StrategyQuant Report
Strategy 1.46
| Symbol | EURUSD_fhdb | Period | D1 : 01.11.2007 - 29.03.2013 |
|---|---|---|---|
| Initial deposit | 10000.0 | Model | |
| Parameters | |||
Total Profit
$ 3181.6
Profit in pips
3181.61 pips
Yearly Avg profit
$ 647.1
Yearly Avg % ret.
$ 5.74
%
# of trades
209
Sharpe ratio
0.17
Profit factor
1.77
Return / DD ratio
5.84
Winning %
32.54 %
Drawdown
$ 545
% Drawdown
5.2 %
Daily Avg profit
$ 1.76
Monthly Avg profit
$ 53.93
Average trade
$ 54.92
Monthly Avg % ret.
0.47 %
Annual %/ Max DD %
1.1
R Expectancy
0.52 R
Yearly R Expectan.
21.99 R
Monthly Performance ($)
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
| 2013 | 219.9 | 41.8 | -82.2 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 179.5 |
| 2012 | 200 | 230.9 | -146.5 | -64 | 362.2 | -11.6 | 124.9 | -123.2 | 340.2 | -2.6 | -68.3 | 105.9 | 947.9 |
| 2011 | 166.6 | 48.4 | -149.9 | 199.3 | -64 | -115.2 | -32 | -160 | 221.7 | -64 | -42.2 | 154.7 | 163.4 |
| 2010 | -7.9 | 116.8 | 110.2 | 55.6 | 559.7 | -160 | -24.6 | -28.7 | 329.4 | -96 | 346.6 | -75.3 | 1125.8 |
| 2009 | -33.8 | -79.5 | -32 | -96 | -26.4 | -131.6 | 34.4 | -116.1 | 213.3 | 145.6 | 3.9 | 198.6 | 80.4 |
| 2008 | 0 | 0 | 0 | -14.2 | -79.4 | -27.2 | 20.2 | -10.9 | 204.6 | 281 | -32 | 342.5 | 684.6 |
Stats
Strategy
| Wins/Losses Ratio | 0.48 | Payout Ratio (Avg Win/Loss) | 3.66 | Average # of Bars in Trade | 1.9 |
| AHPR | 0.14 | Z-Score | -0.36 | Z-Probability | 63.9 % |
| Expectancy | 15.22 | Deviation | $ 95.16 | Exposure | 18.3 % |
| Stagnation in Days | 366 | Stagnation in % | 20.27 % |
Trades
| # of Wins | 68 | # of Losses | 141 | ||||
| Gross Profit | $ 7330.4 | Gross Loss | $ -4148.8 | Average Win | $ 107.8 | Average Loss | $ -29.42 |
| Largest Win | $ 406.5 | Largest Loss | $ -32 | Max Consec Wins | 4 | Max Consec Losses | 13 |
| Avg Consec Wins | 1.48 | Avg Consec Loss | 3.13 | Avg # of Bars in Wins | 3.49 | Avg # of Bars in Losses | 1.14 |
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 | 1.5867 | 0.1 | 17.04.2008 00:00:00 | 1.5885 | $ 17.8 | SL |
| 2 | LONG Stop - 18.04.2008 00:00:00 | 18.04.2008 00:00:00 | 1.5927 | 0.1 | 21.04.2008 00:05:00 | 1.5895 | $ -32 | SL |
| 3 | SHORT Stop - 07.05.2008 00:00:00 | 07.05.2008 00:00:00 | 1.541 | 0.1 | 08.05.2008 00:00:00 | 1.5425 | $ -15.4 | SL |
| 4 | LONG Stop - 02.05.2008 00:00:00 | 21.05.2008 00:00:00 | 1.5769 | 0.1 | 22.05.2008 00:00:00 | 1.5737 | $ -32 | SL |
| 5 | LONG Stop - 27.05.2008 00:00:00 | 27.05.2008 00:00:00 | 1.5791 | 0.1 | 28.05.2008 00:00:00 | 1.5759 | $ -32 | SL |
| 6 | SHORT Stop - 03.06.2008 00:00:00 | 03.06.2008 00:00:00 | 1.5498 | 0.1 | 04.06.2008 00:00:00 | 1.5461 | $ 36.8 | SL |
| 7 | LONG Stop - 02.06.2008 00:05:00 | 06.06.2008 00:00:00 | 1.5788 | 0.1 | 09.06.2008 00:05:00 | 1.5756 | $ -32 | SL |
| 8 | SHORT Stop - 12.06.2008 00:00:00 | 12.06.2008 00:00:00 | 1.5433 | 0.1 | 13.06.2008 00:00:00 | 1.5465 | $ -32 | SL |
| 9 | LONG Stop - 01.07.2008 00:00:00 | 01.07.2008 00:00:00 | 1.5802 | 0.1 | 03.07.2008 00:00:00 | 1.5836 | $ 33.7 | SL |
| 10 | LONG Stop - 11.07.2008 00:00:00 | 11.07.2008 00:00:00 | 1.5814 | 0.1 | 16.07.2008 00:00:00 | 1.5801 | $ -13.5 | SL |
| 11 | SHORT Stop - 01.08.2008 00:00:00 | 01.08.2008 00:00:00 | 1.5543 | 0.1 | 04.08.2008 00:05:00 | 1.5575 | $ -32 | SL |
| 12 | SHORT Stop - 05.08.2008 00:00:00 | 05.08.2008 00:00:00 | 1.5545 | 0.1 | 06.08.2008 00:00:00 | 1.5516 | $ 28.7 | SL |
| 13 | SHORT Stop - 12.08.2008 00:00:00 | 12.08.2008 00:00:00 | 1.4875 | 0.1 | 13.08.2008 00:00:00 | 1.4907 | $ -32 | SL |
