Strategy Tester Report
Avenger Fibo Counter Final
FXDD-MT4 Demo Server (Build 226)
| 商品 | EURUSD (Euro vs. United States Dollar) |
| 时间周期 | 30 分钟图 2010.01.04 02:00 - 2011.05.11 00:00 (2010.01.01 - 2011.05.11) |
| 复盘模型 | 控制点(基于最近的小一级时段内的12个控制点的分形插值计算) |
| 参数 | AllowEACloseOrders=true;
AllowEAOpenOrderA=true;
MagicNum=7001; Lots=0.01; AddLots=0.01; LotsMax=0.1; k_StopLoss=100; OrderDis=0; Slippage=30; MAperiod1=21; MAperiod2=55; MAperiod3=144; ATRperiod=100; |
|
| 经测试过的柱数 | 15218 | 用于复盘的即时价数量 | 328668 | 复盘模型的质量 | n/a |
| 输入图表错误 | 9231 | | | | |
|
| 起始资金 | 10000.00 | | | | |
| 总净盈利 | 186.48 | 总获利 | 440.83 | 总亏损 | -254.35 |
| 盈利比 | 1.73 | 预期盈利 | 2.91 | | |
| 绝对亏损 | 48.97 | 最大亏损 | 87.44 (0.86%) | 相对亏损 | 0.86% (87.44) |
|
| 交易单总计 | 64 | 卖单 (获利百分比) | 37 (72.97%) | 买单 (获利百分比) | 27 (59.26%) |
| 盈利交易(占总百分比) | 43 (67.19%) | 亏损交易(占总百分比) | 21 (32.81%) |
| 最大: | 获利交易 | 31.86 | 亏损交易 | -38.66 |
| 平均: | 获利交易 | 10.25 | 亏损交易 | -12.11 |
| 最大: | 连续获利金额 | 7 (47.58) | 连续亏损金额 | 3 (-56.84) |
| 最多: | 连续获利次数 | 63.69 (4) | 连续亏损次数 | -56.84 (3) |
| 平均: | 连续获利 | 3 | 连续亏损 | 1 |
| # | 时间 | 类型 | 定单 | 手数 | 价位 | 止损 | 获利 | 获利 | 余额 |
| 1 | 2010.01.11 12:03 | sell | 1 | 0.01 | 1.45250 | 1.65550 | 1.41614 | |
| 2 | 2010.01.11 12:03 | modify | 1 | 0.01 | 1.45250 | 1.65550 | 1.44739 | |
| 3 | 2010.01.12 05:29 | t/p | 1 | 0.01 | 1.44739 | 1.65550 | 1.44739 | 5.07 | 10005.07 |
| 4 | 2010.01.12 18:28 | sell | 2 | 0.01 | 1.45252 | 1.67052 | 1.41614 | |
| 5 | 2010.01.12 18:28 | modify | 2 | 0.01 | 1.45252 | 1.67052 | 1.44739 | |
| 6 | 2010.01.13 03:01 | t/p | 2 | 0.01 | 1.44739 | 1.67052 | 1.44739 | 5.09 | 10010.16 |
| 7 | 2010.01.13 14:28 | sell | 3 | 0.01 | 1.45408 | 1.62708 | 1.41614 | |
| 8 | 2010.01.13 14:28 | modify | 3 | 0.01 | 1.45408 | 1.62708 | 1.44739 | |
| 9 | 2010.01.14 15:30 | close | 3 | 0.01 | 1.44908 | 1.62708 | 1.44739 | 4.87 | 10015.03 |
| 10 | 2010.01.19 15:59 | buy | 4 | 0.01 | 1.42742 | 1.28642 | 1.46733 | |
| 11 | 2010.01.19 15:59 | modify | 4 | 0.01 | 1.42742 | 1.28642 | 1.43389 | |
| 12 | 2010.01.22 20:30 | close | 4 | 0.01 | 1.41778 | 1.28642 | 1.43389 | -9.56 | 10005.47 |
| 13 | 2010.01.28 18:01 | buy | 5 | 0.02 | 1.39547 | 1.21647 | 1.45783 | |
| 14 | 2010.01.28 18:01 | modify | 5 | 0.02 | 1.39547 | 1.21647 | 1.40467 | |
| 15 | 2010.02.01 02:00 | modify | 5 | 0.02 | 1.39547 | 1.21647 | 1.40999 | |
| 16 | 2010.02.02 13:30 | close | 5 | 0.02 | 1.39440 | 1.21647 | 1.40999 | -2.04 | 10003.43 |
