Strategy Tester Report
Fx Splitter 5.2.0
Alpari-ECN-Live (Build 625)

SymbolNZDCAD (New Zealand Dollar vs Canadian Dollar)
Period1 Hour (H1) 2010.01.01 00:03 - 2014.04.08 23:59 (2010.01.01 - 2014.04.06)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersFlags="--- Flags "; Flag_Stop=false; BaseLots="--- Base Lots "; LotSize=0.01; AutoMM=true; AutoMMEquity=10000; BE="--- BreakEven "; CloseBE_AutoLevel=0; BEpips=2; Muti="--- MultiCurrency"; MaxDD_Stop=5; MaxDD_Release=2; Logic="--- Logic "; SetName="NZDCAD London w6"; MinTimeHour=5; OffSetHour=0; PeriodMA=20; Threshold=2; TakeProfit=315; TakeProfitPerLot=105; LotMult=1.7; NLevelsMax=10; SLpips=0; TPpips=78; CloseType=4; NLevelsSwitch=7; Delay=3; MinDistPips=32; Trend="--- Trend parameters "; UseTrend=true; TrendType=2; TrendPeriod=22; TrendLevel=36; NLevelsTrend=8; PeriodTrendMA=56; MinTimeFact=2; MinDistFact=1; BetterPriceOnly=true; Session="--- Time for the first order "; UseTime=true; HourStartGMT=7; HourEndGMT=13; HourEndFridayGMT=13; GMTOffset=2; Xmas_="--- Xmas holidays: "; December_End=20; January_Start=10; Misc="--- Misc "; Magic=4622; slip=1; comment_color=Gold; box_color=Black; Comments="London";
Bars in test26652Ticks modelled54538044Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread70
Total net profit4410.90Gross profit9161.73Gross loss-4750.83
Profit factor1.93Expected payoff7.25
Absolute drawdown1751.64Maximal drawdown2309.49 (17.89%)Relative drawdown19.69% (2021.90)
Total trades608Short positions (won %)334 (64.67%)Long positions (won %)274 (74.45%)
Profit trades (% of total)420 (69.08%)Loss trades (% of total)188 (30.92%)
Largestprofit trade676.38loss trade-170.32
Averageprofit trade21.81loss trade-25.27
Maximumconsecutive wins (profit in money)29 (191.19)consecutive losses (loss in money)8 (-720.98)
Maximalconsecutive profit (count of wins)966.25 (4)consecutive loss (count of losses)-720.98 (8)
Averageconsecutive wins7consecutive losses3
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12010.01.11 11:00sell10.010.759150.000000.00000
22010.01.11 11:00modify10.010.759150.000000.75135
32010.01.11 21:00sell20.010.766040.000000.00000
42010.01.11 21:00modify20.010.766040.000000.75824
52010.01.13 08:00sell30.020.769260.000000.00000
62010.01.13 08:00modify30.020.769260.000000.76146
72010.01.14 00:55t/p30.020.761460.000000.7614614.5510014.55
82010.01.15 03:05t/p20.010.758240.000000.758247.2710021.82
92010.01.20 08:00close10.010.754360.000000.751354.4410026.26
102010.01.21 09:00sell40.010.754060.000000.00000
112010.01.21 09:00modify40.010.754060.000000.74626
122010.01.21 19:00close40.010.748800.000000.746264.8810031.14
132010.01.22 10:00sell50.010.750660.000000.00000
142010.01.22 10:00modify50.010.750660.000000.74286
152010.01.25 06:00sell60.010.755400.000000.00000
162010.01.25 06:00modify60.010.755400.000000.74760
172010.02.02 12:30t/p60.010.747600.000000.747607.2710038.41
182010.02.03 13:00sell70.010.754220.000000.00000
192010.02.03 13:00modify70.010.754220.000000.74642
202010.02.03 23:45t/p70.010.746420.000000.746427.2710045.68
212010.02.04 00:23t/p50.010.742860.000000.742867.2710052.95
222010.02.05 10:00buy80.010.738340.000000.00000
232010.02.05 10:00modify80.010.738340.000000.74614
242010.02.05 20:00buy90.010.734040.000000.00000
252010.02.05 20:00modify90.010.734040.000000.74184
262010.02.09 18:51t/p90.010.741840.000000.741847.2810060.23
272010.02.10 03:00close80.010.742570.000000.746143.9110064.14
282010.02.10 13:00buy100.010.740580.000000.00000
292010.02.10 13:00modify100.010.740580.000000.74838
302010.02.10 23:00buy110.010.737090.000000.00000
312010.02.10 23:00modify110.010.737090.000000.74489
322010.02.12 00:00buy120.020.733620.000000.00000
332010.02.12 00:00modify120.020.733620.000000.74142
342010.02.12 15:00buy130.040.729440.000000.00000
352010.02.12 15:00modify130.040.729440.000000.73724
362010.02.16 07:41close130.040.737130.000000.7372428.6910092.83
372010.02.16 07:41close120.020.737130.000000.741426.4710099.30
382010.02.16 07:41close110.010.737130.000000.74489-0.0310099.27
392010.02.16 07:41close100.010.737130.000000.74838-3.3210095.95
402010.02.16 12:00sell140.010.735750.000000.00000
412010.02.16 12:00modify140.010.735750.000000.72795
422010.02.18 14:00close140.010.732500.000000.727952.9810098.93
432010.02.19 10:02buy150.010.729550.000000.00000
442010.02.19 10:02modify150.010.729550.000000.73735
452010.02.19 20:00buy160.010.726300.000000.00000
462010.02.19 20:00modify160.010.726300.000000.73410
472010.02.24 01:43close160.010.733600.000000.734106.8010105.73
482010.02.24 01:43close150.010.733600.000000.737353.7410109.47
492010.02.24 13:00buy170.010.729200.000000.00000
502010.02.24 13:00modify170.010.729200.000000.73700
512010.02.26 00:02close170.010.732950.000000.737003.4610112.93
