StrategyQuant Report
Strategy 1.19
| Symbol | EURUSD_fhdb | Period | D1 : 01.11.2007 - 29.03.2013 |
|---|---|---|---|
| Initial deposit | 10000.0 | Model | |
| Parameters | |||
Total Profit
$ 3732.5
Profit in pips
3732.48 pips
Yearly Avg profit
$ 759.15
Yearly Avg % ret.
$ 6.62
%
# of trades
166
Sharpe ratio
0.23
Profit factor
2.2
Return / DD ratio
11.61
Winning %
38.55 %
Drawdown
$ 321.6
% Drawdown
3.09 %
Daily Avg profit
$ 2.07
Monthly Avg profit
$ 63.26
Average trade
$ 59.95
Monthly Avg % ret.
0.54 %
Annual %/ Max DD %
2.14
R Expectancy
0.74 R
Yearly R Expectan.
24.9 R
Monthly Performance ($)
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
| 2013 | 20.6 | 47.9 | 133.1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 201.6 |
| 2012 | -35 | 109.2 | -70 | 6.2 | 394.5 | 82.2 | 239.1 | -56.1 | -14.1 | 36.3 | 53 | 80.9 | 826.2 |
| 2011 | 213.7 | 2 | -2.6 | 72.3 | 642.8 | 168.5 | -122.4 | -5.3 | 116.8 | 337.4 | 49.8 | -12 | 1461 |
| 2010 | 127.6 | 223.5 | 59.9 | -9.4 | 479.3 | -1.1 | -34.1 | 60.2 | 0 | -70 | -20.3 | -98.2 | 717.4 |
| 2009 | 333.1 | -105 | -70 | -53.6 | 189.4 | -44.1 | 6.2 | 96.1 | 179.9 | -29 | -202.9 | 84.2 | 384.3 |
| 2008 | 0 | 0 | 0 | -35 | 80 | -36.8 | -40.2 | 141.6 | 176.8 | -39.4 | -35 | -70 | 142 |
Stats
Strategy
| Wins/Losses Ratio | 0.63 | Payout Ratio (Avg Win/Loss) | 3.51 | Average # of Bars in Trade | 1.48 |
| AHPR | 0.19 | Z-Score | 0.8 | Z-Probability | 21.27 % |
| Expectancy | 22.48 | Deviation | $ 103.79 | Exposure | 26.95 % |
| Stagnation in Days | 246 | Stagnation in % | 13.62 % |
Trades
| # of Wins | 64 | # of Losses | 102 | ||||
| Gross Profit | $ 6841.8 | Gross Loss | $ -3109.3 | Average Win | $ 106.9 | Average Loss | $ -30.48 |
| Largest Win | $ 555.8 | Largest Loss | $ -35 | Max Consec Wins | 4 | Max Consec Losses | 11 |
| Avg Consec Wins | 1.52 | Avg Consec Loss | 2.37 | Avg # of Bars in Wins | 2.12 | Avg # of Bars in Losses | 1.07 |
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 - 17.04.2008 00:00:00 | 18.04.2008 00:00:00 | 1.5711 | 0.1 | 21.04.2008 00:05:00 | 1.5746 | $ -35 | SL |
| 2 | LONG Stop - 12.05.2008 00:05:00 | 12.05.2008 00:05:00 | 1.5522 | 0.1 | 13.05.2008 00:00:00 | 1.5521 | $ -0.8 | SL |
| 3 | SHORT Stop - 15.05.2008 00:00:00 | 15.05.2008 00:00:00 | 1.5424 | 0.1 | 16.05.2008 00:00:00 | 1.5457 | $ -33.6 | SL |
| 4 | SHORT Stop - 26.05.2008 00:05:00 | 28.05.2008 00:00:00 | 1.5663 | 0.1 | 30.05.2008 00:00:00 | 1.5549 | $ 114.4 | SL |
| 5 | SHORT Stop - 10.06.2008 00:00:00 | 12.06.2008 00:00:00 | 1.5435 | 0.1 | 13.06.2008 00:00:00 | 1.547 | $ -35 | SL |
| 6 | LONG Stop - 11.06.2008 00:00:00 | 26.06.2008 00:00:00 | 1.5734 | 0.1 | 27.06.2008 00:00:00 | 1.5732 | $ -1.8 | SL |
| 7 | SHORT Stop - 01.07.2008 00:00:00 | 07.07.2008 00:05:00 | 1.5642 | 0.1 | 08.07.2008 00:00:00 | 1.5677 | $ -35 | SL |
