Strategy Tester Report

DailyHiLoBreakFibo
AlpariUK-Demo - Micro+Classic (Build 434)
S y mbole

E U RU S D (E uro v s U S Dollar)

P eriode

Interv alle Jour (D1) 2012.01.02 00:00 - 2012.09.10 00:00 (2012.01.01 - 2012.09.11)

M odele

C haque tick (la mthode la plus prcise, base sur tous les moindres relev s disponibles)

P arametres

LO TS =0.1; F IBO =26.18;

Bars en test

1166 Ticks models

E rreurs des graphiques dsaccords

10527499 Q ualit du modelage

90.00%

Dpot initial

10000.00

P rofit total net

-77.10 P rofit brut

F acteur de profit

2249.86 P erte brute

0.97 Rmunration espre

C hute absolue

302.97 C hute maximal (% )

Total des Trades

-2326.96

-0.80
549.76 (5.37% ) E nfoncement relatif

96 P ositions S H O RT (v ente) gagnes %

P rofits des Trades (% du total)

50 (80.00% ) P ositions LO N G (achat) gagnes %

46 (80.43% )

77 (80.21% ) P ertes des Trades (% du total)

19 (19.79% )

Le plus large gains par Trade

55.40 pertes par Trade

A v erage (moy enne) gains par Trade

29.22 pertes par Trade

M aximum gains consecutifs (profit en $ )

M aximal G ains consecutifs (coups gagnants)
A v erage (moy enne) gains consecutifs

5.37% (549.76)

-193.22
-122.47

9 (294.75) pertes consecutiv es (perte en $ )

2 (-260.17)

294.75 (9) P ertes consecutiv es (coups perdants)

-260.17 (2)

4 P ertes consecutiv es

Date excution

Transaction

O rdre

V olume

P rix

S /L (S top/P erte)

T/P (P rendre/profit)

2012.01.02 00:00

buy stop

0.10

1.29983

1.28980

1.30233

2012.01.02 00:00

sell stop

0.10

1.29028

1.30031

1.28778

2012.01.02 23:30

expiration

0.10

1.29983

1.28980

1.30233

2012.01.02 23:30

expiration

0.10

1.29028

1.30031

1.28778

2012.01.03 00:00

buy stop

0.10

1.29714

1.29122

1.29856

2012.01.03 00:00

sell stop

0.10

1.29170

1.29762

1.29028

2012.01.03 02:38

buy

0.10

1.29714

1.29122

1.29856

2012.01.03 02:38

delete

0.10

1.29170

1.29762

1.29028

2012.01.03 03:08

t/p

0.10

1.29856

1.29122

1.29856

10

2012.01.04 00:00

buy stop

0.10

1.30763

1.29270

1.31141

11

2012.01.04 00:00

sell stop

0.10

1.29318

1.30811

1.28940

12

2012.01.04 14:58

sell

0.10

1.29318

1.30811

1.28940

13

2012.01.04 14:58

delete

0.10

1.30763

1.29270

1.31141

14

2012.01.05 09:47

t/p

0.10

1.28940

1.30811

1.28940

15

2012.01.06 00:00

buy stop

0.10

1.29432

1.27651

1.29886

16

2012.01.06 00:00

sell stop

0.10

1.27699

1.29480

1.27245

17

2012.01.06 06:02

sell

0.10

1.27699

1.29480

1.27245

18

2012.01.06 06:02

delete

0.10

1.29432

1.27651

1.29886

19

2012.01.06 15:43

t/p

0.10

1.27245

1.29480

1.27245

20

2012.01.09 00:00

buy stop

0.10

1.28120

1.26918

1.28422

21

2012.01.09 00:00

sell stop

10

0.10

1.26896

1.28168

1.26594

22

2012.01.09 00:07

sell

10

0.10

1.26896

1.28168

1.26594

23

2012.01.09 00:07

delete

0.10

1.28120

1.26918

1.28422

24

2012.01.10 14:04

s/l

10

0.10

1.28168

1.28168

1.26594

25

2012.01.11 00:00

buy stop

11

0.10

1.28174

1.27373

1.28371

26

2012.01.11 00:00

sell stop

12

0.10

1.27421

1.28222

1.27224

27

2012.01.11 01:45

sell

12

0.10

1.27421

1.28222

1.27224

28

2012.01.11 01:45

delete

11

0.10

1.28174

1.27373

1.28371

29

2012.01.11 12:20

t/p

12

0.10

1.27224

1.28222

1.27224

30

2012.01.12 00:00

buy stop

13

0.10

1.27895

1.26563

1.28231

31

2012.01.12 00:00

sell stop

14

0.10

1.26611

1.27943

1.26275

[Link] Alpari UK/backtest/[Link]

