Report Result : Eugene - Desynced Forex Repository

Strategy Tester Report

Download Eugene

AlpariUK-Demo (Build 225)

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		Size=0.1;

Bars in test	1515	Ticks modelled	13777	Modelling quality	n/a
Mismatched charts errors	2

Initial deposit	10000.00
Total net profit	-1011.37	Gross profit	1012.53	Gross loss	-2023.91
Profit factor	0.50	Expected payoff	-6.57
Absolute drawdown	1030.85	Maximal drawdown	1130.21 (11.19%)	Relative drawdown	11.19% (1130.21)

Total trades	154	Short positions (won %)	78 (25.64%)	Long positions (won %)	76 (25.00%)
		Profit trades (% of total)	39 (25.32%)	Loss trades (% of total)	115 (74.68%)
Largest		profit trade	91.33	loss trade	-66.63
Average		profit trade	25.96	loss trade	-17.60
Maximum		consecutive wins (profit in money)	2 (127.55)	consecutive losses (loss in money)	10 (-223.48)
Maximal		consecutive profit (count of wins)	127.55 (2)	consecutive loss (count of losses)	-223.48 (10)
Average		consecutive wins	1	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 03:45	sell	1	0.10	1.05502	0.00000	0.00000
2	2009.12.01 05:50	close	1	0.10	1.05682	0.00000	0.00000	-17.03	9982.97
3	2009.12.01 05:52	buy	2	0.10	1.05644	0.00000	0.00000
4	2009.12.01 07:20	close	2	0.10	1.05632	0.00000	0.00000	-1.14	9981.83
5	2009.12.01 07:20	sell	3	0.10	1.05632	0.00000	0.00000
6	2009.12.01 12:15	close	3	0.10	1.04676	0.00000	0.00000	91.33	10073.16
7	2009.12.01 12:17	buy	4	0.10	1.04663	0.00000	0.00000
8	2009.12.01 13:20	close	4	0.10	1.04508	0.00000	0.00000	-14.83	10058.33
9	2009.12.01 13:20	sell	5	0.10	1.04508	0.00000	0.00000
10	2009.12.01 18:15	close	5	0.10	1.04390	0.00000	0.00000	11.30	10069.63
11	2009.12.01 18:17	buy	6	0.10	1.04374	0.00000	0.00000
12	2009.12.01 19:50	close	6	0.10	1.04178	0.00000	0.00000	-18.81	10050.82
13	2009.12.01 19:50	sell	7	0.10	1.04178	0.00000	0.00000
14	2009.12.01 23:20	close	7	0.10	1.04725	0.00000	0.00000	-52.23	9998.59
15	2009.12.01 23:22	buy	8	0.10	1.04702	0.00000	0.00000
16	2009.12.02 01:40	close	8	0.10	1.04552	0.00000	0.00000	-14.42	9984.17
17	2009.12.02 01:40	sell	9	0.10	1.04552	0.00000	0.00000
18	2009.12.02 02:20	close	9	0.10	1.04724	0.00000	0.00000	-16.42	9967.75
19	2009.12.02 02:22	buy	10	0.10	1.04697	0.00000	0.00000
20	2009.12.02 06:20	close	10	0.10	1.04417	0.00000	0.00000	-26.82	9940.93
21	2009.12.02 06:20	sell	11	0.10	1.04417	0.00000	0.00000
22	2009.12.02 08:05	close	11	0.10	1.04491	0.00000	0.00000	-7.08	9933.85
23	2009.12.02 08:07	buy	12	0.10	1.04456	0.00000	0.00000
24	2009.12.02 10:50	close	12	0.10	1.04338	0.00000	0.00000	-11.31	9922.54
25	2009.12.02 10:50	sell	13	0.10	1.04338	0.00000	0.00000
