StrategyQuant Report
Strategy 1.4
| Symbol | EURUSD_fhdb | Period | D1 : 01.11.2007 - 29.03.2013 |
|---|---|---|---|
| Initial deposit | 10000.0 | Model | |
| Parameters | |||
Total Profit
$ 9280.8
Profit in pips
9280.81 pips
Yearly Avg profit
$ 1887.62
Yearly Avg % ret.
$ 14.18
%
# of trades
260
Sharpe ratio
0.17
Profit factor
1.92
Return / DD ratio
12.34
Winning %
31.15 %
Drawdown
$ 752.3
% Drawdown
6.06 %
Daily Avg profit
$ 5.14
Monthly Avg profit
$ 157.3
Average trade
$ 112.97
Monthly Avg % ret.
1.11 %
Annual %/ Max DD %
2.34
R Expectancy
0.64 R
Yearly R Expectan.
33.63 R
Monthly Performance ($)
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
| 2013 | 108.6 | 51.2 | -296.7 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -136.9 |
| 2012 | -46.1 | 113.5 | 165.7 | -325.2 | 420.7 | -102.3 | 249.4 | 587.7 | 173.7 | -14.7 | 153.8 | 101.9 | 1478.1 |
| 2011 | 539.3 | 177.9 | 233.5 | 199.1 | 659 | 98.3 | 33.6 | 671.7 | -204.6 | 309.1 | 23 | 19.1 | 2759 |
| 2010 | 382.1 | -378.6 | -129.6 | 399.6 | 700.9 | -9.5 | -82.5 | 315.8 | 518.2 | -247.4 | 784.8 | 89.5 | 2343.3 |
| 2009 | 975.9 | -327.2 | 395.3 | 123.7 | 619.1 | -206.3 | -2.5 | -17.2 | -123.6 | -166.6 | -100.9 | 161.3 | 1331 |
| 2008 | 0 | 0 | 0 | -153.2 | -12.9 | -1 | 232.1 | 643.5 | -240 | 548.8 | -472.9 | 961.9 | 1506.3 |
Stats
Strategy
| Wins/Losses Ratio | 0.45 | Payout Ratio (Avg Win/Loss) | 4.25 | Average # of Bars in Trade | 3.44 |
| AHPR | 0.26 | Z-Score | 0.58 | Z-Probability | 28.25 % |
| Expectancy | 35.7 | Deviation | $ 207.84 | Exposure | 93.51 % |
| Stagnation in Days | 349 | Stagnation in % | 19.31 % |
Trades
| # of Wins | 81 | # of Losses | 179 | ||||
| Gross Profit | $ 19326.9 | Gross Loss | $ -10046.1 | Average Win | $ 238.6 | Average Loss | $ -56.12 |
| Largest Win | $ 1201.9 | Largest Loss | $ -60 | Max Consec Wins | 4 | Max Consec Losses | 12 |
| Avg Consec Wins | 1.4 | Avg Consec Loss | 3.03 | Avg # of Bars in Wins | 7.74 | Avg # of Bars in Losses | 1.49 |
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 | 1.5817 | 0.1 | 18.04.2008 00:00:00 | 1.5765 | $ -51.7 | SL |
| 2 | LONG Stop - 21.04.2008 00:05:00 | 21.04.2008 00:05:00 | 1.5881 | 0.1 | 24.04.2008 00:00:00 | 1.5839 | $ -41.5 | SL |
| 3 | LONG Stop - 30.04.2008 00:00:00 | 30.04.2008 00:00:00 | 1.5633 | 0.1 | 01.05.2008 00:00:00 | 1.5573 | $ -60 | SL |
| 4 | LONG Stop - 05.05.2008 00:05:00 | 05.05.2008 00:05:00 | 1.5499 | 0.1 | 07.05.2008 00:00:00 | 1.5439 | $ -60 | SL |
| 5 | LONG Stop - 09.05.2008 00:00:00 | 09.05.2008 00:00:00 | 1.5451 | 0.1 | 12.05.2008 00:05:00 | 1.5391 | $ -60 | SL |
| 6 | SHORT Stop - 13.05.2008 00:00:00 | 13.05.2008 00:00:00 | 1.547 | 0.1 | 15.05.2008 00:00:00 | 1.5531 | $ -60 | SL |
| 7 | LONG Stop - 16.05.2008 00:00:00 | 16.05.2008 00:00:00 | 1.5481 | 0.1 | 28.05.2008 00:00:00 | 1.5648 | $ 167.1 | SL |
| 8 | LONG Stop - 02.06.2008 00:05:00 | 02.06.2008 00:05:00 | 1.558 | 0.1 | 03.06.2008 00:00:00 | 1.552 | $ -60 | SL |
| 9 | LONG Stop - 05.06.2008 00:00:00 | 05.06.2008 00:00:00 | 1.5477 | 0.1 | 10.06.2008 00:00:00 | 1.5482 | $ 5 | SL |
| 10 | SHORT Stop - 12.06.2008 00:00:00 | 12.06.2008 00:00:00 | 1.5547 | 0.1 | 20.06.2008 00:00:00 | 1.5608 | $ -60 | SL |
| 11 | LONG Stop - 12.06.2008 00:00:00 | 19.06.2008 00:00:00 | 1.5577 | 0.1 | 23.06.2008 00:05:00 | 1.5517 | $ -60 | SL |
| 12 | LONG Stop - 24.06.2008 00:00:00 | 24.06.2008 00:00:00 | 1.5552 | 0.1 | 08.07.2008 00:00:00 | 1.5726 | $ 174 | Exit rule |
| 13 | LONG Stop - 09.07.2008 00:00:00 | 09.07.2008 00:00:00 | 1.5712 | 0.1 | 10.07.2008 00:00:00 | 1.5697 | $ -15 | SL |
| 14 | SHORT Stop - 16.07.2008 00:00:00 | 16.07.2008 00:00:00 | 1.5887 | 0.1 | 21.07.2008 00:05:00 | 1.5933 | $ -46.5 | SL |
| 15 | SHORT Stop - 22.07.2008 00:00:00 | 22.07.2008 00:00:00 | 1.5869 | 0.1 | 05.08.2008 00:00:00 | 1.5575 | $ 293.6 | Exit rule |
| 16 | LONG Stop - 07.08.2008 00:00:00 | 07.08.2008 00:00:00 | 1.5483 | 0.1 | 08.08.2008 00:00:00 | 1.5424 | $ -60 | SL |
| 17 | LONG Stop - 14.08.2008 00:00:00 | 14.08.2008 00:00:00 | 1.4938 | 0.1 | 15.08.2008 00:00:00 | 1.4878 | $ -60 | SL |
| 18 | SHORT Stop - 14.08.2008 00:00:00 | 14.08.2008 00:00:00 | 1.4909 | 0.1 | 21.08.2008 00:00:00 | 1.476 | $ 148.8 | SL |
| 19 | SHORT Stop - 22.08.2008 00:00:00 | 22.08.2008 00:00:00 | 1.479 | 0.1 | 28.08.2008 00:00:00 | 1.4781 | $ 9.7 | SL |
