Strategy Tester Report |
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AdmiralMarkets-Demo (Build 1940) |
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Settings |
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| Expert: | Essai | |||||||||||
| Symbol: | EURUSD | |||||||||||
| Period: | H1 (2005.01.01 - 2018.11.23) | |||||||||||
| Inputs: | capital_dedicated_to_strategy=10000 | |||||||||||
| stocks=VTI | ||||||||||||
| bonds=TLTUS | ||||||||||||
| cash=SHY | ||||||||||||
| gold=GLD | ||||||||||||
| magicNumber=12345 | ||||||||||||
| Broker: | Admiral Markets AS | |||||||||||
| Currency: | USD | |||||||||||
| Initial Deposit: | 10 000.00 | |||||||||||
| Leverage: | 1:100 | |||||||||||
Results |
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| History Quality: | 94% | |||||||||||
| Bars: | 85799 | Ticks: | 318256171 | Symbols: | 4 | |||||||
| Total Net Profit: | 2 473.68 | Balance Drawdown Absolute: | 3.00 | Equity Drawdown Absolute: | 122.28 | |||||||
| Gross Profit: | 2 678.93 | Balance Drawdown Maximal: | 114.68 (0.92%) | Equity Drawdown Maximal: | 788.52 (7.14%) | |||||||
| Gross Loss: | -205.25 | Balance Drawdown Relative: | 0.92% (114.68) | Equity Drawdown Relative: | 7.14% (788.52) | |||||||
| Profit Factor: | 13.05 | Expected Payoff: | 65.10 | Margin Level: | 107.01% | |||||||
| Recovery Factor: | 3.14 | Sharpe Ratio: | 0.67 | Z-Score: | -3.52 (99.74%) | |||||||
| AHPR: | 1.0059 (0.59%) | LR Correlation: | 0.94 | OnTester result: | 0 | |||||||
| GHPR: | 1.0058 (0.58%) | LR Standard Error: | 313.77 | |||||||||
| Total Trades: | 38 | Short Trades (won %): | 0 (0.00%) | Long Trades (won %): | 38 (73.68%) | |||||||
| Total Deals: | 61 | Profit Trades (% of total): | 28 (73.68%) | Loss Trades (% of total): | 10 (26.32%) | |||||||
| Largest profit trade: | 424.70 | Largest loss trade: | -63.95 | |||||||||
| Average profit trade: | 95.68 | Average loss trade: | -20.53 | |||||||||
| Maximum consecutive wins ($): | 17 (2 194.52) | Maximum consecutive losses ($): | 8 (-114.68) | |||||||||
| Maximal consecutive profit (count): | 2 194.52 (17) | Maximal consecutive loss (count): | -114.68 (8) | |||||||||
| Average consecutive wins: | 7 | Average consecutive losses: | 3 | |||||||||
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| Correlation (Profits,MFE): | 0.90 | Correlation (Profits,MAE): | -0.91 | Correlation (MFE,MAE): | -0.7225 | |||||||