26	2009.12.02 12:20	close	13	0.10	1.04641	0.00000	0.00000	-28.96	9893.58
27	2009.12.02 12:22	buy	14	0.10	1.04602	0.00000	0.00000
28	2009.12.02 14:02	close	14	0.10	1.04396	0.00000	0.00000	-19.73	9873.85
29	2009.12.02 14:02	sell	15	0.10	1.04396	0.00000	0.00000
30	2009.12.02 17:10	close	15	0.10	1.04686	0.00000	0.00000	-27.70	9846.15
31	2009.12.02 17:12	buy	16	0.10	1.04656	0.00000	0.00000
32	2009.12.03 03:20	close	16	0.10	1.04888	0.00000	0.00000	21.92	9868.08
33	2009.12.03 03:20	sell	17	0.10	1.04888	0.00000	0.00000
34	2009.12.03 07:05	close	17	0.10	1.05091	0.00000	0.00000	-19.32	9848.76
35	2009.12.03 07:07	buy	18	0.10	1.05125	0.00000	0.00000
36	2009.12.03 08:20	close	18	0.10	1.04722	0.00000	0.00000	-38.48	9810.28
37	2009.12.03 08:20	sell	19	0.10	1.04722	0.00000	0.00000
38	2009.12.03 11:20	close	19	0.10	1.05009	0.00000	0.00000	-27.33	9782.95
39	2009.12.03 11:22	buy	20	0.10	1.04986	0.00000	0.00000
40	2009.12.03 17:05	close	20	0.10	1.05379	0.00000	0.00000	37.29	9820.24
41	2009.12.03 17:05	sell	21	0.10	1.05379	0.00000	0.00000
42	2009.12.03 18:20	close	21	0.10	1.05550	0.00000	0.00000	-16.20	9804.04
43	2009.12.03 18:22	buy	22	0.10	1.05512	0.00000	0.00000
44	2009.12.03 19:50	close	22	0.10	1.05253	0.00000	0.00000	-24.61	9779.43
45	2009.12.03 19:50	sell	23	0.10	1.05253	0.00000	0.00000
46	2009.12.03 21:20	close	23	0.10	1.05413	0.00000	0.00000	-15.18	9764.25
47	2009.12.03 21:22	buy	24	0.10	1.05392	0.00000	0.00000
48	2009.12.04 00:15	close	24	0.10	1.05649	0.00000	0.00000	24.26	9788.51
49	2009.12.04 00:15	sell	25	0.10	1.05649	0.00000	0.00000
50	2009.12.04 05:32	close	25	0.10	1.05702	0.00000	0.00000	-5.01	9783.50
51	2009.12.04 05:35	buy	26	0.10	1.05697	0.00000	0.00000
52	2009.12.04 06:20	close	26	0.10	1.05649	0.00000	0.00000	-4.54	9778.96
53	2009.12.04 06:20	sell	27	0.10	1.05649	0.00000	0.00000
54	2009.12.04 09:15	close	27	0.10	1.05644	0.00000	0.00000	0.47	9779.43
55	2009.12.04 09:17	buy	28	0.10	1.05618	0.00000	0.00000
56	2009.12.04 12:15	close	28	0.10	1.05430	0.00000	0.00000	-17.83	9761.60
57	2009.12.04 12:15	sell	29	0.10	1.05430	0.00000	0.00000
58	2009.12.04 15:02	close	29	0.10	1.05126	0.00000	0.00000	28.92	9790.52
59	2009.12.04 15:05	buy	30	0.10	1.05080	0.00000	0.00000
60	2009.12.07 01:40	close	30	0.10	1.05521	0.00000	0.00000	41.72	9832.25
61	2009.12.07 01:40	sell	31	0.10	1.05521	0.00000	0.00000
62	2009.12.07 06:45	close	31	0.10	1.05587	0.00000	0.00000	-6.25	9826.00
63	2009.12.07 06:47	buy	32	0.10	1.05574	0.00000	0.00000
64	2009.12.07 07:15	close	32	0.10	1.05451	0.00000	0.00000	-11.66	9814.34
65	2009.12.07 07:15	sell	33	0.10	1.05451	0.00000	0.00000
66	2009.12.07 08:20	close	33	0.10	1.05680	0.00000	0.00000	-21.67	9792.67
