Report Result : Volume_trader_v2 - Desynced Forex Repository

Strategy Tester Report

Download Volume_trader_v2

AlpariUK-Demo (Build 225)

Symbol		EURUSD (Euro vs US Dollar)
Period		1 Hour (H1) 2009.12.01 00:00 - 2010.01.15 22:00 (2009.12.01 - 2010.01.17)
Model		Control points (a very crude method, the results must not be considered)
Parameters		StartHour=8; EndHour=20; Lots=0.1;

Bars in test	1753	Ticks modelled	19953	Modelling quality	n/a
Mismatched charts errors	1

Initial deposit	10000.00
Total net profit	-641.10	Gross profit	1818.70	Gross loss	-2459.80
Profit factor	0.74	Expected payoff	-3.19
Absolute drawdown	791.10	Maximal drawdown	935.60 (9.22%)	Relative drawdown	9.22% (935.60)

Total trades	201	Short positions (won %)	102 (48.04%)	Long positions (won %)	99 (39.39%)
		Profit trades (% of total)	88 (43.78%)	Loss trades (% of total)	113 (56.22%)
Largest		profit trade	181.00	loss trade	-99.50
Average		profit trade	20.67	loss trade	-21.77
Maximum		consecutive wins (profit in money)	6 (118.90)	consecutive losses (loss in money)	6 (-114.80)
Maximal		consecutive profit (count of wins)	193.10 (5)	consecutive loss (count of losses)	-171.00 (5)
Average		consecutive wins	2	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 08:00	sell	1	0.10	1.50198	0.00000	0.00000
2	2009.12.01 11:00	close	1	0.10	1.50617	0.00000	0.00000	-41.90	9958.10
3	2009.12.01 11:00	buy	2	0.10	1.50617	0.00000	0.00000
4	2009.12.01 14:00	close	2	0.10	1.50608	0.00000	0.00000	-0.90	9957.20
5	2009.12.01 14:00	sell	3	0.10	1.50608	0.00000	0.00000
6	2009.12.01 19:00	close	3	0.10	1.50936	0.00000	0.00000	-32.80	9924.40
7	2009.12.01 19:00	buy	4	0.10	1.50936	0.00000	0.00000
8	2009.12.01 21:00	close	4	0.10	1.50940	0.00000	0.00000	0.40	9924.80
9	2009.12.02 08:00	sell	5	0.10	1.50854	0.00000	0.00000
10	2009.12.02 10:00	close	5	0.10	1.50951	0.00000	0.00000	-9.70	9915.10
11	2009.12.02 10:00	buy	6	0.10	1.50951	0.00000	0.00000
12	2009.12.02 12:00	close	6	0.10	1.51027	0.00000	0.00000	7.60	9922.70
13	2009.12.02 12:00	sell	7	0.10	1.51027	0.00000	0.00000
14	2009.12.02 13:00	close	7	0.10	1.50858	0.00000	0.00000	16.90	9939.60
15	2009.12.02 13:00	buy	8	0.10	1.50858	0.00000	0.00000
16	2009.12.02 15:00	close	8	0.10	1.50750	0.00000	0.00000	-10.80	9928.80
17	2009.12.02 15:00	sell	9	0.10	1.50750	0.00000	0.00000
18	2009.12.02 17:00	close	9	0.10	1.50765	0.00000	0.00000	-1.50	9927.30
19	2009.12.02 17:00	buy	10	0.10	1.50765	0.00000	0.00000
20	2009.12.02 21:00	close	10	0.10	1.50356	0.00000	0.00000	-40.90	9886.40
21	2009.12.03 08:00	sell	11	0.10	1.51061	0.00000	0.00000
22	2009.12.03 10:00	close	11	0.10	1.51095	0.00000	0.00000	-3.40	9883.00
23	2009.12.03 10:00	buy	12	0.10	1.51095	0.00000	0.00000
24	2009.12.03 12:00	close	12	0.10	1.51213	0.00000	0.00000	11.80	9894.80
25	2009.12.03 12:00	sell	13	0.10	1.51213	0.00000	0.00000
26	2009.12.03 13:00	close	13	0.10	1.51233	0.00000	0.00000	-2.00	9892.80
27	2009.12.03 13:00	buy	14	0.10	1.51233	0.00000	0.00000
28	2009.12.03 15:00	close	14	0.10	1.50890	0.00000	0.00000	-34.30	9858.50
29	2009.12.03 15:00	sell	15	0.10	1.50890	0.00000	0.00000
30	2009.12.03 17:00	close	15	0.10	1.50883	0.00000	0.00000	0.70	9859.20
31	2009.12.03 17:00	buy	16	0.10	1.50883	0.00000	0.00000
32	2009.12.03 21:00	close	16	0.10	1.50903	0.00000	0.00000	2.00	9861.20
33	2009.12.04 08:00	sell	17	0.10	1.50691	0.00000	0.00000
34	2009.12.04 11:00	close	17	0.10	1.50672	0.00000	0.00000	1.90	9863.10
35	2009.12.04 11:00	buy	18	0.10	1.50672	0.00000	0.00000