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| Minimal position holding time: | 18095:43:59 | Maximal position holding time: | 86974:56:59 | Average position holding time: | 49922:57:55 | |||||||
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Orders |
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|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
| 2005.01.03 01:02:00 | 2 | VTI | buy | 43.00 / 43.00 | 58.62 | 2005.01.03 01:02:00 | filled | Buy Trade. Magic Number #0 | ||||
| 2005.01.03 01:02:00 | 3 | TLTUS | buy | 28.00 / 28.00 | 88.76 | 2005.01.03 01:02:00 | filled | Buy Trade. Magic Number #12345 | ||||
| 2005.01.03 01:02:00 | 4 | SHY | buy | 31.00 / 31.00 | 81.46 | 2005.01.03 01:02:00 | filled | Buy Trade. Magic Number #12345 | ||||
| 2006.01.02 01:01:00 | 6 | VTI | sell | 1.00 / 1.00 | 61.67 | 2006.01.02 01:01:00 | filled | |||||
| 2006.01.02 01:01:00 | 7 | SHY | buy | 1.00 / 1.00 | 80.23 | 2006.01.02 01:01:00 | filled | Buy Trade. Magic Number #12345 | ||||
| 2006.01.02 01:01:00 | 8 | GLD | buy | 1.00 / 1.00 | 51.60 | 2006.01.02 01:01:00 | filled | Buy Trade. Magic Number #12345 | ||||
| 2007.01.01 01:06:30 | 9 | VTI | sell | 7.00 / 7.00 | 70.11 | 2007.01.01 01:06:30 | filled | |||||
| 2007.01.01 01:06:30 | 10 | TLTUS | buy | 1.00 / 1.00 | 88.45 | 2007.01.01 01:06:30 | filled | Buy Trade. Magic Number #12345 | ||||
| 2007.01.01 01:06:30 | 11 | SHY | buy | 3.00 / 3.00 | 79.98 | 2007.01.01 01:06:30 | filled | Buy Trade. Magic Number #12345 | ||||
| 2007.01.01 01:06:30 | 12 | GLD | buy | 2.00 / 2.00 | 63.23 | 2007.01.01 01:06:30 | filled | Buy Trade. Magic Number #12345 | ||||
| 2008.01.02 10:01:00 | 13 | VTI | sell | 10.00 / 10.00 | 71.71 | 2008.01.02 10:01:00 | filled | |||||
| 2008.01.02 10:01:00 | 14 | TLTUS | buy | 1.00 / 1.00 | 94.40 | 2008.01.02 10:01:00 | filled | Buy Trade. Magic Number #12345 | ||||
| 2008.01.02 10:01:00 | 15 | SHY | buy | 5.00 / 5.00 | 82.36 | 2008.01.02 10:01:00 | filled | Buy Trade. Magic Number #12345 | ||||
| 2008.01.02 10:01:00 | 16 | GLD | buy | 3.00 / 3.00 | 84.88 | 2008.01.02 10:01:00 | filled | Buy Trade. Magic Number #12345 | ||||
| 2009.01.02 07:01:00 | 17 | VTI | sell | 5.00 / 5.00 | 46.03 | 2009.01.02 07:01:00 | filled | |||||
| 2009.01.02 07:01:00 | 18 | TLTUS | sell | 5.00 / 5.00 | 116.35 | 2009.01.02 07:01:00 | filled | |||||
| 2009.01.02 07:01:00 | 19 | SHY | buy | 5.00 / 5.00 | 84.23 | 2009.01.02 07:01:00 | filled | Buy Trade. Magic Number #12345 | ||||
| 2009.01.02 07:01:00 | 20 | GLD | buy | 4.00 / 4.00 | 86.25 | 2009.01.02 07:01:00 | filled | Buy Trade. Magic Number #12345 | ||||