67	2009.12.07 08:22	buy	34	0.10	1.05629	0.00000	0.00000
68	2009.12.07 11:37	close	34	0.10	1.05857	0.00000	0.00000	21.54	9814.21
69	2009.12.07 11:37	sell	35	0.10	1.05857	0.00000	0.00000
70	2009.12.07 12:40	close	35	0.10	1.06190	0.00000	0.00000	-31.36	9782.85
71	2009.12.07 12:42	buy	36	0.10	1.06165	0.00000	0.00000
72	2009.12.07 13:40	close	36	0.10	1.05989	0.00000	0.00000	-16.61	9766.24
73	2009.12.07 13:40	sell	37	0.10	1.05989	0.00000	0.00000
74	2009.12.07 21:20	close	37	0.10	1.05376	0.00000	0.00000	58.17	9824.41
75	2009.12.07 21:22	buy	38	0.10	1.05354	0.00000	0.00000
76	2009.12.07 22:15	close	38	0.10	1.05195	0.00000	0.00000	-15.11	9809.30
77	2009.12.07 22:15	sell	39	0.10	1.05195	0.00000	0.00000
78	2009.12.08 06:32	close	39	0.10	1.05214	0.00000	0.00000	-1.86	9807.44
79	2009.12.08 06:35	buy	40	0.10	1.05192	0.00000	0.00000
80	2009.12.08 10:15	close	40	0.10	1.05131	0.00000	0.00000	-5.80	9801.64
81	2009.12.08 10:15	sell	41	0.10	1.05131	0.00000	0.00000
82	2009.12.08 14:10	close	41	0.10	1.05587	0.00000	0.00000	-43.19	9758.45
83	2009.12.08 14:12	buy	42	0.10	1.05551	0.00000	0.00000
84	2009.12.08 17:20	close	42	0.10	1.05918	0.00000	0.00000	34.65	9793.10
85	2009.12.08 17:20	sell	43	0.10	1.05918	0.00000	0.00000
86	2009.12.08 18:16	close	43	0.10	1.06210	0.00000	0.00000	-27.49	9765.61
87	2009.12.08 18:20	buy	44	0.10	1.06175	0.00000	0.00000
88	2009.12.08 23:16	close	44	0.10	1.06175	0.00000	0.00000	0.00	9765.61
89	2009.12.08 23:16	sell	45	0.10	1.06175	0.00000	0.00000
90	2009.12.09 00:10	close	45	0.10	1.06403	0.00000	0.00000	-21.48	9744.13
91	2009.12.09 00:12	buy	46	0.10	1.06376	0.00000	0.00000
92	2009.12.09 09:15	close	46	0.10	1.06118	0.00000	0.00000	-24.31	9719.82
93	2009.12.09 09:15	sell	47	0.10	1.06118	0.00000	0.00000
94	2009.12.09 10:20	close	47	0.10	1.06386	0.00000	0.00000	-25.19	9694.63
95	2009.12.09 10:22	buy	48	0.10	1.06345	0.00000	0.00000
96	2009.12.09 11:40	close	48	0.10	1.06043	0.00000	0.00000	-28.48	9666.15
97	2009.12.09 11:40	sell	49	0.10	1.06043	0.00000	0.00000
98	2009.12.09 15:10	close	49	0.10	1.06188	0.00000	0.00000	-13.66	9652.49
99	2009.12.09 15:12	buy	50	0.10	1.06163	0.00000	0.00000
100	2009.12.09 16:15	close	50	0.10	1.05979	0.00000	0.00000	-17.36	9635.13
101	2009.12.09 16:15	sell	51	0.10	1.05979	0.00000	0.00000
102	2009.12.09 19:10	close	51	0.10	1.05760	0.00000	0.00000	20.71	9655.84
103	2009.12.09 19:13	buy	52	0.10	1.05743	0.00000	0.00000
104	2009.12.09 21:03	close	52	0.10	1.05291	0.00000	0.00000	-42.93	9612.91
105	2009.12.09 21:03	sell	53	0.10	1.05291	0.00000	0.00000
106	2009.12.09 22:10	close	53	0.10	1.05468	0.00000	0.00000	-16.78	9596.13
107	2009.12.09 22:12	buy	54	0.10	1.05461	0.00000	0.00000
