Strategy Tester Report
bbc
| Symbol | USDJPYm (US Dollar vs Japanese Yen) | ||||
| Period | 30 Minutes (M30) 2004.10.06 20:00 - 2006.06.25 22:00 (2000.04.01 - 2013.06.01) | ||||
| Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) | ||||
| Parameters | dLots=6; dStopLossUSD=290; dTakeProfitUSD=1260; iBBPeriodFast=20; iBBPeriodSlow=50; iBBDeviation=2; | ||||
| Bars in test | 19573 | Ticks modelled | 1326160 | Modelling quality | 89.54% |
| Initial deposit | 10000.00 | ||||
| Total net profit | 27655.52 | Gross profit | 202223.10 | Gross loss | -174567.58 |
| Profit factor | 1.16 | Expected payoff | 209.51 | ||
| Absolute drawdown | 4909.59 | Maximal drawdown (%) | 7385.83 (59.2%) | ||
| Total trades | 132 | Short positions (won %) | 65 (3.08%) | Long positions (won %) | 67 (95.52%) |
| Profit trades (% of total) | 66 (50.00%) | Loss trades (% of total) | 66 (50.00%) | ||
| Largest | profit trade | 6272.96 | loss trade | -6240.45 | |
| Average | profit trade | 3063.99 | loss trade | -2644.96 | |
| Maximum | consecutive wins (profit in money) | 4 (21878.11) | consecutive losses (loss in money) | 3 (-3964.25) | |
| Maximal | consecutive profit (count of wins) | 21878.11 (4) | consecutive loss (count of losses) | -7182.70 (2) | |
| Average | consecutive wins | 1 | consecutive losses | 1 | |
| # | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
| 1 | 2004.10.08 05:00 | buy | 1 | 6.00 | 110.66 | 0.00 | 0.00 | ||
| 2 | 2004.10.08 13:30 | close | 1 | 6.00 | 109.93 | 0.00 | 0.00 | -398.44 | 9601.56 |
| 3 | 2004.10.12 03:00 | buy | 2 | 6.00 | 109.70 | 0.00 | 0.00 | ||
| 4 | 2004.10.19 14:00 | sell | 3 | 6.00 | 108.51 | 0.00 | 0.00 | ||
| 5 | 2004.10.20 02:00 | close | 2 | 6.00 | 108.54 | 0.00 | 0.00 | -641.24 | 8960.32 |
| 6 | 2004.11.01 04:30 | buy | 4 | 6.00 | 106.26 | 0.00 | 0.00 | ||
| 7 | 2004.11.03 20:00 | sell | 5 | 6.00 | 106.22 | 0.00 | 0.00 | ||
| 8 | 2004.11.04 12:30 | buy | 6 | 6.00 | 106.18 | 0.00 | 0.00 | ||
| 9 | 2004.11.04 18:00 | sell | 7 | 6.00 | 106.09 | 0.00 | 0.00 | ||
| 10 | 2004.11.05 10:30 | buy | 8 | 6.00 | 106.14 | 0.00 | 0.00 | ||
| 11 | 2004.11.05 19:30 | sell | 9 | 6.00 | 105.65 | 0.00 | 0.00 | ||
| 12 | 2004.11.09 05:00 | buy | 10 | 6.00 | 105.80 | 0.00 | 0.00 | ||
| 13 | 2004.11.09 20:00 | sell | 11 | 6.00 | 105.71 | 0.00 | 0.00 | ||
| 14 | 2004.11.10 01:00 | buy | 12 | 6.00 | 105.82 | 0.00 | 0.00 | ||
| 15 | 2004.11.10 01:30 | sell | 13 | 6.00 | 105.78 | 0.00 | 0.00 | ||
| 16 | 2004.11.10 04:00 | buy | 14 | 6.00 | 105.87 | 0.00 | 0.00 | ||
| 17 | 2004.11.15 18:30 | buy | 15 | 6.00 | 105.41 | 0.00 | 0.00 | ||
| 18 | 2004.11.15 21:00 | sell | 16 | 6.00 | 105.27 | 0.00 | 0.00 | ||
| 19 | 2004.11.15 23:30 | buy | 17 | 6.00 | 105.42 | 0.00 | 0.00 | ||
| 20 | 2004.11.16 01:00 | sell | 18 | 6.00 | 105.42 | 0.00 | 0.00 | ||
| 21 | 2004.11.16 13:30 | buy | 19 | 6.00 | 105.63 | 0.00 | 0.00 | ||
| 22 | 2004.11.16 15:00 | sell | 20 | 6.00 | 105.36 | 0.00 | 0.00 | ||
| 23 | 2004.11.17 07:00 | buy | 21 | 6.00 | 105.08 | 0.00 | 0.00 | ||
