Strategy Tester Report
pabloski v102
| Symbol | GBPJPY (Great Britain Pound vs Japanese Yen) | ||||
| Period | 4 Hours (H4) 2004.08.02 00:00 - 2007.03.30 20:00 (2004.08.01 - 2007.04.01) | ||||
| Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) | ||||
| Parameters | LotSize=3; ExtraSize=0.6; AutoMM=false; lotstep=4; lotinc=0.6; kv=0.8; | ||||
| Bars in test | 4345 | Ticks modelled | 8091847 | Modelling quality | 90.00% |
| Initial deposit | 100000.00 | ||||
| Total net profit | 273466.41 | Gross profit | 750224.20 | Gross loss | -476757.79 |
| Profit factor | 1.57 | Expected payoff | 1741.82 | ||
| Absolute drawdown | 13191.63 | Maximal drawdown | 70463.34 (28.94%) | Relative drawdown | 28.94% (70463.34) |
| Total trades | 157 | Short positions (won %) | 76 (28.95%) | Long positions (won %) | 81 (43.21%) |
| Profit trades (% of total) | 57 (36.31%) | Loss trades (% of total) | 100 (63.69%) | ||
| Largest | profit trade | 100041.47 | loss trade | -17699.81 | |
| Average | profit trade | 13161.83 | loss trade | -4767.58 | |
| Maximum | consecutive wins (profit in money) | 5 (51830.90) | consecutive losses (loss in money) | 11 (-70463.34) | |
| Maximal | consecutive profit (count of wins) | 126302.60 (3) | consecutive loss (count of losses) | -70463.34 (11) | |
| Average | consecutive wins | 2 | consecutive losses | 3 | |
| # | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
| 1 | 2004.08.02 00:00 | sell | 1 | 3.00 | 202.52 | 0.00 | 0.00 | ||
| 2 | 2004.08.05 12:00 | close | 1 | 3.00 | 202.76 | 0.00 | 0.00 | -992.08 | 99007.92 |
| 3 | 2004.08.05 16:00 | buy | 2 | 3.60 | 203.37 | 0.00 | 0.00 | ||
| 4 | 2004.08.12 20:00 | close | 2 | 3.60 | 202.05 | 0.00 | 0.00 | -3511.87 | 95496.06 |
| 5 | 2004.08.13 00:00 | sell | 3 | 4.20 | 201.96 | 0.00 | 0.00 | ||
| 6 | 2004.08.13 04:00 | close | 3 | 4.20 | 203.55 | 0.00 | 0.00 | -5636.39 | 89859.67 |
| 7 | 2004.08.13 08:00 | buy | 4 | 4.80 | 203.53 | 0.00 | 0.00 | ||
| 8 | 2004.08.17 12:00 | close | 4 | 4.80 | 202.73 | 0.00 | 0.00 | -3051.29 | 86808.37 |
| 9 | 2004.08.17 16:00 | sell | 5 | 5.40 | 202.25 | 0.00 | 0.00 | ||
| 10 | 2004.08.25 12:00 | close | 5 | 5.40 | 197.93 | 0.00 | 0.00 | 18582.47 | 105390.84 |
| 11 | 2004.08.26 08:00 | buy | 6 | 4.20 | 198.15 | 0.00 | 0.00 | ||
| 12 | 2004.08.26 16:00 | close | 6 | 4.20 | 196.60 | 0.00 | 0.00 | -5495.49 | 99895.35 |
| 13 | 2004.08.30 20:00 | buy | 7 | 4.80 | 197.58 | 0.00 | 0.00 | ||
| 14 | 2004.09.01 20:00 | close | 7 | 4.80 | 196.10 | 0.00 | 0.00 | -5806.68 | 94088.67 |
| 15 | 2004.09.02 00:00 | sell | 8 | 5.40 | 196.27 | 0.00 | 0.00 | ||
| 16 | 2004.09.08 20:00 | close | 8 | 5.40 | 195.40 | 0.00 | 0.00 | 3411.72 | 97500.38 |
| 17 | 2004.09.09 00:00 | buy | 9 | 4.20 | 195.40 | 0.00 | 0.00 | ||
| 18 | 2004.09.15 08:00 | close | 9 | 4.20 | 196.67 | 0.00 | 0.00 | 4835.86 | 102336.24 |
| 19 | 2004.09.15 12:00 | sell | 10 | 3.00 | 195.92 | 0.00 | 0.00 | ||
| 20 | 2004.09.17 00:00 | close | 10 | 3.00 | 196.53 | 0.00 | 0.00 | -1852.06 | 100484.19 |
| 21 | 2004.09.17 08:00 | buy | 11 | 3.60 | 196.60 | 0.00 | 0.00 | ||
| 22 | 2004.09.20 12:00 | close | 11 | 3.60 | 196.09 | 0.00 | 0.00 | -1478.51 | 99005.68 |
| 23 | 2004.09.20 16:00 | sell | 12 | 4.20 | 196.05 | 0.00 | 0.00 | ||
| 24 | 2004.09.21 20:00 | close | 12 | 4.20 | 197.37 | 0.00 | 0.00 | -4786.93 | 94218.75 |
| 25 | 2004.09.22 12:00 | buy | 13 | 4.80 | 197.63 | 0.00 | 0.00 | ||