| 20 | LONG Stop - 29.08.2008 00:00:00 | 29.08.2008 00:00:00 | 1.471 | 0.1 | 01.09.2008 00:05:00 | 1.465 | $ -60 | SL |
| 21 | SHORT Stop - 29.08.2008 00:00:00 | 29.08.2008 00:00:00 | 1.4682 | 0.1 | 12.09.2008 00:00:00 | 1.4016 | $ 665 | Exit rule |
| 22 | SHORT Stop - 16.09.2008 00:00:00 | 16.09.2008 00:00:00 | 1.4152 | 0.1 | 17.09.2008 00:00:00 | 1.4212 | $ -60 | SL |
| 23 | SHORT Stop - 19.09.2008 00:00:00 | 19.09.2008 00:00:00 | 1.4258 | 0.1 | 22.09.2008 00:05:00 | 1.4318 | $ -60 | SL |
| 24 | SHORT Stop - 24.09.2008 00:00:00 | 24.09.2008 00:00:00 | 1.4615 | 0.1 | 25.09.2008 00:00:00 | 1.4675 | $ -60 | SL |
| 25 | LONG Stop - 26.09.2008 00:00:00 | 26.09.2008 00:00:00 | 1.466 | 0.1 | 29.09.2008 00:05:00 | 1.46 | $ -60 | SL |
| 26 | LONG Stop - 07.10.2008 00:00:00 | 07.10.2008 00:00:00 | 1.371 | 0.1 | 08.10.2008 00:00:00 | 1.365 | $ -60 | SL |
| 27 | SHORT Stop - 09.10.2008 00:00:00 | 09.10.2008 00:00:00 | 1.3597 | 0.1 | 13.10.2008 00:05:00 | 1.3657 | $ -60 | SL |
| 28 | SHORT Stop - 15.10.2008 00:00:00 | 15.10.2008 00:00:00 | 1.3546 | 0.1 | 29.10.2008 00:00:00 | 1.2817 | $ 728.8 | Exit rule |
| 29 | SHORT Stop - 31.10.2008 00:00:00 | 31.10.2008 00:00:00 | 1.2824 | 0.1 | 03.11.2008 00:05:00 | 1.2884 | $ -60 | SL |
| 30 | LONG Stop - 04.11.2008 00:00:00 | 04.11.2008 00:00:00 | 1.2743 | 0.1 | 06.11.2008 00:00:00 | 1.2731 | $ -11.5 | SL |
| 31 | LONG Stop - 07.11.2008 00:00:00 | 07.11.2008 00:00:00 | 1.2828 | 0.1 | 10.11.2008 00:05:00 | 1.2787 | $ -41.4 | SL |
| 32 | LONG Stop - 11.11.2008 00:00:00 | 11.11.2008 00:00:00 | 1.2763 | 0.1 | 12.11.2008 00:00:00 | 1.2702 | $ -60 | SL |
| 33 | SHORT Stop - 11.11.2008 00:00:00 | 11.11.2008 00:00:00 | 1.272 | 0.1 | 13.11.2008 00:00:00 | 1.278 | $ -60 | SL |
| 34 | SHORT Stop - 14.11.2008 00:00:00 | 14.11.2008 00:00:00 | 1.2606 | 0.1 | 17.11.2008 00:05:00 | 1.2666 | $ -60 | SL |
| 35 | LONG Stop - 18.11.2008 00:00:00 | 18.11.2008 00:00:00 | 1.266 | 0.1 | 19.11.2008 00:00:00 | 1.26 | $ -60 | SL |
| 36 | SHORT Stop - 18.11.2008 00:00:00 | 18.11.2008 00:00:00 | 1.2616 | 0.1 | 24.11.2008 00:05:00 | 1.2676 | $ -60 | SL |
| 37 | SHORT Stop - 26.11.2008 00:00:00 | 26.11.2008 00:00:00 | 1.2848 | 0.1 | 27.11.2008 00:00:00 | 1.2908 | $ -60 | SL |
| 38 | LONG Stop - 28.11.2008 00:00:00 | 28.11.2008 00:00:00 | 1.2949 | 0.1 | 01.12.2008 00:05:00 | 1.2889 | $ -60 | SL |
| 39 | LONG Stop - 02.12.2008 00:00:00 | 02.12.2008 00:00:00 | 1.274 | 0.1 | 03.12.2008 00:00:00 | 1.268 | $ -60 | SL |
| 40 | SHORT Stop - 04.12.2008 00:00:00 | 04.12.2008 00:00:00 | 1.2669 | 0.1 | 05.12.2008 00:00:00 | 1.2729 | $ -60 | SL |
| 41 | LONG Stop - 08.12.2008 00:05:00 | 08.12.2008 00:05:00 | 1.2757 | 0.1 | 22.12.2008 00:05:00 | 1.3959 | $ 1201.9 | Exit rule |
| 42 | LONG Stop - 24.12.2008 00:00:00 | 24.12.2008 00:00:00 | 1.3986 | 0.1 | 29.12.2008 00:05:00 | 1.3926 | $ -60 | SL |
| 43 | LONG Stop - 30.12.2008 00:00:00 | 30.12.2008 00:00:00 | 1.4026 | 0.1 | 31.12.2008 00:00:00 | 1.3966 | $ -60 | SL |
| 44 | SHORT Stop - 02.01.2009 00:05:00 | 02.01.2009 00:05:00 | 1.3988 | 0.1 | 16.01.2009 00:00:00 | 1.3139 | $ 849.3 | Exit rule |
| 45 | SHORT Stop - 19.01.2009 00:05:00 | 19.01.2009 00:05:00 | 1.3166 | 0.1 | 26.01.2009 00:05:00 | 1.2979 | $ 186.6 | SL |
| 46 | SHORT Stop - 28.01.2009 00:00:00 | 28.01.2009 00:00:00 | 1.3105 | 0.1 | 29.01.2009 00:00:00 | 1.3165 | $ -60 | SL |
| 47 | LONG Stop - 03.02.2009 00:00:00 | 03.02.2009 00:00:00 | 1.2901 | 0.1 | 04.02.2009 00:00:00 | 1.2841 | $ -60 | SL |
| 48 | LONG Stop - 06.02.2009 00:00:00 | 06.02.2009 00:00:00 | 1.2876 | 0.1 | 10.02.2009 00:00:00 | 1.2816 | $ -60 | SL |
| 49 | LONG Stop - 11.02.2009 00:00:00 | 11.02.2009 00:00:00 | 1.2958 | 0.1 | 12.02.2009 00:00:00 | 1.2898 | $ -60 | SL |
| 50 | LONG Stop - 13.02.2009 00:00:00 | 13.02.2009 00:00:00 | 1.2931 | 0.1 | 16.02.2009 00:05:00 | 1.2872 | $ -60 | SL |
| 51 | SHORT Stop - 13.02.2009 00:00:00 | 13.02.2009 00:00:00 | 1.2879 | 0.1 | 20.02.2009 00:00:00 | 1.285 | $ 28.3 | SL |
| 52 | LONG Stop - 24.02.2009 00:00:00 | 24.02.2009 00:00:00 | 1.275 | 0.1 | 25.02.2009 00:00:00 | 1.2693 | $ -56.6 | SL |
| 53 | SHORT Stop - 24.02.2009 00:00:00 | 24.02.2009 00:00:00 | 1.2697 | 0.1 | 26.02.2009 00:00:00 | 1.2757 | $ -60 | SL |
| 54 | SHORT Stop - 27.02.2009 00:00:00 | 27.02.2009 00:00:00 | 1.2728 | 0.1 | 10.03.2009 00:00:00 | 1.2727 | $ 1.1 | SL |
