Generated: 2026-03-13 15:37 | File: EURUSD_strategy_sim04_20220508_20260301_200w_20260313_1537
| Parameter | Values tested |
|---|---|
| Symbol | EURUSD |
| Long entry times (Monday) | 03:00 / 06:00 / 09:00 |
| Short entry times (Monday) | 03:00 / 06:00 / 09:00 / 12:00 |
| Stop buffers | 5 / 10 / 15 / 20 pips |
| Exit times (Friday) | 15:00 / 17:00 / 19:00 / weekly close |
| Long variants total | 3 × 4 × 4 = 48 |
| Short variants total | 4 × 4 × 4 = 64 |
| Total variants | 112 |
| Weeks tested | 200 |
Expectancy distribution by entry hour (all buffer/exit combos)
Expectancy vs Max DD scatter — bubble size ∝ PF
| Variant | N | WR% | Avg Win | Avg Loss | Expect | Avg R | PF | Total pips | Max DD | Stop% | Ref Dist | Hold h |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| L E03 B20 Xclose | 196 | 26.0 | 120.3 | -31.0 | 8.4 | 0.137 | 1.37 | 1642.5 | -460.5 | 73.0 | 12.6 | 53.0 |
| L E03 B15 Xclose | 196 | 21.9 | 130.4 | -25.9 | 8.4 | 0.148 | 1.41 | 1642.4 | -472.7 | 77.0 | 12.6 | 47.9 |
| L E03 B15 X17 | 196 | 23.0 | 122.6 | -26.1 | 8.1 | 0.153 | 1.4 | 1578.9 | -583.9 | 76.5 | 12.6 | 46.5 |
| L E03 B20 X17 | 196 | 26.5 | 116.0 | -31.1 | 7.9 | 0.132 | 1.35 | 1556.3 | -516.1 | 72.4 | 12.6 | 51.3 |
| L E03 B20 X19 | 196 | 27.0 | 113.4 | -31.2 | 7.9 | 0.129 | 1.35 | 1545.9 | -441.5 | 72.4 | 12.6 | 51.9 |
| L E03 B15 X19 | 196 | 23.0 | 121.3 | -26.1 | 7.7 | 0.134 | 1.38 | 1515.4 | -512.9 | 76.5 | 12.6 | 47.0 |
| L E03 B20 X15 | 196 | 27.6 | 107.8 | -31.2 | 7.1 | 0.117 | 1.31 | 1394.1 | -406.8 | 71.9 | 12.6 | 50.8 |
| L E03 B15 X15 | 196 | 23.5 | 114.4 | -26.2 | 6.8 | 0.113 | 1.34 | 1328.2 | -603.8 | 76.5 | 12.6 | 46.0 |
| L E03 B5 Xclose | 196 | 13.8 | 145.8 | -16.1 | 6.2 | 0.056 | 1.45 | 1219.4 | -623.0 | 86.2 | 12.6 | 30.6 |
| L E06 B20 Xclose | 196 | 27.6 | 116.5 | -35.9 | 6.1 | 0.115 | 1.23 | 1189.9 | -512.3 | 71.4 | 17.2 | 54.0 |
Top 10 Long variants — expectancy (left) and PF (right)
Equity curve for the best Long variant (highest expectancy)
| CandleType | N_Weeks | N_Trades | WinRate% | TotalPips | Expectancy | ProfFactor |
|---|---|---|---|---|---|---|
| BullExpansion | 32 | 31 | 87.1 | 4554.1 | 146.9 | 34.02 |