| 14 | SHORT Stop - 14.08.2008 00:00:00 | 14.08.2008 00:00:00 | 1.4833 | 0.1 | 19.08.2008 00:00:00 | 1.4777 | $ 56.4 | SL |
| 15 | SHORT Stop - 26.08.2008 00:00:00 | 26.08.2008 00:00:00 | 1.4663 | 0.1 | 27.08.2008 00:00:00 | 1.4695 | $ -32 | SL |
| 16 | SHORT Stop - 01.09.2008 00:05:00 | 01.09.2008 00:05:00 | 1.4652 | 0.1 | 08.09.2008 00:05:00 | 1.4383 | $ 268.6 | SL |
| 17 | SHORT Stop - 09.09.2008 00:00:00 | 09.09.2008 00:00:00 | 1.4091 | 0.1 | 10.09.2008 00:00:00 | 1.4123 | $ -32 | SL |
| 18 | SHORT Stop - 29.09.2008 00:05:00 | 29.09.2008 00:05:00 | 1.4342 | 0.1 | 30.09.2008 00:00:00 | 1.4374 | $ -32 | SL |
| 19 | SHORT Stop - 01.10.2008 00:00:00 | 01.10.2008 00:00:00 | 1.4093 | 0.1 | 08.10.2008 00:00:00 | 1.3702 | $ 391.4 | SL |
| 20 | SHORT Stop - 10.10.2008 00:00:00 | 10.10.2008 00:00:00 | 1.3538 | 0.1 | 13.10.2008 00:05:00 | 1.357 | $ -32 | SL |
| 21 | SHORT Stop - 16.10.2008 00:00:00 | 16.10.2008 00:00:00 | 1.3366 | 0.1 | 17.10.2008 00:00:00 | 1.3398 | $ -32 | SL |
| 22 | SHORT Stop - 20.10.2008 00:05:00 | 20.10.2008 00:05:00 | 1.3363 | 0.1 | 21.10.2008 00:00:00 | 1.3345 | $ 17.6 | SL |
| 23 | SHORT Stop - 23.10.2008 00:00:00 | 23.10.2008 00:00:00 | 1.2782 | 0.1 | 24.10.2008 00:00:00 | 1.2814 | $ -32 | SL |
| 24 | SHORT Stop - 27.10.2008 00:05:00 | 27.10.2008 00:05:00 | 1.2509 | 0.1 | 28.10.2008 00:00:00 | 1.2541 | $ -32 | SL |
| 25 | SHORT Stop - 11.11.2008 00:00:00 | 11.11.2008 00:00:00 | 1.2552 | 0.1 | 12.11.2008 00:00:00 | 1.2584 | $ -32 | SL |
| 26 | SHORT Stop - 04.12.2008 00:00:00 | 04.12.2008 00:00:00 | 1.2618 | 0.1 | 05.12.2008 00:00:00 | 1.265 | $ -32 | SL |
| 27 | LONG Stop - 16.12.2008 00:00:00 | 16.12.2008 00:00:00 | 1.3741 | 0.1 | 19.12.2008 00:00:00 | 1.4147 | $ 406.5 | SL |
| 28 | LONG Stop - 29.12.2008 00:05:00 | 29.12.2008 00:05:00 | 1.4162 | 0.1 | 30.12.2008 00:00:00 | 1.413 | $ -32 | SL |
| 29 | SHORT Stop - 15.01.2009 00:00:00 | 15.01.2009 00:00:00 | 1.3067 | 0.1 | 16.01.2009 00:00:00 | 1.3099 | $ -32 | SL |
| 30 | SHORT Stop - 19.01.2009 00:05:00 | 19.01.2009 00:05:00 | 1.3165 | 0.1 | 26.01.2009 00:05:00 | 1.3135 | $ 30.2 | SL |
| 31 | SHORT Stop - 30.01.2009 00:00:00 | 30.01.2009 00:00:00 | 1.2856 | 0.1 | 02.02.2009 00:05:00 | 1.2888 | $ -32 | SL |
| 32 | SHORT Stop - 05.02.2009 00:00:00 | 05.02.2009 00:00:00 | 1.2787 | 0.1 | 06.02.2009 00:00:00 | 1.2802 | $ -15.5 | SL |
| 33 | SHORT Stop - 12.02.2009 00:00:00 | 12.02.2009 00:00:00 | 1.2787 | 0.1 | 13.02.2009 00:00:00 | 1.2819 | $ -32 | SL |
| 34 | SHORT Stop - 27.02.2009 00:00:00 | 27.02.2009 00:00:00 | 1.2643 | 0.1 | 03.03.2009 00:00:00 | 1.2675 | $ -32 | SL |
| 35 | SHORT Stop - 04.03.2009 00:00:00 | 04.03.2009 00:00:00 | 1.2499 | 0.1 | 05.03.2009 00:00:00 | 1.2531 | $ -32 | SL |
| 36 | LONG Stop - 06.04.2009 00:05:00 | 06.04.2009 00:05:00 | 1.3547 | 0.1 | 07.04.2009 00:00:00 | 1.3515 | $ -32 | SL |
| 37 | SHORT Stop - 22.04.2009 00:00:00 | 22.04.2009 00:00:00 | 1.2894 | 0.1 | 23.04.2009 00:00:00 | 1.2926 | $ -32 | SL |
| 38 | LONG Stop - 20.04.2009 00:05:00 | 30.04.2009 00:00:00 | 1.3377 | 0.1 | 01.05.2009 00:00:00 | 1.3345 | $ -32 | SL |
| 39 | LONG Stop - 04.05.2009 00:05:00 | 04.05.2009 00:05:00 | 1.3333 | 0.1 | 05.05.2009 00:00:00 | 1.3385 | $ 52.3 | SL |
| 40 | LONG Stop - 06.05.2009 00:00:00 | 06.05.2009 00:00:00 | 1.3355 | 0.1 | 07.05.2009 00:00:00 | 1.3323 | $ -32 | SL |
| 41 | LONG Stop - 08.05.2009 00:00:00 | 08.05.2009 00:00:00 | 1.3451 | 0.1 | 15.05.2009 00:00:00 | 1.3468 | $ 17.3 | SL |