108	2009.12.09 23:26	close	54	0.10	1.05383	0.00000	0.00000	-7.40	9588.73
109	2009.12.09 23:26	sell	55	0.10	1.05383	0.00000	0.00000
110	2009.12.10 02:50	close	55	0.10	1.05539	0.00000	0.00000	-14.92	9573.81
111	2009.12.10 02:52	buy	56	0.10	1.05521	0.00000	0.00000
112	2009.12.10 08:00	close	56	0.10	1.05532	0.00000	0.00000	1.04	9574.85
113	2009.12.10 08:00	sell	57	0.10	1.05532	0.00000	0.00000
114	2009.12.10 09:02	close	57	0.10	1.05789	0.00000	0.00000	-24.29	9550.56
115	2009.12.10 09:05	buy	58	0.10	1.05758	0.00000	0.00000
116	2009.12.10 12:20	close	58	0.10	1.05058	0.00000	0.00000	-66.63	9483.93
117	2009.12.10 12:20	sell	59	0.10	1.05058	0.00000	0.00000
118	2009.12.10 15:50	close	59	0.10	1.05085	0.00000	0.00000	-2.57	9481.36
119	2009.12.10 15:52	buy	60	0.10	1.05044	0.00000	0.00000
120	2009.12.10 19:50	close	60	0.10	1.05123	0.00000	0.00000	7.52	9488.88
121	2009.12.10 19:50	sell	61	0.10	1.05123	0.00000	0.00000
122	2009.12.11 03:59	close	61	0.10	1.05123	0.00000	0.00000	-0.05	9488.83
123	2009.12.11 04:15	sell	62	0.10	1.05138	0.00000	0.00000
124	2009.12.11 05:40	close	62	0.10	1.05132	0.00000	0.00000	0.57	9489.40
125	2009.12.11 05:43	buy	63	0.10	1.05160	0.00000	0.00000
126	2009.12.11 07:43	close	63	0.10	1.05155	0.00000	0.00000	-0.48	9488.92
127	2009.12.11 07:43	sell	64	0.10	1.05155	0.00000	0.00000
128	2009.12.11 08:02	close	64	0.10	1.05329	0.00000	0.00000	-16.52	9472.40
129	2009.12.11 08:05	buy	65	0.10	1.05311	0.00000	0.00000
130	2009.12.11 09:15	close	65	0.10	1.05069	0.00000	0.00000	-23.03	9449.37
131	2009.12.11 09:15	sell	66	0.10	1.05069	0.00000	0.00000
132	2009.12.11 15:10	close	66	0.10	1.05167	0.00000	0.00000	-9.32	9440.05
133	2009.12.11 15:12	buy	67	0.10	1.05137	0.00000	0.00000
134	2009.12.11 21:40	close	67	0.10	1.06003	0.00000	0.00000	81.70	9521.75
135	2009.12.11 21:40	sell	68	0.10	1.06003	0.00000	0.00000
136	2009.12.11 22:20	close	68	0.10	1.06165	0.00000	0.00000	-15.26	9506.49
137	2009.12.11 22:22	buy	69	0.10	1.06127	0.00000	0.00000
138	2009.12.14 00:15	close	69	0.10	1.05849	0.00000	0.00000	-26.33	9480.17
139	2009.12.14 00:15	sell	70	0.10	1.05849	0.00000	0.00000
140	2009.12.14 08:10	close	70	0.10	1.05865	0.00000	0.00000	-1.51	9478.66
141	2009.12.14 08:12	buy	71	0.10	1.05855	0.00000	0.00000
142	2009.12.14 13:20	close	71	0.10	1.06357	0.00000	0.00000	47.20	9525.86
143	2009.12.14 13:20	sell	72	0.10	1.06357	0.00000	0.00000
144	2009.12.14 19:59	close	72	0.10	1.05961	0.00000	0.00000	37.37	9563.23
145	2009.12.14 20:02	buy	73	0.10	1.05987	0.00000	0.00000
146	2009.12.14 23:02	close	73	0.10	1.05795	0.00000	0.00000	-18.15	9545.08
147	2009.12.14 23:02	sell	74	0.10	1.05795	0.00000	0.00000
148	2009.12.15 09:02	close	74	0.10	1.05965	0.00000	0.00000	-16.09	9528.99
