策略测试报告 |
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ICMarkets-Demo (Build 2007) |
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设置 |
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| 专家: | 两油套利v1.00 | |||||||||||
| 交易品种: | XTIUSD | |||||||||||
| 期间: | H1 (2015.09.25 - 2019.03.04) | |||||||||||
| 输入: | MySymbol1=XTIUSD | |||||||||||
| MySymbol2=XBRUSD | ||||||||||||
| Instruction=品种二为自变量，品种一位因变量时的系数 | ||||||||||||
| RegressionSlope=0.8542 | ||||||||||||
| RegressionIntersect=4.1534 | ||||||||||||
| Deviation=200 | ||||||||||||
| CompoundLots=true | ||||||||||||
| Lots1=1.5 | ||||||||||||
| AllowAdding=true | ||||||||||||
| Interval=200 | ||||||||||||
| Multiple=1 | ||||||||||||
| MaxOrders=5 | ||||||||||||
| TakeProfit=30 | ||||||||||||
| StopLoss=1000 | ||||||||||||
| Magicnum=135135 | ||||||||||||
| 交易商: | International Capital Markets Pty Ltd. | |||||||||||
| 货币: | USD | |||||||||||
| 初始入金: | 100 000.00 | |||||||||||
| 杠杆: | 1:100 | |||||||||||
结果 |
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| 质量历史: | 74% | |||||||||||
| 柱: | 14536 | 报价: | 12728003 | 交易品种: | 2 | |||||||
| 总净盈利: | 133 692.43 | 绝对结余亏损: | 0.00 | 绝对净值亏损: | 55.00 | |||||||
| 毛利: | 346 877.18 | 最大结余亏损: | 66 859.20 (22.25%) | 最大净值亏损: | 35 966.55 (14.06%) | |||||||
| 毛损: | -213 184.75 | 相对结余亏损: | 22.25% (66 859.20) | 相对净值亏损: | 14.06% (35 966.55) | |||||||
| 盈利因子: | 1.63 | 预期收益: | 1 966.07 | 预付款维持率: | 1698.31% | |||||||
| 采收率: | 3.72 | 夏普比率: | 0.24 | 分值: | 1.28 (79.95%) | |||||||
| AHPR: | 1.0144 (1.44%) | LR 相关性: | 0.98 | OnTester结果: | 0 | |||||||
| GHPR: | 1.0126 (1.26%) | LR 标准误差: | 9 764.63 | |||||||||
| 交易总计: | 68 | 卖出交易 (赢得 %): | 34 (70.59%) | 买入交易 (赢得 %): | 34 (67.65%) | |||||||
| 总成交: | 136 | 盈利交易 (% 全部): | 47 (69.12%) | 亏损交易 (% 全部): | 21 (30.88%) | |||||||
| 最大 获利交易: | 53 512.25 | 最大 亏损交易: | -66 859.20 | |||||||||
| 平均 获利交易: | 7 380.37 | 平均 亏损交易: | -10 151.65 | |||||||||
| 最大值 连胜 ($): | 11 (25 437.36) | 最大值 连败 ($): | 2 (-19 295.08) | |||||||||
| 极大值 连续获利 (count): | 53 512.25 (1) | 极大值 连续亏损 (count): | -66 859.20 (1) | |||||||||
| 平均 连胜: | 3 | 平均 连败: | 1 | |||||||||
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| 相关性 (盈利, MFE): | 0.56 | 相关性 (盈利, MAE): | 0.62 | 相关性 (MFE,MAE): | -0.1510 | |||||||
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| 最小持仓时间: | 1:29:44 | 最大持仓时间: | 2666:34:22 | 平均持仓时间: | 482:15:04 | |||||||
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订单 |
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| 开价时间 | 订单 | 交易品种 | 类型 | 交易量 | 价位 | 止损 | 止盈 | 时间 | 状态 | 注释 | ||
| 2016.09.05 10:00:43 | 2 | XTIUSD | sell | 15.00 / 15.00 | 46.34 | 2016.09.05 10:00:43 | filled | sell | ||||
| 2016.09.05 10:00:44 | 3 | XBRUSD | buy | 12.50 / 12.50 | 46.98 | 2016.09.05 10:00:44 | filled | buy | ||||
| 2016.09.05 12:30:27 | 4 | XBRUSD | sell | 12.50 / 12.50 | 49.37 | 2016.09.05 12:30:27 | filled | |||||
| 2016.09.05 12:30:27 | 5 | XTIUSD | buy | 15.00 / 15.00 | 46.66 | 2016.09.05 12:30:27 | filled | |||||
| 2016.09.28 21:00:43 | 6 | XTIUSD | sell | 15.00 / 15.00 | 47.37 | 2016.09.28 21:00:43 | filled | sell | ||||
| 2016.09.28 21:00:44 | 7 | XBRUSD | buy | 12.50 / 12.50 | 48.00 | 2016.09.28 21:00:44 | filled | buy | ||||
| 2016.11.28 01:00:43 | 8 | XBRUSD | sell | 12.50 / 12.50 | 48.11 | 2016.11.28 01:00:43 | filled | |||||
| 2016.11.28 01:00:43 | 9 | XTIUSD | buy | 15.00 / 15.00 | 45.46 | 2016.11.28 01:00:43 | filled | |||||
| 2016.11.30 11:00:43 | 10 | XTIUSD | sell | 15.00 / 15.00 | 48.21 | 2016.11.30 11:00:43 | filled | sell | ||||
| 2016.11.30 11:00:43 | 11 | XBRUSD | buy | 12.50 / 12.50 | 49.11 | 2016.11.30 11:00:43 | filled | buy | ||||
| 2016.12.08 18:00:43 | 12 | XBRUSD | sell | 12.50 / 12.50 | 54.15 | 2016.12.08 18:00:43 | filled | |||||
| 2016.12.08 18:00:44 | 13 | XTIUSD | buy | 15.00 / 15.00 | 50.64 | 2016.12.08 18:00:44 | filled | |||||
| 2016.12.12 01:00:00 | 14 | XTIUSD | sell | 15.00 / 15.00 | 53.91 | 2016.12.12 01:00:00 | filled | sell | ||||
| 2016.12.12 01:00:00 | 15 | XBRUSD | buy | 12.50 / 12.50 | 54.69 | 2016.12.12 01:00:00 | filled | buy | ||||
| 2016.12.12 01:00:30 | 16 | XTIUSD | sell | 15.00 / 15.00 | 54.89 | 2016.12.12 01:00:30 | filled | sell | ||||