| 55 | LONG Stop - 27.02.2009 00:00:00 | 10.03.2009 00:00:00 | 1.278 | 0.1 | 11.03.2009 00:00:00 | 1.272 | $ -60 | SL |
| 56 | LONG Stop - 16.03.2009 00:05:00 | 16.03.2009 00:05:00 | 1.2902 | 0.1 | 27.03.2009 00:00:00 | 1.3357 | $ 455.3 | SL |
| 57 | LONG Stop - 02.04.2009 00:00:00 | 02.04.2009 00:00:00 | 1.3258 | 0.1 | 08.04.2009 00:00:00 | 1.3198 | $ -60 | SL |
| 58 | SHORT Stop - 02.04.2009 00:00:00 | 08.04.2009 00:00:00 | 1.3211 | 0.1 | 09.04.2009 00:00:00 | 1.3271 | $ -60 | SL |
| 59 | LONG Stop - 13.04.2009 00:05:00 | 13.04.2009 00:05:00 | 1.3226 | 0.1 | 15.04.2009 00:00:00 | 1.3166 | $ -60 | SL |
| 60 | LONG Stop - 22.04.2009 00:00:00 | 22.04.2009 00:00:00 | 1.3007 | 0.1 | 06.05.2009 00:00:00 | 1.3311 | $ 303.7 | Exit rule |
| 61 | SHORT Stop - 07.05.2009 00:00:00 | 07.05.2009 00:00:00 | 1.3306 | 0.1 | 08.05.2009 00:00:00 | 1.3366 | $ -60 | SL |
| 62 | LONG Stop - 07.05.2009 00:00:00 | 07.05.2009 00:00:00 | 1.3349 | 0.1 | 15.05.2009 00:00:00 | 1.3515 | $ 166.7 | SL |
| 63 | SHORT Stop - 19.05.2009 00:00:00 | 19.05.2009 00:00:00 | 1.3538 | 0.1 | 20.05.2009 00:00:00 | 1.3598 | $ -60 | SL |
| 64 | LONG Stop - 19.05.2009 00:00:00 | 19.05.2009 00:00:00 | 1.3579 | 0.1 | 02.06.2009 00:00:00 | 1.4152 | $ 572.4 | Exit rule |
| 65 | SHORT Stop - 03.06.2009 00:00:00 | 03.06.2009 00:00:00 | 1.4177 | 0.1 | 04.06.2009 00:00:00 | 1.4237 | $ -60 | SL |
| 66 | LONG Stop - 05.06.2009 00:00:00 | 05.06.2009 00:00:00 | 1.421 | 0.1 | 08.06.2009 00:05:00 | 1.415 | $ -60 | SL |
| 67 | SHORT Stop - 05.06.2009 00:00:00 | 05.06.2009 00:00:00 | 1.4171 | 0.1 | 11.06.2009 00:00:00 | 1.416 | $ 10 | SL |
| 68 | SHORT Stop - 12.06.2009 00:00:00 | 12.06.2009 00:00:00 | 1.4014 | 0.1 | 23.06.2009 00:00:00 | 1.399 | $ 23.7 | SL |
| 69 | SHORT Stop - 24.06.2009 00:00:00 | 24.06.2009 00:00:00 | 1.3948 | 0.1 | 25.06.2009 00:00:00 | 1.4008 | $ -60 | SL |
| 70 | SHORT Stop - 29.06.2009 00:05:00 | 29.06.2009 00:05:00 | 1.4003 | 0.1 | 30.06.2009 00:00:00 | 1.4063 | $ -60 | SL |
| 71 | LONG Stop - 01.07.2009 00:00:00 | 01.07.2009 00:00:00 | 1.407 | 0.1 | 02.07.2009 00:00:00 | 1.401 | $ -60 | SL |
| 72 | LONG Stop - 07.07.2009 00:00:00 | 07.07.2009 00:00:00 | 1.4012 | 0.1 | 08.07.2009 00:00:00 | 1.3952 | $ -60 | SL |
| 73 | LONG Stop - 09.07.2009 00:00:00 | 09.07.2009 00:00:00 | 1.3938 | 0.1 | 10.07.2009 00:00:00 | 1.3878 | $ -60 | SL |
| 74 | SHORT Stop - 13.07.2009 00:05:00 | 13.07.2009 00:05:00 | 1.3926 | 0.1 | 14.07.2009 00:00:00 | 1.3986 | $ -60 | SL |
| 75 | LONG Stop - 15.07.2009 00:00:00 | 15.07.2009 00:00:00 | 1.3991 | 0.1 | 29.07.2009 00:00:00 | 1.4171 | $ 179.7 | Exit rule |
| 76 | LONG Stop - 31.07.2009 00:00:00 | 31.07.2009 00:00:00 | 1.4112 | 0.1 | 10.08.2009 00:05:00 | 1.417 | $ 57.8 | SL |
| 77 | LONG Stop - 12.08.2009 00:00:00 | 12.08.2009 00:00:00 | 1.419 | 0.1 | 17.08.2009 00:05:00 | 1.413 | $ -60 | SL |
| 78 | LONG Stop - 19.08.2009 00:00:00 | 19.08.2009 00:00:00 | 1.4161 | 0.1 | 01.09.2009 00:00:00 | 1.4204 | $ 42.8 | SL |
| 79 | LONG Stop - 02.09.2009 00:00:00 | 02.09.2009 00:00:00 | 1.4294 | 0.1 | 04.09.2009 00:00:00 | 1.4238 | $ -56.4 | SL |
| 80 | SHORT Stop - 14.09.2009 00:05:00 | 14.09.2009 00:05:00 | 1.4553 | 0.1 | 15.09.2009 00:00:00 | 1.4613 | $ -60 | SL |
| 81 | LONG Stop - 14.09.2009 00:05:00 | 14.09.2009 00:05:00 | 1.4585 | 0.1 | 21.09.2009 00:05:00 | 1.4624 | $ 39 | SL |
| 82 | LONG Stop - 22.09.2009 00:00:00 | 22.09.2009 00:00:00 | 1.4722 | 0.1 | 23.09.2009 00:00:00 | 1.471 | $ -12.5 | SL |
| 83 | LONG Stop - 24.09.2009 00:00:00 | 24.09.2009 00:00:00 | 1.4736 | 0.1 | 25.09.2009 00:00:00 | 1.4676 | $ -60 | SL |
| 84 | SHORT Stop - 28.09.2009 00:05:00 | 28.09.2009 00:05:00 | 1.4671 | 0.1 | 05.10.2009 00:05:00 | 1.4645 | $ 26.3 | SL |
| 85 | SHORT Stop - 09.10.2009 00:00:00 | 09.10.2009 00:00:00 | 1.4717 | 0.1 | 12.10.2009 00:05:00 | 1.4777 | $ -60 | SL |
| 86 | SHORT Stop - 15.10.2009 00:00:00 | 15.10.2009 00:00:00 | 1.4843 | 0.1 | 16.10.2009 00:00:00 | 1.4903 | $ -60 | SL |
| 87 | LONG Stop - 19.10.2009 00:05:00 | 19.10.2009 00:05:00 | 1.4931 | 0.1 | 26.10.2009 00:05:00 | 1.4944 | $ 13.4 | SL |
| 88 | LONG Stop - 29.10.2009 00:00:00 | 29.10.2009 00:00:00 | 1.4817 | 0.1 | 30.10.2009 00:00:00 | 1.4757 | $ -60 | SL |
| 89 | LONG Stop - 02.11.2009 00:05:00 | 02.11.2009 00:05:00 | 1.4786 | 0.1 | 03.11.2009 00:00:00 | 1.4726 | $ -60 | SL |
