Strategy Tester Report |
||||||||||||
RoboForex-MetaTrader 5 (Build 1643) |
||||||||||||
Settings |
||||||||||||
| Expert: | testEAbasket2 | |||||||||||
| Symbol: | AUDUSD | |||||||||||
| Period: | H1 (2017.01.01 - 2017.12.14) | |||||||||||
| Inputs: | SELLPROFIT=0 | |||||||||||
| SELL1LIMIT=50 | ||||||||||||
| SELL2FROM=40 | ||||||||||||
| SELL2TO=20 | ||||||||||||
| BUYPROFIT=0 | ||||||||||||
| BUY1LIMIT=-50 | ||||||||||||
| BUY2FROM=-40 | ||||||||||||
| BUY2TO=-20 | ||||||||||||
| WPR=20 | ||||||||||||
| Broker: | RoboForex (CY) Ltd. | |||||||||||
| Currency: | USD | |||||||||||
| Initial Deposit: | 10 000.00 | |||||||||||
| Leverage: | 1:100 | |||||||||||
Results |
||||||||||||
| History Quality: | 99% | |||||||||||
| Bars: | 5939 | Ticks: | 19061138 | Symbols: | 1 | |||||||
| Total Net Profit: | -28.57 | Balance Drawdown Absolute: | 30.08 | Equity Drawdown Absolute: | 33.80 | |||||||
| Gross Profit: | 34.69 | Balance Drawdown Maximal: | 47.78 (0.48%) | Equity Drawdown Maximal: | 51.91 (0.52%) | |||||||
| Gross Loss: | -63.26 | Balance Drawdown Relative: | 0.48% (47.78) | Equity Drawdown Relative: | 0.52% (51.91) | |||||||
| Profit Factor: | 0.55 | Expected Payoff: | -0.73 | Margin Level: | 41945.29% | |||||||
| Recovery Factor: | -0.55 | Sharpe Ratio: | -0.19 | Z-Score: | -0.94 (65.28%) | |||||||
| AHPR: | 0.9999 (-0.01%) | LR Correlation: | -0.81 | OnTester result: | 0 | |||||||
| GHPR: | 0.9999 (-0.01%) | LR Standard Error: | 9.06 | |||||||||
| Total Trades: | 39 | Short Trades (won %): | 0 (0.00%) | Long Trades (won %): | 39 (53.85%) | |||||||
| Total Deals: | 78 | Profit Trades (% of total): | 21 (53.85%) | Loss Trades (% of total): | 18 (46.15%) | |||||||
| Largest profit trade: | 4.79 | Largest loss trade: | -13.19 | |||||||||
| Average profit trade: | 1.65 | Average loss trade: | -3.51 | |||||||||
| Maximum consecutive wins ($): | 8 (17.83) | Maximum consecutive losses ($): | 6 (-20.65) | |||||||||
| Maximal consecutive profit (count): | 17.83 (8) | Maximal consecutive loss (count): | -30.18 (4) | |||||||||
| Average consecutive wins: | 2 | Average consecutive losses: | 2 | |||||||||
 |
||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
 |
||||||||||||
| Correlation (Profits,MFE): | 0.50 | Correlation (Profits,MAE): | 0.96 | Correlation (MFE,MAE): | 0.3541 | |||||||
 |
||||||||||||
| Minimal position holding time: | 1:00:00 | Maximal position holding time: | 85:00:00 | Average position holding time: | 18:30:46 | |||||||
