EA Analyzer Portfolio Report
Portfolio1
Total Profit
$ 965.34
Profit in pips
971.39 pips
Yearly Avg profit
$ 0
# of trades
194
Sharpe ratio
0.11
Profit factor
1.33
Return / DD ratio
3.51
Winning %
64.43 %
Drawdown
$ 275.16
% Drawdown
2.61 %
Daily Avg profit
$ 4.31
Monthly Avg profit
$ 137.91
Average trade
$ 35.29
Strategies in portfolio
| # | Name | Symbol | Timeframe | Net Profit ($) | Net Profit (pips) | # of Trades | Sharpe Ratio | Profit Factor |
| S1 | BBRSI_v1.00 - True | EURUSD | H1 | $ 507.06 | 510.41 pips | 64 | 0.15 | 1.46 |
| S2 | BBRSI_v1.00 - False | EURUSD | H1 | $ 458.28 | 460.99 pips | 130 | 0.09 | 1.25 |
| # | Name | Return / DD Ratio | Winning % | Drawdown | % Drawdown | Yearly avg. profit | Monthly avg. profit | Daily avg. profit |
| S1 | BBRSI_v1.00 - True | 2.74 | 70.31 % | $ 185.08 | 1.85 % | $ 0 | $ 72.44 | $ 2.27 |
| S2 | BBRSI_v1.00 - False | 1.71 | 61.54 % | $ 268.32 | 2.57 % | $ 0 | $ 65.47 | $ 2.05 |
Monthly Performance ($)
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
| 2014 | 26.3 | 437.36 | -5.58 | 21.04 | 336.14 | 324.56 | 4.32 | -178.8 | 0 | 0 | 0 | 0 | 965.34 |
Stats
Strategy
| Wins/Losses Ratio | 1.81 | Payout Ratio (Avg Win/Loss) | 0.73 | Average # of Bars in Trade | 0 |
| AHPR | 0.05 | Z-Score | -1.79 | Z-Probability | 96.36 % |
| Expectancy | 35.29 | Deviation | $ 54.65 | Exposure | 0 % |
| Stagnation in Days | 68 | Stagnation in % | 30.36 % |
Trades
| # of Wins | 125 | # of Losses | 69 | ||||
| Gross Profit | $ 3906.26 | Gross Loss | $ -2940.92 | Average Win | $ 31.25 | Average Loss | $ -42.62 |
| Largest Win | $ 106.94 | Largest Loss | $ -108.54 | Max Consec Wins | 11 | Max Consec Losses | 5 |
| Avg Consec Wins | 3.21 | Avg Consec Loss | 1.73 | Avg # of Bars in Wins | 0 | Avg # of Bars in Losses | 0 |
Charts
Click on the chart to see bigger image
Trades by hour
Trades by weekday
Trades by year
P/L by hour
P/L by weekday
P/L by year
Wins/Losses by hour
Wins/Losses by weekday
Wins/Losses by month
Wins/Losses Profit by hour
Wins/Losses Profit by weekday
Wins/Losses Profit by monthTrades
| Order | Strategy | Type | Open time | Open price | Size | Close time | Close price | Profit/Loss | Result |
| 1 | S2 | LONG | 2014.01.07 15:03:00 | 1.3612 | 0.1 | 2014.01.09 08:30:00 | 1.3606 | $ -5.92 | Exit rule |
| 2 | S1 | LONG | 2014.01.07 16:00:00 | 1.3607 | 0.1 | 2014.01.09 09:00:00 | 1.3609 | $ 1.88 | Exit rule |
| 3 | S2 | SHORT | 2014.01.09 08:30:00 | 1.3606 | 0.1 | 2014.01.10 13:29:00 | 1.3583 | $ 22.96 | Exit rule |
| 4 | S2 | LONG | 2014.01.10 13:29:00 | 1.3583 | 0.1 | 2014.01.10 13:30:00 | 1.3644 | $ 60.5 | Exit rule |
| 5 | S2 | SHORT | 2014.01.10 13:30:00 | 1.3645 | 0.1 | 2014.01.13 13:13:00 | 1.3654 | $ -9.04 | Exit rule |
| 6 | S1 | SHORT | 2014.01.10 15:00:00 | 1.3675 | 0.1 | 2014.01.13 14:00:00 | 1.3647 | $ 28.06 | Exit rule |
| 7 | S2 | LONG | 2014.01.13 13:13:00 | 1.3655 | 0.1 | 2014.01.14 08:25:00 | 1.3687 | $ 32.22 | Exit rule |
