Hypothetical performance results have many inherent limitations. No representation is being made that any account will or is likely to achieve profits or losses similar to those shown. In fact, there are frequently sharp differences between hypothetical performance results and the actual results subsequently achieved by any particularly trading program.
One of the limitations of hypothetical performance results is that they are generally prepared with the benefit of hindsight. In addition, hypothetical trading does not involve financial risk. Variables such as the ability to adhere to a particular trading program in spite of trading losses as well as maintaining adequate liquidity are material points which can adversely affect actual real trading results.
Strategy Tester: Trafalgar-AUDJPY-H4
Strategy Tester Report
Trafalgar-AUDJPY-H4
AlpariUK-Demo (Build 215)
Symbol AUDJPY (Australian Dollar vs Japanese Yen)
Period 4 Hours (H4) 2005.12.01 00:00 - 2008.05.01 20:00 (2005.12.01 - 2008.05.02)
Model Every tick (the most precise method based on all available least timeframes)
Parameters _tmp1_=" --- Trade parameters ---"; Lots=1; StopLoss=80; TakeProfit=400; Slippage=3; Magic=20071009; _tmp2_=" MaxBars=500; _tmp3_=" --- Chart section ---"; clBuy=DodgerBlue; clSell=Crimson; clClose=Gold;
Bars in test 4491 Ticks modelled 5408680 Modelling quality 90.00%
Mismatched charts errors 2
Initial deposit 10000.00
Total net profit 49336.12 Gross profit 115786.51 Gross loss -66450.39
Profit factor 1.74 Expected payoff 231.62
Absolute drawdown 256.20 Maximal drawdown 7963.97 (14.22%) Relative drawdown 18.26% (3761.78)
Total trades 213 Short positions (won %) 111 (33.33%) Long positions (won %) 102 (47.06%)
Profit trades (% of total) 85 (39.91%) Loss trades (% of total) 128 (60.09%)
Largest profit trade 3865.66 loss trade -831.37
Average profit trade 1362.19 loss trade -519.14
Maximum consecutive wins (profit in money) 4 (4738.20) consecutive losses (loss in money) 9 (-6834.99)
Maximal consecutive profit (count of wins) 11274.28 (3) consecutive loss (count of losses) -6834.99 (9)
Average consecutive wins 2 consecutive losses 2
# Time Type Order Size Price S / L T / P Profit Balance
1 2005.12.01 00:01 buy 1 1.00 88.68 87.88 92.68
2 2005.12.07 00:01 close 1 1.00 90.96 87.88 92.68 2219.57 12219.57
3 2005.12.07 16:00 sell 2 1.00 90.43 91.23 86.43
4 2005.12.13 12:00 close 2 1.00 90.77 91.23 86.43 -431.28 11788.30
5 2005.12.14 04:00 sell 3 1.00 89.63 90.43 85.63
6 2005.12.20 04:00 close 3 1.00 86.25 90.43 85.63 3097.47 14885.77
7 2005.12.21 20:00 buy 4 1.00 85.95 85.15 89.95
8 2005.12.22 16:02 s/l 4 1.00 85.15 85.15 89.95 -716.95 14168.82
9 2005.12.22 20:00 buy 5 1.00 85.30 84.50 89.30
10 2006.01.03 00:01 close 5 1.00 86.43 84.50 89.30 1212.66 15381.48
11 2006.01.04 08:00 sell 6 1.00 85.76 86.56 81.76
12 2006.01.04 15:37 s/l 6 1.00 86.56 86.56 81.76 -758.87 14622.61
13 2006.01.05 08:00 sell 7 1.00 86.71 87.51 82.71
14 2006.01.11 16:00 close 7 1.00 86.11 87.51 82.71 496.65 15119.25
15 2006.01.12 12:00 sell 8 1.00 85.74 86.54 81.74
16 2006.01.12 16:00 close 8 1.00 85.78 86.54 81.74 -37.94 15081.31
17 2006.01.16 04:00 buy 9 1.00 86.37 85.57 90.37
18 2006.01.18 08:00 close 9 1.00 86.41 85.57 90.37 66.04 15147.35
19 2006.01.19 12:00 sell 10 1.00 85.93 86.73 81.93
20 2006.01.20 06:08 s/l 10 1.00 86.73 86.73 81.93 -777.00 14370.36
21 2006.01.25 04:00 buy 11 1.00 86.51 85.71 90.51
22 2006.01.31 12:00 close 11 1.00 88.26 85.71 90.51 1744.77 16115.13
23 2006.02.01 00:01 buy 12 1.00 88.97 88.17 92.97
