Strategy Tester Report
Ichimoku EA v1.0
FxPro.com-Demo2 (Build 229)
| Symbol | USDJPY (US Dollar vs Japanese Yen) | ||||
| Period | 1 Hour (H1) 2010.01.04 01:00 - 2011.03.09 23:00 (2010.01.01 - 2011.03.10) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | magic1=47291; magic2=47292; magic3=47293; www.lifesdream.org="Ichimoku EA v1.0"; CommonSettings="---------------------------------------------"; user_slippage=2; user_tp=100; user_sl=100; use_tp_sl=1; profit_lock=0.9; MoneyManagementSettings="---------------------------------------------"; money_management=1; min_lots=0.1; risk=1; progression=0; IndicatorSettings="---------------------------------------------"; tenkan_sen=9; kijun_sen=26; senkou_span=52; shift=1; strategy1=1; strategy2=1; strategy3=1; signal_strength=1; | ||||
| Bars in test | 6552 | Ticks modelled | 8666513 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 2162.67 | Gross profit | 8420.23 | Gross loss | -6257.56 |
| Profit factor | 1.35 | Expected payoff | 14.91 | ||
| Absolute drawdown | 192.65 | Maximal drawdown | 1167.89 (9.28%) | Relative drawdown | 9.28% (1167.89) |
| Total trades | 145 | Short positions (won %) | 75 (65.33%) | Long positions (won %) | 70 (48.57%) |
| Profit trades (% of total) | 83 (57.24%) | Loss trades (% of total) | 62 (42.76%) | ||
| Largest | profit trade | 245.93 | loss trade | -112.30 | |
| Average | profit trade | 101.45 | loss trade | -100.93 | |
| Maximum | consecutive wins (profit in money) | 16 (1969.75) | consecutive losses (loss in money) | 5 (-503.30) | |
| Maximal | consecutive profit (count of wins) | 1969.75 (16) | consecutive loss (count of losses) | -503.30 (5) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.01.05 03:00 | sell | 1 | 0.10 | 92.355 | 0.000 | 0.000 | ||
| 2 | 2010.01.05 17:05 | close | 1 | 0.10 | 91.370 | 0.000 | 0.000 | 107.80 | 10107.80 |
| 3 | 2010.01.06 14:00 | buy | 2 | 0.10 | 92.467 | 0.000 | 0.000 | ||
| 4 | 2010.01.07 07:00 | buy | 3 | 0.10 | 92.290 | 0.000 | 0.000 | ||
| 5 | 2010.01.07 09:00 | buy | 4 | 0.10 | 92.738 | 0.000 | 0.000 | ||
| 6 | 2010.01.07 15:22 | close | 3 | 0.10 | 93.279 | 0.000 | 0.000 | 106.03 | 10213.83 |
| 7 | 2010.01.08 00:36 | close | 4 | 0.10 | 93.644 | 0.000 | 0.000 | 96.71 | 10310.54 |
| 8 | 2010.01.08 00:36 | close | 2 | 0.10 | 93.614 | 0.000 | 0.000 | 122.37 | 10432.91 |
| 9 | 2010.01.08 13:00 | buy | 5 | 0.10 | 93.268 | 0.000 | 0.000 | ||
| 10 | 2010.01.08 15:30 | close | 5 | 0.10 | 92.331 | 0.000 | 0.000 | -101.48 | 10331.43 |
| 11 | 2010.01.08 17:00 | buy | 6 | 0.10 | 92.823 | 0.000 | 0.000 | ||
| 12 | 2010.01.11 17:44 | close | 6 | 0.10 | 91.904 | 0.000 | 0.000 | -100.04 | 10231.40 |
| 13 | 2010.01.12 07:00 | sell | 7 | 0.10 | 92.199 | 0.000 | 0.000 | ||
| 14 | 2010.01.12 16:52 | close | 7 | 0.10 | 91.245 | 0.000 | 0.000 | 104.55 | 10335.95 |
| 15 | 2010.01.13 14:00 | sell | 8 | 0.10 | 91.274 | 0.000 | 0.000 | ||
| 16 | 2010.01.14 07:00 | buy | 9 | 0.10 | 91.773 | 0.000 | 0.000 | ||
| 17 | 2010.01.14 20:21 | close | 9 | 0.10 | 90.862 | 0.000 | 0.000 | -100.26 | 10235.69 |
| 18 | 2010.01.19 07:25 | close | 8 | 0.10 | 90.451 | 0.000 | 0.000 | 90.32 | 10326.01 |
| 19 | 2010.01.19 23:00 | buy | 10 | 0.10 | 91.140 | 0.000 | 0.000 | ||