149	2009.12.15 09:05	buy	75	0.10	1.05989	0.00000	0.00000
150	2009.12.15 14:20	close	75	0.10	1.06225	0.00000	0.00000	22.22	9551.21
151	2009.12.15 14:20	sell	76	0.10	1.06225	0.00000	0.00000
152	2009.12.15 16:02	close	76	0.10	1.06191	0.00000	0.00000	3.20	9554.41
153	2009.12.15 16:05	buy	77	0.10	1.06163	0.00000	0.00000
154	2009.12.15 21:15	close	77	0.10	1.06088	0.00000	0.00000	-7.07	9547.34
155	2009.12.15 21:15	sell	78	0.10	1.06088	0.00000	0.00000
156	2009.12.16 05:15	close	78	0.10	1.06109	0.00000	0.00000	-2.03	9545.31
157	2009.12.16 05:17	buy	79	0.10	1.06118	0.00000	0.00000
158	2009.12.16 08:02	close	79	0.10	1.05992	0.00000	0.00000	-11.89	9533.42
159	2009.12.16 08:02	sell	80	0.10	1.05992	0.00000	0.00000
160	2009.12.16 14:15	close	80	0.10	1.06065	0.00000	0.00000	-6.88	9526.54
161	2009.12.16 14:17	buy	81	0.10	1.06046	0.00000	0.00000
162	2009.12.16 20:02	close	81	0.10	1.05852	0.00000	0.00000	-18.33	9508.21
163	2009.12.16 20:02	sell	82	0.10	1.05852	0.00000	0.00000
164	2009.12.17 01:15	close	82	0.10	1.06178	0.00000	0.00000	-30.84	9477.37
165	2009.12.17 01:17	buy	83	0.10	1.06188	0.00000	0.00000
166	2009.12.17 08:02	close	83	0.10	1.06770	0.00000	0.00000	54.51	9531.88
167	2009.12.17 08:02	sell	84	0.10	1.06770	0.00000	0.00000
168	2009.12.17 11:20	close	84	0.10	1.07180	0.00000	0.00000	-38.25	9493.63
169	2009.12.17 11:22	buy	85	0.10	1.07150	0.00000	0.00000
170	2009.12.17 13:02	close	85	0.10	1.06997	0.00000	0.00000	-14.30	9479.33
171	2009.12.17 13:02	sell	86	0.10	1.06997	0.00000	0.00000
172	2009.12.17 14:15	close	86	0.10	1.07396	0.00000	0.00000	-37.15	9442.18
173	2009.12.17 14:17	buy	87	0.10	1.07368	0.00000	0.00000
174	2009.12.17 15:15	close	87	0.10	1.07091	0.00000	0.00000	-25.87	9416.31
175	2009.12.17 15:15	sell	88	0.10	1.07091	0.00000	0.00000
176	2009.12.17 17:20	close	88	0.10	1.07104	0.00000	0.00000	-1.21	9415.10
177	2009.12.17 17:22	buy	89	0.10	1.07072	0.00000	0.00000
178	2009.12.17 19:07	close	89	0.10	1.07082	0.00000	0.00000	0.93	9416.03
179	2009.12.17 19:07	sell	90	0.10	1.07082	0.00000	0.00000
180	2009.12.17 22:10	close	90	0.10	1.07088	0.00000	0.00000	-0.56	9415.47
181	2009.12.17 22:12	buy	91	0.10	1.07072	0.00000	0.00000
182	2009.12.18 01:50	close	91	0.10	1.06890	0.00000	0.00000	-17.10	9398.38
183	2009.12.18 01:50	sell	92	0.10	1.06890	0.00000	0.00000
184	2009.12.18 07:33	close	92	0.10	1.06720	0.00000	0.00000	15.93	9414.31
185	2009.12.18 07:36	buy	93	0.10	1.06730	0.00000	0.00000
186	2009.12.18 09:15	close	93	0.10	1.06668	0.00000	0.00000	-5.81	9408.50
187	2009.12.18 09:15	sell	94	0.10	1.06668	0.00000	0.00000
188	2009.12.18 10:10	close	94	0.10	1.06904	0.00000	0.00000	-22.08	9386.42