| 8 | S2 | SHORT | 2014.01.14 08:25:00 | 1.3687 | 0.1 | 2014.01.15 01:31:00 | 1.3659 | $ 28.16 | Exit rule |
| 9 | S2 | LONG | 2014.01.15 01:31:00 | 1.3659 | 0.1 | 2014.01.16 14:02:00 | 1.3643 | $ -15.54 | Exit rule |
| 10 | S2 | SHORT | 2014.01.16 14:03:00 | 1.3643 | 0.1 | 2014.01.17 13:15:00 | 1.3582 | $ 61.36 | Exit rule |
| 11 | S1 | LONG | 2014.01.15 02:00:00 | 1.3639 | 0.1 | 2014.01.17 17:05:00 | 1.354 | $ -99.12 | SL |
| 12 | S2 | LONG | 2014.01.17 13:15:00 | 1.3582 | 0.1 | 2014.01.21 16:21:00 | 1.3565 | $ -16.86 | Exit rule |
| 13 | S1 | LONG | 2014.01.21 12:00:00 | 1.3519 | 0.1 | 2014.01.23 08:00:00 | 1.3587 | $ 67.98 | Exit rule |
| 14 | S2 | SHORT | 2014.01.21 16:21:00 | 1.3566 | 0.1 | 2014.01.23 13:58:00 | 1.3669 | $ -102.76 | SL |
| 15 | S1 | SHORT | 2014.01.23 09:00:00 | 1.3629 | 0.1 | 2014.01.24 11:38:00 | 1.3737 | $ -108.54 | SL |
| 16 | S2 | LONG | 2014.01.24 09:18:00 | 1.3666 | 0.1 | 2014.01.27 08:30:00 | 1.3695 | $ 28.02 | Exit rule |
| 17 | S2 | SHORT | 2014.01.27 08:30:00 | 1.3695 | 0.1 | 2014.01.27 11:06:00 | 1.3669 | $ 25.6 | Exit rule |
| 18 | S1 | SHORT | 2014.01.27 09:00:00 | 1.3699 | 0.1 | 2014.01.27 13:00:00 | 1.3661 | $ 37.3 | Exit rule |
| 19 | S2 | LONG | 2014.01.27 11:06:00 | 1.3669 | 0.1 | 2014.01.28 06:47:00 | 1.3685 | $ 15.72 | Exit rule |
| 20 | S1 | LONG | 2014.01.27 14:00:00 | 1.366 | 0.1 | 2014.01.28 07:00:00 | 1.3686 | $ 25.82 | Exit rule |
| 21 | S2 | SHORT | 2014.01.28 06:47:00 | 1.3685 | 0.1 | 2014.01.28 09:46:00 | 1.3655 | $ 29.7 | Exit rule |
| 22 | S2 | LONG | 2014.01.28 09:46:00 | 1.3655 | 0.1 | 2014.01.29 08:47:00 | 1.3679 | $ 24.02 | Exit rule |
| 23 | S2 | SHORT | 2014.01.29 08:47:00 | 1.3679 | 0.1 | 2014.01.29 12:29:00 | 1.3639 | $ 40.2 | Exit rule |
| 24 | S1 | LONG | 2014.01.28 10:00:00 | 1.3652 | 0.1 | 2014.01.30 16:34:00 | 1.3544 | $ -108.52 | SL |
| 25 | S2 | LONG | 2014.01.29 12:29:00 | 1.3639 | 0.1 | 2014.01.31 07:06:00 | 1.3533 | $ -106.32 | SL |
| 26 | S2 | SHORT | 2014.01.31 11:38:00 | 1.3569 | 0.1 | 2014.02.04 15:19:00 | 1.3499 | $ 69.42 | Exit rule |
| 27 | S2 | LONG | 2014.02.04 15:19:00 | 1.3499 | 0.1 | 2014.02.05 09:42:00 | 1.3526 | $ 26.92 | Exit rule |
| 28 | S2 | SHORT | 2014.02.05 09:42:00 | 1.3527 | 0.1 | 2014.02.06 12:15:00 | 1.351 | $ 16.48 | Exit rule |
| 29 | S1 | SHORT | 2014.02.03 10:00:00 | 1.3509 | 0.1 | 2014.02.06 13:00:00 | 1.3502 | $ 6.9 | Exit rule |
| 30 | S2 | LONG | 2014.02.06 12:15:00 | 1.351 | 0.1 | 2014.02.06 13:47:00 | 1.3582 | $ 71.3 | Exit rule |
| 31 | S2 | SHORT | 2014.02.06 13:47:00 | 1.3582 | 0.1 | 2014.02.07 09:00:00 | 1.3565 | $ 17.46 | Exit rule |
| 32 | S1 | SHORT | 2014.02.06 14:00:00 | 1.3594 | 0.1 | 2014.02.07 10:00:00 | 1.3569 | $ 25.76 | Exit rule |
| 33 | S2 | LONG | 2014.02.07 09:00:00 | 1.3564 | 0.1 | 2014.02.11 00:43:00 | 1.3662 | $ 97.24 | Exit rule |
| 34 | S1 | LONG | 2014.02.07 11:00:00 | 1.3564 | 0.1 | 2014.02.11 01:00:00 | 1.3671 | $ 106.94 | Exit rule |
