Strategy Tester Report
TrendSurferA
OANDA-Japan Practice (Build 1065)
| 通貨ペア | USDJPY (USD/JPY) | ||||
| 期間 | 1時間足(H1) 2017.01.03 01:00 - 2017.03.31 23:59 (2017.01.01 - 2017.04.01) | ||||
| モデル | 始値のみ (バーの始めにしか動かないEA向け) | ||||
| パラメーター | InpMagicNo=6909; InpLots=1; InpMaxSpred=50; InpSlippage=50; InpPeriod=10; InpBBDeviation=1; InpEntryControl=false; InpTradeStTime="00:00"; InpTradeEndTime="23:59"; InpWeekendClose=false; InpWECloseTime="23:59"; InpCmt="Trend Surfer Mk-II"; InpBuyArrowColor=Blue; InpSellArrowColor=Red; InpCloseArrowColor=Violet; | ||||
| テストバー数 | 2532 | モデルティック数 | 4063 | モデリング品質 | n/a |
| 不整合チャートエラー | 0 | ||||
| 初期証拠金 | 1000000.00 | スプレッド | 4 | ||
| 純益 | 418300.00 | 総利益 | 1781000.00 | 総損失 | -1362700.00 |
| プロフィットファクタ | 1.31 | 期待利得 | 3606.03 | ||
| 絶対ドローダウン | 37700.00 | 最大ドローダウン | 291400.00 (19.05%) | 相対ドローダウン | 19.05% (291400.00) |
| 総取引数 | 116 | 売りポジション(勝率%） | 54 (38.89%) | 買いポジション(勝率%） | 62 (19.35%) |
| 勝率(%) | 33 (28.45%) | 負率 (%) | 83 (71.55%) | ||
| 最大 | 勝トレード | 152500.00 | 敗トレード | -54100.00 | |
| 平均 | 勝トレード | 53969.70 | 敗トレード | -16418.07 | |
| 最大 | 連勝(金額) | 4 (227900.00) | 連敗(金額) | 8 (-116000.00) | |
| 最大 | 連勝(トレード数) | 243200.00 (3) | 連敗(トレード数) | -128500.00 (5) | |
| 平均 | 連勝 | 1 | 連敗 | 3 | |
| # | 時間 | 取引種別 | 注文番号 | 数量 | 価格 | 決済逆指値(S/L) | 決済指値(T/P) | 損益 | 残高 |
| 1 | 2017.01.03 01:00 | buy | 1 | 1.00 | 117.263 | 116.418 | 0.000 | ||
| 2 | 2017.01.03 20:00 | close | 1 | 1.00 | 117.437 | 116.418 | 0.000 | 17400.00 | 1017400.00 |
| 3 | 2017.01.04 04:00 | buy | 2 | 1.00 | 118.140 | 117.218 | 0.000 | ||
| 4 | 2017.01.04 05:00 | close | 2 | 1.00 | 117.942 | 117.218 | 0.000 | -19800.00 | 997600.00 |
| 5 | 2017.01.04 13:00 | sell | 3 | 1.00 | 117.598 | 118.184 | 0.000 | ||
| 6 | 2017.01.04 16:00 | close | 3 | 1.00 | 117.519 | 118.184 | 0.000 | 7900.00 | 1005500.00 |
| 7 | 2017.01.04 17:00 | sell | 4 | 1.00 | 117.173 | 118.181 | 0.000 | ||
| 8 | 2017.01.06 04:00 | close | 4 | 1.00 | 115.919 | 118.181 | 0.000 | 125400.00 | 1130900.00 |
| 9 | 2017.01.06 16:00 | buy | 5 | 1.00 | 116.581 | 115.663 | 0.000 | ||
| 10 | 2017.01.09 12:00 | close | 5 | 1.00 | 117.063 | 115.663 | 0.000 | 48200.00 | 1179100.00 |
| 11 | 2017.01.09 18:00 | sell | 6 | 1.00 | 116.464 | 117.508 | 0.000 | ||
| 12 | 2017.01.10 12:00 | close | 6 | 1.00 | 116.000 | 117.508 | 0.000 | 46400.00 | 1225500.00 |
| 13 | 2017.01.10 13:00 | sell | 7 | 1.00 | 115.812 | 116.210 | 0.000 | ||
| 14 | 2017.01.10 14:00 | close | 7 | 1.00 | 115.942 | 116.210 | 0.000 | -13000.00 | 1212500.00 |
| 15 | 2017.01.10 17:00 | sell | 8 | 1.00 | 115.625 | 116.341 | 0.000 | ||
| 16 | 2017.01.10 19:00 | close | 8 | 1.00 | 115.760 | 116.341 | 0.000 | -13500.00 | 1199000.00 |
