Strategy Tester Report
CCI_PerR
TitanFX-Demo01 (Build 1355)
| 通貨ペア | EURUSD (Euro vs US Dollar) |
| 期間 | 30分足(M30) 2021.01.04 00:00 - 2021.12.30 23:30 (2021.01.01 - 2021.12.31) |
| モデル | 全ティック (利用可能な最小時間枠による最も正確な方法) |
| パラメーター | switchbuysell=1; p_CCIOption ="---------------------------------------------------"; p_CCIPeriod=12; p_CCIUpperLine=200; p_CCILowerLine=-150; p_WPROption ="----------------------------------------------------"; p_WPRPeriod=16; p_WPRUpperLine=-15; p_WPRLowerLine=-80; p_entryOption ="---------------------------------------------------"; p_entryLot=0.05; p_multiplierLots=1; p_slippage=2; p_stopLoss=50; p_takeProfit=0; p_otherOption ="---------------------------------------------------"; p_maxPosition=1; p_magicNumber=7097853; |
|
| テストバー数 | 12532 | モデルティック数 | 16643116 | モデリング品質 | 99.90% |
| 不整合チャートエラー | 0 | | | | |
|
| 初期証拠金 | 10000.00 | | | スプレッド | 変動 |
| 純益 | 512.59 | 総利益 | 1360.69 | 総損失 | -848.09 |
| プロフィットファクタ | 1.60 | 期待利得 | 3.64 | | |
| 絶対ドローダウン | 51.96 | 最大ドローダウン | 139.94 (1.36%) | 相対ドローダウン | 1.36% (139.94) |
|
| 総取引数 | 141 | 売りポジション(勝率%) | 141 (40.43%) | 買いポジション(勝率%) | 0 (0.00%) |
| 勝率(%) | 57 (40.43%) | 負率 (%) | 84 (59.57%) |
| 最大 | 勝トレード | 93.81 | 敗トレード | -25.25 |
| 平均 | 勝トレード | 23.87 | 敗トレード | -10.10 |
| 最大 | 連勝(金額) | 6 (130.24) | 連敗(金額) | 10 (-105.14) |
| 最大 | 連勝(トレード数) | 179.34 (4) | 連敗(トレード数) | -105.14 (10) |
| 平均 | 連勝 | 2 | 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 | 2021.01.04 19:00 | sell | 1 | 0.05 | 1.22535 | 1.23039 | 0.00000 | |
| 2 | 2021.01.05 03:30 | close | 1 | 0.05 | 1.22624 | 1.23039 | 0.00000 | -4.28 | 9995.72 |
| 3 | 2021.01.06 05:00 | sell | 2 | 0.05 | 1.22786 | 1.23290 | 0.00000 | |
| 4 | 2021.01.06 09:09 | s/l | 2 | 0.05 | 1.23290 | 1.23290 | 0.00000 | -25.20 | 9970.52 |
| 5 | 2021.01.06 16:30 | sell | 3 | 0.05 | 1.22987 | 1.23490 | 0.00000 | |
| 6 | 2021.01.08 16:00 | close | 3 | 0.05 | 1.22713 | 1.23490 | 0.00000 | 14.39 | 9984.91 |
| 7 | 2021.01.08 17:30 | sell | 4 | 0.05 | 1.22248 | 1.22752 | 0.00000 | |
| 8 | 2021.01.12 09:00 | close | 4 | 0.05 | 1.21610 | 1.22752 | 0.00000 | 32.24 | 10017.15 |
| 9 | 2021.01.13 10:00 | sell | 5 | 0.05 | 1.22032 | 1.22534 | 0.00000 | |
| 10 | 2021.01.14 02:30 | close | 5 | 0.05 | 1.21706 | 1.22534 | 0.00000 | 16.81 | 10033.97 |
| 11 | 2021.01.14 05:30 | sell | 6 | 0.05 | 1.21411 | 1.21912 | 0.00000 | |
| 12 | 2021.01.14 12:00 | close | 6 | 0.05 | 1.21664 | 1.21912 | 0.00000 | -12.65 | 10021.32 |
| 13 | 2021.01.14 15:00 | sell | 7 | 0.05 | 1.21298 | 1.21800 | 0.00000 | |
| 14 | 2021.01.19 03:00 | close | 7 | 0.05 | 1.20862 | 1.21800 | 0.00000 | 22.31 | 10043.63 |
| 15 | 2021.01.20 11:00 | sell | 8 | 0.05 | 1.21352 | 1.21854 | 0.00000 | |
| 16 | 2021.01.21 01:30 | close | 8 | 0.05 | 1.21163 | 1.21854 | 0.00000 | 9.96 | 10053.59 |
| 17 | 2021.01.22 09:30 | sell | 9 | 0.05 | 1.21562 | 1.22066 | 0.00000 | |
| 18 | 2021.01.25 05:30 | close | 9 | 0.05 | 1.21773 | 1.22066 | 0.00000 | -10.38 | 10043.22 |
| 19 | 2021.01.25 12:00 | sell | 10 | 0.05 | 1.21475 | 1.21978 | 0.00000 | |
| 20 | 2021.01.28 16:00 | close | 10 | 0.05 | 1.21287 | 1.21978 | 0.00000 | 10.26 | 10053.47 |
| 21 | 2021.01.29 03:00 | sell | 11 | 0.05 | 1.21072 | 1.21577 | 0.00000 | |