| 35 | S2 | SHORT | 2014.02.11 00:43:00 | 1.3662 | 0.1 | 2014.02.11 14:13:00 | 1.3636 | $ 26.5 | Exit rule |
| 36 | S2 | LONG | 2014.02.11 14:13:00 | 1.3635 | 0.1 | 2014.02.13 06:13:00 | 1.3634 | $ -1.32 | Exit rule |
| 37 | S1 | LONG | 2014.02.12 12:00:00 | 1.3577 | 0.1 | 2014.02.13 10:00:00 | 1.3673 | $ 95.76 | Exit rule |
| 38 | S2 | SHORT | 2014.02.13 06:13:00 | 1.3635 | 0.1 | 2014.02.18 01:22:00 | 1.3696 | $ -61.32 | Exit rule |
| 39 | S2 | LONG | 2014.02.18 01:23:00 | 1.3696 | 0.1 | 2014.02.18 03:40:00 | 1.3713 | $ 16.8 | Exit rule |
| 40 | S2 | SHORT | 2014.02.18 03:40:00 | 1.3713 | 0.1 | 2014.02.19 10:48:00 | 1.3748 | $ -34.94 | Exit rule |
| 41 | S1 | SHORT | 2014.02.14 08:00:00 | 1.3707 | 0.1 | 2014.02.19 11:00:00 | 1.3747 | $ -39.52 | Exit rule |
| 42 | S2 | LONG | 2014.02.19 10:50:00 | 1.3748 | 0.1 | 2014.02.21 14:48:00 | 1.3725 | $ -23.42 | Exit rule |
| 43 | S2 | SHORT | 2014.02.21 14:48:00 | 1.3725 | 0.1 | 2014.02.24 12:25:00 | 1.3723 | $ 1.86 | Exit rule |
| 44 | S1 | SHORT | 2014.02.21 15:00:00 | 1.3746 | 0.1 | 2014.02.24 15:00:00 | 1.3714 | $ 32.16 | Exit rule |
| 45 | S2 | LONG | 2014.02.24 12:30:00 | 1.3723 | 0.1 | 2014.02.25 07:59:00 | 1.3749 | $ 25.82 | Exit rule |
| 46 | S2 | SHORT | 2014.02.25 07:59:00 | 1.3749 | 0.1 | 2014.02.25 15:22:00 | 1.3721 | $ 27.4 | Exit rule |
| 47 | S2 | LONG | 2014.02.25 15:22:00 | 1.3721 | 0.1 | 2014.02.26 09:10:00 | 1.3757 | $ 35.62 | Exit rule |
| 48 | S2 | SHORT | 2014.02.26 09:10:00 | 1.3757 | 0.1 | 2014.02.26 12:19:00 | 1.3736 | $ 20.7 | Exit rule |
| 49 | S1 | SHORT | 2014.02.25 08:00:00 | 1.375 | 0.1 | 2014.02.26 13:00:00 | 1.373 | $ 20.36 | Exit rule |
| 50 | S2 | LONG | 2014.02.26 12:19:00 | 1.3736 | 0.1 | 2014.02.27 09:08:00 | 1.3648 | $ -88.64 | SL |
| 51 | S1 | LONG | 2014.02.26 14:00:00 | 1.372 | 0.1 | 2014.02.27 17:00:00 | 1.3723 | $ 3.06 | Exit rule |
| 52 | S2 | SHORT | 2014.02.27 16:14:00 | 1.3707 | 0.1 | 2014.02.28 10:12:00 | 1.3801 | $ -93.74 | SL |
| 53 | S2 | SHORT | 2014.02.28 10:12:00 | 1.38 | 0.1 | 2014.03.03 17:57:00 | 1.3751 | $ 49.46 | Exit rule |
| 54 | S1 | SHORT | 2014.02.28 11:00:00 | 1.3792 | 0.1 | 2014.03.03 18:00:00 | 1.3736 | $ 55.76 | Exit rule |
| 55 | S2 | LONG | 2014.03.03 17:57:00 | 1.375 | 0.1 | 2014.03.05 13:16:00 | 1.3748 | $ -2.56 | Exit rule |
| 56 | S2 | SHORT | 2014.03.05 13:16:00 | 1.3748 | 0.1 | 2014.03.05 13:40:00 | 1.3708 | $ 39.8 | Exit rule |
| 57 | S1 | LONG | 2014.03.03 19:00:00 | 1.374 | 0.1 | 2014.03.06 12:00:00 | 1.3747 | $ 6.4 | Exit rule |
| 58 | S2 | SHORT | 2014.03.06 10:59:00 | 1.3741 | 0.1 | 2014.03.06 14:31:00 | 1.3837 | $ -96.6 | SL |
| 59 | S1 | SHORT | 2014.03.06 13:00:00 | 1.3751 | 0.1 | 2014.03.06 15:01:00 | 1.385 | $ -98.2 | SL |
| 60 | S2 | SHORT | 2014.03.06 14:31:00 | 1.3836 | 0.1 | 2014.03.10 15:19:00 | 1.3865 | $ -28.88 | Exit rule |
| 61 | S2 | LONG | 2014.03.10 15:25:00 | 1.3865 | 0.1 | 2014.03.12 10:31:00 | 1.387 | $ 4.84 | Exit rule |
