StrategyQuant Report
Strategy 1.11
| Symbol | EURUSD_fhdb | Period | D1 : 01.11.2007 - 29.03.2013 |
|---|---|---|---|
| Initial deposit | 10000.0 | Model | |
| Parameters | |||
Total Profit
$ 3784.9
Profit in pips
3784.89 pips
Yearly Avg profit
$ 769.81
Yearly Avg % ret.
$ 6.7
%
# of trades
283
Sharpe ratio
0.12
Profit factor
1.47
Return / DD ratio
4.34
Winning %
27.92 %
Drawdown
$ 872.3
% Drawdown
7.86 %
Daily Avg profit
$ 2.1
Monthly Avg profit
$ 64.15
Average trade
$ 70.32
Monthly Avg % ret.
0.54 %
Annual %/ Max DD %
0.85
R Expectancy
0.34 R
Yearly R Expectan.
19.49 R
Monthly Performance ($)
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
| 2013 | 160.7 | 161.1 | -106.6 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 215.2 |
| 2012 | 282.6 | 261.2 | -244.5 | -35.8 | 231.4 | -43.9 | 294.8 | -84.3 | 207.8 | 193.8 | 83.5 | 75.4 | 1222 |
| 2011 | 606.9 | 11.4 | -41.9 | -138.9 | -193.3 | 143.2 | -32.6 | 317.5 | -205 | 276.1 | -205 | 164.4 | 702.8 |
| 2010 | 23.3 | -142.3 | 80.8 | -59.3 | 35.5 | -206.5 | -104.2 | 311.9 | 286.6 | -101.6 | 514 | -164 | 474.2 |
| 2009 | 166.1 | -205.3 | 257.7 | 125.8 | -110.8 | -205 | -176.5 | -13 | -234 | 64.3 | -91.8 | 547.1 | 124.6 |
| 2008 | 0 | 0 | 0 | -164 | -32.7 | -53.9 | 99.8 | 366.9 | 362.6 | 705.8 | -197.4 | -41 | 1046.1 |
Stats
Strategy
| Wins/Losses Ratio | 0.39 | Payout Ratio (Avg Win/Loss) | 3.8 | Average # of Bars in Trade | 1.9 |
| AHPR | 0.12 | Z-Score | 0.39 | Z-Probability | 34.98 % |
| Expectancy | 13.37 | Deviation | $ 127.88 | Exposure | 67.95 % |
| Stagnation in Days | 565 | Stagnation in % | 31.28 % |
Trades
| # of Wins | 79 | # of Losses | 204 | ||||
| Gross Profit | $ 11843.2 | Gross Loss | $ -8058.3 | Average Win | $ 149.91 | Average Loss | $ -39.5 |
| Largest Win | $ 828.8 | Largest Loss | $ -41 | Max Consec Wins | 4 | Max Consec Losses | 14 |
| Avg Consec Wins | 1.34 | Avg Consec Loss | 3.46 | Avg # of Bars in Wins | 3.57 | Avg # of Bars in Losses | 1.25 |
Charts
Click on the chart to see bigger image
Trades by hour
Trades by weekday
Trades by year
P/L by hour
P/L by weekday
P/L by year
Wins/Losses by hour
Wins/Losses by weekday
Wins/Losses by month
Wins/Losses Profit by hour
Wins/Losses Profit by weekday
Wins/Losses Profit by monthTrades
| Order | Type | Open time | Open price | Size | Close time | Close price | Profit/Loss | Comment |
| 1 | SHORT Stop - 16.04.2008 00:00:00 | 16.04.2008 00:00:00 | 1.5759 | 0.1 | 17.04.2008 00:00:00 | 1.5799 | $ -41 | SL |
| 2 | LONG Stop - 18.04.2008 00:00:00 | 18.04.2008 00:00:00 | 1.594 | 0.1 | 21.04.2008 00:05:00 | 1.5899 | $ -41 | SL |
| 3 | SHORT Stop - 22.04.2008 00:00:00 | 22.04.2008 00:00:00 | 1.5837 | 0.1 | 23.04.2008 00:00:00 | 1.5878 | $ -41 | SL |
| 4 | SHORT Stop - 29.04.2008 00:00:00 | 29.04.2008 00:00:00 | 1.5577 | 0.1 | 30.04.2008 00:00:00 | 1.5618 | $ -41 | SL |
| 5 | SHORT Stop - 02.05.2008 00:00:00 | 02.05.2008 00:00:00 | 1.5436 | 0.1 | 05.05.2008 00:05:00 | 1.5477 | $ -41 | SL |
| 6 | SHORT Stop - 07.05.2008 00:00:00 | 07.05.2008 00:00:00 | 1.5391 | 0.1 | 08.05.2008 00:00:00 | 1.5432 | $ -41 | SL |
| 7 | SHORT Stop - 14.05.2008 00:00:00 | 14.05.2008 00:00:00 | 1.541 | 0.1 | 15.05.2008 00:00:00 | 1.5451 | $ -41 | SL |
| 8 | SHORT Stop - 27.05.2008 00:00:00 | 28.05.2008 00:00:00 | 1.566 | 0.1 | 30.05.2008 00:00:00 | 1.5569 | $ 90.3 | SL |
| 9 | SHORT Stop - 03.06.2008 00:00:00 | 03.06.2008 00:00:00 | 1.5455 | 0.1 | 05.06.2008 00:00:00 | 1.5493 | $ -38.5 | SL |
| 10 | LONG Stop - 28.04.2008 00:05:00 | 09.06.2008 00:05:00 | 1.5843 | 0.1 | 10.06.2008 00:00:00 | 1.5802 | $ -41 | SL |
| 11 | SHORT Stop - 09.06.2008 00:05:00 | 10.06.2008 00:00:00 | 1.5557 | 0.1 | 11.06.2008 00:00:00 | 1.5507 | $ 49.8 | SL |
| 12 | SHORT Stop - 12.06.2008 00:00:00 | 12.06.2008 00:00:00 | 1.549 | 0.1 | 13.06.2008 00:00:00 | 1.5484 | $ 5.8 | SL |
| 13 | LONG Stop - 16.06.2008 00:05:00 | 16.06.2008 00:05:00 | 1.5494 | 0.1 | 19.06.2008 00:00:00 | 1.5505 | $ 11 | SL |
| 14 | LONG Stop - 30.06.2008 00:05:00 | 30.06.2008 00:05:00 | 1.582 | 0.1 | 01.07.2008 00:00:00 | 1.5779 | $ -41 | SL |
| 15 | LONG Stop - 10.07.2008 00:00:00 | 10.07.2008 00:00:00 | 1.5771 | 0.1 | 16.07.2008 00:00:00 | 1.5832 | $ 60.9 | SL |
| 16 | SHORT Stop - 22.07.2008 00:00:00 | 22.07.2008 00:00:00 | 1.5822 | 0.1 | 29.07.2008 00:00:00 | 1.5742 | $ 79.9 | Exit rule |
| 17 | SHORT Stop - 30.07.2008 00:00:00 | 30.07.2008 00:00:00 | 1.5537 | 0.1 | 31.07.2008 00:00:00 | 1.5577 | $ -41 | SL |
| 18 | SHORT Stop - 01.08.2008 00:00:00 | 01.08.2008 00:00:00 | 1.5517 | 0.1 | 04.08.2008 00:05:00 | 1.5558 | $ -41 | SL |
| 19 | SHORT Stop - 05.08.2008 00:00:00 | 05.08.2008 00:00:00 | 1.5507 | 0.1 | 12.08.2008 00:00:00 | 1.4894 | $ 612.9 | Exit rule |