| 24 | 2004.11.17 11:30 | sell | 22 | 6.00 | 104.41 | 0.00 | 0.00 | ||
| 25 | 2004.11.18 14:00 | buy | 23 | 6.00 | 104.32 | 0.00 | 0.00 | ||
| 26 | 2004.12.09 14:00 | buy | 24 | 6.00 | 104.67 | 0.00 | 0.00 | ||
| 27 | 2004.12.10 01:00 | sell | 25 | 6.00 | 104.93 | 0.00 | 0.00 | ||
| 28 | 2004.12.10 03:00 | buy | 26 | 6.00 | 105.27 | 0.00 | 0.00 | ||
| 29 | 2004.12.10 17:00 | sell | 27 | 6.00 | 105.36 | 0.00 | 0.00 | ||
| 30 | 2004.12.10 19:00 | buy | 28 | 6.00 | 105.20 | 0.00 | 0.00 | ||
| 31 | 2004.12.15 01:30 | sell | 29 | 6.00 | 105.70 | 0.00 | 0.00 | ||
| 32 | 2005.02.08 08:30 | buy | 30 | 6.00 | 105.50 | 0.00 | 0.00 | ||
| 33 | 2005.02.09 15:30 | buy | 31 | 6.00 | 105.83 | 0.00 | 0.00 | ||
| 34 | 2005.02.10 11:00 | buy | 32 | 6.00 | 106.09 | 0.00 | 0.00 | ||
| 35 | 2005.03.23 17:00 | buy | 33 | 6.00 | 106.10 | 0.00 | 0.00 | ||
| 36 | 2005.03.24 02:00 | sell | 34 | 6.00 | 106.18 | 0.00 | 0.00 | ||
| 37 | 2005.04.27 01:30 | buy | 35 | 6.00 | 106.26 | 0.00 | 0.00 | ||
| 38 | 2005.06.13 12:00 | buy | 36 | 6.00 | 109.29 | 0.00 | 0.00 | ||
| 39 | 2005.06.13 19:00 | sell | 37 | 6.00 | 109.55 | 0.00 | 0.00 | ||
| 40 | 2005.06.15 03:00 | buy | 38 | 6.00 | 109.36 | 0.00 | 0.00 | ||
| 41 | 2005.06.15 07:30 | sell | 39 | 6.00 | 109.21 | 0.00 | 0.00 | ||
| 42 | 2005.06.15 13:00 | buy | 40 | 6.00 | 109.63 | 0.00 | 0.00 | ||
| 43 | 2005.06.15 22:30 | sell | 41 | 6.00 | 109.20 | 0.00 | 0.00 | ||
| 44 | 2005.06.20 13:30 | buy | 42 | 6.00 | 109.17 | 0.00 | 0.00 | ||
| 45 | 2005.06.20 22:30 | sell | 43 | 6.00 | 109.38 | 0.00 | 0.00 | ||
| 46 | 2005.06.24 08:30 | buy | 44 | 6.00 | 109.30 | 0.00 | 0.00 | ||
| 47 | 2005.06.27 00:30 | sell | 45 | 6.00 | 109.24 | 0.00 | 0.00 | ||
| 48 | 2005.06.28 14:30 | sell | 46 | 6.00 | 109.87 | 0.00 | 0.00 | ||
| 49 | 2005.06.29 03:30 | buy | 47 | 6.00 | 110.10 | 0.00 | 0.00 | ||
| 50 | 2005.06.29 17:00 | sell | 48 | 6.00 | 110.34 | 0.00 | 0.00 | ||
| 51 | 2005.06.30 08:00 | buy | 49 | 6.00 | 110.40 | 0.00 | 0.00 | ||
| 52 | 2005.06.30 19:30 | sell | 50 | 6.00 | 110.87 | 0.00 | 0.00 | ||
| 53 | 2005.07.01 08:30 | buy | 51 | 6.00 | 111.03 | 0.00 | 0.00 | ||
| 54 | 2005.07.04 00:30 | sell | 52 | 6.00 | 111.64 | 0.00 | 0.00 | ||
| 55 | 2005.07.05 06:00 | buy | 53 | 6.00 | 111.84 | 0.00 | 0.00 | ||
| 56 | 2005.07.05 18:00 | sell | 54 | 6.00 | 111.73 | 0.00 | 0.00 | ||
| 57 | 2005.07.06 11:30 | buy | 55 | 6.00 | 111.93 | 0.00 | 0.00 | ||
| 58 | 2005.07.07 01:00 | sell | 56 | 6.00 | 112.19 | 0.00 | 0.00 | ||
| 59 | 2005.07.07 09:30 | buy | 57 | 6.00 | 111.58 | 0.00 | 0.00 | ||
| 60 | 2005.07.07 13:30 | sell | 58 | 6.00 | 111.87 | 0.00 | 0.00 | ||
| 61 | 2005.07.08 05:30 | buy | 59 | 6.00 | 112.37 | 0.00 | 0.00 | ||
| 62 | 2005.07.08 08:00 | sell | 60 | 6.00 | 112.28 | 0.00 | 0.00 | ||
| 63 | 2005.07.08 14:30 | buy | 61 | 6.00 | 111.88 | 0.00 | 0.00 | ||
| 64 | 2005.07.10 22:00 | sell | 62 | 6.00 | 112.23 | 0.00 | 0.00 | ||
| 65 | 2005.07.13 08:00 | buy | 63 | 6.00 | 111.45 | 0.00 | 0.00 | ||
