Desynced Forex

MetaTrader Indicators and Expert Advisors Repository

Symbol		USDCAD (US Dollar vs Canadian Dollar)
Period		1 Hour (H1) 2009.12.01 00:00 - 2009.12.31 18:00 (2009.12.01 - 2010.01.01)
Model		Control points (a very crude method, the results must not be considered)
Parameters		MaxRisk=0.5; ntmax=5; MinProfit=160; MaxLoss=130; TakeProfit=0; StopLoss=180; TrailingStop=10; PastBars=200; ModelOrder=0.37; UseMOM=false; UseROC=false;
Bars in test	1515	Ticks modelled	13777	Modelling quality	n/a
Mismatched charts errors	2
Initial deposit	10000.00
Total net profit	-9998.83	Gross profit	12954.67	Gross loss	-22953.50
Profit factor	0.56	Expected payoff	-54.94
Absolute drawdown	9998.83	Maximal drawdown	16474.85 (99.99%)	Relative drawdown	99.99% (16474.85)
Total trades	182	Short positions (won %)	91 (18.68%)	Long positions (won %)	91 (20.88%)
		Profit trades (% of total)	36 (19.78%)	Loss trades (% of total)	146 (80.22%)
Largest		profit trade	3635.80	loss trade	-1293.41
Average		profit trade	359.85	loss trade	-157.22
Maximum		consecutive wins (profit in money)	4 (6888.09)	consecutive losses (loss in money)	19 (-1962.56)
Maximal		consecutive profit (count of wins)	6888.09 (4)	consecutive loss (count of losses)	-7978.14 (10)
Average		consecutive wins	1	consecutive losses	6

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 00:00	sell	1	5.00	1.05597	1.05777	0.00000
2	2009.12.01 02:00	close	1	5.00	1.05644	1.05777	0.00000	-222.45	9777.55
3	2009.12.01 02:00	buy	2	4.88	1.05644	1.05464	0.00000
4	2009.12.01 03:00	buy	3	4.79	1.05671	1.05491	0.00000
5	2009.12.01 03:50	s/l	2	4.88	1.05464	1.05464	0.00000	-833.16	8944.39
6	2009.12.01 03:50	s/l	3	4.79	1.05491	1.05491	0.00000	-817.80	8126.59
7	2009.12.01 04:00	buy	4	4.06	1.05531	1.05351	0.00000
8	2009.12.01 07:00	close	4	4.06	1.05548	1.05351	0.00000	65.39	8191.98
9	2009.12.01 07:00	sell	5	4.09	1.05548	1.05728	0.00000
10	2009.12.01 09:00	sell	6	4.65	1.05224	1.05404	0.00000
11	2009.12.01 10:00	sell	7	7.27	1.04689	1.04869	0.00000
12	2009.12.01 12:00	close	7	7.27	1.04618	1.04869	0.00000	493.39	8685.37
13	2009.12.01 12:00	close	6	4.65	1.04618	1.05404	0.00000	2693.51	11378.88
14	2009.12.01 12:00	close	5	4.09	1.04618	1.05728	0.00000	3635.80	15014.68
15	2009.12.01 12:00	buy	8	7.50	1.04618	1.04438	0.00000
16	2009.12.01 14:15	s/l	8	7.50	1.04438	1.04438	0.00000	-1293.41	13721.27
17	2009.12.01 16:00	buy	9	6.86	1.04341	1.04161	0.00000
18	2009.12.01 17:00	close	9	6.86	1.04315	1.04161	0.00000	-170.98	13550.29
19	2009.12.01 17:00	sell	10	6.77	1.04315	1.04495	0.00000
20	2009.12.01 18:00	close	10	6.77	1.04362	1.04495	0.00000	-304.89	13245.40
21	2009.12.01 18:00	buy	11	6.62	1.04362	1.04182	0.00000
22	2009.12.01 19:00	close	11	6.62	1.04403	1.04182	0.00000	259.97	13505.37
23	2009.12.01 19:00	sell	12	6.75	1.04403	1.04583	0.00000
24	2009.12.01 21:00	close	12	6.75	1.04431	1.04583	0.00000	-180.98	13324.39
25	2009.12.01 21:00	buy	13	6.66	1.04431	1.04251	0.00000
26	2009.12.01 22:00	buy	14	7.48	1.04728	1.04548	0.00000
27	2009.12.01 22:50	s/l	14	7.48	1.04548	1.04548	0.00000	-1287.93	12036.46
28	2009.12.01 23:00	close	13	6.66	1.04597	1.04251	0.00000	1056.97	13093.43