| 20 | 2010.01.20 17:00 | buy | 11 | 0.10 | 91.333 | 0.000 | 0.000 | ||
| 21 | 2010.01.21 18:49 | close | 11 | 0.10 | 90.427 | 0.000 | 0.000 | -100.30 | 10225.71 |
| 22 | 2010.01.21 18:51 | close | 10 | 0.10 | 90.231 | 0.000 | 0.000 | -100.89 | 10124.82 |
| 23 | 2010.01.21 19:00 | sell | 12 | 0.10 | 90.242 | 0.000 | 0.000 | ||
| 24 | 2010.01.25 06:00 | sell | 13 | 0.10 | 90.101 | 0.000 | 0.000 | ||
| 25 | 2010.01.27 05:27 | close | 12 | 0.10 | 89.423 | 0.000 | 0.000 | 91.14 | 10215.96 |
| 26 | 2010.01.27 06:35 | close | 13 | 0.10 | 89.244 | 0.000 | 0.000 | 95.81 | 10311.77 |
| 27 | 2010.01.27 17:00 | sell | 14 | 0.10 | 89.339 | 0.000 | 0.000 | ||
| 28 | 2010.01.27 22:00 | buy | 15 | 0.10 | 89.953 | 0.000 | 0.000 | ||
| 29 | 2010.01.28 02:55 | close | 14 | 0.10 | 90.242 | 0.000 | 0.000 | -100.39 | 10211.37 |
| 30 | 2010.01.29 10:00 | buy | 16 | 0.10 | 90.202 | 0.000 | 0.000 | ||
| 31 | 2010.01.29 16:52 | close | 15 | 0.10 | 90.811 | 0.000 | 0.000 | 94.33 | 10305.70 |
| 32 | 2010.02.01 18:00 | buy | 17 | 0.10 | 90.780 | 0.000 | 0.000 | ||
| 33 | 2010.02.02 19:00 | buy | 18 | 0.10 | 90.404 | 0.000 | 0.000 | ||
| 34 | 2010.02.03 18:46 | close | 16 | 0.10 | 91.158 | 0.000 | 0.000 | 104.76 | 10410.46 |
| 35 | 2010.02.04 14:00 | buy | 19 | 0.10 | 90.838 | 0.000 | 0.000 | ||
| 36 | 2010.02.04 18:21 | close | 19 | 0.10 | 89.937 | 0.000 | 0.000 | -100.18 | 10310.28 |
| 37 | 2010.02.04 18:21 | close | 17 | 0.10 | 89.877 | 0.000 | 0.000 | -100.66 | 10209.62 |
| 38 | 2010.02.04 18:27 | close | 18 | 0.10 | 89.506 | 0.000 | 0.000 | -100.48 | 10109.14 |
| 39 | 2010.02.04 18:27 | sell | 20 | 0.10 | 89.503 | 0.000 | 0.000 | ||
| 40 | 2010.02.04 18:44 | close | 20 | 0.10 | 88.674 | 0.000 | 0.000 | 93.49 | 10202.63 |
| 41 | 2010.02.04 18:44 | sell | 21 | 0.10 | 88.673 | 0.000 | 0.000 | ||
| 42 | 2010.02.05 02:16 | close | 21 | 0.10 | 89.575 | 0.000 | 0.000 | -100.81 | 10101.82 |
| 43 | 2010.02.08 01:00 | sell | 22 | 0.10 | 89.147 | 0.000 | 0.000 | ||
| 44 | 2010.02.09 00:00 | sell | 23 | 0.10 | 89.248 | 0.000 | 0.000 | ||
| 45 | 2010.02.10 00:00 | buy | 24 | 0.10 | 89.693 | 0.000 | 0.000 | ||
| 46 | 2010.02.10 20:01 | close | 22 | 0.10 | 90.054 | 0.000 | 0.000 | -100.94 | 10000.88 |
| 47 | 2010.02.11 16:00 | buy | 25 | 0.10 | 89.758 | 0.000 | 0.000 | ||
| 48 | 2010.02.12 10:33 | close | 23 | 0.10 | 90.155 | 0.000 | 0.000 | -101.16 | 9899.72 |
| 49 | 2010.02.12 10:33 | buy | 26 | 0.10 | 90.163 | 0.000 | 0.000 | ||
| 50 | 2010.02.17 11:49 | close | 24 | 0.10 | 90.533 | 0.000 | 0.000 | 92.52 | 9992.24 |
| 51 | 2010.02.17 13:50 | close | 25 | 0.10 | 90.627 | 0.000 | 0.000 | 95.74 | 10087.98 |
| 52 | 2010.02.17 16:29 | close | 26 | 0.10 | 91.007 | 0.000 | 0.000 | 92.63 | 10180.61 |
| 53 | 2010.02.18 19:00 | buy | 27 | 0.10 | 91.448 | 0.000 | 0.000 | ||
| 54 | 2010.02.22 18:00 | sell | 28 | 0.10 | 91.162 | 0.000 | 0.000 | ||
| 55 | 2010.02.23 17:00 | close | 27 | 0.10 | 90.539 | 0.000 | 0.000 | -100.51 | 10080.10 |
| 56 | 2010.02.23 17:45 | close | 28 | 0.10 | 90.235 | 0.000 | 0.000 | 102.62 | 10182.72 |
| 57 | 2010.02.25 04:00 | sell | 29 | 0.10 | 89.796 | 0.000 | 0.000 | ||
| 58 | 2010.02.25 04:00 | sell | 30 | 0.10 | 89.796 | 0.000 | 0.000 | ||
