also, you can use a little different robot test-130915-m1-v002

Strategy Tester Report
test-130915-m1-v002
FTT-Live (Build 950)
| Symbol | GBPUSD (Great Britain Pound vs US Dollar) | ||||
| Period | 1 Hour (H1) 2015.08.02 23:00 - 2016.01.11 23:00 (2015.08.01 - 2016.01.12) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Bars in test | 3749 | Ticks modelled | 5700266 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 200.00 | Spread | Current (11) | ||
| Total net Apple | 2221.35 | Gross Apple | 4148.42 | Gross loss | -1927.07 |
| Apple factor | 2.15 | Expected payoff | 13.71 | ||
| Absolute drawdown | 129.79 | Maximal drawdown | 594.49 (31.23%) | Relative drawdown | 74.91% (209.60) |
| Total trades | 162 | Short positions (won %) | 82 (100.00%) | Long positions (won %) | 80 (57.50%) |
| Apple trades (% of total) | 128 (79.01%) | Loss trades (% of total) | 34 (20.99%) | ||
| Largest | Apple trade | 50.00 | loss trade | -101.81 | |
| Average | Apple trade | 32.41 | loss trade | -56.68 | |
| Maximum | consecutive wins (Apple in money) | 124 (4008.85) | consecutive losses (loss in money) | 24 (-1732.93) | |
| Maximal | consecutive Apple (count of wins) | 4008.85 (124) | consecutive loss (count of losses) | -1732.93 (24) | |
| Average | consecutive wins | 64 | consecutive losses | 17 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Apple | Balance |
| 1 | 2015.08.04 07:00 | buy | 1 | 0.01 | 1.55970 | 0.00000 | 1.56970 | ||
| 2 | 2015.08.05 00:00 | buy | 2 | 0.01 | 1.55671 | 0.00000 | 1.60671 | ||
| 3 | 2015.08.05 03:00 | sell | 3 | 0.01 | 1.55678 | 0.00000 | 1.54678 | ||
| 4 | 2015.08.05 06:00 | buy | 4 | 0.01 | 1.55386 | 0.00000 | 1.60386 | ||
| 5 | 2015.08.05 20:00 | sell | 5 | 0.01 | 1.56113 | 0.00000 | 1.51113 | ||
| 6 | 2015.08.06 12:00 | sell | 6 | 0.01 | 1.56111 | 0.00000 | 1.51111 | ||
| 7 | 2015.08.06 13:48 | t/p | 3 | 0.01 | 1.54678 | 0.00000 | 1.54678 | 10.00 | 210.00 |
| 8 | 2015.08.07 04:00 | buy | 7 | 0.01 | 1.55019 | 0.00000 | 1.60019 | ||
| 9 | 2015.08.07 16:00 | buy | 8 | 0.01 | 1.54329 | 0.00000 | 1.59329 | ||
| 10 | 2015.08.10 12:00 | buy | 9 | 0.01 | 1.54647 | 0.00000 | 1.59647 | ||
| 11 | 2015.08.10 23:10 | close | 9 | 0.01 | 1.55870 | 0.00000 | 1.59647 | 12.23 | 222.23 |
| 12 | 2015.08.10 23:10 | close | 8 | 0.01 | 1.55871 | 0.00000 | 1.59329 | 15.42 | 237.65 |
| 13 | 2015.08.11 00:00 | sell | 10 | 0.01 | 1.55872 | 0.00000 | 1.50872 | ||
| 14 | 2015.08.11 12:00 | sell | 11 | 0.01 | 1.55817 | 0.00000 | 1.50817 | ||
| 15 | 2015.08.12 04:00 | sell | 12 | 0.01 | 1.55587 | 0.00000 | 1.54587 | ||
| 16 | 2015.08.12 20:00 | sell | 13 | 0.01 | 1.56225 | 0.00000 | 1.51225 | ||
| 17 | 2015.08.12 21:31 | close | 7 | 0.01 | 1.56172 | 0.00000 | 1.60019 | 11.53 | 249.18 |
| 18 | 2015.08.14 04:00 | sell | 14 | 0.01 | 1.56101 | 0.00000 | 1.51101 | ||
| 19 | 2015.08.14 22:26 | close | 4 | 0.01 | 1.56428 | 0.00000 | 1.60386 | 10.42 | 259.60 |
| 20 | 2015.08.17 02:06 | buy | 15 | 0.01 | 1.56454 | 0.00000 | 1.61454 | ||
| 21 | 2015.08.17 16:00 | buy | 16 | 0.01 | 1.56300 | 0.00000 | 1.61300 | ||
| 22 | 2015.08.18 11:47 | t/p | 1 | 0.01 | 1.56970 | 0.00000 | 1.56970 | 10.00 | 269.60 |
| 23 | 2015.08.18 11:47 | buy | 17 | 0.01 | 1.56984 | 0.00000 | 1.57984 | ||
| 24 | 2015.08.18 14:37 | close | 2 | 0.01 | 1.56982 | 0.00000 | 1.60671 | 13.11 | 282.71 |
| 25 | 2015.08.19 00:00 | sell | 18 | 0.01 | 1.56585 | 0.00000 | 1.51585 | ||
| 26 | 2015.08.19 12:00 | sell | 19 | 0.01 | 1.56702 | 0.00000 | 1.51702 | ||
| 27 | 2015.08.20 04:00 | sell | 20 | 0.01 | 1.56853 | 0.00000 | 1.51853 | ||
| 28 | 2015.08.21 04:00 | sell | 21 | 0.01 | 1.56823 | 0.00000 | 1.51823 | ||
| 29 | 2015.08.21 20:00 | sell | 22 | 0.01 | 1.56938 | 0.00000 | 1.51938 | ||