29	2009.12.01 23:00	sell	15	6.54	1.04597	1.04777	0.00000
30	2009.12.02 00:00	close	15	6.54	1.04763	1.04777	0.00000	-1036.89	12056.54
31	2009.12.02 01:00	sell	16	6.02	1.04625	1.04805	0.00000
32	2009.12.02 02:00	close	16	6.02	1.04634	1.04805	0.00000	-51.78	12004.76
33	2009.12.02 02:00	buy	17	6.00	1.04634	1.04454	0.00000
34	2009.12.02 04:00	buy	18	5.56	1.04560	1.04380	0.00000
35	2009.12.02 04:20	s/l	17	6.00	1.04454	1.04454	0.00000	-1034.16	10970.60
36	2009.12.02 06:00	buy	19	5.30	1.04566	1.04386	0.00000
37	2009.12.02 07:00	buy	20	4.74	1.04511	1.04331	0.00000
38	2009.12.02 07:15	s/l	19	5.30	1.04386	1.04386	0.00000	-913.92	10056.68
39	2009.12.02 07:20	s/l	18	5.56	1.04380	1.04380	0.00000	-959.15	9097.53
40	2009.12.02 09:00	buy	21	4.71	1.04651	1.04471	0.00000
41	2009.12.02 09:20	s/l	21	4.71	1.04471	1.04471	0.00000	-812.11	8285.42
42	2009.12.02 11:02	s/l	20	4.74	1.04331	1.04331	0.00000	-817.88	7467.54
43	2009.12.02 12:00	buy	22	3.73	1.04506	1.04326	0.00000
44	2009.12.02 13:00	buy	23	3.89	1.04649	1.04469	0.00000
45	2009.12.02 14:02	s/l	23	3.89	1.04469	1.04469	0.00000	-670.72	6796.82
46	2009.12.02 15:00	buy	24	3.89	1.04838	1.04658	0.00000
47	2009.12.02 15:26	s/l	24	3.89	1.04658	1.04658	0.00000	-669.51	6127.31
48	2009.12.02 17:00	buy	25	3.01	1.04582	1.04402	0.00000
49	2009.12.02 19:00	buy	26	4.56	1.04996	1.04816	0.00000
50	2009.12.02 20:00	buy	27	4.07	1.04959	1.04779	0.00000
51	2009.12.02 21:00	buy	28	6.52	1.05177	1.04997	0.00000
52	2009.12.02 22:00	close	28	6.52	1.05014	1.04997	0.00000	-1012.02	5115.29
53	2009.12.02 22:00	close	27	4.07	1.05014	1.04779	0.00000	213.16	5328.45
54	2009.12.02 22:00	close	26	4.56	1.05014	1.04816	0.00000	78.16	5406.61
55	2009.12.02 22:00	close	25	3.01	1.05014	1.04402	0.00000	1238.23	6644.84
56	2009.12.02 22:00	close	22	3.73	1.05014	1.04326	0.00000	1804.37	8449.21
57	2009.12.02 22:00	sell	29	4.22	1.05014	1.05194	0.00000
58	2009.12.02 22:20	s/l	29	4.22	1.05194	1.05194	0.00000	-722.01	7727.20
59	2009.12.02 23:00	buy	30	3.86	1.05148	1.04968	0.00000
60	2009.12.03 00:00	close	30	3.86	1.05092	1.04968	0.00000	-217.66	7509.53
61	2009.12.03 00:00	sell	31	3.75	1.05092	1.05272	0.00000
62	2009.12.03 01:00	sell	32	3.97	1.04918	1.05098	0.00000
63	2009.12.03 04:00	close	32	3.97	1.04952	1.05098	0.00000	-128.61	7380.92
64	2009.12.03 04:00	close	31	3.75	1.04952	1.05272	0.00000	500.23	7881.15
65	2009.12.03 04:00	buy	33	3.94	1.04952	1.04772	0.00000
66	2009.12.03 05:00	close	33	3.94	1.04833	1.04772	0.00000	-447.24	7433.91
67	2009.12.03 05:00	sell	34	3.71	1.04833	1.05013	0.00000
68	2009.12.03 05:20	s/l	34	3.71	1.05013	1.05013	0.00000	-635.66	6798.25
69	2009.12.03 06:00	sell	35	3.39	1.05012	1.05192	0.00000
70	2009.12.03 07:00	close	35	3.39	1.05159	1.05192	0.00000	-473.88	6324.37
71	2009.12.03 07:00	buy	36	3.16	1.05159	1.04979	0.00000
72	2009.12.03 07:15	s/l	36	3.16	1.04979	1.04979	0.00000	-541.83	5782.54
73	2009.12.03 09:00	sell	37	2.89	1.04633	1.04813	0.00000
74	2009.12.03 09:15	s/l	37	2.89	1.04813	1.04813	0.00000	-496.25	5286.29
75	2009.12.03 10:00	buy	38	2.64	1.04825	1.04645	0.00000
76	2009.12.03 11:00	buy	39	2.73	1.04955	1.04775	0.00000
