Strategy Tester Report
CCI
| Symbol | EURUSD (Euro vs US Dollar) | ||||
| Period | 30 Minutes (M30) 2005.07.21 18:30 - 2006.05.26 22:30 | ||||
| Model | Control points (based on the nearest less timeframe with fractal interpolation of 12 control points) | ||||
| Parameters | CCIperiod=50; CCIlevel=100; CCIdrop=50; Lots=1; SL=200; TP=500; | ||||
| Bars in test | 10711 | Ticks modelled | 113467 | Modelling quality | 43.94% |
| Initial deposit | 10000.00 | ||||
| Total net profit | -8924.00 | Gross profit | 11135.50 | Gross loss | -20059.50 |
| Profit factor | 0.56 | Expected payoff | -66.60 | ||
| Absolute drawdown | 8924.00 | Maximal drawdown (%) | 8924.00 (89.2%) | ||
| Total trades | 134 | Short positions (won %) | 66 (36.36%) | Long positions (won %) | 68 (32.35%) |
| Profit trades (% of total) | 46 (34.33%) | Loss trades (% of total) | 88 (65.67%) | ||
| Largest | profit trade | 1110.00 | loss trade | -700.00 | |
| Average | profit trade | 242.08 | loss trade | -227.95 | |
| Maximum | consecutive wins (profit in money) | 5 (733.00) | consecutive losses (loss in money) | 9 (-2642.50) | |
| Maximal | consecutive profit (count of wins) | 1450.50 (3) | consecutive loss (count of losses) | -2642.50 (9) | |
| Average | consecutive wins | 2 | consecutive losses | 3 | |
| # | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
| 1 | 2005.07.21 21:00 | sell | 1 | 1.00 | 1.2166 | 1.2366 | 1.1666 | ||
| 2 | 2005.07.22 04:00 | close | 1 | 1.00 | 1.2171 | 1.2366 | 1.1666 | -43.50 | 9956.50 |
| 3 | 2005.07.22 15:30 | buy | 2 | 1.00 | 1.2154 | 1.1954 | 1.2654 | ||
| 4 | 2005.07.22 16:00 | close | 2 | 1.00 | 1.2122 | 1.1954 | 1.2654 | -320.00 | 9636.50 |
| 5 | 2005.07.25 05:00 | buy | 3 | 1.00 | 1.2052 | 1.1852 | 1.2552 | ||
| 6 | 2005.07.25 17:30 | close | 3 | 1.00 | 1.2046 | 1.1852 | 1.2552 | -60.00 | 9576.50 |
| 7 | 2005.07.26 03:30 | buy | 4 | 1.00 | 1.2047 | 1.1847 | 1.2547 | ||
| 8 | 2005.07.26 04:00 | close | 4 | 1.00 | 1.2030 | 1.1847 | 1.2547 | -170.00 | 9406.50 |
| 9 | 2005.07.26 07:00 | buy | 5 | 1.00 | 1.2044 | 1.1844 | 1.2544 | ||
| 10 | 2005.07.26 10:30 | close | 5 | 1.00 | 1.2030 | 1.1844 | 1.2544 | -140.00 | 9266.50 |
| 11 | 2005.07.26 16:30 | buy | 6 | 1.00 | 1.2029 | 1.1829 | 1.2529 | ||
| 12 | 2005.07.26 18:00 | close | 6 | 1.00 | 1.1998 | 1.1829 | 1.2529 | -310.00 | 8956.50 |
| 13 | 2005.07.26 19:00 | buy | 7 | 1.00 | 1.2028 | 1.1828 | 1.2528 | ||
| 14 | 2005.07.27 06:30 | close | 7 | 1.00 | 1.2008 | 1.1828 | 1.2528 | -209.00 | 8747.50 |
| 15 | 2005.07.27 11:00 | buy | 8 | 1.00 | 1.2004 | 1.1804 | 1.2504 | ||
| 16 | 2005.07.27 14:30 | close | 8 | 1.00 | 1.1967 | 1.1804 | 1.2504 | -370.00 | 8377.50 |
| 17 | 2005.07.27 15:00 | buy | 9 | 1.00 | 1.2023 | 1.1823 | 1.2523 | ||
| 18 | 2005.07.27 16:00 | close | 9 | 1.00 | 1.2024 | 1.1823 | 1.2523 | 10.00 | 8387.50 |
| 19 | 2005.07.28 01:00 | sell | 10 | 1.00 | 1.2062 | 1.2262 | 1.1562 | ||
| 20 | 2005.07.28 13:00 | close | 10 | 1.00 | 1.2081 | 1.2262 | 1.1562 | -190.00 | 8197.50 |