| 8 | SHORT Stop - 15.07.2008 00:00:00 | 23.07.2008 00:00:00 | 1.5704 | 0.1 | 25.07.2008 00:00:00 | 1.5718 | $ -14.3 | SL |
| 9 | SHORT Stop - 29.07.2008 00:00:00 | 29.07.2008 00:00:00 | 1.5626 | 0.1 | 30.07.2008 00:00:00 | 1.5617 | $ 9.1 | SL |
| 10 | SHORT Stop - 05.08.2008 00:00:00 | 05.08.2008 00:00:00 | 1.5562 | 0.1 | 06.08.2008 00:00:00 | 1.5475 | $ 87.2 | SL |
| 11 | LONG Stop - 21.08.2008 00:00:00 | 21.08.2008 00:00:00 | 1.476 | 0.1 | 22.08.2008 00:00:00 | 1.4849 | $ 89.4 | SL |
| 12 | SHORT Stop - 28.08.2008 00:00:00 | 28.08.2008 00:00:00 | 1.4695 | 0.1 | 29.08.2008 00:00:00 | 1.473 | $ -35 | SL |
| 13 | LONG Stop - 12.09.2008 00:00:00 | 12.09.2008 00:00:00 | 1.4192 | 0.1 | 15.09.2008 00:05:00 | 1.4157 | $ -35 | SL |
| 14 | LONG Stop - 25.09.2008 00:00:00 | 25.09.2008 00:00:00 | 1.4743 | 0.1 | 26.09.2008 00:00:00 | 1.4708 | $ -35 | SL |
| 15 | SHORT Stop - 24.09.2008 00:00:00 | 30.09.2008 00:00:00 | 1.4264 | 0.1 | 02.10.2008 00:00:00 | 1.4017 | $ 246.8 | SL |
| 16 | SHORT Stop - 09.10.2008 00:00:00 | 10.10.2008 00:00:00 | 1.346 | 0.1 | 13.10.2008 00:05:00 | 1.3494 | $ -35 | SL |
| 17 | LONG Stop - 10.10.2008 00:00:00 | 14.10.2008 00:00:00 | 1.3686 | 0.1 | 15.10.2008 00:00:00 | 1.3651 | $ -35 | SL |
| 18 | SHORT Stop - 14.10.2008 00:00:00 | 15.10.2008 00:00:00 | 1.3543 | 0.1 | 16.10.2008 00:00:00 | 1.3512 | $ 30.6 | SL |
| 19 | SHORT Stop - 30.10.2008 00:00:00 | 13.11.2008 00:00:00 | 1.2419 | 0.1 | 14.11.2008 00:00:00 | 1.2454 | $ -35 | SL |
| 20 | LONG Stop - 24.12.2008 00:00:00 | 29.12.2008 00:05:00 | 1.4183 | 0.1 | 30.12.2008 00:00:00 | 1.4148 | $ -35 | SL |
| 21 | SHORT Stop - 25.12.2008 00:00:00 | 31.12.2008 00:00:00 | 1.3877 | 0.1 | 01.01.2009 00:00:00 | 1.3912 | $ -35 | SL |
| 22 | SHORT Stop - 05.01.2009 00:05:00 | 05.01.2009 00:05:00 | 1.3913 | 0.1 | 07.01.2009 00:00:00 | 1.3522 | $ 391.2 | SL |
| 23 | SHORT Stop - 19.01.2009 00:05:00 | 19.01.2009 00:05:00 | 1.31 | 0.1 | 20.01.2009 00:00:00 | 1.3088 | $ 11.9 | SL |
| 24 | SHORT Stop - 23.01.2009 00:00:00 | 23.01.2009 00:00:00 | 1.2869 | 0.1 | 26.01.2009 00:05:00 | 1.2904 | $ -35 | SL |
| 25 | LONG Stop - 22.01.2009 00:00:00 | 27.01.2009 00:00:00 | 1.3314 | 0.1 | 28.01.2009 00:00:00 | 1.328 | $ -35 | SL |
| 26 | LONG Stop - 06.02.2009 00:00:00 | 09.02.2009 00:05:00 | 1.3017 | 0.1 | 10.02.2009 00:00:00 | 1.2982 | $ -35 | SL |
| 27 | SHORT Stop - 09.02.2009 00:05:00 | 10.02.2009 00:00:00 | 1.284 | 0.1 | 11.02.2009 00:00:00 | 1.2875 | $ -35 | SL |
| 28 | LONG Stop - 19.02.2009 00:00:00 | 20.02.2009 00:00:00 | 1.2867 | 0.1 | 23.02.2009 00:05:00 | 1.2832 | $ -35 | SL |
| 29 | SHORT Stop - 24.02.2009 00:00:00 | 02.03.2009 00:05:00 | 1.2549 | 0.1 | 03.03.2009 00:00:00 | 1.2584 | $ -35 | SL |
| 30 | LONG Stop - 06.03.2009 00:00:00 | 06.03.2009 00:00:00 | 1.2653 | 0.1 | 09.03.2009 00:05:00 | 1.2618 | $ -35 | SL |
