| Symbol | USDJPYFXF (US Dollar vs Japanese Yen) | ||||
| Period | 1 Hour (H1) 2007.10.05 04:00 - 2010.10.01 20:00 (2007.10.01 - 2010.10.02) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | Lots=0.4; Slippage=3; SLpips=100; MAGIC=20100721; | ||||
| Bars in test | 17978 | Ticks modelled | 9218088 | Modelling quality | n/a |
| Mismatched charts errors | 437 | ||||
| Initial deposit | 1000.00 | ||||
| Total net profit | 5670.12 | Gross profit | 17704.86 | Gross loss | -12034.74 |
| Profit factor | 1.47 | Expected payoff | 37.06 | ||
| Absolute drawdown | 292.22 | Maximal drawdown | 1976.38 (48.46%) | Relative drawdown | 56.38% (915.00) |
| Total trades | 153 | Short positions (won %) | 86 (47.67%) | Long positions (won %) | 67 (41.79%) |
| Profit trades (% of total) | 69 (45.10%) | Loss trades (% of total) | 84 (54.90%) | ||
| Largest | profit trade | 864.69 | loss trade | -412.36 | |
| Average | profit trade | 256.59 | loss trade | -143.27 | |
| Maximum | consecutive wins (profit in money) | 5 (1350.34) | consecutive losses (loss in money) | 6 (-729.91) | |
| Maximal | consecutive profit (count of wins) | 1350.34 (5) | consecutive loss (count of losses) | -1166.95 (4) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
 0.4Lots StrategyTester.gif)
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2007.10.12 12:00 | buy | 1 | 0.40 | 117.45 | 116.45 | 0.00 | ||
| 2 | 2007.10.15 17:00 | close | 1 | 0.40 | 117.26 | 116.45 | 0.00 | -64.47 | 935.53 |
| 3 | 2007.11.06 05:00 | buy | 2 | 0.40 | 114.67 | 113.67 | 0.00 | ||
| 4 | 2007.11.06 17:00 | close | 2 | 0.40 | 114.51 | 113.67 | 0.00 | -55.89 | 879.64 |
| 5 | 2007.11.19 10:00 | sell | 3 | 0.40 | 110.40 | 111.40 | 0.00 | ||
| 6 | 2007.11.20 12:00 | close | 3 | 0.40 | 110.36 | 111.40 | 0.00 | 12.78 | 892.43 |
| 7 | 2007.11.20 13:00 | sell | 4 | 0.40 | 110.18 | 111.18 | 0.00 | ||
| 8 | 2007.11.21 08:00 | close | 4 | 0.40 | 109.12 | 111.18 | 0.00 | 383.41 | 1275.83 |
| 9 | 2007.11.26 17:00 | sell | 5 | 0.40 | 108.15 | 109.15 | 0.00 | ||
| 10 | 2007.11.26 22:00 | close | 5 | 0.40 | 107.41 | 109.15 | 0.00 | 275.58 | 1551.41 |
| 11 | 2007.11.27 13:00 | sell | 6 | 0.40 | 107.62 | 108.62 | 0.00 | ||
| 12 | 2007.11.27 16:00 | close | 6 | 0.40 | 108.58 | 108.62 | 0.00 | -353.66 | 1197.75 |
| 13 | 2007.12.18 04:00 | buy | 7 | 0.40 | 113.25 | 112.25 | 0.00 | ||
| 14 | 2007.12.19 10:00 | close | 7 | 0.40 | 112.79 | 112.25 | 0.00 | -162.11 | 1035.64 |
| 15 | 2007.12.19 18:00 | buy | 8 | 0.40 | 113.37 | 112.37 | 0.00 | ||
| 16 | 2007.12.20 09:00 | close | 8 | 0.40 | 113.23 | 112.37 | 0.00 | -49.12 | 986.53 |
| 17 | 2007.12.21 10:00 | buy | 9 | 0.40 | 113.39 | 112.39 | 0.00 | ||
| 18 | 2007.12.24 02:00 | close | 9 | 0.40 | 114.06 | 112.39 | 0.00 | 235.30 | 1221.83 |
| 19 | 2007.12.26 20:00 | buy | 10 | 0.40 | 114.24 | 113.24 | 0.00 | ||
| 20 | 2007.12.27 17:00 | close | 10 | 0.40 | 114.01 | 113.24 | 0.00 | -80.35 | 1141.48 |
| 21 | 2008.01.08 22:00 | sell | 11 | 0.40 | 108.90 | 109.90 | 0.00 | ||
| 22 | 2008.01.09 07:00 | close | 11 | 0.40 | 109.60 | 109.90 | 0.00 | -260.62 | 880.86 |
| 23 | 2008.01.10 18:00 | sell | 12 | 0.40 | 109.24 | 110.24 | 0.00 | ||
| 24 | 2008.01.14 13:00 | close | 12 | 0.40 | 107.79 | 110.24 | 0.00 | 534.64 | 1415.50 |