36	2009.12.04 14:00	close	18	0.10	1.50698	0.00000	0.00000	2.60	9865.70
37	2009.12.04 14:00	sell	19	0.10	1.50698	0.00000	0.00000
38	2009.12.04 17:00	close	19	0.10	1.48888	0.00000	0.00000	181.00	10046.70
39	2009.12.04 17:00	buy	20	0.10	1.48888	0.00000	0.00000
40	2009.12.04 20:00	close	20	0.10	1.48353	0.00000	0.00000	-53.50	9993.20
41	2009.12.04 20:00	sell	21	0.10	1.48353	0.00000	0.00000
42	2009.12.04 21:00	close	21	0.10	1.48257	0.00000	0.00000	9.60	10002.80
43	2009.12.07 08:00	sell	22	0.10	1.48862	0.00000	0.00000
44	2009.12.07 11:00	close	22	0.10	1.48046	0.00000	0.00000	81.60	10084.40
45	2009.12.07 11:00	buy	23	0.10	1.48046	0.00000	0.00000
46	2009.12.07 14:00	close	23	0.10	1.47916	0.00000	0.00000	-13.00	10071.40
47	2009.12.07 14:00	sell	24	0.10	1.47916	0.00000	0.00000
48	2009.12.07 18:00	close	24	0.10	1.48198	0.00000	0.00000	-28.20	10043.20
49	2009.12.07 18:00	buy	25	0.10	1.48198	0.00000	0.00000
50	2009.12.07 19:00	close	25	0.10	1.48473	0.00000	0.00000	27.50	10070.70
51	2009.12.07 19:00	sell	26	0.10	1.48473	0.00000	0.00000
52	2009.12.07 20:00	close	26	0.10	1.48595	0.00000	0.00000	-12.20	10058.50
53	2009.12.07 20:00	buy	27	0.10	1.48595	0.00000	0.00000
54	2009.12.07 21:00	close	27	0.10	1.48216	0.00000	0.00000	-37.90	10020.60
55	2009.12.08 08:00	sell	28	0.10	1.48371	0.00000	0.00000
56	2009.12.08 10:00	close	28	0.10	1.48204	0.00000	0.00000	16.70	10037.30
57	2009.12.08 10:00	buy	29	0.10	1.48204	0.00000	0.00000
58	2009.12.08 12:00	close	29	0.10	1.48345	0.00000	0.00000	14.10	10051.40
59	2009.12.08 12:00	sell	30	0.10	1.48345	0.00000	0.00000
60	2009.12.08 14:00	close	30	0.10	1.47905	0.00000	0.00000	44.00	10095.40
61	2009.12.08 14:00	buy	31	0.10	1.47905	0.00000	0.00000
62	2009.12.08 15:00	close	31	0.10	1.47557	0.00000	0.00000	-34.80	10060.60
63	2009.12.08 15:00	sell	32	0.10	1.47557	0.00000	0.00000
64	2009.12.08 17:00	close	32	0.10	1.47366	0.00000	0.00000	19.10	10079.70
65	2009.12.08 17:00	buy	33	0.10	1.47366	0.00000	0.00000
66	2009.12.08 20:00	close	33	0.10	1.46981	0.00000	0.00000	-38.50	10041.20
67	2009.12.08 20:00	sell	34	0.10	1.46981	0.00000	0.00000
68	2009.12.08 21:00	close	34	0.10	1.46831	0.00000	0.00000	15.00	10056.20
69	2009.12.09 08:00	sell	35	0.10	1.46986	0.00000	0.00000
70	2009.12.09 11:00	close	35	0.10	1.47547	0.00000	0.00000	-56.10	10000.10
71	2009.12.09 11:00	buy	36	0.10	1.47547	0.00000	0.00000
72	2009.12.09 14:00	close	36	0.10	1.47259	0.00000	0.00000	-28.80	9971.30
73	2009.12.09 14:00	sell	37	0.10	1.47259	0.00000	0.00000
74	2009.12.09 17:00	close	37	0.10	1.47457	0.00000	0.00000	-19.80	9951.50
75	2009.12.09 17:00	buy	38	0.10	1.47457	0.00000	0.00000
76	2009.12.09 21:00	close	38	0.10	1.47154	0.00000	0.00000	-30.30	9921.20
77	2009.12.10 08:00	sell	39	0.10	1.47201	0.00000	0.00000
78	2009.12.10 11:00	close	39	0.10	1.47125	0.00000	0.00000	7.60	9928.80
79	2009.12.10 11:00	buy	40	0.10	1.47125	0.00000	0.00000
80	2009.12.10 15:00	close	40	0.10	1.47396	0.00000	0.00000	27.10	9955.90
81	2009.12.10 15:00	sell	41	0.10	1.47396	0.00000	0.00000
82	2009.12.10 18:00	close	41	0.10	1.47151	0.00000	0.00000	24.50	9980.40
83	2009.12.10 18:00	buy	42	0.10	1.47151	0.00000	0.00000
84	2009.12.10 21:00	close	42	0.10	1.47189	0.00000	0.00000	3.80	9984.20
85	2009.12.11 08:00	sell	43	0.10	1.47225	0.00000	0.00000
86	2009.12.11 10:00	close	43	0.10	1.47406	0.00000	0.00000	-18.10	9966.10
87	2009.12.11 10:00	buy	44	0.10	1.47406	0.00000	0.00000
88	2009.12.11 11:00	close	44	0.10	1.47527	0.00000	0.00000	12.10	9978.20