| 31 | SHORT Stop - 03.04.2009 00:00:00 | 09.04.2009 00:00:00 | 1.315 | 0.1 | 10.04.2009 00:00:00 | 1.3181 | $ -30.3 | SL |
| 32 | SHORT Stop - 16.04.2009 00:00:00 | 16.04.2009 00:00:00 | 1.318 | 0.1 | 17.04.2009 00:00:00 | 1.3193 | $ -13.1 | SL |
| 33 | LONG Stop - 28.04.2009 00:00:00 | 28.04.2009 00:00:00 | 1.3139 | 0.1 | 29.04.2009 00:00:00 | 1.3128 | $ -10.2 | SL |
| 34 | LONG Stop - 07.05.2009 00:00:00 | 07.05.2009 00:00:00 | 1.3401 | 0.1 | 08.05.2009 00:00:00 | 1.3378 | $ -23 | SL |
| 35 | LONG Stop - 28.05.2009 00:00:00 | 29.05.2009 00:00:00 | 1.4067 | 0.1 | 03.06.2009 00:00:00 | 1.428 | $ 212.4 | SL |
| 36 | SHORT Stop - 29.05.2009 00:00:00 | 08.06.2009 00:05:00 | 1.3904 | 0.1 | 09.06.2009 00:00:00 | 1.3927 | $ -22.4 | SL |
| 37 | LONG Stop - 11.06.2009 00:00:00 | 11.06.2009 00:00:00 | 1.3995 | 0.1 | 12.06.2009 00:00:00 | 1.4043 | $ 48.3 | SL |
| 38 | SHORT Stop - 23.06.2009 00:00:00 | 23.06.2009 00:00:00 | 1.385 | 0.1 | 24.06.2009 00:00:00 | 1.3885 | $ -35 | SL |
| 39 | LONG Stop - 17.06.2009 00:00:00 | 24.06.2009 00:00:00 | 1.4127 | 0.1 | 25.06.2009 00:00:00 | 1.4092 | $ -35 | SL |
| 40 | SHORT Stop - 08.07.2009 00:00:00 | 08.07.2009 00:00:00 | 1.391 | 0.1 | 09.07.2009 00:00:00 | 1.3945 | $ -35 | SL |
| 41 | LONG Stop - 06.07.2009 00:05:00 | 20.07.2009 00:05:00 | 1.4169 | 0.1 | 21.07.2009 00:00:00 | 1.421 | $ 41.2 | SL |
| 42 | SHORT Stop - 06.08.2009 00:00:00 | 07.08.2009 00:00:00 | 1.4283 | 0.1 | 11.08.2009 00:00:00 | 1.4163 | $ 120.7 | SL |
| 43 | LONG Stop - 13.08.2009 00:00:00 | 13.08.2009 00:00:00 | 1.4221 | 0.1 | 14.08.2009 00:00:00 | 1.4233 | $ 12.7 | SL |
| 44 | SHORT Stop - 17.08.2009 00:05:00 | 17.08.2009 00:05:00 | 1.4114 | 0.1 | 18.08.2009 00:00:00 | 1.4116 | $ -2.3 | SL |
| 45 | SHORT Stop - 26.08.2009 00:00:00 | 26.08.2009 00:00:00 | 1.4231 | 0.1 | 27.08.2009 00:00:00 | 1.4266 | $ -35 | SL |
| 46 | LONG Stop - 14.09.2009 00:05:00 | 14.09.2009 00:05:00 | 1.4582 | 0.1 | 23.09.2009 00:00:00 | 1.4762 | $ 179.9 | SL |
| 47 | LONG Stop - 28.09.2009 00:05:00 | 08.10.2009 00:00:00 | 1.4803 | 0.1 | 09.10.2009 00:00:00 | 1.4774 | $ -29 | SL |
| 48 | SHORT Stop - 02.11.2009 00:05:00 | 02.11.2009 00:05:00 | 1.4712 | 0.1 | 03.11.2009 00:00:00 | 1.4747 | $ -35 | SL |
| 49 | LONG Stop - 30.10.2009 00:00:00 | 04.11.2009 00:00:00 | 1.4894 | 0.1 | 05.11.2009 00:00:00 | 1.4859 | $ -35 | SL |
| 50 | SHORT Stop - 12.11.2009 00:00:00 | 12.11.2009 00:00:00 | 1.4876 | 0.1 | 13.11.2009 00:00:00 | 1.4905 | $ -28.8 | SL |
| 51 | SHORT Stop - 18.11.2009 00:00:00 | 20.11.2009 00:00:00 | 1.4817 | 0.1 | 23.11.2009 00:05:00 | 1.4852 | $ -35 | SL |
| 52 | LONG Stop - 20.11.2009 00:00:00 | 23.11.2009 00:05:00 | 1.4967 | 0.1 | 24.11.2009 00:00:00 | 1.4933 | $ -34.1 | SL |
| 53 | SHORT Stop - 26.11.2009 00:00:00 | 27.11.2009 00:00:00 | 1.4872 | 0.1 | 30.11.2009 00:05:00 | 1.4907 | $ -35 | SL |