| 26 | 2004.09.29 12:00 | close | 13 | 4.80 | 200.84 | 0.00 | 0.00 | 13673.08 | 107891.83 |
| 27 | 2004.09.29 16:00 | sell | 14 | 3.60 | 199.79 | 0.00 | 0.00 | ||
| 28 | 2004.10.18 00:00 | close | 14 | 3.60 | 197.05 | 0.00 | 0.00 | 6572.75 | 114464.58 |
| 29 | 2004.10.18 04:00 | buy | 15 | 3.00 | 197.10 | 0.00 | 0.00 | ||
| 30 | 2004.10.19 12:00 | close | 15 | 3.00 | 195.55 | 0.00 | 0.00 | -3865.87 | 110598.70 |
| 31 | 2004.10.19 16:00 | sell | 16 | 3.60 | 195.55 | 0.00 | 0.00 | ||
| 32 | 2004.10.20 20:00 | close | 16 | 3.60 | 196.87 | 0.00 | 0.00 | -4103.04 | 106495.67 |
| 33 | 2004.10.21 00:00 | buy | 17 | 4.20 | 196.79 | 0.00 | 0.00 | ||
| 34 | 2004.10.27 20:00 | close | 17 | 4.20 | 195.24 | 0.00 | 0.00 | -5162.43 | 101333.24 |
| 35 | 2004.10.28 00:00 | sell | 18 | 4.80 | 194.67 | 0.00 | 0.00 | ||
| 36 | 2004.11.01 08:00 | close | 18 | 4.80 | 195.11 | 0.00 | 0.00 | -2028.59 | 99304.65 |
| 37 | 2004.11.01 12:00 | buy | 19 | 5.40 | 195.06 | 0.00 | 0.00 | ||
| 38 | 2004.11.11 16:00 | close | 19 | 5.40 | 196.61 | 0.00 | 0.00 | 8350.38 | 107655.02 |
| 39 | 2004.11.11 20:00 | sell | 20 | 4.20 | 196.47 | 0.00 | 0.00 | ||
| 40 | 2004.11.23 12:00 | close | 20 | 4.20 | 192.67 | 0.00 | 0.00 | 12394.43 | 120049.45 |
| 41 | 2004.11.23 16:00 | buy | 21 | 3.00 | 193.07 | 0.00 | 0.00 | ||
| 42 | 2004.12.09 12:00 | close | 21 | 3.00 | 199.87 | 0.00 | 0.00 | 18290.13 | 138339.58 |
| 43 | 2004.12.10 12:00 | buy | 22 | 3.00 | 201.84 | 0.00 | 0.00 | ||
| 44 | 2004.12.15 12:00 | close | 22 | 3.00 | 201.89 | 0.00 | 0.00 | 305.04 | 138644.62 |
| 45 | 2004.12.16 20:00 | sell | 23 | 3.00 | 202.24 | 0.00 | 0.00 | ||
| 46 | 2005.01.05 04:00 | close | 23 | 3.00 | 196.76 | 0.00 | 0.00 | 12490.92 | 151135.55 |
| 47 | 2005.01.05 08:00 | buy | 24 | 3.00 | 196.57 | 0.00 | 0.00 | ||
| 48 | 2005.01.10 16:00 | close | 24 | 3.00 | 195.49 | 0.00 | 0.00 | -2437.46 | 148698.09 |
| 49 | 2005.01.10 20:00 | sell | 25 | 3.60 | 195.16 | 0.00 | 0.00 | ||
| 50 | 2005.01.18 12:00 | close | 25 | 3.60 | 192.26 | 0.00 | 0.00 | 8072.96 | 156771.05 |
| 51 | 2005.01.19 12:00 | buy | 26 | 3.00 | 192.75 | 0.00 | 0.00 | ||
| 52 | 2005.02.04 16:00 | close | 26 | 3.00 | 195.08 | 0.00 | 0.00 | 6970.77 | 163741.82 |
| 53 | 2005.02.04 20:00 | sell | 27 | 3.00 | 194.81 | 0.00 | 0.00 | ||
| 54 | 2005.02.08 12:00 | close | 27 | 3.00 | 195.88 | 0.00 | 0.00 | -2862.85 | 160878.97 |
| 55 | 2005.02.08 16:00 | buy | 28 | 3.60 | 196.40 | 0.00 | 0.00 | ||
| 56 | 2005.02.22 12:00 | close | 28 | 3.60 | 198.52 | 0.00 | 0.00 | 7441.33 | 168320.30 |
| 57 | 2005.02.22 16:00 | sell | 29 | 3.00 | 198.42 | 0.00 | 0.00 | ||
| 58 | 2005.02.23 04:00 | close | 29 | 3.00 | 199.91 | 0.00 | 0.00 | -3849.33 | 164470.97 |
| 59 | 2005.02.23 08:00 | buy | 30 | 3.60 | 199.88 | 0.00 | 0.00 | ||
| 60 | 2005.02.28 16:00 | close | 30 | 3.60 | 200.39 | 0.00 | 0.00 | 1906.65 | 166377.62 |
| 61 | 2005.03.01 12:00 | sell | 31 | 3.00 | 200.23 | 0.00 | 0.00 | ||
| 62 | 2005.03.07 00:00 | close | 31 | 3.00 | 201.49 | 0.00 | 0.00 | -3651.37 | 162726.25 |
| 63 | 2005.03.07 04:00 | buy | 32 | 3.60 | 201.45 | 0.00 | 0.00 | ||
| 64 | 2005.03.09 12:00 | close | 32 | 3.60 | 200.24 | 0.00 | 0.00 | -3534.12 | 159192.13 |
| 65 | 2005.03.09 16:00 | sell | 33 | 4.20 | 199.75 | 0.00 | 0.00 | ||
| 66 | 2005.03.14 12:00 | close | 33 | 4.20 | 201.22 | 0.00 | 0.00 | -5748.68 | 153443.45 |
| 67 | 2005.03.14 20:00 | buy | 34 | 4.80 | 201.13 | 0.00 | 0.00 | ||