| 30 | 2015.08.24 00:00 | sell | 23 | 0.01 | 1.56884 | 0.00000 | 1.51884 | ||
| 31 | 2015.08.24 15:21 | t/p | 17 | 0.01 | 1.57984 | 0.00000 | 1.57984 | 10.00 | 292.71 |
| 32 | 2015.08.24 18:43 | close | 16 | 0.01 | 1.57382 | 0.00000 | 1.61300 | 10.82 | 303.53 |
| 33 | 2015.08.24 23:26 | close | 15 | 0.01 | 1.57701 | 0.00000 | 1.61454 | 12.47 | 316.00 |
| 34 | 2015.08.25 00:00 | sell | 24 | 0.01 | 1.57498 | 0.00000 | 1.52498 | ||
| 35 | 2015.08.25 16:00 | sell | 25 | 0.01 | 1.57586 | 0.00000 | 1.52586 | ||
| 36 | 2015.08.26 22:30 | t/p | 12 | 0.01 | 1.54587 | 0.00000 | 1.54587 | 10.00 | 326.00 |
| 37 | 2015.08.28 09:00 | buy | 26 | 0.01 | 1.54183 | 0.00000 | 1.59183 | ||
| 38 | 2015.08.31 00:00 | buy | 27 | 0.01 | 1.54038 | 0.00000 | 1.55038 | ||
| 39 | 2015.08.31 20:00 | buy | 28 | 0.01 | 1.53417 | 0.00000 | 1.58417 | ||
| 40 | 2015.09.01 12:00 | buy | 29 | 0.01 | 1.53546 | 0.00000 | 1.58546 | ||
| 41 | 2015.09.01 18:00 | sell | 30 | 0.01 | 1.53385 | 0.00000 | 1.52385 | ||
| 42 | 2015.09.02 12:00 | buy | 31 | 0.01 | 1.52713 | 0.00000 | 1.57713 | ||
| 43 | 2015.09.03 04:00 | buy | 32 | 0.01 | 1.53038 | 0.00000 | 1.58038 | ||
| 44 | 2015.09.03 09:51 | t/p | 25 | 0.01 | 1.52586 | 0.00000 | 1.52586 | 50.00 | 376.00 |
| 45 | 2015.09.03 10:30 | t/p | 24 | 0.01 | 1.52498 | 0.00000 | 1.52498 | 50.00 | 426.00 |
| 46 | 2015.09.03 16:00 | buy | 33 | 0.01 | 1.52653 | 0.00000 | 1.57653 | ||
| 47 | 2015.09.03 16:47 | t/p | 30 | 0.01 | 1.52385 | 0.00000 | 1.52385 | 10.00 | 436.00 |
| 48 | 2015.09.04 15:00 | t/p | 22 | 0.01 | 1.51938 | 0.00000 | 1.51938 | 50.00 | 486.00 |
| 49 | 2015.09.04 16:00 | buy | 34 | 0.01 | 1.52021 | 0.00000 | 1.57021 | ||
| 50 | 2015.09.04 16:07 | t/p | 23 | 0.01 | 1.51884 | 0.00000 | 1.51884 | 50.00 | 536.00 |
| 51 | 2015.09.04 16:15 | t/p | 20 | 0.01 | 1.51853 | 0.00000 | 1.51853 | 50.00 | 586.00 |
| 52 | 2015.09.04 16:30 | t/p | 21 | 0.01 | 1.51823 | 0.00000 | 1.51823 | 50.00 | 636.00 |
| 53 | 2015.09.04 16:57 | t/p | 19 | 0.01 | 1.51702 | 0.00000 | 1.51702 | 50.00 | 686.00 |
| 54 | 2015.09.07 08:00 | buy | 35 | 0.01 | 1.51755 | 0.00000 | 1.56755 | ||
| 55 | 2015.09.07 16:00 | buy | 36 | 0.01 | 1.52735 | 0.00000 | 1.57735 | ||
| 56 | 2015.09.08 04:00 | sell | 37 | 0.01 | 1.52820 | 0.00000 | 1.47820 | ||
| 57 | 2015.09.08 12:03 | close | 36 | 0.01 | 1.53759 | 0.00000 | 1.57735 | 10.24 | 696.24 |
| 58 | 2015.09.08 12:03 | close | 35 | 0.01 | 1.53754 | 0.00000 | 1.56755 | 19.99 | 716.23 |
| 59 | 2015.09.08 12:04 | close | 34 | 0.01 | 1.53750 | 0.00000 | 1.57021 | 17.29 | 733.52 |
| 60 | 2015.09.08 12:04 | close | 33 | 0.01 | 1.53749 | 0.00000 | 1.57653 | 10.96 | 744.48 |
| 61 | 2015.09.08 12:04 | close | 31 | 0.01 | 1.53750 | 0.00000 | 1.57713 | 10.37 | 754.85 |
| 62 | 2015.09.08 16:00 | sell | 38 | 0.01 | 1.53771 | 0.00000 | 1.48771 | ||
| 63 | 2015.09.09 04:00 | sell | 39 | 0.01 | 1.53996 | 0.00000 | 1.48996 | ||
| 64 | 2015.09.09 18:00 | sell | 40 | 0.01 | 1.53622 | 0.00000 | 1.52622 | ||
| 65 | 2015.09.11 00:00 | sell | 41 | 0.01 | 1.54428 | 0.00000 | 1.49428 | ||
| 66 | 2015.09.11 00:35 | close | 32 | 0.01 | 1.54426 | 0.00000 | 1.58038 | 13.88 | 768.73 |
| 67 | 2015.09.11 00:35 | close | 28 | 0.01 | 1.54422 | 0.00000 | 1.58417 | 10.05 | 778.78 |
| 68 | 2015.09.11 12:00 | sell | 42 | 0.01 | 1.54247 | 0.00000 | 1.49247 | ||
| 69 | 2015.09.14 08:00 | sell | 43 | 0.01 | 1.54334 | 0.00000 | 1.49334 | ||
| 70 | 2015.09.15 12:00 | sell | 44 | 0.01 | 1.54250 | 0.00000 | 1.49250 | ||
| 71 | 2015.09.16 16:15 | t/p | 27 | 0.01 | 1.55038 | 0.00000 | 1.55038 | 10.00 | 788.78 |
| 72 | 2015.09.16 19:30 | close | 29 | 0.01 | 1.54923 | 0.00000 | 1.58546 | 13.77 | 802.55 |
| 73 | 2015.09.16 20:00 | sell | 45 | 0.01 | 1.54889 | 0.00000 | 1.49889 | ||