| 25 | 2008.01.17 21:00 | sell | 13 | 0.40 | 106.69 | 107.69 | 0.00 | ||
| 26 | 2008.01.18 10:00 | close | 13 | 0.40 | 107.15 | 107.69 | 0.00 | -173.44 | 1242.07 |
| 27 | 2008.01.18 19:00 | sell | 14 | 0.40 | 106.77 | 107.77 | 0.00 | ||
| 28 | 2008.01.21 13:00 | close | 14 | 0.40 | 106.08 | 107.77 | 0.00 | 258.46 | 1500.53 |
| 29 | 2008.01.23 10:00 | sell | 15 | 0.40 | 106.21 | 107.21 | 0.00 | ||
| 30 | 2008.01.23 15:00 | close | 15 | 0.40 | 105.49 | 107.21 | 0.00 | 273.01 | 1773.54 |
| 31 | 2008.02.01 14:00 | sell | 16 | 0.40 | 105.90 | 106.90 | 0.00 | ||
| 32 | 2008.02.03 22:00 | close | 16 | 0.40 | 106.52 | 106.90 | 0.00 | -232.82 | 1540.72 |
| 33 | 2008.02.20 03:00 | buy | 17 | 0.40 | 108.15 | 107.15 | 0.00 | ||
| 34 | 2008.02.20 08:00 | close | 17 | 0.40 | 107.56 | 107.15 | 0.00 | -219.41 | 1321.31 |
| 35 | 2008.02.20 13:00 | buy | 18 | 0.40 | 107.98 | 106.98 | 0.00 | ||
| 36 | 2008.02.21 16:00 | close | 18 | 0.40 | 107.50 | 106.98 | 0.00 | -178.26 | 1143.05 |
| 37 | 2008.03.06 11:00 | sell | 19 | 0.40 | 103.44 | 104.44 | 0.00 | ||
| 38 | 2008.03.07 01:00 | close | 19 | 0.40 | 102.83 | 104.44 | 0.00 | 235.56 | 1378.61 |
| 39 | 2008.03.12 16:00 | sell | 20 | 0.40 | 102.39 | 103.39 | 0.00 | ||
| 40 | 2008.03.12 23:00 | close | 20 | 0.40 | 101.56 | 103.39 | 0.00 | 326.90 | 1705.51 |
| 41 | 2008.04.23 14:00 | buy | 21 | 0.40 | 103.30 | 102.30 | 0.00 | ||
| 42 | 2008.04.24 18:00 | close | 21 | 0.40 | 104.36 | 102.30 | 0.00 | 406.63 | 2112.15 |
| 43 | 2008.04.30 12:00 | buy | 22 | 0.40 | 104.54 | 103.54 | 0.00 | ||
| 44 | 2008.04.30 22:00 | close | 22 | 0.40 | 103.93 | 103.54 | 0.00 | -234.77 | 1877.38 |
| 45 | 2008.05.01 17:00 | buy | 23 | 0.40 | 104.38 | 103.38 | 0.00 | ||
| 46 | 2008.05.02 08:00 | close | 23 | 0.40 | 104.72 | 103.38 | 0.00 | 130.21 | 2007.59 |
| 47 | 2008.05.07 06:00 | buy | 24 | 0.40 | 104.90 | 103.90 | 0.00 | ||
| 48 | 2008.05.07 14:00 | close | 24 | 0.40 | 105.28 | 103.90 | 0.00 | 144.38 | 2151.97 |
| 49 | 2008.05.15 10:00 | buy | 25 | 0.40 | 105.12 | 104.12 | 0.00 | ||
| 50 | 2008.05.15 14:00 | close | 25 | 0.40 | 104.74 | 104.12 | 0.00 | -145.12 | 2006.85 |
| 51 | 2008.05.19 17:00 | buy | 26 | 0.40 | 104.50 | 103.50 | 0.00 | ||
| 52 | 2008.05.20 04:00 | close | 26 | 0.40 | 104.09 | 103.50 | 0.00 | -157.22 | 1849.63 |
| 53 | 2008.06.03 15:00 | buy | 27 | 0.40 | 105.27 | 104.27 | 0.00 | ||
| 54 | 2008.06.04 12:00 | close | 27 | 0.40 | 104.62 | 104.27 | 0.00 | -247.49 | 1602.14 |
| 55 | 2008.06.04 15:00 | buy | 28 | 0.40 | 105.05 | 104.05 | 0.00 | ||
| 56 | 2008.06.05 16:00 | close | 28 | 0.40 | 105.99 | 104.05 | 0.00 | 355.09 | 1957.24 |
| 57 | 2008.06.09 13:00 | buy | 29 | 0.40 | 105.84 | 104.84 | 0.00 | ||
| 58 | 2008.06.10 02:00 | close | 29 | 0.40 | 106.56 | 104.84 | 0.00 | 270.61 | 2227.85 |
| 59 | 2008.06.12 04:00 | buy | 30 | 0.40 | 107.24 | 106.24 | 0.00 | ||
| 60 | 2008.06.12 16:00 | close | 30 | 0.40 | 107.94 | 106.24 | 0.00 | 259.40 | 2487.25 |
| 61 | 2008.06.17 15:00 | buy | 31 | 0.40 | 108.14 | 107.14 | 0.00 | ||
| 62 | 2008.06.17 16:00 | close | 31 | 0.40 | 108.01 | 107.14 | 0.00 | -48.14 | 2439.11 |
| 63 | 2008.06.18 09:00 | buy | 32 | 0.40 | 108.27 | 107.27 | 0.00 | ||
| 64 | 2008.06.18 17:00 | close | 32 | 0.40 | 107.88 | 107.27 | 0.00 | -144.61 | 2294.50 |
