Strategy Tester Report |
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RoboForex-Pro (Build 2981) |
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Settings |
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Expert: | TFF_trader | |||||||||||
Symbol: | USDCAD | |||||||||||
Period: | M30 (2014.01.01 - 2021.08.22) | |||||||||||
Inputs: | InpReverse=false | |||||||||||
StartYear=2014 | ||||||||||||
EndYear=2021 | ||||||||||||
InpSignalNum=18 | ||||||||||||
InpTimeShift1=-5 | ||||||||||||
InpTimeShift2=3 | ||||||||||||
InpLots=0.1 | ||||||||||||
InpTradePause=350 | ||||||||||||
Broker: | RoboForex Ltd | |||||||||||
Currency: | USD | |||||||||||
Initial Deposit: | 10 000.00 | |||||||||||
Leverage: | 1:100 | |||||||||||
Results |
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History Quality: | 98% | |||||||||||
Bars: | 94687 | Ticks: | 361043 | Symbols: | 1 | |||||||
Total Net Profit: | -1 936.67 | Balance Drawdown Absolute: | 1 936.67 | Equity Drawdown Absolute: | 1 958.69 | |||||||
Gross Profit: | 2 823.18 | Balance Drawdown Maximal: | 2 077.11 (20.48%) | Equity Drawdown Maximal: | 2 114.30 (20.82%) | |||||||
Gross Loss: | -4 759.85 | Balance Drawdown Relative: | 20.48% (2 077.11) | Equity Drawdown Relative: | 20.82% (2 114.30) | |||||||
Profit Factor: | 0.59 | Expected Payoff: | -30.74 | Margin Level: | 8041.31% | |||||||
Recovery Factor: | -0.92 | Sharpe Ratio: | -0.22 | Z-Score: | -0.44 (34.01%) | |||||||
AHPR: | 0.9967 (-0.33%) | LR Correlation: | -0.95 | OnTester result: | 0 | |||||||
GHPR: | 0.9966 (-0.34%) | LR Standard Error: | 203.35 | |||||||||
Total Trades: | 63 | Short Trades (won %): | 30 (43.33%) | Long Trades (won %): | 33 (36.36%) | |||||||
Total Deals: | 126 | Profit Trades (% of total): | 25 (39.68%) | Loss Trades (% of total): | 38 (60.32%) | |||||||
Largest profit trade: | 280.55 | Largest loss trade: | -341.98 | |||||||||
Average profit trade: | 112.93 | Average loss trade: | -125.26 | |||||||||
Maximum consecutive wins ($): | 4 (273.85) | Maximum consecutive losses ($): | 6 (-679.54) | |||||||||
Maximal consecutive profit (count): | 494.82 (3) | Maximal consecutive loss (count): | -679.54 (6) | |||||||||
Average consecutive wins: | 2 | Average consecutive losses: | 3 | |||||||||
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Correlation (Profits,MFE): | 0.80 | Correlation (Profits,MAE): | 0.79 | Correlation (MFE,MAE): | 0.4490 | |||||||
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Minimal position holding time: | 120:00:00 | Maximal position holding time: | 600:00:00 | Average position holding time: | 194:17:08 | |||||||
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Orders |
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Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2014.06.20 23:00:00 | 2 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2014.06.20 23:00:00 | filled | |||||
2014.06.27 23:00:00 | 3 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2014.06.27 23:00:00 | filled | |||||
2014.07.11 23:00:00 | 4 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2014.07.11 23:00:00 | filled | |||||
2014.07.18 23:00:00 | 5 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2014.07.18 23:00:00 | filled | |||||
2014.08.22 23:00:00 | 6 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2014.08.22 23:00:00 | filled | |||||
2014.09.05 23:00:00 | 7 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2014.09.05 23:00:00 | filled | |||||
2014.09.05 23:00:00 | 8 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2014.09.05 23:00:00 | filled | |||||
2014.09.12 23:00:00 | 9 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2014.09.12 23:00:00 | filled | |||||
2014.09.19 23:00:00 | 10 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2014.09.19 23:00:00 | filled | |||||
