Strategy Tester Report
Force Trader v1.0
Alpari-ECN1 (Build 1090)
| Символ | AUDUSD (Australian Dollar vs US Dollar) | ||||
| Период | День (D1) 2013.01.02 00:00 - 2013.12.31 23:59 (2013.01.01 - 2014.01.01) | ||||
| Модель | По ценам открытия (только для советников с явным контролем открытия баров) | ||||
| Параметры | Settings01="====Служебные настройки===="; ExpertName="FT v1.0"; Magic=401; RealTrade=false; FiltersString18="+++Сигнал входа+++"; MomTrendPer=32; TrendMAPer=80; RSILev=20; WPRLev=8; UseForce=false; UseMom=true; UseRSI=false; UseWPR=true; UseDem=true; Settings43="====Настройки ММ===="; FixLot=0.1; Risk=2; MoneyForMinLot=200; MaxDD=20; RiskDD=2; Settings39="====Настройки SL и TP===="; SL=60; SLCoef=3; TPProc=100; SettingsRule="====Выход по классике===="; UseClassExit=false; ExitHist=30; ExitProfitMinutesClass=4; SettingsADX="====Выход по ADX===="; UseADXExit=false; EADXPer=16; EADXLevel=10; ExitProfitMinutesADX=6; SettingsBB="====Выход по BB===="; UseBBExit=true; EBBPer=36; EBBDev=2; ExitProfitMinutesBB=20; SettingsDEM="====Выход по DEM===="; UseDEMExit=true; EDEMPer=16; EDEMLevel=0.4; ExitProfitMinutesDEM=2; SettingsWPR="====Выход по WPR===="; UseWPRExit=true; EWPRPer=16; EWPRLevel=12; ExitProfitMinutesWPR=6; SettingsSTO="====Выход по Stochastic===="; UseSTOExit=true; ESTOKPer=40; ESTODPer=10; ESTOSPer=10; ESTOLevel=40; ExitProfitMinutesSTO=2; SettingsRVI="====Выход по RVI===="; UseRVIExit=true; ERVIPer=6; ExitProfitMinutesRVI=12; Settings46="====Трал===="; UseMATral=true; UseMATralOnStart=true; iShift=4; iIndent=6; iMAPeriod=28; Settings51="====БУ===="; UseBE=true; BEPerc=20; BEPlusPips=2; FiltersString29="-Фильтр корреляции"; BalancePairFilter=false; OnlyCurrPair=false; FiltersString28="-МаксРиск фильтр"; UseMaxRiskFilter=false; MaxRisk=15; Settings53="====Прочие торговые настройки===="; UseComments=true; | ||||
| Баров в истории | 1259 | Смоделировано тиков | 1517 | Качество моделирования | n/a |
| Ошибки рассогласования графиков | 0 | ||||
| Начальный депозит | 10000.00 | Спред | Текущий (7) | ||
| Чистая прибыль | 1199.28 | Общая прибыль | 1765.42 | Общий убыток | -566.15 |
| Прибыльность | 3.12 | Матожидание выигрыша | 26.07 | ||
| Абсолютная просадка | 19.89 | Максимальная просадка | 554.88 (4.89%) | Относительная просадка | 4.89% (554.88) |
| Всего сделок | 46 | Короткие позиции (% выигравших) | 22 (63.64%) | Длинные позиции (% выигравших) | 24 (50.00%) |
| Прибыльные сделки (% от всех) | 26 (56.52%) | Убыточные сделки (% от всех) | 20 (43.48%) | ||
| Самая большая | прибыльная сделка | 532.10 | убыточная сделка | -144.30 | |
| Средняя | прибыльная сделка | 67.90 | убыточная сделка | -28.31 | |
| Максимальное количество | непрерывных выигрышей (прибыль) | 14 (1097.04) | непрерывных проигрышей (убыток) | 10 (-75.14) | |
| Макс. | непрерывная прибыль (число выигрышей) | 1097.04 (14) | непрерывный убыток (число проигрышей) | -321.25 (4) | |
| Средний | непрерывный выигрыш | 5 | непрерывный проигрыш | 5 | |
| № | Время | Тип | Ордер | Объем | Цена | S / L | T / P | Прибыль | Баланс |
| 1 | 2013.01.07 00:00 | buy | 1 | 0.05 | 1.04789 | 0.00000 | 0.00000 | ||
| 2 | 2013.01.07 00:00 | modify | 1 | 0.05 | 1.04789 | 1.03010 | 1.06568 | ||
| 3 | 2013.01.07 00:00 | buy | 2 | 0.05 | 1.04789 | 0.00000 | 0.00000 | ||
| 4 | 2013.01.07 00:00 | modify | 2 | 0.05 | 1.04789 | 1.03010 | 0.00000 | ||
| 5 | 2013.01.11 00:00 | modify | 2 | 0.05 | 1.04789 | 1.04809 | 0.00000 | ||