| 2010.01.04 01:00:00 | 21 | VTI | sell | 2.00 / 2.00 | 57.31 | 2010.01.04 01:00:00 | filled | |||||
| 2010.01.04 01:00:00 | 22 | TLTUS | sell | 5.00 / 5.00 | 89.81 | 2010.01.04 01:00:00 | filled | |||||
| 2010.01.04 01:00:00 | 23 | SHY | buy | 6.00 / 6.00 | 83.09 | 2010.01.04 01:00:00 | filled | Buy Trade. Magic Number #12345 | ||||
| 2010.01.04 01:00:00 | 24 | GLD | buy | 1.00 / 1.00 | 109.82 | 2010.01.04 01:00:00 | filled | Buy Trade. Magic Number #12345 | ||||
| 2011.01.03 01:00:00 | 25 | TLTUS | sell | 4.00 / 4.00 | 93.41 | 2011.01.03 01:00:00 | filled | |||||
| 2011.01.03 01:00:00 | 26 | SHY | buy | 7.00 / 7.00 | 83.98 | 2011.01.03 01:00:00 | filled | Buy Trade. Magic Number #12345 | ||||
| 2011.01.03 01:00:00 | 27 | GLD | sell | 1.00 / 1.00 | 138.00 | 2011.01.03 01:00:00 | filled | |||||
| 2012.01.02 01:00:00 | 28 | VTI | buy | 4.00 / 4.00 | 64.32 | 2012.01.02 01:00:00 | filled | Buy Trade. Magic Number #12345 | ||||
| 2012.01.02 01:00:00 | 29 | TLTUS | sell | 4.00 / 4.00 | 121.25 | 2012.01.02 01:00:00 | filled | |||||
| 2012.01.02 01:00:00 | 30 | SHY | buy | 10.00 / 10.00 | 84.52 | 2012.01.02 01:00:00 | filled | Buy Trade. Magic Number #12345 | ||||
| 2012.01.02 01:00:00 | 31 | GLD | sell | 2.00 / 2.00 | 151.99 | 2012.01.02 01:00:00 | filled | |||||
| 2013.01.02 08:00:00 | 32 | VTI | buy | 3.00 / 3.00 | 75.16 | 2013.01.02 08:00:00 | filled | Buy Trade. Magic Number #12345 | ||||
| 2013.01.02 08:00:00 | 33 | TLTUS | sell | 4.00 / 4.00 | 119.56 | 2013.01.02 08:00:00 | filled | |||||
| 2013.01.02 08:00:00 | 34 | SHY | buy | 13.00 / 13.00 | 84.42 | 2013.01.02 08:00:00 | filled | Buy Trade. Magic Number #12345 | ||||
| 2013.01.02 08:00:00 | 35 | GLD | sell | 3.00 / 3.00 | 163.17 | 2013.01.02 08:00:00 | filled | |||||
| 2014.01.02 00:07:00 | 36 | VTI | sell | 3.00 / 3.00 | 95.08 | 2014.01.02 00:07:00 | filled | |||||
| 2014.01.02 00:07:00 | 37 | TLTUS | sell | 3.00 / 3.00 | 102.17 | 2014.01.02 00:07:00 | filled | |||||
| 2014.01.02 00:07:00 | 38 | SHY | buy | 15.00 / 15.00 | 84.44 | 2014.01.02 00:07:00 | filled | Buy Trade. Magic Number #12345 | ||||
| 2014.01.02 00:07:00 | 39 | GLD | sell | 4.00 / 4.00 | 118.00 | 2014.01.02 00:07:00 | filled | |||||
| 2015.01.02 00:07:00 | 40 | VTI | sell | 9.00 / 9.00 | 105.92 | 2015.01.02 00:07:00 | filled | |||||
| 2015.01.02 00:07:00 | 41 | TLTUS | sell | 1.00 / 1.00 | 127.32 | 2015.01.02 00:07:00 | filled | |||||
| 2015.01.02 00:07:00 | 42 | SHY | buy | 17.00 / 17.00 | 84.56 | 2015.01.02 00:07:00 | filled | Buy Trade. Magic Number #12345 | ||||