| 65 | 2008.06.19 17:00 | buy | 33 | 0.40 | 107.96 | 106.96 | 0.00 | ||
| 66 | 2008.06.20 08:00 | close | 33 | 0.40 | 107.67 | 106.96 | 0.00 | -107.40 | 2187.11 |
| 67 | 2008.07.08 16:00 | buy | 34 | 0.40 | 107.34 | 106.34 | 0.00 | ||
| 68 | 2008.07.09 17:00 | close | 34 | 0.40 | 107.11 | 106.34 | 0.00 | -84.86 | 2102.25 |
| 69 | 2008.07.10 12:00 | buy | 35 | 0.40 | 107.29 | 106.29 | 0.00 | ||
| 70 | 2008.07.10 16:00 | close | 35 | 0.40 | 107.01 | 106.29 | 0.00 | -104.66 | 1997.59 |
| 71 | 2008.07.11 06:00 | buy | 36 | 0.40 | 107.20 | 106.20 | 0.00 | ||
| 72 | 2008.07.11 12:00 | close | 36 | 0.40 | 106.56 | 106.20 | 0.00 | -240.24 | 1757.35 |
| 73 | 2008.07.29 12:00 | buy | 37 | 0.40 | 107.82 | 106.82 | 0.00 | ||
| 74 | 2008.07.29 19:00 | close | 37 | 0.40 | 108.07 | 106.82 | 0.00 | 92.53 | 1849.88 |
| 75 | 2008.07.31 08:00 | buy | 38 | 0.40 | 108.11 | 107.11 | 0.00 | ||
| 76 | 2008.07.31 14:00 | close | 38 | 0.40 | 107.87 | 107.11 | 0.00 | -89.00 | 1760.88 |
| 77 | 2008.07.31 16:00 | buy | 39 | 0.40 | 108.08 | 107.08 | 0.00 | ||
| 78 | 2008.07.31 17:00 | close | 39 | 0.40 | 107.95 | 107.08 | 0.00 | -48.17 | 1712.71 |
| 79 | 2008.08.04 08:00 | buy | 40 | 0.40 | 107.78 | 106.78 | 0.00 | ||
| 80 | 2008.08.05 11:00 | close | 40 | 0.40 | 107.86 | 106.78 | 0.00 | 30.01 | 1742.72 |
| 81 | 2008.08.05 16:00 | buy | 41 | 0.40 | 108.21 | 107.21 | 0.00 | ||
| 82 | 2008.08.06 11:00 | close | 41 | 0.40 | 108.59 | 107.21 | 0.00 | 141.01 | 1883.73 |
| 83 | 2008.08.11 16:00 | buy | 42 | 0.40 | 110.06 | 109.06 | 0.00 | ||
| 84 | 2008.08.12 14:00 | close | 42 | 0.40 | 109.82 | 109.06 | 0.00 | -87.08 | 1796.65 |
| 85 | 2008.08.13 21:00 | buy | 43 | 0.40 | 109.51 | 108.51 | 0.00 | ||
| 86 | 2008.08.15 12:00 | close | 43 | 0.40 | 110.35 | 108.51 | 0.00 | 305.18 | 2101.83 |
| 87 | 2008.08.20 08:00 | buy | 44 | 0.40 | 110.13 | 109.13 | 0.00 | ||
| 88 | 2008.08.20 20:00 | close | 44 | 0.40 | 109.77 | 109.13 | 0.00 | -131.18 | 1970.65 |
| 89 | 2008.09.09 02:00 | sell | 45 | 0.40 | 107.54 | 108.54 | 0.00 | ||
| 90 | 2008.09.10 16:00 | close | 45 | 0.40 | 107.87 | 108.54 | 0.00 | -127.52 | 1843.13 |
| 91 | 2008.09.11 06:00 | sell | 46 | 0.40 | 107.32 | 108.32 | 0.00 | ||
| 92 | 2008.09.11 15:00 | close | 46 | 0.40 | 106.49 | 108.32 | 0.00 | 311.77 | 2154.90 |
| 93 | 2008.09.14 23:00 | sell | 47 | 0.40 | 106.28 | 107.28 | 0.00 | ||
| 94 | 2008.09.15 05:00 | close | 47 | 0.40 | 105.89 | 107.28 | 0.00 | 145.60 | 2300.50 |
| 95 | 2008.09.17 16:00 | sell | 48 | 0.40 | 104.66 | 105.66 | 0.00 | ||
| 96 | 2008.09.18 19:44 | s/l | 48 | 0.40 | 105.66 | 105.66 | 0.00 | -380.29 | 1920.21 |
| 97 | 2008.10.02 05:00 | sell | 49 | 0.40 | 105.79 | 106.79 | 0.00 | ||
| 98 | 2008.10.03 16:00 | close | 49 | 0.40 | 105.80 | 106.79 | 0.00 | -5.50 | 1914.71 |
| 99 | 2008.10.05 21:00 | sell | 50 | 0.40 | 104.91 | 105.91 | 0.00 | ||
| 100 | 2008.10.06 07:00 | close | 50 | 0.40 | 103.54 | 105.91 | 0.00 | 527.54 | 2442.26 |
| 101 | 2008.10.09 20:00 | sell | 51 | 0.40 | 99.87 | 100.87 | 0.00 | ||
| 102 | 2008.10.12 21:00 | close | 51 | 0.40 | 100.73 | 100.87 | 0.00 | -343.23 | 2099.03 |
| 103 | 2008.10.15 01:00 | sell | 52 | 0.40 | 101.20 | 102.20 | 0.00 | ||
| 104 | 2008.10.16 01:00 | close | 52 | 0.40 | 100.00 | 102.20 | 0.00 | 478.28 | 2577.31 |
| 105 | 2008.11.10 19:00 | sell | 53 | 0.40 | 98.01 | 99.01 | 0.00 | ||