| 90 | LONG Stop - 04.11.2009 00:00:00 | 04.11.2009 00:00:00 | 1.4763 | 0.1 | 17.11.2009 00:00:00 | 1.4846 | $ 82.7 | SL |
| 91 | LONG Stop - 18.11.2009 00:00:00 | 18.11.2009 00:00:00 | 1.4913 | 0.1 | 19.11.2009 00:00:00 | 1.4886 | $ -26.9 | SL |
| 92 | SHORT Stop - 20.11.2009 00:00:00 | 20.11.2009 00:00:00 | 1.4911 | 0.1 | 23.11.2009 00:05:00 | 1.4932 | $ -20.8 | SL |
| 93 | LONG Stop - 20.11.2009 00:00:00 | 23.11.2009 00:05:00 | 1.4938 | 0.1 | 27.11.2009 00:00:00 | 1.4922 | $ -15.9 | SL |
| 94 | LONG Stop - 30.11.2009 00:05:00 | 30.11.2009 00:05:00 | 1.5031 | 0.1 | 04.12.2009 00:00:00 | 1.4971 | $ -60 | SL |
| 95 | LONG Stop - 11.12.2009 00:00:00 | 11.12.2009 00:00:00 | 1.4751 | 0.1 | 14.12.2009 00:05:00 | 1.4691 | $ -60 | SL |
| 96 | SHORT Stop - 11.12.2009 00:00:00 | 11.12.2009 00:00:00 | 1.4725 | 0.1 | 25.12.2009 00:00:00 | 1.4383 | $ 341.3 | Exit rule |
| 97 | LONG Stop - 29.12.2009 00:00:00 | 29.12.2009 00:00:00 | 1.4383 | 0.1 | 30.12.2009 00:00:00 | 1.4323 | $ -60 | SL |
| 98 | SHORT Stop - 29.12.2009 00:00:00 | 29.12.2009 00:00:00 | 1.4356 | 0.1 | 31.12.2009 00:00:00 | 1.4416 | $ -60 | SL |
| 99 | LONG Stop - 04.01.2010 00:05:00 | 04.01.2010 00:05:00 | 1.4333 | 0.1 | 06.01.2010 00:00:00 | 1.4334 | $ 1.7 | SL |
| 100 | SHORT Stop - 07.01.2010 00:00:00 | 07.01.2010 00:00:00 | 1.4368 | 0.1 | 08.01.2010 00:00:00 | 1.4428 | $ -60 | SL |
| 101 | SHORT Stop - 14.01.2010 00:00:00 | 14.01.2010 00:00:00 | 1.4477 | 0.1 | 28.01.2010 00:00:00 | 1.4037 | $ 440.4 | Exit rule |
| 102 | SHORT Stop - 02.02.2010 00:00:00 | 02.02.2010 00:00:00 | 1.3912 | 0.1 | 03.02.2010 00:00:00 | 1.3972 | $ -60 | SL |
| 103 | LONG Stop - 01.02.2010 00:05:00 | 02.02.2010 00:00:00 | 1.3959 | 0.1 | 04.02.2010 00:00:00 | 1.3899 | $ -60 | SL |
| 104 | LONG Stop - 09.02.2010 00:00:00 | 09.02.2010 00:00:00 | 1.3717 | 0.1 | 11.02.2010 00:00:00 | 1.3657 | $ -60 | SL |
| 105 | LONG Stop - 16.02.2010 00:00:00 | 16.02.2010 00:00:00 | 1.3654 | 0.1 | 17.02.2010 00:00:00 | 1.3635 | $ -18.6 | SL |
| 106 | LONG Stop - 19.02.2010 00:00:00 | 19.02.2010 00:00:00 | 1.3602 | 0.1 | 23.02.2010 00:00:00 | 1.3542 | $ -60 | SL |
| 107 | LONG Stop - 24.02.2010 00:00:00 | 24.02.2010 00:00:00 | 1.3571 | 0.1 | 25.02.2010 00:00:00 | 1.3511 | $ -60 | SL |
| 108 | LONG Stop - 26.02.2010 00:00:00 | 26.02.2010 00:00:00 | 1.3553 | 0.1 | 01.03.2010 00:05:00 | 1.3493 | $ -60 | SL |
| 109 | SHORT Stop - 26.02.2010 00:00:00 | 01.03.2010 00:05:00 | 1.3526 | 0.1 | 02.03.2010 00:00:00 | 1.3586 | $ -60 | SL |
| 110 | SHORT Stop - 04.03.2010 00:00:00 | 04.03.2010 00:00:00 | 1.3623 | 0.1 | 08.03.2010 00:05:00 | 1.3683 | $ -60 | SL |
| 111 | LONG Stop - 09.03.2010 00:00:00 | 09.03.2010 00:00:00 | 1.3637 | 0.1 | 10.03.2010 00:00:00 | 1.3577 | $ -60 | SL |
| 112 | SHORT Stop - 09.03.2010 00:00:00 | 09.03.2010 00:00:00 | 1.361 | 0.1 | 11.03.2010 00:00:00 | 1.367 | $ -60 | SL |
| 113 | SHORT Stop - 15.03.2010 00:05:00 | 15.03.2010 00:05:00 | 1.3684 | 0.1 | 16.03.2010 00:00:00 | 1.3744 | $ -60 | SL |
| 114 | SHORT Stop - 18.03.2010 00:00:00 | 18.03.2010 00:00:00 | 1.372 | 0.1 | 31.03.2010 00:00:00 | 1.3549 | $ 170.4 | SL |
| 115 | SHORT Stop - 02.04.2010 00:00:00 | 02.04.2010 00:00:00 | 1.3503 | 0.1 | 09.04.2010 00:00:00 | 1.3493 | $ 10 | SL |
| 116 | SHORT Stop - 15.04.2010 00:00:00 | 15.04.2010 00:00:00 | 1.3597 | 0.1 | 29.04.2010 00:00:00 | 1.3207 | $ 389.6 | Exit rule |
| 117 | SHORT Stop - 03.05.2010 00:00:00 | 03.05.2010 00:00:00 | 1.3228 | 0.1 | 17.05.2010 00:00:00 | 1.2353 | $ 875.5 | Exit rule |
| 118 | LONG Stop - 18.05.2010 00:00:00 | 18.05.2010 00:00:00 | 1.2444 | 0.1 | 19.05.2010 00:00:00 | 1.2384 | $ -60 | SL |
| 119 | SHORT Stop - 20.05.2010 00:00:00 | 20.05.2010 00:00:00 | 1.232 | 0.1 | 21.05.2010 00:00:00 | 1.238 | $ -60 | SL |
| 120 | SHORT Stop - 24.05.2010 00:00:00 | 24.05.2010 00:00:00 | 1.2459 | 0.1 | 28.05.2010 00:00:00 | 1.2454 | $ 5.4 | SL |
| 121 | LONG Stop - 31.05.2010 00:00:00 | 31.05.2010 00:00:00 | 1.2297 | 0.1 | 01.06.2010 00:00:00 | 1.2237 | $ -60 | SL |
| 122 | SHORT Stop - 31.05.2010 00:00:00 | 01.06.2010 00:00:00 | 1.2266 | 0.1 | 03.06.2010 00:00:00 | 1.2326 | $ -60 | SL |
| 123 | SHORT Stop - 09.06.2010 00:00:00 | 09.06.2010 00:00:00 | 1.1956 | 0.1 | 10.06.2010 00:00:00 | 1.2017 | $ -60 | SL |
