Report Result : FractalTakeOut_v2 - Desynced Forex Repository

Strategy Tester Report

Download FractalTakeOut_v2

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		OpenTradeBuffer=1; CloseTradeBuffer=1; StopLoss$=10; MagicNumber=1913;

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

Initial deposit	10000.00
Total net profit	-555.03	Gross profit	1373.69	Gross loss	-1928.71
Profit factor	0.71	Expected payoff	-2.53
Absolute drawdown	578.76	Maximal drawdown	615.00 (6.13%)	Relative drawdown	6.13% (615.00)

Total trades	219	Short positions (won %)	128 (32.03%)	Long positions (won %)	91 (36.26%)
		Profit trades (% of total)	74 (33.79%)	Loss trades (% of total)	145 (66.21%)
Largest		profit trade	44.54	loss trade	-25.70
Average		profit trade	18.56	loss trade	-13.30
Maximum		consecutive wins (profit in money)	5 (68.91)	consecutive losses (loss in money)	9 (-137.33)
Maximal		consecutive profit (count of wins)	74.81 (3)	consecutive loss (count of losses)	-137.33 (9)
Average		consecutive wins	2	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 02:15	sell	1	0.10	1.05593	0.00000	0.00000
2	2009.12.01 02:46	close	1	0.10	1.05701	0.00000	0.00000	-10.22	9989.78
3	2009.12.01 02:46	sell	2	0.10	1.05658	0.00000	0.00000
4	2009.12.01 03:50	close	2	0.10	1.05473	0.00000	0.00000	17.54	10007.32
5	2009.12.01 05:50	sell	3	0.10	1.05655	0.00000	0.00000
6	2009.12.01 06:20	close	3	0.10	1.05808	0.00000	0.00000	-14.46	9992.86
7	2009.12.01 07:50	buy	4	0.10	1.05498	0.00000	0.00000
8	2009.12.01 08:03	close	4	0.10	1.05371	0.00000	0.00000	-12.05	9980.81
9	2009.12.01 12:20	sell	5	0.10	1.04689	0.00000	0.00000
10	2009.12.01 14:10	close	5	0.10	1.04529	0.00000	0.00000	15.31	9996.12
11	2009.12.01 18:20	sell	6	0.10	1.04411	0.00000	0.00000
12	2009.12.01 21:20	close	6	0.10	1.04556	0.00000	0.00000	-13.87	9982.25
13	2009.12.01 21:20	sell	7	0.10	1.04513	0.00000	0.00000
14	2009.12.01 21:33	close	7	0.10	1.04621	0.00000	0.00000	-10.32	9971.93
15	2009.12.01 21:33	sell	8	0.10	1.04578	0.00000	0.00000
16	2009.12.01 21:40	close	8	0.10	1.04685	0.00000	0.00000	-10.22	9961.71
17	2009.12.01 21:40	sell	9	0.10	1.04642	0.00000	0.00000
18	2009.12.01 21:46	close	9	0.10	1.04749	0.00000	0.00000	-10.21	9951.50
19	2009.12.01 21:46	sell	10	0.10	1.04706	0.00000	0.00000
20	2009.12.02 01:40	close	10	0.10	1.04595	0.00000	0.00000	10.56	9962.06
21	2009.12.02 02:20	sell	11	0.10	1.04697	0.00000	0.00000
22	2009.12.02 03:25	close	11	0.10	1.04558	0.00000	0.00000	13.29	9975.35
23	2009.12.02 05:33	sell	12	0.10	1.04575	0.00000	0.00000
24	2009.12.02 06:20	close	12	0.10	1.04460	0.00000	0.00000	11.01	9986.36
25	2009.12.02 08:10	sell	13	0.10	1.04516	0.00000	0.00000
26	2009.12.02 08:20	close	13	0.10	1.04663	0.00000	0.00000	-14.05	9972.31
27	2009.12.02 08:20	sell	14	0.10	1.04620	0.00000	0.00000
28	2009.12.02 09:07	close	14	0.10	1.04734	0.00000	0.00000	-10.88	9961.43
29	2009.12.02 09:07	sell	15	0.10	1.04691	0.00000	0.00000
30	2009.12.02 10:50	close	15	0.10	1.04381	0.00000	0.00000	29.70	9991.13
31	2009.12.02 12:20	sell	16	0.10	1.04614	0.00000	0.00000
32	2009.12.02 14:02	close	16	0.10	1.04439	0.00000	0.00000	16.76	10007.89