| 2015.01.02 00:07:00 | 43 | GLD | sell | 1.00 / 1.00 | 114.08 | 2015.01.02 00:07:00 | filled | |||||
| 2016.01.04 00:15:00 | 44 | VTI | sell | 6.00 / 6.00 | 102.74 | 2016.01.04 00:15:00 | filled | |||||
| 2016.01.04 00:15:00 | 45 | TLTUS | sell | 1.00 / 1.00 | 121.45 | 2016.01.04 00:15:00 | filled | |||||
| 2016.01.04 00:15:00 | 46 | SHY | buy | 18.00 / 18.00 | 84.49 | 2016.01.04 00:15:00 | filled | Buy Trade. Magic Number #12345 | ||||
| 2017.01.02 09:00:00 | 47 | VTI | sell | 4.00 / 4.00 | 115.32 | 2017.01.02 09:00:00 | filled | |||||
| 2018.01.02 03:00:00 | 49 | VTI | sell | 3.00 / 3.00 | 138.22 | 2018.01.02 03:00:00 | filled | |||||
| 2018.11.22 23:58:59 | 51 | SHY | sell | 18.00 / 18.00 | 83.17 | 2018.11.22 23:58:59 | filled | end of test | ||||
| 2018.11.22 23:58:59 | 52 | SHY | sell | 17.00 / 17.00 | 83.17 | 2018.11.22 23:58:59 | filled | end of test | ||||
| 2018.11.22 23:58:59 | 53 | SHY | sell | 15.00 / 15.00 | 83.17 | 2018.11.22 23:58:59 | filled | end of test | ||||
| 2018.11.22 23:58:59 | 54 | SHY | sell | 13.00 / 13.00 | 83.17 | 2018.11.22 23:58:59 | filled | end of test | ||||
| 2018.11.22 23:58:59 | 55 | SHY | sell | 10.00 / 10.00 | 83.17 | 2018.11.22 23:58:59 | filled | end of test | ||||
| 2018.11.22 23:58:59 | 56 | SHY | sell | 7.00 / 7.00 | 83.17 | 2018.11.22 23:58:59 | filled | end of test | ||||
| 2018.11.22 23:58:59 | 57 | SHY | sell | 6.00 / 6.00 | 83.17 | 2018.11.22 23:58:59 | filled | end of test | ||||
| 2018.11.22 23:58:59 | 58 | SHY | sell | 5.00 / 5.00 | 83.17 | 2018.11.22 23:58:59 | filled | end of test | ||||
| 2018.11.22 23:58:59 | 59 | SHY | sell | 5.00 / 5.00 | 83.17 | 2018.11.22 23:58:59 | filled | end of test | ||||
| 2018.11.22 23:58:59 | 60 | TLTUS | sell | 1.00 / 1.00 | 115.04 | 2018.11.22 23:58:59 | filled | end of test | ||||
| 2018.11.22 23:58:59 | 61 | SHY | sell | 3.00 / 3.00 | 83.17 | 2018.11.22 23:58:59 | filled | end of test | ||||
| 2018.11.22 23:58:59 | 62 | TLTUS | sell | 1.00 / 1.00 | 115.04 | 2018.11.22 23:58:59 | filled | end of test | ||||
| 2018.11.22 23:58:59 | 63 | SHY | sell | 1.00 / 1.00 | 83.17 | 2018.11.22 23:58:59 | filled | end of test | ||||
| 2018.11.22 23:58:59 | 64 | SHY | sell | 31.00 / 31.00 | 83.17 | 2018.11.22 23:58:59 | filled | end of test | ||||
| 2018.11.22 23:58:59 | 65 | TLTUS | sell | 1.00 / 1.00 | 115.04 | 2018.11.22 23:58:59 | filled | end of test | ||||
Deals |