| 124 | LONG Stop - 09.06.2010 00:00:00 | 09.06.2010 00:00:00 | 1.1988 | 0.1 | 23.06.2010 00:00:00 | 1.2268 | $ 280.1 | Exit rule |
| 125 | LONG Stop - 24.06.2010 00:00:00 | 24.06.2010 00:00:00 | 1.2322 | 0.1 | 25.06.2010 00:00:00 | 1.2273 | $ -49.6 | SL |
| 126 | SHORT Stop - 24.06.2010 00:00:00 | 24.06.2010 00:00:00 | 1.2291 | 0.1 | 28.06.2010 00:00:00 | 1.2351 | $ -60 | SL |
| 127 | LONG Stop - 30.06.2010 00:00:00 | 30.06.2010 00:00:00 | 1.2279 | 0.1 | 01.07.2010 00:00:00 | 1.2219 | $ -60 | SL |
| 128 | SHORT Stop - 06.07.2010 00:00:00 | 06.07.2010 00:00:00 | 1.2498 | 0.1 | 07.07.2010 00:00:00 | 1.2557 | $ -60 | SL |
| 129 | SHORT Stop - 09.07.2010 00:00:00 | 09.07.2010 00:00:00 | 1.2629 | 0.1 | 13.07.2010 00:00:00 | 1.2689 | $ -60 | SL |
| 130 | SHORT Stop - 20.07.2010 00:00:00 | 20.07.2010 00:00:00 | 1.2905 | 0.1 | 22.07.2010 00:00:00 | 1.2905 | $ -0.4 | SL |
| 131 | SHORT Stop - 23.07.2010 00:00:00 | 23.07.2010 00:00:00 | 1.2837 | 0.1 | 26.07.2010 00:00:00 | 1.2897 | $ -60 | SL |
| 132 | LONG Stop - 29.07.2010 00:00:00 | 29.07.2010 00:00:00 | 1.2997 | 0.1 | 11.08.2010 00:00:00 | 1.3095 | $ 97.9 | SL |
| 133 | SHORT Stop - 29.07.2010 00:00:00 | 11.08.2010 00:00:00 | 1.2966 | 0.1 | 25.08.2010 00:00:00 | 1.2634 | $ 332.3 | Exit rule |
| 134 | SHORT Stop - 26.08.2010 00:00:00 | 31.08.2010 00:00:00 | 1.264 | 0.1 | 01.09.2010 00:00:00 | 1.27 | $ -60 | SL |
| 135 | LONG Stop - 26.08.2010 00:00:00 | 26.08.2010 00:00:00 | 1.2673 | 0.1 | 07.09.2010 00:00:00 | 1.2716 | $ 43.5 | SL |
| 136 | LONG Stop - 10.09.2010 00:00:00 | 10.09.2010 00:00:00 | 1.2735 | 0.1 | 24.09.2010 00:00:00 | 1.3313 | $ 578.2 | Exit rule |
| 137 | SHORT Stop - 28.09.2010 00:00:00 | 28.09.2010 00:00:00 | 1.3414 | 0.1 | 29.09.2010 00:00:00 | 1.3474 | $ -60 | SL |
| 138 | SHORT Stop - 04.10.2010 00:00:00 | 04.10.2010 00:00:00 | 1.3678 | 0.1 | 05.10.2010 00:00:00 | 1.3737 | $ -60 | SL |
| 139 | SHORT Stop - 08.10.2010 00:00:00 | 08.10.2010 00:00:00 | 1.3863 | 0.1 | 11.10.2010 00:00:00 | 1.3923 | $ -60 | SL |
| 140 | LONG Stop - 12.10.2010 00:00:00 | 12.10.2010 00:00:00 | 1.3918 | 0.1 | 18.10.2010 00:00:00 | 1.3911 | $ -7.4 | SL |
| 141 | LONG Stop - 20.10.2010 00:00:00 | 20.10.2010 00:00:00 | 1.3898 | 0.1 | 26.10.2010 00:00:00 | 1.3838 | $ -60 | SL |
| 142 | LONG Stop - 28.10.2010 00:00:00 | 28.10.2010 00:00:00 | 1.3866 | 0.1 | 29.10.2010 00:00:00 | 1.3807 | $ -60 | SL |
| 143 | SHORT Stop - 01.11.2010 00:00:00 | 01.11.2010 00:00:00 | 1.3889 | 0.1 | 02.11.2010 00:00:00 | 1.3949 | $ -60 | SL |
| 144 | SHORT Stop - 05.11.2010 00:00:00 | 05.11.2010 00:00:00 | 1.4103 | 0.1 | 19.11.2010 00:00:00 | 1.3644 | $ 458.5 | Exit rule |
| 145 | SHORT Stop - 22.11.2010 00:00:00 | 22.11.2010 00:00:00 | 1.3596 | 0.1 | 02.12.2010 00:00:00 | 1.321 | $ 386.3 | SL |
| 146 | LONG Stop - 07.12.2010 00:00:00 | 07.12.2010 00:00:00 | 1.3319 | 0.1 | 08.12.2010 00:00:00 | 1.3259 | $ -60 | SL |
| 147 | SHORT Stop - 07.12.2010 00:00:00 | 07.12.2010 00:00:00 | 1.3288 | 0.1 | 13.12.2010 00:01:00 | 1.3348 | $ -60 | SL |
| 148 | SHORT Stop - 15.12.2010 00:00:00 | 15.12.2010 00:00:00 | 1.332 | 0.1 | 29.12.2010 00:00:00 | 1.3111 | $ 209.5 | Exit rule |
| 149 | SHORT Stop - 03.01.2011 00:00:00 | 03.01.2011 00:00:00 | 1.3269 | 0.1 | 04.01.2011 00:00:00 | 1.3329 | $ -60 | SL |
| 150 | LONG Stop - 11.01.2011 00:00:00 | 11.01.2011 00:00:00 | 1.2981 | 0.1 | 25.01.2011 00:00:00 | 1.3639 | $ 657.5 | Exit rule |
| 151 | SHORT Stop - 27.01.2011 00:00:00 | 27.01.2011 00:00:00 | 1.3657 | 0.1 | 28.01.2011 00:00:00 | 1.3717 | $ -60 | SL |
| 152 | LONG Stop - 31.01.2011 00:00:00 | 31.01.2011 00:00:00 | 1.3686 | 0.1 | 03.02.2011 00:00:00 | 1.3687 | $ 1.8 | SL |
| 153 | LONG Stop - 08.02.2011 00:00:00 | 08.02.2011 00:00:00 | 1.3629 | 0.1 | 11.02.2011 00:00:00 | 1.3569 | $ -60 | SL |
| 154 | LONG Stop - 16.02.2011 00:00:00 | 16.02.2011 00:00:00 | 1.3525 | 0.1 | 22.02.2011 00:00:00 | 1.3534 | $ 8.8 | SL |
| 155 | LONG Stop - 23.02.2011 00:00:00 | 23.02.2011 00:00:00 | 1.3677 | 0.1 | 09.03.2011 00:00:00 | 1.3906 | $ 229.1 | Exit rule |
| 156 | LONG Stop - 11.03.2011 00:00:00 | 11.03.2011 00:00:00 | 1.3885 | 0.1 | 25.03.2011 00:00:00 | 1.4178 | $ 293.5 | Exit rule |
| 157 | LONG Stop - 29.03.2011 00:00:00 | 29.03.2011 00:00:00 | 1.4123 | 0.1 | 30.03.2011 00:00:00 | 1.4063 | $ -60 | SL |