| 17 | 2010.02.04 19:01 | buy | 6 | 0.03 | 1.37625 | 1.23825 | 1.43050 | |
| 18 | 2010.02.04 19:01 | modify | 6 | 0.03 | 1.37625 | 1.23825 | 1.38463 | |
| 19 | 2010.02.08 02:00 | modify | 6 | 0.03 | 1.37625 | 1.23825 | 1.40301 | |
| 20 | 2010.02.09 10:00 | close | 6 | 0.03 | 1.37240 | 1.23825 | 1.40301 | -11.41 | 9992.02 |
| 21 | 2010.02.19 02:01 | buy | 7 | 0.04 | 1.34703 | 1.16003 | 1.39687 | |
| 22 | 2010.02.19 02:01 | modify | 7 | 0.04 | 1.34703 | 1.16003 | 1.35446 | |
| 23 | 2010.02.19 20:01 | t/p | 7 | 0.04 | 1.35446 | 1.16003 | 1.35446 | 29.72 | 10021.74 |
| 24 | 2010.03.12 13:23 | sell | 8 | 0.01 | 1.37860 | 1.52360 | 1.32989 | |
| 25 | 2010.03.12 13:23 | modify | 8 | 0.01 | 1.37860 | 1.52360 | 1.37138 | |
| 26 | 2010.03.26 00:00 | t/p | 8 | 0.01 | 1.37138 | 1.52360 | 1.37138 | 6.63 | 10028.37 |
| 27 | 2010.03.26 01:00 | buy | 9 | 0.01 | 1.32889 | 1.14389 | 1.38366 | |
| 28 | 2010.03.26 01:00 | modify | 9 | 0.01 | 1.32889 | 1.14389 | 1.35048 | |
| 29 | 2010.03.29 02:00 | modify | 9 | 0.01 | 1.32889 | 1.14389 | 1.35404 | |
| 30 | 2010.03.30 10:00 | close | 9 | 0.01 | 1.35039 | 1.14389 | 1.35404 | 21.53 | 10049.91 |
| 31 | 2010.03.30 19:00 | buy | 10 | 0.01 | 1.34246 | 1.17446 | 1.39585 | |
| 32 | 2010.03.30 19:00 | modify | 10 | 0.01 | 1.34246 | 1.17446 | 1.35404 | |
| 33 | 2010.03.31 14:30 | close | 10 | 0.01 | 1.34825 | 1.17446 | 1.35404 | 5.81 | 10055.71 |
| 34 | 2010.04.02 17:00 | buy | 11 | 0.01 | 1.34899 | 1.20199 | 1.39585 | |
| 35 | 2010.04.02 17:00 | modify | 11 | 0.01 | 1.34899 | 1.20199 | 1.36014 | |
| 36 | 2010.04.05 01:00 | modify | 11 | 0.01 | 1.34899 | 1.20199 | 1.36816 | |
| 37 | 2010.04.09 02:30 | close | 11 | 0.01 | 1.33748 | 1.20199 | 1.36816 | -11.40 | 10044.31 |
| 38 | 2010.04.12 01:00 | sell | 12 | 0.02 | 1.36272 | 1.51772 | 1.31051 | |
| 39 | 2010.04.12 01:00 | modify | 12 | 0.02 | 1.36272 | 1.51772 | 1.35309 | |
| 40 | 2010.04.15 11:00 | close | 12 | 0.02 | 1.35969 | 1.51772 | 1.35309 | 5.64 | 10049.96 |
| 41 | 2010.04.22 16:10 | buy | 13 | 0.01 | 1.33140 | 1.19440 | 1.38848 | |
| 42 | 2010.04.22 16:10 | modify | 13 | 0.01 | 1.33140 | 1.19440 | 1.34012 | |
| 43 | 2010.04.23 18:30 | close | 13 | 0.01 | 1.33663 | 1.19440 | 1.34012 | 5.25 | 10055.20 |
| 44 | 2010.04.27 22:38 | buy | 14 | 0.01 | 1.31804 | 1.13004 | 1.36986 | |
| 45 | 2010.04.27 22:38 | modify | 14 | 0.01 | 1.31804 | 1.13004 | 1.32591 | |