| 17 | 2017.01.10 23:00 | sell | 9 | 1.00 | 115.634 | 116.341 | 0.000 | ||
| 18 | 2017.01.11 00:00 | close | 9 | 1.00 | 115.753 | 116.341 | 0.000 | -11900.00 | 1187100.00 |
| 19 | 2017.01.11 05:00 | buy | 10 | 1.00 | 116.149 | 115.615 | 0.000 | ||
| 20 | 2017.01.11 06:00 | close | 10 | 1.00 | 116.010 | 115.615 | 0.000 | -13900.00 | 1173200.00 |
| 21 | 2017.01.11 07:00 | buy | 11 | 1.00 | 116.078 | 115.615 | 0.000 | ||
| 22 | 2017.01.11 08:00 | close | 11 | 1.00 | 115.959 | 115.615 | 0.000 | -11900.00 | 1161300.00 |
| 23 | 2017.01.11 10:00 | buy | 12 | 1.00 | 116.060 | 115.668 | 0.000 | ||
| 24 | 2017.01.11 11:00 | close | 12 | 1.00 | 115.962 | 115.668 | 0.000 | -9800.00 | 1151500.00 |
| 25 | 2017.01.11 12:00 | buy | 13 | 1.00 | 116.166 | 115.668 | 0.000 | ||
| 26 | 2017.01.11 20:00 | s/l | 13 | 1.00 | 115.668 | 115.668 | 0.000 | -49800.00 | 1101700.00 |
| 27 | 2017.01.11 20:00 | sell | 14 | 1.00 | 115.376 | 116.869 | 0.000 | ||
| 28 | 2017.01.12 22:00 | close | 14 | 1.00 | 114.664 | 116.869 | 0.000 | 71200.00 | 1172900.00 |
| 29 | 2017.01.13 05:00 | buy | 15 | 1.00 | 115.121 | 113.862 | 0.000 | ||
| 30 | 2017.01.13 12:00 | close | 15 | 1.00 | 114.634 | 113.862 | 0.000 | -48700.00 | 1124200.00 |
| 31 | 2017.01.13 13:00 | buy | 16 | 1.00 | 114.727 | 114.518 | 0.000 | ||
| 32 | 2017.01.13 14:00 | close | 16 | 1.00 | 114.661 | 114.518 | 0.000 | -6600.00 | 1117600.00 |
| 33 | 2017.01.13 17:00 | buy | 17 | 1.00 | 115.310 | 114.130 | 0.000 | ||
| 34 | 2017.01.13 20:00 | close | 17 | 1.00 | 114.769 | 114.130 | 0.000 | -54100.00 | 1063500.00 |
| 35 | 2017.01.16 00:00 | sell | 18 | 1.00 | 114.305 | 115.442 | 0.000 | ||
| 36 | 2017.01.16 19:00 | close | 18 | 1.00 | 114.101 | 115.442 | 0.000 | 20400.00 | 1083900.00 |
| 37 | 2017.01.17 07:00 | sell | 19 | 1.00 | 113.884 | 114.281 | 0.000 | ||
| 38 | 2017.01.18 05:00 | close | 19 | 1.00 | 113.055 | 114.281 | 0.000 | 82900.00 | 1166800.00 |
| 39 | 2017.01.18 13:00 | buy | 20 | 1.00 | 113.393 | 112.639 | 0.000 | ||
| 40 | 2017.01.19 22:00 | close | 20 | 1.00 | 114.792 | 112.639 | 0.000 | 139900.00 | 1306700.00 |
| 41 | 2017.01.20 01:00 | buy | 21 | 1.00 | 115.058 | 114.510 | 0.000 | ||
| 42 | 2017.01.20 02:00 | close | 21 | 1.00 | 114.932 | 114.510 | 0.000 | -12600.00 | 1294100.00 |
| 43 | 2017.01.20 03:00 | buy | 22 | 1.00 | 115.099 | 114.670 | 0.000 | ||
| 44 | 2017.01.20 04:00 | s/l | 22 | 1.00 | 114.670 | 114.670 | 0.000 | -42900.00 | 1251200.00 |
| 45 | 2017.01.20 22:00 | sell | 23 | 1.00 | 114.299 | 115.383 | 0.000 | ||
| 46 | 2017.01.24 09:00 | close | 23 | 1.00 | 113.156 | 115.383 | 0.000 | 114300.00 | 1365500.00 |
| 47 | 2017.01.24 19:00 | buy | 24 | 1.00 | 113.625 | 112.899 | 0.000 | ||
| 48 | 2017.01.25 05:00 | close | 24 | 1.00 | 113.495 | 112.899 | 0.000 | -13000.00 | 1352500.00 |
