 1.4399 | 0.0000 | 0.0000 | -105.00 | 6920.00 |
43 | 2001.05.08 04:20 | buy | 22 | 3.50 | 1.4368 | 0.0000 | 0.0000 | ||
44 | 2001.05.08 04:40 | close | 22 | 3.50 | 1.4395 | 0.0000 | 0.0000 | 945.00 | 7865.00 |
45 | 2001.05.08 08:40 | buy | 23 | 3.90 | 1.4350 | 0.0000 | 0.0000 | ||
46 | 2001.05.08 09:00 | close | 23 | 3.90 | 1.4371 | 0.0000 | 0.0000 | 819.00 | 8684.00 |
47 | 2001.05.08 19:20 | buy | 24 | 4.30 | 1.4254 | 0.0000 | 0.0000 | ||
48 | 2001.05.08 20:00 | close | 24 | 4.30 | 1.4253 | 0.0000 | 0.0000 | -43.00 | 8641.00 |
49 | 2001.05.09 04:20 | sell | 25 | 4.30 | 1.4289 | 0.0000 | 0.0000 | ||
50 | 2001.05.09 06:40 | close | 25 | 4.30 | 1.4277 | 0.0000 | 0.0000 | 516.00 | 9157.00 |
51 | 2001.05.09 10:40 | buy | 26 | 4.60 | 1.4236 | 0.0000 | 0.0000 | ||
52 | 2001.05.09 12:00 | close | 26 | 4.60 | 1.4258 | 0.0000 | 0.0000 | 1012.00 | 10169.00 |
53 | 2001.05.10 10:20 | buy | 27 | 5.10 | 1.4214 | 0.0000 | 0.0000 | ||
54 | 2001.05.10 11:59 | close | 27 | 5.10 | 1.4236 | 0.0000 | 0.0000 | 1122.00 | 11291.00 |
55 | 2001.05.10 12:40 | sell | 28 | 5.60 | 1.4278 | 0.0000 | 0.0000 | ||
56 | 2001.05.10 13:00 | close | 28 | 5.60 | 1.4299 | 0.0000 | 0.0000 | -1176.00 | 10115.00 |
57 | 2001.05.10 14:00 | buy | 29 | 5.00 | 1.4186 | 0.0000 | 0.0000 | ||
58 | 2001.05.10 14:40 | close | 29 | 5.00 | 1.4226 | 0.0000 | 0.0000 | 2000.00 | 12115.00 |
59 | 2001.05.14 10:00 | buy | 30 | 6.00 | 1.4159 | 0.0000 | 0.0000 | ||
60 | 2001.05.14 10:20 | close | 30 | 6.00 | 1.4174 | 0.0000 | 0.0000 | 900.00 | 13015.00 |
61 | 2001.05.15 00:40 | buy | 31 | 6.50 | 1.4172 | 0.0000 | 0.0000 | ||
62 | 2001.05.15 01:00 | close | 31 | 6.50 | 1.4184 | 0.0000 | 0.0000 | 780.00 | 13795.00 |
63 | 2001.05.15 13:20 | buy | 32 | 6.90 | 1.4171 | 0.0000 | 0.0000 | ||
64 | 2001.05.15 14:20 | close | 32 | 6.90 | 1.4219 | 0.0000 | 0.0000 | 3312.00 | 17107.00 |
65 | 2001.05.15 14:20 | sell | 33 | 5.70 | 1.4219 | 0.0000 | 0.0000 | ||
66 | 2001.05.15 14:40 | close | 33 | 5.70 | 1.4204 | 0.0000 | 0.0000 | 855.00 | 17962.00 |
67 | 2001.05.15 18:00 | sell | 34 | 9.00 | 1.4259 | 0.0000 | 0.0000 | ||
68 | 2001.05.15 18:40 | close | 34 | 9.00 | 1.4213 | 0.0000 | 0.0000 | 4140.00 | 22102.00 |
69 | 2001.05.16 04:20 | buy | 35 | 11.10 | 1.4208 | 0.0000 | 0.0000 | ||
70 | 2001.05.16 06:40 | close | 35 | 11.10 | 1.4222 | 0.0000 | 0.0000 | 1554.00 | 23656.00 |
71 | 2001.05.17 04:20 | buy | 36 | 11.80 | 1.4286 | 0.0000 | 0.0000 | ||
72 | 2001.05.17 05:20 | close | 36 | 11.80 | 1.4295 | 0.0000 | 0.0000 | 1062.00 | 24718.00 |
73 | 2001.05.17 10:40 | sell | 37 | 12.30 | 1.4332 | 0.0000 | 0.0000 | ||