77	2009.12.03 12:00	buy	40	2.84	1.05020	1.04840	0.00000
78	2009.12.03 13:00	buy	41	3.26	1.05119	1.04939	0.00000
79	2009.12.03 13:50	s/l	41	3.26	1.04939	1.04939	0.00000	-559.32	4726.97
80	2009.12.03 14:00	close	40	2.84	1.04926	1.04840	0.00000	-254.43	4472.54
81	2009.12.03 14:00	close	39	2.73	1.04926	1.04775	0.00000	-75.45	4397.09
82	2009.12.03 14:00	close	38	2.64	1.04926	1.04645	0.00000	254.12	4651.21
83	2009.12.03 15:00	buy	42	2.32	1.05504	1.05324	0.00000
84	2009.12.03 15:07	s/l	42	2.32	1.05324	1.05324	0.00000	-396.55	4254.66
85	2009.12.03 22:00	buy	43	2.12	1.05528	1.05348	0.00000
86	2009.12.03 23:00	buy	44	2.33	1.05778	1.05598	0.00000
87	2009.12.04 00:45	s/l	44	2.33	1.05598	1.05598	0.00000	-399.62	3855.04
88	2009.12.04 02:00	buy	45	2.09	1.05761	1.05581	0.00000
89	2009.12.04 03:00	buy	46	1.82	1.05685	1.05505	0.00000
90	2009.12.04 04:50	s/l	45	2.09	1.05581	1.05581	0.00000	-356.35	3498.69
91	2009.12.04 06:00	buy	47	1.75	1.05692	1.05512	0.00000
92	2009.12.04 07:46	s/l	46	1.82	1.05505	1.05505	0.00000	-310.52	3188.17
93	2009.12.04 07:46	s/l	47	1.75	1.05512	1.05512	0.00000	-298.57	2889.60
94	2009.12.04 08:16	s/l	43	2.12	1.05348	1.05348	0.00000	-364.47	2525.13
95	2009.12.04 09:00	buy	48	1.26	1.05485	1.05305	0.00000
96	2009.12.04 12:59	s/l	48	1.26	1.05305	1.05305	0.00000	-215.48	2309.65
97	2009.12.04 13:00	sell	49	1.15	1.05225	1.05405	0.00000
98	2009.12.04 14:00	sell	50	1.46	1.04658	1.04838	0.00000
99	2009.12.04 14:20	s/l	50	1.46	1.04838	1.04838	0.00000	-250.62	2059.03
100	2009.12.04 15:00	close	49	1.15	1.04931	1.05405	0.00000	322.21	2381.24
101	2009.12.04 15:00	buy	51	1.19	1.04931	1.04751	0.00000
102	2009.12.04 15:20	s/l	51	1.19	1.04751	1.04751	0.00000	-204.72	2176.52
103	2009.12.04 16:00	sell	52	1.08	1.04673	1.04853	0.00000
104	2009.12.04 16:10	s/l	52	1.08	1.04853	1.04853	0.00000	-185.28	1991.24
105	2009.12.04 17:00	buy	53	0.99	1.05063	1.04883	0.00000
106	2009.12.04 17:02	s/l	53	0.99	1.04883	1.04883	0.00000	-170.00	1821.24
107	2009.12.04 18:00	sell	54	0.91	1.05145	1.05325	0.00000
108	2009.12.04 18:15	s/l	54	0.91	1.05325	1.05325	0.00000	-155.52	1665.72
109	2009.12.04 20:00	buy	55	0.83	1.05758	1.05578	0.00000
110	2009.12.04 21:00	buy	56	0.90	1.05992	1.05812	0.00000
111	2009.12.04 21:15	s/l	56	0.90	1.05812	1.05812	0.00000	-153.16	1512.56
112	2009.12.07 00:00	s/l	55	0.83	1.05578	1.05578	0.00000	-142.39	1370.17
113	2009.12.07 00:00	sell	57	0.68	1.05561	1.05741	0.00000
114	2009.12.07 00:25	s/l	57	0.68	1.05741	1.05741	0.00000	-115.72	1254.45
115	2009.12.07 01:00	buy	58	0.62	1.05664	1.05484	0.00000
116	2009.12.07 01:45	s/l	58	0.62	1.05484	1.05484	0.00000	-105.86	1148.59
117	2009.12.07 02:00	buy	59	0.57	1.05606	1.05426	0.00000
118	2009.12.07 03:20	s/l	59	0.57	1.05426	1.05426	0.00000	-97.37	1051.22
119	2009.12.07 04:00	sell	60	0.52	1.05434	1.05614	0.00000
120	2009.12.07 05:00	sell	61	0.49	1.05487	1.05667	0.00000
121	2009.12.07 06:45	s/l	60	0.52	1.05614	1.05614	0.00000	-88.62	962.60
122	2009.12.07 07:00	sell	62	0.44	1.05572	1.05752	0.00000
123	2009.12.07 08:20	s/l	61	0.49	1.05667	1.05667	0.00000	-83.43	879.17
124	2009.12.07 09:00	sell	63	0.44	1.05484	1.05664	0.00000