24 2006.02.01 04:00 close 12 1.00 88.78 88.17 92.97 -180.28 15934.85
25 2006.02.03 12:00 sell 13 1.00 89.13 89.93 85.13
26 2006.02.09 08:00 close 13 1.00 87.91 89.93 85.13 1048.51 16983.36
27 2006.02.15 04:00 buy 14 1.00 87.25 86.45 91.25
28 2006.02.22 04:00 close 14 1.00 87.60 86.45 91.25 430.42 17413.78
29 2006.02.23 08:00 sell 15 1.00 86.52 87.32 82.52
30 2006.02.28 12:00 close 15 1.00 86.06 87.32 82.52 381.97 17795.75
31 2006.03.02 04:00 buy 16 1.00 86.66 85.86 90.66
32 2006.03.07 08:00 close 16 1.00 86.82 85.86 90.66 193.95 17989.70
33 2006.03.13 00:01 buy 17 1.00 86.98 86.18 90.98
34 2006.03.14 16:00 close 17 1.00 86.47 86.18 90.98 -469.87 17519.82
35 2006.03.14 16:00 sell 18 1.00 86.47 87.27 82.47
36 2006.03.14 20:00 close 18 1.00 86.55 87.27 82.47 -75.89 17443.93
37 2006.03.16 12:00 sell 19 1.00 86.71 87.51 82.71
38 2006.03.22 00:01 close 19 1.00 84.21 87.51 82.71 2298.96 19742.89
39 2006.03.23 20:00 buy 20 1.00 84.17 83.37 88.17
40 2006.03.24 16:18 s/l 20 1.00 83.37 83.37 88.17 -745.03 18997.86
41 2006.03.24 20:00 buy 21 1.00 83.34 82.54 87.34
42 2006.03.27 03:44 s/l 21 1.00 82.54 82.54 87.34 -745.03 18252.82
43 2006.03.29 00:01 buy 22 1.00 83.22 82.42 87.22
44 2006.04.04 04:00 close 22 1.00 83.94 82.42 87.22 767.45 19020.27
45 2006.04.06 12:00 buy 23 1.00 86.07 85.27 90.07
46 2006.04.07 12:00 close 23 1.00 86.00 85.27 90.07 -52.37 18967.90
47 2006.04.07 16:00 buy 24 1.00 86.05 85.25 90.05
48 2006.04.07 20:00 close 24 1.00 86.00 85.25 90.05 -47.44 18920.46
49 2006.04.11 04:00 sell 25 1.00 86.28 87.08 82.28
50 2006.04.11 08:00 close 25 1.00 86.75 87.08 82.28 -445.84 18474.62
51 2006.04.12 00:02 sell 26 1.00 86.73 87.53 82.73
52 2006.04.17 20:00 close 26 1.00 86.94 87.53 82.73 -289.83 18184.79
53 2006.04.19 16:00 buy 27 1.00 87.71 86.91 91.71
54 2006.04.20 16:20 s/l 27 1.00 86.91 86.91 91.71 -716.94 17467.84
55 2006.04.20 20:00 sell 28 1.00 86.68 87.48 82.68
56 2006.04.26 16:00 close 28 1.00 86.51 87.48 82.68 88.76 17556.60
57 2006.04.26 16:00 buy 29 1.00 86.51 85.71 90.51
58 2006.05.05 04:00 close 29 1.00 87.31 85.71 90.51 913.58 18470.18
59 2006.05.08 04:00 sell 30 1.00 86.18 86.98 82.18
60 2006.05.11 08:00 close 30 1.00 85.86 86.98 82.18 212.91 18683.09
61 2006.05.15 08:00 sell 31 1.00 84.45 85.25 80.45
62 2006.05.16 16:00 close 31 1.00 84.45 85.25 80.45 -18.13 18664.96
63 2006.05.18 08:00 buy 32 1.00 84.25 83.45 88.25
64 2006.05.22 20:00 close 32 1.00 83.97 83.45 88.25 -237.59 18427.37
65 2006.05.24 16:00 buy 33 1.00 84.80 84.00 88.80
66 2006.05.30 08:00 close 33 1.00 85.31 84.00 88.80 568.19 18995.56
67 2006.05.30 16:00 buy 34 1.00 85.55 84.75 89.55
68 2006.05.30 20:00 close 34 1.00 85.43 84.75 89.55 -113.86 18881.70
69 2006.05.31 04:00 buy 35 1.00 85.62 84.82 89.62
70 2006.05.31 08:00 close 35 1.00 85.51 84.82 89.62 -104.37 18777.33
71 2006.05.31 12:00 sell 36 1.00 85.33 86.13 81.33
72 2006.06.06 04:00 close 36 1.00 83.93 86.13 81.33 1219.27 19996.61
73 2006.06.08 04:00 buy 37 1.00 84.60 83.80 88.60
74 2006.06.13 04:00 close 37 1.00 84.92 83.80 88.60 345.77 20342.37
75 2006.06.19 16:00 buy 38 1.00 85.39 84.59 89.39
76 2006.06.19 20:00 close 38 1.00 84.95 84.59 89.39 -417.50 19924.87
77 2006.06.20 16:00 sell 39 1.00 84.80 85.60 80.80
78 2006.06.20 20:00 close 39 1.00 84.80 85.60 80.80 0.00 19924.87
79 2006.06.21 16:00 sell 40 1.00 84.58 85.38 80.58
80 2006.06.21 20:00 close 40 1.00 84.81 85.38 80.58 -218.17 19706.70
81 2006.06.28 04:00 sell 41 1.00 85.12 85.92 81.12
82 2006.06.30 04:00 close 41 1.00 85.19 85.92 81.12 -138.90 19567.80
83 2006.06.30 12:00 buy 42 1.00 85.22 84.42 89.22