74 | 2001.05.17 11:59 | close | 37 | 12.30 | 1.4309 | 0.0000 | 0.0000 | 2829.00 | 27547.00 |
75 | 2001.05.18 08:20 | buy | 38 | 13.80 | 1.4285 | 0.0000 | 0.0000 | ||
76 | 2001.05.18 08:40 | close | 38 | 13.80 | 1.4303 | 0.0000 | 0.0000 | 2484.00 | 30031.00 |
77 | 2001.05.18 16:20 | sell | 39 | 15.00 | 1.4351 | 0.0000 | 0.0000 | ||
78 | 2001.05.18 17:00 | close | 39 | 15.00 | 1.4309 | 0.0000 | 0.0000 | 6300.00 | 36331.00 |
79 | 2001.05.18 17:20 | sell | 40 | 18.20 | 1.4343 | 0.0000 | 0.0000 | ||
80 | 2001.05.18 17:40 | close | 40 | 18.20 | 1.4299 | 0.0000 | 0.0000 | 8008.00 | 44339.00 |
81 | 2001.05.18 18:00 | sell | 41 | 22.20 | 1.4341 | 0.0000 | 0.0000 | ||
82 | 2001.05.18 18:20 | close | 41 | 22.20 | 1.4398 | 0.0000 | 0.0000 | -12654.00 | 31685.00 |
83 | 2001.05.22 12:20 | buy | 42 | 15.80 | 1.4285 | 0.0000 | 0.0000 | ||
84 | 2001.05.22 13:00 | close | 42 | 15.80 | 1.4374 | 0.0000 | 0.0000 | 14062.00 | 45747.00 |
85 | 2001.05.22 13:40 | buy | 43 | 22.90 | 1.4275 | 0.0000 | 0.0000 | ||
86 | 2001.05.22 15:00 | close | 43 | 22.90 | 1.4342 | 0.0000 | 0.0000 | 15343.00 | 61090.00 |
87 | 2001.05.22 15:59 | buy | 44 | 30.50 | 1.4288 | 0.0000 | 0.0000 | ||
88 | 2001.05.22 16:00 | close | 44 | 30.50 | 1.4286 | 0.0000 | 0.0000 | -610.00 | 60480.00 |
89 | 2001.05.24 01:00 | buy | 45 | 30.20 | 1.4159 | 0.0000 | 0.0000 | ||
90 | 2001.05.24 02:40 | close | 45 | 30.20 | 1.4126 | 0.0000 | 0.0000 | -9966.00 | 50514.00 |
91 | 2001.05.24 22:20 | buy | 46 | 25.30 | 1.4077 | 0.0000 | 0.0000 | ||
92 | 2001.05.25 00:00 | close | 46 | 25.30 | 1.4078 | 0.0000 | 0.0000 | 229.67 | 50743.67 |
93 | 2001.05.25 12:20 | sell | 47 | 25.40 | 1.4235 | 0.0000 | 0.0000 | ||
94 | 2001.05.25 13:00 | close | 47 | 25.40 | 1.4190 | 0.0000 | 0.0000 | 11430.00 | 62173.67 |
95 | 2001.05.28 09:00 | buy | 48 | 31.10 | 1.4188 | 0.0000 | 0.0000 | ||
96 | 2001.05.28 10:00 | close | 48 | 31.10 | 1.4209 | 0.0000 | 0.0000 | 6531.00 | 68704.67 |
97 | 2001.05.29 10:00 | buy | 49 | 34.40 | 1.4162 | 0.0000 | 0.0000 | ||
98 | 2001.05.29 11:20 | close | 49 | 34.40 | 1.4183 | 0.0000 | 0.0000 | 7224.00 | 75928.67 |
99 | 2001.05.29 16:20 | sell | 50 | 38.00 | 1.4234 | 0.0000 | 0.0000 | ||
100 | 2001.05.29 17:20 | close | 50 | 38.00 | 1.4189 | 0.0000 | 0.0000 | 17100.00 | 93028.67 |
101 | 2001.05.30 10:00 | buy | 51 | 46.50 | 1.4204 | 0.0000 | 0.0000 | ||
102 | 2001.05.30 10:40 | close | 51 | 46.50 | 1.4233 | 0.0000 | 0.0000 | 13485.00 | 106513.67 |
103 | 2001.05.30 15:00 | sell | 52 | 53.30 | 1.4280 | 0.0000 | 0.0000 | ||