| 46 | 2010.04.28 15:55 | t/p | 14 | 0.01 | 1.32591 | 1.13004 | 1.32591 | 7.89 | 10063.09 |
| 47 | 2010.04.28 17:10 | buy | 15 | 0.01 | 1.31820 | 1.10520 | 1.36986 | |
| 48 | 2010.04.28 17:10 | modify | 15 | 0.01 | 1.31820 | 1.10520 | 1.32591 | |
| 49 | 2010.04.29 12:55 | t/p | 15 | 0.01 | 1.32591 | 1.10520 | 1.32591 | 7.76 | 10070.84 |
| 50 | 2010.05.04 16:07 | buy | 16 | 0.01 | 1.30678 | 1.13478 | 1.35550 | |
| 51 | 2010.05.04 16:07 | modify | 16 | 0.01 | 1.30678 | 1.13478 | 1.31390 | |
| 52 | 2010.05.10 00:00 | modify | 16 | 0.01 | 1.30678 | 1.13478 | 1.33531 | |
| 53 | 2010.05.10 00:30 | close | 16 | 0.01 | 1.29160 | 1.13478 | 1.33531 | -15.08 | 10055.76 |
| 54 | 2010.05.17 00:00 | buy | 17 | 0.02 | 1.23444 | 1.00344 | 1.32907 | |
| 55 | 2010.05.17 00:00 | modify | 17 | 0.02 | 1.23444 | 1.00344 | 1.24946 | |
| 56 | 2010.05.18 16:30 | close | 17 | 0.02 | 1.24320 | 1.00344 | 1.24946 | 17.55 | 10073.31 |
| 57 | 2010.05.18 21:00 | buy | 18 | 0.01 | 1.22654 | 0.91654 | 1.32907 | |
| 58 | 2010.05.18 21:00 | modify | 18 | 0.01 | 1.22654 | 0.91654 | 1.24946 | |
| 59 | 2010.05.19 19:30 | close | 18 | 0.01 | 1.23300 | 0.91654 | 1.24946 | 6.48 | 10079.79 |
| 60 | 2010.06.04 14:40 | buy | 19 | 0.01 | 1.20554 | 0.99954 | 1.29130 | |
| 61 | 2010.06.04 14:40 | modify | 19 | 0.01 | 1.20554 | 0.99954 | 1.21971 | |
| 62 | 2010.06.07 00:00 | modify | 19 | 0.01 | 1.20554 | 0.99954 | 1.22413 | |
| 63 | 2010.06.09 15:00 | close | 19 | 0.01 | 1.19980 | 0.99954 | 1.22413 | -5.69 | 10074.10 |
| 64 | 2010.06.14 18:07 | sell | 20 | 0.02 | 1.22868 | 1.44868 | 1.17364 | |
| 65 | 2010.06.14 18:07 | modify | 20 | 0.02 | 1.22868 | 1.44868 | 1.22049 | |
| 66 | 2010.06.15 04:37 | t/p | 20 | 0.02 | 1.22049 | 1.44868 | 1.22049 | 16.30 | 10090.39 |
| 67 | 2010.06.15 16:05 | sell | 21 | 0.01 | 1.22881 | 1.43281 | 1.17364 | |
| 68 | 2010.06.15 16:05 | modify | 21 | 0.01 | 1.22881 | 1.43281 | 1.22049 | |
| 69 | 2010.06.21 00:00 | modify | 21 | 0.01 | 1.22881 | 1.43281 | 1.21439 | |
| 70 | 2010.06.21 19:30 | close | 21 | 0.01 | 1.23654 | 1.43281 | 1.21439 | -7.98 | 10082.41 |
| 71 | 2010.06.29 16:38 | buy | 22 | 0.02 | 1.21724 | 1.05524 | 1.25957 | |
| 72 | 2010.06.29 16:38 | modify | 22 | 0.02 | 1.21724 | 1.05524 | 1.22363 | |
| 73 | 2010.06.30 09:43 | t/p | 22 | 0.02 | 1.22363 | 1.05524 | 1.22363 | 12.81 | 10095.22 |