| 2016.12.12 01:00:30 | 17 | XBRUSD | buy | 12.50 / 12.50 | 54.69 | 2016.12.12 01:00:30 | filled | buy | ||||
| 2017.03.22 12:25:17 | 18 | XBRUSD | sell | 12.50 / 12.50 | 50.61 | 2017.03.22 12:25:17 | filled | |||||
| 2017.03.22 12:25:17 | 19 | XTIUSD | buy | 15.00 / 15.00 | 47.72 | 2017.03.22 12:25:17 | filled | |||||
| 2017.03.22 12:25:17 | 20 | XBRUSD | sell | 12.50 / 12.50 | 50.62 | 2017.03.22 12:25:17 | filled | |||||
| 2017.03.22 12:25:18 | 21 | XTIUSD | buy | 15.00 / 15.00 | 47.72 | 2017.03.22 12:25:18 | filled | |||||
| 2017.05.22 03:00:00 | 22 | XTIUSD | sell | 16.50 / 16.50 | 51.12 | 2017.05.22 03:00:00 | filled | sell | ||||
| 2017.05.22 03:00:00 | 23 | XBRUSD | buy | 14.00 / 14.00 | 51.57 | 2017.05.22 03:00:00 | filled | buy | ||||
| 2017.05.24 01:00:00 | 24 | XBRUSD | sell | 14.00 / 14.00 | 54.37 | 2017.05.24 01:00:00 | filled | |||||
| 2017.05.24 01:00:00 | 25 | XTIUSD | buy | 16.50 / 16.50 | 50.87 | 2017.05.24 01:00:00 | filled | |||||
| 2017.05.25 03:00:00 | 26 | XTIUSD | sell | 16.50 / 16.50 | 51.57 | 2017.05.25 03:00:00 | filled | sell | ||||
| 2017.05.25 03:00:00 | 27 | XBRUSD | buy | 14.00 / 14.00 | 52.67 | 2017.05.25 03:00:00 | filled | buy | ||||
| 2017.05.26 01:00:00 | 28 | XBRUSD | sell | 14.00 / 14.00 | 51.52 | 2017.05.26 01:00:00 | filled | |||||
| 2017.05.26 01:00:00 | 29 | XTIUSD | buy | 16.50 / 16.50 | 48.16 | 2017.05.26 01:00:00 | filled | |||||
| 2017.05.29 03:00:00 | 30 | XTIUSD | sell | 18.00 / 18.00 | 50.01 | 2017.05.29 03:00:00 | filled | sell | ||||
| 2017.05.29 03:00:00 | 31 | XBRUSD | buy | 15.00 / 15.00 | 51.11 | 2017.05.29 03:00:00 | filled | buy | ||||
| 2017.05.31 23:30:14 | 32 | XBRUSD | sell | 15.00 / 15.00 | 50.69 | 2017.05.31 23:30:14 | filled | |||||
| 2017.05.31 23:30:14 | 33 | XTIUSD | buy | 18.00 / 18.00 | 47.78 | 2017.05.31 23:30:14 | filled | |||||
| 2017.07.03 03:00:00 | 34 | XTIUSD | sell | 18.00 / 18.00 | 46.40 | 2017.07.03 03:00:00 | filled | sell | ||||
| 2017.07.03 03:00:00 | 35 | XBRUSD | buy | 15.00 / 15.00 | 46.56 | 2017.07.03 03:00:00 | filled | buy | ||||
| 2017.07.05 01:00:15 | 36 | XBRUSD | sell | 15.00 / 15.00 | 49.67 | 2017.07.05 01:00:15 | filled | |||||
| 2017.07.05 01:00:15 | 37 | XTIUSD | buy | 18.00 / 18.00 | 46.49 | 2017.07.05 01:00:15 | filled | |||||
| 2017.07.05 03:00:00 | 38 | XTIUSD | sell | 19.50 / 19.50 | 47.24 | 2017.07.05 03:00:00 | filled | sell | ||||
| 2017.07.05 03:00:00 | 39 | XBRUSD | buy | 16.50 / 16.50 | 48.04 | 2017.07.05 03:00:00 | filled | buy | ||||
| 2017.07.05 16:43:07 | 40 | XBRUSD | sell | 16.50 / 16.50 | 48.98 | 2017.07.05 16:43:07 | filled | |||||
| 2017.07.05 16:43:08 | 41 | XTIUSD | buy | 19.50 / 19.50 | 46.33 | 2017.07.05 16:43:08 | filled | |||||
| 2017.07.17 03:00:00 | 42 | XTIUSD | sell | 19.50 / 19.50 | 46.80 | 2017.07.17 03:00:00 | filled | sell | ||||
| 2017.07.17 03:00:00 | 43 | XBRUSD | buy | 16.50 / 16.50 | 47.45 | 2017.07.17 03:00:00 | filled | buy | ||||
| 2017.07.18 01:00:00 | 44 | XBRUSD | sell | 16.50 / 16.50 | 48.54 | 2017.07.18 01:00:00 | filled | |||||
| 2017.07.18 01:00:00 | 45 | XTIUSD | buy | 19.50 / 19.50 | 45.64 | 2017.07.18 01:00:00 | filled | |||||
| 2017.07.25 23:30:16 | 46 | XTIUSD | sell | 19.50 / 19.50 | 48.02 | 2017.07.25 23:30:16 | filled | sell | ||||
| 2017.07.25 23:30:16 | 47 | XBRUSD | buy | 16.50 / 16.50 | 49.02 | 2017.07.25 23:30:16 | filled | buy | ||||
| 2017.07.26 01:00:00 | 48 | XBRUSD | sell | 16.50 / 16.50 | 50.97 | 2017.07.26 01:00:00 | filled | |||||
| 2017.07.26 01:00:00 | 49 | XTIUSD | buy | 19.50 / 19.50 | 47.43 | 2017.07.26 01:00:00 | filled | |||||
| 2017.07.26 03:00:00 | 50 | XTIUSD | sell | 21.00 / 21.00 | 48.42 | 2017.07.26 03:00:00 | filled | sell | ||||
| 2017.07.26 03:00:00 | 51 | XBRUSD | buy | 17.50 / 17.50 | 48.98 | 2017.07.26 03:00:00 | filled | buy | ||||
| 2017.07.27 01:00:00 | 52 | XBRUSD | sell | 17.50 / 17.50 | 51.02 | 2017.07.27 01:00:00 | filled | |||||
| 2017.07.27 01:00:00 | 53 | XTIUSD | buy | 21.00 / 21.00 | 47.79 | 2017.07.27 01:00:00 | filled | |||||
| 2017.07.27 03:00:00 | 54 | XTIUSD | sell | 21.00 / 21.00 | 48.67 | 2017.07.27 03:00:00 | filled | sell | ||||