| 68 | 2005.03.15 20:00 | close | 34 | 4.80 | 199.90 | 0.00 | 0.00 | -4888.37 | 148555.08 |
| 69 | 2005.03.16 00:00 | sell | 35 | 5.40 | 199.93 | 0.00 | 0.00 | ||
| 70 | 2005.03.17 16:00 | close | 35 | 5.40 | 201.28 | 0.00 | 0.00 | -6567.50 | 141987.59 |
| 71 | 2005.03.17 20:00 | buy | 36 | 6.00 | 201.22 | 0.00 | 0.00 | ||
| 72 | 2005.03.21 16:00 | close | 36 | 6.00 | 200.00 | 0.00 | 0.00 | -5940.97 | 136046.61 |
| 73 | 2005.03.21 20:00 | sell | 37 | 6.60 | 199.39 | 0.00 | 0.00 | ||
| 74 | 2005.03.28 08:00 | close | 37 | 6.60 | 199.24 | 0.00 | 0.00 | -348.36 | 135698.25 |
| 75 | 2005.03.28 20:00 | buy | 38 | 5.40 | 200.21 | 0.00 | 0.00 | ||
| 76 | 2005.04.08 04:00 | close | 38 | 5.40 | 202.84 | 0.00 | 0.00 | 13379.54 | 149077.80 |
| 77 | 2005.04.11 04:00 | buy | 39 | 4.20 | 204.13 | 0.00 | 0.00 | ||
| 78 | 2005.04.13 12:00 | close | 39 | 4.20 | 203.06 | 0.00 | 0.00 | -3626.82 | 145450.98 |
| 79 | 2005.04.13 16:00 | sell | 40 | 4.80 | 203.16 | 0.00 | 0.00 | ||
| 80 | 2005.04.18 16:00 | close | 40 | 4.80 | 204.55 | 0.00 | 0.00 | -6245.77 | 139205.21 |
| 81 | 2005.04.18 20:00 | buy | 41 | 5.40 | 204.62 | 0.00 | 0.00 | ||
| 82 | 2005.04.21 20:00 | close | 41 | 5.40 | 203.86 | 0.00 | 0.00 | -2928.93 | 136276.28 |
| 83 | 2005.04.22 00:00 | sell | 42 | 6.00 | 203.98 | 0.00 | 0.00 | ||
| 84 | 2005.05.20 12:00 | close | 42 | 6.00 | 197.64 | 0.00 | 0.00 | 27799.13 | 164075.41 |
| 85 | 2005.05.23 00:00 | buy | 43 | 4.80 | 197.54 | 0.00 | 0.00 | ||
| 86 | 2005.05.25 04:00 | close | 43 | 4.80 | 196.28 | 0.00 | 0.00 | -4914.68 | 159160.73 |
| 87 | 2005.05.27 00:00 | sell | 44 | 5.40 | 196.49 | 0.00 | 0.00 | ||
| 88 | 2005.06.07 20:00 | close | 44 | 5.40 | 195.66 | 0.00 | 0.00 | 2537.27 | 161698.00 |
| 89 | 2005.06.08 00:00 | buy | 45 | 4.20 | 195.66 | 0.00 | 0.00 | ||
| 90 | 2005.06.21 16:00 | close | 45 | 4.20 | 198.04 | 0.00 | 0.00 | 9520.06 | 171218.06 |
| 91 | 2005.06.21 20:00 | sell | 46 | 3.00 | 197.88 | 0.00 | 0.00 | ||
| 92 | 2005.06.27 00:00 | close | 46 | 3.00 | 199.18 | 0.00 | 0.00 | -3752.58 | 167465.48 |
| 93 | 2005.06.27 04:00 | buy | 47 | 3.60 | 199.36 | 0.00 | 0.00 | ||
| 94 | 2005.06.30 12:00 | close | 47 | 3.60 | 198.56 | 0.00 | 0.00 | -2074.11 | 165391.37 |
| 95 | 2005.06.30 16:00 | sell | 48 | 4.20 | 198.68 | 0.00 | 0.00 | ||
| 96 | 2005.07.11 20:00 | close | 48 | 4.20 | 196.64 | 0.00 | 0.00 | 6261.82 | 171653.19 |
| 97 | 2005.07.12 00:00 | buy | 49 | 3.00 | 196.38 | 0.00 | 0.00 | ||
| 98 | 2005.07.18 12:00 | close | 49 | 3.00 | 196.11 | 0.00 | 0.00 | -326.83 | 171326.36 |
| 99 | 2005.07.18 16:00 | sell | 50 | 3.60 | 195.72 | 0.00 | 0.00 | ||
| 100 | 2005.07.22 12:00 | close | 50 | 3.60 | 194.69 | 0.00 | 0.00 | 2575.95 | 173902.30 |
| 101 | 2005.07.22 20:00 | sell | 51 | 3.00 | 193.15 | 0.00 | 0.00 | ||
| 102 | 2005.07.25 20:00 | close | 51 | 3.00 | 194.60 | 0.00 | 0.00 | -3748.07 | 170154.23 |
| 103 | 2005.07.26 00:00 | buy | 52 | 3.60 | 194.72 | 0.00 | 0.00 | ||
| 104 | 2005.08.10 16:00 | close | 52 | 3.60 | 198.80 | 0.00 | 0.00 | 13468.65 | 183622.88 |
| 105 | 2005.08.10 20:00 | sell | 53 | 3.00 | 198.31 | 0.00 | 0.00 | ||
| 106 | 2005.08.18 04:00 | close | 53 | 3.00 | 198.95 | 0.00 | 0.00 | -2389.11 | 181233.77 |
| 107 | 2005.08.18 08:00 | buy | 54 | 3.60 | 198.86 | 0.00 | 0.00 | ||
| 108 | 2005.08.22 12:00 | close | 54 | 3.60 | 196.82 | 0.00 | 0.00 | -6056.29 | 175177.49 |
| 109 | 2005.08.24 04:00 | buy | 55 | 4.20 | 198.48 | 0.00 | 0.00 | ||
