Strategy Tester Report |
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MetaQuotes-Demo (Build 1816) |
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Settings |
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Expert: | pairtrading | |||||||||||
Symbol: | RTS-12.18 | |||||||||||
Period: | H1 (2018.07.01 - 2018.09.01) | |||||||||||
Inputs: | Symbol1=RTS-9.18 | |||||||||||
Symbol2=RTS-12.18 | ||||||||||||
TimerMs=0 | ||||||||||||
LookBackBars=10 | ||||||||||||
LookBackMethod=3 | ||||||||||||
LookBackPrice=6 | ||||||||||||
Delta=0.5 | ||||||||||||
Magic=0 | ||||||||||||
Deviation=10 | ||||||||||||
TargetAmount=0 | ||||||||||||
MinimalMarginLevel=200 | ||||||||||||
Broker: | MetaQuotes Software Corp. | |||||||||||
Currency: | USD | |||||||||||
Initial Deposit: | 10 000.00 | |||||||||||
Leverage: | 1:100 | |||||||||||
Results |
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History Quality: | 53% | |||||||||||
Bars: | 562 | Ticks: | 7221 | Symbols: | 2 | |||||||
Total Net Profit: | 85.31 | Balance Drawdown Absolute: | 15.52 | Equity Drawdown Absolute: | 7.19 | |||||||
Gross Profit: | 310.47 | Balance Drawdown Maximal: | 30.99 (0.31%) | Equity Drawdown Maximal: | 17.70 (0.18%) | |||||||
Gross Loss: | -225.16 | Balance Drawdown Relative: | 0.31% (30.99) | Equity Drawdown Relative: | 0.18% (17.70) | |||||||
Profit Factor: | 1.38 | Expected Payoff: | 1.94 | Margin Level: | 854.09% | |||||||
Recovery Factor: | 4.82 | Sharpe Ratio: | 0.14 | Z-Score: | 3.51 (99.74%) | |||||||
AHPR: | 1.0002 (0.02%) | LR Correlation: | 0.95 | OnTester result: | 0 | |||||||
GHPR: | 1.0002 (0.02%) | LR Standard Error: | 10.09 | |||||||||
Total Trades: | 44 | Short Trades (won %): | 22 (54.55%) | Long Trades (won %): | 22 (45.45%) | |||||||
Total Deals: | 88 | Profit Trades (% of total): | 22 (50.00%) | Loss Trades (% of total): | 22 (50.00%) | |||||||
Largest profit trade: | 29.68 | Largest loss trade: | -23.33 | |||||||||
Average profit trade: | 14.11 | Average loss trade: | -10.23 | |||||||||
Maximum consecutive wins ($): | 2 (32.68) | Maximum consecutive losses ($): | 3 (-30.99) | |||||||||
Maximal consecutive profit (count): | 32.68 (2) | Maximal consecutive loss (count): | -30.99 (3) | |||||||||
Average consecutive wins: | 1 | Average consecutive losses: | 1 | |||||||||
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Correlation (Profits,MFE): | 0.80 | Correlation (Profits,MAE): | 0.77 | Correlation (MFE,MAE): | 0.5802 | |||||||
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Minimal position holding time: | 0:05:29 | Maximal position holding time: | 17:00:00 | Average position holding time: | 3:57:50 | |||||||
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Orders |
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Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2018.07.02 22:08:59 | 2 | RTS-9.18 | buy | 1.00 / 1.00 | 112880 | 2018.07.02 22:08:59 | filled | 100/252=113208-112956/1 | ||||