P rofit

Balance

14.20

10014.20

37.89

10052.09

45.40

10097.49

-127.17

9970.32

19.70

9990.02

1/9

31

2012.01.12 00:00

sell stop

14

0.10

1.26611

1.27943

1.26275

32

2012.01.12 15:11

buy

13

0.10

1.27895

1.26563

1.28231

33

2012.01.12 15:11

delete

14

0.10

1.26611

1.27943

1.26275

34

2012.01.12 16:04

t/p

13

0.10

1.28231

1.26563

1.28231

35

2012.01.13 00:00

buy stop

15

0.10

1.28443

1.26936

1.28825

36

2012.01.13 00:00

sell stop

16

0.10

1.26984

1.28491

1.26602

37

2012.01.13 06:50

buy

15

0.10

1.28443

1.26936

1.28825

38

2012.01.13 06:50

delete

16

0.10

1.26984

1.28491

1.26602

39

2012.01.13 15:13

s/l

15

0.10

1.26936

1.26936

1.28825

40

2012.01.16 00:00

buy stop

17

0.10

1.28778

1.26184

1.29445

41

2012.01.16 00:00

sell stop

18

0.10

1.26232

1.28826

1.25565

42

2012.01.16 23:30

expiration

17

0.10

1.28778

1.26184

1.29445

43

2012.01.16 23:30

expiration

18

0.10

1.26232

1.28826

1.25565

44

2012.01.17 00:00

buy stop

19

0.10

1.26870

1.26205

1.27032

45

2012.01.17 00:00

sell stop

20

0.10

1.26253

1.26918

1.26091

46

2012.01.17 01:49

buy

19

0.10

1.26870

1.26205

1.27032

47

2012.01.17 01:49

delete

20

0.10

1.26253

1.26918

1.26091

48

2012.01.17 02:52

t/p

19

0.10

1.27032

1.26205

1.27032

49

2012.01.18 00:00

buy stop

21

0.10

1.28083

1.26438

1.28501

50

2012.01.18 00:00

sell stop

22

0.10

1.26486

1.28131

1.26068

51

2012.01.18 08:50

buy

21

0.10

1.28083

1.26438

1.28501

52

2012.01.18 08:50

delete

22

0.10

1.26486

1.28131

1.26068

53

2012.01.18 18:28

t/p

21

0.10

1.28501

1.26438

1.28501

54

2012.01.19 00:00

buy stop

23

0.10

1.28677

1.27286

1.29029

55

2012.01.19 00:00

sell stop

24

0.10

1.27334

1.28725

1.26982

56

2012.01.19 01:00

buy

23

0.10

1.28677

1.27286

1.29029

57

2012.01.19 01:00

delete

24

0.10

1.27334

1.28725

1.26982

58

2012.01.19 10:36

t/p

23

0.10

1.29029

1.27286

1.29029

59

2012.01.20 00:00

buy stop

25

0.10

1.29716

1.28338

1.30064

60

2012.01.20 00:00

sell stop

26

0.10

1.28386

1.29764

1.28038

61

2012.01.20 00:10

buy

25

0.10

1.29716

1.28338

1.30064

62

2012.01.20 00:10

delete

26

0.10

1.28386

1.29764

1.28038

63

2012.01.23 12:35

t/p

25

0.10

1.30064

1.28338

1.30064

64

2012.01.24 00:00

buy stop

27

0.10

1.30519

1.28759

1.30967

65

2012.01.24 00:00

sell stop

28

0.10

1.28807

1.30567

1.28359

66

2012.01.24 10:11

buy

27

0.10

1.30519

1.28759

1.30967

67

2012.01.24 10:11

delete

28

0.10

1.28807

1.30567

1.28359

68

2012.01.25 19:16

t/p

27

0.10

1.30967

1.28759

1.30967

69

2012.01.26 00:00

buy stop

29

0.10

1.31199

1.29256

1.31695

70

2012.01.26 00:00

sell stop

30

0.10

1.29304

1.31247

1.28808

71

2012.01.26 06:41

buy

29

0.10

1.31199

1.29256

1.31695

72

2012.01.26 06:41

delete

30

0.10

1.29304

1.31247

1.28808

73

2012.01.26 11:00

t/p

29

0.10

1.31695

1.29256

1.31695

74

2012.01.27 00:00

buy stop

31

0.10

1.31835

1.30848

1.32081

75

2012.01.27 00:00

sell stop

32

0.10

1.30896

1.31883

1.30650

76

2012.01.27 00:59

sell

32

0.10

1.30896

1.31883

1.30650

77

2012.01.27 00:59

delete

31

0.10

1.31835

1.30848

1.32081

78

2012.01.27 17:56

s/l

32

0.10

1.31883

1.31883

1.30650

79

2012.01.30 00:00

buy stop

33

0.10

1.32334

1.30723

1.32743

80

2012.01.30 00:00

sell stop

34

0.10

1.30771

1.32382

1.30362

81

2012.01.30 15:07

sell

34

0.10

1.30771

1.32382

1.30362

82

2012.01.30 15:07

delete

33

0.10

1.32334

1.30723

1.32743

83

2012.02.01 07:57

t/p

34

0.10

1.30362

1.32382

1.30362

84

2012.02.02 00:00

buy stop

35

0.10

1.32175

1.30205

1.32678

85

2012.02.02 00:00

sell stop

36

0.10

1.30253

1.32223

1.29750

86

2012.02.02 23:30

expiration

35

0.10

1.32175

1.30205

1.32678

87

2012.02.02 23:30

expiration

36

0.10

1.30253

1.32223

1.29750

88

2012.02.03 00:00

buy stop

37

0.10

1.31960

1.30800

1.32251

89

2012.02.03 00:00

sell stop

38

0.10

1.30848

1.32008

1.30557

90

2012.02.03 14:30

buy

37

0.10

1.31960

1.30800

1.32251

91

2012.02.03 14:30

delete

38

0.10

1.30848

1.32008

1.30557

92

2012.02.03 15:11

s/l

37

0.10

1.30800

1.30800

1.32251

93

2012.02.06 00:00

buy stop

39

0.10

1.32047

1.30605

1.32412

94

2012.02.06 00:00

sell stop

40

0.10

1.30653

1.32095

1.30288

95

2012.02.06 07:24

sell

40

0.10

1.30653

1.32095

1.30288

96

2012.02.06 07:24

delete

39

0.10

1.32047

1.30605

1.32412

97

2012.02.07 16:12

s/l

40

0.10

1.32095

1.32095

1.30288

[Link] Alpari UK/backtest/[Link]