| 158 | SHORT Stop - 01.04.2011 00:00:00 | 01.04.2011 00:00:00 | 1.4122 | 0.1 | 04.04.2011 00:00:00 | 1.4182 | $ -60 | SL |
| 159 | SHORT Stop - 05.04.2011 00:00:00 | 05.04.2011 00:00:00 | 1.4184 | 0.1 | 06.04.2011 00:00:00 | 1.4244 | $ -60 | SL |
| 160 | SHORT Stop - 07.04.2011 00:00:00 | 07.04.2011 00:00:00 | 1.4249 | 0.1 | 08.04.2011 00:00:00 | 1.4309 | $ -60 | SL |
| 161 | SHORT Stop - 12.04.2011 00:00:00 | 12.04.2011 00:00:00 | 1.4403 | 0.1 | 13.04.2011 00:00:00 | 1.4462 | $ -60 | SL |
| 162 | LONG Stop - 14.04.2011 00:00:00 | 14.04.2011 00:00:00 | 1.4469 | 0.1 | 15.04.2011 00:00:00 | 1.4438 | $ -31.8 | SL |
| 163 | LONG Stop - 20.04.2011 00:00:00 | 20.04.2011 00:00:00 | 1.435 | 0.1 | 04.05.2011 00:00:00 | 1.4821 | $ 470.9 | Exit rule |
| 164 | SHORT Stop - 05.05.2011 00:00:00 | 05.05.2011 00:00:00 | 1.4807 | 0.1 | 19.05.2011 00:00:00 | 1.4253 | $ 555 | Exit rule |
| 165 | SHORT Stop - 20.05.2011 00:00:00 | 20.05.2011 00:00:00 | 1.4246 | 0.1 | 26.05.2011 00:00:00 | 1.4142 | $ 104 | SL |
| 166 | SHORT Stop - 01.06.2011 00:00:00 | 01.06.2011 00:00:00 | 1.4308 | 0.1 | 02.06.2011 00:00:00 | 1.4368 | $ -60 | SL |
| 167 | SHORT Stop - 08.06.2011 00:00:00 | 08.06.2011 00:00:00 | 1.4607 | 0.1 | 21.06.2011 00:00:00 | 1.4419 | $ 187.1 | SL |
| 168 | SHORT Stop - 22.06.2011 00:00:00 | 23.06.2011 00:00:00 | 1.4325 | 0.1 | 28.06.2011 00:00:00 | 1.4311 | $ 14.2 | SL |
| 169 | LONG Stop - 23.06.2011 00:00:00 | 28.06.2011 00:00:00 | 1.4363 | 0.1 | 06.07.2011 00:00:00 | 1.432 | $ -43 | SL |
| 170 | LONG Stop - 13.07.2011 00:00:00 | 13.07.2011 00:00:00 | 1.4106 | 0.1 | 18.07.2011 00:00:00 | 1.4046 | $ -60 | SL |
| 171 | LONG Stop - 19.07.2011 00:00:00 | 19.07.2011 00:00:00 | 1.4161 | 0.1 | 02.08.2011 00:00:00 | 1.4255 | $ 93.6 | Exit rule |
| 172 | LONG Stop - 03.08.2011 00:00:00 | 03.08.2011 00:00:00 | 1.4281 | 0.1 | 04.08.2011 00:00:00 | 1.4221 | $ -60 | SL |
| 173 | LONG Stop - 05.08.2011 00:00:00 | 05.08.2011 00:00:00 | 1.4223 | 0.1 | 08.08.2011 00:00:00 | 1.4163 | $ -60 | SL |
| 174 | LONG Stop - 09.08.2011 00:00:00 | 09.08.2011 00:00:00 | 1.4217 | 0.1 | 11.08.2011 00:00:00 | 1.4157 | $ -60 | SL |
| 175 | SHORT Stop - 12.08.2011 00:00:00 | 12.08.2011 00:00:00 | 1.4222 | 0.1 | 15.08.2011 00:00:00 | 1.4282 | $ -60 | SL |
| 176 | LONG Stop - 12.08.2011 00:00:00 | 12.08.2011 00:00:00 | 1.4254 | 0.1 | 26.08.2011 00:00:00 | 1.4373 | $ 118.5 | Exit rule |
| 177 | SHORT Stop - 30.08.2011 00:00:00 | 30.08.2011 00:00:00 | 1.4456 | 0.1 | 13.09.2011 00:00:00 | 1.3663 | $ 793.2 | Exit rule |
| 178 | SHORT Stop - 14.09.2011 00:00:00 | 14.09.2011 00:00:00 | 1.3674 | 0.1 | 15.09.2011 00:00:00 | 1.3734 | $ -60 | SL |
| 179 | LONG Stop - 14.09.2011 00:00:00 | 14.09.2011 00:00:00 | 1.3708 | 0.1 | 19.09.2011 00:00:00 | 1.3648 | $ -60 | SL |
| 180 | LONG Stop - 21.09.2011 00:00:00 | 21.09.2011 00:00:00 | 1.375 | 0.1 | 22.09.2011 00:00:00 | 1.369 | $ -60 | SL |
| 181 | LONG Stop - 26.09.2011 00:00:00 | 26.09.2011 00:00:00 | 1.3549 | 0.1 | 27.09.2011 00:00:00 | 1.3489 | $ -60 | SL |
| 182 | SHORT Stop - 28.09.2011 00:00:00 | 28.09.2011 00:00:00 | 1.3525 | 0.1 | 29.09.2011 00:00:00 | 1.3585 | $ -60 | SL |
| 183 | SHORT Stop - 30.09.2011 00:00:00 | 30.09.2011 00:00:00 | 1.3545 | 0.1 | 07.10.2011 00:00:00 | 1.3449 | $ 95.4 | SL |
| 184 | LONG Stop - 10.10.2011 00:00:00 | 10.10.2011 00:00:00 | 1.3396 | 0.1 | 24.10.2011 00:00:00 | 1.3871 | $ 475.1 | Exit rule |
| 185 | SHORT Stop - 25.10.2011 00:00:00 | 25.10.2011 00:00:00 | 1.3855 | 0.1 | 26.10.2011 00:00:00 | 1.3915 | $ -60 | SL |
| 186 | SHORT Stop - 27.10.2011 00:00:00 | 27.10.2011 00:00:00 | 1.389 | 0.1 | 28.10.2011 00:00:00 | 1.395 | $ -60 | SL |
| 187 | LONG Stop - 27.10.2011 00:00:00 | 27.10.2011 00:00:00 | 1.3925 | 0.1 | 31.10.2011 00:00:00 | 1.3879 | $ -46 | SL |
| 188 | LONG Stop - 03.11.2011 00:00:00 | 03.11.2011 00:00:00 | 1.3791 | 0.1 | 04.11.2011 00:00:00 | 1.3731 | $ -60 | SL |
| 189 | SHORT Stop - 07.11.2011 00:00:00 | 07.11.2011 00:00:00 | 1.3751 | 0.1 | 08.11.2011 00:00:00 | 1.3811 | $ -60 | SL |
| 190 | SHORT Stop - 09.11.2011 00:00:00 | 09.11.2011 00:00:00 | 1.3781 | 0.1 | 23.11.2011 00:00:00 | 1.3519 | $ 263 | Exit rule |
| 191 | SHORT Stop - 28.11.2011 00:00:00 | 28.11.2011 00:00:00 | 1.3296 | 0.1 | 29.11.2011 00:00:00 | 1.3356 | $ -60 | SL |
| 192 | LONG Stop - 28.11.2011 00:00:00 | 28.11.2011 00:00:00 | 1.3332 | 0.1 | 30.11.2011 00:00:00 | 1.3272 | $ -60 | SL |