| BearExpansion | 25 | 25 | 0.0 | -704.3 | nan | 0.0 |
| BullRejection | 47 | 46 | 8.7 | -1065.1 | -23.2 | 0.14 |
| BearRejection | 51 | 50 | 8.0 | -1344.9 | -26.9 | 0.11 |
| NeutralRange | 45 | 44 | 36.4 | 202.7 | 4.6 | 1.23 |
Ex-post candle type attribution — total pips (left) and win rate (right)
Expectancy distribution by entry hour
Expectancy vs Max DD scatter
| Variant | N | WR% | Avg Win | Avg Loss | Expect | Avg R | PF | Total pips | Max DD | Stop% | Ref Dist | Hold h |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| S E12 B5 X15 | 198 | 21.2 | 82.2 | -23.2 | -0.8 | -0.019 | 0.95 | -164.3 | -973.8 | 76.3 | 21.3 | 37.3 |
| S E09 B5 X15 | 197 | 15.7 | 90.0 | -18.5 | -1.4 | -0.078 | 0.91 | -280.3 | -1197.0 | 84.3 | 14.0 | 27.2 |
| S E12 B5 X17 | 198 | 22.2 | 76.3 | -23.6 | -1.4 | -0.008 | 0.93 | -269.2 | -801.9 | 76.8 | 21.3 | 37.8 |
| S E06 B5 X15 | 196 | 14.8 | 93.3 | -18.0 | -1.5 | 0.064 | 0.9 | -296.1 | -1310.5 | 85.2 | 12.9 | 27.7 |
| S E06 B5 X17 | 196 | 14.3 | 90.4 | -17.9 | -2.4 | -0.022 | 0.84 | -476.3 | -1223.1 | 85.7 | 12.9 | 27.9 |
| S E12 B10 X15 | 198 | 22.2 | 85.8 | -27.8 | -2.5 | -0.099 | 0.88 | -500.5 | -1133.7 | 74.2 | 21.3 | 40.9 |
| S E09 B5 X17 | 197 | 15.2 | 86.2 | -18.5 | -2.6 | -0.11 | 0.84 | -505.4 | -1187.7 | 84.8 | 14.0 | 27.5 |
| S E03 B10 X15 | 196 | 14.3 | 89.6 | -18.1 | -2.8 | -0.167 | 0.82 | -539.2 | -1515.7 | 85.2 | 8.4 | 27.7 |
| S E09 B20 X15 | 197 | 26.4 | 82.0 | -33.7 | -3.1 | -0.068 | 0.87 | -618.0 | -1278.7 | 72.6 | 14.0 | 43.9 |
| S E12 B10 X17 | 198 | 23.2 | 79.9 | -28.5 | -3.3 | -0.101 | 0.85 | -649.8 | -1021.1 | 75.3 | 21.3 | 41.4 |
Top 10 Short variants
Best Short variant equity curve
| CandleType | N_Weeks | N_Trades | WinRate% | TotalPips | Expectancy | ProfFactor |
|---|---|---|---|---|---|---|
| BullExpansion | 32 | 32 | 3.1 | -527.9 | -16.5 | 0.01 |
| BearExpansion | 25 | 25 | 56.0 | 1168.4 | 46.7 | 5.52 |
| BullRejection | 47 | 47 | 14.9 | -732.0 | -15.6 | 0.39 |
| BearRejection | 51 | 50 | 16.0 | -231.6 | -4.6 | 0.71 |
| NeutralRange | 45 | 44 | 27.3 | 158.8 | 3.6 | 1.19 |
Ex-post type attribution
