Strategy Tester Report
KAKO10_iIchimoku_GBPJPY
FXCM-JPYDemo01 (Build 765)
| 通貨ペア | GBPJPY (Great Britain Pound vs Japanese Yen) | ||||
| 期間 | 30分足(M30) 2014.03.03 00:00 - 2015.02.27 23:30 (2014.03.01 - 2015.03.01) | ||||
| モデル | 全ティック (利用可能な最小時間枠による最も正確な方法) | ||||
| パラメーター | MagicNo=15031301; Lots=0.1; StopLoss=300; TakeProfit=240; Slippage=10; TradeComment="KAKO10_iIchimoku"; TradeEMail=false; TradeErrorEMail=false; | ||||
| テストバー数 | 13353 | モデルティック数 | 40725672 | モデリング品質 | 90.00% |
| 不整合チャートエラー | 0 | ||||
| 初期証拠金 | 500000.00 | スプレッド | 30 | ||
| 総損益 | 232830.00 | 総利益 | 690880.00 | 総損失 | -458050.00 |
| プロフィットファクター | 1.51 | 期待利得 | 1628.18 | ||
| 絶対ドローダウン | 11890.00 | 最大ドローダウン | 80100.00 (10.31%) | 相対ドローダウン | 11.48% (67640.00) |
| 総取引数 | 143 | ショートポジション(勝率%） | 72 (48.61%) | ロングポジション(勝率%） | 71 (45.07%) |
| 勝率(%) | 67 (46.85%) | 負率 (%) | 76 (53.15%) | ||
| 最大 | 勝トレード | 24000.00 | 負トレード | -20790.00 | |
| 平均 | 勝トレード | 10311.64 | 負トレード | -6026.97 | |
| 最大 | 連勝(金額) | 5 (39440.00) | 連敗(金額) | 5 (-38950.00) | |
| 最大化 | 連勝(トレード数) | 59170.00 (3) | 連敗(トレード数) | -38950.00 (5) | |
| 平均 | 連勝 | 2 | 連敗 | 2 | |
| # | 時間 | 取引種別 | 注文番号 | 数量 | 価格 | S / L | T/P:決済指値 | 損益 | 残高 |
| 1 | 2014.03.03 05:00 | sell | 1 | 0.10 | 169.921 | 172.921 | 167.521 | ||
| 2 | 2014.03.04 12:30 | close | 1 | 0.10 | 169.819 | 172.921 | 167.521 | 1020.00 | 501020.00 |
| 3 | 2014.03.04 12:30 | buy | 2 | 0.10 | 169.819 | 166.819 | 172.219 | ||
| 4 | 2014.03.06 15:36 | t/p | 2 | 0.10 | 172.219 | 166.819 | 172.219 | 24000.00 | 525020.00 |
| 5 | 2014.03.10 09:30 | sell | 3 | 0.10 | 172.484 | 175.484 | 170.084 | ||
| 6 | 2014.03.13 10:30 | close | 3 | 0.10 | 171.124 | 175.484 | 170.084 | 13600.00 | 538620.00 |
| 7 | 2014.03.13 10:30 | buy | 4 | 0.10 | 171.124 | 168.124 | 173.524 | ||
| 8 | 2014.03.13 23:30 | close | 4 | 0.10 | 169.045 | 168.124 | 173.524 | -20790.00 | 517830.00 |
| 9 | 2014.03.13 23:30 | sell | 5 | 0.10 | 169.045 | 172.045 | 166.645 | ||
| 10 | 2014.03.17 09:30 | close | 5 | 0.10 | 169.054 | 172.045 | 166.645 | -90.00 | 517740.00 |
| 11 | 2014.03.17 09:30 | buy | 6 | 0.10 | 169.054 | 166.054 | 171.454 | ||
| 12 | 2014.03.18 16:00 | close | 6 | 0.10 | 168.317 | 166.054 | 171.454 | -7370.00 | 510370.00 |
| 13 | 2014.03.18 16:00 | sell | 7 | 0.10 | 168.317 | 171.317 | 165.917 | ||
| 14 | 2014.03.19 14:00 | close | 7 | 0.10 | 168.949 | 171.317 | 165.917 | -6320.00 | 504050.00 |
| 15 | 2014.03.19 14:00 | buy | 8 | 0.10 | 168.949 | 165.949 | 171.349 | ||
| 16 | 2014.03.20 21:00 | close | 8 | 0.10 | 169.078 | 165.949 | 171.349 | 1290.00 | 505340.00 |
| 17 | 2014.03.20 21:00 | sell | 9 | 0.10 | 169.078 | 172.078 | 166.678 | ||
| 18 | 2014.03.24 09:00 | close | 9 | 0.10 | 168.900 | 172.078 | 166.678 | 1780.00 | 507120.00 |
| 19 | 2014.03.24 09:00 | buy | 10 | 0.10 | 168.900 | 165.900 | 171.300 | ||
| 20 | 2014.03.24 23:00 | close | 10 | 0.10 | 168.594 | 165.900 | 171.300 | -3060.00 | 504060.00 |
| 21 | 2014.03.24 23:00 | sell | 11 | 0.10 | 168.594 | 171.594 | 166.194 | ||
| 22 | 2014.03.26 04:00 | close | 11 | 0.10 | 169.265 | 171.594 | 166.194 | -6710.00 | 497350.00 |
| 23 | 2014.03.26 04:00 | buy | 12 | 0.10 | 169.265 | 166.265 | 171.665 | ||
| 24 | 2014.03.27 07:30 | close | 12 | 0.10 | 169.395 | 166.265 | 171.665 | 1300.00 | 498650.00 |
| 25 | 2014.03.27 07:30 | sell | 13 | 0.10 | 169.395 | 172.395 | 166.995 | ||