2018.07.02 22:08:59 | 3 | RTS-12.18 | sell | 1.00 / 1.00 | 112780 | 2018.07.02 22:08:59 | filled | 100/252=113208-112956/1 | ||||
2018.07.03 11:01:30 | 4 | RTS-9.18 | sell | 1.00 / 1.00 | 113030 | 2018.07.03 11:01:30 | filled | |||||
2018.07.03 11:01:30 | 5 | RTS-12.18 | buy | 1.00 / 1.00 | 112920 | 2018.07.03 11:01:30 | filled | |||||
2018.07.03 15:40:59 | 6 | RTS-9.18 | buy | 1.00 / 1.00 | 113250 | 2018.07.03 15:40:59 | filled | 150/314=113170-112856/1 | ||||
2018.07.03 15:40:59 | 7 | RTS-12.18 | sell | 1.00 / 1.00 | 113100 | 2018.07.03 15:40:59 | filled | 150/314=113170-112856/1 | ||||
2018.07.03 22:48:30 | 8 | RTS-9.18 | sell | 1.00 / 1.00 | 112500 | 2018.07.03 22:48:30 | filled | |||||
2018.07.03 22:48:30 | 9 | RTS-12.18 | buy | 1.00 / 1.00 | 112640 | 2018.07.03 22:48:30 | filled | |||||
2018.07.04 16:07:30 | 10 | RTS-9.18 | sell | 1.00 / 1.00 | 112760 | 2018.07.04 16:07:30 | filled | 270/151=112781-112630/1 | ||||
2018.07.04 16:07:30 | 11 | RTS-12.18 | buy | 1.00 / 1.00 | 112490 | 2018.07.04 16:07:30 | filled | 270/151=112781-112630/1 | ||||
2018.07.04 18:13:30 | 12 | RTS-9.18 | buy | 1.00 / 1.00 | 112440 | 2018.07.04 18:13:30 | filled | |||||
2018.07.04 18:13:30 | 13 | RTS-12.18 | sell | 1.00 / 1.00 | 112270 | 2018.07.04 18:13:30 | filled | |||||
2018.07.05 20:55:30 | 14 | RTS-9.18 | buy | 1.00 / 1.00 | 115160 | 2018.07.05 20:55:30 | filled | 120/284=114956-114672/1 | ||||
2018.07.05 20:55:30 | 15 | RTS-12.18 | sell | 1.00 / 1.00 | 115040 | 2018.07.05 20:55:30 | filled | 120/284=114956-114672/1 | ||||
2018.07.05 21:00:59 | 16 | RTS-9.18 | sell | 1.00 / 1.00 | 115150 | 2018.07.05 21:00:59 | filled | |||||
2018.07.05 21:00:59 | 17 | RTS-12.18 | buy | 1.00 / 1.00 | 114950 | 2018.07.05 21:00:59 | filled | |||||
2018.07.09 10:00:00 | 18 | RTS-9.18 | buy | 1.00 / 1.00 | 116480 | 2018.07.09 10:00:00 | filled | 240/504=116193-115688/1 | ||||
2018.07.09 10:00:00 | 19 | RTS-12.18 | sell | 1.00 / 1.00 | 116240 | 2018.07.09 10:00:00 | filled | 240/504=116193-115688/1 | ||||
2018.07.09 13:53:30 | 20 | RTS-9.18 | sell | 1.00 / 1.00 | 117880 | 2018.07.09 13:53:30 | filled | |||||
2018.07.09 13:53:30 | 21 | RTS-12.18 | buy | 1.00 / 1.00 | 117350 | 2018.07.09 13:53:30 | filled | |||||
2018.07.13 10:14:59 | 22 | RTS-9.18 | buy | 1.00 / 1.00 | 116970 | 2018.07.13 10:14:59 | filled | 170/401=117139-116738/1 | ||||
2018.07.13 10:14:59 | 23 | RTS-12.18 | sell | 1.00 / 1.00 | 116800 | 2018.07.13 10:14:59 | filled | 170/401=117139-116738/1 | ||||
2018.07.13 19:17:30 | 24 | RTS-9.18 | sell | 1.00 / 1.00 | 117770 | 2018.07.13 19:17:30 | filled | |||||
2018.07.13 19:17:30 | 25 | RTS-12.18 | buy | 1.00 / 1.00 | 117580 | 2018.07.13 19:17:30 | filled | |||||
2018.07.16 10:00:00 | 26 | RTS-9.18 | buy | 1.00 / 1.00 | 117050 | 2018.07.16 10:00:00 | filled | -150/277=117321-117043/1 | ||||
2018.07.16 10:00:00 | 27 | RTS-12.18 | sell | 1.00 / 1.00 | 117200 | 2018.07.16 10:00:00 | filled | -150/277=117321-117043/1 | ||||
2018.07.16 11:02:30 | 28 | RTS-9.18 | sell | 1.00 / 1.00 | 118320 | 2018.07.16 11:02:30 | filled | |||||