| 21 | 2005.07.28 16:30 | sell | 11 | 1.00 | 1.2074 | 1.2274 | 1.1574 | ||
| 22 | 2005.07.28 17:30 | close | 11 | 1.00 | 1.2116 | 1.2274 | 1.1574 | -420.00 | 7777.50 |
| 23 | 2005.07.29 00:30 | sell | 12 | 1.00 | 1.2129 | 1.2329 | 1.1629 | ||
| 24 | 2005.07.29 15:00 | close | 12 | 1.00 | 1.2129 | 1.2329 | 1.1629 | 0.00 | 7777.50 |
| 25 | 2005.07.29 17:30 | sell | 13 | 1.00 | 1.2119 | 1.2319 | 1.1619 | ||
| 26 | 2005.07.29 19:30 | close | 13 | 1.00 | 1.2136 | 1.2319 | 1.1619 | -170.00 | 7607.50 |
| 27 | 2005.08.01 17:00 | sell | 14 | 1.00 | 1.2209 | 1.2409 | 1.1709 | ||
| 28 | 2005.08.02 03:30 | close | 14 | 1.00 | 1.2210 | 1.2409 | 1.1709 | -3.50 | 7604.00 |
| 29 | 2005.08.02 11:30 | sell | 15 | 1.00 | 1.2212 | 1.2412 | 1.1712 | ||
| 30 | 2005.08.02 15:00 | close | 15 | 1.00 | 1.2231 | 1.2412 | 1.1712 | -190.00 | 7414.00 |
| 31 | 2005.08.03 08:30 | buy | 16 | 1.00 | 1.2190 | 1.1990 | 1.2690 | ||
| 32 | 2005.08.03 13:00 | close | 16 | 1.00 | 1.2301 | 1.1990 | 1.2690 | 1110.00 | 8524.00 |
| 33 | 2005.08.03 21:30 | sell | 17 | 1.00 | 1.2331 | 1.2531 | 1.1831 | ||
| 34 | 2005.08.04 12:30 | close | 17 | 1.00 | 1.2339 | 1.2531 | 1.1831 | -60.50 | 8463.50 |
| 35 | 2005.08.05 01:00 | sell | 18 | 1.00 | 1.2380 | 1.2580 | 1.1880 | ||
| 36 | 2005.08.05 10:00 | close | 18 | 1.00 | 1.2383 | 1.2580 | 1.1880 | -30.00 | 8433.50 |
| 37 | 2005.08.05 21:00 | buy | 19 | 1.00 | 1.2346 | 1.2146 | 1.2846 | ||
| 38 | 2005.08.07 23:30 | close | 19 | 1.00 | 1.2340 | 1.2146 | 1.2846 | -60.00 | 8373.50 |
| 39 | 2005.08.08 01:30 | buy | 20 | 1.00 | 1.2337 | 1.2137 | 1.2837 | ||
| 40 | 2005.08.08 07:30 | close | 20 | 1.00 | 1.2323 | 1.2137 | 1.2837 | -140.00 | 8233.50 |
| 41 | 2005.08.08 08:00 | buy | 21 | 1.00 | 1.2330 | 1.2130 | 1.2830 | ||
| 42 | 2005.08.08 13:30 | close | 21 | 1.00 | 1.2377 | 1.2130 | 1.2830 | 470.00 | 8703.50 |
| 43 | 2005.08.08 16:00 | sell | 22 | 1.00 | 1.2369 | 1.2569 | 1.1869 | ||
| 44 | 2005.08.09 01:30 | close | 22 | 1.00 | 1.2364 | 1.2569 | 1.1869 | 56.50 | 8760.00 |
| 45 | 2005.08.09 05:00 | sell | 23 | 1.00 | 1.2371 | 1.2571 | 1.1871 | ||
| 46 | 2005.08.09 08:00 | close | 23 | 1.00 | 1.2410 | 1.2571 | 1.1871 | -390.00 | 8370.00 |
| 47 | 2005.08.09 10:30 | sell | 24 | 1.00 | 1.2364 | 1.2564 | 1.1864 | ||
| 48 | 2005.08.09 16:30 | close | 24 | 1.00 | 1.2343 | 1.2564 | 1.1864 | 210.00 | 8580.00 |
| 49 | 2005.08.09 17:30 | buy | 25 | 1.00 | 1.2349 | 1.2149 | 1.2849 | ||
| 50 | 2005.08.10 01:30 | close | 25 | 1.00 | 1.2369 | 1.2149 | 1.2849 | 191.00 | 8771.00 |
| 51 | 2005.08.10 13:30 | sell | 26 | 1.00 | 1.2386 | 1.2586 | 1.1886 | ||
| 52 | 2005.08.10 16:30 | close | 26 | 1.00 | 1.2391 | 1.2586 | 1.1886 | -50.00 | 8721.00 |
| 53 | 2005.08.10 17:00 | sell | 27 | 1.00 | 1.2382 | 1.2582 | 1.1882 | ||
| 54 | 2005.08.10 21:00 | close | 27 | 1.00 | 1.2377 | 1.2582 | 1.1882 | 50.00 | 8771.00 |
| 55 | 2005.08.11 08:00 | sell | 28 | 1.00 | 1.2388 | 1.2588 | 1.1888 | ||
| 56 | 2005.08.11 09:30 | close | 28 | 1.00 | 1.2415 | 1.2588 | 1.1888 | -270.00 | 8501.00 |