| 110 | 2005.09.09 20:00 | close | 55 | 4.20 | 201.92 | 0.00 | 0.00 | 13694.30 | 188871.79 |
| 111 | 2005.09.12 00:00 | sell | 56 | 3.00 | 201.02 | 0.00 | 0.00 | ||
| 112 | 2005.09.13 12:00 | close | 56 | 3.00 | 201.90 | 0.00 | 0.00 | -2304.93 | 186566.86 |
| 113 | 2005.09.13 16:00 | buy | 57 | 3.60 | 201.96 | 0.00 | 0.00 | ||
| 114 | 2005.09.15 12:00 | close | 57 | 3.60 | 199.39 | 0.00 | 0.00 | -7524.11 | 179042.75 |
| 115 | 2005.09.15 16:00 | sell | 58 | 4.20 | 199.26 | 0.00 | 0.00 | ||
| 116 | 2005.09.16 12:00 | close | 58 | 4.20 | 200.58 | 0.00 | 0.00 | -4786.53 | 174256.22 |
| 117 | 2005.09.16 20:00 | buy | 59 | 4.80 | 201.12 | 0.00 | 0.00 | ||
| 118 | 2005.09.22 12:00 | close | 59 | 4.80 | 200.54 | 0.00 | 0.00 | -1778.80 | 172477.41 |
| 119 | 2005.09.22 16:00 | sell | 60 | 5.40 | 200.08 | 0.00 | 0.00 | ||
| 120 | 2005.09.27 20:00 | close | 60 | 5.40 | 200.32 | 0.00 | 0.00 | -1508.75 | 170968.67 |
| 121 | 2005.09.30 08:00 | sell | 61 | 6.00 | 198.94 | 0.00 | 0.00 | ||
| 122 | 2005.09.30 20:00 | close | 61 | 6.00 | 200.33 | 0.00 | 0.00 | -7037.99 | 163930.68 |
| 123 | 2005.10.03 00:00 | buy | 62 | 6.60 | 200.02 | 0.00 | 0.00 | ||
| 124 | 2005.10.07 12:00 | close | 62 | 6.60 | 200.42 | 0.00 | 0.00 | 3013.26 | 166943.94 |
| 125 | 2005.10.07 16:00 | sell | 63 | 5.40 | 200.30 | 0.00 | 0.00 | ||
| 126 | 2005.10.13 16:00 | close | 63 | 5.40 | 200.78 | 0.00 | 0.00 | -3017.54 | 163926.40 |
| 127 | 2005.10.13 20:00 | buy | 64 | 6.00 | 201.20 | 0.00 | 0.00 | ||
| 128 | 2005.10.24 16:00 | close | 64 | 6.00 | 203.78 | 0.00 | 0.00 | 14136.07 | 178062.47 |
| 129 | 2005.10.25 20:00 | buy | 65 | 4.80 | 205.11 | 0.00 | 0.00 | ||
| 130 | 2005.11.07 04:00 | close | 65 | 4.80 | 206.18 | 0.00 | 0.00 | 5571.97 | 183634.44 |
| 131 | 2005.11.07 08:00 | sell | 66 | 3.60 | 206.35 | 0.00 | 0.00 | ||
| 132 | 2005.11.10 12:00 | close | 66 | 3.60 | 205.59 | 0.00 | 0.00 | 1847.65 | 185482.09 |
| 133 | 2005.11.10 16:00 | buy | 67 | 3.00 | 206.02 | 0.00 | 0.00 | ||
| 134 | 2005.11.16 16:00 | close | 67 | 3.00 | 204.85 | 0.00 | 0.00 | -2724.62 | 182757.47 |
| 135 | 2005.11.16 20:00 | sell | 68 | 3.60 | 204.47 | 0.00 | 0.00 | ||
| 136 | 2005.11.25 04:00 | close | 68 | 3.60 | 205.41 | 0.00 | 0.00 | -3870.41 | 178887.06 |
| 137 | 2005.11.25 08:00 | buy | 69 | 4.20 | 205.22 | 0.00 | 0.00 | ||
| 138 | 2005.12.07 16:00 | close | 69 | 4.20 | 209.31 | 0.00 | 0.00 | 15331.30 | 194218.36 |
| 139 | 2005.12.08 08:00 | sell | 70 | 3.00 | 209.32 | 0.00 | 0.00 | ||
| 140 | 2005.12.08 20:00 | close | 70 | 3.00 | 210.67 | 0.00 | 0.00 | -3417.70 | 190800.66 |
| 141 | 2005.12.09 04:00 | buy | 71 | 3.60 | 211.14 | 0.00 | 0.00 | ||
| 142 | 2005.12.14 04:00 | close | 71 | 3.60 | 210.70 | 0.00 | 0.00 | -1122.83 | 189677.83 |
| 143 | 2005.12.14 08:00 | sell | 72 | 4.20 | 210.52 | 0.00 | 0.00 | ||
| 144 | 2005.12.15 00:00 | close | 72 | 4.20 | 208.45 | 0.00 | 0.00 | 7013.87 | 196691.70 |
| 145 | 2005.12.15 16:00 | sell | 73 | 3.00 | 205.31 | 0.00 | 0.00 | ||
| 146 | 2005.12.19 08:00 | close | 73 | 3.00 | 206.42 | 0.00 | 0.00 | -2963.87 | 193727.82 |
| 147 | 2005.12.20 12:00 | buy | 74 | 3.60 | 205.82 | 0.00 | 0.00 | ||
| 148 | 2005.12.21 20:00 | close | 74 | 3.60 | 204.24 | 0.00 | 0.00 | -4729.40 | 188998.42 |
| 149 | 2005.12.22 20:00 | sell | 75 | 4.20 | 202.63 | 0.00 | 0.00 | ||
| 150 | 2005.12.27 08:00 | close | 75 | 4.20 | 202.88 | 0.00 | 0.00 | -1208.94 | 187789.48 |