| 59 | 2010.02.25 18:08 | close | 29 | 0.10 | 88.943 | 0.000 | 0.000 | 95.90 | 10278.62 |
| 60 | 2010.02.25 18:08 | close | 30 | 0.10 | 88.943 | 0.000 | 0.000 | 95.90 | 10374.52 |
| 61 | 2010.02.26 15:00 | sell | 31 | 0.10 | 89.120 | 0.000 | 0.000 | ||
| 62 | 2010.02.26 18:00 | sell | 32 | 0.10 | 88.876 | 0.000 | 0.000 | ||
| 63 | 2010.03.01 12:00 | sell | 33 | 0.10 | 89.247 | 0.000 | 0.000 | ||
| 64 | 2010.03.03 18:54 | close | 33 | 0.10 | 88.423 | 0.000 | 0.000 | 92.97 | 10467.48 |
| 65 | 2010.03.04 09:03 | close | 31 | 0.10 | 88.248 | 0.000 | 0.000 | 98.14 | 10565.63 |
| 66 | 2010.03.04 17:00 | buy | 34 | 0.10 | 89.138 | 0.000 | 0.000 | ||
| 67 | 2010.03.05 15:30 | close | 32 | 0.10 | 89.775 | 0.000 | 0.000 | -100.92 | 10464.71 |
| 68 | 2010.03.05 15:30 | close | 34 | 0.10 | 89.996 | 0.000 | 0.000 | 95.30 | 10560.01 |
| 69 | 2010.03.10 11:00 | buy | 35 | 0.10 | 90.217 | 0.000 | 0.000 | ||
| 70 | 2010.03.11 08:00 | buy | 36 | 0.10 | 90.387 | 0.000 | 0.000 | ||
| 71 | 2010.03.11 19:00 | buy | 37 | 0.10 | 90.611 | 0.000 | 0.000 | ||
| 72 | 2010.03.26 01:46 | close | 37 | 0.10 | 92.543 | 0.000 | 0.000 | 208.21 | 10768.22 |
| 73 | 2010.03.26 01:50 | close | 36 | 0.10 | 92.518 | 0.000 | 0.000 | 229.77 | 10997.99 |
| 74 | 2010.03.26 01:51 | buy | 38 | 0.10 | 92.531 | 0.000 | 0.000 | ||
| 75 | 2010.03.26 02:04 | close | 35 | 0.10 | 92.498 | 0.000 | 0.000 | 245.93 | 11243.91 |
| 76 | 2010.03.29 13:00 | buy | 39 | 0.10 | 92.567 | 0.000 | 0.000 | ||
| 77 | 2010.03.30 10:00 | buy | 40 | 0.10 | 92.660 | 0.000 | 0.000 | ||
| 78 | 2010.03.31 07:14 | close | 39 | 0.10 | 93.486 | 0.000 | 0.000 | 98.23 | 11342.14 |
| 79 | 2010.03.31 07:14 | close | 38 | 0.10 | 93.480 | 0.000 | 0.000 | 101.41 | 11443.55 |
| 80 | 2010.03.31 18:00 | buy | 41 | 0.10 | 93.451 | 0.000 | 0.000 | ||
| 81 | 2010.03.31 18:18 | close | 40 | 0.10 | 93.528 | 0.000 | 0.000 | 92.77 | 11536.32 |
| 82 | 2010.04.02 15:57 | close | 41 | 0.10 | 94.421 | 0.000 | 0.000 | 102.58 | 11638.90 |
| 83 | 2010.04.06 08:00 | sell | 42 | 0.10 | 93.961 | 0.000 | 0.000 | ||
| 84 | 2010.04.07 11:00 | sell | 43 | 0.10 | 93.860 | 0.000 | 0.000 | ||
| 85 | 2010.04.07 16:00 | sell | 44 | 0.10 | 93.670 | 0.000 | 0.000 | ||
| 86 | 2010.04.08 13:22 | close | 43 | 0.10 | 92.960 | 0.000 | 0.000 | 96.49 | 11735.38 |
| 87 | 2010.04.08 14:20 | close | 42 | 0.10 | 92.952 | 0.000 | 0.000 | 108.10 | 11843.49 |
| 88 | 2010.04.09 05:00 | sell | 45 | 0.10 | 93.499 | 0.000 | 0.000 | ||
| 89 | 2010.04.12 16:00 | sell | 46 | 0.10 | 93.328 | 0.000 | 0.000 | ||
| 90 | 2010.04.13 04:40 | close | 44 | 0.10 | 92.799 | 0.000 | 0.000 | 93.19 | 11936.68 |
| 91 | 2010.04.13 20:00 | sell | 47 | 0.10 | 93.178 | 0.000 | 0.000 | ||
| 92 | 2010.04.16 10:02 | close | 45 | 0.10 | 92.637 | 0.000 | 0.000 | 92.27 | 12028.95 |
| 93 | 2010.04.16 17:16 | close | 46 | 0.10 | 92.363 | 0.000 | 0.000 | 103.81 | 12132.76 |
| 94 | 2010.04.16 18:02 | close | 47 | 0.10 | 92.309 | 0.000 | 0.000 | 93.58 | 12226.35 |
| 95 | 2010.04.20 10:00 | buy | 48 | 0.10 | 92.727 | 0.000 | 0.000 | ||
| 96 | 2010.04.21 23:00 | buy | 49 | 0.10 | 93.201 | 0.000 | 0.000 | ||
| 97 | 2010.04.23 15:02 | close | 48 | 0.10 | 93.770 | 0.000 | 0.000 | 111.04 | 12337.39 |
| 98 | 2010.04.23 15:33 | close | 49 | 0.10 | 94.116 | 0.000 | 0.000 | 97.07 | 12434.46 |