| 74 | 2015.09.17 08:00 | sell | 46 | 0.01 | 1.55026 | 0.00000 | 1.50026 | ||
| 75 | 2015.09.17 22:00 | close | 26 | 0.01 | 1.55945 | 0.00000 | 1.59183 | 17.62 | 820.17 |
| 76 | 2015.09.18 00:00 | sell | 47 | 0.01 | 1.55817 | 0.00000 | 1.50817 | ||
| 77 | 2015.09.18 16:00 | sell | 48 | 0.01 | 1.56184 | 0.00000 | 1.51184 | ||
| 78 | 2015.09.20 23:00 | buy | 49 | 0.01 | 1.55228 | 0.00000 | 1.60228 | ||
| 79 | 2015.09.21 10:00 | buy | 50 | 0.01 | 1.55662 | 0.00000 | 1.56662 | ||
| 80 | 2015.09.22 08:00 | buy | 51 | 0.01 | 1.55087 | 0.00000 | 1.60087 | ||
| 81 | 2015.09.23 12:00 | buy | 52 | 0.01 | 1.53024 | 0.00000 | 1.58024 | ||
| 82 | 2015.09.23 14:42 | t/p | 40 | 0.01 | 1.52622 | 0.00000 | 1.52622 | 10.00 | 830.17 |
| 83 | 2015.09.24 20:00 | buy | 53 | 0.01 | 1.52434 | 0.00000 | 1.57434 | ||
| 84 | 2015.09.25 14:02 | t/p | 18 | 0.01 | 1.51585 | 0.00000 | 1.51585 | 50.00 | 880.17 |
| 85 | 2015.09.28 08:00 | buy | 54 | 0.01 | 1.51964 | 0.00000 | 1.56964 | ||
| 86 | 2015.09.28 20:00 | buy | 55 | 0.01 | 1.51684 | 0.00000 | 1.56684 | ||
| 87 | 2015.09.29 16:00 | buy | 56 | 0.01 | 1.51487 | 0.00000 | 1.56487 | ||
| 88 | 2015.09.30 16:00 | sell | 57 | 0.01 | 1.51703 | 0.00000 | 1.46703 | ||
| 89 | 2015.09.30 17:05 | t/p | 13 | 0.01 | 1.51225 | 0.00000 | 1.51225 | 50.00 | 930.17 |
| 90 | 2015.09.30 17:05 | t/p | 48 | 0.01 | 1.51184 | 0.00000 | 1.51184 | 50.00 | 980.17 |
| 91 | 2015.09.30 17:18 | t/p | 5 | 0.01 | 1.51113 | 0.00000 | 1.51113 | 50.00 | 1030.17 |
| 92 | 2015.09.30 17:18 | t/p | 6 | 0.01 | 1.51111 | 0.00000 | 1.51111 | 50.00 | 1080.17 |
| 93 | 2015.09.30 17:18 | t/p | 14 | 0.01 | 1.51101 | 0.00000 | 1.51101 | 50.00 | 1130.17 |
| 94 | 2015.10.01 01:00 | sell | 58 | 0.01 | 1.51227 | 0.00000 | 1.50227 | ||
| 95 | 2015.10.01 20:00 | sell | 59 | 0.01 | 1.51349 | 0.00000 | 1.46349 | ||
| 96 | 2015.10.02 12:00 | sell | 60 | 0.01 | 1.51480 | 0.00000 | 1.46480 | ||
| 97 | 2015.10.05 00:00 | sell | 61 | 0.01 | 1.51738 | 0.00000 | 1.46738 | ||
| 98 | 2015.10.05 12:00 | sell | 62 | 0.01 | 1.52062 | 0.00000 | 1.47062 | ||
| 99 | 2015.10.06 00:00 | buy | 63 | 0.01 | 1.51493 | 0.00000 | 1.56493 | ||
| 100 | 2015.10.06 21:00 | buy | 64 | 0.01 | 1.52314 | 0.00000 | 1.57314 | ||
| 101 | 2015.10.07 12:33 | close | 63 | 0.01 | 1.52956 | 0.00000 | 1.56493 | 14.63 | 1144.80 |
| 102 | 2015.10.07 12:33 | close | 56 | 0.01 | 1.52954 | 0.00000 | 1.56487 | 14.67 | 1159.47 |
| 103 | 2015.10.07 12:33 | close | 55 | 0.01 | 1.52952 | 0.00000 | 1.56684 | 12.68 | 1172.15 |
| 104 | 2015.10.07 14:33 | close | 54 | 0.01 | 1.53081 | 0.00000 | 1.56964 | 11.17 | 1183.32 |
| 105 | 2015.10.07 16:00 | sell | 65 | 0.01 | 1.52930 | 0.00000 | 1.47930 | ||
| 106 | 2015.10.08 04:00 | sell | 66 | 0.01 | 1.53126 | 0.00000 | 1.48126 | ||
| 107 | 2015.10.08 20:45 | close | 64 | 0.01 | 1.53347 | 0.00000 | 1.57314 | 10.33 | 1193.65 |
| 108 | 2015.10.09 07:56 | close | 53 | 0.01 | 1.53639 | 0.00000 | 1.57434 | 12.05 | 1205.70 |
| 109 | 2015.10.09 08:00 | sell | 67 | 0.01 | 1.53628 | 0.00000 | 1.48628 | ||
| 110 | 2015.10.12 00:03 | buy | 68 | 0.01 | 1.53172 | 0.00000 | 1.58172 | ||
| 111 | 2015.10.12 16:00 | sell | 69 | 0.01 | 1.53479 | 0.00000 | 1.48479 | ||
| 112 | 2015.10.13 04:00 | buy | 70 | 0.01 | 1.53132 | 0.00000 | 1.58132 | ||
| 113 | 2015.10.13 16:00 | buy | 71 | 0.01 | 1.52159 | 0.00000 | 1.57159 | ||
| 114 | 2015.10.14 12:31 | close | 71 | 0.01 | 1.53405 | 0.00000 | 1.57159 | 12.46 | 1218.16 |
| 115 | 2015.10.14 23:30 | close | 70 | 0.01 | 1.54778 | 0.00000 | 1.58132 | 16.46 | 1234.62 |
| 116 | 2015.10.14 23:30 | close | 68 | 0.01 | 1.54778 | 0.00000 | 1.58172 | 16.06 | 1250.68 |
| 117 | 2015.10.14 23:31 | close | 52 | 0.01 | 1.54778 | 0.00000 | 1.58024 | 17.54 | 1268.22 |
