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1 Time and Date: the information is organised in chronological order on the Table sheet
2 Ticket No: this assumes that all trades have a unique identifier
3 Symbol: The table sheet calculates the trading edge of each security in a timely manner
4 Type: Buy/Sell, this allows rapid sort
5 Buy/Sell Lots: this field is useful for multiple entries/exits. It can be replaced by strategy name
6 Profit: this is an absolute USD P&L
7 Contribution: this is a simple P&L / Contribution field. There is no currency conversion, benchmarking or
ROW fields in Tabular Form: In the PivotTableFields: click on Field Settings: in Layout & Print table: Click on Show item
ROW Fields SubTotals deactivated: In the PivotTableFields: click on Field Settings: SubTotal & Filters table, Subtotals:
PivotTable Options Totals Columns deactivated: Right-click anywhere in the PivotTable, go to Totals & Filters, unchec
Column Label: Click on Select All to allow automatic refreshing
Right-click anywhere on any pivot table and hit Refresh
Charts
This file has no macros, no VBA function. This means chart area setting is manual. It is however simple
Group (Shift +Alt +[right arrow]), Ungroup (Shift +Alt +[right arrow]) rows to scale charts
Useful tips:
1. Run this analysis periodically and keep track of your evolution to receive the full benefits
2. Truncate data: the current file looks at the entire population. Segment your trading history into blocks when your
3. Comment and annotate entries/exits. You will realise that a bit of finesse on exit will go a long way. It is useful to k
Mean Reversion shape: if the shape of your distribution looks like the picture below, then your style is me
Trend Following shape: if the shape of your distribution looks like the picture below, then your style is me
Ideal Shape: ideally You would like to have a distribution that combines the benefits of both styles w/o ha
ry, provided data is loaded in the fields coloured in blue and the pivot table reset
e Table sheet
timely manner
cy conversion, benchmarking or modified-Dietz time-series. Relative performance calculation should take place in this field
is however simple
ng history into blocks when your strategy performs, when it does not.
will go a long way. It is useful to keep track of exits
Common Sense Ratio < 1 the lower the tail ratio, the longer it takes to recoup losses
Common Sense Ratio < 1 Risk is in low win% and short right tail
Risk Metrics
CSR
Win% > 50%: quick compounding
Symmetrical rules on Long& Short sides: avoid conflicting signals
How to get there
from mean reversion
1 Stop Loss around 2* 90th percentile of profit
2 Partial exit and trailing stop loss for the remainder
-0.32%
-0.27%
-0.22%
-0.16%
-0.11%
-0.05%
0.00%
0.06%
0.11%
0.16%
0.22%
0.27%
0.33%
0.38%
0.44%
0.49%
0.54%
0.60%
0.65%
0.71%
0.76%
0.82%
0.87%
0.92%
0.98%
1.03%
1.09%
1.14%
2581754 buy 0.1
2581936 buy 0.3 -0.20%
2582060 sell
2582071 sell 0.22% BUY Movi ng ave rage (BUY) SELL
2582338 sell 0.06%
2586134 sell 0.11%
2586891 sell 0.45%
2604439 sell 0.42%
2582410 sell -0.06%
2582726 sell 0.05%
2585708 sell 0.15%
2582775 buy 0.2 -0.17%
2583081 buy 0.1
2583235 buy 0.1
2583592 buy 0.2
2584249 sell
2584872 buy 0.2
2586111 sell
2586162 sell
2586249 sell 0.31%
2586250 sell -0.06%
2597450 sell 0.33%
2586497 sell 0.05%
2588367 sell 0.03%
2586761 sell 0.31%
2586995 buy 0.2 -0.14%
2587154 buy 0.1
2587156 sell
2587734 buy 0.2
2587737 buy 0.2
2587777 buy 0.1
2600224 buy 0.1
2587936 sell
2591277 sell
2588015 buy 0.1
2588867 sell 0.00%
2591272 sell -0.01%
2590296 sell 0.11%
2593594 sell 0.27%
2590669 sell 0.17%
2590845 sell -0.01%
2591387 sell -0.14%
2591683 sell
2593247 buy 0.1
2593465 buy 0.1
2593840 sell 0.19%
2593972 buy 0.2 -0.01%
2595019 buy 0.1 -0.07%
2595286 sell 0.30%
2595446 buy 0.2
2595494 sell
2596823 sell
2595573 buy 0.1 0.01%
2597354 buy 0.1 -0.05%
2595605 sell 2.31%
2595920 buy 0.2
2596010 sell -0.05%
2596307 sell
2599897 sell
2597189 buy 0.1
2607621 buy 0.1
2597464 sell
2597476 sell
2598652 buy 0.2
2599486 sell 0.15%
2599595 sell
2600831 sell
2600260 buy 0.2 -0.05%
2600385 sell -0.04%
2600473 sell
2604229 sell
2600560 buy 0.1
2600641 sell -0.03%
2601222 buy 0.2
2601223 sell 0.84%
2601369 buy 0.2
2602230 sell
2608733 sell
2608849 sell
2602568 sell -0.25%
2609559 sell
2609585 sell
2609620 buy 0.1 0.03%
2611091 buy 0.1 -0.10%
2609821 buy 0.2
2609961 sell 0.02%
2618164 sell 0.09%
2609999 sell 0.07%
2614315 sell 0.21%
2610225 buy 0.2 -0.01%
2610596 buy 0.3
2610638 buy 0.2 -0.17%
2610842 sell
2610894 sell
2611107 buy 0.1
2615929 buy 0.1
2611322 sell
2611535 buy 0.1
2614136 buy 0.1
2611545 buy 0.2
2611559 buy 0.2
2611897 buy 0.2
2612203 sell -0.05%
2612210 sell
2613463 sell 0.18%
2613683 buy 0.1
2613722 buy 0.2 -0.02%
2617382 sell 0.05%
2619288 sell 0.00%
2617486 sell 0.08%
2619287 sell 0.07%
2618117 sell 0.01%
2618118 sell 0.00%
2618119 buy 0.1
2623974 sell 0.10%
2618134 sell 0.03%
2620863 sell 0.08%
2618622 buy 0.1
2619265 sell
2623497 sell
2619549 buy 0.1
2619630 sell
2623231 sell
2619642 sell 0.12%
2623507 sell -0.05%
2619753 buy 0.1
2619827 sell 0.18%
2621702 sell -0.08%
2622763 sell 0.10%
2626678 sell 0.24%
2623745 buy 0.1 -0.00%
2624614 buy 0.1
2625520 buy 0.1
2625523 sell 0.11%
2626241 sell -0.15%
2626570 buy 0.1 0.05%
