Strategy Tester Report
Trust_BTCUSD_WolfWave_Trader
NetStockECN-Real1 (Build 988)
| Symbol | BTCUSD (BitCoin vs US Dollar) | ||||
| Period | 15 Minutes (M15) 2016.06.18 21:30 - 2016.07.07 00:00 (2016.01.04 - 2016.07.07) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | EntryLots=0.1; TakeProfit=4000; StopLoss=2000; trailingStep=500; trailingStop=1000; ExtDepth=12; ExtDeviation=3; ExtBackstep=2; MaxLot=0.1; OrderRisk=5; MaxLotSize=true; MaxLotDecrease=0.75; SpreadMax=250; AddOrderProfit=20; CloseOrderProfit=-50; OrderNotifySend=false; LoacalTimeZone=9; DayTradeClose=false; CloseHour=4; CloseMin=30; OpenHour=7; OpenMin=30; MagicNumber=195801; | ||||
| Bars in test | 1839 | Ticks modelled | 53263 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 500.00 | Spread | Current (201) | ||
| Total net profit | 313.97 | Gross profit | 404.72 | Gross loss | -90.75 |
| Profit factor | 4.46 | Expected payoff | 2.88 | ||
| Absolute drawdown | 18.61 | Maximal drawdown | 92.44 (12.18%) | Relative drawdown | 12.18% (92.44) |
| Total trades | 109 | Short positions (won %) | 25 (80.00%) | Long positions (won %) | 84 (60.71%) |
| Profit trades (% of total) | 71 (65.14%) | Loss trades (% of total) | 38 (34.86%) | ||
| Largest | profit trade | 119.83 | loss trade | -72.25 | |
| Average | profit trade | 5.70 | loss trade | -2.39 | |
| Maximum | consecutive wins (profit in money) | 24 (140.56) | consecutive losses (loss in money) | 21 (-15.66) | |
| Maximal | consecutive profit (count of wins) | 140.56 (24) | consecutive loss (count of losses) | -72.34 (5) | |
| Average | consecutive wins | 12 | consecutive losses | 6 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2016.06.18 21:30 | sell | 1 | 1.78 | 737.022 | 757.022 | 0.000 | ||
| 2 | 2016.06.18 21:30 | modify | 1 | 1.78 | 737.022 | 942.851 | 0.000 | ||
| 3 | 2016.06.18 21:30 | modify | 1 | 1.78 | 737.022 | 757.022 | 696.851 | ||
| 4 | 2016.06.18 23:17 | sell | 2 | 0.31 | 725.715 | 757.022 | 696.851 | ||
| 5 | 2016.06.18 23:18 | sell | 3 | 0.05 | 720.414 | 757.022 | 696.851 | ||
| 6 | 2016.06.18 23:23 | sell | 4 | 0.01 | 721.099 | 757.022 | 696.851 | ||
| 7 | 2016.06.19 07:26 | sell | 5 | 0.01 | 719.828 | 757.022 | 696.851 | ||
| 8 | 2016.06.19 19:22 | close | 1 | 1.78 | 724.571 | 757.022 | 696.851 | 15.60 | 515.60 |
| 9 | 2016.06.19 19:22 | close | 3 | 0.05 | 724.571 | 757.022 | 696.851 | -0.39 | 515.21 |
| 10 | 2016.06.19 19:22 | close | 5 | 0.01 | 724.571 | 757.022 | 696.851 | -0.09 | 515.12 |
| 11 | 2016.06.21 03:12 | t/p | 2 | 0.31 | 696.851 | 757.022 | 696.851 | 7.71 | 522.83 |
| 12 | 2016.06.21 03:12 | t/p | 4 | 0.01 | 696.851 | 757.022 | 696.851 | 0.20 | 523.02 |