| 74 | 2010.07.01 22:35 | sell | 23 | 0.01 | 1.25021 | 1.45721 | 1.20781 | |
| 75 | 2010.07.01 22:35 | modify | 23 | 0.01 | 1.25021 | 1.45721 | 1.24374 | |
| 76 | 2010.07.05 00:00 | modify | 23 | 0.01 | 1.25021 | 1.45721 | 1.22595 | |
| 77 | 2010.07.09 16:00 | close | 23 | 0.01 | 1.26244 | 1.45721 | 1.22595 | -12.56 | 10082.66 |
| 78 | 2010.07.14 18:38 | sell | 24 | 0.02 | 1.27750 | 1.43650 | 1.24007 | |
| 79 | 2010.07.14 18:38 | modify | 24 | 0.02 | 1.27750 | 1.43650 | 1.27200 | |
| 80 | 2010.07.15 03:52 | t/p | 24 | 0.02 | 1.27200 | 1.43650 | 1.27200 | 10.75 | 10093.41 |
| 81 | 2010.07.15 11:25 | sell | 25 | 0.01 | 1.27750 | 1.45450 | 1.24007 | |
| 82 | 2010.07.15 11:25 | modify | 25 | 0.01 | 1.27750 | 1.45450 | 1.27200 | |
| 83 | 2010.07.19 00:00 | modify | 25 | 0.01 | 1.27750 | 1.45450 | 1.25434 | |
| 84 | 2010.07.20 15:00 | close | 25 | 0.01 | 1.28644 | 1.45450 | 1.25434 | -9.07 | 10084.34 |
| 85 | 2010.07.29 11:22 | sell | 26 | 0.02 | 1.30695 | 1.47995 | 1.25904 | |
| 86 | 2010.07.29 11:22 | modify | 26 | 0.02 | 1.30695 | 1.47995 | 1.29995 | |
| 87 | 2010.07.30 12:46 | t/p | 26 | 0.02 | 1.29995 | 1.47995 | 1.29995 | 13.92 | 10098.26 |
| 88 | 2010.08.02 17:55 | sell | 27 | 0.01 | 1.31860 | 1.49160 | 1.26817 | |
| 89 | 2010.08.02 17:55 | modify | 27 | 0.01 | 1.31860 | 1.49160 | 1.31143 | |
| 90 | 2010.08.04 18:00 | close | 27 | 0.01 | 1.31454 | 1.49160 | 1.31143 | 3.98 | 10102.24 |
| 91 | 2010.08.05 14:30 | sell | 28 | 0.01 | 1.32040 | 1.46940 | 1.26817 | |
| 92 | 2010.08.05 14:30 | modify | 28 | 0.01 | 1.32040 | 1.46940 | 1.31143 | |
| 93 | 2010.08.05 18:30 | close | 28 | 0.01 | 1.31494 | 1.46940 | 1.31143 | 5.46 | 10107.70 |
| 94 | 2010.08.05 23:35 | sell | 29 | 0.01 | 1.31865 | 1.47165 | 1.26817 | |
| 95 | 2010.08.05 23:35 | modify | 29 | 0.01 | 1.31865 | 1.47165 | 1.31143 | |
| 96 | 2010.08.09 00:00 | modify | 29 | 0.01 | 1.31865 | 1.47165 | 1.30377 | |
| 97 | 2010.08.09 19:30 | close | 29 | 0.01 | 1.32214 | 1.47165 | 1.30377 | -3.57 | 10104.12 |
| 98 | 2010.08.11 16:10 | buy | 30 | 0.02 | 1.29584 | 1.11084 | 1.34237 | |
| 99 | 2010.08.11 16:10 | modify | 30 | 0.02 | 1.29584 | 1.11084 | 1.30353 | |
| 100 | 2010.08.16 00:00 | modify | 30 | 0.02 | 1.29584 | 1.11084 | 1.31916 | |
| 101 | 2010.08.17 08:30 | close | 30 | 0.02 | 1.28570 | 1.11084 | 1.31916 | -20.09 | 10084.03 |
| 102 | 2010.11.03 21:16 | sell | 31 | 0.03 | 1.41544 | 1.57144 | 1.35701 | |