89	2009.12.11 11:00	sell	45	0.10	1.47527	0.00000	0.00000
90	2009.12.11 12:00	close	45	0.10	1.47560	0.00000	0.00000	-3.30	9974.90
91	2009.12.11 12:00	buy	46	0.10	1.47560	0.00000	0.00000
92	2009.12.11 14:00	close	46	0.10	1.47628	0.00000	0.00000	6.80	9981.70
93	2009.12.11 14:00	sell	47	0.10	1.47628	0.00000	0.00000
94	2009.12.11 17:00	close	47	0.10	1.46210	0.00000	0.00000	141.80	10123.50
95	2009.12.11 17:00	buy	48	0.10	1.46210	0.00000	0.00000
96	2009.12.11 21:00	close	48	0.10	1.46168	0.00000	0.00000	-4.20	10119.30
97	2009.12.14 08:00	sell	49	0.10	1.46638	0.00000	0.00000
98	2009.12.14 10:00	close	49	0.10	1.46632	0.00000	0.00000	0.60	10119.90
99	2009.12.14 10:00	buy	50	0.10	1.46632	0.00000	0.00000
100	2009.12.14 12:00	close	50	0.10	1.46258	0.00000	0.00000	-37.40	10082.50
101	2009.12.14 12:00	sell	51	0.10	1.46258	0.00000	0.00000
102	2009.12.14 13:00	close	51	0.10	1.46307	0.00000	0.00000	-4.90	10077.60
103	2009.12.14 13:00	buy	52	0.10	1.46307	0.00000	0.00000
104	2009.12.14 15:00	close	52	0.10	1.46316	0.00000	0.00000	0.90	10078.50
105	2009.12.14 15:00	sell	53	0.10	1.46316	0.00000	0.00000
106	2009.12.14 17:00	close	53	0.10	1.46525	0.00000	0.00000	-20.90	10057.60
107	2009.12.14 17:00	buy	54	0.10	1.46525	0.00000	0.00000
108	2009.12.14 21:00	close	54	0.10	1.46476	0.00000	0.00000	-4.90	10052.70
109	2009.12.15 08:00	buy	55	0.10	1.46337	0.00000	0.00000
110	2009.12.15 09:00	close	55	0.10	1.46097	0.00000	0.00000	-24.00	10028.70
111	2009.12.15 09:00	sell	56	0.10	1.46097	0.00000	0.00000
112	2009.12.15 11:00	close	56	0.10	1.45424	0.00000	0.00000	67.30	10096.00
113	2009.12.15 11:00	buy	57	0.10	1.45424	0.00000	0.00000
114	2009.12.15 12:00	close	57	0.10	1.45475	0.00000	0.00000	5.10	10101.10
115	2009.12.15 12:00	sell	58	0.10	1.45475	0.00000	0.00000
116	2009.12.15 13:00	close	58	0.10	1.45483	0.00000	0.00000	-0.80	10100.30
117	2009.12.15 13:00	buy	59	0.10	1.45483	0.00000	0.00000
118	2009.12.15 14:00	close	59	0.10	1.45304	0.00000	0.00000	-17.90	10082.40
119	2009.12.15 14:00	sell	60	0.10	1.45304	0.00000	0.00000
120	2009.12.15 16:00	close	60	0.10	1.45467	0.00000	0.00000	-16.30	10066.10
121	2009.12.15 16:00	buy	61	0.10	1.45467	0.00000	0.00000
122	2009.12.15 18:00	close	61	0.10	1.45126	0.00000	0.00000	-34.10	10032.00
123	2009.12.15 18:00	sell	62	0.10	1.45126	0.00000	0.00000
124	2009.12.15 19:00	close	62	0.10	1.45208	0.00000	0.00000	-8.20	10023.80
125	2009.12.15 19:00	buy	63	0.10	1.45208	0.00000	0.00000
126	2009.12.15 21:00	close	63	0.10	1.45269	0.00000	0.00000	6.10	10029.90
127	2009.12.16 08:00	sell	64	0.10	1.45506	0.00000	0.00000
128	2009.12.16 11:00	close	64	0.10	1.45557	0.00000	0.00000	-5.10	10024.80
129	2009.12.16 11:00	buy	65	0.10	1.45557	0.00000	0.00000
130	2009.12.16 12:00	close	65	0.10	1.45519	0.00000	0.00000	-3.80	10021.00
131	2009.12.16 12:00	sell	66	0.10	1.45519	0.00000	0.00000
132	2009.12.16 13:00	close	66	0.10	1.45696	0.00000	0.00000	-17.70	10003.30
133	2009.12.16 13:00	buy	67	0.10	1.45696	0.00000	0.00000
134	2009.12.16 14:00	close	67	0.10	1.45627	0.00000	0.00000	-6.90	9996.40
135	2009.12.16 14:00	sell	68	0.10	1.45627	0.00000	0.00000
136	2009.12.16 17:00	close	68	0.10	1.45794	0.00000	0.00000	-16.70	9979.70
137	2009.12.16 17:00	buy	69	0.10	1.45794	0.00000	0.00000
138	2009.12.16 21:00	close	69	0.10	1.45148	0.00000	0.00000	-64.60	9915.10
139	2009.12.17 08:00	sell	70	0.10	1.44135	0.00000	0.00000
140	2009.12.17 10:00	close	70	0.10	1.43944	0.00000	0.00000	19.10	9934.20
141	2009.12.17 10:00	buy	71	0.10	1.43944	0.00000	0.00000