| 20 | LONG Stop - 13.08.2008 00:00:00 | 13.08.2008 00:00:00 | 1.4973 | 0.1 | 14.08.2008 00:00:00 | 1.4932 | $ -41 | SL |
| 21 | LONG Stop - 18.08.2008 00:05:00 | 18.08.2008 00:05:00 | 1.4716 | 0.1 | 19.08.2008 00:00:00 | 1.4675 | $ -41 | SL |
| 22 | SHORT Stop - 25.08.2008 00:05:00 | 25.08.2008 00:05:00 | 1.4714 | 0.1 | 26.08.2008 00:00:00 | 1.4755 | $ -41 | SL |
| 23 | LONG Stop - 27.08.2008 00:00:00 | 27.08.2008 00:00:00 | 1.477 | 0.1 | 28.08.2008 00:00:00 | 1.4729 | $ -41 | SL |
| 24 | LONG Stop - 29.08.2008 00:00:00 | 29.08.2008 00:00:00 | 1.4749 | 0.1 | 01.09.2008 00:05:00 | 1.4708 | $ -41 | SL |
| 25 | SHORT Stop - 02.09.2008 00:00:00 | 02.09.2008 00:00:00 | 1.457 | 0.1 | 08.09.2008 00:05:00 | 1.4374 | $ 195.8 | SL |
| 26 | LONG Stop - 09.09.2008 00:00:00 | 09.09.2008 00:00:00 | 1.4203 | 0.1 | 10.09.2008 00:00:00 | 1.4162 | $ -41 | SL |
| 27 | LONG Stop - 11.09.2008 00:00:00 | 12.09.2008 00:00:00 | 1.4075 | 0.1 | 19.09.2008 00:00:00 | 1.4324 | $ 248.8 | Exit rule |
| 28 | LONG Stop - 25.09.2008 00:00:00 | 25.09.2008 00:00:00 | 1.4762 | 0.1 | 26.09.2008 00:00:00 | 1.4721 | $ -41 | SL |
| 29 | LONG Stop - 07.10.2008 00:00:00 | 07.10.2008 00:00:00 | 1.362 | 0.1 | 08.10.2008 00:00:00 | 1.3579 | $ -41 | SL |
| 30 | LONG Stop - 09.10.2008 00:00:00 | 09.10.2008 00:00:00 | 1.3668 | 0.1 | 10.10.2008 00:00:00 | 1.3627 | $ -41 | SL |
| 31 | LONG Stop - 17.10.2008 00:00:00 | 17.10.2008 00:00:00 | 1.3502 | 0.1 | 20.10.2008 00:05:00 | 1.3461 | $ -41 | SL |
| 32 | SHORT Stop - 21.10.2008 00:00:00 | 21.10.2008 00:00:00 | 1.3291 | 0.1 | 28.10.2008 00:00:00 | 1.2463 | $ 828.8 | Exit rule |
| 33 | LONG Stop - 03.11.2008 00:05:00 | 03.11.2008 00:05:00 | 1.2823 | 0.1 | 04.11.2008 00:00:00 | 1.2782 | $ -41 | SL |
| 34 | SHORT Stop - 05.11.2008 00:00:00 | 07.11.2008 00:00:00 | 1.2655 | 0.1 | 10.11.2008 00:05:00 | 1.2696 | $ -41 | SL |
| 35 | SHORT Stop - 11.11.2008 00:00:00 | 11.11.2008 00:00:00 | 1.2642 | 0.1 | 13.11.2008 00:00:00 | 1.2683 | $ -41 | SL |
| 36 | LONG Stop - 17.11.2008 00:05:00 | 17.11.2008 00:05:00 | 1.2723 | 0.1 | 18.11.2008 00:00:00 | 1.2682 | $ -41 | SL |
| 37 | SHORT Stop - 19.11.2008 00:00:00 | 19.11.2008 00:00:00 | 1.2499 | 0.1 | 20.11.2008 00:00:00 | 1.254 | $ -41 | SL |
| 38 | SHORT Stop - 26.11.2008 00:00:00 | 26.11.2008 00:00:00 | 1.2832 | 0.1 | 27.11.2008 00:00:00 | 1.2873 | $ -41 | SL |
| 39 | SHORT Stop - 28.11.2008 00:00:00 | 28.11.2008 00:00:00 | 1.2823 | 0.1 | 05.12.2008 00:00:00 | 1.2774 | $ 48.6 | Exit rule |
| 40 | SHORT Stop - 18.12.2008 00:00:00 | 18.12.2008 00:00:00 | 1.4201 | 0.1 | 19.12.2008 00:00:00 | 1.4242 | $ -41 | SL |
| 41 | SHORT Stop - 02.01.2009 00:05:00 | 02.01.2009 00:05:00 | 1.384 | 0.1 | 05.01.2009 00:05:00 | 1.3881 | $ -41 | SL |
| 42 | SHORT Stop - 06.01.2009 00:00:00 | 06.01.2009 00:00:00 | 1.3601 | 0.1 | 07.01.2009 00:00:00 | 1.3642 | $ -41 | SL |
| 43 | SHORT Stop - 08.01.2009 00:00:00 | 09.01.2009 00:00:00 | 1.3469 | 0.1 | 16.01.2009 00:00:00 | 1.3139 | $ 330.1 | Exit rule |
| 44 | LONG Stop - 21.01.2009 00:00:00 | 21.01.2009 00:00:00 | 1.2988 | 0.1 | 22.01.2009 00:00:00 | 1.2947 | $ -41 | SL |
| 45 | LONG Stop - 26.01.2009 00:05:00 | 26.01.2009 00:05:00 | 1.308 | 0.1 | 29.01.2009 00:00:00 | 1.3039 | $ -41 | SL |
| 46 | LONG Stop - 03.02.2009 00:00:00 | 03.02.2009 00:00:00 | 1.2923 | 0.1 | 04.02.2009 00:00:00 | 1.2882 | $ -41 | SL |
| 47 | LONG Stop - 06.02.2009 00:00:00 | 06.02.2009 00:00:00 | 1.2933 | 0.1 | 09.02.2009 00:05:00 | 1.2892 | $ -41 | SL |
| 48 | LONG Stop - 10.02.2009 00:00:00 | 10.02.2009 00:00:00 | 1.3018 | 0.1 | 11.02.2009 00:00:00 | 1.2977 | $ -41 | SL |
| 49 | SHORT Stop - 17.02.2009 00:00:00 | 17.02.2009 00:00:00 | 1.2627 | 0.1 | 19.02.2009 00:00:00 | 1.2667 | $ -41 | SL |
| 50 | LONG Stop - 20.02.2009 00:00:00 | 20.02.2009 00:00:00 | 1.2729 | 0.1 | 23.02.2009 00:05:00 | 1.2746 | $ 17.2 | SL |
| 51 | LONG Stop - 24.02.2009 00:00:00 | 24.02.2009 00:00:00 | 1.2753 | 0.1 | 25.02.2009 00:00:00 | 1.2736 | $ -17.5 | SL |
| 52 | LONG Stop - 26.02.2009 00:00:00 | 26.02.2009 00:00:00 | 1.2809 | 0.1 | 27.02.2009 00:00:00 | 1.2768 | $ -41 | SL |
| 53 | LONG Stop - 04.03.2009 00:00:00 | 04.03.2009 00:00:00 | 1.2589 | 0.1 | 05.03.2009 00:00:00 | 1.262 | $ 31.2 | SL |
| 54 | LONG Stop - 10.03.2009 00:00:00 | 10.03.2009 00:00:00 | 1.2744 | 0.1 | 11.03.2009 00:00:00 | 1.2703 | $ -41 | SL |
| 55 | LONG Stop - 12.03.2009 00:00:00 | 12.03.2009 00:00:00 | 1.2911 | 0.1 | 13.03.2009 00:00:00 | 1.287 | $ -41 | SL |
| 56 | LONG Stop - 16.03.2009 00:05:00 | 16.03.2009 00:05:00 | 1.3033 | 0.1 | 17.03.2009 00:00:00 | 1.2992 | $ -41 | SL |
| 57 | LONG Stop - 18.03.2009 00:00:00 | 18.03.2009 00:00:00 | 1.3144 | 0.1 | 25.03.2009 00:00:00 | 1.3493 | $ 349.5 | Exit rule |