| 42 | LONG Stop - 19.05.2009 00:00:00 | 19.05.2009 00:00:00 | 1.3656 | 0.1 | 20.05.2009 00:00:00 | 1.3624 | $ -32 | SL |
| 43 | LONG Stop - 28.05.2009 00:00:00 | 28.05.2009 00:00:00 | 1.3972 | 0.1 | 29.05.2009 00:00:00 | 1.394 | $ -32 | SL |
| 44 | LONG Stop - 01.06.2009 00:05:00 | 01.06.2009 00:05:00 | 1.4163 | 0.1 | 02.06.2009 00:00:00 | 1.4131 | $ -32 | SL |
| 45 | LONG Stop - 03.06.2009 00:00:00 | 03.06.2009 00:00:00 | 1.4336 | 0.1 | 04.06.2009 00:00:00 | 1.4304 | $ -32 | SL |
| 46 | LONG Stop - 05.06.2009 00:00:00 | 05.06.2009 00:00:00 | 1.4253 | 0.1 | 08.06.2009 00:05:00 | 1.422 | $ -32 | SL |
| 47 | LONG Stop - 23.06.2009 00:00:00 | 23.06.2009 00:00:00 | 1.3983 | 0.1 | 24.06.2009 00:00:00 | 1.4011 | $ 28.4 | SL |
| 48 | LONG Stop - 26.06.2009 00:00:00 | 26.06.2009 00:00:00 | 1.4101 | 0.1 | 29.06.2009 00:05:00 | 1.4069 | $ -32 | SL |
| 49 | LONG Stop - 30.06.2009 00:00:00 | 30.06.2009 00:00:00 | 1.4126 | 0.1 | 01.07.2009 00:00:00 | 1.4094 | $ -32 | SL |
| 50 | LONG Stop - 15.07.2009 00:00:00 | 15.07.2009 00:00:00 | 1.4036 | 0.1 | 21.07.2009 00:00:00 | 1.4166 | $ 130.4 | SL |
| 51 | LONG Stop - 22.07.2009 00:00:00 | 22.07.2009 00:00:00 | 1.4239 | 0.1 | 23.07.2009 00:00:00 | 1.4207 | $ -32 | SL |
| 52 | LONG Stop - 24.07.2009 00:00:00 | 24.07.2009 00:00:00 | 1.4251 | 0.1 | 27.07.2009 00:05:00 | 1.4219 | $ -32 | SL |
| 53 | LONG Stop - 28.07.2009 00:00:00 | 28.07.2009 00:00:00 | 1.4256 | 0.1 | 29.07.2009 00:00:00 | 1.4224 | $ -32 | SL |
| 54 | LONG Stop - 03.08.2009 00:05:00 | 03.08.2009 00:05:00 | 1.4298 | 0.1 | 07.08.2009 00:00:00 | 1.4278 | $ -20.1 | SL |
| 55 | LONG Stop - 21.08.2009 00:00:00 | 21.08.2009 00:00:00 | 1.431 | 0.1 | 25.08.2009 00:00:00 | 1.4278 | $ -32 | SL |
| 56 | LONG Stop - 26.08.2009 00:00:00 | 26.08.2009 00:00:00 | 1.4325 | 0.1 | 27.08.2009 00:00:00 | 1.4293 | $ -32 | SL |
| 57 | LONG Stop - 28.08.2009 00:00:00 | 28.08.2009 00:00:00 | 1.4365 | 0.1 | 31.08.2009 00:05:00 | 1.4333 | $ -32 | SL |
| 58 | LONG Stop - 01.09.2009 00:00:00 | 01.09.2009 00:00:00 | 1.4363 | 0.1 | 02.09.2009 00:00:00 | 1.4331 | $ -32 | SL |
| 59 | LONG Stop - 07.09.2009 00:05:00 | 07.09.2009 00:05:00 | 1.434 | 0.1 | 14.09.2009 00:05:00 | 1.4534 | $ 194.3 | SL |
| 60 | LONG Stop - 15.09.2009 00:00:00 | 15.09.2009 00:00:00 | 1.4641 | 0.1 | 18.09.2009 00:00:00 | 1.4683 | $ 42.6 | SL |
| 61 | LONG Stop - 22.09.2009 00:00:00 | 22.09.2009 00:00:00 | 1.4703 | 0.1 | 23.09.2009 00:00:00 | 1.4744 | $ 40.4 | SL |
| 62 | LONG Stop - 24.09.2009 00:00:00 | 24.09.2009 00:00:00 | 1.4787 | 0.1 | 25.09.2009 00:00:00 | 1.4755 | $ -32 | SL |
| 63 | LONG Stop - 06.10.2009 00:00:00 | 06.10.2009 00:00:00 | 1.4658 | 0.1 | 09.10.2009 00:00:00 | 1.4759 | $ 101.4 | SL |
| 64 | LONG Stop - 12.10.2009 00:05:00 | 12.10.2009 00:05:00 | 1.4765 | 0.1 | 16.10.2009 00:00:00 | 1.4874 | $ 108.2 | SL |
| 65 | LONG Stop - 19.10.2009 00:05:00 | 19.10.2009 00:05:00 | 1.4944 | 0.1 | 20.10.2009 00:00:00 | 1.4912 | $ -32 | SL |
| 66 | LONG Stop - 26.10.2009 00:05:00 | 26.10.2009 00:05:00 | 1.5013 | 0.1 | 27.10.2009 00:00:00 | 1.4981 | $ -32 | SL |
| 67 | LONG Stop - 04.11.2009 00:00:00 | 04.11.2009 00:00:00 | 1.4851 | 0.1 | 05.11.2009 00:00:00 | 1.4844 | $ -6.8 | SL |
| 68 | LONG Stop - 09.11.2009 00:05:00 | 09.11.2009 00:05:00 | 1.4873 | 0.1 | 12.11.2009 00:00:00 | 1.4916 | $ 42.7 | SL |
| 69 | LONG Stop - 23.11.2009 00:05:00 | 23.11.2009 00:05:00 | 1.4975 | 0.1 | 24.11.2009 00:00:00 | 1.4943 | $ -32 | SL |
