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: !e-Ninja-GBPJPY
Strategy Tester Report
!e-Ninja-GBPJPY
AlpariUK-Demo (Build 211)
Symbol GBPJPY (Great Britain Pound vs Japanese Yen)
Period Daily (D1) 1999.08.02 00:00 - 2008.02.15 00:00 (1999.08.01 - 1970.01.01)
Model Every tick (the most precise method based on all available least timeframes)
Parameters _tmp1_=" --- Trade parameters ---"; Lots=1; StopLoss=330; TakeProfit=760; Slippage=3; Magic=20071009; _tmp2_=" MaxBars=500; _tmp3_=" --- Chart section ---"; clBuy=DodgerBlue; clSell=Crimson; clClose=Gold;
Bars in test 2332 Ticks modelled 23803370 Modelling quality 90.00%
Mismatched charts errors 0
Initial deposit 10000.00
Total net profit 89240.07 Gross profit 261357.47 Gross loss -172117.40
Profit factor 1.52 Expected payoff 460.00
Absolute drawdown 968.83 Maximal drawdown 26328.40 (28.44%) Relative drawdown 52.92% (12413.58)
Total trades 194 Short positions (won %) 103 (37.86%) Long positions (won %) 91 (48.35%)
Profit trades (% of total) 83 (42.78%) Loss trades (% of total) 111 (57.22%)
Largest profit trade 7594.52 loss trade -3300.37
Average profit trade 3148.89 loss trade -1550.61
Maximum consecutive wins (profit in money) 4 (11637.33) consecutive losses (loss in money) 7 (-14375.83)
Maximal consecutive profit (count of wins) 14702.36 (2) consecutive loss (count of losses) -14375.83 (7)
Average consecutive wins 2 consecutive losses 2
# Time Type Order Size Price S / L T / P Profit Balance
1 1999.08.02 00:01 sell 1 1.00 186.20 189.50 178.60
2 1999.08.19 07:37 t/p 1 1.00 178.60 189.50 178.60 6476.81 16476.81
3 1999.08.19 07:37 sell 2 1.00 178.51 181.81 170.91
4 1999.09.02 00:03 close 2 1.00 174.98 181.81 170.91 2852.88 19329.69
5 1999.09.06 00:02 buy 3 1.00 175.75 172.45 183.35
6 1999.09.14 06:02 s/l 3 1.00 172.45 172.45 183.35 -2905.20 16424.49
7 1999.09.14 06:02 buy 4 1.00 171.86 168.56 179.46
8 1999.09.15 09:29 s/l 4 1.00 168.56 168.56 179.46 -3041.47 13383.01
9 1999.09.15 09:29 buy 5 1.00 168.63 165.33 176.23
10 1999.09.29 09:24 t/p 5 1.00 176.23 165.33 176.23 7321.98 20704.99
11 1999.09.29 09:24 buy 6 1.00 176.31 173.01 183.91
12 1999.10.08 00:02 close 6 1.00 176.95 173.01 183.91 807.77 21512.76
13 1999.10.18 00:03 sell 7 1.00 175.69 178.99 168.09
14 1999.11.08 00:01 close 7 1.00 172.34 178.99 168.09 2475.72 23988.48
15 1999.11.25 00:05 buy 8 1.00 168.59 165.29 176.19
16 1999.11.26 16:17 s/l 8 1.00 165.29 165.29 176.19 -3041.47 20947.01
17 1999.11.26 16:17 buy 9 1.00 165.28 161.98 172.88
18 1999.12.06 00:01 close 9 1.00 164.39 161.98 172.88 -669.78 20277.22
19 1999.12.07 00:02 buy 10 1.00 166.64 163.34 174.24
20 1999.12.08 00:01 close 10 1.00 166.37 163.34 174.24 -230.97 20046.25
21 2000.01.04 00:02 buy 11 1.00 166.54 163.24 174.14
22 2000.01.11 12:07 t/p 11 1.00 174.14 163.24 174.14 7185.70 27231.95
23 2000.01.11 12:07 buy 12 1.00 174.22 170.92 181.82
24 2000.01.17 00:01 close 12 1.00 172.92 170.92 181.82 -1089.03 26142.92
25 2000.02.01 00:01 sell 13 1.00 173.31 176.61 165.71
26 2000.02.08 15:48 s/l 13 1.00 176.61 176.61 165.71 -3270.33 22872.59
27 2000.03.02 00:01 sell 14 1.00 169.88 173.18 162.28
28 2000.03.16 00:01 close 14 1.00 166.29 173.18 162.28 2908.51 25781.10
29 2000.03.23 00:01 buy 15 1.00 169.17 165.87 176.77