189	2009.12.18 10:12	buy	95	0.10	1.06884	0.00000	0.00000
190	2009.12.18 11:50	close	95	0.10	1.06543	0.00000	0.00000	-32.01	9354.41
191	2009.12.18 11:50	sell	96	0.10	1.06543	0.00000	0.00000
192	2009.12.18 13:15	close	96	0.10	1.06694	0.00000	0.00000	-14.15	9340.26
193	2009.12.18 13:17	buy	97	0.10	1.06675	0.00000	0.00000
194	2009.12.18 15:20	close	97	0.10	1.06456	0.00000	0.00000	-20.57	9319.69
195	2009.12.18 15:20	sell	98	0.10	1.06456	0.00000	0.00000
196	2009.12.18 17:15	close	98	0.10	1.06926	0.00000	0.00000	-43.96	9275.73
197	2009.12.18 17:17	buy	99	0.10	1.06898	0.00000	0.00000
198	2009.12.18 18:15	close	99	0.10	1.06628	0.00000	0.00000	-25.32	9250.41
199	2009.12.18 18:15	sell	100	0.10	1.06628	0.00000	0.00000
200	2009.12.18 22:10	close	100	0.10	1.06665	0.00000	0.00000	-3.47	9246.94
201	2009.12.18 22:12	buy	101	0.10	1.06652	0.00000	0.00000
202	2009.12.21 01:45	close	101	0.10	1.06728	0.00000	0.00000	7.05	9253.99
203	2009.12.21 01:45	sell	102	0.10	1.06728	0.00000	0.00000
204	2009.12.21 02:15	close	102	0.10	1.06747	0.00000	0.00000	-1.78	9252.21
205	2009.12.21 02:17	buy	103	0.10	1.06754	0.00000	0.00000
206	2009.12.21 06:15	close	103	0.10	1.06652	0.00000	0.00000	-9.56	9242.65
207	2009.12.21 06:15	sell	104	0.10	1.06652	0.00000	0.00000
208	2009.12.21 07:20	close	104	0.10	1.06672	0.00000	0.00000	-1.87	9240.78
209	2009.12.21 07:22	buy	105	0.10	1.06689	0.00000	0.00000
210	2009.12.21 08:03	close	105	0.10	1.06556	0.00000	0.00000	-12.48	9228.30
211	2009.12.21 08:03	sell	106	0.10	1.06556	0.00000	0.00000
212	2009.12.21 09:13	close	106	0.10	1.06877	0.00000	0.00000	-30.03	9198.27
213	2009.12.21 09:16	buy	107	0.10	1.06860	0.00000	0.00000
214	2009.12.21 11:05	close	107	0.10	1.06521	0.00000	0.00000	-31.82	9166.45
215	2009.12.21 11:05	sell	108	0.10	1.06521	0.00000	0.00000
216	2009.12.21 15:07	close	108	0.10	1.05685	0.00000	0.00000	79.10	9245.55
217	2009.12.21 15:10	buy	109	0.10	1.05627	0.00000	0.00000
218	2009.12.22 00:50	close	109	0.10	1.06142	0.00000	0.00000	48.45	9294.01
219	2009.12.22 00:50	sell	110	0.10	1.06142	0.00000	0.00000
220	2009.12.22 06:45	close	110	0.10	1.06163	0.00000	0.00000	-1.98	9292.03
221	2009.12.22 06:47	buy	111	0.10	1.06170	0.00000	0.00000
222	2009.12.22 07:45	close	111	0.10	1.06087	0.00000	0.00000	-7.82	9284.21
223	2009.12.22 07:45	sell	112	0.10	1.06087	0.00000	0.00000
224	2009.12.22 15:50	close	112	0.10	1.05984	0.00000	0.00000	9.72	9293.93
225	2009.12.22 15:52	buy	113	0.10	1.05936	0.00000	0.00000
226	2009.12.22 17:20	close	113	0.10	1.05736	0.00000	0.00000	-18.92	9275.01
227	2009.12.22 17:20	sell	114	0.10	1.05736	0.00000	0.00000
228	2009.12.22 19:20	close	114	0.10	1.05725	0.00000	0.00000	1.04	9276.05