| 62 | S1 | LONG | 2014.03.11 08:00:00 | 1.385 | 0.1 | 2014.03.12 12:00:00 | 1.3869 | $ 19.32 | Exit rule |
| 63 | S2 | SHORT | 2014.03.12 10:31:00 | 1.387 | 0.1 | 2014.03.13 17:45:00 | 1.3877 | $ -6.22 | Exit rule |
| 64 | S1 | SHORT | 2014.03.12 13:00:00 | 1.3892 | 0.1 | 2014.03.13 18:00:00 | 1.3858 | $ 34.08 | Exit rule |
| 65 | S2 | LONG | 2014.03.13 17:46:00 | 1.3877 | 0.1 | 2014.03.14 13:41:00 | 1.3895 | $ 18.02 | Exit rule |
| 66 | S2 | SHORT | 2014.03.14 13:41:00 | 1.3895 | 0.1 | 2014.03.17 07:32:00 | 1.3885 | $ 10.06 | Exit rule |
| 67 | S1 | SHORT | 2014.03.14 14:00:00 | 1.3913 | 0.1 | 2014.03.17 08:00:00 | 1.3883 | $ 30.26 | Exit rule |
| 68 | S2 | LONG | 2014.03.17 07:32:00 | 1.3885 | 0.1 | 2014.03.17 13:48:00 | 1.3939 | $ 54.4 | Exit rule |
| 69 | S2 | SHORT | 2014.03.17 13:48:00 | 1.3939 | 0.1 | 2014.03.18 09:00:00 | 1.3913 | $ 25.86 | Exit rule |
| 70 | S2 | LONG | 2014.03.18 09:00:00 | 1.3913 | 0.1 | 2014.03.20 09:13:00 | 1.3808 | $ -105.72 | SL |
| 71 | S1 | LONG | 2014.03.18 10:00:00 | 1.3912 | 0.1 | 2014.03.20 09:14:00 | 1.3806 | $ -105.92 | SL |
| 72 | S2 | SHORT | 2014.03.21 09:28:00 | 1.3792 | 0.1 | 2014.03.24 09:10:00 | 1.3784 | $ 8.36 | Exit rule |
| 73 | S1 | SHORT | 2014.03.21 10:00:00 | 1.3795 | 0.1 | 2014.03.24 10:00:00 | 1.3775 | $ 19.46 | Exit rule |
| 74 | S2 | LONG | 2014.03.24 09:10:00 | 1.3784 | 0.1 | 2014.03.24 17:41:00 | 1.3816 | $ 32.4 | Exit rule |
| 75 | S1 | LONG | 2014.03.24 11:00:00 | 1.3775 | 0.1 | 2014.03.24 18:00:00 | 1.3875 | $ 100.5 | Exit rule |
| 76 | S2 | SHORT | 2014.03.24 17:41:00 | 1.3816 | 0.1 | 2014.03.25 12:54:00 | 1.3787 | $ 29.26 | Exit rule |
| 77 | S2 | LONG | 2014.03.25 12:54:00 | 1.3787 | 0.1 | 2014.03.28 13:08:00 | 1.3762 | $ -25.8 | Exit rule |
| 78 | S2 | SHORT | 2014.03.28 13:08:00 | 1.3762 | 0.1 | 2014.03.31 09:00:00 | 1.3744 | $ 18.06 | Exit rule |
| 79 | S2 | LONG | 2014.03.31 09:00:00 | 1.3742 | 0.1 | 2014.03.31 09:09:00 | 1.3763 | $ 20.4 | Exit rule |
| 80 | S2 | SHORT | 2014.03.31 09:09:00 | 1.3763 | 0.1 | 2014.04.02 09:09:00 | 1.3786 | $ -23.18 | Exit rule |
| 81 | S1 | SHORT | 2014.03.31 10:00:00 | 1.3785 | 0.1 | 2014.04.02 15:00:00 | 1.3769 | $ 16.02 | Exit rule |
| 82 | S2 | LONG | 2014.04.02 09:09:00 | 1.3786 | 0.1 | 2014.04.03 11:45:00 | 1.3772 | $ -14.24 | Exit rule |
| 83 | S2 | SHORT | 2014.04.03 11:45:00 | 1.3773 | 0.1 | 2014.04.03 13:12:00 | 1.372 | $ 53.1 | Exit rule |
| 84 | S2 | LONG | 2014.04.03 13:12:00 | 1.3719 | 0.1 | 2014.04.04 12:52:00 | 1.3727 | $ 8.52 | Exit rule |
| 85 | S1 | LONG | 2014.04.03 14:00:00 | 1.3719 | 0.1 | 2014.04.07 08:00:00 | 1.3717 | $ -1.66 | Exit rule |
| 86 | S2 | SHORT | 2014.04.04 12:53:00 | 1.3727 | 0.1 | 2014.04.09 18:01:00 | 1.3831 | $ -104.02 | SL |
| 87 | S2 | LONG | 2014.04.11 11:23:00 | 1.3881 | 0.1 | 2014.04.15 14:15:00 | 1.383 | $ -51.26 | Exit rule |