| 106 | 2008.11.12 18:00 | close | 53 | 0.40 | 95.92 | 99.01 | 0.00 | 864.69 | 3442.00 |
| 107 | 2008.11.17 00:00 | sell | 54 | 0.40 | 96.21 | 97.21 | 0.00 | ||
| 108 | 2008.11.17 02:00 | close | 54 | 0.40 | 97.03 | 97.21 | 0.00 | -338.04 | 3103.96 |
| 109 | 2008.11.17 12:00 | sell | 55 | 0.40 | 96.46 | 97.46 | 0.00 | ||
| 110 | 2008.11.17 19:00 | close | 55 | 0.40 | 97.06 | 97.46 | 0.00 | -247.27 | 2856.69 |
| 111 | 2008.11.17 21:00 | sell | 56 | 0.40 | 96.41 | 97.41 | 0.00 | ||
| 112 | 2008.11.18 15:49 | s/l | 56 | 0.40 | 97.41 | 97.41 | 0.00 | -412.36 | 2444.33 |
| 113 | 2008.11.19 04:00 | sell | 57 | 0.40 | 96.47 | 97.47 | 0.00 | ||
| 114 | 2008.11.19 11:00 | close | 57 | 0.40 | 96.88 | 97.47 | 0.00 | -169.28 | 2275.05 |
| 115 | 2008.11.19 19:00 | sell | 58 | 0.40 | 96.39 | 97.39 | 0.00 | ||
| 116 | 2008.11.19 23:00 | close | 58 | 0.40 | 95.77 | 97.39 | 0.00 | 258.95 | 2534.00 |
| 117 | 2008.11.25 15:00 | sell | 59 | 0.40 | 95.53 | 96.53 | 0.00 | ||
| 118 | 2008.11.26 21:00 | close | 59 | 0.40 | 95.60 | 96.53 | 0.00 | -34.44 | 2499.56 |
| 119 | 2008.11.27 03:00 | sell | 60 | 0.40 | 95.18 | 96.18 | 0.00 | ||
| 120 | 2008.11.27 16:00 | close | 60 | 0.40 | 95.58 | 96.18 | 0.00 | -167.40 | 2332.16 |
| 121 | 2008.11.28 04:00 | sell | 61 | 0.40 | 95.26 | 96.26 | 0.00 | ||
| 122 | 2008.11.28 15:00 | close | 61 | 0.40 | 95.51 | 96.26 | 0.00 | -104.70 | 2227.46 |
| 123 | 2008.11.28 16:00 | sell | 62 | 0.40 | 95.17 | 96.17 | 0.00 | ||
| 124 | 2008.11.28 17:00 | close | 62 | 0.40 | 95.46 | 96.17 | 0.00 | -121.52 | 2105.94 |
| 125 | 2008.12.01 05:00 | sell | 63 | 0.40 | 95.33 | 96.33 | 0.00 | ||
| 126 | 2008.12.02 01:00 | close | 63 | 0.40 | 93.65 | 96.33 | 0.00 | 715.85 | 2821.79 |
| 127 | 2008.12.04 05:00 | sell | 64 | 0.40 | 93.09 | 94.09 | 0.00 | ||
| 128 | 2008.12.05 21:00 | close | 64 | 0.40 | 92.99 | 94.09 | 0.00 | 41.30 | 2863.09 |
| 129 | 2008.12.09 03:00 | sell | 65 | 0.40 | 92.77 | 93.77 | 0.00 | ||
| 130 | 2008.12.10 07:00 | close | 65 | 0.40 | 92.88 | 93.77 | 0.00 | -52.52 | 2810.57 |
| 131 | 2008.12.10 09:00 | sell | 66 | 0.40 | 92.49 | 93.49 | 0.00 | ||
| 132 | 2008.12.10 10:00 | close | 66 | 0.40 | 92.56 | 93.49 | 0.00 | -30.25 | 2780.32 |
| 133 | 2008.12.11 04:00 | sell | 67 | 0.40 | 92.45 | 93.45 | 0.00 | ||
| 134 | 2008.12.11 15:00 | close | 67 | 0.40 | 91.51 | 93.45 | 0.00 | 410.88 | 3191.20 |
| 135 | 2009.01.14 14:00 | sell | 68 | 0.40 | 89.14 | 90.14 | 0.00 | ||
| 136 | 2009.01.15 16:00 | close | 68 | 0.40 | 89.71 | 90.14 | 0.00 | -255.87 | 2935.33 |
| 137 | 2009.01.19 16:00 | sell | 69 | 0.40 | 90.40 | 91.40 | 0.00 | ||
| 138 | 2009.01.19 20:00 | close | 69 | 0.40 | 90.66 | 91.40 | 0.00 | -114.71 | 2820.62 |
| 139 | 2009.01.27 17:00 | sell | 70 | 0.40 | 89.01 | 90.01 | 0.00 | ||
| 140 | 2009.01.28 09:00 | close | 70 | 0.40 | 89.20 | 90.01 | 0.00 | -90.35 | 2730.26 |
| 141 | 2009.02.05 06:00 | sell | 71 | 0.40 | 89.28 | 90.28 | 0.00 | ||
| 142 | 2009.02.05 08:00 | close | 71 | 0.40 | 89.49 | 90.28 | 0.00 | -93.87 | 2636.39 |
| 143 | 2009.02.12 17:00 | buy | 72 | 0.40 | 90.53 | 89.53 | 0.00 | ||
| 144 | 2009.02.13 11:00 | close | 72 | 0.40 | 91.50 | 89.53 | 0.00 | 424.38 | 3060.78 |
| 145 | 2009.02.23 11:00 | buy | 73 | 0.40 | 94.81 | 93.81 | 0.00 | ||
