Strategy Tester Report
RoboForex-MetaTrader 5 (Build 1643)
Settings
Expert: Kalman_expert
Symbol: EURUSD
Period: H1 (2017.08.01 - 2017.08.31)
Inputs: Expert_Title=Kalman_expert
Signal_ThresholdOpen=70
Signal_ThresholdClose=10
Signal_PriceLevel=0
Signal_StopLevel=0
Signal_TakeLevel=0
Signal_Expiration=4
Signal_Kalman_Filter_TimeFrame=0
Signal_Kalman_Filter_HistoryBars=3000
Signal_Kalman_Filter_ShiftPeriod=0
Signal_Kalman_Filter_Weight=1
Money_FixLot_Percent=10
Money_FixLot_Lots=0.1
Broker: RoboForex (CY) Ltd.
Currency: USD
Initial Deposit: 1 000.00
Leverage: 1:100
Results
History Quality: 100%
Bars: 528 Ticks: 2063763 Symbols: 1
Total Net Profit: 401.29 Balance Drawdown Absolute: 78.37 Equity Drawdown Absolute: 82.77
Gross Profit: 1 111.88 Balance Drawdown Maximal: 96.92 (7.14%) Equity Drawdown Maximal: 148.31 (11.52%)
Gross Loss: -710.59 Balance Drawdown Relative: 7.84% (78.37) Equity Drawdown Relative: 11.52% (148.31)
Profit Factor: 1.56 Expected Payoff: 2.68 Margin Level: 774.26%
Recovery Factor: 2.71 Sharpe Ratio: 0.13 Z-Score: -2.21 (97.29%)
AHPR: 1.0024 (0.24%) LR Correlation: 0.93 OnTester result: 0
GHPR: 1.0023 (0.23%) LR Standard Error: 42.16
Total Trades: 150 Short Trades (won %): 75 (42.67%) Long Trades (won %): 75 (56.00%)
Total Deals: 151 Profit Trades (% of total): 74 (49.33%) Loss Trades (% of total): 76 (50.67%)
Largest profit trade: 129.12 Largest loss trade: -35.48
Average profit trade: 15.03 Average loss trade: -9.35
Maximum consecutive wins ($): 9 (170.19) Maximum consecutive losses ($): 6 (-48.02)
Maximal consecutive profit (count): 170.19 (9) Maximal consecutive loss (count): -74.05 (5)
Average consecutive wins: 2 Average consecutive losses: 2
Graph
Graph
Correlation (Profits,MFE): 0.11 Correlation (Profits,MAE): 0.01 Correlation (MFE,MAE): -0.6585
Graph
Minimal position holding time: 0:59:45 Maximal position holding time: 16:59:55 Average position holding time: 3:31:11
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2017.08.01 00:00:022EURUSDbuy0.10 / 0.101.184242017.08.01 00:00:02filled
2017.08.01 03:00:073EURUSDsell0.20 / 0.201.181992017.08.01 03:00:07filled
2017.08.01 05:00:004EURUSDbuy0.20 / 0.201.182972017.08.01 05:00:00filled
2017.08.01 06:00:065EURUSDsell0.20 / 0.201.182732017.08.01 06:00:06filled
2017.08.01 09:00:036EURUSDbuy0.20 / 0.201.182042017.08.01 09:00:03filled
2017.08.01 10:00:077EURUSDsell0.20 / 0.201.182092017.08.01 10:00:07filled
2017.08.01 12:00:078EURUSDbuy0.20 / 0.201.182332017.08.01 12:00:07filled
2017.08.01 13:00:009EURUSDsell0.20 / 0.201.181422017.08.01 13:00:00filled
2017.08.01 16:00:0710EURUSDbuy0.20 / 0.201.181842017.08.01 16:00:07filled
2017.08.01 17:00:0711EURUSDsell0.20 / 0.201.182482017.08.01 17:00:07filled
2017.08.01 21:00:0712EURUSDbuy0.20 / 0.201.181762017.08.01 21:00:07filled
2017.08.01 22:00:0213EURUSDsell0.20 / 0.201.180302017.08.01 22:00:02filled
2017.08.02 03:00:0214EURUSDbuy0.20 / 0.201.181122017.08.02 03:00:02filled
2017.08.02 05:00:0215EURUSDsell0.20 / 0.201.179992017.08.02 05:00:02filled
2017.08.02 06:00:0416EURUSDbuy0.20 / 0.201.180792017.08.02 06:00:04filled