| 26 | 2014.03.27 18:00 | close | 13 | 0.10 | 169.993 | 172.395 | 166.995 | -5980.00 | 492670.00 |
| 27 | 2014.03.27 18:00 | buy | 14 | 0.10 | 169.993 | 166.993 | 172.393 | ||
| 28 | 2014.04.01 18:11 | t/p | 14 | 0.10 | 172.393 | 166.993 | 172.393 | 24000.00 | 516670.00 |
| 29 | 2014.04.03 18:30 | sell | 15 | 0.10 | 172.341 | 175.341 | 169.941 | ||
| 30 | 2014.04.09 16:00 | close | 15 | 0.10 | 171.028 | 175.341 | 169.941 | 13130.00 | 529800.00 |
| 31 | 2014.04.09 16:00 | buy | 16 | 0.10 | 171.028 | 168.028 | 173.428 | ||
| 32 | 2014.04.10 15:00 | close | 16 | 0.10 | 170.487 | 168.028 | 173.428 | -5410.00 | 524390.00 |
| 33 | 2014.04.10 15:00 | sell | 17 | 0.10 | 170.487 | 173.487 | 168.087 | ||
| 34 | 2014.04.14 21:00 | close | 17 | 0.10 | 170.177 | 173.487 | 168.087 | 3100.00 | 527490.00 |
| 35 | 2014.04.14 21:00 | buy | 18 | 0.10 | 170.177 | 167.177 | 172.577 | ||
| 36 | 2014.04.22 13:12 | t/p | 18 | 0.10 | 172.577 | 167.177 | 172.577 | 24000.00 | 551490.00 |
| 37 | 2014.04.23 18:00 | sell | 19 | 0.10 | 171.783 | 174.783 | 169.383 | ||
| 38 | 2014.04.24 17:30 | close | 19 | 0.10 | 171.685 | 174.783 | 169.383 | 980.00 | 552470.00 |
| 39 | 2014.04.24 17:30 | buy | 20 | 0.10 | 171.685 | 168.685 | 174.085 | ||
| 40 | 2014.04.25 20:00 | close | 20 | 0.10 | 171.606 | 168.685 | 174.085 | -790.00 | 551680.00 |
| 41 | 2014.04.25 20:30 | sell | 21 | 0.10 | 171.570 | 174.570 | 169.170 | ||
| 42 | 2014.04.28 15:30 | close | 21 | 0.10 | 172.406 | 174.570 | 169.170 | -8360.00 | 543320.00 |
| 43 | 2014.04.28 15:30 | buy | 22 | 0.10 | 172.406 | 169.406 | 174.806 | ||
| 44 | 2014.04.30 11:00 | close | 22 | 0.10 | 172.327 | 169.406 | 174.806 | -790.00 | 542530.00 |
| 45 | 2014.04.30 11:00 | sell | 23 | 0.10 | 172.327 | 175.327 | 169.927 | ||
| 46 | 2014.05.01 05:30 | close | 23 | 0.10 | 172.633 | 175.327 | 169.927 | -3060.00 | 539470.00 |
| 47 | 2014.05.01 05:30 | buy | 24 | 0.10 | 172.633 | 169.633 | 175.033 | ||
| 48 | 2014.05.02 23:30 | close | 24 | 0.10 | 172.448 | 169.633 | 175.033 | -1850.00 | 537620.00 |
| 49 | 2014.05.02 23:30 | sell | 25 | 0.10 | 172.448 | 175.448 | 170.048 | ||
| 50 | 2014.05.06 03:00 | close | 25 | 0.10 | 172.316 | 175.448 | 170.048 | 1320.00 | 538940.00 |
| 51 | 2014.05.06 04:00 | buy | 26 | 0.10 | 172.289 | 169.289 | 174.689 | ||
| 52 | 2014.05.07 12:00 | close | 26 | 0.10 | 172.369 | 169.289 | 174.689 | 800.00 | 539740.00 |
| 53 | 2014.05.07 12:00 | sell | 27 | 0.10 | 172.369 | 175.369 | 169.969 | ||
| 54 | 2014.05.12 11:30 | close | 27 | 0.10 | 172.077 | 175.369 | 169.969 | 2920.00 | 542660.00 |
| 55 | 2014.05.12 11:30 | buy | 28 | 0.10 | 172.077 | 169.077 | 174.477 | ||
| 56 | 2014.05.13 22:00 | close | 28 | 0.10 | 172.075 | 169.077 | 174.477 | -20.00 | 542640.00 |
| 57 | 2014.05.13 22:00 | sell | 29 | 0.10 | 172.075 | 175.075 | 169.675 | ||
| 58 | 2014.05.19 06:30 | close | 29 | 0.10 | 170.878 | 175.075 | 169.675 | 11970.00 | 554610.00 |
| 59 | 2014.05.19 06:30 | buy | 30 | 0.10 | 170.878 | 167.878 | 173.278 | ||
| 60 | 2014.05.19 17:30 | close | 30 | 0.10 | 170.382 | 167.878 | 173.278 | -4960.00 | 549650.00 |
| 61 | 2014.05.19 17:30 | sell | 31 | 0.10 | 170.382 | 173.382 | 167.982 | ||
| 62 | 2014.05.20 05:30 | close | 31 | 0.10 | 170.809 | 173.382 | 167.982 | -4270.00 | 545380.00 |
| 63 | 2014.05.20 05:30 | buy | 32 | 0.10 | 170.809 | 167.809 | 173.209 | ||