| 13 | 2016.06.22 17:29 | sell | 6 | 2.37 | 648.562 | 668.562 | 0.000 | ||
| 14 | 2016.06.22 17:30 | modify | 6 | 2.37 | 648.562 | 854.561 | 0.000 | ||
| 15 | 2016.06.22 17:30 | modify | 6 | 2.37 | 648.562 | 668.562 | 608.561 | ||
| 16 | 2016.06.22 18:48 | sell | 7 | 0.07 | 643.017 | 668.562 | 608.561 | ||
| 17 | 2016.06.22 18:51 | sell | 8 | 0.05 | 639.503 | 668.562 | 608.561 | ||
| 18 | 2016.06.22 18:52 | sell | 9 | 0.04 | 637.097 | 668.562 | 608.561 | ||
| 19 | 2016.06.22 18:53 | sell | 10 | 0.04 | 633.888 | 668.562 | 608.561 | ||
| 20 | 2016.06.22 19:16 | sell | 11 | 0.01 | 632.802 | 668.562 | 608.561 | ||
| 21 | 2016.06.22 19:17 | sell | 12 | 0.03 | 630.316 | 668.562 | 608.561 | ||
| 22 | 2016.06.22 19:18 | sell | 13 | 0.04 | 627.002 | 668.562 | 608.561 | ||
| 23 | 2016.06.22 19:25 | sell | 14 | 0.02 | 625.798 | 668.562 | 608.561 | ||
| 24 | 2016.06.22 19:27 | sell | 15 | 0.02 | 623.819 | 668.562 | 608.561 | ||
| 25 | 2016.06.22 19:29 | sell | 16 | 0.04 | 621.180 | 668.562 | 608.561 | ||
| 26 | 2016.06.22 19:33 | sell | 17 | 0.03 | 619.000 | 668.562 | 608.561 | ||
| 27 | 2016.06.22 19:36 | sell | 18 | 0.01 | 618.001 | 668.562 | 608.561 | ||
| 28 | 2016.06.22 19:53 | sell | 19 | 0.02 | 616.616 | 668.562 | 608.561 | ||
| 29 | 2016.06.22 20:43 | sell | 20 | 0.02 | 615.003 | 668.562 | 608.561 | ||
| 30 | 2016.06.22 21:06 | sell | 21 | 0.01 | 614.513 | 668.562 | 608.561 | ||
| 31 | 2016.06.22 21:07 | sell | 22 | 0.02 | 613.008 | 668.562 | 608.561 | ||
| 32 | 2016.06.22 21:08 | sell | 23 | 0.03 | 611.002 | 668.562 | 608.561 | ||
| 33 | 2016.06.22 23:10 | sell | 24 | 0.01 | 610.176 | 668.562 | 608.561 | ||
| 34 | 2016.06.22 23:55 | t/p | 6 | 2.37 | 608.561 | 668.562 | 608.561 | 87.11 | 610.13 |
| 35 | 2016.06.22 23:55 | t/p | 7 | 0.07 | 608.561 | 668.562 | 608.561 | 2.18 | 612.31 |
| 36 | 2016.06.22 23:55 | t/p | 8 | 0.05 | 608.561 | 668.562 | 608.561 | 1.39 | 613.70 |
| 37 | 2016.06.22 23:55 | t/p | 9 | 0.04 | 608.561 | 668.562 | 608.561 | 1.01 | 614.71 |
| 38 | 2016.06.22 23:55 | t/p | 10 | 0.04 | 608.561 | 668.562 | 608.561 | 0.88 | 615.59 |
| 39 | 2016.06.22 23:55 | t/p | 11 | 0.01 | 608.561 | 668.562 | 608.561 | 0.21 | 615.80 |
| 40 | 2016.06.22 23:55 | t/p | 12 | 0.03 | 608.561 | 668.562 | 608.561 | 0.56 | 616.36 |
| 41 | 2016.06.22 23:55 | t/p | 13 | 0.04 | 608.561 | 668.562 | 608.561 | 0.61 | 616.97 |
| 42 | 2016.06.22 23:55 | t/p | 14 | 0.02 | 608.561 | 668.562 | 608.561 | 0.28 | 617.25 |
| 43 | 2016.06.22 23:55 | t/p | 15 | 0.02 | 608.561 | 668.562 | 608.561 | 0.25 | 617.50 |
| 44 | 2016.06.22 23:55 | t/p | 16 | 0.04 | 608.561 | 668.562 | 608.561 | 0.38 | 617.88 |
