Strategy Tester Report
AlpariNZ-MT5 (Build 687)
Settings
Expert: EA_CCIT3_1-01
Symbol: GBPUSD
Period: H1 (2004.01.05 - 2012.07.28)
Inputs: section_1====== Trade options
Lots=1.00000000
TP=1750.00000000
SL=0.00000000
Slippage=65
magic=20120819
N_modify_sltp=7
trail=0
Max_drawdown=0
Trade_overturn=false
section_3====== Simple CCIT3
use_Simple_CCIT3=true
CCI_Period_Smpl=285
CCI_Price_Type_Smpl=6
T3_Period_Smpl=60
Koeff_B_Smpl=0.61800000
section_4====== noReCalc CCIT3
use_noReCalc_CCIT3=false
CCI_Period_OtRng=250
CCI_Price_Type_OtRng=6
T3_Period_OtRng=170
Koeff_B_OtRng=0.61800000
Broker: Alpari NZ Limited
Currency: USD
Initial Deposit: 10 000.00
Leverage: 1:100
Results
History Quality: 98%
Bars: 52557 Ticks: 92048649 Symbols: 1
Total Net Profit: 123 529.70 Balance Drawdown Absolute: 0.00 Equity Drawdown Absolute: 280.00
Gross Profit: 125 968.90 Balance Drawdown Maximal: 2 439.20 (1.79%) Equity Drawdown Maximal: 16 499.20 (28.52%)
Gross Loss: -2 439.20 Balance Drawdown Relative: 1.79% (2 439.20) Equity Drawdown Relative: 37.51% (11 565.80)
Profit Factor: 51.64 Expected Payoff: 1 625.39 Margin Level: 539.70%
Recovery Factor: 7.49 Sharpe Ratio: 1.08 Z-Score: -2.96 (99.69%)
AHPR: 1.04 (3.52%) LR Correlation: 1.00 OnTester result: 0
GHPR: 1.03 (3.47%) LR Standard Error: 652.53
Total Trades: 76 Short Trades (won %): 39 (97.44%) Long Trades (won %): 37 (100.00%)
Total Deals: 152 Profit Trades (% of total): 75 (98.68%) Loss Trades (% of total): 1 (1.32%)
Largest profit trade: 1 750.00 Largest loss trade: -2 439.20
Average profit trade: 1 679.59 Average loss trade: -2 439.20
Maximum consecutive wins ($): 75 (125 968.90) Maximum consecutive losses ($): 1 (-2 439.20)
Maximal consecutive profit (count): 125 968.90 (75) Maximal consecutive loss (count): -2 439.20 (1)
Average consecutive wins: 75 Average consecutive losses: 1
Graph
Graph
Correlation (Profits,MFE): 0.90 Correlation (Profits,MAE): -0.01 Correlation (MFE,MAE): -0.0115
Graph
Minimal position holding time: 4:09:39 Maximal position holding time: 4931:00:32 Average position holding time: 499:58:21
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2004.01.16 17:002GBPUSDsell1.00 / 1.001.801402004.01.16 17:00filled
2004.01.19 17:023GBPUSDbuy1.00 / 1.001.783902004.01.19 17:02filledtp 1.78390
2004.01.21 14:004GBPUSDbuy1.00 / 1.001.828902004.01.21 14:00filled
2004.01.22 11:475GBPUSDsell1.00 / 1.001.846402004.01.22 11:47filledtp 1.84640
2004.01.26 10:006GBPUSDsell1.00 / 1.001.826902004.01.26 10:00filled
2004.01.27 08:187GBPUSDbuy1.00 / 1.001.809402004.01.27 08:18filledtp 1.80940
2004.01.28 13:008GBPUSDbuy1.00 / 1.001.835702004.01.28 13:00filled
2004.02.09 03:239GBPUSDsell1.00 / 1.001.853202004.02.09 03:23filledtp 1.85320
2004.02.23 02:0010GBPUSDsell1.00 / 1.001.850002004.02.23 02:00filled
2004.03.03 05:4111GBPUSDbuy1.00 / 1.001.832502004.03.03 05:41filledtp 1.83250
2004.03.18 15:0012GBPUSDbuy1.00 / 1.001.823802004.03.18 15:00filled
2004.03.22 11:2013GBPUSDsell1.00 / 1.001.841302004.03.22 11:20filledtp 1.84130
2004.03.25 14:0014GBPUSDsell1.00 / 1.001.802702004.03.25 14:00filled