| 64 | 2014.05.21 09:30 | close | 32 | 0.10 | 170.479 | 167.809 | 173.209 | -3300.00 | 542080.00 |
| 65 | 2014.05.21 09:30 | sell | 33 | 0.10 | 170.479 | 173.479 | 168.079 | ||
| 66 | 2014.05.21 17:30 | close | 33 | 0.10 | 171.358 | 173.479 | 168.079 | -8790.00 | 533290.00 |
| 67 | 2014.05.21 17:30 | buy | 34 | 0.10 | 171.358 | 168.358 | 173.758 | ||
| 68 | 2014.05.28 01:30 | close | 34 | 0.10 | 171.482 | 168.358 | 173.758 | 1240.00 | 534530.00 |
| 69 | 2014.05.28 01:30 | sell | 35 | 0.10 | 171.482 | 174.482 | 169.082 | ||
| 70 | 2014.05.30 14:30 | close | 35 | 0.10 | 170.246 | 174.482 | 169.082 | 12360.00 | 546890.00 |
| 71 | 2014.05.30 14:30 | buy | 36 | 0.10 | 170.246 | 167.246 | 172.646 | ||
| 72 | 2014.06.10 19:00 | close | 36 | 0.10 | 171.501 | 167.246 | 172.646 | 12550.00 | 559440.00 |
| 73 | 2014.06.10 19:00 | sell | 37 | 0.10 | 171.501 | 174.501 | 169.101 | ||
| 74 | 2014.06.12 15:00 | close | 37 | 0.10 | 171.659 | 174.501 | 169.101 | -1580.00 | 557860.00 |
| 75 | 2014.06.12 15:00 | buy | 38 | 0.10 | 171.659 | 168.659 | 174.059 | ||
| 76 | 2014.06.13 01:30 | close | 38 | 0.10 | 172.236 | 168.659 | 174.059 | 5770.00 | 563630.00 |
| 77 | 2014.06.13 01:30 | sell | 39 | 0.10 | 172.236 | 175.236 | 169.836 | ||
| 78 | 2014.06.13 05:30 | close | 39 | 0.10 | 172.483 | 175.236 | 169.836 | -2470.00 | 561160.00 |
| 79 | 2014.06.13 05:30 | buy | 40 | 0.10 | 172.483 | 169.483 | 174.883 | ||
| 80 | 2014.06.18 19:00 | close | 40 | 0.10 | 173.171 | 169.483 | 174.883 | 6880.00 | 568040.00 |
| 81 | 2014.06.18 19:00 | sell | 41 | 0.10 | 173.171 | 176.171 | 170.771 | ||
| 82 | 2014.06.19 17:30 | close | 41 | 0.10 | 173.621 | 176.171 | 170.771 | -4500.00 | 563540.00 |
| 83 | 2014.06.19 17:30 | buy | 42 | 0.10 | 173.621 | 170.621 | 176.021 | ||
| 84 | 2014.06.23 19:00 | close | 42 | 0.10 | 173.316 | 170.621 | 176.021 | -3050.00 | 560490.00 |
| 85 | 2014.06.23 19:00 | sell | 43 | 0.10 | 173.316 | 176.316 | 170.916 | ||
| 86 | 2014.06.30 22:00 | close | 43 | 0.10 | 173.276 | 176.316 | 170.916 | 400.00 | 560890.00 |
| 87 | 2014.06.30 22:00 | buy | 44 | 0.10 | 173.276 | 170.276 | 175.676 | ||
| 88 | 2014.07.07 18:00 | close | 44 | 0.10 | 174.444 | 170.276 | 175.676 | 11680.00 | 572570.00 |
| 89 | 2014.07.07 18:00 | sell | 45 | 0.10 | 174.444 | 177.444 | 172.044 | ||
| 90 | 2014.07.11 12:30 | close | 45 | 0.10 | 173.710 | 177.444 | 172.044 | 7340.00 | 579910.00 |
| 91 | 2014.07.11 12:30 | buy | 46 | 0.10 | 173.710 | 170.710 | 176.110 | ||
| 92 | 2014.07.17 13:30 | close | 46 | 0.10 | 173.680 | 170.710 | 176.110 | -300.00 | 579610.00 |
| 93 | 2014.07.17 13:30 | sell | 47 | 0.10 | 173.680 | 176.680 | 171.280 | ||
| 94 | 2014.07.22 09:30 | close | 47 | 0.10 | 173.446 | 176.680 | 171.280 | 2340.00 | 581950.00 |
| 95 | 2014.07.22 10:30 | buy | 48 | 0.10 | 173.343 | 170.343 | 175.743 | ||
| 96 | 2014.07.23 18:30 | close | 48 | 0.10 | 173.006 | 170.343 | 175.743 | -3370.00 | 578580.00 |
| 97 | 2014.07.23 18:30 | sell | 49 | 0.10 | 173.006 | 176.006 | 170.606 | ||
| 98 | 2014.07.30 22:00 | close | 49 | 0.10 | 174.044 | 176.006 | 170.606 | -10380.00 | 568200.00 |
| 99 | 2014.07.30 22:00 | buy | 50 | 0.10 | 174.044 | 171.044 | 176.444 | ||
| 100 | 2014.08.01 18:00 | close | 50 | 0.10 | 172.560 | 171.044 | 176.444 | -14840.00 | 553360.00 |
