inr backtest 9.9.2015
TRANSCRIPT
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8/16/2019 INR Backtest 9.9.2015
1/34
Symbol Trade Date Price
NSE-CUR USDINR 28SEP2015 Long 9/15/2014 16:29 61.3150
NSE-CUR USDINR 28SEP2015 Short 9/17/2014 9:59 61.1350
NSE-CUR USDINR 28SEP2015 Long 9/19/2014 15:59 60.9800
NSE-CUR USDINR 28SEP2015 Short 9/19/2014 17:29 60.8950
NSE-CUR USDINR 28SEP2015 Long 9/22/2014 13:59 60.9000
NSE-CUR USDINR 28SEP2015 Short 9/26/2014 14:59 61.4300
NSE-CUR USDINR 28SEP2015 Long 9/29/2014 9:29 61.8000
NSE-CUR USDINR 28SEP2015 Short 10/1/2014 16:29 61.9350
NSE-CUR USDINR 28SEP2015 Long 10/10/2014 12:29 61.4000
NSE-CUR USDINR 28SEP2015 Short 10/13/2014 13:59 61.3525
NSE-CUR USDINR 28SEP2015 Long 10/14/2014 14:29 61.4250
NSE-CUR USDINR 28SEP2015 Short 10/17/2014 10:59 61.7400
NSE-CUR USDINR 28SEP2015 Long 10/27/2014 15:29 61.3475
NSE-CUR USDINR 28SEP2015 Short 10/28/2014 13:29 61.3250
NSE-CUR USDINR 28SEP2015 Long 10/29/2014 9:29 61.6275
NSE-CUR USDINR 28SEP2015 Short 10/31/2014 9:29 61.6225
NSE-CUR USDINR 28SEP2015 Long 11/3/2014 15:59 61.6675
NSE-CUR USDINR 28SEP2015 Short 11/5/2014 9:59 61.5500
NSE-CUR USDINR 28SEP2015 Long 11/5/2014 13:59 61.6150
NSE-CUR USDINR 28SEP2015 Short 11/10/2014 10:29 61.6650
NSE-CUR USDINR 28SEP2015 Long 11/10/2014 15:29 61.7125
NSE-CUR USDINR 28SEP2015 Short 11/10/2014 16:29 61.6575
NSE-CUR USDINR 28SEP2015 Long 11/11/2014 10:29 61.7400
NSE-CUR USDINR 28SEP2015 Short 11/12/2014 9:59 61.7175
NSE-CUR USDINR 28SEP2015 Long 11/13/2014 12:29 61.6975
NSE-CUR USDINR 28SEP2015 Short 11/17/2014 10:59 61.7725
NSE-CUR USDINR 28SEP2015 Long 11/17/2014 15:29 61.8400
NSE-CUR USDINR 28SEP2015 Short 11/18/2014 14:29 61.8275
NSE-CUR USDINR 28SEP2015 Long 11/18/2014 15:29 61.8700
NSE-CUR USDINR 28SEP2015 Short 11/20/2014 16:29 62.0000
NSE-CUR USDINR 28SEP2015 Long 11/24/2014 14:29 61.9100
NSE-CUR USDINR 28SEP2015 Short 11/27/2014 17:29 62.1900
NSE-CUR USDINR 28SEP2015 Long 11/28/2014 9:59 62.2450
NSE-CUR USDINR 28SEP2015 Short 12/1/2014 16:59 62.3350
NSE-CUR USDINR 28SEP2015 Long 12/8/2014 9:59 62.1975
NSE-CUR USDINR 28SEP2015 Short 12/8/2014 16:59 62.1175
NSE-CUR USDINR 28SEP2015 Long 12/9/2014 13:59 62.1575
NSE-CUR USDINR 28SEP2015 Short 12/12/2014 15:59 62.5125
NSE-CUR USDINR 28SEP2015 Long 12/15/2014 9:59 62.6950
NSE-CUR USDINR 28SEP2015 Short 12/18/2014 9:29 63.3350
NSE-CUR USDINR 28SEP2015 Long 12/19/2014 15:29 63.3075
NSE-CUR USDINR 28SEP2015 Short 12/30/2014 14:29 63.8750
NSE-CUR USDINR 28SEP2015 Long 1/1/2015 12:29 63.7000
NSE-CUR USDINR 28SEP2015 Short 1/1/2015 14:29 63.6050
NSE-CUR USDINR 28SEP2015 Long 1/1/2015 15:59 63.6750
NSE-CUR USDINR 28SEP2015 Short 1/7/2015 10:29 63.6750
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NSE-CUR USDINR 28SEP2015 Long 1/7/2015 11:59 63.7450
NSE-CUR USDINR 28SEP2015 Short 1/7/2015 13:59 63.6300
NSE-CUR USDINR 28SEP2015 Long 1/14/2015 14:59 62.3900
NSE-CUR USDINR 28SEP2015 Short 1/15/2015 10:59 61.9150
NSE-CUR USDINR 28SEP2015 Long 1/15/2015 16:29 62.1575
NSE-CUR USDINR 28SEP2015 Short 1/16/2015 10:59 62.0300
NSE-CUR USDINR 28SEP2015 Long 1/16/2015 15:29 62.1700
NSE-CUR USDINR 28SEP2015 Short 1/16/2015 17:29 62.0050
NSE-CUR USDINR 28SEP2015 Long 1/20/2015 11:29 61.9800
NSE-CUR USDINR 28SEP2015 Short 1/20/2015 13:29 61.8600
NSE-CUR USDINR 28SEP2015 Long 1/22/2015 15:29 61.7500
NSE-CUR USDINR 28SEP2015 Short 1/23/2015 12:59 61.5175
NSE-CUR USDINR 28SEP2015 Long 1/27/2015 15:29 61.4800
NSE-CUR USDINR 28SEP2015 Short 1/27/2015 16:29 61.4000
NSE-CUR USDINR 28SEP2015 Long 1/28/2015 9:29 61.8375
NSE-CUR USDINR 28SEP2015 Short 1/28/2015 16:29 61.6500
NSE-CUR USDINR 28SEP2015 Long 1/28/2015 16:59 61.7450
NSE-CUR USDINR 28SEP2015 Short 2/3/2015 9:59 61.9350
NSE-CUR USDINR 28SEP2015 Long 2/4/2015 13:59 62.0050
NSE-CUR USDINR 28SEP2015 Short 2/6/2015 11:29 61.9650
NSE-CUR USDINR 28SEP2015 Long 2/6/2015 14:29 62.0150
NSE-CUR USDINR 28SEP2015 Short 2/6/2015 16:29 61.9350
NSE-CUR USDINR 28SEP2015 Long 2/9/2015 9:29 62.2800
NSE-CUR USDINR 28SEP2015 Short 2/10/2015 9:29 62.1825
NSE-CUR USDINR 28SEP2015 Long 2/10/2015 14:59 62.2750
NSE-CUR USDINR 28SEP2015 Short 2/12/2015 14:59 62.3950
NSE-CUR USDINR 28SEP2015 Long 2/18/2015 9:59 62.3075
NSE-CUR USDINR 28SEP2015 Short 2/20/2015 10:29 62.2875
NSE-CUR USDINR 28SEP2015 Long 2/23/2015 16:29 62.3000
NSE-CUR USDINR 28SEP2015 Short 2/25/2015 16:59 62.3425
NSE-CUR USDINR 28SEP2015 Long 2/27/2015 13:29 62.2225
NSE-CUR USDINR 28SEP2015 Short 2/27/2015 14:59 62.1675
NSE-CUR USDINR 28SEP2015 Long 2/27/2015 16:59 62.2550
NSE-CUR USDINR 28SEP2015 Short 3/3/2015 11:29 62.2200
NSE-CUR USDINR 28SEP2015 Long 3/3/2015 15:29 62.2800
NSE-CUR USDINR 28SEP2015 Short 3/4/2015 9:59 62.1300
NSE-CUR USDINR 28SEP2015 Long 3/4/2015 14:29 62.3150
NSE-CUR USDINR 28SEP2015 Short 3/12/2015 9:59 62.8650
NSE-CUR USDINR 28SEP2015 Long 3/13/2015 12:59 62.9075
NSE-CUR USDINR 28SEP2015 Short 3/16/2015 14:59 63.0125
NSE-CUR USDINR 28SEP2015 Long 3/18/2015 14:59 62.9150
NSE-CUR USDINR 28SEP2015 Short 3/19/2015 9:59 62.4825
NSE-CUR USDINR 28SEP2015 Long 3/24/2015 16:59 62.3600
NSE-CUR USDINR 28SEP2015 Short 3/31/2015 11:29 62.9325
NSE-CUR USDINR 28SEP2015 Long 4/7/2015 13:59 62.6775
NSE-CUR USDINR 28SEP2015 Short 4/7/2015 16:29 62.5725
NSE-CUR USDINR 28SEP2015 Long 4/8/2015 10:29 62.6200
NSE-CUR USDINR 28SEP2015 Short 4/8/2015 12:29 62.5650
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NSE-CUR USDINR 28SEP2015 Long 4/10/2015 10:59 62.5575
NSE-CUR USDINR 28SEP2015 Short 4/10/2015 16:29 62.4925
NSE-CUR USDINR 28SEP2015 Long 4/13/2015 9:59 62.5575
NSE-CUR USDINR 28SEP2015 Short 4/15/2015 9:59 62.5900
NSE-CUR USDINR 28SEP2015 Long 4/20/2015 9:59 62.6450
NSE-CUR USDINR 28SEP2015 Short 4/22/2015 10:29 62.8400
NSE-CUR USDINR 28SEP2015 Long 4/22/2015 12:29 62.9450
NSE-CUR USDINR 28SEP2015 Short 4/27/2015 16:29 63.5025
NSE-CUR USDINR 28SEP2015 Long 4/28/2015 9:29 63.8500
NSE-CUR USDINR 28SEP2015 Short 4/28/2015 14:29 63.6225
NSE-CUR USDINR 28SEP2015 Long 4/29/2015 15:29 63.5975
NSE-CUR USDINR 28SEP2015 Short 5/5/2015 10:29 63.8125
NSE-CUR USDINR 28SEP2015 Long 5/6/2015 10:29 63.9375
NSE-CUR USDINR 28SEP2015 Short 5/8/2015 9:29 64.2850
NSE-CUR USDINR 28SEP2015 Long 5/12/2015 10:59 64.4150
NSE-CUR USDINR 28SEP2015 Short 5/13/2015 13:59 64.2000
NSE-CUR USDINR 28SEP2015 Long 5/18/2015 13:29 63.7675
NSE-CUR USDINR 28SEP2015 Short 5/21/2015 10:29 63.7125
NSE-CUR USDINR 28SEP2015 Long 5/25/2015 9:59 63.6450
NSE-CUR USDINR 28SEP2015 Short 5/25/2015 14:59 63.5925
NSE-CUR USDINR 28SEP2015 Long 5/26/2015 9:29 63.6925
NSE-CUR USDINR 28SEP2015 Short 5/28/2015 13:29 64.1875
NSE-CUR USDINR 28SEP2015 Long 5/29/2015 15:29 64.1950
NSE-CUR USDINR 28SEP2015 Short 6/1/2015 9:29 64.0525
NSE-CUR USDINR 28SEP2015 Long 6/2/2015 11:29 64.1700
NSE-CUR USDINR 28SEP2015 Short 6/3/2015 10:29 64.0900
NSE-CUR USDINR 28SEP2015 Long 6/3/2015 11:59 64.1900
NSE-CUR USDINR 28SEP2015 Short 6/4/2015 16:29 64.2725
NSE-CUR USDINR 28SEP2015 Long 6/8/2015 10:29 64.3575
NSE-CUR USDINR 28SEP2015 Short 6/9/2015 10:29 64.2100
NSE-CUR USDINR 28SEP2015 Long 6/11/2015 12:59 64.1400
NSE-CUR USDINR 28SEP2015 Short 6/17/2015 10:29 64.2525
NSE-CUR USDINR 28SEP2015 Long 6/17/2015 15:29 64.3150
NSE-CUR USDINR 28SEP2015 Short 6/18/2015 9:29 63.9600
NSE-CUR USDINR 28SEP2015 Long 6/23/2015 11:29 63.6625
NSE-CUR USDINR 28SEP2015 Short 6/23/2015 12:59 63.6100
NSE-CUR USDINR 28SEP2015 Long 6/23/2015 14:29 63.6500
NSE-CUR USDINR 28SEP2015 Short 6/24/2015 13:59 63.6175
NSE-CUR USDINR 28SEP2015 Long 6/24/2015 15:29 63.6800
NSE-CUR USDINR 28SEP2015 Short 6/24/2015 16:59 63.6325
NSE-CUR USDINR 28SEP2015 Long 6/26/2015 11:59 63.9650
NSE-CUR USDINR 28SEP2015 Short 6/30/2015 9:59 64.1025
NSE-CUR USDINR 28SEP2015 Long 7/6/2015 9:29 63.9175