522010.02.26 10:02sell180.010.733800.000000.00000
532010.02.26 10:02modify180.010.733800.000000.72600
542010.02.26 20:02sell190.010.737050.000000.00000
552010.02.26 20:02modify190.010.737050.000000.72925
562010.03.01 15:40close190.010.729700.000000.729256.8510119.78
572010.03.01 15:40close180.010.729700.000000.726003.7910123.57
582010.03.03 13:00buy200.010.716300.000000.00000
592010.03.03 13:00modify200.010.716300.000000.72410
602010.03.04 09:00buy210.010.711200.000000.00000
612010.03.04 09:00modify210.010.711200.000000.71900
622010.03.08 00:32t/p210.010.719000.000000.719007.2710130.84
632010.03.08 16:00close200.010.720350.000000.724103.7410134.58
642010.03.09 12:00buy220.010.718350.000000.00000
652010.03.09 12:00modify220.010.718350.000000.72615
662010.03.10 03:00close220.010.721900.000000.726153.2710137.85
672010.03.10 13:01sell230.010.724450.000000.00000
682010.03.10 13:01modify230.010.724450.000000.71665
692010.03.10 23:00close230.010.721100.000000.716653.0810140.93
702010.03.11 09:00buy240.010.717100.000000.00000
712010.03.11 09:00modify240.010.717100.000000.72490
722010.03.12 20:03buy250.010.713900.000000.00000
732010.03.12 20:03modify250.010.713900.000000.72170
742010.03.16 23:19close250.010.721250.000000.721706.8510147.78
752010.03.16 23:19close240.010.721250.000000.724903.8410151.62
762010.03.17 13:00sell260.010.721800.000000.00000
772010.03.17 13:00modify260.010.721800.000000.71400
782010.03.19 10:00sell270.010.725300.000000.00000
792010.03.19 10:00modify270.010.725300.000000.71750
802010.03.19 14:28close270.010.717850.000000.717506.9410158.56
812010.03.19 14:28close260.010.717850.000000.714003.6510162.21
822010.03.22 11:00buy280.010.717600.000000.00000
832010.03.22 11:00modify280.010.717600.000000.72540
842010.03.24 18:00close280.010.720850.000000.725402.9910165.20
852010.03.25 09:02sell290.010.719150.000000.00000
862010.03.25 09:02modify290.010.719150.000000.71135
872010.03.26 10:00sell300.010.723100.000000.00000
882010.03.26 10:00modify300.010.723100.000000.71530
892010.03.29 11:00sell310.020.727050.000000.00000
902010.03.29 11:00modify310.020.727050.000000.71925
912010.03.31 14:34t/p310.020.719250.000000.7192514.5510179.75
922010.04.01 05:37close300.010.715450.000000.715307.1310186.88
932010.04.01 05:37close290.010.715450.000000.711353.4110190.29
942010.04.01 09:00buy320.010.715250.000000.00000
952010.04.01 09:00modify320.010.715250.000000.72305
962010.04.05 06:00buy330.010.711950.000000.00000
972010.04.05 06:00modify330.010.711950.000000.71975
982010.04.05 16:00buy340.020.706700.000000.00000
992010.04.05 16:00modify340.020.706700.000000.71450
1002010.04.06 12:00buy350.040.700400.000000.00000
1012010.04.06 12:00modify350.040.700400.000000.70820
1022010.04.07 16:06t/p350.040.708200.000000.7082029.1010219.39
1032010.04.09 14:00t/p340.020.714500.000000.7145014.5610233.95
1042010.04.09 18:19close330.010.719300.000000.719756.8510240.80
1052010.04.09 18:19close320.010.719300.000000.723053.7410244.54
1062010.04.12 11:01sell360.010.719750.000000.00000
1072010.04.12 11:01modify360.010.719750.000000.71195
1082010.04.12 21:00close360.010.715400.000000.711954.0310248.57
1092010.04.13 12:01sell370.010.716450.000000.00000
1102010.04.13 12:01modify370.010.716450.000000.70865
1112010.04.13 22:00close370.010.713100.000000.708653.0810251.65
1122010.04.14 13:00buy380.010.712400.000000.00000
1132010.04.14 13:00modify380.010.712400.000000.72020
1142010.04.16 17:56t/p380.010.720200.000000.720207.2710258.92
1152010.04.19 11:00sell390.010.720100.000000.00000
1162010.04.19 11:00modify390.010.720100.000000.71230
1172010.04.20 16:11t/p390.010.712300.000000.712307.2710266.19
1182010.04.21 13:00buy400.010.709500.000000.00000
1192010.04.21 13:00modify400.010.709500.000000.71730
1202010.04.23 15:00close400.010.712750.000000.717302.9910269.18
1212010.04.26 11:00sell410.010.718600.000000.00000
1222010.04.26 11:00modify410.010.718600.000000.71080
1232010.04.26 16:00sell420.010.723800.000000.00000
1242010.04.26 16:00modify420.010.723800.000000.71600
1252010.05.03 01:00sell430.020.740550.000000.00000
1262010.05.03 01:00modify430.020.740550.000000.73275
1272010.05.05 13:02close430.020.737300.000000.732755.9810275.16
1282010.05.05 18:02sell440.020.737250.000000.00000
1292010.05.05 18:02modify440.020.737250.000000.72945
1302010.05.06 04:00sell450.040.748250.000000.00000
1312010.05.06 04:00modify450.040.748250.000000.74045
1322010.05.06 19:01close450.040.745000.000000.7404511.9810287.14
1332010.05.07 00:02close440.020.747500.000000.72945-19.4310267.71
1342010.05.07 05:02close420.010.746900.000000.71600-21.8110245.90
1352010.05.07 10:02buy460.010.743900.000000.00000
1362010.05.07 10:02modify460.010.743900.000000.75170