| 2017.07.27 03:00:00 | 55 | XBRUSD | buy | 17.50 / 17.50 | 49.50 | 2017.07.27 03:00:00 | filled | buy | ||||
| 2017.07.28 12:11:00 | 56 | XBRUSD | sell | 17.50 / 17.50 | 51.28 | 2017.07.28 12:11:00 | filled | |||||
| 2017.07.28 12:11:00 | 57 | XTIUSD | buy | 21.00 / 21.00 | 48.27 | 2017.07.28 12:11:00 | filled | |||||
| 2017.08.02 03:00:00 | 58 | XTIUSD | sell | 22.50 / 22.50 | 48.84 | 2017.08.02 03:00:00 | filled | sell | ||||
| 2017.08.02 03:00:00 | 59 | XBRUSD | buy | 19.00 / 19.00 | 49.71 | 2017.08.02 03:00:00 | filled | buy | ||||
| 2017.08.03 01:00:00 | 60 | XBRUSD | sell | 19.00 / 19.00 | 52.34 | 2017.08.03 01:00:00 | filled | |||||
| 2017.08.03 01:00:00 | 61 | XTIUSD | buy | 22.50 / 22.50 | 49.04 | 2017.08.03 01:00:00 | filled | |||||
| 2017.08.04 18:54:15 | 62 | XTIUSD | sell | 22.50 / 22.50 | 49.49 | 2017.08.04 18:54:15 | filled | sell | ||||
| 2017.08.04 18:54:16 | 63 | XBRUSD | buy | 19.00 / 19.00 | 50.71 | 2017.08.04 18:54:16 | filled | buy | ||||
| 2017.08.08 01:00:00 | 64 | XBRUSD | sell | 19.00 / 19.00 | 52.26 | 2017.08.08 01:00:00 | filled | |||||
| 2017.08.08 01:00:00 | 65 | XTIUSD | buy | 22.50 / 22.50 | 48.84 | 2017.08.08 01:00:00 | filled | |||||
| 2017.08.09 18:06:40 | 66 | XTIUSD | sell | 24.00 / 24.00 | 49.50 | 2017.08.09 18:06:40 | filled | sell | ||||
| 2017.08.09 18:06:41 | 67 | XBRUSD | buy | 20.50 / 20.50 | 50.63 | 2017.08.09 18:06:41 | filled | buy | ||||
| 2017.08.10 01:00:00 | 68 | XBRUSD | sell | 20.50 / 20.50 | 52.75 | 2017.08.10 01:00:00 | filled | |||||
| 2017.08.10 01:00:00 | 69 | XTIUSD | buy | 24.00 / 24.00 | 49.09 | 2017.08.10 01:00:00 | filled | |||||
| 2017.08.10 03:00:00 | 70 | XTIUSD | sell | 24.00 / 24.00 | 49.71 | 2017.08.10 03:00:00 | filled | sell | ||||
| 2017.08.10 03:00:00 | 71 | XBRUSD | buy | 20.50 / 20.50 | 50.68 | 2017.08.10 03:00:00 | filled | buy | ||||
| 2017.08.10 17:01:41 | 72 | XBRUSD | sell | 20.50 / 20.50 | 53.07 | 2017.08.10 17:01:41 | filled | |||||
| 2017.08.10 17:01:42 | 73 | XTIUSD | buy | 24.00 / 24.00 | 49.81 | 2017.08.10 17:01:42 | filled | |||||
| 2017.08.29 01:00:00 | 74 | XTIUSD | buy | 25.50 / 25.50 | 45.50 | 2017.08.29 01:00:00 | filled | buy | ||||
| 2017.08.29 01:00:00 | 75 | XBRUSD | sell | 21.50 / 21.50 | 51.56 | 2017.08.29 01:00:00 | filled | sell | ||||
| 2017.09.06 03:00:08 | 76 | XBRUSD | buy | 21.50 / 21.50 | 52.16 | 2017.09.06 03:00:08 | filled | |||||
| 2017.09.06 03:00:08 | 77 | XTIUSD | sell | 25.50 / 25.50 | 48.84 | 2017.09.06 03:00:08 | filled | |||||
| 2017.09.08 20:18:34 | 78 | XTIUSD | buy | 25.50 / 25.50 | 48.17 | 2017.09.08 20:18:34 | filled | buy | ||||
| 2017.09.08 20:18:34 | 79 | XBRUSD | sell | 21.50 / 21.50 | 53.85 | 2017.09.08 20:18:34 | filled | sell | ||||
| 2017.09.14 03:00:00 | 80 | XBRUSD | buy | 21.50 / 21.50 | 53.00 | 2017.09.14 03:00:00 | filled | |||||
| 2017.09.14 03:00:00 | 81 | XTIUSD | sell | 25.50 / 25.50 | 49.61 | 2017.09.14 03:00:00 | filled | |||||
| 2017.09.22 01:00:00 | 82 | XTIUSD | buy | 27.00 / 27.00 | 50.11 | 2017.09.22 01:00:00 | filled | buy | ||||
| 2017.09.22 01:00:00 | 83 | XBRUSD | sell | 23.00 / 23.00 | 56.20 | 2017.09.22 01:00:00 | filled | sell | ||||
| 2017.09.22 03:00:01 | 84 | XBRUSD | buy | 23.00 / 23.00 | 54.76 | 2017.09.22 03:00:01 | filled | |||||
| 2017.09.22 03:00:01 | 85 | XTIUSD | sell | 27.00 / 27.00 | 50.77 | 2017.09.22 03:00:01 | filled | |||||
| 2017.09.25 18:33:00 | 86 | XTIUSD | buy | 27.00 / 27.00 | 50.98 | 2017.09.25 18:33:00 | filled | buy | ||||
| 2017.09.25 18:33:00 | 87 | XBRUSD | sell | 23.00 / 23.00 | 57.78 | 2017.09.25 18:33:00 | filled | sell | ||||
| 2017.09.28 12:06:05 | 88 | XBRUSD | buy | 23.00 / 23.00 | 56.81 | 2017.09.28 12:06:05 | filled | |||||
| 2017.09.28 12:06:05 | 89 | XTIUSD | sell | 27.00 / 27.00 | 52.39 | 2017.09.28 12:06:05 | filled | |||||
| 2017.10.03 01:00:00 | 90 | XTIUSD | buy | 28.50 / 28.50 | 49.99 | 2017.10.03 01:00:00 | filled | buy | ||||
| 2017.10.03 01:00:00 | 91 | XBRUSD | sell | 24.00 / 24.00 | 56.04 | 2017.10.03 01:00:00 | filled | sell | ||||
| 2017.10.03 03:00:00 | 92 | XBRUSD | buy | 24.00 / 24.00 | 54.76 | 2017.10.03 03:00:00 | filled | |||||