2014.09.26 23:00:00 | 11 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2014.09.26 23:00:00 | filled | |||||
2014.10.03 23:00:00 | 12 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2014.10.03 23:00:00 | filled | |||||
2014.11.07 23:00:00 | 13 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2014.11.07 23:00:00 | filled | |||||
2015.01.30 23:00:00 | 14 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2015.01.30 23:00:00 | filled | |||||
2015.02.06 23:00:00 | 15 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2015.02.06 23:00:00 | filled | |||||
2015.02.06 23:00:00 | 16 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2015.02.06 23:00:00 | filled | |||||
2015.02.20 23:00:00 | 17 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2015.02.20 23:00:00 | filled | |||||
2015.04.10 23:00:00 | 18 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2015.04.10 23:00:00 | filled | |||||
2015.04.17 23:00:00 | 19 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2015.04.17 23:00:00 | filled | |||||
2015.04.17 23:00:00 | 20 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2015.04.17 23:00:00 | filled | |||||
2015.05.15 23:00:00 | 21 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2015.05.15 23:00:00 | filled | |||||
2015.06.05 23:00:00 | 22 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2015.06.05 23:00:00 | filled | |||||
2015.06.19 23:00:00 | 23 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2015.06.19 23:00:00 | filled | |||||
2015.09.18 23:00:00 | 24 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2015.09.18 23:00:00 | filled | |||||
2015.09.25 23:00:00 | 25 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2015.09.25 23:00:00 | filled | |||||
2015.10.23 23:00:00 | 26 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2015.10.23 23:00:00 | filled | |||||
2015.11.06 23:00:00 | 27 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2015.11.06 23:00:00 | filled | |||||
2015.12.04 23:00:00 | 28 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2015.12.04 23:00:00 | filled | |||||
2015.12.11 23:00:00 | 29 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2015.12.11 23:00:00 | filled | |||||
2015.12.18 23:00:00 | 30 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2015.12.18 23:00:00 | filled | |||||
2016.01.08 23:00:00 | 31 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2016.01.08 23:00:00 | filled | |||||
2016.01.29 23:00:00 | 32 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2016.01.29 23:00:00 | filled | |||||
2016.02.05 23:00:00 | 33 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2016.02.05 23:00:00 | filled | |||||
2016.02.19 23:00:00 | 34 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2016.02.19 23:00:00 | filled | |||||
2016.03.04 23:00:00 | 35 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2016.03.04 23:00:00 | filled | |||||
2016.03.11 23:00:00 | 36 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2016.03.11 23:00:00 | filled | |||||
2016.04.08 23:00:00 | 37 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2016.04.08 23:00:00 | filled | |||||
2016.04.22 23:00:00 | 38 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2016.04.22 23:00:00 | filled | |||||
2016.05.13 23:00:00 | 39 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2016.05.13 23:00:00 | filled | |||||
2016.05.27 23:00:00 | 40 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2016.05.27 23:00:00 | filled | |||||
2016.06.10 23:00:00 | 41 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2016.06.10 23:00:00 | filled | |||||
2016.06.17 23:00:00 | 42 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2016.06.17 23:00:00 | filled | |||||
2016.06.24 23:00:00 | 43 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2016.06.24 23:00:00 | filled | |||||
2016.07.29 23:00:00 | 44 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2016.07.29 23:00:00 | filled | |||||