2018.07.16 11:02:30 | 29 | RTS-12.18 | buy | 1.00 / 1.00 | 117960 | 2018.07.16 11:02:30 | filled | |||||
2018.07.19 19:05:59 | 30 | RTS-9.18 | buy | 1.00 / 1.00 | 112120 | 2018.07.19 19:05:59 | filled | 120/466=112908-112442/1 | ||||
2018.07.19 19:05:59 | 31 | RTS-12.18 | sell | 1.00 / 1.00 | 112000 | 2018.07.19 19:05:59 | filled | 120/466=112908-112442/1 | ||||
2018.07.19 20:03:30 | 32 | RTS-9.18 | sell | 1.00 / 1.00 | 112010 | 2018.07.19 20:03:30 | filled | |||||
2018.07.19 20:03:30 | 33 | RTS-12.18 | buy | 1.00 / 1.00 | 111680 | 2018.07.19 20:03:30 | filled | |||||
2018.07.23 10:00:30 | 34 | RTS-9.18 | buy | 1.00 / 1.00 | 112040 | 2018.07.23 10:00:30 | filled | 60/260=111970-111710/1 | ||||
2018.07.23 10:00:30 | 35 | RTS-12.18 | sell | 1.00 / 1.00 | 111980 | 2018.07.23 10:00:30 | filled | 60/260=111970-111710/1 | ||||
2018.07.23 11:03:30 | 36 | RTS-9.18 | sell | 1.00 / 1.00 | 113270 | 2018.07.23 11:03:30 | filled | |||||
2018.07.23 11:03:30 | 37 | RTS-12.18 | buy | 1.00 / 1.00 | 112830 | 2018.07.23 11:03:30 | filled | |||||
2018.07.24 10:00:30 | 38 | RTS-9.18 | buy | 1.00 / 1.00 | 113010 | 2018.07.24 10:00:30 | filled | 170/397=113002-112606/1 | ||||
2018.07.24 10:00:30 | 39 | RTS-12.18 | sell | 1.00 / 1.00 | 112840 | 2018.07.24 10:00:30 | filled | 170/397=113002-112606/1 | ||||
2018.07.24 11:02:30 | 40 | RTS-9.18 | sell | 1.00 / 1.00 | 113980 | 2018.07.24 11:02:30 | filled | |||||
2018.07.24 11:02:30 | 41 | RTS-12.18 | buy | 1.00 / 1.00 | 113560 | 2018.07.24 11:02:30 | filled | |||||
2018.08.06 10:12:30 | 42 | RTS-9.18 | buy | 1.00 / 1.00 | 113640 | 2018.08.06 10:12:30 | filled | 190/441=114154-113713/1 | ||||
2018.08.06 10:12:30 | 43 | RTS-12.18 | sell | 1.00 / 1.00 | 113450 | 2018.08.06 10:12:30 | filled | 190/441=114154-113713/1 | ||||
2018.08.06 12:17:00 | 44 | RTS-9.18 | sell | 1.00 / 1.00 | 114520 | 2018.08.06 12:17:00 | filled | |||||
2018.08.06 12:17:00 | 45 | RTS-12.18 | buy | 1.00 / 1.00 | 114160 | 2018.08.06 12:17:00 | filled | |||||
2018.08.07 10:00:30 | 46 | RTS-9.18 | buy | 1.00 / 1.00 | 113820 | 2018.08.07 10:00:30 | filled | 20/231=113741-113510/1 | ||||
2018.08.07 10:00:30 | 47 | RTS-12.18 | sell | 1.00 / 1.00 | 113800 | 2018.08.07 10:00:30 | filled | 20/231=113741-113510/1 | ||||
2018.08.07 11:00:30 | 48 | RTS-9.18 | sell | 1.00 / 1.00 | 114930 | 2018.08.07 11:00:30 | filled | |||||
2018.08.07 11:00:30 | 49 | RTS-12.18 | buy | 1.00 / 1.00 | 114740 | 2018.08.07 11:00:30 | filled | |||||
2018.08.08 14:05:00 | 50 | RTS-9.18 | buy | 1.00 / 1.00 | 111270 | 2018.08.08 14:05:00 | filled | 10/832=113488-112656/1 | ||||
2018.08.08 14:05:00 | 51 | RTS-12.18 | sell | 1.00 / 1.00 | 111260 | 2018.08.08 14:05:00 | filled | 10/832=113488-112656/1 | ||||
2018.08.08 18:03:30 | 52 | RTS-9.18 | sell | 1.00 / 1.00 | 111800 | 2018.08.08 18:03:30 | filled | |||||
2018.08.08 18:03:30 | 53 | RTS-12.18 | buy | 1.00 / 1.00 | 111470 | 2018.08.08 18:03:30 | filled | |||||
