StrategyQuant Report
Strategy 1.38
| Symbol | EURUSD_fhdb | Period | D1 : 01.11.2007 - 29.03.2013 |
|---|---|---|---|
| Initial deposit | 10000.0 | Model | |
| Parameters | |||
Total Profit
$ 7273.2
Profit in pips
7273.2 pips
Yearly Avg profit
$ 1479.29
Yearly Avg % ret.
$ 11.69
%
# of trades
209
Sharpe ratio
0.22
Profit factor
2.35
Return / DD ratio
14.69
Winning %
21.05 %
Drawdown
$ 495
% Drawdown
3.93 %
Daily Avg profit
$ 4.03
Monthly Avg profit
$ 123.27
Average trade
$ 86.37
Monthly Avg % ret.
0.93 %
Annual %/ Max DD %
2.98
R Expectancy
1.07 R
Yearly R Expectan.
45.3 R
Monthly Performance ($)
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
| 2013 | 338.6 | 193.4 | -165 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 367 |
| 2012 | 201.5 | 170.1 | -231 | -165 | 303.1 | -66 | 241.1 | -68.4 | 480.8 | -198 | 187.5 | 152.1 | 1007.8 |
| 2011 | 372.4 | 160 | -99 | 507.5 | 40.7 | -74.3 | -33 | -264 | 295.5 | -36.7 | -51.4 | 135 | 952.7 |
| 2010 | 550.2 | -132 | -8.2 | -99 | 493.1 | -198 | 518.5 | 73.6 | 492.8 | 162.1 | 303.8 | -132 | 2024.9 |
| 2009 | 318 | -99 | 0 | -132 | 369.1 | -132 | -132 | -198 | 222.6 | 141.6 | -159.8 | 334.5 | 533 |
| 2008 | 0 | 0 | 0 | -66 | 75.4 | 17.9 | 35.6 | 593.2 | 1478.8 | 516.9 | -132 | -132 | 2387.8 |
Stats
Strategy
| Wins/Losses Ratio | 0.27 | Payout Ratio (Avg Win/Loss) | 8.81 | Average # of Bars in Trade | 2.68 |
| AHPR | 0.27 | Z-Score | 1.68 | Z-Probability | 4.66 % |
| Expectancy | 34.8 | Deviation | $ 165.05 | Exposure | 47.34 % |
| Stagnation in Days | 215 | Stagnation in % | 11.92 % |
Trades
| # of Wins | 44 | # of Losses | 165 | ||||
| Gross Profit | $ 12661.9 | Gross Loss | $ -5388.7 | Average Win | $ 287.77 | Average Loss | $ -32.66 |
| Largest Win | $ 1068.7 | Largest Loss | $ -33 | Max Consec Wins | 2 | Max Consec Losses | 15 |
| Avg Consec Wins | 1.13 | Avg Consec Loss | 4.12 | Avg # of Bars in Wins | 7 | Avg # of Bars in Losses | 1.53 |
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 | LONG Stop - 16.04.2008 00:00:00 | 16.04.2008 00:00:00 | 1.5868 | 0.1 | 18.04.2008 00:00:00 | 1.5835 | $ -33 | SL |
| 2 | LONG Stop - 22.04.2008 00:00:00 | 22.04.2008 00:00:00 | 1.6003 | 0.1 | 23.04.2008 00:00:00 | 1.597 | $ -33 | SL |
| 3 | SHORT Stop - 01.05.2008 00:00:00 | 01.05.2008 00:00:00 | 1.5574 | 0.1 | 12.05.2008 00:05:00 | 1.5466 | $ 108.4 | Exit rule |
| 4 | LONG Stop - 27.05.2008 00:00:00 | 27.05.2008 00:00:00 | 1.5813 | 0.1 | 28.05.2008 00:00:00 | 1.578 | $ -33 | SL |
| 5 | SHORT Stop - 03.06.2008 00:00:00 | 03.06.2008 00:00:00 | 1.5518 | 0.1 | 05.06.2008 00:00:00 | 1.5551 | $ -33 | SL |
| 6 | SHORT Stop - 06.06.2008 00:00:00 | 10.06.2008 00:00:00 | 1.5445 | 0.1 | 11.06.2008 00:00:00 | 1.5478 | $ -33 | SL |
| 7 | LONG Stop - 25.06.2008 00:00:00 | 25.06.2008 00:00:00 | 1.5612 | 0.1 | 04.07.2008 00:00:00 | 1.5696 | $ 83.9 | Exit rule |
| 8 | LONG Stop - 10.07.2008 00:00:00 | 10.07.2008 00:00:00 | 1.577 | 0.1 | 21.07.2008 00:05:00 | 1.5839 | $ 68.6 | Exit rule |
| 9 | SHORT Stop - 29.07.2008 00:00:00 | 29.07.2008 00:00:00 | 1.5629 | 0.1 | 31.07.2008 00:00:00 | 1.5662 | $ -33 | SL |
| 10 | SHORT Stop - 05.08.2008 00:00:00 | 05.08.2008 00:00:00 | 1.5551 | 0.1 | 14.08.2008 00:00:00 | 1.4924 | $ 626.2 | Exit rule |
| 11 | SHORT Stop - 26.08.2008 00:00:00 | 26.08.2008 00:00:00 | 1.4704 | 0.1 | 27.08.2008 00:00:00 | 1.4737 | $ -33 | SL |
| 12 | SHORT Stop - 01.09.2008 00:05:00 | 01.09.2008 00:05:00 | 1.4586 | 0.1 | 10.09.2008 00:00:00 | 1.4109 | $ 476.1 | Exit rule |