2016.08.05 23:00:00 | 45 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2016.08.05 23:00:00 | filled | |||||
2016.11.18 23:00:00 | 46 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2016.11.18 23:00:00 | filled | |||||
2016.11.25 23:00:00 | 47 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2016.11.25 23:00:00 | filled | |||||
2017.01.06 23:00:00 | 48 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2017.01.06 23:00:00 | filled | |||||
2017.01.13 23:00:00 | 49 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2017.01.13 23:00:00 | filled | |||||
2017.01.20 23:00:00 | 50 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2017.01.20 23:00:00 | filled | |||||
2017.02.03 23:00:00 | 51 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2017.02.03 23:00:00 | filled | |||||
2017.02.24 23:00:00 | 52 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2017.02.24 23:00:00 | filled | |||||
2017.03.10 23:00:00 | 53 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2017.03.10 23:00:00 | filled | |||||
2017.03.31 23:00:00 | 54 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2017.03.31 23:00:00 | filled | |||||
2017.04.07 23:00:00 | 55 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2017.04.07 23:00:00 | filled | |||||
2017.06.09 23:00:00 | 56 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2017.06.09 23:00:00 | filled | |||||
2017.06.16 23:00:00 | 57 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2017.06.16 23:00:00 | filled | |||||
2017.07.14 23:00:00 | 58 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2017.07.14 23:00:00 | filled | |||||
2017.07.28 23:00:00 | 59 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2017.07.28 23:00:00 | filled | |||||
2017.12.22 23:00:00 | 60 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2017.12.22 23:00:00 | filled | |||||
2017.12.29 23:00:00 | 61 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2017.12.29 23:00:00 | filled | |||||
2018.01.26 23:00:00 | 62 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2018.01.26 23:00:00 | filled | |||||
2018.02.02 23:00:00 | 63 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2018.02.02 23:00:00 | filled | |||||
2018.04.20 23:00:00 | 64 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2018.04.20 23:00:00 | filled | |||||
2018.05.04 23:00:00 | 65 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2018.05.04 23:00:00 | filled | |||||
2018.05.04 23:00:00 | 66 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2018.05.04 23:00:00 | filled | |||||
2018.05.11 23:00:00 | 67 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2018.05.11 23:00:00 | filled | |||||
2018.05.11 23:00:00 | 68 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2018.05.11 23:00:00 | filled | |||||
2018.05.18 23:00:00 | 69 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2018.05.18 23:00:00 | filled | |||||
2018.06.01 23:00:00 | 70 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2018.06.01 23:00:00 | filled | |||||
2018.06.08 23:00:00 | 71 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2018.06.08 23:00:00 | filled | |||||
2018.06.08 23:00:00 | 72 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2018.06.08 23:00:00 | filled | |||||
2018.06.15 23:00:00 | 73 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2018.06.15 23:00:00 | filled | |||||
2018.06.22 23:00:00 | 74 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2018.06.22 23:00:00 | filled | |||||
2018.06.29 23:00:00 | 75 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2018.06.29 23:00:00 | filled | |||||
2018.08.10 23:00:00 | 76 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2018.08.10 23:00:00 | filled | |||||
2018.08.17 23:00:00 | 77 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2018.08.17 23:00:00 | filled | |||||