 |
||||||||||||
Orders |
||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
| 2017.01.02 11:00:00 | 2 | AUDUSD | buy | 0.01 / 0.01 | 0.71765 | 2017.01.02 11:00:00 | filled | |||||
| 2017.01.03 01:00:00 | 3 | AUDUSD | buy | 0.01 / 0.01 | 0.71968 | 2017.01.03 01:00:00 | filled | |||||
| 2017.01.03 05:00:00 | 4 | AUDUSD | sell | 0.01 / 0.01 | 0.72244 | 2017.01.03 05:00:00 | filled | |||||
| 2017.01.03 05:00:00 | 5 | AUDUSD | sell | 0.01 / 0.01 | 0.72244 | 2017.01.03 05:00:00 | filled | |||||
| 2017.01.09 10:00:00 | 6 | AUDUSD | buy | 0.01 / 0.01 | 0.73119 | 2017.01.09 10:00:00 | filled | |||||
| 2017.01.09 16:00:00 | 7 | AUDUSD | sell | 0.01 / 0.01 | 0.73361 | 2017.01.09 16:00:00 | filled | |||||
| 2017.01.18 14:00:00 | 8 | AUDUSD | buy | 0.01 / 0.01 | 0.75545 | 2017.01.18 14:00:00 | filled | |||||
| 2017.01.18 16:00:00 | 9 | AUDUSD | buy | 0.01 / 0.01 | 0.75442 | 2017.01.18 16:00:00 | filled | |||||
| 2017.01.18 18:00:00 | 10 | AUDUSD | sell | 0.01 / 0.01 | 0.75640 | 2017.01.18 18:00:00 | filled | |||||
| 2017.01.18 18:00:00 | 11 | AUDUSD | sell | 0.01 / 0.01 | 0.75640 | 2017.01.18 18:00:00 | filled | |||||
| 2017.02.01 17:00:00 | 12 | AUDUSD | buy | 0.01 / 0.01 | 0.75659 | 2017.02.01 17:00:00 | filled | |||||
| 2017.02.01 22:00:00 | 13 | AUDUSD | sell | 0.01 / 0.01 | 0.75886 | 2017.02.01 22:00:00 | filled | |||||
| 2017.02.03 01:00:00 | 14 | AUDUSD | buy | 0.01 / 0.01 | 0.76569 | 2017.02.03 01:00:00 | filled | |||||
| 2017.02.03 16:00:00 | 15 | AUDUSD | sell | 0.01 / 0.01 | 0.76695 | 2017.02.03 16:00:00 | filled | |||||
| 2017.03.08 01:00:00 | 16 | AUDUSD | buy | 0.01 / 0.01 | 0.75878 | 2017.03.08 01:00:00 | filled | |||||
| 2017.03.08 05:00:00 | 17 | AUDUSD | sell | 0.01 / 0.01 | 0.76030 | 2017.03.08 05:00:00 | filled | |||||
| 2017.03.08 21:00:00 | 18 | AUDUSD | buy | 0.01 / 0.01 | 0.75403 | 2017.03.08 21:00:00 | filled | |||||
| 2017.03.09 01:00:00 | 19 | AUDUSD | buy | 0.01 / 0.01 | 0.75234 | 2017.03.09 01:00:00 | filled | |||||
| 2017.03.09 15:00:00 | 20 | AUDUSD | sell | 0.01 / 0.01 | 0.75156 | 2017.03.09 15:00:00 | filled | |||||
| 2017.03.09 15:00:00 | 21 | AUDUSD | sell | 0.01 / 0.01 | 0.75156 | 2017.03.09 15:00:00 | filled | |||||
| 2017.03.24 00:00:00 | 22 | AUDUSD | buy | 0.01 / 0.01 | 0.76266 | 2017.03.24 00:00:00 | filled | |||||
| 2017.03.24 18:00:00 | 23 | AUDUSD | sell | 0.01 / 0.01 | 0.76173 | 2017.03.24 18:00:00 | filled | |||||