| 146 | 2009.02.23 14:00 | close | 73 | 0.40 | 94.69 | 93.81 | 0.00 | -50.69 | 3010.09 |
| 147 | 2009.03.03 07:00 | buy | 74 | 0.40 | 97.59 | 96.59 | 0.00 | ||
| 148 | 2009.03.04 18:00 | close | 74 | 0.40 | 99.23 | 96.59 | 0.00 | 662.12 | 3672.21 |
| 149 | 2009.03.08 23:00 | buy | 75 | 0.40 | 98.27 | 97.27 | 0.00 | ||
| 150 | 2009.03.10 10:00 | close | 75 | 0.40 | 98.38 | 97.27 | 0.00 | 45.41 | 3717.61 |
| 151 | 2009.03.10 22:00 | buy | 76 | 0.40 | 98.72 | 97.72 | 0.00 | ||
| 152 | 2009.03.11 04:00 | close | 76 | 0.40 | 98.56 | 97.72 | 0.00 | -63.91 | 3653.71 |
| 153 | 2009.03.25 13:00 | buy | 77 | 0.40 | 97.87 | 96.87 | 0.00 | ||
| 154 | 2009.03.25 14:00 | close | 77 | 0.40 | 97.17 | 96.87 | 0.00 | -288.15 | 3365.56 |
| 155 | 2009.03.26 04:00 | buy | 78 | 0.40 | 97.79 | 96.79 | 0.00 | ||
| 156 | 2009.03.27 09:00 | close | 78 | 0.40 | 98.13 | 96.79 | 0.00 | 138.93 | 3504.49 |
| 157 | 2009.03.31 01:00 | buy | 79 | 0.40 | 97.97 | 96.97 | 0.00 | ||
| 158 | 2009.03.31 18:00 | close | 79 | 0.40 | 98.96 | 96.97 | 0.00 | 400.16 | 3904.65 |
| 159 | 2009.04.02 04:00 | buy | 80 | 0.40 | 98.72 | 97.72 | 0.00 | ||
| 160 | 2009.04.02 12:00 | close | 80 | 0.40 | 99.47 | 97.72 | 0.00 | 301.60 | 4206.25 |
| 161 | 2009.04.09 10:00 | buy | 81 | 0.40 | 100.14 | 99.14 | 0.00 | ||
| 162 | 2009.04.12 21:00 | close | 81 | 0.40 | 100.34 | 99.14 | 0.00 | 80.07 | 4286.32 |
| 163 | 2009.04.12 22:00 | buy | 82 | 0.40 | 100.41 | 99.41 | 0.00 | ||
| 164 | 2009.04.13 16:00 | close | 82 | 0.40 | 100.12 | 99.41 | 0.00 | -115.52 | 4170.81 |
| 165 | 2009.05.15 08:00 | sell | 83 | 0.40 | 95.32 | 96.32 | 0.00 | ||
| 166 | 2009.05.15 12:00 | close | 83 | 0.40 | 95.10 | 96.32 | 0.00 | 92.53 | 4263.34 |
| 167 | 2009.05.19 22:00 | sell | 84 | 0.40 | 95.99 | 96.99 | 0.00 | ||
| 168 | 2009.05.20 00:00 | close | 84 | 0.40 | 96.22 | 96.99 | 0.00 | -100.76 | 4162.57 |
| 169 | 2009.05.20 01:00 | sell | 85 | 0.40 | 95.84 | 96.84 | 0.00 | ||
| 170 | 2009.05.20 21:00 | close | 85 | 0.40 | 94.88 | 96.84 | 0.00 | 404.72 | 4567.29 |
| 171 | 2009.05.26 04:00 | sell | 86 | 0.40 | 94.62 | 95.62 | 0.00 | ||
| 172 | 2009.05.26 11:00 | close | 86 | 0.40 | 95.00 | 95.62 | 0.00 | -160.00 | 4407.29 |
| 173 | 2009.06.10 13:00 | buy | 87 | 0.40 | 98.00 | 97.00 | 0.00 | ||
| 174 | 2009.06.10 19:00 | close | 87 | 0.40 | 98.21 | 97.00 | 0.00 | 85.53 | 4492.82 |
| 175 | 2009.06.11 12:00 | buy | 88 | 0.40 | 98.24 | 97.24 | 0.00 | ||
| 176 | 2009.06.11 17:00 | close | 88 | 0.40 | 97.85 | 97.24 | 0.00 | -159.43 | 4333.39 |
| 177 | 2009.06.12 08:00 | buy | 89 | 0.40 | 98.04 | 97.04 | 0.00 | ||
| 178 | 2009.06.15 14:00 | close | 89 | 0.40 | 97.94 | 97.04 | 0.00 | -40.50 | 4292.90 |
| 179 | 2009.06.26 01:00 | sell | 90 | 0.40 | 95.75 | 96.75 | 0.00 | ||
| 180 | 2009.06.26 18:00 | close | 90 | 0.40 | 95.16 | 96.75 | 0.00 | 248.00 | 4540.90 |
| 181 | 2009.06.30 09:00 | sell | 91 | 0.40 | 95.45 | 96.45 | 0.00 | ||
| 182 | 2009.06.30 10:00 | close | 91 | 0.40 | 95.80 | 96.45 | 0.00 | -146.14 | 4394.76 |
| 183 | 2009.08.04 17:00 | buy | 92 | 0.40 | 95.41 | 94.41 | 0.00 | ||
| 184 | 2009.08.05 06:00 | close | 92 | 0.40 | 94.88 | 94.41 | 0.00 | -222.41 | 4172.35 |
| 185 | 2009.08.05 11:00 | buy | 93 | 0.40 | 95.37 | 94.37 | 0.00 | ||
| 186 | 2009.08.05 16:00 | close | 93 | 0.40 | 94.97 | 94.37 | 0.00 | -168.47 | 4003.88 |