30 2000.03.31 12:25 s/l 15 1.00 165.87 165.87 176.77 -2905.20 22875.90
31 2000.04.14 00:02 sell 16 1.00 167.97 171.27 160.37
32 2000.04.25 00:01 close 16 1.00 167.04 171.27 160.37 592.08 23467.97
33 2000.05.11 00:01 sell 17 1.00 165.14 168.44 157.54
34 2000.05.18 00:01 close 17 1.00 163.47 168.44 157.54 1338.35 24806.32
35 2000.05.19 00:01 sell 18 1.00 160.83 164.13 153.23
36 2000.05.25 00:01 close 18 1.00 158.81 164.13 153.23 1692.93 26499.25
37 2000.06.01 00:01 buy 19 1.00 161.67 158.37 169.27
38 2000.06.20 00:01 close 19 1.00 160.07 158.37 169.27 -1153.15 25346.10
39 2000.06.22 00:01 sell 20 1.00 158.29 161.59 150.69
40 2000.06.29 00:01 close 20 1.00 159.73 161.59 150.69 -1545.55 23800.54
41 2000.07.07 00:02 buy 21 1.00 162.03 158.73 169.63
42 2000.08.02 00:01 close 21 1.00 163.12 158.73 169.63 1478.25 25278.79
43 2000.08.03 00:03 sell 22 1.00 162.79 166.09 155.19
44 2000.08.08 00:01 close 22 1.00 164.86 166.09 155.19 -2009.61 23269.18
45 2000.08.08 00:01 buy 23 1.00 164.86 161.56 172.46
46 2000.08.09 00:01 close 23 1.00 163.39 161.56 172.46 -1344.04 21925.14
47 2000.08.23 00:01 sell 24 1.00 160.60 163.90 153.00
48 2000.09.06 17:50 t/p 24 1.00 153.00 163.90 153.00 6626.99 28552.13
49 2000.09.06 17:50 sell 25 1.00 152.90 156.20 145.30
50 2000.09.14 00:01 close 25 1.00 151.00 156.20 145.30 1461.51 30013.64
51 2000.09.22 00:02 buy 26 1.00 153.46 150.16 161.06
52 2000.10.16 00:01 close 26 1.00 156.32 150.16 161.06 3081.09 33094.73
53 2000.11.07 00:01 sell 27 1.00 153.42 156.72 145.82
54 2000.11.16 00:01 close 27 1.00 155.23 156.72 145.82 -2008.79 31085.94
55 2000.12.04 00:01 buy 28 1.00 160.54 157.24 168.14
56 2000.12.22 00:01 close 28 1.00 165.27 157.24 168.14 4776.69 35862.63
57 2001.01.17 00:01 sell 29 1.00 173.50 176.80 165.90
58 2001.02.08 00:01 close 29 1.00 169.02 176.80 165.90 3433.46 39296.10
59 2001.03.02 00:01 buy 30 1.00 170.84 167.54 178.44
60 2001.03.20 00:01 close 30 1.00 175.05 167.54 178.44 4216.49 43512.59
61 2001.04.03 00:01 buy 31 1.00 179.75 176.45 187.35
62 2001.04.05 00:01 close 31 1.00 179.50 176.45 187.35 -154.02 43358.57
63 2001.04.10 00:01 buy 32 1.00 180.75 177.45 188.35
64 2001.04.11 00:01 close 32 1.00 178.40 177.45 188.35 -2160.29 41198.27
65 2001.04.11 00:01 sell 33 1.00 178.40 181.70 170.80
66 2001.04.27 00:02 close 33 1.00 177.72 181.70 170.80 89.94 41288.22
67 2001.05.04 00:01 sell 34 1.00 174.20 177.50 166.60
68 2001.05.11 00:01 close 34 1.00 174.43 177.50 166.60 -423.52 40864.69
69 2001.05.21 00:01 buy 35 1.00 178.04 174.74 185.64
70 2001.05.23 02:36 s/l 35 1.00 174.74 174.74 185.64 -3022.01 37842.69
71 2001.05.24 00:01 sell 36 1.00 170.41 173.71 162.81
72 2001.05.28 00:01 close 36 1.00 171.42 173.71 162.81 -996.65 36846.04
73 2001.06.14 00:01 buy 37 1.00 169.93 166.63 177.53
74 2001.07.05 00:01 close 37 1.00 175.02 166.63 177.53 5130.08 41976.11
75 2001.07.19 00:01 buy 38 1.00 176.28 172.98 183.88
76 2001.07.24 00:01 close 38 1.00 176.72 172.98 183.88 466.52 42442.64
77 2001.08.06 00:01 sell 39 1.00 176.69 179.99 169.09
78 2001.08.22 00:01 close 39 1.00 174.18 179.99 169.09 1846.96 44289.60
79 2001.08.29 00:01 buy 40 1.00 174.48 171.18 182.08
80 2001.09.17 00:04 close 40 1.00 173.28 171.18 182.08 -743.19 43546.41
81 2001.09.21 00:01 sell 41 1.00 170.57 173.87 162.97
82 2001.09.25 00:01 close 41 1.00 172.00 173.87 162.97 -1386.11 42160.30