2632177 buy 0.1 0.00%
2626716 sell
2626953 buy 0.1 -0.01%
2627374 buy 0.2 -0.12%
2627123 buy 0.1
2627124 buy 0.1 -0.03%
2627161 sell -0.04%
2627337 buy 0.2
2627361 sell 0.09%
2627699 buy 0.1 -0.14%
2627741 sell
2627745 sell
2628295 buy 0.2
2628305 sell
2628370 buy 0.2
2628536 buy 0.4
2628603 sell -0.01%
2628916 sell
2629237 buy 0.2
2630112 sell 0.15%
2631754 buy 0.1
2639845 sell -0.03%
2639853 sell
2639963 buy 0.1
2641718 sell
2641723 buy 0.1
2642148 buy 0.6 -0.31%
2642381 sell
2648391 sell
2642485 sell 0.06%
2642905 sell -0.12%
2647961 buy 0.1
2647982 buy 0.1
2647988 sell -0.13%
2649951 buy 0.1
2649961 sell
2650949 sell -0.09%
2650962 sell -0.03%
2651002 buy 0.1 0.11%
2651216 buy 0.1
2654908 buy 0.2
2656350 buy 0.2
2656768 buy 0.1
2657214 buy 0.1 -0.04%
2658067 buy 0.1 0.21%
2658089 buy 0.1 0.20%
2659188 sell
2668778 buy 0.1
2671004 buy 0.1
2729617 buy 0.1
2673229 buy 0.1 0.03%
2729729 buy 0.1 0.02%
2680051 sell
2688440 sell
2703752 sell
2729730 sell
2730126 sell -0.13%
2730449 sell
2730521 buy 0.1
2730526 buy 0.1 0.09%
2755263 buy 0.1 0.12%
2756272 buy 0.1
2730662 buy 0.1 0.08%
2732864 buy 0.1 -0.30%
2734543 sell
2755420 sell
2735188 buy 0.4 -0.08%
2735282 sell
2735352 sell
2756104 sell
2735549 buy 0.2 0.13%
2735888 sell
2736751 buy 0.2 -0.07%
2739836 buy 0.1
2755691 buy 0.5 -0.24%
2755733 buy 0.3 0.00%
2756843 buy 0.2 -0.12%
2755941 sell
2755943 sell
2755944 sell
2756684 sell
2757204 sell
2756087 sell -0.10%
2756088 buy 0.2 -0.18%
2756733 buy 0.1 0.03%
2763173 buy 0.1 0.05%
2757219 sell
2757225 sell
2757875 sell
2758329 sell -0.02%
2758478 sell 0.04%
2761638 sell 0.03%
2759703 sell 0.02%
2760008 buy 0.1
2760392 buy 0.5
2760572 sell -0.09%
2760618 buy 0.1
2760989 sell
2761662 sell
2762260 sell 0.03%
2762262 sell -0.00%
2763292 sell -0.16%
2765189 sell 0.09%
2762268 buy 0.2
2763207 sell 0.02%
2767325 sell 0.06%
2763239 sell
2763603 buy 0.3 0.07%
2768774 buy 0.3 -0.08%
2763735 buy 0.2
2764558 sell
2769180 sell
2765258 sell 0.24%
2775384 sell 0.16%
2768450 sell
2771546 sell
2769011 sell
2769023 buy 0.1 -0.13%
2769032 buy 0.1
2769036 buy 0.1 -0.24%
2769046 sell
2769858 buy 0.2 -0.07%
2769929 sell
2770082 sell -0.02%
2770283 sell 0.05%
2772337 sell 0.13%
2770765 sell
2771285 buy 0.2
2771758 sell -0.00%
2773415 sell -0.05%
2772381 sell
2773347 sell
2772876 buy 0.1
2773177 sell 0.17%
2776191 sell 0.12%
2773206 sell
2773765 buy 0.2
2773944 sell
2775797 sell
2774385 sell
2774419 sell
2775022 sell -0.30%
2775166 buy 0.2
2775200 sell 0.08%
2775369 sell
2775518 sell 0.05%
2778113 sell 0.43%
2775617 sell 0.04%
2776275 sell 0.07%
2775658 buy 0.2
2775745 sell -0.06%
2775751 sell
2776825 sell
2775966 buy 0.1
2780423 buy 0.1
2776635 sell 0.02%
2776637 sell
2779683 sell -0.04%
2779734 sell
2776667 buy 0.2 -0.04%
2776803 buy 0.1
2779682 buy 0.1
2776943 buy 0.1
2777145 sell 0.02%
2780446 sell 0.33%
2777162 sell 0.05%
2780130 sell 0.13%
2777531 buy 0.1
2779686 buy 0.1
2777742 sell
2780447 sell
2778460 sell 0.24%
2780738 buy 0.1
2781311 buy 0.1
2780743 sell
2780744 buy 0.2
2781027 sell 0.03%
2782977 sell -0.01%
2781136 buy 0.1 0.03%
2783170 buy 0.1 0.04%
2781223 sell
2781274 sell -0.06%
2781308 buy 0.1
2784612 buy 0.1
2781414 sell
2781645 sell
2781979 sell 0.36%
2782147 sell
2785511 sell
2782372 buy 0.5
2782488 buy 0.1
2782494 buy 0.1 0.06%
2782496 sell
2785338 buy 0.1 -0.03%
2785438 buy 0.1
2782588 buy 0.2
2782916 sell
2785512 sell
2783733 sell 0.21%
2783734 sell
2784424 buy 0.2 0.02%
2785895 buy 0.2 0.10%
2784837 sell -0.31%
2785018 buy 0.2 -0.18%
2785653 sell
2785682 buy 0.4
2785957 buy 0.4 -0.32%
2786299 buy 0.1
2787643 buy 0.1
2786772 buy 0.1 0.02%
2788318 buy 0.4 0.01%
2787041 buy 0.4
2788462 buy 0.3
2787089 sell
2787129 buy 0.2
2787171 sell -0.11%
2787336 sell
2787537 sell
2787865 sell 0.12%
2788112 sell
2788161 sell 0.03%
2788621 buy 0.4
2789256 buy 0.2 -0.15%
2789350 buy 0.4 -0.15%
2789876 sell
2791526 sell
2790171 sell
2790202 sell
2790604 buy 0.1
2790696 buy 0.1
2791358 buy 0.2
2791359 sell -0.13%
2791393 sell 0.02%
2793666 sell 0.09%
2791492 buy 0.1
2791495 sell
2794112 sell
2792220 sell
2793927 sell
2792464 buy 0.2
2792644 sell
2793200 sell -0.30%
2793869 sell
2793975 sell 0.07%
2796276 sell 1.04%
2794904 sell
2796010 buy 0.1
2796066 sell -0.37%
2799740 sell
2799930 buy 0.1 0.00%
2799932 buy 0.1 0.12%
2799934 buy 0.1
2799935 buy 0.1 -0.05%
2800240 buy 0.1 0.03%
2800508 sell -0.09%
2800752 buy 0.1
2800999 sell
2802722 buy 0.3 -0.02%
2802734 buy 0.2
2802761 buy 0.1 -0.17%
2802771 sell
2802777 buy 0.1
2804353 sell
2803011 sell
2803970 buy 0.2 -0.02%
2803975 buy 0.2
2804527 sell
2804627 sell 0.05%
2805631 sell 0.16%
2804796 buy 0.2 -0.14%
2805022 buy 0.2 -0.15%
2805241 buy 0.2
2805420 sell 0.02%
2805499 sell -0.12%
2805566 sell 0.04%
2820446 sell -0.07%
2805858 buy 0.2
2805859 sell
2819450 sell
2805888 buy 0.1
2806153 buy 0.2
2806230 sell 0.07%
2819500 sell 0.07%
2806288 buy 0.1
2819558 buy 0.1
2808482 sell
2820045 sell
2818846 sell -0.04%
2818874 sell 0.07%
2820143 sell -0.01%
2819693 sell -0.05%
2819934 sell
2821826 sell
2829525 sell
2820011 sell -0.22%
2820104 buy 0.7
2820210 sell
2820461 sell
2820310 sell 0.02%
2824534 sell 0.02%
2820372 sell
2820444 sell
2820450 buy 0.2
2821736 buy 0.1 0.15%
2821737 sell
2829051 sell
2824291 buy 0.1 0.08%
2829696 buy 0.1 0.06%
2824566 buy 0.1 0.29%
2825159 sell -0.12%