2018.08.09 10:00:00 | 54 | RTS-9.18 | sell | 1.00 / 1.00 | 110080 | 2018.08.09 10:00:00 | filled | 1000/646=110871-110225/1 | ||||
2018.08.09 10:00:00 | 55 | RTS-12.18 | buy | 1.00 / 1.00 | 109080 | 2018.08.09 10:00:00 | filled | 1000/646=110871-110225/1 | ||||
2018.08.09 12:00:00 | 56 | RTS-9.18 | buy | 1.00 / 1.00 | 109290 | 2018.08.09 12:00:00 | filled | |||||
2018.08.09 12:00:00 | 57 | RTS-12.18 | sell | 1.00 / 1.00 | 108990 | 2018.08.09 12:00:00 | filled | |||||
2018.08.09 19:05:00 | 58 | RTS-9.18 | sell | 1.00 / 1.00 | 109990 | 2018.08.09 19:05:00 | filled | 360/234=109391-109157/1 | ||||
2018.08.09 19:05:00 | 59 | RTS-12.18 | buy | 1.00 / 1.00 | 109630 | 2018.08.09 19:05:00 | filled | 360/234=109391-109157/1 | ||||
2018.08.09 20:04:30 | 60 | RTS-9.18 | buy | 1.00 / 1.00 | 109770 | 2018.08.09 20:04:30 | filled | |||||
2018.08.09 20:04:30 | 61 | RTS-12.18 | sell | 1.00 / 1.00 | 109400 | 2018.08.09 20:04:30 | filled | |||||
2018.08.10 16:04:30 | 62 | RTS-9.18 | sell | 1.00 / 1.00 | 107100 | 2018.08.10 16:04:30 | filled | 490/304=108248-107945/1 | ||||
2018.08.10 16:04:30 | 63 | RTS-12.18 | buy | 1.00 / 1.00 | 106610 | 2018.08.10 16:04:30 | filled | 490/304=108248-107945/1 | ||||
2018.08.10 17:00:00 | 64 | RTS-9.18 | buy | 1.00 / 1.00 | 106310 | 2018.08.10 17:00:00 | filled | |||||
2018.08.10 17:00:00 | 65 | RTS-12.18 | sell | 1.00 / 1.00 | 106160 | 2018.08.10 17:00:00 | filled | |||||
2018.08.10 17:00:00 | 66 | RTS-9.18 | buy | 1.00 / 1.00 | 106310 | 2018.08.10 17:00:00 | filled | 150/631=108148-107517/1 | ||||
2018.08.10 17:00:00 | 67 | RTS-12.18 | sell | 1.00 / 1.00 | 106160 | 2018.08.10 17:00:00 | filled | 150/631=108148-107517/1 | ||||
2018.08.10 19:05:30 | 68 | RTS-9.18 | buy | 1.00 / 1.00 | 105610 | 2018.08.10 19:05:30 | filled | -60/191=106975-106783/2 | ||||
2018.08.10 19:05:30 | 69 | RTS-12.18 | sell | 1.00 / 1.00 | 105670 | 2018.08.10 19:05:30 | filled | -60/191=106975-106783/2 | ||||
2018.08.13 10:00:00 | 70 | RTS-9.18 | sell | 1.00 / 1.00 | 105400 | 2018.08.13 10:00:00 | filled | |||||
2018.08.13 10:00:00 | 71 | RTS-9.18 | sell | 1.00 / 1.00 | 105400 | 2018.08.13 10:00:00 | filled | |||||
2018.08.13 10:00:00 | 72 | RTS-12.18 | buy | 1.00 / 1.00 | 105190 | 2018.08.13 10:00:00 | filled | |||||
2018.08.13 10:00:00 | 73 | RTS-12.18 | buy | 1.00 / 1.00 | 105190 | 2018.08.13 10:00:00 | filled | |||||
2018.08.13 11:02:00 | 74 | RTS-9.18 | buy | 1.00 / 1.00 | 105010 | 2018.08.13 11:02:00 | filled | 10/50=105323-105273/1 | ||||
2018.08.13 11:02:00 | 75 | RTS-12.18 | sell | 1.00 / 1.00 | 105000 | 2018.08.13 11:02:00 | filled | 10/50=105323-105273/1 | ||||
2018.08.13 12:01:30 | 76 | RTS-9.18 | buy | 1.00 / 1.00 | 106260 | 2018.08.13 12:01:30 | filled | -10/58=105591-105533/2 | ||||
2018.08.13 12:01:30 | 77 | RTS-12.18 | sell | 1.00 / 1.00 | 106270 | 2018.08.13 12:01:30 | filled | -10/58=105591-105533/2 | ||||
2018.08.13 13:01:30 | 78 | RTS-9.18 | sell | 1.00 / 1.00 | 105860 | 2018.08.13 13:01:30 | filled | |||||
2018.08.13 13:01:30 | 79 | RTS-9.18 | sell | 1.00 / 1.00 | 105860 | 2018.08.13 13:01:30 | filled | |||||