| 45 | 2016.06.22 23:55 | t/p | 17 | 0.03 | 608.561 | 668.562 | 608.561 | 0.22 | 618.10 |
| 46 | 2016.06.22 23:55 | t/p | 18 | 0.01 | 608.561 | 668.562 | 608.561 | 0.06 | 618.16 |
| 47 | 2016.06.22 23:55 | t/p | 19 | 0.02 | 608.561 | 668.562 | 608.561 | 0.10 | 618.26 |
| 48 | 2016.06.22 23:55 | t/p | 20 | 0.02 | 608.561 | 668.562 | 608.561 | 0.07 | 618.33 |
| 49 | 2016.06.22 23:55 | t/p | 21 | 0.01 | 608.561 | 668.562 | 608.561 | 0.03 | 618.36 |
| 50 | 2016.06.22 23:55 | t/p | 22 | 0.02 | 608.561 | 668.562 | 608.561 | 0.03 | 618.39 |
| 51 | 2016.06.22 23:55 | t/p | 23 | 0.03 | 608.561 | 668.562 | 608.561 | -0.02 | 618.37 |
| 52 | 2016.06.22 23:55 | t/p | 24 | 0.01 | 608.561 | 668.562 | 608.561 | -0.01 | 618.36 |
| 53 | 2016.06.23 09:12 | buy | 25 | 3.16 | 539.475 | 519.475 | 0.000 | ||
| 54 | 2016.06.23 09:12 | modify | 25 | 3.16 | 539.475 | 519.475 | 580.092 | ||
| 55 | 2016.06.23 09:20 | buy | 26 | 0.31 | 544.777 | 519.475 | 580.092 | ||
| 56 | 2016.06.23 09:27 | buy | 27 | 0.05 | 546.358 | 519.475 | 580.092 | ||
| 57 | 2016.06.23 09:28 | buy | 28 | 0.05 | 548.949 | 519.475 | 580.092 | ||
| 58 | 2016.06.23 09:29 | buy | 29 | 0.05 | 551.539 | 519.475 | 580.092 | ||
| 59 | 2016.06.23 09:30 | buy | 30 | 0.01 | 551.539 | 519.475 | 580.092 | ||
| 60 | 2016.06.23 09:33 | buy | 31 | 0.01 | 552.178 | 519.475 | 580.092 | ||
| 61 | 2016.06.23 09:40 | buy | 32 | 0.01 | 552.655 | 519.475 | 580.092 | ||
| 62 | 2016.06.23 09:40 | buy | 33 | 0.01 | 553.166 | 519.475 | 580.092 | ||
| 63 | 2016.06.23 09:41 | buy | 34 | 0.03 | 554.697 | 519.475 | 580.092 | ||
| 64 | 2016.06.23 09:42 | buy | 35 | 0.03 | 556.228 | 519.475 | 580.092 | ||
| 65 | 2016.06.23 09:43 | buy | 36 | 0.03 | 557.759 | 519.475 | 580.092 | ||
| 66 | 2016.06.23 09:45 | buy | 37 | 0.01 | 558.095 | 519.475 | 580.092 | ||
| 67 | 2016.06.23 09:46 | buy | 38 | 0.03 | 559.350 | 519.475 | 580.092 | ||
| 68 | 2016.06.23 09:47 | buy | 39 | 0.02 | 560.605 | 519.475 | 580.092 | ||
| 69 | 2016.06.23 09:48 | buy | 40 | 0.03 | 561.860 | 519.475 | 580.092 | ||
| 70 | 2016.06.23 09:50 | buy | 41 | 0.01 | 562.511 | 519.475 | 580.092 | ||
| 71 | 2016.06.23 09:51 | buy | 42 | 0.07 | 565.741 | 519.475 | 580.092 | ||
| 72 | 2016.06.23 09:52 | buy | 43 | 0.05 | 568.972 | 519.475 | 580.092 | ||
| 73 | 2016.06.23 09:53 | buy | 44 | 0.07 | 572.203 | 519.475 | 580.092 | ||
| 74 | 2016.06.23 10:22 | buy | 45 | 0.01 | 572.125 | 519.475 | 580.092 | ||
| 75 | 2016.06.23 10:23 | buy | 46 | 0.03 | 573.886 | 519.475 | 580.092 | ||
| 76 | 2016.06.23 10:25 | buy | 47 | 0.04 | 575.647 | 519.475 | 580.092 | ||