| 70 | LONG Stop - 01.12.2009 00:00:00 | 01.12.2009 00:00:00 | 1.5081 | 0.1 | 02.12.2009 00:00:00 | 1.5049 | $ -32 | SL |
| 71 | LONG Stop - 03.12.2009 00:00:00 | 03.12.2009 00:00:00 | 1.5068 | 0.1 | 04.12.2009 00:00:00 | 1.5036 | $ -32 | SL |
| 72 | SHORT Stop - 11.12.2009 00:00:00 | 11.12.2009 00:00:00 | 1.4713 | 0.1 | 14.12.2009 00:05:00 | 1.4668 | $ 45.3 | SL |
| 73 | SHORT Stop - 15.12.2009 00:00:00 | 15.12.2009 00:00:00 | 1.4633 | 0.1 | 16.12.2009 00:00:00 | 1.4586 | $ 47.5 | SL |
| 74 | SHORT Stop - 17.12.2009 00:00:00 | 17.12.2009 00:00:00 | 1.4506 | 0.1 | 22.12.2009 00:00:00 | 1.4304 | $ 201.8 | SL |
| 75 | SHORT Stop - 31.12.2009 00:00:00 | 31.12.2009 00:00:00 | 1.4312 | 0.1 | 04.01.2010 00:05:00 | 1.4344 | $ -32 | SL |
| 76 | SHORT Stop - 06.01.2010 00:00:00 | 06.01.2010 00:00:00 | 1.4312 | 0.1 | 07.01.2010 00:00:00 | 1.4345 | $ -32 | SL |
| 77 | SHORT Stop - 08.01.2010 00:00:00 | 08.01.2010 00:00:00 | 1.4296 | 0.1 | 11.01.2010 00:05:00 | 1.4329 | $ -32 | SL |
| 78 | SHORT Stop - 18.01.2010 00:05:00 | 18.01.2010 00:05:00 | 1.4337 | 0.1 | 19.01.2010 00:00:00 | 1.4369 | $ -32 | SL |
| 79 | SHORT Stop - 26.01.2010 00:00:00 | 27.01.2010 00:00:00 | 1.4037 | 0.1 | 02.02.2010 00:00:00 | 1.3949 | $ 88.1 | SL |
| 80 | SHORT Stop - 03.02.2010 00:00:00 | 03.02.2010 00:00:00 | 1.3894 | 0.1 | 09.02.2010 00:00:00 | 1.3713 | $ 181.1 | SL |
| 81 | SHORT Stop - 11.02.2010 00:00:00 | 11.02.2010 00:00:00 | 1.3672 | 0.1 | 16.02.2010 00:00:00 | 1.3677 | $ -4.6 | SL |
| 82 | SHORT Stop - 18.02.2010 00:00:00 | 18.02.2010 00:00:00 | 1.3561 | 0.1 | 19.02.2010 00:00:00 | 1.3589 | $ -27.7 | SL |
| 83 | SHORT Stop - 24.02.2010 00:00:00 | 25.02.2010 00:00:00 | 1.3464 | 0.1 | 26.02.2010 00:00:00 | 1.3496 | $ -32 | SL |
| 84 | SHORT Stop - 01.03.2010 00:05:00 | 01.03.2010 00:05:00 | 1.3492 | 0.1 | 02.03.2010 00:00:00 | 1.3524 | $ -32 | SL |
| 85 | SHORT Stop - 18.03.2010 00:00:00 | 18.03.2010 00:00:00 | 1.3605 | 0.1 | 29.03.2010 00:00:00 | 1.3463 | $ 142.2 | SL |
| 86 | SHORT Stop - 06.04.2010 00:00:00 | 06.04.2010 00:00:00 | 1.3399 | 0.1 | 09.04.2010 00:00:00 | 1.3431 | $ -32 | SL |
| 87 | SHORT Stop - 20.04.2010 00:00:00 | 20.04.2010 00:00:00 | 1.3454 | 0.1 | 22.04.2010 00:00:00 | 1.3416 | $ 38.4 | SL |
| 88 | SHORT Stop - 27.04.2010 00:00:00 | 27.04.2010 00:00:00 | 1.3251 | 0.1 | 28.04.2010 00:00:00 | 1.3202 | $ 49.2 | SL |
| 89 | SHORT Stop - 04.05.2010 00:00:00 | 04.05.2010 00:00:00 | 1.3126 | 0.1 | 10.05.2010 00:00:00 | 1.2789 | $ 337.1 | SL |
| 90 | SHORT Stop - 11.05.2010 00:00:00 | 13.05.2010 00:00:00 | 1.2592 | 0.1 | 19.05.2010 00:00:00 | 1.2337 | $ 254.6 | SL |
| 91 | SHORT Stop - 26.05.2010 00:00:00 | 26.05.2010 00:00:00 | 1.2167 | 0.1 | 27.05.2010 00:00:00 | 1.2198 | $ -32 | SL |
| 92 | SHORT Stop - 01.06.2010 00:00:00 | 01.06.2010 00:00:00 | 1.2217 | 0.1 | 02.06.2010 00:00:00 | 1.2249 | $ -32 | SL |
| 93 | SHORT Stop - 03.06.2010 00:00:00 | 03.06.2010 00:00:00 | 1.2157 | 0.1 | 04.06.2010 00:00:00 | 1.2189 | $ -32 | SL |
| 94 | SHORT Stop - 23.06.2010 00:00:00 | 23.06.2010 00:00:00 | 1.2238 | 0.1 | 24.06.2010 00:00:00 | 1.227 | $ -32 | SL |
| 95 | SHORT Stop - 25.06.2010 00:00:00 | 25.06.2010 00:00:00 | 1.2261 | 0.1 | 28.06.2010 00:00:00 | 1.2293 | $ -32 | SL |
| 96 | SHORT Stop - 30.06.2010 00:00:00 | 30.06.2010 00:00:00 | 1.2167 | 0.1 | 01.07.2010 00:00:00 | 1.2199 | $ -32 | SL |
| 97 | LONG Stop - 08.07.2010 00:00:00 | 08.07.2010 00:00:00 | 1.2673 | 0.1 | 09.07.2010 00:00:00 | 1.2662 | $ -10.8 | SL |