2826912 buy 0.1
2834161 buy 0.1
2828134 buy 0.2 -0.05%
2828471 sell
2828556 buy 0.1 0.10%
2830040 buy 0.1 0.14%
2828999 buy 0.1
2830184 buy 0.1
2829013 sell
2829228 sell
2830151 buy 0.1 0.12%
2837794 buy 0.1 0.26%
2830164 buy 0.1 0.04%
2834406 buy 0.2 -0.12%
2830239 buy 0.2
2830798 sell -0.01%
2830820 buy 0.2
2831087 buy 0.1 0.15%
2831090 sell
2831091 sell
2832577 sell
2834232 buy 0.1
2834233 sell
2836923 buy 0.2
2835198 sell
2845091 sell
2835440 buy 0.2 0.21%
2835598 buy 0.1 0.06%
2837204 buy 0.1 0.09%
2835707 buy 0.3 -0.27%
2836360 buy 0.3 0.04%
2837022 sell -0.08%
2837023 sell 0.04%
2837771 sell 0.05%
2837101 buy 0.1
2844734 buy 0.1
2837239 buy 0.5
2837275 buy 0.2 0.23%
2837686 sell
2837726 sell
2837749 sell
2837791 sell -0.09%
2839173 buy 0.1 0.05%
2846162 buy 0.1 0.04%
2839350 buy 0.2 0.02%
2842216 buy 0.2 0.11%
2842401 buy 0.2 -0.08%
2842467 sell 0.02%
2844289 sell 0.09%
2842516 buy 0.1 0.17%
2853209 buy 0.1 0.17%
2842603 buy 0.2
2842604 buy 0.1 0.11%
2846646 buy 0.1
2850808 buy 0.2 0.27%
2842718 buy 0.1 0.01%
2845162 buy 0.3 0.17%
2844531 sell 0.04%
2844860 buy 0.1
2845392 buy 0.1
2845489 sell
2845559 sell 0.01%
2846358 sell 0.17%
2845986 buy 0.3 0.10%
2852434 buy 0.2 0.05%
2846090 buy 0.3
2846116 buy 0.2
2847790 buy 0.3
2846349 buy 0.2 0.25%
2853206 buy 0.3 0.38%
2846421 buy 0.3 0.39%
2846422 buy 0.2 0.05%
2847310 buy 0.2 0.26%
2846505 sell 0.25%
2851979 sell 0.20%
2846996 buy 0.1
2847225 buy 0.4
2850132 buy 0.3
2847413 buy 0.2 0.09%
2853208 buy 0.1 0.05%
2847690 sell
2851366 sell
2848411 buy 0.1
2853210 buy 0.3
2850130 buy 0.2 -0.04%
2850157 buy 0.2 -0.04%
2853205 buy 0.2 -0.04%
2850222 buy 0.4
2850444 sell 0.11%
2853211 sell 0.16%
2851742 buy 0.3
2851885 buy 0.3 0.11%
2852110 sell
2853207 sell
(empty) (empty) #N/A
(empty) (empty) (empty)
55% 55% 42% 38% 47% 40% 41% 46% 53%
0.01% 0.01% 0.01% 0.00% -0.00% -0.02% -0.02% -0.02% 0.02%
1.8 1.0 1.3 2.0 1.2 0.5 0.5 0.4 1.9
33 40 36 32 0 34 35 32 52 559
0.7 0.3 0.2 0.0 -0.1 -0.7 -1.1 -2.0 2.6
0.30% 0.26% 0.19% 0.01% -0.10% -0.53% -0.61% -0.92% 10.51%
NZDCAD NZDJPY EURAUD GBPAUD (empty) EURUSD EURTRY USDCAD AUDNZD Total Result
0.09%
0.01%
-0.03%
-0.07%
tribution Distribution -0.01%
-0.01%
12 -0.02%
-0.08%
-0.05% 10 -0.05%
-0.22% -0.22%
-0.14% 8 -0.14%
-0.12% -0.12%
-0.09% 6 -0.09%
-0.01% -0.01%
-0.12% 4 -0.12%
-0.04% -0.04%
2 0.05%
0.11%
-0.15% 0 -0.15%
0.82%
0.87%
0.92%
0.98%
1.03%
1.09%
1.14%
1.20%
1.25%
1.30%
1.36%
1.41%
1.47%
1.52%
1.58%
1.63%
1.68%
1.74%
1.79%
1.85%
1.90%
1.95%
2.01%
2.06%
2.12%
2.17%
2.23%
2.28%
0.05% 0.05%
-0.20%
-0.01% -0.01%
ve ra ge (BUY) SELL Movi ng ave ra ge (SELL) 0.22%
0.06%
0.11%
0.45%
0.42%
-0.06%
0.05%
0.15%
-0.17%
0.02% 0.02%
-0.08% -0.08%
-0.04% -0.04%
-0.11% -0.11%
-0.04% -0.04%
0.02% 0.02%
0.08% 0.08%
0.31%
-0.06%
0.33%
0.05%
0.03%
0.31%
-0.14%
0.01% 0.01%
-0.08% -0.08%
-0.07% -0.07%
0.80% 0.80%
0.04% 0.04%
0.26% 0.26%
0.09% 0.09%
0.27% 0.27%
-0.15% -0.15%
0.00%
-0.01%
0.11%
0.27%
0.17%
-0.01%
-0.14%
0.08% 0.08%
0.13% 0.13%
0.02% 0.02%
0.19%
-0.01%
-0.07%
0.30%
-0.04% -0.04%
0.07% 0.07%
0.03% 0.03%
0.01%
-0.05%
2.31%
-0.10% -0.10%
-0.05%
0.02% 0.02%
0.03% 0.03%
0.11% 0.11%
0.29% 0.29%
-0.10% -0.10%
-0.18% -0.18%
0.03% 0.03%
0.15%
0.03% 0.03%
0.09% 0.09%
-0.05%
-0.04%
0.04% 0.04%
0.11% 0.11%
-0.05% -0.05%
-0.03%
0.19% 0.19%
0.84%
-0.03% -0.03%
0.09% 0.09%
0.18% 0.18%
0.31% 0.31%
-0.25%
-0.03% -0.03%
-0.06% -0.06%
0.03%
-0.10%
-0.04% -0.04%
0.02%
0.09%
0.07%
0.21%
-0.01%
0.37% 0.37%
-0.17%
-0.04% -0.04%
-0.03% -0.03%
0.03% 0.03%
0.05% 0.05%
-0.04% -0.04%
-0.01% -0.01%
-0.02% -0.02%
0.03% 0.03%
-0.17% -0.17%
-0.11% -0.11%
-0.05%
-0.05% -0.05%
0.18%
0.17% 0.17%
-0.02%
0.05%
0.00%
0.08%
0.07%
0.01%
0.00%
-0.07% -0.07%
0.10%
0.03%
0.08%
0.00% 0.00%
0.03% 0.03%
-0.02% -0.02%
-0.01% -0.01%
0.02% 0.02%
-0.03% -0.03%
0.12%
-0.05%
0.02% 0.02%
0.18%
-0.08%
0.10%
0.24%
-0.00%
-0.04% -0.04%
-0.13% -0.13%
0.11%
-0.15%
0.05%
0.00%
-0.10% -0.10%
-0.01%
-0.12%
-0.11% -0.11%
-0.03%
-0.04%
-0.08% -0.08%
0.09%
-0.14%
-0.01% -0.01%
-0.18% -0.18%
-0.02% -0.02%
-0.17% -0.17%
-0.03% -0.03%
-0.33% -0.33%
-0.01%
-0.16% -0.16%
-0.01% -0.01%
0.15%
-0.09% -0.09%
-0.03%
-0.23% -0.23%
0.01% 0.01%
-0.07% -0.07%
0.03% 0.03%
-0.31%
-0.01% -0.01%
-0.04% -0.04%
0.06%
-0.12%
-0.16% -0.16%
-0.10% -0.10%
-0.13%
-0.14% -0.14%
-0.20% -0.20%
-0.09%
-0.03%
0.11%
-0.05% -0.05%
-0.23% -0.23%
-0.24% -0.24%
-0.04% -0.04%
-0.04%
0.21%
0.20%
-0.07% -0.07%
-0.11% -0.11%
0.03% 0.03%
0.04% 0.04%
0.03%
0.02%
-0.02% -0.02%
-0.01% -0.01%
0.02% 0.02%
0.09% 0.09%
-0.13%
0.26% 0.26%
0.06% 0.06%
0.09%
0.12%
0.06% 0.06%
0.08%
-0.30%
0.04% 0.04%
-0.02% -0.02%
-0.08%
0.03% 0.03%
0.03% 0.03%
0.04% 0.04%
0.13%
0.21% 0.21%
-0.07%
-0.09% -0.09%
-0.24%
0.00%
-0.12%
0.00% 0.00%
-0.01% -0.01%
-0.15% -0.15%
-0.10% -0.10%
0.07% 0.07%
-0.10%
-0.18%
0.03%
0.05%
-0.03% -0.03%
-0.05% -0.05%
-0.16% -0.16%
-0.02%
0.04%
0.03%
0.02%
-0.06% -0.06%
-0.13% -0.13%
-0.09%
-0.08% -0.08%
-0.27% -0.27%
0.32% 0.32%
0.03%
-0.00%
-0.16%
0.09%
-0.01% -0.01%
0.02%
0.06%
-0.08% -0.08%
0.07%
-0.08%
-0.37% -0.37%
0.03% 0.03%
0.10% 0.10%
0.24%
0.16%
0.13% 0.13%
0.10% 0.10%
-0.11% -0.11%
-0.13%
-0.06% -0.06%
-0.24%
-0.01% -0.01%
-0.07%
-0.05% -0.05%
-0.02%
0.05%
0.13%
-0.02% -0.02%
-0.02% -0.02%
-0.00%
-0.05%
-0.06% -0.06%
-0.10% -0.10%
-0.05% -0.05%
0.17%
0.12%
-0.04% -0.04%
-0.05% -0.05%
0.04% 0.04%
