| TIME | STRG | N | 1_ | 2_ | 3_ | RETURN | COST | ROR_% |
|---|---|---|---|---|---|---|---|---|
| 10:55 | TOTAL | ALL | 1,221 | 34 | 1,769 | -7,925 | 1,421,921 | -0.56 |
| 10:55 | LONG | ALL | 543 | 12 | 364 | -9,279 | 655,551 | -1.42 |
| 10:55 | SHORT | ALL | 678 | 22 | 1,405 | 1,354 | 766,370 | 0.18 |
| 10:55 | LONG | 0 | 76 | 2 | 0 | -1,080 | 92,385 | -1.17 |
| 10:55 | LONG | 1 | 67 | 2 | 0 | -1,105 | 83,701 | -1.32 |
| 10:55 | LONG | 2 | 59 | 1 | 0 | -1,115 | 74,344 | -1.50 |
| 10:55 | LONG | 3 | 51 | 2 | 16 | -933 | 63,149 | -1.48 |
| 10:55 | LONG | 4 | 44 | 4 | 30 | -655 | 57,737 | -1.13 |
| 10:55 | LONG | 5 | 46 | 0 | 54 | -871 | 53,905 | -1.62 |
| 10:55 | LONG | 6 | 57 | 0 | 57 | -966 | 67,315 | -1.44 |
| 10:55 | LONG | 7 | 44 | 1 | 49 | -791 | 52,130 | -1.52 |
| 10:55 | LONG | 8 | 56 | 0 | 78 | -978 | 63,104 | -1.55 |
| 10:55 | LONG | 9 | 43 | 0 | 80 | -783 | 47,777 | -1.64 |
| 10:55 | SHORT | 0 | 12 | 5 | 159 | 43 | 20,113 | 0.22 |
| 10:55 | SHORT | 1 | 19 | 4 | 148 | 134 | 27,839 | 0.48 |
| 10:55 | SHORT | 2 | 27 | 2 | 160 | 170 | 35,613 | 0.48 |
| 10:55 | SHORT | 3 | 53 | 3 | 142 | 212 | 63,526 | 0.33 |
| 10:55 | SHORT | 4 | 64 | 3 | 153 | 169 | 73,943 | 0.23 |
| 10:55 | SHORT | 5 | 107 | 3 | 126 | 267 | 123,954 | 0.22 |
| 10:55 | SHORT | 6 | 92 | 1 | 127 | 36 | 101,060 | 0.04 |
| 10:55 | SHORT | 7 | 76 | 1 | 151 | 62 | 83,053 | 0.07 |
| 10:55 | SHORT | 8 | 116 | 0 | 121 | 133 | 118,119 | 0.11 |
| 10:55 | SHORT | 9 | 112 | 0 | 118 | 123 | 119,147 | 0.10 |