| Dir | Entry | Buf (p) | Exit | N | WR% | Avg Win | Avg Loss | Expect | Avg R | PF | Total pips | Max DD | Stop% | Ref Dist | Hold h |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Long | 3 | 20 | close | 196 | 26.0 | 120.3 | -31.0 | 8.4 | 0.137 | 1.37 | 1642.5 | -460.5 | 73.0 | 12.6 | 53.0 |
| Long | 3 | 15 | close | 196 | 21.9 | 130.4 | -25.9 | 8.4 | 0.148 | 1.41 | 1642.4 | -472.7 | 77.0 | 12.6 | 47.9 |
| Long | 3 | 15 | 17 | 196 | 23.0 | 122.6 | -26.1 | 8.1 | 0.153 | 1.4 | 1578.9 | -583.9 | 76.5 | 12.6 | 46.5 |
| Long | 3 | 20 | 17 | 196 | 26.5 | 116.0 | -31.1 | 7.9 | 0.132 | 1.35 | 1556.3 | -516.1 | 72.4 | 12.6 | 51.3 |
| Long | 3 | 20 | 19 | 196 | 27.0 | 113.4 | -31.2 | 7.9 | 0.129 | 1.35 | 1545.9 | -441.5 | 72.4 | 12.6 | 51.9 |
| Long | 3 | 15 | 19 | 196 | 23.0 | 121.3 | -26.1 | 7.7 | 0.134 | 1.38 | 1515.4 | -512.9 | 76.5 | 12.6 | 47.0 |
| Long | 3 | 20 | 15 | 196 | 27.6 | 107.8 | -31.2 | 7.1 | 0.117 | 1.31 | 1394.1 | -406.8 | 71.9 | 12.6 | 50.8 |
| Long | 3 | 15 | 15 | 196 | 23.5 | 114.4 | -26.2 | 6.8 | 0.113 | 1.34 | 1328.2 | -603.8 | 76.5 | 12.6 | 46.0 |
| Long | 3 | 5 | close | 196 | 13.8 | 145.8 | -16.1 | 6.2 | 0.056 | 1.45 | 1219.4 | -623.0 | 86.2 | 12.6 | 30.6 |
| Long | 6 | 20 | close | 196 | 27.6 | 116.5 | -35.9 | 6.1 | 0.115 | 1.23 | 1189.9 | -512.3 | 71.4 | 17.2 | 54.0 |
| Long | 6 | 20 | 19 | 196 | 28.1 | 113.6 | -36.0 | 6.0 | 0.127 | 1.23 | 1173.7 | -571.3 | 70.9 | 17.2 | 52.9 |
| Long | 3 | 10 | close | 196 | 17.9 | 128.8 | -21.0 | 5.7 | 0.036 | 1.33 | 1121.0 | -846.7 | 81.6 | 12.6 | 39.2 |
| Long | 6 | 20 | 17 | 196 | 28.1 | 112.4 | -36.0 | 5.6 | 0.117 | 1.22 | 1106.3 | -603.5 | 70.9 | 17.2 | 52.3 |
| Long | 9 | 5 | close | 197 | 18.3 | 131.2 | -22.7 | 5.5 | 0.29 | 1.29 | 1074.0 | -574.3 | 81.7 | 19.6 | 34.0 |
| Long | 3 | 5 | 17 | 196 | 13.8 | 140.6 | -16.1 | 5.5 | 0.012 | 1.4 | 1079.6 | -722.5 | 86.2 | 12.6 | 29.8 |
| Long | 3 | 5 | 19 | 196 | 13.8 | 140.1 | -16.1 | 5.4 | 0.019 | 1.39 | 1064.6 | -680.5 | 86.2 | 12.6 | 30.1 |
| Long | 9 | 20 | close | 197 | 27.9 | 113.8 | -36.6 | 5.4 | 0.06 | 1.21 | 1070.1 | -651.9 | 70.6 | 19.6 | 52.4 |
| Long | 6 | 15 | 17 | 196 | 24.5 | 119.6 | -31.6 | 5.4 | 0.17 | 1.23 | 1063.5 | -588.9 | 75.0 | 17.2 | 48.1 |
| Long | 3 | 10 | 17 | 196 | 18.4 | 122.6 | -21.1 | 5.3 | 0.028 | 1.31 | 1037.9 | -966.6 | 81.6 | 12.6 | 38.1 |