2004.04.14 15:2015GBPUSDbuy1.00 / 1.001.785202004.04.14 15:20filledtp 1.78520
2004.05.04 21:0016GBPUSDbuy1.00 / 1.001.792602004.05.04 21:00filled
2004.05.25 14:3617GBPUSDsell1.00 / 1.001.810102004.05.25 14:36filledtp 1.81010
2004.06.10 12:0018GBPUSDsell1.00 / 1.001.828602004.06.10 12:00filled
2004.06.14 08:3819GBPUSDbuy1.00 / 1.001.811102004.06.14 08:38filledtp 1.81110
2004.06.16 14:0020GBPUSDbuy1.00 / 1.001.829802004.06.16 14:00filled
2004.07.07 07:5921GBPUSDsell1.00 / 1.001.847302004.07.07 07:59filledtp 1.84730
2004.07.21 07:0022GBPUSDsell1.00 / 1.001.851002004.07.21 07:00filled
2004.07.21 17:1123GBPUSDbuy1.00 / 1.001.833502004.07.21 17:11filledtp 1.83350
2004.08.06 22:0024GBPUSDbuy1.00 / 1.001.841402004.08.06 22:00filled
2004.11.08 10:4425GBPUSDsell1.00 / 1.001.858902004.11.08 10:44filledtp 1.85890
2004.11.11 23:0026GBPUSDsell1.00 / 1.001.841902004.11.11 23:00filled
2005.05.20 17:2427GBPUSDbuy1.00 / 1.001.824402005.05.20 17:24filledtp 1.82440
2005.06.07 10:0028GBPUSDbuy1.00 / 1.001.829102005.06.07 10:00filled
2005.09.05 04:0029GBPUSDsell1.00 / 1.001.846602005.09.05 04:00filledtp 1.84660
2005.09.13 06:0030GBPUSDsell1.00 / 1.001.822002005.09.13 06:00filled
2005.09.15 16:5931GBPUSDbuy1.00 / 1.001.804502005.09.15 16:59filledtp 1.80450
2005.10.07 02:0632GBPUSDbuy1.00 / 1.001.777102005.10.07 02:06filled
2006.04.27 16:1533GBPUSDsell1.00 / 1.001.794602006.04.27 16:15filledtp 1.79460
2006.05.22 13:0034GBPUSDsell1.00 / 1.001.876402006.05.22 13:00filled
2006.05.26 15:4335GBPUSDbuy1.00 / 1.001.858902006.05.26 15:43filledtp 1.85890
2006.05.31 02:0036GBPUSDbuy1.00 / 1.001.881402006.05.31 02:00filled
2006.08.04 14:3137GBPUSDsell1.00 / 1.001.898902006.08.04 14:31filledtp 1.89890
2006.08.18 01:0038GBPUSDsell1.00 / 1.001.884902006.08.18 01:00filled
2006.09.08 14:3639GBPUSDbuy1.00 / 1.001.867402006.09.08 14:36filledtp 1.86740
2006.09.15 08:0040GBPUSDbuy1.00 / 1.001.887602006.09.15 08:00filled
2006.09.25 08:0441GBPUSDsell1.00 / 1.001.905102006.09.25 08:04filledtp 1.90510
2006.09.28 18:0042GBPUSDsell1.00 / 1.001.874302006.09.28 18:00filled
2006.10.10 13:1643GBPUSDbuy1.00 / 1.001.856802006.10.10 13:16filledtp 1.85680
2006.10.18 04:0044GBPUSDbuy1.00 / 1.001.871002006.10.18 04:00filled
2006.10.26 18:2445GBPUSDsell1.00 / 1.001.888502006.10.26 18:24filledtp 1.88850
2006.11.14 05:0146GBPUSDsell1.00 / 1.001.903602006.11.14 05:01filled
2006.11.15 11:4747GBPUSDbuy1.00 / 1.001.886102006.11.15 11:47filledtp 1.88610
2006.11.22 08:0048GBPUSDbuy1.00 / 1.001.902102006.11.22 08:00filled
2006.11.24 09:2549GBPUSDsell1.00 / 1.001.919602006.11.24 09:25filledtp 1.91960
2006.12.11 10:0050GBPUSDsell1.00 / 1.001.953002006.12.11 10:00filled
2007.01.05 05:1951GBPUSDbuy1.00 / 1.001.935502007.01.05 05:19filledtp 1.93550
2007.01.12 21:0052GBPUSDbuy1.00 / 1.001.958302007.01.12 21:00filled
2007.01.18 09:0453GBPUSDsell1.00 / 1.001.975802007.01.18 09:04filledtp 1.97580
2007.01.26 16:0054GBPUSDsell1.00 / 1.001.956002007.01.26 16:00filled
2007.03.05 00:3955GBPUSDbuy1.00 / 1.001.938502007.03.05 00:39filledtp 1.93850
2007.03.16 15:0056GBPUSDbuy1.00 / 1.001.947302007.03.16 15:00filled