| 57 | 2005.08.11 11:00 | sell | 29 | 1.00 | 1.2406 | 1.2606 | 1.1906 | ||
| 58 | 2005.08.11 15:30 | close | 29 | 1.00 | 1.2434 | 1.2606 | 1.1906 | -280.00 | 8221.00 |
| 59 | 2005.08.12 03:30 | sell | 30 | 1.00 | 1.2453 | 1.2653 | 1.1953 | ||
| 60 | 2005.08.12 09:30 | close | 30 | 1.00 | 1.2474 | 1.2653 | 1.1953 | -210.00 | 8011.00 |
| 61 | 2005.08.12 10:00 | sell | 31 | 1.00 | 1.2471 | 1.2671 | 1.1971 | ||
| 62 | 2005.08.12 16:00 | close | 31 | 1.00 | 1.2432 | 1.2671 | 1.1971 | 390.00 | 8401.00 |
| 63 | 2005.08.12 17:30 | buy | 32 | 1.00 | 1.2435 | 1.2235 | 1.2935 | ||
| 64 | 2005.08.15 02:30 | close | 32 | 1.00 | 1.2436 | 1.2235 | 1.2935 | 1.00 | 8402.00 |
| 65 | 2005.08.15 06:30 | buy | 33 | 1.00 | 1.2419 | 1.2219 | 1.2919 | ||
| 66 | 2005.08.15 08:00 | close | 33 | 1.00 | 1.2388 | 1.2219 | 1.2919 | -310.00 | 8092.00 |
| 67 | 2005.08.15 20:00 | buy | 34 | 1.00 | 1.2362 | 1.2162 | 1.2862 | ||
| 68 | 2005.08.16 02:30 | close | 34 | 1.00 | 1.2344 | 1.2162 | 1.2862 | -189.00 | 7903.00 |
| 69 | 2005.08.16 07:00 | buy | 35 | 1.00 | 1.2345 | 1.2145 | 1.2845 | ||
| 70 | 2005.08.16 11:00 | close | 35 | 1.00 | 1.2335 | 1.2145 | 1.2845 | -100.00 | 7803.00 |
| 71 | 2005.08.16 17:00 | buy | 36 | 1.00 | 1.2333 | 1.2133 | 1.2833 | ||
| 72 | 2005.08.17 00:30 | close | 36 | 1.00 | 1.2346 | 1.2133 | 1.2833 | 121.00 | 7924.00 |
| 73 | 2005.08.17 13:30 | buy | 37 | 1.00 | 1.2295 | 1.2095 | 1.2795 | ||
| 74 | 2005.08.17 19:00 | close | 37 | 1.00 | 1.2264 | 1.2095 | 1.2795 | -310.00 | 7614.00 |
| 75 | 2005.08.17 22:30 | buy | 38 | 1.00 | 1.2271 | 1.2071 | 1.2771 | ||
| 76 | 2005.08.18 08:00 | close | 38 | 1.00 | 1.2262 | 1.2071 | 1.2771 | -117.00 | 7497.00 |
| 77 | 2005.08.18 22:00 | buy | 39 | 1.00 | 1.2180 | 1.1980 | 1.2680 | ||
| 78 | 2005.08.19 09:30 | close | 39 | 1.00 | 1.2138 | 1.1980 | 1.2680 | -429.00 | 7068.00 |
| 79 | 2005.08.19 11:30 | buy | 40 | 1.00 | 1.2183 | 1.1983 | 1.2683 | ||
| 80 | 2005.08.19 15:00 | close | 40 | 1.00 | 1.2175 | 1.1983 | 1.2683 | -80.00 | 6988.00 |
| 81 | 2005.08.19 18:30 | buy | 41 | 1.00 | 1.2158 | 1.1958 | 1.2658 | ||
| 82 | 2005.08.21 23:00 | close | 41 | 1.00 | 1.2164 | 1.1958 | 1.2658 | 60.00 | 7048.00 |
| 83 | 2005.08.22 08:00 | sell | 42 | 1.00 | 1.2178 | 1.2378 | 1.1678 | ||
| 84 | 2005.08.22 13:00 | close | 42 | 1.00 | 1.2220 | 1.2378 | 1.1678 | -420.00 | 6628.00 |
| 85 | 2005.08.22 21:30 | sell | 43 | 1.00 | 1.2228 | 1.2428 | 1.1728 | ||
| 86 | 2005.08.23 08:30 | close | 43 | 1.00 | 1.2229 | 1.2428 | 1.1728 | -3.50 | 6624.50 |
| 87 | 2005.08.23 10:30 | sell | 44 | 1.00 | 1.2224 | 1.2424 | 1.1724 | ||
| 88 | 2005.08.23 18:00 | close | 44 | 1.00 | 1.2213 | 1.2424 | 1.1724 | 110.00 | 6734.50 |
| 89 | 2005.08.24 04:30 | buy | 45 | 1.00 | 1.2216 | 1.2016 | 1.2716 | ||
| 90 | 2005.08.24 06:30 | close | 45 | 1.00 | 1.2195 | 1.2016 | 1.2716 | -210.00 | 6524.50 |
| 91 | 2005.08.24 12:00 | buy | 46 | 1.00 | 1.2202 | 1.2002 | 1.2702 | ||
| 92 | 2005.08.24 16:30 | close | 46 | 1.00 | 1.2257 | 1.2002 | 1.2702 | 550.00 | 7074.50 |