| 58 | LONG Stop - 02.04.2009 00:00:00 | 02.04.2009 00:00:00 | 1.3309 | 0.1 | 03.04.2009 00:00:00 | 1.3441 | $ 132.7 | SL |
| 59 | SHORT Stop - 06.04.2009 00:05:00 | 07.04.2009 00:00:00 | 1.3256 | 0.1 | 08.04.2009 00:00:00 | 1.3297 | $ -41 | SL |
| 60 | LONG Stop - 10.04.2009 00:00:00 | 13.04.2009 00:05:00 | 1.3307 | 0.1 | 14.04.2009 00:00:00 | 1.3266 | $ -41 | SL |
| 61 | SHORT Stop - 16.04.2009 00:00:00 | 16.04.2009 00:00:00 | 1.3162 | 0.1 | 23.04.2009 00:00:00 | 1.3004 | $ 157.1 | Exit rule |
| 62 | SHORT Stop - 27.04.2009 00:05:00 | 27.04.2009 00:05:00 | 1.3024 | 0.1 | 28.04.2009 00:00:00 | 1.3065 | $ -41 | SL |
| 63 | LONG Stop - 30.04.2009 00:00:00 | 30.04.2009 00:00:00 | 1.3261 | 0.1 | 01.05.2009 00:00:00 | 1.322 | $ -41 | SL |
| 64 | SHORT Stop - 05.05.2009 00:00:00 | 06.05.2009 00:00:00 | 1.3254 | 0.1 | 07.05.2009 00:00:00 | 1.3295 | $ -41 | SL |
| 65 | LONG Stop - 06.05.2009 00:00:00 | 07.05.2009 00:00:00 | 1.3446 | 0.1 | 08.05.2009 00:00:00 | 1.3405 | $ -41 | SL |
| 66 | LONG Stop - 11.05.2009 00:05:00 | 11.05.2009 00:05:00 | 1.3666 | 0.1 | 12.05.2009 00:00:00 | 1.3625 | $ -41 | SL |
| 67 | LONG Stop - 20.05.2009 00:00:00 | 20.05.2009 00:00:00 | 1.3775 | 0.1 | 21.05.2009 00:00:00 | 1.3734 | $ -41 | SL |
| 68 | LONG Stop - 22.05.2009 00:00:00 | 22.05.2009 00:00:00 | 1.3948 | 0.1 | 26.05.2009 00:00:00 | 1.3907 | $ -41 | SL |
| 69 | LONG Stop - 29.05.2009 00:00:00 | 29.05.2009 00:00:00 | 1.4045 | 0.1 | 03.06.2009 00:00:00 | 1.4139 | $ 94.2 | SL |
| 70 | LONG Stop - 09.06.2009 00:00:00 | 09.06.2009 00:00:00 | 1.4075 | 0.1 | 10.06.2009 00:00:00 | 1.4034 | $ -41 | SL |
| 71 | LONG Stop - 11.06.2009 00:00:00 | 11.06.2009 00:00:00 | 1.4033 | 0.1 | 12.06.2009 00:00:00 | 1.3992 | $ -41 | SL |
| 72 | LONG Stop - 17.06.2009 00:00:00 | 17.06.2009 00:00:00 | 1.3904 | 0.1 | 22.06.2009 00:05:00 | 1.3863 | $ -41 | SL |
| 73 | LONG Stop - 23.06.2009 00:00:00 | 23.06.2009 00:00:00 | 1.394 | 0.1 | 24.06.2009 00:00:00 | 1.3899 | $ -41 | SL |
| 74 | LONG Stop - 26.06.2009 00:00:00 | 26.06.2009 00:00:00 | 1.4084 | 0.1 | 29.06.2009 00:05:00 | 1.4043 | $ -41 | SL |
| 75 | LONG Stop - 01.07.2009 00:00:00 | 01.07.2009 00:00:00 | 1.4158 | 0.1 | 02.07.2009 00:00:00 | 1.4117 | $ -41 | SL |
| 76 | SHORT Stop - 06.07.2009 00:05:00 | 06.07.2009 00:05:00 | 1.3944 | 0.1 | 07.07.2009 00:00:00 | 1.3985 | $ -41 | SL |
| 77 | LONG Stop - 09.07.2009 00:00:00 | 09.07.2009 00:00:00 | 1.406 | 0.1 | 10.07.2009 00:00:00 | 1.4019 | $ -41 | SL |
| 78 | LONG Stop - 14.07.2009 00:00:00 | 15.07.2009 00:00:00 | 1.4033 | 0.1 | 16.07.2009 00:00:00 | 1.4084 | $ 50.5 | SL |
| 79 | LONG Stop - 20.07.2009 00:05:00 | 20.07.2009 00:05:00 | 1.4181 | 0.1 | 22.07.2009 00:00:00 | 1.4159 | $ -22 | SL |
| 80 | SHORT Stop - 23.07.2009 00:00:00 | 23.07.2009 00:00:00 | 1.4158 | 0.1 | 24.07.2009 00:00:00 | 1.4199 | $ -41 | SL |
| 81 | SHORT Stop - 28.07.2009 00:00:00 | 28.07.2009 00:00:00 | 1.4155 | 0.1 | 29.07.2009 00:00:00 | 1.4196 | $ -41 | SL |
| 82 | SHORT Stop - 07.08.2009 00:00:00 | 07.08.2009 00:00:00 | 1.4305 | 0.1 | 12.08.2009 00:00:00 | 1.4236 | $ 69 | SL |
| 83 | SHORT Stop - 17.08.2009 00:05:00 | 17.08.2009 00:05:00 | 1.4122 | 0.1 | 19.08.2009 00:00:00 | 1.4162 | $ -41 | SL |
| 84 | SHORT Stop - 26.08.2009 00:00:00 | 26.08.2009 00:00:00 | 1.4241 | 0.1 | 27.08.2009 00:00:00 | 1.4282 | $ -41 | SL |
| 85 | SHORT Stop - 01.09.2009 00:00:00 | 01.09.2009 00:00:00 | 1.4229 | 0.1 | 02.09.2009 00:00:00 | 1.4258 | $ -29 | SL |
| 86 | SHORT Stop - 04.09.2009 00:00:00 | 04.09.2009 00:00:00 | 1.4198 | 0.1 | 07.09.2009 00:05:00 | 1.4239 | $ -41 | SL |
| 87 | SHORT Stop - 14.09.2009 00:05:00 | 14.09.2009 00:05:00 | 1.4552 | 0.1 | 15.09.2009 00:00:00 | 1.4593 | $ -41 | SL |
| 88 | SHORT Stop - 18.09.2009 00:00:00 | 18.09.2009 00:00:00 | 1.4695 | 0.1 | 22.09.2009 00:00:00 | 1.4736 | $ -41 | SL |
| 89 | SHORT Stop - 23.09.2009 00:00:00 | 23.09.2009 00:00:00 | 1.469 | 0.1 | 24.09.2009 00:00:00 | 1.4731 | $ -41 | SL |
| 90 | SHORT Stop - 29.09.2009 00:00:00 | 29.09.2009 00:00:00 | 1.4552 | 0.1 | 30.09.2009 00:00:00 | 1.4593 | $ -41 | SL |
| 91 | LONG Stop - 02.10.2009 00:00:00 | 06.10.2009 00:00:00 | 1.468 | 0.1 | 09.10.2009 00:00:00 | 1.4765 | $ 84.5 | SL |
| 92 | LONG Stop - 12.10.2009 00:05:00 | 12.10.2009 00:05:00 | 1.4787 | 0.1 | 15.10.2009 00:00:00 | 1.4846 | $ 58.8 | SL |
| 93 | LONG Stop - 21.10.2009 00:00:00 | 21.10.2009 00:00:00 | 1.5009 | 0.1 | 22.10.2009 00:00:00 | 1.4971 | $ -38 | SL |
| 94 | LONG Stop - 29.10.2009 00:00:00 | 29.10.2009 00:00:00 | 1.4835 | 0.1 | 30.10.2009 00:00:00 | 1.4794 | $ -41 | SL |
| 95 | LONG Stop - 02.11.2009 00:05:00 | 02.11.2009 00:05:00 | 1.4847 | 0.1 | 03.11.2009 00:00:00 | 1.4806 | $ -41 | SL |