142	2009.12.17 11:00	close	71	0.10	1.43658	0.00000	0.00000	-28.60	9905.60
143	2009.12.17 11:00	sell	72	0.10	1.43658	0.00000	0.00000
144	2009.12.17 12:00	close	72	0.10	1.43428	0.00000	0.00000	23.00	9928.60
145	2009.12.17 12:00	buy	73	0.10	1.43428	0.00000	0.00000
146	2009.12.17 15:00	close	73	0.10	1.43477	0.00000	0.00000	4.90	9933.50
147	2009.12.17 15:00	sell	74	0.10	1.43477	0.00000	0.00000
148	2009.12.17 17:00	close	74	0.10	1.43467	0.00000	0.00000	1.00	9934.50
149	2009.12.17 17:00	buy	75	0.10	1.43467	0.00000	0.00000
150	2009.12.17 21:00	close	75	0.10	1.43503	0.00000	0.00000	3.60	9938.10
151	2009.12.18 08:00	sell	76	0.10	1.43744	0.00000	0.00000
152	2009.12.18 11:00	close	76	0.10	1.43997	0.00000	0.00000	-25.30	9912.80
153	2009.12.18 11:00	buy	77	0.10	1.43997	0.00000	0.00000
154	2009.12.18 13:00	close	77	0.10	1.43659	0.00000	0.00000	-33.80	9879.00
155	2009.12.18 13:00	sell	78	0.10	1.43659	0.00000	0.00000
156	2009.12.18 15:00	close	78	0.10	1.43180	0.00000	0.00000	47.90	9926.90
157	2009.12.18 15:00	buy	79	0.10	1.43180	0.00000	0.00000
158	2009.12.18 16:00	close	79	0.10	1.43487	0.00000	0.00000	30.70	9957.60
159	2009.12.18 16:00	sell	80	0.10	1.43487	0.00000	0.00000
160	2009.12.18 18:00	close	80	0.10	1.42817	0.00000	0.00000	67.00	10024.60
161	2009.12.18 18:00	buy	81	0.10	1.42817	0.00000	0.00000
162	2009.12.18 21:00	close	81	0.10	1.43197	0.00000	0.00000	38.00	10062.60
163	2009.12.21 08:00	sell	82	0.10	1.43340	0.00000	0.00000
164	2009.12.21 09:00	close	82	0.10	1.43245	0.00000	0.00000	9.50	10072.10
165	2009.12.21 09:00	buy	83	0.10	1.43245	0.00000	0.00000
166	2009.12.21 10:00	close	83	0.10	1.42914	0.00000	0.00000	-33.10	10039.00
167	2009.12.21 10:00	sell	84	0.10	1.42914	0.00000	0.00000
168	2009.12.21 11:00	close	84	0.10	1.43219	0.00000	0.00000	-30.50	10008.50
169	2009.12.21 11:00	buy	85	0.10	1.43219	0.00000	0.00000
170	2009.12.21 14:00	close	85	0.10	1.43583	0.00000	0.00000	36.40	10044.90
171	2009.12.21 14:00	sell	86	0.10	1.43583	0.00000	0.00000
172	2009.12.21 16:00	close	86	0.10	1.43341	0.00000	0.00000	24.20	10069.10
173	2009.12.21 16:00	buy	87	0.10	1.43341	0.00000	0.00000
174	2009.12.21 17:00	close	87	0.10	1.43120	0.00000	0.00000	-22.10	10047.00
175	2009.12.21 17:00	sell	88	0.10	1.43120	0.00000	0.00000
176	2009.12.21 18:00	close	88	0.10	1.43186	0.00000	0.00000	-6.60	10040.40
177	2009.12.21 18:00	buy	89	0.10	1.43186	0.00000	0.00000
178	2009.12.21 21:00	close	89	0.10	1.42881	0.00000	0.00000	-30.50	10009.90
179	2009.12.22 08:00	sell	90	0.10	1.42932	0.00000	0.00000
180	2009.12.22 10:00	close	90	0.10	1.43216	0.00000	0.00000	-28.40	9981.50
181	2009.12.22 10:00	buy	91	0.10	1.43216	0.00000	0.00000
182	2009.12.22 11:00	close	91	0.10	1.43151	0.00000	0.00000	-6.50	9975.00
183	2009.12.22 11:00	sell	92	0.10	1.43151	0.00000	0.00000
184	2009.12.22 12:00	close	92	0.10	1.43087	0.00000	0.00000	6.40	9981.40
185	2009.12.22 12:00	buy	93	0.10	1.43087	0.00000	0.00000
186	2009.12.22 14:00	close	93	0.10	1.42729	0.00000	0.00000	-35.80	9945.60
187	2009.12.22 14:00	sell	94	0.10	1.42729	0.00000	0.00000
188	2009.12.22 16:00	close	94	0.10	1.42829	0.00000	0.00000	-10.00	9935.60
189	2009.12.22 16:00	buy	95	0.10	1.42829	0.00000	0.00000
190	2009.12.22 17:00	close	95	0.10	1.42309	0.00000	0.00000	-52.00	9883.60
191	2009.12.22 17:00	sell	96	0.10	1.42309	0.00000	0.00000
192	2009.12.22 18:00	close	96	0.10	1.42427	0.00000	0.00000	-11.80	9871.80
193	2009.12.22 18:00	buy	97	0.10	1.42427	0.00000	0.00000
194	2009.12.22 21:00	close	97	0.10	1.42527	0.00000	0.00000	10.00	9881.80