| 77 | 2016.06.23 10:25 | buy | 48 | 0.03 | 577.035 | 519.475 | 580.092 | ||
| 78 | 2016.06.23 10:26 | buy | 49 | 0.02 | 577.867 | 519.475 | 580.092 | ||
| 79 | 2016.06.23 10:27 | buy | 50 | 0.02 | 578.700 | 519.475 | 580.092 | ||
| 80 | 2016.06.23 10:30 | buy | 51 | 0.01 | 579.194 | 519.475 | 580.092 | ||
| 81 | 2016.06.23 10:31 | buy | 52 | 0.01 | 579.591 | 519.475 | 580.092 | ||
| 82 | 2016.06.23 12:39 | t/p | 25 | 3.16 | 580.092 | 519.475 | 580.092 | 119.83 | 738.19 |
| 83 | 2016.06.23 12:39 | t/p | 26 | 0.31 | 580.092 | 519.475 | 580.092 | 10.11 | 748.30 |
| 84 | 2016.06.23 12:39 | t/p | 27 | 0.05 | 580.092 | 519.475 | 580.092 | 1.55 | 749.85 |
| 85 | 2016.06.23 12:39 | t/p | 28 | 0.05 | 580.092 | 519.475 | 580.092 | 1.42 | 751.27 |
| 86 | 2016.06.23 12:39 | t/p | 29 | 0.05 | 580.092 | 519.475 | 580.092 | 1.29 | 752.56 |
| 87 | 2016.06.23 12:39 | t/p | 30 | 0.01 | 580.092 | 519.475 | 580.092 | 0.26 | 752.82 |
| 88 | 2016.06.23 12:39 | t/p | 31 | 0.01 | 580.092 | 519.475 | 580.092 | 0.25 | 753.07 |
| 89 | 2016.06.23 12:39 | t/p | 32 | 0.01 | 580.092 | 519.475 | 580.092 | 0.24 | 753.31 |
| 90 | 2016.06.23 12:39 | t/p | 33 | 0.01 | 580.092 | 519.475 | 580.092 | 0.24 | 753.55 |
| 91 | 2016.06.23 12:39 | t/p | 34 | 0.03 | 580.092 | 519.475 | 580.092 | 0.68 | 754.23 |
| 92 | 2016.06.23 12:39 | t/p | 35 | 0.03 | 580.092 | 519.475 | 580.092 | 0.64 | 754.87 |
| 93 | 2016.06.23 12:39 | t/p | 36 | 0.03 | 580.092 | 519.475 | 580.092 | 0.59 | 755.46 |
| 94 | 2016.06.23 12:39 | t/p | 37 | 0.01 | 580.092 | 519.475 | 580.092 | 0.19 | 755.65 |
| 95 | 2016.06.23 12:39 | t/p | 38 | 0.03 | 580.092 | 519.475 | 580.092 | 0.54 | 756.19 |
| 96 | 2016.06.23 12:39 | t/p | 39 | 0.02 | 580.092 | 519.475 | 580.092 | 0.33 | 756.52 |
| 97 | 2016.06.23 12:39 | t/p | 40 | 0.03 | 580.092 | 519.475 | 580.092 | 0.47 | 756.99 |
| 98 | 2016.06.23 12:39 | t/p | 41 | 0.01 | 580.092 | 519.475 | 580.092 | 0.15 | 757.14 |
| 99 | 2016.06.23 12:39 | t/p | 42 | 0.07 | 580.092 | 519.475 | 580.092 | 0.80 | 757.94 |
| 100 | 2016.06.23 12:39 | t/p | 43 | 0.05 | 580.092 | 519.475 | 580.092 | 0.42 | 758.36 |
| 101 | 2016.06.23 12:39 | t/p | 44 | 0.07 | 580.092 | 519.475 | 580.092 | 0.35 | 758.71 |
| 102 | 2016.06.23 12:39 | t/p | 45 | 0.01 | 580.092 | 519.475 | 580.092 | 0.05 | 758.76 |
| 103 | 2016.06.23 12:39 | t/p | 46 | 0.03 | 580.092 | 519.475 | 580.092 | 0.10 | 758.86 |
| 104 | 2016.06.23 12:39 | t/p | 47 | 0.04 | 580.092 | 519.475 | 580.092 | 0.06 | 758.92 |
| 105 | 2016.06.23 12:39 | t/p | 48 | 0.03 | 580.092 | 519.475 | 580.092 | 0.00 | 758.92 |
| 106 | 2016.06.23 12:39 | t/p | 49 | 0.02 | 580.092 | 519.475 | 580.092 | -0.02 | 758.90 |