2018.08.24 23:00:00 | 78 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2018.08.24 23:00:00 | filled | |||||
2018.08.31 23:00:00 | 79 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2018.08.31 23:00:00 | filled | |||||
2018.08.31 23:00:00 | 80 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2018.08.31 23:00:00 | filled | |||||
2018.09.07 23:00:00 | 81 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2018.09.07 23:00:00 | filled | |||||
2018.10.05 23:00:00 | 82 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2018.10.05 23:00:00 | filled | |||||
2018.10.12 23:00:00 | 83 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2018.10.12 23:00:00 | filled | |||||
2018.11.16 23:00:00 | 84 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2018.11.16 23:00:00 | filled | |||||
2018.12.07 23:00:00 | 85 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2018.12.07 23:00:00 | filled | |||||
2018.12.14 23:00:00 | 86 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2018.12.14 23:00:00 | filled | |||||
2018.12.21 23:00:00 | 87 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2018.12.21 23:00:00 | filled | |||||
2019.02.01 23:00:00 | 88 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2019.02.01 23:00:00 | filled | |||||
2019.02.08 23:00:00 | 89 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2019.02.08 23:00:00 | filled | |||||
2019.03.01 23:00:00 | 90 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2019.03.01 23:00:00 | filled | |||||
2019.04.05 23:00:00 | 91 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2019.04.05 23:00:00 | filled | |||||
2019.05.31 23:00:00 | 92 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2019.05.31 23:00:00 | filled | |||||
2019.06.07 23:00:00 | 93 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2019.06.07 23:00:00 | filled | |||||
2019.06.14 23:00:00 | 94 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2019.06.14 23:00:00 | filled | |||||
2019.06.28 23:00:00 | 95 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2019.06.28 23:00:00 | filled | |||||
2019.09.20 23:00:00 | 96 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2019.09.20 23:00:00 | filled | |||||
2019.09.27 23:00:00 | 97 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2019.09.27 23:00:00 | filled | |||||
2019.11.08 23:00:00 | 98 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2019.11.08 23:00:00 | filled | |||||
2019.11.15 23:00:00 | 99 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2019.11.15 23:00:00 | filled | |||||
2019.12.06 23:00:00 | 100 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2019.12.06 23:00:00 | filled | |||||
2019.12.13 23:00:00 | 101 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2019.12.13 23:00:00 | filled | |||||
2019.12.20 23:00:00 | 102 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2019.12.20 23:00:00 | filled | |||||
2020.01.03 23:00:00 | 103 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2020.01.03 23:00:00 | filled | |||||
2020.04.17 23:00:00 | 104 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2020.04.17 23:00:00 | filled | |||||
2020.05.01 23:00:00 | 105 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2020.05.01 23:00:00 | filled | |||||
2020.05.08 23:00:00 | 106 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2020.05.08 23:00:00 | filled | |||||
2020.05.15 23:00:00 | 107 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2020.05.15 23:00:00 | filled | |||||
2020.05.22 23:00:00 | 108 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2020.05.22 23:00:00 | filled | |||||
2020.05.29 23:00:00 | 109 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2020.05.29 23:00:00 | filled | |||||
2020.05.29 23:00:00 | 110 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2020.05.29 23:00:00 | filled | |||||
2020.06.12 23:00:00 | 111 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2020.06.12 23:00:00 | filled | |||||