| 66 | 2005.07.13 22:00 | sell | 64 | 6.00 | 111.90 | 0.00 | 0.00 | ||
| 67 | 2005.07.14 14:30 | buy | 65 | 6.00 | 112.16 | 0.00 | 0.00 | ||
| 68 | 2005.07.14 23:30 | sell | 66 | 6.00 | 112.35 | 0.00 | 0.00 | ||
| 69 | 2005.07.19 07:30 | buy | 67 | 6.00 | 112.64 | 0.00 | 0.00 | ||
| 70 | 2005.07.19 16:30 | sell | 68 | 6.00 | 112.87 | 0.00 | 0.00 | ||
| 71 | 2005.07.20 07:00 | buy | 69 | 6.00 | 113.18 | 0.00 | 0.00 | ||
| 72 | 2005.07.21 01:30 | sell | 70 | 6.00 | 112.56 | 0.00 | 0.00 | ||
| 73 | 2005.07.24 23:30 | buy | 71 | 6.00 | 111.57 | 0.00 | 0.00 | ||
| 74 | 2005.07.25 06:00 | sell | 72 | 6.00 | 111.56 | 0.00 | 0.00 | ||
| 75 | 2005.07.25 08:30 | buy | 73 | 6.00 | 111.88 | 0.00 | 0.00 | ||
| 76 | 2005.07.25 09:00 | sell | 74 | 6.00 | 111.68 | 0.00 | 0.00 | ||
| 77 | 2005.07.26 04:30 | buy | 75 | 6.00 | 111.92 | 0.00 | 0.00 | ||
| 78 | 2005.07.26 08:00 | sell | 76 | 6.00 | 111.88 | 0.00 | 0.00 | ||
| 79 | 2005.07.26 09:00 | buy | 77 | 6.00 | 112.18 | 0.00 | 0.00 | ||
| 80 | 2005.07.26 18:00 | sell | 78 | 6.00 | 112.39 | 0.00 | 0.00 | ||
| 81 | 2005.07.27 13:30 | buy | 79 | 6.00 | 112.31 | 0.00 | 0.00 | ||
| 82 | 2005.07.27 16:00 | sell | 80 | 6.00 | 112.29 | 0.00 | 0.00 | ||
| 83 | 2005.07.28 09:00 | buy | 81 | 6.00 | 112.75 | 0.00 | 0.00 | ||
| 84 | 2005.07.28 19:30 | sell | 82 | 6.00 | 112.11 | 0.00 | 0.00 | ||
| 85 | 2005.07.29 13:30 | buy | 83 | 6.00 | 112.14 | 0.00 | 0.00 | ||
| 86 | 2005.08.07 23:30 | sell | 84 | 6.00 | 112.33 | 0.00 | 0.00 | ||
| 87 | 2005.08.09 13:30 | buy | 85 | 6.00 | 112.19 | 0.00 | 0.00 | ||
| 88 | 2005.09.26 01:30 | sell | 86 | 6.00 | 112.39 | 0.00 | 0.00 | ||
| 89 | 2005.09.26 17:00 | buy | 87 | 6.00 | 112.33 | 0.00 | 0.00 | ||
| 90 | 2005.09.27 02:00 | buy | 88 | 6.00 | 112.67 | 0.00 | 0.00 | ||
| 91 | 2005.09.27 17:00 | sell | 89 | 6.00 | 113.41 | 0.00 | 0.00 | ||
| 92 | 2005.09.28 23:30 | buy | 90 | 6.00 | 112.94 | 0.00 | 0.00 | ||
| 93 | 2005.09.29 01:00 | sell | 91 | 6.00 | 113.07 | 0.00 | 0.00 | ||
| 94 | 2005.09.29 17:00 | buy | 92 | 6.00 | 113.12 | 0.00 | 0.00 | ||
| 95 | 2005.09.30 16:00 | sell | 93 | 6.00 | 113.31 | 0.00 | 0.00 | ||
| 96 | 2005.09.30 16:30 | buy | 94 | 6.00 | 113.52 | 0.00 | 0.00 | ||
| 97 | 2005.10.03 09:30 | sell | 95 | 6.00 | 114.03 | 0.00 | 0.00 | ||
| 98 | 2005.10.04 10:30 | buy | 96 | 6.00 | 114.30 | 0.00 | 0.00 | ||
| 99 | 2005.10.04 20:00 | sell | 97 | 6.00 | 114.20 | 0.00 | 0.00 | ||
| 100 | 2005.10.05 02:00 | buy | 98 | 6.00 | 113.95 | 0.00 | 0.00 | ||
| 101 | 2005.10.05 06:00 | sell | 99 | 6.00 | 113.93 | 0.00 | 0.00 | ||
| 102 | 2005.10.06 01:30 | buy | 100 | 6.00 | 113.89 | 0.00 | 0.00 | ||
| 103 | 2005.10.06 09:00 | sell | 101 | 6.00 | 113.86 | 0.00 | 0.00 | ||
| 104 | 2005.10.10 13:00 | buy | 102 | 6.00 | 114.21 | 0.00 | 0.00 | ||
| 105 | 2005.10.11 15:00 | buy | 103 | 6.00 | 114.38 | 0.00 | 0.00 | ||
| 106 | 2005.10.12 01:30 | sell | 104 | 6.00 | 114.60 | 0.00 | 0.00 | ||
| 107 | 2005.10.12 16:30 | sell | 105 | 6.00 | 114.34 | 0.00 | 0.00 | ||