33.60

10023.62

-150.70

9872.92

16.20

9889.12

41.80

9930.92

35.20

9966.12

34.67

10000.79

44.67

10045.46

49.60

10095.06

-98.70

9996.36

40.96

10037.32

-116.00

9921.32

-144.17

9777.15

2/9

98

2012.02.08 00:00

buy stop

41

0.10

1.32693

1.30838

1.33166

99

2012.02.08 00:00

sell stop

42

0.10

1.30886

1.32741

1.30413

100

2012.02.08 06:58

buy

41

0.10

1.32693

1.30838

1.33166

101

2012.02.08 06:58

delete

42

0.10

1.30886

1.32741

1.30413

102

2012.02.09 15:56

t/p

41

0.10

1.33166

1.30838

1.33166

103

2012.02.10 00:00

buy stop

43

0.10

1.33206

1.32095

1.33484

104

2012.02.10 00:00

sell stop

44

0.10

1.32143

1.33254

1.31865

105

2012.02.10 13:12

sell

44

0.10

1.32143

1.33254

1.31865

106

2012.02.10 13:12

delete

43

0.10

1.33206

1.32095

1.33484

107

2012.02.10 13:57

t/p

44

0.10

1.31865

1.33254

1.31865

108

2012.02.13 00:00

buy stop

45

0.10

1.32902

1.31501

1.33256

109

2012.02.13 00:00

sell stop

46

0.10

1.31549

1.32950

1.31195

110

2012.02.13 23:30

expiration

45

0.10

1.32902

1.31501

1.33256

111

2012.02.13 23:30

expiration

46

0.10

1.31549

1.32950

1.31195

112

2012.02.14 00:00

buy stop

47

0.10

1.32835

1.31632

1.33137

113

2012.02.14 00:00

sell stop

48

0.10

1.31680

1.32883

1.31378

114

2012.02.14 00:02

sell

48

0.10

1.31680

1.32883

1.31378

115

2012.02.14 00:02

delete

47

0.10

1.32835

1.31632

1.33137

116

2012.02.14 07:27

t/p

48

0.10

1.31378

1.32883

1.31378

117

2012.02.15 00:00

buy stop

49

0.10

1.32152

1.30746

1.32508

118

2012.02.15 00:00

sell stop

50

0.10

1.30794

1.32200

1.30438

119

2012.02.15 14:15

sell

50

0.10

1.30794

1.32200

1.30438

120

2012.02.15 14:15

delete

49

0.10

1.32152

1.30746

1.32508

121

2012.02.16 01:28

t/p

50

0.10

1.30438

1.32200

1.30438

122

2012.02.17 00:00

buy stop

51

0.10

1.31586

1.29688

1.32070

123

2012.02.17 00:00

sell stop

52

0.10

1.29736

1.31634

1.29252

124

2012.02.17 10:37

buy

51

0.10

1.31586

1.29688

1.32070

125

2012.02.17 10:37

delete

52

0.10

1.29736

1.31634

1.29252

126

2012.02.20 00:02

t/p

51

0.10

1.32070

1.29688

1.32070

127

2012.02.20 00:02

buy stop

53

0.10

1.32109

1.31098

1.32324

128

2012.02.20 00:02

sell stop

54

0.10

1.31146

1.32017

1.30931

129

2012.02.20 00:02

buy

53

0.10

1.32109

1.31098

1.32324

130

2012.02.20 00:02

delete

54

0.10

1.31146

1.32017

1.30931

131

2012.02.20 00:16

t/p

53

0.10

1.32324

1.31098

1.32324

132

2012.02.20 00:16

buy stop

55

0.10

1.32362

1.31098

1.32577

133

2012.02.20 00:16

sell stop

56

0.10

1.31146

1.32017

1.30931

134

2012.02.20 00:16

buy

55

0.10

1.32362

1.31098

1.32577

135

2012.02.20 00:16

delete

56

0.10

1.31146

1.32017

1.30931

136

2012.02.20 12:06

t/p

55

0.10

1.32577

1.31098

1.32577

137

2012.02.21 00:00

buy stop

57

0.10

1.32761

1.31767

1.33009

138

2012.02.21 00:00

sell stop

58

0.10

1.31815

1.32809

1.31567

139

2012.02.21 04:08

buy

57

0.10

1.32761

1.31767

1.33009

140

2012.02.21 04:08

delete

58

0.10

1.31815

1.32809

1.31567

141

2012.02.23 09:57

t/p

57

0.10

1.33009

1.31767

1.33009

142

2012.02.24 00:00

buy stop

59

0.10

1.33780

1.32257

1.34166

143

2012.02.24 00:00

sell stop

60

0.10

1.32305

1.33828

1.31919

144

2012.02.24 02:18

buy

59

0.10

1.33780

1.32257

1.34166

145

2012.02.24 02:18

delete

60

0.10

1.32305

1.33828

1.31919

146

2012.02.24 12:35

t/p

59

0.10

1.34166

1.32257

1.34166

147

2012.02.27 00:00

buy stop

61

0.10

1.34854

1.33516

1.35192

148

2012.02.27 00:00

sell stop

62

0.10

1.33564

1.34902

1.33226

149

2012.02.27 23:30

expiration

61

0.10

1.34854

1.33516

1.35192

150

2012.02.27 23:30

expiration

62

0.10

1.33564

1.34902

1.33226

151

2012.02.28 00:00

buy stop

63

0.10

1.34705

1.33610

1.34979

152

2012.02.28 00:00

sell stop

64

0.10

1.33658

1.34753

1.33384

153

2012.02.28 21:22

buy

63

0.10

1.34705

1.33610

1.34979

154

2012.02.28 21:22

delete

64

0.10

1.33658

1.34753

1.33384

155

2012.02.29 16:48

s/l

63

0.10

1.33610

1.33610

1.34979

156

2012.03.01 00:00

buy stop

65

0.10

1.34850

1.33092

1.35298

157

2012.03.01 00:00

sell stop

66

0.10

1.33140

1.34898

1.32692

158

2012.03.01 08:27

sell

66

0.10

1.33140

1.34898

1.32692

159

2012.03.01 08:27

delete

65

0.10

1.34850

1.33092

1.35298

160

2012.03.02 08:59

t/p

66

0.10

1.32692

1.34898

1.32692

161

2012.03.05 00:00

buy stop

67

0.10

1.33321

1.31816

1.33702

162

2012.03.05 00:00

sell stop

68

0.10

1.31864

1.33369

1.31483

163

2012.03.05 00:56

sell

68

0.10

1.31864

1.33369

1.31483

164

2012.03.05 00:56

delete

67

0.10

1.33321

1.31816

1.33702

[Link] Alpari UK/backtest/[Link]