84 2006.06.30 16:00 close 42 1.00 84.95 84.42 89.22 -256.19 19311.61
85 2006.07.03 08:00 buy 43 1.00 85.12 84.32 89.12
86 2006.07.07 12:00 close 43 1.00 85.80 84.32 89.12 729.49 20041.10
87 2006.07.10 04:00 sell 44 1.00 85.51 86.31 81.51
88 2006.07.12 00:01 close 44 1.00 86.03 86.31 81.51 -529.52 19511.58
89 2006.07.12 04:00 buy 45 1.00 86.19 85.39 90.19
90 2006.07.18 00:01 close 45 1.00 87.57 85.39 90.19 1393.69 20905.27
91 2006.07.19 04:00 sell 46 1.00 87.35 88.15 83.35
92 2006.07.24 16:00 close 46 1.00 87.94 88.15 83.35 -650.30 20254.97
93 2006.07.26 12:00 buy 47 1.00 88.63 87.83 92.63
94 2006.07.27 20:00 close 47 1.00 88.25 87.83 92.63 -318.42 19936.55
95 2006.07.28 08:00 sell 48 1.00 88.02 88.82 84.02
96 2006.08.02 16:00 close 48 1.00 87.84 88.82 84.02 116.36 20052.91
97 2006.08.04 12:00 buy 49 1.00 87.77 86.97 91.77
98 2006.08.08 12:00 close 49 1.00 87.45 86.97 91.77 -275.55 19777.36
99 2006.08.09 12:00 buy 50 1.00 88.00 87.20 92.00
100 2006.08.14 16:00 close 50 1.00 88.69 87.20 92.00 724.94 20502.29
101 2006.08.16 08:00 sell 51 1.00 88.71 89.51 84.71
102 2006.08.21 16:00 close 51 1.00 88.47 89.51 84.71 137.03 20639.33
103 2006.08.23 12:00 buy 52 1.00 89.02 88.22 93.02
104 2006.08.25 20:00 close 52 1.00 88.71 88.22 93.02 -237.97 20401.36
105 2006.08.30 12:00 buy 53 1.00 89.40 88.60 93.40
106 2006.08.31 04:00 close 53 1.00 89.36 88.60 93.40 4.19 20405.54
107 2006.08.31 08:00 buy 54 1.00 89.53 88.73 93.53
108 2006.08.31 16:00 close 54 1.00 89.44 88.73 93.53 -85.39 20320.15
109 2006.08.31 20:00 buy 55 1.00 89.55 88.75 93.55
110 2006.09.04 12:00 close 55 1.00 89.38 88.75 93.55 -133.21 20186.94
111 2006.09.04 12:00 sell 56 1.00 89.38 90.18 85.38
112 2006.09.11 20:00 close 56 1.00 88.41 90.18 85.38 793.25 20980.19
113 2006.09.13 16:00 buy 57 1.00 88.63 87.83 92.63
114 2006.09.19 12:00 close 57 1.00 88.60 87.83 92.63 55.81 21036.00
115 2006.09.21 20:00 sell 58 1.00 88.20 89.00 84.20
116 2006.09.26 00:01 close 58 1.00 87.91 89.00 84.20 220.71 21256.71
117 2006.09.26 20:00 buy 59 1.00 88.23 87.43 92.23
118 2006.12.05 00:00 close 59 1.00 91.06 87.43 92.23 3668.42 24925.14
119 2006.12.06 08:00 sell 60 1.00 90.20 91.00 86.20
120 2006.12.07 12:34 s/l 60 1.00 91.00 91.00 86.20 -813.25 24111.89
121 2006.12.07 16:00 sell 61 1.00 90.99 91.79 86.99
122 2006.12.11 08:00 close 61 1.00 91.50 91.79 86.99 -520.02 23591.87
123 2006.12.15 00:00 sell 62 1.00 92.15 92.95 88.15
124 2006.12.20 04:00 close 62 1.00 92.72 92.95 88.15 -595.07 22996.80
125 2006.12.20 20:00 buy 63 1.00 93.11 92.31 97.11
126 2006.12.21 12:00 close 63 1.00 92.81 92.31 97.11 -242.52 22754.28
127 2006.12.22 04:00 buy 64 1.00 92.88 92.08 96.88
128 2006.12.22 16:00 close 64 1.00 92.88 92.08 96.88 0.00 22754.28
129 2006.12.26 12:00 buy 65 1.00 93.49 92.69 97.49
130 2006.12.27 00:00 close 65 1.00 93.15 92.69 97.49 -308.57 22445.70
131 2006.12.27 16:00 sell 66 1.00 92.84 93.64 88.84
132 2006.12.27 20:00 close 66 1.00 93.11 93.64 88.84 -256.12 22189.58
133 2006.12.28 16:00 buy 67 1.00 93.97 93.17 97.97
134 2007.01.03 20:00 close 67 1.00 94.65 93.17 97.97 701.40 22890.98
135 2007.01.04 08:00 sell 68 1.00 94.26 95.06 90.26
136 2007.01.09 08:00 close 68 1.00 93.18 95.06 90.26 970.09 23861.08
137 2007.01.11 04:00 buy 69 1.00 93.65 92.85 97.65
138 2007.01.16 04:00 close 69 1.00 94.26 92.85 97.65 620.95 24482.02
139 2007.01.24 04:00 sell 70 1.00 95.21 96.01 91.21
140 2007.01.29 08:00 close 70 1.00 94.43 96.01 91.21 649.27 25131.29
141 2007.02.05 00:00 buy 71 1.00 93.86 93.06 97.86