| 151 | 2005.12.27 12:00 | buy | 76 | 4.80 | 203.17 | 0.00 | 0.00 | ||
| 152 | 2005.12.28 20:00 | close | 76 | 4.80 | 202.11 | 0.00 | 0.00 | -4199.23 | 183590.26 |
| 153 | 2005.12.29 00:00 | sell | 77 | 5.40 | 202.31 | 0.00 | 0.00 | ||
| 154 | 2006.01.04 12:00 | close | 77 | 5.40 | 204.21 | 0.00 | 0.00 | -9211.68 | 174378.57 |
| 155 | 2006.01.04 16:00 | buy | 78 | 6.00 | 204.21 | 0.00 | 0.00 | ||
| 156 | 2006.01.06 16:00 | close | 78 | 6.00 | 202.66 | 0.00 | 0.00 | -7373.56 | 167005.01 |
| 157 | 2006.01.06 20:00 | sell | 79 | 6.60 | 202.40 | 0.00 | 0.00 | ||
| 158 | 2006.01.13 12:00 | close | 79 | 6.60 | 202.37 | 0.00 | 0.00 | -1016.75 | 165988.26 |
| 159 | 2006.01.13 16:00 | buy | 80 | 6.60 | 202.74 | 0.00 | 0.00 | ||
| 160 | 2006.01.19 12:00 | close | 80 | 6.60 | 202.29 | 0.00 | 0.00 | -1721.66 | 164266.61 |
| 161 | 2006.01.19 16:00 | sell | 81 | 7.20 | 202.18 | 0.00 | 0.00 | ||
| 162 | 2006.01.20 20:00 | close | 81 | 7.20 | 203.98 | 0.00 | 0.00 | -11121.23 | 153145.37 |
| 163 | 2006.01.23 00:00 | buy | 82 | 7.80 | 204.04 | 0.00 | 0.00 | ||
| 164 | 2006.02.03 20:00 | close | 82 | 7.80 | 209.50 | 0.00 | 0.00 | 37955.64 | 191101.02 |
| 165 | 2006.02.06 00:00 | sell | 83 | 6.60 | 209.51 | 0.00 | 0.00 | ||
| 166 | 2006.02.09 08:00 | close | 83 | 6.60 | 206.99 | 0.00 | 0.00 | 13189.86 | 204290.88 |
| 167 | 2006.02.09 20:00 | buy | 84 | 5.40 | 206.78 | 0.00 | 0.00 | ||
| 168 | 2006.02.10 12:00 | close | 84 | 5.40 | 205.52 | 0.00 | 0.00 | -5635.67 | 198655.21 |
| 169 | 2006.02.14 08:00 | sell | 85 | 6.00 | 204.34 | 0.00 | 0.00 | ||
| 170 | 2006.02.15 20:00 | close | 85 | 6.00 | 205.27 | 0.00 | 0.00 | -4862.66 | 193792.54 |
| 171 | 2006.02.16 00:00 | buy | 86 | 6.60 | 205.15 | 0.00 | 0.00 | ||
| 172 | 2006.02.23 04:00 | close | 86 | 6.60 | 206.15 | 0.00 | 0.00 | 6486.49 | 200279.03 |
| 173 | 2006.02.23 08:00 | sell | 87 | 5.40 | 205.01 | 0.00 | 0.00 | ||
| 174 | 2006.02.28 20:00 | close | 87 | 5.40 | 203.43 | 0.00 | 0.00 | 6784.89 | 207063.93 |
| 175 | 2006.03.01 00:00 | buy | 88 | 4.20 | 203.05 | 0.00 | 0.00 | ||
| 176 | 2006.03.02 16:00 | close | 88 | 4.20 | 202.69 | 0.00 | 0.00 | -1026.38 | 206037.55 |
| 177 | 2006.03.03 12:00 | buy | 89 | 4.80 | 204.17 | 0.00 | 0.00 | ||
| 178 | 2006.03.07 16:00 | close | 89 | 4.80 | 204.24 | 0.00 | 0.00 | 473.94 | 206511.49 |
| 179 | 2006.03.08 04:00 | sell | 90 | 4.80 | 204.21 | 0.00 | 0.00 | ||
| 180 | 2006.03.10 00:00 | close | 90 | 4.80 | 205.24 | 0.00 | 0.00 | -4664.08 | 201847.41 |
| 181 | 2006.03.10 04:00 | buy | 91 | 5.40 | 205.88 | 0.00 | 0.00 | ||
| 182 | 2006.03.17 12:00 | close | 91 | 5.40 | 204.21 | 0.00 | 0.00 | -6862.01 | 194985.39 |
| 183 | 2006.03.17 16:00 | sell | 92 | 6.00 | 203.78 | 0.00 | 0.00 | ||
| 184 | 2006.03.22 04:00 | close | 92 | 6.00 | 204.96 | 0.00 | 0.00 | -6435.89 | 188549.51 |
| 185 | 2006.03.22 08:00 | buy | 93 | 6.60 | 204.78 | 0.00 | 0.00 | ||
| 186 | 2006.03.27 04:00 | close | 93 | 6.60 | 203.75 | 0.00 | 0.00 | -5083.44 | 183466.07 |
| 187 | 2006.03.27 08:00 | sell | 94 | 7.20 | 203.71 | 0.00 | 0.00 | ||
| 188 | 2006.03.28 20:00 | close | 94 | 7.20 | 205.14 | 0.00 | 0.00 | -8873.06 | 174593.01 |
| 189 | 2006.03.29 00:00 | buy | 95 | 7.80 | 205.59 | 0.00 | 0.00 | ||
| 190 | 2006.03.29 20:00 | close | 95 | 7.80 | 204.03 | 0.00 | 0.00 | -10270.09 | 164322.92 |
| 191 | 2006.03.30 00:00 | sell | 96 | 8.40 | 204.22 | 0.00 | 0.00 | ||
| 192 | 2006.04.04 12:00 | close | 96 | 8.40 | 205.38 | 0.00 | 0.00 | -8868.55 | 155454.37 |