| 93 | 2005.08.24 17:30 | sell | 47 | 1.00 | 1.2231 | 1.2431 | 1.1731 | ||
| 94 | 2005.08.24 19:00 | close | 47 | 1.00 | 1.2260 | 1.2431 | 1.1731 | -290.00 | 6784.50 |
| 95 | 2005.08.24 23:30 | sell | 48 | 1.00 | 1.2264 | 1.2464 | 1.1764 | ||
| 96 | 2005.08.25 06:00 | close | 48 | 1.00 | 1.2302 | 1.2464 | 1.1764 | -360.50 | 6424.00 |
| 97 | 2005.08.25 08:00 | sell | 49 | 1.00 | 1.2299 | 1.2499 | 1.1799 | ||
| 98 | 2005.08.25 16:30 | close | 49 | 1.00 | 1.2286 | 1.2499 | 1.1799 | 130.00 | 6554.00 |
| 99 | 2005.08.25 18:30 | sell | 50 | 1.00 | 1.2301 | 1.2501 | 1.1801 | ||
| 100 | 2005.08.26 04:30 | close | 50 | 1.00 | 1.2300 | 1.2501 | 1.1801 | 16.50 | 6570.50 |
| 101 | 2005.08.26 09:00 | sell | 51 | 1.00 | 1.2310 | 1.2510 | 1.1810 | ||
| 102 | 2005.08.26 09:30 | close | 51 | 1.00 | 1.2333 | 1.2510 | 1.1810 | -230.00 | 6340.50 |
| 103 | 2005.08.26 11:00 | sell | 52 | 1.00 | 1.2308 | 1.2508 | 1.1808 | ||
| 104 | 2005.08.26 12:30 | close | 52 | 1.00 | 1.2321 | 1.2508 | 1.1808 | -130.00 | 6210.50 |
| 105 | 2005.08.26 13:00 | sell | 53 | 1.00 | 1.2298 | 1.2498 | 1.1798 | ||
| 106 | 2005.08.26 15:30 | close | 53 | 1.00 | 1.2314 | 1.2498 | 1.1798 | -160.00 | 6050.50 |
| 107 | 2005.08.26 18:00 | sell | 54 | 1.00 | 1.2319 | 1.2519 | 1.1819 | ||
| 108 | 2005.08.28 23:00 | close | 54 | 1.00 | 1.2298 | 1.2519 | 1.1819 | 210.00 | 6260.50 |
| 109 | 2005.08.28 23:30 | buy | 55 | 1.00 | 1.2288 | 1.2088 | 1.2788 | ||
| 110 | 2005.08.29 03:30 | close | 55 | 1.00 | 1.2312 | 1.2088 | 1.2788 | 231.00 | 6491.50 |
| 111 | 2005.08.29 03:32 | sell | 56 | 1.00 | 1.2304 | 1.2504 | 1.1804 | ||
| 112 | 2005.08.29 08:30 | close | 56 | 1.00 | 1.2333 | 1.2504 | 1.1804 | -290.00 | 6201.50 |
| 113 | 2005.08.29 10:00 | sell | 57 | 1.00 | 1.2316 | 1.2516 | 1.1816 | ||
| 114 | 2005.08.29 16:00 | close | 57 | 1.00 | 1.2301 | 1.2516 | 1.1816 | 150.00 | 6351.50 |
| 115 | 2005.08.30 01:30 | buy | 58 | 1.00 | 1.2233 | 1.2033 | 1.2733 | ||
| 116 | 2005.08.30 12:30 | close | 58 | 1.00 | 1.2185 | 1.2033 | 1.2733 | -480.00 | 5871.50 |
| 117 | 2005.08.30 17:30 | buy | 59 | 1.00 | 1.2217 | 1.2017 | 1.2717 | ||
| 118 | 2005.08.30 18:30 | close | 59 | 1.00 | 1.2183 | 1.2017 | 1.2717 | -340.00 | 5531.50 |
| 119 | 2005.08.30 19:00 | buy | 60 | 1.00 | 1.2200 | 1.2000 | 1.2700 | ||
| 120 | 2005.08.31 07:00 | close | 60 | 1.00 | 1.2212 | 1.2000 | 1.2700 | 111.00 | 5642.50 |
| 121 | 2005.09.01 01:30 | sell | 61 | 1.00 | 1.2332 | 1.2532 | 1.1832 | ||
| 122 | 2005.09.01 13:00 | close | 61 | 1.00 | 1.2390 | 1.2532 | 1.1832 | -580.00 | 5062.50 |
| 123 | 2005.09.02 01:30 | sell | 62 | 1.00 | 1.2483 | 1.2683 | 1.1983 | ||
| 124 | 2005.09.02 10:00 | close | 62 | 1.00 | 1.2537 | 1.2683 | 1.1983 | -540.00 | 4522.50 |
| 125 | 2005.09.02 15:00 | sell | 63 | 1.00 | 1.2514 | 1.2714 | 1.2014 | ||
| 126 | 2005.09.05 04:00 | close | 63 | 1.00 | 1.2577 | 1.2714 | 1.2014 | -623.50 | 3899.00 |
| 127 | 2005.09.05 08:30 | sell | 64 | 1.00 | 1.2558 | 1.2758 | 1.2058 | ||