| Long | 6 | 15 | close | 196 | 23.5 | 124.7 | -31.5 | 5.2 | 0.144 | 1.21 | 1014.5 | -499.0 | 75.5 | 17.2 | 49.6 |
| Long | 9 | 20 | 19 | 197 | 28.4 | 110.5 | -36.6 | 5.2 | 0.072 | 1.2 | 1021.7 | -710.9 | 70.1 | 19.6 | 51.2 |
| Long | 9 | 5 | 17 | 197 | 18.3 | 129.1 | -22.7 | 5.1 | 0.295 | 1.27 | 997.5 | -673.8 | 81.7 | 19.6 | 33.0 |
| Long | 3 | 10 | 19 | 196 | 18.4 | 121.3 | -21.1 | 5.1 | 0.017 | 1.29 | 992.3 | -916.4 | 81.6 | 12.6 | 38.4 |
| Long | 6 | 15 | 19 | 196 | 24.0 | 121.4 | -31.5 | 5.1 | 0.157 | 1.21 | 1009.0 | -521.5 | 75.0 | 17.2 | 48.6 |
| Long | 9 | 20 | 17 | 197 | 28.4 | 110.3 | -36.7 | 5.0 | 0.07 | 1.19 | 994.5 | -743.1 | 70.1 | 19.6 | 50.6 |
| Long | 9 | 5 | 19 | 197 | 18.3 | 128.6 | -22.7 | 5.0 | 0.296 | 1.27 | 977.7 | -631.8 | 81.7 | 19.6 | 33.3 |
| Long | 6 | 5 | close | 196 | 15.8 | 141.7 | -21.3 | 4.5 | 0.105 | 1.25 | 883.6 | -598.4 | 84.2 | 17.2 | 33.6 |
| Long | 6 | 20 | 15 | 196 | 27.6 | 109.5 | -35.4 | 4.5 | 0.101 | 1.18 | 880.7 | -488.0 | 70.4 | 17.2 | 51.7 |
| Long | 3 | 5 | 15 | 196 | 13.8 | 132.2 | -16.1 | 4.4 | -0.047 | 1.31 | 853.4 | -776.2 | 86.2 | 12.6 | 29.5 |
| Long | 3 | 10 | 15 | 196 | 18.4 | 116.8 | -21.1 | 4.2 | -0.018 | 1.25 | 831.0 | -1003.7 | 81.6 | 12.6 | 37.7 |
| Long | 6 | 15 | 15 | 196 | 24.0 | 116.7 | -31.3 | 4.1 | 0.146 | 1.17 | 812.6 | -576.4 | 75.0 | 17.2 | 47.6 |
| Long | 6 | 5 | 17 | 196 | 15.8 | 137.8 | -21.3 | 3.9 | 0.089 | 1.22 | 763.8 | -683.7 | 84.2 | 17.2 | 32.7 |
| Long | 9 | 5 | 15 | 197 | 17.8 | 126.6 | -22.6 | 3.9 | 0.252 | 1.21 | 768.0 | -727.5 | 81.7 | 19.6 | 32.6 |
| Long | 9 | 20 | 15 | 197 | 26.9 | 111.0 | -35.7 | 3.8 | 0.048 | 1.14 | 740.9 | -627.6 | 69.5 | 19.6 | 50.0 |
| Long | 6 | 5 | 19 | 196 | 15.8 | 136.2 | -21.3 | 3.6 | 0.073 | 1.2 | 713.3 | -658.6 | 84.2 | 17.2 | 33.0 |
| Long | 6 | 10 | 17 | 196 | 20.4 | 120.7 | -26.6 | 3.5 | 0.09 | 1.16 | 680.5 | -914.9 | 79.6 | 17.2 | 39.8 |
| Long | 6 | 10 | close | 196 | 19.9 | 124.4 | -26.5 | 3.5 | 0.078 | 1.17 | 694.2 | -809.2 | 79.6 | 17.2 | 41.0 |
| Long | 6 | 10 | 19 | 196 | 20.4 | 119.9 | -26.6 | 3.3 | 0.082 | 1.16 | 648.2 | -881.6 | 79.6 | 17.2 | 40.2 |