2020.09.18 23:00:00 | 112 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2020.09.18 23:00:00 | filled | |||||
2020.09.25 23:00:00 | 113 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2020.09.25 23:00:00 | filled | |||||
2020.10.23 23:00:00 | 114 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2020.10.23 23:00:00 | filled | |||||
2020.11.06 23:00:00 | 115 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2020.11.06 23:00:00 | filled | |||||
2020.11.13 23:00:00 | 116 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2020.11.13 23:00:00 | filled | |||||
2020.11.20 23:00:00 | 117 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2020.11.20 23:00:00 | filled | |||||
2020.11.27 23:00:00 | 118 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2020.11.27 23:00:00 | filled | |||||
2020.12.04 23:00:00 | 119 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2020.12.04 23:00:00 | filled | |||||
2021.02.26 23:00:00 | 120 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2021.02.26 23:00:00 | filled | |||||
2021.03.12 23:00:00 | 121 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2021.03.12 23:00:00 | filled | |||||
2021.03.12 23:00:00 | 122 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2021.03.12 23:00:00 | filled | |||||
2021.04.02 23:00:00 | 123 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2021.04.02 23:00:00 | filled | |||||
2021.04.09 23:00:00 | 124 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2021.04.09 23:00:00 | filled | |||||
2021.04.23 23:00:00 | 125 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2021.04.23 23:00:00 | filled | |||||
2021.04.23 23:00:00 | 126 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2021.04.23 23:00:00 | filled | |||||
2021.04.30 23:00:00 | 127 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2021.04.30 23:00:00 | filled | |||||
Deals |
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Time | Deal | Symbol | Type | Direction | Volume | Price | Order | Commission | Swap | Profit | Balance | Comment |
2014.01.01 00:00:00 | 1 | balance | 0.00 | 0.00 | 10 000.00 | 10 000.00 | ||||||
2014.06.20 23:00:00 | 2 | USDCAD | buy | in | 0.1 | 1.07540 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | |
2014.06.27 23:00:00 | 3 | USDCAD | sell | out | 0.1 | 1.06600 | 3 | 0.00 | -2.60 | -88.18 | 9 909.22 | |
2014.07.11 23:00:00 | 4 | USDCAD | buy | in | 0.1 | 1.07350 | 4 | 0.00 | 0.00 | 0.00 | 9 909.22 | |
2014.07.18 23:00:00 | 5 | USDCAD | sell | out | 0.1 | 1.07350 | 5 | 0.00 | -2.60 | 0.00 | 9 906.62 | |
2014.08.22 23:00:00 | 6 | USDCAD | sell | in | 0.1 | 1.09440 | 6 | 0.00 | 0.00 | 0.00 | 9 906.62 | |
2014.09.05 23:00:00 | 7 | USDCAD | buy | out | 0.1 | 1.08840 | 7 | 0.00 | -5.40 | 55.13 | 9 956.35 | |
2014.09.05 23:00:00 | 8 | USDCAD | buy | in | 0.1 | 1.08840 | 8 | 0.00 | 0.00 | 0.00 | 9 956.35 | |
2014.09.12 23:00:00 | 9 | USDCAD | sell | out | 0.1 | 1.10910 | 9 | 0.00 | -2.55 | 186.64 | 10 140.44 | |
2014.09.19 23:00:00 | 10 | USDCAD | sell | in | 0.1 | 1.09460 | 10 | 0.00 | 0.00 | 0.00 | 10 140.44 | |
2014.09.26 23:00:00 | 11 | USDCAD | buy | out | 0.1 | 1.11580 | 11 | 0.00 | -2.66 | -190.00 | 9 947.78 | |
2014.10.03 23:00:00 | 12 | USDCAD | sell | in | 0.1 | 1.12560 | 12 | 0.00 | 0.00 | 0.00 | 9 947.78 | |
2014.11.07 23:00:00 | 13 | USDCAD | buy | out | 0.1 | 1.13360 | 13 | 0.00 | -13.08 | -70.57 | 9 864.13 | |
2015.01.30 23:00:00 | 14 | USDCAD | buy | in | 0.1 | 1.27130 | 14 | 0.00 | 0.00 | 0.00 | 9 864.13 | |
2015.02.06 23:00:00 | 15 | USDCAD | sell | out | 0.1 | 1.25210 | 15 | 0.00 | -2.22 | -153.34 | 9 708.57 | |
2015.02.06 23:00:00 | 16 | USDCAD | sell | in | 0.1 | 1.25210 | 16 | 0.00 | 0.00 | 0.00 | 9 708.57 | |
2015.02.20 23:00:00 | 17 | USDCAD | buy | out | 0.1 | 1.25460 | 17 | 0.00 | -4.72 | -19.93 | 9 683.92 | |