| 103 | 2010.11.03 21:16 | modify | 31 | 0.03 | 1.41544 | 1.57144 | 1.40482 | |
| 104 | 2010.11.03 21:25 | t/p | 31 | 0.03 | 1.40482 | 1.57144 | 1.40482 | 31.86 | 10115.89 |
| 105 | 2010.11.03 23:01 | sell | 32 | 0.01 | 1.41319 | 1.59919 | 1.35701 | |
| 106 | 2010.11.03 23:01 | modify | 32 | 0.01 | 1.41319 | 1.59919 | 1.40482 | |
| 107 | 2010.11.05 14:30 | close | 32 | 0.01 | 1.41004 | 1.59919 | 1.40482 | 2.98 | 10118.88 |
| 108 | 2010.11.09 22:05 | buy | 33 | 0.01 | 1.37929 | 1.13529 | 1.45730 | |
| 109 | 2010.11.09 22:05 | modify | 33 | 0.01 | 1.37929 | 1.13529 | 1.39166 | |
| 110 | 2010.11.12 16:30 | close | 33 | 0.01 | 1.37410 | 1.13529 | 1.39166 | -5.11 | 10113.77 |
| 111 | 2010.11.16 19:40 | buy | 34 | 0.02 | 1.34624 | 1.10624 | 1.44617 | |
| 112 | 2010.11.16 19:40 | modify | 34 | 0.02 | 1.34624 | 1.10624 | 1.36159 | |
| 113 | 2010.11.18 05:30 | close | 34 | 0.02 | 1.35910 | 1.10624 | 1.36159 | 25.85 | 10139.61 |
| 114 | 2010.11.23 17:22 | buy | 35 | 0.01 | 1.34139 | 1.11439 | 1.39507 | |
| 115 | 2010.11.23 17:22 | modify | 35 | 0.01 | 1.34139 | 1.11439 | 1.34946 | |
| 116 | 2010.11.29 00:00 | modify | 35 | 0.01 | 1.34139 | 1.11439 | 1.36677 | |
| 117 | 2010.12.01 16:00 | close | 35 | 0.01 | 1.31280 | 1.11439 | 1.36677 | -28.46 | 10111.15 |
| 118 | 2010.12.13 20:25 | sell | 36 | 0.02 | 1.34330 | 1.51630 | 1.30191 | |
| 119 | 2010.12.13 20:25 | modify | 36 | 0.02 | 1.34330 | 1.51630 | 1.33742 | |
| 120 | 2010.12.14 17:10 | t/p | 36 | 0.02 | 1.33742 | 1.51630 | 1.33742 | 11.68 | 10122.83 |
| 121 | 2010.12.14 21:16 | sell | 37 | 0.01 | 1.34355 | 1.52855 | 1.30191 | |
| 122 | 2010.12.14 21:16 | modify | 37 | 0.01 | 1.34355 | 1.52855 | 1.33742 | |
| 123 | 2010.12.14 22:16 | t/p | 37 | 0.01 | 1.33742 | 1.52855 | 1.33742 | 6.13 | 10128.96 |
| 124 | 2010.12.20 17:23 | buy | 38 | 0.01 | 1.31074 | 1.11974 | 1.36257 | |
| 125 | 2010.12.20 17:23 | modify | 38 | 0.01 | 1.31074 | 1.11974 | 1.31834 | |
| 126 | 2010.12.21 03:40 | t/p | 38 | 0.01 | 1.31834 | 1.11974 | 1.31834 | 7.62 | 10136.57 |
| 127 | 2010.12.21 20:08 | buy | 39 | 0.01 | 1.31074 | 1.12774 | 1.36257 | |
| 128 | 2010.12.21 20:08 | modify | 39 | 0.01 | 1.31074 | 1.12774 | 1.31834 | |
| 129 | 2010.12.23 09:30 | close | 39 | 0.01 | 1.31400 | 1.12774 | 1.31834 | 3.32 | 10139.90 |
| 130 | 2010.12.23 11:30 | buy | 40 | 0.01 | 1.30974 | 1.15474 | 1.36257 | |
