Today I’d like to share some tests I did with Double Eagle (DE) version 1.4 test - which took a $2000 account to $4620 in a 4-week time period.
As you might be knowing - the Double Eagle 1.1 is a breakout strategy based on daily breakouts. How about intra-Day breakouts? I have been testing with Double Eagle version 1.4 which trades breakouts in the lower timeframes available on the Metatrader platform.
Due to the different events across the globe like the credit crunch, bailouts and commodity price swings, the forex markets have been quite volatile. For example, the USD/JPY pair went from an average daily range of about 100 pips to more than 200 pips now. This is expected to continue as different economies are likely to go through faster deflation/inflation cycles.
As a result, the USD/JPY pair was a good case for DE 1.4 breakout performance in lower timeframes. I tested the breakout on the 15m timeframe over a 100 bar breakout for 4 weeks ending yesterday.
The results of the test were good.
A $2000 account ended up at $4620 in this 4-week time period, with a maximum drawdown of 22%.
For this test I used a 1 lot size, with 10:1 reward:risk , and a stop loss equity percent of 80% - which means that if the equity makes a new high, profits are taken when the equity retraces to 80% of this new high.
The equity curve, the results and the trades are shown below:
Strategy Tester Report
Double_Eagle_Breakout_1.4
|
Symbol |
USDJPYm (US Dollar vs Japanese Yen) |
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Period |
15 Minutes (M15) 2008.09.10 10:30 - 2008.10.07 23:45 (2008.09.07 - 2008.10.08) |
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Model |
Every tick (the most precise method based on all available least timeframes) |
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Parameters |
Copyright=”Double Eagle Breakout © 2008 WTA”; BreakoutThresholdWindow=100; BreakoutTimeframe=15; Lot_Size=1; Pips_Between_Orders=40; Pips_Profit=1100; Pips_Stop_Loss=200; Num_Orders_at_Start=2; Profit_Target_Multiple=1000; Equity_StopLoss_Percent=80; StopLoss_Multiple=100; Identifier=1; Stop_After_X_Runs=0; Stop_Run_After_X_Hours=”24:00″; Contact=”john@wtafx.com”; |
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Bars in test |
1946 |
Ticks modelled |
399210 |
Modelling quality |
85.38% |
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Mismatched charts errors |
0 |
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Initial deposit |