| 13 | SHORT Stop - 12.09.2008 00:00:00 | 12.09.2008 00:00:00 | 1.4005 | 0.1 | 15.09.2008 00:05:00 | 1.4038 | $ -33 | SL |
| 14 | LONG Stop - 25.09.2008 00:00:00 | 25.09.2008 00:00:00 | 1.4724 | 0.1 | 26.09.2008 00:00:00 | 1.4691 | $ -33 | SL |
| 15 | SHORT Stop - 25.09.2008 00:00:00 | 26.09.2008 00:00:00 | 1.4557 | 0.1 | 07.10.2008 00:00:00 | 1.3489 | $ 1068.7 | Exit rule |
| 16 | SHORT Stop - 10.10.2008 00:00:00 | 10.10.2008 00:00:00 | 1.346 | 0.1 | 13.10.2008 00:05:00 | 1.3493 | $ -33 | SL |
| 17 | SHORT Stop - 16.10.2008 00:00:00 | 16.10.2008 00:00:00 | 1.343 | 0.1 | 17.10.2008 00:00:00 | 1.3463 | $ -33 | SL |
| 18 | SHORT Stop - 20.10.2008 00:05:00 | 20.10.2008 00:05:00 | 1.34 | 0.1 | 29.10.2008 00:00:00 | 1.2817 | $ 582.9 | Exit rule |
| 19 | SHORT Stop - 03.11.2008 00:05:00 | 03.11.2008 00:05:00 | 1.265 | 0.1 | 04.11.2008 00:00:00 | 1.2682 | $ -33 | SL |
| 20 | SHORT Stop - 10.11.2008 00:05:00 | 10.11.2008 00:05:00 | 1.2785 | 0.1 | 13.11.2008 00:00:00 | 1.2817 | $ -33 | SL |
| 21 | SHORT Stop - 19.11.2008 00:00:00 | 19.11.2008 00:00:00 | 1.2545 | 0.1 | 20.11.2008 00:00:00 | 1.2578 | $ -33 | SL |
| 22 | LONG Stop - 27.11.2008 00:00:00 | 27.11.2008 00:00:00 | 1.2888 | 0.1 | 28.11.2008 00:00:00 | 1.2855 | $ -33 | SL |
| 23 | SHORT Stop - 27.11.2008 00:00:00 | 01.12.2008 00:05:00 | 1.2643 | 0.1 | 02.12.2008 00:00:00 | 1.2676 | $ -33 | SL |
| 24 | SHORT Stop - 03.12.2008 00:00:00 | 03.12.2008 00:00:00 | 1.2672 | 0.1 | 04.12.2008 00:00:00 | 1.2705 | $ -33 | SL |
| 25 | LONG Stop - 05.12.2008 00:00:00 | 05.12.2008 00:00:00 | 1.2795 | 0.1 | 08.12.2008 00:05:00 | 1.2762 | $ -33 | SL |
| 26 | LONG Stop - 29.12.2008 00:05:00 | 29.12.2008 00:05:00 | 1.4169 | 0.1 | 30.12.2008 00:00:00 | 1.4136 | $ -33 | SL |
| 27 | SHORT Stop - 09.01.2009 00:00:00 | 09.01.2009 00:00:00 | 1.3448 | 0.1 | 20.01.2009 00:00:00 | 1.3065 | $ 384 | Exit rule |
| 28 | SHORT Stop - 23.01.2009 00:00:00 | 23.01.2009 00:00:00 | 1.2809 | 0.1 | 26.01.2009 00:05:00 | 1.2842 | $ -33 | SL |
| 29 | SHORT Stop - 29.01.2009 00:00:00 | 30.01.2009 00:00:00 | 1.2885 | 0.1 | 03.02.2009 00:00:00 | 1.2918 | $ -33 | SL |
| 30 | SHORT Stop - 12.02.2009 00:00:00 | 12.02.2009 00:00:00 | 1.2848 | 0.1 | 13.02.2009 00:00:00 | 1.2881 | $ -33 | SL |
| 31 | SHORT Stop - 17.02.2009 00:00:00 | 17.02.2009 00:00:00 | 1.2739 | 0.1 | 20.02.2009 00:00:00 | 1.2773 | $ -33 | SL |
| 32 | SHORT Stop - 27.02.2009 00:00:00 | 27.02.2009 00:00:00 | 1.267 | 0.1 | 06.03.2009 00:00:00 | 1.2703 | $ -33 | SL |
| 33 | LONG Stop - 02.04.2009 00:00:00 | 02.04.2009 00:00:00 | 1.3345 | 0.1 | 07.04.2009 00:00:00 | 1.3312 | $ -33 | SL |
| 34 | LONG Stop - 13.04.2009 00:05:00 | 13.04.2009 00:05:00 | 1.3355 | 0.1 | 14.04.2009 00:00:00 | 1.3322 | $ -33 | SL |
| 35 | SHORT Stop - 16.04.2009 00:00:00 | 16.04.2009 00:00:00 | 1.319 | 0.1 | 24.04.2009 00:00:00 | 1.3223 | $ -33 | SL |
| 36 | SHORT Stop - 28.04.2009 00:00:00 | 28.04.2009 00:00:00 | 1.297 | 0.1 | 29.04.2009 00:00:00 | 1.3003 | $ -33 | SL |
| 37 | LONG Stop - 06.05.2009 00:00:00 | 06.05.2009 00:00:00 | 1.3327 | 0.1 | 07.05.2009 00:00:00 | 1.3294 | $ -33 | SL |
| 38 | LONG Stop - 08.05.2009 00:00:00 | 08.05.2009 00:00:00 | 1.3433 | 0.1 | 19.05.2009 00:00:00 | 1.3555 | $ 122.2 | Exit rule |
| 39 | LONG Stop - 20.05.2009 00:00:00 | 20.05.2009 00:00:00 | 1.3652 | 0.1 | 29.05.2009 00:00:00 | 1.3932 | $ 279.9 | Exit rule |
| 40 | LONG Stop - 11.06.2009 00:00:00 | 11.06.2009 00:00:00 | 1.4031 | 0.1 | 12.06.2009 00:00:00 | 1.3998 | $ -33 | SL |