| 2017.03.28 22:00:00 | 24 | AUDUSD | buy | 0.01 / 0.01 | 0.76366 | 2017.03.28 22:00:00 | filled | |||||
| 2017.03.29 16:00:00 | 25 | AUDUSD | sell | 0.01 / 0.01 | 0.76565 | 2017.03.29 16:00:00 | filled | |||||
| 2017.03.31 14:00:00 | 26 | AUDUSD | buy | 0.01 / 0.01 | 0.76425 | 2017.03.31 14:00:00 | filled | |||||
| 2017.03.31 19:00:00 | 27 | AUDUSD | sell | 0.01 / 0.01 | 0.76370 | 2017.03.31 19:00:00 | filled | |||||
| 2017.04.04 12:00:00 | 28 | AUDUSD | buy | 0.01 / 0.01 | 0.75630 | 2017.04.04 12:00:00 | filled | |||||
| 2017.04.05 04:00:00 | 29 | AUDUSD | sell | 0.01 / 0.01 | 0.75706 | 2017.04.05 04:00:00 | filled | |||||
| 2017.04.10 01:00:00 | 30 | AUDUSD | buy | 0.01 / 0.01 | 0.74987 | 2017.04.10 01:00:00 | filled | |||||
| 2017.04.10 17:00:00 | 31 | AUDUSD | sell | 0.01 / 0.01 | 0.74972 | 2017.04.10 17:00:00 | filled | |||||
| 2017.04.14 01:00:00 | 32 | AUDUSD | buy | 0.01 / 0.01 | 0.75698 | 2017.04.14 01:00:00 | filled | |||||
| 2017.04.14 13:00:00 | 33 | AUDUSD | sell | 0.01 / 0.01 | 0.75733 | 2017.04.14 13:00:00 | filled | |||||
| 2017.04.18 01:00:00 | 34 | AUDUSD | buy | 0.01 / 0.01 | 0.75914 | 2017.04.18 01:00:00 | filled | |||||
| 2017.04.18 15:00:00 | 35 | AUDUSD | sell | 0.01 / 0.01 | 0.75482 | 2017.04.18 15:00:00 | filled | |||||
| 2017.04.24 20:00:00 | 36 | AUDUSD | buy | 0.01 / 0.01 | 0.75580 | 2017.04.24 20:00:00 | filled | |||||
| 2017.04.25 08:00:00 | 37 | AUDUSD | buy | 0.01 / 0.01 | 0.75570 | 2017.04.25 08:00:00 | filled | |||||
| 2017.04.27 06:00:00 | 38 | AUDUSD | sell | 0.01 / 0.01 | 0.74863 | 2017.04.27 06:00:00 | filled | |||||
| 2017.04.27 06:00:00 | 39 | AUDUSD | sell | 0.01 / 0.01 | 0.74863 | 2017.04.27 06:00:00 | filled | |||||
| 2017.05.02 01:00:00 | 40 | AUDUSD | buy | 0.01 / 0.01 | 0.75234 | 2017.05.02 01:00:00 | filled | |||||
| 2017.05.02 11:00:00 | 41 | AUDUSD | buy | 0.01 / 0.01 | 0.75283 | 2017.05.02 11:00:00 | filled | |||||
| 2017.05.02 21:00:00 | 42 | AUDUSD | sell | 0.01 / 0.01 | 0.75235 | 2017.05.02 21:00:00 | filled | |||||
| 2017.05.02 21:00:00 | 43 | AUDUSD | sell | 0.01 / 0.01 | 0.75235 | 2017.05.02 21:00:00 | filled | |||||
| 2017.05.04 05:00:00 | 44 | AUDUSD | buy | 0.01 / 0.01 | 0.74135 | 2017.05.04 05:00:00 | filled | |||||
| 2017.05.04 18:00:00 | 45 | AUDUSD | sell | 0.01 / 0.01 | 0.73971 | 2017.05.04 18:00:00 | filled | |||||
| 2017.05.30 01:00:00 | 46 | AUDUSD | buy | 0.01 / 0.01 | 0.74383 | 2017.05.30 01:00:00 | filled | |||||
