Transaction cost (per M) $ 15.

15.00 Symbol OpenTimeStamp Side OpenPrice Size CloseTimeStamp ClosePrice AttemptsToClose PipsPnL PnL USD PnL cumulative SpanInMilliseconds PnL $ with cost
Starting Feb/03 5:00:16.700 USD/JPY Feb/03 5:00:16.700 Sell 112.98 500,000 Feb/03 5:00:17.179 112.9755 1 0.45 $ 19.91 $ 19.91 479 $ (10.09)
Ending Feb/03 7:30:06.839 USD/JPY Feb/03 5:01:29.114 Sell 113.007 500,000 Feb/03 5:01:29.252 113 1 0.7 $ 30.97 $ 50.89 139 $ (9.11)
Span (hs) 2:29 GBP/USD Feb/03 5:05:33.760 Sell 1.25162 500,000 Feb/03 5:05:33.860 1.25153 1 0.9 $ 45.00 $ 95.89 101 $ 5.89
Number of trades 109 USD/JPY Feb/03 5:06:24.784 Sell 113.01 500,000 Feb/03 5:06:24.694 113.00502 1 0.498 $ 22.03 $ 117.92 89 $ (2.08)
Winning Trades 87 USD/JPY Feb/03 5:11:04.655 Sell 113.061 500,000 Feb/03 5:11:04.782 113.065 2 -0.4 $ (17.75) $ 100.17 126 $ (49.83)
Winning Ratio 80% USD/JPY Feb/03 5:11:05.624 Sell 113.068 500,000 Feb/03 5:11:05.713 113.058 1 1 $ 44.23 $ 144.40 89 $ (35.60)
Average trade span (ms) 206.25 USD/JPY Feb/03 5:13:43.145 Sell 113.025 500,000 Feb/03 5:13:44.373 113.016473 1 0.8527 $ 37.72 $ 182.12 1228 $ (27.88)
USD/JPY Feb/03 5:17:20.587 Sell 113.011 500,000 Feb/03 5:17:20.686 113.004888 1 0.6112 $ 27.04 $ 209.16 100 $ (30.84)
EUR/JPY Feb/03 5:17:33.150 Sell 121.584 500,000 Feb/03 5:17:33.786 121.589 2 -0.5 $ (22.18) $ 186.98 636 $ (83.02)
Gross Profit $ 5,064.11 USD/JPY Feb/03 5:24:33.734 Sell 113.086 500,000 Feb/03 5:24:33.868 113.084 1 0.2 $ 8.82 $ 195.80 134 $ (104.20)
EUR/USD Feb/03 5:36:00.793 Sell 1.07515 500,000 Feb/03 5:36:00.257 1.075072 1 0.78 $ 38.51 $ 234.31 536 $ (95.69)
EUR/USD Feb/03 5:39:31.663 Sell 1.07533 500,000 Feb/03 5:39:31.308 1.07529 1 0.4 $ 20.00 $ 254.31 356 $ (105.69)
$6,000.00
EUR/USD Feb/03 5:40:17.149 Sell 1.07543 500,000 Feb/03 5:40:17.376 1.07535 1 0.8 $ 40.00 $ 294.31 227 $ (95.69)
USD/JPY Feb/03 5:50:12.593 Sell 113.07 500,000 Feb/03 5:50:12.516 113.06 1 1 $ 44.23 $ 338.54 78 $ (81.46)
$5,000.00 USD/JPY Feb/03 5:52:28.632 Sell 113.013 500,000 Feb/03 5:52:28.719 113.017 1 -0.4 $ (17.75) $ 320.79 87 $ (129.21)
EUR/USD Feb/03 5:52:42.586 Sell 1.07569 500,000 Feb/03 5:52:42.676 1.07562 1 0.7 $ 35.00 $ 355.79 89 $ (124.21)