| 88 | S1 | LONG | 2014.04.11 12:00:00 | 1.3877 | 0.1 | 2014.04.16 08:00:00 | 1.3845 | $ -32.54 | Exit rule |
| 89 | S2 | SHORT | 2014.04.15 14:15:00 | 1.383 | 0.1 | 2014.04.17 16:29:00 | 1.3814 | $ 16.34 | Exit rule |
| 90 | S2 | LONG | 2014.04.17 16:29:00 | 1.3814 | 0.1 | 2014.04.21 06:48:00 | 1.3823 | $ 9.04 | Exit rule |
| 91 | S2 | SHORT | 2014.04.21 06:48:00 | 1.3823 | 0.1 | 2014.04.24 12:37:00 | 1.3808 | $ 14.9 | Exit rule |
| 92 | S1 | SHORT | 2014.04.21 07:00:00 | 1.3825 | 0.1 | 2014.04.24 13:00:00 | 1.3794 | $ 31.4 | Exit rule |
| 93 | S2 | LONG | 2014.04.24 12:38:00 | 1.3808 | 0.1 | 2014.04.25 09:21:00 | 1.3848 | $ 39.62 | Exit rule |
| 94 | S2 | SHORT | 2014.04.25 10:12:00 | 1.3846 | 0.1 | 2014.04.28 00:27:00 | 1.3829 | $ 17.66 | Exit rule |
| 95 | S2 | LONG | 2014.04.28 00:27:00 | 1.3829 | 0.1 | 2014.04.28 07:21:00 | 1.3862 | $ 33.1 | Exit rule |
| 96 | S1 | LONG | 2014.04.28 01:00:00 | 1.3821 | 0.1 | 2014.04.28 08:00:00 | 1.3866 | $ 44.5 | Exit rule |
| 97 | S2 | SHORT | 2014.04.28 07:21:00 | 1.3862 | 0.1 | 2014.04.29 12:00:00 | 1.3844 | $ 18.06 | Exit rule |
| 98 | S2 | LONG | 2014.04.29 12:00:00 | 1.3844 | 0.1 | 2014.04.30 09:06:00 | 1.3822 | $ -22.28 | Exit rule |
| 99 | S1 | LONG | 2014.04.29 13:00:00 | 1.383 | 0.1 | 2014.04.30 10:00:00 | 1.3822 | $ -8.08 | Exit rule |
| 100 | S2 | SHORT | 2014.04.30 09:06:00 | 1.3822 | 0.1 | 2014.05.02 07:31:00 | 1.3853 | $ -31.56 | Exit rule |
| 101 | S1 | SHORT | 2014.04.30 11:00:00 | 1.3829 | 0.1 | 2014.05.02 13:00:00 | 1.3829 | $ 0.44 | Exit rule |
| 102 | S2 | LONG | 2014.05.02 07:31:00 | 1.3853 | 0.1 | 2014.05.05 12:57:00 | 1.3884 | $ 30.32 | Exit rule |
| 103 | S1 | LONG | 2014.05.02 14:00:00 | 1.3821 | 0.1 | 2014.05.06 07:44:00 | 1.3917 | $ 96.44 | PT |
| 104 | S2 | SHORT | 2014.05.05 12:57:00 | 1.3884 | 0.1 | 2014.05.06 12:19:00 | 1.3947 | $ -62.94 | SL |
| 105 | S2 | LONG | 2014.05.07 09:00:00 | 1.3914 | 0.1 | 2014.05.08 08:14:00 | 1.393 | $ 14.96 | Exit rule |
| 106 | S1 | SHORT | 2014.05.06 08:00:00 | 1.3922 | 0.1 | 2014.05.08 12:33:00 | 1.3988 | $ -66.46 | SL |
| 107 | S2 | SHORT | 2014.05.08 08:14:00 | 1.393 | 0.1 | 2014.05.08 20:15:00 | 1.3839 | $ 91.1 | PT |
| 108 | S2 | SHORT | 2014.05.13 07:21:00 | 1.3768 | 0.1 | 2014.05.13 10:18:00 | 1.3717 | $ 51.1 | Exit rule |
| 109 | S1 | SHORT | 2014.05.13 08:00:00 | 1.3769 | 0.1 | 2014.05.13 11:00:00 | 1.3714 | $ 55.2 | Exit rule |
| 110 | S2 | LONG | 2014.05.13 10:18:00 | 1.3717 | 0.1 | 2014.05.14 07:08:00 | 1.3728 | $ 11.02 | Exit rule |
| 111 | S2 | SHORT | 2014.05.14 07:08:00 | 1.3728 | 0.1 | 2014.05.15 07:08:00 | 1.37 | $ 28.78 | Exit rule |
| 112 | S2 | LONG | 2014.05.15 07:08:00 | 1.37 | 0.1 | 2014.05.19 06:07:00 | 1.3714 | $ 13.84 | Exit rule |
| 113 | S1 | LONG | 2014.05.15 08:00:00 | 1.3675 | 0.1 | 2014.05.19 08:00:00 | 1.3717 | $ 42.54 | Exit rule |
| 114 | S2 | SHORT | 2014.05.19 06:07:00 | 1.3714 | 0.1 | 2014.05.20 06:46:00 | 1.3701 | $ 12.36 | Exit rule |