| 2017.05.30 12:00:00 | 47 | AUDUSD | sell | 0.01 / 0.01 | 0.74517 | 2017.05.30 12:00:00 | filled | |||||
| 2017.06.02 01:00:00 | 48 | AUDUSD | buy | 0.01 / 0.01 | 0.73763 | 2017.06.02 01:00:00 | filled | |||||
| 2017.06.02 16:00:00 | 49 | AUDUSD | sell | 0.01 / 0.01 | 0.74082 | 2017.06.02 16:00:00 | filled | |||||
| 2017.07.20 12:00:00 | 50 | AUDUSD | buy | 0.01 / 0.01 | 0.79095 | 2017.07.20 12:00:00 | filled | |||||
| 2017.07.20 17:00:00 | 51 | AUDUSD | sell | 0.01 / 0.01 | 0.79236 | 2017.07.20 17:00:00 | filled | |||||
| 2017.07.28 05:00:00 | 52 | AUDUSD | buy | 0.01 / 0.01 | 0.79683 | 2017.07.28 05:00:00 | filled | |||||
| 2017.07.28 16:00:00 | 53 | AUDUSD | sell | 0.01 / 0.01 | 0.79719 | 2017.07.28 16:00:00 | filled | |||||
| 2017.07.31 17:00:00 | 54 | AUDUSD | buy | 0.01 / 0.01 | 0.79661 | 2017.07.31 17:00:00 | filled | |||||
| 2017.07.31 18:00:00 | 55 | AUDUSD | sell | 0.01 / 0.01 | 0.79817 | 2017.07.31 18:00:00 | filled | |||||
| 2017.08.14 17:00:00 | 56 | AUDUSD | buy | 0.01 / 0.01 | 0.78640 | 2017.08.14 17:00:00 | filled | |||||
| 2017.08.16 09:00:00 | 57 | AUDUSD | sell | 0.01 / 0.01 | 0.78405 | 2017.08.16 09:00:00 | filled | |||||
| 2017.08.18 01:00:00 | 58 | AUDUSD | buy | 0.01 / 0.01 | 0.78883 | 2017.08.18 01:00:00 | filled | |||||
| 2017.08.18 07:00:00 | 59 | AUDUSD | sell | 0.01 / 0.01 | 0.78947 | 2017.08.18 07:00:00 | filled | |||||
| 2017.09.13 19:00:00 | 60 | AUDUSD | buy | 0.01 / 0.01 | 0.79862 | 2017.09.13 19:00:00 | filled | |||||
| 2017.09.14 13:00:00 | 61 | AUDUSD | sell | 0.01 / 0.01 | 0.80052 | 2017.09.14 13:00:00 | filled | |||||
| 2017.09.25 01:00:00 | 62 | AUDUSD | buy | 0.01 / 0.01 | 0.79541 | 2017.09.25 01:00:00 | filled | |||||
| 2017.09.25 14:00:00 | 63 | AUDUSD | buy | 0.01 / 0.01 | 0.79553 | 2017.09.25 14:00:00 | filled | |||||
| 2017.09.27 23:00:00 | 64 | AUDUSD | buy | 0.01 / 0.01 | 0.78551 | 2017.09.27 23:00:00 | filled | |||||
| 2017.09.28 14:00:00 | 65 | AUDUSD | sell | 0.01 / 0.01 | 0.78230 | 2017.09.28 14:00:00 | filled | |||||
| 2017.09.28 14:00:00 | 66 | AUDUSD | sell | 0.01 / 0.01 | 0.78230 | 2017.09.28 14:00:00 | filled | |||||
| 2017.09.28 14:00:00 | 67 | AUDUSD | sell | 0.01 / 0.01 | 0.78230 | 2017.09.28 14:00:00 | filled | |||||
| 2017.10.02 19:00:00 | 68 | AUDUSD | buy | 0.01 / 0.01 | 0.78239 | 2017.10.02 19:00:00 | filled | |||||
| 2017.10.03 14:00:00 | 69 | AUDUSD | sell | 0.01 / 0.01 | 0.78167 | 2017.10.03 14:00:00 | filled | |||||