GBP/USD Feb/03 5:55:35.729 Sell 1.25174 500,000 Feb/03 5:55:35.649 1.25164 1 1 $ 50.00 $ 405.79 80 $ (104.21)
$4,000.00 USD/JPY Feb/03 5:57:46.140 Sell 113.029 500,000 Feb/03 5:57:46.225 113.022 1 0.7 $ 30.96 $ 436.76 86 $ (103.24)
USD/JPY Feb/03 5:57:49.532 Sell 113.03 500,000 Feb/03 5:57:49.617 113.021615 1 0.8385 $ 37.09 $ 473.85 85 $ (96.15)
USD/JPY Feb/03 5:57:52.345 Sell 113.034 500,000 Feb/03 5:57:52.366 113.023571 1 1.0429 $ 46.13 $ 519.98 21 $ (80.02)
$3,000.00 USD/JPY Feb/03 5:58:08.475 Sell 113.032 500,000 Feb/03 5:58:08.497 113.023 1 0.9 $ 39.81 $ 559.79 22 $ (70.21)
USD/JPY Feb/03 5:59:37.702 Sell 113.05 500,000 Feb/03 5:59:37.804 113.042 1 0.8 $ 35.39 $ 595.18 102 $ (64.82)
USD/JPY Feb/03 6:05:06.529 Sell 113.056 500,000 Feb/03 6:05:08.270 113.034606 1 2.1394 $ 94.64 $ 689.81 1742 $ (0.19)
$2,000.00 EUR/USD Feb/03 6:12:05.514 Sell 1.0757 500,000 Feb/03 6:12:05.538 1.075636 1 0.64 $ 31.82 $ 721.63 24 $ 1.63
USD/JPY Feb/03 6:12:27.454 Sell 113.045 500,000 Feb/03 6:12:27.549 113.036 1 0.9 $ 39.81 $ 761.44 95 $ 11.44
EUR/JPY Feb/03 6:12:27.532 Sell 121.586 500,000 Feb/03 6:12:27.648 121.592 1 -0.6 $ (26.62) $ 734.82 117 $ (45.18)
$1,000.00 USD/JPY Feb/03 6:12:28.579 Sell 113.054 500,000 Feb/03 6:12:28.664 113.036 1 1.8 $ 79.61 $ 814.43 85 $ 4.43
USD/JPY Feb/03 6:12:30.157 Sell 113.053 500,000 Feb/03 6:12:30.242 113.036 1 1.7 $ 75.19 $ 889.62 85 $ 49.62
USD/JPY Feb/03 6:12:30.251 Sell 113.052 500,000 Feb/03 6:12:30.335 113.036 1 1.6 $ 70.76 $ 960.38 85 $ 90.38
$- USD/JPY Feb/03 6:12:33.970 Sell 113.049 500,000 Feb/03 6:12:33.994 113.036 1 1.3 $ 57.50 $ 1,017.89 24 $ 117.89
USD/JPY Feb/03 6:12:34.610 Sell 113.044 500,000 Feb/03 6:12:34.632 113.036 1 0.8 $ 35.39 $ 1,053.27 22 $ 123.27
USD/JPY Feb/03 6:12:35.142 Sell 113.043 500,000 Feb/03 6:12:35.228 113.0396 1 0.34 $ 15.02 $ 1,068.29 86 $ 108.29
$(1,000.00) USD/JPY Feb/03 6:15:57.846 Sell 113.075 500,000 Feb/03 6:15:58.104 113.068 1 0.7 $ 30.96 $ 1,099.25 259 $ 109.25
EUR/JPY Feb/03 6:18:58.451 Sell 121.607 500,000 Feb/03 6:18:58.541 121.6045 1 0.25 $ 11.05 $ 1,110.30 90 $ 90.30