2015.04.10 23:00:00 | 18 | USDCAD | sell | in | 0.1 | 1.25760 | 18 | 0.00 | 0.00 | 0.00 | 9 683.92 | |
2015.04.17 23:00:00 | 19 | USDCAD | buy | out | 0.1 | 1.22300 | 19 | 0.00 | -2.36 | 282.91 | 9 964.47 | |
2015.04.17 23:00:00 | 20 | USDCAD | buy | in | 0.1 | 1.22300 | 20 | 0.00 | 0.00 | 0.00 | 9 964.47 | |
2015.05.15 23:00:00 | 21 | USDCAD | sell | out | 0.1 | 1.20200 | 21 | 0.00 | -9.26 | -174.71 | 9 780.50 | |
2015.06.05 23:00:00 | 22 | USDCAD | sell | in | 0.1 | 1.24360 | 22 | 0.00 | 0.00 | 0.00 | 9 780.50 | |
2015.06.19 23:00:00 | 23 | USDCAD | buy | out | 0.1 | 1.22690 | 23 | 0.00 | -4.78 | 136.12 | 9 911.84 | |
2015.09.18 23:00:00 | 24 | USDCAD | buy | in | 0.1 | 1.32190 | 24 | 0.00 | 0.00 | 0.00 | 9 911.84 | |
2015.09.25 23:00:00 | 25 | USDCAD | sell | out | 0.1 | 1.33140 | 25 | 0.00 | -2.10 | 71.35 | 9 981.09 | |
2015.10.23 23:00:00 | 26 | USDCAD | buy | in | 0.1 | 1.31770 | 26 | 0.00 | 0.00 | 0.00 | 9 981.09 | |
2015.11.06 23:00:00 | 27 | USDCAD | sell | out | 0.1 | 1.32970 | 27 | 0.00 | -4.25 | 90.25 | 10 067.09 | |
2015.12.04 23:00:00 | 28 | USDCAD | sell | in | 0.1 | 1.33760 | 28 | 0.00 | 0.00 | 0.00 | 10 067.09 | |
2015.12.11 23:00:00 | 29 | USDCAD | buy | out | 0.1 | 1.37430 | 29 | 0.00 | -2.17 | -267.05 | 9 797.87 | |
2015.12.18 23:00:00 | 30 | USDCAD | sell | in | 0.1 | 1.39410 | 30 | 0.00 | 0.00 | 0.00 | 9 797.87 | |
2016.01.08 23:00:00 | 31 | USDCAD | buy | out | 0.1 | 1.41510 | 31 | 0.00 | -6.32 | -148.40 | 9 643.15 | |
2016.01.29 23:00:00 | 32 | USDCAD | sell | in | 0.1 | 1.40050 | 32 | 0.00 | 0.00 | 0.00 | 9 643.15 | |
2016.02.05 23:00:00 | 33 | USDCAD | buy | out | 0.1 | 1.39100 | 33 | 0.00 | -2.12 | 68.30 | 9 709.33 | |
2016.02.19 23:00:00 | 34 | USDCAD | buy | in | 0.1 | 1.37700 | 34 | 0.00 | 0.00 | 0.00 | 9 709.33 | |
2016.03.04 23:00:00 | 35 | USDCAD | sell | out | 0.1 | 1.33200 | 35 | 0.00 | -4.14 | -337.84 | 9 367.35 | |
2016.03.11 23:00:00 | 36 | USDCAD | buy | in | 0.1 | 1.32340 | 36 | 0.00 | 0.00 | 0.00 | 9 367.35 | |
2016.04.08 23:00:00 | 37 | USDCAD | sell | out | 0.1 | 1.30010 | 37 | 0.00 | -8.55 | -179.22 | 9 179.58 | |
2016.04.22 23:00:00 | 38 | USDCAD | buy | in | 0.1 | 1.26720 | 38 | 0.00 | 0.00 | 0.00 | 9 179.58 | |
2016.05.13 23:00:00 | 39 | USDCAD | sell | out | 0.1 | 1.29340 | 39 | 0.00 | -6.59 | 202.57 | 9 375.56 | |
2016.05.27 23:00:00 | 40 | USDCAD | sell | in | 0.1 | 1.30360 | 40 | 0.00 | 0.00 | 0.00 | 9 375.56 | |
2016.06.10 23:00:00 | 41 | USDCAD | buy | out | 0.1 | 1.27600 | 41 | 0.00 | -4.54 | 216.30 | 9 587.32 | |
2016.06.17 23:00:00 | 42 | USDCAD | buy | in | 0.1 | 1.28810 | 42 | 0.00 | 0.00 | 0.00 | 9 587.32 | |
2016.06.24 23:00:00 | 43 | USDCAD | sell | out | 0.1 | 1.29970 | 43 | 0.00 | -2.17 | 89.25 | 9 674.40 | |
2016.07.29 23:00:00 | 44 | USDCAD | sell | in | 0.1 | 1.30560 | 44 | 0.00 | 0.00 | 0.00 | 9 674.40 | |
2016.08.05 23:00:00 | 45 | USDCAD | buy | out | 0.1 | 1.31650 | 45 | 0.00 | -2.24 | -82.80 | 9 589.36 | |
2016.11.18 23:00:00 | 46 | USDCAD | sell | in | 0.1 | 1.35120 | 46 | 0.00 | 0.00 | 0.00 | 9 589.36 | |
2016.11.25 23:00:00 | 47 | USDCAD | buy | out | 0.1 | 1.35228 | 47 | 0.00 | -2.17 | -7.99 | 9 579.20 | |
2017.01.06 23:00:00 | 48 | USDCAD | sell | in | 0.1 | 1.32320 | 48 | 0.00 | 0.00 | 0.00 | 9 579.20 | |
2017.01.13 23:00:00 | 49 | USDCAD | buy | out | 0.1 | 1.31287 | 49 | 0.00 | -2.24 | 78.68 | 9 655.64 | |
2017.01.20 23:00:00 | 50 | USDCAD | buy | in | 0.1 | 1.33271 | 50 | 0.00 | 0.00 | 0.00 | 9 655.64 | |
2017.02.03 23:00:00 | 51 | USDCAD | sell | out | 0.1 | 1.30284 | 51 | 0.00 | -4.27 | -229.27 | 9 422.10 | |
2017.02.24 23:00:00 | 52 | USDCAD | buy | in | 0.1 | 1.31083 | 52 | 0.00 | 0.00 | 0.00 | 9 422.10 | |
2017.03.10 23:00:00 | 53 | USDCAD | sell | out | 0.1 | 1.34618 | 53 | 0.00 | -4.20 | 262.59 | 9 680.49 | |
2017.03.31 23:00:00 | 54 | USDCAD | sell | in | 0.1 | 1.32985 | 54 | 0.00 | 0.00 | 0.00 | 9 680.49 | |