| Long | 9 | 15 | 19 | 197 | 23.9 | 116.1 | -32.2 | 3.2 | 0.055 | 1.13 | 622.7 | -661.1 | 74.6 | 19.6 | 46.3 |
| Long | 9 | 15 | 17 | 197 | 24.4 | 113.9 | -32.4 | 3.2 | 0.059 | 1.13 | 638.5 | -695.0 | 74.6 | 19.6 | 45.8 |
| Long | 9 | 15 | close | 197 | 23.4 | 118.7 | -32.1 | 3.1 | 0.029 | 1.12 | 604.9 | -617.2 | 75.1 | 19.6 | 47.3 |
| Long | 6 | 5 | 15 | 196 | 15.3 | 135.6 | -21.1 | 2.9 | 0.064 | 1.16 | 558.6 | -712.8 | 84.2 | 17.2 | 32.4 |
| Long | 9 | 10 | close | 197 | 19.8 | 124.0 | -27.3 | 2.6 | 0.037 | 1.12 | 517.0 | -767.9 | 79.2 | 19.6 | 39.4 |
| Long | 9 | 10 | 17 | 197 | 20.3 | 120.7 | -27.5 | 2.6 | 0.06 | 1.12 | 507.4 | -868.5 | 79.2 | 19.6 | 38.1 |
| Long | 6 | 10 | 15 | 196 | 19.9 | 118.6 | -26.4 | 2.4 | 0.064 | 1.12 | 479.5 | -927.4 | 79.6 | 17.2 | 39.4 |
| Long | 9 | 10 | 19 | 197 | 20.3 | 119.7 | -27.5 | 2.4 | 0.054 | 1.11 | 476.4 | -820.5 | 79.2 | 19.6 | 38.5 |
| Long | 9 | 15 | 15 | 197 | 22.8 | 115.4 | -31.8 | 1.8 | 0.023 | 1.07 | 360.6 | -682.5 | 74.6 | 19.6 | 45.3 |
| Long | 9 | 10 | 15 | 197 | 19.8 | 118.5 | -27.4 | 1.5 | 0.029 | 1.07 | 296.4 | -904.8 | 79.2 | 19.6 | 37.7 |
| Dir | Entry | Buf (p) | Exit | N | WR% | Avg Win | Avg Loss | Expect | Avg R | PF | Total pips | Max DD | Stop% | Ref Dist | Hold h |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Short | 12 | 5 | 15 | 198 | 21.2 | 82.2 | -23.2 | -0.8 | -0.019 | 0.95 | -164.3 | -973.8 | 76.3 | 21.3 | 37.3 |
| Short | 9 | 5 | 15 | 197 | 15.7 | 90.0 | -18.5 | -1.4 | -0.078 | 0.91 | -280.3 | -1197.0 | 84.3 | 14.0 | 27.2 |
| Short | 12 | 5 | 17 | 198 | 22.2 | 76.3 | -23.6 | -1.4 | -0.008 | 0.93 | -269.2 | -801.9 | 76.8 | 21.3 | 37.8 |
| Short | 6 | 5 | 15 | 196 | 14.8 | 93.3 | -18.0 | -1.5 | 0.064 | 0.9 | -296.1 | -1310.5 | 85.2 | 12.9 | 27.7 |
| Short | 6 | 5 | 17 | 196 | 14.3 | 90.4 | -17.9 | -2.4 | -0.022 | 0.84 | -476.3 | -1223.1 | 85.7 | 12.9 | 27.9 |
| Short | 12 | 10 | 15 | 198 | 22.2 | 85.8 | -27.8 | -2.5 | -0.099 | 0.88 | -500.5 | -1133.7 | 74.2 | 21.3 | 40.9 |
| Short | 9 | 5 | 17 | 197 | 15.2 | 86.2 | -18.5 | -2.6 | -0.11 | 0.84 | -505.4 | -1187.7 | 84.8 | 14.0 | 27.5 |
| Short | 3 | 10 | 15 | 196 | 14.3 | 89.6 | -18.1 | -2.8 | -0.167 | 0.82 | -539.2 | -1515.7 | 85.2 | 8.4 | 27.7 |