NSE-CUR USDINR 28SEP2015 Short 7/6/2015 13:59 63.7600
NSE-CUR USDINR 28SEP2015 Long 7/7/2015 15:59 63.7200
NSE-CUR USDINR 28SEP2015 Short 7/9/2015 10:29 63.7550
NSE-CUR USDINR 28SEP2015 Long 7/13/2015 9:29 63.6750
NSE-CUR USDINR 28SEP2015 Short 7/14/2015 13:29 63.6525
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NSE-CUR USDINR 28SEP2015 Long 7/16/2015 14:29 63.6000
NSE-CUR USDINR 28SEP2015 Short 7/17/2015 14:29 63.5775
NSE-CUR USDINR 28SEP2015 Long 7/20/2015 10:59 63.6450
NSE-CUR USDINR 28SEP2015 Short 7/21/2015 13:29 63.6850
NSE-CUR USDINR 28SEP2015 Long 7/22/2015 15:29 63.6600
NSE-CUR USDINR 28SEP2015 Short 7/28/2015 12:29 64.0425
NSE-CUR USDINR 28SEP2015 Long 7/29/2015 9:59 64.2550
NSE-CUR USDINR 28SEP2015 Short 8/3/2015 9:59 64.2650
NSE-CUR USDINR 28SEP2015 Long 8/3/2015 16:29 64.3550
NSE-CUR USDINR 28SEP2015 Short 8/4/2015 11:59 64.2125
NSE-CUR USDINR 28SEP2015 Long 8/10/2015 15:29 64.0500
NSE-CUR USDINR 28SEP2015 Short 8/14/2015 15:59 65.1600
NSE-CUR USDINR 28SEP2015 Long 8/17/2015 9:29 65.4150
NSE-CUR USDINR 28SEP2015 Short 8/19/2015 15:59 65.2700
NSE-CUR USDINR 28SEP2015 Long 8/20/2015 13:29 65.5250
NSE-CUR USDINR 28SEP2015 Short 8/25/2015 12:59 66.4225
NSE-CUR USDINR 28SEP2015 Long 8/27/2015 9:59 66.4050
NSE-CUR USDINR 28SEP2015 Short 8/27/2015 14:59 66.2800
NSE-CUR USDINR 28SEP2015 Long 8/27/2015 15:59 66.3875
NSE-CUR USDINR 28SEP2015 Short 9/1/2015 10:29 66.6300
NSE-CUR USDINR 28SEP2015 !"n Long 9/1/2015 14:59 66.7275
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8/16/2019 INR Backtest 9.9.2015
5/34
Ex. date Ex. Price + -
9/17/2014 9:59 61.1350 -0.180 0 -0.18
9/19/2014 15:59 60.9800 0.155 0.155 0
9/19/2014 17:29 60.8950 -0.085 0 -0.085
9/22/2014 13:59 60.9000 -0.005 0 -0.005
9/26/2014 14:59 61.4300 0.530 0.53 09/29/2014 9:29 61.8000 -0.370 0 -0.37
10/1/2014 16:29 61.9350 0.135 0.135 0
10/10/2014 12:29 61.4000 0.535 0.535 0
10/13/2014 13:59 61.3525 -0.047 0 -0.0475
10/14/2014 14:29 61.4250 -0.072 0 -0.0725
10/17/2014 10:59 61.7400 0.315 0.315 0
10/27/2014 15:29 61.3475 0.393 0.3925 0
10/28/2014 13:29 61.3250 -0.022 0 -0.0225
10/29/2014 9:29 61.6275 -0.302 0 -0.3025
10/31/2014 9:29 61.6225 -0.005 0 -0.005
11/3/2014 15:59 61.6675 -0.045 0 -0.045
11/5/2014 9:59 61.5500 -0.118 0 -0.1175
11/5/2014 13:59 61.6150 -0.065 0 -0.065
11/10/2014 10:29 61.6650 0.050 0.05 0
11/10/2014 15:29 61.7125 -0.047 0 -0.0475
11/10/2014 16:29 61.6575 -0.055 0 -0.055
11/11/2014 10:29 61.7400 -0.083 0 -0.0825
11/12/2014 9:59 61.7175 -0.023 0 -0.0225
11/13/2014 12:29 61.6975 0.020 0.02 0
11/17/2014 10:59 61.7725 0.075 0.075 0
11/17/2014 15:29 61.8400 -0.068 0 -0.0675
11/18/2014 14:29 61.8275 -0.013 0 -0.0125
11/18/2014 15:29 61.8700 -0.042 0 -0.0425
11/20/2014 16:29 62.0000 0.130 0.13 0
11/24/2014 14:29 61.9100 0.090 0.09 0
11/27/2014 17:29 62.1900 0.280 0.28 0
11/28/2014 9:59 62.2450 -0.055 0 -0.055
12/1/2014 16:59 62.3350 0.090 0.09 0
12/8/2014 9:59 62.1975 0.138 0.1375 0
12/8/2014 16:59 62.1175 -0.080 0 -0.08
12/9/2014 13:59 62.1575 -0.040 0 -0.04
12/12/2014 15:59 62.5125 0.355 0.355 0
12/15/2014 9:59 62.6950 -0.182 0 -0.1825
12/18/2014 9:29 63.3350 0.640 0.64 0
12/19/2014 15:29 63.3075 0.028 0.0275 0
12/30/2014 14:29 63.8750 0.568 0.5675 0
1/1/2015 12:29 63.7000 0.175 0.175 0
1/1/2015 14:29 63.6050 -0.095 0 -0.095
1/1/2015 15:59 63.6750 -0.070 0 -0.07
1/7/2015 10:29 63.6750 0.000 0 0
1/7/2015 11:59 63.7450 -0.070 0 -0.07
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6/34
1/7/2015 13:59 63.6300 -0.115 0 -0.115
1/14/2015 14:59 62.3900 1.240 1.24 0
1/15/2015 10:59 61.9150 -0.475 0 -0.475
1/15/2015 16:29 62.1575 -0.243 0 -0.2425
1/16/2015 10:59 62.0300 -0.127 0 -0.1275
1/16/2015 15:29 62.1700 -0.140 0 -0.14
1/16/2015 17:29 62.0050 -0.165 0 -0.1651/20/2015 11:29 61.9800 0.025 0.025 0
1/20/2015 13:29 61.8600 -0.120 0 -0.12
1/22/2015 15:29 61.7500 0.110 0.11 0
1/23/2015 12:59 61.5175 -0.233 0 -0.2325
1/27/2015 15:29 61.4800 0.038 0.0375 0
1/27/2015 16:29 61.4000 -0.080 0 -0.08
1/28/2015 9:29 61.8375 -0.438 0 -0.4375
1/28/2015 16:29 61.6500 -0.188 0 -0.1875
1/28/2015 16:59 61.7450 -0.095 0 -0.095
2/3/2015 9:59 61.9350 0.190 0.19 0
2/4/2015 13:59 62.0050 -0.070 0 -0.07
2/6/2015 11:29 61.9650 -0.040 0 -0.04
2/6/2015 14:29 62.0150 -0.050 0 -0.05
2/6/2015 16:29 61.9350 -0.080 0 -0.08
2/9/2015 9:29 62.2800 -0.345 0 -0.345
2/10/2015 9:29 62.1825 -0.098 0 -0.0975
2/10/2015 14:59 62.2750 -0.093 0 -0.0925
2/12/2015 14:59 62.3950 0.120 0.12 0
2/18/2015 9:59 62.3075 0.088 0.0875 0
2/20/2015 10:29 62.2875 -0.020 0 -0.02
2/23/2015 16:29 62.3000 -0.012 0 -0.0125
2/25/2015 16:59 62.3425 0.043 0.0425 0
2/27/2015 13:29 62.2225 0.120 0.12 0
2/27/2015 14:59 62.1675 -0.055 0 -0.055
2/27/2015 16:59 62.2550 -0.088 0 -0.0875
3/3/2015 11:29 62.2200 -0.035 0 -0.035
3/3/2015 15:29 62.2800 -0.060 0 -0.06
3/4/2015 9:59 62.1300 -0.150 0 -0.15
3/4/2015 14:29 62.3150 -0.185 0 -0.185
3/12/2015 9:59 62.8650 0.550 0.55 0
3/13/2015 12:59 62.9075 -0.042 0 -0.0425
3/16/2015 14:59 63.0125 0.105 0.105 0
3/18/2015 14:59 62.9150 0.098 0.0975 0
3/19/2015 9:59 62.4825 -0.432 0 -0.4325
3/24/2015 16:59 62.3600 0.123 0.1225 0
3/31/2015 11:29 62.9325 0.572 0.5725 0
4/7/2015 13:59 62.6775 0.255 0.255 0
4/7/2015 16:29 62.5725 -0.105 0 -0.105
4/8/2015 10:29 62.6200 -0.047 0 -0.0475
4/8/2015 12:29 62.5650 -0.055 0 -0.055
4/10/2015 10:59 62.5575 0.008 0.0075 0
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7/34
4/10/2015 16:29 62.4925 -0.065 0 -0.065
4/13/2015 9:59 62.5575 -0.065 0 -0.065
4/15/2015 9:59 62.5900 0.033 0.0325 0
4/20/2015 9:59 62.6450 -0.055 0 -0.055
4/22/2015 10:29 62.8400 0.195 0.195 0
4/22/2015 12:29 62.9450 -0.105 0 -0.105
4/27/2015 16:29 63.5025 0.557 0.5575 04/28/2015 9:29 63.8500 -0.348 0 -0.3475
4/28/2015 14:29 63.6225 -0.228 0 -0.2275
4/29/2015 15:29 63.5975 0.025 0.025 0
5/5/2015 10:29 63.8125 0.215 0.215 0
5/6/2015 10:29 63.9375 -0.125 0 -0.125
5/8/2015 9:29 64.2850 0.347 0.3475 0
5/12/2015 10:59 64.4150 -0.130 0 -0.13
5/13/2015 13:59 64.2000 -0.215 0 -0.215
5/18/2015 13:29 63.7675 0.433 0.4325 0
5/21/2015 10:29 63.7125 -0.055 0 -0.055
5/25/2015 9:59 63.6450 0.067 0.0675 0
5/25/2015 14:59 63.5925 -0.053 0 -0.0525
5/26/2015 9:29 63.6925 -0.100 0 -0.1
5/28/2015 13:29 64.1875 0.495 0.495 0
5/29/2015 15:29 64.1950 -0.007 0 -0.0075
6/1/2015 9:29 64.0525 -0.142 0 -0.1425
6/2/2015 11:29 64.1700 -0.118 0 -0.1175
6/3/2015 10:29 64.0900 -0.080 0 -0.08
6/3/2015 11:59 64.1900 -0.100 0 -0.1
6/4/2015 16:29 64.2725 0.082 0.0825 0
6/8/2015 10:29 64.3575 -0.085 0 -0.085
6/9/2015 10:29 64.2100 -0.148 0 -0.1475
6/11/2015 12:59 64.1400 0.070 0.07 0
6/17/2015 10:29 64.2525 0.112 0.1125 0
6/17/2015 15:29 64.3150 -0.063 0 -0.0625
6/18/2015 9:29 63.9600 -0.355 0 -0.355
6/23/2015 11:29 63.6625 0.298 0.2975 0
6/23/2015 12:59 63.6100 -0.053 0 -0.0525
6/23/2015 14:29 63.6500 -0.040 0 -0.04
6/24/2015 13:59 63.6175 -0.032 0 -0.0325
6/24/2015 15:29 63.6800 -0.063 0 -0.0625
6/24/2015 16:59 63.6325 -0.047 0 -0.0475
6/26/2015 11:59 63.9650 -0.333 0 -0.3325
6/30/2015 9:59 64.1025 0.138 0.1375 0
7/6/2015 9:29 63.9175 0.185 0.185 0
7/6/2015 13:59 63.7600 -0.157 0 -0.1575
7/7/2015 15:59 63.7200 0.040 0.04 0
7/9/2015 10:29 63.7550 0.035 0.035 0
7/13/2015 9:29 63.6750 0.080 0.08 0
7/14/2015 13:29 63.6525 -0.022 0 -0.0225
7/16/2015 14:29 63.6000 0.053 0.0525 0
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8/34
7/17/2015 14:29 63.5775 -0.023 0 -0.0225
7/20/2015 10:59 63.6450 -0.068 0 -0.0675
7/21/2015 13:29 63.6850 0.040 0.04 0
7/22/2015 15:29 63.6600 0.025 0.025 0
7/28/2015 12:29 64.0425 0.383 0.3825 0
7/29/2015 9:59 64.2550 -0.212 0 -0.2125
8/3/2015 9:59 64.2650 0.010 0.01 08/3/2015 16:29 64.3550 -0.090 0 -0.09
8/4/2015 11:59 64.2125 -0.142 0 -0.1425
8/10/2015 15:29 64.0500 0.163 0.1625 0