33	2009.12.02 16:20	buy	17	0.10	1.04451	0.00000	0.00000
34	2009.12.02 17:15	close	17	0.10	1.04748	0.00000	0.00000	28.35	10036.24
35	2009.12.03 00:03	buy	18	0.10	1.05065	0.00000	0.00000
36	2009.12.03 00:16	close	18	0.10	1.04900	0.00000	0.00000	-15.73	10020.51
37	2009.12.03 00:16	buy	19	0.10	1.04943	0.00000	0.00000
38	2009.12.03 01:20	close	19	0.10	1.04810	0.00000	0.00000	-12.69	10007.82
39	2009.12.03 01:20	buy	20	0.10	1.04853	0.00000	0.00000
40	2009.12.03 03:02	close	20	0.10	1.04998	0.00000	0.00000	13.81	10021.63
41	2009.12.03 03:50	buy	21	0.10	1.04857	0.00000	0.00000
42	2009.12.03 05:20	close	21	0.10	1.04993	0.00000	0.00000	12.95	10034.58
43	2009.12.03 07:40	buy	22	0.10	1.04918	0.00000	0.00000
44	2009.12.03 07:50	close	22	0.10	1.04745	0.00000	0.00000	-16.52	10018.06
45	2009.12.03 10:05	sell	23	0.10	1.04847	0.00000	0.00000
46	2009.12.03 10:30	close	23	0.10	1.04994	0.00000	0.00000	-14.00	10004.06
47	2009.12.03 10:30	sell	24	0.10	1.04951	0.00000	0.00000
48	2009.12.03 11:40	close	24	0.10	1.05091	0.00000	0.00000	-13.32	9990.74
49	2009.12.03 11:40	sell	25	0.10	1.05048	0.00000	0.00000
50	2009.12.03 14:40	close	25	0.10	1.05241	0.00000	0.00000	-18.34	9972.40
51	2009.12.03 17:10	buy	26	0.10	1.05363	0.00000	0.00000
52	2009.12.03 17:15	close	26	0.10	1.05231	0.00000	0.00000	-12.54	9959.86
53	2009.12.03 17:15	buy	27	0.10	1.05274	0.00000	0.00000
54	2009.12.03 17:20	close	27	0.10	1.05113	0.00000	0.00000	-15.32	9944.54
55	2009.12.03 17:20	buy	28	0.10	1.05156	0.00000	0.00000
56	2009.12.03 21:40	close	28	0.10	1.05408	0.00000	0.00000	23.91	9968.45
57	2009.12.04 01:00	buy	29	0.10	1.05629	0.00000	0.00000
58	2009.12.04 01:46	close	29	0.10	1.05758	0.00000	0.00000	12.20	9980.65
59	2009.12.04 04:45	buy	30	0.10	1.05636	0.00000	0.00000
60	2009.12.04 05:37	close	30	0.10	1.05680	0.00000	0.00000	4.16	9984.81
61	2009.12.04 06:02	buy	31	0.10	1.05590	0.00000	0.00000
62	2009.12.04 06:45	close	31	0.10	1.05694	0.00000	0.00000	9.84	9994.65
63	2009.12.04 07:46	buy	32	0.10	1.05544	0.00000	0.00000
64	2009.12.04 08:10	close	32	0.10	1.05404	0.00000	0.00000	-13.28	9981.37
65	2009.12.04 08:10	buy	33	0.10	1.05447	0.00000	0.00000
66	2009.12.04 08:16	close	33	0.10	1.05333	0.00000	0.00000	-10.82	9970.55
67	2009.12.04 08:16	buy	34	0.10	1.05376	0.00000	0.00000
68	2009.12.04 09:20	close	34	0.10	1.05693	0.00000	0.00000	29.99	10000.54
69	2009.12.04 12:15	buy	35	0.10	1.05473	0.00000	0.00000
70	2009.12.04 12:43	close	35	0.10	1.05352	0.00000	0.00000	-11.49	9989.05
71	2009.12.04 12:43	buy	36	0.10	1.05395	0.00000	0.00000
72	2009.12.04 12:59	close	36	0.10	1.05255	0.00000	0.00000	-13.30	9975.75
73	2009.12.04 15:02	sell	37	0.10	1.05099	0.00000	0.00000
74	2009.12.04 16:33	close	37	0.10	1.05205	0.00000	0.00000	-10.08	9965.67
75	2009.12.04 16:33	sell	38	0.10	1.05162	0.00000	0.00000
76	2009.12.04 17:32	close	38	0.10	1.05433	0.00000	0.00000	-25.70	9939.97
77	2009.12.04 17:32	sell	39	0.10	1.05390	0.00000	0.00000
78	2009.12.04 19:20	close	39	0.10	1.05558	0.00000	0.00000	-15.92	9924.05
79	2009.12.04 19:20	sell	40	0.10	1.05515	0.00000	0.00000
80	2009.12.04 19:45	close	40	0.10	1.05694	0.00000	0.00000	-16.94	9907.11