USD/CHF Feb/03 6:29:15.990 Sell 0.99382 500,000 Feb/03 6:29:16.297 0.99375 1 0.7 $ 35.21 $ 1,145.51 308 $ 95.51
EUR/CHF Feb/03 6:29:16.240 Sell 1.06841 500,000 Feb/03 6:29:16.337 1.06845 1 -0.4 $ (20.13) $ 1,125.38 97 $ 45.38
USD/CHF Feb/03 6:29:16.307 Sell 0.99383 500,000 Feb/03 6:29:16.406 0.99385 1 -0.2 $ (10.07) $ 1,115.32 98 $ 5.32
USD/CHF Feb/03 6:29:16.818 Sell 0.99386 500,000 Feb/03 6:29:16.967 0.9939 1 -0.4 $ (20.13) $ 1,095.19 149 $ (44.81)
NZD/USD Feb/03 6:29:34.663 Sell 0.72685 500,000 Feb/03 6:29:35.132 0.7269 2 -0.5 $ (25.00) $ 1,070.19 470 $ (99.81)
EUR/USD Feb/03 6:31:35.689 Sell 1.07521 500,000 Feb/03 6:31:35.780 1.0752 1 0.1 $ 5.00 $ 1,075.19 91 $ (124.81)
USD/JPY Feb/03 6:33:53.545 Sell 113.091 500,000 Feb/03 6:33:53.647 113.084 1 0.7 $ 30.95 $ 1,106.14 102 $ (123.86)
USD/JPY Feb/03 6:34:25.610 Sell 113.066 500,000 Feb/03 6:34:25.698 113.07 1 -0.4 $ (17.74) $ 1,088.40 89 $ (171.60)
USD/JPY Feb/03 6:43:59.780 Sell 113.076 500,000 Feb/03 6:43:59.868 113.08 1 -0.4 $ (17.75) $ 1,070.65 88 $ (219.35)
USD/JPY Feb/03 6:46:24.945 Sell 113.11 500,000 Feb/03 6:46:24.871 113.097396 1 1.2604 $ 55.72 $ 1,126.37 74 $ (193.63)
EUR/USD Feb/03 6:47:29.209 Sell 1.07502 500,000 Feb/03 6:47:29.305 1.07505 1 -0.3 $ (15.00) $ 1,111.37 96 $ (238.63)
USD/JPY Feb/03 6:57:27.689 Sell 113.115 500,000 Feb/03 6:57:27.609 113.090932 1 2.4068 $ 106.41 $ 1,217.78 80 $ (162.22)
EUR/JPY Feb/03 6:59:29.805 Sell 121.666 500,000 Feb/03 6:59:30.320 121.67 2 -0.4 $ (17.75) $ 1,200.03 516 $ (209.97)
USD/CHF Feb/03 7:00:02.584 Sell 0.99324 500,000 Feb/03 7:00:02.814 0.9931 1 1.4 $ 70.47 $ 1,270.50 231 $ (169.50)
USD/CHF Feb/03 7:00:02.597 Sell 0.99316 500,000 Feb/03 7:00:02.575 0.9931 1 0.6 $ 30.20 $ 1,300.70 23 $ (169.30)
EUR/USD Feb/03 7:00:03.247 Sell 1.07585 500,000 Feb/03 7:00:03.491 1.075743 1 1.07 $ 53.33 $ 1,354.04 244 $ (145.96)
USD/CHF Feb/03 7:00:04.107 Sell 0.99329 500,000 Feb/03 7:00:04.911 0.9931 1 1.9 $ 95.64 $ 1,449.68 804 $ (80.33)
USD/CHF Feb/03 7:00:04.669 Sell 0.99334 500,000 Feb/03 7:00:05.247 0.9931 1 2.4 $ 120.80 $ 1,570.47 578 $ 10.47
USD/CHF Feb/03 7:00:05.256 Sell 0.99335 500,000 Feb/03 7:00:05.351 0.9931 1 2.5 $ 125.83 $ 1,696.30 94 $ 106.30