| 101 | 2014.08.01 18:00 | sell | 51 | 0.10 | 172.560 | 175.560 | 170.160 | ||
| 102 | 2014.08.05 04:30 | close | 51 | 0.10 | 173.080 | 175.560 | 170.160 | -5200.00 | 548160.00 |
| 103 | 2014.08.05 06:30 | buy | 52 | 0.10 | 172.998 | 169.998 | 175.398 | ||
| 104 | 2014.08.06 12:00 | close | 52 | 0.10 | 172.482 | 169.998 | 175.398 | -5160.00 | 543000.00 |
| 105 | 2014.08.06 12:00 | sell | 53 | 0.10 | 172.482 | 175.482 | 170.082 | ||
| 106 | 2014.08.07 11:30 | close | 53 | 0.10 | 172.309 | 175.482 | 170.082 | 1730.00 | 544730.00 |
| 107 | 2014.08.07 11:30 | buy | 54 | 0.10 | 172.309 | 169.309 | 174.709 | ||
| 108 | 2014.08.08 00:00 | close | 54 | 0.10 | 171.849 | 169.309 | 174.709 | -4600.00 | 540130.00 |
| 109 | 2014.08.08 00:00 | sell | 55 | 0.10 | 171.849 | 174.849 | 169.449 | ||
| 110 | 2014.08.11 06:30 | close | 55 | 0.10 | 171.408 | 174.849 | 169.449 | 4410.00 | 544540.00 |
| 111 | 2014.08.11 06:30 | buy | 56 | 0.10 | 171.408 | 168.408 | 173.808 | ||
| 112 | 2014.08.13 19:00 | close | 56 | 0.10 | 171.090 | 168.408 | 173.808 | -3180.00 | 541360.00 |
| 113 | 2014.08.13 19:00 | sell | 57 | 0.10 | 171.090 | 174.090 | 168.690 | ||
| 114 | 2014.08.18 06:30 | close | 57 | 0.10 | 171.149 | 174.090 | 168.690 | -590.00 | 540770.00 |
| 115 | 2014.08.18 06:30 | buy | 58 | 0.10 | 171.149 | 168.149 | 173.549 | ||
| 116 | 2014.08.19 17:30 | close | 58 | 0.10 | 170.768 | 168.149 | 173.549 | -3810.00 | 536960.00 |
| 117 | 2014.08.19 17:30 | sell | 59 | 0.10 | 170.768 | 173.768 | 168.368 | ||
| 118 | 2014.08.20 13:00 | close | 59 | 0.10 | 171.954 | 173.768 | 168.368 | -11860.00 | 525100.00 |
| 119 | 2014.08.20 13:00 | buy | 60 | 0.10 | 171.954 | 168.954 | 174.354 | ||
| 120 | 2014.09.03 00:30 | close | 60 | 0.10 | 173.071 | 168.954 | 174.354 | 11170.00 | 536270.00 |
| 121 | 2014.09.03 00:30 | sell | 61 | 0.10 | 173.071 | 176.071 | 170.671 | ||
| 122 | 2014.09.08 00:00 | t/p | 61 | 0.10 | 170.671 | 176.071 | 170.671 | 24000.00 | 560270.00 |
| 123 | 2014.09.08 23:00 | buy | 62 | 0.10 | 170.709 | 167.709 | 173.109 | ||
| 124 | 2014.09.10 21:11 | t/p | 62 | 0.10 | 173.109 | 167.709 | 173.109 | 24000.00 | 584270.00 |
| 125 | 2014.09.15 23:00 | sell | 63 | 0.10 | 173.965 | 176.965 | 171.565 | ||
| 126 | 2014.09.16 22:00 | close | 63 | 0.10 | 174.461 | 176.965 | 171.565 | -4960.00 | 579310.00 |
| 127 | 2014.09.16 22:00 | buy | 64 | 0.10 | 174.461 | 171.461 | 176.861 | ||
| 128 | 2014.09.18 07:05 | t/p | 64 | 0.10 | 176.861 | 171.461 | 176.861 | 24000.00 | 603310.00 |
| 129 | 2014.09.19 18:00 | sell | 65 | 0.10 | 177.751 | 180.751 | 175.351 | ||
| 130 | 2014.09.22 20:00 | close | 65 | 0.10 | 178.084 | 180.751 | 175.351 | -3330.00 | 599980.00 |
| 131 | 2014.09.22 20:00 | buy | 66 | 0.10 | 178.084 | 175.084 | 180.484 | ||
| 132 | 2014.09.24 13:30 | close | 66 | 0.10 | 178.177 | 175.084 | 180.484 | 930.00 | 600910.00 |
| 133 | 2014.09.24 13:30 | sell | 67 | 0.10 | 178.177 | 181.177 | 175.777 | ||
| 134 | 2014.09.25 06:30 | close | 67 | 0.10 | 178.205 | 181.177 | 175.777 | -280.00 | 600630.00 |
| 135 | 2014.09.25 06:30 | buy | 68 | 0.10 | 178.205 | 175.205 | 180.605 | ||
| 136 | 2014.09.25 23:00 | close | 68 | 0.10 | 177.321 | 175.205 | 180.605 | -8840.00 | 591790.00 |
| 137 | 2014.09.25 23:00 | sell | 69 | 0.10 | 177.321 | 180.321 | 174.921 | ||
| 138 | 2014.09.26 16:30 | close | 69 | 0.10 | 177.781 | 180.321 | 174.921 | -4600.00 | 587190.00 |