| 108 | 2005.10.13 03:30 | buy | 106 | 6.00 | 114.76 | 0.00 | 0.00 | ||
| 109 | 2005.10.13 10:30 | sell | 107 | 6.00 | 114.76 | 0.00 | 0.00 | ||
| 110 | 2005.10.14 00:30 | sell | 108 | 6.00 | 114.74 | 0.00 | 0.00 | ||
| 111 | 2005.10.17 12:30 | buy | 109 | 6.00 | 114.83 | 0.00 | 0.00 | ||
| 112 | 2005.10.17 18:00 | sell | 110 | 6.00 | 114.89 | 0.00 | 0.00 | ||
| 113 | 2005.10.18 09:30 | buy | 111 | 6.00 | 115.75 | 0.00 | 0.00 | ||
| 114 | 2005.10.18 15:30 | sell | 112 | 6.00 | 115.77 | 0.00 | 0.00 | ||
| 115 | 2005.10.19 09:00 | buy | 113 | 6.00 | 115.66 | 0.00 | 0.00 | ||
| 116 | 2005.10.19 16:30 | sell | 114 | 6.00 | 115.45 | 0.00 | 0.00 | ||
| 117 | 2005.10.20 15:30 | sell | 115 | 6.00 | 115.51 | 0.00 | 0.00 | ||
| 118 | 2005.10.24 02:00 | sell | 116 | 6.00 | 115.86 | 0.00 | 0.00 | ||
| 119 | 2005.10.26 11:30 | buy | 117 | 6.00 | 115.64 | 0.00 | 0.00 | ||
| 120 | 2005.10.26 20:00 | sell | 118 | 6.00 | 115.83 | 0.00 | 0.00 | ||
| 121 | 2005.10.31 21:30 | sell | 119 | 6.00 | 116.38 | 0.00 | 0.00 | ||
| 122 | 2005.11.01 15:30 | buy | 120 | 6.00 | 116.72 | 0.00 | 0.00 | ||
| 123 | 2005.11.02 10:30 | sell | 121 | 6.00 | 116.87 | 0.00 | 0.00 | ||
| 124 | 2005.11.02 16:30 | sell | 122 | 6.00 | 116.84 | 0.00 | 0.00 | ||
| 125 | 2006.01.06 14:00 | buy | 123 | 6.00 | 114.90 | 0.00 | 0.00 | ||
| 126 | 2006.01.18 00:00 | sell | 124 | 6.00 | 115.57 | 0.00 | 0.00 | ||
| 127 | 2006.04.27 18:00 | sell | 125 | 6.00 | 114.05 | 0.00 | 0.00 | ||
| 128 | 2006.05.03 13:00 | buy | 126 | 6.00 | 113.47 | 0.00 | 0.00 | ||
| 129 | 2006.05.05 19:00 | sell | 127 | 6.00 | 112.41 | 0.00 | 0.00 | ||
| 130 | 2006.05.09 14:30 | buy | 128 | 6.00 | 111.02 | 0.00 | 0.00 | ||
| 131 | 2006.05.09 16:30 | sell | 129 | 6.00 | 111.27 | 0.00 | 0.00 | ||
| 132 | 2006.05.11 02:00 | buy | 130 | 6.00 | 111.28 | 0.00 | 0.00 | ||
| 133 | 2006.05.11 16:00 | buy | 131 | 6.00 | 110.28 | 0.00 | 0.00 | ||
| 134 | 2006.05.18 01:00 | sell | 132 | 6.00 | 110.85 | 0.00 | 0.00 | ||
| 135 | 2006.06.25 22:29 | close at stop | 132 | 6.00 | 116.53 | 0.00 | 0.00 | -2924.57 | 6035.75 |
| 136 | 2006.06.25 22:29 | close at stop | 131 | 6.00 | 116.50 | 0.00 | 0.00 | 3203.43 | 9239.18 |
| 137 | 2006.06.25 22:29 | close at stop | 130 | 6.00 | 116.50 | 0.00 | 0.00 | 2688.41 | 11927.59 |
| 138 | 2006.06.25 22:29 | close at stop | 129 | 6.00 | 116.53 | 0.00 | 0.00 | -2708.32 | 9219.27 |
| 139 | 2006.06.25 22:29 | close at stop | 128 | 6.00 | 116.50 | 0.00 | 0.00 | 2822.32 | 12041.59 |
| 140 | 2006.06.25 22:29 | close at stop | 127 | 6.00 | 116.53 | 0.00 | 0.00 | -2121.34 | 9920.25 |
| 141 | 2006.06.25 22:29 | close at stop | 126 | 6.00 | 116.50 | 0.00 | 0.00 | 1560.52 | 11480.77 |
| 142 | 2006.06.25 22:29 | close at stop | 125 | 6.00 | 116.53 | 0.00 | 0.00 | -1276.92 | 10203.85 |
| 143 | 2006.06.25 22:29 | close at stop | 124 | 6.00 | 116.53 | 0.00 | 0.00 | -494.29 | 9709.56 |
| 144 | 2006.06.25 22:29 | close at stop | 123 | 6.00 | 116.50 | 0.00 | 0.00 | 824.03 | 10533.59 |