| 96 | LONG Stop - 04.11.2009 00:00:00 | 04.11.2009 00:00:00 | 1.4765 | 0.1 | 10.11.2009 00:00:00 | 1.4942 | $ 177.4 | SL |
| 97 | LONG Stop - 11.11.2009 00:00:00 | 11.11.2009 00:00:00 | 1.5021 | 0.1 | 12.11.2009 00:00:00 | 1.498 | $ -41 | SL |
| 98 | LONG Stop - 16.11.2009 00:05:00 | 16.11.2009 00:05:00 | 1.4977 | 0.1 | 17.11.2009 00:00:00 | 1.4936 | $ -41 | SL |
| 99 | LONG Stop - 18.11.2009 00:00:00 | 18.11.2009 00:00:00 | 1.4947 | 0.1 | 19.11.2009 00:00:00 | 1.4906 | $ -41 | SL |
| 100 | LONG Stop - 23.11.2009 00:05:00 | 23.11.2009 00:05:00 | 1.4972 | 0.1 | 24.11.2009 00:00:00 | 1.4931 | $ -41 | SL |
| 101 | LONG Stop - 25.11.2009 00:00:00 | 25.11.2009 00:00:00 | 1.5035 | 0.1 | 26.11.2009 00:00:00 | 1.5012 | $ -23.2 | SL |
| 102 | SHORT Stop - 27.11.2009 00:00:00 | 27.11.2009 00:00:00 | 1.497 | 0.1 | 30.11.2009 00:05:00 | 1.5011 | $ -41 | SL |
| 103 | LONG Stop - 01.12.2009 00:00:00 | 01.12.2009 00:00:00 | 1.5069 | 0.1 | 02.12.2009 00:00:00 | 1.5046 | $ -23.5 | SL |
| 104 | SHORT Stop - 04.12.2009 00:00:00 | 04.12.2009 00:00:00 | 1.5024 | 0.1 | 11.12.2009 00:00:00 | 1.4734 | $ 290.2 | Exit rule |
| 105 | SHORT Stop - 15.12.2009 00:00:00 | 15.12.2009 00:00:00 | 1.4557 | 0.1 | 22.12.2009 00:00:00 | 1.4276 | $ 280.4 | Exit rule |
| 106 | SHORT Stop - 06.01.2010 00:00:00 | 06.01.2010 00:00:00 | 1.4319 | 0.1 | 07.01.2010 00:00:00 | 1.436 | $ -41 | SL |
| 107 | SHORT Stop - 08.01.2010 00:00:00 | 08.01.2010 00:00:00 | 1.4273 | 0.1 | 11.01.2010 00:05:00 | 1.4314 | $ -41 | SL |
| 108 | SHORT Stop - 14.01.2010 00:00:00 | 14.01.2010 00:00:00 | 1.4457 | 0.1 | 15.01.2010 00:00:00 | 1.4498 | $ -41 | SL |
| 109 | SHORT Stop - 19.01.2010 00:00:00 | 19.01.2010 00:00:00 | 1.4367 | 0.1 | 22.01.2010 00:00:00 | 1.4179 | $ 187.3 | SL |
| 110 | SHORT Stop - 26.01.2010 00:00:00 | 27.01.2010 00:00:00 | 1.4 | 0.1 | 28.01.2010 00:00:00 | 1.4041 | $ -41 | SL |
| 111 | LONG Stop - 01.02.2010 00:05:00 | 02.02.2010 00:00:00 | 1.3956 | 0.1 | 03.02.2010 00:00:00 | 1.3915 | $ -41 | SL |
| 112 | SHORT Stop - 04.02.2010 00:00:00 | 04.02.2010 00:00:00 | 1.3745 | 0.1 | 09.02.2010 00:00:00 | 1.374 | $ 5.3 | SL |
| 113 | LONG Stop - 11.02.2010 00:00:00 | 11.02.2010 00:00:00 | 1.3798 | 0.1 | 12.02.2010 00:00:00 | 1.3757 | $ -41 | SL |
| 114 | LONG Stop - 15.02.2010 00:05:00 | 16.02.2010 00:00:00 | 1.3727 | 0.1 | 17.02.2010 00:00:00 | 1.3686 | $ -41 | SL |
| 115 | SHORT Stop - 16.02.2010 00:00:00 | 18.02.2010 00:00:00 | 1.3567 | 0.1 | 19.02.2010 00:00:00 | 1.351 | $ 57.4 | SL |
| 116 | SHORT Stop - 23.02.2010 00:00:00 | 23.02.2010 00:00:00 | 1.3513 | 0.1 | 24.02.2010 00:00:00 | 1.3554 | $ -41 | SL |
| 117 | LONG Stop - 25.02.2010 00:00:00 | 25.02.2010 00:00:00 | 1.3558 | 0.1 | 01.03.2010 00:05:00 | 1.3517 | $ -41 | SL |
| 118 | LONG Stop - 02.03.2010 00:00:00 | 02.03.2010 00:00:00 | 1.3619 | 0.1 | 04.03.2010 00:00:00 | 1.3578 | $ -41 | SL |
| 119 | SHORT Stop - 09.03.2010 00:00:00 | 09.03.2010 00:00:00 | 1.3562 | 0.1 | 10.03.2010 00:00:00 | 1.3603 | $ -41 | SL |
| 120 | LONG Stop - 05.03.2010 00:00:00 | 12.03.2010 00:00:00 | 1.3726 | 0.1 | 15.03.2010 00:05:00 | 1.3685 | $ -41 | SL |
| 121 | SHORT Stop - 18.03.2010 00:00:00 | 18.03.2010 00:00:00 | 1.3666 | 0.1 | 22.03.2010 00:05:00 | 1.3526 | $ 139.7 | SL |
| 122 | SHORT Stop - 24.03.2010 00:00:00 | 24.03.2010 00:00:00 | 1.346 | 0.1 | 26.03.2010 00:00:00 | 1.3422 | $ 37.7 | SL |
| 123 | LONG Stop - 31.03.2010 00:00:00 | 31.03.2010 00:00:00 | 1.3438 | 0.1 | 05.04.2010 00:00:00 | 1.3464 | $ 26.4 | SL |
| 124 | SHORT Stop - 06.04.2010 00:00:00 | 06.04.2010 00:00:00 | 1.3441 | 0.1 | 09.04.2010 00:00:00 | 1.3377 | $ 63.7 | SL |
| 125 | LONG Stop - 14.04.2010 00:00:00 | 14.04.2010 00:00:00 | 1.3675 | 0.1 | 15.04.2010 00:00:00 | 1.3634 | $ -41 | SL |
| 126 | SHORT Stop - 22.04.2010 00:00:00 | 22.04.2010 00:00:00 | 1.334 | 0.1 | 23.04.2010 00:00:00 | 1.3381 | $ -41 | SL |
| 127 | LONG Stop - 29.04.2010 00:00:00 | 29.04.2010 00:00:00 | 1.3274 | 0.1 | 30.04.2010 00:00:00 | 1.3233 | $ -41 | SL |
| 128 | LONG Stop - 07.05.2010 00:00:00 | 07.05.2010 00:00:00 | 1.2768 | 0.1 | 11.05.2010 00:00:00 | 1.2727 | $ -41 | SL |
| 129 | LONG Stop - 12.05.2010 00:00:00 | 12.05.2010 00:00:00 | 1.2652 | 0.1 | 13.05.2010 00:00:00 | 1.2611 | $ -41 | SL |
| 130 | LONG Stop - 19.05.2010 00:00:00 | 19.05.2010 00:00:00 | 1.2298 | 0.1 | 24.05.2010 00:00:00 | 1.2456 | $ 158.5 | SL |
| 131 | LONG Stop - 27.05.2010 00:00:00 | 27.05.2010 00:00:00 | 1.2343 | 0.1 | 28.05.2010 00:00:00 | 1.2302 | $ -41 | SL |
| 132 | LONG Stop - 31.05.2010 00:00:00 | 01.06.2010 00:00:00 | 1.2347 | 0.1 | 02.06.2010 00:00:00 | 1.2306 | $ -41 | SL |
| 133 | SHORT Stop - 01.06.2010 00:00:00 | 01.06.2010 00:00:00 | 1.2205 | 0.1 | 03.06.2010 00:00:00 | 1.2246 | $ -41 | SL |