| 139 | 2014.09.26 17:00 | buy | 70 | 0.10 | 177.719 | 174.719 | 180.119 | ||
| 140 | 2014.10.01 23:30 | close | 70 | 0.10 | 176.359 | 174.719 | 180.119 | -13600.00 | 573590.00 |
| 141 | 2014.10.01 23:30 | sell | 71 | 0.10 | 176.359 | 179.359 | 173.959 | ||
| 142 | 2014.10.03 09:30 | close | 71 | 0.10 | 175.735 | 179.359 | 173.959 | 6240.00 | 579830.00 |
| 143 | 2014.10.03 09:30 | buy | 72 | 0.10 | 175.735 | 172.735 | 178.135 | ||
| 144 | 2014.10.06 13:00 | close | 72 | 0.10 | 174.841 | 172.735 | 178.135 | -8940.00 | 570890.00 |
| 145 | 2014.10.06 13:00 | sell | 73 | 0.10 | 174.841 | 177.841 | 172.441 | ||
| 146 | 2014.10.07 10:30 | close | 73 | 0.10 | 174.709 | 177.841 | 172.441 | 1320.00 | 572210.00 |
| 147 | 2014.10.07 10:30 | buy | 74 | 0.10 | 174.709 | 171.709 | 177.109 | ||
| 148 | 2014.10.07 17:30 | close | 74 | 0.10 | 174.423 | 171.709 | 177.109 | -2860.00 | 569350.00 |
| 149 | 2014.10.07 17:30 | sell | 75 | 0.10 | 174.423 | 177.423 | 172.023 | ||
| 150 | 2014.10.08 23:00 | close | 75 | 0.10 | 174.853 | 177.423 | 172.023 | -4300.00 | 565050.00 |
| 151 | 2014.10.08 23:00 | buy | 76 | 0.10 | 174.853 | 171.853 | 177.253 | ||
| 152 | 2014.10.10 00:00 | close | 76 | 0.10 | 173.783 | 171.853 | 177.253 | -10700.00 | 554350.00 |
| 153 | 2014.10.10 00:00 | sell | 77 | 0.10 | 173.783 | 176.783 | 171.383 | ||
| 154 | 2014.10.14 11:30 | t/p | 77 | 0.10 | 171.383 | 176.783 | 171.383 | 24000.00 | 578350.00 |
| 155 | 2014.10.15 12:30 | buy | 78 | 0.10 | 170.710 | 167.710 | 173.110 | ||
| 156 | 2014.10.15 20:00 | close | 78 | 0.10 | 168.662 | 167.710 | 173.110 | -20480.00 | 557870.00 |
| 157 | 2014.10.15 20:00 | sell | 79 | 0.10 | 168.662 | 171.662 | 166.262 | ||
| 158 | 2014.10.16 13:00 | close | 79 | 0.10 | 168.877 | 171.662 | 166.262 | -2150.00 | 555720.00 |
| 159 | 2014.10.16 13:00 | buy | 80 | 0.10 | 168.877 | 165.877 | 171.277 | ||
| 160 | 2014.10.17 02:04 | t/p | 80 | 0.10 | 171.277 | 165.877 | 171.277 | 24000.00 | 579720.00 |
| 161 | 2014.10.21 12:30 | sell | 81 | 0.10 | 172.409 | 175.409 | 170.009 | ||
| 162 | 2014.10.22 04:00 | close | 81 | 0.10 | 172.453 | 175.409 | 170.009 | -440.00 | 579280.00 |
| 163 | 2014.10.22 16:00 | sell | 82 | 0.10 | 172.005 | 175.005 | 169.605 | ||
| 164 | 2014.10.23 08:30 | close | 82 | 0.10 | 172.221 | 175.005 | 169.605 | -2160.00 | 577120.00 |
| 165 | 2014.10.23 08:30 | buy | 83 | 0.10 | 172.221 | 169.221 | 174.621 | ||
| 166 | 2014.10.28 17:00 | t/p | 83 | 0.10 | 174.621 | 169.221 | 174.621 | 24000.00 | 601120.00 |
| 167 | 2014.11.04 11:00 | sell | 84 | 0.10 | 181.763 | 184.763 | 179.363 | ||
| 168 | 2014.11.05 07:30 | close | 84 | 0.10 | 182.545 | 184.763 | 179.363 | -7820.00 | 593300.00 |
| 169 | 2014.11.05 07:30 | buy | 85 | 0.10 | 182.545 | 179.545 | 184.945 | ||
| 170 | 2014.11.06 13:00 | close | 85 | 0.10 | 182.755 | 179.545 | 184.945 | 2100.00 | 595400.00 |
| 171 | 2014.11.06 13:00 | sell | 86 | 0.10 | 182.755 | 185.755 | 180.355 | ||
| 172 | 2014.11.10 21:30 | close | 86 | 0.10 | 182.067 | 185.755 | 180.355 | 6880.00 | 602280.00 |
| 173 | 2014.11.10 21:30 | buy | 87 | 0.10 | 182.067 | 179.067 | 184.467 | ||
| 174 | 2014.11.12 00:21 | t/p | 87 | 0.10 | 184.467 | 179.067 | 184.467 | 24000.00 | 626280.00 |
| 175 | 2014.11.12 14:00 | sell | 88 | 0.10 | 182.591 | 185.591 | 180.191 | ||