| 118 | 2015.10.15 00:00 | sell | 72 | 0.01 | 1.54810 | 0.00000 | 1.49810 | ||
| 119 | 2015.10.15 05:00 | buy | 73 | 0.01 | 1.54785 | 0.00000 | 1.59785 | ||
| 120 | 2015.10.15 20:00 | sell | 74 | 0.01 | 1.54759 | 0.00000 | 1.49759 | ||
| 121 | 2015.10.16 08:00 | sell | 75 | 0.01 | 1.54674 | 0.00000 | 1.49674 | ||
| 122 | 2015.10.19 00:00 | buy | 76 | 0.01 | 1.54389 | 0.00000 | 1.59389 | ||
| 123 | 2015.10.19 16:00 | sell | 77 | 0.01 | 1.54791 | 0.00000 | 1.49791 | ||
| 124 | 2015.10.20 08:00 | sell | 78 | 0.01 | 1.54740 | 0.00000 | 1.49740 | ||
| 125 | 2015.10.20 20:00 | buy | 79 | 0.01 | 1.54537 | 0.00000 | 1.59537 | ||
| 126 | 2015.10.21 08:00 | buy | 80 | 0.01 | 1.54314 | 0.00000 | 1.59314 | ||
| 127 | 2015.10.21 20:00 | buy | 81 | 0.01 | 1.54150 | 0.00000 | 1.59150 | ||
| 128 | 2015.10.22 08:00 | buy | 82 | 0.01 | 1.54240 | 0.00000 | 1.59240 | ||
| 129 | 2015.10.22 20:00 | buy | 83 | 0.01 | 1.53930 | 0.00000 | 1.58930 | ||
| 130 | 2015.10.23 12:00 | buy | 84 | 0.01 | 1.53949 | 0.00000 | 1.58949 | ||
| 131 | 2015.10.26 00:00 | buy | 85 | 0.01 | 1.53087 | 0.00000 | 1.58087 | ||
| 132 | 2015.10.27 00:00 | sell | 86 | 0.01 | 1.53490 | 0.00000 | 1.48490 | ||
| 133 | 2015.10.27 16:00 | buy | 87 | 0.01 | 1.53160 | 0.00000 | 1.58160 | ||
| 134 | 2015.10.28 08:00 | buy | 88 | 0.01 | 1.52999 | 0.00000 | 1.57999 | ||
| 135 | 2015.10.29 00:00 | buy | 89 | 0.01 | 1.52676 | 0.00000 | 1.57676 | ||
| 136 | 2015.10.30 04:00 | sell | 90 | 0.01 | 1.53209 | 0.00000 | 1.48209 | ||
| 137 | 2015.10.30 20:59 | close | 89 | 0.01 | 1.54220 | 0.00000 | 1.57676 | 15.44 | 1283.66 |
| 138 | 2015.10.30 20:59 | close | 88 | 0.01 | 1.54217 | 0.00000 | 1.57999 | 12.18 | 1295.84 |
| 139 | 2015.10.30 20:59 | close | 87 | 0.01 | 1.54213 | 0.00000 | 1.58160 | 10.53 | 1306.37 |
| 140 | 2015.10.30 20:59 | close | 85 | 0.01 | 1.54210 | 0.00000 | 1.58087 | 11.23 | 1317.60 |
| 141 | 2015.11.02 04:00 | sell | 91 | 0.01 | 1.54317 | 0.00000 | 1.49317 | ||
| 142 | 2015.11.02 16:00 | sell | 92 | 0.01 | 1.54630 | 0.00000 | 1.49630 | ||
| 143 | 2015.11.03 12:00 | buy | 93 | 0.01 | 1.54085 | 0.00000 | 1.59085 | ||
| 144 | 2015.11.04 00:00 | sell | 94 | 0.01 | 1.54189 | 0.00000 | 1.49189 | ||
| 145 | 2015.11.04 12:00 | sell | 95 | 0.01 | 1.54160 | 0.00000 | 1.49160 | ||
| 146 | 2015.11.05 12:00 | buy | 96 | 0.01 | 1.53807 | 0.00000 | 1.58807 | ||
| 147 | 2015.11.06 08:00 | buy | 97 | 0.01 | 1.51861 | 0.00000 | 1.56861 | ||
| 148 | 2015.11.06 14:33 | t/p | 10 | 0.01 | 1.50872 | 0.00000 | 1.50872 | 50.00 | 1367.60 |
| 149 | 2015.11.06 14:33 | t/p | 11 | 0.01 | 1.50817 | 0.00000 | 1.50817 | 50.00 | 1417.60 |
| 150 | 2015.11.06 14:33 | t/p | 47 | 0.01 | 1.50817 | 0.00000 | 1.50817 | 50.00 | 1467.60 |
| 151 | 2015.11.06 20:00 | buy | 98 | 0.01 | 1.50390 | 0.00000 | 1.55390 | ||
| 152 | 2015.11.10 04:00 | sell | 99 | 0.01 | 1.51156 | 0.00000 | 1.46156 | ||
| 153 | 2015.11.10 16:00 | sell | 100 | 0.01 | 1.51097 | 0.00000 | 1.46097 | ||
| 154 | 2015.11.11 07:13 | close | 98 | 0.01 | 1.51577 | 0.00000 | 1.55390 | 11.87 | 1479.47 |
| 155 | 2015.11.11 08:00 | sell | 101 | 0.01 | 1.51586 | 0.00000 | 1.46586 | ||
| 156 | 2015.11.12 00:00 | sell | 102 | 0.01 | 1.52176 | 0.00000 | 1.47176 | ||
| 157 | 2015.11.12 12:00 | sell | 103 | 0.01 | 1.51893 | 0.00000 | 1.46893 | ||
| 158 | 2015.11.13 04:00 | sell | 104 | 0.01 | 1.52185 | 0.00000 | 1.47185 | ||
| 159 | 2015.11.13 16:00 | sell | 105 | 0.01 | 1.52188 | 0.00000 | 1.47188 | ||
| 160 | 2015.11.16 00:00 | sell | 106 | 0.01 | 1.52205 | 0.00000 | 1.47205 | ||
| 161 | 2015.11.16 16:00 | buy | 107 | 0.01 | 1.51947 | 0.00000 | 1.56947 | ||
| 162 | 2015.11.17 04:00 | buy | 108 | 0.01 | 1.51832 | 0.00000 | 1.56832 | ||