8/14/2015 15:59 65.1600 1.110 1.11 0
8/17/2015 9:29 65.4150 -0.255 0 -0.255
8/19/2015 15:59 65.2700 -0.145 0 -0.145
8/20/2015 13:29 65.5250 -0.255 0 -0.255
8/25/2015 12:59 66.4225 0.897 0.8975 0
8/27/2015 9:59 66.4050 0.017 0.0175 0
8/27/2015 14:59 66.2800 -0.125 0 -0.125
8/27/2015 15:59 66.3875 -0.108 0 -0.1075
9/1/2015 10:29 66.6300 0.242 0.2425 0
9/1/2015 14:59 66.7275 -0.098 0 -0.0975
9/1/2015 16:29 66.6450 0 0
Pro#t/ Lo$$ 3.103
%&' 1.240
%IN -0.475
(ot)* + 14.73 63
&, + 0.23381
(ot)* - -11.6275 98
&, - -0.118648
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8/16/2019 INR Backtest 9.9.2015
9/34
So* (r)" D)t" Pr"
NSE-CUR EURINR 28SEP2015 Long 9/16/2014 10:29 79.2925
NSE-CUR EURINR 28SEP2015 Short 9/17/2014 9:59 79.195
NSE-CUR EURINR 28SEP2015 Long 9/23/2014 9:59 78.39
NSE-CUR EURINR 28SEP2015 Short 9/24/2014 12:29 78.415
NSE-CUR EURINR 28SEP2015 Long 9/26/2014 10:29 78.8775
NSE-CUR EURINR 28SEP2015 Short 9/26/2014 14:59 78.315
NSE-CUR EURINR 28SEP2015 Long 9/29/2014 13:59 78.6
NSE-CUR EURINR 28SEP2015 Short 9/30/2014 13:59 78.44
NSE-CUR EURINR 28SEP2015 Long 10/1/2014 10:29 78.425
NSE-CUR EURINR 28SEP2015 Short 10/1/2014 12:59 78.215
NSE-CUR EURINR 28SEP2015 Long 10/8/2014 10:29 78.05
NSE-CUR EURINR 28SEP2015 Short 10/10/2014 11:29 77.94
NSE-CUR EURINR 28SEP2015 Long 10/14/2014 17:29 78.045
NSE-CUR EURINR 28SEP2015 Short 10/20/2014 10:59 78.2775
NSE-CUR EURINR 28SEP2015 Long 10/20/2014 16:59 78.585
NSE-CUR EURINR 28SEP2015 Short 10/21/2014 14:59 78.5375
NSE-CUR EURINR 28SEP2015 Long 10/28/2014 11:29 77.9775
NSE-CUR EURINR 28SEP2015 Short 10/28/2014 15:59 77.86
NSE-CUR EURINR 28SEP2015 Long 10/28/2014 17:29 77.91
NSE-CUR EURINR 28SEP2015 Short 10/30/2014 9:29 77.9
NSE-CUR EURINR 28SEP2015 Long 11/5/2014 10:29 77.32
NSE-CUR EURINR 28SEP2015 Short 11/5/2014 12:29 77.155
NSE-CUR EURINR 28SEP2015 Long 11/10/2014 9:59 77.0325
NSE-CUR EURINR 28SEP2015 Short 11/11/2014 9:29 76.75
NSE-CUR EURINR 28SEP2015 Long 11/12/2014 10:59 76.925
NSE-CUR EURINR 28SEP2015 Short 11/12/2014 15:59 76.715
NSE-CUR EURINR 28SEP2015 Long 11/13/2014 12:59 76.8
NSE-CUR EURINR 28SEP2015 Short 11/14/2014 10:29 76.825
NSE-CUR EURINR 28SEP2015 Long 11/14/2014 13:29 76.94
NSE-CUR EURINR 28SEP2015 Short 11/18/2014 9:59 77.26
NSE-CUR EURINR 28SEP2015 Long 11/18/2014 14:59 77.3475
NSE-CUR EURINR 28SEP2015 Short 11/20/2014 15:59 77.6825
NSE-CUR EURINR 28SEP2015 Long 11/25/2014 9:29 77.0575
NSE-CUR EURINR 28SEP2015 Short 11/28/2014 9:29 77.42
NSE-CUR EURINR 28SEP2015 Long 11/28/2014 12:29 77.615
NSE-CUR EURINR 28SEP2015 Short 12/1/2014 13:29 77.5225
NSE-CUR EURINR 28SEP2015 Long 12/1/2014 14:59 77.81
NSE-CUR EURINR 28SEP2015 Short 12/2/2014 10:29 77.585
NSE-CUR EURINR 28SEP2015 Long 12/5/2014 9:59 76.88
NSE-CUR EURINR 28SEP2015 Short 12/5/2014 16:29 76.7525
NSE-CUR EURINR 28SEP2015 Long 12/9/2014 9:29 76.4975
NSE-CUR EURINR 28SEP2015 Short 12/18/2014 9:29 78.21
NSE-CUR EURINR 28SEP2015 Long 12/22/2014 14:29 77.75
NSE-CUR EURINR 28SEP2015 Short 12/23/2014 9:29 77.48
NSE-CUR EURINR 28SEP2015 Long 12/23/2014 11:59 77.7425
NSE-CUR EURINR 28SEP2015 Short 12/23/2014 15:29 77.6125
-
8/16/2019 INR Backtest 9.9.2015
10/34
NSE-CUR EURINR 28SEP2015 Long 12/24/2014 14:29 77.4725
NSE-CUR EURINR 28SEP2015 Short 12/30/2014 9:59 77.77
NSE-CUR EURINR 28SEP2015 Long 1/12/2015 11:29 74.04
NSE-CUR EURINR 28SEP2015 Short 1/12/2015 13:59 73.8375
NSE-CUR EURINR 28SEP2015 Long 1/22/2015 10:59 71.5425
NSE-CUR EURINR 28SEP2015 Short 1/23/2015 9:59 69.83
NSE-CUR EURINR 28SEP2015 Long 1/27/2015 13:59 69.4275
NSE-CUR EURINR 28SEP2015 Short 1/29/2015 10:29 69.62
NSE-CUR EURINR 28SEP2015 Long 1/29/2015 14:59 69.945
NSE-CUR EURINR 28SEP2015 Short 2/2/2015 10:59 70.23
NSE-CUR EURINR 28SEP2015 Long 2/2/2015 14:59 70.355
NSE-CUR EURINR 28SEP2015 Short 2/3/2015 9:29 70.12
NSE-CUR EURINR 28SEP2015 Long 2/3/2015 15:29 70.3075
NSE-CUR EURINR 28SEP2015 Short 2/5/2015 9:59 70.4625
NSE-CUR EURINR 28SEP2015 Long 2/5/2015 15:29 70.7025
NSE-CUR EURINR 28SEP2015 Short 2/6/2015 16:29 70.815
NSE-CUR EURINR 28SEP2015 Long 2/9/2015 13:59 70.885
NSE-CUR EURINR 28SEP2015 Short 2/9/2015 15:59 70.595
NSE-CUR EURINR 28SEP2015 Long 2/11/2015 11:29 70.5825
NSE-CUR EURINR 28SEP2015 Short 2/11/2015 12:59 70.4725
NSE-CUR EURINR 28SEP2015 Long 2/11/2015 13:29 70.5925
NSE-CUR EURINR 28SEP2015 Short 2/18/2015 9:29 70.995
NSE-CUR EURINR 28SEP2015 Long 2/23/2015 9:59 70.8575
NSE-CUR EURINR 28SEP2015 Short 2/23/2015 12:59 70.6625
NSE-CUR EURINR 28SEP2015 Long 2/24/2015 9:59 70.63
NSE-CUR EURINR 28SEP2015 Short 2/24/2015 11:29 70.56
NSE-CUR EURINR 28SEP2015 Long 2/25/2015 10:29 70.84
NSE-CUR EURINR 28SEP2015 Short 2/26/2015 11:59 70.7925
NSE-CUR EURINR 28SEP2015 Long 3/2/2015 16:29 69.9275
NSE-CUR EURINR 28SEP2015 Short 3/3/2015 10:59 69.7375
NSE-CUR EURINR 28SEP2015 Long 3/13/2015 13:29 66.8
NSE-CUR EURINR 28SEP2015 Short 3/16/2015 9:59 66.4775
NSE-CUR EURINR 28SEP2015 Long 3/17/2015 12:59 66.72
NSE-CUR EURINR 28SEP2015 Short 3/18/2015 11:29 66.5225
NSE-CUR EURINR 28SEP2015 Long 3/18/2015 13:59 66.715
NSE-CUR EURINR 28SEP2015 Short 3/20/2015 12:29 66.82
NSE-CUR EURINR 28SEP2015 Long 3/20/2015 14:29 66.9475
NSE-CUR EURINR 28SEP2015 Short 3/27/2015 9:29 68.71
NSE-CUR EURINR 28SEP2015 Long 3/30/2015 11:29 68.495
NSE-CUR EURINR 28SEP2015 Short 3/30/2015 16:29 68.2
NSE-CUR EURINR 28SEP2015 Long 4/6/2015 11:29 68.54
NSE-CUR EURINR 28SEP2015 Short 4/7/2015 9:59 68.445
NSE-CUR EURINR 28SEP2015 Long 4/15/2015 10:29 66.54
NSE-CUR EURINR 28SEP2015 Short 4/15/2015 14:29 66.1825
NSE-CUR EURINR 28SEP2015 Long 4/15/2015 15:29 66.405
NSE-CUR EURINR 28SEP2015 Short 4/15/2015 16:29 66.2575
NSE-CUR EURINR 28SEP2015 Long 4/16/2015 11:29 66.795
NSE-CUR EURINR 28SEP2015 Short 4/21/2015 11:59 67.3475
-
8/16/2019 INR Backtest 9.9.2015
11/34
NSE-CUR EURINR 28SEP2015 Long 4/22/2015 9:59 67.4825
NSE-CUR EURINR 28SEP2015 Short 4/23/2015 12:29 67.515
NSE-CUR EURINR 28SEP2015 Long 4/23/2015 13:59 67.8475
NSE-CUR EURINR 28SEP2015 Short 4/27/2015 15:59 68.79
NSE-CUR EURINR 28SEP2015 Long 4/28/2015 9:29 69.425
NSE-CUR EURINR 28SEP2015 Short 5/5/2015 10:59 70.93
NSE-CUR EURINR 28SEP2015 Long 5/5/2015 16:29 70.935
NSE-CUR EURINR 28SEP2015 Short 5/8/2015 9:29 72.03
NSE-CUR EURINR 28SEP2015 Long 5/12/2015 9:29 71.875
NSE-CUR EURINR 28SEP2015 Short 5/13/2015 13:29 72.08
NSE-CUR EURINR 28SEP2015 Long 5/14/2015 10:59 72.755
NSE-CUR EURINR 28SEP2015 Short 5/15/2015 10:59 72.5725
NSE-CUR EURINR 28SEP2015 Long 5/18/2015 9:29 72.74
NSE-CUR EURINR 28SEP2015 Short 5/18/2015 13:29 72.47
NSE-CUR EURINR 28SEP2015 Long 5/18/2015 15:29 72.6675
NSE-CUR EURINR 28SEP2015 Short 5/19/2015 9:59 72.04
NSE-CUR EURINR 28SEP2015 Long 5/22/2015 15:29 71.11
NSE-CUR EURINR 28SEP2015 Short 5/22/2015 17:29 70.95
NSE-CUR EURINR 28SEP2015 Long 5/26/2015 17:29 69.8575
NSE-CUR EURINR 28SEP2015 Short 5/29/2015 12:29 70.01
NSE-CUR EURINR 28SEP2015 Long 5/29/2015 13:29 70.24
NSE-CUR EURINR 28SEP2015 Short 6/1/2015 9:59 70.1
NSE-CUR EURINR 28SEP2015 Long 6/2/2015 10:59 70.04
NSE-CUR EURINR 28SEP2015 Short 6/5/2015 10:29 71.98
NSE-CUR EURINR 28SEP2015 Long 6/9/2015 10:29 72.655
NSE-CUR EURINR 28SEP2015 Short 6/10/2015 14:59 72.3525
NSE-CUR EURINR 28SEP2015 Long 6/11/2015 10:59 72.4
NSE-CUR EURINR 28SEP2015 Short 6/11/2015 13:29 72.115
NSE-CUR EURINR 28SEP2015 Long 6/15/2015 11:59 72.0475
NSE-CUR EURINR 28SEP2015 Short 6/17/2015 9:29 72.3675
NSE-CUR EURINR 28SEP2015 Long 6/17/2015 12:59 72.4325
NSE-CUR EURINR 28SEP2015 Short 6/17/2015 16:29 72.305
NSE-CUR EURINR 28SEP2015 Long 6/18/2015 9:59 72.7025
NSE-CUR EURINR 28SEP2015 Short 6/19/2015 10:59 72.365
NSE-CUR EURINR 28SEP2015 Long 6/22/2015 9:29 72.3875
NSE-CUR EURINR 28SEP2015 Short 6/22/2015 12:59 72.2425
NSE-CUR EURINR 28SEP2015 Long 6/25/2015 16:59 71.285