| 145 | 2006.06.25 22:29 | close at stop | 122 | 6.00 | 116.53 | 0.00 | 0.00 | 159.62 | 10693.21 |
| 146 | 2006.06.25 22:29 | close at stop | 121 | 6.00 | 116.53 | 0.00 | 0.00 | 175.06 | 10868.27 |
| 147 | 2006.06.25 22:29 | close at stop | 120 | 6.00 | 116.50 | 0.00 | 0.00 | -113.30 | 10754.97 |
| 148 | 2006.06.25 22:29 | close at stop | 119 | 6.00 | 116.53 | 0.00 | 0.00 | -77.23 | 10677.74 |
| 149 | 2006.06.25 22:29 | close at stop | 118 | 6.00 | 116.53 | 0.00 | 0.00 | -360.42 | 10317.32 |
| 150 | 2006.06.25 22:29 | close at stop | 117 | 6.00 | 116.50 | 0.00 | 0.00 | 442.92 | 10760.24 |
| 151 | 2006.06.25 22:29 | close at stop | 116 | 6.00 | 116.53 | 0.00 | 0.00 | -344.98 | 10415.26 |
| 152 | 2006.06.25 22:29 | close at stop | 115 | 6.00 | 116.53 | 0.00 | 0.00 | -525.19 | 9890.07 |
| 153 | 2006.06.25 22:29 | close at stop | 114 | 6.00 | 116.53 | 0.00 | 0.00 | -556.08 | 9333.99 |
| 154 | 2006.06.25 22:29 | close at stop | 113 | 6.00 | 116.50 | 0.00 | 0.00 | 432.62 | 9766.61 |
| 155 | 2006.06.25 22:29 | close at stop | 112 | 6.00 | 116.53 | 0.00 | 0.00 | -391.32 | 9375.29 |
| 156 | 2006.06.25 22:29 | close at stop | 111 | 6.00 | 116.50 | 0.00 | 0.00 | 386.27 | 9761.56 |
| 157 | 2006.06.25 22:29 | close at stop | 110 | 6.00 | 116.53 | 0.00 | 0.00 | -844.42 | 8917.14 |
| 158 | 2006.06.25 22:29 | close at stop | 109 | 6.00 | 116.50 | 0.00 | 0.00 | 860.09 | 9777.23 |
| 159 | 2006.06.25 22:29 | close at stop | 108 | 6.00 | 116.53 | 0.00 | 0.00 | -921.65 | 8855.58 |
| 160 | 2006.06.25 22:29 | close at stop | 107 | 6.00 | 116.53 | 0.00 | 0.00 | -911.35 | 7944.23 |
| 161 | 2006.06.25 22:29 | close at stop | 106 | 6.00 | 116.50 | 0.00 | 0.00 | 896.14 | 8840.37 |
| 162 | 2006.06.25 22:29 | close at stop | 105 | 6.00 | 116.53 | 0.00 | 0.00 | -1127.61 | 7712.76 |
| 163 | 2006.06.25 22:29 | close at stop | 104 | 6.00 | 116.53 | 0.00 | 0.00 | -993.74 | 6719.02 |
| 164 | 2006.06.25 22:29 | close at stop | 103 | 6.00 | 116.50 | 0.00 | 0.00 | 1091.85 | 7810.87 |
| 165 | 2006.06.25 22:29 | close at stop | 102 | 6.00 | 116.50 | 0.00 | 0.00 | 1179.40 | 8990.27 |
| 166 | 2006.06.25 22:29 | close at stop | 101 | 6.00 | 116.53 | 0.00 | 0.00 | -1374.75 | 7615.52 |
| 167 | 2006.06.25 22:29 | close at stop | 100 | 6.00 | 116.50 | 0.00 | 0.00 | 1344.21 | 8959.73 |
| 168 | 2006.06.25 22:29 | close at stop | 99 | 6.00 | 116.53 | 0.00 | 0.00 | -1338.71 | 7621.02 |
| 169 | 2006.06.25 22:29 | close at stop | 98 | 6.00 | 116.50 | 0.00 | 0.00 | 1313.30 | 8934.32 |
| 170 | 2006.06.25 22:29 | close at stop | 97 | 6.00 | 116.53 | 0.00 | 0.00 | -1199.69 | 7734.63 |
| 171 | 2006.06.25 22:29 | close at stop | 96 | 6.00 | 116.50 | 0.00 | 0.00 | 1133.05 | 8867.68 |
| 172 | 2006.06.25 22:29 | close at stop | 95 | 6.00 | 116.53 | 0.00 | 0.00 | -1287.22 | 7580.46 |
| 173 | 2006.06.25 22:29 | close at stop | 94 | 6.00 | 116.50 | 0.00 | 0.00 | 1534.76 | 9115.22 |
| 174 | 2006.06.25 22:29 | close at stop | 93 | 6.00 | 116.53 | 0.00 | 0.00 | -1657.94 | 7457.28 |