| 6 | 2013.01.11 00:00 | modify | 1 | 0.05 | 1.04789 | 1.04809 | 1.06568 | ||
| 7 | 2013.01.22 00:00 | modify | 2 | 0.05 | 1.04789 | 1.04839 | 0.00000 | ||
| 8 | 2013.01.22 00:00 | modify | 1 | 0.05 | 1.04789 | 1.04839 | 1.06568 | ||
| 9 | 2013.01.23 00:00 | modify | 2 | 0.05 | 1.04789 | 1.04877 | 0.00000 | ||
| 10 | 2013.01.23 00:00 | modify | 1 | 0.05 | 1.04789 | 1.04877 | 1.06568 | ||
| 11 | 2013.01.24 00:00 | modify | 2 | 0.05 | 1.04789 | 1.04887 | 0.00000 | ||
| 12 | 2013.01.24 00:00 | modify | 1 | 0.05 | 1.04789 | 1.04887 | 1.06568 | ||
| 13 | 2013.01.25 00:00 | s/l | 1 | 0.05 | 1.04887 | 1.04887 | 1.06568 | 5.02 | 10005.02 |
| 14 | 2013.01.25 00:00 | s/l | 2 | 0.05 | 1.04887 | 1.04887 | 0.00000 | 5.02 | 10010.04 |
| 15 | 2013.02.05 00:00 | sell | 3 | 0.05 | 1.04366 | 0.00000 | 0.00000 | ||
| 16 | 2013.02.05 00:00 | modify | 3 | 0.05 | 1.04366 | 1.06295 | 1.02437 | ||
| 17 | 2013.02.05 00:00 | sell | 4 | 0.05 | 1.04366 | 0.00000 | 0.00000 | ||
| 18 | 2013.02.05 00:00 | modify | 4 | 0.05 | 1.04366 | 1.06295 | 0.00000 | ||
| 19 | 2013.02.06 00:00 | modify | 4 | 0.05 | 1.04366 | 1.04346 | 0.00000 | ||
| 20 | 2013.02.06 00:00 | modify | 3 | 0.05 | 1.04366 | 1.04346 | 1.02437 | ||
| 21 | 2013.02.13 00:00 | t/p | 3 | 0.05 | 1.02437 | 1.04346 | 1.02437 | 95.97 | 10106.01 |
| 22 | 2013.02.15 00:00 | modify | 4 | 0.05 | 1.04366 | 1.04295 | 0.00000 | ||
| 23 | 2013.02.18 00:00 | modify | 4 | 0.05 | 1.04366 | 1.04211 | 0.00000 | ||
| 24 | 2013.02.19 00:00 | modify | 4 | 0.05 | 1.04366 | 1.04180 | 0.00000 | ||
| 25 | 2013.02.20 00:00 | modify | 4 | 0.05 | 1.04366 | 1.04143 | 0.00000 | ||
| 26 | 2013.02.21 00:00 | modify | 4 | 0.05 | 1.04366 | 1.04071 | 0.00000 | ||
| 27 | 2013.02.22 00:00 | modify | 4 | 0.05 | 1.04366 | 1.04006 | 0.00000 | ||
| 28 | 2013.02.25 00:00 | modify | 4 | 0.05 | 1.04366 | 1.03979 | 0.00000 | ||
| 29 | 2013.02.26 00:00 | modify | 4 | 0.05 | 1.04366 | 1.03885 | 0.00000 | ||
| 30 | 2013.02.27 00:00 | modify | 4 | 0.05 | 1.04366 | 1.03791 | 0.00000 | ||
| 31 | 2013.02.28 00:00 | modify | 4 | 0.05 | 1.04366 | 1.03754 | 0.00000 | ||
| 32 | 2013.03.01 00:00 | modify | 4 | 0.05 | 1.04366 | 1.03676 | 0.00000 | ||
| 33 | 2013.03.04 00:00 | modify | 4 | 0.05 | 1.04366 | 1.03585 | 0.00000 | ||
| 34 | 2013.03.05 00:00 | modify | 4 | 0.05 | 1.04366 | 1.03503 | 0.00000 | ||
| 35 | 2013.03.06 00:00 | modify | 4 | 0.05 | 1.04366 | 1.03413 | 0.00000 | ||
| 36 | 2013.03.07 00:00 | modify | 4 | 0.05 | 1.04366 | 1.03321 | 0.00000 | ||
| 37 | 2013.03.08 00:00 | modify | 4 | 0.05 | 1.04366 | 1.03231 | 0.00000 | ||
| 38 | 2013.03.11 00:00 | modify | 4 | 0.05 | 1.04366 | 1.03190 | 0.00000 | ||
| 39 | 2013.03.12 00:00 | modify | 4 | 0.05 | 1.04366 | 1.03135 | 0.00000 | ||
| 40 | 2013.03.13 00:00 | s/l | 4 | 0.05 | 1.03135 | 1.03135 | 0.00000 | 59.41 | 10165.42 |
| 41 | 2013.03.14 00:00 | sell | 5 | 0.05 | 1.02976 | 0.00000 | 0.00000 | ||
| 42 | 2013.03.14 00:00 | modify | 5 | 0.05 | 1.02976 | 1.05196 | 1.00756 | ||
| 43 | 2013.03.14 00:00 | sell | 6 | 0.05 | 1.02976 | 0.00000 | 0.00000 | ||
| 44 | 2013.03.14 00:00 | modify | 6 | 0.05 | 1.02976 | 1.05196 | 0.00000 | ||
| 45 | 2013.03.28 00:00 | buy | 7 | 0.05 | 1.04434 | 0.00000 | 0.00000 | ||
| 46 | 2013.03.28 00:00 | modify | 7 | 0.05 | 1.04434 | 1.02391 | 1.06477 | ||
| 47 | 2013.03.28 00:00 | buy | 8 | 0.05 | 1.04434 | 0.00000 | 0.00000 | ||
| 48 | 2013.03.28 00:00 | modify | 8 | 0.05 | 1.04434 | 1.02391 | 0.00000 | ||
| 49 | 2013.03.28 00:00 | close | 8 | 0.05 | 1.04427 | 1.02391 | 0.00000 | -0.35 | 10165.07 |