NSE-CUR EURINR 28SEP2015 Short 6/29/2015 9:59 70.67
NSE-CUR EURINR 28SEP2015 Long 6/29/2015 15:59 71.365
NSE-CUR EURINR 28SEP2015 Short 6/30/2015 14:29 71.35
NSE-CUR EURINR 28SEP2015 Long 7/3/2015 13:29 70.77
NSE-CUR EURINR 28SEP2015 Short 7/3/2015 17:29 70.7075
NSE-CUR EURINR 28SEP2015 Long 7/8/2015 9:29 70.2075
NSE-CUR EURINR 28SEP2015 Short 7/13/2015 10:59 70.84
NSE-CUR EURINR 28SEP2015 Long 7/13/2015 11:29 70.9325
NSE-CUR EURINR 28SEP2015 Short 7/13/2015 13:29 70.555
NSE-CUR EURINR 28SEP2015 Long 7/21/2015 14:29 69.14
NSE-CUR EURINR 28SEP2015 Short 7/24/2015 13:29 69.9775
-
8/16/2019 INR Backtest 9.9.2015
12/34
NSE-CUR EURINR 28SEP2015 Long 7/24/2015 15:59 70.08
NSE-CUR EURINR 28SEP2015 Short 7/28/2015 14:59 70.71
NSE-CUR EURINR 28SEP2015 Long 7/29/2015 12:29 70.9575
NSE-CUR EURINR 28SEP2015 Short 7/30/2015 11:29 70.5375
NSE-CUR EURINR 28SEP2015 Long 7/31/2015 14:59 70.66
NSE-CUR EURINR 28SEP2015 Short 8/3/2015 9:59 70.56
NSE-CUR EURINR 28SEP2015 Long 8/6/2015 9:59 69.83
NSE-CUR EURINR 28SEP2015 Short 8/19/2015 9:59 72.3025
NSE-CUR EURINR 28SEP2015 Long 8/20/2015 11:59 72.69
NSE-CUR EURINR 28SEP2015 Short 8/25/2015 15:29 76.265
NSE-CUR EURINR 28SEP2015 !"n Long 9/1/2015 11:29 75.0975
-
8/16/2019 INR Backtest 9.9.2015
13/34
E. )t" E. Pr" + -
9/17/2014 9:59 79.195 -0.0975 0 -0.0975
9/23/2014 9:59 78.39 0.805 0.805 0
9/24/2014 12:29 78.415 0.025 0.025 0
9/26/2014 10:29 78.8775 -0.4625 0 -0.4625
9/26/2014 14:59 78.315 -0.5625 0 -0.5625
9/29/2014 13:59 78.6 -0.285 0 -0.285
9/30/2014 13:59 78.44 -0.16 0 -0.16
10/1/2014 10:29 78.425 0.015 0.015 0
10/1/2014 12:59 78.215 -0.21 0 -0.21
10/8/2014 10:29 78.05 0.165 0.165 0
10/10/2014 11:29 77.94 -0.11 0 -0.11
10/14/2014 17:29 78.045 -0.105 0 -0.105
10/20/2014 10:59 78.2775 0.2325 0.2325 0
10/20/2014 16:59 78.585 -0.3075 0 -0.3075
10/21/2014 14:59 78.5375 -0.0475 0 -0.0475
10/28/2014 11:29 77.9775 0.56 0.56 0
10/28/2014 15:59 77.86 -0.1175 0 -0.1175
10/28/2014 17:29 77.91 -0.05 0 -0.05
10/30/2014 9:29 77.9 -0.01 0 -0.01
11/5/2014 10:29 77.32 0.58 0.58 0
11/5/2014 12:29 77.155 -0.165 0 -0.165
11/10/2014 9:59 77.0325 0.1225 0.1225 0
11/11/2014 9:29 76.75 -0.2825 0 -0.2825
11/12/2014 10:59 76.925 -0.175 0 -0.175
11/12/2014 15:59 76.715 -0.21 0 -0.21
11/13/2014 12:59 76.8 -0.085 0 -0.085
11/14/2014 10:29 76.825 0.025 0.025 0
11/14/2014 13:29 76.94 -0.115 0 -0.115
11/18/2014 9:59 77.26 0.32 0.32 0
11/18/2014 14:59 77.3475 -0.0875 0 -0.0875
11/20/2014 15:59 77.6825 0.335 0.335 0
11/25/2014 9:29 77.0575 0.625 0.625 0
11/28/2014 9:29 77.42 0.3625 0.3625 0
11/28/2014 12:29 77.615 -0.195 0 -0.195
12/1/2014 13:29 77.5225 -0.0925 0 -0.0925
12/1/2014 14:59 77.81 -0.2875 0 -0.2875
12/2/2014 10:29 77.585 -0.225 0 -0.225
12/5/2014 9:59 76.88 0.705 0.705 0
12/5/2014 16:29 76.7525 -0.1275 0 -0.1275
12/9/2014 9:29 76.4975 0.255 0.255 0
12/18/2014 9:29 78.21 1.7125 1.7125 0
12/22/2014 14:29 77.75 0.46 0.46 0
12/23/2014 9:29 77.48 -0.27 0 -0.27
12/23/2014 11:59 77.7425 -0.2625 0 -0.2625
12/23/2014 15:29 77.6125 -0.13 0 -0.13
12/24/2014 14:29 77.4725 0.14 0.14 0
-
8/16/2019 INR Backtest 9.9.2015
14/34
12/30/2014 9:59 77.77 0.2975 0.2975 0
1/12/2015 11:29 74.04 3.73 3.73 0
1/12/2015 13:59 73.8375 -0.2025 0 -0.2025
1/22/2015 10:59 71.5425 2.295 2.295 0
1/23/2015 9:59 69.83 -1.7125 0 -1.7125
1/27/2015 13:59 69.4275 0.4025 0.4025 0
1/29/2015 10:29 69.62 0.1925 0.1925 0
1/29/2015 14:59 69.945 -0.325 0 -0.325
2/2/2015 10:59 70.23 0.285 0.285 0
2/2/2015 14:59 70.355 -0.125 0 -0.125
2/3/2015 9:29 70.12 -0.235 0 -0.235
2/3/2015 15:29 70.3075 -0.1875 0 -0.1875
2/5/2015 9:59 70.4625 0.155 0.155 0
2/5/2015 15:29 70.7025 -0.24 0 -0.24
2/6/2015 16:29 70.815 0.1125 0.1125 0
2/9/2015 13:59 70.885 -0.07 0 -0.07
2/9/2015 15:59 70.595 -0.29 0 -0.29
2/11/2015 11:29 70.5825 0.0125 0.0125 0
2/11/2015 12:59 70.4725 -0.11 0 -0.11
2/11/2015 13:29 70.5925 -0.12 0 -0.12
2/18/2015 9:29 70.995 0.4025 0.4025 0
2/23/2015 9:59 70.8575 0.1375 0.1375 0
2/23/2015 12:59 70.6625 -0.195 0 -0.195
2/24/2015 9:59 70.63 0.0325 0.0325 0
2/24/2015 11:29 70.56 -0.07 0 -0.07
2/25/2015 10:29 70.84 -0.28 0 -0.28
2/26/2015 11:59 70.7925 -0.0475 0 -0.0475
3/2/2015 16:29 69.9275 0.865 0.865 0
3/3/2015 10:59 69.7375 -0.19 0 -0.19
3/13/2015 13:29 66.8 2.9375 2.9375 0
3/16/2015 9:59 66.4775 -0.3225 0 -0.3225
3/17/2015 12:59 66.72 -0.2425 0 -0.2425
3/18/2015 11:29 66.5225 -0.1975 0 -0.1975
3/18/2015 13:59 66.715 -0.1925 0 -0.1925
3/20/2015 12:29 66.82 0.105 0.105 0
3/20/2015 14:29 66.9475 -0.1275 0 -0.1275
3/27/2015 9:29 68.71 1.7625 1.7625 0
3/30/2015 11:29 68.495 0.215 0.215 0
3/30/2015 16:29 68.2 -0.295 0 -0.295
4/6/2015 11:29 68.54 -0.34 0 -0.34
4/7/2015 9:59 68.445 -0.095 0 -0.095
4/15/2015 10:29 66.54 1.905 1.905 0
4/15/2015 14:29 66.1825 -0.3575 0 -0.3575
4/15/2015 15:29 66.405 -0.2225 0 -0.2225
4/15/2015 16:29 66.2575 -0.1475 0 -0.1475
4/16/2015 11:29 66.795 -0.5375 0 -0.5375
4/21/2015 11:59 67.3475 0.5525 0.5525 0
4/22/2015 9:59 67.4825 -0.135 0 -0.135
-
8/16/2019 INR Backtest 9.9.2015
15/34
4/23/2015 12:29 67.515 0.0325 0.0325 0
4/23/2015 13:59 67.8475 -0.3325 0 -0.3325
4/27/2015 15:59 68.79 0.9425 0.9425 0
4/28/2015 9:29 69.425 -0.635 0 -0.635
5/5/2015 10:59 70.93 1.505 1.505 0
5/5/2015 16:29 70.935 -0.005 0 -0.005
5/8/2015 9:29 72.03 1.095 1.095 0
5/12/2015 9:29 71.875 0.155 0.155 0
5/13/2015 13:29 72.08 0.205 0.205 0
5/14/2015 10:59 72.755 -0.675 0 -0.675
5/15/2015 10:59 72.5725 -0.1825 0 -0.1825
5/18/2015 9:29 72.74 -0.1675 0 -0.1675
5/18/2015 13:29 72.47 -0.27 0 -0.27
5/18/2015 15:29 72.6675 -0.1975 0 -0.1975
5/19/2015 9:59 72.04 -0.6275 0 -0.6275
5/22/2015 15:29 71.11 0.93 0.93 0
5/22/2015 17:29 70.95 -0.16 0 -0.16
5/26/2015 17:29 69.8575 1.0925 1.0925 0
5/29/2015 12:29 70.01 0.1525 0.1525 0
5/29/2015 13:29 70.24 -0.23 0 -0.23
6/1/2015 9:59 70.1 -0.14 0 -0.14
6/2/2015 10:59 70.04 0.06 0.06 0
6/5/2015 10:29 71.98 1.94 1.94 0
6/9/2015 10:29 72.655 -0.675 0 -0.675
6/10/2015 14:59 72.3525 -0.3025 0 -0.3025
6/11/2015 10:59 72.4 -0.0475 0 -0.0475
6/11/2015 13:29 72.115 -0.285 0 -0.285
6/15/2015 11:59 72.0475 0.0675 0.0675 0
6/17/2015 9:29 72.3675 0.32 0.32 0
6/17/2015 12:59 72.4325 -0.065 0 -0.065
6/17/2015 16:29 72.305 -0.1275 0 -0.1275
6/18/2015 9:59 72.7025 -0.3975 0 -0.3975
6/19/2015 10:59 72.365 -0.3375 0 -0.3375
6/22/2015 9:29 72.3875 -0.0225 0 -0.0225
6/22/2015 12:59 72.2425 -0.145 0 -0.145
6/25/2015 16:59 71.285 0.9575 0.9575 0
6/29/2015 9:59 70.67 -0.615 0 -0.615
6/29/2015 15:59 71.365 -0.695 0 -0.695
6/30/2015 14:29 71.35 -0.015 0 -0.015
7/3/2015 13:29 70.77 0.58 0.58 0
7/3/2015 17:29 70.7075 -0.0625 0 -0.0625
7/8/2015 9:29 70.2075 0.5 0.5 0
7/13/2015 10:59 70.84 0.6325 0.6325 0
7/13/2015 11:29 70.9325 -0.0925 0 -0.0925
7/13/2015 13:29 70.555 -0.3775 0 -0.3775
7/21/2015 14:29 69.14 1.415 1.415 0
7/24/2015 13:29 69.9775 0.8375 0.8375 0
7/24/2015 15:59 70.08 -0.1025 0 -0.1025
-
8/16/2019 INR Backtest 9.9.2015
16/34
7/28/2015 14:59 70.71 0.63 0.63 0
7/29/2015 12:29 70.9575 -0.2475 0 -0.2475
7/30/2015 11:29 70.5375 -0.42 0 -0.42
7/31/2015 14:59 70.66 -0.1225 0 -0.1225
8/3/2015 9:59 70.56 -0.1 0 -0.1
8/6/2015 9:59 69.83 0.73 0.73 0
8/19/2015 9:59 72.3025 2.4725 2.4725 0
8/20/2015 11:59 72.69 -0.3875 0 -0.3875
8/25/2015 15:29 76.265 3.575 3.575 0
9/1/2015 11:29 75.0975 1.1675 1.1675 0
9/1/2015 16:29 75.0425 0.055 0.055 0
Pro#t/ Lo$$ 23.780
%&' 3.73
%IN -1.7125
(ot)* + 45.8925 62
&, + 0.740202
(ot)* - -22.1125 91
&, - -0.242995
-
8/16/2019 INR Backtest 9.9.2015
17/34
Symbol Trade Date Price
NSE-CUR PINR 28SEP2015 Long 9/15/2014 16:29 99.59
NSE-CUR PINR 28SEP2015 Short 9/16/2014 9:59 99.32
NSE-CUR PINR 28SEP2015 Long 9/17/2014 9:29 99.5575
NSE-CUR PINR 28SEP2015 Short 9/19/2014 17:29 99.69
NSE-CUR PINR 28SEP2015 Long 9/23/2014 14:29 99.7575NSE-CUR PINR 28SEP2015 Short 9/25/2014 9:59 99.6