| 41 | LONG Stop - 18.06.2009 00:00:00 | 18.06.2009 00:00:00 | 1.3973 | 0.1 | 19.06.2009 00:00:00 | 1.394 | $ -33 | SL |
| 42 | LONG Stop - 23.06.2009 00:00:00 | 23.06.2009 00:00:00 | 1.4015 | 0.1 | 24.06.2009 00:00:00 | 1.3982 | $ -33 | SL |
| 43 | LONG Stop - 25.06.2009 00:00:00 | 25.06.2009 00:00:00 | 1.3966 | 0.1 | 02.07.2009 00:00:00 | 1.3932 | $ -33 | SL |
| 44 | SHORT Stop - 08.07.2009 00:00:00 | 08.07.2009 00:00:00 | 1.3906 | 0.1 | 09.07.2009 00:00:00 | 1.3939 | $ -33 | SL |
| 45 | LONG Stop - 08.07.2009 00:00:00 | 09.07.2009 00:00:00 | 1.4059 | 0.1 | 10.07.2009 00:00:00 | 1.4026 | $ -33 | SL |
| 46 | LONG Stop - 23.07.2009 00:00:00 | 23.07.2009 00:00:00 | 1.4257 | 0.1 | 24.07.2009 00:00:00 | 1.4224 | $ -33 | SL |
| 47 | LONG Stop - 27.07.2009 00:05:00 | 27.07.2009 00:05:00 | 1.4279 | 0.1 | 28.07.2009 00:00:00 | 1.4246 | $ -33 | SL |
| 48 | LONG Stop - 31.07.2009 00:00:00 | 03.08.2009 00:05:00 | 1.4283 | 0.1 | 07.08.2009 00:00:00 | 1.425 | $ -33 | SL |
| 49 | LONG Stop - 13.08.2009 00:00:00 | 13.08.2009 00:00:00 | 1.4237 | 0.1 | 14.08.2009 00:00:00 | 1.4204 | $ -33 | SL |
| 50 | SHORT Stop - 13.08.2009 00:00:00 | 17.08.2009 00:05:00 | 1.4119 | 0.1 | 19.08.2009 00:00:00 | 1.4152 | $ -33 | SL |
| 51 | LONG Stop - 17.08.2009 00:05:00 | 19.08.2009 00:00:00 | 1.4241 | 0.1 | 20.08.2009 00:00:00 | 1.4208 | $ -33 | SL |
| 52 | LONG Stop - 26.08.2009 00:00:00 | 26.08.2009 00:00:00 | 1.4341 | 0.1 | 27.08.2009 00:00:00 | 1.4308 | $ -33 | SL |
| 53 | LONG Stop - 28.08.2009 00:00:00 | 28.08.2009 00:00:00 | 1.436 | 0.1 | 31.08.2009 00:05:00 | 1.4327 | $ -33 | SL |
| 54 | LONG Stop - 01.09.2009 00:00:00 | 01.09.2009 00:00:00 | 1.436 | 0.1 | 02.09.2009 00:00:00 | 1.4327 | $ -33 | SL |
| 55 | LONG Stop - 04.09.2009 00:00:00 | 07.09.2009 00:05:00 | 1.4338 | 0.1 | 16.09.2009 00:00:00 | 1.466 | $ 321.6 | Exit rule |
| 56 | LONG Stop - 22.09.2009 00:00:00 | 22.09.2009 00:00:00 | 1.4803 | 0.1 | 23.09.2009 00:00:00 | 1.477 | $ -33 | SL |
| 57 | LONG Stop - 24.09.2009 00:00:00 | 24.09.2009 00:00:00 | 1.4756 | 0.1 | 25.09.2009 00:00:00 | 1.4723 | $ -33 | SL |
| 58 | LONG Stop - 06.10.2009 00:00:00 | 06.10.2009 00:00:00 | 1.4658 | 0.1 | 15.10.2009 00:00:00 | 1.4932 | $ 273.6 | Exit rule |
| 59 | LONG Stop - 19.10.2009 00:05:00 | 19.10.2009 00:05:00 | 1.4956 | 0.1 | 20.10.2009 00:00:00 | 1.4923 | $ -33 | SL |
| 60 | LONG Stop - 21.10.2009 00:00:00 | 21.10.2009 00:00:00 | 1.4979 | 0.1 | 22.10.2009 00:00:00 | 1.4946 | $ -33 | SL |
| 61 | LONG Stop - 26.10.2009 00:05:00 | 26.10.2009 00:05:00 | 1.5036 | 0.1 | 27.10.2009 00:00:00 | 1.5003 | $ -33 | SL |
| 62 | SHORT Stop - 30.10.2009 00:00:00 | 30.10.2009 00:00:00 | 1.4799 | 0.1 | 02.11.2009 00:05:00 | 1.4832 | $ -33 | SL |
| 63 | SHORT Stop - 03.11.2009 00:00:00 | 03.11.2009 00:00:00 | 1.4729 | 0.1 | 04.11.2009 00:00:00 | 1.4762 | $ -33 | SL |
| 64 | LONG Stop - 03.11.2009 00:00:00 | 04.11.2009 00:00:00 | 1.4839 | 0.1 | 13.11.2009 00:00:00 | 1.4844 | $ 5.2 | Exit rule |
| 65 | LONG Stop - 18.11.2009 00:00:00 | 18.11.2009 00:00:00 | 1.4938 | 0.1 | 19.11.2009 00:00:00 | 1.4905 | $ -33 | SL |
| 66 | LONG Stop - 23.11.2009 00:05:00 | 23.11.2009 00:05:00 | 1.498 | 0.1 | 24.11.2009 00:00:00 | 1.4948 | $ -33 | SL |
| 67 | SHORT Stop - 23.11.2009 00:05:00 | 27.11.2009 00:00:00 | 1.4865 | 0.1 | 30.11.2009 00:05:00 | 1.4898 | $ -33 | SL |
| 68 | LONG Stop - 27.11.2009 00:00:00 | 30.11.2009 00:05:00 | 1.5015 | 0.1 | 01.12.2009 00:00:00 | 1.4982 | $ -33 | SL |
| 69 | LONG Stop - 03.12.2009 00:00:00 | 03.12.2009 00:00:00 | 1.5075 | 0.1 | 04.12.2009 00:00:00 | 1.5042 | $ -33 | SL |