104 | 2001.05.30 16:00 | close | 52 | 53.30 | 1.4255 | 0.0000 | 0.0000 | 13325.00 | 119838.67 |
105 | 2001.05.31 04:20 | buy | 53 | 59.90 | 1.4233 | 0.0000 | 0.0000 | ||
106 | 2001.05.31 05:00 | close | 53 | 59.90 | 1.4252 | 0.0000 | 0.0000 | 11381.00 | 131219.67 |
107 | 2001.05.31 07:59 | buy | 54 | 65.60 | 1.4239 | 0.0000 | 0.0000 | ||
108 | 2001.05.31 08:00 | close | 54 | 65.60 | 1.4238 | 0.0000 | 0.0000 | -656.00 | 130563.67 |
109 | 2001.06.01 08:40 | sell | 55 | 65.30 | 1.4222 | 0.0000 | 0.0000 | ||
110 | 2001.06.01 10:00 | close | 55 | 65.30 | 1.4175 | 0.0000 | 0.0000 | 30691.00 | 161254.67 |
111 | 2001.06.01 13:40 | buy | 56 | 80.60 | 1.4122 | 0.0000 | 0.0000 | ||
112 | 2001.06.01 15:00 | close | 56 | 80.60 | 1.4115 | 0.0000 | 0.0000 | -5642.00 | 155612.67 |
113 | 2001.06.04 10:20 | buy | 57 | 77.80 | 1.4182 | 0.0000 | 0.0000 | ||
114 | 2001.06.04 10:40 | close | 57 | 77.80 | 1.4210 | 0.0000 | 0.0000 | 21784.00 | 177396.67 |
115 | 2001.06.04 16:40 | buy | 58 | 88.70 | 1.4151 | 0.0000 | 0.0000 | ||
116 | 2001.06.04 17:00 | close | 58 | 88.70 | 1.4172 | 0.0000 | 0.0000 | 18627.00 | 196023.67 |
117 | 2001.06.05 08:20 | buy | 59 | 98.00 | 1.4078 | 0.0000 | 0.0000 | ||
118 | 2001.06.05 08:40 | close | 59 | 98.00 | 1.4107 | 0.0000 | 0.0000 | 28420.00 | 224443.67 |
119 | 2001.06.05 10:40 | buy | 60 | 112.20 | 1.4069 | 0.0000 | 0.0000 | ||
120 | 2001.06.05 12:00 | close | 60 | 112.20 | 1.4089 | 0.0000 | 0.0000 | 22440.00 | 246883.67 |
121 | 2001.06.06 08:20 | sell | 61 | 123.40 | 1.4157 | 0.0000 | 0.0000 | ||
122 | 2001.06.06 08:40 | close | 61 | 123.40 | 1.4050 | 0.0000 | 0.0000 | 132038.00 | 378921.67 |
123 | 2001.06.07 09:00 | sell | 62 | 189.50 | 1.3939 | 0.0000 | 0.0000 | ||
124 | 2001.06.07 10:00 | close | 62 | 189.50 | 1.3896 | 0.0000 | 0.0000 | 81485.00 | 460406.67 |
125 | 2001.06.07 10:20 | buy | 63 | 230.20 | 1.3892 | 0.0000 | 0.0000 | ||
126 | 2001.06.07 10:40 | close | 63 | 230.20 | 1.3863 | 0.0000 | 0.0000 | -66758.00 | 393648.67 |
127 | 2001.06.07 14:20 | buy | 64 | 196.80 | 1.3804 | 0.0000 | 0.0000 | ||
128 | 2001.06.07 16:00 | close | 64 | 196.80 | 1.3835 | 0.0000 | 0.0000 | 61008.00 | 454656.67 |
129 | 2001.06.07 16:20 | sell | 65 | 227.30 | 1.3926 | 0.0000 | 0.0000 | ||
130 | 2001.06.07 17:40 | close | 65 | 227.30 | 1.3879 | 0.0000 | 0.0000 | 106831.00 | 561487.67 |
131 | 2001.06.08 08:40 | buy | 66 | 280.70 | 1.3869 | 0.0000 | 0.0000 | ||
132 | 2001.06.08 09:00 | close | 66 | 280.70 | 1.3845 | 0.0000 | 0.0000 | -67368.00 | 494119.67 |
133 | 2001.06.11 10:00 | buy | 67 | 247.10 | 1.3841 | 0.0000 | 0.0000 | ||