| 187 | 2009.08.06 07:00 | buy | 94 | 0.40 | 95.16 | 94.16 | 0.00 | ||
| 188 | 2009.08.06 12:00 | close | 94 | 0.40 | 95.53 | 94.16 | 0.00 | 154.93 | 4158.81 |
| 189 | 2009.08.07 13:00 | buy | 95 | 0.40 | 96.47 | 95.47 | 0.00 | ||
| 190 | 2009.08.10 00:00 | close | 95 | 0.40 | 97.34 | 95.47 | 0.00 | 357.85 | 4516.66 |
| 191 | 2009.08.12 20:00 | buy | 96 | 0.40 | 96.06 | 95.06 | 0.00 | ||
| 192 | 2009.08.13 04:00 | close | 96 | 0.40 | 95.86 | 95.06 | 0.00 | -83.12 | 4433.54 |
| 193 | 2009.08.13 07:00 | buy | 97 | 0.40 | 96.18 | 95.18 | 0.00 | ||
| 194 | 2009.08.13 14:00 | close | 97 | 0.40 | 95.36 | 95.18 | 0.00 | -343.96 | 4089.58 |
| 195 | 2009.08.27 01:00 | sell | 98 | 0.40 | 93.92 | 94.92 | 0.00 | ||
| 196 | 2009.08.28 08:00 | close | 98 | 0.40 | 93.92 | 94.92 | 0.00 | -1.72 | 4087.87 |
| 197 | 2009.08.28 15:00 | sell | 99 | 0.40 | 93.47 | 94.47 | 0.00 | ||
| 198 | 2009.08.31 06:00 | close | 99 | 0.40 | 92.83 | 94.47 | 0.00 | 274.05 | 4361.92 |
| 199 | 2009.09.01 18:00 | sell | 100 | 0.40 | 93.05 | 94.05 | 0.00 | ||
| 200 | 2009.09.02 18:00 | close | 100 | 0.40 | 92.28 | 94.05 | 0.00 | 328.62 | 4690.53 |
| 201 | 2009.09.08 01:00 | sell | 101 | 0.40 | 92.90 | 93.90 | 0.00 | ||
| 202 | 2009.09.08 14:00 | close | 101 | 0.40 | 92.24 | 93.90 | 0.00 | 286.21 | 4976.74 |
| 203 | 2009.09.09 12:00 | sell | 102 | 0.40 | 92.36 | 93.36 | 0.00 | ||
| 204 | 2009.09.09 16:00 | close | 102 | 0.40 | 91.88 | 93.36 | 0.00 | 208.97 | 5185.71 |
| 205 | 2009.09.16 01:00 | sell | 103 | 0.40 | 90.87 | 91.87 | 0.00 | ||
| 206 | 2009.09.16 10:00 | close | 103 | 0.40 | 90.30 | 91.87 | 0.00 | 252.49 | 5438.20 |
| 207 | 2009.09.17 10:00 | sell | 104 | 0.40 | 90.68 | 91.68 | 0.00 | ||
| 208 | 2009.09.17 12:00 | close | 104 | 0.40 | 91.26 | 91.68 | 0.00 | -254.22 | 5183.98 |
| 209 | 2009.09.25 02:00 | sell | 105 | 0.40 | 90.67 | 91.67 | 0.00 | ||
| 210 | 2009.09.25 12:00 | close | 105 | 0.40 | 90.33 | 91.67 | 0.00 | 150.56 | 5334.54 |
| 211 | 2009.09.30 05:00 | sell | 106 | 0.40 | 89.69 | 90.69 | 0.00 | ||
| 212 | 2009.10.01 04:00 | close | 106 | 0.40 | 90.00 | 90.69 | 0.00 | -139.50 | 5195.05 |
| 213 | 2009.10.01 15:00 | sell | 107 | 0.40 | 89.60 | 90.60 | 0.00 | ||
| 214 | 2009.10.02 15:00 | close | 107 | 0.40 | 89.23 | 90.60 | 0.00 | 164.14 | 5359.19 |
| 215 | 2009.10.05 19:00 | sell | 108 | 0.40 | 89.51 | 90.51 | 0.00 | ||
| 216 | 2009.10.06 03:00 | close | 108 | 0.40 | 89.15 | 90.51 | 0.00 | 159.81 | 5519.00 |
| 217 | 2009.10.27 13:00 | buy | 109 | 0.40 | 92.08 | 91.08 | 0.00 | ||
| 218 | 2009.10.27 18:00 | close | 109 | 0.40 | 91.81 | 91.08 | 0.00 | -117.63 | 5401.37 |
| 219 | 2009.11.12 04:00 | sell | 110 | 0.40 | 89.74 | 90.74 | 0.00 | ||
| 220 | 2009.11.12 07:00 | close | 110 | 0.40 | 89.88 | 90.74 | 0.00 | -62.31 | 5339.06 |
| 221 | 2009.11.12 09:00 | sell | 111 | 0.40 | 89.75 | 90.75 | 0.00 | ||
| 222 | 2009.11.12 13:00 | close | 111 | 0.40 | 89.99 | 90.75 | 0.00 | -106.68 | 5232.38 |
| 223 | 2009.11.13 11:00 | sell | 112 | 0.40 | 89.80 | 90.80 | 0.00 | ||
| 224 | 2009.11.16 21:00 | close | 112 | 0.40 | 89.11 | 90.80 | 0.00 | 308.01 | 5540.39 |
| 225 | 2009.11.18 06:00 | sell | 113 | 0.40 | 89.15 | 90.15 | 0.00 | ||
| 226 | 2009.11.18 17:00 | close | 113 | 0.40 | 89.37 | 90.15 | 0.00 | -98.47 | 5441.92 |