| 2017.11.01 23:00:00 | 70 | AUDUSD | buy | 0.01 / 0.01 | 0.76760 | 2017.11.01 23:00:00 | filled | |||||
| 2017.11.02 03:00:00 | 71 | AUDUSD | sell | 0.01 / 0.01 | 0.76905 | 2017.11.02 03:00:00 | filled | |||||
| 2017.11.13 01:00:00 | 72 | AUDUSD | buy | 0.01 / 0.01 | 0.76487 | 2017.11.13 01:00:00 | filled | |||||
| 2017.11.14 14:00:00 | 73 | AUDUSD | sell | 0.01 / 0.01 | 0.76321 | 2017.11.14 14:00:00 | filled | |||||
| 2017.11.24 10:00:00 | 74 | AUDUSD | buy | 0.01 / 0.01 | 0.76145 | 2017.11.24 10:00:00 | filled | |||||
| 2017.11.24 15:00:00 | 75 | AUDUSD | sell | 0.01 / 0.01 | 0.76197 | 2017.11.24 15:00:00 | filled | |||||
| 2017.11.28 18:00:00 | 76 | AUDUSD | buy | 0.01 / 0.01 | 0.75985 | 2017.11.28 18:00:00 | filled | |||||
| 2017.11.29 19:00:00 | 77 | AUDUSD | sell | 0.01 / 0.01 | 0.75711 | 2017.11.29 19:00:00 | filled | |||||
| 2017.12.07 23:00:00 | 78 | AUDUSD | buy | 0.01 / 0.01 | 0.75135 | 2017.12.07 23:00:00 | filled | |||||
| 2017.12.08 16:00:00 | 79 | AUDUSD | sell | 0.01 / 0.01 | 0.75287 | 2017.12.08 16:00:00 | filled | |||||
Deals |
||||||||||||
| Time | Deal | Symbol | Type | Direction | Volume | Price | Order | Commission | Swap | Profit | Balance | Comment |
| 2017.01.01 00:00:00 | 1 | balance | 0.00 | 0.00 | 10 000.00 | 10 000.00 | ||||||
| 2017.01.02 11:00:00 | 2 | AUDUSD | buy | in | 0.01 | 0.71765 | 2 | -0.01 | 0.00 | 0.00 | 9 999.99 | |
| 2017.01.03 01:00:00 | 3 | AUDUSD | buy | in | 0.01 | 0.71968 | 3 | -0.01 | 0.00 | 0.00 | 9 999.98 | |
| 2017.01.03 05:00:00 | 4 | AUDUSD | sell | out | 0.01 | 0.72244 | 4 | -0.01 | 0.00 | 2.76 | 10 002.73 | |
| 2017.01.03 05:00:00 | 5 | AUDUSD | sell | out | 0.01 | 0.72244 | 5 | -0.01 | 0.01 | 4.79 | 10 007.52 | |
| 2017.01.09 10:00:00 | 6 | AUDUSD | buy | in | 0.01 | 0.73119 | 6 | -0.01 | 0.00 | 0.00 | 10 007.51 | |
| 2017.01.09 16:00:00 | 7 | AUDUSD | sell | out | 0.01 | 0.73361 | 7 | -0.01 | 0.00 | 2.42 | 10 009.92 | |
| 2017.01.18 14:00:00 | 8 | AUDUSD | buy | in | 0.01 | 0.75545 | 8 | -0.02 | 0.00 | 0.00 | 10 009.90 | |
| 2017.01.18 16:00:00 | 9 | AUDUSD | buy | in | 0.01 | 0.75442 | 9 | -0.02 | 0.00 | 0.00 | 10 009.88 | |
| 2017.01.18 18:00:00 | 10 | AUDUSD | sell | out | 0.01 | 0.75640 | 10 | -0.02 | 0.00 | 1.98 | 10 011.84 | |
| 2017.01.18 18:00:00 | 11 | AUDUSD | sell | out | 0.01 | 0.75640 | 11 | -0.02 | 0.00 | 0.95 | 10 012.77 | |
| 2017.02.01 17:00:00 | 12 | AUDUSD | buy | in | 0.01 | 0.75659 | 12 | -0.02 | 0.00 | 0.00 | 10 012.75 | |