2007.03.21 08:5257GBPUSDsell1.00 / 1.001.964802007.03.21 08:52filledtp 1.96480
2007.04.09 01:1058GBPUSDsell1.00 / 1.001.964802007.04.09 01:10filled
2008.01.21 12:1159GBPUSDbuy1.00 / 1.001.947302008.01.21 12:11filledtp 1.94730
2008.01.24 22:0060GBPUSDbuy1.00 / 1.001.977502008.01.24 22:00filled
2008.01.30 21:0861GBPUSDsell1.00 / 1.001.995002008.01.30 21:08filledtp 1.99500
2008.02.04 08:0062GBPUSDsell1.00 / 1.001.967802008.02.04 08:00filled
2008.02.07 13:1863GBPUSDbuy1.00 / 1.001.950302008.02.07 13:18filledtp 1.95030
2008.02.15 12:0064GBPUSDbuy1.00 / 1.001.962102008.02.15 12:00filled
2008.02.26 18:2165GBPUSDsell1.00 / 1.001.979602008.02.26 18:21filledtp 1.97960
2008.03.18 02:0066GBPUSDsell1.00 / 1.001.998602008.03.18 02:00filled
2008.03.19 20:3467GBPUSDbuy1.00 / 1.001.981102008.03.19 20:34filledtp 1.98110
2008.03.26 14:0068GBPUSDbuy1.00 / 1.001.995902008.03.26 14:00filled
2008.03.27 11:1669GBPUSDsell1.00 / 1.002.013402008.03.27 11:16filledtp 2.01340
2008.03.28 17:0070GBPUSDsell1.00 / 1.001.988702008.03.28 17:00filled
2008.04.08 12:5971GBPUSDbuy1.00 / 1.001.971202008.04.08 12:59filledtp 1.97120
2008.04.17 23:0072GBPUSDbuy1.00 / 1.001.991402008.04.17 23:00filled
2008.07.15 10:1173GBPUSDsell1.00 / 1.002.008902008.07.15 10:11filledtp 2.00890
2008.07.24 21:0074GBPUSDsell1.00 / 1.001.984202008.07.24 21:00filled
2008.08.04 14:1375GBPUSDbuy1.00 / 1.001.966702008.08.04 14:13filledtp 1.96670
2008.09.15 05:0076GBPUSDbuy1.00 / 1.001.807702008.09.15 05:00filled
2008.09.18 08:1477GBPUSDsell1.00 / 1.001.825202008.09.18 08:14filledtp 1.82520
2008.09.29 20:0078GBPUSDsell1.00 / 1.001.809502008.09.29 20:00filled
2008.09.30 16:5079GBPUSDbuy1.00 / 1.001.792002008.09.30 16:50filledtp 1.79200
2008.11.25 09:0080GBPUSDbuy1.00 / 1.001.512302008.11.25 09:00filled
2008.11.25 15:1081GBPUSDsell1.00 / 1.001.529802008.11.25 15:10filledtp 1.52980
2008.12.02 00:0582GBPUSDsell1.00 / 1.001.488402008.12.02 00:05filled
2008.12.03 10:1683GBPUSDbuy1.00 / 1.001.470902008.12.03 10:16filledtp 1.47090
2008.12.12 04:0084GBPUSDbuy1.00 / 1.001.504702008.12.12 04:00filled
2008.12.15 15:3885GBPUSDsell1.00 / 1.001.522202008.12.15 15:38filledtp 1.52220
2008.12.19 21:0086GBPUSDsell1.00 / 1.001.486102008.12.19 21:00filled
2008.12.23 17:2287GBPUSDbuy1.00 / 1.001.468602008.12.23 17:22filledtp 1.46860
2009.01.07 08:0088GBPUSDbuy1.00 / 1.001.491502009.01.07 08:00filled
2009.01.07 14:2789GBPUSDsell1.00 / 1.001.509002009.01.07 14:27filledtp 1.50900
2009.01.13 12:0090GBPUSDsell1.00 / 1.001.462802009.01.13 12:00filled
2009.01.20 00:0091GBPUSDbuy1.00 / 1.001.445302009.01.20 00:00filledtp 1.44530
2009.01.20 06:0092GBPUSDsell1.00 / 1.001.419302009.01.20 06:00filled
2009.01.20 10:0993GBPUSDbuy1.00 / 1.001.401802009.01.20 10:09filledtp 1.40180
2009.01.29 00:0094GBPUSDbuy1.00 / 1.001.424602009.01.29 00:00filled
2009.01.30 17:0095GBPUSDsell1.00 / 1.001.442102009.01.30 17:00filledtp 1.44210
2009.02.11 20:0096GBPUSDsell1.00 / 1.001.433602009.02.11 20:00filled
2009.02.12 11:0397GBPUSDbuy1.00 / 1.001.416102009.02.12 11:03filledtp 1.41610
2009.02.23 12:0098GBPUSDbuy1.00 / 1.001.461462009.02.23 12:00filled
2009.04.03 10:3599GBPUSDsell1.00 / 1.001.478962009.04.03 10:35filledtp 1.47896