| 98 | LONG Stop - 13.07.2010 00:00:00 | 13.07.2010 00:00:00 | 1.2691 | 0.1 | 14.07.2010 00:00:00 | 1.2722 | $ 31.1 | SL |
| 99 | LONG Stop - 15.07.2010 00:00:00 | 15.07.2010 00:00:00 | 1.2758 | 0.1 | 21.07.2010 00:00:00 | 1.2777 | $ 19.1 | SL |
| 100 | LONG Stop - 26.07.2010 00:00:00 | 26.07.2010 00:00:00 | 1.2996 | 0.1 | 27.07.2010 00:00:00 | 1.2964 | $ -32 | SL |
| 101 | LONG Stop - 28.07.2010 00:00:00 | 28.07.2010 00:00:00 | 1.3039 | 0.1 | 29.07.2010 00:00:00 | 1.3008 | $ -32 | SL |
| 102 | LONG Stop - 06.08.2010 00:00:00 | 06.08.2010 00:00:00 | 1.3239 | 0.1 | 09.08.2010 00:00:00 | 1.3238 | $ -0.3 | SL |
| 103 | SHORT Stop - 24.08.2010 00:00:00 | 24.08.2010 00:00:00 | 1.2635 | 0.1 | 25.08.2010 00:00:00 | 1.2663 | $ -28.4 | SL |
| 104 | LONG Stop - 23.08.2010 00:00:00 | 03.09.2010 00:00:00 | 1.2895 | 0.1 | 07.09.2010 00:00:00 | 1.2863 | $ -32 | SL |
| 105 | LONG Stop - 16.09.2010 00:00:00 | 16.09.2010 00:00:00 | 1.3102 | 0.1 | 17.09.2010 00:00:00 | 1.3069 | $ -32 | SL |
| 106 | LONG Stop - 20.09.2010 00:00:00 | 21.09.2010 00:00:00 | 1.3165 | 0.1 | 27.09.2010 00:00:00 | 1.3439 | $ 274.1 | SL |
| 107 | LONG Stop - 28.09.2010 00:00:00 | 28.09.2010 00:00:00 | 1.3527 | 0.1 | 05.10.2010 00:00:00 | 1.3646 | $ 119.3 | SL |
| 108 | LONG Stop - 07.10.2010 00:00:00 | 07.10.2010 00:00:00 | 1.3952 | 0.1 | 08.10.2010 00:00:00 | 1.3921 | $ -32 | SL |
| 109 | LONG Stop - 12.10.2010 00:00:00 | 13.10.2010 00:00:00 | 1.3985 | 0.1 | 14.10.2010 00:00:00 | 1.3953 | $ -32 | SL |
| 110 | LONG Stop - 25.10.2010 00:00:00 | 25.10.2010 00:00:00 | 1.4067 | 0.1 | 26.10.2010 00:00:00 | 1.4035 | $ -32 | SL |
| 111 | LONG Stop - 02.11.2010 00:00:00 | 02.11.2010 00:00:00 | 1.4017 | 0.1 | 05.11.2010 00:00:00 | 1.4056 | $ 38.6 | SL |
| 112 | SHORT Stop - 23.11.2010 00:00:00 | 23.11.2010 00:00:00 | 1.3508 | 0.1 | 02.12.2010 00:00:00 | 1.32 | $ 308 | SL |
| 113 | SHORT Stop - 13.12.2010 00:01:00 | 13.12.2010 00:01:00 | 1.3187 | 0.1 | 14.12.2010 00:00:00 | 1.3219 | $ -32 | SL |
| 114 | SHORT Stop - 15.12.2010 00:00:00 | 15.12.2010 00:00:00 | 1.3214 | 0.1 | 16.12.2010 00:00:00 | 1.3246 | $ -32 | SL |
| 115 | SHORT Stop - 17.12.2010 00:00:00 | 17.12.2010 00:00:00 | 1.3202 | 0.1 | 21.12.2010 00:00:00 | 1.3181 | $ 20.7 | SL |
| 116 | SHORT Stop - 28.12.2010 00:00:00 | 29.12.2010 00:00:00 | 1.3089 | 0.1 | 30.12.2010 00:00:00 | 1.3121 | $ -32 | SL |
| 117 | SHORT Stop - 06.01.2011 00:00:00 | 06.01.2011 00:00:00 | 1.3125 | 0.1 | 11.01.2011 00:00:00 | 1.2982 | $ 142.7 | SL |
| 118 | LONG Stop - 25.01.2011 00:00:00 | 25.01.2011 00:00:00 | 1.369 | 0.1 | 26.01.2011 00:00:00 | 1.3658 | $ -32 | SL |
| 119 | LONG Stop - 27.01.2011 00:00:00 | 27.01.2011 00:00:00 | 1.3713 | 0.1 | 28.01.2011 00:00:00 | 1.3703 | $ -10.4 | SL |
| 120 | LONG Stop - 31.01.2011 00:00:00 | 31.01.2011 00:00:00 | 1.368 | 0.1 | 03.02.2011 00:00:00 | 1.3746 | $ 66.3 | SL |
| 121 | LONG Stop - 18.02.2011 00:00:00 | 18.02.2011 00:00:00 | 1.366 | 0.1 | 22.02.2011 00:00:00 | 1.3628 | $ -32 | SL |
| 122 | LONG Stop - 23.02.2011 00:00:00 | 23.02.2011 00:00:00 | 1.3709 | 0.1 | 24.02.2011 00:00:00 | 1.3707 | $ -2.4 | SL |
| 123 | LONG Stop - 28.02.2011 00:00:00 | 28.02.2011 00:00:00 | 1.3772 | 0.1 | 03.03.2011 00:00:00 | 1.3855 | $ 82.8 | SL |
| 124 | LONG Stop - 07.03.2011 00:00:00 | 07.03.2011 00:00:00 | 1.4017 | 0.1 | 08.03.2011 00:00:00 | 1.3985 | $ -32 | SL |
| 125 | LONG Stop - 14.03.2011 00:00:00 | 14.03.2011 00:00:00 | 1.3999 | 0.1 | 15.03.2011 00:00:00 | 1.3967 | $ -32 | SL |