| 128 | 2005.09.05 10:30 | close | 64 | 1.00 | 1.2560 | 1.2758 | 1.2058 | -20.00 | 3879.00 |
| 129 | 2005.09.05 18:00 | buy | 65 | 1.00 | 1.2540 | 1.2340 | 1.3040 | ||
| 130 | 2005.09.05 19:00 | close | 65 | 1.00 | 1.2519 | 1.2340 | 1.3040 | -210.00 | 3669.00 |
| 131 | 2005.09.05 21:30 | buy | 66 | 1.00 | 1.2530 | 1.2330 | 1.3030 | ||
| 132 | 2005.09.06 00:30 | close | 66 | 1.00 | 1.2526 | 1.2330 | 1.3030 | -49.00 | 3620.00 |
| 133 | 2005.09.06 08:00 | buy | 67 | 1.00 | 1.2511 | 1.2311 | 1.3011 | ||
| 134 | 2005.09.06 09:00 | close | 67 | 1.00 | 1.2472 | 1.2311 | 1.3011 | -390.00 | 3230.00 |
| 135 | 2005.09.06 13:30 | buy | 68 | 1.00 | 1.2478 | 1.2278 | 1.2978 | ||
| 136 | 2005.09.06 16:30 | close | 68 | 1.00 | 1.2474 | 1.2278 | 1.2978 | -40.00 | 3190.00 |
| 137 | 2005.09.07 03:30 | buy | 69 | 1.00 | 1.2465 | 1.2265 | 1.2965 | ||
| 138 | 2005.09.07 04:30 | close | 69 | 1.00 | 1.2446 | 1.2265 | 1.2965 | -190.00 | 3000.00 |
| 139 | 2005.09.07 05:30 | buy | 70 | 1.00 | 1.2468 | 1.2268 | 1.2968 | ||
| 140 | 2005.09.07 10:30 | close | 70 | 1.00 | 1.2498 | 1.2268 | 1.2968 | 300.00 | 3300.00 |
| 141 | 2005.09.07 11:00 | sell | 71 | 1.00 | 1.2479 | 1.2679 | 1.1979 | ||
| 142 | 2005.09.07 17:00 | close | 71 | 1.00 | 1.2447 | 1.2679 | 1.1979 | 320.00 | 3620.00 |
| 143 | 2005.09.07 18:30 | buy | 72 | 1.00 | 1.2445 | 1.2245 | 1.2945 | ||
| 144 | 2005.09.07 20:30 | close | 72 | 1.00 | 1.2408 | 1.2245 | 1.2945 | -370.00 | 3250.00 |
| 145 | 2005.09.08 02:00 | buy | 73 | 1.00 | 1.2420 | 1.2220 | 1.2920 | ||
| 146 | 2005.09.08 11:30 | close | 73 | 1.00 | 1.2414 | 1.2220 | 1.2920 | -60.00 | 3190.00 |
| 147 | 2005.09.08 13:30 | buy | 74 | 1.00 | 1.2419 | 1.2219 | 1.2919 | ||
| 148 | 2005.09.08 16:30 | close | 74 | 1.00 | 1.2404 | 1.2219 | 1.2919 | -150.00 | 3040.00 |
| 149 | 2005.09.08 22:00 | buy | 75 | 1.00 | 1.2401 | 1.2201 | 1.2901 | ||
| 150 | 2005.09.09 02:30 | close | 75 | 1.00 | 1.2384 | 1.2201 | 1.2901 | -179.00 | 2861.00 |
| 151 | 2005.09.09 04:00 | buy | 76 | 1.00 | 1.2406 | 1.2206 | 1.2906 | ||
| 152 | 2005.09.09 09:30 | close | 76 | 1.00 | 1.2424 | 1.2206 | 1.2906 | 180.00 | 3041.00 |
| 153 | 2005.09.09 18:30 | sell | 77 | 1.00 | 1.2408 | 1.2608 | 1.1908 | ||
| 154 | 2005.09.12 06:00 | close | 77 | 1.00 | 1.2336 | 1.2608 | 1.1908 | 726.50 | 3767.50 |
| 155 | 2005.09.12 18:30 | buy | 78 | 1.00 | 1.2293 | 1.2093 | 1.2793 | ||
| 156 | 2005.09.13 08:30 | close | 78 | 1.00 | 1.2287 | 1.2093 | 1.2793 | -69.00 | 3698.50 |
| 157 | 2005.09.13 14:00 | buy | 79 | 1.00 | 1.2287 | 1.2087 | 1.2787 | ||
| 158 | 2005.09.13 16:00 | close | 79 | 1.00 | 1.2268 | 1.2087 | 1.2787 | -190.00 | 3508.50 |
| 159 | 2005.09.13 16:30 | buy | 80 | 1.00 | 1.2277 | 1.2077 | 1.2777 | ||
| 160 | 2005.09.13 18:00 | close | 80 | 1.00 | 1.2261 | 1.2077 | 1.2777 | -160.00 | 3348.50 |
| 161 | 2005.09.13 21:30 | buy | 81 | 1.00 | 1.2271 | 1.2071 | 1.2771 | ||
| 162 | 2005.09.14 08:00 | close | 81 | 1.00 | 1.2283 | 1.2071 | 1.2771 | 111.00 | 3459.50 |
| 163 | 2005.09.14 17:30 | sell | 82 | 1.00 | 1.2290 | 1.2490 | 1.1790 | ||