| 2017.10.03 03:00:00 | 93 | XTIUSD | sell | 28.50 / 28.50 | 50.69 | 2017.10.03 03:00:00 | filled | |||||
| 2017.10.06 01:00:00 | 94 | XTIUSD | buy | 28.50 / 28.50 | 50.72 | 2017.10.06 01:00:00 | filled | buy | ||||
| 2017.10.06 01:00:00 | 95 | XBRUSD | sell | 24.00 / 24.00 | 56.87 | 2017.10.06 01:00:00 | filled | sell | ||||
| 2017.11.22 02:57:30 | 96 | XBRUSD | buy | 24.00 / 24.00 | 62.48 | 2017.11.22 02:57:30 | filled | |||||
| 2017.11.22 02:57:30 | 97 | XTIUSD | sell | 28.50 / 28.50 | 57.19 | 2017.11.22 02:57:30 | filled | |||||
| 2017.12.12 07:27:59 | 98 | XTIUSD | buy | 30.00 / 30.00 | 58.43 | 2017.12.12 07:27:59 | filled | buy | ||||
| 2017.12.12 07:27:59 | 99 | XBRUSD | sell | 25.50 / 25.50 | 65.86 | 2017.12.12 07:27:59 | filled | sell | ||||
| 2018.01.09 01:37:04 | 100 | XBRUSD | buy | 25.50 / 25.50 | 68.25 | 2018.01.09 01:37:04 | filled | |||||
| 2018.01.09 01:37:05 | 101 | XTIUSD | sell | 30.00 / 30.00 | 62.14 | 2018.01.09 01:37:05 | filled | |||||
| 2018.01.29 02:45:59 | 102 | XTIUSD | sell | 30.00 / 30.00 | 66.40 | 2018.01.29 02:45:59 | filled | sell | ||||
| 2018.01.29 02:45:59 | 103 | XBRUSD | buy | 25.50 / 25.50 | 70.54 | 2018.01.29 02:45:59 | filled | buy | ||||
| 2018.04.06 02:01:25 | 104 | XBRUSD | sell | 25.50 / 25.50 | 68.94 | 2018.04.06 02:01:25 | filled | |||||
| 2018.04.06 02:01:25 | 105 | XTIUSD | buy | 30.00 / 30.00 | 63.36 | 2018.04.06 02:01:25 | filled | |||||
| 2018.05.28 01:01:59 | 106 | XTIUSD | buy | 31.50 / 31.50 | 67.31 | 2018.05.28 01:01:59 | filled | buy | ||||
| 2018.05.28 01:01:59 | 107 | XBRUSD | sell | 26.50 / 26.50 | 76.24 | 2018.05.28 01:01:59 | filled | sell | ||||
| 2018.05.31 16:07:40 | 108 | XTIUSD | buy | 31.50 / 31.50 | 66.77 | 2018.05.31 16:07:40 | filled | buy | ||||
| 2018.05.31 16:07:40 | 109 | XBRUSD | sell | 26.50 / 26.50 | 78.02 | 2018.05.31 16:07:40 | filled | sell | ||||
| 2018.06.22 16:37:40 | 110 | XBRUSD | buy | 26.50 / 26.50 | 74.60 | 2018.06.22 16:37:40 | filled | |||||
| 2018.06.22 16:37:40 | 111 | XTIUSD | sell | 31.50 / 31.50 | 67.57 | 2018.06.22 16:37:40 | filled | |||||
| 2018.06.22 16:37:40 | 112 | XBRUSD | buy | 26.50 / 26.50 | 74.60 | 2018.06.22 16:37:40 | filled | |||||
| 2018.06.22 16:37:41 | 113 | XTIUSD | sell | 31.50 / 31.50 | 67.56 | 2018.06.22 16:37:41 | filled | |||||
| 2018.06.27 17:31:16 | 114 | XTIUSD | sell | 33.00 / 33.00 | 72.59 | 2018.06.27 17:31:16 | filled | sell | ||||
| 2018.06.27 17:31:17 | 115 | XBRUSD | buy | 28.00 / 28.00 | 77.76 | 2018.06.27 17:31:17 | filled | buy | ||||
| 2018.07.03 08:31:05 | 116 | XTIUSD | sell | 33.00 / 33.00 | 74.71 | 2018.07.03 08:31:05 | filled | sell | ||||
| 2018.07.03 08:31:05 | 117 | XBRUSD | buy | 28.00 / 28.00 | 77.93 | 2018.07.03 08:31:05 | filled | buy | ||||
| 2018.08.17 13:20:31 | 118 | XBRUSD | sell | 28.00 / 28.00 | 71.75 | 2018.08.17 13:20:31 | filled | |||||
| 2018.08.17 13:20:31 | 119 | XTIUSD | buy | 33.00 / 33.00 | 65.75 | 2018.08.17 13:20:31 | filled | |||||
| 2018.08.17 13:20:31 | 120 | XBRUSD | sell | 28.00 / 28.00 | 71.75 | 2018.08.17 13:20:31 | filled | |||||
| 2018.08.17 13:20:32 | 121 | XTIUSD | buy | 33.00 / 33.00 | 65.74 | 2018.08.17 13:20:32 | filled | |||||
| 2018.09.10 17:53:35 | 122 | XTIUSD | buy | 36.00 / 36.00 | 67.97 | 2018.09.10 17:53:35 | filled | buy | ||||
| 2018.09.10 17:53:35 | 123 | XBRUSD | sell | 30.50 / 30.50 | 77.03 | 2018.09.10 17:53:35 | filled | sell | ||||
| 2018.09.21 17:20:33 | 124 | XBRUSD | buy | 30.50 / 30.50 | 79.63 | 2018.09.21 17:20:33 | filled | |||||
| 2018.09.21 17:20:33 | 125 | XTIUSD | sell | 36.00 / 36.00 | 71.85 | 2018.09.21 17:20:33 | filled | |||||
| 2018.09.27 21:25:37 | 126 | XTIUSD | buy | 36.00 / 36.00 | 72.14 | 2018.09.27 21:25:37 | filled | buy | ||||
| 2018.09.27 21:25:37 | 127 | XBRUSD | sell | 30.50 / 30.50 | 81.91 | 2018.09.27 21:25:37 | filled | sell | ||||
| 2018.11.07 18:23:04 | 128 | XTIUSD | buy | 36.00 / 36.00 | 61.40 | 2018.11.07 18:23:04 | filled | buy | ||||
| 2018.11.07 18:23:04 | 129 | XBRUSD | sell | 30.50 / 30.50 | 71.68 | 2018.11.07 18:23:04 | filled | sell | ||||
| 2018.12.18 21:41:37 | 130 | XTIUSD | buy | 36.00 / 36.00 | 46.11 | 2018.12.18 21:41:37 | filled | buy | ||||