| 50 | 2013.03.28 00:00 | close | 7 | 0.05 | 1.04427 | 1.02391 | 1.06477 | -0.35 | 10164.72 |
| 51 | 2013.03.29 00:00 | buy | 9 | 0.05 | 1.04089 | 0.00000 | 0.00000 | ||
| 52 | 2013.03.29 00:00 | modify | 9 | 0.05 | 1.04089 | 1.02098 | 1.06080 | ||
| 53 | 2013.03.29 00:00 | buy | 10 | 0.05 | 1.04089 | 0.00000 | 0.00000 | ||
| 54 | 2013.03.29 00:00 | modify | 10 | 0.05 | 1.04089 | 1.02098 | 0.00000 | ||
| 55 | 2013.03.29 00:00 | close | 10 | 0.05 | 1.04082 | 1.02098 | 0.00000 | -0.35 | 10164.37 |
| 56 | 2013.03.29 00:00 | close | 9 | 0.05 | 1.04082 | 1.02098 | 1.06080 | -0.35 | 10164.02 |
| 57 | 2013.04.01 00:00 | buy | 11 | 0.05 | 1.04191 | 0.00000 | 0.00000 | ||
| 58 | 2013.04.01 00:00 | modify | 11 | 0.05 | 1.04191 | 1.02250 | 1.06132 | ||
| 59 | 2013.04.01 00:00 | buy | 12 | 0.05 | 1.04191 | 0.00000 | 0.00000 | ||
| 60 | 2013.04.01 00:00 | modify | 12 | 0.05 | 1.04191 | 1.02250 | 0.00000 | ||
| 61 | 2013.04.01 00:00 | close | 12 | 0.05 | 1.04184 | 1.02250 | 0.00000 | -0.35 | 10163.67 |
| 62 | 2013.04.01 00:00 | close | 11 | 0.05 | 1.04184 | 1.02250 | 1.06132 | -0.35 | 10163.32 |
| 63 | 2013.04.05 00:00 | buy | 13 | 0.05 | 1.04349 | 0.00000 | 0.00000 | ||
| 64 | 2013.04.05 00:00 | modify | 13 | 0.05 | 1.04349 | 1.02474 | 1.06224 | ||
| 65 | 2013.04.05 00:00 | buy | 14 | 0.05 | 1.04349 | 0.00000 | 0.00000 | ||
| 66 | 2013.04.05 00:00 | modify | 14 | 0.05 | 1.04349 | 1.02474 | 0.00000 | ||
| 67 | 2013.04.05 00:00 | close | 14 | 0.05 | 1.04342 | 1.02474 | 0.00000 | -0.35 | 10162.97 |
| 68 | 2013.04.05 00:00 | close | 13 | 0.05 | 1.04342 | 1.02474 | 1.06224 | -0.35 | 10162.62 |
| 69 | 2013.04.08 00:00 | buy | 15 | 0.05 | 1.03672 | 0.00000 | 0.00000 | ||
| 70 | 2013.04.08 00:00 | modify | 15 | 0.05 | 1.03672 | 1.01780 | 1.05564 | ||
| 71 | 2013.04.08 00:00 | buy | 16 | 0.05 | 1.03672 | 0.00000 | 0.00000 | ||
| 72 | 2013.04.08 00:00 | modify | 16 | 0.05 | 1.03672 | 1.01780 | 0.00000 | ||
| 73 | 2013.04.08 00:00 | close | 6 | 0.05 | 1.03672 | 1.05196 | 0.00000 | -36.17 | 10126.45 |
| 74 | 2013.04.08 00:00 | close | 5 | 0.05 | 1.03672 | 1.05196 | 1.00756 | -36.17 | 10090.28 |
| 75 | 2013.04.09 00:00 | modify | 16 | 0.05 | 1.03672 | 1.03692 | 0.00000 | ||
| 76 | 2013.04.09 00:00 | modify | 15 | 0.05 | 1.03672 | 1.03692 | 1.05564 | ||
| 77 | 2013.04.09 00:00 | modify | 16 | 0.05 | 1.03672 | 1.03780 | 0.00000 | ||
| 78 | 2013.04.09 00:00 | modify | 15 | 0.05 | 1.03672 | 1.03780 | 1.05564 | ||
| 79 | 2013.04.10 00:00 | modify | 16 | 0.05 | 1.03672 | 1.03815 | 0.00000 | ||
| 80 | 2013.04.10 00:00 | modify | 15 | 0.05 | 1.03672 | 1.03815 | 1.05564 | ||
| 81 | 2013.04.12 00:00 | t/p | 15 | 0.05 | 1.05564 | 1.03815 | 1.05564 | 94.64 | 10184.92 |
| 82 | 2013.04.12 00:00 | modify | 16 | 0.05 | 1.03672 | 1.03828 | 0.00000 | ||
| 83 | 2013.04.15 00:00 | modify | 16 | 0.05 | 1.03672 | 1.03897 | 0.00000 | ||
| 84 | 2013.04.17 00:00 | s/l | 16 | 0.05 | 1.03897 | 1.03897 | 0.00000 | 11.30 | 10196.22 |
| 85 | 2013.04.17 00:00 | buy | 17 | 0.05 | 1.03507 | 0.00000 | 0.00000 | ||
| 86 | 2013.04.17 00:00 | modify | 17 | 0.05 | 1.03507 | 1.01475 | 1.05539 | ||
| 87 | 2013.04.17 00:00 | buy | 18 | 0.05 | 1.03507 | 0.00000 | 0.00000 | ||
| 88 | 2013.04.17 00:00 | modify | 18 | 0.05 | 1.03507 | 1.01475 | 0.00000 | ||
| 89 | 2013.05.01 00:00 | sell | 19 | 0.05 | 1.03708 | 0.00000 | 0.00000 | ||
| 90 | 2013.05.01 00:00 | modify | 19 | 0.05 | 1.03708 | 1.06112 | 1.01304 | ||
| 91 | 2013.05.01 00:00 | sell | 20 | 0.05 | 1.03708 | 0.00000 | 0.00000 | ||