| 227 | 2009.11.19 04:00 | sell | 114 | 0.40 | 89.10 | 90.10 | 0.00 | ||
| 228 | 2009.11.19 16:00 | close | 114 | 0.40 | 88.80 | 90.10 | 0.00 | 135.14 | 5577.06 |
| 229 | 2009.11.22 23:25 | sell | 115 | 0.40 | 88.92 | 89.92 | 0.00 | ||
| 230 | 2009.11.23 17:00 | close | 115 | 0.40 | 89.14 | 89.92 | 0.00 | -100.44 | 5476.62 |
| 231 | 2009.11.24 03:00 | sell | 116 | 0.40 | 88.88 | 89.88 | 0.00 | ||
| 232 | 2009.11.24 15:00 | close | 116 | 0.40 | 88.51 | 89.88 | 0.00 | 167.21 | 5643.83 |
| 233 | 2009.11.30 06:00 | sell | 117 | 0.40 | 86.21 | 87.21 | 0.00 | ||
| 234 | 2009.12.01 03:00 | close | 117 | 0.40 | 87.08 | 87.21 | 0.00 | -401.35 | 5242.49 |
| 235 | 2009.12.18 10:00 | buy | 118 | 0.40 | 90.21 | 89.21 | 0.00 | ||
| 236 | 2009.12.22 00:00 | close | 118 | 0.40 | 91.07 | 89.21 | 0.00 | 378.42 | 5620.90 |
| 237 | 2009.12.24 17:00 | buy | 119 | 0.40 | 91.69 | 90.69 | 0.00 | ||
| 238 | 2009.12.25 02:00 | close | 119 | 0.40 | 91.39 | 90.69 | 0.00 | -130.97 | 5489.94 |
| 239 | 2009.12.27 23:00 | buy | 120 | 0.40 | 91.57 | 90.57 | 0.00 | ||
| 240 | 2009.12.28 00:00 | close | 120 | 0.40 | 91.45 | 90.57 | 0.00 | -52.15 | 5437.79 |
| 241 | 2009.12.28 01:00 | buy | 121 | 0.40 | 91.65 | 90.65 | 0.00 | ||
| 242 | 2009.12.28 10:00 | close | 121 | 0.40 | 91.49 | 90.65 | 0.00 | -69.95 | 5367.84 |
| 243 | 2009.12.28 11:00 | buy | 122 | 0.40 | 91.55 | 90.55 | 0.00 | ||
| 244 | 2009.12.28 12:00 | close | 122 | 0.40 | 91.52 | 90.55 | 0.00 | -13.11 | 5354.73 |
| 245 | 2009.12.28 14:00 | buy | 123 | 0.40 | 91.54 | 90.54 | 0.00 | ||
| 246 | 2009.12.29 19:00 | close | 123 | 0.40 | 91.86 | 90.54 | 0.00 | 139.68 | 5494.41 |
| 247 | 2010.01.06 09:00 | buy | 124 | 0.40 | 92.08 | 91.08 | 0.00 | ||
| 248 | 2010.01.07 14:00 | close | 124 | 0.40 | 93.05 | 91.08 | 0.00 | 417.32 | 5911.74 |
| 249 | 2010.01.25 16:00 | sell | 125 | 0.40 | 90.12 | 91.12 | 0.00 | ||
| 250 | 2010.01.25 18:00 | close | 125 | 0.40 | 90.24 | 91.12 | 0.00 | -53.19 | 5858.55 |
| 251 | 2010.01.26 05:00 | sell | 126 | 0.40 | 89.85 | 90.85 | 0.00 | ||
| 252 | 2010.01.27 05:00 | close | 126 | 0.40 | 89.26 | 90.85 | 0.00 | 259.25 | 6117.79 |
| 253 | 2010.01.28 20:00 | sell | 127 | 0.40 | 89.90 | 90.90 | 0.00 | ||
| 254 | 2010.01.29 08:00 | close | 127 | 0.40 | 90.19 | 90.90 | 0.00 | -130.34 | 5987.46 |
| 255 | 2010.02.11 14:00 | sell | 128 | 0.40 | 89.75 | 90.75 | 0.00 | ||
| 256 | 2010.02.12 09:00 | close | 128 | 0.40 | 90.18 | 90.75 | 0.00 | -192.45 | 5795.01 |
| 257 | 2010.03.16 18:00 | buy | 129 | 0.40 | 90.58 | 89.58 | 0.00 | ||
| 258 | 2010.03.16 19:00 | close | 129 | 0.40 | 90.25 | 89.58 | 0.00 | -146.26 | 5648.75 |
| 259 | 2010.03.17 07:00 | buy | 130 | 0.40 | 90.57 | 89.57 | 0.00 | ||
| 260 | 2010.03.17 18:00 | close | 130 | 0.40 | 90.13 | 89.57 | 0.00 | -195.27 | 5453.48 |
| 261 | 2010.03.30 13:00 | buy | 131 | 0.40 | 92.60 | 91.60 | 0.00 | ||
| 262 | 2010.03.31 06:00 | close | 131 | 0.40 | 93.25 | 91.60 | 0.00 | 279.85 | 5733.33 |
| 263 | 2010.04.22 17:00 | buy | 132 | 0.40 | 93.25 | 92.25 | 0.00 | ||
| 264 | 2010.04.23 18:00 | close | 132 | 0.40 | 94.09 | 92.25 | 0.00 | 357.44 | 6090.77 |
| 265 | 2010.04.28 12:00 | buy | 133 | 0.40 | 93.81 | 92.81 | 0.00 | ||
| 266 | 2010.04.30 20:00 | close | 133 | 0.40 | 93.92 | 92.81 | 0.00 | 47.54 | 6138.31 |