| 134 | LONG Stop - 09.06.2010 00:00:00 | 09.06.2010 00:00:00 | 1.1981 | 0.1 | 10.06.2010 00:00:00 | 1.1959 | $ -21.8 | SL |
| 135 | SHORT Stop - 17.06.2010 00:00:00 | 17.06.2010 00:00:00 | 1.2246 | 0.1 | 18.06.2010 00:00:00 | 1.2287 | $ -41 | SL |
| 136 | SHORT Stop - 21.06.2010 00:00:00 | 21.06.2010 00:00:00 | 1.2361 | 0.1 | 28.06.2010 00:00:00 | 1.2382 | $ -20.7 | Exit rule |
| 137 | SHORT Stop - 29.06.2010 00:00:00 | 29.06.2010 00:00:00 | 1.2253 | 0.1 | 30.06.2010 00:00:00 | 1.2294 | $ -41 | SL |
| 138 | SHORT Stop - 12.07.2010 00:00:00 | 12.07.2010 00:00:00 | 1.2598 | 0.1 | 13.07.2010 00:00:00 | 1.2639 | $ -41 | SL |
| 139 | LONG Stop - 16.07.2010 00:00:00 | 16.07.2010 00:00:00 | 1.2947 | 0.1 | 19.07.2010 00:00:00 | 1.2907 | $ -41 | SL |
| 140 | SHORT Stop - 21.07.2010 00:00:00 | 21.07.2010 00:00:00 | 1.2802 | 0.1 | 22.07.2010 00:00:00 | 1.2783 | $ 18.8 | SL |
| 141 | SHORT Stop - 30.07.2010 00:00:00 | 30.07.2010 00:00:00 | 1.3015 | 0.1 | 02.08.2010 00:00:00 | 1.3056 | $ -41 | SL |
| 142 | SHORT Stop - 10.08.2010 00:00:00 | 10.08.2010 00:00:00 | 1.3177 | 0.1 | 17.08.2010 00:00:00 | 1.2824 | $ 352.9 | Exit rule |
| 143 | SHORT Stop - 20.08.2010 00:00:00 | 20.08.2010 00:00:00 | 1.27 | 0.1 | 26.08.2010 00:00:00 | 1.2741 | $ -41 | SL |
| 144 | SHORT Stop - 07.09.2010 00:00:00 | 07.09.2010 00:00:00 | 1.2834 | 0.1 | 13.09.2010 00:00:00 | 1.2745 | $ 88.2 | SL |
| 145 | LONG Stop - 15.09.2010 00:00:00 | 15.09.2010 00:00:00 | 1.3016 | 0.1 | 16.09.2010 00:00:00 | 1.2975 | $ -41 | SL |
| 146 | LONG Stop - 17.09.2010 00:00:00 | 17.09.2010 00:00:00 | 1.3112 | 0.1 | 20.09.2010 00:00:00 | 1.3071 | $ -41 | SL |
| 147 | LONG Stop - 22.09.2010 00:00:00 | 22.09.2010 00:00:00 | 1.3304 | 0.1 | 29.09.2010 00:00:00 | 1.3584 | $ 280.4 | Exit rule |
| 148 | LONG Stop - 01.10.2010 00:00:00 | 01.10.2010 00:00:00 | 1.3743 | 0.1 | 04.10.2010 00:00:00 | 1.3702 | $ -41 | SL |
| 149 | LONG Stop - 05.10.2010 00:00:00 | 05.10.2010 00:00:00 | 1.3813 | 0.1 | 12.10.2010 00:00:00 | 1.3881 | $ 68 | Exit rule |
| 150 | LONG Stop - 14.10.2010 00:00:00 | 14.10.2010 00:00:00 | 1.4046 | 0.1 | 15.10.2010 00:00:00 | 1.4041 | $ -5.6 | SL |
| 151 | LONG Stop - 20.10.2010 00:00:00 | 20.10.2010 00:00:00 | 1.3923 | 0.1 | 21.10.2010 00:00:00 | 1.3882 | $ -41 | SL |
| 152 | LONG Stop - 22.10.2010 00:00:00 | 22.10.2010 00:00:00 | 1.3942 | 0.1 | 26.10.2010 00:00:00 | 1.3901 | $ -41 | SL |
| 153 | LONG Stop - 28.10.2010 00:00:00 | 28.10.2010 00:00:00 | 1.3866 | 0.1 | 29.10.2010 00:00:00 | 1.3825 | $ -41 | SL |
| 154 | LONG Stop - 02.11.2010 00:00:00 | 02.11.2010 00:00:00 | 1.3992 | 0.1 | 05.11.2010 00:00:00 | 1.4205 | $ 213.3 | SL |
| 155 | SHORT Stop - 12.11.2010 00:00:00 | 12.11.2010 00:00:00 | 1.3612 | 0.1 | 15.11.2010 00:00:00 | 1.3653 | $ -41 | SL |
| 156 | SHORT Stop - 16.11.2010 00:00:00 | 16.11.2010 00:00:00 | 1.3547 | 0.1 | 18.11.2010 00:00:00 | 1.3588 | $ -41 | SL |
| 157 | SHORT Stop - 23.11.2010 00:00:00 | 23.11.2010 00:00:00 | 1.3494 | 0.1 | 30.11.2010 00:00:00 | 1.3111 | $ 382.7 | Exit rule |
| 158 | SHORT Stop - 07.12.2010 00:00:00 | 08.12.2010 00:00:00 | 1.3211 | 0.1 | 09.12.2010 00:00:00 | 1.3252 | $ -41 | SL |
| 159 | SHORT Stop - 10.12.2010 00:00:00 | 10.12.2010 00:00:00 | 1.3197 | 0.1 | 13.12.2010 00:01:00 | 1.3239 | $ -41 | SL |
| 160 | LONG Stop - 08.12.2010 00:00:00 | 13.12.2010 00:01:00 | 1.3371 | 0.1 | 15.12.2010 00:00:00 | 1.333 | $ -41 | SL |
| 161 | SHORT Stop - 16.12.2010 00:00:00 | 16.12.2010 00:00:00 | 1.3197 | 0.1 | 17.12.2010 00:00:00 | 1.3238 | $ -41 | SL |
| 162 | SHORT Stop - 05.01.2011 00:00:00 | 05.01.2011 00:00:00 | 1.3263 | 0.1 | 11.01.2011 00:00:00 | 1.2977 | $ 285.7 | SL |
| 163 | LONG Stop - 12.01.2011 00:00:00 | 12.01.2011 00:00:00 | 1.3022 | 0.1 | 19.01.2011 00:00:00 | 1.3384 | $ 362.2 | Exit rule |
| 164 | LONG Stop - 20.01.2011 00:00:00 | 20.01.2011 00:00:00 | 1.3506 | 0.1 | 21.01.2011 00:00:00 | 1.3465 | $ -41 | SL |
| 165 | LONG Stop - 01.02.2011 00:00:00 | 01.02.2011 00:00:00 | 1.3821 | 0.1 | 02.02.2011 00:00:00 | 1.378 | $ -41 | SL |
| 166 | LONG Stop - 08.02.2011 00:00:00 | 08.02.2011 00:00:00 | 1.3657 | 0.1 | 09.02.2011 00:00:00 | 1.3616 | $ -41 | SL |
| 167 | LONG Stop - 16.02.2011 00:00:00 | 16.02.2011 00:00:00 | 1.352 | 0.1 | 23.02.2011 00:00:00 | 1.3654 | $ 134.4 | Exit rule |
| 168 | LONG Stop - 25.02.2011 00:00:00 | 25.02.2011 00:00:00 | 1.3815 | 0.1 | 28.02.2011 00:00:00 | 1.3774 | $ -41 | SL |
| 169 | LONG Stop - 02.03.2011 00:00:00 | 02.03.2011 00:00:00 | 1.3854 | 0.1 | 03.03.2011 00:00:00 | 1.3836 | $ -18 | SL |
| 170 | LONG Stop - 04.03.2011 00:00:00 | 04.03.2011 00:00:00 | 1.3993 | 0.1 | 08.03.2011 00:00:00 | 1.3952 | $ -41 | SL |