| 131 | 2010.12.23 11:30 | modify | 40 | 0.01 | 1.30974 | 1.15474 | 1.31834 | |
| 132 | 2010.12.24 04:00 | close | 40 | 0.01 | 1.31270 | 1.15474 | 1.31834 | 2.98 | 10142.87 |
| 133 | 2010.12.31 08:52 | sell | 41 | 0.01 | 1.33744 | 1.48644 | 1.28744 | |
| 134 | 2010.12.31 08:52 | modify | 41 | 0.01 | 1.33744 | 1.48644 | 1.32931 | |
| 135 | 2011.01.03 00:00 | modify | 41 | 0.01 | 1.33744 | 1.48644 | 1.32271 | |
| 136 | 2011.01.03 10:00 | close | 41 | 0.01 | 1.32744 | 1.48644 | 1.32271 | 9.96 | 10152.83 |
| 137 | 2011.01.03 18:07 | sell | 42 | 0.01 | 1.33793 | 1.52993 | 1.29841 | |
| 138 | 2011.01.03 18:07 | modify | 42 | 0.01 | 1.33793 | 1.52993 | 1.33199 | |
| 139 | 2011.01.04 17:55 | t/p | 42 | 0.01 | 1.33199 | 1.52993 | 1.33199 | 5.90 | 10158.73 |
| 140 | 2011.01.06 17:10 | buy | 43 | 0.01 | 1.30642 | 1.11142 | 1.34677 | |
| 141 | 2011.01.06 17:10 | modify | 43 | 0.01 | 1.30642 | 1.11142 | 1.31318 | |
| 142 | 2011.01.10 00:00 | modify | 43 | 0.01 | 1.30642 | 1.11142 | 1.33101 | |
| 143 | 2011.01.11 23:00 | close | 43 | 0.01 | 1.29803 | 1.11142 | 1.33101 | -8.34 | 10150.39 |
| 144 | 2011.01.14 10:07 | sell | 44 | 0.02 | 1.34172 | 1.55172 | 1.27103 | |
| 145 | 2011.01.14 10:07 | modify | 44 | 0.02 | 1.34172 | 1.55172 | 1.33125 | |
| 146 | 2011.01.17 00:00 | modify | 44 | 0.02 | 1.34172 | 1.55172 | 1.32084 | |
| 147 | 2011.01.18 02:30 | close | 44 | 0.02 | 1.32624 | 1.55172 | 1.32084 | 30.79 | 10181.18 |
| 148 | 2011.01.19 14:55 | sell | 45 | 0.01 | 1.35234 | 1.56034 | 1.26991 | |
| 149 | 2011.01.19 14:55 | modify | 45 | 0.01 | 1.35234 | 1.56034 | 1.34029 | |
| 150 | 2011.01.20 17:55 | t/p | 45 | 0.01 | 1.34029 | 1.56034 | 1.34029 | 11.92 | 10193.10 |
| 151 | 2011.01.21 09:05 | sell | 46 | 0.01 | 1.35213 | 1.57013 | 1.26991 | |
| 152 | 2011.01.21 09:05 | modify | 46 | 0.01 | 1.35213 | 1.57013 | 1.34029 | |
| 153 | 2011.01.24 00:00 | modify | 46 | 0.01 | 1.35213 | 1.57013 | 1.33077 | |
| 154 | 2011.01.28 10:30 | close | 46 | 0.01 | 1.36827 | 1.57013 | 1.33077 | -16.43 | 10176.67 |
| 155 | 2011.01.28 12:00 | sell | 47 | 0.02 | 1.37239 | 1.57139 | 1.31261 | |
| 156 | 2011.01.28 12:00 | modify | 47 | 0.02 | 1.37239 | 1.57139 | 1.36015 | |
| 157 | 2011.01.28 17:30 | close | 47 | 0.02 | 1.36605 | 1.57139 | 1.36015 | 12.68 | 10189.35 |
| 158 | 2011.02.01 22:50 | sell | 48 | 0.01 | 1.38384 | 1.57584 | 1.33384 | |
| 159 | 2011.02.01 22:50 | modify | 48 | 0.01 | 1.38384 | 1.57584 | 1.37664 | |