229	2009.12.22 19:22	buy	115	0.10	1.05702	0.00000	0.00000
230	2009.12.23 00:45	close	115	0.10	1.05687	0.00000	0.00000	-1.49	9274.56
231	2009.12.23 00:45	sell	116	0.10	1.05687	0.00000	0.00000
232	2009.12.23 04:20	close	116	0.10	1.05656	0.00000	0.00000	2.93	9277.49
233	2009.12.23 04:22	buy	117	0.10	1.05679	0.00000	0.00000
234	2009.12.23 09:15	close	117	0.10	1.05482	0.00000	0.00000	-18.68	9258.81
235	2009.12.23 09:15	sell	118	0.10	1.05482	0.00000	0.00000
236	2009.12.23 11:02	close	118	0.10	1.05682	0.00000	0.00000	-18.92	9239.89
237	2009.12.23 11:05	buy	119	0.10	1.05667	0.00000	0.00000
238	2009.12.23 12:15	close	119	0.10	1.05403	0.00000	0.00000	-25.05	9214.84
239	2009.12.23 12:15	sell	120	0.10	1.05403	0.00000	0.00000
240	2009.12.23 15:07	close	120	0.10	1.05201	0.00000	0.00000	19.20	9234.04
241	2009.12.23 15:10	buy	121	0.10	1.05104	0.00000	0.00000
242	2009.12.23 18:07	close	121	0.10	1.04699	0.00000	0.00000	-38.68	9195.36
243	2009.12.23 18:07	sell	122	0.10	1.04699	0.00000	0.00000
244	2009.12.23 21:15	close	122	0.10	1.04862	0.00000	0.00000	-15.54	9179.82
245	2009.12.23 21:17	buy	123	0.10	1.04853	0.00000	0.00000
246	2009.12.24 07:10	close	123	0.10	1.04845	0.00000	0.00000	-0.96	9178.86
247	2009.12.24 07:10	sell	124	0.10	1.04845	0.00000	0.00000
248	2009.12.24 09:15	close	124	0.10	1.04883	0.00000	0.00000	-3.62	9175.24
249	2009.12.24 09:17	buy	125	0.10	1.04868	0.00000	0.00000
250	2009.12.24 10:20	close	125	0.10	1.04696	0.00000	0.00000	-16.43	9158.81
251	2009.12.24 10:20	sell	126	0.10	1.04696	0.00000	0.00000
252	2009.12.24 15:02	close	126	0.10	1.04916	0.00000	0.00000	-20.97	9137.84
253	2009.12.24 15:05	buy	127	0.10	1.04900	0.00000	0.00000
254	2009.12.24 16:20	close	127	0.10	1.04688	0.00000	0.00000	-20.25	9117.59
255	2009.12.24 16:20	sell	128	0.10	1.04688	0.00000	0.00000
256	2009.12.24 17:15	close	128	0.10	1.04918	0.00000	0.00000	-21.92	9095.67
257	2009.12.24 17:17	buy	129	0.10	1.04904	0.00000	0.00000
258	2009.12.28 02:45	close	129	0.10	1.04795	0.00000	0.00000	-10.53	9085.14
259	2009.12.28 02:45	sell	130	0.10	1.04795	0.00000	0.00000
260	2009.12.28 05:10	close	130	0.10	1.04727	0.00000	0.00000	6.49	9091.63
261	2009.12.28 05:13	buy	131	0.10	1.04719	0.00000	0.00000
262	2009.12.28 06:50	close	131	0.10	1.04685	0.00000	0.00000	-3.25	9088.38
263	2009.12.28 06:50	sell	132	0.10	1.04685	0.00000	0.00000
264	2009.12.28 07:20	close	132	0.10	1.04726	0.00000	0.00000	-3.91	9084.47
265	2009.12.28 07:22	buy	133	0.10	1.04708	0.00000	0.00000
266	2009.12.28 14:07	close	133	0.10	1.04586	0.00000	0.00000	-11.67	9072.80
267	2009.12.28 14:07	sell	134	0.10	1.04586	0.00000	0.00000
268	2009.12.28 19:02	close	134	0.10	1.04347	0.00000	0.00000	22.90	9095.70