195	2009.12.23 08:00	sell	98	0.10	1.42537	0.00000	0.00000
196	2009.12.23 11:00	close	98	0.10	1.42462	0.00000	0.00000	7.50	9889.30
197	2009.12.23 11:00	buy	99	0.10	1.42462	0.00000	0.00000
198	2009.12.23 13:00	close	99	0.10	1.42498	0.00000	0.00000	3.60	9892.90
199	2009.12.23 13:00	sell	100	0.10	1.42498	0.00000	0.00000
200	2009.12.23 18:00	close	100	0.10	1.43396	0.00000	0.00000	-89.80	9803.10
201	2009.12.23 18:00	buy	101	0.10	1.43396	0.00000	0.00000
202	2009.12.23 21:00	close	101	0.10	1.43338	0.00000	0.00000	-5.80	9797.30
203	2009.12.24 08:00	sell	102	0.10	1.43588	0.00000	0.00000
204	2009.12.24 10:00	close	102	0.10	1.43584	0.00000	0.00000	0.40	9797.70
205	2009.12.24 10:00	buy	103	0.10	1.43584	0.00000	0.00000
206	2009.12.24 11:00	close	103	0.10	1.43818	0.00000	0.00000	23.40	9821.10
207	2009.12.24 11:00	sell	104	0.10	1.43818	0.00000	0.00000
208	2009.12.24 13:00	close	104	0.10	1.44046	0.00000	0.00000	-22.80	9798.30
209	2009.12.24 13:00	buy	105	0.10	1.44046	0.00000	0.00000
210	2009.12.24 15:00	close	105	0.10	1.43839	0.00000	0.00000	-20.70	9777.60
211	2009.12.24 15:00	sell	106	0.10	1.43839	0.00000	0.00000
212	2009.12.24 16:00	close	106	0.10	1.43660	0.00000	0.00000	17.90	9795.50
213	2009.12.24 16:00	buy	107	0.10	1.43660	0.00000	0.00000
214	2009.12.28 00:00	close	107	0.10	1.43714	0.00000	0.00000	5.30	9800.80
215	2009.12.28 08:00	sell	108	0.10	1.43887	0.00000	0.00000
216	2009.12.28 10:00	close	108	0.10	1.43909	0.00000	0.00000	-2.20	9798.60
217	2009.12.28 10:00	buy	109	0.10	1.43909	0.00000	0.00000
218	2009.12.28 11:00	close	109	0.10	1.43892	0.00000	0.00000	-1.70	9796.90
219	2009.12.28 11:00	sell	110	0.10	1.43892	0.00000	0.00000
220	2009.12.28 13:00	close	110	0.10	1.44057	0.00000	0.00000	-16.50	9780.40
221	2009.12.28 13:00	buy	111	0.10	1.44057	0.00000	0.00000
222	2009.12.28 14:00	close	111	0.10	1.44077	0.00000	0.00000	2.00	9782.40
223	2009.12.28 14:00	sell	112	0.10	1.44077	0.00000	0.00000
224	2009.12.28 16:00	close	112	0.10	1.43964	0.00000	0.00000	11.30	9793.70
225	2009.12.28 16:00	buy	113	0.10	1.43964	0.00000	0.00000
226	2009.12.28 17:00	close	113	0.10	1.43887	0.00000	0.00000	-7.70	9786.00
227	2009.12.28 17:00	sell	114	0.10	1.43887	0.00000	0.00000
228	2009.12.28 18:00	close	114	0.10	1.43908	0.00000	0.00000	-2.10	9783.90
229	2009.12.28 18:00	buy	115	0.10	1.43908	0.00000	0.00000
230	2009.12.28 19:00	close	115	0.10	1.43829	0.00000	0.00000	-7.90	9776.00
231	2009.12.28 19:00	sell	116	0.10	1.43829	0.00000	0.00000
232	2009.12.28 20:00	close	116	0.10	1.43916	0.00000	0.00000	-8.70	9767.30
233	2009.12.28 20:00	buy	117	0.10	1.43916	0.00000	0.00000
234	2009.12.28 21:00	close	117	0.10	1.43831	0.00000	0.00000	-8.50	9758.80
235	2009.12.29 08:00	sell	118	0.10	1.43807	0.00000	0.00000
236	2009.12.29 11:00	close	118	0.10	1.44282	0.00000	0.00000	-47.50	9711.30
237	2009.12.29 11:00	buy	119	0.10	1.44282	0.00000	0.00000
238	2009.12.29 15:00	close	119	0.10	1.44363	0.00000	0.00000	8.10	9719.40
239	2009.12.29 15:00	sell	120	0.10	1.44363	0.00000	0.00000
240	2009.12.29 17:00	close	120	0.10	1.44058	0.00000	0.00000	30.50	9749.90
241	2009.12.29 17:00	buy	121	0.10	1.44058	0.00000	0.00000
242	2009.12.29 18:00	close	121	0.10	1.43539	0.00000	0.00000	-51.90	9698.00
243	2009.12.29 18:00	sell	122	0.10	1.43539	0.00000	0.00000
244	2009.12.29 19:00	close	122	0.10	1.43462	0.00000	0.00000	7.70	9705.70
245	2009.12.29 19:00	buy	123	0.10	1.43462	0.00000	0.00000
246	2009.12.29 21:00	close	123	0.10	1.43517	0.00000	0.00000	5.50	9711.20