NSE-CUR PINR 28SEP2015 Long 9/25/2014 15:59 99.94
NSE-CUR PINR 28SEP2015 Short 9/26/2014 14:59 100.17
NSE-CUR PINR 28SEP2015 Long 9/29/2014 13:59 100.56
NSE-CUR PINR 28SEP2015 Short 9/29/2014 14:59 100.35
NSE-CUR PINR 28SEP2015 Long 9/29/2014 16:59 100.558
NSE-CUR PINR 28SEP2015 Short 9/30/2014 15:29 100.475
NSE-CUR PINR 28SEP2015 Long 10/1/2014 10:29 100.545
NSE-CUR PINR 28SEP2015 Short 10/1/2014 16:29 100.27
NSE-CUR PINR 28SEP2015 Long 10/9/2014 9:29 99.2825NSE-CUR PINR 28SEP2015 Short 10/9/2014 11:59 98.97
NSE-CUR PINR 28SEP2015 Long 10/9/2014 15:59 99.2375
NSE-CUR PINR 28SEP2015 Short 10/10/2014 9:59 98.915
NSE-CUR PINR 28SEP2015 Long 10/13/2014 10:29 98.9925
NSE-CUR PINR 28SEP2015 Short 10/13/2014 13:29 98.7675
NSE-CUR PINR 28SEP2015 Long 10/16/2014 9:59 98.7
NSE-CUR PINR 28SEP2015 Short 10/20/2014 9:59 98.78
NSE-CUR PINR 28SEP2015 Long 10/20/2014 15:29 99.07
NSE-CUR PINR 28SEP2015 Short 10/21/2014 13:29 99.05
NSE-CUR PINR 28SEP2015 Long 10/21/2014 14:29 99.135
NSE-CUR PINR 28SEP2015 Short 10/21/2014 17:29 99.105
NSE-CUR PINR 28SEP2015 Long 10/27/2014 11:29 98.6375
NSE-CUR PINR 28SEP2015 Short 10/28/2014 14:29 98.78
NSE-CUR PINR 28SEP2015 Long 10/28/2014 16:29 98.8775
NSE-CUR PINR 28SEP2015 Short 10/30/2014 9:29 98.6475
NSE-CUR PINR 28SEP2015 Long 11/3/2014 16:29 98.6425
NSE-CUR PINR 28SEP2015 Short 11/5/2014 10:59 98.535
NSE-CUR PINR 28SEP2015 Long 11/7/2014 15:59 97.8925
NSE-CUR PINR 28SEP2015 Short 11/11/2014 9:59 97.77
NSE-CUR PINR 28SEP2015 Long 11/11/2014 13:29 97.96
NSE-CUR PINR 28SEP2015 Short 11/12/2014 14:59 97.97
NSE-CUR PINR 28SEP2015 Long 11/12/2014 15:29 98.2425
NSE-CUR PINR 28SEP2015 Short 11/12/2014 16:29 97.86
NSE-CUR PINR 28SEP2015 Long 11/17/2014 9:29 97.235
NSE-CUR PINR 28SEP2015 Short 11/17/2014 12:59 96.98
NSE-CUR PINR 28SEP2015 Long 11/19/2014 15:29 97.155
NSE-CUR PINR 28SEP2015 Short 11/21/2014 11:29 97.075
NSE-CUR PINR 28SEP2015 Long 11/24/2014 15:59 96.98
-
8/16/2019 INR Backtest 9.9.2015
18/34
NSE-CUR PINR 28SEP2015 Short 11/25/2014 13:29 96.9475
NSE-CUR PINR 28SEP2015 Long 11/26/2014 10:29 97.62
NSE-CUR PINR 28SEP2015 Short 11/28/2014 9:29 97.6775
NSE-CUR PINR 28SEP2015 Long 11/28/2014 12:29 97.8875
NSE-CUR PINR 28SEP2015 Short 11/28/2014 13:29 97.695
NSE-CUR PINR 28SEP2015 Long 11/28/2014 14:59 97.9175
NSE-CUR PINR 28SEP2015 Short 12/1/2014 9:59 97.565NSE-CUR PINR 28SEP2015 Long 12/1/2014 14:59 97.925
NSE-CUR PINR 28SEP2015 Short 12/2/2014 12:29 97.825
NSE-CUR PINR 28SEP2015 Long 12/4/2014 12:59 97.54
NSE-CUR PINR 28SEP2015 Short 12/5/2014 9:29 97.11
NSE-CUR PINR 28SEP2015 Long 12/5/2014 14:59 97.36
NSE-CUR PINR 28SEP2015 Short 12/8/2014 9:29 96.79
NSE-CUR PINR 28SEP2015 Long 12/8/2014 17:29 96.99
NSE-CUR PINR 28SEP2015 Short 12/12/2014 16:29 98.1625
NSE-CUR PINR 28SEP2015 Long 12/15/2014 9:59 98.4725
NSE-CUR PINR 28SEP2015 Short 12/18/2014 11:29 98.9225NSE-CUR PINR 28SEP2015 Long 12/19/2014 15:29 99.1025
NSE-CUR PINR 28SEP2015 Short 12/22/2014 10:59 98.8975
NSE-CUR PINR 28SEP2015 Long 12/23/2014 11:29 98.9825
NSE-CUR PINR 28SEP2015 Short 12/23/2014 15:59 98.7475
NSE-CUR PINR 28SEP2015 Long 12/24/2014 15:29 98.7
NSE-CUR PINR 28SEP2015 Short 12/30/2014 11:59 99.36
NSE-CUR PINR 28SEP2015 Long 1/1/2015 10:29 99.17
NSE-CUR PINR 28SEP2015 Short 1/2/2015 9:59 99.02
NSE-CUR PINR 28SEP2015 Long 1/12/2015 11:59 94.6875
NSE-CUR PINR 28SEP2015 Short 1/12/2015 14:59 94.2575
NSE-CUR PINR 28SEP2015 Long 1/13/2015 9:59 94.5125
NSE-CUR PINR 28SEP2015 Short 1/13/2015 11:59 94.3675
NSE-CUR PINR 28SEP2015 Long 1/14/2015 9:59 94.445
NSE-CUR PINR 28SEP2015 Short 1/15/2015 10:29 94.28
NSE-CUR PINR 28SEP2015 Long 1/15/2015 15:59 94.53
NSE-CUR PINR 28SEP2015 Short 1/16/2015 10:29 94.21
NSE-CUR PINR 28SEP2015 Long 1/16/2015 14:59 94.475
NSE-CUR PINR 28SEP2015 Short 1/16/2015 17:29 94.29
NSE-CUR PINR 28SEP2015 Long 1/20/2015 14:59 93.63
NSE-CUR PINR 28SEP2015 Short 1/21/2015 9:29 93.45
NSE-CUR PINR 28SEP2015 Long 1/22/2015 11:59 93.4625
NSE-CUR PINR 28SEP2015 Short 1/23/2015 9:59 92.21
NSE-CUR PINR 28SEP2015 Long 1/27/2015 9:29 92.84
NSE-CUR PINR 28SEP2015 Short 1/27/2015 14:59 92.595
NSE-CUR PINR 28SEP2015 Long 1/28/2015 10:59 93.6875
NSE-CUR PINR 28SEP2015 Short 1/29/2015 13:29 93.375
NSE-CUR PINR 28SEP2015 Long 1/29/2015 15:29 93.775
NSE-CUR PINR 28SEP2015 Short 1/30/2015 10:29 93.5275
-
8/16/2019 INR Backtest 9.9.2015
19/34
NSE-CUR PINR 28SEP2015 Long 1/30/2015 13:59 93.87
NSE-CUR PINR 28SEP2015 Short 2/2/2015 12:59 93.53
NSE-CUR PINR 28SEP2015 Long 2/3/2015 16:29 93.365
NSE-CUR PINR 28SEP2015 Short 2/9/2015 16:59 94.845
NSE-CUR PINR 28SEP2015 Long 2/10/2015 13:59 94.88
NSE-CUR PINR 28SEP2015 Short 2/10/2015 14:59 94.6875
NSE-CUR PINR 28SEP2015 Long 2/11/2015 11:59 95.04NSE-CUR PINR 28SEP2015 Short 2/12/2015 15:29 94.9975
NSE-CUR PINR 28SEP2015 Long 2/12/2015 16:29 95.6625
NSE-CUR PINR 28SEP2015 Short 2/16/2015 15:29 95.8825
NSE-CUR PINR 28SEP2015 Long 2/18/2015 15:29 96.1975
NSE-CUR PINR 28SEP2015 Short 2/20/2015 13:59 95.9575
NSE-CUR PINR 28SEP2015 Long 2/24/2015 10:59 96.195
NSE-CUR PINR 28SEP2015 Short 2/26/2015 13:59 96.62
NSE-CUR PINR 28SEP2015 Long 3/2/2015 14:59 95.99
NSE-CUR PINR 28SEP2015 Short 3/3/2015 10:59 95.78
NSE-CUR PINR 28SEP2015 Long 3/4/2015 15:29 95.81NSE-CUR PINR 28SEP2015 Short 3/5/2015 9:59 95.4175
NSE-CUR PINR 28SEP2015 Long 3/10/2015 9:29 95.1775
NSE-CUR PINR 28SEP2015 Short 3/10/2015 11:59 94.97
NSE-CUR PINR 28SEP2015 Long 3/11/2015 9:29 95.2175
NSE-CUR PINR 28SEP2015 Short 3/11/2015 12:29 95.01
NSE-CUR PINR 28SEP2015 Long 3/11/2015 12:59 95.0925
NSE-CUR PINR 28SEP2015 Short 3/11/2015 14:29 94.92
NSE-CUR PINR 28SEP2015 Long 3/17/2015 12:29 93.345
NSE-CUR PINR 28SEP2015 Short 3/17/2015 13:59 92.9775
NSE-CUR PINR 28SEP2015 Long 3/19/2015 10:29 93.17
NSE-CUR PINR 28SEP2015 Short 3/20/2015 9:59 92.5
NSE-CUR PINR 28SEP2015 Long 3/23/2015 9:29 93.3
NSE-CUR PINR 28SEP2015 Short 3/23/2015 13:59 92.7025
NSE-CUR PINR 28SEP2015 Long 3/23/2015 15:29 92.9375
NSE-CUR PINR 28SEP2015 Short 3/24/2015 16:29 92.89
NSE-CUR PINR 28SEP2015 Long 3/25/2015 13:29 92.8725
NSE-CUR PINR 28SEP2015 Short 3/25/2015 14:29 92.7325
NSE-CUR PINR 28SEP2015 Long 3/25/2015 15:29 92.9525
NSE-CUR PINR 28SEP2015 Short 3/30/2015 12:29 93.2475
NSE-CUR PINR 28SEP2015 Long 3/31/2015 16:29 93.05
NSE-CUR PINR 28SEP2015 Short 4/7/2015 14:59 93.0625
NSE-CUR PINR 28SEP2015 Long 4/8/2015 13:29 93.2325
NSE-CUR PINR 28SEP2015 Short 4/9/2015 9:59 92.93
NSE-CUR PINR 28SEP2015 Long 4/13/2015 16:59 91.6225
NSE-CUR PINR 28SEP2015 Short 4/21/2015 11:29 93.7525
NSE-CUR PINR 28SEP2015 Long 4/22/2015 9:59 93.94
NSE-CUR PINR 28SEP2015 Short 4/27/2015 16:29 96
NSE-CUR PINR 28SEP2015 Long 4/28/2015 9:29 97.15
-
8/16/2019 INR Backtest 9.9.2015
20/34
NSE-CUR PINR 28SEP2015 Short 5/5/2015 9:59 96.47
NSE-CUR PINR 28SEP2015 Long 5/6/2015 10:29 97.2225
NSE-CUR PINR 28SEP2015 Short 5/6/2015 13:29 96.9
NSE-CUR PINR 28SEP2015 Long 5/6/2015 15:59 97.04
NSE-CUR PINR 28SEP2015 Short 5/11/2015 9:59 98.5825
NSE-CUR PINR 28SEP2015 Long 5/11/2015 12:59 98.7825
NSE-CUR PINR 28SEP2015 Short 5/13/2015 15:29 100.313NSE-CUR PINR 28SEP2015 Long 5/14/2015 10:59 100.79
NSE-CUR PINR 28SEP2015 Short 5/15/2015 10:59 100.32
NSE-CUR PINR 28SEP2015 Long 5/20/2015 14:59 99.0975
NSE-CUR PINR 28SEP2015 Short 5/21/2015 11:59 98.9425
NSE-CUR PINR 28SEP2015 Long 5/21/2015 12:59 99.1125
NSE-CUR PINR 28SEP2015 Short 5/22/2015 13:29 99.46
NSE-CUR PINR 28SEP2015 Long 5/27/2015 9:59 99.25
NSE-CUR PINR 28SEP2015 Short 5/28/2015 9:29 98.57
NSE-CUR PINR 28SEP2015 Long 6/2/2015 14:29 97.8725
NSE-CUR PINR 28SEP2015 Short 6/5/2015 10:29 98.57NSE-CUR PINR 28SEP2015 Long 6/9/2015 9:59 98.5475
NSE-CUR PINR 28SEP2015 Short 6/9/2015 12:59 98.125