2009.04.20 09:00100GBPUSDsell1.00 / 1.001.468512009.04.20 09:00filled
2009.04.20 16:10101GBPUSDbuy1.00 / 1.001.451012009.04.20 16:10filledtp 1.45101
2009.04.29 20:00102GBPUSDbuy1.00 / 1.001.479042009.04.29 20:00filled
2009.05.04 03:49103GBPUSDsell1.00 / 1.001.496542009.05.04 03:49filledtp 1.49654
2009.06.05 20:00104GBPUSDsell1.00 / 1.001.599412009.06.05 20:00filled
2009.06.08 09:39105GBPUSDbuy1.00 / 1.001.581912009.06.08 09:39filledtp 1.58191
2009.06.09 20:00106GBPUSDbuy1.00 / 1.001.628472009.06.09 20:00filled
2009.06.10 13:23107GBPUSDsell1.00 / 1.001.645972009.06.10 13:23filledtp 1.64597
2009.06.16 09:00108GBPUSDsell1.00 / 1.001.633952009.06.16 09:00filled
2009.07.07 10:09109GBPUSDbuy1.00 / 1.001.616452009.07.07 10:09filledtp 1.61645
2009.07.15 11:00110GBPUSDbuy1.00 / 1.001.636082009.07.15 11:00filled
2009.07.20 13:21111GBPUSDsell1.00 / 1.001.653582009.07.20 13:21filledtp 1.65358
2009.07.29 17:00112GBPUSDsell1.00 / 1.001.640912009.07.29 17:00filled
2009.08.26 14:35113GBPUSDbuy1.00 / 1.001.623412009.08.26 14:35filledtp 1.62341
2009.09.04 16:00114GBPUSDbuy1.00 / 1.001.630122009.09.04 16:00filled
2009.09.08 10:14115GBPUSDsell1.00 / 1.001.647622009.09.08 10:14filledtp 1.64762
2009.09.18 08:00116GBPUSDsell1.00 / 1.001.637832009.09.18 08:00filled
2009.09.21 07:14117GBPUSDbuy1.00 / 1.001.620332009.09.21 07:14filledtp 1.62033
2009.10.08 19:00118GBPUSDbuy1.00 / 1.001.610042009.10.08 19:00filled
2009.10.15 12:45119GBPUSDsell1.00 / 1.001.627542009.10.15 12:45filledtp 1.62754
2009.11.02 18:00120GBPUSDsell1.00 / 1.001.640782009.11.02 18:00filled
2009.12.09 00:30121GBPUSDbuy1.00 / 1.001.623282009.12.09 00:30filledtp 1.62328
2009.12.31 17:00122GBPUSDbuy1.00 / 1.001.614692009.12.31 17:00filled
2010.01.14 14:57123GBPUSDsell1.00 / 1.001.632192010.01.14 14:57filledtp 1.63219
2010.01.22 20:00124GBPUSDsell1.00 / 1.001.612892010.01.22 20:00filled
2010.02.01 00:00125GBPUSDbuy1.00 / 1.001.595392010.02.01 00:00filledtp 1.59539
2010.02.17 07:00126GBPUSDbuy1.00 / 1.001.577442010.02.17 07:00filled
2010.08.03 09:41127GBPUSDsell1.00 / 1.001.594942010.08.03 09:41filledtp 1.59494
2010.08.11 20:00128GBPUSDsell1.00 / 1.001.565772010.08.11 20:00filled
2010.08.20 12:24129GBPUSDbuy1.00 / 1.001.548272010.08.20 12:24filledtp 1.54827
2010.09.09 00:00130GBPUSDbuy1.00 / 1.001.547472010.09.09 00:00filled
2010.09.15 18:02131GBPUSDsell1.00 / 1.001.564972010.09.15 18:02filledtp 1.56497
2010.10.12 22:00132GBPUSDsell1.00 / 1.001.579702010.10.12 22:00filled
2010.11.26 14:39133GBPUSDbuy1.00 / 1.001.562202010.11.26 14:39filledtp 1.56220
2010.12.07 17:00134GBPUSDbuy1.00 / 1.001.581772010.12.07 17:00filled
2011.01.18 10:30135GBPUSDsell1.00 / 1.001.599272011.01.18 10:30filledtp 1.59927
2011.01.26 03:00136GBPUSDsell1.00 / 1.001.580432011.01.26 03:00filled
2011.09.21 11:35137GBPUSDbuy1.00 / 1.001.562932011.09.21 11:35filledtp 1.56293
2011.09.30 00:02138GBPUSDbuy1.00 / 1.001.562752011.09.30 00:02filled
2011.10.14 16:14139GBPUSDsell1.00 / 1.001.580252011.10.14 16:14filledtp 1.58025
2011.11.03 11:00140GBPUSDsell1.00 / 1.001.595472011.11.03 11:00filled