2018.08.13 13:01:30 | 80 | RTS-12.18 | buy | 1.00 / 1.00 | 105610 | 2018.08.13 13:01:30 | filled | |||||
2018.08.13 13:01:30 | 81 | RTS-12.18 | buy | 1.00 / 1.00 | 105610 | 2018.08.13 13:01:30 | filled | |||||
2018.08.13 13:01:30 | 82 | RTS-9.18 | sell | 1.00 / 1.00 | 105860 | 2018.08.13 13:01:30 | filled | 250/138=105612-105474/1 | ||||
2018.08.13 13:01:30 | 83 | RTS-12.18 | buy | 1.00 / 1.00 | 105610 | 2018.08.13 13:01:30 | filled | 250/138=105612-105474/1 | ||||
2018.08.13 14:06:30 | 84 | RTS-9.18 | buy | 1.00 / 1.00 | 105580 | 2018.08.13 14:06:30 | filled | |||||
2018.08.13 14:06:30 | 85 | RTS-12.18 | sell | 1.00 / 1.00 | 105360 | 2018.08.13 14:06:30 | filled | |||||
2018.08.31 18:00:00 | 86 | RTS-9.18 | sell | 1.00 / 1.00 | 109430 | 2018.08.31 18:00:00 | filled | 870/564=108035-107470/1 | ||||
2018.08.31 18:00:00 | 87 | RTS-12.18 | buy | 1.00 / 1.00 | 108560 | 2018.08.31 18:00:00 | filled | 870/564=108035-107470/1 | ||||
2018.08.31 19:03:00 | 88 | RTS-9.18 | buy | 1.00 / 1.00 | 108910 | 2018.08.31 19:03:00 | filled | |||||
2018.08.31 19:03:00 | 89 | RTS-12.18 | sell | 1.00 / 1.00 | 108040 | 2018.08.31 19:03:00 | filled | |||||
Deals |
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Time | Deal | Symbol | Type | Direction | Volume | Price | Order | Commission | Swap | Profit | Balance | Comment |
2018.07.01 00:00:00 | 1 | balance | 0.00 | 0.00 | 10 000.00 | 10 000.00 | ||||||
2018.07.02 22:08:59 | 2 | RTS-9.18 | buy | in | 1.00 | 112880 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | 100/252=113208-112956/1 |
2018.07.02 22:08:59 | 3 | RTS-12.18 | sell | in | 1.00 | 112780 | 3 | 0.00 | 0.00 | 0.00 | 10 000.00 | 100/252=113208-112956/1 |
2018.07.03 11:01:30 | 4 | RTS-9.18 | sell | out | 1.00 | 113030 | 4 | 0.00 | 0.00 | 3.16 | 10 003.16 | |
2018.07.03 11:01:30 | 5 | RTS-12.18 | buy | out | 1.00 | 112920 | 5 | 0.00 | 0.00 | -2.92 | 10 000.24 | |
2018.07.03 15:40:59 | 6 | RTS-9.18 | buy | in | 1.00 | 113250 | 6 | 0.00 | 0.00 | 0.00 | 10 000.24 | 150/314=113170-112856/1 |
2018.07.03 15:40:59 | 7 | RTS-12.18 | sell | in | 1.00 | 113100 | 7 | 0.00 | 0.00 | 0.00 | 10 000.24 | 150/314=113170-112856/1 |
2018.07.03 22:48:30 | 8 | RTS-9.18 | sell | out | 1.00 | 112500 | 8 | 0.00 | 0.00 | -15.76 | 9 984.48 | |
2018.07.03 22:48:30 | 9 | RTS-12.18 | buy | out | 1.00 | 112640 | 9 | 0.00 | 0.00 | 9.58 | 9 994.06 | |
2018.07.04 16:07:30 | 10 | RTS-9.18 | sell | in | 1.00 | 112760 | 10 | 0.00 | 0.00 | 0.00 | 9 994.06 | 270/151=112781-112630/1 |
2018.07.04 16:07:30 | 11 | RTS-12.18 | buy | in | 1.00 | 112490 | 11 | 0.00 | 0.00 | 0.00 | 9 994.06 | 270/151=112781-112630/1 |
2018.07.04 18:13:30 | 12 | RTS-9.18 | buy | out | 1.00 | 112440 | 12 | 0.00 | 0.00 | 6.73 | 10 000.79 | |
2018.07.04 18:13:30 | 13 | RTS-12.18 | sell | out | 1.00 | 112270 | 13 | 0.00 | 0.00 | -4.59 | 9 996.20 | |
2018.07.05 20:55:30 | 14 | RTS-9.18 | buy | in | 1.00 | 115160 | 14 | 0.00 | 0.00 | 0.00 | 9 996.20 | 120/284=114956-114672/1 |