2017.08.02 16:00:0117EURUSDsell0.20 / 0.201.182462017.08.02 16:00:01filled
2017.08.02 17:00:0518EURUSDbuy0.20 / 0.201.183352017.08.02 17:00:05filled
2017.08.03 01:00:0419EURUSDsell0.20 / 0.201.185472017.08.03 01:00:04filled
2017.08.03 09:00:0220EURUSDbuy0.20 / 0.201.184422017.08.03 09:00:02filled
2017.08.03 12:00:0721EURUSDsell0.20 / 0.201.184482017.08.03 12:00:07filled
2017.08.03 13:00:0822EURUSDbuy0.20 / 0.201.184532017.08.03 13:00:08filled
2017.08.03 14:00:0123EURUSDsell0.20 / 0.201.183752017.08.03 14:00:01filled
2017.08.03 15:00:0324EURUSDbuy0.20 / 0.201.185342017.08.03 15:00:03filled
2017.08.04 04:00:0025EURUSDsell0.20 / 0.201.187652017.08.04 04:00:00filled
2017.08.04 06:00:0826EURUSDbuy0.20 / 0.201.187532017.08.04 06:00:08filled
2017.08.04 12:00:0527EURUSDsell0.20 / 0.201.188162017.08.04 12:00:05filled
2017.08.07 01:00:1628EURUSDbuy0.20 / 0.201.177452017.08.07 01:00:16filled
2017.08.07 14:00:0329EURUSDsell0.20 / 0.201.179772017.08.07 14:00:03filled
2017.08.07 17:00:0430EURUSDbuy0.20 / 0.201.179212017.08.07 17:00:04filled
2017.08.07 18:00:0431EURUSDsell0.20 / 0.201.179462017.08.07 18:00:04filled
2017.08.07 20:00:0732EURUSDbuy0.20 / 0.201.178992017.08.07 20:00:07filled
2017.08.07 21:00:0433EURUSDsell0.20 / 0.201.179132017.08.07 21:00:04filled
2017.08.07 22:00:0634EURUSDbuy0.20 / 0.201.179442017.08.07 22:00:06filled
2017.08.07 23:00:0735EURUSDsell0.20 / 0.201.179372017.08.07 23:00:07filled
2017.08.08 00:00:0836EURUSDbuy0.20 / 0.201.179622017.08.08 00:00:08filled
2017.08.08 02:00:0537EURUSDsell0.20 / 0.201.179182017.08.08 02:00:05filled
2017.08.08 03:00:0738EURUSDbuy0.20 / 0.201.180012017.08.08 03:00:07filled
2017.08.08 10:00:0339EURUSDsell0.20 / 0.201.180512017.08.08 10:00:03filled
2017.08.08 15:00:0240EURUSDbuy0.20 / 0.201.180882017.08.08 15:00:02filled
2017.08.08 17:00:0541EURUSDsell0.20 / 0.201.181072017.08.08 17:00:05filled
2017.08.09 03:00:0042EURUSDbuy0.20 / 0.201.175422017.08.09 03:00:00filled
2017.08.09 04:00:0343EURUSDsell0.20 / 0.201.174372017.08.09 04:00:03filled
2017.08.09 07:00:0644EURUSDbuy0.20 / 0.201.173372017.08.09 07:00:06filled
2017.08.09 08:00:0545EURUSDsell0.20 / 0.201.173762017.08.09 08:00:05filled
2017.08.09 13:00:0146EURUSDbuy0.20 / 0.201.174022017.08.09 13:00:01filled
2017.08.09 15:00:0347EURUSDsell0.20 / 0.201.173952017.08.09 15:00:03filled
2017.08.09 16:00:0248EURUSDbuy0.20 / 0.201.174512017.08.09 16:00:02filled
2017.08.09 17:00:0649EURUSDsell0.20 / 0.201.171312017.08.09 17:00:06filled
2017.08.09 18:00:0550EURUSDbuy0.20 / 0.201.174392017.08.09 18:00:05filled
2017.08.09 23:00:0551EURUSDsell0.20 / 0.201.175572017.08.09 23:00:05filled
2017.08.10 00:00:0052EURUSDbuy0.20 / 0.201.175932017.08.10 00:00:00filled
2017.08.10 04:00:1753EURUSDsell0.20 / 0.201.175722017.08.10 04:00:17filled
2017.08.10 16:00:0654EURUSDbuy0.20 / 0.201.174182017.08.10 16:00:06filled
2017.08.11 04:00:0855EURUSDsell0.20 / 0.201.177212017.08.11 04:00:08filled
2017.08.11 06:00:1756EURUSDbuy0.20 / 0.201.176882017.08.11 06:00:17filled
2017.08.11 08:00:0857EURUSDsell0.20 / 0.201.177502017.08.11 08:00:08filled