| 22 | 2021.01.29 11:00 | close | 11 | 0.05 | 1.21174 | 1.21577 | 0.00000 | -5.10 | 10048.37 |
| 23 | 2021.02.01 02:00 | sell | 12 | 0.05 | 1.21225 | 1.21729 | 0.00000 | |
| 24 | 2021.02.02 04:00 | close | 12 | 0.05 | 1.20842 | 1.21729 | 0.00000 | 19.32 | 10067.69 |
| 25 | 2021.02.02 09:30 | sell | 13 | 0.05 | 1.20651 | 1.21155 | 0.00000 | |
| 26 | 2021.02.05 10:30 | close | 13 | 0.05 | 1.19765 | 1.21155 | 0.00000 | 45.16 | 10112.85 |
| 27 | 2021.02.08 03:00 | sell | 14 | 0.05 | 1.20325 | 1.20828 | 0.00000 | |
| 28 | 2021.02.08 16:30 | close | 14 | 0.05 | 1.20461 | 1.20828 | 0.00000 | -6.80 | 10106.05 |
| 29 | 2021.02.10 14:30 | sell | 15 | 0.05 | 1.21159 | 1.21662 | 0.00000 | |
| 30 | 2021.02.11 15:30 | close | 15 | 0.05 | 1.21463 | 1.21662 | 0.00000 | -14.69 | 10091.37 |
| 31 | 2021.02.12 04:30 | sell | 16 | 0.05 | 1.21234 | 1.21738 | 0.00000 | |
| 32 | 2021.02.15 04:30 | close | 16 | 0.05 | 1.21302 | 1.21738 | 0.00000 | -3.23 | 10088.14 |
| 33 | 2021.02.16 09:30 | sell | 17 | 0.05 | 1.21328 | 1.21830 | 0.00000 | |
| 34 | 2021.02.18 11:00 | close | 17 | 0.05 | 1.20691 | 1.21830 | 0.00000 | 32.54 | 10120.67 |
| 35 | 2021.02.19 20:30 | sell | 18 | 0.05 | 1.21103 | 1.21605 | 0.00000 | |
| 36 | 2021.02.22 03:30 | close | 18 | 0.05 | 1.21342 | 1.21605 | 0.00000 | -11.78 | 10108.90 |
| 37 | 2021.02.22 09:30 | sell | 19 | 0.05 | 1.21080 | 1.21584 | 0.00000 | |
| 38 | 2021.02.22 19:07 | s/l | 19 | 0.05 | 1.21584 | 1.21584 | 0.00000 | -25.20 | 10083.70 |
| 39 | 2021.02.23 10:30 | sell | 20 | 0.05 | 1.21618 | 1.22122 | 0.00000 | |
| 40 | 2021.02.24 11:00 | close | 20 | 0.05 | 1.21685 | 1.22122 | 0.00000 | -3.18 | 10080.52 |
| 41 | 2021.02.24 15:30 | sell | 21 | 0.05 | 1.21389 | 1.21891 | 0.00000 | |
| 42 | 2021.02.25 10:01 | s/l | 21 | 0.05 | 1.21891 | 1.21891 | 0.00000 | -24.59 | 10055.93 |
| 43 | 2021.02.25 20:00 | sell | 22 | 0.05 | 1.22126 | 1.22629 | 0.00000 | |
| 44 | 2021.03.02 18:00 | close | 22 | 0.05 | 1.20625 | 1.22629 | 0.00000 | 75.56 | 10131.50 |
| 45 | 2021.03.03 08:30 | sell | 23 | 0.05 | 1.20794 | 1.21297 | 0.00000 | |
| 46 | 2021.03.08 01:30 | close | 23 | 0.05 | 1.19295 | 1.21297 | 0.00000 | 75.81 | 10207.30 |
| 47 | 2021.03.08 05:00 | sell | 24 | 0.05 | 1.19056 | 1.19558 | 0.00000 | |
| 48 | 2021.03.09 09:30 | close | 24 | 0.05 | 1.18714 | 1.19558 | 0.00000 | 17.27 | 10224.58 |
| 49 | 2021.03.10 04:00 | sell | 25 | 0.05 | 1.18851 | 1.19353 | 0.00000 | |
| 50 | 2021.03.10 11:00 | close | 25 | 0.05 | 1.18964 | 1.19353 | 0.00000 | -5.65 | 10218.93 |
| 51 | 2021.03.11 17:30 | sell | 26 | 0.05 | 1.19304 | 1.19806 | 0.00000 | |
| 52 | 2021.03.11 20:02 | s/l | 26 | 0.05 | 1.19806 | 1.19806 | 0.00000 | -25.10 | 10193.83 |
| 53 | 2021.03.12 04:30 | sell | 27 | 0.05 | 1.19731 | 1.20234 | 0.00000 | |
| 54 | 2021.03.15 04:30 | close | 27 | 0.05 | 1.19651 | 1.20234 | 0.00000 | 4.17 | 10198.00 |
| 55 | 2021.03.15 08:30 | sell | 28 | 0.05 | 1.19352 | 1.19854 | 0.00000 | |
| 56 | 2021.03.16 06:30 | close | 28 | 0.05 | 1.19360 | 1.19854 | 0.00000 | -0.23 | 10197.77 |
| 57 | 2021.03.16 10:30 | sell | 29 | 0.05 | 1.19185 | 1.19687 | 0.00000 | |
| 58 | 2021.03.17 21:30 | close | 29 | 0.05 | 1.19580 | 1.19687 | 0.00000 | -19.58 | 10178.19 |
| 59 | 2021.03.18 07:00 | sell | 30 | 0.05 | 1.19590 | 1.20094 | 0.00000 | |