| 163 | 2015.11.17 20:00 | sell | 109 | 0.01 | 1.52054 | 0.00000 | 1.47054 | ||
| 164 | 2015.11.18 08:00 | buy | 110 | 0.01 | 1.52017 | 0.00000 | 1.57017 | ||
| 165 | 2015.11.19 00:00 | sell | 111 | 0.01 | 1.52288 | 0.00000 | 1.47288 | ||
| 166 | 2015.11.19 12:00 | sell | 112 | 0.01 | 1.52685 | 0.00000 | 1.47685 | ||
| 167 | 2015.11.19 20:38 | close | 108 | 0.01 | 1.52961 | 0.00000 | 1.56832 | 11.29 | 1490.76 |
| 168 | 2015.11.19 20:39 | close | 107 | 0.01 | 1.52961 | 0.00000 | 1.56947 | 10.14 | 1500.90 |
| 169 | 2015.11.19 20:39 | close | 97 | 0.01 | 1.52960 | 0.00000 | 1.56861 | 10.99 | 1511.89 |
| 170 | 2015.11.20 00:00 | sell | 113 | 0.01 | 1.52885 | 0.00000 | 1.47885 | ||
| 171 | 2015.11.20 16:00 | buy | 114 | 0.01 | 1.52495 | 0.00000 | 1.57495 | ||
| 172 | 2015.11.23 00:00 | buy | 115 | 0.01 | 1.51845 | 0.00000 | 1.56845 | ||
| 173 | 2015.11.24 12:00 | buy | 116 | 0.01 | 1.51256 | 0.00000 | 1.56256 | ||
| 174 | 2015.11.25 12:00 | buy | 117 | 0.01 | 1.50696 | 0.00000 | 1.55696 | ||
| 175 | 2015.11.26 00:00 | sell | 118 | 0.01 | 1.51221 | 0.00000 | 1.46221 | ||
| 176 | 2015.11.26 12:00 | buy | 119 | 0.01 | 1.50809 | 0.00000 | 1.55809 | ||
| 177 | 2015.11.27 00:00 | buy | 120 | 0.01 | 1.51000 | 0.00000 | 1.56000 | ||
| 178 | 2015.11.27 12:00 | buy | 121 | 0.01 | 1.50453 | 0.00000 | 1.55453 | ||
| 179 | 2015.11.30 02:37 | t/p | 58 | 0.01 | 1.50227 | 0.00000 | 1.50227 | 10.00 | 1521.89 |
| 180 | 2015.11.30 10:12 | t/p | 46 | 0.01 | 1.50026 | 0.00000 | 1.50026 | 50.00 | 1571.89 |
| 181 | 2015.12.01 12:00 | sell | 122 | 0.01 | 1.50921 | 0.00000 | 1.45921 | ||
| 182 | 2015.12.02 00:00 | sell | 123 | 0.01 | 1.50753 | 0.00000 | 1.45753 | ||
| 183 | 2015.12.02 11:00 | sell | 124 | 0.01 | 1.50396 | 0.00000 | 1.49396 | ||
| 184 | 2015.12.02 15:43 | t/p | 45 | 0.01 | 1.49889 | 0.00000 | 1.49889 | 50.00 | 1621.89 |
| 185 | 2015.12.02 15:45 | t/p | 72 | 0.01 | 1.49810 | 0.00000 | 1.49810 | 50.00 | 1671.89 |
| 186 | 2015.12.02 15:45 | t/p | 77 | 0.01 | 1.49791 | 0.00000 | 1.49791 | 50.00 | 1721.89 |
| 187 | 2015.12.02 15:50 | t/p | 74 | 0.01 | 1.49759 | 0.00000 | 1.49759 | 50.00 | 1771.89 |
| 188 | 2015.12.02 15:51 | t/p | 78 | 0.01 | 1.49740 | 0.00000 | 1.49740 | 50.00 | 1821.89 |
| 189 | 2015.12.02 15:52 | t/p | 75 | 0.01 | 1.49674 | 0.00000 | 1.49674 | 50.00 | 1871.89 |
| 190 | 2015.12.02 16:02 | t/p | 92 | 0.01 | 1.49630 | 0.00000 | 1.49630 | 50.00 | 1921.89 |
| 191 | 2015.12.02 16:59 | t/p | 41 | 0.01 | 1.49428 | 0.00000 | 1.49428 | 50.00 | 1971.89 |
| 192 | 2015.12.02 17:17 | t/p | 124 | 0.01 | 1.49396 | 0.00000 | 1.49396 | 10.00 | 1981.89 |
| 193 | 2015.12.02 17:48 | t/p | 43 | 0.01 | 1.49334 | 0.00000 | 1.49334 | 50.00 | 2031.89 |
| 194 | 2015.12.02 17:49 | t/p | 91 | 0.01 | 1.49317 | 0.00000 | 1.49317 | 50.00 | 2081.89 |
| 195 | 2015.12.02 17:50 | t/p | 42 | 0.01 | 1.49247 | 0.00000 | 1.49247 | 50.00 | 2131.89 |
| 196 | 2015.12.02 17:50 | t/p | 44 | 0.01 | 1.49250 | 0.00000 | 1.49250 | 50.00 | 2181.89 |
| 197 | 2015.12.02 17:50 | t/p | 94 | 0.01 | 1.49189 | 0.00000 | 1.49189 | 50.00 | 2231.89 |
| 198 | 2015.12.02 18:19 | t/p | 95 | 0.01 | 1.49160 | 0.00000 | 1.49160 | 50.00 | 2281.89 |
| 199 | 2015.12.02 18:26 | t/p | 39 | 0.01 | 1.48996 | 0.00000 | 1.48996 | 50.00 | 2331.89 |
| 200 | 2015.12.03 22:35 | close | 121 | 0.01 | 1.51522 | 0.00000 | 1.55453 | 10.69 | 2342.58 |
| 201 | 2015.12.04 00:00 | sell | 125 | 0.01 | 1.51361 | 0.00000 | 1.46361 | ||
| 202 | 2015.12.04 12:00 | sell | 126 | 0.01 | 1.51166 | 0.00000 | 1.46166 | ||
| 203 | 2015.12.07 00:00 | sell | 127 | 0.01 | 1.51059 | 0.00000 | 1.46059 | ||
| 204 | 2015.12.07 12:00 | buy | 128 | 0.01 | 1.50820 | 0.00000 | 1.55820 | ||
| 205 | 2015.12.08 00:00 | buy | 129 | 0.01 | 1.50480 | 0.00000 | 1.55480 | ||