| 99 | 2010.04.27 16:00 | sell | 50 | 0.10 | 93.572 | 0.000 | 0.000 | ||
| 100 | 2010.04.29 17:00 | buy | 51 | 0.10 | 94.231 | 0.000 | 0.000 | ||
| 101 | 2010.04.29 21:00 | buy | 52 | 0.10 | 94.142 | 0.000 | 0.000 | ||
| 102 | 2010.04.30 13:17 | close | 50 | 0.10 | 94.522 | 0.000 | 0.000 | -101.07 | 12333.39 |
| 103 | 2010.05.03 03:00 | buy | 53 | 0.10 | 94.127 | 0.000 | 0.000 | ||
| 104 | 2010.05.06 09:56 | close | 51 | 0.10 | 93.295 | 0.000 | 0.000 | -100.59 | 12232.80 |
| 105 | 2010.05.06 18:09 | close | 52 | 0.10 | 93.209 | 0.000 | 0.000 | -100.36 | 12132.44 |
| 106 | 2010.05.06 18:09 | close | 53 | 0.10 | 93.195 | 0.000 | 0.000 | -100.20 | 12032.24 |
| 107 | 2010.07.08 11:00 | sell | 54 | 0.10 | 88.299 | 0.000 | 0.000 | ||
| 108 | 2010.07.08 11:00 | sell | 55 | 0.10 | 88.299 | 0.000 | 0.000 | ||
| 109 | 2010.07.08 11:00 | sell | 56 | 0.10 | 88.299 | 0.000 | 0.000 | ||
| 110 | 2010.07.15 17:12 | close | 54 | 0.10 | 87.417 | 0.000 | 0.000 | 100.12 | 12132.36 |
| 111 | 2010.07.15 17:12 | close | 55 | 0.10 | 87.417 | 0.000 | 0.000 | 100.12 | 12232.49 |
| 112 | 2010.07.15 17:12 | close | 56 | 0.10 | 87.417 | 0.000 | 0.000 | 100.12 | 12332.61 |
| 113 | 2010.07.19 18:00 | sell | 57 | 0.10 | 86.663 | 0.000 | 0.000 | ||
| 114 | 2010.07.20 02:00 | sell | 58 | 0.10 | 86.750 | 0.000 | 0.000 | ||
| 115 | 2010.07.20 21:00 | buy | 59 | 0.10 | 87.298 | 0.000 | 0.000 | ||
| 116 | 2010.07.20 23:12 | close | 57 | 0.10 | 87.541 | 0.000 | 0.000 | -100.41 | 12232.19 |
| 117 | 2010.07.21 10:00 | buy | 60 | 0.10 | 87.179 | 0.000 | 0.000 | ||
| 118 | 2010.07.22 06:09 | close | 59 | 0.10 | 86.432 | 0.000 | 0.000 | -100.34 | 12131.86 |
| 119 | 2010.07.23 02:00 | buy | 61 | 0.10 | 87.183 | 0.000 | 0.000 | ||
| 120 | 2010.08.05 10:18 | close | 60 | 0.10 | 86.219 | 0.000 | 0.000 | -111.98 | 12019.88 |
| 121 | 2010.08.05 10:18 | close | 61 | 0.10 | 86.219 | 0.000 | 0.000 | -112.30 | 11907.58 |
| 122 | 2010.08.05 11:00 | sell | 62 | 0.10 | 86.316 | 0.000 | 0.000 | ||
| 123 | 2010.08.05 15:53 | close | 58 | 0.10 | 85.905 | 0.000 | 0.000 | 96.36 | 12003.94 |
| 124 | 2010.08.06 15:00 | sell | 63 | 0.10 | 85.877 | 0.000 | 0.000 | ||
| 125 | 2010.08.06 15:30 | close | 62 | 0.10 | 85.513 | 0.000 | 0.000 | 93.79 | 12097.73 |
| 126 | 2010.08.06 16:00 | sell | 64 | 0.10 | 85.136 | 0.000 | 0.000 | ||
| 127 | 2010.08.10 02:17 | close | 64 | 0.10 | 85.997 | 0.000 | 0.000 | -100.34 | 11997.38 |
| 128 | 2010.08.10 17:00 | buy | 65 | 0.10 | 86.140 | 0.000 | 0.000 | ||
| 129 | 2010.08.10 21:23 | close | 65 | 0.10 | 85.285 | 0.000 | 0.000 | -100.25 | 11897.13 |
| 130 | 2010.08.10 22:00 | sell | 66 | 0.10 | 85.277 | 0.000 | 0.000 | ||
| 131 | 2010.08.11 11:03 | close | 63 | 0.10 | 85.082 | 0.000 | 0.000 | 93.11 | 11990.24 |
| 132 | 2010.08.12 04:00 | sell | 67 | 0.10 | 85.075 | 0.000 | 0.000 | ||
| 133 | 2010.08.12 17:30 | close | 67 | 0.10 | 85.935 | 0.000 | 0.000 | -100.08 | 11890.16 |
| 134 | 2010.08.13 02:04 | close | 66 | 0.10 | 86.139 | 0.000 | 0.000 | -100.63 | 11789.53 |
| 135 | 2010.08.13 14:00 | buy | 68 | 0.10 | 85.761 | 0.000 | 0.000 | ||
| 136 | 2010.08.16 16:00 | sell | 69 | 0.10 | 85.358 | 0.000 | 0.000 | ||