2017.04.07 23:00:00 | 55 | USDCAD | buy | out | 0.1 | 1.34093 | 55 | 0.00 | -2.19 | -82.63 | 9 595.67 | |
2017.06.09 23:00:00 | 56 | USDCAD | buy | in | 0.1 | 1.34627 | 56 | 0.00 | 0.00 | 0.00 | 9 595.67 | |
2017.06.16 23:00:00 | 57 | USDCAD | sell | out | 0.1 | 1.32207 | 57 | 0.00 | -2.11 | -183.05 | 9 410.51 | |
2017.07.14 23:00:00 | 58 | USDCAD | buy | in | 0.1 | 1.26494 | 58 | 0.00 | 0.00 | 0.00 | 9 410.51 | |
2017.07.28 23:00:00 | 59 | USDCAD | sell | out | 0.1 | 1.24399 | 59 | 0.00 | -4.47 | -168.41 | 9 237.63 | |
2017.12.22 23:00:00 | 60 | USDCAD | buy | in | 0.1 | 1.27243 | 60 | 0.00 | 0.00 | 0.00 | 9 237.63 | |
2017.12.29 23:00:00 | 61 | USDCAD | sell | out | 0.1 | 1.25720 | 61 | 0.00 | -2.21 | -121.14 | 9 114.28 | |
2018.01.26 23:00:00 | 62 | USDCAD | buy | in | 0.1 | 1.23259 | 62 | 0.00 | 0.00 | 0.00 | 9 114.28 | |
2018.02.02 23:00:00 | 63 | USDCAD | sell | out | 0.1 | 1.24248 | 63 | 0.00 | -2.26 | 79.60 | 9 191.62 | |
2018.04.20 23:00:00 | 64 | USDCAD | buy | in | 0.1 | 1.27545 | 64 | 0.00 | 0.00 | 0.00 | 9 191.62 | |
2018.05.04 23:00:00 | 65 | USDCAD | sell | out | 0.1 | 1.28613 | 65 | 0.00 | -4.34 | 83.04 | 9 270.32 | |
2018.05.04 23:00:00 | 66 | USDCAD | sell | in | 0.1 | 1.28613 | 66 | 0.00 | 0.00 | 0.00 | 9 270.32 | |
2018.05.11 23:00:00 | 67 | USDCAD | buy | out | 0.1 | 1.27914 | 67 | 0.00 | -2.29 | 54.65 | 9 322.68 | |
2018.05.11 23:00:00 | 68 | USDCAD | buy | in | 0.1 | 1.27914 | 68 | 0.00 | 0.00 | 0.00 | 9 322.68 | |
2018.05.18 23:00:00 | 69 | USDCAD | sell | out | 0.1 | 1.28785 | 69 | 0.00 | -2.18 | 67.63 | 9 388.13 | |
2018.06.01 23:00:00 | 70 | USDCAD | buy | in | 0.1 | 1.29607 | 70 | 0.00 | 0.00 | 0.00 | 9 388.13 | |
2018.06.08 23:00:00 | 71 | USDCAD | sell | out | 0.1 | 1.29345 | 71 | 0.00 | -2.17 | -20.26 | 9 365.70 | |
2018.06.08 23:00:00 | 72 | USDCAD | sell | in | 0.1 | 1.29345 | 72 | 0.00 | 0.00 | 0.00 | 9 365.70 | |
2018.06.15 23:00:00 | 73 | USDCAD | buy | out | 0.1 | 1.31821 | 73 | 0.00 | -2.25 | -187.83 | 9 175.62 | |
2018.06.22 23:00:00 | 74 | USDCAD | buy | in | 0.1 | 1.32773 | 74 | 0.00 | 0.00 | 0.00 | 9 175.62 | |
2018.06.29 23:00:00 | 75 | USDCAD | sell | out | 0.1 | 1.31461 | 75 | 0.00 | -2.10 | -99.80 | 9 073.72 | |
2018.08.10 23:00:00 | 76 | USDCAD | buy | in | 0.1 | 1.31267 | 76 | 0.00 | 0.00 | 0.00 | 9 073.72 | |
2018.08.17 23:00:00 | 77 | USDCAD | sell | out | 0.1 | 1.30600 | 77 | 0.00 | -2.12 | -51.07 | 9 020.53 | |
2018.08.24 23:00:00 | 78 | USDCAD | buy | in | 0.1 | 1.30278 | 78 | 0.00 | 0.00 | 0.00 | 9 020.53 | |
2018.08.31 23:00:00 | 79 | USDCAD | sell | out | 0.1 | 1.30490 | 79 | 0.00 | -2.17 | 16.25 | 9 034.61 | |
2018.08.31 23:00:00 | 80 | USDCAD | sell | in | 0.1 | 1.30490 | 80 | 0.00 | 0.00 | 0.00 | 9 034.61 | |
2018.09.07 23:00:00 | 81 | USDCAD | buy | out | 0.1 | 1.31793 | 81 | 0.00 | -2.24 | -98.87 | 8 933.50 | |
2018.10.05 23:00:00 | 82 | USDCAD | sell | in | 0.1 | 1.29460 | 82 | 0.00 | 0.00 | 0.00 | 8 933.50 | |
2018.10.12 23:00:00 | 83 | USDCAD | buy | out | 0.1 | 1.30374 | 83 | 0.00 | -2.24 | -70.11 | 8 861.15 | |
2018.11.16 23:00:00 | 84 | USDCAD | sell | in | 0.1 | 1.31571 | 84 | 0.00 | 0.00 | 0.00 | 8 861.15 | |
2018.12.07 23:00:00 | 85 | USDCAD | buy | out | 0.1 | 1.33143 | 85 | 0.00 | -6.67 | -118.07 | 8 736.41 | |
2018.12.14 23:00:00 | 86 | USDCAD | sell | in | 0.1 | 1.33794 | 86 | 0.00 | 0.00 | 0.00 | 8 736.41 | |
2018.12.21 23:00:00 | 87 | USDCAD | buy | out | 0.1 | 1.35993 | 87 | 0.00 | -2.17 | -161.70 | 8 572.54 | |
2019.02.01 23:00:00 | 88 | USDCAD | sell | in | 0.1 | 1.30860 | 88 | 0.00 | 0.00 | 0.00 | 8 572.54 | |
2019.02.08 23:00:00 | 89 | USDCAD | buy | out | 0.1 | 1.32660 | 89 | 0.00 | -2.23 | -135.69 | 8 434.62 | |
2019.03.01 23:00:00 | 90 | USDCAD | sell | in | 0.1 | 1.32926 | 90 | 0.00 | 0.00 | 0.00 | 8 434.62 | |
2019.04.05 23:00:00 | 91 | USDCAD | buy | out | 0.1 | 1.33844 | 91 | 0.00 | -10.96 | -68.59 | 8 355.07 | |