46.91

9824.06

27.80

9851.86

30.20

9882.06

35.69

9917.75

48.27

9966.02

21.50

9987.52

21.50

10009.02

24.28

10033.30

38.60

10071.90

-109.63

9962.27

44.83

10007.10

3/9

165

2012.03.06 11:15

t/p

68

0.10

1.31483

1.33369

1.31483

166

2012.03.07 00:00

buy stop

69

0.10

1.32252

1.30978

1.32573

167

2012.03.07 00:00

sell stop

70

0.10

1.31026

1.32300

1.30705

168

2012.03.07 15:38

sell

70

0.10

1.31026

1.32300

1.30705

169

2012.03.07 15:38

delete

69

0.10

1.32252

1.30978

1.32573

170

2012.03.08 12:03

s/l

70

0.10

1.32300

1.32300

1.30705

171

2012.03.09 00:00

buy stop

71

0.10

1.32905

1.31294

1.33314

172

2012.03.09 00:00

sell stop

72

0.10

1.31342

1.32953

1.30933

173

2012.03.09 14:51

sell

72

0.10

1.31342

1.32953

1.30933

174

2012.03.09 14:51

delete

71

0.10

1.32905

1.31294

1.33314

175

2012.03.12 02:07

t/p

72

0.10

1.30933

1.32953

1.30933

176

2012.03.13 00:00

buy stop

73

0.10

1.31588

1.30733

1.31797

177

2012.03.13 00:00

sell stop

74

0.10

1.30781

1.31628

1.30572

178

2012.03.13 00:35

buy

73

0.10

1.31588

1.30733

1.31797

179

2012.03.13 00:35

delete

74

0.10

1.30781

1.31628

1.30572

180

2012.03.13 03:14

t/p

73

0.10

1.31797

1.30733

1.31797

181

2012.03.14 00:00

buy stop

75

0.10

1.31908

1.30466

1.32273

182

2012.03.14 00:00

sell stop

76

0.10

1.30514

1.31956

1.30149

183

2012.03.14 06:50

sell

76

0.10

1.30514

1.31956

1.30149

184

2012.03.14 06:50

delete

75

0.10

1.31908

1.30466

1.32273

185

2012.03.14 16:54

t/p

76

0.10

1.30149

1.31956

1.30149

186

2012.03.15 00:00

buy stop

77

0.10

1.30899

1.30054

1.31108

187

2012.03.15 00:00

sell stop

78

0.10

1.30102

1.30947

1.29893

188

2012.03.15 02:11

sell

78

0.10

1.30102

1.30947

1.29893

189

2012.03.15 02:11

delete

77

0.10

1.30899

1.30054

1.31108

190

2012.03.15 18:00

s/l

78

0.10

1.30947

1.30947

1.29893

191

2012.03.16 00:00

buy stop

79

0.10

1.31189

1.29986

1.31491

192

2012.03.16 00:00

sell stop

80

0.10

1.30034

1.31237

1.29732

193

2012.03.16 13:32

buy

79

0.10

1.31189

1.29986

1.31491

194

2012.03.16 13:32

delete

80

0.10

1.30034

1.31237

1.29732

195

2012.03.16 14:40

t/p

79

0.10

1.31491

1.29986

1.31491

196

2012.03.19 00:00

buy stop

81

0.10

1.31863

1.30435

1.32224

197

2012.03.19 00:00

sell stop

82

0.10

1.30483

1.31911

1.30122

198

2012.03.19 15:44

buy

81

0.10

1.31863

1.30435

1.32224

199

2012.03.19 15:44

delete

82

0.10

1.30483

1.31911

1.30122

200

2012.03.19 16:20

t/p

81

0.10

1.32224

1.30435

1.32224

201

2012.03.20 00:00

buy stop

83

0.10

1.32647

1.31364

1.32970

202

2012.03.20 00:00

sell stop

84

0.10

1.31412

1.32695

1.31089

203

2012.03.20 23:30

expiration

83

0.10

1.32647

1.31364

1.32970

204

2012.03.20 23:30

expiration

84

0.10

1.31412

1.32695

1.31089

205

2012.03.21 00:00

buy stop

85

0.10

1.32515

1.31667

1.32724

206

2012.03.21 00:00

sell stop

86

0.10

1.31715

1.32563

1.31506

207

2012.03.21 01:27

buy

85

0.10

1.32515

1.31667

1.32724

208

2012.03.21 01:27

delete

86

0.10

1.31715

1.32563

1.31506

209

2012.03.21 03:26

t/p

85

0.10

1.32724

1.31667

1.32724

210

2012.04.13 00:00

buy stop

87

0.10

1.31987

1.31805

1.32022

211

2012.04.13 00:00

sell stop

88

0.10

1.31849

1.32035

1.31814

212

2012.04.13 00:14

sell

88

0.10

1.31849

1.32035

1.31814

213

2012.04.13 00:14

delete

87

0.10

1.31987

1.31805

1.32022

214

2012.04.13 05:00

t/p

88

0.10

1.31814

1.32035

1.31814

215

2012.04.16 00:00

buy stop

89

0.10

1.32006

1.30639

1.32351

216

2012.04.16 00:00

sell stop

90

0.10

1.30633

1.32054

1.30288

217

2012.04.16 00:40

sell

90

0.10

1.30633

1.32054

1.30288

218

2012.04.16 00:40

delete

89

0.10

1.32006

1.30639

1.32351

219

2012.04.16 03:34

t/p

90

0.10

1.30288

1.32054

1.30288

220

2012.04.17 00:00

buy stop

91

0.10

1.31471

1.29894

1.31871

221

2012.04.17 00:00

sell stop

92

0.10

1.29942

1.31519

1.29542

222

2012.04.17 10:55

buy

91

0.10

1.31471

1.29894

1.31871

223

2012.04.17 10:55

delete

92

0.10

1.29942

1.31519

1.29542

224

2012.04.20 13:19

t/p

91

0.10

1.31871

1.29894

1.31871

225

2012.04.23 00:00

buy stop

93

0.10

1.32270

1.31232

1.32529

226

2012.04.23 00:00

sell stop

94

0.10

1.31280

1.32318

1.31021

227

2012.04.23 14:01

sell

94

0.10

1.31280

1.32318

1.31021

228

2012.04.23 14:01

delete

93

0.10

1.32270

1.31232

1.32529

229

2012.04.25 13:03

s/l

94

0.10

1.32318

1.32318

1.31021

230

2012.04.26 00:00

buy stop

95

0.10

1.32359

1.31679

1.32524

[Link] Alpari UK/backtest/[Link]