0.09% 0.09%
-0.12% -0.12%
0.01% 0.01%
-0.30%
-0.13% -0.13%
0.08%
-0.17% -0.17%
0.05%
0.43%
0.04%
0.07%
-0.04% -0.04%
-0.06%
0.00% 0.00%
-0.03% -0.03%
0.01% 0.01%
0.01% 0.01%
0.02%
0.04% 0.04%
-0.04%
0.02% 0.02%
-0.04%
-0.01% -0.01%
-0.07% -0.07%
-0.03% -0.03%
0.02%
0.33%
0.05%
0.13%
0.03% 0.03%
-0.01% -0.01%
-0.20% -0.20%
-0.02% -0.02%
0.24%
0.00% 0.00%
0.00% 0.00%
-0.19% -0.19%
-0.06% -0.06%
0.03%
-0.01%
0.03%
0.04%
0.12% 0.12%
-0.06%
0.02% 0.02%
0.04% 0.04%
-0.00% -0.00%
0.51% 0.51%
0.36%
0.15% 0.15%
0.11% 0.11%
-0.02% -0.02%
0.05% 0.05%
0.06%
-0.05% -0.05%
-0.03%
-0.03% -0.03%
-0.05% -0.05%
0.06% 0.06%
0.08% 0.08%
0.21%
0.12% 0.12%
0.02%
0.10%
-0.31%
-0.18%
-0.04% -0.04%
-0.31% -0.31%
-0.32%
0.02% 0.02%
0.02% 0.02%
0.02%
0.01%
0.05% 0.05%
-0.02% -0.02%
-0.10% -0.10%
-0.18% -0.18%
-0.11%
0.11% 0.11%
0.02% 0.02%
0.12%
-0.32% -0.32%
0.03%
-0.07% -0.07%
-0.15%
-0.15%
0.03% 0.03%
0.02% 0.02%
0.03% 0.03%
-0.02% -0.02%
0.00% 0.00%
-0.04% -0.04%
-0.13% -0.13%
-0.13%
0.02%
0.09%
-0.08% -0.08%
-0.00% -0.00%
-0.22% -0.22%
0.00% 0.00%
-0.02% -0.02%
-0.02% -0.02%
-0.13% -0.13%
-0.30%
-0.12% -0.12%
0.07%
1.04%
-0.01% -0.01%
-0.03% -0.03%
-0.37%
-0.03% -0.03%
0.00%
0.12%
-0.04% -0.04%
-0.05%
0.03%
-0.09%
0.13% 0.13%
-0.10% -0.10%
-0.02%
-0.04% -0.04%
-0.17%
0.15% 0.15%
0.01% 0.01%
0.18% 0.18%
0.05% 0.05%
-0.02%
0.01% 0.01%
0.10% 0.10%
0.05%
0.16%
-0.14%
-0.15%
-0.20% -0.20%
0.02%
-0.12%
0.04%
-0.07%
-0.01% -0.01%
0.13% 0.13%
0.17% 0.17%
-0.14% -0.14%
-0.10% -0.10%
0.07%
0.07%
0.02% 0.02%
-0.01% -0.01%
0.04% 0.04%
-0.07% -0.07%
-0.04%
0.07%
-0.01%
-0.05%
0.05% 0.05%
0.16% 0.16%
0.11% 0.11%
-0.22%
-0.09% -0.09%
0.00% 0.00%
-0.03% -0.03%
0.02%
0.02%
-0.27% -0.27%
-0.06% -0.06%
-0.25% -0.25%
0.15%
-0.01% -0.01%
0.02% 0.02%
0.08%
0.06%
0.29%
-0.12%
0.06% 0.06%
0.11% 0.11%
-0.05%
0.25% 0.25%
0.10%
0.14%
0.09% 0.09%
0.15% 0.15%
0.12% 0.12%
0.09% 0.09%
0.12%
0.26%
0.04%
-0.12%
0.18% 0.18%
-0.01%
-0.05% -0.05%
0.15%
-0.04% -0.04%
-0.23% -0.23%
-0.02% -0.02%
0.02% 0.02%
-0.14% -0.14%
-0.03% -0.03%
0.19% 0.19%
0.18% 0.18%
0.21%
0.06%
0.09%
-0.27%
0.04%
-0.08%
0.04%
0.05%
0.05% 0.05%
0.09% 0.09%
-0.11% -0.11%
0.23%
0.01% 0.01%
0.03% 0.03%
-0.00% -0.00%
-0.09%
0.05%
0.04%
0.02%
0.11%
-0.08%
0.02%
0.09%
0.17%
0.17%
0.08% 0.08%
0.11%
0.14% 0.14%
0.27%
0.01%
0.17%
0.04%
0.01% 0.01%
0.03% 0.03%
-0.04% -0.04%
0.01%
0.17%
0.10%
0.05%
0.16% 0.16%
0.09% 0.09%
0.18% 0.18%
0.25%
0.38%
0.39%
0.05%
0.26%
0.25%
0.20%
-0.01% -0.01%
0.04% 0.04%
-0.13% -0.13%
0.09%
0.05%
0.06% 0.06%
0.06% 0.06%
0.07% 0.07%
0.22% 0.22%
-0.04%
-0.04%
-0.04%
0.00% 0.00%
0.11%
0.16%
0.16% 0.16%
0.11%
-0.01% -0.01%
-0.02% -0.02%
0 0 0
Win %
Trading Edge
Gain to Pain Ratio (B)
Common Sense Ratio (A) * (B)
# Trades
t-stat
Total
Grand Total Sum - P&L
Time Series Ticket No Type
Grand Total buy Trading Edge Grand Total sell Trading Edge 2016.01.31 23:02 2576576 buy
2576579 buy
2016.01.31 23:03 2576589 buy
2016.01.31 23:32 2576659 buy
2576664 buy
Trading Edge
2016.01.31 23:38 2576681 sell
0 2576683 buy
2016.01.31 23:40 2576690 sell
2016.02.01 01:30 2577199 sell
(5)
2016.02.01 02:06 2577312 sell
2016.02.01 03:34 2577530 sell
(10) 2016.02.01 08:30 2578052 sell
2016.02.01 09:01 2578169 sell
2016.02.01 18:18 2580222 buy
(15)
2016.02.01 20:20 2580580 buy
2016.02.01 22:00 2580901 sell
(20) 2016.02.01 22:01 2580904 sell
2016.02.01 22:31 2580954 sell
2582195 sell
(25)
2016.02.02 04:30 2581751 sell
(2) (29) 2016.02.02 04:31 2581754 buy
(30) 0 0 2016.02.02 05:15 2581936 buy
0
Grand Total buy Tra di ng Edge 0 2016.02.02 06:17 2582060 sell
Grand 0
Total s el l Tra di ng Edge 0 2016.02.02 06:25 2582071 sell
0 0 2016.02.02 08:09 2582338 sell
0 0 2586134 sell
0 0 2586891 sell
0 0 2604439 sell
0 0 2016.02.02 08:36 2582410 sell
0 0 2016.02.02 09:32 2582726 sell
0 0 2585708 sell
0 0 2016.02.02 09:53 2582775 buy
0 0 2016.02.02 11:00 2583081 buy
0 0 2016.02.02 11:30 2583235 buy
0 0 2016.02.02 13:00 2583592 buy
0 0 2016.02.02 15:00 2584249 sell
0 0 2016.02.02 16:44 2584872 buy
0 0 2016.02.02 22:16 2586111 sell
0 0 2586162 sell
0 0 2016.02.02 23:32 2586249 sell
0 0 2586250 sell
0 0 2597450 sell
0 0 2016.02.03 01:30 2586497 sell
0 0 2588367 sell
0 0 2016.02.03 02:30 2586761 sell
0 0 2016.02.03 04:30 2586995 buy
0 0 2016.02.03 06:00 2587154 buy
0 0 2016.02.03 06:01 2587156 sell
0 0 2016.02.03 09:07 2587734 buy
0 0 2016.02.03 09:08 2587737 buy
0 0 2016.02.03 09:17 2587777 buy
0 0 2600224 buy
0 0 2016.02.03 10:09 2587936 sell
0 0 2591277 sell
0 0 2016.02.03 10:32 2588015 buy
0 0 2016.02.03 13:01 2588867 sell
0 0 2591272 sell
0 0 2016.02.03 15:31 2590296 sell
0 0 2593594 sell
0 0 2016.02.03 16:01 2590669 sell
0 0 2016.02.03 16:09 2590845 sell
0 0 2591387 sell
0 0 2016.02.03 17:21 2591683 sell
0 0 2016.02.03 21:34 2593247 buy
0 0 2016.02.03 23:05 2593465 buy
0 0 2016.02.04 01:54 2593840 sell
0 0 2016.02.04 02:30 2593972 buy
0 0 2016.02.04 09:01 2595019 buy
0 0 2016.02.04 09:16 2595286 sell
0 0 2016.02.04 09:38 2595446 buy
0 0 2016.02.04 09:46 2595494 sell
0 0 2596823 sell
0 0 2016.02.04 10:00 2595573 buy
0 0 2597354 buy
0 0 2016.02.04 10:02 2595605 sell
0 0 2016.02.04 11:00 2595920 buy
0 0 2016.02.04 11:22 2596010 sell
0 0 2016.02.04 12:26 2596307 sell
0 0 2599897 sell
0 0 2016.02.04 14:31 2597189 buy
0 0 2607621 buy
0 0 2016.02.04 15:04 2597464 sell
0 0 2016.02.04 15:06 2597476 sell