| 137 | 2010.08.18 13:00 | sell | 70 | 0.10 | 85.286 | 0.000 | 0.000 | ||
| 138 | 2010.08.19 17:03 | close | 68 | 0.10 | 84.910 | 0.000 | 0.000 | -100.44 | 11689.09 |
| 139 | 2010.08.20 08:00 | sell | 71 | 0.10 | 85.309 | 0.000 | 0.000 | ||
| 140 | 2010.08.24 10:59 | close | 71 | 0.10 | 84.567 | 0.000 | 0.000 | 87.52 | 11776.61 |
| 141 | 2010.08.24 10:59 | close | 69 | 0.10 | 84.567 | 0.000 | 0.000 | 92.65 | 11869.26 |
| 142 | 2010.08.24 11:05 | close | 70 | 0.10 | 84.453 | 0.000 | 0.000 | 97.96 | 11967.22 |
| 143 | 2010.08.25 08:00 | sell | 72 | 0.10 | 84.284 | 0.000 | 0.000 | ||
| 144 | 2010.08.25 22:00 | buy | 73 | 0.10 | 84.731 | 0.000 | 0.000 | ||
| 145 | 2010.08.27 18:57 | close | 72 | 0.10 | 85.136 | 0.000 | 0.000 | -100.53 | 11866.69 |
| 146 | 2010.08.27 18:57 | buy | 74 | 0.10 | 85.135 | 0.000 | 0.000 | ||
| 147 | 2010.08.30 01:20 | close | 73 | 0.10 | 85.626 | 0.000 | 0.000 | 104.33 | 11971.03 |
| 148 | 2010.08.30 23:00 | sell | 75 | 0.10 | 84.537 | 0.000 | 0.000 | ||
| 149 | 2010.08.31 07:10 | close | 74 | 0.10 | 84.290 | 0.000 | 0.000 | -100.32 | 11870.70 |
| 150 | 2010.08.31 15:00 | sell | 76 | 0.10 | 84.424 | 0.000 | 0.000 | ||
| 151 | 2010.09.01 15:00 | sell | 77 | 0.10 | 83.912 | 0.000 | 0.000 | ||
| 152 | 2010.09.01 15:17 | close | 75 | 0.10 | 83.767 | 0.000 | 0.000 | 91.70 | 11962.40 |
| 153 | 2010.09.02 06:00 | sell | 78 | 0.10 | 84.172 | 0.000 | 0.000 | ||
| 154 | 2010.09.03 15:30 | close | 77 | 0.10 | 84.785 | 0.000 | 0.000 | -103.42 | 11858.98 |
| 155 | 2010.09.03 15:30 | close | 78 | 0.10 | 85.035 | 0.000 | 0.000 | -101.60 | 11757.38 |
| 156 | 2010.09.06 11:00 | sell | 79 | 0.10 | 84.145 | 0.000 | 0.000 | ||
| 157 | 2010.09.07 15:49 | close | 76 | 0.10 | 83.634 | 0.000 | 0.000 | 93.68 | 11851.06 |
| 158 | 2010.09.09 09:00 | sell | 80 | 0.10 | 83.626 | 0.000 | 0.000 | ||
| 159 | 2010.09.14 03:52 | close | 79 | 0.10 | 83.346 | 0.000 | 0.000 | 94.98 | 11946.04 |
| 160 | 2010.09.15 05:00 | buy | 81 | 0.10 | 84.141 | 0.000 | 0.000 | ||
| 161 | 2010.09.15 05:11 | close | 80 | 0.10 | 84.471 | 0.000 | 0.000 | -100.48 | 11845.57 |
| 162 | 2010.09.15 07:38 | close | 81 | 0.10 | 84.967 | 0.000 | 0.000 | 97.21 | 11942.78 |
| 163 | 2010.09.17 18:00 | buy | 82 | 0.10 | 85.858 | 0.000 | 0.000 | ||
| 164 | 2010.09.20 03:00 | buy | 83 | 0.10 | 85.753 | 0.000 | 0.000 | ||
| 165 | 2010.09.20 07:00 | buy | 84 | 0.10 | 85.695 | 0.000 | 0.000 | ||
| 166 | 2010.09.21 21:36 | close | 82 | 0.10 | 85.007 | 0.000 | 0.000 | -100.18 | 11842.59 |
| 167 | 2010.09.22 03:09 | close | 83 | 0.10 | 84.903 | 0.000 | 0.000 | -100.18 | 11742.41 |
| 168 | 2010.09.22 03:12 | close | 84 | 0.10 | 84.846 | 0.000 | 0.000 | -100.13 | 11642.27 |
| 169 | 2010.09.23 15:00 | sell | 85 | 0.10 | 84.354 | 0.000 | 0.000 | ||
| 170 | 2010.09.24 07:15 | close | 85 | 0.10 | 85.215 | 0.000 | 0.000 | -101.15 | 11541.12 |
| 171 | 2010.09.24 08:00 | buy | 86 | 0.10 | 85.183 | 0.000 | 0.000 | ||
| 172 | 2010.09.24 12:53 | close | 86 | 0.10 | 84.338 | 0.000 | 0.000 | -100.19 | 11440.93 |
| 173 | 2010.09.24 13:00 | sell | 87 | 0.10 | 84.311 | 0.000 | 0.000 | ||
| 174 | 2010.09.28 05:00 | sell | 88 | 0.10 | 84.218 | 0.000 | 0.000 | ||
| 175 | 2010.09.28 13:00 | sell | 89 | 0.10 | 84.149 | 0.000 | 0.000 | ||