| 171 | LONG Stop - 11.03.2011 00:00:00 | 14.03.2011 00:00:00 | 1.3922 | 0.1 | 15.03.2011 00:00:00 | 1.3881 | $ -41 | SL |
| 172 | LONG Stop - 17.03.2011 00:00:00 | 17.03.2011 00:00:00 | 1.4012 | 0.1 | 23.03.2011 00:00:00 | 1.4152 | $ 140.1 | SL |
| 173 | SHORT Stop - 24.03.2011 00:00:00 | 24.03.2011 00:00:00 | 1.4083 | 0.1 | 25.03.2011 00:00:00 | 1.4124 | $ -41 | SL |
| 174 | SHORT Stop - 30.03.2011 00:00:00 | 30.03.2011 00:00:00 | 1.4054 | 0.1 | 31.03.2011 00:00:00 | 1.4095 | $ -41 | SL |
| 175 | LONG Stop - 06.04.2011 00:00:00 | 06.04.2011 00:00:00 | 1.4328 | 0.1 | 07.04.2011 00:00:00 | 1.4312 | $ -15.9 | SL |
| 176 | SHORT Stop - 12.04.2011 00:00:00 | 12.04.2011 00:00:00 | 1.4385 | 0.1 | 13.04.2011 00:00:00 | 1.4426 | $ -41 | SL |
| 177 | SHORT Stop - 14.04.2011 00:00:00 | 14.04.2011 00:00:00 | 1.4423 | 0.1 | 15.04.2011 00:00:00 | 1.4464 | $ -41 | SL |
| 178 | SHORT Stop - 26.04.2011 00:00:00 | 26.04.2011 00:00:00 | 1.4501 | 0.1 | 27.04.2011 00:00:00 | 1.4542 | $ -41 | SL |
| 179 | SHORT Stop - 02.05.2011 00:00:00 | 02.05.2011 00:00:00 | 1.4779 | 0.1 | 03.05.2011 00:00:00 | 1.482 | $ -41 | SL |
| 180 | SHORT Stop - 04.05.2011 00:00:00 | 04.05.2011 00:00:00 | 1.4788 | 0.1 | 05.05.2011 00:00:00 | 1.4829 | $ -41 | SL |
| 181 | SHORT Stop - 12.05.2011 00:00:00 | 12.05.2011 00:00:00 | 1.4149 | 0.1 | 13.05.2011 00:00:00 | 1.419 | $ -41 | SL |
| 182 | LONG Stop - 16.05.2011 00:00:00 | 16.05.2011 00:00:00 | 1.4188 | 0.1 | 17.05.2011 00:00:00 | 1.4146 | $ -41 | SL |
| 183 | SHORT Stop - 20.05.2011 00:00:00 | 20.05.2011 00:00:00 | 1.4174 | 0.1 | 26.05.2011 00:00:00 | 1.4203 | $ -29.3 | SL |
| 184 | LONG Stop - 01.06.2011 00:00:00 | 01.06.2011 00:00:00 | 1.4404 | 0.1 | 02.06.2011 00:00:00 | 1.4363 | $ -41 | SL |
| 185 | LONG Stop - 07.06.2011 00:00:00 | 07.06.2011 00:00:00 | 1.4679 | 0.1 | 08.06.2011 00:00:00 | 1.4638 | $ -41 | SL |
| 186 | SHORT Stop - 31.05.2011 00:00:00 | 15.06.2011 00:00:00 | 1.4215 | 0.1 | 17.06.2011 00:00:00 | 1.4255 | $ -41 | SL |
| 187 | LONG Stop - 20.06.2011 00:00:00 | 20.06.2011 00:00:00 | 1.4323 | 0.1 | 22.06.2011 00:00:00 | 1.4375 | $ 51.6 | SL |
| 188 | LONG Stop - 28.06.2011 00:00:00 | 28.06.2011 00:00:00 | 1.4326 | 0.1 | 05.07.2011 00:00:00 | 1.4541 | $ 214.6 | Exit rule |
| 189 | LONG Stop - 13.07.2011 00:00:00 | 13.07.2011 00:00:00 | 1.4109 | 0.1 | 18.07.2011 00:00:00 | 1.4068 | $ -41 | SL |
| 190 | LONG Stop - 19.07.2011 00:00:00 | 19.07.2011 00:00:00 | 1.4144 | 0.1 | 21.07.2011 00:00:00 | 1.4193 | $ 49.4 | SL |
| 191 | SHORT Stop - 26.07.2011 00:00:00 | 28.07.2011 00:00:00 | 1.4327 | 0.1 | 29.07.2011 00:00:00 | 1.4368 | $ -41 | SL |
| 192 | LONG Stop - 03.08.2011 00:00:00 | 03.08.2011 00:00:00 | 1.4353 | 0.1 | 04.08.2011 00:00:00 | 1.4312 | $ -41 | SL |
| 193 | LONG Stop - 05.08.2011 00:00:00 | 05.08.2011 00:00:00 | 1.4236 | 0.1 | 08.08.2011 00:00:00 | 1.4278 | $ 42.1 | SL |
| 194 | LONG Stop - 09.08.2011 00:00:00 | 09.08.2011 00:00:00 | 1.4241 | 0.1 | 10.08.2011 00:00:00 | 1.4282 | $ 41.4 | SL |
| 195 | LONG Stop - 12.08.2011 00:00:00 | 12.08.2011 00:00:00 | 1.4276 | 0.1 | 18.08.2011 00:00:00 | 1.4327 | $ 51 | SL |
| 196 | SHORT Stop - 22.08.2011 00:00:00 | 22.08.2011 00:00:00 | 1.4346 | 0.1 | 23.08.2011 00:00:00 | 1.4387 | $ -41 | SL |
| 197 | LONG Stop - 19.08.2011 00:00:00 | 23.08.2011 00:00:00 | 1.4454 | 0.1 | 24.08.2011 00:00:00 | 1.4412 | $ -41 | SL |
| 198 | SHORT Stop - 25.08.2011 00:00:00 | 25.08.2011 00:00:00 | 1.4339 | 0.1 | 26.08.2011 00:00:00 | 1.438 | $ -41 | SL |
| 199 | SHORT Stop - 30.08.2011 00:00:00 | 30.08.2011 00:00:00 | 1.4444 | 0.1 | 06.09.2011 00:00:00 | 1.4096 | $ 347 | Exit rule |
| 200 | LONG Stop - 07.09.2011 00:00:00 | 07.09.2011 00:00:00 | 1.412 | 0.1 | 08.09.2011 00:00:00 | 1.4079 | $ -41 | SL |
| 201 | LONG Stop - 13.09.2011 00:00:00 | 15.09.2011 00:00:00 | 1.3792 | 0.1 | 19.09.2011 00:00:00 | 1.375 | $ -41 | SL |
| 202 | LONG Stop - 23.09.2011 00:00:00 | 23.09.2011 00:00:00 | 1.3564 | 0.1 | 26.09.2011 00:00:00 | 1.3523 | $ -41 | SL |
| 203 | LONG Stop - 27.09.2011 00:00:00 | 27.09.2011 00:00:00 | 1.3589 | 0.1 | 28.09.2011 00:00:00 | 1.3548 | $ -41 | SL |
| 204 | LONG Stop - 29.09.2011 00:00:00 | 29.09.2011 00:00:00 | 1.3608 | 0.1 | 30.09.2011 00:00:00 | 1.3567 | $ -41 | SL |
| 205 | LONG Stop - 06.10.2011 00:00:00 | 06.10.2011 00:00:00 | 1.3425 | 0.1 | 07.10.2011 00:00:00 | 1.3384 | $ -41 | SL |
| 206 | LONG Stop - 10.10.2011 00:00:00 | 10.10.2011 00:00:00 | 1.3479 | 0.1 | 17.10.2011 00:00:00 | 1.3879 | $ 399.1 | Exit rule |
| 207 | LONG Stop - 21.10.2011 00:00:00 | 21.10.2011 00:00:00 | 1.3854 | 0.1 | 26.10.2011 00:00:00 | 1.3813 | $ -41 | SL |
| 208 | LONG Stop - 27.10.2011 00:00:00 | 27.10.2011 00:00:00 | 1.4023 | 0.1 | 31.10.2011 00:00:00 | 1.3982 | $ -41 | SL |