83 2001.09.28 00:01 buy 42 1.00 176.54 173.24 184.14
84 2001.10.10 00:01 close 42 1.00 175.23 173.24 184.14 -1020.43 41139.87
85 2001.10.10 00:01 sell 43 1.00 175.23 178.53 167.63
86 2001.10.15 00:01 close 43 1.00 175.57 178.53 167.63 -465.45 40674.42
87 2001.10.16 00:01 sell 44 1.00 175.05 178.35 167.45
88 2001.10.19 00:01 close 44 1.00 174.92 178.35 167.45 -29.62 40644.79
89 2001.10.22 00:01 sell 45 1.00 173.78 177.08 166.18
90 2001.10.25 00:01 close 45 1.00 175.51 177.08 166.18 -1754.40 38890.39
91 2001.10.26 00:01 sell 46 1.00 175.38 178.68 167.78
92 2001.10.29 00:01 close 46 1.00 176.29 178.68 167.78 -873.87 38016.52
93 2001.11.01 00:01 buy 47 1.00 178.19 174.89 185.79
94 2001.11.02 00:01 close 47 1.00 178.46 174.89 185.79 269.91 38286.42
95 2001.11.09 00:01 sell 48 1.00 174.62 177.92 167.02
96 2001.11.16 00:01 close 48 1.00 175.35 177.92 167.02 -887.17 37399.25
97 2001.11.20 00:01 sell 49 1.00 174.20 177.50 166.60
98 2001.11.26 00:01 close 49 1.00 175.51 177.50 166.60 -1394.97 36004.28
99 2001.11.28 00:01 buy 50 1.00 175.46 172.16 183.06
100 2001.12.12 19:23 t/p 50 1.00 183.06 172.16 183.06 7321.98 43326.26
101 2001.12.12 19:23 buy 51 1.00 183.23 179.93 190.83
102 2001.12.27 02:44 t/p 51 1.00 190.83 179.93 190.83 7380.38 50706.64
103 2002.01.07 00:02 sell 52 1.00 189.40 192.70 181.80
104 2002.02.06 00:01 close 52 1.00 189.63 192.70 181.80 -1114.32 49592.31
105 2002.02.07 00:01 sell 53 1.00 188.90 192.20 181.30
106 2002.02.11 00:01 close 53 1.00 190.73 192.20 181.30 -1757.03 47835.28
107 2002.02.20 00:01 buy 54 1.00 191.41 188.11 199.01
108 2002.03.04 09:47 s/l 54 1.00 188.11 188.11 199.01 -2827.34 45007.95
109 2002.03.08 00:01 sell 55 1.00 182.42 185.72 174.82
110 2002.03.18 00:02 close 55 1.00 184.13 185.72 174.82 -1825.96 43181.99
111 2002.03.20 00:01 buy 56 1.00 188.10 184.80 195.70
112 2002.03.29 00:00 close 56 1.00 189.20 184.80 195.70 1234.45 44416.44
113 2002.04.01 00:00 buy 57 1.00 189.62 186.32 197.22
114 2002.04.03 00:00 close 57 1.00 191.24 186.32 197.22 1541.57 45958.01
115 2002.04.10 00:01 sell 58 1.00 187.58 190.88 179.98
116 2002.04.12 00:01 close 58 1.00 189.23 190.88 179.98 -1650.18 44307.83
117 2002.04.17 00:01 sell 59 1.00 188.93 192.23 181.33
118 2002.04.22 00:01 close 59 1.00 189.08 192.23 181.33 -289.27 44018.56
119 2002.05.14 00:01 sell 60 1.00 186.28 189.58 178.68
120 2002.06.03 00:01 close 60 1.00 181.13 189.58 178.68 4174.89 48193.45
121 2002.06.05 00:01 buy 61 1.00 181.17 177.87 188.77
122 2002.06.28 00:01 close 61 1.00 183.05 177.87 188.77 2230.47 50423.93
123 2002.07.29 00:01 buy 62 1.00 186.17 182.87 193.77
124 2002.08.02 00:01 close 62 1.00 186.13 182.87 193.77 79.70 50503.63
125 2002.08.08 00:01 sell 63 1.00 184.86 188.16 177.26
126 2002.08.09 00:01 close 63 1.00 185.39 188.16 177.26 -521.50 49982.12
127 2002.08.12 00:01 sell 64 1.00 183.00 186.30 175.40
128 2002.08.26 00:01 close 64 1.00 181.85 186.30 175.40 645.91 50628.04
129 2002.08.30 00:01 buy 65 1.00 183.12 179.82 190.72
130 2002.09.20 06:58 t/p 65 1.00 190.72 179.82 190.72 7458.25 58086.28
131 2002.09.23 00:01 buy 66 1.00 192.21 188.91 199.81
132 2002.09.27 00:01 close 66 1.00 190.22 188.91 199.81 -1729.04 56357.24
133 2002.10.03 00:01 buy 67 1.00 192.88 189.58 200.48