81	2009.12.04 19:45	sell	41	0.10	1.05651	0.00000	0.00000
82	2009.12.04 19:50	close	41	0.10	1.05771	0.00000	0.00000	-11.35	9895.76
83	2009.12.07 00:00	buy	42	0.10	1.05604	0.00000	0.00000
84	2009.12.07 01:45	close	42	0.10	1.05428	0.00000	0.00000	-16.69	9879.07
85	2009.12.07 01:45	buy	43	0.10	1.05471	0.00000	0.00000
86	2009.12.07 01:50	close	43	0.10	1.05304	0.00000	0.00000	-15.86	9863.21
87	2009.12.07 01:50	buy	44	0.10	1.05347	0.00000	0.00000
88	2009.12.07 05:50	close	44	0.10	1.05540	0.00000	0.00000	18.29	9881.50
89	2009.12.07 07:15	buy	45	0.10	1.05494	0.00000	0.00000
90	2009.12.07 07:20	close	45	0.10	1.05377	0.00000	0.00000	-11.10	9870.40
91	2009.12.07 07:20	buy	46	0.10	1.05420	0.00000	0.00000
92	2009.12.07 08:20	close	46	0.10	1.05653	0.00000	0.00000	22.05	9892.45
93	2009.12.07 13:45	buy	47	0.10	1.05956	0.00000	0.00000
94	2009.12.07 13:50	close	47	0.10	1.05811	0.00000	0.00000	-13.70	9878.75
95	2009.12.07 13:50	buy	48	0.10	1.05854	0.00000	0.00000
96	2009.12.07 14:33	close	48	0.10	1.05630	0.00000	0.00000	-21.21	9857.54
97	2009.12.07 14:33	buy	49	0.10	1.05673	0.00000	0.00000
98	2009.12.07 14:40	close	49	0.10	1.05506	0.00000	0.00000	-15.83	9841.71
99	2009.12.07 14:40	buy	50	0.10	1.05549	0.00000	0.00000
100	2009.12.07 14:46	close	50	0.10	1.05340	0.00000	0.00000	-19.84	9821.87
101	2009.12.07 20:40	sell	51	0.10	1.05228	0.00000	0.00000
102	2009.12.07 20:50	close	51	0.10	1.05386	0.00000	0.00000	-14.99	9806.88
103	2009.12.07 20:50	sell	52	0.10	1.05343	0.00000	0.00000
104	2009.12.07 22:59	close	52	0.10	1.05148	0.00000	0.00000	18.55	9825.43
105	2009.12.08 03:16	sell	53	0.10	1.05098	0.00000	0.00000
106	2009.12.08 06:32	close	53	0.10	1.05230	0.00000	0.00000	-12.54	9812.89
107	2009.12.08 06:32	sell	54	0.10	1.05187	0.00000	0.00000
108	2009.12.08 06:50	close	54	0.10	1.05015	0.00000	0.00000	16.38	9829.27
109	2009.12.08 07:20	sell	55	0.10	1.05201	0.00000	0.00000
110	2009.12.08 08:20	close	55	0.10	1.05331	0.00000	0.00000	-12.34	9816.93
111	2009.12.08 08:20	sell	56	0.10	1.05288	0.00000	0.00000
112	2009.12.08 08:40	close	56	0.10	1.05395	0.00000	0.00000	-10.15	9806.78
113	2009.12.08 10:20	buy	57	0.10	1.05086	0.00000	0.00000
114	2009.12.08 10:50	close	57	0.10	1.04897	0.00000	0.00000	-18.02	9788.76
115	2009.12.08 12:10	sell	58	0.10	1.05240	0.00000	0.00000
116	2009.12.08 12:15	close	58	0.10	1.05346	0.00000	0.00000	-10.06	9778.70
117	2009.12.08 12:15	sell	59	0.10	1.05303	0.00000	0.00000
118	2009.12.08 12:20	close	59	0.10	1.05410	0.00000	0.00000	-10.15	9768.55
119	2009.12.08 12:20	sell	60	0.10	1.05367	0.00000	0.00000
120	2009.12.08 12:45	close	60	0.10	1.05523	0.00000	0.00000	-14.78	9753.77
121	2009.12.08 12:45	sell	61	0.10	1.05480	0.00000	0.00000
122	2009.12.08 12:50	close	61	0.10	1.05594	0.00000	0.00000	-10.80	9742.97
123	2009.12.08 12:50	sell	62	0.10	1.05551	0.00000	0.00000
124	2009.12.08 14:15	close	62	0.10	1.05713	0.00000	0.00000	-15.32	9727.65
125	2009.12.08 22:10	buy	63	0.10	1.06370	0.00000	0.00000
126	2009.12.08 22:20	close	63	0.10	1.06232	0.00000	0.00000	-12.99	9714.66
127	2009.12.08 22:20	buy	64	0.10	1.06275	0.00000	0.00000
128	2009.12.09 00:15	close	64	0.10	1.06458	0.00000	0.00000	17.12	9731.79