| 176 | 2014.11.13 12:00 | close | 88 | 0.10 | 182.081 | 185.591 | 180.191 | 5100.00 | 631380.00 |
| 177 | 2014.11.13 12:00 | buy | 89 | 0.10 | 182.081 | 179.081 | 184.481 | ||
| 178 | 2014.11.13 17:30 | close | 89 | 0.10 | 182.217 | 179.081 | 184.481 | 1360.00 | 632740.00 |
| 179 | 2014.11.13 17:30 | sell | 90 | 0.10 | 182.217 | 185.217 | 179.817 | ||
| 180 | 2014.11.14 15:30 | close | 90 | 0.10 | 182.461 | 185.217 | 179.817 | -2440.00 | 630300.00 |
| 181 | 2014.11.14 15:30 | buy | 91 | 0.10 | 182.461 | 179.461 | 184.861 | ||
| 182 | 2014.11.17 08:30 | close | 91 | 0.10 | 181.829 | 179.461 | 184.861 | -6320.00 | 623980.00 |
| 183 | 2014.11.17 08:30 | sell | 92 | 0.10 | 181.829 | 184.829 | 179.429 | ||
| 184 | 2014.11.18 01:00 | close | 92 | 0.10 | 182.425 | 184.829 | 179.429 | -5960.00 | 618020.00 |
| 185 | 2014.11.18 01:00 | buy | 93 | 0.10 | 182.425 | 179.425 | 184.825 | ||
| 186 | 2014.11.19 21:00 | t/p | 93 | 0.10 | 184.825 | 179.425 | 184.825 | 24000.00 | 642020.00 |
| 187 | 2014.11.21 02:00 | sell | 94 | 0.10 | 185.550 | 188.550 | 183.150 | ||
| 188 | 2014.11.24 14:00 | close | 94 | 0.10 | 185.557 | 188.550 | 183.150 | -70.00 | 641950.00 |
| 189 | 2014.11.24 14:00 | buy | 95 | 0.10 | 185.557 | 182.557 | 187.957 | ||
| 190 | 2014.11.25 09:00 | close | 95 | 0.10 | 184.865 | 182.557 | 187.957 | -6920.00 | 635030.00 |
| 191 | 2014.11.25 09:00 | sell | 96 | 0.10 | 184.865 | 187.865 | 182.465 | ||
| 192 | 2014.11.26 19:30 | close | 96 | 0.10 | 185.795 | 187.865 | 182.465 | -9300.00 | 625730.00 |
| 193 | 2014.11.26 19:30 | buy | 97 | 0.10 | 185.795 | 182.795 | 188.195 | ||
| 194 | 2014.11.27 11:00 | close | 97 | 0.10 | 185.334 | 182.795 | 188.195 | -4610.00 | 621120.00 |
| 195 | 2014.11.27 11:00 | sell | 98 | 0.10 | 185.334 | 188.334 | 182.934 | ||
| 196 | 2014.11.28 08:30 | close | 98 | 0.10 | 185.660 | 188.334 | 182.934 | -3260.00 | 617860.00 |
| 197 | 2014.11.28 08:30 | buy | 99 | 0.10 | 185.660 | 182.660 | 188.060 | ||
| 198 | 2014.12.03 17:59 | t/p | 99 | 0.10 | 188.060 | 182.660 | 188.060 | 24000.00 | 641860.00 |
| 199 | 2014.12.08 14:00 | sell | 100 | 0.10 | 189.116 | 192.116 | 186.716 | ||
| 200 | 2014.12.09 16:51 | t/p | 100 | 0.10 | 186.716 | 192.116 | 186.716 | 24000.00 | 665860.00 |
| 201 | 2014.12.11 19:00 | buy | 101 | 0.10 | 187.618 | 184.618 | 190.018 | ||
| 202 | 2014.12.12 14:00 | close | 101 | 0.10 | 185.920 | 184.618 | 190.018 | -16980.00 | 648880.00 |
| 203 | 2014.12.12 14:00 | sell | 102 | 0.10 | 185.920 | 188.920 | 183.520 | ||
| 204 | 2014.12.16 07:56 | t/p | 102 | 0.10 | 183.520 | 188.920 | 183.520 | 24000.00 | 672880.00 |
| 205 | 2014.12.16 21:30 | buy | 103 | 0.10 | 184.484 | 181.484 | 186.884 | ||
| 206 | 2014.12.19 08:00 | t/p | 103 | 0.10 | 186.884 | 181.484 | 186.884 | 24000.00 | 696880.00 |
| 207 | 2014.12.23 18:30 | sell | 104 | 0.10 | 187.053 | 190.053 | 184.653 | ||
| 208 | 2014.12.24 04:00 | close | 104 | 0.10 | 186.978 | 190.053 | 184.653 | 750.00 | 697630.00 |
| 209 | 2014.12.24 04:00 | buy | 105 | 0.10 | 186.978 | 183.978 | 189.378 | ||
| 210 | 2014.12.30 09:30 | close | 105 | 0.10 | 186.395 | 183.978 | 189.378 | -5830.00 | 691800.00 |
| 211 | 2014.12.30 09:30 | sell | 106 | 0.10 | 186.395 | 189.395 | 183.995 | ||
| 212 | 2014.12.31 09:30 | close | 106 | 0.10 | 186.114 | 189.395 | 183.995 | 2810.00 | 694610.00 |