2000.00 |
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Total net profit |
2620.34 |
Gross profit |
5385.79 |
Gross loss |
-2765.45 |
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Profit factor |
1.95 |
Expected payoff |
24.04 |
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Absolute drawdown |
236.94 |
Maximal drawdown |
625.29 (22.33%) |
Relative drawdown |
22.33% (625.29) |
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Total trades |
109 |
Short positions (won %) |
51 (52.94%) |
Long positions (won %) |
58 (46.55%) |
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Profit trades (% of total) |
54 (49.54%) |
Loss trades (% of total) |
55 (50.46%) |
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Largest |
profit trade |
279.61 |
loss trade |
-190.84 |
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Average |
profit trade |
99.74 |
loss trade |
-50.28 |
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Maximum |
consecutive wins (profit in money) |
8 (1192.93) |
consecutive losses (loss in money) |
16 (-564.92) |
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Maximal |
consecutive profit (count of wins) |
1192.93 (8) |
consecutive loss (count of losses) |
-564.92 (16) |
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Average |
consecutive wins |
3 |
consecutive losses |
3 |
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# |
Time |
Type |
Order |
Size |
Price |
S / L |
T / P |
Profit |
Balance |
|
1 |
2008.09.10 12:07 |
buy stop |
1 |
1.00 |
106.80 |
104.80 |
117.80 |
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|
|
2 |
2008.09.10 12:07 |
buy stop |
2 |
1.00 |
107.20 |
105.20 |
118.20 |
|
|
|
3 |
2008.09.10 12:07 |
sell stop |
3 |
1.00 |
106.40 |
108.40 |
95.40 |
|
|
|
4 |
2008.09.10 12:07 |
sell stop |
4 |
1.00 |
106.00 |
108.00 |
95.00 |
|
|
|
5 |
2008.09.10 12:08 |
buy stop |
5 |
1.00 |
107.60 |
105.60 |
118.60 |
|
|
|
6 |
2008.09.10 12:10 |
buy |
1 |
1.00 |
106.80 |
104.80 |
117.80 |
|
|
|
7 |
2008.09.10 12:27 |
buy |
2 |
1.00 |
107.20 |
105.20 |
118.20 |
|
|
|
8 |
2008.09.10 13:10 |
buy |
5 |
1.00 |
107.60 |
105.60 |
118.60 |
|
|
|
9 |
2008.09.10 15:44 |
buy stop |
6 |
1.00 |
108.00 |
106.00 |
119.00 |
|
|
|
10 |
2008.09.10 15:44 |
buy stop |
7 |
1.00 |
108.40 |
106.40 |
119.40 |
|
|
|
11 |
2008.09.11 09:12 |
close |
1 |
1.00 |
106.83 |
104.80 |
117.80 |
3.65 |
2003.65 |
|
12 |
2008.09.11 09:12 |
close |
5 |
1.00 |
106.83 |