| 175 | 2006.06.25 22:29 | close at stop | 92 | 6.00 | 116.50 | 0.00 | 0.00 | 1740.77 | 9198.05 |
| 176 | 2006.06.25 22:29 | close at stop | 91 | 6.00 | 116.53 | 0.00 | 0.00 | -1781.52 | 7416.53 |
| 177 | 2006.06.25 22:29 | close at stop | 90 | 6.00 | 116.50 | 0.00 | 0.00 | 1833.48 | 9250.01 |
| 178 | 2006.06.25 22:29 | close at stop | 89 | 6.00 | 116.53 | 0.00 | 0.00 | -1606.45 | 7643.56 |
| 179 | 2006.06.25 22:29 | close at stop | 88 | 6.00 | 116.50 | 0.00 | 0.00 | 1972.53 | 9616.09 |
| 180 | 2006.06.25 22:29 | close at stop | 87 | 6.00 | 116.50 | 0.00 | 0.00 | 2147.64 | 11763.73 |
| 181 | 2006.06.25 22:29 | close at stop | 86 | 6.00 | 116.53 | 0.00 | 0.00 | -2131.64 | 9632.09 |
| 182 | 2006.06.25 22:29 | close at stop | 85 | 6.00 | 116.50 | 0.00 | 0.00 | 2219.74 | 11851.83 |
| 183 | 2006.06.25 22:29 | close at stop | 84 | 6.00 | 116.53 | 0.00 | 0.00 | -2162.53 | 9689.30 |
| 184 | 2006.06.25 22:29 | close at stop | 83 | 6.00 | 116.50 | 0.00 | 0.00 | 2245.49 | 11934.79 |
| 185 | 2006.06.25 22:29 | close at stop | 82 | 6.00 | 116.53 | 0.00 | 0.00 | -2275.81 | 9658.98 |
| 186 | 2006.06.25 22:29 | close at stop | 81 | 6.00 | 116.50 | 0.00 | 0.00 | 1931.33 | 11590.31 |
| 187 | 2006.06.25 22:29 | close at stop | 80 | 6.00 | 116.53 | 0.00 | 0.00 | -2183.13 | 9407.18 |
| 188 | 2006.06.25 22:29 | close at stop | 79 | 6.00 | 116.50 | 0.00 | 0.00 | 2157.94 | 11565.12 |
| 189 | 2006.06.25 22:29 | close at stop | 78 | 6.00 | 116.53 | 0.00 | 0.00 | -2131.64 | 9433.48 |
| 190 | 2006.06.25 22:29 | close at stop | 77 | 6.00 | 116.50 | 0.00 | 0.00 | 2224.89 | 11658.37 |
| 191 | 2006.06.25 22:29 | close at stop | 76 | 6.00 | 116.53 | 0.00 | 0.00 | -2394.23 | 9264.14 |
| 192 | 2006.06.25 22:29 | close at stop | 75 | 6.00 | 116.50 | 0.00 | 0.00 | 2358.80 | 11622.94 |
| 193 | 2006.06.25 22:29 | close at stop | 74 | 6.00 | 116.53 | 0.00 | 0.00 | -2497.21 | 9125.73 |
| 194 | 2006.06.25 22:29 | close at stop | 73 | 6.00 | 116.50 | 0.00 | 0.00 | 2379.40 | 11505.13 |
| 195 | 2006.06.25 22:29 | close at stop | 72 | 6.00 | 116.53 | 0.00 | 0.00 | -2559.00 | 8946.13 |
| 196 | 2006.06.25 22:29 | close at stop | 71 | 6.00 | 116.50 | 0.00 | 0.00 | 2539.06 | 11485.19 |
| 197 | 2006.06.25 22:29 | close at stop | 70 | 6.00 | 116.53 | 0.00 | 0.00 | -2044.11 | 9441.08 |
| 198 | 2006.06.25 22:29 | close at stop | 69 | 6.00 | 116.50 | 0.00 | 0.00 | 1709.87 | 11150.95 |
| 199 | 2006.06.25 22:29 | close at stop | 68 | 6.00 | 116.53 | 0.00 | 0.00 | -1884.49 | 9266.46 |
| 200 | 2006.06.25 22:29 | close at stop | 67 | 6.00 | 116.50 | 0.00 | 0.00 | 1987.98 | 11254.44 |
| 201 | 2006.06.25 22:29 | close at stop | 66 | 6.00 | 116.53 | 0.00 | 0.00 | -2152.24 | 9102.20 |
| 202 | 2006.06.25 22:29 | close at stop | 65 | 6.00 | 116.50 | 0.00 | 0.00 | 2235.19 | 11337.39 |
| 203 | 2006.06.25 22:29 | close at stop | 64 | 6.00 | 116.53 | 0.00 | 0.00 | -2383.94 | 8953.45 |
| 204 | 2006.06.25 22:29 | close at stop | 63 | 6.00 | 116.50 | 0.00 | 0.00 | 2600.86 | 11554.31 |