| 115 | S2 | LONG | 2014.05.20 06:46:00 | 1.3701 | 0.1 | 2014.05.21 05:20:00 | 1.3708 | $ 7.02 | Exit rule |
| 116 | S1 | LONG | 2014.05.20 07:00:00 | 1.3696 | 0.1 | 2014.05.21 07:00:00 | 1.3718 | $ 22.32 | Exit rule |
| 117 | S2 | SHORT | 2014.05.21 05:20:00 | 1.3708 | 0.1 | 2014.05.21 10:59:00 | 1.3681 | $ 26.9 | Exit rule |
| 118 | S2 | LONG | 2014.05.21 10:59:00 | 1.3681 | 0.1 | 2014.05.26 07:30:00 | 1.3637 | $ -44.7 | Exit rule |
| 119 | S1 | LONG | 2014.05.21 13:00:00 | 1.3662 | 0.1 | 2014.05.26 08:00:00 | 1.3641 | $ -20.9 | Exit rule |
| 120 | S2 | SHORT | 2014.05.26 07:30:00 | 1.3637 | 0.1 | 2014.05.27 12:22:00 | 1.3635 | $ 2.56 | Exit rule |
| 121 | S1 | SHORT | 2014.05.26 09:00:00 | 1.3642 | 0.1 | 2014.05.27 15:00:00 | 1.3615 | $ 27.06 | Exit rule |
| 122 | S2 | LONG | 2014.05.27 12:22:00 | 1.3635 | 0.1 | 2014.05.29 09:00:00 | 1.3618 | $ -16.82 | Exit rule |
| 123 | S2 | SHORT | 2014.05.29 09:00:00 | 1.3619 | 0.1 | 2014.06.02 07:10:00 | 1.3613 | $ 5.32 | Exit rule |
| 124 | S1 | SHORT | 2014.05.29 10:00:00 | 1.3617 | 0.1 | 2014.06.02 08:00:00 | 1.3608 | $ 9.12 | Exit rule |
| 125 | S2 | LONG | 2014.06.02 07:25:00 | 1.3613 | 0.1 | 2014.06.03 09:03:00 | 1.3611 | $ -1.68 | Exit rule |
| 126 | S1 | LONG | 2014.06.02 09:00:00 | 1.3597 | 0.1 | 2014.06.03 12:00:00 | 1.3622 | $ 24.82 | Exit rule |
| 127 | S2 | SHORT | 2014.06.03 09:03:00 | 1.3612 | 0.1 | 2014.06.05 11:49:00 | 1.3575 | $ 37.84 | Exit rule |
| 128 | S1 | SHORT | 2014.06.03 13:00:00 | 1.3636 | 0.1 | 2014.06.05 12:00:00 | 1.357 | $ 66.44 | Exit rule |
| 129 | S2 | LONG | 2014.06.05 11:49:00 | 1.3574 | 0.1 | 2014.06.05 12:37:00 | 1.3505 | $ -69.4 | SL |
| 130 | S2 | LONG | 2014.06.05 12:37:00 | 1.3506 | 0.1 | 2014.06.05 14:20:00 | 1.3608 | $ 102.3 | PT |
| 131 | S1 | LONG | 2014.06.05 13:00:00 | 1.3539 | 0.1 | 2014.06.05 14:25:00 | 1.3646 | $ 106.6 | PT |
| 132 | S2 | SHORT | 2014.06.05 14:25:00 | 1.3645 | 0.1 | 2014.06.09 09:40:00 | 1.3631 | $ 14.62 | Exit rule |
| 133 | S1 | SHORT | 2014.06.09 07:00:00 | 1.3665 | 0.1 | 2014.06.09 10:00:00 | 1.3621 | $ 44.1 | Exit rule |
| 134 | S2 | LONG | 2014.06.09 09:40:00 | 1.3631 | 0.1 | 2014.06.10 09:28:00 | 1.3555 | $ -76.18 | SL |
| 135 | S2 | SHORT | 2014.06.11 11:27:00 | 1.3554 | 0.1 | 2014.06.12 09:45:00 | 1.3515 | $ 38.88 | Exit rule |
| 136 | S2 | LONG | 2014.06.12 09:46:00 | 1.3516 | 0.1 | 2014.06.12 15:26:00 | 1.3562 | $ 46.2 | Exit rule |
| 137 | S2 | SHORT | 2014.06.12 15:26:00 | 1.3562 | 0.1 | 2014.06.13 10:59:00 | 1.3542 | $ 20.16 | Exit rule |
| 138 | S2 | LONG | 2014.06.13 10:59:00 | 1.3542 | 0.1 | 2014.06.16 06:07:00 | 1.355 | $ 8.32 | Exit rule |
| 139 | S1 | LONG | 2014.06.09 14:00:00 | 1.3585 | 0.1 | 2014.06.16 13:00:00 | 1.3555 | $ -31.56 | Exit rule |
| 140 | S2 | SHORT | 2014.06.16 06:07:00 | 1.355 | 0.1 | 2014.06.17 12:38:00 | 1.3552 | $ -1.84 | Exit rule |
| 141 | S1 | SHORT | 2014.06.16 14:00:00 | 1.3561 | 0.1 | 2014.06.17 13:00:00 | 1.3542 | $ 18.56 | Exit rule |