| 92 | 2013.05.01 00:00 | modify | 20 | 0.05 | 1.03708 | 1.06112 | 0.00000 | ||
| 93 | 2013.05.01 00:00 | modify | 18 | 0.05 | 1.03507 | 1.03572 | 0.00000 | ||
| 94 | 2013.05.01 00:00 | modify | 17 | 0.05 | 1.03507 | 1.03572 | 1.05539 | ||
| 95 | 2013.05.02 00:00 | s/l | 17 | 0.05 | 1.03572 | 1.03572 | 1.05539 | 3.35 | 10199.58 |
| 96 | 2013.05.02 00:00 | s/l | 18 | 0.05 | 1.03572 | 1.03572 | 0.00000 | 3.35 | 10202.93 |
| 97 | 2013.05.02 00:00 | modify | 20 | 0.05 | 1.03708 | 1.03688 | 0.00000 | ||
| 98 | 2013.05.02 00:00 | modify | 19 | 0.05 | 1.03708 | 1.03688 | 1.01304 | ||
| 99 | 2013.05.02 00:00 | modify | 20 | 0.05 | 1.03708 | 1.03642 | 0.00000 | ||
| 100 | 2013.05.02 00:00 | modify | 19 | 0.05 | 1.03708 | 1.03642 | 1.01304 | ||
| 101 | 2013.05.07 00:00 | modify | 20 | 0.05 | 1.03708 | 1.03591 | 0.00000 | ||
| 102 | 2013.05.07 00:00 | modify | 19 | 0.05 | 1.03708 | 1.03591 | 1.01304 | ||
| 103 | 2013.05.08 00:00 | modify | 20 | 0.05 | 1.03708 | 1.03519 | 0.00000 | ||
| 104 | 2013.05.08 00:00 | modify | 19 | 0.05 | 1.03708 | 1.03519 | 1.01304 | ||
| 105 | 2013.05.09 00:00 | modify | 20 | 0.05 | 1.03708 | 1.03495 | 0.00000 | ||
| 106 | 2013.05.09 00:00 | modify | 19 | 0.05 | 1.03708 | 1.03495 | 1.01304 | ||
| 107 | 2013.05.10 00:00 | t/p | 19 | 0.05 | 1.01304 | 1.03495 | 1.01304 | 119.55 | 10322.47 |
| 108 | 2013.05.10 00:00 | modify | 20 | 0.05 | 1.03708 | 1.03433 | 0.00000 | ||
| 109 | 2013.05.13 00:00 | modify | 20 | 0.05 | 1.03708 | 1.03327 | 0.00000 | ||
| 110 | 2013.05.14 00:00 | modify | 20 | 0.05 | 1.03708 | 1.03219 | 0.00000 | ||
| 111 | 2013.05.15 00:00 | modify | 20 | 0.05 | 1.03708 | 1.03066 | 0.00000 | ||
| 112 | 2013.05.16 00:00 | modify | 20 | 0.05 | 1.03708 | 1.02875 | 0.00000 | ||
| 113 | 2013.05.17 00:00 | modify | 20 | 0.05 | 1.03708 | 1.02648 | 0.00000 | ||
| 114 | 2013.05.20 00:00 | modify | 20 | 0.05 | 1.03708 | 1.02393 | 0.00000 | ||
| 115 | 2013.05.21 00:00 | modify | 20 | 0.05 | 1.03708 | 1.02162 | 0.00000 | ||
| 116 | 2013.05.22 00:00 | modify | 20 | 0.05 | 1.03708 | 1.01884 | 0.00000 | ||
| 117 | 2013.05.23 00:00 | modify | 20 | 0.05 | 1.03708 | 1.01571 | 0.00000 | ||
| 118 | 2013.05.24 00:00 | modify | 20 | 0.05 | 1.03708 | 1.01335 | 0.00000 | ||
| 119 | 2013.05.27 00:00 | modify | 20 | 0.05 | 1.03708 | 1.01111 | 0.00000 | ||
| 120 | 2013.05.28 00:00 | modify | 20 | 0.05 | 1.03708 | 1.00831 | 0.00000 | ||
| 121 | 2013.05.29 00:00 | modify | 20 | 0.05 | 1.03708 | 1.00604 | 0.00000 | ||
| 122 | 2013.05.30 00:00 | modify | 20 | 0.05 | 1.03708 | 1.00322 | 0.00000 | ||
| 123 | 2013.05.31 00:00 | modify | 20 | 0.05 | 1.03708 | 1.00050 | 0.00000 | ||
| 124 | 2013.06.03 00:00 | modify | 20 | 0.05 | 1.03708 | 0.99784 | 0.00000 | ||
| 125 | 2013.06.04 00:00 | modify | 20 | 0.05 | 1.03708 | 0.99551 | 0.00000 | ||
| 126 | 2013.06.05 00:00 | modify | 20 | 0.05 | 1.03708 | 0.99352 | 0.00000 | ||
| 127 | 2013.06.06 00:00 | modify | 20 | 0.05 | 1.03708 | 0.99104 | 0.00000 | ||
| 128 | 2013.06.07 00:00 | modify | 20 | 0.05 | 1.03708 | 0.99011 | 0.00000 | ||
| 129 | 2013.06.10 00:00 | modify | 20 | 0.05 | 1.03708 | 0.98842 | 0.00000 | ||
| 130 | 2013.06.11 00:00 | modify | 20 | 0.05 | 1.03708 | 0.98609 | 0.00000 | ||
| 131 | 2013.06.12 00:00 | modify | 20 | 0.05 | 1.03708 | 0.98431 | 0.00000 | ||
| 132 | 2013.06.13 00:00 | modify | 20 | 0.05 | 1.03708 | 0.98195 | 0.00000 | ||
| 133 | 2013.06.14 00:00 | modify | 20 | 0.05 | 1.03708 | 0.97953 | 0.00000 | ||