| 60 | 2021.03.22 06:30 | close | 30 | 0.05 | 1.18973 | 1.20094 | 0.00000 | 31.19 | 10209.38 |
| 61 | 2021.03.23 05:30 | sell | 31 | 0.05 | 1.19246 | 1.19750 | 0.00000 | |
| 62 | 2021.03.25 05:30 | close | 31 | 0.05 | 1.18223 | 1.19750 | 0.00000 | 51.84 | 10261.22 |
| 63 | 2021.03.25 11:00 | sell | 32 | 0.05 | 1.18058 | 1.18560 | 0.00000 | |
| 64 | 2021.03.31 10:00 | close | 32 | 0.05 | 1.17273 | 1.18560 | 0.00000 | 39.94 | 10301.15 |
| 65 | 2021.04.01 05:30 | sell | 33 | 0.05 | 1.17223 | 1.17726 | 0.00000 | |
| 66 | 2021.04.01 10:30 | close | 33 | 0.05 | 1.17420 | 1.17726 | 0.00000 | -9.85 | 10291.30 |
| 67 | 2021.04.02 15:30 | sell | 34 | 0.05 | 1.17674 | 1.18188 | 0.00000 | |
| 68 | 2021.04.05 16:00 | close | 34 | 0.05 | 1.17792 | 1.18188 | 0.00000 | -5.73 | 10285.58 |
| 69 | 2021.04.06 05:30 | sell | 35 | 0.05 | 1.18034 | 1.18536 | 0.00000 | |
| 70 | 2021.04.06 11:00 | close | 35 | 0.05 | 1.18202 | 1.18536 | 0.00000 | -8.40 | 10277.18 |
| 71 | 2021.04.07 06:00 | sell | 36 | 0.05 | 1.18668 | 1.19171 | 0.00000 | |
| 72 | 2021.04.07 11:00 | close | 36 | 0.05 | 1.18789 | 1.19171 | 0.00000 | -6.05 | 10271.13 |
| 73 | 2021.04.07 22:00 | sell | 37 | 0.05 | 1.18657 | 1.19159 | 0.00000 | |
| 74 | 2021.04.08 10:00 | close | 37 | 0.05 | 1.18816 | 1.19159 | 0.00000 | -7.44 | 10263.69 |
| 75 | 2021.04.09 05:30 | sell | 38 | 0.05 | 1.19052 | 1.19554 | 0.00000 | |
| 76 | 2021.04.13 16:00 | close | 38 | 0.05 | 1.19245 | 1.19554 | 0.00000 | -9.31 | 10254.38 |
| 77 | 2021.04.15 14:00 | sell | 39 | 0.05 | 1.19623 | 1.20125 | 0.00000 | |
| 78 | 2021.04.16 11:00 | close | 39 | 0.05 | 1.19877 | 1.20125 | 0.00000 | -12.53 | 10241.86 |
| 79 | 2021.04.19 01:30 | sell | 40 | 0.05 | 1.19701 | 1.20206 | 0.00000 | |
| 80 | 2021.04.19 10:59 | s/l | 40 | 0.05 | 1.20206 | 1.20206 | 0.00000 | -25.25 | 10216.61 |
| 81 | 2021.04.20 16:00 | sell | 41 | 0.05 | 1.20344 | 1.20847 | 0.00000 | |
| 82 | 2021.04.21 03:30 | close | 41 | 0.05 | 1.20379 | 1.20847 | 0.00000 | -1.58 | 10215.03 |
| 83 | 2021.04.21 07:30 | sell | 42 | 0.05 | 1.20268 | 1.20772 | 0.00000 | |
| 84 | 2021.04.21 18:00 | close | 42 | 0.05 | 1.20282 | 1.20772 | 0.00000 | -0.70 | 10214.33 |
| 85 | 2021.04.22 12:00 | sell | 43 | 0.05 | 1.20259 | 1.20761 | 0.00000 | |
| 86 | 2021.04.23 04:00 | close | 43 | 0.05 | 1.20207 | 1.20761 | 0.00000 | 2.77 | 10217.10 |
| 87 | 2021.04.26 10:00 | sell | 44 | 0.05 | 1.20923 | 1.21425 | 0.00000 | |
| 88 | 2021.04.27 14:00 | close | 44 | 0.05 | 1.20838 | 1.21425 | 0.00000 | 4.42 | 10221.52 |
| 89 | 2021.04.28 04:30 | sell | 45 | 0.05 | 1.20784 | 1.21286 | 0.00000 | |
| 90 | 2021.04.28 17:30 | close | 45 | 0.05 | 1.20946 | 1.21286 | 0.00000 | -8.10 | 10213.42 |
| 91 | 2021.04.29 17:00 | sell | 46 | 0.05 | 1.21062 | 1.21565 | 0.00000 | |
| 92 | 2021.05.03 10:00 | close | 46 | 0.05 | 1.20380 | 1.21565 | 0.00000 | 34.44 | 10247.86 |
| 93 | 2021.05.04 03:30 | sell | 47 | 0.05 | 1.20540 | 1.21044 | 0.00000 | |
| 94 | 2021.05.07 15:30 | s/l | 47 | 0.05 | 1.21044 | 1.21044 | 0.00000 | -24.34 | 10223.52 |
| 95 | 2021.05.10 04:30 | sell | 48 | 0.05 | 1.21567 | 1.22071 | 0.00000 | |
| 96 | 2021.05.10 12:00 | close | 48 | 0.05 | 1.21710 | 1.22071 | 0.00000 | -7.15 | 10216.37 |
| 97 | 2021.05.10 22:00 | sell | 49 | 0.05 | 1.21452 | 1.21954 | 0.00000 | |