2018.07.05 20:55:30 | 15 | RTS-12.18 | sell | in | 1.00 | 115040 | 15 | 0.00 | 0.00 | 0.00 | 9 996.20 | 120/284=114956-114672/1 |
2018.07.05 21:00:59 | 16 | RTS-9.18 | sell | out | 1.00 | 115150 | 16 | 0.00 | 0.00 | -0.21 | 9 995.99 | |
2018.07.05 21:00:59 | 17 | RTS-12.18 | buy | out | 1.00 | 114950 | 17 | 0.00 | 0.00 | 1.88 | 9 997.87 | |
2018.07.09 10:00:00 | 18 | RTS-9.18 | buy | in | 1.00 | 116480 | 18 | 0.00 | 0.00 | 0.00 | 9 997.87 | 240/504=116193-115688/1 |
2018.07.09 10:00:00 | 19 | RTS-12.18 | sell | in | 1.00 | 116240 | 19 | 0.00 | 0.00 | 0.00 | 9 997.87 | 240/504=116193-115688/1 |
2018.07.09 13:53:30 | 20 | RTS-9.18 | sell | out | 1.00 | 117880 | 20 | 0.00 | 0.00 | 29.68 | 10 027.55 | |
2018.07.09 13:53:30 | 21 | RTS-12.18 | buy | out | 1.00 | 117350 | 21 | 0.00 | 0.00 | -23.33 | 10 004.22 | |
2018.07.13 10:14:59 | 22 | RTS-9.18 | buy | in | 1.00 | 116970 | 22 | 0.00 | 0.00 | 0.00 | 10 004.22 | 170/401=117139-116738/1 |
2018.07.13 10:14:59 | 23 | RTS-12.18 | sell | in | 1.00 | 116800 | 23 | 0.00 | 0.00 | 0.00 | 10 004.22 | 170/401=117139-116738/1 |
2018.07.13 19:17:30 | 24 | RTS-9.18 | sell | out | 1.00 | 117770 | 24 | 0.00 | 0.00 | 17.23 | 10 021.45 | |
2018.07.13 19:17:30 | 25 | RTS-12.18 | buy | out | 1.00 | 117580 | 25 | 0.00 | 0.00 | -16.65 | 10 004.80 | |
2018.07.16 10:00:00 | 26 | RTS-9.18 | buy | in | 1.00 | 117050 | 26 | 0.00 | 0.00 | 0.00 | 10 004.80 | -150/277=117321-117043/1 |
2018.07.16 10:00:00 | 27 | RTS-12.18 | sell | in | 1.00 | 117200 | 27 | 0.00 | 0.00 | 0.00 | 10 004.80 | -150/277=117321-117043/1 |
2018.07.16 11:02:30 | 28 | RTS-9.18 | sell | out | 1.00 | 118320 | 28 | 0.00 | 0.00 | 27.18 | 10 031.98 | |
2018.07.16 11:02:30 | 29 | RTS-12.18 | buy | out | 1.00 | 117960 | 29 | 0.00 | 0.00 | -16.12 | 10 015.86 | |
2018.07.19 19:05:59 | 30 | RTS-9.18 | buy | in | 1.00 | 112120 | 30 | 0.00 | 0.00 | 0.00 | 10 015.86 | 120/466=112908-112442/1 |
2018.07.19 19:05:59 | 31 | RTS-12.18 | sell | in | 1.00 | 112000 | 31 | 0.00 | 0.00 | 0.00 | 10 015.86 | 120/466=112908-112442/1 |
2018.07.19 20:03:30 | 32 | RTS-9.18 | sell | out | 1.00 | 112010 | 32 | 0.00 | 0.00 | -2.34 | 10 013.52 | |
2018.07.19 20:03:30 | 33 | RTS-12.18 | buy | out | 1.00 | 111680 | 33 | 0.00 | 0.00 | 6.75 | 10 020.27 | |
2018.07.23 10:00:30 | 34 | RTS-9.18 | buy | in | 1.00 | 112040 | 34 | 0.00 | 0.00 | 0.00 | 10 020.27 | 60/260=111970-111710/1 |
2018.07.23 10:00:30 | 35 | RTS-12.18 | sell | in | 1.00 | 111980 | 35 | 0.00 | 0.00 | 0.00 | 10 020.27 | 60/260=111970-111710/1 |
2018.07.23 11:03:30 | 36 | RTS-9.18 | sell | out | 1.00 | 113270 | 36 | 0.00 | 0.00 | 25.93 | 10 046.20 | |
2018.07.23 11:03:30 | 37 | RTS-12.18 | buy | out | 1.00 | 112830 | 37 | 0.00 | 0.00 | -17.76 | 10 028.44 | |
2018.07.24 10:00:30 | 38 | RTS-9.18 | buy | in | 1.00 | 113010 | 38 | 0.00 | 0.00 | 0.00 | 10 028.44 | 170/397=113002-112606/1 |
2018.07.24 10:00:30 | 39 | RTS-12.18 | sell | in | 1.00 | 112840 | 39 | 0.00 | 0.00 | 0.00 | 10 028.44 | 170/397=113002-112606/1 |