125	2009.12.07 09:03	s/l	63	0.44	1.05664	1.05664	0.00000	-74.90	804.27
126	2009.12.07 09:10	s/l	62	0.44	1.05752	1.05752	0.00000	-74.81	729.46
127	2009.12.07 10:00	buy	64	0.36	1.06451	1.06271	0.00000
128	2009.12.07 10:15	s/l	64	0.36	1.06271	1.06271	0.00000	-61.01	668.45
129	2009.12.07 11:00	sell	65	0.33	1.05911	1.06091	0.00000
130	2009.12.07 11:45	s/l	65	0.33	1.06091	1.06091	0.00000	-55.97	612.48
131	2009.12.07 12:00	buy	66	0.30	1.06184	1.06004	0.00000
132	2009.12.07 12:20	s/l	66	0.30	1.06004	1.06004	0.00000	-50.94	561.54
133	2009.12.07 13:00	buy	67	0.28	1.06321	1.06141	0.00000
134	2009.12.07 13:20	s/l	67	0.28	1.06141	1.06141	0.00000	-47.51	514.03
135	2009.12.07 14:00	sell	68	0.25	1.05909	1.06089	0.00000
136	2009.12.07 15:00	sell	69	0.29	1.05543	1.05723	0.00000
137	2009.12.07 15:20	s/l	69	0.29	1.05723	1.05723	0.00000	-49.36	464.67
138	2009.12.07 16:00	sell	70	0.27	1.05485	1.05665	0.00000
139	2009.12.07 16:03	s/l	70	0.27	1.05665	1.05665	0.00000	-45.99	418.68
140	2009.12.07 17:00	close	68	0.25	1.05147	1.06089	0.00000	181.17	599.85
141	2009.12.07 17:00	buy	71	0.29	1.05147	1.04967	0.00000
142	2009.12.07 18:50	s/l	71	0.29	1.04967	1.04967	0.00000	-49.80	550.05
143	2009.12.07 19:00	sell	72	0.27	1.04978	1.05158	0.00000
144	2009.12.07 20:00	close	72	0.27	1.05129	1.05158	0.00000	-38.78	511.27
145	2009.12.07 20:00	buy	73	0.25	1.05129	1.04949	0.00000
146	2009.12.07 21:00	close	73	0.25	1.05268	1.04949	0.00000	33.01	544.28
147	2009.12.07 21:00	sell	74	0.27	1.05268	1.05448	0.00000
148	2009.12.07 22:00	close	74	0.27	1.05345	1.05448	0.00000	-19.74	524.54
149	2009.12.07 22:00	buy	75	0.26	1.05345	1.05165	0.00000
150	2009.12.07 22:20	s/l	75	0.26	1.05165	1.05165	0.00000	-44.51	480.03
151	2009.12.08 00:00	buy	76	0.24	1.05192	1.05012	0.00000
152	2009.12.08 00:20	s/l	76	0.24	1.05012	1.05012	0.00000	-41.13	438.90
153	2009.12.08 01:00	sell	77	0.21	1.04981	1.05161	0.00000
154	2009.12.08 01:15	s/l	77	0.21	1.05161	1.05161	0.00000	-35.94	402.96
155	2009.12.08 03:00	buy	78	0.20	1.04976	1.04796	0.00000
156	2009.12.08 04:00	close	78	0.20	1.05070	1.04796	0.00000	17.89	420.85
157	2009.12.08 04:00	sell	79	0.21	1.05070	1.05250	0.00000
158	2009.12.08 05:00	close	79	0.21	1.05106	1.05250	0.00000	-7.19	413.66
159	2009.12.08 05:00	buy	80	0.20	1.05106	1.04926	0.00000
160	2009.12.08 06:00	close	80	0.20	1.05040	1.04926	0.00000	-12.57	401.09
161	2009.12.08 06:00	sell	81	0.20	1.05040	1.05220	0.00000
162	2009.12.08 06:32	s/l	81	0.20	1.05220	1.05220	0.00000	-34.20	366.89
163	2009.12.08 08:00	buy	82	0.18	1.05166	1.04986	0.00000
164	2009.12.08 09:00	buy	83	0.21	1.05576	1.05396	0.00000
165	2009.12.08 09:20	s/l	83	0.21	1.05396	1.05396	0.00000	-35.86	331.03
166	2009.12.08 10:00	close	82	0.18	1.05231	1.04986	0.00000	11.12	342.15
167	2009.12.08 10:00	sell	84	0.17	1.05231	1.05411	0.00000
168	2009.12.08 11:00	close	84	0.17	1.05082	1.05411	0.00000	24.10	366.25
169	2009.12.08 11:00	buy	85	0.18	1.05082	1.04902	0.00000
170	2009.12.08 12:00	close	85	0.18	1.05148	1.04902	0.00000	11.30	377.55
171	2009.12.08 13:00	buy	86	0.18	1.05509	1.05329	0.00000
172	2009.12.08 13:15	s/l	86	0.18	1.05329	1.05329	0.00000	-30.76	346.79