| 98 | 2021.05.11 12:00 | close | 49 | 0.05 | 1.21626 | 1.21954 | 0.00000 | -8.53 | 10207.84 |
| 99 | 2021.05.11 21:30 | sell | 50 | 0.05 | 1.21503 | 1.22006 | 0.00000 | |
| 100 | 2021.05.14 09:30 | close | 50 | 0.05 | 1.21059 | 1.22006 | 0.00000 | 23.06 | 10230.90 |
| 101 | 2021.05.17 03:30 | sell | 51 | 0.05 | 1.21356 | 1.21860 | 0.00000 | |
| 102 | 2021.05.18 04:30 | close | 51 | 0.05 | 1.21658 | 1.21860 | 0.00000 | -14.93 | 10215.97 |
| 103 | 2021.05.19 11:30 | sell | 52 | 0.05 | 1.22146 | 1.22650 | 0.00000 | |
| 104 | 2021.05.19 17:00 | close | 52 | 0.05 | 1.22289 | 1.22650 | 0.00000 | -7.15 | 10208.82 |
| 105 | 2021.05.19 22:00 | sell | 53 | 0.05 | 1.21708 | 1.22211 | 0.00000 | |
| 106 | 2021.05.20 04:00 | close | 53 | 0.05 | 1.21852 | 1.22211 | 0.00000 | -6.69 | 10202.14 |
| 107 | 2021.05.21 15:00 | sell | 54 | 0.05 | 1.21864 | 1.22365 | 0.00000 | |
| 108 | 2021.05.24 08:30 | close | 54 | 0.05 | 1.21876 | 1.22365 | 0.00000 | -0.43 | 10201.71 |
| 109 | 2021.05.25 18:30 | sell | 55 | 0.05 | 1.22368 | 1.22870 | 0.00000 | |
| 110 | 2021.05.27 10:30 | close | 55 | 0.05 | 1.22079 | 1.22870 | 0.00000 | 15.14 | 10216.84 |
| 111 | 2021.05.28 03:30 | sell | 56 | 0.05 | 1.21877 | 1.22379 | 0.00000 | |
| 112 | 2021.05.28 11:30 | close | 56 | 0.05 | 1.21976 | 1.22379 | 0.00000 | -4.95 | 10211.89 |
| 113 | 2021.05.28 15:00 | sell | 57 | 0.05 | 1.21567 | 1.22070 | 0.00000 | |
| 114 | 2021.05.31 17:42 | s/l | 57 | 0.05 | 1.22070 | 1.22070 | 0.00000 | -24.98 | 10186.91 |
| 115 | 2021.06.01 07:30 | sell | 58 | 0.05 | 1.22262 | 1.22764 | 0.00000 | |
| 116 | 2021.06.04 16:00 | close | 58 | 0.05 | 1.21678 | 1.22764 | 0.00000 | 30.06 | 10216.97 |
| 117 | 2021.06.07 09:00 | sell | 59 | 0.05 | 1.21580 | 1.22084 | 0.00000 | |
| 118 | 2021.06.07 17:00 | close | 59 | 0.05 | 1.21813 | 1.22084 | 0.00000 | -11.65 | 10205.32 |
| 119 | 2021.06.08 04:00 | sell | 60 | 0.05 | 1.21855 | 1.22357 | 0.00000 | |
| 120 | 2021.06.08 15:30 | close | 60 | 0.05 | 1.21841 | 1.22357 | 0.00000 | 0.70 | 10206.02 |
| 121 | 2021.06.10 04:00 | sell | 61 | 0.05 | 1.21728 | 1.22231 | 0.00000 | |
| 122 | 2021.06.10 14:30 | close | 61 | 0.05 | 1.21782 | 1.22231 | 0.00000 | -2.70 | 10203.32 |
| 123 | 2021.06.10 16:30 | sell | 62 | 0.05 | 1.21480 | 1.21983 | 0.00000 | |
| 124 | 2021.06.11 04:30 | close | 62 | 0.05 | 1.21841 | 1.21983 | 0.00000 | -17.88 | 10185.44 |
| 125 | 2021.06.11 11:30 | sell | 63 | 0.05 | 1.21702 | 1.22206 | 0.00000 | |
| 126 | 2021.06.14 11:00 | close | 63 | 0.05 | 1.21183 | 1.22206 | 0.00000 | 26.12 | 10211.56 |
| 127 | 2021.06.15 14:30 | sell | 64 | 0.05 | 1.21108 | 1.21611 | 0.00000 | |
| 128 | 2021.06.18 06:30 | close | 64 | 0.05 | 1.19249 | 1.21611 | 0.00000 | 93.81 | 10305.37 |
| 129 | 2021.06.18 08:30 | sell | 65 | 0.05 | 1.18969 | 1.19473 | 0.00000 | |
| 130 | 2021.06.21 17:00 | close | 65 | 0.05 | 1.19113 | 1.19473 | 0.00000 | -7.03 | 10298.34 |
| 131 | 2021.06.22 04:00 | sell | 66 | 0.05 | 1.19079 | 1.19583 | 0.00000 | |
| 132 | 2021.06.22 16:30 | close | 66 | 0.05 | 1.19092 | 1.19583 | 0.00000 | -0.65 | 10297.69 |
| 133 | 2021.06.23 04:00 | sell | 67 | 0.05 | 1.19320 | 1.19823 | 0.00000 | |
| 134 | 2021.06.23 11:00 | close | 67 | 0.05 | 1.19386 | 1.19823 | 0.00000 | -3.30 | 10294.39 |