| 2018.12.18 21:41:37 | 131 | XBRUSD | sell | 30.50 / 30.50 | 56.13 | 2018.12.18 21:41:37 | filled | sell | ||||
| 2019.03.01 23:59:59 | 132 | XBRUSD | buy | 30.50 / 30.50 | 64.83 | 2019.03.01 23:59:59 | filled | end of test | ||||
| 2019.03.01 23:59:59 | 133 | XTIUSD | sell | 36.00 / 36.00 | 55.49 | 2019.03.01 23:59:59 | filled | end of test | ||||
| 2019.03.01 23:59:59 | 134 | XBRUSD | buy | 30.50 / 30.50 | 64.83 | 2019.03.01 23:59:59 | filled | end of test | ||||
| 2019.03.01 23:59:59 | 135 | XTIUSD | sell | 36.00 / 36.00 | 55.49 | 2019.03.01 23:59:59 | filled | end of test | ||||
| 2019.03.01 23:59:59 | 136 | XBRUSD | buy | 30.50 / 30.50 | 64.83 | 2019.03.01 23:59:59 | filled | end of test | ||||
| 2019.03.01 23:59:59 | 137 | XTIUSD | sell | 36.00 / 36.00 | 55.49 | 2019.03.01 23:59:59 | filled | end of test | ||||
成交 |
||||||||||||
| 时间 | 成交 | 交易品种 | 类型 | 趋势 | 交易量 | 价位 | 订单 | 手续费 | 库存费 | 盈利 | 结余 | 注释 |
| 2015.09.25 00:00:00 | 1 | balance | 0.00 | 0.00 | 100 000.00 | 100 000.00 | ||||||
| 2016.09.05 10:00:43 | 2 | XTIUSD | sell | in | 15.00 | 46.34 | 2 | 0.00 | 0.00 | 0.00 | 100 000.00 | sell |
| 2016.09.05 10:00:44 | 3 | XBRUSD | buy | in | 12.50 | 46.98 | 3 | 0.00 | 0.00 | 0.00 | 100 000.00 | buy |
| 2016.09.05 12:30:27 | 4 | XBRUSD | sell | out | 12.50 | 49.37 | 4 | 0.00 | 0.00 | 2 987.50 | 102 987.50 | |
| 2016.09.05 12:30:27 | 5 | XTIUSD | buy | out | 15.00 | 46.66 | 5 | 0.00 | 0.00 | -480.00 | 102 507.50 | |
| 2016.09.28 21:00:43 | 6 | XTIUSD | sell | in | 15.00 | 47.37 | 6 | 0.00 | 0.00 | 0.00 | 102 507.50 | sell |
| 2016.09.28 21:00:44 | 7 | XBRUSD | buy | in | 12.50 | 48.00 | 7 | 0.00 | 0.00 | 0.00 | 102 507.50 | buy |
| 2016.11.28 01:00:43 | 8 | XBRUSD | sell | out | 12.50 | 48.11 | 8 | 0.00 | -999.06 | 137.50 | 101 645.94 | |
| 2016.11.28 01:00:43 | 9 | XTIUSD | buy | out | 15.00 | 45.46 | 9 | 0.00 | 356.85 | 2 865.00 | 104 867.79 | |
| 2016.11.30 11:00:43 | 10 | XTIUSD | sell | in | 15.00 | 48.21 | 10 | 0.00 | 0.00 | 0.00 | 104 867.79 | sell |
| 2016.11.30 11:00:43 | 11 | XBRUSD | buy | in | 12.50 | 49.11 | 11 | 0.00 | 0.00 | 0.00 | 104 867.79 | buy |
| 2016.12.08 18:00:43 | 12 | XBRUSD | sell | out | 12.50 | 54.15 | 12 | 0.00 | -163.78 | 6 300.00 | 111 004.01 | |
| 2016.12.08 18:00:44 | 13 | XTIUSD | buy | out | 15.00 | 50.64 | 13 | 0.00 | 58.50 | -3 645.00 | 107 417.51 | |
| 2016.12.12 01:00:00 | 14 | XTIUSD | sell | in | 15.00 | 53.91 | 14 | 0.00 | 0.00 | 0.00 | 107 417.51 | sell |
| 2016.12.12 01:00:00 | 15 | XBRUSD | buy | in | 12.50 | 54.69 | 15 | 0.00 | 0.00 | 0.00 | 107 417.51 | buy |
| 2016.12.12 01:00:30 | 16 | XTIUSD | sell | in | 15.00 | 54.89 | 16 | 0.00 | 0.00 | 0.00 | 107 417.51 | sell |
| 2016.12.12 01:00:30 | 17 | XBRUSD | buy | in | 12.50 | 54.69 | 17 | 0.00 | 0.00 | 0.00 | 107 417.51 | buy |
| 2017.03.22 12:25:17 | 18 | XBRUSD | sell | out | 12.50 | 50.61 | 18 | 0.00 | -1637.84 | -5 100.00 | 100 679.67 | |
| 2017.03.22 12:25:17 | 19 | XTIUSD | buy | out | 15.00 | 47.72 | 19 | 0.00 | 585.00 | 10 755.00 | 112 019.67 | |
| 2017.03.22 12:25:17 | 20 | XBRUSD | sell | out | 12.50 | 50.62 | 20 | 0.00 | -1637.84 | -5 087.50 | 105 294.33 | |
| 2017.03.22 12:25:18 | 21 | XTIUSD | buy | out | 15.00 | 47.72 | 21 | 0.00 | 585.00 | 9 285.00 | 115 164.33 | |
| 2017.05.22 03:00:00 | 22 | XTIUSD | sell | in | 16.50 | 51.12 | 22 | 0.00 | 0.00 | 0.00 | 115 164.33 | sell |
| 2017.05.22 03:00:00 | 23 | XBRUSD | buy | in | 14.00 | 51.57 | 23 | 0.00 | 0.00 | 0.00 | 115 164.33 | buy |
| 2017.05.24 01:00:00 | 24 | XBRUSD | sell | out | 14.00 | 54.37 | 24 | 0.00 | -36.68 | 3 920.00 | 119 047.65 | |
| 2017.05.24 01:00:00 | 25 | XTIUSD | buy | out | 16.50 | 50.87 | 25 | 0.00 | 12.88 | 412.50 | 119 473.03 | |
| 2017.05.25 03:00:00 | 26 | XTIUSD | sell | in | 16.50 | 51.57 | 26 | 0.00 | 0.00 | 0.00 | 119 473.03 | sell |
| 2017.05.25 03:00:00 | 27 | XBRUSD | buy | in | 14.00 | 52.67 | 27 | 0.00 | 0.00 | 0.00 | 119 473.03 | buy |
| 2017.05.26 01:00:00 | 28 | XBRUSD | sell | out | 14.00 | 51.52 | 28 | 0.00 | -18.34 | -1 610.00 | 117 844.69 | |
| 2017.05.26 01:00:00 | 29 | XTIUSD | buy | out | 16.50 | 48.16 | 29 | 0.00 | 6.44 | 5 626.50 | 123 477.63 | |