173	2009.12.08 18:00	sell	87	0.17	1.05988	1.06168	0.00000
174	2009.12.08 18:10	s/l	87	0.17	1.06168	1.06168	0.00000	-28.82	317.97
175	2009.12.08 19:00	buy	88	0.15	1.06223	1.06043	0.00000
176	2009.12.08 20:00	close	88	0.15	1.06415	1.06043	0.00000	27.06	345.03
177	2009.12.08 20:00	sell	89	0.17	1.06415	1.06595	0.00000
178	2009.12.08 20:20	s/l	89	0.17	1.06595	1.06595	0.00000	-28.70	316.33
179	2009.12.08 22:00	sell	90	0.15	1.06368	1.06548	0.00000
180	2009.12.09 00:00	sell	91	0.15	1.06315	1.06495	0.00000
181	2009.12.09 00:15	s/l	91	0.15	1.06495	1.06495	0.00000	-25.35	290.98
182	2009.12.09 00:20	s/l	90	0.15	1.06548	1.06548	0.00000	-25.34	265.64
183	2009.12.09 01:00	sell	92	0.13	1.06465	1.06645	0.00000
184	2009.12.09 03:00	sell	93	0.14	1.06296	1.06476	0.00000
185	2009.12.09 05:00	sell	94	0.15	1.06143	1.06323	0.00000
186	2009.12.09 07:00	sell	95	0.14	1.06178	1.06358	0.00000
187	2009.12.09 07:20	s/l	94	0.15	1.06323	1.06323	0.00000	-25.39	240.25
188	2009.12.09 07:26	s/l	95	0.14	1.06358	1.06358	0.00000	-23.68	216.57
189	2009.12.09 07:45	s/l	93	0.14	1.06476	1.06476	0.00000	-23.67	192.90
190	2009.12.09 08:00	close	92	0.13	1.06528	1.06645	0.00000	-7.69	185.21
191	2009.12.09 08:00	buy	96	0.09	1.06528	1.06348	0.00000
192	2009.12.09 08:15	s/l	96	0.09	1.06348	1.06348	0.00000	-15.24	169.97
193	2009.12.09 09:00	sell	97	0.08	1.06323	1.06503	0.00000
194	2009.12.09 10:00	sell	98	0.08	1.06207	1.06387	0.00000
195	2009.12.09 10:20	s/l	98	0.08	1.06387	1.06387	0.00000	-13.53	156.44
196	2009.12.09 11:00	close	97	0.08	1.06325	1.06503	0.00000	-0.15	156.29
197	2009.12.09 12:00	sell	99	0.07	1.05987	1.06167	0.00000
198	2009.12.09 13:00	sell	100	0.07	1.05965	1.06145	0.00000
199	2009.12.09 13:26	s/l	100	0.07	1.06145	1.06145	0.00000	-11.87	144.42
200	2009.12.09 13:32	s/l	99	0.07	1.06167	1.06167	0.00000	-11.87	132.55
201	2009.12.09 16:00	buy	101	0.06	1.06267	1.06087	0.00000
202	2009.12.09 16:10	s/l	101	0.06	1.06087	1.06087	0.00000	-10.18	122.37
203	2009.12.09 17:00	sell	102	0.06	1.05478	1.05658	0.00000
204	2009.12.09 17:20	s/l	102	0.06	1.05658	1.05658	0.00000	-10.22	112.15
205	2009.12.09 20:00	buy	103	0.05	1.05871	1.05691	0.00000
206	2009.12.09 20:15	s/l	103	0.05	1.05691	1.05691	0.00000	-8.52	103.63
207	2009.12.09 22:00	buy	104	0.05	1.05491	1.05311	0.00000
208	2009.12.09 23:00	buy	105	0.05	1.05519	1.05339	0.00000
209	2009.12.09 23:32	s/l	105	0.05	1.05339	1.05339	0.00000	-8.54	95.09
210	2009.12.10 00:00	close	104	0.05	1.05481	1.05311	0.00000	-0.63	94.46
211	2009.12.10 00:00	sell	106	0.04	1.05481	1.05661	0.00000
212	2009.12.10 01:00	close	106	0.04	1.05468	1.05661	0.00000	0.49	94.95
213	2009.12.10 01:00	buy	107	0.04	1.05468	1.05288	0.00000
214	2009.12.10 01:45	s/l	107	0.04	1.05288	1.05288	0.00000	-6.84	88.11
215	2009.12.10 02:00	sell	108	0.04	1.05357	1.05537	0.00000
216	2009.12.10 02:45	s/l	108	0.04	1.05537	1.05537	0.00000	-6.83	81.28
217	2009.12.10 03:00	sell	109	0.04	1.05487	1.05667	0.00000
218	2009.12.10 05:00	close	109	0.04	1.05605	1.05667	0.00000	-4.47	76.81
219	2009.12.10 05:00	buy	110	0.03	1.05605	1.05425	0.00000
220	2009.12.10 06:00	buy	111	0.03	1.05694	1.05514	0.00000