| 135 | 2021.06.24 18:00 | sell | 68 | 0.05 | 1.19262 | 1.19765 | 0.00000 | |
| 136 | 2021.06.25 04:30 | close | 68 | 0.05 | 1.19423 | 1.19765 | 0.00000 | -7.88 | 10286.52 |
| 137 | 2021.06.28 04:30 | sell | 69 | 0.05 | 1.19256 | 1.19757 | 0.00000 | |
| 138 | 2021.06.28 10:30 | close | 69 | 0.05 | 1.19378 | 1.19757 | 0.00000 | -6.10 | 10280.42 |
| 139 | 2021.06.28 15:00 | sell | 70 | 0.05 | 1.19070 | 1.19573 | 0.00000 | |
| 140 | 2021.06.29 03:00 | close | 70 | 0.05 | 1.19291 | 1.19573 | 0.00000 | -10.88 | 10269.54 |
| 141 | 2021.06.29 03:30 | sell | 71 | 0.05 | 1.19207 | 1.19710 | 0.00000 | |
| 142 | 2021.06.30 03:30 | close | 71 | 0.05 | 1.19063 | 1.19710 | 0.00000 | 7.37 | 10276.91 |
| 143 | 2021.06.30 09:00 | sell | 72 | 0.05 | 1.18959 | 1.19462 | 0.00000 | |
| 144 | 2021.07.02 16:00 | close | 72 | 0.05 | 1.18474 | 1.19462 | 0.00000 | 24.94 | 10301.84 |
| 145 | 2021.07.06 11:30 | sell | 73 | 0.05 | 1.18485 | 1.18988 | 0.00000 | |
| 146 | 2021.07.08 09:00 | close | 73 | 0.05 | 1.18058 | 1.18988 | 0.00000 | 22.04 | 10323.88 |
| 147 | 2021.07.09 05:30 | sell | 74 | 0.05 | 1.18356 | 1.18860 | 0.00000 | |
| 148 | 2021.07.09 13:00 | close | 74 | 0.05 | 1.18554 | 1.18860 | 0.00000 | -9.90 | 10313.98 |
| 149 | 2021.07.12 13:00 | sell | 75 | 0.05 | 1.18528 | 1.19031 | 0.00000 | |
| 150 | 2021.07.13 03:30 | close | 75 | 0.05 | 1.18678 | 1.19031 | 0.00000 | -7.33 | 10306.65 |
| 151 | 2021.07.13 09:00 | sell | 76 | 0.05 | 1.18569 | 1.19073 | 0.00000 | |
| 152 | 2021.07.14 09:30 | close | 76 | 0.05 | 1.17933 | 1.19073 | 0.00000 | 31.97 | 10338.62 |
| 153 | 2021.07.15 05:00 | sell | 77 | 0.05 | 1.18256 | 1.18762 | 0.00000 | |
| 154 | 2021.07.16 12:00 | close | 77 | 0.05 | 1.18183 | 1.18762 | 0.00000 | 3.82 | 10342.44 |
| 155 | 2021.07.16 15:00 | sell | 78 | 0.05 | 1.17942 | 1.18445 | 0.00000 | |
| 156 | 2021.07.19 16:30 | close | 78 | 0.05 | 1.18147 | 1.18445 | 0.00000 | -10.08 | 10332.37 |
| 157 | 2021.07.20 08:30 | sell | 79 | 0.05 | 1.17823 | 1.18327 | 0.00000 | |
| 158 | 2021.07.22 16:30 | close | 79 | 0.05 | 1.18286 | 1.18327 | 0.00000 | -22.46 | 10309.90 |
| 159 | 2021.07.22 19:00 | sell | 80 | 0.05 | 1.17672 | 1.18174 | 0.00000 | |
| 160 | 2021.07.23 03:30 | close | 80 | 0.05 | 1.17791 | 1.18174 | 0.00000 | -5.78 | 10304.12 |
| 161 | 2021.07.27 09:30 | sell | 81 | 0.05 | 1.17945 | 1.18450 | 0.00000 | |
| 162 | 2021.07.27 15:30 | close | 81 | 0.05 | 1.18119 | 1.18450 | 0.00000 | -8.70 | 10295.42 |
| 163 | 2021.07.28 10:00 | sell | 82 | 0.05 | 1.18038 | 1.18541 | 0.00000 | |
| 164 | 2021.07.28 22:00 | close | 82 | 0.05 | 1.18388 | 1.18541 | 0.00000 | -17.50 | 10277.92 |
| 165 | 2021.07.30 04:00 | sell | 83 | 0.05 | 1.18813 | 1.19318 | 0.00000 | |
| 166 | 2021.07.30 10:30 | close | 83 | 0.05 | 1.18947 | 1.19318 | 0.00000 | -6.70 | 10271.22 |
| 167 | 2021.07.30 16:00 | sell | 84 | 0.05 | 1.18791 | 1.19294 | 0.00000 | |
| 168 | 2021.08.02 10:00 | close | 84 | 0.05 | 1.18828 | 1.19294 | 0.00000 | -1.68 | 10269.55 |
| 169 | 2021.08.03 17:30 | sell | 85 | 0.05 | 1.18661 | 1.19162 | 0.00000 | |
| 170 | 2021.08.05 10:30 | close | 85 | 0.05 | 1.18472 | 1.19162 | 0.00000 | 10.14 | 10279.68 |
| 171 | 2021.08.06 03:30 | sell | 86 | 0.05 | 1.18276 | 1.18779 | 0.00000 | |