| 49 | 2017.01.25 06:00 | buy | 25 | 1.00 | 113.540 | 113.376 | 0.000 | ||
| 50 | 2017.01.25 10:00 | close | 25 | 1.00 | 113.542 | 113.376 | 0.000 | 200.00 | 1352700.00 |
| 51 | 2017.01.25 17:00 | buy | 26 | 1.00 | 113.807 | 113.036 | 0.000 | ||
| 52 | 2017.01.25 18:00 | close | 26 | 1.00 | 113.656 | 113.036 | 0.000 | -15100.00 | 1337600.00 |
| 53 | 2017.01.25 23:00 | sell | 27 | 1.00 | 113.203 | 113.934 | 0.000 | ||
| 54 | 2017.01.26 09:00 | close | 27 | 1.00 | 113.598 | 113.934 | 0.000 | -39500.00 | 1298100.00 |
| 55 | 2017.01.26 10:00 | buy | 28 | 1.00 | 113.766 | 113.049 | 0.000 | ||
| 56 | 2017.01.26 11:00 | close | 28 | 1.00 | 113.672 | 113.049 | 0.000 | -9400.00 | 1288700.00 |
| 57 | 2017.01.26 12:00 | buy | 29 | 1.00 | 114.156 | 113.049 | 0.000 | ||
| 58 | 2017.01.27 22:00 | close | 29 | 1.00 | 115.047 | 113.049 | 0.000 | 89100.00 | 1377800.00 |
| 59 | 2017.01.27 23:00 | buy | 30 | 1.00 | 115.138 | 114.738 | 0.000 | ||
| 60 | 2017.01.30 00:00 | s/l | 30 | 1.00 | 114.738 | 114.738 | 0.000 | -40000.00 | 1337800.00 |
| 61 | 2017.01.30 03:00 | sell | 31 | 1.00 | 114.672 | 115.275 | 0.000 | ||
| 62 | 2017.01.31 11:00 | close | 31 | 1.00 | 113.929 | 115.275 | 0.000 | 74300.00 | 1412100.00 |
| 63 | 2017.01.31 14:00 | sell | 32 | 1.00 | 113.521 | 113.959 | 0.000 | ||
| 64 | 2017.02.01 04:00 | close | 32 | 1.00 | 113.072 | 113.959 | 0.000 | 44900.00 | 1457000.00 |
| 65 | 2017.02.01 16:00 | buy | 33 | 1.00 | 113.600 | 113.086 | 0.000 | ||
| 66 | 2017.02.01 22:00 | s/l | 33 | 1.00 | 113.086 | 113.086 | 0.000 | -51400.00 | 1405600.00 |
| 67 | 2017.02.02 06:00 | sell | 34 | 1.00 | 112.720 | 113.619 | 0.000 | ||
| 68 | 2017.02.02 20:00 | close | 34 | 1.00 | 112.746 | 113.619 | 0.000 | -2600.00 | 1403000.00 |
| 69 | 2017.02.03 06:00 | buy | 35 | 1.00 | 113.094 | 112.504 | 0.000 | ||
| 70 | 2017.02.03 16:00 | close | 35 | 1.00 | 112.806 | 112.504 | 0.000 | -28800.00 | 1374200.00 |
| 71 | 2017.02.03 18:00 | sell | 36 | 1.00 | 112.389 | 113.446 | 0.000 | ||
| 72 | 2017.02.03 20:00 | close | 36 | 1.00 | 112.549 | 113.446 | 0.000 | -16000.00 | 1358200.00 |
| 73 | 2017.02.06 00:00 | sell | 37 | 1.00 | 112.444 | 113.446 | 0.000 | ||
| 74 | 2017.02.06 10:00 | close | 37 | 1.00 | 112.741 | 113.446 | 0.000 | -29700.00 | 1328500.00 |
| 75 | 2017.02.06 11:00 | sell | 38 | 1.00 | 112.556 | 112.776 | 0.000 | ||
| 76 | 2017.02.06 12:00 | close | 38 | 1.00 | 112.552 | 112.776 | 0.000 | 400.00 | 1328900.00 |
| 77 | 2017.02.06 15:00 | sell | 39 | 1.00 | 112.240 | 112.776 | 0.000 | ||
| 78 | 2017.02.07 10:00 | close | 39 | 1.00 | 112.111 | 112.776 | 0.000 | 12900.00 | 1341800.00 |
| 79 | 2017.02.07 16:00 | buy | 40 | 1.00 | 112.351 | 111.744 | 0.000 | ||