129	2009.12.09 03:15	buy	65	0.10	1.06240	0.00000	0.00000
130	2009.12.09 04:20	close	65	0.10	1.06097	0.00000	0.00000	-13.48	9718.31
131	2009.12.09 06:00	sell	66	0.10	1.06219	0.00000	0.00000
132	2009.12.09 07:20	close	66	0.10	1.06334	0.00000	0.00000	-10.81	9707.50
133	2009.12.09 07:20	sell	67	0.10	1.06291	0.00000	0.00000
134	2009.12.09 07:40	close	67	0.10	1.06421	0.00000	0.00000	-12.22	9695.28
135	2009.12.09 07:40	sell	68	0.10	1.06378	0.00000	0.00000
136	2009.12.09 07:50	close	68	0.10	1.06509	0.00000	0.00000	-12.30	9682.98
137	2009.12.09 07:50	sell	69	0.10	1.06466	0.00000	0.00000
138	2009.12.09 09:15	close	69	0.10	1.06161	0.00000	0.00000	28.73	9711.71
139	2009.12.09 14:07	sell	70	0.10	1.06094	0.00000	0.00000
140	2009.12.09 14:20	close	70	0.10	1.05887	0.00000	0.00000	19.55	9731.26
141	2009.12.09 15:10	sell	71	0.10	1.06161	0.00000	0.00000
142	2009.12.09 15:15	close	71	0.10	1.06277	0.00000	0.00000	-10.91	9720.35
143	2009.12.09 15:15	sell	72	0.10	1.06234	0.00000	0.00000
144	2009.12.09 15:20	close	72	0.10	1.06351	0.00000	0.00000	-11.00	9709.35
145	2009.12.09 15:20	sell	73	0.10	1.06308	0.00000	0.00000
146	2009.12.09 16:20	close	73	0.10	1.05883	0.00000	0.00000	40.14	9749.49
147	2009.12.09 19:03	sell	74	0.10	1.05683	0.00000	0.00000
148	2009.12.09 19:16	close	74	0.10	1.05826	0.00000	0.00000	-13.51	9735.98
149	2009.12.09 19:16	sell	75	0.10	1.05783	0.00000	0.00000
150	2009.12.09 19:50	close	75	0.10	1.05908	0.00000	0.00000	-11.80	9724.18
151	2009.12.09 19:50	sell	76	0.10	1.05865	0.00000	0.00000
152	2009.12.09 20:20	close	76	0.10	1.05556	0.00000	0.00000	29.27	9753.45
153	2009.12.09 23:50	sell	77	0.10	1.05506	0.00000	0.00000
154	2009.12.10 01:40	close	77	0.10	1.05373	0.00000	0.00000	12.48	9765.93
155	2009.12.10 07:59	buy	78	0.10	1.05581	0.00000	0.00000
156	2009.12.10 08:10	close	78	0.10	1.05464	0.00000	0.00000	-11.09	9754.84
157	2009.12.10 08:10	buy	79	0.10	1.05507	0.00000	0.00000
158	2009.12.10 08:20	close	79	0.10	1.05328	0.00000	0.00000	-16.99	9737.85
159	2009.12.10 08:20	buy	80	0.10	1.05371	0.00000	0.00000
160	2009.12.10 09:02	close	80	0.10	1.05762	0.00000	0.00000	36.97	9774.82
161	2009.12.10 09:50	buy	81	0.10	1.05450	0.00000	0.00000
162	2009.12.10 11:15	close	81	0.10	1.05290	0.00000	0.00000	-15.20	9759.62
163	2009.12.10 16:00	sell	82	0.10	1.05053	0.00000	0.00000
164	2009.12.10 16:10	close	82	0.10	1.05237	0.00000	0.00000	-17.48	9742.14
165	2009.12.10 16:10	sell	83	0.10	1.05194	0.00000	0.00000
166	2009.12.10 16:15	close	83	0.10	1.05340	0.00000	0.00000	-13.86	9728.28
167	2009.12.10 16:15	sell	84	0.10	1.05297	0.00000	0.00000
168	2009.12.10 16:20	close	84	0.10	1.05444	0.00000	0.00000	-13.94	9714.34
169	2009.12.10 16:20	sell	85	0.10	1.05401	0.00000	0.00000
170	2009.12.10 18:20	close	85	0.10	1.05517	0.00000	0.00000	-10.99	9703.35
171	2009.12.10 18:20	sell	86	0.10	1.05474	0.00000	0.00000
172	2009.12.10 20:10	close	86	0.10	1.05159	0.00000	0.00000	29.95	9733.30
173	2009.12.10 22:45	sell	87	0.10	1.05151	0.00000	0.00000
174	2009.12.10 23:37	close	87	0.10	1.05028	0.00000	0.00000	11.71	9745.01
175	2009.12.10 23:50	sell	88	0.10	1.05148	0.00000	0.00000