| 2017.05.29 03:00:00 | 30 | XTIUSD | sell | in | 18.00 | 50.01 | 30 | 0.00 | 0.00 | 0.00 | 123 477.63 | sell |
| 2017.05.29 03:00:00 | 31 | XBRUSD | buy | in | 15.00 | 51.11 | 31 | 0.00 | 0.00 | 0.00 | 123 477.63 | buy |
| 2017.05.31 23:30:14 | 32 | XBRUSD | sell | out | 15.00 | 50.69 | 32 | 0.00 | -39.30 | -630.00 | 122 808.33 | |
| 2017.05.31 23:30:14 | 33 | XTIUSD | buy | out | 18.00 | 47.78 | 33 | 0.00 | 14.04 | 4 014.00 | 126 836.37 | |
| 2017.07.03 03:00:00 | 34 | XTIUSD | sell | in | 18.00 | 46.40 | 34 | 0.00 | 0.00 | 0.00 | 126 836.37 | sell |
| 2017.07.03 03:00:00 | 35 | XBRUSD | buy | in | 15.00 | 46.56 | 35 | 0.00 | 0.00 | 0.00 | 126 836.37 | buy |
| 2017.07.05 01:00:15 | 36 | XBRUSD | sell | out | 15.00 | 49.67 | 36 | 0.00 | -39.30 | 4 665.00 | 131 462.07 | |
| 2017.07.05 01:00:15 | 37 | XTIUSD | buy | out | 18.00 | 46.49 | 37 | 0.00 | 14.04 | -162.00 | 131 314.11 | |
| 2017.07.05 03:00:00 | 38 | XTIUSD | sell | in | 19.50 | 47.24 | 38 | 0.00 | 0.00 | 0.00 | 131 314.11 | sell |
| 2017.07.05 03:00:00 | 39 | XBRUSD | buy | in | 16.50 | 48.04 | 39 | 0.00 | 0.00 | 0.00 | 131 314.11 | buy |
| 2017.07.05 16:43:07 | 40 | XBRUSD | sell | out | 16.50 | 48.98 | 40 | 0.00 | 0.00 | 1 551.00 | 132 865.11 | |
| 2017.07.05 16:43:08 | 41 | XTIUSD | buy | out | 19.50 | 46.33 | 41 | 0.00 | 0.00 | 1 774.50 | 134 639.61 | |
| 2017.07.17 03:00:00 | 42 | XTIUSD | sell | in | 19.50 | 46.80 | 42 | 0.00 | 0.00 | 0.00 | 134 639.61 | sell |
| 2017.07.17 03:00:00 | 43 | XBRUSD | buy | in | 16.50 | 47.45 | 43 | 0.00 | 0.00 | 0.00 | 134 639.61 | buy |
| 2017.07.18 01:00:00 | 44 | XBRUSD | sell | out | 16.50 | 48.54 | 44 | 0.00 | -21.62 | 1 798.50 | 136 416.49 | |
| 2017.07.18 01:00:00 | 45 | XTIUSD | buy | out | 19.50 | 45.64 | 45 | 0.00 | 7.61 | 2 262.00 | 138 686.10 | |
| 2017.07.25 23:30:16 | 46 | XTIUSD | sell | in | 19.50 | 48.02 | 46 | 0.00 | 0.00 | 0.00 | 138 686.10 | sell |
| 2017.07.25 23:30:16 | 47 | XBRUSD | buy | in | 16.50 | 49.02 | 47 | 0.00 | 0.00 | 0.00 | 138 686.10 | buy |
| 2017.07.26 01:00:00 | 48 | XBRUSD | sell | out | 16.50 | 50.97 | 48 | 0.00 | -21.62 | 3 217.50 | 141 881.98 | |
| 2017.07.26 01:00:00 | 49 | XTIUSD | buy | out | 19.50 | 47.43 | 49 | 0.00 | 7.61 | 1 150.50 | 143 040.09 | |
| 2017.07.26 03:00:00 | 50 | XTIUSD | sell | in | 21.00 | 48.42 | 50 | 0.00 | 0.00 | 0.00 | 143 040.09 | sell |
| 2017.07.26 03:00:00 | 51 | XBRUSD | buy | in | 17.50 | 48.98 | 51 | 0.00 | 0.00 | 0.00 | 143 040.09 | buy |
| 2017.07.27 01:00:00 | 52 | XBRUSD | sell | out | 17.50 | 51.02 | 52 | 0.00 | -68.78 | 3 570.00 | 146 541.31 | |
| 2017.07.27 01:00:00 | 53 | XTIUSD | buy | out | 21.00 | 47.79 | 53 | 0.00 | 24.57 | 1 323.00 | 147 888.88 | |
| 2017.07.27 03:00:00 | 54 | XTIUSD | sell | in | 21.00 | 48.67 | 54 | 0.00 | 0.00 | 0.00 | 147 888.88 | sell |
| 2017.07.27 03:00:00 | 55 | XBRUSD | buy | in | 17.50 | 49.50 | 55 | 0.00 | 0.00 | 0.00 | 147 888.88 | buy |
| 2017.07.28 12:11:00 | 56 | XBRUSD | sell | out | 17.50 | 51.28 | 56 | 0.00 | -22.93 | 3 115.00 | 150 980.95 | |
| 2017.07.28 12:11:00 | 57 | XTIUSD | buy | out | 21.00 | 48.27 | 57 | 0.00 | 8.19 | 840.00 | 151 829.14 | |
| 2017.08.02 03:00:00 | 58 | XTIUSD | sell | in | 22.50 | 48.84 | 58 | 0.00 | 0.00 | 0.00 | 151 829.14 | sell |
| 2017.08.02 03:00:00 | 59 | XBRUSD | buy | in | 19.00 | 49.71 | 59 | 0.00 | 0.00 | 0.00 | 151 829.14 | buy |
| 2017.08.03 01:00:00 | 60 | XBRUSD | sell | out | 19.00 | 52.34 | 60 | 0.00 | -74.67 | 4 997.00 | 156 751.47 | |
| 2017.08.03 01:00:00 | 61 | XTIUSD | buy | out | 22.50 | 49.04 | 61 | 0.00 | 26.33 | -450.00 | 156 327.80 | |
| 2017.08.04 18:54:15 | 62 | XTIUSD | sell | in | 22.50 | 49.49 | 62 | 0.00 | 0.00 | 0.00 | 156 327.80 | sell |
| 2017.08.04 18:54:16 | 63 | XBRUSD | buy | in | 19.00 | 50.71 | 63 | 0.00 | 0.00 | 0.00 | 156 327.80 | buy |
| 2017.08.08 01:00:00 | 64 | XBRUSD | sell | out | 19.00 | 52.26 | 64 | 0.00 | -49.78 | 2 945.00 | 159 223.02 | |
| 2017.08.08 01:00:00 | 65 | XTIUSD | buy | out | 22.50 | 48.84 | 65 | 0.00 | 17.56 | 1 462.50 | 160 703.08 | |
| 2017.08.09 18:06:40 | 66 | XTIUSD | sell | in | 24.00 | 49.50 | 66 | 0.00 | 0.00 | 0.00 | 160 703.08 | sell |