| Short | 9 | 20 | 15 | 197 | 26.4 | 82.0 | -33.7 | -3.1 | -0.068 | 0.87 | -618.0 | -1278.7 | 72.6 | 14.0 | 43.9 |
| Short | 12 | 10 | 17 | 198 | 23.2 | 79.9 | -28.5 | -3.3 | -0.101 | 0.85 | -649.8 | -1021.1 | 75.3 | 21.3 | 41.4 |
| Short | 12 | 5 | 19 | 198 | 19.7 | 78.5 | -23.4 | -3.4 | -0.05 | 0.82 | -665.5 | -973.2 | 77.8 | 21.3 | 38.3 |
| Short | 6 | 5 | 19 | 196 | 13.8 | 87.0 | -17.9 | -3.5 | -0.081 | 0.78 | -677.5 | -1153.3 | 86.2 | 12.9 | 28.2 |
| Short | 6 | 5 | close | 196 | 13.8 | 87.0 | -17.9 | -3.5 | -0.086 | 0.78 | -677.8 | -1133.2 | 86.2 | 12.9 | 28.8 |
| Short | 12 | 20 | 15 | 198 | 27.8 | 84.0 | -37.1 | -3.5 | -0.067 | 0.87 | -686.9 | -1413.6 | 67.7 | 21.3 | 49.6 |
| Short | 12 | 5 | close | 198 | 19.7 | 77.7 | -23.5 | -3.6 | -0.066 | 0.81 | -706.9 | -1018.3 | 77.8 | 21.3 | 39.2 |
| Short | 3 | 10 | 17 | 196 | 13.3 | 91.7 | -18.2 | -3.6 | -0.195 | 0.77 | -702.2 | -1432.7 | 86.2 | 8.4 | 28.0 |
| Short | 9 | 10 | 15 | 197 | 18.3 | 84.8 | -23.6 | -3.8 | -0.168 | 0.81 | -739.2 | -1450.9 | 81.2 | 14.0 | 32.0 |
| Short | 12 | 15 | 15 | 198 | 24.7 | 82.1 | -32.4 | -4.0 | -0.126 | 0.83 | -798.5 | -1320.3 | 71.2 | 21.3 | 44.7 |
| Short | 9 | 5 | 19 | 197 | 14.7 | 79.6 | -18.5 | -4.0 | -0.215 | 0.74 | -797.1 | -1179.6 | 85.3 | 14.0 | 27.8 |
| Short | 9 | 5 | close | 197 | 14.7 | 78.9 | -18.5 | -4.1 | -0.218 | 0.74 | -816.0 | -1182.8 | 85.3 | 14.0 | 28.4 |
| Short | 3 | 15 | 15 | 196 | 17.3 | 85.6 | -23.2 | -4.4 | -0.189 | 0.77 | -852.9 | -1709.1 | 82.1 | 8.4 | 34.2 |
| Short | 6 | 20 | 15 | 196 | 23.5 | 87.5 | -32.6 | -4.4 | -0.073 | 0.82 | -864.0 | -1652.0 | 74.5 | 12.9 | 44.5 |
| Short | 6 | 10 | 15 | 196 | 16.8 | 86.1 | -22.8 | -4.5 | -0.122 | 0.76 | -876.5 | -1710.9 | 82.1 | 12.9 | 31.7 |
| Short | 3 | 5 | 15 | 196 | 7.7 | 97.1 | -13.0 | -4.6 | -0.464 | 0.62 | -900.9 | -1502.5 | 91.8 | 8.4 | 18.9 |
| Short | 9 | 15 | 15 | 197 | 21.3 | 83.2 | -28.5 | -4.7 | -0.165 | 0.79 | -928.2 | -1505.4 | 78.2 | 14.0 | 37.7 |
| Short | 3 | 10 | 19 | 196 | 12.8 | 86.3 | -18.2 | -4.8 | -0.258 | 0.69 | -948.7 | -1401.3 | 86.7 | 8.4 | 28.3 |
| Short | 9 | 10 | 17 | 197 | 17.3 | 84.6 | -23.5 | -4.9 | -0.193 | 0.75 | -960.6 | -1464.1 | 82.2 | 14.0 | 32.4 |