| 126 | LONG Stop - 16.03.2011 00:00:00 | 16.03.2011 00:00:00 | 1.3988 | 0.1 | 17.03.2011 00:00:00 | 1.3956 | $ -32 | SL |
| 127 | LONG Stop - 22.03.2011 00:00:00 | 22.03.2011 00:00:00 | 1.4237 | 0.1 | 23.03.2011 00:00:00 | 1.4205 | $ -32 | SL |
| 128 | LONG Stop - 31.03.2011 00:00:00 | 31.03.2011 00:00:00 | 1.4171 | 0.1 | 01.04.2011 00:00:00 | 1.4149 | $ -21.9 | SL |
| 129 | LONG Stop - 05.04.2011 00:00:00 | 05.04.2011 00:00:00 | 1.4232 | 0.1 | 07.04.2011 00:00:00 | 1.4268 | $ 36 | SL |
| 130 | LONG Stop - 12.04.2011 00:00:00 | 12.04.2011 00:00:00 | 1.4497 | 0.1 | 13.04.2011 00:00:00 | 1.4465 | $ -32 | SL |
| 131 | LONG Stop - 14.04.2011 00:00:00 | 14.04.2011 00:00:00 | 1.4488 | 0.1 | 15.04.2011 00:00:00 | 1.4456 | $ -32 | SL |
| 132 | LONG Stop - 20.04.2011 00:00:00 | 20.04.2011 00:00:00 | 1.449 | 0.1 | 25.04.2011 00:00:00 | 1.4544 | $ 53.7 | SL |
| 133 | LONG Stop - 26.04.2011 00:00:00 | 26.04.2011 00:00:00 | 1.4621 | 0.1 | 02.05.2011 00:00:00 | 1.4795 | $ 173.6 | SL |
| 134 | LONG Stop - 03.05.2011 00:00:00 | 03.05.2011 00:00:00 | 1.4849 | 0.1 | 04.05.2011 00:00:00 | 1.4817 | $ -32 | SL |
| 135 | SHORT Stop - 23.05.2011 00:00:00 | 23.05.2011 00:00:00 | 1.4088 | 0.1 | 24.05.2011 00:00:00 | 1.412 | $ -32 | SL |
| 136 | LONG Stop - 07.06.2011 00:00:00 | 07.06.2011 00:00:00 | 1.4662 | 0.1 | 08.06.2011 00:00:00 | 1.4643 | $ -19.2 | SL |
| 137 | SHORT Stop - 03.06.2011 00:00:00 | 16.06.2011 00:00:00 | 1.4108 | 0.1 | 17.06.2011 00:00:00 | 1.414 | $ -32 | SL |
| 138 | SHORT Stop - 23.06.2011 00:00:00 | 23.06.2011 00:00:00 | 1.4129 | 0.1 | 24.06.2011 00:00:00 | 1.4161 | $ -32 | SL |
| 139 | SHORT Stop - 27.06.2011 00:00:00 | 27.06.2011 00:00:00 | 1.4174 | 0.1 | 28.06.2011 00:00:00 | 1.4206 | $ -32 | SL |
| 140 | SHORT Stop - 30.06.2011 00:00:00 | 11.07.2011 00:00:00 | 1.4146 | 0.1 | 13.07.2011 00:00:00 | 1.4178 | $ -32 | SL |
| 141 | SHORT Stop - 03.08.2011 00:00:00 | 03.08.2011 00:00:00 | 1.4168 | 0.1 | 04.08.2011 00:00:00 | 1.42 | $ -32 | SL |
| 142 | LONG Stop - 17.08.2011 00:00:00 | 17.08.2011 00:00:00 | 1.4465 | 0.1 | 18.08.2011 00:00:00 | 1.4433 | $ -32 | SL |
| 143 | LONG Stop - 19.08.2011 00:00:00 | 19.08.2011 00:00:00 | 1.4451 | 0.1 | 22.08.2011 00:00:00 | 1.4419 | $ -32 | SL |
| 144 | LONG Stop - 23.08.2011 00:00:00 | 23.08.2011 00:00:00 | 1.4455 | 0.1 | 24.08.2011 00:00:00 | 1.4424 | $ -32 | SL |
| 145 | LONG Stop - 25.08.2011 00:00:00 | 25.08.2011 00:00:00 | 1.4452 | 0.1 | 26.08.2011 00:00:00 | 1.442 | $ -32 | SL |
| 146 | SHORT Stop - 16.08.2011 00:00:00 | 05.09.2011 00:00:00 | 1.4104 | 0.1 | 06.09.2011 00:00:00 | 1.4137 | $ -32 | SL |
| 147 | SHORT Stop - 08.09.2011 00:00:00 | 08.09.2011 00:00:00 | 1.4007 | 0.1 | 15.09.2011 00:00:00 | 1.3873 | $ 134.4 | SL |
| 148 | SHORT Stop - 21.09.2011 00:00:00 | 21.09.2011 00:00:00 | 1.3611 | 0.1 | 27.09.2011 00:00:00 | 1.3558 | $ 52.7 | SL |
| 149 | SHORT Stop - 30.09.2011 00:00:00 | 30.09.2011 00:00:00 | 1.3447 | 0.1 | 05.10.2011 00:00:00 | 1.338 | $ 66.6 | SL |
| 150 | LONG Stop - 24.10.2011 00:00:00 | 24.10.2011 00:00:00 | 1.3905 | 0.1 | 25.10.2011 00:00:00 | 1.3872 | $ -32 | SL |
| 151 | LONG Stop - 26.10.2011 00:00:00 | 26.10.2011 00:00:00 | 1.3945 | 0.1 | 27.10.2011 00:00:00 | 1.3913 | $ -32 | SL |
| 152 | SHORT Stop - 21.10.2011 00:00:00 | 01.11.2011 00:00:00 | 1.3688 | 0.1 | 02.11.2011 00:00:00 | 1.372 | $ -32 | SL |
| 153 | LONG Stop - 09.11.2011 00:00:00 | 09.11.2011 00:00:00 | 1.3842 | 0.1 | 10.11.2011 00:00:00 | 1.381 | $ -32 | SL |