2017.08.11 11:00:0458EURUSDbuy0.20 / 0.201.175382017.08.11 11:00:04filled
2017.08.11 12:00:0659EURUSDsell0.20 / 0.201.175502017.08.11 12:00:06filled
2017.08.11 15:00:0360EURUSDbuy0.20 / 0.201.175862017.08.11 15:00:03filled
2017.08.14 00:00:1361EURUSDsell0.20 / 0.201.182072017.08.14 00:00:13filled
2017.08.14 02:00:0362EURUSDbuy0.20 / 0.201.182202017.08.14 02:00:03filled
2017.08.14 04:00:0463EURUSDsell0.20 / 0.201.181882017.08.14 04:00:04filled
2017.08.14 05:00:0764EURUSDbuy0.20 / 0.201.182962017.08.14 05:00:07filled
2017.08.14 07:00:0465EURUSDsell0.20 / 0.201.182642017.08.14 07:00:04filled
2017.08.14 08:00:0766EURUSDbuy0.20 / 0.201.181762017.08.14 08:00:07filled
2017.08.14 09:00:0167EURUSDsell0.20 / 0.201.181942017.08.14 09:00:01filled
2017.08.14 10:00:0568EURUSDbuy0.20 / 0.201.183042017.08.14 10:00:05filled
2017.08.14 11:00:0069EURUSDsell0.20 / 0.201.180782017.08.14 11:00:00filled
2017.08.14 18:00:0070EURUSDbuy0.20 / 0.201.178232017.08.14 18:00:00filled
2017.08.14 19:00:0071EURUSDsell0.20 / 0.201.178592017.08.14 19:00:00filled
2017.08.14 22:00:0572EURUSDbuy0.20 / 0.201.178282017.08.14 22:00:05filled
2017.08.14 23:00:0673EURUSDsell0.20 / 0.201.178402017.08.14 23:00:06filled
2017.08.15 00:00:0374EURUSDbuy0.20 / 0.201.178112017.08.15 00:00:03filled
2017.08.15 01:00:0375EURUSDsell0.20 / 0.201.177592017.08.15 01:00:03filled
2017.08.15 04:00:0876EURUSDbuy0.20 / 0.201.178112017.08.15 04:00:08filled
2017.08.15 06:00:0677EURUSDsell0.20 / 0.201.178262017.08.15 06:00:06filled
2017.08.15 08:00:0378EURUSDbuy0.20 / 0.201.177732017.08.15 08:00:03filled
2017.08.15 09:00:0779EURUSDsell0.20 / 0.201.176012017.08.15 09:00:07filled
2017.08.15 20:00:0580EURUSDbuy0.20 / 0.201.173722017.08.15 20:00:05filled
2017.08.16 05:00:1781EURUSDsell0.20 / 0.201.173912017.08.16 05:00:17filled
2017.08.16 06:00:0382EURUSDbuy0.20 / 0.201.173632017.08.16 06:00:03filled
2017.08.16 09:00:0683EURUSDsell0.20 / 0.201.174142017.08.16 09:00:06filled
2017.08.16 13:00:0284EURUSDbuy0.20 / 0.201.172362017.08.16 13:00:02filled
2017.08.16 14:00:0785EURUSDsell0.20 / 0.201.170132017.08.16 14:00:07filled
2017.08.16 21:00:0786EURUSDbuy0.20 / 0.201.173172017.08.16 21:00:07filled
2017.08.17 07:00:0487EURUSDsell0.20 / 0.201.177752017.08.17 07:00:04filled
2017.08.17 08:00:1888EURUSDbuy0.20 / 0.201.177922017.08.17 08:00:18filled
2017.08.17 10:00:0189EURUSDsell0.20 / 0.201.176312017.08.17 10:00:01filled
2017.08.17 18:00:0790EURUSDbuy0.20 / 0.201.174542017.08.17 18:00:07filled
2017.08.18 00:00:0791EURUSDsell0.20 / 0.201.172232017.08.18 00:00:07filled
2017.08.18 05:00:1792EURUSDbuy0.20 / 0.201.173192017.08.18 05:00:17filled
2017.08.18 06:00:0893EURUSDsell0.20 / 0.201.172922017.08.18 06:00:08filled
2017.08.18 07:00:0494EURUSDbuy0.20 / 0.201.173062017.08.18 07:00:04filled
2017.08.18 09:00:1695EURUSDsell0.20 / 0.201.173012017.08.18 09:00:16filled
2017.08.18 10:00:0296EURUSDbuy0.20 / 0.201.173742017.08.18 10:00:02filled
2017.08.18 14:00:0097EURUSDsell0.20 / 0.201.174842017.08.18 14:00:00filled
2017.08.18 16:00:0898EURUSDbuy0.20 / 0.201.174952017.08.18 16:00:08filled