247	2009.12.30 08:00	sell	124	0.10	1.43397	0.00000	0.00000
248	2009.12.30 11:00	close	124	0.10	1.43514	0.00000	0.00000	-11.70	9699.50
249	2009.12.30 11:00	buy	125	0.10	1.43514	0.00000	0.00000
250	2009.12.30 13:00	close	125	0.10	1.43256	0.00000	0.00000	-25.80	9673.70
251	2009.12.30 13:00	sell	126	0.10	1.43256	0.00000	0.00000
252	2009.12.30 17:00	close	126	0.10	1.43009	0.00000	0.00000	24.70	9698.40
253	2009.12.30 17:00	buy	127	0.10	1.43009	0.00000	0.00000
254	2009.12.30 21:00	close	127	0.10	1.43330	0.00000	0.00000	32.10	9730.50
255	2009.12.31 08:00	sell	128	0.10	1.44388	0.00000	0.00000
256	2009.12.31 09:00	close	128	0.10	1.44105	0.00000	0.00000	28.30	9758.80
257	2009.12.31 09:00	buy	129	0.10	1.44105	0.00000	0.00000
258	2009.12.31 10:00	close	129	0.10	1.44117	0.00000	0.00000	1.20	9760.00
259	2009.12.31 10:00	sell	130	0.10	1.44117	0.00000	0.00000
260	2009.12.31 11:00	close	130	0.10	1.44004	0.00000	0.00000	11.30	9771.30
261	2009.12.31 11:00	buy	131	0.10	1.44004	0.00000	0.00000
262	2009.12.31 13:00	close	131	0.10	1.43974	0.00000	0.00000	-3.00	9768.30
263	2009.12.31 13:00	sell	132	0.10	1.43974	0.00000	0.00000
264	2009.12.31 14:00	close	132	0.10	1.44091	0.00000	0.00000	-11.70	9756.60
265	2009.12.31 14:00	buy	133	0.10	1.44091	0.00000	0.00000
266	2009.12.31 15:00	close	133	0.10	1.43989	0.00000	0.00000	-10.20	9746.40
267	2009.12.31 15:00	sell	134	0.10	1.43989	0.00000	0.00000
268	2009.12.31 16:00	close	134	0.10	1.43697	0.00000	0.00000	29.20	9775.60
269	2009.12.31 16:00	buy	135	0.10	1.43697	0.00000	0.00000
270	2009.12.31 17:00	close	135	0.10	1.43465	0.00000	0.00000	-23.20	9752.40
271	2009.12.31 17:00	sell	136	0.10	1.43465	0.00000	0.00000
272	2009.12.31 18:00	close	136	0.10	1.43322	0.00000	0.00000	14.30	9766.70
273	2009.12.31 18:00	buy	137	0.10	1.43322	0.00000	0.00000
274	2010.01.04 00:00	close	137	0.10	1.43261	0.00000	0.00000	-6.20	9760.50
275	2010.01.04 08:00	sell	138	0.10	1.42952	0.00000	0.00000
276	2010.01.04 11:00	close	138	0.10	1.43947	0.00000	0.00000	-99.50	9661.00
277	2010.01.04 11:00	buy	139	0.10	1.43947	0.00000	0.00000
278	2010.01.04 14:00	close	139	0.10	1.43963	0.00000	0.00000	1.60	9662.60
279	2010.01.04 14:00	sell	140	0.10	1.43963	0.00000	0.00000
280	2010.01.04 18:00	close	140	0.10	1.44183	0.00000	0.00000	-22.00	9640.60
281	2010.01.04 18:00	buy	141	0.10	1.44183	0.00000	0.00000
282	2010.01.04 21:00	close	141	0.10	1.44111	0.00000	0.00000	-7.20	9633.40
283	2010.01.05 08:00	sell	142	0.10	1.44757	0.00000	0.00000
284	2010.01.05 11:00	close	142	0.10	1.44319	0.00000	0.00000	43.80	9677.20
285	2010.01.05 11:00	buy	143	0.10	1.44319	0.00000	0.00000
286	2010.01.05 13:00	close	143	0.10	1.44169	0.00000	0.00000	-15.00	9662.20
287	2010.01.05 13:00	sell	144	0.10	1.44169	0.00000	0.00000
288	2010.01.05 14:00	close	144	0.10	1.44368	0.00000	0.00000	-19.90	9642.30
289	2010.01.05 14:00	buy	145	0.10	1.44368	0.00000	0.00000
290	2010.01.05 15:00	close	145	0.10	1.44256	0.00000	0.00000	-11.20	9631.10
291	2010.01.05 15:00	sell	146	0.10	1.44256	0.00000	0.00000
292	2010.01.05 17:00	close	146	0.10	1.44174	0.00000	0.00000	8.20	9639.30
293	2010.01.05 17:00	buy	147	0.10	1.44174	0.00000	0.00000
294	2010.01.05 20:00	close	147	0.10	1.43620	0.00000	0.00000	-55.40	9583.90
295	2010.01.05 20:00	sell	148	0.10	1.43620	0.00000	0.00000
296	2010.01.05 21:00	close	148	0.10	1.43689	0.00000	0.00000	-6.90	9577.00
297	2010.01.06 08:00	sell	149	0.10	1.43114	0.00000	0.00000
298	2010.01.06 10:00	close	149	0.10	1.43525	0.00000	0.00000	-41.10	9535.90