| 107 | 2016.06.23 12:39 | t/p | 50 | 0.02 | 580.092 | 519.475 | 580.092 | -0.03 | 758.87 |
| 108 | 2016.06.23 12:39 | t/p | 51 | 0.01 | 580.092 | 519.475 | 580.092 | -0.02 | 758.85 |
| 109 | 2016.06.23 12:39 | t/p | 52 | 0.01 | 580.092 | 519.475 | 580.092 | -0.02 | 758.83 |
| 110 | 2016.06.23 19:59 | sell | 53 | 3.16 | 573.010 | 593.010 | 0.000 | ||
| 111 | 2016.06.23 20:00 | modify | 53 | 3.16 | 573.010 | 778.070 | 0.000 | ||
| 112 | 2016.06.23 20:00 | modify | 53 | 3.16 | 573.010 | 593.010 | 532.070 | ||
| 113 | 2016.06.23 21:36 | s/l | 53 | 3.16 | 593.010 | 593.010 | 532.070 | -72.25 | 686.58 |
| 114 | 2016.06.24 23:07 | buy | 54 | 3.16 | 623.604 | 603.604 | 0.000 | ||
| 115 | 2016.06.24 23:07 | modify | 54 | 3.16 | 623.604 | 603.604 | 664.171 | ||
| 116 | 2016.06.24 23:14 | buy | 55 | 0.17 | 627.072 | 603.604 | 664.171 | ||
| 117 | 2016.06.24 23:28 | buy | 56 | 0.05 | 629.962 | 603.604 | 664.171 | ||
| 118 | 2016.06.25 00:16 | buy | 57 | 0.01 | 630.607 | 603.604 | 664.171 | ||
| 119 | 2016.06.25 00:44 | buy | 58 | 0.01 | 631.351 | 603.604 | 664.171 | ||
| 120 | 2016.06.25 00:57 | buy | 59 | 0.01 | 632.385 | 603.604 | 664.171 | ||
| 121 | 2016.06.25 00:58 | buy | 60 | 0.03 | 633.895 | 603.604 | 664.171 | ||
| 122 | 2016.06.25 01:04 | buy | 61 | 0.02 | 635.198 | 603.604 | 664.171 | ||
| 123 | 2016.06.25 01:15 | buy | 62 | 0.01 | 636.120 | 603.604 | 664.171 | ||
| 124 | 2016.06.25 01:16 | buy | 63 | 0.01 | 636.661 | 603.604 | 664.171 | ||
| 125 | 2016.06.25 01:17 | buy | 64 | 0.01 | 637.202 | 603.604 | 664.171 | ||
| 126 | 2016.06.25 01:30 | buy | 65 | 0.01 | 637.748 | 603.604 | 664.171 | ||
| 127 | 2016.06.25 01:31 | buy | 66 | 0.01 | 638.104 | 603.604 | 664.171 | ||
| 128 | 2016.06.25 04:11 | buy | 67 | 0.02 | 639.291 | 603.604 | 664.171 | ||
| 129 | 2016.06.25 04:12 | buy | 68 | 0.03 | 641.024 | 603.604 | 664.171 | ||
| 130 | 2016.06.25 04:17 | buy | 69 | 0.01 | 642.201 | 603.604 | 664.171 | ||
| 131 | 2016.06.25 04:25 | buy | 70 | 0.05 | 644.935 | 603.604 | 664.171 | ||
| 132 | 2016.06.25 04:27 | buy | 71 | 0.03 | 646.568 | 603.604 | 664.171 | ||
| 133 | 2016.06.25 04:29 | buy | 72 | 0.02 | 648.201 | 603.604 | 664.171 | ||
| 134 | 2016.06.25 04:32 | buy | 73 | 0.01 | 648.487 | 603.604 | 664.171 | ||
| 135 | 2016.06.25 04:33 | buy | 74 | 0.02 | 649.502 | 603.604 | 664.171 | ||
| 136 | 2016.06.25 04:43 | buy | 75 | 0.03 | 651.776 | 603.604 | 664.171 | ||
| 137 | 2016.06.25 04:44 | buy | 76 | 0.04 | 653.917 | 603.604 | 664.171 | ||
| 138 | 2016.06.25 04:45 | buy | 77 | 0.02 | 654.830 | 603.604 | 664.171 | ||