2017.08.21 04:00:0099EURUSDsell0.20 / 0.201.175142017.08.21 04:00:00filled
2017.08.21 06:00:06100EURUSDbuy0.20 / 0.201.175962017.08.21 06:00:06filled
2017.08.21 08:00:01101EURUSDsell0.20 / 0.201.175102017.08.21 08:00:01filled
2017.08.21 14:00:02102EURUSDbuy0.20 / 0.201.175812017.08.21 14:00:02filled
2017.08.22 03:00:07103EURUSDsell0.20 / 0.201.181042017.08.22 03:00:07filled
2017.08.22 19:00:05104EURUSDbuy0.20 / 0.201.176142017.08.22 19:00:05filled
2017.08.22 21:00:02105EURUSDsell0.20 / 0.201.175292017.08.22 21:00:02filled
2017.08.23 00:00:08106EURUSDbuy0.20 / 0.201.176222017.08.23 00:00:08filled
2017.08.23 01:00:06107EURUSDsell0.20 / 0.201.176502017.08.23 01:00:06filled
2017.08.23 02:00:16108EURUSDbuy0.20 / 0.201.176462017.08.23 02:00:16filled
2017.08.23 03:00:01109EURUSDsell0.20 / 0.201.176132017.08.23 03:00:01filled
2017.08.23 05:00:02110EURUSDbuy0.20 / 0.201.175822017.08.23 05:00:02filled
2017.08.23 07:00:06111EURUSDsell0.20 / 0.201.176052017.08.23 07:00:06filled
2017.08.23 09:00:08112EURUSDbuy0.20 / 0.201.175832017.08.23 09:00:08filled
2017.08.23 12:00:05113EURUSDsell0.20 / 0.201.178932017.08.23 12:00:05filled
2017.08.23 13:00:01114EURUSDbuy0.20 / 0.201.177932017.08.23 13:00:01filled
2017.08.23 14:00:07115EURUSDsell0.20 / 0.201.178242017.08.23 14:00:07filled
2017.08.23 15:00:08116EURUSDbuy0.20 / 0.201.179922017.08.23 15:00:08filled
2017.08.24 00:00:18117EURUSDsell0.20 / 0.201.180682017.08.24 00:00:18filled
2017.08.24 03:00:04118EURUSDbuy0.20 / 0.201.181552017.08.24 03:00:04filled
2017.08.24 04:00:04119EURUSDsell0.20 / 0.201.180912017.08.24 04:00:04filled
2017.08.24 06:00:08120EURUSDbuy0.20 / 0.201.180482017.08.24 06:00:08filled
2017.08.24 09:00:05121EURUSDsell0.20 / 0.201.180592017.08.24 09:00:05filled
2017.08.24 15:00:08122EURUSDbuy0.20 / 0.201.180602017.08.24 15:00:08filled
2017.08.24 23:00:12123EURUSDsell0.20 / 0.201.180122017.08.24 23:00:12filled
2017.08.25 01:00:05124EURUSDbuy0.20 / 0.201.180022017.08.25 01:00:05filled
2017.08.25 02:00:01125EURUSDsell0.20 / 0.201.180342017.08.25 02:00:01filled
2017.08.25 05:00:00126EURUSDbuy0.20 / 0.201.179002017.08.25 05:00:00filled
2017.08.25 07:00:03127EURUSDsell0.20 / 0.201.179692017.08.25 07:00:03filled
2017.08.25 08:00:03128EURUSDbuy0.20 / 0.201.179812017.08.25 08:00:03filled
2017.08.25 11:00:05129EURUSDsell0.20 / 0.201.178012017.08.25 11:00:05filled
2017.08.25 12:00:05130EURUSDbuy0.20 / 0.201.179622017.08.25 12:00:05filled
2017.08.28 05:00:00131EURUSDsell0.20 / 0.201.192642017.08.28 05:00:00filled
2017.08.28 07:00:01132EURUSDbuy0.20 / 0.201.192162017.08.28 07:00:01filled
2017.08.28 08:00:13133EURUSDsell0.20 / 0.201.192022017.08.28 08:00:13filled
2017.08.28 09:00:05134EURUSDbuy0.20 / 0.201.193332017.08.28 09:00:05filled
2017.08.28 11:00:08135EURUSDsell0.20 / 0.201.192522017.08.28 11:00:08filled
2017.08.28 12:00:02136EURUSDbuy0.20 / 0.201.193102017.08.28 12:00:02filled
2017.08.28 13:00:05137EURUSDsell0.20 / 0.201.193322017.08.28 13:00:05filled
2017.08.28 14:00:00138EURUSDbuy0.20 / 0.201.193682017.08.28 14:00:00filled