2011.11.16 04:07141GBPUSDbuy1.00 / 1.001.577972011.11.16 04:07filledtp 1.57797
2011.12.01 03:00142GBPUSDbuy1.00 / 1.001.569212011.12.01 03:00filled
2012.02.01 14:46143GBPUSDsell1.00 / 1.001.586712012.02.01 14:46filledtp 1.58671
2012.02.13 02:00144GBPUSDsell1.00 / 1.001.577782012.02.13 02:00filled
2012.05.30 10:09145GBPUSDbuy1.00 / 1.001.560282012.05.30 10:09filledtp 1.56028
2012.06.11 16:00146GBPUSDbuy1.00 / 1.001.554732012.06.11 16:00filled
2012.06.18 00:46147GBPUSDsell1.00 / 1.001.572232012.06.18 00:46filledtp 1.57223
2012.06.25 02:00148GBPUSDsell1.00 / 1.001.558772012.06.25 02:00filled
2012.07.12 17:40149GBPUSDbuy1.00 / 1.001.541272012.07.12 17:40filledtp 1.54127
2012.07.16 12:00150GBPUSDbuy1.00 / 1.001.554052012.07.16 12:00filled
2012.07.19 15:19151GBPUSDsell1.00 / 1.001.571552012.07.19 15:19filledtp 1.57155
2012.07.23 19:00152GBPUSDsell1.00 / 1.001.551092012.07.23 19:00filled
2012.07.27 23:59153GBPUSDbuy1.00 / 1.001.575262012.07.27 23:59filledend of test
Deals
Time Deal Symbol Type Direction Volume Price Order Commission Swap Profit Balance Comment
2004.01.05 00:001balance0.000.0010 000.0010 000.00
2004.01.16 17:002GBPUSDsellin1.001.8014020.000.000.0010 000.00
2004.01.19 17:023GBPUSDbuyout1.001.7839030.00-3.701 750.0011 746.30tp 1.78390
2004.01.21 14:004GBPUSDbuyin1.001.8289040.000.000.0011 746.30
2004.01.22 11:475GBPUSDsellout1.001.8464050.00-2.701 750.0013 493.60tp 1.84640
2004.01.26 10:006GBPUSDsellin1.001.8269060.000.000.0013 493.60
2004.01.27 08:187GBPUSDbuyout1.001.8094070.00-3.701 750.0015 239.90tp 1.80940
2004.01.28 13:008GBPUSDbuyin1.001.8357080.000.000.0015 239.90
2004.02.09 03:239GBPUSDsellout1.001.8532090.00-10.801 750.0016 979.10tp 1.85320
2004.02.23 02:0010GBPUSDsellin1.001.85000100.000.000.0016 979.10
2004.03.03 05:4111GBPUSDbuyout1.001.83250110.00-33.301 750.0018 695.80tp 1.83250
2004.03.18 15:0012GBPUSDbuyin1.001.82380120.000.000.0018 695.80
2004.03.22 11:2013GBPUSDsellout1.001.84130130.00-1.801 750.0020 444.00tp 1.84130
2004.03.25 14:0014GBPUSDsellin1.001.80270140.000.000.0020 444.00
2004.04.14 15:2015GBPUSDbuyout1.001.78520150.00-66.601 750.0022 127.40tp 1.78520
2004.05.04 21:0016GBPUSDbuyin1.001.79260160.000.000.0022 127.40
2004.05.25 14:3617GBPUSDsellout1.001.81010170.00-18.901 750.0023 858.50tp 1.81010
2004.06.10 12:0018GBPUSDsellin1.001.82860180.000.000.0023 858.50
2004.06.14 08:3819GBPUSDbuyout1.001.81110190.00-7.401 750.0025 601.10tp 1.81110
2004.06.16 14:0020GBPUSDbuyin1.001.82980200.000.000.0025 601.10
2004.07.07 07:5921GBPUSDsellout1.001.84730210.00-18.901 750.0027 332.20tp 1.84730
2004.07.21 07:0022GBPUSDsellin1.001.85100220.000.000.0027 332.20
2004.07.21 17:1123GBPUSDbuyout1.001.83350230.000.001 750.0029 082.20tp 1.83350
2004.08.06 22:0024GBPUSDbuyin1.001.84140240.000.000.0029 082.20
2004.11.08 10:4425GBPUSDsellout1.001.85890250.00-82.801 750.0030 749.40tp 1.85890
2004.11.11 23:0026GBPUSDsellin1.001.84190260.000.000.0030 749.40
2005.05.20 17:2427GBPUSDbuyout1.001.82440270.00-703.001 750.0031 796.40tp 1.82440
2005.06.07 10:0028GBPUSDbuyin1.001.82910280.000.000.0031 796.40
2005.09.05 04:0029GBPUSDsellout1.001.84660290.00-81.001 750.0033 465.40tp 1.84660