| 154 | SHORT Stop - 16.11.2011 00:00:00 | 16.11.2011 00:00:00 | 1.3472 | 0.1 | 17.11.2011 00:00:00 | 1.3504 | $ -32 | SL |
| 155 | SHORT Stop - 23.11.2011 00:00:00 | 23.11.2011 00:00:00 | 1.3484 | 0.1 | 29.11.2011 00:00:00 | 1.343 | $ 53.8 | SL |
| 156 | SHORT Stop - 08.12.2011 00:00:00 | 08.12.2011 00:00:00 | 1.3354 | 0.1 | 09.12.2011 00:00:00 | 1.3386 | $ -32 | SL |
| 157 | SHORT Stop - 12.12.2011 00:00:00 | 12.12.2011 00:00:00 | 1.3368 | 0.1 | 21.12.2011 00:00:00 | 1.3162 | $ 206.4 | SL |
| 158 | SHORT Stop - 23.12.2011 00:00:00 | 23.12.2011 00:00:00 | 1.3029 | 0.1 | 26.12.2011 00:05:00 | 1.3061 | $ -32 | SL |
| 159 | SHORT Stop - 27.12.2011 00:00:00 | 28.12.2011 00:00:00 | 1.3041 | 0.1 | 03.01.2012 00:00:00 | 1.3029 | $ 12.3 | SL |
| 160 | SHORT Stop - 05.01.2012 00:00:00 | 05.01.2012 00:00:00 | 1.2893 | 0.1 | 16.01.2012 00:00:00 | 1.2661 | $ 232 | SL |
| 161 | LONG Stop - 31.01.2012 00:00:00 | 31.01.2012 00:00:00 | 1.318 | 0.1 | 01.02.2012 00:00:00 | 1.3148 | $ -32 | SL |
| 162 | LONG Stop - 07.02.2012 00:00:00 | 07.02.2012 00:00:00 | 1.3175 | 0.1 | 10.02.2012 00:00:00 | 1.3267 | $ 91.7 | SL |
| 163 | LONG Stop - 13.02.2012 00:00:00 | 13.02.2012 00:00:00 | 1.3278 | 0.1 | 14.02.2012 00:00:00 | 1.3246 | $ -32 | SL |
| 164 | LONG Stop - 20.02.2012 00:00:00 | 20.02.2012 00:00:00 | 1.3208 | 0.1 | 29.02.2012 00:00:00 | 1.3379 | $ 171.2 | SL |
| 165 | SHORT Stop - 14.03.2012 00:00:00 | 14.03.2012 00:00:00 | 1.306 | 0.1 | 15.03.2012 00:00:00 | 1.3079 | $ -18.5 | SL |
| 166 | LONG Stop - 13.03.2012 00:00:00 | 21.03.2012 00:00:00 | 1.3284 | 0.1 | 22.03.2012 00:00:00 | 1.3252 | $ -32 | SL |
| 167 | LONG Stop - 23.03.2012 00:00:00 | 23.03.2012 00:00:00 | 1.3244 | 0.1 | 26.03.2012 00:00:00 | 1.3212 | $ -32 | SL |
| 168 | LONG Stop - 28.03.2012 00:00:00 | 28.03.2012 00:00:00 | 1.3361 | 0.1 | 29.03.2012 00:00:00 | 1.3329 | $ -32 | SL |
| 169 | LONG Stop - 30.03.2012 00:00:00 | 30.03.2012 00:00:00 | 1.3348 | 0.1 | 02.04.2012 00:00:00 | 1.3317 | $ -32 | SL |
| 170 | SHORT Stop - 16.04.2012 00:00:00 | 16.04.2012 00:00:00 | 1.3059 | 0.1 | 17.04.2012 00:00:00 | 1.3091 | $ -32 | SL |
| 171 | LONG Stop - 30.04.2012 00:00:00 | 30.04.2012 00:00:00 | 1.325 | 0.1 | 01.05.2012 00:00:00 | 1.3218 | $ -32 | SL |
| 172 | SHORT Stop - 27.04.2012 00:00:00 | 03.05.2012 00:00:00 | 1.3104 | 0.1 | 04.05.2012 00:00:00 | 1.3136 | $ -32 | SL |
| 173 | SHORT Stop - 08.05.2012 00:00:00 | 08.05.2012 00:00:00 | 1.2998 | 0.1 | 10.05.2012 00:00:00 | 1.2955 | $ 43.9 | SL |
| 174 | SHORT Stop - 11.05.2012 00:00:00 | 14.05.2012 00:00:00 | 1.2892 | 0.1 | 18.05.2012 00:00:00 | 1.272 | $ 172.1 | SL |
| 175 | SHORT Stop - 22.05.2012 00:00:00 | 22.05.2012 00:00:00 | 1.2674 | 0.1 | 30.05.2012 00:00:00 | 1.2496 | $ 178.2 | SL |
| 176 | SHORT Stop - 01.06.2012 00:00:00 | 01.06.2012 00:00:00 | 1.2336 | 0.1 | 04.06.2012 00:00:00 | 1.2368 | $ -32 | SL |
| 177 | SHORT Stop - 22.06.2012 00:00:00 | 22.06.2012 00:00:00 | 1.2538 | 0.1 | 28.06.2012 00:00:00 | 1.2518 | $ 20.4 | SL |
| 178 | SHORT Stop - 05.07.2012 00:00:00 | 05.07.2012 00:00:00 | 1.2396 | 0.1 | 11.07.2012 00:00:00 | 1.226 | $ 135.7 | SL |
| 179 | SHORT Stop - 12.07.2012 00:00:00 | 12.07.2012 00:00:00 | 1.222 | 0.1 | 13.07.2012 00:00:00 | 1.2237 | $ -16.5 | SL |
| 180 | SHORT Stop - 16.07.2012 00:00:00 | 16.07.2012 00:00:00 | 1.2209 | 0.1 | 17.07.2012 00:00:00 | 1.2241 | $ -32 | SL |
| 181 | SHORT Stop - 20.07.2012 00:00:00 | 20.07.2012 00:00:00 | 1.2185 | 0.1 | 25.07.2012 00:00:00 | 1.2147 | $ 37.7 | SL |