| 142 | S2 | LONG | 2014.06.17 12:38:00 | 1.3552 | 0.1 | 2014.06.18 08:08:00 | 1.355 | $ -1.68 | Exit rule |
| 143 | S2 | SHORT | 2014.06.18 08:08:00 | 1.3551 | 0.1 | 2014.06.19 08:08:00 | 1.3634 | $ -82.82 | SL |
| 144 | S1 | SHORT | 2014.06.18 09:00:00 | 1.3554 | 0.1 | 2014.06.19 08:18:00 | 1.3637 | $ -83.02 | SL |
| 145 | S2 | LONG | 2014.06.20 10:58:00 | 1.3595 | 0.1 | 2014.06.24 06:45:00 | 1.361 | $ 13.94 | Exit rule |
| 146 | S1 | LONG | 2014.06.20 11:00:00 | 1.3593 | 0.1 | 2014.06.24 07:00:00 | 1.3611 | $ 17.14 | Exit rule |
| 147 | S2 | SHORT | 2014.06.24 06:45:00 | 1.361 | 0.1 | 2014.06.26 08:05:00 | 1.3623 | $ -13.16 | Exit rule |
| 148 | S1 | SHORT | 2014.06.24 09:00:00 | 1.3623 | 0.1 | 2014.06.26 10:00:00 | 1.3615 | $ 7.64 | Exit rule |
| 149 | S2 | LONG | 2014.06.26 08:05:00 | 1.3623 | 0.1 | 2014.06.30 14:40:00 | 1.3674 | $ 50.54 | Exit rule |
| 150 | S1 | LONG | 2014.06.26 11:00:00 | 1.3614 | 0.1 | 2014.06.30 15:00:00 | 1.3691 | $ 77.34 | Exit rule |
| 151 | S2 | SHORT | 2014.06.30 14:40:00 | 1.3674 | 0.1 | 2014.07.01 12:51:00 | 1.3683 | $ -9.54 | Exit rule |
| 152 | S2 | LONG | 2014.07.01 12:51:00 | 1.3683 | 0.1 | 2014.07.03 08:00:00 | 1.3662 | $ -21.22 | Exit rule |
| 153 | S2 | SHORT | 2014.07.03 08:00:00 | 1.3662 | 0.1 | 2014.07.03 12:30:00 | 1.3622 | $ 39.6 | Exit rule |
| 154 | S1 | LONG | 2014.07.01 15:00:00 | 1.3681 | 0.1 | 2014.07.03 13:00:00 | 1.3601 | $ -80.02 | SL |
| 155 | S2 | LONG | 2014.07.03 12:30:00 | 1.3621 | 0.1 | 2014.07.07 08:39:00 | 1.36 | $ -20.56 | Exit rule |
| 156 | S2 | SHORT | 2014.07.07 08:39:00 | 1.36 | 0.1 | 2014.07.08 07:41:00 | 1.3593 | $ 7.16 | Exit rule |
| 157 | S2 | LONG | 2014.07.08 07:41:00 | 1.3593 | 0.1 | 2014.07.09 14:41:00 | 1.3642 | $ 48.72 | Exit rule |
| 158 | S2 | SHORT | 2014.07.09 14:41:00 | 1.3642 | 0.1 | 2014.07.10 10:41:00 | 1.362 | $ 21.98 | Exit rule |
| 159 | S2 | LONG | 2014.07.10 10:41:00 | 1.362 | 0.1 | 2014.07.11 07:21:00 | 1.3612 | $ -7.98 | Exit rule |
| 160 | S1 | LONG | 2014.07.03 14:00:00 | 1.3604 | 0.1 | 2014.07.11 09:00:00 | 1.3613 | $ 7.86 | Exit rule |
| 161 | S2 | SHORT | 2014.07.11 07:21:00 | 1.3612 | 0.1 | 2014.07.15 06:17:00 | 1.361 | $ 2.02 | Exit rule |
| 162 | S1 | SHORT | 2014.07.14 08:00:00 | 1.3636 | 0.1 | 2014.07.15 09:00:00 | 1.3606 | $ 29.96 | Exit rule |
| 163 | S2 | LONG | 2014.07.15 06:17:00 | 1.3611 | 0.1 | 2014.07.16 08:22:00 | 1.3547 | $ -63.78 | SL |
| 164 | S1 | LONG | 2014.07.15 10:00:00 | 1.3598 | 0.1 | 2014.07.16 10:05:00 | 1.3533 | $ -65.68 | SL |
| 165 | S2 | LONG | 2014.07.16 09:33:00 | 1.3538 | 0.1 | 2014.07.17 08:15:00 | 1.3535 | $ -2.44 | Exit rule |
| 166 | S2 | SHORT | 2014.07.17 08:15:00 | 1.3535 | 0.1 | 2014.07.18 13:09:00 | 1.3503 | $ 32.66 | Exit rule |
| 167 | S2 | LONG | 2014.07.18 13:09:00 | 1.3503 | 0.1 | 2014.07.21 04:30:00 | 1.3547 | $ 44.02 | Exit rule |