142 2007.02.06 00:00 close 71 1.00 93.32 93.06 97.86 -498.33 24632.96
143 2007.02.06 16:00 buy 72 1.00 93.50 92.70 97.50
144 2007.02.06 20:00 close 72 1.00 93.33 92.70 97.50 -161.30 24471.66
145 2007.02.07 08:00 buy 73 1.00 93.60 92.80 97.60
146 2007.02.12 12:00 close 73 1.00 94.20 92.80 97.60 639.54 25111.19
147 2007.02.14 16:00 buy 74 1.00 94.93 94.13 98.93
148 2007.02.14 20:00 close 74 1.00 94.60 94.13 98.93 -313.12 24798.07
149 2007.02.15 04:00 sell 75 1.00 94.08 94.88 90.08
150 2007.02.19 08:01 close 75 1.00 94.20 94.88 90.08 -150.08 24647.99
151 2007.02.21 04:00 buy 76 1.00 94.74 93.94 98.74
152 2007.02.26 04:00 close 76 1.00 95.74 93.94 98.74 1019.08 25667.07
153 2007.02.27 08:00 sell 77 1.00 95.32 96.12 91.32
154 2007.03.02 18:32 t/p 77 1.00 91.32 96.12 91.32 3703.72 29370.79
155 2007.03.05 04:00 sell 78 1.00 89.97 90.77 85.97
156 2007.03.06 04:00 close 78 1.00 90.14 90.77 85.97 -179.39 29191.40
157 2007.03.08 04:00 buy 79 1.00 90.16 89.36 94.16
158 2007.03.13 12:00 close 79 1.00 91.97 89.36 94.16 1759.57 30950.97
159 2007.03.16 20:00 buy 80 1.00 92.95 92.15 96.95
160 2007.03.22 08:00 close 80 1.00 94.54 92.15 96.95 1592.96 32543.93
161 2007.03.23 04:00 sell 81 1.00 95.18 95.98 91.18
162 2007.03.29 20:00 close 81 1.00 95.29 95.98 91.18 -213.11 32330.82
163 2007.04.02 16:00 buy 82 1.00 96.35 95.55 100.35
164 2007.04.05 12:00 close 82 1.00 97.00 95.55 100.35 686.98 33017.80
165 2007.04.11 12:00 buy 83 1.00 98.37 97.57 102.37
166 2007.04.12 08:00 close 83 1.00 98.45 97.57 102.37 118.05 33135.84
167 2007.04.12 16:00 sell 84 1.00 98.21 99.01 94.21
168 2007.04.12 20:00 close 84 1.00 98.66 99.01 94.21 -426.86 32708.98
169 2007.04.13 04:00 buy 85 1.00 98.97 98.17 102.97
170 2007.04.13 08:00 close 85 1.00 98.84 98.17 102.97 -123.35 32585.63
171 2007.04.13 12:00 sell 86 1.00 98.35 99.15 94.35
172 2007.04.13 16:00 close 86 1.00 98.85 99.15 94.35 -474.30 32111.33
173 2007.04.13 20:00 buy 87 1.00 99.31 98.51 103.31
174 2007.04.17 04:00 close 87 1.00 99.50 98.51 103.31 208.37 32319.70
175 2007.04.17 08:00 sell 88 1.00 99.37 100.17 95.37
176 2007.04.17 16:00 close 88 1.00 99.73 100.17 95.37 -341.49 31978.21
177 2007.04.17 20:00 sell 89 1.00 99.44 100.24 95.44
178 2007.04.23 00:00 close 89 1.00 99.45 100.24 95.44 -118.25 31859.97
179 2007.04.23 12:00 sell 90 1.00 98.60 99.40 94.60
180 2007.04.25 04:00 close 90 1.00 98.31 99.40 94.60 238.84 32098.81
181 2007.04.26 00:00 buy 91 1.00 99.13 98.33 103.13
182 2007.05.01 08:00 close 91 1.00 99.11 98.33 103.13 23.16 32121.96
183 2007.05.01 12:00 buy 92 1.00 99.25 98.45 103.25
184 2007.05.01 16:00 close 92 1.00 99.23 98.45 103.25 -18.98 32102.98
185 2007.05.04 04:00 sell 93 1.00 98.65 99.45 94.65
186 2007.05.07 16:00 close 93 1.00 99.02 99.45 94.65 -369.11 31733.88
187 2007.05.07 16:00 buy 94 1.00 99.02 98.22 103.02
188 2007.05.11 00:00 close 94 1.00 98.80 98.22 103.02 -124.48 31609.40
189 2007.05.11 00:00 sell 95 1.00 98.80 99.60 94.80
190 2007.05.11 07:54 s/l 95 1.00 99.60 99.60 94.80 -758.87 30850.53
191 2007.05.11 12:00 sell 96 1.00 99.17 99.97 95.17
192 2007.05.11 16:00 close 96 1.00 99.80 99.97 95.17 -597.61 30252.92
193 2007.05.14 04:00 buy 97 1.00 100.22 99.42 104.22
194 2007.05.15 08:00 close 97 1.00 100.17 99.42 104.22 -33.39 30219.52
195 2007.05.16 04:00 sell 98 1.00 99.98 100.78 95.98
196 2007.05.21 20:00 close 98 1.00 99.83 100.78 95.98 51.66 30271.18
197 2007.05.23 12:00 buy 99 1.00 100.20 99.40 104.20
198 2007.05.24 20:00 close 99 1.00 99.61 99.40 104.20 -517.68 29753.50
199 2007.05.25 00:00 sell 100 1.00 99.36 100.16 95.36