| 193 | 2006.04.04 16:00 | buy | 97 | 9.00 | 206.16 | 0.00 | 0.00 | ||
| 194 | 2006.04.20 16:00 | close | 97 | 9.00 | 209.08 | 0.00 | 0.00 | 25392.66 | 180847.03 |
| 195 | 2006.04.20 20:00 | sell | 98 | 7.80 | 209.20 | 0.00 | 0.00 | ||
| 196 | 2006.04.28 04:00 | close | 98 | 7.80 | 205.84 | 0.00 | 0.00 | 20517.52 | 201364.55 |
| 197 | 2006.04.28 08:00 | buy | 99 | 6.60 | 205.65 | 0.00 | 0.00 | ||
| 198 | 2006.05.05 20:00 | close | 99 | 6.60 | 209.00 | 0.00 | 0.00 | 19577.34 | 220941.89 |
| 199 | 2006.05.08 00:00 | sell | 100 | 5.40 | 208.50 | 0.00 | 0.00 | ||
| 200 | 2006.05.11 12:00 | close | 100 | 5.40 | 207.47 | 0.00 | 0.00 | 4001.81 | 224943.70 |
| 201 | 2006.05.11 16:00 | buy | 101 | 4.20 | 207.83 | 0.00 | 0.00 | ||
| 202 | 2006.05.15 12:00 | close | 101 | 4.20 | 207.12 | 0.00 | 0.00 | -2350.39 | 222593.31 |
| 203 | 2006.05.17 00:00 | sell | 102 | 4.80 | 207.11 | 0.00 | 0.00 | ||
| 204 | 2006.05.17 20:00 | close | 102 | 4.80 | 208.19 | 0.00 | 0.00 | -4374.71 | 218218.60 |
| 205 | 2006.05.18 00:00 | buy | 103 | 5.40 | 209.05 | 0.00 | 0.00 | ||
| 206 | 2006.05.25 16:00 | close | 103 | 5.40 | 209.50 | 0.00 | 0.00 | 2800.36 | 221018.96 |
| 207 | 2006.05.25 20:00 | sell | 104 | 4.20 | 209.19 | 0.00 | 0.00 | ||
| 208 | 2006.05.30 12:00 | close | 104 | 4.20 | 210.22 | 0.00 | 0.00 | -3973.50 | 217045.46 |
| 209 | 2006.05.30 16:00 | buy | 105 | 4.80 | 210.78 | 0.00 | 0.00 | ||
| 210 | 2006.06.05 20:00 | close | 105 | 4.80 | 209.80 | 0.00 | 0.00 | -3399.30 | 213646.15 |
| 211 | 2006.06.06 00:00 | sell | 106 | 5.40 | 210.02 | 0.00 | 0.00 | ||
| 212 | 2006.06.13 16:00 | close | 106 | 5.40 | 211.37 | 0.00 | 0.00 | -7120.45 | 206525.70 |
| 213 | 2006.06.13 20:00 | buy | 107 | 6.00 | 211.43 | 0.00 | 0.00 | ||
| 214 | 2006.06.20 16:00 | close | 107 | 6.00 | 211.71 | 0.00 | 0.00 | 2250.69 | 208776.40 |
| 215 | 2006.06.20 20:00 | sell | 108 | 4.80 | 211.54 | 0.00 | 0.00 | ||
| 216 | 2006.06.30 20:00 | close | 108 | 4.80 | 211.34 | 0.00 | 0.00 | -665.82 | 208110.57 |
| 217 | 2006.07.03 00:00 | buy | 109 | 3.60 | 211.27 | 0.00 | 0.00 | ||
| 218 | 2006.07.10 04:00 | close | 109 | 3.60 | 210.68 | 0.00 | 0.00 | -1293.15 | 206817.43 |
| 219 | 2006.07.10 08:00 | sell | 110 | 4.20 | 210.21 | 0.00 | 0.00 | ||
| 220 | 2006.07.12 04:00 | close | 110 | 4.20 | 211.10 | 0.00 | 0.00 | -3369.62 | 203447.81 |
| 221 | 2006.07.12 08:00 | buy | 111 | 4.80 | 211.06 | 0.00 | 0.00 | ||
| 222 | 2006.07.26 12:00 | close | 111 | 4.80 | 215.01 | 0.00 | 0.00 | 17334.96 | 220782.76 |
| 223 | 2006.07.27 08:00 | sell | 112 | 3.60 | 215.55 | 0.00 | 0.00 | ||
| 224 | 2006.08.01 16:00 | close | 112 | 3.60 | 214.76 | 0.00 | 0.00 | 2123.28 | 222906.05 |
| 225 | 2006.08.01 20:00 | buy | 113 | 3.00 | 215.12 | 0.00 | 0.00 | ||
| 226 | 2006.08.10 16:00 | close | 113 | 3.00 | 218.56 | 0.00 | 0.00 | 9364.57 | 232270.62 |
| 227 | 2006.08.10 20:00 | sell | 114 | 3.00 | 218.41 | 0.00 | 0.00 | ||
| 228 | 2006.08.11 12:00 | close | 114 | 3.00 | 219.90 | 0.00 | 0.00 | -3849.00 | 228421.62 |
| 229 | 2006.08.11 16:00 | buy | 115 | 3.60 | 219.81 | 0.00 | 0.00 | ||
| 230 | 2006.08.17 12:00 | close | 115 | 3.60 | 218.70 | 0.00 | 0.00 | -2944.50 | 225477.12 |
| 231 | 2006.08.17 16:00 | sell | 116 | 4.20 | 218.79 | 0.00 | 0.00 | ||
| 232 | 2006.08.21 12:00 | close | 116 | 4.20 | 219.04 | 0.00 | 0.00 | -1101.33 | 224375.79 |
| 233 | 2006.08.21 16:00 | buy | 117 | 4.80 | 219.42 | 0.00 | 0.00 | ||