105.60 |
118.60 |
-71.24 |
1932.41 |
|
13 |
2008.09.11 09:12 |
close |
2 |
1.00 |
106.83 |
105.20 |
118.20 |
-33.79 |
1898.62 |
|
14 |
2008.09.11 11:47 |
buy stop |
8 |
1.00 |
106.80 |
104.80 |
117.80 |
|
|
|
15 |
2008.09.11 11:47 |
buy stop |
9 |
1.00 |
107.20 |
105.20 |
118.20 |
|
|
|
16 |
2008.09.11 12:29 |
sell stop |
10 |
1.00 |
105.60 |
107.60 |
94.60 |
|
|
|
17 |
2008.09.11 12:30 |
sell |
3 |
1.00 |
106.40 |
108.40 |
95.40 |
|
|
|
18 |
2008.09.11 12:30 |
delete |
7 |
1.00 |
108.40 |
106.40 |
119.40 |
|
|
|
19 |
2008.09.11 12:30 |
buy stop |
11 |
1.00 |
106.80 |
104.80 |
117.80 |
|
|
|
20 |
2008.09.11 12:41 |
buy stop |
12 |
1.00 |
107.60 |
105.60 |
118.60 |
|
|
|
21 |
2008.09.11 12:43 |
buy |
8 |
1.00 |
106.80 |
104.80 |
117.80 |
|
|
|
22 |
2008.09.11 12:43 |
buy |
11 |
1.00 |
106.80 |
104.80 |
117.80 |
|
|
|
23 |
2008.09.11 13:43 |
close |
3 |
1.00 |
106.20 |
108.40 |
95.40 |
18.83 |
1917.45 |
|
24 |
2008.09.11 13:43 |
close |
8 |
1.00 |
106.17 |
104.80 |
117.80 |
-59.34 |
1858.11 |
|
25 |
2008.09.11 13:43 |
close |
11 |
1.00 |
106.17 |
104.80 |
117.80 |
-59.34 |
1798.77 |
|
26 |
2008.09.11 13:43 |
buy stop |
13 |
1.00 |
106.40 |
104.40 |
117.40 |
|
|
|
27 |
2008.09.11 13:43 |
buy stop |
14 |
1.00 |
106.80 |
104.80 |
117.80 |
|
|
|
28 |
2008.09.11 14:09 |
buy |
13 |
1.00 |
106.40 |
104.40 |
117.40 |
|
|
|
29 |
2008.09.11 15:52 |
buy |
14 |
1.00 |
106.80 |
104.80 |
117.80 |
|
|
|
30 |
2008.09.11 19:58 |
buy |
9 |
1.00 |
107.20 |
105.20 |
118.20 |
|
|
|
31 |
2008.09.12 06:41 |
buy stop |
15 |
1.00 |
108.40 |
106.40 |
119.40 |
|
|
|
32 |
2008.09.12 06:43 |
buy |
12 |
1.00 |
107.60 |
105.60 |
118.60 |
|
|
|
33 |
2008.09.12 07:02 |
delete |
10 |
1.00 |
105.60 |
107.60 |
94.60 |
|
|
|
34 |
2008.09.12 07:02 |
sell stop |
16 |
1.00 |
107.60 |
109.60 |
96.60 |
|
|
|
35 |
2008.09.12 07:05 |
sell |
16 |
1.00 |
107.60 |
109.60 |
96.60 |
|
|
|
36 |
2008.09.12 13:43 |
close |
9 |
1.00 |
106.87 |
105.20 |
118.20 |
-30.60 |
1768.17 |
|
37 |
2008.09.12 13:43 |
close |
13 |
1.00 |
106.87 |
104.40 |
117.40 |
44.26 |
1812.43 |
|
38 |
2008.09.12 13:43 |
close |
16 |
1.00 |
106.90 |
109.60 |
96.60 |
65.48 |
1877.91 |
|
39 |
2008.09.12 13:43 |
close |
12 |
1.00 |
106.87 |
105.60 |
118.60 |
-68.31 |
1809.60 |
|
40 |
2008.09.12 13:43 |
close |
14 |
1.00 |
106.87 |
104.80 |
117.80 |
6.83 |
1816.43 |
|
41 |
2008.09.12 15:18 |
sell stop |
17 |
1.00 |
107.60 |
109.60 |
96.60 |
|
|
|
42 |
2008.09.12 15:18 |
sell stop |
18 |
1.00 |
107.20 |