USD/CHF Feb/03 7:00:05.359 Sell 0.99337 500,000 Feb/03 7:00:05.444 0.9931 1 2.7 $ 135.90 $ 1,832.20 84 $ 212.20
USD/CHF Feb/03 7:00:05.547 Sell 0.99339 500,000 Feb/03 7:00:05.673 0.9931 1 2.9 $ 145.96 $ 1,978.16 126 $ 328.16
USD/CHF Feb/03 7:00:06.420 Sell 0.99341 500,000 Feb/03 7:00:06.618 0.9931 1 3.1 $ 156.01 $ 2,134.18 198 $ 454.18
USD/CHF Feb/03 7:00:06.630 Sell 0.99343 500,000 Feb/03 7:00:06.795 0.9931 1 3.3 $ 166.10 $ 2,300.27 166 $ 590.27
USD/CHF Feb/03 7:00:06.755 Sell 0.9934 500,000 Feb/03 7:00:06.412 0.9931 1 3 $ 150.99 $ 2,451.26 344 $ 711.26
USD/CHF Feb/03 7:00:06.810 Sell 0.99344 500,000 Feb/03 7:00:07.224 0.9931 1 3.4 $ 171.11 $ 2,622.37 415 $ 852.37
EUR/USD Feb/03 7:00:10.787 Sell 1.07579 500,000 Feb/03 7:00:12.475 1.075498 1 2.92 $ 145.65 $ 2,768.02 1687 $ 968.02
EUR/USD Feb/03 7:02:26.153 Sell 1.07566 500,000 Feb/03 7:02:26.240 1.0757 1 -0.4 $ (20.00) $ 2,748.02 87 $ 918.02
EUR/JPY Feb/03 7:02:30.263 Sell 121.68 500,000 Feb/03 7:02:30.350 121.674 1 0.6 $ 26.52 $ 2,774.54 86 $ 914.54
USD/JPY Feb/03 7:04:01.835 Sell 113.117 500,000 Feb/03 7:04:01.948 113.112 1 0.5 $ 22.10 $ 2,796.64 113 $ 906.64
USD/JPY Feb/03 7:04:36.167 Sell 113.129 500,000 Feb/03 7:04:36.269 113.124 1 0.5 $ 22.10 $ 2,818.74 103 $ 898.74
USD/JPY Feb/03 7:04:36.277 Sell 113.133 500,000 Feb/03 7:04:36.338 113.125 1 0.8 $ 35.36 $ 2,854.10 61 $ 904.10
USD/JPY Feb/03 7:05:01.841 Sell 113.154 500,000 Feb/03 7:05:01.866 113.156 1 -0.2 $ (8.87) $ 2,845.23 25 $ 865.23
AUD/USD Feb/03 7:05:50.595 Sell 0.7653 500,000 Feb/03 7:05:50.666 0.765353 1 -0.53 $ (26.54) $ 2,818.69 71 $ 808.69
AUD/USD Feb/03 7:05:52.392 Sell 0.76531 500,000 Feb/03 7:05:52.478 0.765341 1 -0.31 $ (15.96) $ 2,802.73 86 $ 762.73
AUD/USD Feb/03 7:05:52.486 Sell 0.76532 500,000 Feb/03 7:05:52.799 0.765337 1 -0.17 $ (8.85) $ 2,793.89 313 $ 723.89
AUD/USD Feb/03 7:05:52.952 Sell 0.76533 500,000 Feb/03 7:05:52.877 0.76532 1 0.1 $ 5.00 $ 2,798.89 74 $ 698.89
NZD/USD Feb/03 7:06:38.881 Sell 0.72689 500,000 Feb/03 7:06:38.981 0.726973 1 -0.83 $ (41.67) $ 2,757.22 100 $ 627.22
NZD/USD Feb/03 7:06:39.103 Sell 0.72696 500,000 Feb/03 7:06:39.953 0.727025 1 -0.65 $ (32.50) $ 2,724.72 850 $ 564.72