176	2009.12.11 03:15	close	88	0.10	1.05268	0.00000	0.00000	-11.45	9733.56
177	2009.12.11 04:02	buy	89	0.10	1.05117	0.00000	0.00000
178	2009.12.11 06:02	close	89	0.10	1.05186	0.00000	0.00000	6.56	9740.12
179	2009.12.11 07:15	buy	90	0.10	1.05142	0.00000	0.00000
180	2009.12.11 07:50	close	90	0.10	1.05193	0.00000	0.00000	4.85	9744.97
181	2009.12.11 09:15	buy	91	0.10	1.05112	0.00000	0.00000
182	2009.12.11 09:37	close	91	0.10	1.05004	0.00000	0.00000	-10.29	9734.68
183	2009.12.11 14:50	sell	92	0.10	1.05075	0.00000	0.00000
184	2009.12.11 15:10	close	92	0.10	1.05183	0.00000	0.00000	-10.27	9724.41
185	2009.12.11 15:10	sell	93	0.10	1.05140	0.00000	0.00000
186	2009.12.11 15:15	close	93	0.10	1.05275	0.00000	0.00000	-12.82	9711.59
187	2009.12.11 15:15	sell	94	0.10	1.05232	0.00000	0.00000
188	2009.12.11 15:20	close	94	0.10	1.05367	0.00000	0.00000	-12.81	9698.78
189	2009.12.11 15:20	sell	95	0.10	1.05324	0.00000	0.00000
190	2009.12.11 15:32	close	95	0.10	1.05432	0.00000	0.00000	-10.24	9688.54
191	2009.12.11 15:32	sell	96	0.10	1.05389	0.00000	0.00000
192	2009.12.11 16:15	close	96	0.10	1.05558	0.00000	0.00000	-16.01	9672.53
193	2009.12.11 21:50	buy	97	0.10	1.05970	0.00000	0.00000
194	2009.12.14 00:15	close	97	0.10	1.05849	0.00000	0.00000	-11.50	9661.03
195	2009.12.14 00:15	buy	98	0.10	1.05892	0.00000	0.00000
196	2009.12.14 00:20	close	98	0.10	1.05709	0.00000	0.00000	-17.31	9643.72
197	2009.12.14 00:20	buy	99	0.10	1.05752	0.00000	0.00000
198	2009.12.14 04:10	close	99	0.10	1.06046	0.00000	0.00000	27.72	9671.44
199	2009.12.14 05:20	buy	100	0.10	1.05851	0.00000	0.00000
200	2009.12.14 06:25	close	100	0.10	1.05743	0.00000	0.00000	-10.21	9661.23
201	2009.12.14 06:25	buy	101	0.10	1.05786	0.00000	0.00000
202	2009.12.14 07:20	close	101	0.10	1.05653	0.00000	0.00000	-12.59	9648.64
203	2009.12.14 08:20	sell	102	0.10	1.05899	0.00000	0.00000
204	2009.12.14 08:59	close	102	0.10	1.06043	0.00000	0.00000	-13.58	9635.06
205	2009.12.14 08:59	sell	103	0.10	1.06000	0.00000	0.00000
206	2009.12.14 09:15	close	103	0.10	1.06189	0.00000	0.00000	-17.80	9617.26
207	2009.12.14 09:15	sell	104	0.10	1.06146	0.00000	0.00000
208	2009.12.14 09:20	close	104	0.10	1.06273	0.00000	0.00000	-11.95	9605.31
209	2009.12.14 14:02	buy	105	0.10	1.06359	0.00000	0.00000
210	2009.12.14 14:20	close	105	0.10	1.06558	0.00000	0.00000	18.68	9623.99
211	2009.12.14 15:45	buy	106	0.10	1.06310	0.00000	0.00000
212	2009.12.14 15:50	close	106	0.10	1.06176	0.00000	0.00000	-12.62	9611.37
213	2009.12.14 15:50	buy	107	0.10	1.06219	0.00000	0.00000
214	2009.12.14 16:50	close	107	0.10	1.05979	0.00000	0.00000	-22.65	9588.72
215	2009.12.14 16:50	buy	108	0.10	1.06022	0.00000	0.00000
216	2009.12.14 17:20	close	108	0.10	1.05877	0.00000	0.00000	-13.70	9575.02
217	2009.12.14 17:20	buy	109	0.10	1.05920	0.00000	0.00000
218	2009.12.14 17:32	close	109	0.10	1.05799	0.00000	0.00000	-11.44	9563.58
219	2009.12.14 17:32	buy	110	0.10	1.05842	0.00000	0.00000
220	2009.12.14 18:16	close	110	0.10	1.05701	0.00000	0.00000	-13.34	9550.24
221	2009.12.14 18:16	buy	111	0.10	1.05744	0.00000	0.00000
222	2009.12.14 20:00	close	111	0.10	1.05933	0.00000	0.00000	17.84	9568.08
223	2009.12.14 22:20	buy	112	0.10	1.05860	0.00000	0.00000