200 2007.05.29 16:00 close 100 1.00 99.68 100.16 95.36 -339.79 29413.71
201 2007.05.29 20:00 sell 101 1.00 99.38 100.18 95.38
202 2007.05.30 04:00 close 101 1.00 99.61 100.18 95.38 -236.30 29177.41
203 2007.05.30 16:00 buy 102 1.00 99.97 99.17 103.97
204 2007.06.05 16:00 close 102 1.00 101.47 99.17 103.97 1507.55 30684.96
205 2007.06.07 20:00 sell 103 1.00 101.82 102.62 97.82
206 2007.06.08 14:56 s/l 103 1.00 102.62 102.62 97.82 -777.00 29907.97
207 2007.06.11 08:00 sell 104 1.00 102.25 103.05 98.25
208 2007.06.13 16:00 close 104 1.00 102.80 103.05 98.25 -557.97 29350.00
209 2007.06.15 20:00 buy 105 1.00 103.80 103.00 107.80
210 2007.06.20 12:00 close 105 1.00 104.51 103.00 107.80 715.83 30065.82
211 2007.06.21 00:00 sell 106 1.00 104.14 104.94 100.14
212 2007.06.22 02:22 s/l 106 1.00 104.94 104.94 100.14 -777.00 29288.83
213 2007.06.25 12:00 sell 107 1.00 104.57 105.37 100.57
214 2007.06.28 16:00 close 107 1.00 104.15 105.37 100.57 307.77 29596.60
215 2007.07.02 04:00 buy 108 1.00 105.01 104.21 109.01
216 2007.07.05 12:00 close 108 1.00 105.15 104.21 109.01 203.07 29799.66
217 2007.07.06 16:00 buy 109 1.00 105.83 105.03 109.83
218 2007.07.06 20:00 close 109 1.00 105.71 105.03 109.83 -113.87 29685.79
219 2007.07.09 04:03 buy 110 1.00 106.05 105.25 110.05
220 2007.07.09 16:00 close 110 1.00 106.05 105.25 110.05 0.00 29685.79
221 2007.07.10 16:00 sell 111 1.00 105.23 106.03 101.23
222 2007.07.12 20:00 close 111 1.00 105.93 106.03 101.23 -736.51 28949.28
223 2007.07.13 04:00 buy 112 1.00 106.20 105.40 110.20
224 2007.07.20 08:00 close 112 1.00 107.57 105.40 110.20 1398.26 30347.53
225 2007.07.20 20:00 sell 113 1.00 106.37 107.17 102.37
226 2007.07.23 11:30 s/l 113 1.00 107.17 107.17 102.37 -777.00 29570.54
227 2007.07.23 12:00 sell 114 1.00 107.15 107.95 103.15
228 2007.07.26 23:10 t/p 114 1.00 103.15 107.95 103.15 3703.71 33274.25
229 2007.07.27 00:00 sell 115 1.00 102.66 103.46 98.66
230 2007.07.27 01:08 s/l 115 1.00 103.46 103.46 98.66 -758.87 32515.38
231 2007.07.27 04:00 sell 116 1.00 104.12 104.92 100.12
232 2007.07.30 00:13 t/p 116 1.00 100.12 104.92 100.12 3776.22 36291.60
233 2007.07.30 04:00 sell 117 1.00 100.74 101.54 96.74
234 2007.07.30 09:53 s/l 117 1.00 101.54 101.54 96.74 -758.87 35532.73
235 2007.07.30 12:00 sell 118 1.00 100.87 101.67 96.87
236 2007.07.30 21:17 s/l 118 1.00 101.67 101.67 96.87 -758.87 34773.86
237 2007.08.02 12:00 buy 119 1.00 101.49 100.69 105.49
238 2007.08.03 22:40 s/l 119 1.00 100.69 100.69 105.49 -745.04 34028.82
239 2007.08.06 00:00 buy 120 1.00 100.02 99.22 104.02
240 2007.08.09 12:00 close 120 1.00 101.71 99.22 104.02 1673.80 35702.61
241 2007.08.10 08:00 sell 121 1.00 99.18 99.98 95.18
242 2007.08.10 18:12 s/l 121 1.00 99.98 99.98 95.18 -758.87 34943.74
243 2007.08.10 20:00 sell 122 1.00 99.82 100.62 95.82
244 2007.08.15 14:56 t/p 122 1.00 95.82 100.62 95.82 3739.97 38683.72
245 2007.08.15 16:00 sell 123 1.00 96.30 97.10 92.30
246 2007.08.16 10:25 t/p 123 1.00 92.30 97.10 92.30 3739.97 42423.69
247 2007.08.16 12:00 sell 124 1.00 91.87 92.67 87.87
248 2007.08.16 18:55 t/p 124 1.00 87.87 92.67 87.87 3794.34 46218.03
249 2007.08.16 20:00 sell 125 1.00 88.83 89.63 84.83
250 2007.08.16 21:53 s/l 125 1.00 89.63 89.63 84.83 -758.87 45459.16
251 2007.08.17 00:00 sell 126 1.00 91.01 91.81 87.01
252 2007.08.17 09:02 t/p 126 1.00 87.01 91.81 87.01 3794.35 49253.51
253 2007.08.17 12:00 sell 127 1.00 87.71 88.51 83.71
254 2007.08.17 13:51 s/l 127 1.00 88.51 88.51 83.71 -758.87 48494.64
255 2007.08.17 16:00 sell 128 1.00 89.78 90.58 85.78