| 172 | 2021.08.11 16:00 | close | 86 | 0.05 | 1.17369 | 1.18779 | 0.00000 | 45.86 | 10325.55 |
| 173 | 2021.08.12 17:30 | sell | 87 | 0.05 | 1.17280 | 1.17782 | 0.00000 | |
| 174 | 2021.08.13 13:00 | close | 87 | 0.05 | 1.17495 | 1.17782 | 0.00000 | -10.58 | 10314.97 |
| 175 | 2021.08.16 07:00 | sell | 88 | 0.05 | 1.17899 | 1.18403 | 0.00000 | |
| 176 | 2021.08.17 11:30 | close | 88 | 0.05 | 1.17836 | 1.18403 | 0.00000 | 3.32 | 10318.29 |
| 177 | 2021.08.17 16:00 | sell | 89 | 0.05 | 1.17439 | 1.17942 | 0.00000 | |
| 178 | 2021.08.18 10:30 | close | 89 | 0.05 | 1.17285 | 1.17942 | 0.00000 | 7.87 | 10326.16 |
| 179 | 2021.08.18 14:30 | sell | 90 | 0.05 | 1.17101 | 1.17604 | 0.00000 | |
| 180 | 2021.08.19 11:00 | close | 90 | 0.05 | 1.16830 | 1.17604 | 0.00000 | 14.06 | 10340.22 |
| 181 | 2021.08.20 11:30 | sell | 91 | 0.05 | 1.16762 | 1.17264 | 0.00000 | |
| 182 | 2021.08.20 19:30 | close | 91 | 0.05 | 1.16992 | 1.17264 | 0.00000 | -11.50 | 10328.72 |
| 183 | 2021.08.24 04:00 | sell | 92 | 0.05 | 1.17392 | 1.17894 | 0.00000 | |
| 184 | 2021.08.24 16:00 | close | 92 | 0.05 | 1.17508 | 1.17894 | 0.00000 | -5.80 | 10322.92 |
| 185 | 2021.08.25 04:00 | sell | 93 | 0.05 | 1.17416 | 1.17919 | 0.00000 | |
| 186 | 2021.08.25 11:30 | close | 93 | 0.05 | 1.17563 | 1.17919 | 0.00000 | -7.35 | 10315.57 |
| 187 | 2021.08.26 05:30 | sell | 94 | 0.05 | 1.17624 | 1.18129 | 0.00000 | |
| 188 | 2021.08.26 10:30 | close | 94 | 0.05 | 1.17710 | 1.18129 | 0.00000 | -4.30 | 10311.27 |
| 189 | 2021.08.27 03:30 | sell | 95 | 0.05 | 1.17477 | 1.17981 | 0.00000 | |
| 190 | 2021.08.27 17:12 | s/l | 95 | 0.05 | 1.17981 | 1.17981 | 0.00000 | -25.20 | 10286.07 |
| 191 | 2021.08.30 10:30 | sell | 96 | 0.05 | 1.17955 | 1.18459 | 0.00000 | |
| 192 | 2021.08.31 04:30 | close | 96 | 0.05 | 1.18048 | 1.18459 | 0.00000 | -4.48 | 10281.60 |
| 193 | 2021.08.31 18:00 | sell | 97 | 0.05 | 1.18037 | 1.18540 | 0.00000 | |
| 194 | 2021.09.01 16:00 | close | 97 | 0.05 | 1.18383 | 1.18540 | 0.00000 | -17.13 | 10264.47 |
| 195 | 2021.09.02 08:00 | sell | 98 | 0.05 | 1.18346 | 1.18849 | 0.00000 | |
| 196 | 2021.09.02 18:00 | close | 98 | 0.05 | 1.18681 | 1.18849 | 0.00000 | -16.75 | 10247.72 |
| 197 | 2021.09.03 09:30 | sell | 99 | 0.05 | 1.18752 | 1.19254 | 0.00000 | |
| 198 | 2021.09.03 16:00 | close | 99 | 0.05 | 1.18916 | 1.19254 | 0.00000 | -8.20 | 10239.52 |
| 199 | 2021.09.06 06:30 | sell | 100 | 0.05 | 1.18689 | 1.19192 | 0.00000 | |
| 200 | 2021.09.07 03:30 | close | 100 | 0.05 | 1.18781 | 1.19192 | 0.00000 | -4.43 | 10235.09 |
| 201 | 2021.09.07 09:00 | sell | 101 | 0.05 | 1.18715 | 1.19218 | 0.00000 | |
| 202 | 2021.09.10 06:00 | close | 101 | 0.05 | 1.18327 | 1.19218 | 0.00000 | 20.26 | 10255.35 |
| 203 | 2021.09.10 19:00 | sell | 102 | 0.05 | 1.18215 | 1.18717 | 0.00000 | |
| 204 | 2021.09.14 05:30 | close | 102 | 0.05 | 1.18161 | 1.18717 | 0.00000 | 3.04 | 10258.39 |
| 205 | 2021.09.14 22:00 | sell | 103 | 0.05 | 1.18077 | 1.18579 | 0.00000 | |
| 206 | 2021.09.15 10:30 | close | 103 | 0.05 | 1.18144 | 1.18579 | 0.00000 | -3.18 | 10255.21 |
| 207 | 2021.09.15 20:00 | sell | 104 | 0.05 | 1.18037 | 1.18538 | 0.00000 | |
| 208 | 2021.09.17 10:30 | close | 104 | 0.05 | 1.17822 | 1.18538 | 0.00000 | 11.44 | 10266.65 |