224	2009.12.15 01:50	close	112	0.10	1.05982	0.00000	0.00000	11.44	9579.53
225	2009.12.15 02:07	buy	113	0.10	1.05899	0.00000	0.00000
226	2009.12.15 04:45	close	113	0.10	1.05787	0.00000	0.00000	-10.59	9568.94
227	2009.12.15 04:45	buy	114	0.10	1.05830	0.00000	0.00000
228	2009.12.15 05:03	close	114	0.10	1.05695	0.00000	0.00000	-12.77	9556.17
229	2009.12.15 08:40	sell	115	0.10	1.05741	0.00000	0.00000
230	2009.12.15 08:45	close	115	0.10	1.05879	0.00000	0.00000	-13.03	9543.14
231	2009.12.15 08:45	sell	116	0.10	1.05836	0.00000	0.00000
232	2009.12.15 08:50	close	116	0.10	1.05975	0.00000	0.00000	-13.12	9530.02
233	2009.12.15 08:50	sell	117	0.10	1.05932	0.00000	0.00000
234	2009.12.15 09:10	close	117	0.10	1.06079	0.00000	0.00000	-13.86	9516.16
235	2009.12.15 14:20	buy	118	0.10	1.06268	0.00000	0.00000
236	2009.12.15 14:45	close	118	0.10	1.06108	0.00000	0.00000	-15.08	9501.08
237	2009.12.15 14:45	buy	119	0.10	1.06151	0.00000	0.00000
238	2009.12.15 14:50	close	119	0.10	1.05962	0.00000	0.00000	-17.84	9483.24
239	2009.12.15 14:50	buy	120	0.10	1.06005	0.00000	0.00000
240	2009.12.15 15:20	close	120	0.10	1.05818	0.00000	0.00000	-17.67	9465.57
241	2009.12.15 15:20	buy	121	0.10	1.05861	0.00000	0.00000
242	2009.12.15 17:45	close	121	0.10	1.06185	0.00000	0.00000	30.51	9496.08
243	2009.12.15 20:50	buy	122	0.10	1.06142	0.00000	0.00000
244	2009.12.16 01:20	close	122	0.10	1.06158	0.00000	0.00000	1.44	9497.52
245	2009.12.16 01:50	buy	123	0.10	1.06068	0.00000	0.00000
246	2009.12.16 02:20	close	123	0.10	1.06159	0.00000	0.00000	8.57	9506.09
247	2009.12.16 04:20	buy	124	0.10	1.06082	0.00000	0.00000
248	2009.12.16 05:02	close	124	0.10	1.06137	0.00000	0.00000	5.18	9511.27
249	2009.12.16 08:45	sell	125	0.10	1.06220	0.00000	0.00000
250	2009.12.16 09:50	close	125	0.10	1.05974	0.00000	0.00000	23.21	9534.48
251	2009.12.16 11:20	sell	126	0.10	1.06161	0.00000	0.00000
252	2009.12.16 11:45	close	126	0.10	1.06283	0.00000	0.00000	-11.48	9523.00
253	2009.12.16 11:45	sell	127	0.10	1.06240	0.00000	0.00000
254	2009.12.16 13:20	close	127	0.10	1.05904	0.00000	0.00000	31.73	9554.73
255	2009.12.16 15:03	sell	128	0.10	1.06119	0.00000	0.00000
256	2009.12.16 15:16	close	128	0.10	1.06256	0.00000	0.00000	-12.89	9541.84
257	2009.12.16 15:16	sell	129	0.10	1.06213	0.00000	0.00000
258	2009.12.16 15:50	close	129	0.10	1.05742	0.00000	0.00000	44.54	9586.38
259	2009.12.16 18:50	sell	130	0.10	1.05974	0.00000	0.00000
260	2009.12.16 20:07	close	130	0.10	1.05853	0.00000	0.00000	11.43	9597.81
261	2009.12.16 20:10	sell	131	0.10	1.06018	0.00000	0.00000
262	2009.12.16 20:15	close	131	0.10	1.06186	0.00000	0.00000	-15.82	9581.99
263	2009.12.16 20:15	sell	132	0.10	1.06143	0.00000	0.00000
264	2009.12.16 20:20	close	132	0.10	1.06311	0.00000	0.00000	-15.80	9566.19
265	2009.12.17 08:02	buy	133	0.10	1.06813	0.00000	0.00000
266	2009.12.17 08:45	close	133	0.10	1.06699	0.00000	0.00000	-10.68	9555.51
267	2009.12.17 08:45	buy	134	0.10	1.06742	0.00000	0.00000
268	2009.12.17 08:50	close	134	0.10	1.06575	0.00000	0.00000	-15.67	9539.84
269	2009.12.17 08:50	buy	135	0.10	1.06618	0.00000	0.00000