38.13

10045.23

-127.31

9917.92

40.93

9958.85

20.90

9979.75

36.50

10016.25

-84.50

9931.75

30.20

9961.95

36.10

9998.05

20.90

10018.95

3.50

10022.45

34.50

10056.95

39.35

10096.30

-103.74

9992.56

4/9

231

2012.04.26 00:00

sell stop

96

0.10

1.31727

1.32407

1.31562

232

2012.04.26 09:22

buy

95

0.10

1.32359

1.31679

1.32524

233

2012.04.26 09:22

delete

96

0.10

1.31727

1.32407

1.31562

234

2012.04.26 10:33

t/p

95

0.10

1.32524

1.31679

1.32524

235

2012.04.27 00:00

buy stop

97

0.10

1.32623

1.31931

1.32792

236

2012.04.27 00:00

sell stop

98

0.10

1.31979

1.32671

1.31810

237

2012.04.27 00:39

sell

98

0.10

1.31979

1.32671

1.31810

238

2012.04.27 00:39

delete

97

0.10

1.32623

1.31931

1.32792

239

2012.04.27 01:54

t/p

98

0.10

1.31810

1.32671

1.31810

240

2012.04.30 00:00

buy stop

99

0.10

1.32696

1.31518

1.32992

241

2012.04.30 00:00

sell stop

100

0.10

1.31566

1.32744

1.31270

242

2012.04.30 23:30

expiration

99

0.10

1.32696

1.31518

1.32992

243

2012.04.30 23:30

expiration

100

0.10

1.31566

1.32744

1.31270

244

2012.05.01 00:00

buy stop

101

0.10

1.32662

1.32025

1.32816

245

2012.05.01 00:00

sell stop

102

0.10

1.32073

1.32710

1.31919

246

2012.05.01 10:53

buy

101

0.10

1.32662

1.32025

1.32816

247

2012.05.01 10:53

delete

102

0.10

1.32073

1.32710

1.31919

248

2012.05.01 16:56

t/p

101

0.10

1.32816

1.32025

1.32816

249

2012.05.02 00:00

buy stop

103

0.10

1.32830

1.31987

1.33038

250

2012.05.02 00:00

sell stop

104

0.10

1.32035

1.32878

1.31827

251

2012.05.02 10:43

sell

104

0.10

1.32035

1.32878

1.31827

252

2012.05.02 10:43

delete

103

0.10

1.32830

1.31987

1.33038

253

2012.05.02 10:49

t/p

104

0.10

1.31827

1.32878

1.31827

254

2012.05.03 00:00

buy stop

105

0.10

1.32408

1.31167

1.32720

255

2012.05.03 00:00

sell stop

106

0.10

1.31215

1.32456

1.30903

256

2012.05.03 15:06

sell

106

0.10

1.31215

1.32456

1.30903

257

2012.05.03 15:06

delete

105

0.10

1.32408

1.31167

1.32720

258

2012.05.04 18:38

t/p

106

0.10

1.30903

1.32456

1.30903

259

2012.05.07 00:00

buy stop

107

0.10

1.31778

1.30749

1.32035

260

2012.05.07 00:00

sell stop

108

0.10

1.30110

1.31826

1.29853

261

2012.05.07 01:02

sell

108

0.10

1.30110

1.31826

1.29853

262

2012.05.07 01:02

delete

107

0.10

1.31778

1.30749

1.32035

263

2012.05.07 01:25

t/p

108

0.10

1.29853

1.31826

1.29853

264

2012.05.08 00:00

buy stop

109

0.10

1.30644

1.29497

1.30932

265

2012.05.08 00:00

sell stop

110

0.10

1.29545

1.30692

1.29257

266

2012.05.08 01:25

buy

109

0.10

1.30644

1.29497

1.30932

267

2012.05.08 01:25

delete

110

0.10

1.29545

1.30692

1.29257

268

2012.05.09 15:14

s/l

109

0.10

1.29497

1.29497

1.30932

269

2012.05.10 00:00

buy stop

111

0.10

1.30073

1.29059

1.30326

270

2012.05.10 00:00

sell stop

112

0.10

1.29107

1.30121

1.28854

271

2012.05.10 23:30

expiration

111

0.10

1.30073

1.29059

1.30326

272

2012.05.10 23:30

expiration

112

0.10

1.29107

1.30121

1.28854

273

2012.05.11 00:00

buy stop

113

0.10

1.29786

1.29188

1.29930

274

2012.05.11 00:00

sell stop

114

0.10

1.29236

1.29834

1.29092

275

2012.05.11 04:24

sell

114

0.10

1.29236

1.29834

1.29092

276

2012.05.11 04:24

delete

113

0.10

1.29786

1.29188

1.29930

277

2012.05.11 04:32

t/p

114

0.10

1.29092

1.29834

1.29092

278

2012.05.14 00:00

buy stop

115

0.10

1.29567

1.28994

1.29704

279

2012.05.14 00:00

sell stop

116

0.10

1.28988

1.29615

1.28851

280

2012.05.14 00:09

sell

116

0.10

1.28988

1.29615

1.28851

281

2012.05.14 00:09

delete

115

0.10

1.29567

1.28994

1.29704

282

2012.05.14 00:46

t/p

116

0.10

1.28851

1.29615

1.28851

283

2012.05.14 00:46

buy stop

117

0.10

1.29567

1.28994

1.29704

284

2012.05.14 00:46

sell stop

118

0.10

1.28812

1.29615

1.28675

285

2012.05.14 04:56

sell

118

0.10

1.28812

1.29615

1.28675

286

2012.05.14 04:56

delete

117

0.10

1.29567

1.28994

1.29704

287

2012.05.14 11:22

t/p

118

0.10

1.28675

1.29615

1.28675

288

2012.05.15 00:00

buy stop

119

0.10

1.29037

1.28161

1.29254

289

2012.05.15 00:00

sell stop

120

0.10

1.28203

1.29085

1.27986

290

2012.05.15 01:13

sell

120

0.10

1.28203

1.29085

1.27986

291

2012.05.15 01:13

delete

119

0.10

1.29037

1.28161

1.29254

292

2012.05.15 16:04

t/p

120

0.10

1.27986

1.29085

1.27986

293

2012.05.16 00:00

buy stop

121

0.10

1.28685

1.27165

1.29070

294

2012.05.16 00:00

sell stop

122

0.10

1.27213

1.28733

1.26828

295

2012.05.16 06:57

sell

122

0.10

1.27213

1.28733

1.26828

296

2012.05.16 06:57

delete

121

0.10

1.28685

1.27165

1.29070

[Link] Alpari UK/backtest/[Link]