| 80 | 2017.02.07 19:00 | close | 40 | 1.00 | 112.140 | 111.744 | 0.000 | -21100.00 | 1320700.00 |
| 81 | 2017.02.07 23:00 | buy | 41 | 1.00 | 112.360 | 111.806 | 0.000 | ||
| 82 | 2017.02.08 04:00 | close | 41 | 1.00 | 112.192 | 111.806 | 0.000 | -16800.00 | 1303900.00 |
| 83 | 2017.02.08 09:00 | buy | 42 | 1.00 | 112.440 | 112.031 | 0.000 | ||
| 84 | 2017.02.08 10:00 | close | 42 | 1.00 | 112.360 | 112.031 | 0.000 | -8000.00 | 1295900.00 |
| 85 | 2017.02.08 15:00 | sell | 43 | 1.00 | 112.011 | 112.485 | 0.000 | ||
| 86 | 2017.02.08 16:00 | close | 43 | 1.00 | 112.001 | 112.485 | 0.000 | 1000.00 | 1296900.00 |
| 87 | 2017.02.08 17:00 | sell | 44 | 1.00 | 111.777 | 112.485 | 0.000 | ||
| 88 | 2017.02.08 21:00 | close | 44 | 1.00 | 112.156 | 112.485 | 0.000 | -37900.00 | 1259000.00 |
| 89 | 2017.02.08 22:00 | sell | 45 | 1.00 | 112.080 | 112.381 | 0.000 | ||
| 90 | 2017.02.09 04:00 | close | 45 | 1.00 | 112.223 | 112.381 | 0.000 | -14300.00 | 1244700.00 |
| 91 | 2017.02.09 10:00 | buy | 46 | 1.00 | 112.357 | 111.725 | 0.000 | ||
| 92 | 2017.02.09 11:00 | close | 46 | 1.00 | 112.291 | 111.725 | 0.000 | -6600.00 | 1238100.00 |
| 93 | 2017.02.09 13:00 | buy | 47 | 1.00 | 112.280 | 112.001 | 0.000 | ||
| 94 | 2017.02.10 14:00 | close | 47 | 1.00 | 113.474 | 112.001 | 0.000 | 119400.00 | 1357500.00 |
| 95 | 2017.02.10 15:00 | buy | 48 | 1.00 | 113.561 | 113.360 | 0.000 | ||
| 96 | 2017.02.10 17:00 | close | 48 | 1.00 | 113.499 | 113.360 | 0.000 | -6200.00 | 1351300.00 |
| 97 | 2017.02.13 00:00 | sell | 49 | 1.00 | 113.504 | 113.734 | 0.000 | ||
| 98 | 2017.02.13 01:00 | close | 49 | 1.00 | 113.651 | 113.734 | 0.000 | -14700.00 | 1336600.00 |
| 99 | 2017.02.13 02:00 | buy | 50 | 1.00 | 113.932 | 112.851 | 0.000 | ||
| 100 | 2017.02.13 09:00 | close | 50 | 1.00 | 113.602 | 112.851 | 0.000 | -33000.00 | 1303600.00 |
| 101 | 2017.02.13 12:00 | buy | 51 | 1.00 | 113.822 | 113.432 | 0.000 | ||
| 102 | 2017.02.13 13:00 | close | 51 | 1.00 | 113.723 | 113.432 | 0.000 | -9900.00 | 1293700.00 |
| 103 | 2017.02.13 16:00 | buy | 52 | 1.00 | 113.870 | 113.432 | 0.000 | ||
| 104 | 2017.02.13 19:00 | close | 52 | 1.00 | 113.793 | 113.432 | 0.000 | -7700.00 | 1286000.00 |
| 105 | 2017.02.14 07:00 | sell | 53 | 1.00 | 113.427 | 113.812 | 0.000 | ||
| 106 | 2017.02.14 17:00 | close | 53 | 1.00 | 113.661 | 113.812 | 0.000 | -23400.00 | 1262600.00 |
| 107 | 2017.02.14 18:00 | buy | 54 | 1.00 | 114.399 | 113.246 | 0.000 | ||
| 108 | 2017.02.15 19:00 | close | 54 | 1.00 | 114.195 | 113.246 | 0.000 | -20400.00 | 1242200.00 |
| 109 | 2017.02.15 22:00 | sell | 55 | 1.00 | 114.269 | 114.951 | 0.000 | ||
| 110 | 2017.02.16 01:00 | close | 55 | 1.00 | 114.276 | 114.951 | 0.000 | -700.00 | 1241500.00 |