| 209 | 2021.09.17 16:30 | sell | 105 | 0.05 | 1.17563 | 1.18066 | 0.00000 | |
| 210 | 2021.09.20 18:30 | close | 105 | 0.05 | 1.17349 | 1.18066 | 0.00000 | 10.87 | 10277.52 |
| 211 | 2021.09.21 17:30 | sell | 106 | 0.05 | 1.17234 | 1.17737 | 0.00000 | |
| 212 | 2021.09.23 06:30 | close | 106 | 0.05 | 1.17049 | 1.17737 | 0.00000 | 9.94 | 10287.45 |
| 213 | 2021.09.24 08:00 | sell | 107 | 0.05 | 1.17369 | 1.17873 | 0.00000 | |
| 214 | 2021.09.28 17:30 | close | 107 | 0.05 | 1.16926 | 1.17873 | 0.00000 | 22.49 | 10309.95 |
| 215 | 2021.09.29 10:00 | sell | 108 | 0.05 | 1.16776 | 1.17278 | 0.00000 | |
| 216 | 2021.10.01 10:00 | close | 108 | 0.05 | 1.15878 | 1.17278 | 0.00000 | 45.59 | 10355.53 |
| 217 | 2021.10.05 04:00 | sell | 109 | 0.05 | 1.16113 | 1.16616 | 0.00000 | |
| 218 | 2021.10.06 21:00 | close | 109 | 0.05 | 1.15518 | 1.16616 | 0.00000 | 29.92 | 10385.45 |
| 219 | 2021.10.07 08:30 | sell | 110 | 0.05 | 1.15529 | 1.16032 | 0.00000 | |
| 220 | 2021.10.07 10:00 | close | 110 | 0.05 | 1.15684 | 1.16032 | 0.00000 | -7.75 | 10377.70 |
| 221 | 2021.10.07 16:30 | sell | 111 | 0.05 | 1.15515 | 1.16018 | 0.00000 | |
| 222 | 2021.10.08 03:00 | close | 111 | 0.05 | 1.15594 | 1.16018 | 0.00000 | -3.78 | 10373.93 |
| 223 | 2021.10.08 06:30 | sell | 112 | 0.05 | 1.15505 | 1.16007 | 0.00000 | |
| 224 | 2021.10.08 13:00 | close | 112 | 0.05 | 1.15675 | 1.16007 | 0.00000 | -8.50 | 10365.43 |
| 225 | 2021.10.11 11:30 | sell | 113 | 0.05 | 1.15662 | 1.16165 | 0.00000 | |
| 226 | 2021.10.13 03:30 | close | 113 | 0.05 | 1.15363 | 1.16165 | 0.00000 | 15.29 | 10380.72 |
| 227 | 2021.10.14 08:30 | sell | 114 | 0.05 | 1.15877 | 1.16381 | 0.00000 | |
| 228 | 2021.10.14 10:30 | close | 114 | 0.05 | 1.16104 | 1.16381 | 0.00000 | -11.35 | 10369.37 |
| 229 | 2021.10.15 15:30 | sell | 115 | 0.05 | 1.15934 | 1.16436 | 0.00000 | |
| 230 | 2021.10.19 03:30 | close | 115 | 0.05 | 1.16218 | 1.16436 | 0.00000 | -13.86 | 10355.51 |
| 231 | 2021.10.19 19:00 | sell | 116 | 0.05 | 1.16318 | 1.16820 | 0.00000 | |
| 232 | 2021.10.20 04:30 | close | 116 | 0.05 | 1.16449 | 1.16820 | 0.00000 | -6.38 | 10349.13 |
| 233 | 2021.10.20 10:30 | sell | 117 | 0.05 | 1.16250 | 1.16752 | 0.00000 | |
| 234 | 2021.10.22 09:30 | close | 117 | 0.05 | 1.16324 | 1.16752 | 0.00000 | -3.01 | 10346.12 |
| 235 | 2021.10.25 12:30 | sell | 118 | 0.05 | 1.16307 | 1.16808 | 0.00000 | |
| 236 | 2021.10.28 16:00 | close | 118 | 0.05 | 1.16304 | 1.16808 | 0.00000 | 1.01 | 10347.13 |
| 237 | 2021.10.29 05:00 | sell | 119 | 0.05 | 1.16773 | 1.17276 | 0.00000 | |
| 238 | 2021.11.01 18:00 | close | 119 | 0.05 | 1.15839 | 1.17276 | 0.00000 | 46.87 | 10394.00 |
| 239 | 2021.11.02 12:00 | sell | 120 | 0.05 | 1.15886 | 1.16389 | 0.00000 | |
| 240 | 2021.11.03 11:30 | close | 120 | 0.05 | 1.15883 | 1.16389 | 0.00000 | 0.32 | 10394.32 |
| 241 | 2021.11.03 16:30 | sell | 121 | 0.05 | 1.15718 | 1.16220 | 0.00000 | |
| 242 | 2021.11.03 22:00 | close | 121 | 0.05 | 1.16104 | 1.16220 | 0.00000 | -19.30 | 10375.02 |
| 243 | 2021.11.04 06:30 | sell | 122 | 0.05 | 1.15959 | 1.16462 | 0.00000 | |
| 244 | 2021.11.08 11:00 | close | 122 | 0.05 | 1.15706 | 1.16462 | 0.00000 | 12.99 | 10388.01 |
| 245 | 2021.11.09 03:00 | sell | 123 | 0.05 | 1.15810 | 1.16312 | 0.00000 | |