109.20 |
96.20 |
|
|
|
43 |
2008.09.12 15:27 |
sell stop |
19 |
1.00 |
106.80 |
108.80 |
95.80 |
|
|
|
44 |
2008.09.12 15:27 |
sell |
17 |
1.00 |
107.60 |
109.60 |
96.60 |
|
|
|
45 |
2008.09.14 22:00 |
sell |
4 |
1.00 |
106.00 |
108.00 |
95.00 |
|
|
|
46 |
2008.09.14 22:00 |
sell |
18 |
1.00 |
107.20 |
109.20 |
96.20 |
|
|
|
47 |
2008.09.14 22:00 |
sell |
19 |
1.00 |
106.80 |
108.80 |
95.80 |
|
|
|
48 |
2008.09.14 22:00 |
close |
4 |
1.00 |
105.96 |
108.00 |
95.00 |
3.78 |
1820.21 |
|
49 |
2008.09.14 22:00 |
close |
17 |
1.00 |
105.96 |
109.60 |
96.60 |
154.78 |
1974.99 |
|
50 |
2008.09.14 22:00 |
close |
19 |
1.00 |
105.96 |
108.80 |
95.80 |
79.28 |
2054.27 |
|
51 |
2008.09.14 22:00 |
close |
18 |
1.00 |
105.96 |
109.20 |
96.20 |
117.03 |
2171.30 |
|
52 |
2008.09.14 22:00 |
delete |
15 |
1.00 |
108.40 |
106.40 |
119.40 |
|
|
|
53 |
2008.09.14 22:00 |
buy stop |
20 |
1.00 |
106.40 |
104.40 |
117.40 |
|
|
|
54 |
2008.09.14 22:00 |
buy stop |
21 |
1.00 |
106.80 |
104.80 |
117.80 |
|
|
|
55 |
2008.09.14 22:00 |
sell stop |
22 |
1.00 |
105.60 |
107.60 |
94.60 |
|
|
|
56 |
2008.09.14 22:00 |
sell stop |
23 |
1.00 |
105.20 |
107.20 |
94.20 |
|
|
|
57 |
2008.09.14 22:00 |
delete |
6 |
1.00 |
108.00 |
106.00 |
119.00 |
|
|
|
58 |
2008.09.14 22:00 |
buy stop |
24 |
1.00 |
106.00 |
104.00 |
117.00 |
|
|
|
59 |
2008.09.14 22:00 |
buy stop |
25 |
1.00 |
106.40 |
104.40 |
117.40 |
|
|
|
60 |
2008.09.14 22:01 |
buy |
24 |
1.00 |
106.00 |
104.00 |
117.00 |
|
|
|
61 |
2008.09.14 22:10 |
buy stop |
26 |
1.00 |
107.20 |
105.20 |
118.20 |
|
|
|
62 |
2008.09.14 22:10 |
buy |
20 |
1.00 |
106.40 |
104.40 |
117.40 |
|
|
|
63 |
2008.09.14 22:10 |
buy |
25 |
1.00 |
106.40 |
104.40 |
117.40 |
|
|
|
64 |
2008.09.14 23:19 |
buy |
21 |
1.00 |
106.80 |
104.80 |
117.80 |
|
|
|
65 |
2008.09.15 00:26 |
close |
20 |
1.00 |
106.13 |
104.40 |
117.40 |
-25.16 |
2146.14 |
|
66 |
2008.09.15 00:26 |
close |
24 |
1.00 |
106.13 |
104.00 |
117.00 |
12.53 |
2158.67 |
|
67 |
2008.09.15 00:26 |
close |
21 |
1.00 |
106.13 |
104.80 |
117.80 |
-62.85 |
2095.82 |
|
68 |
2008.09.15 00:26 |
close |
25 |
1.00 |
106.13 |
104.40 |
117.40 |
-25.16 |
2070.66 |
|
69 |
2008.09.15 02:49 |
buy stop |
27 |
1.00 |
106.00 |
104.00 |
117.00 |
|
|
|
70 |
2008.09.15 02:49 |
buy stop |
28 |
1.00 |
106.40 |
104.40 |
117.40 |
|
|
|
71 |
2008.09.15 02:55 |
sell stop |
29 |
1.00 |
104.80 |
106.80 |
93.80 |
|
|
|
72 |
2008.09.15 02:55 |
sell |
22 |
1.00 |
105.60 |
107.60 |
94.60 |
|
|