| 160 | 2011.02.03 13:25 | t/p | 48 | 0.01 | 1.37664 | 1.57584 | 1.37664 | 7.03 | 10196.38 |
| 161 | 2011.02.11 16:18 | buy | 49 | 0.01 | 1.35070 | 1.18370 | 1.39790 | |
| 162 | 2011.02.11 16:18 | modify | 49 | 0.01 | 1.35070 | 1.18370 | 1.35761 | |
| 163 | 2011.02.14 00:00 | modify | 49 | 0.01 | 1.35070 | 1.18370 | 1.36175 | |
| 164 | 2011.02.15 12:30 | close | 49 | 0.01 | 1.35392 | 1.18370 | 1.36175 | 3.25 | 10199.64 |
| 165 | 2011.02.21 00:00 | sell | 50 | 0.01 | 1.36981 | 1.54481 | 1.33617 | |
| 166 | 2011.02.21 00:00 | modify | 50 | 0.01 | 1.36981 | 1.54481 | 1.36273 | |
| 167 | 2011.02.22 03:22 | t/p | 50 | 0.01 | 1.36273 | 1.54481 | 1.36273 | 7.04 | 10206.67 |
| 168 | 2011.02.22 17:00 | sell | 51 | 0.01 | 1.36800 | 1.54600 | 1.33617 | |
| 169 | 2011.02.22 17:00 | modify | 51 | 0.01 | 1.36800 | 1.54600 | 1.36273 | |
| 170 | 2011.02.25 16:30 | close | 51 | 0.01 | 1.37462 | 1.54600 | 1.36273 | -6.83 | 10199.84 |
| 171 | 2011.03.03 15:37 | sell | 52 | 0.02 | 1.38983 | 1.53183 | 1.34205 | |
| 172 | 2011.03.03 15:37 | modify | 52 | 0.02 | 1.38983 | 1.53183 | 1.38294 | |
| 173 | 2011.03.07 00:00 | modify | 52 | 0.02 | 1.38983 | 1.53183 | 1.37856 | |
| 174 | 2011.03.08 10:00 | close | 52 | 0.02 | 1.39538 | 1.53183 | 1.37856 | -11.35 | 10188.49 |
| 175 | 2011.03.17 12:55 | sell | 53 | 0.03 | 1.40345 | 1.62245 | 1.36104 | |
| 176 | 2011.03.17 12:55 | modify | 53 | 0.03 | 1.40345 | 1.62245 | 1.39705 | |
| 177 | 2011.03.21 00:00 | modify | 53 | 0.03 | 1.40345 | 1.62245 | 1.38288 | |
| 178 | 2011.03.23 04:30 | close | 53 | 0.03 | 1.41617 | 1.62245 | 1.38288 | -38.66 | 10149.83 |
| 179 | 2011.03.24 18:00 | sell | 54 | 0.04 | 1.41993 | 1.58193 | 1.36434 | |
| 180 | 2011.03.24 18:00 | modify | 54 | 0.04 | 1.41993 | 1.58193 | 1.40581 | |
| 181 | 2011.03.25 17:00 | close | 54 | 0.04 | 1.41279 | 1.58193 | 1.40581 | 28.39 | 10178.22 |
| 182 | 2011.04.04 03:23 | sell | 55 | 0.01 | 1.42676 | 1.59576 | 1.39263 | |
| 183 | 2011.04.04 03:23 | modify | 55 | 0.01 | 1.42676 | 1.59576 | 1.42196 | |
| 184 | 2011.04.04 04:25 | t/p | 55 | 0.01 | 1.42196 | 1.59576 | 1.42196 | 4.80 | 10183.02 |
| 185 | 2011.04.06 09:07 | sell | 56 | 0.01 | 1.42690 | 1.57290 | 1.39263 | |
| 186 | 2011.04.06 09:07 | modify | 56 | 0.01 | 1.42690 | 1.57290 | 1.42196 | |
| 187 | 2011.04.11 00:00 | modify | 56 | 0.01 | 1.42690 | 1.57290 | 1.41309 | |