0 0 2016.02.04 18:02 2598652 buy
0 0 2016.02.04 20:00 2599486 sell
0 0 2016.02.04 20:30 2599595 sell
0 0 2600831 sell
0 0 2016.02.05 01:31 2600260 buy
0 0 2016.02.05 02:30 2600385 sell
0 0 2016.02.05 03:09 2600473 sell
0 0 2604229 sell
0 0 2016.02.05 04:01 2600560 buy
0 0 2016.02.05 05:00 2600641 sell
0 0 2016.02.05 09:01 2601222 buy
0 0 2601223 sell
0 0 2016.02.05 09:30 2601369 buy
0 0 2016.02.05 11:32 2602230 sell
0 0 2608733 sell
0 0 2608849 sell
0 0 2016.02.05 14:01 2602568 sell
0 0 2016.02.08 00:30 2609559 sell
0 0 2016.02.08 00:40 2609585 sell
0 0 2016.02.08 01:02 2609620 buy
0 0 2611091 buy
0 0 2016.02.08 02:30 2609821 buy
0 0 2016.02.08 03:27 2609961 sell
0 0 2618164 sell
0 0 2016.02.08 03:36 2609999 sell
0 0 2614315 sell
0 0 2016.02.08 05:30 2610225 buy
0 0 2016.02.08 07:47 2610596 buy
0 0 2016.02.08 08:00 2610638 buy
0 0 2016.02.08 08:30 2610842 sell
0 0 2016.02.08 08:37 2610894 sell
0 0 2016.02.08 09:02 2611107 buy
0 0 2615929 buy
0 0 2016.02.08 09:43 2611322 sell
0 0 2016.02.08 10:07 2611535 buy
0 0 2614136 buy
0 0 2016.02.08 10:09 2611545 buy
0 0 2016.02.08 10:11 2611559 buy
0 0 2016.02.08 11:05 2611897 buy
0 0 2016.02.08 11:31 2612203 sell
0 0 2016.02.08 11:33 2612210 sell
0 0 2016.02.08 13:30 2613463 sell
0 0 2016.02.08 13:47 2613683 buy
0 0 2016.02.08 13:50 2613722 buy
0 0 2016.02.08 23:53 2617382 sell
0 0 2619288 sell
0 0 2016.02.09 00:31 2617486 sell
0 0 2619287 sell
0 0 2016.02.09 02:30 2618117 sell
0 0 2618118 sell
0 0 2618119 buy
0 0 2623974 sell
0 0 2016.02.09 02:34 2618134 sell
0 0 2620863 sell
0 0 2016.02.09 04:30 2618622 buy
0 0 2016.02.09 08:06 2619265 sell
0 0 2623497 sell
0 0 2016.02.09 08:57 2619549 buy
0 0 2016.02.09 09:04 2619630 sell
0 0 2623231 sell
0 0 2016.02.09 09:05 2619642 sell
0 0 2623507 sell
0 0 2016.02.09 09:19 2619753 buy
0 0 2016.02.09 09:24 2619827 sell
0 0 2016.02.09 12:44 2621702 sell
0 0 2016.02.09 14:13 2622763 sell
0 0 2626678 sell
0 0 2016.02.09 15:24 2623745 buy
0 0 2016.02.09 16:54 2624614 buy
0 0 2016.02.09 19:01 2625520 buy
0 0 2625523 sell
0 0 2016.02.09 21:28 2626241 sell
0 0 2016.02.09 23:23 2626570 buy
0 0 2632177 buy
0 0 2016.02.10 00:27 2626716 sell
0 0 2016.02.10 02:28 2626953 buy
0 0 2627374 buy
0 0 2016.02.10 03:15 2627123 buy
0 0 2627124 buy
0 0 2016.02.10 03:25 2627161 sell
0 0 2016.02.10 04:51 2627337 buy
0 0 2016.02.10 05:01 2627361 sell
0 0 2016.02.10 07:52 2627699 buy
0 0 2016.02.10 08:00 2627741 sell
0 0 2627745 sell
0 0 2016.02.10 10:00 2628295 buy
0 0 2016.02.10 10:01 2628305 sell
0 0 2016.02.10 10:10 2628370 buy
0 0 2016.02.10 10:45 2628536 buy
0 0 2016.02.10 11:01 2628603 sell
0 0 2016.02.10 12:20 2628916 sell
0 0 2016.02.10 13:36 2629237 buy
0 0 2016.02.10 15:30 2630112 sell
0 0 2016.02.10 18:30 2631754 buy
0 0 2016.02.11 02:00 2639845 sell
0 0 2639853 sell
0 0 2016.02.11 02:30 2639963 buy
0 0 2016.02.11 04:30 2641718 sell
0 0 2641723 buy
0 0 2016.02.11 04:52 2642148 buy
0 0 2016.02.11 05:10 2642381 sell
0 0 2648391 sell
0 0 2016.02.11 05:30 2642485 sell
0 0 2016.02.11 06:23 2642905 sell
0 0 2016.02.11 09:30 2647961 buy
0 0 2647982 buy
0 0 2647988 sell
0 0 2016.02.11 12:08 2649951 buy
0 0 2016.02.11 12:09 2649961 sell
0 0 2016.02.11 13:24 2650949 sell
0 0 2650962 sell
0 0 2016.02.11 13:25 2651002 buy
0 0 2016.02.11 13:38 2651216 buy
0 0 2654908 buy
0 0 2016.02.12 01:09 2656350 buy
0 0 2016.02.12 02:59 2656768 buy
0 0 2016.02.12 05:00 2657214 buy
0 0 2016.02.12 08:09 2658067 buy
0 0 2016.02.12 08:13 2658089 buy
0 0 2016.02.12 09:12 2659188 sell
0 0 2016.02.12 10:47 2668778 buy
0 0 2016.02.12 11:31 2671004 buy
0 0 2729617 buy
0 0 2016.02.12 12:30 2673229 buy
0 0 2729729 buy
0 0 2016.02.12 13:51 2680051 sell
0 0 2016.02.12 15:02 2688440 sell
0 0 2016.02.12 17:00 2703752 sell
0 0 2729730 sell
0 0 2016.02.15 00:41 2730126 sell
0 0 2016.02.15 02:30 2730449 sell
0 0 2016.02.15 03:00 2730521 buy
0 0 2730526 buy
0 0 2755263 buy
0 0 2756272 buy
0 0 2016.02.15 04:00 2730662 buy
0 0 2016.02.15 07:30 2732864 buy
0 0 2016.02.15 09:15 2734543 sell
0 0 2755420 sell
0 0 2016.02.15 09:43 2735188 buy
0 0 2016.02.15 10:01 2735282 sell
0 0 2016.02.15 10:11 2735352 sell
0 0 2756104 sell
0 0 2016.02.15 11:04 2735549 buy
0 0 2016.02.15 13:00 2735888 sell
0 0 2016.02.15 15:30 2736751 buy
0 0 2016.02.15 16:00 2739836 buy
0 0 2016.02.16 00:06 2755691 buy
0 0 2016.02.16 00:24 2755733 buy
0 0 2756843 buy
0 0 2016.02.16 01:30 2755941 sell
0 0 2755943 sell
0 0 2755944 sell
0 0 2756684 sell
0 0 2757204 sell
0 0 2016.02.16 02:01 2756087 sell
0 0 2756088 buy
0 0 2016.02.16 06:01 2756733 buy
0 0 2763173 buy
0 0 2016.02.16 08:30 2757219 sell
0 0 2016.02.16 08:31 2757225 sell
0 0 2757875 sell
0 0 2016.02.16 11:01 2758329 sell
0 0 2016.02.16 11:30 2758478 sell
0 0 2761638 sell
0 0 2016.02.16 14:30 2759703 sell
0 0 2016.02.16 15:00 2760008 buy
0 0 2016.02.16 15:45 2760392 buy
0 0 2016.02.16 16:00 2760572 sell
0 0 2016.02.16 16:02 2760618 buy
0 0 2016.02.16 17:01 2760989 sell
0 0 2016.02.16 20:00 2761662 sell
0 0 2016.02.17 01:24 2762260 sell
0 0 2762262 sell
0 0 2763292 sell
0 0 2765189 sell
0 0 2016.02.17 01:25 2762268 buy
0 0 2016.02.17 02:39 2763207 sell
0 0 2767325 sell
0 0 2016.02.17 02:59 2763239 sell
0 0 2016.02.17 05:24 2763603 buy
0 0 2768774 buy
0 0 2016.02.17 06:01 2763735 buy
0 0 2016.02.17 09:23 2764558 sell
0 0 2769180 sell
0 0 2016.02.17 11:06 2765258 sell