| 213 | 2014.12.31 09:30 | buy | 107 | 0.10 | 186.114 | 183.114 | 188.514 | ||
| 214 | 2015.01.02 17:30 | close | 107 | 0.10 | 185.434 | 183.114 | 188.514 | -6800.00 | 687810.00 |
| 215 | 2015.01.02 17:30 | sell | 108 | 0.10 | 185.434 | 188.434 | 183.034 | ||
| 216 | 2015.01.05 14:23 | t/p | 108 | 0.10 | 183.034 | 188.434 | 183.034 | 24000.00 | 711810.00 |
| 217 | 2015.01.07 18:30 | buy | 109 | 0.10 | 179.934 | 176.934 | 182.334 | ||
| 218 | 2015.01.09 23:00 | close | 109 | 0.10 | 179.794 | 176.934 | 182.334 | -1400.00 | 710410.00 |
| 219 | 2015.01.09 23:00 | sell | 110 | 0.10 | 179.794 | 182.794 | 177.394 | ||
| 220 | 2015.01.12 17:30 | close | 110 | 0.10 | 179.480 | 182.794 | 177.394 | 3140.00 | 713550.00 |
| 221 | 2015.01.12 17:30 | buy | 111 | 0.10 | 179.480 | 176.480 | 181.880 | ||
| 222 | 2015.01.12 23:30 | close | 111 | 0.10 | 179.566 | 176.480 | 181.880 | 860.00 | 714410.00 |
| 223 | 2015.01.12 23:30 | sell | 112 | 0.10 | 179.566 | 182.566 | 177.166 | ||
| 224 | 2015.01.13 19:30 | close | 112 | 0.10 | 179.047 | 182.566 | 177.166 | 5190.00 | 719600.00 |
| 225 | 2015.01.13 19:30 | buy | 113 | 0.10 | 179.047 | 176.047 | 181.447 | ||
| 226 | 2015.01.14 00:30 | close | 113 | 0.10 | 178.774 | 176.047 | 181.447 | -2730.00 | 716870.00 |
| 227 | 2015.01.14 00:30 | sell | 114 | 0.10 | 178.774 | 181.774 | 176.374 | ||
| 228 | 2015.01.15 00:30 | close | 114 | 0.10 | 178.466 | 181.774 | 176.374 | 3080.00 | 719950.00 |
| 229 | 2015.01.15 00:30 | buy | 115 | 0.10 | 178.466 | 175.466 | 180.866 | ||
| 230 | 2015.01.15 16:30 | close | 115 | 0.10 | 178.292 | 175.466 | 180.866 | -1740.00 | 718210.00 |
| 231 | 2015.01.15 16:30 | sell | 116 | 0.10 | 178.292 | 181.292 | 175.892 | ||
| 232 | 2015.01.16 00:12 | t/p | 116 | 0.10 | 175.892 | 181.292 | 175.892 | 24000.00 | 742210.00 |
| 233 | 2015.01.16 16:00 | buy | 117 | 0.10 | 177.163 | 174.163 | 179.563 | ||
| 234 | 2015.01.20 12:31 | t/p | 117 | 0.10 | 179.563 | 174.163 | 179.563 | 24000.00 | 766210.00 |
| 235 | 2015.01.21 09:00 | sell | 118 | 0.10 | 178.173 | 181.173 | 175.773 | ||
| 236 | 2015.01.22 05:00 | close | 118 | 0.10 | 178.921 | 181.173 | 175.773 | -7480.00 | 758730.00 |
| 237 | 2015.01.22 05:00 | buy | 119 | 0.10 | 178.921 | 175.921 | 181.321 | ||
| 238 | 2015.01.22 22:00 | close | 119 | 0.10 | 177.732 | 175.921 | 181.321 | -11890.00 | 746840.00 |
| 239 | 2015.01.22 22:00 | sell | 120 | 0.10 | 177.732 | 180.732 | 175.332 | ||
| 240 | 2015.01.26 12:00 | close | 120 | 0.10 | 177.294 | 180.732 | 175.332 | 4380.00 | 751220.00 |
| 241 | 2015.01.26 12:00 | buy | 121 | 0.10 | 177.294 | 174.294 | 179.694 | ||
| 242 | 2015.01.27 15:00 | close | 121 | 0.10 | 178.108 | 174.294 | 179.694 | 8140.00 | 759360.00 |
| 243 | 2015.01.27 15:00 | sell | 122 | 0.10 | 178.108 | 181.108 | 175.708 | ||
| 244 | 2015.01.27 23:30 | close | 122 | 0.10 | 179.110 | 181.108 | 175.708 | -10020.00 | 749340.00 |
| 245 | 2015.01.27 23:30 | buy | 123 | 0.10 | 179.110 | 176.110 | 181.510 | ||
| 246 | 2015.01.28 23:30 | close | 123 | 0.10 | 177.790 | 176.110 | 181.510 | -13200.00 | 736140.00 |
| 247 | 2015.01.28 23:30 | sell | 124 | 0.10 | 177.790 | 180.790 | 175.390 | ||
| 248 | 2015.01.29 17:30 | close | 124 | 0.10 | 178.152 | 180.790 | 175.390 | -3620.00 | 732520.00 |
| 249 | 2015.01.29 17:30 | buy | 125 | 0.10 | 178.152 | 175.152 | 180.552 | ||