| 209 | LONG Stop - 03.11.2011 00:00:00 | 03.11.2011 00:00:00 | 1.3815 | 0.1 | 04.11.2011 00:00:00 | 1.3774 | $ -41 | SL |
| 210 | SHORT Stop - 09.11.2011 00:00:00 | 09.11.2011 00:00:00 | 1.366 | 0.1 | 11.11.2011 00:00:00 | 1.3701 | $ -41 | SL |
| 211 | SHORT Stop - 15.11.2011 00:00:00 | 15.11.2011 00:00:00 | 1.3526 | 0.1 | 18.11.2011 00:00:00 | 1.3567 | $ -41 | SL |
| 212 | SHORT Stop - 23.11.2011 00:00:00 | 23.11.2011 00:00:00 | 1.3366 | 0.1 | 24.11.2011 00:00:00 | 1.3407 | $ -41 | SL |
| 213 | SHORT Stop - 25.11.2011 00:00:00 | 25.11.2011 00:00:00 | 1.3258 | 0.1 | 28.11.2011 00:00:00 | 1.3299 | $ -41 | SL |
| 214 | SHORT Stop - 06.12.2011 00:00:00 | 06.12.2011 00:00:00 | 1.3345 | 0.1 | 07.12.2011 00:00:00 | 1.3386 | $ -41 | SL |
| 215 | SHORT Stop - 08.12.2011 00:00:00 | 08.12.2011 00:00:00 | 1.3339 | 0.1 | 09.12.2011 00:00:00 | 1.338 | $ -41 | SL |
| 216 | SHORT Stop - 12.12.2011 00:00:00 | 12.12.2011 00:00:00 | 1.3331 | 0.1 | 19.12.2011 00:00:00 | 1.3044 | $ 287.4 | Exit rule |
| 217 | SHORT Stop - 28.12.2011 00:00:00 | 29.12.2011 00:00:00 | 1.286 | 0.1 | 30.12.2011 00:00:00 | 1.2902 | $ -41 | SL |
| 218 | SHORT Stop - 05.01.2012 00:00:00 | 05.01.2012 00:00:00 | 1.2892 | 0.1 | 10.01.2012 00:00:00 | 1.2794 | $ 98.1 | SL |
| 219 | LONG Stop - 12.01.2012 00:00:00 | 12.01.2012 00:00:00 | 1.2817 | 0.1 | 13.01.2012 00:00:00 | 1.2776 | $ -41 | SL |
| 220 | SHORT Stop - 11.01.2012 00:00:00 | 13.01.2012 00:00:00 | 1.2659 | 0.1 | 16.01.2012 00:00:00 | 1.2675 | $ -16.2 | SL |
| 221 | LONG Stop - 18.01.2012 00:00:00 | 18.01.2012 00:00:00 | 1.2748 | 0.1 | 25.01.2012 00:00:00 | 1.3031 | $ 282.7 | Exit rule |
| 222 | LONG Stop - 26.01.2012 00:00:00 | 26.01.2012 00:00:00 | 1.3166 | 0.1 | 27.01.2012 00:00:00 | 1.3125 | $ -41 | SL |
| 223 | LONG Stop - 07.02.2012 00:00:00 | 07.02.2012 00:00:00 | 1.3211 | 0.1 | 10.02.2012 00:00:00 | 1.3182 | $ -29.5 | SL |
| 224 | LONG Stop - 16.02.2012 00:00:00 | 16.02.2012 00:00:00 | 1.3144 | 0.1 | 21.02.2012 00:00:00 | 1.3223 | $ 79.2 | SL |
| 225 | LONG Stop - 22.02.2012 00:00:00 | 22.02.2012 00:00:00 | 1.3246 | 0.1 | 29.02.2012 00:00:00 | 1.3457 | $ 211.5 | Exit rule |
| 226 | LONG Stop - 08.03.2012 00:00:00 | 08.03.2012 00:00:00 | 1.3194 | 0.1 | 09.03.2012 00:00:00 | 1.3153 | $ -41 | SL |
| 227 | LONG Stop - 12.03.2012 00:00:00 | 13.03.2012 00:00:00 | 1.3183 | 0.1 | 14.03.2012 00:00:00 | 1.3142 | $ -41 | SL |
| 228 | SHORT Stop - 13.03.2012 00:00:00 | 13.03.2012 00:00:00 | 1.3073 | 0.1 | 15.03.2012 00:00:00 | 1.3114 | $ -41 | SL |
| 229 | SHORT Stop - 22.03.2012 00:00:00 | 22.03.2012 00:00:00 | 1.3169 | 0.1 | 23.03.2012 00:00:00 | 1.3208 | $ -39.5 | SL |
| 230 | SHORT Stop - 26.03.2012 00:00:00 | 26.03.2012 00:00:00 | 1.3195 | 0.1 | 27.03.2012 00:00:00 | 1.3236 | $ -41 | SL |
| 231 | SHORT Stop - 28.03.2012 00:00:00 | 28.03.2012 00:00:00 | 1.3286 | 0.1 | 29.03.2012 00:00:00 | 1.3327 | $ -41 | SL |
| 232 | SHORT Stop - 03.04.2012 00:00:00 | 03.04.2012 00:00:00 | 1.324 | 0.1 | 10.04.2012 00:00:00 | 1.3111 | $ 128.2 | Exit rule |
| 233 | LONG Stop - 11.04.2012 00:00:00 | 11.04.2012 00:00:00 | 1.3115 | 0.1 | 13.04.2012 00:00:00 | 1.3074 | $ -41 | SL |
| 234 | SHORT Stop - 16.04.2012 00:00:00 | 16.04.2012 00:00:00 | 1.303 | 0.1 | 17.04.2012 00:00:00 | 1.3071 | $ -41 | SL |
| 235 | SHORT Stop - 19.04.2012 00:00:00 | 19.04.2012 00:00:00 | 1.3075 | 0.1 | 20.04.2012 00:00:00 | 1.3116 | $ -41 | SL |
| 236 | SHORT Stop - 23.04.2012 00:00:00 | 23.04.2012 00:00:00 | 1.3131 | 0.1 | 24.04.2012 00:00:00 | 1.3172 | $ -41 | SL |
| 237 | SHORT Stop - 02.05.2012 00:00:00 | 02.05.2012 00:00:00 | 1.3217 | 0.1 | 03.05.2012 00:00:00 | 1.3173 | $ 43.9 | SL |
| 238 | SHORT Stop - 04.05.2012 00:00:00 | 04.05.2012 00:00:00 | 1.314 | 0.1 | 11.05.2012 00:00:00 | 1.2933 | $ 206.7 | Exit rule |
| 239 | SHORT Stop - 15.05.2012 00:00:00 | 15.05.2012 00:00:00 | 1.28 | 0.1 | 21.05.2012 00:00:00 | 1.2821 | $ -20.7 | SL |
| 240 | SHORT Stop - 29.05.2012 00:00:00 | 30.05.2012 00:00:00 | 1.2453 | 0.1 | 04.06.2012 00:00:00 | 1.2452 | $ 1.5 | SL |
| 241 | LONG Stop - 30.05.2012 00:00:00 | 05.06.2012 00:00:00 | 1.252 | 0.1 | 06.06.2012 00:00:00 | 1.2479 | $ -41 | SL |
| 242 | LONG Stop - 08.06.2012 00:00:00 | 11.06.2012 00:00:00 | 1.2596 | 0.1 | 12.06.2012 00:00:00 | 1.2555 | $ -41 | SL |
| 243 | LONG Stop - 13.06.2012 00:00:00 | 13.06.2012 00:00:00 | 1.2568 | 0.1 | 20.06.2012 00:00:00 | 1.2688 | $ 120.1 | Exit rule |
| 244 | SHORT Stop - 27.06.2012 00:00:00 | 27.06.2012 00:00:00 | 1.2477 | 0.1 | 28.06.2012 00:00:00 | 1.2517 | $ -41 | SL |
| 245 | LONG Stop - 22.06.2012 00:00:00 | 29.06.2012 00:00:00 | 1.2689 | 0.1 | 02.07.2012 00:00:00 | 1.2648 | $ -41 | SL |
| 246 | SHORT Stop - 04.07.2012 00:00:00 | 04.07.2012 00:00:00 | 1.2553 | 0.1 | 11.07.2012 00:00:00 | 1.2254 | $ 299.8 | Exit rule |