| 134 | 2013.06.17 00:00 | modify | 20 | 0.05 | 1.03708 | 0.97703 | 0.00000 | ||
| 135 | 2013.06.18 00:00 | modify | 20 | 0.05 | 1.03708 | 0.97510 | 0.00000 | ||
| 136 | 2013.06.19 00:00 | modify | 20 | 0.05 | 1.03708 | 0.97438 | 0.00000 | ||
| 137 | 2013.06.20 00:00 | modify | 20 | 0.05 | 1.03708 | 0.97322 | 0.00000 | ||
| 138 | 2013.06.21 00:00 | modify | 20 | 0.05 | 1.03708 | 0.97199 | 0.00000 | ||
| 139 | 2013.06.24 00:00 | modify | 20 | 0.05 | 1.03708 | 0.97042 | 0.00000 | ||
| 140 | 2013.06.25 00:00 | modify | 20 | 0.05 | 1.03708 | 0.96764 | 0.00000 | ||
| 141 | 2013.06.26 00:00 | modify | 20 | 0.05 | 1.03708 | 0.96436 | 0.00000 | ||
| 142 | 2013.06.27 00:00 | modify | 20 | 0.05 | 1.03708 | 0.96146 | 0.00000 | ||
| 143 | 2013.06.28 00:00 | modify | 20 | 0.05 | 1.03708 | 0.95898 | 0.00000 | ||
| 144 | 2013.07.01 00:00 | modify | 20 | 0.05 | 1.03708 | 0.95675 | 0.00000 | ||
| 145 | 2013.07.02 00:00 | modify | 20 | 0.05 | 1.03708 | 0.95479 | 0.00000 | ||
| 146 | 2013.07.03 00:00 | modify | 20 | 0.05 | 1.03708 | 0.95295 | 0.00000 | ||
| 147 | 2013.07.04 00:00 | modify | 20 | 0.05 | 1.03708 | 0.95027 | 0.00000 | ||
| 148 | 2013.07.05 00:00 | modify | 20 | 0.05 | 1.03708 | 0.94849 | 0.00000 | ||
| 149 | 2013.07.08 00:00 | modify | 20 | 0.05 | 1.03708 | 0.94620 | 0.00000 | ||
| 150 | 2013.07.09 00:00 | modify | 20 | 0.05 | 1.03708 | 0.94367 | 0.00000 | ||
| 151 | 2013.07.10 00:00 | modify | 20 | 0.05 | 1.03708 | 0.94169 | 0.00000 | ||
| 152 | 2013.07.11 00:00 | modify | 20 | 0.05 | 1.03708 | 0.93927 | 0.00000 | ||
| 153 | 2013.07.12 00:00 | modify | 20 | 0.05 | 1.03708 | 0.93752 | 0.00000 | ||
| 154 | 2013.07.15 00:00 | modify | 20 | 0.05 | 1.03708 | 0.93618 | 0.00000 | ||
| 155 | 2013.07.16 00:00 | modify | 20 | 0.05 | 1.03708 | 0.93491 | 0.00000 | ||
| 156 | 2013.07.17 00:00 | modify | 20 | 0.05 | 1.03708 | 0.93384 | 0.00000 | ||
| 157 | 2013.07.18 00:00 | modify | 20 | 0.05 | 1.03708 | 0.93187 | 0.00000 | ||
| 158 | 2013.07.19 00:00 | modify | 20 | 0.05 | 1.03708 | 0.93038 | 0.00000 | ||
| 159 | 2013.07.22 00:00 | modify | 20 | 0.05 | 1.03708 | 0.93007 | 0.00000 | ||
| 160 | 2013.07.23 00:00 | modify | 20 | 0.05 | 1.03708 | 0.92966 | 0.00000 | ||
| 161 | 2013.07.24 00:00 | s/l | 20 | 0.05 | 0.92966 | 0.92966 | 0.00000 | 532.10 | 10854.58 |
| 162 | 2013.07.24 00:00 | sell | 21 | 0.05 | 0.92949 | 0.00000 | 0.00000 | ||
| 163 | 2013.07.24 00:00 | modify | 21 | 0.05 | 0.92949 | 0.96671 | 0.89227 | ||
| 164 | 2013.07.24 00:00 | sell | 22 | 0.05 | 0.92949 | 0.00000 | 0.00000 | ||
| 165 | 2013.07.24 00:00 | modify | 22 | 0.05 | 0.92949 | 0.96671 | 0.00000 | ||
| 166 | 2013.07.25 00:00 | modify | 22 | 0.05 | 0.92949 | 0.92929 | 0.00000 | ||
| 167 | 2013.07.25 00:00 | modify | 21 | 0.05 | 0.92949 | 0.92929 | 0.89227 | ||
| 168 | 2013.07.25 00:00 | modify | 22 | 0.05 | 0.92949 | 0.92805 | 0.00000 | ||
| 169 | 2013.07.25 00:00 | modify | 21 | 0.05 | 0.92949 | 0.92805 | 0.89227 | ||
| 170 | 2013.07.26 00:00 | s/l | 21 | 0.05 | 0.92805 | 0.92805 | 0.89227 | 6.96 | 10861.54 |
| 171 | 2013.07.26 00:00 | s/l | 22 | 0.05 | 0.92805 | 0.92805 | 0.00000 | 6.96 | 10868.50 |
| 172 | 2013.07.29 00:00 | sell | 23 | 0.05 | 0.92515 | 0.00000 | 0.00000 | ||
| 173 | 2013.07.29 00:00 | modify | 23 | 0.05 | 0.92515 | 0.96307 | 0.88723 | ||
| 174 | 2013.07.29 00:00 | sell | 24 | 0.05 | 0.92515 | 0.00000 | 0.00000 | ||
| 175 | 2013.07.29 00:00 | modify | 24 | 0.05 | 0.92515 | 0.96307 | 0.00000 | ||
| 176 | 2013.07.31 00:00 | modify | 24 | 0.05 | 0.92515 | 0.92495 | 0.00000 | ||