134 | 2001.06.11 11:20 | close | 67 | 247.10 | 1.3856 | 0.0000 | 0.0000 | 37065.00 | 531184.67 |
135 | 2001.06.12 05:40 | sell | 68 | 265.60 | 1.3749 | 0.0000 | 0.0000 | ||
136 | 2001.06.12 06:40 | close | 68 | 265.60 | 1.3722 | 0.0000 | 0.0000 | 71712.00 | 602896.67 |
137 | 2001.06.12 10:20 | buy | 69 | 301.40 | 1.3695 | 0.0000 | 0.0000 | ||
138 | 2001.06.12 11:20 | close | 69 | 301.40 | 1.3681 | 0.0000 | 0.0000 | -42196.00 | 560700.67 |
139 | 2001.06.12 21:20 | buy | 70 | 280.40 | 1.3729 | 0.0000 | 0.0000 | ||
140 | 2001.06.13 00:00 | close | 70 | 280.40 | 1.3728 | 0.0000 | 0.0000 | -3062.56 | 557638.11 |
141 | 2001.06.13 10:00 | sell | 71 | 278.80 | 1.3771 | 0.0000 | 0.0000 | ||
142 | 2001.06.13 10:40 | close | 71 | 278.80 | 1.3790 | 0.0000 | 0.0000 | -52972.00 | 504666.11 |
143 | 2001.06.13 13:40 | sell | 72 | 252.30 | 1.3859 | 0.0000 | 0.0000 | ||
144 | 2001.06.13 14:20 | close | 72 | 252.30 | 1.3889 | 0.0000 | 0.0000 | -75690.00 | 428976.11 |
145 | 2001.06.14 10:40 | sell | 73 | 214.50 | 1.3935 | 0.0000 | 0.0000 | ||
146 | 2001.06.14 11:59 | close | 73 | 214.50 | 1.3902 | 0.0000 | 0.0000 | 70785.00 | 499761.11 |
147 | 2001.06.14 14:20 | sell | 74 | 249.90 | 1.3973 | 0.0000 | 0.0000 | ||
148 | 2001.06.14 16:00 | close | 74 | 249.90 | 1.3964 | 0.0000 | 0.0000 | 22491.00 | 522252.11 |
149 | 2001.06.14 18:00 | sell | 75 | 261.10 | 1.4031 | 0.0000 | 0.0000 | ||
150 | 2001.06.14 20:00 | close | 75 | 261.10 | 1.4012 | 0.0000 | 0.0000 | 49609.00 | 571861.11 |
151 | 2001.06.15 10:20 | sell | 76 | 285.90 | 1.4045 | 0.0000 | 0.0000 | ||
152 | 2001.06.15 10:40 | close | 76 | 285.90 | 1.4079 | 0.0000 | 0.0000 | -97206.00 | 474655.11 |
153 | 2001.06.18 12:20 | buy | 77 | 237.30 | 1.4007 | 0.0000 | 0.0000 | ||
154 | 2001.06.18 13:40 | close | 77 | 237.30 | 1.4065 | 0.0000 | 0.0000 | 137634.00 | 612289.11 |
155 | 2001.06.19 09:00 | buy | 78 | 306.10 | 1.4000 | 0.0000 | 0.0000 | ||
156 | 2001.06.19 09:40 | close | 78 | 306.10 | 1.4020 | 0.0000 | 0.0000 | 61220.00 | 673509.11 |
157 | 2001.06.19 14:00 | buy | 79 | 336.80 | 1.3949 | 0.0000 | 0.0000 | ||
158 | 2001.06.19 15:59 | close | 79 | 336.80 | 1.3983 | 0.0000 | 0.0000 | 114512.00 | 788021.11 |
159 | 2001.06.20 14:00 | buy | 80 | 394.00 | 1.3919 | 0.0000 | 0.0000 | ||
160 | 2001.06.20 16:00 | close | 80 | 394.00 | 1.3940 | 0.0000 | 0.0000 | 82740.00 | 870761.11 |
161 | 2001.06.20 16:20 | sell | 81 | 435.40 | 1.4022 | 0.0000 | 0.0000 | ||
162 | 2001.06.20 17:40 | close | 81 | 435.40 | 1.3967 | 0.0000 | 0.0000 | 239470.00 | 1110231.11 |