134 2002.10.04 00:01 close 67 1.00 192.40 189.58 200.48 -425.76 55931.48
135 2002.10.10 00:01 sell 68 1.00 193.07 196.37 185.47
136 2002.11.08 00:01 close 68 1.00 191.50 196.37 185.47 584.85 56516.33
137 2002.11.20 00:01 buy 69 1.00 193.14 189.84 200.74
138 2002.11.21 00:01 close 69 1.00 192.82 189.84 200.74 -238.42 56277.91
139 2002.11.22 00:01 buy 70 1.00 194.03 190.73 201.63
140 2002.11.25 19:48 s/l 70 1.00 190.73 190.73 201.63 -3041.47 53236.44
141 2002.11.25 19:48 buy 71 1.00 190.80 187.50 198.40
142 2002.11.26 00:01 close 71 1.00 190.96 187.50 198.40 167.88 53404.32
143 2002.11.27 00:01 sell 72 1.00 188.74 192.04 181.14
144 2002.11.29 00:01 close 72 1.00 189.47 192.04 181.14 -797.06 52607.26
145 2002.12.03 00:01 buy 73 1.00 194.16 190.86 201.76
146 2002.12.13 00:01 close 73 1.00 193.83 190.86 201.76 -72.49 52534.77
147 2002.12.30 00:01 sell 74 1.00 192.22 195.52 184.62
148 2003.01.20 00:01 close 74 1.00 190.30 195.52 184.62 1149.69 53684.46
149 2003.01.28 00:01 buy 75 1.00 193.93 190.63 201.53
150 2003.02.13 00:01 close 75 1.00 196.26 190.63 201.53 2511.62 56196.08
151 2003.02.18 00:01 sell 76 1.00 192.27 195.57 184.67
152 2003.02.25 12:31 t/p 76 1.00 184.67 195.57 184.67 6837.23 63033.30
153 2003.02.25 12:31 sell 77 1.00 184.60 187.90 177.00
154 2003.03.05 16:14 s/l 77 1.00 187.90 187.90 177.00 -3300.36 59732.95
155 2003.03.12 00:01 buy 78 1.00 188.18 184.88 195.78
156 2003.03.18 00:01 close 78 1.00 186.19 184.88 195.78 -1729.04 58003.91
157 2003.04.09 00:01 buy 79 1.00 186.14 182.84 193.74
158 2003.04.15 00:01 close 79 1.00 189.14 182.84 193.74 2899.47 60903.38
159 2003.04.16 00:01 buy 80 1.00 189.00 185.70 196.60
160 2003.04.17 00:01 close 80 1.00 188.94 185.70 196.60 2.75 60906.13
161 2003.05.07 00:01 sell 81 1.00 190.06 193.36 182.46
162 2003.05.20 00:01 close 81 1.00 191.38 193.36 182.46 -1614.49 59291.64
163 2003.05.20 00:01 buy 82 1.00 191.38 188.08 198.98
164 2003.06.17 15:28 t/p 82 1.00 198.98 188.08 198.98 7594.52 66886.15
165 2003.06.18 00:01 buy 83 1.00 199.09 195.79 206.69
166 2003.06.20 00:01 close 83 1.00 198.74 195.79 206.69 -246.77 66639.38
167 2003.06.23 00:01 sell 84 1.00 196.86 200.16 189.26
168 2003.06.27 00:01 close 84 1.00 198.38 200.16 189.26 -1589.71 65049.67
169 2003.07.08 00:01 sell 85 1.00 194.72 198.02 187.12
170 2003.07.15 18:19 t/p 85 1.00 187.12 198.02 187.12 6837.24 71886.91
171 2003.07.15 18:19 sell 86 1.00 187.04 190.34 179.44
172 2003.07.18 11:58 s/l 86 1.00 190.34 190.34 179.44 -3210.26 68676.65
173 2003.07.18 11:58 sell 87 1.00 190.27 193.57 182.67
174 2003.07.24 00:02 close 87 1.00 191.19 193.57 182.67 -1033.33 67643.32
175 2003.07.29 00:01 buy 88 1.00 194.20 190.90 201.80
176 2003.08.08 20:53 s/l 88 1.00 190.90 190.90 201.80 -2827.34 64815.98
177 2003.08.21 00:01 sell 89 1.00 188.12 191.42 180.52
178 2003.09.05 00:01 close 89 1.00 184.91 191.42 180.52 2526.11 67342.09
179 2003.09.11 00:01 buy 90 1.00 186.66 183.36 194.26
180 2003.09.23 09:27 s/l 90 1.00 183.36 183.36 194.26 -2866.27 64475.82
181 2003.10.07 00:01 buy 91 1.00 185.35 182.05 192.95
182 2003.10.07 17:10 s/l 91 1.00 182.05 182.05 192.95 -3060.94 61414.88
183 2003.10.07 17:10 buy 92 1.00 182.12 178.82 189.72
184 2003.10.08 00:01 close 92 1.00 182.76 178.82 189.72 613.10 62027.98
185 2003.10.21 00:01 buy 93 1.00 184.48 181.18 192.08