| 164 | 2005.09.14 23:00 | close | 82 | 1.00 | 1.2287 | 1.2490 | 1.1790 | 30.00 | 3489.50 |
| 165 | 2005.09.15 12:00 | buy | 83 | 1.00 | 1.2226 | 1.2026 | 1.2726 | ||
| 166 | 2005.09.16 06:00 | close | 83 | 1.00 | 1.2255 | 1.2026 | 1.2726 | 281.00 | 3770.50 |
| 167 | 2005.09.16 11:00 | sell | 84 | 1.00 | 1.2265 | 1.2465 | 1.1765 | ||
| 168 | 2005.09.16 20:30 | close | 84 | 1.00 | 1.2234 | 1.2465 | 1.1765 | 310.00 | 4080.50 |
| 169 | 2005.09.19 11:00 | buy | 85 | 1.00 | 1.2147 | 1.1947 | 1.2647 | ||
| 170 | 2005.09.20 08:00 | close | 85 | 1.00 | 1.2148 | 1.1947 | 1.2647 | 1.00 | 4081.50 |
| 171 | 2005.09.20 08:02 | sell | 86 | 1.00 | 1.2143 | 1.2343 | 1.1643 | ||
| 172 | 2005.09.20 08:30 | close | 86 | 1.00 | 1.2182 | 1.2343 | 1.1643 | -390.00 | 3691.50 |
| 173 | 2005.09.20 09:30 | sell | 87 | 1.00 | 1.2150 | 1.2350 | 1.1650 | ||
| 174 | 2005.09.20 13:00 | close | 87 | 1.00 | 1.2169 | 1.2350 | 1.1650 | -190.00 | 3501.50 |
| 175 | 2005.09.20 14:00 | sell | 88 | 1.00 | 1.2160 | 1.2360 | 1.1660 | ||
| 176 | 2005.09.20 16:00 | close | 88 | 1.00 | 1.2165 | 1.2360 | 1.1660 | -50.00 | 3451.50 |
| 177 | 2005.09.20 20:00 | sell | 89 | 1.00 | 1.2163 | 1.2363 | 1.1663 | ||
| 178 | 2005.09.21 01:30 | close | 89 | 1.00 | 1.2120 | 1.2363 | 1.1663 | 436.50 | 3888.00 |
| 179 | 2005.09.21 03:00 | buy | 90 | 1.00 | 1.2135 | 1.1935 | 1.2635 | ||
| 180 | 2005.09.21 09:30 | close | 90 | 1.00 | 1.2191 | 1.1935 | 1.2635 | 560.00 | 4448.00 |
| 181 | 2005.09.21 17:30 | sell | 91 | 1.00 | 1.2207 | 1.2407 | 1.1707 | ||
| 182 | 2005.09.22 02:00 | close | 91 | 1.00 | 1.2261 | 1.2407 | 1.1707 | -520.50 | 3927.50 |
| 183 | 2005.09.22 03:30 | sell | 92 | 1.00 | 1.2222 | 1.2422 | 1.1722 | ||
| 184 | 2005.09.22 08:00 | close | 92 | 1.00 | 1.2213 | 1.2422 | 1.1722 | 90.00 | 4017.50 |
| 185 | 2005.09.23 00:30 | buy | 93 | 1.00 | 1.2148 | 1.1948 | 1.2648 | ||
| 186 | 2005.09.23 09:00 | close | 93 | 1.00 | 1.2119 | 1.1948 | 1.2648 | -290.00 | 3727.50 |
| 187 | 2005.09.23 10:30 | buy | 94 | 1.00 | 1.2134 | 1.1934 | 1.2634 | ||
| 188 | 2005.09.23 12:30 | close | 94 | 1.00 | 1.2115 | 1.1934 | 1.2634 | -190.00 | 3537.50 |
| 189 | 2005.09.26 04:00 | buy | 95 | 1.00 | 1.2032 | 1.1832 | 1.2532 | ||
| 190 | 2005.09.26 14:30 | close | 95 | 1.00 | 1.2031 | 1.1832 | 1.2532 | -10.00 | 3527.50 |
| 191 | 2005.09.26 16:00 | buy | 96 | 1.00 | 1.2023 | 1.1823 | 1.2523 | ||
| 192 | 2005.09.27 00:30 | close | 96 | 1.00 | 1.2070 | 1.1823 | 1.2523 | 461.00 | 3988.50 |
| 193 | 2005.09.27 03:30 | sell | 97 | 1.00 | 1.2044 | 1.2244 | 1.1544 | ||
| 194 | 2005.09.27 10:30 | close | 97 | 1.00 | 1.2041 | 1.2244 | 1.1544 | 30.00 | 4018.50 |
| 195 | 2005.09.27 10:35 | buy | 98 | 1.00 | 1.2049 | 1.1849 | 1.2549 | ||
| 196 | 2005.09.27 13:00 | close | 98 | 1.00 | 1.2015 | 1.1849 | 1.2549 | -340.00 | 3678.50 |
| 197 | 2005.09.27 15:30 | buy | 99 | 1.00 | 1.2011 | 1.1811 | 1.2511 | ||
| 198 | 2005.09.27 19:00 | close | 99 | 1.00 | 1.1991 | 1.1811 | 1.2511 | -200.00 | 3478.50 |