| 70 | SHORT Stop - 11.12.2009 00:00:00 | 11.12.2009 00:00:00 | 1.471 | 0.1 | 22.12.2009 00:00:00 | 1.4276 | $ 433.5 | Exit rule |
| 71 | SHORT Stop - 23.12.2009 00:00:00 | 23.12.2009 00:00:00 | 1.4248 | 0.1 | 24.12.2009 00:00:00 | 1.4281 | $ -33 | SL |
| 72 | SHORT Stop - 30.12.2009 00:00:00 | 30.12.2009 00:00:00 | 1.4285 | 0.1 | 31.12.2009 00:00:00 | 1.4318 | $ -33 | SL |
| 73 | SHORT Stop - 07.01.2010 00:00:00 | 08.01.2010 00:00:00 | 1.4276 | 0.1 | 11.01.2010 00:05:00 | 1.4309 | $ -33 | SL |
| 74 | LONG Stop - 14.01.2010 00:00:00 | 14.01.2010 00:00:00 | 1.4543 | 0.1 | 15.01.2010 00:00:00 | 1.451 | $ -33 | SL |
| 75 | SHORT Stop - 14.01.2010 00:00:00 | 15.01.2010 00:00:00 | 1.4437 | 0.1 | 26.01.2010 00:00:00 | 1.415 | $ 286.5 | Exit rule |
| 76 | SHORT Stop - 27.01.2010 00:00:00 | 27.01.2010 00:00:00 | 1.4059 | 0.1 | 05.02.2010 00:00:00 | 1.373 | $ 329.7 | Exit rule |
| 77 | SHORT Stop - 12.02.2010 00:00:00 | 12.02.2010 00:00:00 | 1.3647 | 0.1 | 16.02.2010 00:00:00 | 1.3679 | $ -33 | SL |
| 78 | SHORT Stop - 18.02.2010 00:00:00 | 18.02.2010 00:00:00 | 1.3516 | 0.1 | 19.02.2010 00:00:00 | 1.3549 | $ -33 | SL |
| 79 | SHORT Stop - 22.02.2010 00:05:00 | 22.02.2010 00:05:00 | 1.3591 | 0.1 | 23.02.2010 00:00:00 | 1.3624 | $ -33 | SL |
| 80 | SHORT Stop - 25.02.2010 00:00:00 | 25.02.2010 00:00:00 | 1.3526 | 0.1 | 26.02.2010 00:00:00 | 1.3559 | $ -33 | SL |
| 81 | SHORT Stop - 01.03.2010 00:05:00 | 01.03.2010 00:05:00 | 1.3462 | 0.1 | 02.03.2010 00:00:00 | 1.3495 | $ -33 | SL |
| 82 | SHORT Stop - 09.03.2010 00:00:00 | 09.03.2010 00:00:00 | 1.3561 | 0.1 | 10.03.2010 00:00:00 | 1.3594 | $ -33 | SL |
| 83 | LONG Stop - 09.03.2010 00:00:00 | 10.03.2010 00:00:00 | 1.3678 | 0.1 | 11.03.2010 00:00:00 | 1.3645 | $ -33 | SL |
| 84 | LONG Stop - 16.03.2010 00:00:00 | 16.03.2010 00:00:00 | 1.3717 | 0.1 | 18.03.2010 00:00:00 | 1.3684 | $ -33 | SL |
| 85 | SHORT Stop - 16.03.2010 00:00:00 | 18.03.2010 00:00:00 | 1.3599 | 0.1 | 29.03.2010 00:00:00 | 1.3475 | $ 123.8 | Exit rule |
| 86 | SHORT Stop - 06.04.2010 00:00:00 | 06.04.2010 00:00:00 | 1.3467 | 0.1 | 09.04.2010 00:00:00 | 1.35 | $ -33 | SL |
| 87 | LONG Stop - 15.04.2010 00:00:00 | 15.04.2010 00:00:00 | 1.3662 | 0.1 | 16.04.2010 00:00:00 | 1.3629 | $ -33 | SL |
| 88 | SHORT Stop - 27.04.2010 00:00:00 | 27.04.2010 00:00:00 | 1.3283 | 0.1 | 30.04.2010 00:00:00 | 1.3316 | $ -33 | SL |
| 89 | SHORT Stop - 04.05.2010 00:00:00 | 04.05.2010 00:00:00 | 1.316 | 0.1 | 13.05.2010 00:00:00 | 1.2634 | $ 526.1 | Exit rule |
| 90 | SHORT Stop - 25.05.2010 00:00:00 | 25.05.2010 00:00:00 | 1.2313 | 0.1 | 26.05.2010 00:00:00 | 1.2347 | $ -33 | SL |
| 91 | SHORT Stop - 01.06.2010 00:00:00 | 01.06.2010 00:00:00 | 1.2145 | 0.1 | 02.06.2010 00:00:00 | 1.2178 | $ -33 | SL |
| 92 | SHORT Stop - 03.06.2010 00:00:00 | 03.06.2010 00:00:00 | 1.2181 | 0.1 | 04.06.2010 00:00:00 | 1.2214 | $ -33 | SL |
| 93 | SHORT Stop - 09.06.2010 00:00:00 | 09.06.2010 00:00:00 | 1.1954 | 0.1 | 10.06.2010 00:00:00 | 1.1987 | $ -33 | SL |
| 94 | SHORT Stop - 22.06.2010 00:00:00 | 23.06.2010 00:00:00 | 1.2243 | 0.1 | 24.06.2010 00:00:00 | 1.2276 | $ -33 | SL |
| 95 | LONG Stop - 25.06.2010 00:00:00 | 25.06.2010 00:00:00 | 1.2374 | 0.1 | 28.06.2010 00:00:00 | 1.2341 | $ -33 | SL |
| 96 | SHORT Stop - 29.06.2010 00:00:00 | 29.06.2010 00:00:00 | 1.2256 | 0.1 | 30.06.2010 00:00:00 | 1.2289 | $ -33 | SL |
| 97 | LONG Stop - 01.07.2010 00:00:00 | 01.07.2010 00:00:00 | 1.2407 | 0.1 | 12.07.2010 00:00:00 | 1.2642 | $ 234.2 | Exit rule |