| 54 | LONG Stop - 03.12.2009 00:00:00 | 03.12.2009 00:00:00 | 1.5065 | 0.1 | 04.12.2009 00:00:00 | 1.503 | $ -35 | SL |
| 55 | SHORT Stop - 11.12.2009 00:00:00 | 11.12.2009 00:00:00 | 1.4713 | 0.1 | 16.12.2009 00:00:00 | 1.455 | $ 162.5 | SL |
| 56 | LONG Stop - 24.12.2009 00:00:00 | 24.12.2009 00:00:00 | 1.437 | 0.1 | 29.12.2009 00:00:00 | 1.4347 | $ -22.8 | SL |
| 57 | LONG Stop - 30.12.2009 00:00:00 | 31.12.2009 00:00:00 | 1.4426 | 0.1 | 01.01.2010 00:00:00 | 1.4391 | $ -35 | SL |
| 58 | SHORT Stop - 31.12.2009 00:00:00 | 31.12.2009 00:00:00 | 1.4326 | 0.1 | 04.01.2010 00:05:00 | 1.4312 | $ 14.5 | SL |
| 59 | SHORT Stop - 05.01.2010 00:00:00 | 06.01.2010 00:00:00 | 1.4304 | 0.1 | 07.01.2010 00:00:00 | 1.4339 | $ -35 | SL |
| 60 | SHORT Stop - 12.01.2010 00:00:00 | 19.01.2010 00:00:00 | 1.4312 | 0.1 | 22.01.2010 00:00:00 | 1.4149 | $ 162.6 | SL |
| 61 | SHORT Stop - 04.02.2010 00:00:00 | 04.02.2010 00:00:00 | 1.3849 | 0.1 | 08.02.2010 00:05:00 | 1.3698 | $ 150.5 | SL |
| 62 | SHORT Stop - 12.02.2010 00:00:00 | 12.02.2010 00:00:00 | 1.368 | 0.1 | 16.02.2010 00:00:00 | 1.3607 | $ 73 | SL |
| 63 | SHORT Stop - 26.02.2010 00:00:00 | 01.03.2010 00:05:00 | 1.3517 | 0.1 | 02.03.2010 00:00:00 | 1.3552 | $ -35 | SL |
| 64 | SHORT Stop - 09.03.2010 00:00:00 | 09.03.2010 00:00:00 | 1.3573 | 0.1 | 10.03.2010 00:00:00 | 1.3608 | $ -35 | SL |
| 65 | LONG Stop - 11.03.2010 00:00:00 | 12.03.2010 00:00:00 | 1.3704 | 0.1 | 15.03.2010 00:05:00 | 1.3737 | $ 33.5 | SL |
| 66 | SHORT Stop - 18.03.2010 00:00:00 | 18.03.2010 00:00:00 | 1.3659 | 0.1 | 22.03.2010 00:05:00 | 1.3563 | $ 96.4 | SL |
| 67 | LONG Stop - 25.03.2010 00:00:00 | 01.04.2010 00:00:00 | 1.3578 | 0.1 | 02.04.2010 00:00:00 | 1.3566 | $ -11.9 | SL |
| 68 | LONG Stop - 06.04.2010 00:00:00 | 12.04.2010 00:00:00 | 1.3584 | 0.1 | 13.04.2010 00:00:00 | 1.3549 | $ -35 | SL |
| 69 | SHORT Stop - 16.04.2010 00:00:00 | 16.04.2010 00:00:00 | 1.3544 | 0.1 | 20.04.2010 00:00:00 | 1.3506 | $ 37.5 | SL |
| 70 | SHORT Stop - 04.05.2010 00:00:00 | 04.05.2010 00:00:00 | 1.3174 | 0.1 | 07.05.2010 00:00:00 | 1.266 | $ 514.3 | SL |
| 71 | SHORT Stop - 12.05.2010 00:00:00 | 12.05.2010 00:00:00 | 1.2618 | 0.1 | 13.05.2010 00:00:00 | 1.2653 | $ -35 | SL |
| 72 | SHORT Stop - 22.06.2010 00:00:00 | 22.06.2010 00:00:00 | 1.2269 | 0.1 | 23.06.2010 00:00:00 | 1.2304 | $ -35 | SL |
| 73 | LONG Stop - 25.06.2010 00:00:00 | 25.06.2010 00:00:00 | 1.2357 | 0.1 | 28.06.2010 00:00:00 | 1.2345 | $ -12.1 | SL |
| 74 | SHORT Stop - 29.06.2010 00:00:00 | 29.06.2010 00:00:00 | 1.2263 | 0.1 | 30.06.2010 00:00:00 | 1.2217 | $ 46 | SL |
| 75 | SHORT Stop - 20.07.2010 00:00:00 | 21.07.2010 00:00:00 | 1.2778 | 0.1 | 22.07.2010 00:00:00 | 1.2812 | $ -34.1 | SL |