1372010.05.07 10:02close410.010.743900.000000.71080-23.8910222.01
1382010.05.10 21:00buy470.010.739700.000000.00000
1392010.05.10 21:00modify470.010.739700.000000.74750
1402010.05.11 17:00buy480.020.735200.000000.00000
1412010.05.11 17:00modify480.020.735200.000000.74300
1422010.05.12 08:00buy490.040.728700.000000.00000
1432010.05.12 08:00modify490.040.728700.000000.73650
1442010.05.14 16:58t/p490.040.736500.000000.7365029.1110251.12
1452010.05.17 06:00buy500.040.731900.000000.00000
1462010.05.17 06:00modify500.040.731900.000000.73970
1472010.05.17 11:00buy510.080.728200.000000.00000
1482010.05.17 11:00modify510.080.728200.000000.73600
1492010.05.17 16:01buy520.140.724950.000000.00000
1502010.05.17 16:01modify520.140.724950.000000.73275
1512010.05.17 21:01buy530.240.721150.000000.00000
1522010.05.17 21:01modify530.240.721150.000000.72895
1532010.05.19 03:00buy540.410.716150.000000.00000
1542010.05.19 03:00modify540.410.716150.000000.72395
1552010.05.19 18:00buy550.690.706250.000000.00000
1562010.05.19 18:00modify550.690.706250.000000.71405
1572010.05.20 05:27t/p550.690.714050.000000.71405502.0110753.13
1582010.05.20 14:00buy560.690.711650.000000.00000
1592010.05.20 14:00modify560.690.711650.000000.71945
1602010.05.21 03:14close560.690.717600.000000.71945381.8711135.00
1612010.05.21 03:14close540.410.717600.000000.7239553.2611188.26
1622010.05.21 03:14close530.240.717600.000000.72895-81.7711106.49
1632010.05.21 03:14close520.140.717600.000000.73275-97.7711008.72
1642010.05.21 03:14close510.080.717600.000000.73600-80.3410928.38
1652010.05.21 03:14close500.040.717600.000000.73970-54.1010874.28
1662010.05.21 03:14close480.020.717600.000000.74300-33.2610841.02
1672010.05.21 03:14close470.010.717600.000000.74750-20.8710820.15
1682010.05.21 03:14close460.010.717600.000000.75170-24.8210795.33
1692010.05.21 10:00sell570.010.712600.000000.00000
1702010.05.21 10:00modify570.010.712600.000000.70480
1712010.05.21 15:00sell580.010.718300.000000.00000
1722010.05.21 15:00modify580.010.718300.000000.71050
1732010.05.26 18:10t/p580.010.710500.000000.710507.2710802.60
1742010.05.26 22:08t/p570.010.704800.000000.704807.2710809.87
1752010.05.27 14:00buy590.010.709600.000000.00000
1762010.05.27 14:00modify590.010.709600.000000.71740
1772010.05.27 17:32t/p590.010.717400.000000.717407.2710817.14
1782010.05.28 10:00sell600.010.716250.000000.00000
1792010.05.28 10:00modify600.010.716250.000000.70845
1802010.05.28 20:00close600.010.712650.000000.708453.3110820.45
1812010.05.31 11:00sell610.010.716350.000000.00000
1822010.05.31 11:00modify610.010.716350.000000.70855
1832010.05.31 16:00close610.010.712600.000000.708553.4610823.91
1842010.06.01 12:01buy620.010.707600.000000.00000
1852010.06.01 12:01modify620.010.707600.000000.71540
1862010.06.01 16:36t/p620.010.715400.000000.715407.2710831.18
1872010.06.02 13:01buy630.010.710150.000000.00000
1882010.06.02 13:01modify630.010.710150.000000.71795
1892010.06.04 20:00buy640.010.706850.000000.00000
1902010.06.04 20:00modify640.010.706850.000000.71465
1912010.06.07 21:00buy650.020.699200.000000.00000
1922010.06.07 21:00modify650.020.699200.000000.70700
1932010.06.09 23:01buy660.040.695950.000000.00000
1942010.06.09 23:01modify660.040.695950.000000.70375
1952010.06.10 01:37t/p660.040.703750.000000.7037529.1010860.28
1962010.06.10 13:33t/p650.020.707000.000000.7070014.5510874.83
1972010.06.11 20:00close640.010.713400.000000.714656.1010880.93
1982010.06.14 01:00close630.010.714000.000000.717953.5510884.48
1992010.06.14 11:00sell670.010.715100.000000.00000
2002010.06.14 11:00modify670.010.715100.000000.70730
2012010.06.17 14:00sell680.010.718300.000000.00000
2022010.06.17 14:00modify680.010.718300.000000.71050
2032010.06.17 19:00sell690.020.721850.000000.00000
2042010.06.17 19:00modify690.020.721850.000000.71405
2052010.06.21 01:00sell700.040.725550.000000.00000
2062010.06.21 01:00modify700.040.725550.000000.71775
2072010.06.23 13:00sell710.080.732300.000000.00000
2082010.06.23 13:00modify710.080.732300.000000.72450
2092010.06.24 04:00sell720.140.741200.000000.00000
2102010.06.24 04:00modify720.140.741200.000000.73340
2112010.06.24 11:30t/p720.140.733400.000000.73340101.8510986.33
2122010.06.24 14:00close710.080.736050.000000.72450-28.7710957.56
2132010.06.25 00:00sell730.080.738200.000000.00000
2142010.06.25 00:00modify730.080.738200.000000.73040
2152010.06.25 10:00close730.080.734900.000000.7304024.3210981.88
2162010.06.25 15:00close700.040.734900.000000.71775-35.4610946.42
2172010.06.25 20:00sell740.040.737750.000000.00000
2182010.06.25 20:00modify740.040.737750.000000.72995
2192010.06.28 11:00close740.040.733500.000000.7299515.7410962.16
2202010.06.28 16:00close690.020.733750.000000.71405-22.5310939.63
2212010.06.28 21:00close680.010.734650.000000.71050-15.4610924.17