| 168 | S2 | SHORT | 2014.07.21 04:30:00 | 1.3547 | 0.1 | 2014.07.21 11:49:00 | 1.3515 | $ 31.8 | Exit rule |
| 169 | S2 | LONG | 2014.07.21 11:49:00 | 1.3515 | 0.1 | 2014.07.23 10:46:00 | 1.3472 | $ -43.46 | Exit rule |
| 170 | S1 | LONG | 2014.07.22 08:00:00 | 1.3505 | 0.1 | 2014.07.23 11:00:00 | 1.3474 | $ -31.08 | Exit rule |
| 171 | S2 | SHORT | 2014.07.23 10:46:00 | 1.3472 | 0.1 | 2014.07.24 06:01:00 | 1.3449 | $ 23.18 | Exit rule |
| 172 | S2 | LONG | 2014.07.24 06:01:00 | 1.3448 | 0.1 | 2014.07.24 07:39:00 | 1.347 | $ 21.2 | Exit rule |
| 173 | S2 | SHORT | 2014.07.24 07:39:00 | 1.347 | 0.1 | 2014.07.25 08:00:00 | 1.346 | $ 10.16 | Exit rule |
| 174 | S1 | SHORT | 2014.07.24 08:00:00 | 1.3473 | 0.1 | 2014.07.25 09:00:00 | 1.3446 | $ 26.76 | Exit rule |
| 175 | S2 | LONG | 2014.07.25 08:00:00 | 1.346 | 0.1 | 2014.07.28 08:46:00 | 1.3437 | $ -22.68 | Exit rule |
| 176 | S1 | LONG | 2014.07.25 13:00:00 | 1.3434 | 0.1 | 2014.07.28 09:00:00 | 1.3438 | $ 4.62 | Exit rule |
| 177 | S2 | SHORT | 2014.07.28 08:46:00 | 1.3437 | 0.1 | 2014.07.29 12:33:00 | 1.342 | $ 17.16 | Exit rule |
| 178 | S1 | SHORT | 2014.07.28 11:00:00 | 1.3439 | 0.1 | 2014.07.29 13:00:00 | 1.3418 | $ 21.16 | Exit rule |
| 179 | S2 | LONG | 2014.07.29 12:33:00 | 1.342 | 0.1 | 2014.08.01 08:52:00 | 1.3393 | $ -26.8 | Exit rule |
| 180 | S2 | SHORT | 2014.08.01 08:52:00 | 1.3393 | 0.1 | 2014.08.04 15:35:00 | 1.3415 | $ -21.94 | Exit rule |
| 181 | S1 | SHORT | 2014.08.01 10:00:00 | 1.3395 | 0.1 | 2014.08.04 16:00:00 | 1.3415 | $ -20.04 | Exit rule |
| 182 | S2 | LONG | 2014.08.04 15:35:00 | 1.3415 | 0.1 | 2014.08.06 06:03:00 | 1.3355 | $ -60.06 | SL |
| 183 | S1 | LONG | 2014.08.05 08:00:00 | 1.3409 | 0.1 | 2014.08.06 10:12:00 | 1.3348 | $ -60.78 | SL |
| 184 | S2 | SHORT | 2014.08.06 16:36:00 | 1.3383 | 0.1 | 2014.08.07 12:05:00 | 1.3369 | $ 13.68 | Exit rule |
| 185 | S2 | LONG | 2014.08.07 12:05:00 | 1.3369 | 0.1 | 2014.08.08 06:36:00 | 1.3379 | $ 9.22 | Exit rule |
| 186 | S1 | LONG | 2014.08.07 14:00:00 | 1.335 | 0.1 | 2014.08.08 07:00:00 | 1.3394 | $ 43.72 | Exit rule |
| 187 | S2 | SHORT | 2014.08.08 06:36:00 | 1.3379 | 0.1 | 2014.08.11 07:05:00 | 1.3389 | $ -10.34 | Exit rule |
| 188 | S2 | LONG | 2014.08.11 07:05:00 | 1.3389 | 0.1 | 2014.08.13 12:30:00 | 1.3376 | $ -12.96 | Exit rule |
| 189 | S1 | LONG | 2014.08.11 09:00:00 | 1.3388 | 0.1 | 2014.08.13 13:00:00 | 1.3411 | $ 23.14 | Exit rule |
| 190 | S2 | SHORT | 2014.08.13 12:30:00 | 1.3377 | 0.1 | 2014.08.18 07:43:00 | 1.3383 | $ -5.6 | Exit rule |
| 191 | S1 | SHORT | 2014.08.14 13:00:00 | 1.3397 | 0.1 | 2014.08.18 14:00:00 | 1.3367 | $ 29.72 | Exit rule |
| 192 | S2 | LONG | 2014.08.18 07:43:00 | 1.3383 | 0.1 | 2014.08.19 12:35:00 | 1.332 | $ -62.18 | SL |
| 193 | S1 | LONG | 2014.08.18 15:00:00 | 1.3364 | 0.1 | 2014.08.19 23:59:00 | 1.332 | $ -43.68 | End test |
| 194 | S2 | LONG | 2014.08.19 12:35:00 | 1.3321 | 0.1 | 2014.08.19 23:59:00 | 1.332 | $ -0.7 | End test |