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| Time | Deal | Symbol | Type | Direction | Volume | Price | Order | Commission | Swap | Profit | Balance | Comment |
| 2005.01.01 00:00:00 | 1 | balance | 0.00 | 0.00 | 10 000.00 | 10 000.00 | ||||||
| 2005.01.03 01:02:00 | 2 | VTI | buy | in | 43.00 | 58.62 | 2 | -1.00 | 0.00 | 0.00 | 9 999.00 | Buy Trade. Magic Number #0 |
| 2005.01.03 01:02:00 | 3 | TLTUS | buy | in | 28.00 | 88.76 | 3 | -1.00 | 0.00 | 0.00 | 9 998.00 | Buy Trade. Magic Number #12345 |
| 2005.01.03 01:02:00 | 4 | SHY | buy | in | 31.00 | 81.46 | 4 | -1.00 | 0.00 | 0.00 | 9 997.00 | Buy Trade. Magic Number #12345 |
| 2006.01.02 01:01:00 | 5 | VTI | sell | out | 1.00 | 61.67 | 6 | -1.00 | 0.00 | 3.05 | 9 999.05 | |
| 2006.01.02 01:01:00 | 6 | SHY | buy | in | 1.00 | 80.23 | 7 | -1.00 | 0.00 | 0.00 | 9 998.05 | Buy Trade. Magic Number #12345 |
| 2006.01.02 01:01:00 | 7 | GLD | buy | in | 1.00 | 51.60 | 8 | -1.00 | 0.00 | 0.00 | 9 997.05 | Buy Trade. Magic Number #12345 |
| 2007.01.01 01:06:30 | 8 | VTI | sell | out | 7.00 | 70.11 | 9 | -1.00 | 0.00 | 80.43 | 10 076.48 | |
| 2007.01.01 01:06:30 | 9 | TLTUS | buy | in | 1.00 | 88.45 | 10 | -1.00 | 0.00 | 0.00 | 10 075.48 | Buy Trade. Magic Number #12345 |
| 2007.01.01 01:06:30 | 10 | SHY | buy | in | 3.00 | 79.98 | 11 | -1.00 | 0.00 | 0.00 | 10 074.48 | Buy Trade. Magic Number #12345 |
| 2007.01.01 01:06:30 | 11 | GLD | buy | in | 2.00 | 63.23 | 12 | -1.00 | 0.00 | 0.00 | 10 073.48 | Buy Trade. Magic Number #12345 |
| 2008.01.02 10:01:00 | 12 | VTI | sell | out | 10.00 | 71.71 | 13 | -1.00 | 0.00 | 130.90 | 10 203.38 | |
| 2008.01.02 10:01:00 | 13 | TLTUS | buy | in | 1.00 | 94.40 | 14 | -1.00 | 0.00 | 0.00 | 10 202.38 | Buy Trade. Magic Number #12345 |
| 2008.01.02 10:01:00 | 14 | SHY | buy | in | 5.00 | 82.36 | 15 | -1.00 | 0.00 | 0.00 | 10 201.38 | Buy Trade. Magic Number #12345 |
| 2008.01.02 10:01:00 | 15 | GLD | buy | in | 3.00 | 84.88 | 16 | -1.00 | 0.00 | 0.00 | 10 200.38 | Buy Trade. Magic Number #12345 |
| 2009.01.02 07:01:00 | 16 | VTI | sell | out | 5.00 | 46.03 | 17 | -1.00 | 0.00 | -62.95 | 10 136.43 | |
| 2009.01.02 07:01:00 | 17 | TLTUS | sell | out | 5.00 | 116.35 | 18 | -1.00 | 0.00 | 137.95 | 10 273.38 | |
| 2009.01.02 07:01:00 | 18 | SHY | buy | in | 5.00 | 84.23 | 19 | -1.00 | 0.00 | 0.00 | 10 272.38 | Buy Trade. Magic Number #12345 |
| 2009.01.02 07:01:00 | 19 | GLD | buy | in | 4.00 | 86.25 | 20 | -1.00 | 0.00 | 0.00 | 10 271.38 | Buy Trade. Magic Number #12345 |
| 2010.01.04 01:00:00 | 20 | VTI | sell | out | 2.00 | 57.31 | 21 | -1.00 | 0.00 | -2.62 | 10 267.76 | |