2005.09.13 06:0030GBPUSDsellin1.001.82200300.000.000.0033 465.40
2005.09.15 16:5931GBPUSDbuyout1.001.80450310.00-14.801 750.0035 200.60tp 1.80450
2005.10.07 02:0632GBPUSDbuyin1.001.77710320.000.000.0035 200.60
2006.04.27 16:1533GBPUSDsellout1.001.79460330.00-181.801 750.0036 768.80tp 1.79460
2006.05.22 13:0034GBPUSDsellin1.001.87640340.000.000.0036 768.80
2006.05.26 15:4335GBPUSDbuyout1.001.85890350.00-22.201 750.0038 496.60tp 1.85890
2006.05.31 02:0036GBPUSDbuyin1.001.88140360.000.000.0038 496.60
2006.08.04 14:3137GBPUSDsellout1.001.89890370.00-60.301 750.0040 186.30tp 1.89890
2006.08.18 01:0038GBPUSDsellin1.001.88490380.000.000.0040 186.30
2006.09.08 14:3639GBPUSDbuyout1.001.86740390.00-77.701 750.0041 858.60tp 1.86740
2006.09.15 08:0040GBPUSDbuyin1.001.88760400.000.000.0041 858.60
2006.09.25 08:0441GBPUSDsellout1.001.90510410.00-6.301 750.0043 602.30tp 1.90510
2006.09.28 18:0042GBPUSDsellin1.001.87430420.000.000.0043 602.30
2006.10.10 13:1643GBPUSDbuyout1.001.85680430.00-37.001 750.0045 315.30tp 1.85680
2006.10.18 04:0044GBPUSDbuyin1.001.87100440.000.000.0045 315.30
2006.10.26 18:2445GBPUSDsellout1.001.88850450.00-9.001 750.0047 056.30tp 1.88850
2006.11.14 05:0146GBPUSDsellin1.001.90360460.000.000.0047 056.30
2006.11.15 11:4747GBPUSDbuyout1.001.88610470.00-3.701 750.0048 802.60tp 1.88610
2006.11.22 08:0048GBPUSDbuyin1.001.90210480.000.000.0048 802.60
2006.11.24 09:2549GBPUSDsellout1.001.91960490.00-3.601 750.0050 549.00tp 1.91960
2006.12.11 10:0050GBPUSDsellin1.001.95300500.000.000.0050 549.00
2007.01.05 05:1951GBPUSDbuyout1.001.93550510.00-99.901 750.0052 199.10tp 1.93550
2007.01.12 21:0052GBPUSDbuyin1.001.95830520.000.000.0052 199.10
2007.01.18 09:0453GBPUSDsellout1.001.97580530.00-5.401 750.0053 943.70tp 1.97580
2007.01.26 16:0054GBPUSDsellin1.001.95600540.000.000.0053 943.70
2007.03.05 00:3955GBPUSDbuyout1.001.93850550.00-133.201 750.0055 560.50tp 1.93850
2007.03.16 15:0056GBPUSDbuyin1.001.94730560.000.000.0055 560.50
2007.03.21 08:5257GBPUSDsellout1.001.96480570.00-2.701 750.0057 307.80tp 1.96480
2007.04.09 01:1058GBPUSDsellin1.001.96480580.000.000.0057 307.80
2008.01.21 12:1159GBPUSDbuyout1.001.94730590.00-1061.901 750.0057 995.90tp 1.94730
2008.01.24 22:0060GBPUSDbuyin1.001.97750600.000.000.0057 995.90
2008.01.30 21:0861GBPUSDsellout1.001.99500610.00-3.601 750.0059 742.30tp 1.99500
2008.02.04 08:0062GBPUSDsellin1.001.96780620.000.000.0059 742.30
2008.02.07 13:1863GBPUSDbuyout1.001.95030630.00-18.501 750.0061 473.80tp 1.95030
2008.02.15 12:0064GBPUSDbuyin1.001.96210640.000.000.0061 473.80
2008.02.26 18:2165GBPUSDsellout1.001.97960650.00-9.001 750.0063 214.80tp 1.97960
2008.03.18 02:0066GBPUSDsellin1.001.99860660.000.000.0063 214.80
2008.03.19 20:3467GBPUSDbuyout1.001.98110670.00-3.701 750.0064 961.10tp 1.98110
2008.03.26 14:0068GBPUSDbuyin1.001.99590680.000.000.0064 961.10
2008.03.27 11:1669GBPUSDsellout1.002.01340690.00-2.701 750.0066 708.40tp 2.01340
2008.03.28 17:0070GBPUSDsellin1.001.98870700.000.000.0066 708.40
2008.04.08 12:5971GBPUSDbuyout1.001.97120710.00-33.301 750.0068 425.10tp 1.97120