| Short | 3 | 10 | close | 196 | 12.2 | 88.6 | -18.1 | -5.0 | -0.259 | 0.68 | -987.4 | -1419.5 | 86.7 | 8.4 | 28.8 |
| Short | 6 | 10 | 17 | 196 | 16.3 | 84.0 | -22.8 | -5.4 | -0.177 | 0.72 | -1059.2 | -1626.0 | 83.2 | 12.9 | 32.0 |
| Short | 3 | 5 | 17 | 196 | 8.2 | 80.3 | -13.1 | -5.5 | -0.517 | 0.55 | -1071.1 | -1492.8 | 91.8 | 8.4 | 19.1 |
| Short | 9 | 20 | 17 | 197 | 24.9 | 79.4 | -33.6 | -5.5 | -0.129 | 0.78 | -1082.3 | -1495.7 | 73.6 | 14.0 | 44.5 |
| Short | 12 | 20 | 17 | 198 | 27.8 | 79.1 | -38.0 | -5.5 | -0.119 | 0.8 | -1091.8 | -1585.6 | 69.2 | 21.3 | 50.2 |
| Short | 12 | 10 | 19 | 198 | 20.7 | 80.9 | -28.2 | -5.6 | -0.153 | 0.75 | -1110.4 | -1301.6 | 75.8 | 21.3 | 41.9 |
| Short | 3 | 20 | 15 | 196 | 19.9 | 85.6 | -28.3 | -5.6 | -0.191 | 0.75 | -1103.5 | -1779.7 | 79.6 | 8.4 | 38.5 |
| Short | 3 | 15 | 17 | 196 | 16.3 | 84.0 | -23.2 | -5.7 | -0.24 | 0.71 | -1110.2 | -1708.0 | 82.7 | 8.4 | 34.6 |
| Short | 12 | 10 | close | 198 | 20.7 | 80.6 | -28.2 | -5.7 | -0.158 | 0.75 | -1127.7 | -1319.9 | 75.8 | 21.3 | 42.8 |
| Short | 12 | 15 | 17 | 198 | 24.7 | 76.3 | -32.9 | -5.8 | -0.184 | 0.76 | -1155.6 | -1386.2 | 72.2 | 21.3 | 45.3 |
| Short | 6 | 15 | 15 | 196 | 19.4 | 85.9 | -27.9 | -5.8 | -0.142 | 0.74 | -1144.8 | -1799.2 | 79.6 | 12.9 | 37.2 |
| Short | 9 | 15 | 17 | 197 | 20.3 | 80.8 | -28.4 | -6.2 | -0.204 | 0.72 | -1231.1 | -1589.6 | 78.7 | 14.0 | 38.1 |
| Short | 9 | 10 | 19 | 197 | 16.8 | 78.6 | -23.5 | -6.4 | -0.267 | 0.67 | -1262.6 | -1488.6 | 82.7 | 14.0 | 32.7 |
| Short | 3 | 5 | 19 | 196 | 7.7 | 75.1 | -13.1 | -6.4 | -0.565 | 0.48 | -1244.6 | -1463.1 | 92.3 | 8.4 | 19.2 |
| Short | 6 | 20 | 17 | 196 | 21.9 | 85.9 | -32.4 | -6.5 | -0.148 | 0.74 | -1269.5 | -1802.3 | 75.5 | 12.9 | 45.0 |
| Short | 3 | 5 | close | 196 | 7.7 | 72.6 | -13.1 | -6.5 | -0.564 | 0.46 | -1282.7 | -1464.7 | 92.3 | 8.4 | 19.5 |
| Short | 9 | 10 | close | 197 | 16.2 | 80.0 | -23.4 | -6.6 | -0.275 | 0.66 | -1299.4 | -1502.4 | 82.7 | 14.0 | 33.4 |
| Short | 6 | 10 | 19 | 196 | 15.8 | 79.4 | -22.9 | -6.7 | -0.234 | 0.65 | -1311.2 | -1602.0 | 83.7 | 12.9 | 32.4 |