163 | 2001.06.20 18:20 | sell | 82 | 555.10 | 1.3996 | 0.0000 | 0.0000 | ||
164 | 2001.06.20 19:00 | close | 82 | 555.10 | 1.3956 | 0.0000 | 0.0000 | 222040.00 | 1332271.11 |
165 | 2001.06.20 19:59 | sell | 83 | 666.10 | 1.4013 | 0.0000 | 0.0000 | ||
166 | 2001.06.20 20:00 | close | 83 | 666.10 | 1.4018 | 0.0000 | 0.0000 | -33305.00 | 1298966.11 |
167 | 2001.06.21 05:20 | sell | 84 | 649.50 | 1.3984 | 0.0000 | 0.0000 | ||
168 | 2001.06.21 06:00 | close | 84 | 649.50 | 1.3970 | 0.0000 | 0.0000 | 90930.00 | 1389896.11 |
169 | 2001.06.21 07:00 | sell | 85 | 694.90 | 1.3984 | 0.0000 | 0.0000 | ||
170 | 2001.06.21 07:20 | close | 85 | 694.90 | 1.3966 | 0.0000 | 0.0000 | 125082.00 | 1514978.11 |
171 | 2001.06.21 08:20 | sell | 86 | 757.50 | 1.4018 | 0.0000 | 0.0000 | ||
172 | 2001.06.21 09:00 | close | 86 | 757.50 | 1.4060 | 0.0000 | 0.0000 | -318150.00 | 1196828.11 |
173 | 2001.06.21 12:40 | sell | 87 | 598.40 | 1.4134 | 0.0000 | 0.0000 | ||
174 | 2001.06.21 13:40 | close | 87 | 598.40 | 1.4056 | 0.0000 | 0.0000 | 466752.00 | 1663580.11 |
175 | 2001.06.21 14:20 | sell | 88 | 831.80 | 1.4134 | 0.0000 | 0.0000 | ||
176 | 2001.06.21 16:00 | close | 88 | 831.80 | 1.4109 | 0.0000 | 0.0000 | 207950.00 | 1871530.11 |
177 | 2001.06.22 08:20 | buy | 89 | 935.80 | 1.4130 | 0.0000 | 0.0000 | ||
178 | 2001.06.22 08:40 | close | 89 | 935.80 | 1.4149 | 0.0000 | 0.0000 | 177802.00 | 2049332.11 |
179 | 2001.06.22 10:40 | sell | 90 | 1024.70 | 1.4200 | 0.0000 | 0.0000 | ||
180 | 2001.06.22 11:59 | close | 90 | 1024.70 | 1.4164 | 0.0000 | 0.0000 | 368892.00 | 2418224.11 |
181 | 2001.06.22 13:00 | buy | 91 | 1209.10 | 1.4090 | 0.0000 | 0.0000 | ||
182 | 2001.06.22 14:00 | close | 91 | 1209.10 | 1.4146 | 0.0000 | 0.0000 | 677096.00 | 3095320.11 |
183 | 2001.06.25 05:00 | sell | 92 | 1547.70 | 1.4164 | 0.0000 | 0.0000 | ||
184 | 2001.06.25 08:00 | close | 92 | 1547.70 | 1.4162 | 0.0000 | 0.0000 | 30954.00 | 3126274.11 |
185 | 2001.06.25 08:40 | sell | 93 | 1563.10 | 1.4184 | 0.0000 | 0.0000 | ||
186 | 2001.06.25 10:20 | close | 93 | 1563.10 | 1.4154 | 0.0000 | 0.0000 | 468930.00 | 3595204.11 |
187 | 2001.06.25 14:00 | buy | 94 | 1797.60 | 1.4121 | 0.0000 | 0.0000 | ||
188 | 2001.06.25 15:20 | close | 94 | 1797.60 | 1.4164 | 0.0000 | 0.0000 | 772968.00 | 4368172.11 |
189 | 2001.06.26 08:20 | buy | 95 | 2184.10 | 1.4104 | 0.0000 | 0.0000 | ||
190 | 2001.06.26 09:20 | close | 95 | 2184.10 | 1.4123 | 0.0000 | 0.0000 | 414979.00 | 4783151.11 |
191 | 2001.06.27 08:40 | sell | 96 | 2391.60 | 1.4193 | 0.0000 | 0.0000 | ||
192 | 2001.06.27 09:00 | close | 96 | 2391.60 | 1.4168 | 0.0000 | 0.0000 | 597900.00 | 5381051.11 |