2008.04.17 23:0072GBPUSDbuyin1.001.99140720.000.000.0068 425.10
2008.07.15 10:1173GBPUSDsellout1.002.00890730.00-78.301 750.0070 096.80tp 2.00890
2008.07.24 21:0074GBPUSDsellin1.001.98420740.000.000.0070 096.80
2008.08.04 14:1375GBPUSDbuyout1.001.96670750.00-33.301 750.0071 813.50tp 1.96670
2008.09.15 05:0076GBPUSDbuyin1.001.80770760.000.000.0071 813.50
2008.09.18 08:1477GBPUSDsellout1.001.82520770.00-4.501 750.0073 559.00tp 1.82520
2008.09.29 20:0078GBPUSDsellin1.001.80950780.000.000.0073 559.00
2008.09.30 16:5079GBPUSDbuyout1.001.79200790.00-3.701 750.0075 305.30tp 1.79200
2008.11.25 09:0080GBPUSDbuyin1.001.51230800.000.000.0075 305.30
2008.11.25 15:1081GBPUSDsellout1.001.52980810.000.001 750.0077 055.30tp 1.52980
2008.12.02 00:0582GBPUSDsellin1.001.48840820.000.000.0077 055.30
2008.12.03 10:1683GBPUSDbuyout1.001.47090830.00-3.701 750.0078 801.60tp 1.47090
2008.12.12 04:0084GBPUSDbuyin1.001.50470840.000.000.0078 801.60
2008.12.15 15:3885GBPUSDsellout1.001.52220850.00-0.901 750.0080 550.70tp 1.52220
2008.12.19 21:0086GBPUSDsellin1.001.48610860.000.000.0080 550.70
2008.12.23 17:2287GBPUSDbuyout1.001.46860870.00-7.401 750.0082 293.30tp 1.46860
2009.01.07 08:0088GBPUSDbuyin1.001.49150880.000.000.0082 293.30
2009.01.07 14:2789GBPUSDsellout1.001.50900890.000.001 750.0084 043.30tp 1.50900
2009.01.13 12:0090GBPUSDsellin1.001.46280900.000.000.0084 043.30
2009.01.20 00:0091GBPUSDbuyout1.001.44530910.00-22.201 750.0085 771.10tp 1.44530
2009.01.20 06:0092GBPUSDsellin1.001.41930920.000.000.0085 771.10
2009.01.20 10:0993GBPUSDbuyout1.001.40180930.000.001 750.0087 521.10tp 1.40180
2009.01.29 00:0094GBPUSDbuyin1.001.42460940.000.000.0087 521.10
2009.01.30 17:0095GBPUSDsellout1.001.44210950.00-0.901 750.0089 270.20tp 1.44210
2009.02.11 20:0096GBPUSDsellin1.001.43360960.000.000.0089 270.20
2009.02.12 11:0397GBPUSDbuyout1.001.41610970.00-11.101 750.0091 009.10tp 1.41610
2009.02.23 12:0098GBPUSDbuyin1.001.46146980.000.000.0091 009.10
2009.04.03 10:3599GBPUSDsellout1.001.47896990.00-36.901 750.0092 722.20tp 1.47896
2009.04.20 09:00100GBPUSDsellin1.001.468511000.000.000.0092 722.20
2009.04.20 16:10101GBPUSDbuyout1.001.451011010.000.001 750.0094 472.20tp 1.45101
2009.04.29 20:00102GBPUSDbuyin1.001.479041020.000.000.0094 472.20
2009.05.04 03:49103GBPUSDsellout1.001.496541030.00-4.501 750.0096 217.70tp 1.49654
2009.06.05 20:00104GBPUSDsellin1.001.599411040.000.000.0096 217.70
2009.06.08 09:39105GBPUSDbuyout1.001.581911050.00-3.701 750.0097 964.00tp 1.58191
2009.06.09 20:00106GBPUSDbuyin1.001.628471060.000.000.0097 964.00
2009.06.10 13:23107GBPUSDsellout1.001.645971070.00-0.901 750.0099 713.10tp 1.64597
2009.06.16 09:00108GBPUSDsellin1.001.633951080.000.000.0099 713.10
2009.07.07 10:09109GBPUSDbuyout1.001.616451090.00-74.001 750.00101 389.10tp 1.61645
2009.07.15 11:00110GBPUSDbuyin1.001.636081100.000.000.00101 389.10
2009.07.20 13:21111GBPUSDsellout1.001.653581110.00-4.501 750.00103 134.60tp 1.65358
2009.07.29 17:00112GBPUSDsellin1.001.640911120.000.000.00103 134.60
2009.08.26 14:35113GBPUSDbuyout1.001.623411130.00-103.601 750.00104 781.00tp 1.62341