| 177 | 2013.07.31 00:00 | modify | 23 | 0.05 | 0.92515 | 0.92495 | 0.88723 | ||
| 178 | 2013.08.05 00:00 | t/p | 23 | 0.05 | 0.88723 | 0.92495 | 0.88723 | 189.18 | 11057.68 |
| 179 | 2013.08.06 00:00 | modify | 24 | 0.05 | 0.92515 | 0.92348 | 0.00000 | ||
| 180 | 2013.08.07 00:00 | modify | 24 | 0.05 | 0.92515 | 0.92138 | 0.00000 | ||
| 181 | 2013.08.08 00:00 | modify | 24 | 0.05 | 0.92515 | 0.91927 | 0.00000 | ||
| 182 | 2013.08.09 00:00 | modify | 24 | 0.05 | 0.92515 | 0.91750 | 0.00000 | ||
| 183 | 2013.08.12 00:00 | s/l | 24 | 0.05 | 0.91750 | 0.91750 | 0.00000 | 37.42 | 11095.10 |
| 184 | 2013.08.12 00:00 | sell | 25 | 0.05 | 0.91870 | 0.00000 | 0.00000 | ||
| 185 | 2013.08.12 00:00 | modify | 25 | 0.05 | 0.91870 | 0.95333 | 0.88407 | ||
| 186 | 2013.08.12 00:00 | sell | 26 | 0.05 | 0.91870 | 0.00000 | 0.00000 | ||
| 187 | 2013.08.12 00:00 | modify | 26 | 0.05 | 0.91870 | 0.95333 | 0.00000 | ||
| 188 | 2013.08.13 00:00 | modify | 26 | 0.05 | 0.91870 | 0.91514 | 0.00000 | ||
| 189 | 2013.08.13 00:00 | modify | 25 | 0.05 | 0.91870 | 0.91514 | 0.88407 | ||
| 190 | 2013.08.14 00:00 | modify | 26 | 0.05 | 0.91870 | 0.91486 | 0.00000 | ||
| 191 | 2013.08.14 00:00 | modify | 25 | 0.05 | 0.91870 | 0.91486 | 0.88407 | ||
| 192 | 2013.08.15 00:00 | s/l | 25 | 0.05 | 0.91486 | 0.91486 | 0.88407 | 18.90 | 11114.00 |
| 193 | 2013.08.15 00:00 | s/l | 26 | 0.05 | 0.91486 | 0.91486 | 0.00000 | 18.90 | 11132.91 |
| 194 | 2013.08.16 00:00 | sell | 27 | 0.05 | 0.91383 | 0.00000 | 0.00000 | ||
| 195 | 2013.08.16 00:00 | modify | 27 | 0.05 | 0.91383 | 0.94691 | 0.88075 | ||
| 196 | 2013.08.16 00:00 | sell | 28 | 0.05 | 0.91383 | 0.00000 | 0.00000 | ||
| 197 | 2013.08.16 00:00 | modify | 28 | 0.05 | 0.91383 | 0.94691 | 0.00000 | ||
| 198 | 2013.08.21 00:00 | modify | 28 | 0.05 | 0.91383 | 0.91363 | 0.00000 | ||
| 199 | 2013.08.21 00:00 | modify | 27 | 0.05 | 0.91383 | 0.91363 | 0.88075 | ||
| 200 | 2013.08.27 00:00 | modify | 28 | 0.05 | 0.91383 | 0.91322 | 0.00000 | ||
| 201 | 2013.08.27 00:00 | modify | 27 | 0.05 | 0.91383 | 0.91322 | 0.88075 | ||
| 202 | 2013.08.28 00:00 | modify | 28 | 0.05 | 0.91383 | 0.91240 | 0.00000 | ||
| 203 | 2013.08.28 00:00 | modify | 27 | 0.05 | 0.91383 | 0.91240 | 0.88075 | ||
| 204 | 2013.08.29 00:00 | modify | 28 | 0.05 | 0.91383 | 0.91173 | 0.00000 | ||
| 205 | 2013.08.29 00:00 | modify | 27 | 0.05 | 0.91383 | 0.91173 | 0.88075 | ||
| 206 | 2013.08.30 00:00 | modify | 28 | 0.05 | 0.91383 | 0.91116 | 0.00000 | ||
| 207 | 2013.08.30 00:00 | modify | 27 | 0.05 | 0.91383 | 0.91116 | 0.88075 | ||
| 208 | 2013.09.02 00:00 | modify | 28 | 0.05 | 0.91383 | 0.91032 | 0.00000 | ||
| 209 | 2013.09.02 00:00 | modify | 27 | 0.05 | 0.91383 | 0.91032 | 0.88075 | ||
| 210 | 2013.09.03 00:00 | modify | 28 | 0.05 | 0.91383 | 0.90923 | 0.00000 | ||
| 211 | 2013.09.03 00:00 | modify | 27 | 0.05 | 0.91383 | 0.90923 | 0.88075 | ||
| 212 | 2013.09.04 00:00 | modify | 28 | 0.05 | 0.91383 | 0.90815 | 0.00000 | ||
| 213 | 2013.09.04 00:00 | modify | 27 | 0.05 | 0.91383 | 0.90815 | 0.88075 | ||
| 214 | 2013.09.05 00:00 | s/l | 27 | 0.05 | 0.90815 | 0.90815 | 0.88075 | 27.21 | 11160.12 |
| 215 | 2013.09.05 00:00 | s/l | 28 | 0.05 | 0.90815 | 0.90815 | 0.00000 | 27.21 | 11187.33 |
| 216 | 2013.09.05 00:00 | sell | 29 | 0.05 | 0.91717 | 0.00000 | 0.00000 | ||
| 217 | 2013.09.05 00:00 | modify | 29 | 0.05 | 0.91717 | 0.94785 | 0.88649 | ||
| 218 | 2013.09.05 00:00 | sell | 30 | 0.05 | 0.91717 | 0.00000 | 0.00000 | ||