| 206 | 2015.12.08 12:00 | buy | 130 | 0.01 | 1.50085 | 0.00000 | 1.55085 | ||
| 207 | 2015.12.09 18:16 | close | 130 | 0.01 | 1.51577 | 0.00000 | 1.55085 | 14.92 | 2357.50 |
| 208 | 2015.12.09 18:16 | close | 129 | 0.01 | 1.51578 | 0.00000 | 1.55480 | 10.98 | 2368.48 |
| 209 | 2015.12.09 21:34 | close | 117 | 0.01 | 1.51761 | 0.00000 | 1.55696 | 10.65 | 2379.13 |
| 210 | 2015.12.10 00:00 | sell | 131 | 0.01 | 1.51798 | 0.00000 | 1.46798 | ||
| 211 | 2015.12.10 12:00 | sell | 132 | 0.01 | 1.51761 | 0.00000 | 1.46761 | ||
| 212 | 2015.12.11 00:00 | sell | 133 | 0.01 | 1.51554 | 0.00000 | 1.46554 | ||
| 213 | 2015.12.11 22:59 | close | 128 | 0.01 | 1.52105 | 0.00000 | 1.55820 | 12.85 | 2391.98 |
| 214 | 2015.12.11 22:59 | close | 120 | 0.01 | 1.52110 | 0.00000 | 1.56000 | 11.10 | 2403.08 |
| 215 | 2015.12.11 22:59 | close | 119 | 0.01 | 1.52114 | 0.00000 | 1.55809 | 13.05 | 2416.13 |
| 216 | 2015.12.14 00:00 | sell | 134 | 0.01 | 1.51913 | 0.00000 | 1.46913 | ||
| 217 | 2015.12.14 12:00 | buy | 135 | 0.01 | 1.51576 | 0.00000 | 1.56576 | ||
| 218 | 2015.12.15 12:00 | buy | 136 | 0.01 | 1.51374 | 0.00000 | 1.56374 | ||
| 219 | 2015.12.16 20:00 | buy | 137 | 0.01 | 1.50007 | 0.00000 | 1.55007 | ||
| 220 | 2015.12.17 12:00 | buy | 138 | 0.01 | 1.49281 | 0.00000 | 1.54281 | ||
| 221 | 2015.12.17 17:05 | t/p | 38 | 0.01 | 1.48771 | 0.00000 | 1.48771 | 50.00 | 2466.13 |
| 222 | 2015.12.18 16:00 | buy | 139 | 0.01 | 1.49039 | 0.00000 | 1.54039 | ||
| 223 | 2015.12.21 12:00 | buy | 140 | 0.01 | 1.48932 | 0.00000 | 1.53932 | ||
| 224 | 2015.12.21 16:00 | sell | 141 | 0.01 | 1.49142 | 0.00000 | 1.48142 | ||
| 225 | 2015.12.22 12:00 | buy | 142 | 0.01 | 1.48852 | 0.00000 | 1.53852 | ||
| 226 | 2015.12.22 14:21 | t/p | 67 | 0.01 | 1.48628 | 0.00000 | 1.48628 | 50.00 | 2516.13 |
| 227 | 2015.12.22 15:20 | t/p | 86 | 0.01 | 1.48490 | 0.00000 | 1.48490 | 50.00 | 2566.13 |
| 228 | 2015.12.22 15:20 | t/p | 69 | 0.01 | 1.48479 | 0.00000 | 1.48479 | 50.00 | 2616.13 |
| 229 | 2015.12.22 17:00 | t/p | 90 | 0.01 | 1.48209 | 0.00000 | 1.48209 | 50.00 | 2666.13 |
| 230 | 2015.12.22 17:28 | t/p | 141 | 0.01 | 1.48142 | 0.00000 | 1.48142 | 10.00 | 2676.13 |
| 231 | 2015.12.22 17:32 | t/p | 66 | 0.01 | 1.48126 | 0.00000 | 1.48126 | 50.00 | 2726.13 |
| 232 | 2015.12.23 16:00 | sell | 143 | 0.01 | 1.48759 | 0.00000 | 1.43759 | ||
| 233 | 2015.12.24 08:00 | sell | 144 | 0.01 | 1.48776 | 0.00000 | 1.43776 | ||
| 234 | 2015.12.24 20:00 | sell | 145 | 0.01 | 1.49204 | 0.00000 | 1.44204 | ||
| 235 | 2015.12.28 00:00 | sell | 146 | 0.01 | 1.49186 | 0.00000 | 1.44186 | ||
| 236 | 2015.12.28 16:00 | buy | 147 | 0.01 | 1.48978 | 0.00000 | 1.53978 | ||
| 237 | 2015.12.28 17:00 | sell | 148 | 0.01 | 1.49051 | 0.00000 | 1.48051 | ||
| 238 | 2015.12.29 12:00 | buy | 149 | 0.01 | 1.48453 | 0.00000 | 1.53453 | ||
| 239 | 2015.12.29 14:14 | t/p | 148 | 0.01 | 1.48051 | 0.00000 | 1.48051 | 10.00 | 2736.13 |
| 240 | 2015.12.29 14:38 | t/p | 65 | 0.01 | 1.47930 | 0.00000 | 1.47930 | 50.00 | 2786.13 |
| 241 | 2015.12.29 17:01 | t/p | 113 | 0.01 | 1.47885 | 0.00000 | 1.47885 | 50.00 | 2836.13 |
| 242 | 2015.12.30 12:00 | buy | 150 | 0.01 | 1.48184 | 0.00000 | 1.53184 | ||
| 243 | 2015.12.31 00:00 | buy | 151 | 0.01 | 1.48097 | 0.00000 | 1.53097 | ||
| 244 | 2015.12.31 05:00 | sell | 152 | 0.01 | 1.48212 | 0.00000 | 1.47212 | ||
| 245 | 2015.12.31 16:30 | t/p | 37 | 0.01 | 1.47820 | 0.00000 | 1.47820 | 50.00 | 2886.13 |
| 246 | 2015.12.31 16:38 | t/p | 112 | 0.01 | 1.47685 | 0.00000 | 1.47685 | 50.00 | 2936.13 |
| 247 | 2015.12.31 20:00 | buy | 153 | 0.01 | 1.47395 | 0.00000 | 1.52395 | ||
| 248 | 2015.12.31 20:45 | t/p | 111 | 0.01 | 1.47288 | 0.00000 | 1.47288 | 50.00 | 2986.13 |