| 76 | SHORT Stop - 10.08.2010 00:00:00 | 10.08.2010 00:00:00 | 1.3117 | 0.1 | 11.08.2010 00:00:00 | 1.3152 | $ -35 | SL |
| 77 | LONG Stop - 17.08.2010 00:00:00 | 17.08.2010 00:00:00 | 1.2906 | 0.1 | 18.08.2010 00:00:00 | 1.2871 | $ -35 | SL |
| 78 | SHORT Stop - 20.08.2010 00:00:00 | 20.08.2010 00:00:00 | 1.2799 | 0.1 | 24.08.2010 00:00:00 | 1.2669 | $ 130.2 | SL |
| 79 | SHORT Stop - 12.10.2010 00:00:00 | 12.10.2010 00:00:00 | 1.387 | 0.1 | 13.10.2010 00:00:00 | 1.3905 | $ -35 | SL |
| 80 | SHORT Stop - 21.10.2010 00:00:00 | 22.10.2010 00:00:00 | 1.387 | 0.1 | 25.10.2010 00:00:00 | 1.3905 | $ -35 | SL |
| 81 | LONG Stop - 27.10.2010 00:00:00 | 01.11.2010 00:00:00 | 1.3989 | 0.1 | 02.11.2010 00:00:00 | 1.3954 | $ -35 | SL |
| 82 | SHORT Stop - 04.11.2010 00:00:00 | 09.11.2010 00:00:00 | 1.3867 | 0.1 | 10.11.2010 00:00:00 | 1.3817 | $ 49.7 | SL |
| 83 | LONG Stop - 17.11.2010 00:00:00 | 22.11.2010 00:00:00 | 1.3746 | 0.1 | 23.11.2010 00:00:00 | 1.3711 | $ -35 | SL |
| 84 | SHORT Stop - 02.12.2010 00:00:00 | 02.12.2010 00:00:00 | 1.3118 | 0.1 | 03.12.2010 00:00:00 | 1.3153 | $ -35 | SL |
| 85 | SHORT Stop - 08.12.2010 00:00:00 | 08.12.2010 00:00:00 | 1.3243 | 0.1 | 09.12.2010 00:00:00 | 1.3278 | $ -35 | SL |
| 86 | SHORT Stop - 15.12.2010 00:00:00 | 17.12.2010 00:00:00 | 1.3164 | 0.1 | 21.12.2010 00:00:00 | 1.3133 | $ 30.6 | SL |
| 87 | SHORT Stop - 23.12.2010 00:00:00 | 23.12.2010 00:00:00 | 1.3083 | 0.1 | 24.12.2010 00:00:00 | 1.3118 | $ -35 | SL |
| 88 | LONG Stop - 22.12.2010 00:00:00 | 30.12.2010 00:00:00 | 1.3294 | 0.1 | 03.01.2011 00:00:00 | 1.3271 | $ -23.8 | SL |
| 89 | SHORT Stop - 04.01.2011 00:00:00 | 05.01.2011 00:00:00 | 1.3206 | 0.1 | 10.01.2011 00:00:00 | 1.2923 | $ 283.7 | SL |
| 90 | LONG Stop - 19.01.2011 00:00:00 | 19.01.2011 00:00:00 | 1.3433 | 0.1 | 20.01.2011 00:00:00 | 1.3398 | $ -35 | SL |
| 91 | SHORT Stop - 28.01.2011 00:00:00 | 28.01.2011 00:00:00 | 1.3588 | 0.1 | 31.01.2011 00:00:00 | 1.3623 | $ -35 | SL |
| 92 | SHORT Stop - 01.02.2011 00:00:00 | 03.02.2011 00:00:00 | 1.3644 | 0.1 | 07.02.2011 00:00:00 | 1.3607 | $ 37 | SL |
| 93 | LONG Stop - 16.02.2011 00:00:00 | 17.02.2011 00:00:00 | 1.3618 | 0.1 | 18.02.2011 00:00:00 | 1.3583 | $ -35 | SL |
| 94 | SHORT Stop - 08.03.2011 00:00:00 | 09.03.2011 00:00:00 | 1.3859 | 0.1 | 10.03.2011 00:00:00 | 1.3894 | $ -35 | SL |
| 95 | SHORT Stop - 25.03.2011 00:00:00 | 25.03.2011 00:00:00 | 1.4156 | 0.1 | 29.03.2011 00:00:00 | 1.4091 | $ 65 | SL |
| 96 | LONG Stop - 30.03.2011 00:00:00 | 31.03.2011 00:00:00 | 1.4182 | 0.1 | 01.04.2011 00:00:00 | 1.415 | $ -32.6 | SL |
| 97 | SHORT Stop - 15.04.2011 00:00:00 | 15.04.2011 00:00:00 | 1.4402 | 0.1 | 19.04.2011 00:00:00 | 1.4295 | $ 107.3 | SL |
| 98 | SHORT Stop - 26.04.2011 00:00:00 | 26.04.2011 00:00:00 | 1.4504 | 0.1 | 27.04.2011 00:00:00 | 1.4539 | $ -35 | SL |