16.50

10009.06

16.90

10025.96

15.40

10041.36

20.80

10062.16

31.23

10093.39

25.70

10119.09

-114.83

10004.26

14.40

10018.66

13.70

10032.36

13.70

10046.06

21.70

10067.76

5/9

297

2012.05.16 10:14

t/p

122

0.10

1.26828

1.28733

1.26828

298

2012.05.17 00:00

buy stop

123

0.10

1.27582

1.26757

1.27785

299

2012.05.17 00:00

sell stop

124

0.10

1.26805

1.27630

1.26602

300

2012.05.17 14:25

sell

124

0.10

1.26805

1.27630

1.26602

301

2012.05.17 14:25

delete

123

0.10

1.27582

1.26757

1.27785

302

2012.05.18 07:52

t/p

124

0.10

1.26602

1.27630

1.26602

303

2012.05.21 00:01

buy stop

125

0.10

1.27939

1.26367

1.28338

304

2012.05.21 00:01

sell stop

126

0.10

1.26415

1.27987

1.26016

305

2012.05.21 03:21

buy

125

0.10

1.27939

1.26367

1.28338

306

2012.05.21 03:21

delete

126

0.10

1.26415

1.27987

1.26016

307

2012.05.23 11:10

s/l

125

0.10

1.26367

1.26367

1.28338

308

2012.05.24 00:00

buy stop

127

0.10

1.26878

1.25398

1.27253

309

2012.05.24 00:00

sell stop

128

0.10

1.25446

1.26926

1.25071

310

2012.05.24 10:29

sell

128

0.10

1.25446

1.26926

1.25071

311

2012.05.24 10:29

delete

127

0.10

1.26878

1.25398

1.27253

312

2012.05.25 15:57

t/p

128

0.10

1.25071

1.26926

1.25071

313

2012.05.31 00:00

buy stop

129

0.10

1.24866

1.23560

1.25195

314

2012.05.31 00:00

sell stop

130

0.10

1.23608

1.24914

1.23279

315

2012.05.31 01:50

sell

130

0.10

1.23608

1.24914

1.23279

316

2012.05.31 01:50

delete

129

0.10

1.24866

1.23560

1.25195

317

2012.06.01 04:01

t/p

130

0.10

1.23279

1.24914

1.23279

318

2012.06.04 00:01

buy stop

131

0.10

1.24565

1.22832

1.25006

319

2012.06.04 00:01

sell stop

132

0.10

1.22880

1.24613

1.22439

320

2012.06.04 16:11

buy

131

0.10

1.24565

1.22832

1.25006

321

2012.06.04 16:11

delete

132

0.10

1.22880

1.24613

1.22439

322

2012.06.04 17:14

t/p

131

0.10

1.25006

1.22832

1.25006

323

2012.06.05 00:00

buy stop

133

0.10

1.25092

1.23804

1.25417

324

2012.06.05 00:00

sell stop

134

0.10

1.23852

1.25140

1.23527

325

2012.06.05 02:56

buy

133

0.10

1.25092

1.23804

1.25417

326

2012.06.05 02:56

delete

134

0.10

1.23852

1.25140

1.23527

327

2012.06.05 03:10

t/p

133

0.10

1.25417

1.23804

1.25417

328

2012.06.06 00:00

buy stop

135

0.10

1.25419

1.24047

1.25766

329

2012.06.06 00:00

sell stop

136

0.10

1.24095

1.25467

1.23748

330

2012.06.06 19:00

buy

135

0.10

1.25419

1.24047

1.25766

331

2012.06.06 19:00

delete

136

0.10

1.24095

1.25467

1.23748

332

2012.06.06 22:57

t/p

135

0.10

1.25766

1.24047

1.25766

333

2012.06.07 00:00

buy stop

137

0.10

1.25850

1.24354

1.26229

334

2012.06.07 00:00

sell stop

138

0.10

1.24402

1.25898

1.24023

335

2012.06.07 04:36

buy

137

0.10

1.25850

1.24354

1.26229

336

2012.06.07 04:36

delete

138

0.10

1.24402

1.25898

1.24023

337

2012.06.07 16:25

t/p

137

0.10

1.26229

1.24354

1.26229

338

2012.06.08 00:00

buy stop

139

0.10

1.26248

1.25345

1.26472

339

2012.06.08 00:00

sell stop

140

0.10

1.25393

1.26296

1.25169

340

2012.06.08 03:29

sell

140

0.10

1.25393

1.26296

1.25169

341

2012.06.08 03:29

delete

139

0.10

1.26248

1.25345

1.26472

342

2012.06.08 05:27

t/p

140

0.10

1.25169

1.26296

1.25169

343

2012.06.11 00:00

sell stop

141

0.10

1.24350

1.25790

1.23986

344

2012.06.11 23:30

expiration

141

0.10

1.24350

1.25790

1.23986

345

2012.06.12 00:00

buy stop

142

0.10

1.26679

1.24751

1.27171

346

2012.06.12 00:00

sell stop

143

0.10

1.24793

1.26727

1.24301

347

2012.06.12 00:00

sell

143

0.10

1.24793

1.26727

1.24301

348

2012.06.12 00:00

delete

142

0.10

1.26679

1.24751

1.27171

349

2012.06.18 00:00

s/l

143

0.10

1.26727

1.26727

1.24301

350

2012.06.18 00:00

buy stop

144

0.10

1.26997

1.25865

1.27188

351

2012.06.18 00:00

sell stop

145

0.10

1.25913

1.26690

1.25722

352

2012.06.18 00:00

buy

144

0.10

1.26997

1.25865

1.27188

353

2012.06.18 00:00

delete

145

0.10

1.25913

1.26690

1.25722

354

2012.06.18 00:47

t/p

144

0.10

1.27188

1.25865

1.27188

355

2012.06.18 00:47

buy stop

146

0.10

1.27228

1.25865

1.27419

356

2012.06.18 00:47

sell stop

147

0.10

1.25913

1.26690

1.25722

357

2012.06.18 00:47

buy

146

0.10

1.27228

1.25865

1.27419

358

2012.06.18 00:47

delete

147

0.10

1.25913

1.26690

1.25722

359

2012.06.18 01:00

t/p

146

0.10

1.27419

1.25865

1.27419

360

2012.06.19 00:00

buy stop

148

0.10

1.27473

1.25516

1.27973

361

2012.06.19 00:00

sell stop

149

0.10

1.25564

1.27521

1.25064

362

2012.06.19 23:30

expiration

148

0.10

1.27473

1.25516

1.27973

[Link] Alpari UK/backtest/[Link]