| 219 | 2013.09.05 00:00 | modify | 30 | 0.05 | 0.91717 | 0.94785 | 0.00000 | ||
| 220 | 2013.09.09 00:00 | close | 30 | 0.05 | 0.92041 | 0.94785 | 0.00000 | -16.32 | 11171.01 |
| 221 | 2013.09.09 00:00 | close | 29 | 0.05 | 0.92041 | 0.94785 | 0.88649 | -16.32 | 11154.69 |
| 222 | 2013.09.10 00:00 | sell | 31 | 0.05 | 0.92267 | 0.00000 | 0.00000 | ||
| 223 | 2013.09.10 00:00 | modify | 31 | 0.05 | 0.92267 | 0.95140 | 0.89394 | ||
| 224 | 2013.09.10 00:00 | sell | 32 | 0.05 | 0.92267 | 0.00000 | 0.00000 | ||
| 225 | 2013.09.10 00:00 | modify | 32 | 0.05 | 0.92267 | 0.95140 | 0.00000 | ||
| 226 | 2013.09.19 00:00 | s/l | 31 | 0.05 | 0.95140 | 0.95140 | 0.89394 | -144.30 | 11010.38 |
| 227 | 2013.09.19 00:00 | s/l | 32 | 0.05 | 0.95140 | 0.95140 | 0.00000 | -144.30 | 10866.08 |
| 228 | 2013.09.23 00:00 | buy | 33 | 0.05 | 0.93662 | 0.00000 | 0.00000 | ||
| 229 | 2013.09.23 00:00 | modify | 33 | 0.05 | 0.93662 | 0.90741 | 0.96583 | ||
| 230 | 2013.09.23 00:00 | buy | 34 | 0.05 | 0.93662 | 0.00000 | 0.00000 | ||
| 231 | 2013.09.23 00:00 | modify | 34 | 0.05 | 0.93662 | 0.90741 | 0.00000 | ||
| 232 | 2013.09.24 00:00 | modify | 34 | 0.05 | 0.93662 | 0.93682 | 0.00000 | ||
| 233 | 2013.09.24 00:00 | modify | 33 | 0.05 | 0.93662 | 0.93682 | 0.96583 | ||
| 234 | 2013.09.25 00:00 | s/l | 33 | 0.05 | 0.93682 | 0.93682 | 0.96583 | 1.01 | 10867.09 |
| 235 | 2013.09.25 00:00 | s/l | 34 | 0.05 | 0.93682 | 0.93682 | 0.00000 | 1.01 | 10868.10 |
| 236 | 2013.09.25 00:00 | buy | 35 | 0.05 | 0.93899 | 0.00000 | 0.00000 | ||
| 237 | 2013.09.25 00:00 | modify | 35 | 0.05 | 0.93899 | 0.90996 | 0.96802 | ||
| 238 | 2013.09.25 00:00 | buy | 36 | 0.05 | 0.93899 | 0.00000 | 0.00000 | ||
| 239 | 2013.09.25 00:00 | modify | 36 | 0.05 | 0.93899 | 0.90996 | 0.00000 | ||
| 240 | 2013.09.30 00:00 | close | 36 | 0.05 | 0.93071 | 0.90996 | 0.00000 | -41.37 | 10826.73 |
| 241 | 2013.09.30 00:00 | close | 35 | 0.05 | 0.93071 | 0.90996 | 0.96802 | -41.37 | 10785.36 |
| 242 | 2013.10.04 00:00 | buy | 37 | 0.05 | 0.93926 | 0.00000 | 0.00000 | ||
| 243 | 2013.10.04 00:00 | modify | 37 | 0.05 | 0.93926 | 0.91205 | 0.96647 | ||
| 244 | 2013.10.04 00:00 | buy | 38 | 0.05 | 0.93926 | 0.00000 | 0.00000 | ||
| 245 | 2013.10.04 00:00 | modify | 38 | 0.05 | 0.93926 | 0.91205 | 0.00000 | ||
| 246 | 2013.10.07 00:00 | modify | 38 | 0.05 | 0.93926 | 0.93946 | 0.00000 | ||
| 247 | 2013.10.07 00:00 | modify | 37 | 0.05 | 0.93926 | 0.93946 | 0.96647 | ||
| 248 | 2013.10.08 00:00 | s/l | 37 | 0.05 | 0.93946 | 0.93946 | 0.96647 | 1.01 | 10786.37 |
| 249 | 2013.10.08 00:00 | s/l | 38 | 0.05 | 0.93946 | 0.93946 | 0.00000 | 1.01 | 10787.39 |
| 250 | 2013.10.09 00:00 | buy | 39 | 0.05 | 0.94232 | 0.00000 | 0.00000 | ||
| 251 | 2013.10.09 00:00 | modify | 39 | 0.05 | 0.94232 | 0.91621 | 0.96843 | ||
| 252 | 2013.10.09 00:00 | buy | 40 | 0.05 | 0.94232 | 0.00000 | 0.00000 | ||
| 253 | 2013.10.09 00:00 | modify | 40 | 0.05 | 0.94232 | 0.91621 | 0.00000 | ||
| 254 | 2013.10.15 00:00 | modify | 40 | 0.05 | 0.94232 | 0.94252 | 0.00000 | ||
| 255 | 2013.10.15 00:00 | modify | 39 | 0.05 | 0.94232 | 0.94252 | 0.96843 | ||
| 256 | 2013.10.23 00:00 | t/p | 39 | 0.05 | 0.96843 | 0.94252 | 0.96843 | 130.63 | 10918.02 |
| 257 | 2013.10.28 00:00 | modify | 40 | 0.05 | 0.94232 | 0.94440 | 0.00000 | ||
| 258 | 2013.10.29 00:00 | modify | 40 | 0.05 | 0.94232 | 0.94561 | 0.00000 | ||
| 259 | 2013.10.30 00:00 | modify | 40 | 0.05 | 0.94232 | 0.94671 | 0.00000 | ||