| 98 | LONG Stop - 13.07.2010 00:00:00 | 13.07.2010 00:00:00 | 1.2737 | 0.1 | 14.07.2010 00:00:00 | 1.2704 | $ -33 | SL |
| 99 | LONG Stop - 26.07.2010 00:00:00 | 26.07.2010 00:00:00 | 1.2909 | 0.1 | 04.08.2010 00:00:00 | 1.3226 | $ 317.3 | Exit rule |
| 100 | LONG Stop - 05.08.2010 00:00:00 | 05.08.2010 00:00:00 | 1.321 | 0.1 | 06.08.2010 00:00:00 | 1.3176 | $ -33 | SL |
| 101 | LONG Stop - 17.08.2010 00:00:00 | 18.08.2010 00:00:00 | 1.2919 | 0.1 | 19.08.2010 00:00:00 | 1.2886 | $ -33 | SL |
| 102 | SHORT Stop - 20.08.2010 00:00:00 | 20.08.2010 00:00:00 | 1.2805 | 0.1 | 31.08.2010 00:00:00 | 1.2665 | $ 139.6 | Exit rule |
| 103 | SHORT Stop - 07.09.2010 00:00:00 | 07.09.2010 00:00:00 | 1.2743 | 0.1 | 13.09.2010 00:00:00 | 1.2776 | $ -33 | SL |
| 104 | LONG Stop - 20.09.2010 00:00:00 | 20.09.2010 00:00:00 | 1.3058 | 0.1 | 29.09.2010 00:00:00 | 1.3584 | $ 525.8 | Exit rule |
| 105 | LONG Stop - 05.10.2010 00:00:00 | 05.10.2010 00:00:00 | 1.3729 | 0.1 | 14.10.2010 00:00:00 | 1.3957 | $ 228.1 | Exit rule |
| 106 | LONG Stop - 21.10.2010 00:00:00 | 21.10.2010 00:00:00 | 1.4049 | 0.1 | 22.10.2010 00:00:00 | 1.4016 | $ -33 | SL |
| 107 | SHORT Stop - 29.10.2010 00:00:00 | 29.10.2010 00:00:00 | 1.3858 | 0.1 | 01.11.2010 00:00:00 | 1.3891 | $ -33 | SL |
| 108 | LONG Stop - 29.10.2010 00:00:00 | 01.11.2010 00:00:00 | 1.3992 | 0.1 | 02.11.2010 00:00:00 | 1.3958 | $ -33 | SL |
| 109 | SHORT Stop - 15.11.2010 00:00:00 | 15.11.2010 00:00:00 | 1.369 | 0.1 | 19.11.2010 00:00:00 | 1.3723 | $ -33 | SL |
| 110 | SHORT Stop - 23.11.2010 00:00:00 | 23.11.2010 00:00:00 | 1.3497 | 0.1 | 02.12.2010 00:00:00 | 1.3127 | $ 369.8 | Exit rule |
| 111 | SHORT Stop - 08.12.2010 00:00:00 | 08.12.2010 00:00:00 | 1.3198 | 0.1 | 09.12.2010 00:00:00 | 1.3231 | $ -33 | SL |
| 112 | SHORT Stop - 10.12.2010 00:00:00 | 10.12.2010 00:00:00 | 1.3197 | 0.1 | 13.12.2010 00:01:00 | 1.323 | $ -33 | SL |
| 113 | SHORT Stop - 16.12.2010 00:00:00 | 16.12.2010 00:00:00 | 1.3208 | 0.1 | 17.12.2010 00:00:00 | 1.3241 | $ -33 | SL |
| 114 | SHORT Stop - 23.12.2010 00:00:00 | 23.12.2010 00:00:00 | 1.3069 | 0.1 | 24.12.2010 00:00:00 | 1.3102 | $ -33 | SL |
| 115 | SHORT Stop - 04.01.2011 00:00:00 | 05.01.2011 00:00:00 | 1.3194 | 0.1 | 13.01.2011 00:00:00 | 1.3227 | $ -33 | SL |
| 116 | LONG Stop - 18.01.2011 00:00:00 | 18.01.2011 00:00:00 | 1.3293 | 0.1 | 27.01.2011 00:00:00 | 1.3698 | $ 405.4 | Exit rule |
| 117 | LONG Stop - 01.02.2011 00:00:00 | 01.02.2011 00:00:00 | 1.3792 | 0.1 | 03.02.2011 00:00:00 | 1.3759 | $ -33 | SL |
| 118 | LONG Stop - 09.02.2011 00:00:00 | 09.02.2011 00:00:00 | 1.3691 | 0.1 | 10.02.2011 00:00:00 | 1.3658 | $ -33 | SL |
| 119 | LONG Stop - 17.02.2011 00:00:00 | 17.02.2011 00:00:00 | 1.3568 | 0.1 | 22.02.2011 00:00:00 | 1.3535 | $ -33 | SL |
| 120 | LONG Stop - 23.02.2011 00:00:00 | 23.02.2011 00:00:00 | 1.3701 | 0.1 | 04.03.2011 00:00:00 | 1.396 | $ 259 | Exit rule |
| 121 | LONG Stop - 11.03.2011 00:00:00 | 14.03.2011 00:00:00 | 1.3999 | 0.1 | 15.03.2011 00:00:00 | 1.3966 | $ -33 | SL |
| 122 | LONG Stop - 17.03.2011 00:00:00 | 17.03.2011 00:00:00 | 1.4035 | 0.1 | 18.03.2011 00:00:00 | 1.4002 | $ -33 | SL |
| 123 | LONG Stop - 31.03.2011 00:00:00 | 31.03.2011 00:00:00 | 1.4138 | 0.1 | 01.04.2011 00:00:00 | 1.4104 | $ -33 | SL |
| 124 | LONG Stop - 05.04.2011 00:00:00 | 05.04.2011 00:00:00 | 1.4231 | 0.1 | 14.04.2011 00:00:00 | 1.444 | $ 209.4 | Exit rule |
| 125 | LONG Stop - 20.04.2011 00:00:00 | 20.04.2011 00:00:00 | 1.4526 | 0.1 | 29.04.2011 00:00:00 | 1.4824 | $ 298.1 | Exit rule |