| 205 | 2006.06.25 22:29 | close at stop | 62 | 6.00 | 116.53 | 0.00 | 0.00 | -2214.02 | 9340.29 |
| 206 | 2006.06.25 22:29 | close at stop | 61 | 6.00 | 116.50 | 0.00 | 0.00 | 2379.40 | 11719.69 |
| 207 | 2006.06.25 22:29 | close at stop | 60 | 6.00 | 116.53 | 0.00 | 0.00 | -2188.28 | 9531.41 |
| 208 | 2006.06.25 22:29 | close at stop | 59 | 6.00 | 116.50 | 0.00 | 0.00 | 2127.04 | 11658.45 |
| 209 | 2006.06.25 22:29 | close at stop | 58 | 6.00 | 116.53 | 0.00 | 0.00 | -2399.38 | 9259.07 |
| 210 | 2006.06.25 22:29 | close at stop | 57 | 6.00 | 116.50 | 0.00 | 0.00 | 2533.91 | 11792.98 |
| 211 | 2006.06.25 22:29 | close at stop | 56 | 6.00 | 116.53 | 0.00 | 0.00 | -2234.62 | 9558.36 |
| 212 | 2006.06.25 22:29 | close at stop | 55 | 6.00 | 116.50 | 0.00 | 0.00 | 2353.65 | 11912.01 |
| 213 | 2006.06.25 22:29 | close at stop | 54 | 6.00 | 116.53 | 0.00 | 0.00 | -2471.47 | 9440.54 |
| 214 | 2006.06.25 22:29 | close at stop | 53 | 6.00 | 116.50 | 0.00 | 0.00 | 2400.00 | 11840.54 |
| 215 | 2006.06.25 22:29 | close at stop | 52 | 6.00 | 116.53 | 0.00 | 0.00 | -2517.81 | 9322.73 |
| 216 | 2006.06.25 22:29 | close at stop | 51 | 6.00 | 116.50 | 0.00 | 0.00 | 2817.17 | 12139.90 |
| 217 | 2006.06.25 22:29 | close at stop | 50 | 6.00 | 116.53 | 0.00 | 0.00 | -2914.27 | 9225.63 |
| 218 | 2006.06.25 22:29 | close at stop | 49 | 6.00 | 116.50 | 0.00 | 0.00 | 3141.63 | 12367.26 |
| 219 | 2006.06.25 22:29 | close at stop | 48 | 6.00 | 116.53 | 0.00 | 0.00 | -3187.16 | 9180.10 |
| 220 | 2006.06.25 22:29 | close at stop | 47 | 6.00 | 116.50 | 0.00 | 0.00 | 3296.14 | 12476.24 |
| 221 | 2006.06.25 22:29 | close at stop | 46 | 6.00 | 116.53 | 0.00 | 0.00 | -3429.16 | 9047.08 |
| 222 | 2006.06.25 22:29 | close at stop | 45 | 6.00 | 116.53 | 0.00 | 0.00 | -3753.54 | 5293.54 |
| 223 | 2006.06.25 22:29 | close at stop | 44 | 6.00 | 116.50 | 0.00 | 0.00 | 3708.15 | 9001.69 |
| 224 | 2006.06.25 22:29 | close at stop | 43 | 6.00 | 116.53 | 0.00 | 0.00 | -3681.46 | 5320.23 |
| 225 | 2006.06.25 22:29 | close at stop | 42 | 6.00 | 116.50 | 0.00 | 0.00 | 3775.11 | 9095.34 |
| 226 | 2006.06.25 22:29 | close at stop | 41 | 6.00 | 116.53 | 0.00 | 0.00 | -3774.14 | 5321.20 |
| 227 | 2006.06.25 22:29 | close at stop | 40 | 6.00 | 116.50 | 0.00 | 0.00 | 3538.20 | 8859.40 |
| 228 | 2006.06.25 22:29 | close at stop | 39 | 6.00 | 116.53 | 0.00 | 0.00 | -3768.99 | 5090.41 |
| 229 | 2006.06.25 22:29 | close at stop | 38 | 6.00 | 116.50 | 0.00 | 0.00 | 3677.25 | 8767.66 |
| 230 | 2006.06.25 22:29 | close at stop | 37 | 6.00 | 116.53 | 0.00 | 0.00 | -3593.92 | 5173.74 |
| 231 | 2006.06.25 22:29 | close at stop | 36 | 6.00 | 116.50 | 0.00 | 0.00 | 3713.30 | 8887.04 |
| 232 | 2006.06.25 22:29 | close at stop | 35 | 6.00 | 116.50 | 0.00 | 0.00 | 5273.82 | 14160.86 |
| 233 | 2006.06.25 22:29 | close at stop | 34 | 6.00 | 116.53 | 0.00 | 0.00 | -5329.10 | 8831.76 |
| 234 | 2006.06.25 22:29 | close at stop | 33 | 6.00 | 116.50 | 0.00 | 0.00 | 5356.22 | 14187.98 |