186 2003.10.22 00:01 close 93 1.00 183.47 181.18 192.08 -917.36 61110.61
187 2003.10.24 00:01 buy 94 1.00 185.65 182.35 193.25
188 2003.10.28 00:01 close 94 1.00 183.65 182.35 193.25 -1816.18 59294.44
189 2003.10.28 00:01 sell 95 1.00 183.65 186.95 176.05
190 2003.10.29 00:01 close 95 1.00 183.81 186.95 176.05 -178.40 59116.03
191 2003.10.30 00:01 sell 96 1.00 183.67 186.97 176.07
192 2003.10.31 00:01 close 96 1.00 184.45 186.97 176.07 -753.32 58362.71
193 2003.11.10 00:01 sell 97 1.00 183.21 186.51 175.61
194 2003.11.18 00:01 close 97 1.00 184.38 186.51 175.61 -1325.22 57037.49
195 2003.11.20 00:01 buy 98 1.00 185.31 182.01 192.91
196 2003.12.08 00:01 close 98 1.00 186.42 182.01 192.91 1341.06 58378.55
197 2003.12.18 00:01 buy 99 1.00 189.75 186.45 197.35
198 2003.12.23 00:01 close 99 1.00 189.64 186.45 197.35 -43.63 58334.92
199 2004.01.09 00:01 buy 100 1.00 194.91 191.61 202.51
200 2004.01.15 00:01 close 100 1.00 194.65 191.61 202.51 -124.37 58210.55
201 2004.01.15 00:01 sell 101 1.00 194.65 197.95 187.05
202 2004.01.22 00:01 close 101 1.00 195.89 197.95 187.05 -1360.09 56850.46
203 2004.01.26 00:01 sell 102 1.00 194.36 197.66 186.76
204 2004.02.04 00:01 close 102 1.00 194.02 197.66 186.76 44.97 56895.43
205 2004.02.10 00:01 buy 103 1.00 196.84 193.54 204.44
206 2004.02.24 17:43 t/p 103 1.00 204.44 193.54 204.44 7321.97 64217.40
207 2004.03.05 00:01 sell 104 1.00 202.37 205.67 194.77
208 2004.03.05 17:24 s/l 104 1.00 205.67 205.67 194.77 -3060.09 61157.31
209 2004.03.05 17:24 sell 105 1.00 205.63 208.93 198.03
210 2004.03.08 00:01 close 105 1.00 207.25 208.93 198.03 -1532.25 59625.05
211 2004.03.10 00:01 sell 106 1.00 203.28 206.58 195.68
212 2004.03.17 09:02 t/p 106 1.00 195.68 206.58 195.68 6837.23 66462.28
213 2004.03.17 09:02 sell 107 1.00 195.61 198.91 188.01
214 2004.04.06 00:01 close 107 1.00 191.69 198.91 188.01 3034.31 69496.59
215 2004.04.15 00:01 buy 108 1.00 194.59 191.29 202.19
216 2004.05.06 00:01 close 108 1.00 194.75 191.29 202.19 557.22 70053.81
217 2004.05.07 00:01 buy 109 1.00 197.22 193.92 204.82
218 2004.05.12 00:01 close 109 1.00 198.46 193.92 204.82 1208.57 71262.38
219 2004.05.14 00:01 buy 110 1.00 201.95 198.65 209.55
220 2004.05.17 00:01 close 110 1.00 201.17 198.65 209.55 -704.03 70558.35
221 2004.05.31 00:01 sell 111 1.00 202.36 205.66 194.76
222 2004.06.18 00:01 close 111 1.00 201.11 205.66 194.76 558.43 71116.78
223 2004.06.24 00:01 sell 112 1.00 197.17 200.47 189.57
224 2004.06.29 00:01 close 112 1.00 197.59 200.47 189.57 -479.57 70637.21
225 2004.06.30 00:01 sell 113 1.00 195.75 199.05 188.15
226 2004.07.01 00:01 close 113 1.00 198.13 199.05 188.15 -2297.07 68340.13
227 2004.07.08 00:01 buy 114 1.00 201.67 198.37 209.27
228 2004.07.21 00:01 close 114 1.00 200.85 198.37 209.27 -546.46 67793.67
229 2004.08.18 00:01 sell 115 1.00 200.80 204.10 193.20
230 2004.09.06 00:01 close 115 1.00 196.23 204.10 193.20 3667.10 71460.77
231 2004.09.23 00:01 buy 116 1.00 198.42 195.12 206.02
232 2004.10.06 00:01 close 116 1.00 198.20 195.12 206.02 10.07 71470.83
233 2004.11.04 00:01 buy 117 1.00 196.50 193.20 204.10
234 2004.11.05 00:01 close 117 1.00 195.60 193.20 204.10 -815.34 70655.49
235 2004.11.11 00:01 buy 118 1.00 197.74 194.44 205.34
236 2004.11.12 00:01 close 118 1.00 196.37 194.44 205.34 -1251.29 69404.20