| 111 | 2017.02.16 02:00 | sell | 56 | 1.00 | 114.126 | 114.920 | 0.000 | ||
| 112 | 2017.02.17 08:00 | close | 56 | 1.00 | 113.381 | 114.920 | 0.000 | 74500.00 | 1316000.00 |
| 113 | 2017.02.17 11:00 | sell | 57 | 1.00 | 113.174 | 113.501 | 0.000 | ||
| 114 | 2017.02.20 04:00 | close | 57 | 1.00 | 112.981 | 113.501 | 0.000 | 19300.00 | 1335300.00 |
| 115 | 2017.02.20 13:00 | buy | 58 | 1.00 | 113.177 | 112.844 | 0.000 | ||
| 116 | 2017.02.20 23:00 | close | 58 | 1.00 | 113.108 | 112.844 | 0.000 | -6900.00 | 1328400.00 |
| 117 | 2017.02.21 01:00 | buy | 59 | 1.00 | 113.146 | 113.049 | 0.000 | ||
| 118 | 2017.02.21 19:00 | close | 59 | 1.00 | 113.474 | 113.049 | 0.000 | 32800.00 | 1361200.00 |
| 119 | 2017.02.21 21:00 | buy | 60 | 1.00 | 113.584 | 113.404 | 0.000 | ||
| 120 | 2017.02.21 22:00 | close | 60 | 1.00 | 113.576 | 113.404 | 0.000 | -800.00 | 1360400.00 |
| 121 | 2017.02.22 00:00 | buy | 61 | 1.00 | 113.649 | 113.404 | 0.000 | ||
| 122 | 2017.02.22 02:00 | close | 61 | 1.00 | 113.670 | 113.404 | 0.000 | 2100.00 | 1362500.00 |
| 123 | 2017.02.22 05:00 | sell | 62 | 1.00 | 113.351 | 113.731 | 0.000 | ||
| 124 | 2017.02.22 19:00 | close | 62 | 1.00 | 113.474 | 113.731 | 0.000 | -12300.00 | 1350200.00 |
| 125 | 2017.02.22 22:00 | sell | 63 | 1.00 | 113.103 | 113.651 | 0.000 | ||
| 126 | 2017.02.23 00:00 | close | 63 | 1.00 | 113.315 | 113.651 | 0.000 | -21200.00 | 1329000.00 |
| 127 | 2017.02.23 15:00 | sell | 64 | 1.00 | 112.778 | 113.346 | 0.000 | ||
| 128 | 2017.02.24 05:00 | close | 64 | 1.00 | 112.830 | 113.346 | 0.000 | -5200.00 | 1323800.00 |
| 129 | 2017.02.24 06:00 | sell | 65 | 1.00 | 112.720 | 112.950 | 0.000 | ||
| 130 | 2017.02.24 07:00 | close | 65 | 1.00 | 112.804 | 112.950 | 0.000 | -8400.00 | 1315400.00 |
| 131 | 2017.02.24 11:00 | sell | 66 | 1.00 | 112.622 | 112.950 | 0.000 | ||
| 132 | 2017.02.27 07:00 | close | 66 | 1.00 | 112.234 | 112.950 | 0.000 | 38800.00 | 1354200.00 |
| 133 | 2017.02.27 08:00 | sell | 67 | 1.00 | 112.107 | 112.308 | 0.000 | ||
| 134 | 2017.02.27 10:00 | close | 67 | 1.00 | 112.207 | 112.308 | 0.000 | -10000.00 | 1344200.00 |
| 135 | 2017.02.27 19:00 | sell | 68 | 1.00 | 112.012 | 112.488 | 0.000 | ||
| 136 | 2017.02.27 20:00 | close | 68 | 1.00 | 112.271 | 112.488 | 0.000 | -25900.00 | 1318300.00 |
| 137 | 2017.02.27 21:00 | buy | 69 | 1.00 | 112.727 | 111.955 | 0.000 | ||
| 138 | 2017.02.28 08:00 | close | 69 | 1.00 | 112.476 | 111.955 | 0.000 | -25100.00 | 1293200.00 |
| 139 | 2017.02.28 16:00 | sell | 70 | 1.00 | 112.126 | 112.649 | 0.000 | ||
| 140 | 2017.02.28 23:00 | close | 70 | 1.00 | 112.313 | 112.649 | 0.000 | -18700.00 | 1274500.00 |