0 0 2775384 sell
0 0 2016.02.17 15:38 2768450 sell
0 0 2771546 sell
0 0 2016.02.17 17:00 2769011 sell
0 0 2769023 buy
0 0 2769032 buy
0 0 2769036 buy
0 0 2769046 sell
0 0 2016.02.17 20:11 2769858 buy
0 0 2016.02.17 20:20 2769929 sell
0 0 2016.02.17 20:57 2770082 sell
0 0 2016.02.17 22:06 2770283 sell
0 0 2772337 sell
0 0 2016.02.18 01:59 2770765 sell
0 0 2016.02.18 06:00 2771285 buy
0 0 2016.02.18 08:08 2771758 sell
0 0 2773415 sell
0 0 2016.02.18 10:01 2772381 sell
0 0 2773347 sell
0 0 2016.02.18 12:00 2772876 buy
0 0 2016.02.18 13:00 2773177 sell
0 0 2776191 sell
0 0 2016.02.18 13:10 2773206 sell
0 0 2016.02.18 15:25 2773765 buy
0 0 2016.02.18 16:00 2773944 sell
0 0 2775797 sell
0 0 2016.02.18 17:30 2774385 sell
0 0 2016.02.18 17:38 2774419 sell
0 0 2016.02.18 20:59 2775022 sell
0 0 2016.02.18 21:51 2775166 buy
0 0 2016.02.18 22:00 2775200 sell
0 0 2016.02.18 23:03 2775369 sell
0 0 2016.02.19 00:30 2775518 sell
0 0 2778113 sell
0 0 2016.02.19 01:30 2775617 sell
0 0 2776275 sell
0 0 2016.02.19 01:46 2775658 buy
0 0 2016.02.19 02:00 2775745 sell
0 0 2016.02.19 02:01 2775751 sell
0 0 2776825 sell
0 0 2016.02.19 03:27 2775966 buy
0 0 2780423 buy
0 0 2016.02.19 08:25 2776635 sell
0 0 2776637 sell
0 0 2779683 sell
0 0 2779734 sell
0 0 2016.02.19 08:32 2776667 buy
0 0 2016.02.19 09:02 2776803 buy
0 0 2779682 buy
0 0 2016.02.19 09:30 2776943 buy
0 0 2016.02.19 10:02 2777145 sell
0 0 2780446 sell
0 0 2016.02.19 10:03 2777162 sell
0 0 2780130 sell
0 0 2016.02.19 11:01 2777531 buy
0 0 2779686 buy
0 0 2016.02.19 11:49 2777742 sell
0 0 2780447 sell
0 0 2016.02.19 14:34 2778460 sell
0 0 2016.02.22 00:00 2780738 buy
0 0 2781311 buy
0 0 2016.02.22 00:01 2780743 sell
0 0 2780744 buy
0 0 2016.02.22 01:30 2781027 sell
0 0 2782977 sell
0 0 2016.02.22 02:00 2781136 buy
0 0 2783170 buy
0 0 2016.02.22 02:30 2781223 sell
0 0 2016.02.22 02:52 2781274 sell
0 0 2016.02.22 03:00 2781308 buy
0 0 2784612 buy
0 0 2016.02.22 04:13 2781414 sell
0 0 2016.02.22 06:30 2781645 sell
0 0 2016.02.22 08:03 2781979 sell
0 0 2016.02.22 08:30 2782147 sell
0 0 2785511 sell
0 0 2016.02.22 09:07 2782372 buy
0 0 2016.02.22 09:30 2782488 buy
0 0 2782494 buy
0 0 2782496 sell
0 0 2785338 buy
0 0 2785438 buy
0 0 2016.02.22 09:53 2782588 buy
0 0 2016.02.22 11:04 2782916 sell
0 0 2785512 sell
0 0 2016.02.22 14:00 2783733 sell
0 0 2783734 sell
0 0 2016.02.22 15:59 2784424 buy
0 0 2785895 buy
0 0 2016.02.22 17:00 2784837 sell
0 0 2016.02.22 18:00 2785018 buy
0 0 2016.02.22 21:30 2785653 sell
0 0 2016.02.22 21:46 2785682 buy
0 0 2016.02.23 00:28 2785957 buy
0 0 2016.02.23 02:42 2786299 buy
0 0 2787643 buy
0 0 2016.02.23 06:31 2786772 buy
0 0 2788318 buy
0 0 2016.02.23 08:22 2787041 buy
0 0 2788462 buy
0 0 2016.02.23 08:41 2787089 sell
0 0 2016.02.23 08:54 2787129 buy
0 0 2016.02.23 09:04 2787171 sell
0 0 2016.02.23 09:32 2787336 sell
0 0 2016.02.23 10:11 2787537 sell
0 0 2016.02.23 11:00 2787865 sell
0 0 2016.02.23 11:35 2788112 sell
0 0 2016.02.23 11:50 2788161 sell
0 0 2016.02.23 13:59 2788621 buy
0 0 2016.02.23 16:00 2789256 buy
0 0 2016.02.23 16:12 2789350 buy
0 0 2016.02.23 18:03 2789876 sell
0 0 2791526 sell
0 0 2016.02.23 19:06 2790171 sell
0 0 2016.02.23 19:25 2790202 sell
0 0 2016.02.23 22:40 2790604 buy
0 0 2016.02.23 22:50 2790696 buy
0 0 2016.02.24 03:30 2791358 buy
0 0 2791359 sell
0 0 2016.02.24 03:53 2791393 sell
0 0 2793666 sell
0 0 2016.02.24 04:30 2791492 buy
0 0 2791495 sell
0 0 2794112 sell
0 0 2016.02.24 08:00 2792220 sell
0 0 2793927 sell
0 0 2016.02.24 08:32 2792464 buy
0 0 2016.02.24 09:00 2792644 sell
0 0 2016.02.24 10:22 2793200 sell
0 0 2016.02.24 13:00 2793869 sell
0 0 2016.02.24 13:39 2793975 sell
0 0 2796276 sell
0 0 2016.02.24 16:27 2794904 sell
0 0 2016.02.24 23:05 2796010 buy
0 0 2016.02.25 00:04 2796066 sell
0 0 2016.02.25 18:35 2799740 sell
0 0 2016.02.25 20:00 2799930 buy
0 0 2799932 buy
0 0 2799934 buy
0 0 2799935 buy
0 0 2016.02.25 23:02 2800240 buy
0 0 2016.02.26 01:30 2800508 sell
0 0 2016.02.26 04:00 2800752 buy
0 0 2016.02.26 06:00 2800999 sell
0 0 2016.02.26 14:14 2802722 buy
0 0 2016.02.26 14:17 2802734 buy
0 0 2016.02.26 14:28 2802761 buy
0 0 2016.02.26 14:29 2802771 sell
0 0 2802777 buy
0 0 2804353 sell
0 0 2016.02.26 15:00 2803011 sell
0 0 2016.02.26 17:30 2803970 buy
0 0 2016.02.26 17:31 2803975 buy
0 0 2016.02.28 23:32 2804527 sell
0 0 2016.02.29 00:00 2804627 sell
0 0 2805631 sell
0 0 2016.02.29 01:30 2804796 buy
0 0 2016.02.29 03:20 2805022 buy
0 0 2016.02.29 05:53 2805241 buy
0 0 2016.02.29 06:50 2805420 sell
0 0 2016.02.29 07:11 2805499 sell
0 0 2016.02.29 07:30 2805566 sell
0 0 2820446 sell
0 0 2016.02.29 08:36 2805858 buy
0 0 2805859 sell
0 0 2819450 sell
0 0 2016.02.29 08:46 2805888 buy
0 0 2016.02.29 09:30 2806153 buy
0 0 2016.02.29 09:42 2806230 sell
0 0 2819500 sell
0 0 2016.02.29 09:53 2806288 buy
0 0 2819558 buy
0 0 2016.02.29 10:30 2808482 sell
0 0 2820045 sell
0 0 2016.02.29 15:01 2818846 sell
0 0 2016.02.29 15:12 2818874 sell
0 0 2820143 sell
0 0 2016.02.29 20:56 2819693 sell
0 0 2016.02.29 23:05 2819934 sell
0 0 2821826 sell
0 0 2829525 sell
0 0 2016.02.29 23:32 2820011 sell
0 0 2016.03.01 00:00 2820104 buy
0 0 2016.03.01 01:19 2820210 sell
0 0 2820461 sell
0 0 2016.03.01 02:16 2820310 sell
0 0 2824534 sell
0 0 2016.03.01 03:00 2820372 sell
0 0 2016.03.01 04:29 2820444 sell