221	2009.12.10 07:00	close	111	0.03	1.05726	1.05514	0.00000	0.91	77.72
222	2009.12.10 07:00	close	110	0.03	1.05726	1.05425	0.00000	3.43	81.15
223	2009.12.10 07:00	sell	112	0.04	1.05726	1.05906	0.00000
224	2009.12.10 08:00	sell	113	0.04	1.05532	1.05712	0.00000
225	2009.12.10 08:46	s/l	113	0.04	1.05712	1.05712	0.00000	-6.81	74.34
226	2009.12.10 10:00	sell	114	0.04	1.05506	1.05686	0.00000
227	2009.12.10 10:15	s/l	114	0.04	1.05686	1.05686	0.00000	-6.81	67.53
228	2009.12.10 11:00	close	112	0.04	1.05515	1.05906	0.00000	8.00	75.53
229	2009.12.10 11:00	buy	115	0.03	1.05515	1.05335	0.00000
230	2009.12.10 11:15	s/l	115	0.03	1.05335	1.05335	0.00000	-5.13	70.40
231	2009.12.10 12:00	sell	116	0.03	1.05119	1.05299	0.00000
232	2009.12.10 14:00	close	116	0.03	1.05081	1.05299	0.00000	1.08	71.48
233	2009.12.10 15:00	sell	117	0.03	1.04854	1.05034	0.00000
234	2009.12.10 15:45	s/l	117	0.03	1.05034	1.05034	0.00000	-5.14	66.34
235	2009.12.10 16:00	buy	118	0.03	1.05117	1.04937	0.00000
236	2009.12.10 17:00	buy	119	0.03	1.05232	1.05052	0.00000
237	2009.12.10 18:00	close	119	0.03	1.05174	1.05052	0.00000	-1.65	64.69
238	2009.12.10 18:00	close	118	0.03	1.05174	1.04937	0.00000	1.63	66.32
239	2009.12.10 18:00	sell	120	0.03	1.05174	1.05354	0.00000
240	2009.12.10 18:10	s/l	120	0.03	1.05354	1.05354	0.00000	-5.12	61.20
241	2009.12.10 19:00	sell	121	0.03	1.05343	1.05523	0.00000
242	2009.12.10 19:07	s/l	121	0.03	1.05523	1.05523	0.00000	-5.11	56.09
243	2009.12.10 20:00	buy	122	0.02	1.05217	1.05037	0.00000
244	2009.12.10 20:20	s/l	122	0.02	1.05037	1.05037	0.00000	-3.43	52.66
245	2009.12.10 21:00	sell	123	0.02	1.05013	1.05193	0.00000
246	2009.12.10 22:00	sell	124	0.02	1.05044	1.05224	0.00000
247	2009.12.10 22:45	s/l	123	0.02	1.05193	1.05193	0.00000	-3.42	49.24
248	2009.12.10 22:50	s/l	124	0.02	1.05224	1.05224	0.00000	-3.42	45.82
249	2009.12.11 02:00	sell	125	0.02	1.05101	1.05281	0.00000
250	2009.12.11 03:00	close	125	0.02	1.05211	1.05281	0.00000	-2.09	43.73
251	2009.12.11 03:00	buy	126	0.02	1.05211	1.05031	0.00000
252	2009.12.11 04:00	buy	127	0.02	1.05160	1.04980	0.00000
253	2009.12.11 05:00	close	127	0.02	1.05112	1.04980	0.00000	-0.91	42.82
254	2009.12.11 05:00	close	126	0.02	1.05112	1.05031	0.00000	-1.88	40.94
255	2009.12.11 05:00	sell	128	0.02	1.05112	1.05292	0.00000
256	2009.12.11 06:00	sell	129	0.01	1.05165	1.05345	0.00000
257	2009.12.11 07:00	close	129	0.01	1.05188	1.05345	0.00000	-0.22	40.72
258	2009.12.11 07:00	close	128	0.02	1.05188	1.05292	0.00000	-1.45	39.27
259	2009.12.11 07:00	buy	130	0.01	1.05188	1.05008	0.00000
260	2009.12.11 08:00	buy	131	0.02	1.05290	1.05110	0.00000
261	2009.12.11 09:15	s/l	131	0.02	1.05110	1.05110	0.00000	-3.43	35.84
262	2009.12.11 09:37	s/l	130	0.01	1.05008	1.05008	0.00000	-1.71	34.13
263	2009.12.11 10:00	buy	132	0.01	1.05175	1.04995	0.00000
264	2009.12.11 10:20	s/l	132	0.01	1.04995	1.04995	0.00000	-1.71	32.42
265	2009.12.11 12:00	sell	133	0.01	1.04989	1.05169	0.00000
266	2009.12.11 13:00	close	133	0.01	1.05087	1.05169	0.00000	-0.93	31.49
267	2009.12.11 13:00	buy	134	0.01	1.05087	1.04907	0.00000
268	2009.12.11 13:16	s/l	134	0.01	1.04907	1.04907	0.00000	-1.72	29.77