| 199 | 2005.09.27 19:30 | buy | 100 | 1.00 | 1.2010 | 1.1810 | 1.2510 | ||
| 200 | 2005.09.28 03:30 | close | 100 | 1.00 | 1.2010 | 1.1810 | 1.2510 | -9.00 | 3469.50 |
| 201 | 2005.09.28 07:30 | sell | 101 | 1.00 | 1.2023 | 1.2223 | 1.1523 | ||
| 202 | 2005.09.28 12:30 | close | 101 | 1.00 | 1.2034 | 1.2223 | 1.1523 | -110.00 | 3359.50 |
| 203 | 2005.09.28 15:00 | sell | 102 | 1.00 | 1.2020 | 1.2220 | 1.1520 | ||
| 204 | 2005.09.28 18:30 | close | 102 | 1.00 | 1.2046 | 1.2220 | 1.1520 | -260.00 | 3099.50 |
| 205 | 2005.09.28 20:30 | sell | 103 | 1.00 | 1.2033 | 1.2233 | 1.1533 | ||
| 206 | 2005.09.28 22:00 | close | 103 | 1.00 | 1.2037 | 1.2233 | 1.1533 | -40.00 | 3059.50 |
| 207 | 2005.09.29 09:30 | sell | 104 | 1.00 | 1.2058 | 1.2258 | 1.1558 | ||
| 208 | 2005.09.29 20:00 | close | 104 | 1.00 | 1.2047 | 1.2258 | 1.1558 | 110.00 | 3169.50 |
| 209 | 2005.09.29 20:02 | buy | 105 | 1.00 | 1.2036 | 1.1836 | 1.2536 | ||
| 210 | 2005.09.30 00:30 | close | 105 | 1.00 | 1.2028 | 1.1836 | 1.2536 | -89.00 | 3080.50 |
| 211 | 2005.09.30 02:30 | buy | 106 | 1.00 | 1.2029 | 1.1829 | 1.2529 | ||
| 212 | 2005.09.30 08:00 | close | 106 | 1.00 | 1.2033 | 1.1829 | 1.2529 | 40.00 | 3120.50 |
| 213 | 2005.09.30 10:30 | buy | 107 | 1.00 | 1.2018 | 1.1818 | 1.2518 | ||
| 214 | 2005.09.30 14:30 | close | 107 | 1.00 | 1.2044 | 1.1818 | 1.2518 | 260.00 | 3380.50 |
| 215 | 2005.09.30 14:32 | sell | 108 | 1.00 | 1.2051 | 1.2251 | 1.1551 | ||
| 216 | 2005.09.30 16:30 | close | 108 | 1.00 | 1.2052 | 1.2251 | 1.1551 | -10.00 | 3370.50 |
| 217 | 2005.09.30 18:30 | sell | 109 | 1.00 | 1.2040 | 1.2240 | 1.1540 | ||
| 218 | 2005.09.30 21:30 | close | 109 | 1.00 | 1.2021 | 1.2240 | 1.1540 | 190.00 | 3560.50 |
| 219 | 2005.09.30 21:32 | buy | 110 | 1.00 | 1.2029 | 1.1829 | 1.2529 | ||
| 220 | 2005.10.03 02:30 | close | 110 | 1.00 | 1.1998 | 1.1829 | 1.2529 | -319.00 | 3241.50 |
| 221 | 2005.10.03 09:00 | buy | 111 | 1.00 | 1.1968 | 1.1768 | 1.2468 | ||
| 222 | 2005.10.04 08:30 | close | 111 | 1.00 | 1.1916 | 1.1768 | 1.2468 | -529.00 | 2712.50 |
| 223 | 2005.10.04 11:30 | sell | 112 | 1.00 | 1.1927 | 1.2127 | 1.1427 | ||
| 224 | 2005.10.04 13:00 | close | 112 | 1.00 | 1.1924 | 1.2127 | 1.1427 | 30.00 | 2742.50 |
| 225 | 2005.10.04 13:30 | sell | 113 | 1.00 | 1.1936 | 1.2136 | 1.1436 | ||
| 226 | 2005.10.04 14:00 | close | 113 | 1.00 | 1.1935 | 1.2136 | 1.1436 | 10.00 | 2752.50 |
| 227 | 2005.10.04 18:00 | sell | 114 | 1.00 | 1.1917 | 1.2117 | 1.1417 | ||
| 228 | 2005.10.04 18:30 | close | 114 | 1.00 | 1.1938 | 1.2117 | 1.1417 | -210.00 | 2542.50 |
| 229 | 2005.10.05 15:00 | sell | 115 | 1.00 | 1.1948 | 1.2148 | 1.1448 | ||
| 230 | 2005.10.05 17:30 | close | 115 | 1.00 | 1.1966 | 1.2148 | 1.1448 | -180.00 | 2362.50 |
| 231 | 2005.10.05 20:00 | sell | 116 | 1.00 | 1.1961 | 1.2161 | 1.1461 | ||
| 232 | 2005.10.05 23:30 | close | 116 | 1.00 | 1.1974 | 1.2161 | 1.1461 | -130.00 | 2232.50 |
| 233 | 2005.10.06 12:00 | sell | 117 | 1.00 | 1.2046 | 1.2246 | 1.1546 | ||