NZD/USD Feb/03 7:06:39.232 Sell 0.72695 500,000 Feb/03 7:06:39.333 0.72703 1 -0.8 $ (40.00) $ 2,684.72 101 $ 494.72
EUR/USD Feb/03 7:06:39.843 Sell 1.07568 500,000 Feb/03 7:06:39.325 1.07564 1 0.4 $ 20.00 $ 2,704.72 518 $ 484.72
NZD/USD Feb/03 7:08:26.445 Sell 0.72707 500,000 Feb/03 7:08:26.370 0.72703 1 0.4 $ 20.00 $ 2,724.72 74 $ 474.72
NZD/USD Feb/03 7:10:24.121 Sell 0.72724 500,000 Feb/03 7:10:24.192 0.72703 1 2.1 $ 105.00 $ 2,829.72 72 $ 549.72
NZD/USD Feb/03 7:12:35.735 Sell 0.7272 500,000 Feb/03 7:12:35.819 0.727051 1 1.49 $ 74.49 $ 2,904.21 85 $ 594.21
NZD/USD Feb/03 7:14:02.559 Sell 0.7271 500,000 Feb/03 7:14:02.644 0.72703 1 0.7 $ 35.00 $ 2,939.21 84 $ 599.21
NZD/USD Feb/03 7:14:03.809 Sell 0.72712 500,000 Feb/03 7:14:03.919 0.727056 1 0.64 $ 31.79 $ 2,971.00 110 $ 601.00
NZD/USD Feb/03 7:14:04.466 Sell 0.72716 500,000 Feb/03 7:14:04.569 0.72706 1 1 $ 49.74 $ 3,020.73 103 $ 620.73
NZD/USD Feb/03 7:14:19.924 Sell 0.72709 500,000 Feb/03 7:14:19.993 0.72703 1 0.6 $ 30.00 $ 3,050.73 70 $ 620.73
NZD/USD Feb/03 7:14:44.369 Sell 0.72705 500,000 Feb/03 7:14:44.474 0.727059 1 -0.09 $ (4.76) $ 3,045.98 105 $ 585.98
NZD/USD Feb/03 7:15:03.555 Sell 0.72717 500,000 Feb/03 7:15:03.656 0.727035 1 1.35 $ 67.29 $ 3,113.26 100 $ 623.26
NZD/USD Feb/03 7:16:23.849 Sell 0.72729 500,000 Feb/03 7:16:23.919 0.727036 1 2.54 $ 126.80 $ 3,240.06 70 $ 720.06
NZD/USD Feb/03 7:16:26.943 Sell 0.72732 500,000 Feb/03 7:16:27.289 0.7271 1 2.2 $ 110.00 $ 3,350.06 345 $ 800.06
NZD/USD Feb/03 7:19:16.204 Sell 0.72721 500,000 Feb/03 7:19:16.276 0.727051 1 1.59 $ 79.32 $ 3,429.38 71 $ 849.38
NZD/USD Feb/03 7:19:16.283 Sell 0.72722 500,000 Feb/03 7:19:16.352 0.727073 1 1.47 $ 73.18 $ 3,502.56 69 $ 892.56
NZD/USD Feb/03 7:19:28.191 Sell 0.72727 500,000 Feb/03 7:19:28.276 0.727065 1 2.05 $ 102.35 $ 3,604.91 85 $ 964.91
NZD/USD Feb/03 7:19:39.536 Sell 0.72733 500,000 Feb/03 7:19:39.967 0.727037 1 2.93 $ 146.13 $ 3,751.04 432 $ 1,081.04
NZD/USD Feb/03 7:19:39.661 Sell 0.7273 500,000 Feb/03 7:19:39.747 0.727078 1 2.22 $ 110.61 $ 3,861.65 87 $ 1,161.65