| 2017.02.01 22:00:00 | 13 | AUDUSD | sell | out | 0.01 | 0.75886 | 13 | -0.02 | 0.00 | 2.27 | 10 015.00 | |
| 2017.02.03 01:00:00 | 14 | AUDUSD | buy | in | 0.01 | 0.76569 | 14 | -0.02 | 0.00 | 0.00 | 10 014.98 | |
| 2017.02.03 16:00:00 | 15 | AUDUSD | sell | out | 0.01 | 0.76695 | 15 | -0.02 | 0.00 | 1.26 | 10 016.22 | |
| 2017.03.08 01:00:00 | 16 | AUDUSD | buy | in | 0.01 | 0.75878 | 16 | -0.02 | 0.00 | 0.00 | 10 016.20 | |
| 2017.03.08 05:00:00 | 17 | AUDUSD | sell | out | 0.01 | 0.76030 | 17 | -0.02 | 0.00 | 1.52 | 10 017.70 | |
| 2017.03.08 21:00:00 | 18 | AUDUSD | buy | in | 0.01 | 0.75403 | 18 | -0.02 | 0.00 | 0.00 | 10 017.68 | |
| 2017.03.09 01:00:00 | 19 | AUDUSD | buy | in | 0.01 | 0.75234 | 19 | -0.02 | 0.00 | 0.00 | 10 017.66 | |
| 2017.03.09 15:00:00 | 20 | AUDUSD | sell | out | 0.01 | 0.75156 | 20 | -0.02 | 0.00 | -0.78 | 10 016.86 | |
| 2017.03.09 15:00:00 | 21 | AUDUSD | sell | out | 0.01 | 0.75156 | 21 | -0.02 | 0.04 | -2.47 | 10 014.41 | |
| 2017.03.24 00:00:00 | 22 | AUDUSD | buy | in | 0.01 | 0.76266 | 22 | -0.02 | 0.00 | 0.00 | 10 014.39 | |
| 2017.03.24 18:00:00 | 23 | AUDUSD | sell | out | 0.01 | 0.76173 | 23 | -0.02 | 0.00 | -0.93 | 10 013.44 | |
| 2017.03.28 22:00:00 | 24 | AUDUSD | buy | in | 0.01 | 0.76366 | 24 | -0.02 | 0.00 | 0.00 | 10 013.42 | |
| 2017.03.29 16:00:00 | 25 | AUDUSD | sell | out | 0.01 | 0.76565 | 25 | -0.02 | 0.01 | 1.99 | 10 015.40 | |
| 2017.03.31 14:00:00 | 26 | AUDUSD | buy | in | 0.01 | 0.76425 | 26 | -0.02 | 0.00 | 0.00 | 10 015.38 | |
| 2017.03.31 19:00:00 | 27 | AUDUSD | sell | out | 0.01 | 0.76370 | 27 | -0.02 | 0.00 | -0.55 | 10 014.81 | |
| 2017.04.04 12:00:00 | 28 | AUDUSD | buy | in | 0.01 | 0.75630 | 28 | -0.02 | 0.00 | 0.00 | 10 014.79 | |
| 2017.04.05 04:00:00 | 29 | AUDUSD | sell | out | 0.01 | 0.75706 | 29 | -0.02 | 0.01 | 0.76 | 10 015.54 | |
| 2017.04.10 01:00:00 | 30 | AUDUSD | buy | in | 0.01 | 0.74987 | 30 | -0.02 | 0.00 | 0.00 | 10 015.52 | |
| 2017.04.10 17:00:00 | 31 | AUDUSD | sell | out | 0.01 | 0.74972 | 31 | -0.02 | 0.00 | -0.15 | 10 015.35 | |
| 2017.04.14 01:00:00 | 32 | AUDUSD | buy | in | 0.01 | 0.75698 | 32 | -0.02 | 0.00 | 0.00 | 10 015.33 | |
| 2017.04.14 13:00:00 | 33 | AUDUSD | sell | out | 0.01 | 0.75733 | 33 | -0.02 | 0.00 | 0.35 | 10 015.66 | |
| 2017.04.18 01:00:00 | 34 | AUDUSD | buy | in | 0.01 | 0.75914 | 34 | -0.02 | 0.00 | 0.00 | 10 015.64 | |