2017.08.28 15:00:08139EURUSDsell0.20 / 0.201.192592017.08.28 15:00:08filled
2017.08.28 16:00:04140EURUSDbuy0.20 / 0.201.193492017.08.28 16:00:04filled
2017.08.28 17:00:05141EURUSDsell0.20 / 0.201.193522017.08.28 17:00:05filled
2017.08.28 18:00:02142EURUSDbuy0.20 / 0.201.195492017.08.28 18:00:02filled
2017.08.29 03:00:05143EURUSDsell0.20 / 0.201.196362017.08.29 03:00:05filled
2017.08.29 06:00:01144EURUSDbuy0.20 / 0.201.196972017.08.29 06:00:01filled
2017.08.29 09:00:07145EURUSDsell0.20 / 0.201.198162017.08.29 09:00:07filled
2017.08.29 10:00:08146EURUSDbuy0.20 / 0.201.201662017.08.29 10:00:08filled
2017.08.29 17:00:01147EURUSDsell0.20 / 0.201.202512017.08.29 17:00:01filled
2017.08.30 06:00:05148EURUSDbuy0.20 / 0.201.197672017.08.30 06:00:05filled
2017.08.30 07:00:03149EURUSDsell0.20 / 0.201.198212017.08.30 07:00:03filled
2017.08.30 09:00:02150EURUSDbuy0.20 / 0.201.196502017.08.30 09:00:02filled
2017.08.30 11:00:01151EURUSDsell0.20 / 0.201.195622017.08.30 11:00:01filled
2017.08.30 23:58:59152EURUSDbuy0.10 / 0.101.188422017.08.30 23:58:59filledend of test
Deals
Time Deal Symbol Type Direction Volume Price Order Commission Swap Profit Balance Comment
2017.08.01 00:00:001balance0.000.001 000.001 000.00
2017.08.01 00:00:022EURUSDbuyin0.101.184242-0.240.000.00999.76
2017.08.01 03:00:073EURUSDsellin/out0.201.181993-0.470.00-22.50976.79
2017.08.01 05:00:004EURUSDbuyin/out0.201.182974-0.470.00-9.80966.52
2017.08.01 06:00:065EURUSDsellin/out0.201.182735-0.470.00-2.40963.65
2017.08.01 09:00:036EURUSDbuyin/out0.201.182046-0.470.006.90970.08
2017.08.01 10:00:077EURUSDsellin/out0.201.182097-0.470.000.50970.11
2017.08.01 12:00:078EURUSDbuyin/out0.201.182338-0.470.00-2.40967.24
2017.08.01 13:00:009EURUSDsellin/out0.201.181429-0.470.00-9.10957.67
2017.08.01 16:00:0710EURUSDbuyin/out0.201.1818410-0.470.00-4.20953.00
2017.08.01 17:00:0711EURUSDsellin/out0.201.1824811-0.470.006.40958.93
2017.08.01 21:00:0712EURUSDbuyin/out0.201.1817612-0.470.007.20965.66
2017.08.01 22:00:0213EURUSDsellin/out0.201.1803013-0.470.00-14.60950.59
2017.08.02 03:00:0214EURUSDbuyin/out0.201.1811214-0.47-0.05-8.20941.87
2017.08.02 05:00:0215EURUSDsellin/out0.201.1799915-0.470.00-11.30930.10
2017.08.02 06:00:0416EURUSDbuyin/out0.201.1807916-0.470.00-8.00921.63
2017.08.02 16:00:0117EURUSDsellin/out0.201.1824617-0.470.0016.70937.86
2017.08.02 17:00:0518EURUSDbuyin/out0.201.1833518-0.470.00-8.90928.49
2017.08.03 01:00:0419EURUSDsellin/out0.201.1854719-0.47-1.8021.20947.42
2017.08.03 09:00:0220EURUSDbuyin/out0.201.1844220-0.470.0010.50957.45
2017.08.03 12:00:0721EURUSDsellin/out0.201.1844821-0.470.000.60957.58
2017.08.03 13:00:0822EURUSDbuyin/out0.201.1845322-0.470.00-0.50956.61
2017.08.03 14:00:0123EURUSDsellin/out0.201.1837523-0.470.00-7.80948.34
2017.08.03 15:00:0324EURUSDbuyin/out0.201.1853424-0.470.00-15.90931.97
2017.08.04 04:00:0025EURUSDsellin/out0.201.1876525-0.48-0.6023.10953.99
2017.08.04 06:00:0826EURUSDbuyin/out0.201.1875326-0.480.001.20954.71
2017.08.04 12:00:0527EURUSDsellin/out0.201.1881627-0.480.006.30960.53