| 2017.08.09 18:06:41 | 67 | XBRUSD | buy | in | 20.50 | 50.63 | 67 | 0.00 | 0.00 | 0.00 | 160 703.08 | buy |
| 2017.08.10 01:00:00 | 68 | XBRUSD | sell | out | 20.50 | 52.75 | 68 | 0.00 | -80.57 | 4 346.00 | 164 968.51 | |
| 2017.08.10 01:00:00 | 69 | XTIUSD | buy | out | 24.00 | 49.09 | 69 | 0.00 | 28.08 | 984.00 | 165 980.59 | |
| 2017.08.10 03:00:00 | 70 | XTIUSD | sell | in | 24.00 | 49.71 | 70 | 0.00 | 0.00 | 0.00 | 165 980.59 | sell |
| 2017.08.10 03:00:00 | 71 | XBRUSD | buy | in | 20.50 | 50.68 | 71 | 0.00 | 0.00 | 0.00 | 165 980.59 | buy |
| 2017.08.10 17:01:41 | 72 | XBRUSD | sell | out | 20.50 | 53.07 | 72 | 0.00 | 0.00 | 4 899.50 | 170 880.09 | |
| 2017.08.10 17:01:42 | 73 | XTIUSD | buy | out | 24.00 | 49.81 | 73 | 0.00 | 0.00 | -240.00 | 170 640.09 | |
| 2017.08.29 01:00:00 | 74 | XTIUSD | buy | in | 25.50 | 45.50 | 74 | 0.00 | 0.00 | 0.00 | 170 640.09 | buy |
| 2017.08.29 01:00:00 | 75 | XBRUSD | sell | in | 21.50 | 51.56 | 75 | 0.00 | 0.00 | 0.00 | 170 640.09 | sell |
| 2017.09.06 03:00:08 | 76 | XBRUSD | buy | out | 21.50 | 52.16 | 76 | 0.00 | 51.60 | -1 290.00 | 169 401.69 | |
| 2017.09.06 03:00:08 | 77 | XTIUSD | sell | out | 25.50 | 48.84 | 77 | 0.00 | -252.96 | 8 517.00 | 177 665.73 | |
| 2017.09.08 20:18:34 | 78 | XTIUSD | buy | in | 25.50 | 48.17 | 78 | 0.00 | 0.00 | 0.00 | 177 665.73 | buy |
| 2017.09.08 20:18:34 | 79 | XBRUSD | sell | in | 21.50 | 53.85 | 79 | 0.00 | 0.00 | 0.00 | 177 665.73 | sell |
| 2017.09.14 03:00:00 | 80 | XBRUSD | buy | out | 21.50 | 53.00 | 80 | 0.00 | 38.70 | 1 827.50 | 179 531.93 | |
| 2017.09.14 03:00:00 | 81 | XTIUSD | sell | out | 25.50 | 49.61 | 81 | 0.00 | -189.72 | 3 672.00 | 183 014.21 | |
| 2017.09.22 01:00:00 | 82 | XTIUSD | buy | in | 27.00 | 50.11 | 82 | 0.00 | 0.00 | 0.00 | 183 014.21 | buy |
| 2017.09.22 01:00:00 | 83 | XBRUSD | sell | in | 23.00 | 56.20 | 83 | 0.00 | 0.00 | 0.00 | 183 014.21 | sell |
| 2017.09.22 03:00:01 | 84 | XBRUSD | buy | out | 23.00 | 54.76 | 84 | 0.00 | 0.00 | 3 312.00 | 186 326.21 | |
| 2017.09.22 03:00:01 | 85 | XTIUSD | sell | out | 27.00 | 50.77 | 85 | 0.00 | 0.00 | 1 782.00 | 188 108.21 | |
| 2017.09.25 18:33:00 | 86 | XTIUSD | buy | in | 27.00 | 50.98 | 86 | 0.00 | 0.00 | 0.00 | 188 108.21 | buy |
| 2017.09.25 18:33:00 | 87 | XBRUSD | sell | in | 23.00 | 57.78 | 87 | 0.00 | 0.00 | 0.00 | 188 108.21 | sell |
| 2017.09.28 12:06:05 | 88 | XBRUSD | buy | out | 23.00 | 56.81 | 88 | 0.00 | 34.50 | 2 231.00 | 190 373.71 | |
| 2017.09.28 12:06:05 | 89 | XTIUSD | sell | out | 27.00 | 52.39 | 89 | 0.00 | -167.40 | 3 807.00 | 194 013.31 | |
| 2017.10.03 01:00:00 | 90 | XTIUSD | buy | in | 28.50 | 49.99 | 90 | 0.00 | 0.00 | 0.00 | 194 013.31 | buy |
| 2017.10.03 01:00:00 | 91 | XBRUSD | sell | in | 24.00 | 56.04 | 91 | 0.00 | 0.00 | 0.00 | 194 013.31 | sell |
| 2017.10.03 03:00:00 | 92 | XBRUSD | buy | out | 24.00 | 54.76 | 92 | 0.00 | 0.00 | 3 072.00 | 197 085.31 | |
| 2017.10.03 03:00:00 | 93 | XTIUSD | sell | out | 28.50 | 50.69 | 93 | 0.00 | 0.00 | 1 995.00 | 199 080.31 | |
| 2017.10.06 01:00:00 | 94 | XTIUSD | buy | in | 28.50 | 50.72 | 94 | 0.00 | 0.00 | 0.00 | 199 080.31 | buy |
| 2017.10.06 01:00:00 | 95 | XBRUSD | sell | in | 24.00 | 56.87 | 95 | 0.00 | 0.00 | 0.00 | 199 080.31 | sell |
| 2017.11.22 02:57:30 | 96 | XBRUSD | buy | out | 24.00 | 62.48 | 96 | 0.00 | 324.00 | -13 464.00 | 185 940.31 | |
| 2017.11.22 02:57:30 | 97 | XTIUSD | sell | out | 28.50 | 57.19 | 97 | 0.00 | -1590.30 | 18 439.50 | 202 789.51 | |
| 2017.12.12 07:27:59 | 98 | XTIUSD | buy | in | 30.00 | 58.43 | 98 | 0.00 | 0.00 | 0.00 | 202 789.51 | buy |
| 2017.12.12 07:27:59 | 99 | XBRUSD | sell | in | 25.50 | 65.86 | 99 | 0.00 | 0.00 | 0.00 | 202 789.51 | sell |
| 2018.01.09 01:37:04 | 100 | XBRUSD | buy | out | 25.50 | 68.25 | 100 | 0.00 | 214.20 | -6 094.50 | 196 909.21 | |
| 2018.01.09 01:37:05 | 101 | XTIUSD | sell | out | 30.00 | 62.14 | 101 | 0.00 | -1041.60 | 11 130.00 | 206 997.61 | |
| 2018.01.29 02:45:59 | 102 | XTIUSD | sell | in | 30.00 | 66.40 | 102 | 0.00 | 0.00 | 0.00 | 206 997.61 | sell |