| 260 | 2013.10.31 00:00 | s/l | 40 | 0.05 | 0.94671 | 0.94671 | 0.00000 | 22.09 | 10940.11 |
| 261 | 2013.10.31 00:00 | buy | 41 | 0.05 | 0.94814 | 0.00000 | 0.00000 | ||
| 262 | 2013.10.31 00:00 | modify | 41 | 0.05 | 0.94814 | 0.92554 | 0.97074 | ||
| 263 | 2013.10.31 00:00 | buy | 42 | 0.05 | 0.94814 | 0.00000 | 0.00000 | ||
| 264 | 2013.10.31 00:00 | modify | 42 | 0.05 | 0.94814 | 0.92554 | 0.00000 | ||
| 265 | 2013.11.08 00:00 | close | 42 | 0.05 | 0.94552 | 0.92554 | 0.00000 | -13.05 | 10927.06 |
| 266 | 2013.11.08 00:00 | close | 41 | 0.05 | 0.94552 | 0.92554 | 0.97074 | -13.05 | 10914.01 |
| 267 | 2013.11.15 00:00 | sell | 43 | 0.05 | 0.93146 | 0.00000 | 0.00000 | ||
| 268 | 2013.11.15 00:00 | modify | 43 | 0.05 | 0.93146 | 0.95626 | 0.90666 | ||
| 269 | 2013.11.15 00:00 | sell | 44 | 0.05 | 0.93146 | 0.00000 | 0.00000 | ||
| 270 | 2013.11.15 00:00 | modify | 44 | 0.05 | 0.93146 | 0.95626 | 0.00000 | ||
| 271 | 2013.11.18 00:00 | close | 44 | 0.05 | 0.93754 | 0.95626 | 0.00000 | -30.46 | 10883.55 |
| 272 | 2013.11.18 00:00 | close | 43 | 0.05 | 0.93754 | 0.95626 | 0.90666 | -30.46 | 10853.09 |
| 273 | 2013.11.19 00:00 | sell | 45 | 0.05 | 0.93751 | 0.00000 | 0.00000 | ||
| 274 | 2013.11.19 00:00 | modify | 45 | 0.05 | 0.93751 | 0.96259 | 0.91243 | ||
| 275 | 2013.11.19 00:00 | sell | 46 | 0.05 | 0.93751 | 0.00000 | 0.00000 | ||
| 276 | 2013.11.19 00:00 | modify | 46 | 0.05 | 0.93751 | 0.96259 | 0.00000 | ||
| 277 | 2013.11.22 00:00 | modify | 46 | 0.05 | 0.93751 | 0.93731 | 0.00000 | ||
| 278 | 2013.11.22 00:00 | modify | 45 | 0.05 | 0.93751 | 0.93731 | 0.91243 | ||
| 279 | 2013.11.26 00:00 | t/p | 45 | 0.05 | 0.91243 | 0.93731 | 0.91243 | 124.98 | 10978.08 |
| 280 | 2013.12.02 00:00 | modify | 46 | 0.05 | 0.93751 | 0.93681 | 0.00000 | ||
| 281 | 2013.12.03 00:00 | modify | 46 | 0.05 | 0.93751 | 0.93485 | 0.00000 | ||
| 282 | 2013.12.04 00:00 | modify | 46 | 0.05 | 0.93751 | 0.93317 | 0.00000 | ||
| 283 | 2013.12.05 00:00 | modify | 46 | 0.05 | 0.93751 | 0.93166 | 0.00000 | ||
| 284 | 2013.12.06 00:00 | modify | 46 | 0.05 | 0.93751 | 0.93025 | 0.00000 | ||
| 285 | 2013.12.09 00:00 | modify | 46 | 0.05 | 0.93751 | 0.92913 | 0.00000 | ||
| 286 | 2013.12.10 00:00 | modify | 46 | 0.05 | 0.93751 | 0.92736 | 0.00000 | ||
| 287 | 2013.12.11 00:00 | modify | 46 | 0.05 | 0.93751 | 0.92594 | 0.00000 | ||
| 288 | 2013.12.12 00:00 | modify | 46 | 0.05 | 0.93751 | 0.92488 | 0.00000 | ||
| 289 | 2013.12.13 00:00 | modify | 46 | 0.05 | 0.93751 | 0.92396 | 0.00000 | ||
| 290 | 2013.12.16 00:00 | modify | 46 | 0.05 | 0.93751 | 0.92339 | 0.00000 | ||
| 291 | 2013.12.17 00:00 | modify | 46 | 0.05 | 0.93751 | 0.92215 | 0.00000 | ||
| 292 | 2013.12.18 00:00 | modify | 46 | 0.05 | 0.93751 | 0.92023 | 0.00000 | ||
| 293 | 2013.12.19 00:00 | modify | 46 | 0.05 | 0.93751 | 0.91862 | 0.00000 | ||
| 294 | 2013.12.20 00:00 | modify | 46 | 0.05 | 0.93751 | 0.91701 | 0.00000 | ||
| 295 | 2013.12.23 00:00 | modify | 46 | 0.05 | 0.93751 | 0.91518 | 0.00000 | ||
| 296 | 2013.12.24 00:00 | modify | 46 | 0.05 | 0.93751 | 0.91321 | 0.00000 | ||
| 297 | 2013.12.26 00:00 | modify | 46 | 0.05 | 0.93751 | 0.91142 | 0.00000 | ||
| 298 | 2013.12.27 00:00 | modify | 46 | 0.05 | 0.93751 | 0.91011 | 0.00000 | ||
| 299 | 2013.12.30 00:00 | modify | 46 | 0.05 | 0.93751 | 0.90900 | 0.00000 | ||
| 300 | 2013.12.31 00:00 | modify | 46 | 0.05 | 0.93751 | 0.90787 | 0.00000 | ||
| 301 | 2013.12.31 23:59 | close at stop | 46 | 0.05 | 0.89277 | 0.90787 | 0.00000 | 221.20 | 11199.28 |