2222010.06.29 02:00buy750.010.731050.000000.00000
2232010.06.29 02:00modify750.010.731050.000000.73885
2242010.06.29 02:00close670.010.731050.000000.70730-15.0810909.09
2252010.06.30 13:00buy760.010.727850.000000.00000
2262010.06.30 13:00modify760.010.727850.000000.73565
2272010.07.02 05:21close760.010.735150.000000.735656.8010915.89
2282010.07.02 05:21close750.010.735150.000000.738853.7910919.68
2292010.07.02 10:00sell770.010.731650.000000.00000
2302010.07.02 10:00modify770.010.731650.000000.72385
2312010.07.02 15:00sell780.010.737850.000000.00000
2322010.07.02 15:00modify780.010.737850.000000.73005
2332010.07.05 02:21t/p780.010.730050.000000.730057.2710926.95
2342010.07.06 12:00sell790.010.735700.000000.00000
2352010.07.06 12:00modify790.010.735700.000000.72790
2362010.07.08 14:04sell800.020.738950.000000.00000
2372010.07.08 14:04modify800.020.738950.000000.73115
2382010.07.09 15:02close800.020.732400.000000.7311512.2010939.15
2392010.07.13 22:00sell810.020.741850.000000.00000
2402010.07.13 22:00modify810.020.741850.000000.73405
2412010.07.14 23:00sell820.040.747650.000000.00000
2422010.07.14 23:00modify820.040.747650.000000.73985
2432010.07.15 19:00sell830.080.751300.000000.00000
2442010.07.15 19:00modify830.080.751300.000000.74350
2452010.07.16 00:02sell840.140.756950.000000.00000
2462010.07.16 00:02modify840.140.756950.000000.74915
2472010.07.16 03:00close840.140.750200.000000.7491588.0111027.16
2482010.07.16 03:00close830.080.750200.000000.743507.7511034.91
2492010.07.16 03:00close820.040.750200.000000.73985-9.8611025.05
2502010.07.16 03:00close810.020.750200.000000.73405-15.8511009.20
2512010.07.16 03:00close790.010.750200.000000.72790-13.7110995.49
2522010.07.16 03:00close770.010.750200.000000.72385-17.5210977.97
2532010.07.16 10:02buy850.010.748650.000000.00000
2542010.07.16 10:02modify850.010.748650.000000.75645
2552010.07.19 06:00buy860.010.745000.000000.00000
2562010.07.19 06:00modify860.010.745000.000000.75280
2572010.07.22 15:30close860.010.752500.000000.752806.9910984.96
2582010.07.22 15:30close850.010.752500.000000.756453.5510988.51
2592010.07.23 10:02sell870.010.751900.000000.00000
2602010.07.23 10:02modify870.010.751900.000000.74410
2612010.07.23 20:00sell880.010.755150.000000.00000
2622010.07.23 20:00modify880.010.755150.000000.74735
2632010.07.26 21:01sell890.020.758400.000000.00000
2642010.07.26 21:01modify890.020.758400.000000.75060
2652010.07.28 12:47t/p890.020.750600.000000.7506014.5511003.06
2662010.07.30 03:36close880.010.747800.000000.747356.8411009.90
2672010.07.30 03:36close870.010.747800.000000.744103.7811013.68
2682010.07.30 10:00buy900.010.748950.000000.00000
2692010.07.30 10:00modify900.010.748950.000000.75675
2702010.07.30 20:00buy910.010.745400.000000.00000
2712010.07.30 20:00modify910.010.745400.000000.75320
2722010.08.03 22:00close910.010.752200.000000.753206.3311020.01
2732010.08.04 08:00close900.010.753150.000000.756753.8811023.89
2742010.08.04 13:00buy920.010.749300.000000.00000
2752010.08.04 13:00modify920.010.749300.000000.75710
2762010.08.05 04:00buy930.010.741600.000000.00000
2772010.08.05 04:00modify930.010.741600.000000.74940
2782010.08.05 14:00buy940.020.737650.000000.00000
2792010.08.05 14:00modify940.020.737650.000000.74545
2802010.08.06 14:00t/p940.020.745450.000000.7454514.5611038.45
2812010.08.06 15:48t/p930.010.749400.000000.749407.2711045.72
2822010.08.10 07:00buy950.010.745900.000000.00000
2832010.08.10 07:00modify950.010.745900.000000.75370
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2912010.08.16 18:23close970.040.738950.000000.744358.7711098.00
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2932010.08.16 18:23close950.010.738950.000000.75370-6.6111087.59
2942010.08.16 18:23close920.010.738950.000000.75710-9.8111077.78
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3032010.08.23 16:03close1010.010.743300.000000.747852.9911088.58
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3062010.08.24 17:04close1020.010.748950.000000.752753.7011092.28
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3112010.08.27 15:17t/p1040.010.748600.000000.748607.2711099.55
3122010.08.27 20:00close1030.010.751650.000000.753755.3011104.85
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3152010.08.30 21:00close1050.010.749800.000000.753753.5611108.41
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3232010.09.03 15:00sell1090.020.756150.000000.00000
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3252010.09.06 00:02t/p1090.020.748350.000000.7483514.5511126.79
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3312010.09.16 00:02t/p1110.020.747500.000000.7475014.5511155.89
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3332010.09.16 00:33close1070.010.744750.000000.741003.7511166.45