269	2009.12.11 14:00	sell	135	0.01	1.04922	1.05102	0.00000
270	2009.12.11 14:50	s/l	135	0.01	1.05102	1.05102	0.00000	-1.71	28.06
271	2009.12.11 15:00	buy	136	0.01	1.05112	1.04932	0.00000
272	2009.12.11 22:00	close	136	0.01	1.05967	1.04932	0.00000	8.07	36.13
273	2009.12.11 22:00	sell	137	0.01	1.05967	1.06147	0.00000
274	2009.12.11 22:20	s/l	137	0.01	1.06147	1.06147	0.00000	-1.69	34.44
275	2009.12.14 00:00	sell	138	0.01	1.06018	1.06198	0.00000
276	2009.12.14 02:00	close	138	0.01	1.06007	1.06198	0.00000	0.10	34.54
277	2009.12.14 02:00	buy	139	0.01	1.06007	1.05827	0.00000
278	2009.12.14 02:20	s/l	139	0.01	1.05827	1.05827	0.00000	-1.70	32.84
279	2009.12.14 03:00	buy	140	0.01	1.06013	1.05833	0.00000
280	2009.12.14 04:00	buy	141	0.01	1.06042	1.05862	0.00000
281	2009.12.14 05:00	close	141	0.01	1.05997	1.05862	0.00000	-0.42	32.42
282	2009.12.14 05:00	close	140	0.01	1.05997	1.05833	0.00000	-0.15	32.27
283	2009.12.14 05:00	sell	142	0.01	1.05997	1.06177	0.00000
284	2009.12.14 08:00	close	142	0.01	1.05875	1.06177	0.00000	1.15	33.42
285	2009.12.14 08:00	buy	143	0.01	1.05875	1.05695	0.00000
286	2009.12.14 10:00	close	143	0.01	1.06156	1.05695	0.00000	2.65	36.07
287	2009.12.14 11:00	buy	144	0.01	1.06282	1.06102	0.00000
288	2009.12.14 12:00	buy	145	0.01	1.06513	1.06333	0.00000
289	2009.12.14 13:00	close	145	0.01	1.06482	1.06333	0.00000	-0.29	35.78
290	2009.12.14 13:00	close	144	0.01	1.06482	1.06102	0.00000	1.88	37.66
291	2009.12.14 13:00	sell	146	0.01	1.06482	1.06662	0.00000
292	2009.12.14 14:00	sell	147	0.01	1.06383	1.06563	0.00000
293	2009.12.14 14:20	s/l	147	0.01	1.06563	1.06563	0.00000	-1.69	35.97
294	2009.12.14 14:50	s/l	146	0.01	1.06662	1.06662	0.00000	-1.69	34.28
295	2009.12.14 15:00	buy	148	0.01	1.06608	1.06428	0.00000
296	2009.12.14 15:16	s/l	148	0.01	1.06428	1.06428	0.00000	-1.69	32.59
297	2009.12.14 16:00	sell	149	0.01	1.06241	1.06421	0.00000
298	2009.12.14 16:20	s/l	149	0.01	1.06421	1.06421	0.00000	-1.69	30.90
299	2009.12.14 17:00	sell	150	0.01	1.06083	1.06263	0.00000
300	2009.12.14 18:00	sell	151	0.01	1.05892	1.06072	0.00000
301	2009.12.14 19:00	sell	152	0.01	1.05763	1.05943	0.00000
302	2009.12.14 19:50	s/l	152	0.01	1.05943	1.05943	0.00000	-1.70	29.20
303	2009.12.14 22:00	close	151	0.01	1.05982	1.06072	0.00000	-0.85	28.35
304	2009.12.14 22:00	close	150	0.01	1.05982	1.06263	0.00000	0.95	29.30
305	2009.12.14 22:00	buy	153	0.01	1.05982	1.05802	0.00000
306	2009.12.14 23:00	close	153	0.01	1.05867	1.05802	0.00000	-1.09	28.21
307	2009.12.14 23:00	sell	154	0.01	1.05867	1.06047	0.00000
308	2009.12.15 00:00	sell	155	0.01	1.05937	1.06117	0.00000
309	2009.12.15 01:00	close	155	0.01	1.05954	1.06117	0.00000	-0.16	28.05
310	2009.12.15 01:00	close	154	0.01	1.05954	1.06047	0.00000	-0.82	27.23
311	2009.12.15 01:00	buy	156	0.01	1.05954	1.05774	0.00000
312	2009.12.15 02:00	buy	157	0.01	1.05936	1.05756	0.00000
313	2009.12.15 04:00	close	157	0.01	1.05849	1.05756	0.00000	-0.82	26.41
314	2009.12.15 04:00	close	156	0.01	1.05849	1.05774	0.00000	-0.99	25.42
315	2009.12.15 04:00	sell	158	0.01	1.05849	1.06029	0.00000
316	2009.12.15 05:00	sell	159	0.01	1.05781	1.05961	0.00000