| 249 | 2016.01.04 02:16 | t/p | 152 | 0.01 | 1.47212 | 0.00000 | 1.47212 | 10.00 | 2996.13 |
| 250 | 2016.01.04 02:16 | t/p | 106 | 0.01 | 1.47205 | 0.00000 | 1.47205 | 50.00 | 3046.13 |
| 251 | 2016.01.04 02:18 | t/p | 105 | 0.01 | 1.47188 | 0.00000 | 1.47188 | 50.00 | 3096.13 |
| 252 | 2016.01.04 02:18 | t/p | 104 | 0.01 | 1.47185 | 0.00000 | 1.47185 | 50.00 | 3146.13 |
| 253 | 2016.01.04 02:18 | t/p | 102 | 0.01 | 1.47176 | 0.00000 | 1.47176 | 50.00 | 3196.13 |
| 254 | 2016.01.04 02:19 | t/p | 62 | 0.01 | 1.47062 | 0.00000 | 1.47062 | 50.00 | 3246.13 |
| 255 | 2016.01.04 02:19 | t/p | 109 | 0.01 | 1.47054 | 0.00000 | 1.47054 | 50.00 | 3296.13 |
| 256 | 2016.01.04 16:00 | buy | 154 | 0.01 | 1.47181 | 0.00000 | 1.52181 | ||
| 257 | 2016.01.04 16:56 | t/p | 134 | 0.01 | 1.46913 | 0.00000 | 1.46913 | 50.00 | 3346.13 |
| 258 | 2016.01.04 16:59 | t/p | 103 | 0.01 | 1.46893 | 0.00000 | 1.46893 | 50.00 | 3396.13 |
| 259 | 2016.01.04 17:08 | t/p | 131 | 0.01 | 1.46798 | 0.00000 | 1.46798 | 50.00 | 3446.13 |
| 260 | 2016.01.04 17:12 | t/p | 132 | 0.01 | 1.46761 | 0.00000 | 1.46761 | 50.00 | 3496.13 |
| 261 | 2016.01.04 17:12 | t/p | 61 | 0.01 | 1.46738 | 0.00000 | 1.46738 | 50.00 | 3546.13 |
| 262 | 2016.01.04 17:13 | t/p | 57 | 0.01 | 1.46703 | 0.00000 | 1.46703 | 50.00 | 3596.13 |
| 263 | 2016.01.05 12:00 | buy | 155 | 0.01 | 1.46655 | 0.00000 | 1.51655 | ||
| 264 | 2016.01.05 16:03 | t/p | 101 | 0.01 | 1.46586 | 0.00000 | 1.46586 | 50.00 | 3646.13 |
| 265 | 2016.01.05 16:19 | t/p | 133 | 0.01 | 1.46554 | 0.00000 | 1.46554 | 50.00 | 3696.13 |
| 266 | 2016.01.05 16:29 | t/p | 60 | 0.01 | 1.46480 | 0.00000 | 1.46480 | 50.00 | 3746.13 |
| 267 | 2016.01.06 04:00 | buy | 156 | 0.01 | 1.46598 | 0.00000 | 1.51598 | ||
| 268 | 2016.01.06 09:14 | t/p | 125 | 0.01 | 1.46361 | 0.00000 | 1.46361 | 50.00 | 3796.13 |
| 269 | 2016.01.06 09:16 | t/p | 59 | 0.01 | 1.46349 | 0.00000 | 1.46349 | 50.00 | 3846.13 |
| 270 | 2016.01.06 09:31 | t/p | 118 | 0.01 | 1.46221 | 0.00000 | 1.46221 | 50.00 | 3896.13 |
| 271 | 2016.01.06 14:14 | t/p | 126 | 0.01 | 1.46166 | 0.00000 | 1.46166 | 50.00 | 3946.13 |
| 272 | 2016.01.06 14:14 | t/p | 99 | 0.01 | 1.46156 | 0.00000 | 1.46156 | 50.00 | 3996.13 |
| 273 | 2016.01.06 14:15 | t/p | 100 | 0.01 | 1.46097 | 0.00000 | 1.46097 | 50.00 | 4046.13 |
| 274 | 2016.01.06 14:15 | t/p | 127 | 0.01 | 1.46059 | 0.00000 | 1.46059 | 50.00 | 4096.13 |
| 275 | 2016.01.06 16:00 | buy | 157 | 0.01 | 1.46419 | 0.00000 | 1.51419 | ||
| 276 | 2016.01.07 08:00 | buy | 158 | 0.01 | 1.46264 | 0.00000 | 1.51264 | ||
| 277 | 2016.01.07 08:59 | t/p | 122 | 0.01 | 1.45921 | 0.00000 | 1.45921 | 50.00 | 4146.13 |
| 278 | 2016.01.07 09:44 | t/p | 123 | 0.01 | 1.45753 | 0.00000 | 1.45753 | 50.00 | 4196.13 |
| 279 | 2016.01.08 08:00 | sell | 159 | 0.01 | 1.46063 | 0.00000 | 1.41063 | ||
| 280 | 2016.01.08 20:00 | buy | 160 | 0.01 | 1.45235 | 0.00000 | 1.50235 | ||
| 281 | 2016.01.11 00:00 | buy | 161 | 0.01 | 1.45036 | 0.00000 | 1.50036 | ||
| 282 | 2016.01.11 20:00 | sell | 162 | 0.01 | 1.45502 | 0.00000 | 1.40502 | ||
| 283 | 2016.01.11 23:59 | close at stop | 162 | 0.01 | 1.45492 | 0.00000 | 1.40502 | 0.10 | 4196.23 |
| 284 | 2016.01.11 23:59 | close at stop | 161 | 0.01 | 1.45481 | 0.00000 | 1.50036 | 4.45 | 4200.68 |
| 285 | 2016.01.11 23:59 | close at stop | 160 | 0.01 | 1.45481 | 0.00000 | 1.50235 | 2.46 | 4203.14 |
| 286 | 2016.01.11 23:59 | close at stop | 159 | 0.01 | 1.45492 | 0.00000 | 1.41063 | 5.71 | 4208.85 |
| 287 | 2016.01.11 23:59 | close at stop | 158 | 0.01 | 1.45481 | 0.00000 | 1.51264 | -7.83 | 4201.02 |
| 288 | 2016.01.11 23:59 | close at stop | 157 | 0.01 | 1.45481 | 0.00000 | 1.51419 | -9.38 | 4191.64 |
| 289 | 2016.01.11 23:59 | close at stop | 156 | 0.01 | 1.45481 | 0.00000 | 1.51598 | -11.17 | 4180.47 |