256 2007.08.17 16:05 s/l 128 1.00 90.58 90.58 85.78 -758.86 47735.78
257 2007.08.17 20:00 sell 129 1.00 90.96 91.76 86.96
258 2007.08.20 08:00 close 129 1.00 91.21 91.76 86.96 -255.27 47480.51
259 2007.08.21 20:00 buy 130 1.00 91.51 90.71 95.51
260 2007.08.23 12:06 t/p 130 1.00 95.51 90.71 95.51 3851.61 51332.12
261 2007.08.23 16:00 buy 131 1.00 95.06 94.26 99.06
262 2007.08.23 17:59 s/l 131 1.00 94.26 94.26 99.06 -759.08 50573.04
263 2007.08.23 20:00 buy 132 1.00 94.63 93.83 98.63
264 2007.08.28 00:00 close 132 1.00 95.55 93.83 98.63 915.09 51488.13
265 2007.09.07 04:00 sell 133 1.00 95.37 96.17 91.37
266 2007.09.11 16:00 close 133 1.00 94.35 96.17 91.37 931.30 52419.43
267 2007.09.12 08:00 buy 134 1.00 95.25 94.45 99.25
268 2007.09.17 12:00 close 134 1.00 96.35 94.45 99.25 1113.98 53533.40
269 2007.09.19 00:01 buy 135 1.00 98.83 98.03 102.83
270 2007.09.20 08:00 close 135 1.00 99.53 98.03 102.83 706.34 54239.74
271 2007.09.24 16:00 sell 136 1.00 99.64 100.44 95.64
272 2007.09.26 06:35 s/l 136 1.00 100.44 100.44 95.64 -795.12 53444.62
273 2007.09.26 08:00 sell 137 1.00 100.21 101.01 96.21
274 2007.09.26 12:00 close 137 1.00 100.53 101.01 96.21 -303.55 53141.07
275 2007.09.27 12:00 buy 138 1.00 101.87 101.07 105.87
276 2007.10.02 04:00 close 138 1.00 102.83 101.07 105.87 953.05 54094.11
277 2007.10.02 08:00 sell 139 1.00 102.23 103.03 98.23
278 2007.10.03 03:57 s/l 139 1.00 103.03 103.03 98.23 -777.00 53317.12
279 2007.10.03 04:00 sell 140 1.00 103.00 103.80 99.00
280 2007.10.03 16:10 s/l 140 1.00 103.80 103.80 99.00 -758.87 52558.25
281 2007.10.03 20:00 sell 141 1.00 103.19 103.99 99.19
282 2007.10.05 11:00 s/l 141 1.00 103.99 103.99 99.19 -831.37 51726.87
283 2007.10.05 16:00 buy 142 1.00 104.83 104.03 108.83
284 2007.10.09 04:00 close 142 1.00 104.69 104.03 108.83 -104.75 51622.12
285 2007.10.10 00:01 buy 143 1.00 105.50 104.70 109.50
286 2007.10.10 04:00 close 143 1.00 105.31 104.70 109.50 -180.28 51441.84
287 2007.10.10 20:00 sell 144 1.00 104.89 105.69 100.89
288 2007.10.11 08:19 s/l 144 1.00 105.69 105.69 100.89 -813.25 50628.60
289 2007.10.12 00:00 sell 145 1.00 105.62 106.42 101.62
290 2007.10.12 14:46 s/l 145 1.00 106.42 106.42 101.62 -758.87 49869.73
291 2007.10.12 16:00 sell 146 1.00 106.23 107.03 102.23
292 2007.10.15 12:00 close 146 1.00 106.80 107.03 102.23 -558.82 49310.91
293 2007.10.15 20:00 sell 147 1.00 105.42 106.22 101.42
294 2007.10.19 16:00 close 147 1.00 103.21 106.22 101.42 1987.62 51298.53
295 2007.10.22 00:00 sell 148 1.00 101.22 102.02 97.22
296 2007.10.23 00:01 close 148 1.00 101.60 102.02 97.22 -378.59 50919.95
297 2007.10.24 00:00 buy 149 1.00 103.01 102.21 107.01
298 2007.10.24 09:24 s/l 149 1.00 102.21 102.21 107.01 -759.08 50160.87
299 2007.10.24 12:00 buy 150 1.00 102.92 102.12 106.92
300 2007.10.24 17:12 s/l 150 1.00 102.12 102.12 106.92 -759.08 49401.79
301 2007.10.24 20:00 buy 151 1.00 102.27 101.47 106.27
302 2007.10.30 08:00 close 151 1.00 104.81 101.47 106.27 2494.36 51896.15
303 2007.10.31 20:00 buy 152 1.00 107.71 106.91 111.71
304 2007.11.01 12:00 close 152 1.00 107.53 106.91 111.71 -128.66 51767.49
305 2007.11.02 00:00 sell 153 1.00 104.61 105.41 100.61
306 2007.11.02 03:31 s/l 153 1.00 105.41 105.41 100.61 -758.87 51008.62
307 2007.11.02 08:00 sell 154 1.00 105.12 105.92 101.12
308 2007.11.02 10:32 s/l 154 1.00 105.92 105.92 101.12 -758.87 50249.75
309 2007.11.02 12:00 sell 155 1.00 105.29 106.09 101.29
310 2007.11.02 13:30 s/l 155 1.00 106.09 106.09 101.29 -758.87 49490.88
311 2007.11.02 16:00 sell 156 1.00 105.31 106.11 101.31