| 126 | LONG Stop - 03.05.2011 00:00:00 | 03.05.2011 00:00:00 | 1.4888 | 0.1 | 04.05.2011 00:00:00 | 1.4855 | $ -33 | SL |
| 127 | SHORT Stop - 11.05.2011 00:00:00 | 11.05.2011 00:00:00 | 1.4383 | 0.1 | 20.05.2011 00:00:00 | 1.431 | $ 73.7 | Exit rule |
| 128 | LONG Stop - 02.06.2011 00:00:00 | 02.06.2011 00:00:00 | 1.4338 | 0.1 | 13.06.2011 00:00:00 | 1.433 | $ -8.3 | Exit rule |
| 129 | SHORT Stop - 20.06.2011 00:00:00 | 20.06.2011 00:00:00 | 1.4236 | 0.1 | 21.06.2011 00:00:00 | 1.4269 | $ -33 | SL |
| 130 | SHORT Stop - 23.06.2011 00:00:00 | 23.06.2011 00:00:00 | 1.4209 | 0.1 | 24.06.2011 00:00:00 | 1.4241 | $ -33 | SL |
| 131 | SHORT Stop - 18.07.2011 00:00:00 | 18.07.2011 00:00:00 | 1.4015 | 0.1 | 19.07.2011 00:00:00 | 1.4048 | $ -33 | SL |
| 132 | SHORT Stop - 04.08.2011 00:00:00 | 04.08.2011 00:00:00 | 1.4248 | 0.1 | 05.08.2011 00:00:00 | 1.4281 | $ -33 | SL |
| 133 | SHORT Stop - 08.08.2011 00:00:00 | 08.08.2011 00:00:00 | 1.4192 | 0.1 | 09.08.2011 00:00:00 | 1.4225 | $ -33 | SL |
| 134 | LONG Stop - 04.08.2011 00:00:00 | 08.08.2011 00:00:00 | 1.4384 | 0.1 | 10.08.2011 00:00:00 | 1.4352 | $ -33 | SL |
| 135 | SHORT Stop - 12.08.2011 00:00:00 | 12.08.2011 00:00:00 | 1.4198 | 0.1 | 15.08.2011 00:00:00 | 1.4231 | $ -33 | SL |
| 136 | LONG Stop - 18.08.2011 00:00:00 | 18.08.2011 00:00:00 | 1.4441 | 0.1 | 19.08.2011 00:00:00 | 1.4408 | $ -33 | SL |
| 137 | LONG Stop - 23.08.2011 00:00:00 | 23.08.2011 00:00:00 | 1.4449 | 0.1 | 24.08.2011 00:00:00 | 1.4416 | $ -33 | SL |
| 138 | LONG Stop - 25.08.2011 00:00:00 | 25.08.2011 00:00:00 | 1.4457 | 0.1 | 26.08.2011 00:00:00 | 1.4424 | $ -33 | SL |
| 139 | LONG Stop - 29.08.2011 00:00:00 | 29.08.2011 00:00:00 | 1.4507 | 0.1 | 30.08.2011 00:00:00 | 1.4475 | $ -33 | SL |
| 140 | SHORT Stop - 08.09.2011 00:00:00 | 08.09.2011 00:00:00 | 1.4045 | 0.1 | 19.09.2011 00:00:00 | 1.3683 | $ 361.5 | Exit rule |
| 141 | SHORT Stop - 22.09.2011 00:00:00 | 22.09.2011 00:00:00 | 1.3553 | 0.1 | 27.09.2011 00:00:00 | 1.3586 | $ -33 | SL |
| 142 | SHORT Stop - 30.09.2011 00:00:00 | 30.09.2011 00:00:00 | 1.3452 | 0.1 | 07.10.2011 00:00:00 | 1.3485 | $ -33 | SL |
| 143 | SHORT Stop - 18.10.2011 00:00:00 | 18.10.2011 00:00:00 | 1.3678 | 0.1 | 19.10.2011 00:00:00 | 1.3711 | $ -33 | SL |
| 144 | LONG Stop - 18.10.2011 00:00:00 | 19.10.2011 00:00:00 | 1.3834 | 0.1 | 20.10.2011 00:00:00 | 1.3801 | $ -33 | SL |
| 145 | LONG Stop - 21.10.2011 00:00:00 | 21.10.2011 00:00:00 | 1.3814 | 0.1 | 01.11.2011 00:00:00 | 1.3843 | $ 29.3 | Exit rule |
| 146 | LONG Stop - 04.11.2011 00:00:00 | 04.11.2011 00:00:00 | 1.3852 | 0.1 | 07.11.2011 00:00:00 | 1.382 | $ -33 | SL |
| 147 | SHORT Stop - 04.11.2011 00:00:00 | 07.11.2011 00:00:00 | 1.3691 | 0.1 | 08.11.2011 00:00:00 | 1.3724 | $ -33 | SL |
| 148 | SHORT Stop - 09.11.2011 00:00:00 | 09.11.2011 00:00:00 | 1.3738 | 0.1 | 11.11.2011 00:00:00 | 1.3772 | $ -33 | SL |
| 149 | LONG Stop - 14.11.2011 00:00:00 | 14.11.2011 00:00:00 | 1.3761 | 0.1 | 15.11.2011 00:00:00 | 1.3728 | $ -33 | SL |
| 150 | SHORT Stop - 14.11.2011 00:00:00 | 14.11.2011 00:00:00 | 1.3599 | 0.1 | 23.11.2011 00:00:00 | 1.3519 | $ 80.6 | Exit rule |
| 151 | SHORT Stop - 06.12.2011 00:00:00 | 06.12.2011 00:00:00 | 1.3361 | 0.1 | 07.12.2011 00:00:00 | 1.3394 | $ -33 | SL |
| 152 | SHORT Stop - 08.12.2011 00:00:00 | 08.12.2011 00:00:00 | 1.332 | 0.1 | 09.12.2011 00:00:00 | 1.3353 | $ -33 | SL |
| 153 | SHORT Stop - 12.12.2011 00:00:00 | 12.12.2011 00:00:00 | 1.3318 | 0.1 | 21.12.2011 00:00:00 | 1.3083 | $ 234 | Exit rule |