269	2009.12.28 19:05	buy	135	0.10	1.04340	0.00000	0.00000
270	2009.12.29 02:10	close	135	0.10	1.04264	0.00000	0.00000	-7.36	9088.34
271	2009.12.29 02:10	sell	136	0.10	1.04264	0.00000	0.00000
272	2009.12.29 03:20	close	136	0.10	1.04433	0.00000	0.00000	-16.18	9072.16
273	2009.12.29 03:22	buy	137	0.10	1.04413	0.00000	0.00000
274	2009.12.29 07:45	close	137	0.10	1.04281	0.00000	0.00000	-12.66	9059.50
275	2009.12.29 07:45	sell	138	0.10	1.04281	0.00000	0.00000
276	2009.12.29 16:15	close	138	0.10	1.03990	0.00000	0.00000	27.98	9087.48
277	2009.12.29 16:17	buy	139	0.10	1.03979	0.00000	0.00000
278	2009.12.29 18:07	close	139	0.10	1.03991	0.00000	0.00000	1.15	9088.63
279	2009.12.29 18:07	sell	140	0.10	1.03991	0.00000	0.00000
280	2009.12.29 21:45	close	140	0.10	1.04381	0.00000	0.00000	-37.36	9051.27
281	2009.12.29 21:47	buy	141	0.10	1.04360	0.00000	0.00000
282	2009.12.30 08:15	close	141	0.10	1.04810	0.00000	0.00000	42.86	9094.14
283	2009.12.30 08:15	sell	142	0.10	1.04810	0.00000	0.00000
284	2009.12.30 10:32	close	142	0.10	1.04851	0.00000	0.00000	-3.91	9090.23
285	2009.12.30 10:35	buy	143	0.10	1.04840	0.00000	0.00000
286	2009.12.30 11:03	close	143	0.10	1.04684	0.00000	0.00000	-14.90	9075.33
287	2009.12.30 11:03	sell	144	0.10	1.04684	0.00000	0.00000
288	2009.12.30 12:20	close	144	0.10	1.04898	0.00000	0.00000	-20.40	9054.93
289	2009.12.30 12:22	buy	145	0.10	1.04868	0.00000	0.00000
290	2009.12.30 14:02	close	145	0.10	1.04811	0.00000	0.00000	-5.44	9049.49
291	2009.12.30 14:02	sell	146	0.10	1.04811	0.00000	0.00000
292	2009.12.30 15:10	close	146	0.10	1.05104	0.00000	0.00000	-27.88	9021.61
293	2009.12.30 15:12	buy	147	0.10	1.05057	0.00000	0.00000
294	2009.12.30 22:03	close	147	0.10	1.05502	0.00000	0.00000	42.18	9063.79
295	2009.12.30 22:03	sell	148	0.10	1.05502	0.00000	0.00000
296	2009.12.31 07:40	close	148	0.10	1.05238	0.00000	0.00000	24.95	9088.74
297	2009.12.31 07:42	buy	149	0.10	1.05275	0.00000	0.00000
298	2009.12.31 09:15	close	149	0.10	1.04937	0.00000	0.00000	-32.21	9056.53
299	2009.12.31 09:15	sell	150	0.10	1.04937	0.00000	0.00000
300	2009.12.31 10:20	close	150	0.10	1.05158	0.00000	0.00000	-21.02	9035.51
301	2009.12.31 10:22	buy	151	0.10	1.05093	0.00000	0.00000
302	2009.12.31 15:20	close	151	0.10	1.04852	0.00000	0.00000	-22.98	9012.53
303	2009.12.31 15:20	sell	152	0.10	1.04852	0.00000	0.00000
304	2009.12.31 16:03	close	152	0.10	1.05028	0.00000	0.00000	-16.76	8995.77
305	2009.12.31 16:06	buy	153	0.10	1.04999	0.00000	0.00000
306	2009.12.31 17:05	close	153	0.10	1.04798	0.00000	0.00000	-19.18	8976.59
307	2009.12.31 17:05	sell	154	0.10	1.04798	0.00000	0.00000
308	2009.12.31 18:57	close at stop	154	0.10	1.04672	0.00000	0.00000	12.04	8988.63