| 267 | 2010.05.03 12:00 | buy | 134 | 0.40 | 94.24 | 93.24 | 0.00 | ||
| 268 | 2010.05.03 19:00 | close | 134 | 0.40 | 94.57 | 93.24 | 0.00 | 139.58 | 6277.89 |
| 269 | 2010.05.04 23:00 | buy | 135 | 0.40 | 94.71 | 93.71 | 0.00 | ||
| 270 | 2010.05.05 15:00 | close | 135 | 0.40 | 94.37 | 93.71 | 0.00 | -143.08 | 6134.81 |
| 271 | 2010.05.13 13:00 | sell | 136 | 0.40 | 92.79 | 93.79 | 0.00 | ||
| 272 | 2010.05.17 20:00 | close | 136 | 0.40 | 92.52 | 93.79 | 0.00 | 113.29 | 6248.10 |
| 273 | 2010.05.18 19:00 | sell | 137 | 0.40 | 92.29 | 93.29 | 0.00 | ||
| 274 | 2010.05.19 02:00 | close | 137 | 0.40 | 91.77 | 93.29 | 0.00 | 221.50 | 6469.60 |
| 275 | 2010.05.25 03:00 | sell | 138 | 0.40 | 90.10 | 91.10 | 0.00 | ||
| 276 | 2010.05.25 22:00 | close | 138 | 0.40 | 90.31 | 91.10 | 0.00 | -93.01 | 6376.59 |
| 277 | 2010.05.26 21:00 | sell | 139 | 0.40 | 89.91 | 90.91 | 0.00 | ||
| 278 | 2010.05.27 07:00 | close | 139 | 0.40 | 90.34 | 90.91 | 0.00 | -192.11 | 6184.48 |
| 279 | 2010.06.09 19:00 | sell | 140 | 0.40 | 91.12 | 92.12 | 0.00 | ||
| 280 | 2010.06.10 23:00 | close | 140 | 0.40 | 91.33 | 92.12 | 0.00 | -93.69 | 6090.79 |
| 281 | 2010.06.14 20:00 | sell | 141 | 0.40 | 91.45 | 92.45 | 0.00 | ||
| 282 | 2010.06.15 08:00 | close | 141 | 0.40 | 91.19 | 92.45 | 0.00 | 112.33 | 6203.13 |
| 283 | 2010.06.16 14:00 | sell | 142 | 0.40 | 91.34 | 92.34 | 0.00 | ||
| 284 | 2010.06.17 16:00 | close | 142 | 0.40 | 90.92 | 92.34 | 0.00 | 183.06 | 6386.19 |
| 285 | 2010.06.22 06:00 | sell | 143 | 0.40 | 90.81 | 91.81 | 0.00 | ||
| 286 | 2010.06.22 21:00 | close | 143 | 0.40 | 90.56 | 91.81 | 0.00 | 110.42 | 6496.61 |
| 287 | 2010.07.05 12:00 | sell | 144 | 0.40 | 87.74 | 88.74 | 0.00 | ||
| 288 | 2010.07.06 09:00 | close | 144 | 0.40 | 87.89 | 88.74 | 0.00 | -69.99 | 6426.62 |
| 289 | 2010.07.06 15:00 | sell | 145 | 0.40 | 87.41 | 88.41 | 0.00 | ||
| 290 | 2010.07.07 10:00 | close | 145 | 0.40 | 87.16 | 88.41 | 0.00 | 109.58 | 6536.20 |
| 291 | 2010.07.19 15:00 | sell | 146 | 0.40 | 86.66 | 87.66 | 0.00 | ||
| 292 | 2010.07.20 03:00 | close | 146 | 0.40 | 86.99 | 87.66 | 0.00 | -153.46 | 6382.74 |
| 293 | 2010.07.21 12:00 | sell | 147 | 0.40 | 87.00 | 88.00 | 0.00 | ||
| 294 | 2010.07.21 13:00 | close | 147 | 0.40 | 87.20 | 88.00 | 0.00 | -91.74 | 6291.00 |
| 295 | 2010.07.21 14:00 | sell | 148 | 0.40 | 87.06 | 88.06 | 0.00 | ||
| 296 | 2010.07.21 15:00 | close | 148 | 0.40 | 87.17 | 88.06 | 0.00 | -50.48 | 6240.52 |
| 297 | 2010.07.21 20:00 | sell | 149 | 0.40 | 87.03 | 88.03 | 0.00 | ||
| 298 | 2010.07.22 07:00 | close | 149 | 0.40 | 86.49 | 88.03 | 0.00 | 248.02 | 6488.54 |
| 299 | 2010.09.02 14:00 | sell | 150 | 0.40 | 84.31 | 85.31 | 0.00 | ||
| 300 | 2010.09.03 10:00 | close | 150 | 0.40 | 84.48 | 85.31 | 0.00 | -82.21 | 6406.33 |
| 301 | 2010.09.09 05:00 | sell | 151 | 0.40 | 83.75 | 84.75 | 0.00 | ||
| 302 | 2010.09.09 19:00 | close | 151 | 0.40 | 83.89 | 84.75 | 0.00 | -66.75 | 6339.58 |
| 303 | 2010.09.13 09:00 | sell | 152 | 0.40 | 83.95 | 84.95 | 0.00 | ||
| 304 | 2010.09.13 17:00 | close | 152 | 0.40 | 83.68 | 84.95 | 0.00 | 129.06 | 6468.64 |
| 305 | 2010.09.24 12:00 | sell | 153 | 0.40 | 84.37 | 85.37 | 0.00 | ||
| 306 | 2010.09.28 19:00 | close | 153 | 0.40 | 83.94 | 85.37 | 0.00 | 201.47 | 6670.12 |