| 234 | 2005.10.06 16:30 | close | 117 | 1.00 | 1.2116 | 1.2246 | 1.1546 | -700.00 | 1532.50 |
| 235 | 2005.10.07 02:00 | sell | 118 | 1.00 | 1.2169 | 1.2369 | 1.1669 | ||
| 236 | 2005.10.07 20:30 | close | 118 | 1.00 | 1.2125 | 1.2369 | 1.1669 | 440.00 | 1972.50 |
| 237 | 2005.10.07 22:00 | buy | 119 | 1.00 | 1.2127 | 1.1927 | 1.2627 | ||
| 238 | 2005.10.10 14:00 | close | 119 | 1.00 | 1.2115 | 1.1927 | 1.2627 | -129.00 | 1843.50 |
| 239 | 2005.10.10 23:00 | buy | 120 | 1.00 | 1.2067 | 1.1867 | 1.2567 | ||
| 240 | 2005.10.11 16:00 | close | 120 | 1.00 | 1.2017 | 1.1867 | 1.2567 | -509.00 | 1334.50 |
| 241 | 2005.10.12 06:30 | buy | 121 | 1.00 | 1.1976 | 1.1776 | 1.2476 | ||
| 242 | 2005.10.12 17:30 | close | 121 | 1.00 | 1.2015 | 1.1776 | 1.2476 | 390.00 | 1724.50 |
| 243 | 2005.10.12 21:30 | sell | 122 | 1.00 | 1.2014 | 1.2214 | 1.1514 | ||
| 244 | 2005.10.13 18:30 | close | 122 | 1.00 | 1.1940 | 1.2214 | 1.1514 | 759.50 | 2484.00 |
| 245 | 2005.10.13 20:00 | buy | 123 | 1.00 | 1.1983 | 1.1783 | 1.2483 | ||
| 246 | 2005.10.14 02:30 | close | 123 | 1.00 | 1.2014 | 1.1783 | 1.2483 | 301.00 | 2785.00 |
| 247 | 2005.10.14 09:00 | sell | 124 | 1.00 | 1.2015 | 1.2215 | 1.1515 | ||
| 248 | 2005.10.14 16:00 | close | 124 | 1.00 | 1.2028 | 1.2215 | 1.1515 | -130.00 | 2655.00 |
| 249 | 2005.10.17 01:30 | sell | 125 | 1.00 | 1.2070 | 1.2270 | 1.1570 | ||
| 250 | 2005.10.17 03:30 | close | 125 | 1.00 | 1.2106 | 1.2270 | 1.1570 | -360.00 | 2295.00 |
| 251 | 2005.10.17 05:00 | sell | 126 | 1.00 | 1.2092 | 1.2292 | 1.1592 | ||
| 252 | 2005.10.17 19:00 | close | 126 | 1.00 | 1.2040 | 1.2292 | 1.1592 | 520.00 | 2815.00 |
| 253 | 2005.10.17 19:02 | buy | 127 | 1.00 | 1.2039 | 1.1839 | 1.2539 | ||
| 254 | 2005.10.17 23:00 | close | 127 | 1.00 | 1.2023 | 1.1839 | 1.2539 | -160.00 | 2655.00 |
| 255 | 2005.10.18 00:30 | buy | 128 | 1.00 | 1.2024 | 1.1824 | 1.2524 | ||
| 256 | 2005.10.18 11:00 | close | 128 | 1.00 | 1.1965 | 1.1824 | 1.2524 | -590.00 | 2065.00 |
| 257 | 2005.10.18 20:00 | buy | 129 | 1.00 | 1.1946 | 1.1746 | 1.2446 | ||
| 258 | 2005.10.19 02:30 | close | 129 | 1.00 | 1.1940 | 1.1746 | 1.2446 | -69.00 | 1996.00 |
| 259 | 2005.10.19 07:00 | buy | 130 | 1.00 | 1.1928 | 1.1728 | 1.2428 | ||
| 260 | 2005.10.19 10:00 | close | 130 | 1.00 | 1.1883 | 1.1728 | 1.2428 | -450.00 | 1546.00 |
| 261 | 2005.10.19 12:30 | buy | 131 | 1.00 | 1.1948 | 1.1748 | 1.2448 | ||
| 262 | 2005.10.19 15:00 | close | 131 | 1.00 | 1.1955 | 1.1748 | 1.2448 | 70.00 | 1616.00 |
| 263 | 2005.10.19 15:05 | sell | 132 | 1.00 | 1.1953 | 1.2153 | 1.1453 | ||
| 264 | 2005.10.19 17:00 | close | 132 | 1.00 | 1.1963 | 1.2153 | 1.1453 | -100.00 | 1516.00 |
| 265 | 2005.10.19 20:30 | sell | 133 | 1.00 | 1.1975 | 1.2175 | 1.1475 | ||
| 266 | 2005.10.19 23:00 | close | 133 | 1.00 | 1.2003 | 1.2175 | 1.1475 | -280.00 | 1236.00 |
| 267 | 2005.10.20 02:00 | sell | 134 | 1.00 | 1.1972 | 1.2172 | 1.1472 | ||
| 268 | 2005.10.20 10:00 | close | 134 | 1.00 | 1.1988 | 1.2172 | 1.1472 | -160.00 | 1076.00 |