| 141 | 2017.03.01 00:00 | buy | 71 | 1.00 | 112.724 | 111.684 | 0.000 | ||
| 142 | 2017.03.03 03:00 | close | 71 | 1.00 | 114.249 | 111.684 | 0.000 | 152500.00 | 1427000.00 |
| 143 | 2017.03.03 14:00 | buy | 72 | 1.00 | 114.458 | 114.068 | 0.000 | ||
| 144 | 2017.03.03 15:00 | close | 72 | 1.00 | 114.375 | 114.068 | 0.000 | -8300.00 | 1418700.00 |
| 145 | 2017.03.03 19:00 | buy | 73 | 1.00 | 114.618 | 114.104 | 0.000 | ||
| 146 | 2017.03.03 20:00 | close | 73 | 1.00 | 114.436 | 114.104 | 0.000 | -18200.00 | 1400500.00 |
| 147 | 2017.03.03 22:00 | sell | 74 | 1.00 | 114.125 | 114.751 | 0.000 | ||
| 148 | 2017.03.06 19:00 | close | 74 | 1.00 | 113.930 | 114.751 | 0.000 | 19500.00 | 1420000.00 |
| 149 | 2017.03.07 03:00 | buy | 75 | 1.00 | 114.031 | 113.724 | 0.000 | ||
| 150 | 2017.03.07 08:00 | close | 75 | 1.00 | 113.916 | 113.724 | 0.000 | -11500.00 | 1408500.00 |
| 151 | 2017.03.07 09:00 | buy | 76 | 1.00 | 113.961 | 113.829 | 0.000 | ||
| 152 | 2017.03.07 10:00 | s/l | 76 | 1.00 | 113.829 | 113.829 | 0.000 | -13200.00 | 1395300.00 |
| 153 | 2017.03.07 12:00 | buy | 77 | 1.00 | 113.989 | 113.727 | 0.000 | ||
| 154 | 2017.03.07 13:00 | close | 77 | 1.00 | 113.896 | 113.727 | 0.000 | -9300.00 | 1386000.00 |
| 155 | 2017.03.07 15:00 | buy | 78 | 1.00 | 114.000 | 113.727 | 0.000 | ||
| 156 | 2017.03.07 20:00 | close | 78 | 1.00 | 113.984 | 113.727 | 0.000 | -1600.00 | 1384400.00 |
| 157 | 2017.03.07 21:00 | buy | 79 | 1.00 | 114.047 | 113.868 | 0.000 | ||
| 158 | 2017.03.07 23:00 | close | 79 | 1.00 | 113.986 | 113.868 | 0.000 | -6100.00 | 1378300.00 |
| 159 | 2017.03.08 03:00 | sell | 80 | 1.00 | 113.880 | 114.130 | 0.000 | ||
| 160 | 2017.03.08 11:00 | close | 80 | 1.00 | 113.953 | 114.130 | 0.000 | -7300.00 | 1371000.00 |
| 161 | 2017.03.08 13:00 | buy | 81 | 1.00 | 114.082 | 113.608 | 0.000 | ||
| 162 | 2017.03.08 14:00 | close | 81 | 1.00 | 114.000 | 113.608 | 0.000 | -8200.00 | 1362800.00 |
| 163 | 2017.03.08 15:00 | buy | 82 | 1.00 | 114.215 | 113.608 | 0.000 | ||
| 164 | 2017.03.09 09:00 | close | 82 | 1.00 | 114.430 | 113.608 | 0.000 | 21500.00 | 1384300.00 |
| 165 | 2017.03.09 11:00 | buy | 83 | 1.00 | 114.878 | 114.363 | 0.000 | ||
| 166 | 2017.03.09 14:00 | close | 83 | 1.00 | 114.665 | 114.363 | 0.000 | -21300.00 | 1363000.00 |
| 167 | 2017.03.09 15:00 | buy | 84 | 1.00 | 114.604 | 114.366 | 0.000 | ||
| 168 | 2017.03.10 17:00 | close | 84 | 1.00 | 114.997 | 114.366 | 0.000 | 39300.00 | 1402300.00 |
| 169 | 2017.03.10 22:00 | sell | 85 | 1.00 | 114.818 | 115.500 | 0.000 | ||
| 170 | 2017.03.13 16:00 | close | 85 | 1.00 | 114.780 | 115.500 | 0.000 | 3800.00 | 1406100.00 |
| 171 | 2017.03.13 17:00 | sell | 86 | 1.00 | 114.686 | 114.828 | 0.000 | ||