193 | 2001.06.27 10:20 | sell | 97 | 2690.50 | 1.4201 | 0.0000 | 0.0000 | ||
194 | 2001.06.27 10:40 | close | 97 | 2690.50 | 1.4219 | 0.0000 | 0.0000 | -484290.00 | 4896761.11 |
195 | 2001.06.28 10:00 | sell | 98 | 2448.40 | 1.4202 | 0.0000 | 0.0000 | ||
196 | 2001.06.28 10:20 | close | 98 | 2448.40 | 1.4112 | 0.0000 | 0.0000 | 2203560.00 | 7100321.11 |
197 | 2001.06.29 03:20 | buy | 99 | 3550.20 | 1.4060 | 0.0000 | 0.0000 | ||
198 | 2001.06.29 03:59 | close | 99 | 3550.20 | 1.4082 | 0.0000 | 0.0000 | 781044.00 | 7881365.11 |
199 | 2001.06.29 10:00 | buy | 100 | 3940.70 | 1.4058 | 0.0000 | 0.0000 | ||
200 | 2001.06.29 10:20 | close | 100 | 3940.70 | 1.4039 | 0.0000 | 0.0000 | -748733.00 | 7132632.11 |
201 | 2001.07.02 08:20 | buy | 101 | 3566.30 | 1.4127 | 0.0000 | 0.0000 | ||
202 | 2001.07.02 08:40 | close | 101 | 3566.30 | 1.4114 | 0.0000 | 0.0000 | -463619.00 | 6669013.11 |
203 | 2001.07.02 14:40 | sell | 102 | 3334.50 | 1.4189 | 0.0000 | 0.0000 | ||
204 | 2001.07.02 16:00 | close | 102 | 3334.50 | 1.4182 | 0.0000 | 0.0000 | 233415.00 | 6902428.11 |
205 | 2001.07.03 13:40 | buy | 103 | 3451.20 | 1.4054 | 0.0000 | 0.0000 | ||
206 | 2001.07.03 14:00 | close | 103 | 3451.20 | 1.4125 | 0.0000 | 0.0000 | 2450352.00 | 9352780.11 |
207 | 2001.07.03 15:59 | buy | 104 | 4676.40 | 1.4072 | 0.0000 | 0.0000 | ||
208 | 2001.07.03 16:00 | close | 104 | 4676.40 | 1.4065 | 0.0000 | 0.0000 | -327348.00 | 9025432.11 |
209 | 2001.07.04 15:20 | buy | 105 | 4512.70 | 1.4022 | 0.0000 | 0.0000 | ||
210 | 2001.07.04 15:59 | close | 105 | 4512.70 | 1.4041 | 0.0000 | 0.0000 | 857413.00 | 9882845.11 |
211 | 2001.07.04 16:20 | sell | 106 | 4941.40 | 1.4092 | 0.0000 | 0.0000 | ||
212 | 2001.07.04 17:40 | close | 106 | 4941.40 | 1.4046 | 0.0000 | 0.0000 | 2273044.00 | 12155889.11 |
213 | 2001.07.05 01:00 | buy | 107 | 6077.90 | 1.4057 | 0.0000 | 0.0000 | ||
214 | 2001.07.05 04:00 | close | 107 | 6077.90 | 1.4064 | 0.0000 | 0.0000 | 425453.00 | 12581342.11 |
215 | 2001.07.05 10:20 | buy | 108 | 6290.70 | 1.4023 | 0.0000 | 0.0000 | ||
216 | 2001.07.05 10:40 | close | 108 | 6290.70 | 1.4086 | 0.0000 | 0.0000 | 3963141.00 | 16544483.11 |
217 | 2001.07.05 10:40 | sell | 109 | 5182.80 | 1.4086 | 0.0000 | 0.0000 | ||
218 | 2001.07.05 11:00 | close | 109 | 5182.80 | 1.4075 | 0.0000 | 0.0000 | 570108.00 | 17114591.11 |
219 | 2001.07.05 17:40 | buy | 110 | 8557.30 | 1.3990 | 0.0000 | 0.0000 | ||
220 | 2001.07.05 18:00 | close | 110 | 8557.30 | 1.4040 | 0.0000 | 0.0000 | 4278650.00 | 21393241.11 |