| 182 | SHORT Stop - 03.08.2012 00:00:00 | 03.08.2012 00:00:00 | 1.2165 | 0.1 | 06.08.2012 00:00:00 | 1.2197 | $ -32 | SL |
| 183 | SHORT Stop - 15.08.2012 00:00:00 | 15.08.2012 00:00:00 | 1.2275 | 0.1 | 16.08.2012 00:00:00 | 1.2307 | $ -32 | SL |
| 184 | LONG Stop - 22.08.2012 00:00:00 | 22.08.2012 00:00:00 | 1.2482 | 0.1 | 24.08.2012 00:00:00 | 1.2487 | $ 4.8 | SL |
| 185 | LONG Stop - 28.08.2012 00:00:00 | 28.08.2012 00:00:00 | 1.2575 | 0.1 | 29.08.2012 00:00:00 | 1.2543 | $ -32 | SL |
| 186 | LONG Stop - 30.08.2012 00:00:00 | 30.08.2012 00:00:00 | 1.2553 | 0.1 | 31.08.2012 00:00:00 | 1.2521 | $ -32 | SL |
| 187 | LONG Stop - 04.09.2012 00:00:00 | 04.09.2012 00:00:00 | 1.2621 | 0.1 | 05.09.2012 00:00:00 | 1.2589 | $ -32 | SL |
| 188 | LONG Stop - 06.09.2012 00:00:00 | 06.09.2012 00:00:00 | 1.2627 | 0.1 | 19.09.2012 00:00:00 | 1.2999 | $ 372.2 | SL |
| 189 | LONG Stop - 02.10.2012 00:00:00 | 02.10.2012 00:00:00 | 1.2935 | 0.1 | 03.10.2012 00:00:00 | 1.2903 | $ -32 | SL |
| 190 | LONG Stop - 04.10.2012 00:00:00 | 04.10.2012 00:00:00 | 1.2923 | 0.1 | 08.10.2012 00:00:00 | 1.2966 | $ 42.7 | SL |
| 191 | LONG Stop - 16.10.2012 00:00:00 | 16.10.2012 00:00:00 | 1.3002 | 0.1 | 23.10.2012 00:00:00 | 1.2989 | $ -13.3 | SL |
| 192 | SHORT Stop - 06.11.2012 00:00:00 | 06.11.2012 00:00:00 | 1.2776 | 0.1 | 07.11.2012 00:00:00 | 1.2808 | $ -32 | SL |
| 193 | SHORT Stop - 08.11.2012 00:00:00 | 08.11.2012 00:00:00 | 1.2742 | 0.1 | 09.11.2012 00:00:00 | 1.2763 | $ -20.8 | SL |
| 194 | SHORT Stop - 15.11.2012 00:00:00 | 15.11.2012 00:00:00 | 1.2723 | 0.1 | 16.11.2012 00:00:00 | 1.2755 | $ -32 | SL |
| 195 | LONG Stop - 05.11.2012 00:00:00 | 26.11.2012 00:00:00 | 1.3001 | 0.1 | 27.11.2012 00:00:00 | 1.2969 | $ -32 | SL |
| 196 | LONG Stop - 29.11.2012 00:00:00 | 29.11.2012 00:00:00 | 1.2979 | 0.1 | 06.12.2012 00:00:00 | 1.3027 | $ 48.5 | SL |
| 197 | LONG Stop - 14.12.2012 00:00:00 | 14.12.2012 00:00:00 | 1.31 | 0.1 | 21.12.2012 00:00:00 | 1.3238 | $ 137.9 | SL |
| 198 | LONG Stop - 27.12.2012 00:00:00 | 27.12.2012 00:00:00 | 1.327 | 0.1 | 28.12.2012 00:00:00 | 1.3238 | $ -32 | SL |
| 199 | LONG Stop - 02.01.2013 00:00:00 | 02.01.2013 00:00:00 | 1.325 | 0.1 | 03.01.2013 00:00:00 | 1.3218 | $ -32 | SL |
| 200 | LONG Stop - 10.01.2013 00:00:00 | 10.01.2013 00:00:00 | 1.3233 | 0.1 | 15.01.2013 00:00:00 | 1.3272 | $ 39.5 | SL |
| 201 | LONG Stop - 24.01.2013 00:00:00 | 24.01.2013 00:00:00 | 1.3373 | 0.1 | 04.02.2013 00:00:00 | 1.3586 | $ 212.4 | SL |
| 202 | SHORT Stop - 25.02.2013 00:00:00 | 25.02.2013 00:00:00 | 1.3145 | 0.1 | 27.02.2013 00:00:00 | 1.3145 | $ -0.5 | SL |
| 203 | SHORT Stop - 28.02.2013 00:00:00 | 28.02.2013 00:00:00 | 1.3084 | 0.1 | 05.03.2013 00:00:00 | 1.3041 | $ 42.3 | SL |
| 204 | SHORT Stop - 06.03.2013 00:00:00 | 06.03.2013 00:00:00 | 1.2992 | 0.1 | 07.03.2013 00:00:00 | 1.2982 | $ 9.7 | SL |
| 205 | SHORT Stop - 08.03.2013 00:00:00 | 08.03.2013 00:00:00 | 1.2984 | 0.1 | 11.03.2013 00:00:00 | 1.3016 | $ -32 | SL |
| 206 | SHORT Stop - 13.03.2013 00:00:00 | 13.03.2013 00:00:00 | 1.2966 | 0.1 | 14.03.2013 00:00:00 | 1.2979 | $ -13.6 | SL |
| 207 | SHORT Stop - 15.03.2013 00:00:00 | 18.03.2013 00:00:00 | 1.2939 | 0.1 | 19.03.2013 00:00:00 | 1.2971 | $ -32 | SL |
| 208 | SHORT Stop - 25.03.2013 00:00:00 | 25.03.2013 00:00:00 | 1.2851 | 0.1 | 26.03.2013 00:00:00 | 1.2879 | $ -28.6 | SL |
| 209 | SHORT Stop - 27.03.2013 00:00:00 | 27.03.2013 00:00:00 | 1.2844 | 0.1 | 28.03.2013 00:00:00 | 1.283 | $ 14.3 | SL |