| 235 | 2006.06.25 22:29 | close at stop | 32 | 6.00 | 116.50 | 0.00 | 0.00 | 5361.37 | 19549.35 |
| 236 | 2006.06.25 22:29 | close at stop | 31 | 6.00 | 116.50 | 0.00 | 0.00 | 5495.28 | 25044.63 |
| 237 | 2006.06.25 22:29 | close at stop | 30 | 6.00 | 116.50 | 0.00 | 0.00 | 5665.24 | 30709.87 |
| 238 | 2006.06.25 22:29 | close at stop | 29 | 6.00 | 116.53 | 0.00 | 0.00 | -5576.25 | 25133.62 |
| 239 | 2006.06.25 22:29 | close at stop | 28 | 6.00 | 116.50 | 0.00 | 0.00 | 5819.74 | 30953.36 |
| 240 | 2006.06.25 22:29 | close at stop | 27 | 6.00 | 116.53 | 0.00 | 0.00 | -5751.31 | 25202.05 |
| 241 | 2006.06.25 22:29 | close at stop | 26 | 6.00 | 116.50 | 0.00 | 0.00 | 5783.69 | 30985.74 |
| 242 | 2006.06.25 22:29 | close at stop | 25 | 6.00 | 116.53 | 0.00 | 0.00 | -5972.71 | 25013.03 |
| 243 | 2006.06.25 22:29 | close at stop | 24 | 6.00 | 116.50 | 0.00 | 0.00 | 6092.70 | 31105.73 |
| 244 | 2006.06.25 22:29 | close at stop | 23 | 6.00 | 116.50 | 0.00 | 0.00 | 6272.96 | 37378.69 |
| 245 | 2006.06.25 22:29 | close at stop | 22 | 6.00 | 116.53 | 0.00 | 0.00 | -6240.45 | 31138.24 |
| 246 | 2006.06.25 22:29 | close at stop | 21 | 6.00 | 116.50 | 0.00 | 0.00 | 5881.55 | 37019.79 |
| 247 | 2006.06.25 22:29 | close at stop | 20 | 6.00 | 116.53 | 0.00 | 0.00 | -5751.31 | 31268.48 |
| 248 | 2006.06.25 22:29 | close at stop | 19 | 6.00 | 116.50 | 0.00 | 0.00 | 5598.28 | 36866.76 |
| 249 | 2006.06.25 22:29 | close at stop | 18 | 6.00 | 116.53 | 0.00 | 0.00 | -5720.42 | 31146.34 |
| 250 | 2006.06.25 22:29 | close at stop | 17 | 6.00 | 116.50 | 0.00 | 0.00 | 5706.44 | 36852.78 |
| 251 | 2006.06.25 22:29 | close at stop | 16 | 6.00 | 116.53 | 0.00 | 0.00 | -5797.65 | 31055.13 |
| 252 | 2006.06.25 22:29 | close at stop | 15 | 6.00 | 116.50 | 0.00 | 0.00 | 5711.59 | 36766.72 |
| 253 | 2006.06.25 22:29 | close at stop | 14 | 6.00 | 116.50 | 0.00 | 0.00 | 5474.68 | 42241.40 |
| 254 | 2006.06.25 22:29 | close at stop | 13 | 6.00 | 116.53 | 0.00 | 0.00 | -5535.06 | 36706.34 |
| 255 | 2006.06.25 22:29 | close at stop | 12 | 6.00 | 116.50 | 0.00 | 0.00 | 5500.43 | 42206.77 |
| 256 | 2006.06.25 22:29 | close at stop | 11 | 6.00 | 116.53 | 0.00 | 0.00 | -5571.10 | 36635.67 |
| 257 | 2006.06.25 22:29 | close at stop | 10 | 6.00 | 116.50 | 0.00 | 0.00 | 5510.73 | 42146.40 |
| 258 | 2006.06.25 22:29 | close at stop | 9 | 6.00 | 116.53 | 0.00 | 0.00 | -5601.99 | 36544.41 |
| 259 | 2006.06.25 22:29 | close at stop | 8 | 6.00 | 116.50 | 0.00 | 0.00 | 5335.62 | 41880.03 |
| 260 | 2006.06.25 22:29 | close at stop | 7 | 6.00 | 116.53 | 0.00 | 0.00 | -5375.44 | 36504.59 |
| 261 | 2006.06.25 22:29 | close at stop | 6 | 6.00 | 116.50 | 0.00 | 0.00 | 5315.02 | 41819.61 |
| 262 | 2006.06.25 22:29 | close at stop | 5 | 6.00 | 116.53 | 0.00 | 0.00 | -5308.50 | 36511.11 |
| 263 | 2006.06.25 22:29 | close at stop | 4 | 6.00 | 116.50 | 0.00 | 0.00 | 5273.82 | 41784.93 |
| 264 | 2006.06.25 22:29 | close at stop | 3 | 6.00 | 116.53 | 0.00 | 0.00 | -4129.41 | 37655.52 |