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3742010.10.21 14:00close1250.010.766850.000000.765556.0511243.27
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3832010.10.29 20:00sell1290.020.775940.000000.00000
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3932010.11.09 08:03close1330.240.787930.000000.78642140.4911390.52
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4082010.11.18 21:14close1340.010.793140.000000.796913.7211307.47
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4312010.11.30 17:03close1390.010.763790.000000.78998-17.3811366.49
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4452010.12.14 12:00close1490.020.759130.000000.763636.0811361.88
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4532010.12.20 14:49t/p1520.040.751220.000000.7512229.1111387.89
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4722011.01.20 15:46t/p1580.020.758010.000000.7580114.5511448.25
4732011.01.20 23:51t/p1570.010.754780.000000.754787.2811455.53
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4912011.02.02 23:44close1610.010.766610.000000.75482-3.8311515.02
4922011.02.02 23:44close1600.010.766610.000000.75157-6.8911508.13
4932011.02.04 10:00sell1650.010.765140.000000.00000
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5032011.02.10 16:25t/p1680.010.763350.000000.763357.2711523.07
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5312011.03.08 08:58close1750.040.721980.000000.73692-27.1411628.82
5322011.03.08 08:58close1740.020.721980.000000.74093-21.1211607.70
5332011.03.08 08:58close1730.010.721980.000000.74414-13.5911594.11
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5412011.03.14 11:00buy1810.010.718530.000000.00000
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5432011.03.16 18:00close1810.010.723300.000000.726334.4211595.19
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5512011.03.18 19:59t/p1830.010.720390.000000.720397.2711617.01
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5712011.03.29 12:00buy1910.010.734820.000000.00000
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5792011.04.05 07:00close1930.010.742970.000000.747213.2811664.33
5802011.04.05 12:00sell1940.010.744020.000000.00000
5812011.04.05 12:00modify1940.010.744020.000000.73622
5822011.04.05 22:00close1940.010.740770.000000.736222.9911667.32
5832011.04.06 13:00sell1950.010.743520.000000.00000
5842011.04.06 13:00modify1950.010.743520.000000.73572
5852011.04.06 18:00sell1960.010.746800.000000.00000
5862011.04.06 18:00modify1960.010.746800.000000.73900
5872011.04.12 17:00sell1970.020.756070.000000.00000
5882011.04.12 17:00modify1970.020.756070.000000.74827
5892011.04.13 18:00sell1980.040.761810.000000.00000
5902011.04.13 18:00modify1980.040.761810.000000.75401
5912011.04.15 15:00sell1990.080.768170.000000.00000
5922011.04.15 15:00modify1990.080.768170.000000.76037
5932011.04.18 14:58t/p1990.080.760370.000000.7603758.2011725.52
5942011.04.19 17:10t/p1980.040.754010.000000.7540129.1011754.62
5952011.04.20 13:00sell2000.040.760300.000000.00000
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5972011.04.22 10:04sell2010.080.763570.000000.00000
5982011.04.22 10:04modify2010.080.763570.000000.75577
5992011.04.26 22:00sell2020.140.767560.000000.00000
6002011.04.26 22:00modify2020.140.767560.000000.75976
6012011.04.28 00:17close2020.140.762070.000000.7597671.4211826.04
6022011.04.28 00:17close2010.080.762070.000000.7557710.7611836.80
6032011.04.28 00:17close2000.040.762070.000000.75250-6.9211829.88
6042011.04.28 00:17close1970.020.762070.000000.74827-11.4211818.46
6052011.04.28 00:17close1960.010.762070.000000.73900-14.4511804.01
6062011.04.28 00:17close1950.010.762070.000000.73572-17.5311786.48
6072011.04.28 09:00buy2030.010.765360.000000.00000
6082011.04.28 09:00modify2030.010.765360.000000.77316
6092011.04.28 14:00buy2040.010.761660.000000.00000
6102011.04.28 14:00modify2040.010.761660.000000.76946
6112011.04.29 17:04close2040.010.769180.000000.769467.0111793.49
6122011.04.29 17:04close2030.010.769180.000000.773163.5311797.02
6132011.05.02 11:00buy2050.010.766070.000000.00000
6142011.05.02 11:00modify2050.010.766070.000000.77387
6152011.05.03 07:00buy2060.010.759390.000000.00000
6162011.05.03 07:00modify2060.010.759390.000000.76719
6172011.05.03 12:00buy2070.020.762610.000000.00000
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6192011.05.04 08:00buy2080.040.756180.000000.00000
6202011.05.04 08:00modify2080.040.756180.000000.76398
6212011.05.06 17:39close2080.040.763810.000000.7639828.4611825.48
6222011.05.06 17:39close2070.020.763810.000000.770412.1311827.61
6232011.05.06 17:39close2060.010.763810.000000.767194.0911831.70