| 246 | 2021.11.09 06:30 | close | 123 | 0.05 | 1.15934 | 1.16312 | 0.00000 | -6.20 | 10381.81 |
| 247 | 2021.11.09 14:00 | sell | 124 | 0.05 | 1.15798 | 1.16300 | 0.00000 | |
| 248 | 2021.11.15 04:00 | close | 124 | 0.05 | 1.14600 | 1.16300 | 0.00000 | 60.93 | 10442.74 |
| 249 | 2021.11.15 15:00 | sell | 125 | 0.05 | 1.14408 | 1.14911 | 0.00000 | |
| 250 | 2021.11.18 04:30 | close | 125 | 0.05 | 1.13352 | 1.14911 | 0.00000 | 53.66 | 10496.40 |
| 251 | 2021.11.19 03:30 | sell | 126 | 0.05 | 1.13590 | 1.14094 | 0.00000 | |
| 252 | 2021.11.23 09:30 | close | 126 | 0.05 | 1.12554 | 1.14094 | 0.00000 | 52.14 | 10548.54 |
| 253 | 2021.11.24 02:00 | sell | 127 | 0.05 | 1.12444 | 1.12949 | 0.00000 | |
| 254 | 2021.11.25 10:30 | close | 127 | 0.05 | 1.12202 | 1.12949 | 0.00000 | 12.61 | 10561.16 |
| 255 | 2021.11.25 17:30 | sell | 128 | 0.05 | 1.12100 | 1.12605 | 0.00000 | |
| 256 | 2021.11.26 02:30 | close | 128 | 0.05 | 1.12131 | 1.12605 | 0.00000 | -1.38 | 10559.78 |
| 257 | 2021.11.29 01:30 | sell | 129 | 0.05 | 1.12891 | 1.13395 | 0.00000 | |
| 258 | 2021.11.29 22:30 | close | 129 | 0.05 | 1.12807 | 1.13395 | 0.00000 | 4.20 | 10563.98 |
| 259 | 2021.11.30 18:00 | sell | 130 | 0.05 | 1.12591 | 1.13094 | 0.00000 | |
| 260 | 2021.11.30 19:34 | s/l | 130 | 0.05 | 1.13094 | 1.13094 | 0.00000 | -25.15 | 10538.83 |
| 261 | 2021.12.01 11:00 | sell | 131 | 0.05 | 1.13083 | 1.13585 | 0.00000 | |
| 262 | 2021.12.02 03:30 | close | 131 | 0.05 | 1.13236 | 1.13585 | 0.00000 | -7.14 | 10531.69 |
| 263 | 2021.12.02 10:00 | sell | 132 | 0.05 | 1.13099 | 1.13602 | 0.00000 | |
| 264 | 2021.12.06 12:30 | close | 132 | 0.05 | 1.13093 | 1.13602 | 0.00000 | 0.64 | 10532.34 |
| 265 | 2021.12.06 18:00 | sell | 133 | 0.05 | 1.12722 | 1.13225 | 0.00000 | |
| 266 | 2021.12.07 05:00 | close | 133 | 0.05 | 1.12917 | 1.13225 | 0.00000 | -9.58 | 10522.76 |
| 267 | 2021.12.07 11:00 | sell | 134 | 0.05 | 1.12751 | 1.13254 | 0.00000 | |
| 268 | 2021.12.08 15:30 | close | 134 | 0.05 | 1.13030 | 1.13254 | 0.00000 | -13.78 | 10508.98 |
| 269 | 2021.12.09 03:30 | sell | 135 | 0.05 | 1.13336 | 1.13839 | 0.00000 | |
| 270 | 2021.12.14 11:30 | close | 135 | 0.05 | 1.12925 | 1.13839 | 0.00000 | 21.06 | 10530.04 |
| 271 | 2021.12.14 18:00 | sell | 136 | 0.05 | 1.12727 | 1.13230 | 0.00000 | |
| 272 | 2021.12.15 22:30 | close | 136 | 0.05 | 1.12917 | 1.13230 | 0.00000 | -9.33 | 10520.72 |
| 273 | 2021.12.17 16:00 | sell | 137 | 0.05 | 1.13073 | 1.13575 | 0.00000 | |
| 274 | 2021.12.20 11:00 | close | 137 | 0.05 | 1.12679 | 1.13575 | 0.00000 | 19.87 | 10540.59 |
| 275 | 2021.12.21 17:00 | sell | 138 | 0.05 | 1.12733 | 1.13236 | 0.00000 | |
| 276 | 2021.12.22 12:00 | close | 138 | 0.05 | 1.12832 | 1.13236 | 0.00000 | -4.78 | 10535.81 |
| 277 | 2021.12.23 10:00 | sell | 139 | 0.05 | 1.13280 | 1.13782 | 0.00000 | |
| 278 | 2021.12.24 07:00 | close | 139 | 0.05 | 1.13348 | 1.13782 | 0.00000 | -3.23 | 10532.58 |
| 279 | 2021.12.24 15:30 | sell | 140 | 0.05 | 1.13168 | 1.13675 | 0.00000 | |
| 280 | 2021.12.29 17:47 | s/l | 140 | 0.05 | 1.13675 | 1.13675 | 0.00000 | -24.84 | 10507.74 |
| 281 | 2021.12.30 06:00 | sell | 141 | 0.05 | 1.13377 | 1.13880 | 0.00000 | |
| 282 | 2021.12.30 23:59 | close at stop | 141 | 0.05 | 1.13280 | 1.13880 | 0.00000 | 4.85 | 10512.59 |