2017.08.07 01:00:1628EURUSDbuyin/out0.201.1774528-0.47-0.05107.101 067.11
2017.08.07 14:00:0329EURUSDsellin/out0.201.1797729-0.470.0023.201 089.84
2017.08.07 17:00:0430EURUSDbuyin/out0.201.1792130-0.470.005.601 094.97
2017.08.07 18:00:0431EURUSDsellin/out0.201.1794631-0.470.002.501 097.00
2017.08.07 20:00:0732EURUSDbuyin/out0.201.1789932-0.470.004.701 101.23
2017.08.07 21:00:0433EURUSDsellin/out0.201.1791333-0.470.001.401 102.16
2017.08.07 22:00:0634EURUSDbuyin/out0.201.1794434-0.470.00-3.101 098.59
2017.08.07 23:00:0735EURUSDsellin/out0.201.1793735-0.470.00-0.701 097.42
2017.08.08 00:00:0836EURUSDbuyin/out0.201.1796236-0.47-0.05-2.501 094.40
2017.08.08 02:00:0537EURUSDsellin/out0.201.1791837-0.470.00-4.401 089.53
2017.08.08 03:00:0738EURUSDbuyin/out0.201.1800138-0.470.00-8.301 080.76
2017.08.08 10:00:0339EURUSDsellin/out0.201.1805139-0.470.005.001 085.29
2017.08.08 15:00:0240EURUSDbuyin/out0.201.1808840-0.470.00-3.701 081.12
2017.08.08 17:00:0541EURUSDsellin/out0.201.1810741-0.470.001.901 082.55
2017.08.09 03:00:0042EURUSDbuyin/out0.201.1754242-0.47-0.0556.501 138.53
2017.08.09 04:00:0343EURUSDsellin/out0.201.1743743-0.470.00-10.501 127.56
2017.08.09 07:00:0644EURUSDbuyin/out0.201.1733744-0.470.0010.001 137.09
2017.08.09 08:00:0545EURUSDsellin/out0.201.1737645-0.470.003.901 140.52
2017.08.09 13:00:0146EURUSDbuyin/out0.201.1740246-0.470.00-2.601 137.45
2017.08.09 15:00:0347EURUSDsellin/out0.201.1739547-0.470.00-0.701 136.28
2017.08.09 16:00:0248EURUSDbuyin/out0.201.1745148-0.470.00-5.601 130.21
2017.08.09 17:00:0649EURUSDsellin/out0.201.1713149-0.470.00-32.001 097.74
2017.08.09 18:00:0550EURUSDbuyin/out0.201.1743950-0.470.00-30.801 066.47
2017.08.09 23:00:0551EURUSDsellin/out0.201.1755751-0.470.0011.801 077.80
2017.08.10 00:00:0052EURUSDbuyin/out0.201.1759352-0.47-0.16-3.601 073.57
2017.08.10 04:00:1753EURUSDsellin/out0.201.1757253-0.470.00-2.101 071.00
2017.08.10 16:00:0654EURUSDbuyin/out0.201.1741854-0.470.0015.401 085.93
2017.08.11 04:00:0855EURUSDsellin/out0.201.1772155-0.47-0.6030.301 115.16
2017.08.11 06:00:1756EURUSDbuyin/out0.201.1768856-0.470.003.301 117.99
2017.08.11 08:00:0857EURUSDsellin/out0.201.1775057-0.470.006.201 123.72
2017.08.11 11:00:0458EURUSDbuyin/out0.201.1753858-0.470.0021.201 144.45
2017.08.11 12:00:0659EURUSDsellin/out0.201.1755059-0.470.001.201 145.18
2017.08.11 15:00:0360EURUSDbuyin/out0.201.1758660-0.470.00-3.601 141.11
2017.08.14 00:00:1361EURUSDsellin/out0.201.1820761-0.47-0.6062.101 202.14
2017.08.14 02:00:0362EURUSDbuyin/out0.201.1822062-0.470.00-1.301 200.37
2017.08.14 04:00:0463EURUSDsellin/out0.201.1818863-0.470.00-3.201 196.70
2017.08.14 05:00:0764EURUSDbuyin/out0.201.1829664-0.470.00-10.801 185.43
2017.08.14 07:00:0465EURUSDsellin/out0.201.1826465-0.470.00-3.201 181.76
2017.08.14 08:00:0766EURUSDbuyin/out0.201.1817666-0.470.008.801 190.09
2017.08.14 09:00:0167EURUSDsellin/out0.201.1819467-0.470.001.801 191.42
2017.08.14 10:00:0568EURUSDbuyin/out0.201.1830468-0.470.00-11.001 179.95
2017.08.14 11:00:0069EURUSDsellin/out0.201.1807869-0.470.00-22.601 156.88
2017.08.14 18:00:0070EURUSDbuyin/out0.201.1782370-0.470.0025.501 181.91