237 2004.11.22 00:01 sell 119 1.00 191.58 194.88 183.98
238 2004.11.23 00:01 close 119 1.00 191.95 194.88 183.98 -373.13 69031.06
239 2004.12.02 00:01 buy 120 1.00 198.65 195.35 206.25
240 2004.12.21 00:01 close 120 1.00 202.86 195.35 206.25 4235.95 73267.01
241 2004.12.28 00:01 sell 121 1.00 199.25 202.55 191.65
242 2005.01.14 14:18 t/p 121 1.00 191.65 202.55 191.65 6476.82 79743.83
243 2005.01.18 00:01 sell 122 1.00 189.95 193.25 182.35
244 2005.01.20 17:16 s/l 122 1.00 193.25 193.25 182.35 -3180.23 76563.60
245 2005.01.31 00:01 buy 123 1.00 195.51 192.21 203.11
246 2005.02.23 00:01 close 123 1.00 199.00 192.21 203.11 3684.92 80248.52
247 2005.03.11 00:01 sell 124 1.00 200.05 203.35 192.45
248 2005.03.29 00:01 close 124 1.00 200.13 203.35 192.45 -554.74 79693.79
249 2005.04.26 00:01 sell 125 1.00 202.18 205.48 194.58
250 2005.05.23 00:01 close 125 1.00 197.56 205.48 194.58 3473.18 83166.97
251 2005.06.01 00:01 buy 126 1.00 197.25 193.95 204.85
252 2005.07.01 00:01 close 126 1.00 198.38 193.95 204.85 1671.08 84838.05
253 2005.07.05 00:01 sell 127 1.00 196.29 199.59 188.69
254 2005.07.29 00:01 close 127 1.00 196.99 199.59 188.69 -1430.01 83408.04
255 2005.08.01 00:01 buy 128 1.00 197.87 194.57 205.47
256 2005.08.26 00:01 close 128 1.00 198.41 194.57 205.47 1026.49 84434.52
257 2005.09.16 00:01 sell 129 1.00 199.88 203.18 192.28
258 2005.09.19 00:01 close 129 1.00 201.18 203.18 192.28 -1235.52 83199.00
259 2005.09.20 00:01 sell 130 1.00 200.95 204.25 193.35
260 2005.10.04 00:01 close 130 1.00 200.35 204.25 193.35 135.89 83334.89
261 2005.10.19 00:01 buy 131 1.00 202.61 199.31 210.21
262 2005.11.08 00:01 close 131 1.00 205.16 199.31 210.21 2754.62 86089.51
263 2005.11.09 00:01 sell 132 1.00 204.54 207.84 196.94
264 2005.11.11 00:01 close 132 1.00 205.68 207.84 196.94 -1177.26 84912.25
265 2005.11.17 00:01 sell 133 1.00 204.76 208.06 197.16
266 2005.12.01 00:01 close 133 1.00 207.27 208.06 197.16 -2748.01 82164.25
267 2005.12.01 00:01 buy 134 1.00 207.27 203.97 214.87
268 2005.12.15 00:01 close 134 1.00 208.41 203.97 214.87 1329.96 83494.20
269 2005.12.16 00:01 sell 135 1.00 205.50 208.80 197.90
270 2006.01.16 00:01 close 135 1.00 202.79 208.80 197.90 1641.97 85136.17
271 2006.01.17 00:01 buy 136 1.00 203.48 200.18 211.08
272 2006.02.02 22:42 t/p 136 1.00 211.08 200.18 211.08 7399.85 92536.02
273 2006.02.02 22:42 buy 137 1.00 211.15 207.85 218.75
274 2006.02.06 17:06 s/l 137 1.00 207.85 207.85 218.75 -3022.01 89514.01
275 2006.02.15 00:01 sell 138 1.00 203.79 207.09 196.19
276 2006.02.16 00:01 close 138 1.00 205.19 207.09 196.19 -1388.32 88125.69
277 2006.02.17 00:01 sell 139 1.00 204.59 207.89 196.99
278 2006.02.20 00:01 close 139 1.00 206.04 207.89 196.99 -1374.61 86751.08
279 2006.02.28 00:01 sell 140 1.00 202.23 205.53 194.63
280 2006.03.06 04:25 s/l 140 1.00 205.53 205.53 194.63 -3240.30 83510.78
281 2006.03.20 00:01 sell 141 1.00 203.67 206.97 196.07
282 2006.03.21 00:01 close 141 1.00 204.41 206.97 196.07 -716.23 82794.54
283 2006.04.04 00:01 buy 142 1.00 204.95 201.65 212.55
284 2006.04.24 00:01 close 142 1.00 206.73 201.65 212.55 2040.39 84834.93
285 2006.05.05 00:01 buy 143 1.00 210.35 207.05 217.95
286 2006.05.08 00:01 close 143 1.00 208.49 207.05 217.95 -1705.79 83129.14
287 2006.05.11 00:01 sell 144 1.00 206.24 209.54 198.64