|
73 |
2008.09.15 04:43 |
buy |
27 |
1.00 |
106.00 |
104.00 |
117.00 |
|
|
|
74 |
2008.09.15 07:49 |
sell stop |
30 |
1.00 |
104.40 |
106.40 |
93.40 |
|
|
|
75 |
2008.09.15 07:49 |
sell |
23 |
1.00 |
105.20 |
107.20 |
94.20 |
|
|
|
76 |
2008.09.15 07:50 |
delete |
26 |
1.00 |
107.20 |
105.20 |
118.20 |
|
|
|
77 |
2008.09.15 08:13 |
sell stop |
31 |
1.00 |
104.00 |
106.00 |
93.00 |
|
|
|
78 |
2008.09.15 08:35 |
sell |
29 |
1.00 |
104.80 |
106.80 |
93.80 |
|
|
|
79 |
2008.09.15 10:00 |
close |
22 |
1.00 |
105.32 |
107.60 |
94.60 |
26.59 |
2097.25 |
|
80 |
2008.09.15 10:00 |
close |
27 |
1.00 |
105.29 |
104.00 |
117.00 |
-67.43 |
2029.82 |
|
81 |
2008.09.15 10:00 |
close |
29 |
1.00 |
105.32 |
106.80 |
93.80 |
-49.37 |
1980.45 |
|
82 |
2008.09.15 10:00 |
close |
23 |
1.00 |
105.32 |
107.20 |
94.20 |
-11.39 |
1969.06 |
|
83 |
2008.09.15 14:35 |
delete |
31 |
1.00 |
104.00 |
106.00 |
93.00 |
|
|
|
84 |
2008.09.15 21:58 |
buy stop |
32 |
1.00 |
104.80 |
102.80 |
115.80 |
|
|
|
85 |
2008.09.15 21:58 |
buy stop |
33 |
1.00 |
105.20 |
103.20 |
116.20 |
|
|
|
86 |
2008.09.15 21:58 |
sell stop |
34 |
1.00 |
104.00 |
106.00 |
93.00 |
|
|
|
87 |
2008.09.15 21:58 |
sell stop |
35 |
1.00 |
103.60 |
105.60 |
92.60 |
|
|
|
88 |
2008.09.15 21:58 |
sell |
30 |
1.00 |
104.40 |
106.40 |
93.40 |
|
|
|
89 |
2008.09.15 21:58 |
delete |
28 |
1.00 |
106.40 |
104.40 |
117.40 |
|
|
|
90 |
2008.09.15 21:58 |
buy stop |
36 |
1.00 |
104.40 |
102.40 |
115.40 |
|
|
|
91 |
2008.09.15 21:59 |
buy |
36 |
1.00 |
104.40 |
102.40 |
115.40 |
|
|
|
92 |
2008.09.16 06:52 |
sell stop |
37 |
1.00 |
103.20 |
105.20 |
92.20 |
|
|
|
93 |
2008.09.16 06:52 |
sell |
34 |
1.00 |
104.00 |
106.00 |
93.00 |
|
|
|
94 |
2008.09.16 07:28 |
sell stop |
38 |
1.00 |
102.80 |
104.80 |
91.80 |
|
|
|
95 |
2008.09.16 07:28 |
sell |
35 |
1.00 |
103.60 |
105.60 |
92.60 |
|
|
|
96 |
2008.09.16 09:25 |
close |
30 |
1.00 |
104.30 |
106.40 |
93.40 |
8.22 |
1977.28 |
|
97 |
2008.09.16 09:25 |
close |
34 |
1.00 |
104.30 |
106.00 |
93.00 |
-28.76 |
1948.52 |
|
98 |
2008.09.16 09:25 |
close |
36 |
1.00 |
104.27 |
102.40 |
115.40 |
-12.19 |
1936.33 |
|
99 |
2008.09.16 09:25 |
close |
35 |
1.00 |
104.30 |
105.60 |
92.60 |
-67.11 |
1869.22 |
|
100 |
2008.09.16 12:58 |
buy stop |
39 |
1.00 |
104.00 |
102.00 |
115.00 |
|
|
|
101 |
2008.09.16 12:58 |
buy stop |
40 |
1.00 |
104.40 |
102.40 |
115.40 |
|
|
|
102 |
2008.09.16 12:59 |
buy stop |
41 |
1.00 |
103.60 |
101.60 |
114.60 |
|
|
|
103 |