2019.05.31 23:00:00 | 92 | USDCAD | sell | in | 0.1 | 1.35178 | 92 | 0.00 | 0.00 | 0.00 | 8 355.07 | |
2019.06.07 23:00:00 | 93 | USDCAD | buy | out | 0.1 | 1.32804 | 93 | 0.00 | -2.18 | 178.76 | 8 531.65 | |
2019.06.14 23:00:00 | 94 | USDCAD | buy | in | 0.1 | 1.34129 | 94 | 0.00 | 0.00 | 0.00 | 8 531.65 | |
2019.06.28 23:00:00 | 95 | USDCAD | sell | out | 0.1 | 1.30964 | 95 | 0.00 | -4.22 | -241.67 | 8 285.76 | |
2019.09.20 23:00:00 | 96 | USDCAD | buy | in | 0.1 | 1.32747 | 96 | 0.00 | 0.00 | 0.00 | 8 285.76 | |
2019.09.27 23:00:00 | 97 | USDCAD | sell | out | 0.1 | 1.32440 | 97 | 0.00 | -2.10 | -23.18 | 8 260.48 | |
2019.11.08 23:00:00 | 98 | USDCAD | buy | in | 0.1 | 1.32275 | 98 | 0.00 | 0.00 | 0.00 | 8 260.48 | |
2019.11.15 23:00:00 | 99 | USDCAD | sell | out | 0.1 | 1.32268 | 99 | 0.00 | -2.11 | -0.53 | 8 257.84 | |
2019.12.06 23:00:00 | 100 | USDCAD | sell | in | 0.1 | 1.32589 | 100 | 0.00 | 0.00 | 0.00 | 8 257.84 | |
2019.12.13 23:00:00 | 101 | USDCAD | buy | out | 0.1 | 1.31869 | 101 | 0.00 | -2.24 | 54.60 | 8 310.20 | |
2019.12.20 23:00:00 | 102 | USDCAD | sell | in | 0.1 | 1.31564 | 102 | 0.00 | 0.00 | 0.00 | 8 310.20 | |
2020.01.03 23:00:00 | 103 | USDCAD | buy | out | 0.1 | 1.29867 | 103 | 0.00 | -4.49 | 130.67 | 8 436.38 | |
2020.04.17 23:00:00 | 104 | USDCAD | sell | in | 0.1 | 1.40285 | 104 | 0.00 | 0.00 | 0.00 | 8 436.38 | |
2020.05.01 23:00:00 | 105 | USDCAD | buy | out | 0.1 | 1.40626 | 105 | 0.00 | -4.20 | -24.25 | 8 407.93 | |
2020.05.08 23:00:00 | 106 | USDCAD | buy | in | 0.1 | 1.39261 | 106 | 0.00 | 0.00 | 0.00 | 8 407.93 | |
2020.05.15 23:00:00 | 107 | USDCAD | sell | out | 0.1 | 1.40985 | 107 | 0.00 | -1.99 | 122.28 | 8 528.22 | |
2020.05.22 23:00:00 | 108 | USDCAD | buy | in | 0.1 | 1.39856 | 108 | 0.00 | 0.00 | 0.00 | 8 528.22 | |
2020.05.29 23:00:00 | 109 | USDCAD | sell | out | 0.1 | 1.37720 | 109 | 0.00 | -2.03 | -155.10 | 8 371.09 | |
2020.05.29 23:00:00 | 110 | USDCAD | sell | in | 0.1 | 1.37720 | 110 | 0.00 | 0.00 | 0.00 | 8 371.09 | |
2020.06.12 23:00:00 | 111 | USDCAD | buy | out | 0.1 | 1.35946 | 111 | 0.00 | -4.34 | 130.49 | 8 497.24 | |
2020.09.18 23:00:00 | 112 | USDCAD | buy | in | 0.1 | 1.31990 | 112 | 0.00 | 0.00 | 0.00 | 8 497.24 | |
2020.09.25 23:00:00 | 113 | USDCAD | sell | out | 0.1 | 1.33844 | 113 | 0.00 | -2.10 | 138.52 | 8 633.66 | |
2020.10.23 23:00:00 | 114 | USDCAD | sell | in | 0.1 | 1.31355 | 114 | 0.00 | 0.00 | 0.00 | 8 633.66 | |
2020.11.06 23:00:00 | 115 | USDCAD | buy | out | 0.1 | 1.30440 | 115 | 0.00 | -4.47 | 70.15 | 8 699.34 | |
2020.11.13 23:00:00 | 116 | USDCAD | buy | in | 0.1 | 1.31434 | 116 | 0.00 | 0.00 | 0.00 | 8 699.34 | |
2020.11.20 23:00:00 | 117 | USDCAD | sell | out | 0.1 | 1.30820 | 117 | 0.00 | -2.15 | -46.93 | 8 650.26 | |
2020.11.27 23:00:00 | 118 | USDCAD | buy | in | 0.1 | 1.29918 | 118 | 0.00 | 0.00 | 0.00 | 8 650.26 | |
2020.12.04 23:00:00 | 119 | USDCAD | sell | out | 0.1 | 1.27778 | 119 | 0.00 | -2.17 | -167.48 | 8 480.61 | |
2021.02.26 23:00:00 | 120 | USDCAD | buy | in | 0.1 | 1.27279 | 120 | 0.00 | 0.00 | 0.00 | 8 480.61 | |
2021.03.12 23:00:00 | 121 | USDCAD | sell | out | 0.1 | 1.24708 | 121 | 0.00 | -4.45 | -206.16 | 8 270.00 | |
2021.03.12 23:00:00 | 122 | USDCAD | sell | in | 0.1 | 1.24708 | 122 | 0.00 | 0.00 | 0.00 | 8 270.00 | |
2021.04.02 23:00:00 | 123 | USDCAD | buy | out | 0.1 | 1.25708 | 123 | 0.00 | -7.04 | -79.55 | 8 183.41 | |
2021.04.09 23:00:00 | 124 | USDCAD | sell | in | 0.1 | 1.25286 | 124 | 0.00 | 0.00 | 0.00 | 8 183.41 | |
2021.04.23 23:00:00 | 125 | USDCAD | buy | out | 0.1 | 1.24793 | 125 | 0.00 | -4.71 | 39.51 | 8 218.21 | |
2021.04.23 23:00:00 | 126 | USDCAD | buy | in | 0.1 | 1.24793 | 126 | 0.00 | 0.00 | 0.00 | 8 218.21 | |
2021.04.30 23:00:00 | 127 | USDCAD | sell | out | 0.1 | 1.22917 | 127 | 0.00 | -2.26 | -152.62 | 8 063.33 | |
0.00 | -228.92 | -1 707.75 | 8 063.33 | |||||||||