| 247 | SHORT Stop - 12.07.2012 00:00:00 | 12.07.2012 00:00:00 | 1.2198 | 0.1 | 13.07.2012 00:00:00 | 1.224 | $ -41 | SL |
| 248 | SHORT Stop - 20.07.2012 00:00:00 | 20.07.2012 00:00:00 | 1.2216 | 0.1 | 25.07.2012 00:00:00 | 1.2139 | $ 77 | SL |
| 249 | LONG Stop - 30.07.2012 00:00:00 | 31.07.2012 00:00:00 | 1.2319 | 0.1 | 01.08.2012 00:00:00 | 1.2278 | $ -41 | SL |
| 250 | SHORT Stop - 02.08.2012 00:00:00 | 02.08.2012 00:00:00 | 1.2199 | 0.1 | 03.08.2012 00:00:00 | 1.224 | $ -41 | SL |
| 251 | SHORT Stop - 08.08.2012 00:00:00 | 08.08.2012 00:00:00 | 1.2359 | 0.1 | 15.08.2012 00:00:00 | 1.232 | $ 38.7 | Exit rule |
| 252 | SHORT Stop - 16.08.2012 00:00:00 | 16.08.2012 00:00:00 | 1.227 | 0.1 | 17.08.2012 00:00:00 | 1.2311 | $ -41 | SL |
| 253 | SHORT Stop - 24.08.2012 00:00:00 | 24.08.2012 00:00:00 | 1.2499 | 0.1 | 28.08.2012 00:00:00 | 1.254 | $ -41 | SL |
| 254 | LONG Stop - 03.09.2012 00:00:00 | 03.09.2012 00:00:00 | 1.2606 | 0.1 | 04.09.2012 00:00:00 | 1.2565 | $ -41 | SL |
| 255 | LONG Stop - 07.09.2012 00:00:00 | 07.09.2012 00:00:00 | 1.2655 | 0.1 | 14.09.2012 00:00:00 | 1.2986 | $ 330.8 | Exit rule |
| 256 | LONG Stop - 17.09.2012 00:00:00 | 17.09.2012 00:00:00 | 1.3148 | 0.1 | 18.09.2012 00:00:00 | 1.3107 | $ -41 | SL |
| 257 | SHORT Stop - 25.09.2012 00:00:00 | 25.09.2012 00:00:00 | 1.2919 | 0.1 | 28.09.2012 00:00:00 | 1.296 | $ -41 | SL |
| 258 | LONG Stop - 01.10.2012 00:00:00 | 01.10.2012 00:00:00 | 1.2899 | 0.1 | 08.10.2012 00:00:00 | 1.3022 | $ 123.5 | Exit rule |
| 259 | SHORT Stop - 09.10.2012 00:00:00 | 09.10.2012 00:00:00 | 1.2954 | 0.1 | 16.10.2012 00:00:00 | 1.2951 | $ 3.3 | Exit rule |
| 260 | SHORT Stop - 19.10.2012 00:00:00 | 19.10.2012 00:00:00 | 1.3053 | 0.1 | 26.10.2012 00:00:00 | 1.2945 | $ 108 | Exit rule |
| 261 | SHORT Stop - 29.10.2012 00:00:00 | 29.10.2012 00:00:00 | 1.2896 | 0.1 | 30.10.2012 00:00:00 | 1.2937 | $ -41 | SL |
| 262 | SHORT Stop - 02.11.2012 00:00:00 | 02.11.2012 00:00:00 | 1.2912 | 0.1 | 09.11.2012 00:00:00 | 1.2746 | $ 165.5 | Exit rule |
| 263 | LONG Stop - 12.11.2012 00:00:00 | 14.11.2012 00:00:00 | 1.2762 | 0.1 | 15.11.2012 00:00:00 | 1.2721 | $ -41 | SL |
| 264 | SHORT Stop - 27.11.2012 00:00:00 | 27.11.2012 00:00:00 | 1.2947 | 0.1 | 29.11.2012 00:00:00 | 1.2988 | $ -41 | SL |
| 265 | SHORT Stop - 06.12.2012 00:00:00 | 06.12.2012 00:00:00 | 1.3055 | 0.1 | 10.12.2012 00:00:00 | 1.2941 | $ 114.5 | SL |
| 266 | LONG Stop - 18.12.2012 00:00:00 | 18.12.2012 00:00:00 | 1.3181 | 0.1 | 25.12.2012 00:00:00 | 1.3183 | $ 1.9 | Exit rule |
| 267 | SHORT Stop - 27.12.2012 00:00:00 | 28.12.2012 00:00:00 | 1.3189 | 0.1 | 31.12.2012 00:00:00 | 1.323 | $ -41 | SL |
| 268 | LONG Stop - 01.01.2013 00:00:00 | 02.01.2013 00:00:00 | 1.3246 | 0.1 | 03.01.2013 00:00:00 | 1.3205 | $ -41 | SL |
| 269 | SHORT Stop - 02.01.2013 00:00:00 | 02.01.2013 00:00:00 | 1.3176 | 0.1 | 09.01.2013 00:00:00 | 1.3083 | $ 92.6 | Exit rule |
| 270 | LONG Stop - 10.01.2013 00:00:00 | 10.01.2013 00:00:00 | 1.3104 | 0.1 | 15.01.2013 00:00:00 | 1.3269 | $ 165.1 | SL |
| 271 | LONG Stop - 17.01.2013 00:00:00 | 17.01.2013 00:00:00 | 1.3378 | 0.1 | 18.01.2013 00:00:00 | 1.3337 | $ -41 | SL |
| 272 | SHORT Stop - 22.01.2013 00:00:00 | 22.01.2013 00:00:00 | 1.3297 | 0.1 | 23.01.2013 00:00:00 | 1.3338 | $ -41 | SL |
| 273 | LONG Stop - 24.01.2013 00:00:00 | 24.01.2013 00:00:00 | 1.3392 | 0.1 | 25.01.2013 00:00:00 | 1.3369 | $ -23.4 | SL |
| 274 | LONG Stop - 29.01.2013 00:00:00 | 29.01.2013 00:00:00 | 1.3489 | 0.1 | 04.02.2013 00:00:00 | 1.3539 | $ 49.4 | SL |
| 275 | LONG Stop - 12.02.2013 00:00:00 | 12.02.2013 00:00:00 | 1.3441 | 0.1 | 14.02.2013 00:00:00 | 1.34 | $ -41 | SL |
| 276 | LONG Stop - 18.02.2013 00:00:00 | 20.02.2013 00:00:00 | 1.3398 | 0.1 | 21.02.2013 00:00:00 | 1.3357 | $ -41 | SL |
| 277 | SHORT Stop - 20.02.2013 00:00:00 | 20.02.2013 00:00:00 | 1.3306 | 0.1 | 27.02.2013 00:00:00 | 1.3063 | $ 243.1 | Exit rule |
| 278 | LONG Stop - 01.03.2013 00:00:00 | 01.03.2013 00:00:00 | 1.3073 | 0.1 | 04.03.2013 00:00:00 | 1.3032 | $ -41 | SL |
| 279 | LONG Stop - 11.03.2013 00:00:00 | 12.03.2013 00:00:00 | 1.3056 | 0.1 | 13.03.2013 00:00:00 | 1.3015 | $ -41 | SL |
| 280 | SHORT Stop - 12.03.2013 00:00:00 | 12.03.2013 00:00:00 | 1.2999 | 0.1 | 14.03.2013 00:00:00 | 1.2987 | $ 11.7 | SL |
| 281 | LONG Stop - 15.03.2013 00:00:00 | 15.03.2013 00:00:00 | 1.3028 | 0.1 | 18.03.2013 00:00:00 | 1.2987 | $ -41 | SL |
| 282 | LONG Stop - 22.03.2013 00:00:00 | 22.03.2013 00:00:00 | 1.292 | 0.1 | 25.03.2013 00:00:00 | 1.2922 | $ 2.1 | SL |
| 283 | SHORT Stop - 27.03.2013 00:00:00 | 27.03.2013 00:00:00 | 1.2812 | 0.1 | 28.03.2013 00:00:00 | 1.281 | $ 2.6 | SL |