2008.09.16 12:59 |
buy |
41 |
1.00 |
103.60 |
101.60 |
114.60 |
|
|
|
104 |
2008.09.16 13:43 |
buy |
39 |
1.00 |
104.00 |
102.00 |
115.00 |
|
|
|
105 |
2008.09.16 14:33 |
buy |
40 |
1.00 |
104.40 |
102.40 |
115.40 |
|
|
|
106 |
2008.09.16 14:56 |
buy |
32 |
1.00 |
104.80 |
102.80 |
115.80 |
|
|
|
107 |
2008.09.16 14:56 |
delete |
38 |
1.00 |
102.80 |
104.80 |
91.80 |
|
|
|
108 |
2008.09.16 16:01 |
buy |
33 |
1.00 |
105.20 |
103.20 |
116.20 |
|
|
|
109 |
2008.09.16 16:02 |
delete |
37 |
1.00 |
103.20 |
105.20 |
92.20 |
|
|
|
110 |
2008.09.16 19:51 |
buy stop |
42 |
1.00 |
106.40 |
104.40 |
117.40 |
|
|
|
111 |
2008.09.16 19:51 |
buy stop |
43 |
1.00 |
106.80 |
104.80 |
117.80 |
|
|
|
112 |
2008.09.16 19:51 |
sell stop |
44 |
1.00 |
106.00 |
108.00 |
95.00 |
|
|
|
113 |
2008.09.16 19:51 |
sell stop |
45 |
1.00 |
105.60 |
107.60 |
94.60 |
|
|
|
114 |
2008.09.16 19:51 |
sell |
44 |
1.00 |
106.00 |
108.00 |
95.00 |
|
|
|
115 |
2008.09.16 20:11 |
buy |
42 |
1.00 |
106.40 |
104.40 |
117.40 |
|
|
|
116 |
2008.09.16 20:11 |
buy stop |
46 |
1.00 |
107.20 |
105.20 |
118.20 |
|
|
|
117 |
2008.09.16 20:51 |
sell |
45 |
1.00 |
105.60 |
107.60 |
94.60 |
|
|
|
118 |
2008.09.17 07:55 |
close |
32 |
1.00 |
105.19 |
102.80 |
115.80 |
37.36 |
1906.58 |
|
119 |
2008.09.17 07:55 |
close |
39 |
1.00 |
105.19 |
102.00 |
115.00 |
113.41 |
2019.99 |
|
120 |
2008.09.17 07:55 |
close |
41 |
1.00 |
105.19 |
101.60 |
114.60 |
151.44 |
2171.43 |
|
121 |
2008.09.17 07:55 |
close |
44 |
1.00 |
105.22 |
108.00 |
95.00 |
72.76 |
2244.19 |
|
122 |
2008.09.17 07:55 |
close |
33 |
1.00 |
105.19 |
103.20 |
116.20 |
-0.67 |
2243.52 |
|
123 |
2008.09.17 07:55 |
close |
42 |
1.00 |
105.19 |
104.40 |
117.40 |
-114.75 |
2128.77 |
|
124 |
2008.09.17 07:55 |
close |
45 |
1.00 |
105.22 |
107.60 |
94.60 |
34.74 |
2163.51 |
|
125 |
2008.09.17 07:55 |
close |
40 |
1.00 |
105.19 |
102.40 |
115.40 |
75.38 |
2238.89 |
|
126 |
2008.09.17 13:13 |
delete |
46 |
1.00 |
107.20 |
105.20 |
118.20 |
|
|
|
127 |
2008.09.17 14:36 |
delete |
43 |
1.00 |
106.80 |
104.80 |
117.80 |
|
|
|
128 |
2008.09.17 21:10 |
buy stop |
47 |
1.00 |
104.80 |
102.80 |
115.80 |
|
|
|
129 |
2008.09.17 21:10 |
buy stop |
48 |
1.00 |
105.20 |
103.20 |
116.20 |
|
|
|
130 |
2008.09.17 21:10 |
sell stop |
49 |
1.00 |
104.00 |
106.00 |
93.00 |
|
|
|
131 |
2008.09.17 21:10 |
sell stop |
50 |
1.00 |
103.60 |
105.60 |
92.60 |
|
|
|
132 |
2008.09.17 21:10 |
buy stop |
51 |
1.00 |
104.40 |
102.40 |
115.40 |
|
|
|