270	2009.12.17 10:20	close	135	0.10	1.06863	0.00000	0.00000	22.93	9562.77
271	2009.12.17 13:02	buy	136	0.10	1.07040	0.00000	0.00000
272	2009.12.17 14:15	close	136	0.10	1.07369	0.00000	0.00000	30.64	9593.41
273	2009.12.17 15:20	buy	137	0.10	1.07017	0.00000	0.00000
274	2009.12.17 15:32	close	137	0.10	1.06856	0.00000	0.00000	-15.07	9578.34
275	2009.12.17 15:32	buy	138	0.10	1.06899	0.00000	0.00000
276	2009.12.17 16:20	close	138	0.10	1.06688	0.00000	0.00000	-19.78	9558.56
277	2009.12.17 16:20	buy	139	0.10	1.06731	0.00000	0.00000
278	2009.12.17 18:00	close	139	0.10	1.07114	0.00000	0.00000	35.76	9594.32
279	2009.12.17 20:10	buy	140	0.10	1.07087	0.00000	0.00000
280	2009.12.17 20:20	close	140	0.10	1.06950	0.00000	0.00000	-12.81	9581.51
281	2009.12.17 20:20	buy	141	0.10	1.06993	0.00000	0.00000
282	2009.12.17 22:15	close	141	0.10	1.07109	0.00000	0.00000	10.83	9592.34
283	2009.12.18 00:50	buy	142	0.10	1.07019	0.00000	0.00000
284	2009.12.18 01:50	close	142	0.10	1.06890	0.00000	0.00000	-12.07	9580.27
285	2009.12.18 06:20	sell	143	0.10	1.06749	0.00000	0.00000
286	2009.12.18 07:02	close	143	0.10	1.06869	0.00000	0.00000	-11.23	9569.04
287	2009.12.18 07:02	sell	144	0.10	1.06826	0.00000	0.00000
288	2009.12.18 08:20	close	144	0.10	1.06965	0.00000	0.00000	-12.99	9556.05
289	2009.12.18 08:20	sell	145	0.10	1.06922	0.00000	0.00000
290	2009.12.18 09:15	close	145	0.10	1.06711	0.00000	0.00000	19.77	9575.82
291	2009.12.18 10:15	sell	146	0.10	1.06937	0.00000	0.00000
292	2009.12.18 10:37	close	146	0.10	1.07047	0.00000	0.00000	-10.28	9565.54
293	2009.12.18 10:37	sell	147	0.10	1.07004	0.00000	0.00000
294	2009.12.18 10:50	close	147	0.10	1.06612	0.00000	0.00000	36.77	9602.31
295	2009.12.18 14:07	sell	148	0.10	1.06703	0.00000	0.00000
296	2009.12.18 15:45	close	148	0.10	1.06434	0.00000	0.00000	25.27	9627.58
297	2009.12.18 16:45	sell	149	0.10	1.06804	0.00000	0.00000
298	2009.12.18 16:50	close	149	0.10	1.06917	0.00000	0.00000	-10.57	9617.01
299	2009.12.18 16:50	sell	150	0.10	1.06874	0.00000	0.00000
300	2009.12.18 17:20	close	150	0.10	1.07025	0.00000	0.00000	-14.11	9602.90
301	2009.12.18 17:20	sell	151	0.10	1.06982	0.00000	0.00000
302	2009.12.18 19:00	close	151	0.10	1.06615	0.00000	0.00000	34.42	9637.32
303	2009.12.18 22:10	sell	152	0.10	1.06638	0.00000	0.00000
304	2009.12.18 22:20	close	152	0.10	1.06758	0.00000	0.00000	-11.24	9626.08
305	2009.12.18 22:20	sell	153	0.10	1.06715	0.00000	0.00000
306	2009.12.21 01:20	close	153	0.10	1.06659	0.00000	0.00000	5.20	9631.28
307	2009.12.21 01:50	sell	154	0.10	1.06758	0.00000	0.00000
308	2009.12.21 04:10	close	154	0.10	1.06705	0.00000	0.00000	4.97	9636.25
309	2009.12.21 06:20	sell	155	0.10	1.06679	0.00000	0.00000
310	2009.12.21 08:03	close	155	0.10	1.06599	0.00000	0.00000	7.50	9643.75
311	2009.12.21 08:26	sell	156	0.10	1.06740	0.00000	0.00000
312	2009.12.21 08:50	close	156	0.10	1.06868	0.00000	0.00000	-11.98	9631.77
313	2009.12.21 10:50	buy	157	0.10	1.06675	0.00000	0.00000
314	2009.12.21 10:59	close	157	0.10	1.06522	0.00000	0.00000	-14.36	9617.41
315	2009.12.21 10:59	buy	158	0.10	1.06565	0.00000	0.00000
316	2009.12.21 11:15	close	158	0.10	1.06380	0.00000	0.00000	-17.39	9600.02