| 139 | 2016.06.25 04:51 | buy | 78 | 0.01 | 655.629 | 603.604 | 664.171 | ||
| 140 | 2016.06.25 04:52 | buy | 79 | 0.03 | 657.153 | 603.604 | 664.171 | ||
| 141 | 2016.06.25 04:53 | buy | 80 | 0.02 | 658.677 | 603.604 | 664.171 | ||
| 142 | 2016.06.25 04:58 | buy | 81 | 0.01 | 658.873 | 603.604 | 664.171 | ||
| 143 | 2016.06.25 05:01 | buy | 82 | 0.01 | 659.532 | 603.604 | 664.171 | ||
| 144 | 2016.06.25 15:30 | close | 54 | 3.16 | 647.790 | 603.604 | 664.171 | 66.58 | 753.16 |
| 145 | 2016.06.25 15:30 | close | 56 | 0.05 | 647.790 | 603.604 | 664.171 | 0.73 | 753.89 |
| 146 | 2016.06.25 15:30 | close | 58 | 0.01 | 647.790 | 603.604 | 664.171 | 0.13 | 754.02 |
| 147 | 2016.06.25 15:30 | close | 60 | 0.03 | 647.790 | 603.604 | 664.171 | 0.32 | 754.34 |
| 148 | 2016.06.25 15:30 | close | 62 | 0.01 | 647.790 | 603.604 | 664.171 | 0.09 | 754.43 |
| 149 | 2016.06.25 15:30 | close | 64 | 0.01 | 647.790 | 603.604 | 664.171 | 0.08 | 754.51 |
| 150 | 2016.06.25 15:30 | close | 66 | 0.01 | 647.790 | 603.604 | 664.171 | 0.07 | 754.58 |
| 151 | 2016.06.25 15:30 | close | 68 | 0.03 | 647.790 | 603.604 | 664.171 | 0.10 | 754.68 |
| 152 | 2016.06.25 15:30 | close | 70 | 0.05 | 647.790 | 603.604 | 664.171 | -0.02 | 754.66 |
| 153 | 2016.06.25 15:30 | close | 72 | 0.02 | 647.790 | 603.604 | 664.171 | -0.07 | 754.59 |
| 154 | 2016.06.25 15:30 | close | 74 | 0.02 | 647.790 | 603.604 | 664.171 | -0.09 | 754.50 |
| 155 | 2016.06.25 15:30 | close | 76 | 0.04 | 647.790 | 603.604 | 664.171 | -0.38 | 754.12 |
| 156 | 2016.06.25 15:30 | close | 78 | 0.01 | 647.790 | 603.604 | 664.171 | -0.11 | 754.01 |
| 157 | 2016.06.25 15:30 | close | 80 | 0.02 | 647.790 | 603.604 | 664.171 | -0.29 | 753.72 |
| 158 | 2016.06.25 15:30 | close | 82 | 0.01 | 647.790 | 603.604 | 664.171 | -0.15 | 753.57 |
| 159 | 2016.06.26 22:26 | s/l | 55 | 0.17 | 603.604 | 603.604 | 664.171 | -4.52 | 749.05 |
| 160 | 2016.06.26 22:26 | s/l | 57 | 0.01 | 603.604 | 603.604 | 664.171 | -0.30 | 748.75 |
| 161 | 2016.06.26 22:26 | s/l | 59 | 0.01 | 603.604 | 603.604 | 664.171 | -0.32 | 748.43 |
| 162 | 2016.06.26 22:26 | s/l | 61 | 0.02 | 603.604 | 603.604 | 664.171 | -0.69 | 747.74 |
| 163 | 2016.06.26 22:26 | s/l | 63 | 0.01 | 603.604 | 603.604 | 664.171 | -0.36 | 747.38 |
| 164 | 2016.06.26 22:26 | s/l | 65 | 0.01 | 603.604 | 603.604 | 664.171 | -0.37 | 747.01 |
| 165 | 2016.06.26 22:26 | s/l | 67 | 0.02 | 603.604 | 603.604 | 664.171 | -0.77 | 746.24 |
| 166 | 2016.06.26 22:26 | s/l | 69 | 0.01 | 603.604 | 603.604 | 664.171 | -0.42 | 745.82 |
| 167 | 2016.06.26 22:26 | s/l | 71 | 0.03 | 603.604 | 603.604 | 664.171 | -1.39 | 744.43 |