| 250 | 2015.01.29 23:00 | close | 125 | 0.10 | 178.216 | 175.152 | 180.552 | 640.00 | 733160.00 |
| 251 | 2015.01.29 23:00 | sell | 126 | 0.10 | 178.216 | 181.216 | 175.816 | ||
| 252 | 2015.02.02 09:00 | close | 126 | 0.10 | 177.324 | 181.216 | 175.816 | 8920.00 | 742080.00 |
| 253 | 2015.02.02 09:00 | buy | 127 | 0.10 | 177.324 | 174.324 | 179.724 | ||
| 254 | 2015.02.02 18:00 | close | 127 | 0.10 | 176.287 | 174.324 | 179.724 | -10370.00 | 731710.00 |
| 255 | 2015.02.02 18:00 | sell | 128 | 0.10 | 176.287 | 179.287 | 173.887 | ||
| 256 | 2015.02.03 16:30 | close | 128 | 0.10 | 177.610 | 179.287 | 173.887 | -13230.00 | 718480.00 |
| 257 | 2015.02.03 16:30 | buy | 129 | 0.10 | 177.610 | 174.610 | 180.010 | ||
| 258 | 2015.02.05 03:00 | close | 129 | 0.10 | 177.785 | 174.610 | 180.010 | 1750.00 | 720230.00 |
| 259 | 2015.02.05 03:00 | sell | 130 | 0.10 | 177.785 | 180.785 | 175.385 | ||
| 260 | 2015.02.05 16:00 | close | 130 | 0.10 | 179.730 | 180.785 | 175.385 | -19450.00 | 700780.00 |
| 261 | 2015.02.05 16:00 | buy | 131 | 0.10 | 179.730 | 176.730 | 182.130 | ||
| 262 | 2015.02.09 16:30 | close | 131 | 0.10 | 180.618 | 176.730 | 182.130 | 8880.00 | 709660.00 |
| 263 | 2015.02.09 16:30 | sell | 132 | 0.10 | 180.618 | 183.618 | 178.218 | ||
| 264 | 2015.02.10 13:30 | close | 132 | 0.10 | 181.109 | 183.618 | 178.218 | -4910.00 | 704750.00 |
| 265 | 2015.02.10 13:30 | buy | 133 | 0.10 | 181.109 | 178.109 | 183.509 | ||
| 266 | 2015.02.11 16:39 | t/p | 133 | 0.10 | 183.509 | 178.109 | 183.509 | 24000.00 | 728750.00 |
| 267 | 2015.02.12 09:30 | sell | 134 | 0.10 | 183.259 | 186.259 | 180.859 | ||
| 268 | 2015.02.12 17:00 | close | 134 | 0.10 | 182.973 | 186.259 | 180.859 | 2860.00 | 731610.00 |
| 269 | 2015.02.12 17:00 | buy | 135 | 0.10 | 182.973 | 179.973 | 185.373 | ||
| 270 | 2015.02.13 10:30 | close | 135 | 0.10 | 182.940 | 179.973 | 185.373 | -330.00 | 731280.00 |
| 271 | 2015.02.13 10:30 | sell | 136 | 0.10 | 182.940 | 185.940 | 180.540 | ||
| 272 | 2015.02.17 16:30 | close | 136 | 0.10 | 182.504 | 185.940 | 180.540 | 4360.00 | 735640.00 |
| 273 | 2015.02.17 16:30 | buy | 137 | 0.10 | 182.504 | 179.504 | 184.904 | ||
| 274 | 2015.02.19 09:00 | close | 137 | 0.10 | 183.573 | 179.504 | 184.904 | 10690.00 | 746330.00 |
| 275 | 2015.02.19 09:00 | sell | 138 | 0.10 | 183.573 | 186.573 | 181.173 | ||
| 276 | 2015.02.23 06:30 | close | 138 | 0.10 | 183.043 | 186.573 | 181.173 | 5300.00 | 751630.00 |
| 277 | 2015.02.23 06:30 | buy | 139 | 0.10 | 183.043 | 180.043 | 185.443 | ||
| 278 | 2015.02.25 00:01 | close | 139 | 0.10 | 183.855 | 180.043 | 185.443 | 8120.00 | 759750.00 |
| 279 | 2015.02.25 00:01 | sell | 140 | 0.10 | 183.855 | 186.855 | 181.455 | ||
| 280 | 2015.02.25 23:30 | close | 140 | 0.10 | 184.524 | 186.855 | 181.455 | -6690.00 | 753060.00 |
| 281 | 2015.02.25 23:30 | buy | 141 | 0.10 | 184.524 | 181.524 | 186.924 | ||
| 282 | 2015.02.26 17:00 | close | 141 | 0.10 | 183.673 | 181.524 | 186.924 | -8510.00 | 744550.00 |
| 283 | 2015.02.26 17:00 | sell | 142 | 0.10 | 183.673 | 186.673 | 181.273 | ||
| 284 | 2015.02.27 23:30 | close | 142 | 0.10 | 184.724 | 186.673 | 181.273 | -10510.00 | 734040.00 |
| 285 | 2015.02.27 23:30 | buy | 143 | 0.10 | 184.724 | 181.724 | 187.124 | ||
| 286 | 2015.02.27 23:58 | close at stop | 143 | 0.10 | 184.603 | 181.724 | 187.124 | -1210.00 | 732830.00 |