| 154 | SHORT Stop - 28.12.2011 00:00:00 | 28.12.2011 00:00:00 | 1.2974 | 0.1 | 03.01.2012 00:00:00 | 1.3007 | $ -33 | SL |
| 155 | SHORT Stop - 05.01.2012 00:00:00 | 05.01.2012 00:00:00 | 1.2871 | 0.1 | 16.01.2012 00:00:00 | 1.2636 | $ 234.5 | Exit rule |
| 156 | LONG Stop - 31.01.2012 00:00:00 | 31.01.2012 00:00:00 | 1.3174 | 0.1 | 01.02.2012 00:00:00 | 1.3141 | $ -33 | SL |
| 157 | LONG Stop - 03.02.2012 00:00:00 | 03.02.2012 00:00:00 | 1.3184 | 0.1 | 06.02.2012 00:00:00 | 1.3151 | $ -33 | SL |
| 158 | LONG Stop - 07.02.2012 00:00:00 | 07.02.2012 00:00:00 | 1.3215 | 0.1 | 10.02.2012 00:00:00 | 1.3182 | $ -33 | SL |
| 159 | LONG Stop - 17.02.2012 00:00:00 | 20.02.2012 00:00:00 | 1.3221 | 0.1 | 29.02.2012 00:00:00 | 1.3457 | $ 236.1 | Exit rule |
| 160 | LONG Stop - 08.03.2012 00:00:00 | 08.03.2012 00:00:00 | 1.3261 | 0.1 | 09.03.2012 00:00:00 | 1.3227 | $ -33 | SL |
| 161 | SHORT Stop - 12.03.2012 00:00:00 | 12.03.2012 00:00:00 | 1.3087 | 0.1 | 13.03.2012 00:00:00 | 1.312 | $ -33 | SL |
| 162 | LONG Stop - 12.03.2012 00:00:00 | 13.03.2012 00:00:00 | 1.3191 | 0.1 | 14.03.2012 00:00:00 | 1.3158 | $ -33 | SL |
| 163 | SHORT Stop - 16.03.2012 00:00:00 | 16.03.2012 00:00:00 | 1.3063 | 0.1 | 19.03.2012 00:00:00 | 1.3096 | $ -33 | SL |
| 164 | LONG Stop - 22.03.2012 00:00:00 | 22.03.2012 00:00:00 | 1.3246 | 0.1 | 23.03.2012 00:00:00 | 1.3213 | $ -33 | SL |
| 165 | SHORT Stop - 22.03.2012 00:00:00 | 22.03.2012 00:00:00 | 1.3148 | 0.1 | 26.03.2012 00:00:00 | 1.3181 | $ -33 | SL |
| 166 | LONG Stop - 29.03.2012 00:00:00 | 29.03.2012 00:00:00 | 1.3342 | 0.1 | 30.03.2012 00:00:00 | 1.3309 | $ -33 | SL |
| 167 | LONG Stop - 02.04.2012 00:00:00 | 02.04.2012 00:00:00 | 1.3369 | 0.1 | 03.04.2012 00:00:00 | 1.3336 | $ -33 | SL |
| 168 | SHORT Stop - 16.04.2012 00:00:00 | 16.04.2012 00:00:00 | 1.3058 | 0.1 | 17.04.2012 00:00:00 | 1.309 | $ -33 | SL |
| 169 | SHORT Stop - 18.04.2012 00:00:00 | 18.04.2012 00:00:00 | 1.3081 | 0.1 | 19.04.2012 00:00:00 | 1.3114 | $ -33 | SL |
| 170 | LONG Stop - 25.04.2012 00:00:00 | 25.04.2012 00:00:00 | 1.3221 | 0.1 | 26.04.2012 00:00:00 | 1.3188 | $ -33 | SL |
| 171 | LONG Stop - 27.04.2012 00:00:00 | 27.04.2012 00:00:00 | 1.3216 | 0.1 | 02.05.2012 00:00:00 | 1.3183 | $ -33 | SL |
| 172 | SHORT Stop - 23.05.2012 00:00:00 | 23.05.2012 00:00:00 | 1.2666 | 0.1 | 01.06.2012 00:00:00 | 1.2363 | $ 303.1 | Exit rule |
| 173 | LONG Stop - 19.06.2012 00:00:00 | 19.06.2012 00:00:00 | 1.2634 | 0.1 | 21.06.2012 00:00:00 | 1.2601 | $ -33 | SL |
| 174 | SHORT Stop - 19.06.2012 00:00:00 | 21.06.2012 00:00:00 | 1.2539 | 0.1 | 22.06.2012 00:00:00 | 1.2572 | $ -33 | SL |
| 175 | SHORT Stop - 04.07.2012 00:00:00 | 04.07.2012 00:00:00 | 1.251 | 0.1 | 13.07.2012 00:00:00 | 1.2203 | $ 307.1 | Exit rule |
| 176 | SHORT Stop - 16.07.2012 00:00:00 | 16.07.2012 00:00:00 | 1.2192 | 0.1 | 17.07.2012 00:00:00 | 1.2225 | $ -33 | SL |
| 177 | SHORT Stop - 20.07.2012 00:00:00 | 20.07.2012 00:00:00 | 1.2196 | 0.1 | 26.07.2012 00:00:00 | 1.2229 | $ -33 | SL |
| 178 | SHORT Stop - 01.08.2012 00:00:00 | 01.08.2012 00:00:00 | 1.2246 | 0.1 | 02.08.2012 00:00:00 | 1.2279 | $ -33 | SL |
| 179 | LONG Stop - 01.08.2012 00:00:00 | 02.08.2012 00:00:00 | 1.2342 | 0.1 | 03.08.2012 00:00:00 | 1.2309 | $ -33 | SL |
| 180 | SHORT Stop - 09.08.2012 00:00:00 | 09.08.2012 00:00:00 | 1.2341 | 0.1 | 13.08.2012 00:00:00 | 1.2374 | $ -33 | SL |
| 181 | LONG Stop - 14.08.2012 00:00:00 | 14.08.2012 00:00:00 | 1.2378 | 0.1 | 15.08.2012 00:00:00 | 1.2345 | $ -33 | SL |