| 168 | 2016.06.26 22:26 | s/l | 73 | 0.01 | 603.604 | 603.604 | 664.171 | -0.48 | 743.95 |
| 169 | 2016.06.26 22:26 | s/l | 75 | 0.03 | 603.604 | 603.604 | 664.171 | -1.55 | 742.40 |
| 170 | 2016.06.26 22:26 | s/l | 77 | 0.02 | 603.604 | 603.604 | 664.171 | -1.09 | 741.31 |
| 171 | 2016.06.26 22:26 | s/l | 79 | 0.03 | 603.604 | 603.604 | 664.171 | -1.71 | 739.60 |
| 172 | 2016.06.26 22:26 | s/l | 81 | 0.01 | 603.604 | 603.604 | 664.171 | -0.58 | 739.02 |
| 173 | 2016.06.27 07:40 | buy | 83 | 3.16 | 612.201 | 592.201 | 0.000 | ||
| 174 | 2016.06.27 07:40 | modify | 83 | 3.16 | 612.201 | 592.201 | 653.648 | ||
| 175 | 2016.06.27 07:42 | buy | 84 | 0.42 | 615.827 | 592.201 | 653.648 | ||
| 176 | 2016.06.27 08:56 | buy | 85 | 0.10 | 618.502 | 592.201 | 653.648 | ||
| 177 | 2016.06.27 08:57 | buy | 86 | 0.01 | 618.352 | 592.201 | 653.648 | ||
| 178 | 2016.06.27 08:57 | buy | 87 | 0.01 | 618.952 | 592.201 | 653.648 | ||
| 179 | 2016.06.27 09:02 | buy | 88 | 0.01 | 619.656 | 592.201 | 653.648 | ||
| 180 | 2016.06.27 09:03 | buy | 89 | 0.01 | 620.202 | 592.201 | 653.648 | ||
| 181 | 2016.06.27 09:05 | buy | 90 | 0.02 | 621.000 | 592.201 | 653.648 | ||
| 182 | 2016.06.27 09:29 | buy | 91 | 0.01 | 621.438 | 592.201 | 653.648 | ||
| 183 | 2016.06.27 10:01 | buy | 92 | 0.02 | 622.505 | 592.201 | 653.648 | ||
| 184 | 2016.06.27 10:02 | buy | 93 | 0.01 | 623.541 | 592.201 | 653.648 | ||
| 185 | 2016.06.27 10:03 | buy | 94 | 0.02 | 624.577 | 592.201 | 653.648 | ||
| 186 | 2016.06.27 10:06 | buy | 95 | 0.01 | 624.902 | 592.201 | 653.648 | ||
| 187 | 2016.06.27 22:32 | buy | 96 | 0.02 | 626.202 | 592.201 | 653.648 | ||
| 188 | 2016.06.27 22:40 | buy | 97 | 0.02 | 627.007 | 592.201 | 653.648 | ||
| 189 | 2016.06.27 22:50 | buy | 98 | 0.01 | 627.921 | 592.201 | 653.648 | ||
| 190 | 2016.06.27 22:51 | buy | 99 | 0.01 | 628.352 | 592.201 | 653.648 | ||
| 191 | 2016.06.27 22:52 | buy | 100 | 0.01 | 628.783 | 592.201 | 653.648 | ||
| 192 | 2016.06.27 23:02 | buy | 101 | 0.01 | 629.201 | 592.201 | 653.648 | ||
| 193 | 2016.06.27 23:32 | buy | 102 | 0.01 | 629.646 | 592.201 | 653.648 | ||
| 194 | 2016.06.27 23:34 | buy | 103 | 0.01 | 630.188 | 592.201 | 653.648 | ||
| 195 | 2016.06.28 02:32 | close | 83 | 3.16 | 630.387 | 592.201 | 653.648 | 47.25 | 786.27 |
| 196 | 2016.06.28 02:32 | close | 85 | 0.10 | 630.387 | 592.201 | 653.648 | 0.86 | 787.13 |
| 197 | 2016.06.28 02:32 | close | 87 | 0.01 | 630.387 | 592.201 | 653.648 | 0.08 | 787.21 |
| 198 | 2016.06.28 02:32 | close | 89 | 0.01 | 630.387 | 592.201 | 653.648 | 0.07 | 787.28 |
| 199 | 2016.06.28 02:32 | close | 91 | 0.01 | 630.387 | 592.201 | 653.648 | 0.06 | 787.34 |