| 234 | 2006.09.04 12:00 | close | 117 | 4.80 | 221.18 | 0.00 | 0.00 | 8462.56 | 232838.35 |
| 235 | 2006.09.04 16:00 | sell | 118 | 3.60 | 220.92 | 0.00 | 0.00 | ||
| 236 | 2006.09.11 12:00 | close | 118 | 3.60 | 219.05 | 0.00 | 0.00 | 5035.27 | 237873.62 |
| 237 | 2006.09.11 16:00 | buy | 119 | 3.00 | 218.77 | 0.00 | 0.00 | ||
| 238 | 2006.09.26 12:00 | close | 119 | 3.00 | 220.64 | 0.00 | 0.00 | 5627.11 | 243500.73 |
| 239 | 2006.09.27 00:00 | buy | 120 | 3.00 | 221.85 | 0.00 | 0.00 | ||
| 240 | 2006.09.29 12:00 | close | 120 | 3.00 | 220.53 | 0.00 | 0.00 | -3104.41 | 240396.31 |
| 241 | 2006.09.29 16:00 | sell | 121 | 3.60 | 220.25 | 0.00 | 0.00 | ||
| 242 | 2006.10.02 16:00 | close | 121 | 3.60 | 221.83 | 0.00 | 0.00 | -4892.27 | 235504.05 |
| 243 | 2006.10.02 20:00 | buy | 122 | 4.20 | 222.02 | 0.00 | 0.00 | ||
| 244 | 2006.10.05 16:00 | close | 122 | 4.20 | 220.52 | 0.00 | 0.00 | -4901.03 | 230603.02 |
| 245 | 2006.10.06 16:00 | buy | 123 | 4.80 | 222.53 | 0.00 | 0.00 | ||
| 246 | 2006.10.11 08:00 | close | 123 | 4.80 | 221.77 | 0.00 | 0.00 | -2793.50 | 227809.51 |
| 247 | 2006.10.11 12:00 | sell | 124 | 5.40 | 221.88 | 0.00 | 0.00 | ||
| 248 | 2006.10.20 16:00 | close | 124 | 5.40 | 223.01 | 0.00 | 0.00 | -6671.39 | 221138.13 |
| 249 | 2006.10.20 20:00 | buy | 125 | 6.00 | 223.58 | 0.00 | 0.00 | ||
| 250 | 2006.10.30 04:00 | close | 125 | 6.00 | 222.57 | 0.00 | 0.00 | -4163.14 | 216974.98 |
| 251 | 2006.10.30 08:00 | sell | 126 | 6.60 | 222.74 | 0.00 | 0.00 | ||
| 252 | 2006.11.03 16:00 | close | 126 | 6.60 | 224.28 | 0.00 | 0.00 | -9591.89 | 207383.09 |
| 253 | 2006.11.03 20:00 | buy | 127 | 7.20 | 224.57 | 0.00 | 0.00 | ||
| 254 | 2006.11.14 12:00 | close | 127 | 7.20 | 223.58 | 0.00 | 0.00 | -4731.46 | 202651.63 |
| 255 | 2006.11.14 16:00 | sell | 128 | 7.80 | 222.83 | 0.00 | 0.00 | ||
| 256 | 2006.11.20 16:00 | close | 128 | 7.80 | 224.06 | 0.00 | 0.00 | -9295.39 | 193356.24 |
| 257 | 2006.11.20 20:00 | buy | 129 | 8.40 | 224.02 | 0.00 | 0.00 | ||
| 258 | 2006.11.23 12:00 | close | 129 | 8.40 | 222.58 | 0.00 | 0.00 | -9376.68 | 183979.56 |
| 259 | 2006.11.23 16:00 | sell | 130 | 9.00 | 222.52 | 0.00 | 0.00 | ||
| 260 | 2006.11.27 00:00 | close | 130 | 9.00 | 223.90 | 0.00 | 0.00 | -10942.18 | 173037.38 |
| 261 | 2006.11.27 04:00 | buy | 131 | 9.60 | 224.38 | 0.00 | 0.00 | ||
| 262 | 2006.12.05 12:00 | close | 131 | 9.60 | 226.49 | 0.00 | 0.00 | 18619.26 | 191656.65 |
| 263 | 2006.12.05 16:00 | sell | 132 | 8.40 | 226.63 | 0.00 | 0.00 | ||
| 264 | 2006.12.08 20:00 | close | 132 | 8.40 | 227.41 | 0.00 | 0.00 | -6605.33 | 185051.32 |
| 265 | 2006.12.11 00:00 | buy | 133 | 9.00 | 227.30 | 0.00 | 0.00 | ||
| 266 | 2006.12.18 12:00 | close | 133 | 9.00 | 229.91 | 0.00 | 0.00 | 21075.13 | 206126.45 |
| 267 | 2006.12.18 16:00 | sell | 134 | 7.80 | 229.92 | 0.00 | 0.00 | ||
| 268 | 2006.12.19 12:00 | close | 134 | 7.80 | 231.72 | 0.00 | 0.00 | -12048.00 | 194078.45 |
| 269 | 2006.12.19 16:00 | buy | 135 | 8.40 | 231.69 | 0.00 | 0.00 | ||
| 270 | 2006.12.21 16:00 | close | 135 | 8.40 | 231.79 | 0.00 | 0.00 | 1375.03 | 195453.48 |
| 271 | 2006.12.21 20:00 | sell | 136 | 8.40 | 232.05 | 0.00 | 0.00 | ||
| 272 | 2006.12.28 20:00 | close | 136 | 8.40 | 233.40 | 0.00 | 0.00 | -11076.26 | 184377.22 |
| 273 | 2006.12.29 00:00 | buy | 137 | 9.00 | 233.46 | 0.00 | 0.00 | ||