| 2018.01.29 02:45:59 | 103 | XBRUSD | buy | in | 25.50 | 70.54 | 103 | 0.00 | 0.00 | 0.00 | 206 997.61 | buy |
| 2018.04.06 02:01:25 | 104 | XBRUSD | sell | out | 25.50 | 68.94 | 104 | 0.00 | -2305.18 | -4 080.00 | 200 612.43 | |
| 2018.04.06 02:01:25 | 105 | XTIUSD | buy | out | 30.00 | 63.36 | 105 | 0.00 | 807.30 | 9 120.00 | 210 539.73 | |
| 2018.05.28 01:01:59 | 106 | XTIUSD | buy | in | 31.50 | 67.31 | 106 | 0.00 | 0.00 | 0.00 | 210 539.73 | buy |
| 2018.05.28 01:01:59 | 107 | XBRUSD | sell | in | 26.50 | 76.24 | 107 | 0.00 | 0.00 | 0.00 | 210 539.73 | sell |
| 2018.05.31 16:07:40 | 108 | XTIUSD | buy | in | 31.50 | 66.77 | 108 | 0.00 | 0.00 | 0.00 | 210 539.73 | buy |
| 2018.05.31 16:07:40 | 109 | XBRUSD | sell | in | 26.50 | 78.02 | 109 | 0.00 | 0.00 | 0.00 | 210 539.73 | sell |
| 2018.06.22 16:37:40 | 110 | XBRUSD | buy | out | 26.50 | 74.60 | 110 | 0.00 | 174.90 | 9 063.00 | 219 777.63 | |
| 2018.06.22 16:37:40 | 111 | XTIUSD | sell | out | 31.50 | 67.57 | 111 | 0.00 | -859.32 | 2 520.00 | 221 438.31 | |
| 2018.06.22 16:37:40 | 112 | XBRUSD | buy | out | 26.50 | 74.60 | 112 | 0.00 | 214.65 | 4 346.00 | 225 998.96 | |
| 2018.06.22 16:37:41 | 113 | XTIUSD | sell | out | 31.50 | 67.56 | 113 | 0.00 | -1054.62 | 787.50 | 225 731.84 | |
| 2018.06.27 17:31:16 | 114 | XTIUSD | sell | in | 33.00 | 72.59 | 114 | 0.00 | 0.00 | 0.00 | 225 731.84 | sell |
| 2018.06.27 17:31:17 | 115 | XBRUSD | buy | in | 28.00 | 77.76 | 115 | 0.00 | 0.00 | 0.00 | 225 731.84 | buy |
| 2018.07.03 08:31:05 | 116 | XTIUSD | sell | in | 33.00 | 74.71 | 116 | 0.00 | 0.00 | 0.00 | 225 731.84 | sell |
| 2018.07.03 08:31:05 | 117 | XBRUSD | buy | in | 28.00 | 77.93 | 117 | 0.00 | 0.00 | 0.00 | 225 731.84 | buy |
| 2018.08.17 13:20:31 | 118 | XBRUSD | sell | out | 28.00 | 71.75 | 118 | 0.00 | -1723.96 | -17 304.00 | 206 703.88 | |
| 2018.08.17 13:20:31 | 119 | XTIUSD | buy | out | 33.00 | 65.75 | 119 | 0.00 | 604.89 | 29 568.00 | 236 876.77 | |
| 2018.08.17 13:20:31 | 120 | XBRUSD | sell | out | 28.00 | 71.75 | 120 | 0.00 | -1944.04 | -16 828.00 | 218 104.73 | |
| 2018.08.17 13:20:32 | 121 | XTIUSD | buy | out | 33.00 | 65.74 | 121 | 0.00 | 682.11 | 22 605.00 | 241 391.84 | |
| 2018.09.10 17:53:35 | 122 | XTIUSD | buy | in | 36.00 | 67.97 | 122 | 0.00 | 0.00 | 0.00 | 241 391.84 | buy |
| 2018.09.10 17:53:35 | 123 | XBRUSD | sell | in | 30.50 | 77.03 | 123 | 0.00 | 0.00 | 0.00 | 241 391.84 | sell |
| 2018.09.21 17:20:33 | 124 | XBRUSD | buy | out | 30.50 | 79.63 | 124 | 0.00 | 118.95 | -7 930.00 | 233 580.79 | |
| 2018.09.21 17:20:33 | 125 | XTIUSD | sell | out | 36.00 | 71.85 | 125 | 0.00 | -580.32 | 13 968.00 | 246 968.47 | |
| 2018.09.27 21:25:37 | 126 | XTIUSD | buy | in | 36.00 | 72.14 | 126 | 0.00 | 0.00 | 0.00 | 246 968.47 | buy |
| 2018.09.27 21:25:37 | 127 | XBRUSD | sell | in | 30.50 | 81.91 | 127 | 0.00 | 0.00 | 0.00 | 246 968.47 | sell |
| 2018.11.07 18:23:04 | 128 | XTIUSD | buy | in | 36.00 | 61.40 | 128 | 0.00 | 0.00 | 0.00 | 246 968.47 | buy |
| 2018.11.07 18:23:04 | 129 | XBRUSD | sell | in | 30.50 | 71.68 | 129 | 0.00 | 0.00 | 0.00 | 246 968.47 | sell |
| 2018.12.18 21:41:37 | 130 | XTIUSD | buy | in | 36.00 | 46.11 | 130 | 0.00 | 0.00 | 0.00 | 246 968.47 | buy |
| 2018.12.18 21:41:37 | 131 | XBRUSD | sell | in | 30.50 | 56.13 | 131 | 0.00 | 0.00 | 0.00 | 246 968.47 | sell |
| 2019.03.01 23:59:59 | 132 | XBRUSD | buy | out | 30.50 | 64.83 | 132 | 0.00 | 686.25 | -26 535.00 | 221 119.72 | end of test |
| 2019.03.01 23:59:59 | 133 | XTIUSD | sell | out | 36.00 | 55.49 | 133 | 0.00 | -3348.00 | 33 768.00 | 251 539.72 | end of test |
| 2019.03.01 23:59:59 | 134 | XBRUSD | buy | out | 30.50 | 64.83 | 134 | 0.00 | 1061.40 | 20 892.50 | 273 493.62 | end of test |
| 2019.03.01 23:59:59 | 135 | XTIUSD | sell | out | 36.00 | 55.49 | 135 | 0.00 | -5178.24 | -21 276.00 | 247 039.38 | end of test |
| 2019.03.01 23:59:59 | 136 | XBRUSD | buy | out | 30.50 | 64.83 | 136 | 0.00 | 1418.25 | 52 094.00 | 300 551.63 | end of test |
| 2019.03.01 23:59:59 | 137 | XTIUSD | sell | out | 36.00 | 55.49 | 137 | 0.00 | -6919.20 | -59 940.00 | 233 692.43 | end of test |
| 0.00 | -23 882.57 | 157 575.00 | 233 692.43 | |||||||||