2018.07.24 11:02:30 | 40 | RTS-9.18 | sell | out | 1.00 | 113980 | 40 | 0.00 | 0.00 | 20.53 | 10 048.97 | |
2018.07.24 11:02:30 | 41 | RTS-12.18 | buy | out | 1.00 | 113560 | 41 | 0.00 | 0.00 | -15.11 | 10 033.86 | |
2018.08.06 10:12:30 | 42 | RTS-9.18 | buy | in | 1.00 | 113640 | 42 | 0.00 | 0.00 | 0.00 | 10 033.86 | 190/441=114154-113713/1 |
2018.08.06 10:12:30 | 43 | RTS-12.18 | sell | in | 1.00 | 113450 | 43 | 0.00 | 0.00 | 0.00 | 10 033.86 | 190/441=114154-113713/1 |
2018.08.06 12:17:00 | 44 | RTS-9.18 | sell | out | 1.00 | 114520 | 44 | 0.00 | 0.00 | 18.52 | 10 052.38 | |
2018.08.06 12:17:00 | 45 | RTS-12.18 | buy | out | 1.00 | 114160 | 45 | 0.00 | 0.00 | -14.81 | 10 037.57 | |
2018.08.07 10:00:30 | 46 | RTS-9.18 | buy | in | 1.00 | 113820 | 46 | 0.00 | 0.00 | 0.00 | 10 037.57 | 20/231=113741-113510/1 |
2018.08.07 10:00:30 | 47 | RTS-12.18 | sell | in | 1.00 | 113800 | 47 | 0.00 | 0.00 | 0.00 | 10 037.57 | 20/231=113741-113510/1 |
2018.08.07 11:00:30 | 48 | RTS-9.18 | sell | out | 1.00 | 114930 | 48 | 0.00 | 0.00 | 23.25 | 10 060.82 | |
2018.08.07 11:00:30 | 49 | RTS-12.18 | buy | out | 1.00 | 114740 | 49 | 0.00 | 0.00 | -19.51 | 10 041.31 | |
2018.08.08 14:05:00 | 50 | RTS-9.18 | buy | in | 1.00 | 111270 | 50 | 0.00 | 0.00 | 0.00 | 10 041.31 | 10/832=113488-112656/1 |
2018.08.08 14:05:00 | 51 | RTS-12.18 | sell | in | 1.00 | 111260 | 51 | 0.00 | 0.00 | 0.00 | 10 041.31 | 10/832=113488-112656/1 |
2018.08.08 18:03:30 | 52 | RTS-9.18 | sell | out | 1.00 | 111800 | 52 | 0.00 | 0.00 | 10.91 | 10 052.22 | |
2018.08.08 18:03:30 | 53 | RTS-12.18 | buy | out | 1.00 | 111470 | 53 | 0.00 | 0.00 | -4.28 | 10 047.94 | |
2018.08.09 10:00:00 | 54 | RTS-9.18 | sell | in | 1.00 | 110080 | 54 | 0.00 | 0.00 | 0.00 | 10 047.94 | 1000/646=110871-110225/1 |
2018.08.09 10:00:00 | 55 | RTS-12.18 | buy | in | 1.00 | 109080 | 55 | 0.00 | 0.00 | 0.00 | 10 047.94 | 1000/646=110871-110225/1 |
2018.08.09 12:00:00 | 56 | RTS-9.18 | buy | out | 1.00 | 109290 | 56 | 0.00 | 0.00 | 15.94 | 10 063.88 | |
2018.08.09 12:00:00 | 57 | RTS-12.18 | sell | out | 1.00 | 108990 | 57 | 0.00 | 0.00 | -1.80 | 10 062.08 | |
2018.08.09 19:05:00 | 58 | RTS-9.18 | sell | in | 1.00 | 109990 | 58 | 0.00 | 0.00 | 0.00 | 10 062.08 | 360/234=109391-109157/1 |
2018.08.09 19:05:00 | 59 | RTS-12.18 | buy | in | 1.00 | 109630 | 59 | 0.00 | 0.00 | 0.00 | 10 062.08 | 360/234=109391-109157/1 |
2018.08.09 20:04:30 | 60 | RTS-9.18 | buy | out | 1.00 | 109770 | 60 | 0.00 | 0.00 | 4.41 | 10 066.49 | |
2018.08.09 20:04:30 | 61 | RTS-12.18 | sell | out | 1.00 | 109400 | 61 | 0.00 | 0.00 | -4.57 | 10 061.92 | |
2018.08.10 16:04:30 | 62 | RTS-9.18 | sell | in | 1.00 | 107100 | 62 | 0.00 | 0.00 | 0.00 | 10 061.92 | 490/304=108248-107945/1 |
2018.08.10 16:04:30 | 63 | RTS-12.18 | buy | in | 1.00 | 106610 | 63 | 0.00 | 0.00 | 0.00 | 10 061.92 | 490/304=108248-107945/1 |
2018.08.10 17:00:00 | 64 | RTS-9.18 | buy | out | 1.00 | 106310 | 64 | 0.00 | 0.00 | 15.59 | 10 077.51 | |