0 0 2820450 buy
0 0 2016.03.01 08:30 2821736 buy
0 0 2821737 sell
0 0 2829051 sell
0 0 2016.03.01 10:00 2824291 buy
0 0 2829696 buy
0 0 2016.03.01 11:20 2824566 buy
0 0 2016.03.01 12:12 2825159 sell
0 0 2016.03.01 13:15 2826912 buy
0 0 2834161 buy
0 0 2016.03.01 14:14 2828134 buy
0 0 2016.03.01 14:36 2828471 sell
0 0 2016.03.01 15:02 2828556 buy
0 0 2830040 buy
0 0 2016.03.01 16:30 2828999 buy
0 0 2830184 buy
0 0 2016.03.01 16:36 2829013 sell
0 0 2016.03.01 18:00 2829228 sell
0 0 2016.03.02 01:30 2830151 buy
0 0 2837794 buy
0 0 2016.03.02 01:37 2830164 buy
0 0 2834406 buy
0 0 2016.03.02 02:09 2830239 buy
0 0 2016.03.02 06:22 2830798 sell
0 0 2016.03.02 06:30 2830820 buy
0 0 2016.03.02 08:00 2831087 buy
0 0 2831090 sell
0 0 2831091 sell
0 0 2016.03.02 10:10 2832577 sell
0 0 2016.03.02 11:30 2834232 buy
0 0 2834233 sell
0 0 2836923 buy
0 0 2016.03.02 12:55 2835198 sell
0 0 2845091 sell
0 0 2016.03.02 14:00 2835440 buy
0 0 2016.03.02 14:31 2835598 buy
0 0 2837204 buy
0 0 2016.03.02 15:00 2835707 buy
0 0 2016.03.02 17:06 2836360 buy
0 0 2016.03.02 20:30 2837022 sell
0 0 2837023 sell
0 0 2837771 sell
0 0 2016.03.02 21:00 2837101 buy
0 0 2844734 buy
0 0 2016.03.02 23:02 2837239 buy
0 0 2016.03.02 23:41 2837275 buy
0 0 2016.03.03 03:01 2837686 sell
0 0 2016.03.03 03:20 2837726 sell
0 0 2016.03.03 03:30 2837749 sell
0 0 2016.03.03 03:50 2837791 sell
0 0 2016.03.03 06:02 2839173 buy
0 0 2846162 buy
0 0 2016.03.03 06:30 2839350 buy
0 0 2842216 buy
0 0 2016.03.03 10:15 2842401 buy
0 0 2016.03.03 10:31 2842467 sell
0 0 2844289 sell
0 0 2016.03.03 10:38 2842516 buy
0 0 2853209 buy
0 0 2016.03.03 11:00 2842603 buy
0 0 2842604 buy
0 0 2846646 buy
0 0 2850808 buy
0 0 2016.03.03 12:00 2842718 buy
0 0 2845162 buy
0 0 2016.03.03 15:42 2844531 sell
0 0 2016.03.03 16:30 2844860 buy
0 0 2845392 buy
0 0 2016.03.03 19:00 2845489 sell
0 0 2016.03.03 19:30 2845559 sell
0 0 2846358 sell
0 0 2016.03.03 23:34 2845986 buy
0 0 2852434 buy
0 0 2016.03.04 00:09 2846090 buy
0 0 2016.03.04 00:31 2846116 buy
0 0 2847790 buy
0 0 2016.03.04 02:36 2846349 buy
0 0 2853206 buy
0 0 2016.03.04 03:14 2846421 buy
0 0 2846422 buy
0 0 2847310 buy
0 0 2016.03.04 04:12 2846505 sell
0 0 2851979 sell
0 0 2016.03.04 08:30 2846996 buy
0 0 2016.03.04 09:44 2847225 buy
0 0 2850132 buy
0 0 2016.03.04 10:36 2847413 buy
0 0 2853208 buy
0 0 2016.03.04 12:04 2847690 sell
0 0 2851366 sell
0 0 2016.03.04 13:31 2848411 buy
0 0 2853210 buy
0 0 2016.03.04 14:30 2850130 buy
0 0 2016.03.04 14:31 2850157 buy
0 0 2853205 buy
0 0 2016.03.04 14:32 2850222 buy
0 0 2016.03.04 14:33 2850444 sell
0 0 2853211 sell
0 0 2016.03.04 15:01 2851742 buy
0 0 2016.03.04 15:07 2851885 buy
0 0 2016.03.04 15:39 2852110 sell
0 0 2853207 sell
0 0 #N/A (empty) (empty)
65% 57% 64% 69% 64% 50% 55% 54% 42%
126 33 33 28 21 7 7 4 4
3.5 2.3 2.1 2.2 1.9 1.2 1.4 1.1 1.1
16.5 5.0 2.1 4.0 3.0 1.1 1.9 1.0 1.3
26 47 47 49 44 52 33 41 36
1.7 2.1 2.0 2.0 1.0 0.5 0.7 0.2 0.2
3,274 1,557 1,531 1,394 919 362 230 169 162
Symbol
Buy/Sell Lots GBPJPY USDJPY AUDJPY EURJPY AUDCAD USDSGD NZDCAD NZDJPY EURAUD
0.1 (66)
0.1 62
0.1 6 P&L Distribution
0.1 (22)
0.1 (48)
40
-0.2 (5)
0.2 35 (5)
-0.2 (16)
30
-0.2 (62)
-0.1 25 (35)
-0.2 20
-0.2
-0.2 15 (87)
0.1 10 (66)
0.1
5
-0.1
-0.2 0
(43)
(287)
(226)
(165)
(104)
18
79
141
202
263
324
385
446
507
568
629
690
751
812
873
934
-0.1 39
-0.1 78
-0.1 (109)
0.1 BUY Movi ng avera ge (BUY) SELL
0.3 (146)
-0.2
-0.1 155
-0.1 44
-0.1 76
-0.1 326
-0.1 307
-0.2 (45)
-0.1 33
-0.1 109
0.2 (123)
0.1 14
0.1
0.2
-0.1 (83)
0.2
-0.1
-0.1
-0.1 227
-0.2 (41)
-0.1 243
-0.1 34
-0.1 22
-0.1 229
0.2 (105)
0.1 7
-0.2
0.2
0.2
0.1 32
0.1 193
-0.1
-0.1
0.1
-0.1 2
-0.1 (7)
-0.1 78
-0.1 202
-0.1 129
-0.1 (10)
-0.2 (106)
-0.1
0.1
0.1
-0.2 143
0.2 (4)
0.1 (49)
-0.4 225
0.2
-0.1
-0.1
0.1 5
0.1 (40)
-0.2 1,731
0.2 (76)
-0.2 (36)
-0.1
-0.1
0.1 84
0.1 225
-0.1
-0.2
0.2
-0.1 114
-0.1 20
-0.1 71
0.2 (37)
-0.2 (30)
-0.2
-0.2
0.1
-0.2 (27)
0.2 147
-0.1 650
0.2
-0.1 69
-0.2 143
-0.1 242
-0.3 (192)
-0.2 (22)
-0.2
0.1 27
0.1 (75)
0.2 (28)
-0.1 17
-0.1 67
-0.1 56
-0.1 162
0.2 (7)
0.3 288
0.2 (133)
-0.2
-0.2 (21)
0.1
0.1
-0.2
0.1 (6)
0.1 (17)
0.2
0.2
0.2
-0.2 (42)
-0.1
-0.1 141
0.1
0.2 (15)
-0.1 40
-0.1 2
-0.1 66
-0.1 54
-0.1 8
-0.2 3
0.1 (53)
-0.1 76
-0.1 22
-0.1 66
0.1
-0.1
-0.1
0.1
-0.1 15
-0.1 (22)
-0.2 92
-0.4 (42)
0.1
-0.2 140
-0.2 (62)
-0.2 79
-0.3 189
0.1 (0)
0.1
0.1 (103)
-0.2 87
-0.4 (121)
0.1 40
0.1 2
-0.4
0.1 (9)
0.2 (96)
0.1 (82)
0.1 (23)
-0.1 (30)
0.2
-0.4 71
0.1 (109)
-0.1
-0.1
0.2 (17)
-0.1
0.2
0.4
-0.4 (7)
-0.2
0.2 (9)
-0.1 116
0.1 (70)
-0.1 (20)
-0.1
0.1
-0.1 (52)
0.1 26
0.6 (243)
-0.1
-0.1
-0.1 44
-0.2 (91)
0.1
0.1
-0.1 (101)
0.1 (111)
-0.1 (154)
-0.1 (73)
-0.1 (26)
0.1 88
0.1
0.2
0.2
0.1 (28)
0.1 (30)
0.1 161
0.1 150
-0.1
0.1
0.1
0.1
0.1 20
0.1 19
-0.1
-0.1
-0.1 19
-0.1 68
-0.2 (96)
-0.1
0.1
0.1 72
0.1 93
0.1
0.1 63
0.1 (227)
-0.1
-0.1
0.4 (64)
-0.1
-0.1
-0.1
0.2 103
-0.1
0.2 (55)
0.1 (67)
0.5 (183)
0.3 2
0.2 (89)
-0.1 0
-0.2
-0.3
-0.1 (79)
-0.2
-0.2 (78)
0.2 (139)
0.1 23
0.1 37
-0.1 (25)
-0.2
-0.2
-0.1 (14)
-0.1 31
-0.1 24
-0.1 15
0.1
0.5
-0.1 (70)
0.1
-0.2 (208)
-0.2
-0.2 23
-0.2 (1)
-0.2 (125)
-0.2 70
0.2 (11)
-0.1 12
-0.1 45
-0.2 (64)
0.3 53
0.3 (58)
0.2
-0.1
-0.3
-0.2 180
-0.1 119
-0.1
-0.1
-0.1 (81)
0.1 (99)
0.1 (48)
0.1 (182)
-0.1
0.2 (54)
-0.3
-0.1 (17)
-0.1 38
-0.3 97
-0.2
0.2
-0.1 (2)