6242011.05.06 17:39close2050.010.763810.000000.77387-2.2011829.50
6252011.05.09 11:00sell2090.010.764570.000000.00000
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6272011.05.11 03:00close2090.010.760290.000000.756773.9611833.46
6282011.05.11 13:00buy2100.010.758870.000000.00000
6292011.05.11 13:00modify2100.010.758870.000000.76667
6302011.05.12 17:52t/p2100.010.766670.000000.766677.2811840.74
6312011.05.13 10:00sell2110.010.765070.000000.00000
6322011.05.13 10:00modify2110.010.765070.000000.75727
6332011.05.16 01:04close2110.010.761770.000000.757273.0411843.78
6342011.05.16 11:05buy2120.010.762370.000000.00000
6352011.05.16 11:05modify2120.010.762370.000000.77017
6362011.05.17 12:00buy2130.010.759160.000000.00000
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6382011.05.18 05:25close2130.010.766430.000000.766966.7711850.55
6392011.05.18 05:25close2120.010.766430.000000.770173.7511854.30
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6412011.05.18 13:00modify2140.010.767270.000000.75947
6422011.05.20 15:01sell2150.010.770480.000000.00000
6432011.05.20 15:01modify2150.010.770480.000000.76268
6442011.05.24 07:00sell2160.020.776610.000000.00000
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6462011.05.24 17:03sell2170.040.779870.000000.00000
6472011.05.24 17:03modify2170.040.779870.000000.77207
6482011.05.26 09:00sell2180.080.791670.000000.00000
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6502011.05.27 05:00sell2190.140.797960.000000.00000
6512011.05.27 05:00modify2190.140.797960.000000.79016
6522011.05.31 07:00sell2200.240.802070.000000.00000
6532011.05.31 07:00modify2200.240.802070.000000.79427
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6552011.06.01 03:58close2190.140.794930.000000.7901639.0012052.99
6562011.06.01 03:58close2180.080.794930.000000.78387-25.0712027.92
6572011.06.01 03:58close2170.040.794930.000000.77207-56.9511970.97
6582011.06.01 03:58close2160.020.794930.000000.76881-34.6111936.36
6592011.06.01 03:58close2150.010.794930.000000.76268-23.0811913.28
6602011.06.01 03:58close2140.010.794930.000000.75947-26.1011887.18
6612011.06.01 13:00sell2210.010.797460.000000.00000
6622011.06.01 13:00modify2210.010.797460.000000.78966
6632011.06.06 11:00sell2220.010.800760.000000.00000
6642011.06.06 11:00modify2220.010.800760.000000.79296
6652011.06.09 04:00sell2230.020.806570.000000.00000
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6672011.06.13 04:10t/p2230.020.798770.000000.7987714.5511901.73
6682011.06.14 16:01close2220.010.793390.000000.792966.8711908.60
6692011.06.14 16:01close2210.010.793390.000000.789663.7611912.36
6702011.06.15 13:00buy2240.010.789270.000000.00000
6712011.06.15 13:00modify2240.010.789270.000000.79707
6722011.06.17 05:00close2240.010.792560.000000.797073.0211915.38
6732011.06.17 10:00sell2250.010.790970.000000.00000
6742011.06.17 10:00modify2250.010.790970.000000.78317
6752011.06.17 20:00sell2260.010.795770.000000.00000
6762011.06.17 20:00modify2260.010.795770.000000.78797
6772011.06.24 15:00sell2270.020.799060.000000.00000
6782011.06.24 15:00modify2270.020.799060.000000.79126
6792011.06.29 13:00sell2280.040.802360.000000.00000
6802011.06.29 13:00modify2280.040.802360.000000.79456
6812011.06.29 18:00close2280.040.795720.000000.7945624.7411940.12
6822011.07.08 20:00sell2290.040.803330.000000.00000
6832011.07.08 20:00modify2290.040.803330.000000.79553
6842011.07.12 09:21t/p2290.040.795530.000000.7955329.1011969.22
6852011.07.12 16:52t/p2270.020.791260.000000.7912614.5511983.77
6862011.07.13 00:06t/p2260.010.787970.000000.787977.2711991.04
6872011.07.13 13:00sell2300.010.795120.000000.00000
6882011.07.13 13:00modify2300.010.795120.000000.78732
6892011.07.13 18:00sell2310.020.801150.000000.00000
6902011.07.13 18:00modify2310.020.801150.000000.79335
6912011.07.14 04:00sell2320.040.811570.000000.00000
6922011.07.14 04:00modify2320.040.811570.000000.80377
6932011.07.14 09:00sell2330.080.808360.000000.00000
6942011.07.14 09:00modify2330.080.808360.000000.80056
6952011.07.21 19:00sell2340.140.815430.000000.00000
6962011.07.21 19:00modify2340.140.815430.000000.80763
6972011.07.22 15:00sell2350.240.821880.000000.00000
6982011.07.22 15:00modify2350.240.821880.000000.81408
6992011.07.25 21:02close2350.240.818670.000000.8140870.9312061.97
7002011.07.26 07:00sell2360.240.820170.000000.00000
7012011.07.26 07:00modify2360.240.820170.000000.81237
7022011.07.27 08:00sell2370.410.824960.000000.00000
7032011.07.27 08:00modify2370.410.824960.000000.81716
7042011.07.28 04:01sell2380.690.828170.000000.00000
7052011.07.28 04:01modify2380.690.828170.000000.82037
7062011.07.29 13:34close2380.690.822670.000000.82037352.6112414.58
7072011.07.29 13:34close2370.410.822670.000000.8171685.6612500.24