| Short | 3 | 15 | 19 | 196 | 16.3 | 78.0 | -23.3 | -6.7 | -0.28 | 0.65 | -1319.0 | -1635.8 | 83.2 | 8.4 | 34.9 |
| Short | 6 | 10 | close | 196 | 15.3 | 81.8 | -22.8 | -6.8 | -0.241 | 0.65 | -1329.8 | -1600.2 | 83.7 | 12.9 | 33.0 |
| Short | 6 | 15 | 17 | 196 | 18.9 | 82.7 | -27.9 | -7.0 | -0.201 | 0.69 | -1374.7 | -1785.0 | 80.1 | 12.9 | 37.6 |
| Short | 3 | 15 | close | 196 | 15.3 | 80.8 | -23.0 | -7.1 | -0.293 | 0.63 | -1400.6 | -1697.0 | 83.2 | 8.4 | 35.6 |
| Short | 9 | 20 | 19 | 197 | 23.4 | 76.8 | -33.0 | -7.4 | -0.187 | 0.71 | -1449.4 | -1741.7 | 73.6 | 14.0 | 45.0 |
| Short | 3 | 20 | 17 | 196 | 18.9 | 81.0 | -28.2 | -7.6 | -0.261 | 0.67 | -1487.7 | -1941.7 | 80.1 | 8.4 | 38.9 |
| Short | 9 | 20 | close | 197 | 22.3 | 79.0 | -32.7 | -7.7 | -0.195 | 0.7 | -1520.8 | -1804.3 | 74.1 | 14.0 | 46.0 |
| Short | 12 | 20 | 19 | 198 | 24.7 | 80.8 | -37.0 | -7.9 | -0.163 | 0.72 | -1556.1 | -1923.4 | 69.2 | 21.3 | 50.9 |
| Short | 9 | 15 | 19 | 197 | 19.8 | 74.6 | -28.4 | -8.0 | -0.269 | 0.65 | -1568.1 | -1754.0 | 79.2 | 14.0 | 38.5 |
| Short | 6 | 20 | 19 | 196 | 20.9 | 82.8 | -32.1 | -8.1 | -0.194 | 0.68 | -1582.9 | -1995.2 | 75.5 | 12.9 | 45.4 |
| Short | 6 | 20 | close | 196 | 21.4 | 80.4 | -32.4 | -8.2 | -0.201 | 0.68 | -1613.8 | -2017.3 | 76.0 | 12.9 | 46.4 |
| Short | 12 | 15 | 19 | 198 | 21.7 | 78.1 | -32.2 | -8.2 | -0.233 | 0.67 | -1629.2 | -1800.4 | 72.7 | 21.3 | 45.8 |
| Short | 12 | 20 | close | 198 | 24.7 | 80.2 | -37.4 | -8.3 | -0.171 | 0.71 | -1636.5 | -1989.2 | 69.7 | 21.3 | 52.1 |
| Short | 9 | 15 | close | 197 | 18.3 | 78.9 | -27.9 | -8.4 | -0.284 | 0.63 | -1656.8 | -1836.3 | 79.2 | 14.0 | 39.4 |
| Short | 12 | 15 | close | 198 | 21.7 | 78.1 | -32.4 | -8.4 | -0.233 | 0.67 | -1658.6 | -1825.8 | 72.7 | 21.3 | 46.9 |
| Short | 6 | 15 | 19 | 196 | 18.4 | 77.6 | -27.8 | -8.5 | -0.254 | 0.63 | -1663.1 | -1906.3 | 80.6 | 12.9 | 38.0 |
| Short | 6 | 15 | close | 196 | 18.4 | 76.0 | -27.9 | -8.8 | -0.271 | 0.61 | -1727.1 | -1963.9 | 80.6 | 12.9 | 38.7 |
| Short | 3 | 20 | 19 | 196 | 18.4 | 76.1 | -28.1 | -8.9 | -0.306 | 0.61 | -1753.3 | -2016.5 | 80.1 | 8.4 | 39.3 |
| Short | 3 | 20 | close | 196 | 17.9 | 77.2 | -28.0 | -9.2 | -0.313 | 0.6 | -1812.6 | -2069.4 | 80.6 | 8.4 | 40.1 |