| 99 | SHORT Stop - 04.05.2011 00:00:00 | 05.05.2011 00:00:00 | 1.4765 | 0.1 | 12.05.2011 00:00:00 | 1.4209 | $ 555.8 | SL |
| 100 | SHORT Stop - 19.05.2011 00:00:00 | 23.05.2011 00:00:00 | 1.4065 | 0.1 | 24.05.2011 00:00:00 | 1.41 | $ -34.9 | SL |
| 101 | LONG Stop - 26.05.2011 00:00:00 | 26.05.2011 00:00:00 | 1.4142 | 0.1 | 30.05.2011 00:00:00 | 1.4264 | $ 121.9 | SL |
| 102 | SHORT Stop - 09.06.2011 00:00:00 | 09.06.2011 00:00:00 | 1.4545 | 0.1 | 13.06.2011 00:00:00 | 1.4419 | $ 126.2 | SL |
| 103 | LONG Stop - 20.06.2011 00:00:00 | 21.06.2011 00:00:00 | 1.4366 | 0.1 | 22.06.2011 00:00:00 | 1.4362 | $ -3.3 | SL |
| 104 | LONG Stop - 27.06.2011 00:00:00 | 29.06.2011 00:00:00 | 1.4439 | 0.1 | 01.07.2011 00:00:00 | 1.4484 | $ 45.6 | SL |
| 105 | SHORT Stop - 04.07.2011 00:00:00 | 06.07.2011 00:00:00 | 1.4335 | 0.1 | 07.07.2011 00:00:00 | 1.4366 | $ -31 | SL |
| 106 | SHORT Stop - 14.07.2011 00:00:00 | 18.07.2011 00:00:00 | 1.4055 | 0.1 | 19.07.2011 00:00:00 | 1.409 | $ -35 | SL |
| 107 | LONG Stop - 18.07.2011 00:00:00 | 19.07.2011 00:00:00 | 1.4163 | 0.1 | 20.07.2011 00:00:00 | 1.4141 | $ -21.4 | SL |
| 108 | SHORT Stop - 28.07.2011 00:00:00 | 28.07.2011 00:00:00 | 1.431 | 0.1 | 29.07.2011 00:00:00 | 1.4345 | $ -35 | SL |
| 109 | SHORT Stop - 04.08.2011 00:00:00 | 04.08.2011 00:00:00 | 1.4241 | 0.1 | 05.08.2011 00:00:00 | 1.4146 | $ 95.2 | SL |
| 110 | LONG Stop - 01.08.2011 00:00:00 | 17.08.2011 00:00:00 | 1.4505 | 0.1 | 18.08.2011 00:00:00 | 1.447 | $ -35 | SL |
| 111 | LONG Stop - 23.08.2011 00:00:00 | 23.08.2011 00:00:00 | 1.4445 | 0.1 | 24.08.2011 00:00:00 | 1.4415 | $ -30.5 | SL |
| 112 | SHORT Stop - 22.08.2011 00:00:00 | 25.08.2011 00:00:00 | 1.4339 | 0.1 | 26.08.2011 00:00:00 | 1.4374 | $ -35 | SL |
| 113 | LONG Stop - 19.09.2011 00:00:00 | 21.09.2011 00:00:00 | 1.3764 | 0.1 | 22.09.2011 00:00:00 | 1.3729 | $ -35 | SL |
| 114 | SHORT Stop - 29.09.2011 00:00:00 | 30.09.2011 00:00:00 | 1.3411 | 0.1 | 04.10.2011 00:00:00 | 1.3259 | $ 151.8 | SL |
| 115 | LONG Stop - 10.10.2011 00:00:00 | 10.10.2011 00:00:00 | 1.3406 | 0.1 | 13.10.2011 00:00:00 | 1.3772 | $ 365.8 | SL |
| 116 | LONG Stop - 20.10.2011 00:00:00 | 21.10.2011 00:00:00 | 1.3887 | 0.1 | 24.10.2011 00:00:00 | 1.3859 | $ -28.4 | SL |
| 117 | SHORT Stop - 31.10.2011 00:00:00 | 01.11.2011 00:00:00 | 1.382 | 0.1 | 02.11.2011 00:00:00 | 1.3741 | $ 78.5 | SL |
| 118 | SHORT Stop - 15.11.2011 00:00:00 | 16.11.2011 00:00:00 | 1.349 | 0.1 | 17.11.2011 00:00:00 | 1.3472 | $ 18 | SL |
| 119 | LONG Stop - 22.11.2011 00:00:00 | 22.11.2011 00:00:00 | 1.3545 | 0.1 | 23.11.2011 00:00:00 | 1.351 | $ -35 | SL |
| 120 | SHORT Stop - 21.11.2011 00:00:00 | 23.11.2011 00:00:00 | 1.3417 | 0.1 | 24.11.2011 00:00:00 | 1.3394 | $ 23.3 | SL |
| 121 | SHORT Stop - 29.11.2011 00:00:00 | 29.11.2011 00:00:00 | 1.3286 | 0.1 | 30.11.2011 00:00:00 | 1.3321 | $ -35 | SL |