317	2009.12.15 06:00	sell	160	0.01	1.05559	1.05739	0.00000
318	2009.12.15 06:20	s/l	160	0.01	1.05739	1.05739	0.00000	-1.70	23.72
319	2009.12.15 07:00	close	159	0.01	1.05706	1.05961	0.00000	0.71	24.43
320	2009.12.15 07:00	close	158	0.01	1.05706	1.06029	0.00000	1.35	25.78
321	2009.12.15 07:00	buy	161	0.01	1.05706	1.05526	0.00000
322	2009.12.15 08:16	s/l	161	0.01	1.05526	1.05526	0.00000	-1.70	24.08
323	2009.12.15 10:00	buy	162	0.01	1.06256	1.06076	0.00000
324	2009.12.15 10:02	s/l	162	0.01	1.06076	1.06076	0.00000	-1.69	22.39
325	2009.12.15 15:00	sell	163	0.01	1.06083	1.06263	0.00000
326	2009.12.15 16:00	sell	164	0.01	1.06146	1.06326	0.00000
327	2009.12.15 17:50	s/l	163	0.01	1.06263	1.06263	0.00000	-1.70	20.69
328	2009.12.15 18:00	close	164	0.01	1.06271	1.06326	0.00000	-1.18	19.51
329	2009.12.15 18:00	buy	165	0.01	1.06271	1.06091	0.00000
330	2009.12.15 20:00	close	165	0.01	1.06193	1.06091	0.00000	-0.73	18.78
331	2009.12.15 20:00	sell	166	0.01	1.06193	1.06373	0.00000
332	2009.12.15 21:00	sell	167	0.01	1.06130	1.06310	0.00000
333	2009.12.15 22:00	sell	168	0.01	1.06135	1.06315	0.00000
334	2009.12.15 23:00	sell	169	0.01	1.06090	1.06270	0.00000
335	2009.12.16 02:00	sell	170	0.01	1.06052	1.06232	0.00000
336	2009.12.16 05:00	close	170	0.01	1.06166	1.06232	0.00000	-1.07	17.71
337	2009.12.16 05:00	close	169	0.01	1.06166	1.06270	0.00000	-0.72	16.99
338	2009.12.16 05:00	close	168	0.01	1.06166	1.06315	0.00000	-0.29	16.70
339	2009.12.16 05:00	close	167	0.01	1.06166	1.06310	0.00000	-0.34	16.36
340	2009.12.16 05:00	close	166	0.01	1.06166	1.06373	0.00000	0.25	16.61
341	2009.12.16 05:00	buy	171	0.01	1.06166	1.05986	0.00000
342	2009.12.16 07:00	close	171	0.01	1.06155	1.05986	0.00000	-0.10	16.51
343	2009.12.16 07:00	sell	172	0.01	1.06155	1.06335	0.00000
344	2009.12.16 08:00	sell	173	0.01	1.06095	1.06275	0.00000
345	2009.12.16 08:45	s/l	173	0.01	1.06275	1.06275	0.00000	-1.70	14.81
346	2009.12.16 08:50	s/l	172	0.01	1.06335	1.06335	0.00000	-1.69	13.12
347	2009.12.16 09:00	sell	174	0.01	1.06195	1.06375	0.00000
348	2009.12.16 10:00	sell	175	0.01	1.05972	1.06152	0.00000
349	2009.12.16 11:20	s/l	175	0.01	1.06152	1.06152	0.00000	-1.69	11.43
350	2009.12.16 13:00	sell	176	0.01	1.06004	1.06184	0.00000
351	2009.12.16 14:00	sell	177	0.01	1.05899	1.06079	0.00000
352	2009.12.16 14:15	s/l	177	0.01	1.06079	1.06079	0.00000	-1.69	9.74
353	2009.12.16 15:00	close	176	0.01	1.06104	1.06184	0.00000	-0.94	8.80
354	2009.12.16 15:00	close	174	0.01	1.06104	1.06375	0.00000	0.86	9.66
355	2009.12.16 15:00	buy	178	0.01	1.06104	1.05924	0.00000
356	2009.12.16 15:45	s/l	178	0.01	1.05924	1.05924	0.00000	-1.70	7.96
357	2009.12.16 19:00	buy	179	0.01	1.06033	1.05853	0.00000
358	2009.12.16 20:00	buy	180	0.01	1.06036	1.05856	0.00000
359	2009.12.16 20:02	s/l	179	0.01	1.05853	1.05853	0.00000	-1.70	6.26
360	2009.12.16 20:02	s/l	180	0.01	1.05856	1.05856	0.00000	-1.70	4.56
361	2009.12.16 21:00	buy	181	0.01	1.06355	1.06175	0.00000
362	2009.12.16 21:20	s/l	181	0.01	1.06175	1.06175	0.00000	-1.70	2.86
363	2009.12.16 22:00	sell	182	0.01	1.06054	1.06234	0.00000
364	2009.12.17 00:45	s/l	182	0.01	1.06234	1.06234	0.00000	-1.69	1.17