NSE-CUR PINR 28SEP2015 Long 6/10/2015 9:59 98.7475
NSE-CUR PINR 28SEP2015 Short 6/19/2015 10:59 101.2
NSE-CUR PINR 28SEP2015 Long 6/26/2015 10:59 100.62
NSE-CUR PINR 28SEP2015 Short 6/29/2015 15:29 100.738
NSE-CUR PINR 28SEP2015 Long 7/10/2015 12:59 98.1925
NSE-CUR PINR 28SEP2015 Short 7/14/2015 9:59 98.6825
NSE-CUR PINR 28SEP2015 Long 7/14/2015 16:59 99.1
NSE-CUR PINR 28SEP2015 Short 7/17/2015 15:29 99.2875
NSE-CUR PINR 28SEP2015 Long 7/21/2015 9:29 99.33
NSE-CUR PINR 28SEP2015 Short 7/21/2015 12:59 99.21
NSE-CUR PINR 28SEP2015 Long 7/22/2015 12:59 99.3175
NSE-CUR PINR 28SEP2015 Short 7/24/2015 11:29 99.23
NSE-CUR PINR 28SEP2015 Long 7/27/2015 9:59 99.5025
NSE-CUR PINR 28SEP2015 Short 7/28/2015 13:29 99.47
NSE-CUR PINR 28SEP2015 Long 7/28/2015 14:59 99.7925
NSE-CUR PINR 28SEP2015 Short 7/31/2015 12:29 100.23
NSE-CUR PINR 28SEP2015 Long 7/31/2015 15:59 100.42
NSE-CUR PINR 28SEP2015 Short 8/3/2015 16:59 100.2
NSE-CUR PINR 28SEP2015 Long 8/6/2015 9:59 99.92
NSE-CUR PINR 28SEP2015 Short 8/6/2015 16:29 99.7
NSE-CUR PINR 28SEP2015 Long 8/10/2015 16:59 99.3375
NSE-CUR PINR 28SEP2015 Short 8/20/2015 11:29 102.313
NSE-CUR PINR 28SEP2015 Long 8/20/2015 12:59 102.497
NSE-CUR PINR 28SEP2015 Short 8/20/2015 14:29 102.23
NSE-CUR PINR 28SEP2015 Long 8/20/2015 15:59 102.55
NSE-CUR PINR 28SEP2015 Short 8/25/2015 14:29 104.52
-
8/16/2019 INR Backtest 9.9.2015
21/34
NSE-CUR PINR 28SEP2015 Long 8/31/2015 9:29 102.872
NSE-CUR PINR 28SEP2015 !"n Short 9/1/2015 10:29 102.52
-
8/16/2019 INR Backtest 9.9.2015
22/34
Ex. date Ex. Price + -
9/16/2014 9:59 99.32 -0.27 0 -0.27
9/17/2014 9:29 99.5575 -0.2375 0 -0.2375
9/19/2014 17:29 99.69 0.1325 0.1325 0
9/23/2014 14:29 99.7575 -0.0675 0 -0.0675
9/25/2014 9:59 99.6 -0.1575 0 -0.15759/25/2014 15:59 99.94 -0.34 0 -0.34
9/26/2014 14:59 100.17 0.23 0.23 0
9/29/2014 13:59 100.56 -0.39 0 -0.39
9/29/2014 14:59 100.35 -0.21 0 -0.21
9/29/2014 16:59 100.558 -0.208 0 -0.208
9/30/2014 15:29 100.475 -0.083 0 -0.083
10/1/2014 10:29 100.545 -0.07 0 -0.07
10/1/2014 16:29 100.27 -0.275 0 -0.275
10/9/2014 9:29 99.2825 0.9875 0.9875 0
10/9/2014 11:59 98.97 -0.3125 0 -0.312510/9/2014 15:59 99.2375 -0.2675 0 -0.2675
10/10/2014 9:59 98.915 -0.3225 0 -0.3225
10/13/2014 10:29 98.9925 -0.0775 0 -0.0775
10/13/2014 13:29 98.7675 -0.225 0 -0.225
10/16/2014 9:59 98.7 0.0675 0.0675 0
10/20/2014 9:59 98.78 0.08 0.08 0
10/20/2014 15:29 99.07 -0.29 0 -0.29
10/21/2014 13:29 99.05 -0.02 0 -0.02
10/21/2014 14:29 99.135 -0.085 0 -0.085
10/21/2014 17:29 99.105 -0.03 0 -0.03
10/27/2014 11:29 98.6375 0.4675 0.4675 0
10/28/2014 14:29 98.78 0.1425 0.1425 0
10/28/2014 16:29 98.8775 -0.0975 0 -0.0975
10/30/2014 9:29 98.6475 -0.23 0 -0.23
11/3/2014 16:29 98.6425 0.005 0.005 0
11/5/2014 10:59 98.535 -0.1075 0 -0.1075
11/7/2014 15:59 97.8925 0.6425 0.6425 0
11/11/2014 9:59 97.77 -0.1225 0 -0.1225
11/11/2014 13:29 97.96 -0.19 0 -0.19
11/12/2014 14:59 97.97 0.01 0.01 0
11/12/2014 15:29 98.2425 -0.2725 0 -0.2725
11/12/2014 16:29 97.86 -0.3825 0 -0.3825
11/17/2014 9:29 97.235 0.625 0.625 0
11/17/2014 12:59 96.98 -0.255 0 -0.255
11/19/2014 15:29 97.155 -0.175 0 -0.175
11/21/2014 11:29 97.075 -0.08 0 -0.08
11/24/2014 15:59 96.98 0.095 0.095 0
11/25/2014 13:29 96.9475 -0.0325 0 -0.0325
-
8/16/2019 INR Backtest 9.9.2015
23/34
11/26/2014 10:29 97.62 -0.6725 0 -0.6725
11/28/2014 9:29 97.6775 0.0575 0.0575 0
11/28/2014 12:29 97.8875 -0.21 0 -0.21
11/28/2014 13:29 97.695 -0.1925 0 -0.1925
11/28/2014 14:59 97.9175 -0.2225 0 -0.2225
12/1/2014 9:59 97.565 -0.3525 0 -0.3525
12/1/2014 14:59 97.925 -0.36 0 -0.3612/2/2014 12:29 97.825 -0.1 0 -0.1
12/4/2014 12:59 97.54 0.285 0.285 0
12/5/2014 9:29 97.11 -0.43 0 -0.43
12/5/2014 14:59 97.36 -0.25 0 -0.25
12/8/2014 9:29 96.79 -0.57 0 -0.57
12/8/2014 17:29 96.99 -0.2 0 -0.2
12/12/2014 16:29 98.1625 1.1725 1.1725 0
12/15/2014 9:59 98.4725 -0.31 0 -0.31
12/18/2014 11:29 98.9225 0.45 0.45 0
12/19/2014 15:29 99.1025 -0.18 0 -0.1812/22/2014 10:59 98.8975 -0.205 0 -0.205
12/23/2014 11:29 98.9825 -0.085 0 -0.085
12/23/2014 15:59 98.7475 -0.235 0 -0.235
12/24/2014 15:29 98.7 0.0475 0.0475 0
12/30/2014 11:59 99.36 0.66 0.66 0
1/1/2015 10:29 99.17 0.19 0.19 0
1/2/2015 9:59 99.02 -0.15 0 -0.15
1/12/2015 11:59 94.6875 4.3325 4.3325 0
1/12/2015 14:59 94.2575 -0.43 0 -0.43
1/13/2015 9:59 94.5125 -0.255 0 -0.255
1/13/2015 11:59 94.3675 -0.145 0 -0.145
1/14/2015 9:59 94.445 -0.0775 0 -0.0775
1/15/2015 10:29 94.28 -0.165 0 -0.165
1/15/2015 15:59 94.53 -0.25 0 -0.25
1/16/2015 10:29 94.21 -0.32 0 -0.32
1/16/2015 14:59 94.475 -0.265 0 -0.265
1/16/2015 17:29 94.29 -0.185 0 -0.185
1/20/2015 14:59 93.63 0.66 0.66 0
1/21/2015 9:29 93.45 -0.18 0 -0.18
1/22/2015 11:59 93.4625 -0.0125 0 -0.0125
1/23/2015 9:59 92.21 -1.2525 0 -1.2525
1/27/2015 9:29 92.84 -0.63 0 -0.63
1/27/2015 14:59 92.595 -0.245 0 -0.245
1/28/2015 10:59 93.6875 -1.0925 0 -1.0925
1/29/2015 13:29 93.375 -0.3125 0 -0.3125
1/29/2015 15:29 93.775 -0.4 0 -0.4
1/30/2015 10:29 93.5275 -0.2475 0 -0.2475
1/30/2015 13:59 93.87 -0.3425 0 -0.3425
-
8/16/2019 INR Backtest 9.9.2015
24/34
2/2/2015 12:59 93.53 -0.34 0 -0.34
2/3/2015 16:29 93.365 0.165 0.165 0
2/9/2015 16:59 94.845 1.48 1.48 0
2/10/2015 13:59 94.88 -0.035 0 -0.035
2/10/2015 14:59 94.6875 -0.1925 0 -0.1925
2/11/2015 11:59 95.04 -0.3525 0 -0.3525
2/12/2015 15:29 94.9975 -0.0425 0 -0.04252/12/2015 16:29 95.6625 -0.665 0 -0.665
2/16/2015 15:29 95.8825 0.22 0.22 0
2/18/2015 15:29 96.1975 -0.315 0 -0.315
2/20/2015 13:59 95.9575 -0.24 0 -0.24
2/24/2015 10:59 96.195 -0.2375 0 -0.2375
2/26/2015 13:59 96.62 0.425 0.425 0
3/2/2015 14:59 95.99 0.63 0.63 0
3/3/2015 10:59 95.78 -0.21 0 -0.21
3/4/2015 15:29 95.81 -0.03 0 -0.03
3/5/2015 9:59 95.4175 -0.3925 0 -0.39253/10/2015 9:29 95.1775 0.24 0.24 0
3/10/2015 11:59 94.97 -0.2075 0 -0.2075
3/11/2015 9:29 95.2175 -0.2475 0 -0.2475
3/11/2015 12:29 95.01 -0.2075 0 -0.2075
3/11/2015 12:59 95.0925 -0.0825 0 -0.0825
3/11/2015 14:29 94.92 -0.1725 0 -0.1725
3/17/2015 12:29 93.345 1.575 1.575 0
3/17/2015 13:59 92.9775 -0.3675 0 -0.3675
3/19/2015 10:29 93.17 -0.1925 0 -0.1925
3/20/2015 9:59 92.5 -0.67 0 -0.67
3/23/2015 9:29 93.3 -0.8 0 -0.8
3/23/2015 13:59 92.7025 -0.5975 0 -0.5975
3/23/2015 15:29 92.9375 -0.235 0 -0.235
3/24/2015 16:29 92.89 -0.0475 0 -0.0475
3/25/2015 13:29 92.8725 0.0175 0.0175 0
3/25/2015 14:29 92.7325 -0.14 0 -0.14
3/25/2015 15:29 92.9525 -0.22 0 -0.22
3/30/2015 12:29 93.2475 0.295 0.295 0
3/31/2015 16:29 93.05 0.1975 0.1975 0
4/7/2015 14:59 93.0625 0.0125 0.0125 0
4/8/2015 13:29 93.2325 -0.17 0 -0.17
4/9/2015 9:59 92.93 -0.3025 0 -0.3025
4/13/2015 16:59 91.6225 1.3075 1.3075 0
4/21/2015 11:29 93.7525 2.13 2.13 0
4/22/2015 9:59 93.94 -0.1875 0 -0.1875
4/27/2015 16:29 96 2.06 2.06 0
4/28/2015 9:29 97.15 -1.15 0 -1.15
5/5/2015 9:59 96.47 -0.68 0 -0.68
-
8/16/2019 INR Backtest 9.9.2015
25/34
5/6/2015 10:29 97.2225 -0.7525 0 -0.7525
5/6/2015 13:29 96.9 -0.3225 0 -0.3225
5/6/2015 15:59 97.04 -0.14 0 -0.14
5/11/2015 9:59 98.5825 1.5425 1.5425 0
5/11/2015 12:59 98.7825 -0.2 0 -0.2
5/13/2015 15:29 100.313 1.5305 1.5305 0
5/14/2015 10:59 100.79 -0.477 0 -0.4775/15/2015 10:59 100.32 -0.47 0 -0.47
5/20/2015 14:59 99.0975 1.2225 1.2225 0
5/21/2015 11:59 98.9425 -0.155 0 -0.155
5/21/2015 12:59 99.1125 -0.17 0 -0.17
5/22/2015 13:29 99.46 0.3475 0.3475 0
5/27/2015 9:59 99.25 0.21 0.21 0
5/28/2015 9:29 98.57 -0.68 0 -0.68
6/2/2015 14:29 97.8725 0.6975 0.6975 0
6/5/2015 10:29 98.57 0.6975 0.6975 0
6/9/2015 9:59 98.5475 0.0225 0.0225 06/9/2015 12:59 98.125 -0.4225 0 -0.4225
6/10/2015 9:59 98.7475 -0.6225 0 -0.6225
6/19/2015 10:59 101.2 2.4525 2.4525 0
6/26/2015 10:59 100.62 0.58 0.58 0
6/29/2015 15:29 100.738 0.118 0.118 0
7/10/2015 12:59 98.1925 2.5455 2.5455 0
7/14/2015 9:59 98.6825 0.49 0.49 0
7/14/2015 16:59 99.1 -0.4175 0 -0.4175