2017.08.14 19:00:0071EURUSDsellin/out0.201.1785971-0.470.003.601 185.04
2017.08.14 22:00:0572EURUSDbuyin/out0.201.1782872-0.470.003.101 187.67
2017.08.14 23:00:0673EURUSDsellin/out0.201.1784073-0.470.001.201 188.40
2017.08.15 00:00:0374EURUSDbuyin/out0.201.1781174-0.47-0.052.901 190.78
2017.08.15 01:00:0375EURUSDsellin/out0.201.1775975-0.470.00-5.201 185.11
2017.08.15 04:00:0876EURUSDbuyin/out0.201.1781176-0.470.00-5.201 179.44
2017.08.15 06:00:0677EURUSDsellin/out0.201.1782677-0.470.001.501 180.47
2017.08.15 08:00:0378EURUSDbuyin/out0.201.1777378-0.470.005.301 185.30
2017.08.15 09:00:0779EURUSDsellin/out0.201.1760179-0.470.00-17.201 167.63
2017.08.15 20:00:0580EURUSDbuyin/out0.201.1737280-0.470.0022.901 190.06
2017.08.16 05:00:1781EURUSDsellin/out0.201.1739181-0.47-0.601.901 190.89
2017.08.16 06:00:0382EURUSDbuyin/out0.201.1736382-0.470.002.801 193.22
2017.08.16 09:00:0683EURUSDsellin/out0.201.1741483-0.470.005.101 197.85
2017.08.16 13:00:0284EURUSDbuyin/out0.201.1723684-0.470.0017.801 215.18
2017.08.16 14:00:0785EURUSDsellin/out0.201.1701385-0.470.00-22.301 192.41
2017.08.16 21:00:0786EURUSDbuyin/out0.201.1731786-0.470.00-30.401 161.54
2017.08.17 07:00:0487EURUSDsellin/out0.201.1777587-0.47-1.8045.801 205.07
2017.08.17 08:00:1888EURUSDbuyin/out0.201.1779288-0.470.00-1.701 202.90
2017.08.17 10:00:0189EURUSDsellin/out0.201.1763189-0.470.00-16.101 186.33
2017.08.17 18:00:0790EURUSDbuyin/out0.201.1745490-0.470.0017.701 203.56
2017.08.18 00:00:0791EURUSDsellin/out0.201.1722391-0.47-0.60-23.101 179.39
2017.08.18 05:00:1792EURUSDbuyin/out0.201.1731992-0.470.00-9.601 169.32
2017.08.18 06:00:0893EURUSDsellin/out0.201.1729293-0.470.00-2.701 166.15
2017.08.18 07:00:0494EURUSDbuyin/out0.201.1730694-0.470.00-1.401 164.28
2017.08.18 09:00:1695EURUSDsellin/out0.201.1730195-0.470.00-0.501 163.31
2017.08.18 10:00:0296EURUSDbuyin/out0.201.1737496-0.470.00-7.301 155.54
2017.08.18 14:00:0097EURUSDsellin/out0.201.1748497-0.470.0011.001 166.07
2017.08.18 16:00:0898EURUSDbuyin/out0.201.1749598-0.470.00-1.101 164.50
2017.08.21 04:00:0099EURUSDsellin/out0.201.1751499-0.47-0.601.901 165.33
2017.08.21 06:00:06100EURUSDbuyin/out0.201.17596100-0.470.00-8.201 156.66
2017.08.21 08:00:01101EURUSDsellin/out0.201.17510101-0.470.00-8.601 147.59
2017.08.21 14:00:02102EURUSDbuyin/out0.201.17581102-0.470.00-7.101 140.02
2017.08.22 03:00:07103EURUSDsellin/out0.201.18104103-0.47-0.6052.301 191.25
2017.08.22 19:00:05104EURUSDbuyin/out0.201.17614104-0.470.0049.001 239.78
2017.08.22 21:00:02105EURUSDsellin/out0.201.17529105-0.470.00-8.501 230.81
2017.08.23 00:00:08106EURUSDbuyin/out0.201.17622106-0.47-0.05-9.301 220.99
2017.08.23 01:00:06107EURUSDsellin/out0.201.17650107-0.470.002.801 223.32
2017.08.23 02:00:16108EURUSDbuyin/out0.201.17646108-0.470.000.401 223.25
2017.08.23 03:00:01109EURUSDsellin/out0.201.17613109-0.470.00-3.301 219.48
2017.08.23 05:00:02110EURUSDbuyin/out0.201.17582110-0.470.003.101 222.11
2017.08.23 07:00:06111EURUSDsellin/out0.201.17605111-0.470.002.301 223.94