133 |
2008.09.17 21:14 |
buy |
51 |
1.00 |
104.40 |
102.40 |
115.40 |
|
|
|
134 |
2008.09.18 00:35 |
buy |
47 |
1.00 |
104.80 |
102.80 |
115.80 |
|
|
|
135 |
2008.09.18 07:01 |
buy |
48 |
1.00 |
105.20 |
103.20 |
116.20 |
|
|
|
136 |
2008.09.18 07:56 |
close |
47 |
1.00 |
105.36 |
102.80 |
115.80 |
53.15 |
2292.04 |
|
137 |
2008.09.18 07:56 |
close |
51 |
1.00 |
105.36 |
102.40 |
115.40 |
91.96 |
2384.00 |
|
138 |
2008.09.18 07:56 |
close |
48 |
1.00 |
105.36 |
103.20 |
116.20 |
15.19 |
2399.19 |
|
139 |
2008.09.18 16:58 |
buy stop |
52 |
1.00 |
104.40 |
102.40 |
115.40 |
|
|
|
140 |
2008.09.18 16:58 |
buy stop |
53 |
1.00 |
104.80 |
102.80 |
115.80 |
|
|
|
141 |
2008.09.18 16:58 |
sell |
49 |
1.00 |
104.00 |
106.00 |
93.00 |
|
|
|
142 |
2008.09.18 16:58 |
sell stop |
54 |
1.00 |
103.20 |
105.20 |
92.20 |
|
|
|
143 |
2008.09.18 17:05 |
buy stop |
55 |
1.00 |
105.20 |
103.20 |
116.20 |
|
|
|
144 |
2008.09.18 17:06 |
buy |
52 |
1.00 |
104.40 |
102.40 |
115.40 |
|
|
|
145 |
2008.09.18 18:48 |
buy |
53 |
1.00 |
104.80 |
102.80 |
115.80 |
|
|
|
146 |
2008.09.18 19:02 |
buy |
55 |
1.00 |
105.20 |
103.20 |
116.20 |
|
|
|
147 |
2008.09.18 19:04 |
delete |
54 |
1.00 |
103.20 |
105.20 |
92.20 |
|
|
|
148 |
2008.09.18 19:26 |
buy stop |
56 |
1.00 |
106.00 |
104.00 |
117.00 |
|
|
|
149 |
2008.09.18 19:26 |
buy stop |
57 |
1.00 |
106.40 |
104.40 |
117.40 |
|
|
|
150 |
2008.09.18 19:27 |
buy stop |
58 |
1.00 |
105.60 |
103.60 |
116.60 |
|
|
|
151 |
2008.09.18 19:35 |
buy |
58 |
1.00 |
105.60 |
103.60 |
116.60 |
|
|
|
152 |
2008.09.18 19:36 |
delete |
50 |
1.00 |
103.60 |
105.60 |
92.60 |
|
|
|
153 |
2008.09.18 23:57 |
buy stop |
59 |
1.00 |
106.80 |
104.80 |
117.80 |
|
|
|
154 |
2008.09.19 00:17 |
s/l |
49 |
1.00 |
106.00 |
106.00 |
93.00 |
-190.05 |
2209.14 |
|
155 |
2008.09.19 00:17 |
buy |
56 |
1.00 |
106.00 |
104.00 |
117.00 |
|
|
|
156 |
2008.09.19 01:16 |
buy stop |
60 |
1.00 |
107.20 |
105.20 |
118.20 |
|
|
|
157 |
2008.09.19 01:18 |
buy |
57 |
1.00 |
106.40 |
104.40 |
117.40 |
|
|
|
158 |
2008.09.19 02:08 |
buy stop |
61 |
1.00 |
107.60 |
105.60 |
118.60 |
|
|
|
159 |
2008.09.19 02:09 |
buy |
59 |
1.00 |
106.80 |
104.80 |
117.80 |
|
|
|
160 |
2008.09.19 07:14 |
buy stop |
62 |
1.00 |
108.00 |
106.00 |
119.00 |
|
|
|
161 |
2008.09.19 07:15 |
buy |
60 |
1.00 |
107.20 |
105.20 |
118.20 |
|
|
|
162 |
2008.09.19 07:25 |
close |
52 |
1.00 |
107.40 |
102.40 |
115.40 |
279.61 |
2488.75 |
|
163 |
2008.09.19 07:25 |
close |
55 |
1.00 |