312 2007.11.02 21:07 s/l 156 1.00 106.11 106.11 101.31 -758.86 48732.02
313 2007.11.05 00:00 sell 157 1.00 105.55 106.35 101.55
314 2007.11.06 13:17 s/l 157 1.00 106.35 106.35 101.55 -777.00 47955.02
315 2007.11.07 20:00 sell 158 1.00 105.19 105.99 101.19
316 2007.11.09 15:39 t/p 158 1.00 101.19 105.99 101.19 3721.85 51676.87
317 2007.11.09 16:00 sell 159 1.00 101.40 102.20 97.40
318 2007.11.12 12:11 t/p 159 1.00 97.40 102.20 97.40 3776.21 55453.08
319 2007.11.12 16:00 sell 160 1.00 96.74 97.54 92.74
320 2007.11.12 18:31 s/l 160 1.00 97.54 97.54 92.74 -758.87 54694.21
321 2007.11.12 20:00 sell 161 1.00 97.03 97.83 93.03
322 2007.11.13 02:32 s/l 161 1.00 97.83 97.83 93.03 -777.00 53917.21
323 2007.11.13 04:00 sell 162 1.00 97.70 98.50 93.70
324 2007.11.13 12:13 s/l 162 1.00 98.50 98.50 93.70 -758.87 53158.34
325 2007.11.13 16:00 sell 163 1.00 98.39 99.19 94.39
326 2007.11.13 21:12 s/l 163 1.00 99.19 99.19 94.39 -758.87 52399.47
327 2007.11.15 04:00 buy 164 1.00 100.22 99.42 104.22
328 2007.11.15 10:06 s/l 164 1.00 99.42 99.42 104.22 -759.08 51640.39
329 2007.11.15 20:00 buy 165 1.00 98.39 97.59 102.39
330 2007.11.15 21:12 s/l 165 1.00 97.59 97.59 102.39 -759.08 50881.31
331 2007.11.16 12:00 buy 166 1.00 97.82 97.02 101.82
332 2007.11.19 19:19 s/l 166 1.00 97.02 97.02 101.82 -745.04 50136.27
333 2007.11.26 04:00 buy 167 1.00 95.79 94.99 99.79
334 2007.11.26 16:54 s/l 167 1.00 94.99 94.99 99.79 -759.09 49377.18
335 2007.11.26 20:00 buy 168 1.00 94.44 93.64 98.44
336 2007.11.26 21:39 s/l 168 1.00 93.64 93.64 98.44 -759.09 48618.09
337 2007.11.27 04:00 buy 169 1.00 94.28 93.48 98.28
338 2007.11.30 11:14 t/p 169 1.00 98.28 93.48 98.28 3865.66 52483.75
339 2007.11.30 12:00 buy 170 1.00 98.09 97.29 102.09
340 2007.12.03 03:05 s/l 170 1.00 97.29 97.29 102.09 -745.04 51738.70
341 2007.12.04 12:00 sell 171 1.00 96.15 96.95 92.15
342 2007.12.06 02:06 s/l 171 1.00 96.95 96.95 92.15 -831.37 50907.33
343 2007.12.06 04:00 sell 172 1.00 96.90 97.70 92.90
344 2007.12.06 20:00 close 172 1.00 97.27 97.70 92.90 -350.98 50556.35
345 2007.12.07 04:00 buy 173 1.00 97.73 96.93 101.73
346 2007.12.11 20:42 s/l 173 1.00 96.93 96.93 101.73 -731.00 49825.35
347 2007.12.12 16:00 buy 174 1.00 99.74 98.94 103.74
348 2007.12.12 18:33 s/l 174 1.00 98.94 98.94 103.74 -759.09 49066.26
349 2007.12.13 08:00 sell 175 1.00 98.54 99.34 94.54
350 2007.12.19 00:01 close 175 1.00 97.68 99.34 94.54 743.28 49809.53
351 2007.12.21 12:00 buy 176 1.00 98.05 97.25 102.05
352 2007.12.28 00:00 close 176 1.00 99.81 97.25 102.05 1768.31 51577.84
353 2007.12.31 00:00 sell 177 1.00 98.71 99.51 94.71
354 2008.01.04 16:13 t/p 177 1.00 94.71 99.51 94.71 3685.58 55263.43
355 2008.01.04 20:00 sell 178 1.00 94.81 95.61 90.81
356 2008.01.07 09:25 s/l 178 1.00 95.61 95.61 90.81 -777.00 54486.43
357 2008.01.09 08:00 buy 179 1.00 96.69 95.89 100.69
358 2008.01.14 00:00 close 179 1.00 96.97 95.89 100.69 335.91 54822.34
359 2008.01.15 20:00 sell 180 1.00 95.20 96.00 91.20
360 2008.01.18 12:00 close 180 1.00 94.24 96.00 91.20 820.01 55642.35
361 2008.01.21 12:00 sell 181 1.00 92.00 92.80 88.00
362 2008.01.22 04:00 close 181 1.00 91.72 92.80 88.00 247.48 55889.83
363 2008.01.22 08:00 sell 182 1.00 90.83 91.63 86.83
364 2008.01.22 12:00 close 182 1.00 91.17 91.63 86.83 -322.52 55567.31
365 2008.01.24 00:02 buy 183 1.00 93.09 92.29 97.09
366 2008.01.24 11:38 s/l 183 1.00 92.29 92.29 97.09 -759.08 54808.23
367 2008.01.24 12:00 buy 184 1.00 92.69 91.89 96.69
368 2008.01.30 00:01 close 184 1.00 94.98 91.89 96.69 2229.06 57037.29
369 2008.02.04 00:00 buy 185 1.00 96.30 95.50 100.30