| 176 | 2010.09.30 08:33 | close | 88 | 0.10 | 83.444 | 0.000 | 0.000 | 92.31 | 11533.25 |
| 177 | 2010.09.30 08:33 | close | 87 | 0.10 | 83.453 | 0.000 | 0.000 | 102.14 | 11635.39 |
| 178 | 2010.09.30 09:01 | close | 89 | 0.10 | 83.326 | 0.000 | 0.000 | 98.32 | 11733.71 |
| 179 | 2010.09.30 18:00 | sell | 90 | 0.10 | 83.527 | 0.000 | 0.000 | ||
| 180 | 2010.10.01 04:00 | sell | 91 | 0.10 | 83.472 | 0.000 | 0.000 | ||
| 181 | 2010.10.04 05:00 | buy | 92 | 0.10 | 83.789 | 0.000 | 0.000 | ||
| 182 | 2010.10.05 17:51 | close | 92 | 0.10 | 82.958 | 0.000 | 0.000 | -100.21 | 11633.51 |
| 183 | 2010.10.07 10:05 | close | 90 | 0.10 | 82.737 | 0.000 | 0.000 | 94.70 | 11728.21 |
| 184 | 2010.10.07 10:28 | close | 91 | 0.10 | 82.645 | 0.000 | 0.000 | 99.40 | 11827.61 |
| 185 | 2010.10.08 15:00 | sell | 93 | 0.10 | 82.308 | 0.000 | 0.000 | ||
| 186 | 2010.10.12 07:00 | sell | 94 | 0.10 | 81.862 | 0.000 | 0.000 | ||
| 187 | 2010.10.14 03:00 | sell | 95 | 0.10 | 81.708 | 0.000 | 0.000 | ||
| 188 | 2010.10.14 03:15 | close | 93 | 0.10 | 81.547 | 0.000 | 0.000 | 92.65 | 11920.26 |
| 189 | 2010.10.14 11:16 | close | 94 | 0.10 | 81.125 | 0.000 | 0.000 | 90.40 | 12010.67 |
| 190 | 2010.10.14 12:32 | close | 95 | 0.10 | 80.978 | 0.000 | 0.000 | 90.15 | 12100.82 |
| 191 | 2010.10.14 18:00 | sell | 96 | 0.10 | 81.365 | 0.000 | 0.000 | ||
| 192 | 2010.10.15 14:00 | sell | 97 | 0.10 | 81.206 | 0.000 | 0.000 | ||
| 193 | 2010.10.15 19:00 | sell | 98 | 0.10 | 81.313 | 0.000 | 0.000 | ||
| 194 | 2010.11.01 16:00 | close | 97 | 0.10 | 80.452 | 0.000 | 0.000 | 92.05 | 12192.87 |
| 195 | 2010.11.01 16:00 | close | 98 | 0.10 | 80.460 | 0.000 | 0.000 | 104.35 | 12297.22 |
| 196 | 2010.11.01 16:00 | close | 96 | 0.10 | 80.464 | 0.000 | 0.000 | 110.20 | 12407.42 |
| 197 | 2010.11.01 16:00 | sell | 99 | 0.10 | 80.450 | 0.000 | 0.000 | ||
| 198 | 2010.11.01 16:00 | sell | 100 | 0.10 | 80.454 | 0.000 | 0.000 | ||
| 199 | 2010.11.03 02:00 | sell | 101 | 0.10 | 80.665 | 0.000 | 0.000 | ||
| 200 | 2010.11.03 15:33 | close | 99 | 0.10 | 81.265 | 0.000 | 0.000 | -100.51 | 12306.91 |
| 201 | 2010.11.03 15:33 | close | 100 | 0.10 | 81.268 | 0.000 | 0.000 | -100.38 | 12206.52 |
| 202 | 2010.11.03 16:00 | buy | 102 | 0.10 | 81.394 | 0.000 | 0.000 | ||
| 203 | 2010.11.03 16:02 | close | 101 | 0.10 | 81.481 | 0.000 | 0.000 | -100.15 | 12106.37 |
| 204 | 2010.11.04 03:00 | buy | 103 | 0.10 | 81.180 | 0.000 | 0.000 | ||
| 205 | 2010.11.04 14:46 | close | 102 | 0.10 | 80.588 | 0.000 | 0.000 | -100.12 | 12006.25 |
| 206 | 2010.11.04 15:00 | sell | 104 | 0.10 | 80.618 | 0.000 | 0.000 | ||
| 207 | 2010.11.05 14:37 | close | 104 | 0.10 | 81.434 | 0.000 | 0.000 | -100.31 | 11905.94 |
| 208 | 2010.11.05 15:00 | buy | 105 | 0.10 | 81.256 | 0.000 | 0.000 | ||
| 209 | 2010.11.10 13:12 | close | 105 | 0.10 | 82.083 | 0.000 | 0.000 | 100.64 | 12006.58 |
| 210 | 2010.11.10 13:13 | close | 103 | 0.10 | 82.075 | 0.000 | 0.000 | 108.90 | 12115.48 |
| 211 | 2010.11.11 07:00 | buy | 106 | 0.10 | 82.240 | 0.000 | 0.000 | ||
| 212 | 2010.11.11 23:00 | buy | 107 | 0.10 | 82.505 | 0.000 | 0.000 | ||
| 213 | 2010.11.12 10:14 | close | 107 | 0.10 | 81.686 | 0.000 | 0.000 | -100.30 | 12015.18 |
| 214 | 2010.11.12 16:00 | buy | 108 | 0.10 | 82.262 | 0.000 | 0.000 | ||