7082011.07.29 13:34close2360.240.822670.000000.81237-58.0512442.19
7092011.07.29 13:34close2340.140.822670.000000.80763-96.3112345.88
7102011.07.29 13:34close2330.080.822670.000000.80056-108.2712237.61
7112011.07.29 13:34close2320.040.822670.000000.80377-42.0512195.56
7122011.07.29 13:34close2310.020.822670.000000.79335-40.6312154.93
7132011.07.29 13:34close2300.010.822670.000000.78732-26.0012128.93
7142011.07.29 13:34close2250.010.822670.000000.78317-29.9112099.02
7152011.08.01 11:00sell2390.010.838970.000000.00000
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7172011.08.02 12:00close2390.010.835510.000000.831173.1912102.21
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7202011.08.04 19:00close2400.010.824710.000000.83576-3.1312099.08
7212011.08.05 10:00buy2410.010.821760.000000.00000
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7232011.08.05 20:00close2410.010.825470.000000.829563.4212102.50
7242011.08.08 11:00buy2420.010.814960.000000.00000
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7262011.08.08 16:00buy2430.010.820210.000000.00000
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7282011.08.08 19:35t/p2420.010.822760.000000.822767.2712109.77
7292011.08.09 02:00buy2440.010.810570.000000.00000
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7312011.08.09 10:09t/p2440.010.818370.000000.818377.2812117.05
7322011.08.09 12:00buy2450.010.815970.000000.00000
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7342011.08.09 22:00buy2460.020.805930.000000.00000
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7362011.08.09 22:39t/p2460.020.813730.000000.8137314.5612131.61
7372011.08.10 11:08close2450.010.823760.000000.823777.2612138.87
7382011.08.10 11:08close2430.010.823760.000000.828013.2712142.14
7392011.08.10 13:00sell2470.010.821380.000000.00000
7402011.08.10 13:00modify2470.010.821380.000000.81358
7412011.08.10 17:28t/p2470.010.813580.000000.813587.2712149.41
7422011.08.11 09:00sell2480.010.813120.000000.00000
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7442011.08.12 00:00sell2490.010.818210.000000.00000
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7462011.08.12 10:05t/p2490.010.810410.000000.810417.2712156.68
7472011.08.12 15:00sell2500.010.817270.000000.00000
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7512011.08.15 06:00sell2520.040.828390.000000.00000
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7532011.08.15 14:08t/p2520.040.820590.000000.8205929.1012185.78
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7632011.08.23 12:00sell2550.010.820180.000000.00000
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7712011.08.26 20:00sell2580.010.826800.000000.00000
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7732011.08.30 07:00sell2590.020.831580.000000.00000
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7812011.09.07 13:00sell2610.010.818930.000000.00000
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7832011.09.08 19:00sell2620.010.824050.000000.00000
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7852011.09.12 02:55t/p2620.010.816250.000000.816257.2812278.63
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8102011.09.21 21:34close2690.010.810360.000000.806383.5312320.02
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8212011.09.29 04:00buy2750.020.800660.000000.00000
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8232011.09.30 05:00buy2760.040.797390.000000.00000
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8832011.11.28 04:31close2890.020.784020.000000.80963-33.6612632.25
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9032011.12.02 00:00close3010.010.789510.000000.785683.6712619.02
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9112011.12.14 13:00buy3050.020.780620.000000.00000
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14612013.06.19 08:00close4870.010.816740.000000.821312.9713653.66
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14732013.06.24 16:00sell4920.010.817880.000000.00000
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17322014.01.29 03:00modify5780.010.922910.000000.91511
17332014.01.29 22:11close5780.010.915550.000000.915116.8514133.48
17342014.01.29 22:11close5770.010.915550.000000.911793.7314137.21
17352014.01.30 09:00buy5790.010.914460.000000.00000
17362014.01.30 09:00modify5790.010.914460.000000.92226
17372014.01.30 19:00buy5800.010.909420.000000.00000
17382014.01.30 19:00modify5800.010.909420.000000.91722
17392014.01.31 20:00buy5810.020.899460.000000.00000
17402014.01.31 20:00modify5810.020.899460.000000.90726
17412014.02.03 06:03buy5820.040.902670.000000.00000
17422014.02.03 06:03modify5820.040.902670.000000.91047
17432014.02.04 12:00close5810.020.905960.000000.9072612.1114149.32
