1.
Transaction cost (per M) 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)$
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)$
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)$
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)$
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)$
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)$
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$
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$
$(1,000.00)
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