| 182 | SHORT Stop - 14.08.2012 00:00:00 | 15.08.2012 00:00:00 | 1.2278 | 0.1 | 16.08.2012 00:00:00 | 1.2311 | $ -33 | SL |
| 183 | SHORT Stop - 17.08.2012 00:00:00 | 17.08.2012 00:00:00 | 1.2296 | 0.1 | 20.08.2012 00:00:00 | 1.2329 | $ -33 | SL |
| 184 | LONG Stop - 21.08.2012 00:00:00 | 21.08.2012 00:00:00 | 1.2368 | 0.1 | 30.08.2012 00:00:00 | 1.2531 | $ 162.6 | Exit rule |
| 185 | LONG Stop - 31.08.2012 00:00:00 | 31.08.2012 00:00:00 | 1.2579 | 0.1 | 05.09.2012 00:00:00 | 1.2546 | $ -33 | SL |
| 186 | LONG Stop - 06.09.2012 00:00:00 | 06.09.2012 00:00:00 | 1.2644 | 0.1 | 17.09.2012 00:00:00 | 1.3124 | $ 480.8 | Exit rule |
| 187 | LONG Stop - 02.10.2012 00:00:00 | 02.10.2012 00:00:00 | 1.2948 | 0.1 | 03.10.2012 00:00:00 | 1.2915 | $ -33 | SL |
| 188 | LONG Stop - 04.10.2012 00:00:00 | 04.10.2012 00:00:00 | 1.2925 | 0.1 | 09.10.2012 00:00:00 | 1.2892 | $ -33 | SL |
| 189 | SHORT Stop - 04.10.2012 00:00:00 | 10.10.2012 00:00:00 | 1.2842 | 0.1 | 11.10.2012 00:00:00 | 1.2875 | $ -33 | SL |
| 190 | LONG Stop - 12.10.2012 00:00:00 | 12.10.2012 00:00:00 | 1.2974 | 0.1 | 15.10.2012 00:00:00 | 1.2941 | $ -33 | SL |
| 191 | SHORT Stop - 29.10.2012 00:00:00 | 29.10.2012 00:00:00 | 1.293 | 0.1 | 30.10.2012 00:00:00 | 1.2963 | $ -33 | SL |
| 192 | LONG Stop - 31.10.2012 00:00:00 | 31.10.2012 00:00:00 | 1.2975 | 0.1 | 01.11.2012 00:00:00 | 1.2942 | $ -33 | SL |
| 193 | SHORT Stop - 02.11.2012 00:00:00 | 02.11.2012 00:00:00 | 1.2898 | 0.1 | 13.11.2012 00:00:00 | 1.2709 | $ 188.9 | Exit rule |
| 194 | LONG Stop - 28.11.2012 00:00:00 | 28.11.2012 00:00:00 | 1.2958 | 0.1 | 07.12.2012 00:00:00 | 1.2957 | $ -1.4 | Exit rule |
| 195 | LONG Stop - 11.12.2012 00:00:00 | 12.12.2012 00:00:00 | 1.3061 | 0.1 | 21.12.2012 00:00:00 | 1.3246 | $ 185.1 | Exit rule |
| 196 | LONG Stop - 27.12.2012 00:00:00 | 27.12.2012 00:00:00 | 1.3243 | 0.1 | 28.12.2012 00:00:00 | 1.321 | $ -33 | SL |
| 197 | LONG Stop - 02.01.2013 00:00:00 | 02.01.2013 00:00:00 | 1.3267 | 0.1 | 03.01.2013 00:00:00 | 1.3234 | $ -33 | SL |
| 198 | SHORT Stop - 08.01.2013 00:00:00 | 08.01.2013 00:00:00 | 1.3087 | 0.1 | 10.01.2013 00:00:00 | 1.312 | $ -33 | SL |
| 199 | LONG Stop - 08.01.2013 00:00:00 | 10.01.2013 00:00:00 | 1.3159 | 0.1 | 21.01.2013 00:00:00 | 1.331 | $ 151 | Exit rule |
| 200 | LONG Stop - 22.01.2013 00:00:00 | 22.01.2013 00:00:00 | 1.3371 | 0.1 | 23.01.2013 00:00:00 | 1.3338 | $ -33 | SL |
| 201 | LONG Stop - 24.01.2013 00:00:00 | 24.01.2013 00:00:00 | 1.3363 | 0.1 | 04.02.2013 00:00:00 | 1.365 | $ 286.6 | Exit rule |
| 202 | SHORT Stop - 13.02.2013 00:00:00 | 14.02.2013 00:00:00 | 1.336 | 0.1 | 15.02.2013 00:00:00 | 1.3393 | $ -33 | SL |
| 203 | LONG Stop - 20.02.2013 00:00:00 | 20.02.2013 00:00:00 | 1.3404 | 0.1 | 21.02.2013 00:00:00 | 1.3371 | $ -33 | SL |
| 204 | SHORT Stop - 20.02.2013 00:00:00 | 20.02.2013 00:00:00 | 1.3318 | 0.1 | 01.03.2013 00:00:00 | 1.3059 | $ 259.4 | Exit rule |
| 205 | SHORT Stop - 06.03.2013 00:00:00 | 06.03.2013 00:00:00 | 1.2971 | 0.1 | 07.03.2013 00:00:00 | 1.3004 | $ -33 | SL |
| 206 | SHORT Stop - 08.03.2013 00:00:00 | 08.03.2013 00:00:00 | 1.2976 | 0.1 | 11.03.2013 00:00:00 | 1.3009 | $ -33 | SL |
| 207 | SHORT Stop - 13.03.2013 00:00:00 | 13.03.2013 00:00:00 | 1.2981 | 0.1 | 14.03.2013 00:00:00 | 1.3014 | $ -33 | SL |
| 208 | SHORT Stop - 15.03.2013 00:00:00 | 18.03.2013 00:00:00 | 1.2963 | 0.1 | 22.03.2013 00:00:00 | 1.2996 | $ -33 | SL |
| 209 | SHORT Stop - 25.03.2013 00:00:00 | 25.03.2013 00:00:00 | 1.2846 | 0.1 | 26.03.2013 00:00:00 | 1.2879 | $ -33 | SL |