| 193 | SHORT Stop - 02.12.2011 00:00:00 | 02.12.2011 00:00:00 | 1.3395 | 0.1 | 05.12.2011 00:01:00 | 1.3455 | $ -60 | SL |
| 194 | LONG Stop - 07.12.2011 00:00:00 | 07.12.2011 00:00:00 | 1.3421 | 0.1 | 08.12.2011 00:00:00 | 1.3378 | $ -43.1 | SL |
| 195 | SHORT Stop - 07.12.2011 00:00:00 | 07.12.2011 00:00:00 | 1.3386 | 0.1 | 21.12.2011 00:00:00 | 1.3083 | $ 302.2 | Exit rule |
| 196 | SHORT Stop - 22.12.2011 00:00:00 | 22.12.2011 00:00:00 | 1.3029 | 0.1 | 23.12.2011 00:00:00 | 1.3089 | $ -60 | SL |
| 197 | LONG Stop - 22.12.2011 00:00:00 | 22.12.2011 00:00:00 | 1.3063 | 0.1 | 28.12.2011 00:00:00 | 1.3003 | $ -60 | SL |
| 198 | LONG Stop - 30.12.2011 00:00:00 | 30.12.2011 00:00:00 | 1.2997 | 0.1 | 02.01.2012 00:00:00 | 1.2937 | $ -60 | SL |
| 199 | LONG Stop - 03.01.2012 00:00:00 | 03.01.2012 00:00:00 | 1.2965 | 0.1 | 04.01.2012 00:00:00 | 1.2953 | $ -11.7 | SL |
| 200 | LONG Stop - 10.01.2012 00:00:00 | 10.01.2012 00:00:00 | 1.2789 | 0.1 | 11.01.2012 00:00:00 | 1.2729 | $ -60 | SL |
| 201 | SHORT Stop - 10.01.2012 00:00:00 | 10.01.2012 00:00:00 | 1.2757 | 0.1 | 12.01.2012 00:00:00 | 1.2817 | $ -60 | SL |
| 202 | SHORT Stop - 13.01.2012 00:00:00 | 13.01.2012 00:00:00 | 1.2753 | 0.1 | 18.01.2012 00:00:00 | 1.2802 | $ -49.4 | SL |
| 203 | LONG Stop - 23.01.2012 00:00:00 | 23.01.2012 00:00:00 | 1.2926 | 0.1 | 01.02.2012 00:00:00 | 1.3061 | $ 135 | SL |
| 204 | SHORT Stop - 02.02.2012 00:00:00 | 02.02.2012 00:00:00 | 1.3129 | 0.1 | 03.02.2012 00:00:00 | 1.3189 | $ -60 | SL |
| 205 | LONG Stop - 07.02.2012 00:00:00 | 07.02.2012 00:00:00 | 1.3161 | 0.1 | 14.02.2012 00:00:00 | 1.3165 | $ 3.1 | SL |
| 206 | LONG Stop - 15.02.2012 00:00:00 | 15.02.2012 00:00:00 | 1.3184 | 0.1 | 16.02.2012 00:00:00 | 1.3124 | $ -60 | SL |
| 207 | LONG Stop - 28.02.2012 00:00:00 | 28.02.2012 00:00:00 | 1.3404 | 0.1 | 29.02.2012 00:00:00 | 1.3344 | $ -60 | SL |
| 208 | SHORT Stop - 28.02.2012 00:00:00 | 29.02.2012 00:00:00 | 1.3375 | 0.1 | 14.03.2012 00:00:00 | 1.3084 | $ 290.4 | Exit rule |
| 209 | LONG Stop - 15.03.2012 00:00:00 | 15.03.2012 00:00:00 | 1.3094 | 0.1 | 29.03.2012 00:00:00 | 1.3315 | $ 221.4 | Exit rule |
| 210 | LONG Stop - 30.03.2012 00:00:00 | 30.03.2012 00:00:00 | 1.3325 | 0.1 | 03.04.2012 00:00:00 | 1.327 | $ -55.7 | SL |
| 211 | LONG Stop - 09.04.2012 00:00:00 | 09.04.2012 00:00:00 | 1.3126 | 0.1 | 10.04.2012 00:00:00 | 1.3066 | $ -60 | SL |
| 212 | LONG Stop - 11.04.2012 00:00:00 | 11.04.2012 00:00:00 | 1.3106 | 0.1 | 16.04.2012 00:00:00 | 1.3046 | $ -60 | SL |
| 213 | SHORT Stop - 17.04.2012 00:00:00 | 17.04.2012 00:00:00 | 1.3114 | 0.1 | 19.04.2012 00:00:00 | 1.3139 | $ -25.2 | SL |
| 214 | SHORT Stop - 23.04.2012 00:00:00 | 23.04.2012 00:00:00 | 1.3158 | 0.1 | 24.04.2012 00:00:00 | 1.3218 | $ -60 | SL |
| 215 | SHORT Stop - 26.04.2012 00:00:00 | 26.04.2012 00:00:00 | 1.319 | 0.1 | 27.04.2012 00:00:00 | 1.325 | $ -60 | SL |
| 216 | SHORT Stop - 30.04.2012 00:00:00 | 30.04.2012 00:00:00 | 1.3216 | 0.1 | 01.05.2012 00:00:00 | 1.3276 | $ -60 | SL |
| 217 | SHORT Stop - 02.05.2012 00:00:00 | 02.05.2012 00:00:00 | 1.3228 | 0.1 | 16.05.2012 00:00:00 | 1.2737 | $ 491.3 | Exit rule |
| 218 | LONG Stop - 18.05.2012 00:00:00 | 18.05.2012 00:00:00 | 1.2728 | 0.1 | 22.05.2012 00:00:00 | 1.2668 | $ -60 | SL |
| 219 | LONG Stop - 25.05.2012 00:00:00 | 28.05.2012 00:00:00 | 1.2618 | 0.1 | 29.05.2012 00:00:00 | 1.2558 | $ -60 | SL |
| 220 | SHORT Stop - 28.05.2012 00:00:00 | 28.05.2012 00:00:00 | 1.2535 | 0.1 | 04.06.2012 00:00:00 | 1.2485 | $ 49.4 | SL |
| 221 | SHORT Stop - 05.06.2012 00:00:00 | 05.06.2012 00:00:00 | 1.2428 | 0.1 | 06.06.2012 00:00:00 | 1.2487 | $ -60 | SL |
| 222 | SHORT Stop - 08.06.2012 00:00:00 | 08.06.2012 00:00:00 | 1.2527 | 0.1 | 11.06.2012 00:00:00 | 1.2586 | $ -60 | SL |
| 223 | LONG Stop - 12.06.2012 00:00:00 | 12.06.2012 00:00:00 | 1.2518 | 0.1 | 18.06.2012 00:00:00 | 1.2562 | $ 44.2 | SL |
| 224 | LONG Stop - 19.06.2012 00:00:00 | 19.06.2012 00:00:00 | 1.261 | 0.1 | 21.06.2012 00:00:00 | 1.2644 | $ 33.5 | SL |
| 225 | LONG Stop - 28.06.2012 00:00:00 | 28.06.2012 00:00:00 | 1.2504 | 0.1 | 29.06.2012 00:00:00 | 1.2444 | $ -60 | SL |
| 226 | SHORT Stop - 04.07.2012 00:00:00 | 04.07.2012 00:00:00 | 1.2585 | 0.1 | 18.07.2012 00:00:00 | 1.2292 | $ 292.6 | Exit rule |