| 172 | 2017.03.13 20:00 | close | 86 | 1.00 | 114.708 | 114.828 | 0.000 | -2200.00 | 1403900.00 |
| 173 | 2017.03.14 00:00 | buy | 87 | 1.00 | 114.889 | 114.493 | 0.000 | ||
| 174 | 2017.03.14 01:00 | close | 87 | 1.00 | 114.850 | 114.493 | 0.000 | -3900.00 | 1400000.00 |
| 175 | 2017.03.14 02:00 | buy | 88 | 1.00 | 114.947 | 114.539 | 0.000 | ||
| 176 | 2017.03.14 05:00 | close | 88 | 1.00 | 114.794 | 114.539 | 0.000 | -15300.00 | 1384700.00 |
| 177 | 2017.03.14 06:00 | buy | 89 | 1.00 | 114.855 | 114.682 | 0.000 | ||
| 178 | 2017.03.14 07:00 | close | 89 | 1.00 | 114.795 | 114.682 | 0.000 | -6000.00 | 1378700.00 |
| 179 | 2017.03.14 08:00 | buy | 90 | 1.00 | 114.888 | 114.749 | 0.000 | ||
| 180 | 2017.03.14 16:00 | close | 90 | 1.00 | 114.864 | 114.749 | 0.000 | -2400.00 | 1376300.00 |
| 181 | 2017.03.14 19:00 | sell | 91 | 1.00 | 114.621 | 115.189 | 0.000 | ||
| 182 | 2017.03.15 04:00 | close | 91 | 1.00 | 114.805 | 115.189 | 0.000 | -18400.00 | 1357900.00 |
| 183 | 2017.03.15 12:00 | sell | 92 | 1.00 | 114.596 | 114.879 | 0.000 | ||
| 184 | 2017.03.15 14:00 | close | 92 | 1.00 | 114.648 | 114.879 | 0.000 | -5200.00 | 1352700.00 |
| 185 | 2017.03.15 15:00 | sell | 93 | 1.00 | 114.590 | 114.879 | 0.000 | ||
| 186 | 2017.03.15 16:00 | close | 93 | 1.00 | 114.711 | 114.879 | 0.000 | -12100.00 | 1340600.00 |
| 187 | 2017.03.15 19:00 | sell | 94 | 1.00 | 114.654 | 114.852 | 0.000 | ||
| 188 | 2017.03.16 17:00 | close | 94 | 1.00 | 113.375 | 114.852 | 0.000 | 127900.00 | 1468500.00 |
| 189 | 2017.03.16 19:00 | sell | 95 | 1.00 | 113.012 | 113.538 | 0.000 | ||
| 190 | 2017.03.16 21:00 | close | 95 | 1.00 | 113.327 | 113.538 | 0.000 | -31500.00 | 1437000.00 |
| 191 | 2017.03.17 06:00 | buy | 96 | 1.00 | 113.451 | 113.063 | 0.000 | ||
| 192 | 2017.03.17 08:00 | close | 96 | 1.00 | 113.402 | 113.063 | 0.000 | -4900.00 | 1432100.00 |
| 193 | 2017.03.17 11:00 | buy | 97 | 1.00 | 113.445 | 113.274 | 0.000 | ||
| 194 | 2017.03.17 12:00 | s/l | 97 | 1.00 | 113.274 | 113.274 | 0.000 | -17100.00 | 1415000.00 |
| 195 | 2017.03.17 17:00 | sell | 98 | 1.00 | 113.009 | 113.465 | 0.000 | ||
| 196 | 2017.03.20 12:00 | close | 98 | 1.00 | 112.738 | 113.465 | 0.000 | 27100.00 | 1442100.00 |
| 197 | 2017.03.20 23:00 | sell | 99 | 1.00 | 112.523 | 112.895 | 0.000 | ||
| 198 | 2017.03.21 03:00 | close | 99 | 1.00 | 112.565 | 112.895 | 0.000 | -4200.00 | 1437900.00 |
| 199 | 2017.03.21 04:00 | sell | 100 | 1.00 | 112.383 | 112.783 | 0.000 | ||
| 200 | 2017.03.21 05:00 | close | 100 | 1.00 | 112.617 | 112.783 | 0.000 | -23400.00 | 1414500.00 |
| 201 | 2017.03.21 17:00 | sell | 101 | 1.00 | 112.450 | 112.865 | 0.000 | ||
| 202 | 2017.03.23 01:00 | close | 101 | 1.00 | 111.269 | 112.865 | 0.000 | 118100.00 | 1532600.00 |