| 122 | SHORT Stop - 07.12.2011 00:00:00 | 07.12.2011 00:00:00 | 1.3375 | 0.1 | 08.12.2011 00:00:00 | 1.341 | $ -35 | SL |
| 123 | SHORT Stop - 27.12.2011 00:00:00 | 28.12.2011 00:00:00 | 1.3005 | 0.1 | 30.12.2011 00:00:00 | 1.2982 | $ 23 | SL |
| 124 | LONG Stop - 02.01.2012 00:00:00 | 03.01.2012 00:00:00 | 1.3047 | 0.1 | 04.01.2012 00:00:00 | 1.3012 | $ -35 | SL |
| 125 | LONG Stop - 14.02.2012 00:00:00 | 23.02.2012 00:00:00 | 1.3323 | 0.1 | 27.02.2012 00:01:00 | 1.3432 | $ 109.2 | SL |
| 126 | LONG Stop - 13.03.2012 00:00:00 | 19.03.2012 00:00:00 | 1.326 | 0.1 | 20.03.2012 00:00:00 | 1.3225 | $ -35 | SL |
| 127 | LONG Stop - 29.03.2012 00:00:00 | 29.03.2012 00:00:00 | 1.3339 | 0.1 | 30.03.2012 00:00:00 | 1.3304 | $ -35 | SL |
| 128 | SHORT Stop - 27.03.2012 00:00:00 | 04.04.2012 00:00:00 | 1.3153 | 0.1 | 06.04.2012 00:00:00 | 1.3076 | $ 76.2 | SL |
| 129 | LONG Stop - 10.04.2012 00:00:00 | 10.04.2012 00:00:00 | 1.3144 | 0.1 | 11.04.2012 00:00:00 | 1.3109 | $ -35 | SL |
| 130 | LONG Stop - 20.04.2012 00:00:00 | 20.04.2012 00:00:00 | 1.3172 | 0.1 | 23.04.2012 00:00:00 | 1.3137 | $ -35 | SL |
| 131 | SHORT Stop - 02.05.2012 00:00:00 | 02.05.2012 00:00:00 | 1.3182 | 0.1 | 14.05.2012 00:00:00 | 1.2905 | $ 276.9 | SL |
| 132 | SHORT Stop - 22.05.2012 00:00:00 | 22.05.2012 00:00:00 | 1.2666 | 0.1 | 25.05.2012 00:00:00 | 1.2549 | $ 117.6 | SL |
| 133 | LONG Stop - 04.06.2012 00:00:00 | 04.06.2012 00:00:00 | 1.2472 | 0.1 | 05.06.2012 00:00:00 | 1.2463 | $ -8.9 | SL |
| 134 | LONG Stop - 13.06.2012 00:00:00 | 13.06.2012 00:00:00 | 1.2566 | 0.1 | 14.06.2012 00:00:00 | 1.2548 | $ -18.6 | SL |
| 135 | SHORT Stop - 20.06.2012 00:00:00 | 21.06.2012 00:00:00 | 1.2577 | 0.1 | 26.06.2012 00:00:00 | 1.2517 | $ 59.1 | SL |
| 136 | LONG Stop - 29.06.2012 00:00:00 | 29.06.2012 00:00:00 | 1.2539 | 0.1 | 02.07.2012 00:00:00 | 1.259 | $ 50.6 | SL |
| 137 | SHORT Stop - 04.07.2012 00:00:00 | 04.07.2012 00:00:00 | 1.2511 | 0.1 | 10.07.2012 00:00:00 | 1.2327 | $ 184 | SL |
| 138 | SHORT Stop - 20.07.2012 00:00:00 | 20.07.2012 00:00:00 | 1.2224 | 0.1 | 24.07.2012 00:00:00 | 1.2134 | $ 90.1 | SL |
| 139 | LONG Stop - 11.07.2012 00:00:00 | 27.07.2012 00:00:00 | 1.2385 | 0.1 | 30.07.2012 00:00:00 | 1.235 | $ -35 | SL |
| 140 | SHORT Stop - 01.08.2012 00:00:00 | 01.08.2012 00:00:00 | 1.2265 | 0.1 | 02.08.2012 00:00:00 | 1.2262 | $ 3.2 | SL |
| 141 | LONG Stop - 14.08.2012 00:00:00 | 14.08.2012 00:00:00 | 1.2379 | 0.1 | 15.08.2012 00:00:00 | 1.2344 | $ -35 | SL |
| 142 | LONG Stop - 28.08.2012 00:00:00 | 31.08.2012 00:00:00 | 1.2593 | 0.1 | 03.09.2012 00:00:00 | 1.2569 | $ -24.3 | SL |
| 143 | SHORT Stop - 05.09.2012 00:00:00 | 05.09.2012 00:00:00 | 1.2521 | 0.1 | 06.09.2012 00:00:00 | 1.2556 | $ -35 | SL |