38.50

10106.26

20.33

10126.59

-157.46

9969.13

37.53

10006.66

32.93

10039.59

44.10

10083.69

32.50

10116.19

34.70

10150.89

37.90

10188.79

22.40

10211.19

-193.22

10017.97

19.10

10037.07

19.10

10056.17

6/9

363

2012.06.19 23:30

expiration

149

0.10

1.25564

1.27521

1.25064

364

2012.06.20 00:00

buy stop

150

0.10

1.27300

1.25633

1.27724

365

2012.06.20 00:00

sell stop

151

0.10

1.25681

1.27348

1.25257

366

2012.06.20 20:09

buy

150

0.10

1.27300

1.25633

1.27724

367

2012.06.20 20:09

delete

151

0.10

1.25681

1.27348

1.25257

368

2012.06.21 19:27

s/l

150

0.10

1.25633

1.25633

1.27724

369

2012.06.22 00:00

buy stop

152

0.10

1.27071

1.25262

1.27532

370

2012.06.22 00:00

sell stop

153

0.10

1.25310

1.27119

1.24849

371

2012.06.22 09:40

sell

153

0.10

1.25310

1.27119

1.24849

372

2012.06.22 09:40

delete

152

0.10

1.27071

1.25262

1.27532

373

2012.06.25 12:30

t/p

153

0.10

1.24849

1.27119

1.24849

374

2012.06.26 00:00

buy stop

154

0.10

1.25582

1.24657

1.25812

375

2012.06.26 00:00

sell stop

155

0.10

1.24705

1.25630

1.24475

376

2012.06.26 15:17

sell

155

0.10

1.24705

1.25630

1.24475

377

2012.06.26 15:17

delete

154

0.10

1.25582

1.24657

1.25812

378

2012.06.26 18:10

t/p

155

0.10

1.24475

1.25630

1.24475

379

2012.06.27 00:00

buy stop

156

0.10

1.25299

1.24363

1.25531

380

2012.06.27 00:00

sell stop

157

0.10

1.24411

1.25347

1.24179

381

2012.06.27 23:30

expiration

156

0.10

1.25299

1.24363

1.25531

382

2012.06.27 23:30

expiration

157

0.10

1.24411

1.25347

1.24179

383

2012.06.28 00:00

buy stop

158

0.10

1.25079

1.24402

1.25244

384

2012.06.28 00:00

sell stop

159

0.10

1.24450

1.25127

1.24285

385

2012.06.28 06:25

buy

158

0.10

1.25079

1.24402

1.25244

386

2012.06.28 06:25

delete

159

0.10

1.24450

1.25127

1.24285

387

2012.06.28 11:00

s/l

158

0.10

1.24402

1.24402

1.25244

388

2012.06.29 00:00

buy stop

160

0.10

1.25237

1.24018

1.25544

389

2012.06.29 00:00

sell stop

161

0.10

1.24066

1.25285

1.23759

390

2012.06.29 06:00

buy

160

0.10

1.25237

1.24018

1.25544

391

2012.06.29 06:00

delete

161

0.10

1.24066

1.25285

1.23759

392

2012.06.29 06:01

t/p

160

0.10

1.25544

1.24018

1.25544

393

2012.07.02 00:00

buy stop

162

0.10

1.26920

1.24271

1.27601

394

2012.07.02 00:00

sell stop

163

0.10

1.24319

1.26968

1.23638

395

2012.07.02 23:30

expiration

162

0.10

1.26920

1.24271

1.27601

396

2012.07.02 23:30

expiration

163

0.10

1.24319

1.26968

1.23638

397

2012.07.03 00:00

buy stop

164

0.10

1.26800

1.25628

1.27094

398

2012.07.03 00:00

sell stop

165

0.10

1.25676

1.26848

1.25382

399

2012.07.03 15:24

sell

165

0.10

1.25676

1.26848

1.25382

400

2012.07.03 15:24

delete

164

0.10

1.26800

1.25628

1.27094

401

2012.07.04 17:43

t/p

165

0.10

1.25382

1.26848

1.25382

402

2012.07.05 00:00

buy stop

166

0.10

1.26072

1.25027

1.26333

403

2012.07.05 00:00

sell stop

167

0.10

1.25075

1.26120

1.24814

404

2012.07.05 11:51

sell

167

0.10

1.25075

1.26120

1.24814

405

2012.07.05 11:51

delete

166

0.10

1.26072

1.25027

1.26333

406

2012.07.05 14:47

t/p

167

0.10

1.24814

1.26120

1.24814

407

2012.07.06 00:00

buy stop

168

0.10

1.25381

1.23584

1.25839

408

2012.07.06 00:00

sell stop

169

0.10

1.23632

1.25429

1.23174

409

2012.07.06 15:31

sell

169

0.10

1.23632

1.25429

1.23174

410

2012.07.06 15:31

delete

168

0.10

1.25381

1.23584

1.25839

411

2012.07.06 16:48

t/p

169

0.10

1.23174

1.25429

1.23174

412

2012.07.09 00:00

buy stop

170

0.10

1.24007

1.22548

1.24376

413

2012.07.09 00:00

sell stop

171

0.10

1.22596

1.24055

1.22227

414

2012.07.09 01:37

sell

171

0.10

1.22596

1.24055

1.22227

415

2012.07.09 01:37

delete

170

0.10

1.24007

1.22548

1.24376

416

2012.07.11 21:05

t/p

171

0.10

1.22227

1.24055

1.22227

417

2012.07.12 00:00

buy stop

172

0.10

1.22963

1.22074

1.23183

418

2012.07.12 00:00

sell stop

173

0.10

1.22122

1.23011

1.21902

419

2012.07.12 10:41

sell

173

0.10

1.22122

1.23011

1.21902

420

2012.07.12 10:41

delete

172

0.10

1.22963

1.22074

1.23183

421

2012.07.12 13:32

t/p

173

0.10

1.21902

1.23011

1.21902

422

2012.07.13 00:00

buy stop

174

0.10

1.22478

1.21615

1.22691

423

2012.07.13 00:00

sell stop

175

0.10

1.21663

1.22526

1.21450

424

2012.07.13 16:00

sell

175

0.10

1.21663

1.22526

1.21450

425

2012.07.13 16:00

delete

174

0.10

1.22478

1.21615

1.22691

426

2012.07.13 17:07

s/l

175

0.10

1.22526

1.22526

1.21450

427

2012.07.16 00:00

buy stop

176

0.10

1.22710

1.21569

1.22957

428

2012.07.16 00:00

sell stop

177

0.10

1.21617

1.22608

1.21370

[Link] Alpari UK/backtest/[Link]