| 227 | LONG Stop - 19.07.2012 00:00:00 | 19.07.2012 00:00:00 | 1.2291 | 0.1 | 20.07.2012 00:00:00 | 1.2231 | $ -60 | SL |
| 228 | SHORT Stop - 19.07.2012 00:00:00 | 19.07.2012 00:00:00 | 1.2269 | 0.1 | 26.07.2012 00:00:00 | 1.2192 | $ 76.8 | SL |
| 229 | SHORT Stop - 30.07.2012 00:00:00 | 30.07.2012 00:00:00 | 1.2241 | 0.1 | 31.07.2012 00:00:00 | 1.2301 | $ -60 | SL |
| 230 | SHORT Stop - 01.08.2012 00:00:00 | 01.08.2012 00:00:00 | 1.2279 | 0.1 | 02.08.2012 00:00:00 | 1.2339 | $ -60 | SL |
| 231 | LONG Stop - 03.08.2012 00:00:00 | 03.08.2012 00:00:00 | 1.2238 | 0.1 | 09.08.2012 00:00:00 | 1.2281 | $ 43.1 | SL |
| 232 | LONG Stop - 13.08.2012 00:00:00 | 13.08.2012 00:00:00 | 1.2335 | 0.1 | 15.08.2012 00:00:00 | 1.2275 | $ -60 | SL |
| 233 | LONG Stop - 16.08.2012 00:00:00 | 16.08.2012 00:00:00 | 1.2317 | 0.1 | 30.08.2012 00:00:00 | 1.2531 | $ 213.6 | Exit rule |
| 234 | LONG Stop - 31.08.2012 00:00:00 | 31.08.2012 00:00:00 | 1.2535 | 0.1 | 14.09.2012 00:00:00 | 1.2986 | $ 451 | Exit rule |
| 235 | SHORT Stop - 18.09.2012 00:00:00 | 18.09.2012 00:00:00 | 1.3062 | 0.1 | 02.10.2012 00:00:00 | 1.2888 | $ 173.7 | Exit rule |
| 236 | SHORT Stop - 03.10.2012 00:00:00 | 03.10.2012 00:00:00 | 1.2885 | 0.1 | 04.10.2012 00:00:00 | 1.2945 | $ -60 | SL |
| 237 | SHORT Stop - 08.10.2012 00:00:00 | 08.10.2012 00:00:00 | 1.2986 | 0.1 | 12.10.2012 00:00:00 | 1.2985 | $ 0.5 | SL |
| 238 | SHORT Stop - 15.10.2012 00:00:00 | 15.10.2012 00:00:00 | 1.2911 | 0.1 | 16.10.2012 00:00:00 | 1.2967 | $ -55.9 | SL |
| 239 | SHORT Stop - 18.10.2012 00:00:00 | 19.10.2012 00:00:00 | 1.3049 | 0.1 | 02.11.2012 00:00:00 | 1.2948 | $ 100.7 | Exit rule |
| 240 | LONG Stop - 07.11.2012 00:00:00 | 07.11.2012 00:00:00 | 1.2836 | 0.1 | 08.11.2012 00:00:00 | 1.2776 | $ -60 | SL |
| 241 | LONG Stop - 09.11.2012 00:00:00 | 09.11.2012 00:00:00 | 1.278 | 0.1 | 12.11.2012 00:00:00 | 1.2721 | $ -60 | SL |
| 242 | LONG Stop - 14.11.2012 00:00:00 | 14.11.2012 00:00:00 | 1.2718 | 0.1 | 28.11.2012 00:00:00 | 1.2937 | $ 218.6 | Exit rule |
| 243 | LONG Stop - 29.11.2012 00:00:00 | 29.11.2012 00:00:00 | 1.2967 | 0.1 | 06.12.2012 00:00:00 | 1.3022 | $ 55.2 | SL |
| 244 | LONG Stop - 11.12.2012 00:00:00 | 11.12.2012 00:00:00 | 1.2961 | 0.1 | 25.12.2012 00:00:00 | 1.3183 | $ 221.9 | Exit rule |
| 245 | SHORT Stop - 26.12.2012 00:00:00 | 26.12.2012 00:00:00 | 1.3195 | 0.1 | 27.12.2012 00:00:00 | 1.3255 | $ -60 | SL |
| 246 | SHORT Stop - 28.12.2012 00:00:00 | 28.12.2012 00:00:00 | 1.3212 | 0.1 | 02.01.2013 00:00:00 | 1.3273 | $ -60 | SL |
| 247 | LONG Stop - 07.01.2013 00:00:00 | 07.01.2013 00:00:00 | 1.3108 | 0.1 | 09.01.2013 00:00:00 | 1.3048 | $ -60 | SL |
| 248 | LONG Stop - 10.01.2013 00:00:00 | 10.01.2013 00:00:00 | 1.3088 | 0.1 | 24.01.2013 00:00:00 | 1.3317 | $ 228.6 | Exit rule |
| 249 | SHORT Stop - 29.01.2013 00:00:00 | 29.01.2013 00:00:00 | 1.3419 | 0.1 | 30.01.2013 00:00:00 | 1.3479 | $ -60 | SL |
| 250 | SHORT Stop - 04.02.2013 00:00:00 | 04.02.2013 00:00:00 | 1.3582 | 0.1 | 18.02.2013 00:00:00 | 1.3351 | $ 231.2 | Exit rule |
| 251 | LONG Stop - 19.02.2013 00:00:00 | 19.02.2013 00:00:00 | 1.3375 | 0.1 | 20.02.2013 00:00:00 | 1.3314 | $ -60 | SL |
| 252 | LONG Stop - 25.02.2013 00:00:00 | 25.02.2013 00:00:00 | 1.3237 | 0.1 | 26.02.2013 00:00:00 | 1.3177 | $ -60 | SL |
| 253 | LONG Stop - 27.02.2013 00:00:00 | 27.02.2013 00:00:00 | 1.3109 | 0.1 | 01.03.2013 00:00:00 | 1.3049 | $ -60 | SL |
| 254 | LONG Stop - 05.03.2013 00:00:00 | 05.03.2013 00:00:00 | 1.305 | 0.1 | 06.03.2013 00:00:00 | 1.299 | $ -60 | SL |
| 255 | LONG Stop - 07.03.2013 00:00:00 | 07.03.2013 00:00:00 | 1.3018 | 0.1 | 08.03.2013 00:00:00 | 1.3053 | $ 34.9 | SL |
| 256 | LONG Stop - 11.03.2013 00:00:00 | 11.03.2013 00:00:00 | 1.3041 | 0.1 | 13.03.2013 00:00:00 | 1.2981 | $ -60 | SL |
| 257 | LONG Stop - 14.03.2013 00:00:00 | 14.03.2013 00:00:00 | 1.3011 | 0.1 | 18.03.2013 00:00:00 | 1.2951 | $ -60 | SL |
| 258 | LONG Stop - 20.03.2013 00:00:00 | 20.03.2013 00:00:00 | 1.2959 | 0.1 | 21.03.2013 00:00:00 | 1.2899 | $ -60 | SL |
| 259 | LONG Stop - 22.03.2013 00:00:00 | 22.03.2013 00:00:00 | 1.292 | 0.1 | 25.03.2013 00:00:00 | 1.286 | $ -60 | SL |
| 260 | LONG Stop - 28.03.2013 00:00:00 | 28.03.2013 00:00:00 | 1.2846 | 0.1 | 29.03.2013 00:00:00 | 1.2815 | $ -31.6 | End test |