| 2010.01.04 01:00:00 | 21 | TLTUS | sell | out | 5.00 | 89.81 | 22 | -1.00 | 0.00 | 5.25 | 10 272.01 | |
| 2010.01.04 01:00:00 | 22 | SHY | buy | in | 6.00 | 83.09 | 23 | -1.00 | 0.00 | 0.00 | 10 271.01 | Buy Trade. Magic Number #12345 |
| 2010.01.04 01:00:00 | 23 | GLD | buy | in | 1.00 | 109.82 | 24 | -1.00 | 0.00 | 0.00 | 10 270.01 | Buy Trade. Magic Number #12345 |
| 2011.01.03 01:00:00 | 24 | TLTUS | sell | out | 4.00 | 93.41 | 25 | -1.00 | 0.00 | 18.60 | 10 287.61 | |
| 2011.01.03 01:00:00 | 25 | SHY | buy | in | 7.00 | 83.98 | 26 | -1.00 | 0.00 | 0.00 | 10 286.61 | Buy Trade. Magic Number #12345 |
| 2011.01.03 01:00:00 | 26 | GLD | sell | out | 1.00 | 138.00 | 27 | -1.00 | 0.00 | 86.40 | 10 372.01 | |
| 2012.01.02 01:00:00 | 27 | VTI | buy | in | 4.00 | 64.32 | 28 | -1.00 | 0.00 | 0.00 | 10 371.01 | Buy Trade. Magic Number #12345 |
| 2012.01.02 01:00:00 | 28 | TLTUS | sell | out | 4.00 | 121.25 | 29 | -1.00 | 0.00 | 129.96 | 10 499.97 | |
| 2012.01.02 01:00:00 | 29 | SHY | buy | in | 10.00 | 84.52 | 30 | -1.00 | 0.00 | 0.00 | 10 498.97 | Buy Trade. Magic Number #12345 |
| 2012.01.02 01:00:00 | 30 | GLD | sell | out | 2.00 | 151.99 | 31 | -1.00 | 0.00 | 177.52 | 10 675.49 | |
| 2013.01.02 08:00:00 | 31 | VTI | buy | in | 3.00 | 75.16 | 32 | -1.00 | 0.00 | 0.00 | 10 674.49 | Buy Trade. Magic Number #12345 |
| 2013.01.02 08:00:00 | 32 | TLTUS | sell | out | 4.00 | 119.56 | 33 | -1.00 | 0.00 | 123.20 | 10 796.69 | |
| 2013.01.02 08:00:00 | 33 | SHY | buy | in | 13.00 | 84.42 | 34 | -1.00 | 0.00 | 0.00 | 10 795.69 | Buy Trade. Magic Number #12345 |
| 2013.01.02 08:00:00 | 34 | GLD | sell | out | 3.00 | 163.17 | 35 | -1.00 | 0.00 | 234.87 | 11 029.56 | |
| 2014.01.02 00:07:00 | 35 | VTI | sell | out | 3.00 | 95.08 | 36 | -1.00 | 0.00 | 109.38 | 11 137.94 | |
| 2014.01.02 00:07:00 | 36 | TLTUS | sell | out | 3.00 | 102.17 | 37 | -1.00 | 0.00 | 40.23 | 11 177.17 | |
| 2014.01.02 00:07:00 | 37 | SHY | buy | in | 15.00 | 84.44 | 38 | -1.00 | 0.00 | 0.00 | 11 176.17 | Buy Trade. Magic Number #12345 |
| 2014.01.02 00:07:00 | 38 | GLD | sell | out | 4.00 | 118.00 | 39 | -1.00 | 0.00 | 127.00 | 11 302.17 | |
| 2015.01.02 00:07:00 | 39 | VTI | sell | out | 9.00 | 105.92 | 40 | -1.00 | 0.00 | 425.70 | 11 726.87 | |
| 2015.01.02 00:07:00 | 40 | TLTUS | sell | out | 1.00 | 127.32 | 41 | -1.00 | 0.00 | 38.56 | 11 764.43 | |
| 2015.01.02 00:07:00 | 41 | SHY | buy | in | 17.00 | 84.56 | 42 | -1.00 | 0.00 | 0.00 | 11 763.43 | Buy Trade. Magic Number #12345 |