| 188 | 2011.04.12 06:30 | close | 56 | 0.01 | 1.43943 | 1.57290 | 1.41309 | -12.78 | 10170.24 |
| 189 | 2011.04.12 14:00 | sell | 57 | 0.02 | 1.44618 | 1.59518 | 1.39530 | |
| 190 | 2011.04.12 14:00 | modify | 57 | 0.02 | 1.44618 | 1.59518 | 1.43509 | |
| 191 | 2011.04.13 21:30 | close | 57 | 0.02 | 1.44361 | 1.59518 | 1.43509 | 5.06 | 10175.30 |
| 192 | 2011.04.14 09:30 | sell | 58 | 0.01 | 1.45115 | 1.62415 | 1.39530 | |
| 193 | 2011.04.14 09:30 | modify | 58 | 0.01 | 1.45115 | 1.62415 | 1.43509 | |
| 194 | 2011.04.14 13:30 | close | 58 | 0.01 | 1.43967 | 1.62415 | 1.43509 | 11.48 | 10186.78 |
| 195 | 2011.04.14 21:00 | sell | 59 | 0.01 | 1.44843 | 1.62443 | 1.39530 | |
| 196 | 2011.04.14 21:00 | modify | 59 | 0.01 | 1.44843 | 1.62443 | 1.43509 | |
| 197 | 2011.04.15 13:00 | close | 59 | 0.01 | 1.44581 | 1.62443 | 1.43509 | 2.58 | 10189.36 |
| 198 | 2011.04.18 14:01 | buy | 60 | 0.01 | 1.42897 | 1.24597 | 1.46610 | |
| 199 | 2011.04.18 14:01 | modify | 60 | 0.01 | 1.42897 | 1.24597 | 1.43442 | |
| 200 | 2011.04.18 16:10 | t/p | 60 | 0.01 | 1.43442 | 1.24597 | 1.43442 | 5.45 | 10194.81 |
| 201 | 2011.04.18 16:52 | buy | 61 | 0.01 | 1.42853 | 1.24153 | 1.46610 | |
| 202 | 2011.04.18 16:52 | modify | 61 | 0.01 | 1.42853 | 1.24153 | 1.43442 | |
| 203 | 2011.04.19 21:00 | close | 61 | 0.01 | 1.43383 | 1.24153 | 1.43442 | 5.32 | 10200.12 |
| 204 | 2011.04.21 04:20 | sell | 62 | 0.01 | 1.45750 | 1.63550 | 1.42050 | |
| 205 | 2011.04.21 04:20 | modify | 62 | 0.01 | 1.45750 | 1.63550 | 1.45217 | |
| 206 | 2011.04.25 00:00 | modify | 62 | 0.01 | 1.45750 | 1.63550 | 1.42659 | |
| 207 | 2011.04.26 03:30 | close | 62 | 0.01 | 1.45310 | 1.63550 | 1.42659 | 4.27 | 10204.40 |
| 208 | 2011.04.27 22:25 | sell | 63 | 0.01 | 1.47615 | 1.66915 | 1.39619 | |
| 209 | 2011.04.27 22:25 | modify | 63 | 0.01 | 1.47615 | 1.66915 | 1.46417 | |
| 210 | 2011.05.02 00:00 | modify | 63 | 0.01 | 1.47615 | 1.66915 | 1.45856 | |
| 211 | 2011.05.02 06:30 | close | 63 | 0.01 | 1.47826 | 1.66915 | 1.45856 | -2.32 | 10202.08 |
| 212 | 2011.05.06 15:37 | buy | 64 | 0.02 | 1.44861 | 1.20461 | 1.51196 | |
| 213 | 2011.05.06 15:37 | modify | 64 | 0.02 | 1.44861 | 1.20461 | 1.45832 | |
| 214 | 2011.05.09 00:00 | modify | 64 | 0.02 | 1.44861 | 1.20461 | 1.46629 | |
| 215 | 2011.05.10 23:59 | close at stop | 64 | 0.02 | 1.44078 | 1.20461 | 1.46629 | -15.60 | 10186.48 |