| 200 | 2016.06.28 02:32 | close | 93 | 0.01 | 630.387 | 592.201 | 653.648 | 0.04 | 787.38 |
| 201 | 2016.06.28 02:32 | close | 95 | 0.01 | 630.387 | 592.201 | 653.648 | 0.02 | 787.40 |
| 202 | 2016.06.28 02:32 | close | 97 | 0.02 | 630.387 | 592.201 | 653.648 | 0.01 | 787.40 |
| 203 | 2016.06.28 02:32 | close | 99 | 0.01 | 630.387 | 592.201 | 653.648 | -0.01 | 787.39 |
| 204 | 2016.06.28 02:32 | close | 101 | 0.01 | 630.387 | 592.201 | 653.648 | -0.02 | 787.37 |
| 205 | 2016.06.28 02:32 | close | 103 | 0.01 | 630.387 | 592.201 | 653.648 | -0.03 | 787.34 |
| 206 | 2016.06.30 16:07 | t/p | 84 | 0.42 | 653.648 | 592.201 | 653.648 | 14.22 | 801.56 |
| 207 | 2016.06.30 16:07 | t/p | 86 | 0.01 | 653.648 | 592.201 | 653.648 | 0.31 | 801.87 |
| 208 | 2016.06.30 16:07 | t/p | 88 | 0.01 | 653.648 | 592.201 | 653.648 | 0.30 | 802.17 |
| 209 | 2016.06.30 16:07 | t/p | 90 | 0.02 | 653.648 | 592.201 | 653.648 | 0.57 | 802.75 |
| 210 | 2016.06.30 16:07 | t/p | 92 | 0.02 | 653.648 | 592.201 | 653.648 | 0.54 | 803.29 |
| 211 | 2016.06.30 16:07 | t/p | 94 | 0.02 | 653.648 | 592.201 | 653.648 | 0.50 | 803.79 |
| 212 | 2016.06.30 16:07 | t/p | 96 | 0.02 | 653.648 | 592.201 | 653.648 | 0.47 | 804.26 |
| 213 | 2016.06.30 16:07 | t/p | 98 | 0.01 | 653.648 | 592.201 | 653.648 | 0.22 | 804.49 |
| 214 | 2016.06.30 16:07 | t/p | 100 | 0.01 | 653.648 | 592.201 | 653.648 | 0.21 | 804.70 |
| 215 | 2016.06.30 16:07 | t/p | 102 | 0.01 | 653.648 | 592.201 | 653.648 | 0.20 | 804.90 |
| 216 | 2016.06.30 16:07 | buy | 104 | 3.16 | 654.288 | 634.288 | 0.000 | ||
| 217 | 2016.06.30 16:07 | modify | 104 | 3.16 | 654.288 | 634.288 | 693.826 | ||
| 218 | 2016.06.30 16:20 | buy | 105 | 0.56 | 658.690 | 634.288 | 693.826 | ||
| 219 | 2016.06.30 16:45 | buy | 106 | 0.04 | 660.608 | 634.288 | 693.826 | ||
| 220 | 2016.06.30 16:46 | buy | 107 | 0.01 | 661.453 | 634.288 | 693.826 | ||
| 221 | 2016.06.30 16:47 | buy | 108 | 0.01 | 662.298 | 634.288 | 693.826 | ||
| 222 | 2016.06.30 17:08 | buy | 109 | 0.02 | 662.977 | 634.288 | 693.826 | ||
| 223 | 2016.07.01 02:07 | close | 104 | 3.16 | 661.301 | 634.288 | 693.826 | 11.25 | 816.15 |
| 224 | 2016.07.01 02:07 | close | 106 | 0.04 | 661.301 | 634.288 | 693.826 | -0.11 | 816.04 |
| 225 | 2016.07.01 02:07 | close | 108 | 0.01 | 661.301 | 634.288 | 693.826 | -0.04 | 816.00 |
| 226 | 2016.07.06 23:59 | close at stop | 109 | 0.02 | 659.464 | 634.288 | 693.826 | -0.15 | 815.85 |
| 227 | 2016.07.06 23:59 | close at stop | 107 | 0.01 | 659.464 | 634.288 | 693.826 | -0.06 | 815.79 |
| 228 | 2016.07.06 23:59 | close at stop | 105 | 0.56 | 659.464 | 634.288 | 693.826 | -1.82 | 813.97 |