299	2010.01.06 10:00	buy	150	0.10	1.43525	0.00000	0.00000
300	2010.01.06 11:00	close	150	0.10	1.43771	0.00000	0.00000	24.60	9560.50
301	2010.01.06 11:00	sell	151	0.10	1.43771	0.00000	0.00000
302	2010.01.06 12:00	close	151	0.10	1.43761	0.00000	0.00000	1.00	9561.50
303	2010.01.06 12:00	buy	152	0.10	1.43761	0.00000	0.00000
304	2010.01.06 15:00	close	152	0.10	1.43587	0.00000	0.00000	-17.40	9544.10
305	2010.01.06 15:00	sell	153	0.10	1.43587	0.00000	0.00000
306	2010.01.06 16:00	close	153	0.10	1.43543	0.00000	0.00000	4.40	9548.50
307	2010.01.06 16:00	buy	154	0.10	1.43543	0.00000	0.00000
308	2010.01.06 17:00	close	154	0.10	1.43872	0.00000	0.00000	32.90	9581.40
309	2010.01.06 17:00	sell	155	0.10	1.43872	0.00000	0.00000
310	2010.01.06 18:00	close	155	0.10	1.44029	0.00000	0.00000	-15.70	9565.70
311	2010.01.06 18:00	buy	156	0.10	1.44029	0.00000	0.00000
312	2010.01.06 21:00	close	156	0.10	1.44077	0.00000	0.00000	4.80	9570.50
313	2010.01.07 08:00	sell	157	0.10	1.43678	0.00000	0.00000
314	2010.01.07 09:00	close	157	0.10	1.43879	0.00000	0.00000	-20.10	9550.40
315	2010.01.07 09:00	buy	158	0.10	1.43879	0.00000	0.00000
316	2010.01.07 10:00	close	158	0.10	1.43627	0.00000	0.00000	-25.20	9525.20
317	2010.01.07 10:00	sell	159	0.10	1.43627	0.00000	0.00000
318	2010.01.07 11:00	close	159	0.10	1.43533	0.00000	0.00000	9.40	9534.60
319	2010.01.07 11:00	buy	160	0.10	1.43533	0.00000	0.00000
320	2010.01.07 12:00	close	160	0.10	1.43489	0.00000	0.00000	-4.40	9530.20
321	2010.01.07 12:00	sell	161	0.10	1.43489	0.00000	0.00000
322	2010.01.07 13:00	close	161	0.10	1.43348	0.00000	0.00000	14.10	9544.30
323	2010.01.07 13:00	buy	162	0.10	1.43348	0.00000	0.00000
324	2010.01.07 15:00	close	162	0.10	1.43329	0.00000	0.00000	-1.90	9542.40
325	2010.01.07 15:00	sell	163	0.10	1.43329	0.00000	0.00000
326	2010.01.07 16:00	close	163	0.10	1.43195	0.00000	0.00000	13.40	9555.80
327	2010.01.07 16:00	buy	164	0.10	1.43195	0.00000	0.00000
328	2010.01.07 21:00	close	164	0.10	1.43261	0.00000	0.00000	6.60	9562.40
329	2010.01.08 08:00	sell	165	0.10	1.43111	0.00000	0.00000
330	2010.01.08 11:00	close	165	0.10	1.43232	0.00000	0.00000	-12.10	9550.30
331	2010.01.08 11:00	buy	166	0.10	1.43232	0.00000	0.00000
332	2010.01.08 14:00	close	166	0.10	1.42878	0.00000	0.00000	-35.40	9514.90
333	2010.01.08 14:00	sell	167	0.10	1.42878	0.00000	0.00000
334	2010.01.08 16:00	close	167	0.10	1.43566	0.00000	0.00000	-68.80	9446.10
335	2010.01.08 16:00	buy	168	0.10	1.43566	0.00000	0.00000
336	2010.01.08 19:00	close	168	0.10	1.43925	0.00000	0.00000	35.90	9482.00
337	2010.01.08 19:00	sell	169	0.10	1.43925	0.00000	0.00000
338	2010.01.08 20:00	close	169	0.10	1.44242	0.00000	0.00000	-31.70	9450.30
339	2010.01.08 20:00	buy	170	0.10	1.44242	0.00000	0.00000
340	2010.01.08 21:00	close	170	0.10	1.44147	0.00000	0.00000	-9.50	9440.80
341	2010.01.11 08:00	sell	171	0.10	1.44887	0.00000	0.00000
342	2010.01.11 11:00	close	171	0.10	1.45218	0.00000	0.00000	-33.10	9407.70
343	2010.01.11 11:00	buy	172	0.10	1.45218	0.00000	0.00000
344	2010.01.11 12:00	close	172	0.10	1.45256	0.00000	0.00000	3.80	9411.50
345	2010.01.11 12:00	sell	173	0.10	1.45256	0.00000	0.00000
346	2010.01.11 13:00	close	173	0.10	1.45311	0.00000	0.00000	-5.50	9406.00
347	2010.01.11 13:00	buy	174	0.10	1.45311	0.00000	0.00000
348	2010.01.11 15:00	close	174	0.10	1.45306	0.00000	0.00000	-0.50	9405.50
349	2010.01.11 15:00	sell	175	0.10	1.45306	0.00000	0.00000
350	2010.01.11 18:00	close	175	0.10	1.45348	0.00000	0.00000	-4.20	9401.30