7/17/2015 15:29 99.2875 0.1875 0.1875 0
7/21/2015 9:29 99.33 -0.0425 0 -0.0425
7/21/2015 12:59 99.21 -0.12 0 -0.12
7/22/2015 12:59 99.3175 -0.1075 0 -0.1075
7/24/2015 11:29 99.23 -0.0875 0 -0.0875
7/27/2015 9:59 99.5025 -0.2725 0 -0.2725
7/28/2015 13:29 99.47 -0.0325 0 -0.0325
7/28/2015 14:59 99.7925 -0.3225 0 -0.3225
7/31/2015 12:29 100.23 0.4375 0.4375 0
7/31/2015 15:59 100.42 -0.19 0 -0.19
8/3/2015 16:59 100.2 -0.22 0 -0.22
8/6/2015 9:59 99.92 0.28 0.28 0
8/6/2015 16:29 99.7 -0.22 0 -0.22
8/10/2015 16:59 99.3375 0.3625 0.3625 0
8/20/2015 11:29 102.313 2.9755 2.9755 0
8/20/2015 12:59 102.497 -0.184 0 -0.184
8/20/2015 14:29 102.23 -0.267 0 -0.267
8/20/2015 15:59 102.55 -0.32 0 -0.32
8/25/2015 14:29 104.52 1.97 1.97 0
8/31/2015 9:29 102.872 1.648 1.648 0
-
8/16/2019 INR Backtest 9.9.2015
26/34
9/1/2015 10:29 102.52 -0.352 0 -0.352
9/1/2015 16:29 102.323 0.197 0.197 0
Pro#t/ Lo$$ 7.896
%&' 4.3325
%IN -1.2525
(ot)* + 42.6095 56&, + 0.760884
(ot)* - -34.7135 124
&, - -0.279948
-
8/16/2019 INR Backtest 9.9.2015
27/34
So* (r)" D)t" Pr"
NSE-CUR PINR 28SEP2015 Long 9/15/2014 16:29 57.2125
NSE-CUR PINR 28SEP2015 Short 9/16/2014 11:29 57.135
NSE-CUR PINR 28SEP2015 Long 9/16/2014 15:29 57.255
NSE-CUR PINR 28SEP2015 Short 9/16/2014 16:29 57.175
NSE-CUR PINR 28SEP2015 Long 9/22/2014 9:59 55.9925
NSE-CUR PINR 28SEP2015 Short 9/22/2014 11:29 55.92
NSE-CUR PINR 28SEP2015 Long 9/23/2014 9:59 56.1075
NSE-CUR PINR 28SEP2015 Short 9/24/2014 17:29 56.125
NSE-CUR PINR 28SEP2015 Long 9/25/2014 15:59 56.135
NSE-CUR PINR 28SEP2015 Short 9/26/2014 14:59 56.3575
NSE-CUR PINR 28SEP2015 Long 9/29/2014 14:29 56.565
NSE-CUR PINR 28SEP2015 Short 10/1/2014 14:29 56.4775
NSE-CUR PINR 28SEP2015 Long 10/7/2014 9:59 56.5925
NSE-CUR PINR 28SEP2015 Short 10/9/2014 10:29 56.8025
NSE-CUR PINR 28SEP2015 Long 10/9/2014 16:29 56.9
NSE-CUR PINR 28SEP2015 Short 10/10/2014 12:59 56.82
NSE-CUR PINR 28SEP2015 Long 10/10/2014 14:59 56.9875
NSE-CUR PINR 28SEP2015 Short 10/14/2014 9:59 57.05
NSE-CUR PINR 28SEP2015 Long 10/14/2014 10:59 57.2475
NSE-CUR PINR 28SEP2015 Short 10/17/2014 12:59 57.995
NSE-CUR PINR 28SEP2015 Long 10/20/2014 16:59 57.5675
NSE-CUR PINR 28SEP2015 Short 10/21/2014 13:29 57.5275
NSE-CUR PINR 28SEP2015 Long 10/29/2014 9:29 57.0025
NSE-CUR PINR 28SEP2015 Short 10/30/2014 9:29 56.6325
NSE-CUR PINR 28SEP2015 Long 11/7/2014 16:59 53.805
NSE-CUR PINR 28SEP2015 Short 11/11/2014 9:29 53.7525
NSE-CUR PINR 28SEP2015 Long 11/13/2014 14:29 53.475
NSE-CUR PINR 28SEP2015 Long 11/17/2014 9:29 53.4375
NSE-CUR PINR 28SEP2015 Short 11/17/2014 13:59 53.235
NSE-CUR PINR 28SEP2015 Long 11/17/2014 14:59 53.355
NSE-CUR PINR 28SEP2015 Long 11/21/2014 11:59 52.58
NSE-CUR PINR 28SEP2015 Short 11/21/2014 17:29 52.46
NSE-CUR PINR 28SEP2015 Long 11/25/2014 12:29 52.555
NSE-CUR PINR 28SEP2015 Short 11/25/2014 14:59 52.4425
NSE-CUR PINR 28SEP2015 Long 11/26/2014 9:59 52.85
NSE-CUR PINR 28SEP2015 Short 11/28/2014 9:29 52.64
NSE-CUR PINR 28SEP2015 Long 12/1/2014 14:29 52.92
NSE-CUR PINR 28SEP2015 Short 12/2/2014 9:59 52.655
NSE-CUR PINR 28SEP2015 Long 12/9/2014 9:29 51.755
NSE-CUR PINR 28SEP2015 Short 12/17/2014 13:29 54.285
NSE-CUR PINR 28SEP2015 Long 12/17/2014 14:59 54.565
NSE-CUR PINR 28SEP2015 Short 12/18/2014 9:29 53.435
NSE-CUR PINR 28SEP2015 Long 12/23/2014 12:59 52.9475
NSE-CUR PINR 28SEP2015 Short 12/23/2014 15:29 52.8375
NSE-CUR PINR 28SEP2015 Long 12/24/2014 15:59 52.7825
NSE-CUR PINR 28SEP2015 Short 12/31/2014 11:59 53.1725
-
8/16/2019 INR Backtest 9.9.2015
28/34
NSE-CUR PINR 28SEP2015 Long 1/5/2015 11:29 52.96
NSE-CUR PINR 28SEP2015 Short 1/7/2015 13:59 53.435
NSE-CUR PINR 28SEP2015 Long 1/7/2015 14:59 53.6075
NSE-CUR PINR 28SEP2015 Short 1/7/2015 15:59 53.32
NSE-CUR PINR 28SEP2015 Long 1/12/2015 10:29 52.78
NSE-CUR PINR 28SEP2015 Short 1/12/2015 14:29 52.585
NSE-CUR PINR 28SEP2015 Long 1/13/2015 14:29 52.69
NSE-CUR PINR 28SEP2015 Short 1/13/2015 15:29 52.545
NSE-CUR PINR 28SEP2015 Long 1/14/2015 9:59 53.07
NSE-CUR PINR 28SEP2015 Short 1/15/2015 9:29 52.5525
NSE-CUR PINR 28SEP2015 Long 1/15/2015 15:29 53.0175
NSE-CUR PINR 28SEP2015 Short 1/16/2015 17:29 53.14
NSE-CUR PINR 28SEP2015 Long 1/21/2015 11:59 52.55
NSE-CUR PINR 28SEP2015 Short 1/22/2015 9:29 52.095
NSE-CUR PINR 28SEP2015 Long 1/22/2015 14:29 52.4025
NSE-CUR PINR 28SEP2015 Short 1/23/2015 9:59 51.905
NSE-CUR PINR 28SEP2015 Long 1/28/2015 9:29 52.35
NSE-CUR PINR 28SEP2015 Short 2/2/2015 16:59 52.7675
NSE-CUR PINR 28SEP2015 Long 2/3/2015 9:59 52.945
NSE-CUR PINR 28SEP2015 Short 2/3/2015 13:59 52.85
NSE-CUR PINR 28SEP2015 Long 2/4/2015 13:59 52.85
NSE-CUR PINR 28SEP2015 Short 2/5/2015 16:59 52.735
NSE-CUR PINR 28SEP2015 Long 2/12/2015 13:59 52.4225
NSE-CUR PINR 28SEP2015 Short 2/18/2015 10:59 52.355
NSE-CUR PINR 28SEP2015 Long 2/20/2015 12:59 52.41
NSE-CUR PINR 28SEP2015 Short 2/23/2015 10:59 52.32
NSE-CUR PINR 28SEP2015 Long 2/25/2015 9:29 52.5975
NSE-CUR PINR 28SEP2015 Short 2/26/2015 10:59 52.375
NSE-CUR PINR 28SEP2015 Long 2/26/2015 13:29 52.4375
NSE-CUR PINR 28SEP2015 Short 2/26/2015 14:59 52.35
NSE-CUR PINR 28SEP2015 Long 3/4/2015 13:59 52.0225
NSE-CUR PINR 28SEP2015 Short 3/5/2015 15:29 52.08
NSE-CUR PINR 28SEP2015 Long 3/9/2015 13:59 52.08
NSE-CUR PINR 28SEP2015 Short 3/9/2015 16:29 51.97
NSE-CUR PINR 28SEP2015 Long 3/10/2015 17:29 51.935
NSE-CUR PINR 28SEP2015 Short 3/11/2015 17:29 51.9075
NSE-CUR PINR 28SEP2015 Long 3/13/2015 13:29 51.8975
NSE-CUR PINR 28SEP2015 Short 3/17/2015 9:29 51.8675
NSE-CUR PINR 28SEP2015 Long 3/17/2015 15:59 51.94
NSE-CUR PINR 28SEP2015 Short 3/18/2015 9:29 51.84
NSE-CUR PINR 28SEP2015 Long 3/18/2015 14:29 51.91
NSE-CUR PINR 28SEP2015 Short 3/20/2015 13:59 51.8075
NSE-CUR PINR 28SEP2015 Long 3/23/2015 11:29 52.05
NSE-CUR PINR 28SEP2015 Short 3/25/2015 13:29 52.1175
NSE-CUR PINR 28SEP2015 Long 3/25/2015 14:29 52.18
NSE-CUR PINR 28SEP2015 Short 3/30/2015 12:59 52.6275
NSE-CUR PINR 28SEP2015 Long 4/6/2015 11:59 52.48
NSE-CUR PINR 28SEP2015 Short 4/6/2015 16:59 52.4225
-
8/16/2019 INR Backtest 9.9.2015
29/34
NSE-CUR PINR 28SEP2015 Long 4/13/2015 16:59 52
NSE-CUR PINR 28SEP2015 Short 4/21/2015 12:59 52.7225
NSE-CUR PINR 28SEP2015 Long 4/22/2015 13:29 52.755
NSE-CUR PINR 28SEP2015 Short 4/22/2015 16:59 52.6525
NSE-CUR PINR 28SEP2015 Long 4/23/2015 11:29 52.8
NSE-CUR PINR 28SEP2015 Short 4/27/2015 16:29 53.22
NSE-CUR PINR 28SEP2015 Long 4/28/2015 11:29 53.4825
NSE-CUR PINR 28SEP2015 Short 4/28/2015 14:29 53.37
NSE-CUR PINR 28SEP2015 Long 4/29/2015 10:29 53.44
NSE-CUR PINR 28SEP2015 Short 4/29/2015 13:59 53.255
NSE-CUR PINR 28SEP2015 Long 4/29/2015 17:29 53.37
NSE-CUR PINR 28SEP2015 Short 5/5/2015 9:59 53.1375
NSE-CUR PINR 28SEP2015 Long 5/6/2015 10:29 53.315
NSE-CUR PINR 28SEP2015 Short 5/8/2015 9:29 53.6025
NSE-CUR PINR 28SEP2015 Long 5/12/2015 9:29 53.6375
NSE-CUR PINR 28SEP2015 Short 5/12/2015 16:59 53.6175
NSE-CUR PINR 28SEP2015 Long 5/13/2015 10:59 53.7175
NSE-CUR PINR 28SEP2015 Short 5/13/2015 14:29 53.57
NSE-CUR PINR 28SEP2015 Long 5/14/2015 10:59 53.7225
NSE-CUR PINR 28SEP2015 Short 5/14/2015 16:29 53.5
NSE-CUR PINR 28SEP2015 Long 5/22/2015 9:29 52.6775
NSE-CUR PINR 28SEP2015 Short 5/22/2015 11:29 52.635
NSE-CUR PINR 28SEP2015 Long 5/27/2015 10:29 52.325
NSE-CUR PINR 28SEP2015 Short 5/27/2015 14:59 52.0875
NSE-CUR PINR 28SEP2015 Long 6/2/2015 14:29 51.57
NSE-CUR PINR 28SEP2015 Short 6/2/2015 16:29 51.42
NSE-CUR PINR 28SEP2015 Long 6/3/2015 9:29 51.725
NSE-CUR PINR 28SEP2015 Short 6/3/2015 15:59 51.61
NSE-CUR PINR 28SEP2015 Long 6/4/2015 10:29 51.765
NSE-CUR PINR 28SEP2015 Short 6/5/2015 10:29 51.555
NSE-CUR PINR 28SEP2015 Long 6/9/2015 9:59 51.565
NSE-CUR PINR 28SEP2015 Short 6/11/2015 10:29 51.91
NSE-CUR PINR 28SEP2015 Long 6/12/2015 17:29 51.9775
NSE-CUR PINR 28SEP2015 Short 6/17/2015 13:59 51.9275