-167.09

9889.08

46.13

9935.21

23.00

9958.21

-67.70

9890.51

30.70

9921.21

29.43

9950.64

26.10

9976.74

45.80

10022.54

36.96

10059.50

22.00

10081.50

-86.30

9995.20

7/9

429

2012.07.16 00:01

buy

176

0.10

1.22710

1.21569

1.22957

430

2012.07.16 00:01

delete

177

0.10

1.21617

1.22608

1.21370

431

2012.07.17 04:22

t/p

176

0.10

1.22957

1.21569

1.22957

432

2012.07.18 00:00

buy stop

178

0.10

1.23161

1.21835

1.23496

433

2012.07.18 00:00

sell stop

179

0.10

1.21883

1.23209

1.21548

434

2012.07.18 23:30

expiration

178

0.10

1.23161

1.21835

1.23496

435

2012.07.18 23:30

expiration

179

0.10

1.21883

1.23209

1.21548

436

2012.07.19 00:00

buy stop

180

0.10

1.23058

1.22115

1.23292

437

2012.07.19 00:00

sell stop

181

0.10

1.22163

1.23106

1.21929

438

2012.07.19 10:12

buy

180

0.10

1.23058

1.22115

1.23292

439

2012.07.19 10:12

delete

181

0.10

1.22163

1.23106

1.21929

440

2012.07.20 14:37

s/l

180

0.10

1.22115

1.22115

1.23292

441

2012.07.23 00:00

buy stop

182

0.10

1.22823

1.21388

1.23186

442

2012.07.23 00:00

sell stop

183

0.10

1.21185

1.22871

1.20822

443

2012.07.23 00:42

sell

183

0.10

1.21185

1.22871

1.20822

444

2012.07.23 00:42

delete

182

0.10

1.22823

1.21388

1.23186

445

2012.07.23 15:42

t/p

183

0.10

1.20822

1.22871

1.20822

446

2012.07.24 00:00

buy stop

184

0.10

1.21442

1.20619

1.21645

447

2012.07.24 00:00

sell stop

185

0.10

1.20667

1.21490

1.20464

448

2012.07.24 18:39

sell

185

0.10

1.20667

1.21490

1.20464

449

2012.07.24 18:39

delete

184

0.10

1.21442

1.20619

1.21645

450

2012.07.24 19:26

t/p

185

0.10

1.20464

1.21490

1.20464

451

2012.07.25 00:00

buy stop

186

0.10

1.21376

1.20367

1.21628

452

2012.07.25 00:00

sell stop

187

0.10

1.20415

1.21424

1.20163

453

2012.07.25 12:39

buy

186

0.10

1.21376

1.20367

1.21628

454

2012.07.25 12:39

delete

187

0.10

1.20415

1.21424

1.20163

455

2012.07.25 14:05

t/p

186

0.10

1.21628

1.20367

1.21628

456

2012.07.26 00:00

buy stop

188

0.10

1.21691

1.20478

1.21996

457

2012.07.26 00:00

sell stop

189

0.10

1.20526

1.21739

1.20221

458

2012.07.26 13:17

buy

188

0.10

1.21691

1.20478

1.21996

459

2012.07.26 13:17

delete

189

0.10

1.20526

1.21739

1.20221

460

2012.07.26 13:30

t/p

188

0.10

1.21996

1.20478

1.21996

461

2012.07.27 00:00

buy stop

190

0.10

1.23286

1.21120

1.23840

462

2012.07.27 00:00

sell stop

191

0.10

1.21168

1.23334

1.20614

463

2012.07.27 15:13

buy

190

0.10

1.23286

1.21120

1.23840

464

2012.07.27 15:13

delete

191

0.10

1.21168

1.23334

1.20614

465

2012.07.27 20:26

t/p

190

0.10

1.23840

1.21120

1.23840

466

2012.07.30 00:00

buy stop

192

0.10

1.23892

1.22362

1.24280

467

2012.07.30 00:00

sell stop

193

0.10

1.22410

1.23940

1.22022

468

2012.07.30 15:17

sell

193

0.10

1.22410

1.23940

1.22022

469

2012.07.30 15:17

delete

192

0.10

1.23892

1.22362

1.24280

470

2012.08.02 15:35

s/l

193

0.10

1.23940

1.23940

1.22022

471

2012.08.03 00:00

buy stop

194

0.10

1.24016

1.21281

1.24719

472

2012.08.03 00:00

sell stop

195

0.10

1.21329

1.24064

1.20626

473

2012.08.03 23:30

expiration

194

0.10

1.24016

1.21281

1.24719

474

2012.08.03 23:30

expiration

195

0.10

1.21329

1.24064

1.20626

475

2012.08.06 00:00

sell stop

196

0.10

1.21659

1.23965

1.21068

476

2012.08.06 23:30

expiration

196

0.10

1.21659

1.23965

1.21068

477

2012.08.07 00:00

buy stop

197

0.10

1.24424

1.23363

1.24689

478

2012.08.07 00:00

sell stop

198

0.10

1.23411

1.24472

1.23146

479

2012.08.07 15:16

buy

197

0.10

1.24424

1.23363

1.24689

480

2012.08.07 15:16

delete

198

0.10

1.23411

1.24472

1.23146

481

2012.08.08 15:13

s/l

197

0.10

1.23363

1.23363

1.24689

482

2012.08.09 00:00

buy stop

199

0.10

1.24017

1.23212

1.24215

483

2012.08.09 00:00

sell stop

200

0.10

1.23260

1.24065

1.23062

484

2012.08.09 13:03

sell

200

0.10

1.23260

1.24065

1.23062

485

2012.08.09 13:03

delete

199

0.10

1.24017

1.23212

1.24215

486

2012.08.09 14:22

t/p

200

0.10

1.23062

1.24065

1.23062

487

2012.08.10 00:00

buy stop

201

0.10

1.23867

1.22615

1.24182

488

2012.08.10 00:00

sell stop

202

0.10

1.22663

1.23915

1.22348

489

2012.08.10 10:28

sell

202

0.10

1.22663

1.23915

1.22348

490

2012.08.10 10:28

delete

201

0.10

1.23867

1.22615

1.24182

491

2012.08.21 10:26

s/l

202

0.10

1.23915

1.23915

1.22348

492

2012.08.22 00:00

buy stop

203

0.10

1.24871

1.23366

1.25252

493

2012.08.22 00:00

sell stop

204

0.10

1.23414

1.24919

1.23033

494

2012.08.22 18:05

buy

203

0.10

1.24871

1.23366

1.25252

[Link] Alpari UK/backtest/[Link]

24.57

10019.77

-94.43

9925.34

36.30

9961.64

20.30

9981.94

25.20

10007.14

30.50

10037.64

55.40

10093.04

-152.85

9940.19

-106.23

9833.96

19.80

9853.76

-124.93

9728.83

8/9

495

2012.08.22 18:05

delete

204

0.10

1.23414

1.24919

1.23033

496

2012.08.22 21:31

t/p

203

0.10

1.25252

1.23366

1.25252

497

2012.08.23 00:00

buy stop

205

0.10

1.25376

1.24257

1.25656

498

2012.08.23 00:00

sell stop

206

0.10

1.24305

1.25424

1.24025

499

2012.08.23 02:02

buy

205

0.10

1.25376

1.24257

1.25656

500

2012.08.23 02:02

delete

206

0.10

1.24305

1.25424

1.24025

501

2012.08.23 10:11

t/p

205

0.10

1.25656

1.24257

1.25656

502

2012.08.24 00:00

buy stop

207

0.10

1.25887

1.25180

1.26060

503

2012.08.24 00:00

sell stop

208

0.10

1.25228

1.25935

1.25055

504

2012.08.24 13:13

sell

208

0.10

1.25228

1.25935

1.25055

505

2012.08.24 13:13

delete

207

0.10

1.25887

1.25180

1.26060

506

2012.08.24 14:29

t/p

208

0.10

1.25055

1.25935

1.25055

507

2012.08.27 00:00

buy stop

209

0.10

1.25730

1.24759

1.25972

508

2012.08.27 00:00

sell stop

210

0.10

1.24807

1.25778

1.24565

509

2012.08.27 23:30

expiration

209

0.10

1.25730

1.24759

1.25972

510

2012.08.27 23:30

expiration

210

0.10

1.24807

1.25778

1.24565

511

2012.08.28 00:00

buy stop

211

0.10

1.25349

1.24846

1.25468

512

2012.08.28 00:00

sell stop

212

0.10

1.24894

1.25397

1.24775

513

2012.08.28 03:51

sell

212

0.10

1.24894

1.25397

1.24775

514

2012.08.28 03:51

delete

211

0.10

1.25349

1.24846

1.25468

515

2012.08.28 04:04

t/p

212

0.10

1.24775

1.25397

1.24775

516

2012.08.29 00:00

buy stop

213

0.10

1.25760

1.24598

1.26052

517

2012.08.29 00:00

sell stop

214

0.10

1.24646

1.25808

1.24354

518

2012.08.29 23:30

expiration

213

0.10

1.25760

1.24598

1.26052

519

2012.08.29 23:30

expiration

214

0.10

1.24646

1.25808

1.24354

520

2012.08.30 00:00

buy stop

215

0.10

1.25727

1.25133

1.25870

521

2012.08.30 00:00

sell stop

216

0.10

1.25181

1.25775

1.25038

522

2012.08.30 17:37

sell

216

0.10

1.25181

1.25775

1.25038

523

2012.08.30 17:37

delete

215

0.10

1.25727

1.25133

1.25870

524

2012.08.30 17:43

t/p

216

0.10

1.25038

1.25775

1.25038

525

2012.08.31 00:00

buy stop

217

0.10

1.25632

1.24817

1.25833

526

2012.08.31 00:00

sell stop

218

0.10

1.24865

1.25680

1.24664

527

2012.08.31 12:30

buy

217

0.10

1.25632

1.24817

1.25833

528

2012.08.31 12:30

delete

218

0.10

1.24865

1.25680

1.24664

529

2012.08.31 13:36

t/p

217

0.10

1.25833

1.24817

1.25833

530

2012.09.03 00:00

buy stop

219

0.10

1.26369

1.24881

1.26746

531

2012.09.03 00:00

sell stop

220

0.10

1.24929

1.26417

1.24552

532

2012.09.03 23:30

expiration

219

0.10

1.26369

1.24881

1.26746

533

2012.09.03 23:30

expiration

220

0.10

1.24929

1.26417

1.24552

534

2012.09.04 00:00

buy stop

221

0.10

1.26105

1.25547

1.26239

535

2012.09.04 00:00

sell stop

222

0.10

1.25595

1.26153

1.25461

536

2012.09.04 04:42

buy

221

0.10

1.26105

1.25547

1.26239

537

2012.09.04 04:42

delete

222

0.10

1.25595

1.26153

1.25461

538

2012.09.04 05:12

t/p

221

0.10

1.26239

1.25547

1.26239

539

2012.09.05 00:00

buy stop

223

0.10

1.26269

1.25496

1.26459

540

2012.09.05 00:00

sell stop

224

0.10

1.25544

1.26317

1.25354

541

2012.09.05 02:35

sell

224

0.10

1.25544

1.26317

1.25354

542

2012.09.05 02:35

delete

223

0.10

1.26269

1.25496

1.26459

543

2012.09.05 02:37

t/p

224

0.10

1.25354

1.26317

1.25354

544

2012.09.06 00:00

buy stop

225

0.10

1.26237

1.24962

1.26558

545

2012.09.06 00:00

sell stop

226

0.10

1.25010

1.26285

1.24689

546

2012.09.06 09:23

buy

225

0.10

1.26237

1.24962

1.26558

547

2012.09.06 09:23

delete

226

0.10

1.25010

1.26285

1.24689

548

2012.09.07 10:05

t/p

225

0.10

1.26558

1.24962

1.26558

549

2012.09.10 00:00

buy stop

227

0.10

1.28165

1.26208

1.28665

550

2012.09.10 00:00

sell stop

228

0.10

1.26256

1.28213

1.25756

551

2012.09.10 23:30

expiration

227

0.10

1.28165

1.26208

1.28665

552

2012.09.10 23:30

expiration

228

0.10

1.26256

1.28213

1.25756

[Link] Alpari UK/backtest/[Link]

38.10

9766.93

28.00

9794.93

17.30

9812.23

11.90

9824.13

14.30

9838.43

20.10

9858.53

13.40

9871.93

19.00

9890.93

31.97

9922.90

9/9