17442014.02.04 23:13t/p5820.040.910470.000000.9104729.1114178.43
17452014.02.06 17:44t/p5800.010.917220.000000.917227.2714185.70
17462014.02.11 07:00close5790.010.919370.000000.922264.5614190.26
17472014.02.11 12:00sell5830.010.921480.000000.00000
17482014.02.11 12:00modify5830.010.921480.000000.91368
17492014.02.11 22:00close5830.010.917710.000000.913683.4814193.74
17502014.02.12 13:00sell5840.010.917570.000000.00000
17512014.02.12 13:00modify5840.010.917570.000000.90977
17522014.02.18 12:00close5840.010.911640.000000.909775.5114199.25
17532014.02.19 13:00sell5850.010.910110.000000.00000
17542014.02.19 13:00modify5850.010.910110.000000.90231
17552014.02.19 18:00sell5860.010.917720.000000.00000
17562014.02.19 18:00modify5860.010.917720.000000.90992
17572014.02.20 04:04sell5870.020.914500.000000.00000
17582014.02.20 04:04modify5870.020.914500.000000.90670
17592014.02.21 00:00sell5880.040.921410.000000.00000
17602014.02.21 00:00modify5880.040.921410.000000.91361
17612014.02.21 10:00sell5890.080.925910.000000.00000
17622014.02.21 10:00modify5890.080.925910.000000.91811
17632014.02.24 00:20close5890.080.919670.000000.9181146.4514245.70
17642014.02.24 00:20close5880.040.919670.000000.913616.2914251.99
17652014.02.24 00:20close5870.020.919670.000000.90670-9.8614242.13
17662014.02.24 00:20close5860.010.919670.000000.90992-1.9014240.23
17672014.02.24 00:20close5850.010.919670.000000.90231-9.0614231.17
17682014.02.24 11:00sell5900.010.921670.000000.00000
17692014.02.24 11:00modify5900.010.921670.000000.91387
17702014.02.27 04:00sell5910.010.926070.000000.00000
17712014.02.27 04:00modify5910.010.926070.000000.91827
17722014.02.27 14:00sell5920.020.930460.000000.00000
17732014.02.27 14:00modify5920.020.930460.000000.92266
17742014.02.28 05:00sell5930.040.934260.000000.00000
17752014.02.28 05:00modify5930.040.934260.000000.92646
17762014.02.28 23:56t/p5930.040.926460.000000.9264629.1014260.27
17772014.03.03 03:45t/p5920.020.922660.000000.9226614.5514274.82
17782014.03.04 22:00sell5940.020.931190.000000.00000
17792014.03.04 22:00modify5940.020.931190.000000.92339
17802014.03.07 10:04sell5950.040.934500.000000.00000
17812014.03.07 10:04modify5950.040.934500.000000.92670
17822014.03.07 20:05sell5960.080.937710.000000.00000
17832014.03.07 20:05modify5960.080.937710.000000.92991
17842014.03.11 02:00sell5970.140.941260.000000.00000
17852014.03.11 02:00modify5970.140.941260.000000.93346
17862014.03.12 18:00sell5980.240.944560.000000.00000
17872014.03.12 18:00modify5980.240.944560.000000.93676
17882014.03.12 22:00close5980.240.938860.000000.93676127.1714401.99
17892014.03.12 22:00close5970.140.938860.000000.9334630.7014432.69
17902014.03.12 22:00close5960.080.938860.000000.92991-9.1914423.50
17912014.03.12 22:00close5950.040.938860.000000.92670-16.6714406.83
17922014.03.12 22:00close5940.020.938860.000000.92339-14.5714392.26
17932014.03.12 22:00close5910.010.938860.000000.91827-12.1014380.16
17942014.03.12 22:00close5900.010.938860.000000.91387-16.2414363.92
17952014.03.13 09:00sell5990.010.949080.000000.00000
17962014.03.13 09:00modify5990.010.949080.000000.94128
17972014.03.18 17:00sell6000.010.952940.000000.00000
17982014.03.18 17:00modify6000.010.952940.000000.94514
17992014.03.18 22:00sell6010.020.960060.000000.00000
18002014.03.18 22:00modify6010.020.960060.000000.95226
18012014.03.19 13:00sell6020.040.963270.000000.00000
18022014.03.19 13:00modify6020.040.963270.000000.95547
18032014.03.21 14:36t/p6020.040.955470.000000.9554729.1014393.02
18042014.03.21 15:00close6010.020.956370.000000.952266.8114399.83
18052014.03.21 20:00close6000.010.958260.000000.94514-5.0714394.76
18062014.03.24 01:00close5990.010.958870.000000.94128-9.2914385.47
18072014.03.24 11:00sell6030.010.959370.000000.00000
18082014.03.24 11:00modify6030.010.959370.000000.95157
18092014.03.26 23:00close6030.010.954260.000000.951574.7414390.21
18102014.03.27 09:00sell6040.010.960460.000000.00000
18112014.03.27 09:00modify6040.010.960460.000000.95266
18122014.03.28 00:00close6040.010.956810.000000.952663.3614393.57
18132014.03.28 10:00buy6050.010.956670.000000.00000
18142014.03.28 10:00modify6050.010.956670.000000.96447
18152014.03.31 16:00buy6060.010.952990.000000.00000
18162014.03.31 16:00modify6060.010.952990.000000.96079
18172014.04.01 10:37close6060.010.960490.000000.960796.9914400.56
18182014.04.01 10:37close6050.010.960490.000000.964473.5314404.09
18192014.04.01 12:00sell6070.010.960780.000000.00000
18202014.04.01 12:00modify6070.010.960780.000000.95298
18212014.04.01 22:00close6070.010.954980.000000.952985.3814409.47
18222014.04.04 10:00buy6080.010.941920.000000.00000
18232014.04.04 10:00modify6080.010.941920.000000.94972
18242014.04.04 23:59close at stop6080.010.943510.000000.949721.4314410.90