| 144 | SHORT Stop - 28.09.2012 00:00:00 | 28.09.2012 00:00:00 | 1.288 | 0.1 | 01.10.2012 00:00:00 | 1.2859 | $ 20.9 | SL |
| 145 | LONG Stop - 03.10.2012 00:00:00 | 03.10.2012 00:00:00 | 1.2937 | 0.1 | 08.10.2012 00:00:00 | 1.2984 | $ 47.2 | SL |
| 146 | LONG Stop - 11.10.2012 00:00:00 | 16.10.2012 00:00:00 | 1.303 | 0.1 | 19.10.2012 00:00:00 | 1.3054 | $ 24.1 | SL |
| 147 | SHORT Stop - 12.10.2012 00:00:00 | 26.10.2012 00:00:00 | 1.2882 | 0.1 | 29.10.2012 00:00:00 | 1.2917 | $ -35 | SL |
| 148 | SHORT Stop - 01.11.2012 00:00:00 | 02.11.2012 00:00:00 | 1.2882 | 0.1 | 06.11.2012 00:00:00 | 1.2809 | $ 72.3 | SL |
| 149 | LONG Stop - 15.11.2012 00:00:00 | 15.11.2012 00:00:00 | 1.2745 | 0.1 | 16.11.2012 00:00:00 | 1.2761 | $ 15.7 | SL |
| 150 | LONG Stop - 20.11.2012 00:00:00 | 20.11.2012 00:00:00 | 1.2791 | 0.1 | 21.11.2012 00:00:00 | 1.2756 | $ -35 | SL |
| 151 | SHORT Stop - 05.12.2012 00:00:00 | 06.12.2012 00:00:00 | 1.2956 | 0.1 | 10.12.2012 00:00:00 | 1.2941 | $ 15.7 | SL |
| 152 | LONG Stop - 11.12.2012 00:00:00 | 12.12.2012 00:00:00 | 1.3047 | 0.1 | 17.12.2012 00:00:00 | 1.3147 | $ 100.1 | SL |
| 153 | LONG Stop - 24.12.2012 00:00:00 | 27.12.2012 00:00:00 | 1.3264 | 0.1 | 28.12.2012 00:00:00 | 1.3229 | $ -34.9 | SL |
| 154 | LONG Stop - 31.12.2012 00:00:00 | 02.01.2013 00:00:00 | 1.325 | 0.1 | 03.01.2013 00:00:00 | 1.3216 | $ -35 | SL |
| 155 | SHORT Stop - 20.12.2012 00:00:00 | 03.01.2013 00:00:00 | 1.3131 | 0.1 | 04.01.2013 00:00:00 | 1.3085 | $ 45.7 | SL |
| 156 | SHORT Stop - 08.01.2013 00:00:00 | 08.01.2013 00:00:00 | 1.3083 | 0.1 | 10.01.2013 00:00:00 | 1.3118 | $ -35 | SL |
| 157 | LONG Stop - 07.01.2013 00:00:00 | 10.01.2013 00:00:00 | 1.3245 | 0.1 | 15.01.2013 00:00:00 | 1.3315 | $ 70.8 | SL |
| 158 | LONG Stop - 23.01.2013 00:00:00 | 24.01.2013 00:00:00 | 1.3381 | 0.1 | 25.01.2013 00:00:00 | 1.3355 | $ -25.9 | SL |
| 159 | SHORT Stop - 01.02.2013 00:00:00 | 07.02.2013 00:00:00 | 1.3425 | 0.1 | 12.02.2013 00:00:00 | 1.3434 | $ -8.4 | SL |
| 160 | LONG Stop - 20.02.2013 00:00:00 | 20.02.2013 00:00:00 | 1.3396 | 0.1 | 21.02.2013 00:00:00 | 1.3361 | $ -35 | SL |
| 161 | SHORT Stop - 28.02.2013 00:00:00 | 28.02.2013 00:00:00 | 1.3114 | 0.1 | 04.03.2013 00:00:00 | 1.3023 | $ 91.3 | SL |
| 162 | SHORT Stop - 13.03.2013 00:00:00 | 13.03.2013 00:00:00 | 1.3005 | 0.1 | 14.03.2013 00:00:00 | 1.2984 | $ 20.9 | SL |
| 163 | SHORT Stop - 15.03.2013 00:00:00 | 18.03.2013 00:00:00 | 1.2989 | 0.1 | 20.03.2013 00:00:00 | 1.2901 | $ 87.5 | SL |
| 164 | LONG Stop - 18.03.2013 00:00:00 | 25.03.2013 00:00:00 | 1.304 | 0.1 | 26.03.2013 00:00:00 | 1.3005 | $ -35 | SL |
| 165 | SHORT Stop - 22.03.2013 00:00:00 | 25.03.2013 00:00:00 | 1.2861 | 0.1 | 28.03.2013 00:00:00 | 1.2794 | $ 67.5 | SL |
| 166 | SHORT Stop - 29.03.2013 00:00:00 | 29.03.2013 00:00:00 | 1.2809 | 0.1 | 29.03.2013 00:00:00 | 1.2817 | $ -7.8 | End test |