288 2006.05.15 00:01 close 144 1.00 208.05 209.54 198.64 -1738.48 81390.66
289 2006.05.16 00:01 sell 145 1.00 207.57 210.87 199.97
290 2006.05.19 00:01 close 145 1.00 210.05 210.87 199.97 -2449.87 78940.79
291 2006.05.25 00:01 buy 146 1.00 211.02 207.72 218.62
292 2006.05.26 00:01 close 146 1.00 209.65 207.72 218.62 -1251.28 77689.50
293 2006.05.30 00:01 sell 147 1.00 208.99 212.29 201.39
294 2006.05.31 00:01 close 147 1.00 211.26 212.29 201.39 -2135.01 75554.49
295 2006.06.20 00:01 buy 148 1.00 212.58 209.28 220.18
296 2006.06.21 00:01 close 148 1.00 211.69 209.28 220.18 -806.05 74748.43
297 2006.06.23 00:01 buy 149 1.00 212.36 209.06 219.96
298 2006.06.26 00:01 close 149 1.00 211.85 209.06 219.96 -453.58 74294.85
299 2006.06.27 00:01 sell 150 1.00 211.95 215.25 204.35
300 2006.07.03 00:01 close 150 1.00 211.32 215.25 204.35 403.99 74698.84
301 2006.07.04 00:01 sell 151 1.00 211.34 214.64 203.74
302 2006.07.05 00:01 close 151 1.00 212.04 214.64 203.74 -679.14 74019.70
303 2006.07.07 00:01 sell 152 1.00 211.54 214.84 203.94
304 2006.07.13 00:01 close 152 1.00 211.86 214.84 203.94 -476.95 73542.75
305 2006.07.17 00:01 buy 153 1.00 213.96 210.66 221.56
306 2006.07.31 00:01 close 153 1.00 213.63 210.66 221.56 -33.55 73509.20
307 2006.08.04 00:01 buy 154 1.00 217.10 213.80 224.70
308 2006.08.18 00:01 close 154 1.00 218.78 213.80 224.70 1830.83 75340.03
309 2006.08.18 00:01 sell 155 1.00 218.78 222.08 211.18
310 2006.08.28 15:20 s/l 155 1.00 222.08 222.08 211.18 -3300.37 72039.66
311 2006.08.30 00:01 sell 156 1.00 221.54 224.84 213.94
312 2006.08.31 00:01 close 156 1.00 223.08 224.84 213.94 -1518.14 70521.51
313 2006.09.05 00:01 sell 157 1.00 221.32 224.62 213.72
314 2006.09.21 00:01 close 157 1.00 221.50 224.62 213.72 -707.54 69813.98
315 2006.09.28 00:01 buy 158 1.00 221.99 218.69 229.59
316 2006.09.29 00:01 close 158 1.00 220.89 218.69 229.59 -1000.84 68813.13
317 2006.12.05 00:00 buy 159 1.00 228.50 225.20 236.10
318 2006.12.28 00:00 close 159 1.00 232.28 225.20 236.10 3992.84 72805.98
319 2007.01.05 00:00 sell 160 1.00 231.09 234.39 223.49
320 2007.01.11 13:00 s/l 160 1.00 234.39 234.39 223.49 -3240.30 69565.68
321 2007.01.22 00:00 buy 161 1.00 239.33 236.03 246.93
322 2007.01.23 00:00 close 161 1.00 240.33 236.03 246.93 947.03 70512.71
323 2007.01.24 00:01 buy 162 1.00 241.14 237.84 248.74
324 2007.01.24 16:20 s/l 162 1.00 237.84 237.84 248.74 -3060.94 67451.77
325 2007.01.24 16:20 buy 163 1.00 237.91 234.61 245.51
326 2007.01.25 00:00 close 163 1.00 238.26 234.61 245.51 383.05 67834.82
327 2007.01.26 00:00 sell 164 1.00 238.04 241.34 230.44
328 2007.01.29 00:00 close 164 1.00 238.27 241.34 230.44 -243.31 67591.50
329 2007.01.31 00:01 sell 165 1.00 238.86 242.16 231.26
330 2007.02.02 00:00 close 165 1.00 237.62 242.16 231.26 1029.71 68621.21
331 2007.02.05 00:00 sell 166 1.00 238.15 241.45 230.55
332 2007.02.13 00:00 close 166 1.00 237.20 241.45 230.55 640.65 69261.86
333 2007.02.14 00:00 sell 167 1.00 235.87 239.17 228.27
334 2007.02.22 00:01 close 167 1.00 236.22 239.17 228.27 -624.91 68636.96
335 2007.02.28 00:00 sell 168 1.00 232.18 235.48 224.58
336 2007.03.05 00:51 t/p 168 1.00 224.58 235.48 224.58 6897.31 75534.26
337 2007.03.05 00:51 sell 169 1.00 224.51 227.81 216.91