107.40 |
103.20 |
116.20 |
205.12 |
2693.87 |
|
164 |
2008.09.19 07:25 |
close |
57 |
1.00 |
107.40 |
104.40 |
117.40 |
93.11 |
2786.98 |
|
165 |
2008.09.19 07:25 |
close |
59 |
1.00 |
107.40 |
104.80 |
117.80 |
55.87 |
2842.85 |
|
166 |
2008.09.19 07:25 |
close |
53 |
1.00 |
107.40 |
102.80 |
115.80 |
242.37 |
3085.22 |
|
167 |
2008.09.19 07:25 |
close |
58 |
1.00 |
107.40 |
103.60 |
116.60 |
167.88 |
3253.10 |
|
168 |
2008.09.19 07:25 |
close |
56 |
1.00 |
107.40 |
104.00 |
117.00 |
130.35 |
3383.45 |
|
169 |
2008.09.19 07:25 |
close |
60 |
1.00 |
107.40 |
105.20 |
118.20 |
18.62 |
3402.07 |
|
170 |
2008.09.19 07:26 |
sell stop |
63 |
1.00 |
107.20 |
109.20 |
96.20 |
|
|
|
171 |
2008.09.19 07:26 |
sell stop |
64 |
1.00 |
106.80 |
108.80 |
95.80 |
|
|
|
172 |
2008.09.19 07:48 |
sell |
63 |
1.00 |
107.20 |
109.20 |
96.20 |
|
|
|
173 |
2008.09.19 08:18 |
buy stop |
65 |
1.00 |
108.40 |
106.40 |
119.40 |
|
|
|
174 |
2008.09.19 08:18 |
buy |
61 |
1.00 |
107.60 |
105.60 |
118.60 |
|
|
|
175 |
2008.09.19 12:43 |
buy stop |
66 |
1.00 |
108.80 |
106.80 |
119.80 |
|
|
|
176 |
2008.09.19 12:43 |
buy |
62 |
1.00 |
108.00 |
106.00 |
119.00 |
|
|
|
177 |
2008.09.19 14:13 |
close |
61 |
1.00 |
107.35 |
105.60 |
118.60 |
-23.29 |
3378.78 |
|
178 |
2008.09.19 14:13 |
close |
63 |
1.00 |
107.38 |
109.20 |
96.20 |
-16.76 |
3362.02 |
|
179 |
2008.09.19 14:13 |
close |
62 |
1.00 |
107.35 |
106.00 |
119.00 |
-60.55 |
3301.47 |
|
180 |
2008.09.19 14:52 |
sell |
64 |
1.00 |
106.80 |
108.80 |
95.80 |
|
|
|
181 |
2008.09.19 14:52 |
delete |
66 |
1.00 |
108.80 |
106.80 |
119.80 |
|
|
|
182 |
2008.09.21 22:00 |
close |
64 |
1.00 |
106.87 |
108.80 |
95.80 |
-6.55 |
3294.92 |
|
183 |
2008.09.22 01:17 |
delete |
65 |
1.00 |
108.40 |
106.40 |
119.40 |
|
|
|
184 |
2008.09.22 07:26 |
buy stop |
67 |
1.00 |
106.40 |
104.40 |
117.40 |
|
|
|
185 |
2008.09.22 07:26 |
buy stop |
68 |
1.00 |
106.80 |
104.80 |
117.80 |
|
|
|
186 |
2008.09.22 07:26 |
sell stop |
69 |
1.00 |
106.00 |
108.00 |
95.00 |
|
|
|
187 |
2008.09.22 07:26 |
sell stop |
70 |
1.00 |
105.60 |
107.60 |
94.60 |
|
|
|
188 |
2008.09.22 07:47 |
buy |
67 |
1.00 |
106.40 |
104.40 |
117.40 |
|
|
|
189 |
2008.09.22 08:14 |
sell |
69 |
1.00 |
106.00 |
108.00 |
95.00 |
|
|
|
190 |
2008.09.22 08:14 |
sell stop |
71 |
1.00 |
105.20 |
107.20 |
94.20 |
|
|
|
191 |
2008.09.22 12:31 |
buy |
68 |
1.00 |
106.80 |
104.80 |
117.80 |
|
|
|
192 |
2008.09.22 15:42 |
close |
67 |
1.00 |
106.17 |
104.40 |
|||