370 2008.02.05 15:39 s/l 185 1.00 95.50 95.50 100.30 -745.03 56292.26
371 2008.02.05 16:00 sell 186 1.00 95.96 96.76 91.96
372 2008.02.08 20:00 close 186 1.00 96.12 96.76 91.96 -242.40 56049.86
373 2008.02.12 20:00 buy 187 1.00 97.20 96.40 101.20
374 2008.02.13 07:43 s/l 187 1.00 96.40 96.40 101.20 -745.03 55304.82
375 2008.02.14 00:00 buy 188 1.00 96.99 96.19 100.99
376 2008.02.15 00:00 close 188 1.00 97.23 96.19 100.99 241.78 55546.60
377 2008.02.18 20:00 buy 189 1.00 98.83 98.03 102.83
378 2008.02.19 12:00 close 189 1.00 98.85 98.03 102.83 33.03 55579.62
379 2008.02.19 16:00 buy 190 1.00 99.16 98.36 103.16
380 2008.02.20 04:00 close 190 1.00 99.05 98.36 103.16 -90.32 55489.30
381 2008.02.21 20:00 sell 191 1.00 98.63 99.43 94.63
382 2008.02.25 07:02 s/l 191 1.00 99.43 99.43 94.63 -795.12 54694.18
383 2008.02.25 08:00 sell 192 1.00 99.27 100.07 95.27
384 2008.02.25 20:00 close 192 1.00 99.77 100.07 95.27 -474.30 54219.88
385 2008.02.26 04:00 buy 193 1.00 100.28 99.48 104.28
386 2008.02.27 16:00 close 193 1.00 99.69 99.48 104.28 -545.77 53674.10
387 2008.02.28 20:00 sell 194 1.00 99.91 100.71 95.91
388 2008.03.03 03:21 t/p 194 1.00 95.91 100.71 95.91 3758.10 57432.20
389 2008.03.03 04:00 sell 195 1.00 95.86 96.66 91.86
390 2008.03.03 16:01 s/l 195 1.00 96.66 96.66 91.86 -758.87 56673.33
391 2008.03.03 20:00 sell 196 1.00 97.20 98.00 93.20
392 2008.03.05 16:00 close 196 1.00 96.04 98.00 93.20 1064.11 57737.44
393 2008.03.10 20:00 sell 197 1.00 93.45 94.25 89.45
394 2008.03.11 08:00 close 197 1.00 93.94 94.25 89.45 -482.94 57254.50
395 2008.03.11 16:00 buy 198 1.00 95.68 94.88 99.68
396 2008.03.12 21:00 s/l 198 1.00 94.88 94.88 99.68 -745.03 56509.47
397 2008.03.13 00:00 buy 199 1.00 94.95 94.15 98.95
398 2008.03.13 05:14 s/l 199 1.00 94.15 94.15 98.95 -759.09 55750.38
399 2008.03.13 20:00 buy 200 1.00 95.39 94.59 99.39
400 2008.03.14 05:09 s/l 200 1.00 94.59 94.59 99.39 -745.03 55005.34
401 2008.03.17 00:00 sell 201 1.00 92.89 93.69 88.89
402 2008.03.17 03:22 t/p 201 1.00 88.89 93.69 88.89 3794.35 58799.69
403 2008.03.17 04:00 sell 202 1.00 88.78 89.58 84.78
404 2008.03.17 05:03 s/l 202 1.00 89.58 89.58 84.78 -758.87 58040.82
405 2008.03.17 08:00 sell 203 1.00 90.04 90.84 86.04
406 2008.03.18 13:32 s/l 203 1.00 90.84 90.84 86.04 -777.00 57263.83
407 2008.03.18 16:00 sell 204 1.00 91.30 92.10 87.30
408 2008.03.18 20:00 close 204 1.00 91.92 92.10 87.30 -588.12 56675.71
409 2008.03.18 20:00 buy 205 1.00 91.92 91.12 95.92
410 2008.03.19 09:51 s/l 205 1.00 91.12 91.12 95.92 -745.03 55930.67
411 2008.03.19 12:00 buy 206 1.00 91.89 91.09 95.89
412 2008.03.19 17:03 s/l 206 1.00 91.09 91.09 95.89 -759.09 55171.58
413 2008.03.24 04:01 buy 207 1.00 89.75 88.95 93.75
414 2008.03.27 00:00 close 207 1.00 91.02 88.95 93.75 1275.28 56446.86
415 2008.04.02 00:00 buy 208 1.00 92.33 91.53 96.33
416 2008.04.08 00:00 close 208 1.00 94.69 91.53 96.33 2323.57 58770.43
417 2008.04.08 12:00 sell 209 1.00 94.64 95.44 90.64
418 2008.04.08 19:52 s/l 209 1.00 95.44 95.44 90.64 -758.87 58011.56
419 2008.04.09 12:00 sell 210 1.00 95.18 95.98 91.18
420 2008.04.15 16:00 close 210 1.00 93.77 95.98 91.18 1228.74 59240.30
421 2008.04.16 20:00 buy 211 1.00 95.50 94.70 99.50
422 2008.04.22 04:00 close 211 1.00 96.92 94.70 99.50 1431.64 60671.94
423 2008.04.25 12:00 sell 212 1.00 97.34 98.14 93.34
424 2008.04.28 09:58 s/l 212 1.00 98.14 98.14 93.34 -777.00 59894.95
425 2008.04.29 00:00 sell 213 1.00 97.74 98.54 93.74
426 2008.04.30 16:00 close 213 1.00 98.31 98.54 93.74 -558.83 59336.12