-0.1 (34)
-0.4
-0.2
0.1
-0.2 131
-0.1 89
-0.2
0.2
-0.1 31
-0.1 71
-0.2
-0.2
-0.6 (223)
0.2
-0.1 60
-0.1
-0.1 34
-0.2 325
-0.1 33
-0.1 56
0.2
-0.1 (43)
-0.1
-0.1
0.1 8
0.1 10
-0.1 13
-0.1 34
-0.2 (30)
-0.2 19
0.2 (27)
0.1 (6)
0.1 (53)
0.1
-0.1 12
-0.2 248
-0.1 39
-0.3 98
0.1
0.1
-0.5
-0.1
-0.2 180
0.1
0.1
-0.2 (142)
0.2
-0.1 25
-0.1 (6)
0.1 21
0.1 32
-0.1 92
-0.2 (48)
0.1 15
0.1 28
-0.2
-0.1
-0.1 276
-0.1
-0.1
0.5
0.1 42
0.1 49
-0.2
0.1 (21)
0.1 (25)
0.2
-0.1
-0.1
-0.1 162
-0.1
0.2 16
0.2 74
-0.5 (238)
0.2 (137)
-0.2
0.4 (236)
0.4 (245)
0.1
0.1
0.1 18
0.4 11
0.4 36
0.3 (17)
-0.3
0.2
-0.1 (87)
-0.1 86
-0.1
-0.1 94
-0.2 (247)
-0.1 23
0.4
0.2 (116)
0.4 (117)
-0.1 25
-0.1 17
-0.3
-0.1
0.1
0.1
0.2
-0.1 (99)
-0.1 12
-0.1 66
0.1 (58)
-0.1 (1)
-0.2 (166)
-0.1
-0.1
0.2
-0.4 (102)
-0.2 (222)
-0.1
-0.1 51
-0.4 784
-0.2
0.1
-0.2 (284)
-0.1 (26)
0.1 4
0.1 89
0.1 (29)
0.1 (38)
0.1 26
-0.2 (70)
0.1
-0.2
0.3 (14)
0.2 (27)
0.1 (128)
-0.1 110
0.1
-0.1 138
-0.1
0.2 (13)
0.2
-0.1 77
-0.1 39
-0.1 119
0.2 (105)
0.2 (112)
0.2 (152)
-0.1 12
-0.2 (90)
-0.1 31
-0.1 (49)
0.2
-0.1
-0.1
0.1
0.2
-0.1 54
-0.2 51
0.1
0.1
-0.1 27
-0.2 (56)
-0.2 (29)
-0.1 52
-0.1 (6)
-0.2 (41)
-0.1
-0.1
-0.1
-0.2 (170)
0.7
-0.1
-0.1
-0.1 16
-0.1 18
-0.3 (202)
-0.2 (44)
0.2 (187)
0.1 110
-0.1
-0.1
0.1 62
0.1 42
0.1 220
-0.5 (91)
0.1
0.1
0.2 (37)
-0.1 189
0.1 77
0.1 104
0.1 71
0.1 116
-0.2
-0.1
0.1 91
0.1 198
0.1 27
0.2 (91)
0.2 138
-0.2 (9)
0.2 (38)
0.1 113
-0.6
-0.3
-0.1
0.1
-0.2 (107)
0.2
-0.1 142
-0.1 138
0.2 160
0.1 48
0.1 70
0.3 (206)
0.3 29
-0.1 (64)
-0.1 33
-0.1 40
0.1 36
0.1 72
0.5
0.2 174
-0.2
-0.1
-0.2 (3)
-0.2 (68)
0.1 37
0.1 33
0.2 14
0.2 83
0.2 (64)
-0.3 18
-0.2 71
0.1 133
0.1 132
0.2 60
0.1 82
0.1 111
0.2 212
0.1 10
0.3 133
-0.2 31
0.1
0.1
-0.2
-0.1 7
-0.3 130
0.3 82
0.2 38
0.3 126
0.2 70
0.3 140
0.2 195
0.3 297
0.3 307
0.2 42
0.2 209
-0.4 198
-0.2 158
0.1
0.4
0.3
0.2 73
0.1 41
-0.1 51
-0.1 47
0.1 58
0.3 178
0.2 (36)
0.2 (35)
0.2 (34)
0.4 3
-0.2 87
-0.3 129
0.3 126
0.3 86
-0.1 (7)
-0.1 (13)
#N/A
38% 0% 47% 40% 41% 46% 53%
0 (3) (12) (15) (14) 14
1.0 0.9 0.7 0.6 0.5 1.4
1.9 1.1 0.5 0.5 0.4 1.9
32 1 34 35 32 52 561 0 0
0.0 -0.1 -0.7 -1.1 -2.1 2.6
7 (109) (407) (470) (705) 7,912
629
690
751
812
873
934
995
1,056
1,117
1,178
1,239
1,300
1,361
1,422
1,483
1,544
1,606
1,667
1,748
39
78
(109)
vera ge (BUY) 33
SELL Moving avera ge (SELL) 33
(146)
(7) (7)
155
44
76
326
307
(45)
33
109
(123)
14
(61) (61)
(32) (32)
(83)
(28) (28)
18 18
57 57
227
(41)
243
34
22
229
(105)
7
(58) (58)
(53) (53)
586 586
32
193
64 64
197 197
(114) (114)
2
(7)
78
202
129
(10)
(106)
61 61
95 95
18 18
143
(4)
(49)
225
(32) (32)
54 54
24 24
5
(40)
1,731
(76)
(36)
18 18
25 25
84
225
(75) (75)
(138) (138)
19 19
114
20
71
(37)
(30)
28 28
84 84
(36) (36)
(27)
147
650
(20) (20)
69
143
242
(192)
(22)
(50) (50)
27
(75)
(28)
17
67
56
162
(7)
288
(133)
(33) (33)
(21)
22 22
37 37
(30) (30)
(6)
(17)
23 23
(133) (133)
(84) (84)
(42)
(35) (35)
141
136 136
(15)
40
2
66
54
8
3
(53)
76
22
66
2 2
23 23
(14) (14)
(7) (7)
15
(22)
92
(42)
16 16
140
(62)
79
189
(0)
(30) (30)
(103)
87
(121)
40
2
(75) (75)
(9)
(96)
(82)
(23)
(30)
(60) (60)
71
(109)
(7) (7)
(144) (144)
(17)
(134) (134)
(26) (26)
(258) (258)
(7)
(121) (121)
(9)
116
(70)
(20)
(177) (177)
9 9
(52)
26
(243)
(8) (8)
(32) (32)
44
(91)
(123) (123)
(75) (75)
(101)
(111)
(154)
(73)
(26)
88
(37) (37)
(176) (176)
(185) (185)
(28)
(30)
161
150
(50) (50)
(81) (81)
25 25
33 33
20
19
(18) (18)
(4) (4)
19
68
(96)
196 196
45 45
72
93
48 48
63
(227)
28 28
(16) (16)
(64)
24 24
26 26
34 34
103
160 160
(55)
(67)
(183)
2
(89)
0
(4) (4)
(111) (111)
(79)
50 50
(78)
(139)
23
37
(25)
(36) (36)
(118) (118)
(14)
31
24
15
(47) (47)
(100) (100)
(70)
(62) (62)
(208)
239 239
23
(1)
(125)
70
(11)
12
45
(64)
53
(58)
(279) (279)
22 22
74 74
180
119
96 96
77 77
(81)
(99)
(48)
(182)
(6) (6)
(54)
(41) (41)
(17)
38
97
(17) (17)
(11) (11)
(2)
(34)
(44) (44)
(76) (76)
(36) (36)
131
89
(32) (32)
(35) (35)
31
71
(92) (92)
10 10
(223)
(98) (98)
60
(128) (128)
34
325
33
56
(32) (32)
(43)
2 2
(20) (20)
8
10
13
34
(30)
19
(27)
(6)
(53)
(19) (19)
12
248
39
98
21 21
(5) (5)
(155) (155)
(19) (19)
180
0 0
2 2
(142)
(45) (45)
25
(6)
21
32
92
(48)
15
28
(3) (3)
384 384
276
113 113
82 82
(12) (12)
42
49
(40) (40)
(21)
(25)
(38) (38)
47 47
63 63
162
91 91
16
74
(238)
(137)
(27) (27)
(236)
(245)
14 14
12 12
18
11
36
(17)
(75) (75)
(135) (135)
(87)
86
15 15
94
(247)
23
(50) (50)
(116)
(117)
25
17
21 21
(19) (19)
4 4
(34) (34)
(100) (100)
(99)
12
66
(58)
(1)
(166)
2 2
(18) (18)
(17) (17)
(102)
(222)
(89) (89)
51
784
(8) (8)
(23) (23)
(284)
(26)
4
89
(29)
(38)
26
(70)
101 101
(72) (72)
(14)
(27)
(128)
110
8 8
138
39 39
(13)
10 10
77
39
119
(105)
(112)
(152)
12
(90)
31
(49)
(6) (6)
99 99
130 130
(104) (104)
(78) (78)
54
51
16 16
(5) (5)
27
(56)
(29)
52
(6)
(41)
39 39
123 123
85 85
(170)
(71) (71)
2 2
(22) (22)
16
18
(202)
(44)
(187)
110
(7) (7)
13 13
62
42
220
(91)
46 46
79 79
(37)
189
77
104
71
116
90 90
68 68
91
198
27
(91)
138
(9)
(38)
113
(31) (31)
(176) (176)
(14) (14)
18 18
(107)
(19) (19)
142
138
160
48
70
(206)
29
(64)
33
40
36
72
(87) (87)
174
10 10
23 23
(3)
(68)
37
33
14
83
(64)
18
71
133
132
60
82
111
212
10
133
31
7 7
20 20
(33) (33)
7
130
82
38
126
70
140
195
297
307
42
209
198
158
(10) (10)
33 33
(101) (101)
73
41
51
47
58
178
(36)
(35)
(34)
3
87
129
126
86
(7)
(13)