| 2015.01.02 00:07:00 | 42 | GLD | sell | out | 1.00 | 114.08 | 43 | -1.00 | 0.00 | 4.26 | 11 766.69 | |
| 2016.01.04 00:15:00 | 43 | VTI | sell | out | 6.00 | 102.74 | 44 | -1.00 | 0.00 | 264.72 | 12 030.41 | |
| 2016.01.04 00:15:00 | 44 | TLTUS | sell | out | 1.00 | 121.45 | 45 | -1.00 | 0.00 | 32.69 | 12 062.10 | |
| 2016.01.04 00:15:00 | 45 | SHY | buy | in | 18.00 | 84.49 | 46 | -1.00 | 0.00 | 0.00 | 12 061.10 | Buy Trade. Magic Number #12345 |
| 2017.01.02 09:00:00 | 46 | VTI | sell | out | 4.00 | 115.32 | 47 | -1.00 | 0.00 | 204.00 | 12 264.10 | |
| 2018.01.02 03:00:00 | 47 | VTI | sell | out | 3.00 | 138.22 | 49 | -1.00 | 0.00 | 189.18 | 12 452.28 | |
| 2018.11.22 23:58:59 | 48 | SHY | sell | out | 18.00 | 83.17 | 51 | -1.00 | 0.00 | -23.76 | 12 427.52 | end of test |
| 2018.11.22 23:58:59 | 49 | SHY | sell | out | 17.00 | 83.17 | 52 | -1.00 | 0.00 | -23.63 | 12 402.89 | end of test |
| 2018.11.22 23:58:59 | 50 | SHY | sell | out | 15.00 | 83.17 | 53 | -1.00 | 0.00 | -19.05 | 12 382.84 | end of test |
| 2018.11.22 23:58:59 | 51 | SHY | sell | out | 13.00 | 83.17 | 54 | -1.00 | 0.00 | -16.25 | 12 365.59 | end of test |
| 2018.11.22 23:58:59 | 52 | SHY | sell | out | 10.00 | 83.17 | 55 | -1.00 | 0.00 | -13.50 | 12 351.09 | end of test |
| 2018.11.22 23:58:59 | 53 | SHY | sell | out | 7.00 | 83.17 | 56 | -1.00 | 0.00 | -5.67 | 12 344.42 | end of test |
| 2018.11.22 23:58:59 | 54 | SHY | sell | out | 6.00 | 83.17 | 57 | -1.00 | 0.00 | 0.48 | 12 343.90 | end of test |
| 2018.11.22 23:58:59 | 55 | SHY | sell | out | 5.00 | 83.17 | 58 | -1.00 | 0.00 | -5.30 | 12 337.60 | end of test |
| 2018.11.22 23:58:59 | 56 | SHY | sell | out | 5.00 | 83.17 | 59 | -1.00 | 0.00 | 4.05 | 12 340.65 | end of test |
| 2018.11.22 23:58:59 | 57 | TLTUS | sell | out | 1.00 | 115.04 | 60 | -1.00 | 0.00 | 20.64 | 12 360.29 | end of test |
| 2018.11.22 23:58:59 | 58 | SHY | sell | out | 3.00 | 83.17 | 61 | -1.00 | 0.00 | 9.57 | 12 368.86 | end of test |
| 2018.11.22 23:58:59 | 59 | TLTUS | sell | out | 1.00 | 115.04 | 62 | -1.00 | 0.00 | 26.59 | 12 394.45 | end of test |
| 2018.11.22 23:58:59 | 60 | SHY | sell | out | 1.00 | 83.17 | 63 | -1.00 | 0.00 | 2.94 | 12 396.39 | end of test |
| 2018.11.22 23:58:59 | 61 | SHY | sell | out | 31.00 | 83.17 | 64 | -1.00 | 0.00 | 53.01 | 12 448.40 | end of test |
| 2018.11.22 23:58:59 | 62 | TLTUS | sell | out | 1.00 | 115.04 | 65 | -1.00 | 0.00 | 26.28 | 12 473.68 | end of test |
| -61.00 | 0.00 | 2 534.68 | 12 473.68 | |||||||||