351	2010.01.11 18:00	buy	176	0.10	1.45348	0.00000	0.00000
352	2010.01.11 21:00	close	176	0.10	1.45188	0.00000	0.00000	-16.00	9385.30
353	2010.01.12 08:00	sell	177	0.10	1.45001	0.00000	0.00000
354	2010.01.12 11:00	close	177	0.10	1.44909	0.00000	0.00000	9.20	9394.50
355	2010.01.12 11:00	buy	178	0.10	1.44909	0.00000	0.00000
356	2010.01.12 13:00	close	178	0.10	1.44795	0.00000	0.00000	-11.40	9383.10
357	2010.01.12 13:00	sell	179	0.10	1.44795	0.00000	0.00000
358	2010.01.12 14:00	close	179	0.10	1.44996	0.00000	0.00000	-20.10	9363.00
359	2010.01.12 14:00	buy	180	0.10	1.44996	0.00000	0.00000
360	2010.01.12 15:00	close	180	0.10	1.44703	0.00000	0.00000	-29.30	9333.70
361	2010.01.12 15:00	sell	181	0.10	1.44703	0.00000	0.00000
362	2010.01.12 17:00	close	181	0.10	1.45389	0.00000	0.00000	-68.60	9265.10
363	2010.01.12 17:00	buy	182	0.10	1.45389	0.00000	0.00000
364	2010.01.12 21:00	close	182	0.10	1.44973	0.00000	0.00000	-41.60	9223.50
365	2010.01.13 08:00	sell	183	0.10	1.45024	0.00000	0.00000
366	2010.01.13 11:00	close	183	0.10	1.45012	0.00000	0.00000	1.20	9224.70
367	2010.01.13 11:00	buy	184	0.10	1.45012	0.00000	0.00000
368	2010.01.13 13:00	close	184	0.10	1.45458	0.00000	0.00000	44.60	9269.30
369	2010.01.13 13:00	sell	185	0.10	1.45458	0.00000	0.00000
370	2010.01.13 15:00	close	185	0.10	1.45725	0.00000	0.00000	-26.70	9242.60
371	2010.01.13 15:00	buy	186	0.10	1.45725	0.00000	0.00000
372	2010.01.13 16:00	close	186	0.10	1.45509	0.00000	0.00000	-21.60	9221.00
373	2010.01.13 16:00	sell	187	0.10	1.45509	0.00000	0.00000
374	2010.01.13 18:00	close	187	0.10	1.44917	0.00000	0.00000	59.20	9280.20
375	2010.01.13 18:00	buy	188	0.10	1.44917	0.00000	0.00000
376	2010.01.13 21:00	close	188	0.10	1.45117	0.00000	0.00000	20.00	9300.20
377	2010.01.14 08:00	sell	189	0.10	1.45408	0.00000	0.00000
378	2010.01.14 10:00	close	189	0.10	1.45219	0.00000	0.00000	18.90	9319.10
379	2010.01.14 10:00	buy	190	0.10	1.45219	0.00000	0.00000
380	2010.01.14 12:00	close	190	0.10	1.45051	0.00000	0.00000	-16.80	9302.30
381	2010.01.14 12:00	sell	191	0.10	1.45051	0.00000	0.00000
382	2010.01.14 13:00	close	191	0.10	1.44921	0.00000	0.00000	13.00	9315.30
383	2010.01.14 13:00	buy	192	0.10	1.44921	0.00000	0.00000
384	2010.01.14 15:00	close	192	0.10	1.45080	0.00000	0.00000	15.90	9331.20
385	2010.01.14 15:00	sell	193	0.10	1.45080	0.00000	0.00000
386	2010.01.14 17:00	close	193	0.10	1.44741	0.00000	0.00000	33.90	9365.10
387	2010.01.14 17:00	buy	194	0.10	1.44741	0.00000	0.00000
388	2010.01.14 20:00	close	194	0.10	1.45106	0.00000	0.00000	36.50	9401.60
389	2010.01.14 20:00	sell	195	0.10	1.45106	0.00000	0.00000
390	2010.01.14 21:00	close	195	0.10	1.45033	0.00000	0.00000	7.30	9408.90
391	2010.01.15 08:00	sell	196	0.10	1.44264	0.00000	0.00000
392	2010.01.15 11:00	close	196	0.10	1.44141	0.00000	0.00000	12.30	9421.20
393	2010.01.15 11:00	buy	197	0.10	1.44141	0.00000	0.00000
394	2010.01.15 12:00	close	197	0.10	1.43858	0.00000	0.00000	-28.30	9392.90
395	2010.01.15 12:00	sell	198	0.10	1.43858	0.00000	0.00000
396	2010.01.15 13:00	close	198	0.10	1.43867	0.00000	0.00000	-0.90	9392.00
397	2010.01.15 13:00	buy	199	0.10	1.43867	0.00000	0.00000
398	2010.01.15 15:00	close	199	0.10	1.43750	0.00000	0.00000	-11.70	9380.30
399	2010.01.15 15:00	sell	200	0.10	1.43750	0.00000	0.00000
400	2010.01.15 18:00	close	200	0.10	1.43761	0.00000	0.00000	-1.10	9379.20
401	2010.01.15 18:00	buy	201	0.10	1.43761	0.00000	0.00000
402	2010.01.15 21:00	close	201	0.10	1.43558	0.00000	0.00000	-20.30	9358.90