NSE-CUR PINR 28SEP2015 Long 6/18/2015 9:59 52
NSE-CUR PINR 28SEP2015 Short 6/19/2015 10:29 51.8625
NSE-CUR PINR 28SEP2015 Long 6/25/2015 9:29 51.4825
NSE-CUR PINR 28SEP2015 Short 6/25/2015 12:59 51.39
NSE-CUR PINR 28SEP2015 Long 6/25/2015 14:59 51.4825
NSE-CUR PINR 28SEP2015 Short 7/1/2015 9:29 52.2475
NSE-CUR PINR 28SEP2015 Long 7/3/2015 13:59 51.7875
NSE-CUR PINR 28SEP2015 Short 7/6/2015 14:29 52.0175
NSE-CUR PINR 28SEP2015 Long 7/7/2015 15:29 52.035
NSE-CUR PINR 28SEP2015 Short 7/9/2015 16:59 52.3425
NSE-CUR PINR 28SEP2015 Long 7/15/2015 16:29 51.4925
NSE-CUR PINR 28SEP2015 Short 7/16/2015 9:29 51.4
NSE-CUR PINR 28SEP2015 Long 7/22/2015 10:29 51.4775
NSE-CUR PINR 28SEP2015 Short 7/28/2015 12:29 51.83
-
8/16/2019 INR Backtest 9.9.2015
30/34
NSE-CUR PINR 28SEP2015 Long 7/29/2015 10:29 52.0625
NSE-CUR PINR 28SEP2015 Short 7/30/2015 11:29 51.8125
NSE-CUR PINR 28SEP2015 Long 7/31/2015 10:29 51.93
NSE-CUR PINR 28SEP2015 Short 8/3/2015 11:59 51.79
NSE-CUR PINR 28SEP2015 Long 8/4/2015 9:59 51.8625
NSE-CUR PINR 28SEP2015 Short 8/4/2015 11:59 51.8225
NSE-CUR PINR 28SEP2015 Long 8/7/2015 12:29 51.3375
NSE-CUR PINR 28SEP2015 Short 8/17/2015 12:29 52.5125
NSE-CUR PINR 28SEP2015 Long 8/20/2015 9:29 52.74
NSE-CUR PINR 28SEP2015 Short 8/25/2015 15:29 55.285
NSE-CUR PINR 28SEP2015 Long 8/26/2015 9:29 55.59
NSE-CUR PINR 28SEP2015 Short 8/26/2015 11:29 55.2475
NSE-CUR PINR 28SEP2015 !"n Long 8/31/2015 16:59 55.1175
-
8/16/2019 INR Backtest 9.9.2015
31/34
E. )t" E. Pr" + -
9/16/2014 11:29 57.135 -0.0775 0 -0.0775
9/16/2014 15:29 57.255 -0.12 0 -0.12
9/16/2014 16:29 57.175 -0.08 0 -0.08
9/22/2014 9:59 55.9925 1.1825 1.1825 0
9/22/2014 11:29 55.92 -0.0725 0 -0.0725
9/23/2014 9:59 56.1075 -0.1875 0 -0.1875
9/24/2014 17:29 56.125 0.0175 0.0175 0
9/25/2014 15:59 56.135 -0.01 0 -0.01
9/26/2014 14:59 56.3575 0.2225 0.2225 0
9/29/2014 14:29 56.565 -0.2075 0 -0.2075
10/1/2014 14:29 56.4775 -0.0875 0 -0.0875
10/7/2014 9:59 56.5925 -0.115 0 -0.115
10/9/2014 10:29 56.8025 0.21 0.21 0
10/9/2014 16:29 56.9 -0.0975 0 -0.0975
10/10/2014 12:59 56.82 -0.08 0 -0.08
10/10/2014 14:59 56.9875 -0.1675 0 -0.1675
10/14/2014 9:59 57.05 0.0625 0.0625 0
10/14/2014 10:59 57.2475 -0.1975 0 -0.1975
10/17/2014 12:59 57.995 0.7475 0.7475 0
10/20/2014 16:59 57.5675 0.4275 0.4275 0
10/21/2014 13:29 57.5275 -0.04 0 -0.04
10/29/2014 9:29 57.0025 0.525 0.525 0
10/30/2014 9:29 56.6325 -0.37 0 -0.37
11/7/2014 16:59 53.805 2.8275 2.8275 0
11/11/2014 9:29 53.7525 -0.0525 0 -0.0525
11/13/2014 14:29 53.475 0.2775 0.2775 0
11/13/2014 17:29 53.4 -0.075 0 -0.075
11/17/2014 13:59 53.235 -0.2025 0 -0.2025
11/17/2014 14:59 53.355 -0.12 0 -0.12
11/17/2014 17:29 53.24 -0.115 0 -0.115
11/21/2014 17:29 52.46 -0.12 0 -0.12
11/25/2014 12:29 52.555 -0.095 0 -0.095
11/25/2014 14:59 52.4425 -0.1125 0 -0.1125
11/26/2014 9:59 52.85 -0.4075 0 -0.4075
11/28/2014 9:29 52.64 -0.21 0 -0.21
12/1/2014 14:29 52.92 -0.28 0 -0.28
12/2/2014 9:59 52.655 -0.265 0 -0.265
12/9/2014 9:29 51.755 0.9 0.9 0
12/17/2014 13:29 54.285 2.53 2.53 0
12/17/2014 14:59 54.565 -0.28 0 -0.28
12/18/2014 9:29 53.435 -1.13 0 -1.13
12/23/2014 12:59 52.9475 0.4875 0.4875 0
12/23/2014 15:29 52.8375 -0.11 0 -0.11
12/24/2014 15:59 52.7825 0.055 0.055 0
12/31/2014 11:59 53.1725 0.39 0.39 0
1/5/2015 11:29 52.96 0.2125 0.2125 0
-
8/16/2019 INR Backtest 9.9.2015
32/34
1/7/2015 13:59 53.435 0.475 0.475 0
1/7/2015 14:59 53.6075 -0.1725 0 -0.1725
1/7/2015 15:59 53.32 -0.2875 0 -0.2875
1/12/2015 10:29 52.78 0.54 0.54 0
1/12/2015 14:29 52.585 -0.195 0 -0.195
1/13/2015 14:29 52.69 -0.105 0 -0.105
1/13/2015 15:29 52.545 -0.145 0 -0.145
1/14/2015 9:59 53.07 -0.525 0 -0.525
1/15/2015 9:29 52.5525 -0.5175 0 -0.5175
1/15/2015 15:29 53.0175 -0.465 0 -0.465
1/16/2015 17:29 53.14 0.1225 0.1225 0
1/21/2015 11:59 52.55 0.59 0.59 0
1/22/2015 9:29 52.095 -0.455 0 -0.455
1/22/2015 14:29 52.4025 -0.3075 0 -0.3075
1/23/2015 9:59 51.905 -0.4975 0 -0.4975
1/28/2015 9:29 52.35 -0.445 0 -0.445
2/2/2015 16:59 52.7675 0.4175 0.4175 0
2/3/2015 9:59 52.945 -0.1775 0 -0.1775
2/3/2015 13:59 52.85 -0.095 0 -0.095
2/4/2015 13:59 52.85 0 0 0
2/5/2015 16:59 52.735 -0.115 0 -0.115
2/12/2015 13:59 52.4225 0.3125 0.3125 0
2/18/2015 10:59 52.355 -0.0675 0 -0.0675
2/20/2015 12:59 52.41 -0.055 0 -0.055
2/23/2015 10:59 52.32 -0.09 0 -0.09
2/25/2015 9:29 52.5975 -0.2775 0 -0.2775
2/26/2015 10:59 52.375 -0.2225 0 -0.2225
2/26/2015 13:29 52.4375 -0.0625 0 -0.0625
2/26/2015 14:59 52.35 -0.0875 0 -0.0875
3/4/2015 13:59 52.0225 0.3275 0.3275 0
3/5/2015 15:29 52.08 0.0575 0.0575 0
3/9/2015 13:59 52.08 0 0 0
3/9/2015 16:29 51.97 -0.11 0 -0.11
3/10/2015 17:29 51.935 0.035 0.035 0
3/11/2015 17:29 51.9075 -0.0275 0 -0.0275
3/13/2015 13:29 51.8975 0.01 0.01 0
3/17/2015 9:29 51.8675 -0.03 0 -0.03
3/17/2015 15:59 51.94 -0.0725 0 -0.0725
3/18/2015 9:29 51.84 -0.1 0 -0.1
3/18/2015 14:29 51.91 -0.07 0 -0.07
3/20/2015 13:59 51.8075 -0.1025 0 -0.1025
3/23/2015 11:29 52.05 -0.2425 0 -0.2425
3/25/2015 13:29 52.1175 0.0675 0.0675 0
3/25/2015 14:29 52.18 -0.0625 0 -0.0625
3/30/2015 12:59 52.6275 0.4475 0.4475 0
4/6/2015 11:59 52.48 0.1475 0.1475 0
4/6/2015 16:59 52.4225 -0.0575 0 -0.0575
4/13/2015 16:59 52 0.4225 0.4225 0
-
8/16/2019 INR Backtest 9.9.2015
33/34
4/21/2015 12:59 52.7225 0.7225 0.7225 0
4/22/2015 13:29 52.755 -0.0325 0 -0.0325
4/22/2015 16:59 52.6525 -0.1025 0 -0.1025
4/23/2015 11:29 52.8 -0.1475 0 -0.1475
4/27/2015 16:29 53.22 0.42 0.42 0
4/28/2015 11:29 53.4825 -0.2625 0 -0.2625
4/28/2015 14:29 53.37 -0.1125 0 -0.1125
4/29/2015 10:29 53.44 -0.07 0 -0.07
4/29/2015 13:59 53.255 -0.185 0 -0.185
4/29/2015 17:29 53.37 -0.115 0 -0.115
5/5/2015 9:59 53.1375 -0.2325 0 -0.2325
5/6/2015 10:29 53.315 -0.1775 0 -0.1775
5/8/2015 9:29 53.6025 0.2875 0.2875 0
5/12/2015 9:29 53.6375 -0.035 0 -0.035
5/12/2015 16:59 53.6175 -0.02 0 -0.02
5/13/2015 10:59 53.7175 -0.1 0 -0.1
5/13/2015 14:29 53.57 -0.1475 0 -0.1475
5/14/2015 10:59 53.7225 -0.1525 0 -0.1525
5/14/2015 16:29 53.5 -0.2225 0 -0.2225
5/22/2015 9:29 52.6775 0.8225 0.8225 0
5/22/2015 11:29 52.635 -0.0425 0 -0.0425
5/27/2015 10:29 52.325 0.31 0.31 0
5/27/2015 14:59 52.0875 -0.2375 0 -0.2375
6/2/2015 14:29 51.57 0.5175 0.5175 0
6/2/2015 16:29 51.42 -0.15 0 -0.15
6/3/2015 9:29 51.725 -0.305 0 -0.305
6/3/2015 15:59 51.61 -0.115 0 -0.115
6/4/2015 10:29 51.765 -0.155 0 -0.155
6/5/2015 10:29 51.555 -0.21 0 -0.21
6/9/2015 9:59 51.565 -0.01 0 -0.01
6/11/2015 10:29 51.91 0.345 0.345 0
6/12/2015 17:29 51.9775 -0.0675 0 -0.0675
6/17/2015 13:59 51.9275 -0.05 0 -0.05
6/18/2015 9:59 52 -0.0725 0 -0.0725
6/19/2015 10:29 51.8625 -0.1375 0 -0.1375
6/25/2015 9:29 51.4825 0.38 0.38 0
6/25/2015 12:59 51.39 -0.0925 0 -0.0925
6/25/2015 14:59 51.4825 -0.0925 0 -0.0925
7/1/2015 9:29 52.2475 0.765 0.765 0
7/3/2015 13:59 51.7875 0.46 0.46 0
7/6/2015 14:29 52.0175 0.23 0.23 0
7/7/2015 15:29 52.035 -0.0175 0 -0.0175
7/9/2015 16:59 52.3425 0.3075 0.3075 0
7/15/2015 16:29 51.4925 0.85 0.85 0
7/16/2015 9:29 51.4 -0.0925 0 -0.0925
7/22/2015 10:29 51.4775 -0.0775 0 -0.0775
7/28/2015 12:29 51.83 0.3525 0.3525 0
7/29/2015 10:29 52.0625 -0.2325 0 -0.2325
-
8/16/2019 INR Backtest 9.9.2015
34/34
7/30/2015 11:29 51.8125 -0.25 0 -0.25
7/31/2015 10:29 51.93 -0.1175 0 -0.1175
8/3/2015 11:59 51.79 -0.14 0 -0.14
8/4/2015 9:59 51.8625 -0.0725 0 -0.0725
8/4/2015 11:59 51.8225 -0.04 0 -0.04
8/7/2015 12:29 51.3375 0.485 0.485 0
8/17/2015 12:29 52.5125 1.175 1.175 0
8/20/2015 9:29 52.74 -0.2275 0 -0.2275
8/25/2015 15:29 55.285 2.545 2.545 0
8/26/2015 9:29 55.59 -0.305 0 -0.305
8/26/2015 11:29 55.2475 -0.3425 0 -0.3425
8/31/2015 16:59 55.1175 0.13 0.13 0
9/1/2015 16:29 55.455 -0.3375 0 -0.3375
Pro#t/ Lo$$ 8.320
%&' 2.8275
%IN -1.13
(ot)* + 26.1525 48
&, + 0.544844
(ot)* - -17.8325 105
&, - -0.169833