| TIME | STRG | N | 1_ | 2_ | 3_ | RETURN | COST | ROR_% |
|---|---|---|---|---|---|---|---|---|
| 11:10 | TOTAL | ALL | 1,149 | 3 | 475 | 6,959 | 1,084,829 | 0.64 |
| 11:10 | LONG | ALL | 1,053 | 3 | 26 | 7,486 | 982,291 | 0.76 |
| 11:10 | SHORT | ALL | 96 | 0 | 449 | -527 | 102,538 | -0.51 |
| 11:10 | LONG | 0 | 114 | 0 | 0 | 1,126 | 103,636 | 1.09 |
| 11:10 | LONG | 1 | 112 | 0 | 0 | 854 | 100,034 | 0.85 |
| 11:10 | LONG | 2 | 109 | 0 | 0 | 601 | 96,284 | 0.63 |
| 11:10 | LONG | 3 | 110 | 0 | 1 | 691 | 101,573 | 0.68 |
| 11:10 | LONG | 4 | 104 | 0 | 2 | 614 | 96,298 | 0.64 |
| 11:10 | LONG | 5 | 87 | 1 | 1 | 441 | 82,699 | 0.53 |
| 11:10 | LONG | 6 | 96 | 2 | 2 | 662 | 95,855 | 0.69 |
| 11:10 | LONG | 7 | 112 | 0 | 6 | 974 | 108,227 | 0.90 |
| 11:10 | LONG | 8 | 106 | 0 | 8 | 835 | 102,019 | 0.82 |
| 11:10 | LONG | 9 | 103 | 0 | 6 | 685 | 95,660 | 0.72 |
| 11:10 | SHORT | 0 | 0 | 0 | 17 | 0 | 0 | 0.00 |
| 11:10 | SHORT | 1 | 0 | 0 | 40 | 0 | 0 | 0.00 |
| 11:10 | SHORT | 2 | 0 | 0 | 49 | 0 | 0 | 0.00 |
| 11:10 | SHORT | 3 | 6 | 0 | 56 | -9 | 6,026 | -0.17 |
| 11:10 | SHORT | 4 | 8 | 0 | 56 | -53 | 8,163 | -0.66 |
| 11:10 | SHORT | 5 | 9 | 0 | 53 | -53 | 9,388 | -0.57 |
| 11:10 | SHORT | 6 | 11 | 0 | 45 | -60 | 11,890 | -0.51 |
| 11:10 | SHORT | 7 | 18 | 0 | 43 | -94 | 19,845 | -0.48 |
| 11:10 | SHORT | 8 | 23 | 0 | 44 | -126 | 24,812 | -0.51 |
| 11:10 | SHORT | 9 | 21 | 0 | 46 | -128 | 22,411 | -0.57 |