2009.09.04 16:00114GBPUSDbuyin1.001.630121140.000.000.00104 781.00
2009.09.08 10:14115GBPUSDsellout1.001.647621150.00-1.801 750.00106 529.20tp 1.64762
2009.09.18 08:00116GBPUSDsellin1.001.637831160.000.000.00106 529.20
2009.09.21 07:14117GBPUSDbuyout1.001.620331170.00-3.701 750.00108 275.50tp 1.62033
2009.10.08 19:00118GBPUSDbuyin1.001.610041180.000.000.00108 275.50
2009.10.15 12:45119GBPUSDsellout1.001.627541190.00-6.301 750.00110 019.20tp 1.62754
2009.11.02 18:00120GBPUSDsellin1.001.640781200.000.000.00110 019.20
2009.12.09 00:30121GBPUSDbuyout1.001.623281210.00-136.901 750.00111 632.30tp 1.62328
2009.12.31 17:00122GBPUSDbuyin1.001.614691220.000.000.00111 632.30
2010.01.14 14:57123GBPUSDsellout1.001.632191230.00-12.601 750.00113 369.70tp 1.63219
2010.01.22 20:00124GBPUSDsellin1.001.612891240.000.000.00113 369.70
2010.02.01 00:00125GBPUSDbuyout1.001.595391250.00-29.601 750.00115 090.10tp 1.59539
2010.02.17 07:00126GBPUSDbuyin1.001.577441260.000.000.00115 090.10
2010.08.03 09:41127GBPUSDsellout1.001.594941270.00-150.301 750.00116 689.80tp 1.59494
2010.08.11 20:00128GBPUSDsellin1.001.565771280.000.000.00116 689.80
2010.08.20 12:24129GBPUSDbuyout1.001.548271290.00-40.701 750.00118 399.10tp 1.54827
2010.09.09 00:00130GBPUSDbuyin1.001.547471300.000.000.00118 399.10
2010.09.15 18:02131GBPUSDsellout1.001.564971310.00-3.601 750.00120 145.50tp 1.56497
2010.10.12 22:00132GBPUSDsellin1.001.579701320.000.000.00120 145.50
2010.11.26 14:39133GBPUSDbuyout1.001.562201330.00-173.901 750.00121 721.60tp 1.56220
2010.12.07 17:00134GBPUSDbuyin1.001.581771340.000.000.00121 721.60
2011.01.18 10:30135GBPUSDsellout1.001.599271350.00-37.801 750.00123 433.80tp 1.59927
2011.01.26 03:00136GBPUSDsellin1.001.580431360.000.000.00123 433.80
2011.09.21 11:35137GBPUSDbuyout1.001.562931370.00-880.601 750.00124 303.20tp 1.56293
2011.09.30 00:02138GBPUSDbuyin1.001.562751380.000.000.00124 303.20
2011.10.14 16:14139GBPUSDsellout1.001.580251390.00-12.601 750.00126 040.60tp 1.58025
2011.11.03 11:00140GBPUSDsellin1.001.595471400.000.000.00126 040.60
2011.11.16 04:07141GBPUSDbuyout1.001.577971410.00-40.701 750.00127 749.90tp 1.57797
2011.12.01 03:00142GBPUSDbuyin1.001.569211420.000.000.00127 749.90
2012.02.01 14:46143GBPUSDsellout1.001.586711430.00-54.001 750.00129 445.90tp 1.58671
2012.02.13 02:00144GBPUSDsellin1.001.577781440.000.000.00129 445.90
2012.05.30 10:09145GBPUSDbuyout1.001.560281450.00-395.901 750.00130 800.00tp 1.56028
2012.06.11 16:00146GBPUSDbuyin1.001.554731460.000.000.00130 800.00
2012.06.18 00:46147GBPUSDsellout1.001.572231470.00-6.301 750.00132 543.70tp 1.57223
2012.06.25 02:00148GBPUSDsellin1.001.558771480.000.000.00132 543.70
2012.07.12 17:40149GBPUSDbuyout1.001.541271490.00-70.301 750.00134 223.40tp 1.54127
2012.07.16 12:00150GBPUSDbuyin1.001.554051500.000.000.00134 223.40
2012.07.19 15:19151GBPUSDsellout1.001.571551510.00-4.501 750.00135 968.90tp 1.57155
2012.07.23 19:00152GBPUSDsellin1.001.551091520.000.000.00135 968.90
2012.07.27 23:59153GBPUSDbuyout1.001.575261530.00-22.20-2 417.00133 529.70end of test
0.00 -5 303.30 128 833.00 133 529.70
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