| 290 | 2016.01.11 23:59 | close at stop | 155 | 0.01 | 1.45481 | 0.00000 | 1.51655 | -11.74 | 4168.73 |
| 291 | 2016.01.11 23:59 | close at stop | 154 | 0.01 | 1.45481 | 0.00000 | 1.52181 | -17.00 | 4151.73 |
| 292 | 2016.01.11 23:59 | close at stop | 153 | 0.01 | 1.45481 | 0.00000 | 1.52395 | -19.14 | 4132.59 |
| 293 | 2016.01.11 23:59 | close at stop | 151 | 0.01 | 1.45481 | 0.00000 | 1.53097 | -26.16 | 4106.43 |
| 294 | 2016.01.11 23:59 | close at stop | 150 | 0.01 | 1.45481 | 0.00000 | 1.53184 | -27.03 | 4079.40 |
| 295 | 2016.01.11 23:59 | close at stop | 149 | 0.01 | 1.45481 | 0.00000 | 1.53453 | -29.72 | 4049.68 |
| 296 | 2016.01.11 23:59 | close at stop | 147 | 0.01 | 1.45481 | 0.00000 | 1.53978 | -34.97 | 4014.71 |
| 297 | 2016.01.11 23:59 | close at stop | 146 | 0.01 | 1.45492 | 0.00000 | 1.44186 | 36.94 | 4051.65 |
| 298 | 2016.01.11 23:59 | close at stop | 145 | 0.01 | 1.45492 | 0.00000 | 1.44204 | 37.12 | 4088.77 |
| 299 | 2016.01.11 23:59 | close at stop | 144 | 0.01 | 1.45492 | 0.00000 | 1.43776 | 32.84 | 4121.61 |
| 300 | 2016.01.11 23:59 | close at stop | 143 | 0.01 | 1.45492 | 0.00000 | 1.43759 | 32.67 | 4154.28 |
| 301 | 2016.01.11 23:59 | close at stop | 142 | 0.01 | 1.45481 | 0.00000 | 1.53852 | -33.71 | 4120.57 |
| 302 | 2016.01.11 23:59 | close at stop | 140 | 0.01 | 1.45481 | 0.00000 | 1.53932 | -34.51 | 4086.06 |
| 303 | 2016.01.11 23:59 | close at stop | 139 | 0.01 | 1.45481 | 0.00000 | 1.54039 | -35.58 | 4050.48 |
| 304 | 2016.01.11 23:59 | close at stop | 138 | 0.01 | 1.45481 | 0.00000 | 1.54281 | -38.00 | 4012.48 |
| 305 | 2016.01.11 23:59 | close at stop | 137 | 0.01 | 1.45481 | 0.00000 | 1.55007 | -45.26 | 3967.22 |
| 306 | 2016.01.11 23:59 | close at stop | 136 | 0.01 | 1.45481 | 0.00000 | 1.56374 | -58.93 | 3908.29 |
| 307 | 2016.01.11 23:59 | close at stop | 135 | 0.01 | 1.45481 | 0.00000 | 1.56576 | -60.95 | 3847.34 |
| 308 | 2016.01.11 23:59 | close at stop | 116 | 0.01 | 1.45481 | 0.00000 | 1.56256 | -57.75 | 3789.59 |
| 309 | 2016.01.11 23:59 | close at stop | 115 | 0.01 | 1.45481 | 0.00000 | 1.56845 | -63.64 | 3725.95 |
| 310 | 2016.01.11 23:59 | close at stop | 114 | 0.01 | 1.45481 | 0.00000 | 1.57495 | -70.14 | 3655.81 |
| 311 | 2016.01.11 23:59 | close at stop | 110 | 0.01 | 1.45481 | 0.00000 | 1.57017 | -65.36 | 3590.45 |
| 312 | 2016.01.11 23:59 | close at stop | 96 | 0.01 | 1.45481 | 0.00000 | 1.58807 | -83.26 | 3507.19 |
| 313 | 2016.01.11 23:59 | close at stop | 93 | 0.01 | 1.45481 | 0.00000 | 1.59085 | -86.04 | 3421.15 |
| 314 | 2016.01.11 23:59 | close at stop | 84 | 0.01 | 1.45481 | 0.00000 | 1.58949 | -84.68 | 3336.47 |
| 315 | 2016.01.11 23:59 | close at stop | 83 | 0.01 | 1.45481 | 0.00000 | 1.58930 | -84.49 | 3251.98 |
| 316 | 2016.01.11 23:59 | close at stop | 82 | 0.01 | 1.45481 | 0.00000 | 1.59240 | -87.59 | 3164.39 |
| 317 | 2016.01.11 23:59 | close at stop | 81 | 0.01 | 1.45481 | 0.00000 | 1.59150 | -86.69 | 3077.70 |
| 318 | 2016.01.11 23:59 | close at stop | 80 | 0.01 | 1.45481 | 0.00000 | 1.59314 | -88.33 | 2989.37 |
| 319 | 2016.01.11 23:59 | close at stop | 79 | 0.01 | 1.45481 | 0.00000 | 1.59537 | -90.56 | 2898.81 |
| 320 | 2016.01.11 23:59 | close at stop | 76 | 0.01 | 1.45481 | 0.00000 | 1.59389 | -89.08 | 2809.73 |
| 321 | 2016.01.11 23:59 | close at stop | 73 | 0.01 | 1.45481 | 0.00000 | 1.59785 | -93.04 | 2716.69 |
| 322 | 2016.01.11 23:59 | close at stop | 51 | 0.01 | 1.45481 | 0.00000 | 1.60087 | -96.06 | 2620.63 |
| 323 | 2016.01.11 23:59 | close at stop | 50 | 0.01 | 1.45481 | 0.00000 | 1.56662 | -101.81 | 2518.82 |
| 324 | 2016.01.11 23:59 | close at stop | 49 | 0.01 | 1.45481 | 0.00000 | 1.60228 | -97.47 | 2421.35 |