| 203 | 2017.03.23 16:00 | sell | 102 | 1.00 | 110.861 | 111.450 | 0.000 | ||
| 204 | 2017.03.23 17:00 | close | 102 | 1.00 | 110.958 | 111.450 | 0.000 | -9700.00 | 1522900.00 |
| 205 | 2017.03.23 23:00 | sell | 103 | 1.00 | 110.982 | 111.301 | 0.000 | ||
| 206 | 2017.03.24 02:00 | close | 103 | 1.00 | 111.037 | 111.301 | 0.000 | -5500.00 | 1517400.00 |
| 207 | 2017.03.24 03:00 | sell | 104 | 1.00 | 111.000 | 111.301 | 0.000 | ||
| 208 | 2017.03.24 04:00 | s/l | 104 | 1.00 | 111.301 | 111.301 | 0.000 | -30100.00 | 1487300.00 |
| 209 | 2017.03.24 09:00 | buy | 105 | 1.00 | 111.476 | 110.863 | 0.000 | ||
| 210 | 2017.03.24 12:00 | close | 105 | 1.00 | 111.193 | 110.863 | 0.000 | -28300.00 | 1459000.00 |
| 211 | 2017.03.24 17:00 | buy | 106 | 1.00 | 111.259 | 110.939 | 0.000 | ||
| 212 | 2017.03.24 18:00 | close | 106 | 1.00 | 111.128 | 110.939 | 0.000 | -13100.00 | 1445900.00 |
| 213 | 2017.03.24 20:00 | sell | 107 | 1.00 | 110.894 | 111.383 | 0.000 | ||
| 214 | 2017.03.24 23:00 | close | 107 | 1.00 | 111.195 | 111.383 | 0.000 | -30100.00 | 1415800.00 |
| 215 | 2017.03.27 01:00 | sell | 108 | 1.00 | 110.915 | 111.329 | 0.000 | ||
| 216 | 2017.03.27 19:00 | close | 108 | 1.00 | 110.475 | 111.329 | 0.000 | 44000.00 | 1459800.00 |
| 217 | 2017.03.28 03:00 | buy | 109 | 1.00 | 110.768 | 110.294 | 0.000 | ||
| 218 | 2017.03.28 04:00 | close | 109 | 1.00 | 110.666 | 110.294 | 0.000 | -10200.00 | 1449600.00 |
| 219 | 2017.03.28 05:00 | buy | 110 | 1.00 | 110.613 | 110.414 | 0.000 | ||
| 220 | 2017.03.28 14:00 | close | 110 | 1.00 | 110.573 | 110.414 | 0.000 | -4000.00 | 1445600.00 |
| 221 | 2017.03.28 16:00 | sell | 111 | 1.00 | 110.317 | 110.743 | 0.000 | ||
| 222 | 2017.03.28 19:00 | close | 111 | 1.00 | 110.575 | 110.743 | 0.000 | -25800.00 | 1419800.00 |
| 223 | 2017.03.28 21:00 | buy | 112 | 1.00 | 110.994 | 110.180 | 0.000 | ||
| 224 | 2017.03.29 12:00 | close | 112 | 1.00 | 110.960 | 110.180 | 0.000 | -3400.00 | 1416400.00 |
| 225 | 2017.03.30 04:00 | buy | 113 | 1.00 | 111.350 | 110.878 | 0.000 | ||
| 226 | 2017.03.30 10:00 | close | 113 | 1.00 | 111.093 | 110.878 | 0.000 | -25700.00 | 1390700.00 |
| 227 | 2017.03.30 13:00 | buy | 114 | 1.00 | 111.223 | 110.941 | 0.000 | ||
| 228 | 2017.03.30 14:00 | close | 114 | 1.00 | 111.141 | 110.941 | 0.000 | -8200.00 | 1382500.00 |
| 229 | 2017.03.30 16:00 | buy | 115 | 1.00 | 111.377 | 110.941 | 0.000 | ||
| 230 | 2017.03.31 14:00 | close | 115 | 1.00 | 111.813 | 110.941 | 0.000 | 43600.00 | 1426100.00 |
| 231 | 2017.03.31 20:00 | sell | 116 | 1.00 | 111.303 | 112.040 | 0.000 | ||
| 232 | 2017.03.31 23:59 | close at stop | 116 | 1.00 | 111.381 | 112.040 | 0.000 | -7800.00 | 1418300.00 |