| 2017.04.18 15:00:00 | 35 | AUDUSD | sell | out | 0.01 | 0.75482 | 35 | -0.02 | 0.00 | -4.32 | 10 011.30 | |
| 2017.04.24 20:00:00 | 36 | AUDUSD | buy | in | 0.01 | 0.75580 | 36 | -0.02 | 0.00 | 0.00 | 10 011.28 | |
| 2017.04.25 08:00:00 | 37 | AUDUSD | buy | in | 0.01 | 0.75570 | 37 | -0.02 | 0.00 | 0.00 | 10 011.26 | |
| 2017.04.27 06:00:00 | 38 | AUDUSD | sell | out | 0.01 | 0.74863 | 38 | -0.01 | 0.05 | -7.07 | 10 004.23 | |
| 2017.04.27 06:00:00 | 39 | AUDUSD | sell | out | 0.01 | 0.74863 | 39 | -0.01 | 0.06 | -7.17 | 9 997.11 | |
| 2017.05.02 01:00:00 | 40 | AUDUSD | buy | in | 0.01 | 0.75234 | 40 | -0.02 | 0.00 | 0.00 | 9 997.09 | |
| 2017.05.02 11:00:00 | 41 | AUDUSD | buy | in | 0.01 | 0.75283 | 41 | -0.02 | 0.00 | 0.00 | 9 997.07 | |
| 2017.05.02 21:00:00 | 42 | AUDUSD | sell | out | 0.01 | 0.75235 | 42 | -0.02 | 0.00 | -0.48 | 9 996.57 | |
| 2017.05.02 21:00:00 | 43 | AUDUSD | sell | out | 0.01 | 0.75235 | 43 | -0.02 | 0.00 | 0.01 | 9 996.56 | |
| 2017.05.04 05:00:00 | 44 | AUDUSD | buy | in | 0.01 | 0.74135 | 44 | -0.01 | 0.00 | 0.00 | 9 996.55 | |
| 2017.05.04 18:00:00 | 45 | AUDUSD | sell | out | 0.01 | 0.73971 | 45 | -0.01 | 0.00 | -1.64 | 9 994.90 | |
| 2017.05.30 01:00:00 | 46 | AUDUSD | buy | in | 0.01 | 0.74383 | 46 | -0.01 | 0.00 | 0.00 | 9 994.89 | |
| 2017.05.30 12:00:00 | 47 | AUDUSD | sell | out | 0.01 | 0.74517 | 47 | -0.01 | 0.00 | 1.34 | 9 996.22 | |
| 2017.06.02 01:00:00 | 48 | AUDUSD | buy | in | 0.01 | 0.73763 | 48 | -0.01 | 0.00 | 0.00 | 9 996.21 | |
| 2017.06.02 16:00:00 | 49 | AUDUSD | sell | out | 0.01 | 0.74082 | 49 | -0.01 | 0.00 | 3.19 | 9 999.39 | |
| 2017.07.20 12:00:00 | 50 | AUDUSD | buy | in | 0.01 | 0.79095 | 50 | -0.02 | 0.00 | 0.00 | 9 999.37 | |
| 2017.07.20 17:00:00 | 51 | AUDUSD | sell | out | 0.01 | 0.79236 | 51 | -0.02 | 0.00 | 1.41 | 10 000.76 | |
| 2017.07.28 05:00:00 | 52 | AUDUSD | buy | in | 0.01 | 0.79683 | 52 | -0.02 | 0.00 | 0.00 | 10 000.74 | |
| 2017.07.28 16:00:00 | 53 | AUDUSD | sell | out | 0.01 | 0.79719 | 53 | -0.02 | 0.00 | 0.36 | 10 001.08 | |
| 2017.07.31 17:00:00 | 54 | AUDUSD | buy | in | 0.01 | 0.79661 | 54 | -0.02 | 0.00 | 0.00 | 10 001.06 | |
| 2017.07.31 18:00:00 | 55 | AUDUSD | sell | out | 0.01 | 0.79817 | 55 | -0.02 | 0.00 | 1.56 | 10 002.60 | |
| 2017.08.14 17:00:00 | 56 | AUDUSD | buy | in | 0.01 | 0.78640 | 56 | -0.02 | 0.00 | 0.00 | 10 002.58 | |
| 2017.08.16 09:00:00 | 57 | AUDUSD | sell | out | 0.01 | 0.78405 | 57 | -0.02 | 0.02 | -2.35 | 10 000.23 | |