| 215 | 2010.11.15 15:30 | close | 108 | 0.10 | 83.128 | 0.000 | 0.000 | 104.14 | 12119.32 |
| 216 | 2010.11.15 15:30 | close | 106 | 0.10 | 83.121 | 0.000 | 0.000 | 105.92 | 12225.24 |
| 217 | 2010.11.16 09:00 | buy | 109 | 0.10 | 83.088 | 0.000 | 0.000 | ||
| 218 | 2010.11.18 04:00 | buy | 110 | 0.10 | 83.312 | 0.000 | 0.000 | ||
| 219 | 2010.11.18 18:00 | buy | 111 | 0.10 | 83.652 | 0.000 | 0.000 | ||
| 220 | 2010.11.23 16:46 | close | 111 | 0.10 | 82.821 | 0.000 | 0.000 | -100.45 | 12124.79 |
| 221 | 2010.11.26 10:18 | close | 109 | 0.10 | 83.860 | 0.000 | 0.000 | 91.61 | 12216.40 |
| 222 | 2010.11.26 14:00 | buy | 112 | 0.10 | 83.829 | 0.000 | 0.000 | ||
| 223 | 2010.11.26 17:23 | close | 110 | 0.10 | 84.090 | 0.000 | 0.000 | 92.22 | 12308.62 |
| 224 | 2010.11.30 13:00 | sell | 113 | 0.10 | 83.807 | 0.000 | 0.000 | ||
| 225 | 2010.12.03 15:30 | close | 112 | 0.10 | 82.998 | 0.000 | 0.000 | -100.38 | 12208.23 |
| 226 | 2010.12.03 15:30 | close | 113 | 0.10 | 83.028 | 0.000 | 0.000 | 93.26 | 12301.50 |
| 227 | 2010.12.07 01:00 | sell | 114 | 0.10 | 82.621 | 0.000 | 0.000 | ||
| 228 | 2010.12.07 12:00 | sell | 115 | 0.10 | 82.621 | 0.000 | 0.000 | ||
| 229 | 2010.12.07 20:58 | close | 114 | 0.10 | 83.458 | 0.000 | 0.000 | -100.29 | 12201.21 |
| 230 | 2010.12.07 20:58 | close | 115 | 0.10 | 83.458 | 0.000 | 0.000 | -100.29 | 12100.92 |
| 231 | 2010.12.07 21:00 | buy | 116 | 0.10 | 83.467 | 0.000 | 0.000 | ||
| 232 | 2010.12.09 14:00 | buy | 117 | 0.10 | 84.063 | 0.000 | 0.000 | ||
| 233 | 2010.12.16 08:27 | close | 116 | 0.10 | 84.238 | 0.000 | 0.000 | 91.12 | 12192.04 |
| 234 | 2010.12.17 07:00 | buy | 118 | 0.10 | 83.902 | 0.000 | 0.000 | ||
| 235 | 2010.12.20 12:00 | sell | 119 | 0.10 | 83.750 | 0.000 | 0.000 | ||
| 236 | 2010.12.23 05:35 | close | 117 | 0.10 | 83.227 | 0.000 | 0.000 | -100.97 | 12091.06 |
| 237 | 2010.12.23 05:47 | close | 118 | 0.10 | 83.071 | 0.000 | 0.000 | -100.25 | 11990.81 |
| 238 | 2010.12.23 10:18 | close | 119 | 0.10 | 82.958 | 0.000 | 0.000 | 94.91 | 12085.72 |
| 239 | 2010.12.28 00:00 | sell | 120 | 0.10 | 82.800 | 0.000 | 0.000 | ||
| 240 | 2010.12.28 03:00 | sell | 121 | 0.10 | 82.692 | 0.000 | 0.000 | ||
| 241 | 2010.12.28 13:47 | close | 121 | 0.10 | 81.926 | 0.000 | 0.000 | 93.50 | 12179.22 |
| 242 | 2010.12.28 13:47 | close | 120 | 0.10 | 81.936 | 0.000 | 0.000 | 105.45 | 12284.67 |
| 243 | 2010.12.29 10:00 | sell | 122 | 0.10 | 82.056 | 0.000 | 0.000 | ||
| 244 | 2010.12.29 16:00 | sell | 123 | 0.10 | 82.068 | 0.000 | 0.000 | ||
| 245 | 2010.12.31 17:55 | close | 123 | 0.10 | 81.060 | 0.000 | 0.000 | 123.90 | 12408.58 |
| 246 | 2010.12.31 17:55 | close | 122 | 0.10 | 81.060 | 0.000 | 0.000 | 122.42 | 12531.00 |
| 247 | 2011.01.04 01:01 | buy | 124 | 0.10 | 81.747 | 0.000 | 0.000 | ||
| 248 | 2011.01.04 21:00 | buy | 125 | 0.10 | 81.934 | 0.000 | 0.000 | ||
| 249 | 2011.01.05 05:00 | buy | 126 | 0.10 | 82.112 | 0.000 | 0.000 | ||
| 250 | 2011.01.05 15:15 | close | 124 | 0.10 | 82.536 | 0.000 | 0.000 | 95.55 | 12626.55 |
| 251 | 2011.01.05 15:24 | close | 125 | 0.10 | 82.745 | 0.000 | 0.000 | 97.97 | 12724.53 |
| 252 | 2011.01.05 15:31 | close | 126 | 0.10 | 82.956 | 0.000 | 0.000 | 101.74 | 12826.27 |