338 2007.03.09 14:36 s/l 169 1.00 227.81 227.81 216.91 -3240.30 72293.96
339 2007.03.09 14:36 sell 170 1.00 227.77 231.07 220.17
340 2007.03.16 00:00 close 170 1.00 227.29 231.07 220.17 234.86 72528.82
341 2007.03.16 00:00 buy 171 1.00 227.29 223.99 234.89
342 2007.04.03 16:42 t/p 171 1.00 234.89 223.99 234.89 7360.91 79889.73
343 2007.04.03 16:42 buy 172 1.00 234.96 231.66 242.56
344 2007.04.20 00:00 close 172 1.00 237.13 231.66 242.56 2382.67 82272.41
345 2007.05.09 00:00 sell 173 1.00 238.68 241.98 231.08
346 2007.05.23 00:00 close 173 1.00 240.05 241.98 231.08 -1690.89 80581.52
347 2007.06.14 00:01 buy 174 1.00 241.95 238.65 249.55
348 2007.06.28 00:00 close 174 1.00 245.51 238.65 249.55 3574.64 84156.16
349 2007.07.23 00:00 sell 175 1.00 249.85 253.15 242.25
350 2007.07.26 23:30 t/p 175 1.00 242.25 253.15 242.25 6897.31 91053.46
351 2007.07.26 23:30 sell 176 1.00 242.15 245.45 234.55
352 2007.08.09 00:00 close 176 1.00 243.55 245.45 234.55 -1718.71 89334.76
353 2007.08.15 00:00 sell 177 1.00 234.76 238.06 227.16
354 2007.08.16 12:31 t/p 177 1.00 227.16 238.06 227.16 6957.38 96292.13
355 2007.08.16 12:31 sell 178 1.00 227.06 230.36 219.46
356 2007.08.17 09:08 t/p 178 1.00 219.46 230.36 219.46 7017.45 103309.58
357 2007.08.17 09:08 sell 179 1.00 219.38 222.68 211.78
358 2007.08.17 09:44 s/l 179 1.00 222.68 222.68 211.78 -3060.09 100249.49
359 2007.08.17 09:44 sell 180 1.00 222.61 225.91 215.01
360 2007.08.17 14:15 s/l 180 1.00 225.91 225.91 215.01 -3060.09 97189.40
361 2007.08.17 14:15 sell 181 1.00 225.90 229.20 218.30
362 2007.08.20 09:39 s/l 181 1.00 229.20 229.20 218.30 -3090.12 94099.27
363 2007.08.20 09:39 sell 182 1.00 229.13 232.43 221.53
364 2007.08.23 00:00 close 182 1.00 230.01 232.43 221.53 -966.19 93133.08
365 2007.08.30 00:00 buy 183 1.00 234.32 231.02 241.92
366 2007.09.07 15:13 s/l 183 1.00 231.02 231.02 241.92 -2905.20 90227.87
367 2007.09.07 15:13 buy 184 1.00 231.09 227.79 238.69
368 2007.09.21 00:01 close 184 1.00 230.32 227.79 238.69 -441.68 89786.19
369 2007.09.24 00:00 buy 185 1.00 233.17 229.87 240.77
370 2007.09.25 00:01 close 185 1.00 232.23 229.87 240.77 -852.44 88933.75
371 2007.09.27 00:01 buy 186 1.00 232.79 229.49 240.39
372 2007.10.15 00:00 close 186 1.00 238.99 229.49 240.39 6062.32 94996.07
373 2007.10.17 00:00 sell 187 1.00 237.50 240.80 229.90
374 2007.11.01 00:00 close 187 1.00 239.95 240.80 229.90 -2782.47 92213.60
375 2007.11.12 00:00 sell 188 1.00 230.07 233.37 222.47
376 2007.11.21 11:30 t/p 188 1.00 222.47 233.37 222.47 6777.17 98990.77
377 2007.11.21 11:30 sell 189 1.00 222.40 225.70 214.80
378 2007.11.22 05:12 s/l 189 1.00 225.70 225.70 214.80 -3150.19 95840.57
379 2007.11.22 05:12 sell 190 1.00 225.63 228.93 218.03
380 2007.11.28 00:01 close 190 1.00 225.02 228.93 218.03 445.51 96286.08
381 2007.11.29 00:00 buy 191 1.00 228.62 225.32 236.22
382 2007.12.05 09:57 s/l 191 1.00 225.32 225.32 236.22 -2983.07 93303.01
383 2007.12.05 09:57 buy 192 1.00 225.39 222.09 232.99
384 2007.12.31 00:00 close 192 1.00 224.83 222.09 232.99 -13.29 93289.72
385 2008.01.03 00:00 sell 193 1.00 217.38 220.68 209.78
386 2008.01.15 22:10 t/p 193 1.00 209.78 220.68 209.78 6747.13 100036.85
387 2008.02.14 00:00 buy 194 1.00 212.31 209.01 219.91
388 2008.02.15 22:59 close at stop 194 1.00 211.43 209.01 219.91 -796.78 99240.07