| 274 | 2007.01.03 20:00 | close | 137 | 9.00 | 233.11 | 0.00 | 0.00 | -2123.34 | 182253.88 |
| 275 | 2007.01.04 00:00 | sell | 138 | 9.60 | 232.88 | 0.00 | 0.00 | ||
| 276 | 2007.01.08 20:00 | close | 138 | 9.60 | 230.01 | 0.00 | 0.00 | 22758.71 | 205012.59 |
| 277 | 2007.01.09 00:00 | buy | 139 | 8.40 | 230.43 | 0.00 | 0.00 | ||
| 278 | 2007.01.24 08:00 | close | 139 | 8.40 | 238.95 | 0.00 | 0.00 | 62903.17 | 267915.76 |
| 279 | 2007.01.24 20:00 | sell | 140 | 7.20 | 237.83 | 0.00 | 0.00 | ||
| 280 | 2007.01.25 16:00 | close | 140 | 7.20 | 238.50 | 0.00 | 0.00 | -4624.36 | 263291.40 |
| 281 | 2007.01.26 20:00 | buy | 141 | 7.80 | 238.16 | 0.00 | 0.00 | ||
| 282 | 2007.01.31 12:00 | close | 141 | 7.80 | 237.43 | 0.00 | 0.00 | -4342.05 | 258949.34 |
| 283 | 2007.01.31 16:00 | sell | 142 | 8.40 | 237.39 | 0.00 | 0.00 | ||
| 284 | 2007.02.02 16:00 | close | 142 | 8.40 | 238.77 | 0.00 | 0.00 | -10644.12 | 248305.22 |
| 285 | 2007.02.05 12:00 | sell | 143 | 9.00 | 236.26 | 0.00 | 0.00 | ||
| 286 | 2007.02.07 08:00 | close | 143 | 9.00 | 237.22 | 0.00 | 0.00 | -7753.06 | 240552.16 |
| 287 | 2007.02.07 12:00 | buy | 144 | 9.60 | 237.86 | 0.00 | 0.00 | ||
| 288 | 2007.02.08 20:00 | close | 144 | 9.60 | 237.03 | 0.00 | 0.00 | -6154.24 | 234397.92 |
| 289 | 2007.02.09 00:00 | sell | 145 | 10.20 | 237.27 | 0.00 | 0.00 | ||
| 290 | 2007.02.12 08:00 | close | 145 | 10.20 | 238.51 | 0.00 | 0.00 | -10934.71 | 223463.21 |
| 291 | 2007.02.12 16:00 | sell | 146 | 10.80 | 237.01 | 0.00 | 0.00 | ||
| 292 | 2007.02.14 16:00 | close | 146 | 10.80 | 237.15 | 0.00 | 0.00 | -1829.44 | 221633.76 |
| 293 | 2007.02.14 20:00 | buy | 147 | 11.40 | 236.92 | 0.00 | 0.00 | ||
| 294 | 2007.02.15 12:00 | close | 147 | 11.40 | 235.01 | 0.00 | 0.00 | -17699.81 | 203933.96 |
| 295 | 2007.02.15 16:00 | sell | 148 | 12.00 | 234.78 | 0.00 | 0.00 | ||
| 296 | 2007.02.20 08:00 | close | 148 | 12.00 | 234.23 | 0.00 | 0.00 | 4647.16 | 208581.12 |
| 297 | 2007.02.20 12:00 | buy | 149 | 10.80 | 234.12 | 0.00 | 0.00 | ||
| 298 | 2007.02.26 16:00 | close | 149 | 10.80 | 236.35 | 0.00 | 0.00 | 21613.98 | 230195.09 |
| 299 | 2007.02.27 08:00 | sell | 150 | 9.60 | 235.66 | 0.00 | 0.00 | ||
| 300 | 2007.03.05 16:00 | close | 150 | 9.60 | 223.13 | 0.00 | 0.00 | 100041.47 | 330236.56 |
| 301 | 2007.03.06 08:00 | buy | 151 | 8.40 | 223.96 | 0.00 | 0.00 | ||
| 302 | 2007.03.08 00:00 | close | 151 | 8.40 | 223.28 | 0.00 | 0.00 | -4155.29 | 326081.27 |
| 303 | 2007.03.08 08:00 | buy | 152 | 9.00 | 225.48 | 0.00 | 0.00 | ||
| 304 | 2007.03.12 16:00 | close | 152 | 9.00 | 226.87 | 0.00 | 0.00 | 10916.50 | 336997.77 |
| 305 | 2007.03.12 20:00 | sell | 153 | 7.80 | 227.15 | 0.00 | 0.00 | ||
| 306 | 2007.03.14 16:00 | close | 153 | 7.80 | 225.25 | 0.00 | 0.00 | 12106.60 | 349104.37 |
| 307 | 2007.03.14 20:00 | buy | 154 | 6.60 | 225.89 | 0.00 | 0.00 | ||
| 308 | 2007.03.19 00:00 | close | 154 | 6.60 | 225.63 | 0.00 | 0.00 | -794.11 | 348310.26 |
| 309 | 2007.03.19 08:00 | buy | 155 | 7.20 | 227.46 | 0.00 | 0.00 | ||
| 310 | 2007.03.28 04:00 | close | 155 | 7.20 | 230.80 | 0.00 | 0.00 | 21581.79 | 369892.05 |
| 311 | 2007.03.28 08:00 | sell | 156 | 6.00 | 230.40 | 0.00 | 0.00 | ||
| 312 | 2007.03.29 08:00 | close | 156 | 6.00 | 230.74 | 0.00 | 0.00 | -2182.75 | 367709.30 |
| 313 | 2007.03.29 12:00 | buy | 157 | 6.60 | 230.82 | 0.00 | 0.00 | ||
| 314 | 2007.03.30 23:59 | close at stop | 157 | 6.60 | 231.83 | 0.00 | 0.00 | 5757.11 | 373466.41 |