2018.08.10 17:00:00 | 65 | RTS-12.18 | sell | out | 1.00 | 106160 | 65 | 0.00 | 0.00 | -8.80 | 10 068.71 | |
2018.08.10 17:00:00 | 66 | RTS-9.18 | buy | in | 1.00 | 106310 | 66 | 0.00 | 0.00 | 0.00 | 10 068.71 | 150/631=108148-107517/1 |
2018.08.10 17:00:00 | 67 | RTS-12.18 | sell | in | 1.00 | 106160 | 67 | 0.00 | 0.00 | 0.00 | 10 068.71 | 150/631=108148-107517/1 |
2018.08.10 19:05:30 | 68 | RTS-9.18 | buy | in | 1.00 | 105610 | 68 | 0.00 | 0.00 | 0.00 | 10 068.71 | -60/191=106975-106783/2 |
2018.08.10 19:05:30 | 69 | RTS-12.18 | sell | in | 1.00 | 105670 | 69 | 0.00 | 0.00 | 0.00 | 10 068.71 | -60/191=106975-106783/2 |
2018.08.13 10:00:00 | 70 | RTS-9.18 | sell | out | 1.00 | 105400 | 70 | 0.00 | 0.00 | -4.16 | 10 064.55 | |
2018.08.13 10:00:00 | 71 | RTS-9.18 | sell | out | 1.00 | 105400 | 71 | 0.00 | 0.00 | -18.03 | 10 046.52 | |
2018.08.13 10:00:00 | 72 | RTS-12.18 | buy | out | 1.00 | 105190 | 72 | 0.00 | 0.00 | 9.42 | 10 055.94 | |
2018.08.13 10:00:00 | 73 | RTS-12.18 | buy | out | 1.00 | 105190 | 73 | 0.00 | 0.00 | 19.04 | 10 074.98 | |
2018.08.13 11:02:00 | 74 | RTS-9.18 | buy | in | 1.00 | 105010 | 74 | 0.00 | 0.00 | 0.00 | 10 074.98 | 10/50=105323-105273/1 |
2018.08.13 11:02:00 | 75 | RTS-12.18 | sell | in | 1.00 | 105000 | 75 | 0.00 | 0.00 | 0.00 | 10 074.98 | 10/50=105323-105273/1 |
2018.08.13 12:01:30 | 76 | RTS-9.18 | buy | in | 1.00 | 106260 | 76 | 0.00 | 0.00 | 0.00 | 10 074.98 | -10/58=105591-105533/2 |
2018.08.13 12:01:30 | 77 | RTS-12.18 | sell | in | 1.00 | 106270 | 77 | 0.00 | 0.00 | 0.00 | 10 074.98 | -10/58=105591-105533/2 |
2018.08.13 13:01:30 | 78 | RTS-9.18 | sell | out | 1.00 | 105860 | 78 | 0.00 | 0.00 | -7.78 | 10 067.20 | |
2018.08.13 13:01:30 | 79 | RTS-9.18 | sell | out | 1.00 | 105860 | 79 | 0.00 | 0.00 | 16.49 | 10 083.69 | |
2018.08.13 13:01:30 | 80 | RTS-12.18 | buy | out | 1.00 | 105610 | 80 | 0.00 | 0.00 | 12.69 | 10 096.38 | |
2018.08.13 13:01:30 | 81 | RTS-12.18 | buy | out | 1.00 | 105610 | 81 | 0.00 | 0.00 | -11.77 | 10 084.61 | |
2018.08.13 13:01:30 | 82 | RTS-9.18 | sell | in | 1.00 | 105860 | 82 | 0.00 | 0.00 | 0.00 | 10 084.61 | 250/138=105612-105474/1 |
2018.08.13 13:01:30 | 83 | RTS-12.18 | buy | in | 1.00 | 105610 | 83 | 0.00 | 0.00 | 0.00 | 10 084.61 | 250/138=105612-105474/1 |
2018.08.13 14:06:30 | 84 | RTS-9.18 | buy | out | 1.00 | 105580 | 84 | 0.00 | 0.00 | 5.43 | 10 090.04 | |
2018.08.13 14:06:30 | 85 | RTS-12.18 | sell | out | 1.00 | 105360 | 85 | 0.00 | 0.00 | -4.82 | 10 085.22 | |
2018.08.31 18:00:00 | 86 | RTS-9.18 | sell | in | 1.00 | 109430 | 86 | 0.00 | 0.00 | 0.00 | 10 085.22 | 870/564=108035-107470/1 |
2018.08.31 18:00:00 | 87 | RTS-12.18 | buy | in | 1.00 | 108560 | 87 | 0.00 | 0.00 | 0.00 | 10 085.22 | 870/564=108035-107470/1 |
2018.08.31 19:03:00 | 88 | RTS-9.18 | buy | out | 1.00 | 108910 | 88 | 0.00 | 0.00 | 10.13 | 10 095.35 | |
2018.08.31 19:03:00 | 89 | RTS-12.18 | sell | out | 1.00 | 108040 | 89 | 0.00 | 0.00 | -10.04 | 10 085.31 | |
0.00 | 0.00 | 85.31 | 10 085.31 | |||||||||