NZD/USD Feb/03 7:19:40.193 Sell 0.72734 500,000 Feb/03 7:19:40.277 0.72719 1 1.5 $ 75.00 $ 3,936.65 84 $ 1,206.65
NZD/USD Feb/03 7:19:44.240 Sell 0.72736 500,000 Feb/03 7:19:44.348 0.72703 1 3.3 $ 165.00 $ 4,101.65 108 $ 1,341.65
EUR/USD Feb/03 7:19:44.818 Sell 1.07596 500,000 Feb/03 7:19:44.866 1.07587 1 0.9 $ 45.00 $ 4,146.65 47 $ 1,356.65
EUR/USD Feb/03 7:20:03.804 Sell 1.07581 500,000 Feb/03 7:20:03.877 1.0757 1 1.1 $ 55.00 $ 4,201.65 73 $ 1,381.65
NZD/USD Feb/03 7:20:47.295 Sell 0.72723 500,000 Feb/03 7:20:47.380 0.727034 1 1.96 $ 97.62 $ 4,299.28 85 $ 1,449.28
NZD/USD Feb/03 7:22:03.520 Sell 0.72728 500,000 Feb/03 7:22:03.605 0.727038 1 2.42 $ 120.74 $ 4,420.01 84 $ 1,540.01
NZD/USD Feb/03 7:22:25.877 Sell 0.72726 500,000 Feb/03 7:22:25.982 0.727064 1 1.96 $ 97.78 $ 4,517.79 105 $ 1,607.79
NZD/USD Feb/03 7:22:26.946 Sell 0.72725 500,000 Feb/03 7:22:27.522 0.727065 1 1.85 $ 92.50 $ 4,610.29 577 $ 1,670.29
NZD/USD Feb/03 7:22:28.890 Sell 0.72719 500,000 Feb/03 7:22:28.972 0.727074 1 1.16 $ 57.67 $ 4,667.96 82 $ 1,697.96
EUR/USD Feb/03 7:22:33.494 Sell 1.07575 500,000 Feb/03 7:22:33.534 1.075655 1 0.95 $ 47.50 $ 4,715.46 40 $ 1,715.46
NZD/USD Feb/03 7:23:20.969 Sell 0.72713 500,000 Feb/03 7:23:21.553 0.727045 1 0.85 $ 42.08 $ 4,757.54 584 $ 1,727.54
NZD/USD Feb/03 7:23:42.533 Sell 0.72718 500,000 Feb/03 7:23:42.617 0.727076 1 1.04 $ 51.67 $ 4,809.21 84 $ 1,749.21
NZD/USD Feb/03 7:28:16.285 Sell 0.72711 500,000 Feb/03 7:28:16.369 0.72703 1 0.8 $ 40.00 $ 4,849.21 85 $ 1,759.21
NZD/USD Feb/03 7:28:29.319 Sell 0.72698 500,000 Feb/03 7:28:29.404 0.72705 1 -0.7 $ (35.00) $ 4,814.21 86 $ 1,694.21
NZD/USD Feb/03 7:28:30.333 Sell 0.72703 500,000 Feb/03 7:28:30.420 0.72703 1 0 $ - $ 4,814.21 87 $ 1,664.21
NZD/USD Feb/03 7:28:30.881 Sell 0.72706 500,000 Feb/03 7:28:30.948 0.72703 1 0.3 $ 15.00 $ 4,829.21 68 $ 1,649.21
NZD/USD Feb/03 7:28:41.834 Sell 0.72708 500,000 Feb/03 7:28:41.955 0.727031 1 0.49 $ 24.14 $ 4,853.35 121 $ 1,643.35
NZD/USD Feb/03 7:29:45.767 Sell 0.72715 500,000 Feb/03 7:29:45.165 0.727042 1 1.08 $ 53.51 $ 4,906.86 602 $ 1,666.86
NZD/USD Feb/03 7:30:06.766 Sell 0.72735 500,000 Feb/03 7:30:06.839 0.727035 1 3.15 $ 157.25 $ 5,064.11 73 $ 1,794.11