| 253 | 2011.01.06 23:00 | buy | 127 | 0.10 | 83.319 | 0.000 | 0.000 | ||
| 254 | 2011.01.10 01:00 | buy | 128 | 0.10 | 83.139 | 0.000 | 0.000 | ||
| 255 | 2011.01.12 14:00 | buy | 129 | 0.10 | 83.304 | 0.000 | 0.000 | ||
| 256 | 2011.01.14 07:19 | close | 127 | 0.10 | 82.494 | 0.000 | 0.000 | -100.31 | 12725.96 |
| 257 | 2011.01.14 09:44 | close | 129 | 0.10 | 82.478 | 0.000 | 0.000 | -100.30 | 12625.66 |
| 258 | 2011.01.14 17:00 | sell | 130 | 0.10 | 82.685 | 0.000 | 0.000 | ||
| 259 | 2011.01.17 14:00 | sell | 131 | 0.10 | 82.448 | 0.000 | 0.000 | ||
| 260 | 2011.01.19 03:42 | close | 128 | 0.10 | 82.315 | 0.000 | 0.000 | -100.44 | 12525.22 |
| 261 | 2011.01.19 20:29 | close | 130 | 0.10 | 81.942 | 0.000 | 0.000 | 90.34 | 12615.56 |
| 262 | 2011.01.20 16:00 | buy | 132 | 0.10 | 82.692 | 0.000 | 0.000 | ||
| 263 | 2011.01.21 17:00 | buy | 133 | 0.10 | 82.733 | 0.000 | 0.000 | ||
| 264 | 2011.01.31 17:59 | close | 133 | 0.10 | 81.910 | 0.000 | 0.000 | -100.78 | 12514.78 |
| 265 | 2011.01.31 22:00 | sell | 134 | 0.10 | 82.010 | 0.000 | 0.000 | ||
| 266 | 2011.02.01 07:01 | close | 132 | 0.10 | 81.872 | 0.000 | 0.000 | -100.53 | 12414.24 |
| 267 | 2011.02.01 11:40 | close | 131 | 0.10 | 81.632 | 0.000 | 0.000 | 98.29 | 12512.53 |
| 268 | 2011.02.02 20:00 | sell | 135 | 0.10 | 81.661 | 0.000 | 0.000 | ||
| 269 | 2011.02.03 07:00 | sell | 136 | 0.10 | 81.631 | 0.000 | 0.000 | ||
| 270 | 2011.02.04 15:30 | close | 134 | 0.10 | 81.240 | 0.000 | 0.000 | 94.11 | 12606.64 |
| 271 | 2011.02.04 19:57 | close | 136 | 0.10 | 82.456 | 0.000 | 0.000 | -100.16 | 12506.48 |
| 272 | 2011.02.08 00:00 | buy | 137 | 0.10 | 82.329 | 0.000 | 0.000 | ||
| 273 | 2011.02.09 06:55 | close | 135 | 0.10 | 82.487 | 0.000 | 0.000 | -100.92 | 12405.56 |
| 274 | 2011.02.10 06:00 | buy | 138 | 0.10 | 82.568 | 0.000 | 0.000 | ||
| 275 | 2011.02.10 17:53 | close | 137 | 0.10 | 83.181 | 0.000 | 0.000 | 102.28 | 12507.84 |
| 276 | 2011.02.11 08:53 | close | 138 | 0.10 | 83.418 | 0.000 | 0.000 | 101.86 | 12609.71 |
| 277 | 2011.02.14 02:00 | buy | 139 | 0.10 | 83.446 | 0.000 | 0.000 | ||
| 278 | 2011.02.15 07:00 | buy | 140 | 0.10 | 83.413 | 0.000 | 0.000 | ||
| 279 | 2011.02.22 20:23 | close | 139 | 0.10 | 82.619 | 0.000 | 0.000 | -100.40 | 12509.31 |
| 280 | 2011.02.22 20:26 | close | 140 | 0.10 | 82.587 | 0.000 | 0.000 | -100.28 | 12409.03 |
| 281 | 2011.02.25 10:00 | sell | 141 | 0.10 | 81.819 | 0.000 | 0.000 | ||
| 282 | 2011.02.25 21:00 | sell | 142 | 0.10 | 81.742 | 0.000 | 0.000 | ||
| 283 | 2011.02.28 20:00 | sell | 143 | 0.10 | 81.841 | 0.000 | 0.000 | ||
| 284 | 2011.03.04 12:10 | close | 142 | 0.10 | 82.569 | 0.000 | 0.000 | -100.94 | 12308.09 |
| 285 | 2011.03.04 12:54 | close | 141 | 0.10 | 82.646 | 0.000 | 0.000 | -100.85 | 12207.24 |
| 286 | 2011.03.04 14:05 | close | 143 | 0.10 | 82.669 | 0.000 | 0.000 | -100.83 | 12106.41 |
| 287 | 2011.03.07 09:00 | buy | 144 | 0.10 | 82.284 | 0.000 | 0.000 | ||
| 288 | 2011.03.09 15:00 | buy | 145 | 0.10 | 82.706 | 0.000 | 0.000 | ||
| 289 | 2011.03.09 23:59 | close at stop | 145 | 0.10 | 82.728 | 0.000 | 0.000 | 2.66 | 12109.07 |
| 290 | 2011.03.09 23:59 | close at stop | 144 | 0.10 | 82.728 | 0.000 | 0.000 | 53.60 | 12162.67 |