| 2017.08.18 01:00:00 | 58 | AUDUSD | buy | in | 0.01 | 0.78883 | 58 | -0.02 | 0.00 | 0.00 | 10 000.21 | |
| 2017.08.18 07:00:00 | 59 | AUDUSD | sell | out | 0.01 | 0.78947 | 59 | -0.02 | 0.00 | 0.64 | 10 000.83 | |
| 2017.09.13 19:00:00 | 60 | AUDUSD | buy | in | 0.01 | 0.79862 | 60 | -0.02 | 0.00 | 0.00 | 10 000.81 | |
| 2017.09.14 13:00:00 | 61 | AUDUSD | sell | out | 0.01 | 0.80052 | 61 | -0.02 | 0.04 | 1.90 | 10 002.73 | |
| 2017.09.25 01:00:00 | 62 | AUDUSD | buy | in | 0.01 | 0.79541 | 62 | -0.02 | 0.00 | 0.00 | 10 002.71 | |
| 2017.09.25 14:00:00 | 63 | AUDUSD | buy | in | 0.01 | 0.79553 | 63 | -0.02 | 0.00 | 0.00 | 10 002.69 | |
| 2017.09.27 23:00:00 | 64 | AUDUSD | buy | in | 0.01 | 0.78551 | 64 | -0.02 | 0.00 | 0.00 | 10 002.67 | |
| 2017.09.28 14:00:00 | 65 | AUDUSD | sell | out | 0.01 | 0.78230 | 65 | -0.02 | 0.04 | -3.21 | 9 999.48 | |
| 2017.09.28 14:00:00 | 66 | AUDUSD | sell | out | 0.01 | 0.78230 | 66 | -0.02 | 0.06 | -13.23 | 9 986.29 | |
| 2017.09.28 14:00:00 | 67 | AUDUSD | sell | out | 0.01 | 0.78230 | 67 | -0.02 | 0.06 | -13.11 | 9 973.22 | |
| 2017.10.02 19:00:00 | 68 | AUDUSD | buy | in | 0.01 | 0.78239 | 68 | -0.02 | 0.00 | 0.00 | 9 973.20 | |
| 2017.10.03 14:00:00 | 69 | AUDUSD | sell | out | 0.01 | 0.78167 | 69 | -0.02 | 0.01 | -0.72 | 9 972.47 | |
| 2017.11.01 23:00:00 | 70 | AUDUSD | buy | in | 0.01 | 0.76760 | 70 | -0.02 | 0.00 | 0.00 | 9 972.45 | |
| 2017.11.02 03:00:00 | 71 | AUDUSD | sell | out | 0.01 | 0.76905 | 71 | -0.02 | 0.04 | 1.45 | 9 973.92 | |
| 2017.11.13 01:00:00 | 72 | AUDUSD | buy | in | 0.01 | 0.76487 | 72 | -0.02 | 0.00 | 0.00 | 9 973.90 | |
| 2017.11.14 14:00:00 | 73 | AUDUSD | sell | out | 0.01 | 0.76321 | 73 | -0.02 | 0.01 | -1.66 | 9 972.23 | |
| 2017.11.24 10:00:00 | 74 | AUDUSD | buy | in | 0.01 | 0.76145 | 74 | -0.02 | 0.00 | 0.00 | 9 972.21 | |
| 2017.11.24 15:00:00 | 75 | AUDUSD | sell | out | 0.01 | 0.76197 | 75 | -0.02 | 0.00 | 0.52 | 9 972.71 | |
| 2017.11.28 18:00:00 | 76 | AUDUSD | buy | in | 0.01 | 0.75985 | 76 | -0.02 | 0.00 | 0.00 | 9 972.69 | |
| 2017.11.29 19:00:00 | 77 | AUDUSD | sell | out | 0.01 | 0.75711 | 77 | -0.02 | 0.01 | -2.74 | 9 969.94 | |
| 2017.12.07 23:00:00 | 78 | AUDUSD | buy | in | 0.01 | 0.75135 | 78 | -0.02 | 0.00 | 0.00 | 9 969.92 | |
| 2017.12.08 16:00:00 | 79 | AUDUSD | sell | out | 0.01 | 0.75287 | 79 | -0.02 | 0.01 | 1.52 | 9 971.43 | |
| -1.42 | 0.48 | -27.63 | 9 971.43 | |||||||||