2017.08.23 09:00:08112EURUSDbuyin/out0.201.17583112-0.470.002.201 225.67
2017.08.23 12:00:05113EURUSDsellin/out0.201.17893113-0.470.0031.001 256.20
2017.08.23 13:00:01114EURUSDbuyin/out0.201.17793114-0.470.0010.001 265.73
2017.08.23 14:00:07115EURUSDsellin/out0.201.17824115-0.470.003.101 268.36
2017.08.23 15:00:08116EURUSDbuyin/out0.201.17992116-0.470.00-16.801 251.09
2017.08.24 00:00:18117EURUSDsellin/out0.201.18068117-0.47-1.807.601 256.42
2017.08.24 03:00:04118EURUSDbuyin/out0.201.18155118-0.470.00-8.701 247.25
2017.08.24 04:00:04119EURUSDsellin/out0.201.18091119-0.470.00-6.401 240.38
2017.08.24 06:00:08120EURUSDbuyin/out0.201.18048120-0.470.004.301 244.21
2017.08.24 09:00:05121EURUSDsellin/out0.201.18059121-0.470.001.101 244.84
2017.08.24 15:00:08122EURUSDbuyin/out0.201.18060122-0.470.00-0.101 244.27
2017.08.24 23:00:12123EURUSDsellin/out0.201.18012123-0.470.00-4.801 239.00
2017.08.25 01:00:05124EURUSDbuyin/out0.201.18002124-0.47-0.051.001 239.48
2017.08.25 02:00:01125EURUSDsellin/out0.201.18034125-0.470.003.201 242.21
2017.08.25 05:00:00126EURUSDbuyin/out0.201.17900126-0.470.0013.401 255.14
2017.08.25 07:00:03127EURUSDsellin/out0.201.17969127-0.470.006.901 261.57
2017.08.25 08:00:03128EURUSDbuyin/out0.201.17981128-0.470.00-1.201 259.90
2017.08.25 11:00:05129EURUSDsellin/out0.201.17801129-0.470.00-18.001 241.43
2017.08.25 12:00:05130EURUSDbuyin/out0.201.17962130-0.470.00-16.101 224.86
2017.08.28 05:00:00131EURUSDsellin/out0.201.19264131-0.48-0.60130.201 353.98
2017.08.28 07:00:01132EURUSDbuyin/out0.201.19216132-0.480.004.801 358.30
2017.08.28 08:00:13133EURUSDsellin/out0.201.19202133-0.480.00-1.401 356.42
2017.08.28 09:00:05134EURUSDbuyin/out0.201.19333134-0.480.00-13.101 342.84
2017.08.28 11:00:08135EURUSDsellin/out0.201.19252135-0.480.00-8.101 334.26
2017.08.28 12:00:02136EURUSDbuyin/out0.201.19310136-0.480.00-5.801 327.98
2017.08.28 13:00:05137EURUSDsellin/out0.201.19332137-0.480.002.201 329.70
2017.08.28 14:00:00138EURUSDbuyin/out0.201.19368138-0.480.00-3.601 325.62
2017.08.28 15:00:08139EURUSDsellin/out0.201.19259139-0.480.00-10.901 314.24
2017.08.28 16:00:04140EURUSDbuyin/out0.201.19349140-0.480.00-9.001 304.76
2017.08.28 17:00:05141EURUSDsellin/out0.201.19352141-0.480.000.301 304.58
2017.08.28 18:00:02142EURUSDbuyin/out0.201.19549142-0.480.00-19.701 284.40
2017.08.29 03:00:05143EURUSDsellin/out0.201.19636143-0.48-0.608.701 292.02
2017.08.29 06:00:01144EURUSDbuyin/out0.201.19697144-0.480.00-6.101 285.44
2017.08.29 09:00:07145EURUSDsellin/out0.201.19816145-0.480.0011.901 296.86
2017.08.29 10:00:08146EURUSDbuyin/out0.201.20166146-0.480.00-35.001 261.38
2017.08.29 17:00:01147EURUSDsellin/out0.201.20251147-0.480.008.501 269.40
2017.08.30 06:00:05148EURUSDbuyin/out0.201.19767148-0.48-0.0548.401 317.27
2017.08.30 07:00:03149EURUSDsellin/out0.201.19821149-0.480.005.401 322.19
2017.08.30 09:00:02150EURUSDbuyin/out0.201.19650150-0.480.0017.101 338.81
2017.08.30 11:00:01151EURUSDsellin/out0.201.19562151-0.480.00-8.801 329.53
2017.08.30 23:58:59152EURUSDbuyout0.101.18842152-0.240.0072.001 401.29end of test
-70.75 -11.36 483.40 1 401.29