317	2009.12.21 16:15	sell	159	0.10	1.05701	0.00000	0.00000
318	2009.12.21 16:20	close	159	0.10	1.05816	0.00000	0.00000	-10.87	9589.15
319	2009.12.21 16:20	sell	160	0.10	1.05773	0.00000	0.00000
320	2009.12.21 16:50	close	160	0.10	1.05905	0.00000	0.00000	-12.46	9576.69
321	2009.12.21 16:50	sell	161	0.10	1.05862	0.00000	0.00000
322	2009.12.21 17:15	close	161	0.10	1.06039	0.00000	0.00000	-16.69	9560.00
323	2009.12.21 17:15	sell	162	0.10	1.05996	0.00000	0.00000
324	2009.12.21 17:20	close	162	0.10	1.06125	0.00000	0.00000	-12.16	9547.84
325	2009.12.21 17:20	sell	163	0.10	1.06082	0.00000	0.00000
326	2009.12.21 18:50	close	163	0.10	1.06196	0.00000	0.00000	-10.73	9537.11
327	2009.12.21 18:50	sell	164	0.10	1.06153	0.00000	0.00000
328	2009.12.21 19:15	close	164	0.10	1.06309	0.00000	0.00000	-14.67	9522.44
329	2009.12.21 19:15	sell	165	0.10	1.06266	0.00000	0.00000
330	2009.12.21 21:50	close	165	0.10	1.06116	0.00000	0.00000	14.14	9536.58
331	2009.12.21 23:20	sell	166	0.10	1.06321	0.00000	0.00000
332	2009.12.22 00:50	close	166	0.10	1.06185	0.00000	0.00000	12.76	9549.35
333	2009.12.22 00:50	buy	167	0.10	1.06185	0.00000	0.00000
334	2009.12.22 03:20	close	167	0.10	1.06330	0.00000	0.00000	13.64	9562.99
335	2009.12.22 04:20	buy	168	0.10	1.06196	0.00000	0.00000
336	2009.12.22 07:45	close	168	0.10	1.06087	0.00000	0.00000	-10.27	9552.72
337	2009.12.22 12:50	sell	169	0.10	1.05845	0.00000	0.00000
338	2009.12.22 14:20	close	169	0.10	1.05999	0.00000	0.00000	-14.53	9538.19
339	2009.12.22 14:20	sell	170	0.10	1.05956	0.00000	0.00000
340	2009.12.22 16:40	close	170	0.10	1.06071	0.00000	0.00000	-10.84	9527.35
341	2009.12.22 16:40	sell	171	0.10	1.06028	0.00000	0.00000
342	2009.12.22 16:45	close	171	0.10	1.06147	0.00000	0.00000	-11.21	9516.14
343	2009.12.22 16:45	sell	172	0.10	1.06104	0.00000	0.00000
344	2009.12.22 16:50	close	172	0.10	1.06222	0.00000	0.00000	-11.11	9505.03
345	2009.12.22 16:50	sell	173	0.10	1.06179	0.00000	0.00000
346	2009.12.22 17:40	close	173	0.10	1.05749	0.00000	0.00000	40.66	9545.69
347	2009.12.22 21:15	sell	174	0.10	1.05631	0.00000	0.00000
348	2009.12.22 21:40	close	174	0.10	1.05784	0.00000	0.00000	-14.46	9531.23
349	2009.12.22 21:40	sell	175	0.10	1.05741	0.00000	0.00000
350	2009.12.22 21:50	close	175	0.10	1.05905	0.00000	0.00000	-15.49	9515.74
351	2009.12.22 21:50	sell	176	0.10	1.05862	0.00000	0.00000
352	2009.12.23 00:00	close	176	0.10	1.05701	0.00000	0.00000	15.18	9530.92
353	2009.12.23 03:59	sell	177	0.10	1.05670	0.00000	0.00000
354	2009.12.23 04:02	close	177	0.10	1.05787	0.00000	0.00000	-11.06	9519.86
355	2009.12.23 04:02	sell	178	0.10	1.05744	0.00000	0.00000
356	2009.12.23 06:45	close	178	0.10	1.05659	0.00000	0.00000	8.04	9527.90
357	2009.12.23 10:50	sell	179	0.10	1.05649	0.00000	0.00000
358	2009.12.23 12:20	close	179	0.10	1.05363	0.00000	0.00000	27.14	9555.04
359	2009.12.23 15:45	sell	180	0.10	1.05220	0.00000	0.00000
360	2009.12.23 15:50	close	180	0.10	1.05357	0.00000	0.00000	-13.00	9542.04
361	2009.12.23 15:50	sell	181	0.10	1.05314	0.00000	0.00000
362	2009.12.23 17:02	close	181	0.10	1.04906	0.00000	0.00000	38.89	9580.93
363	2009.12.23 21:15	sell	182	0.10	1.04835	0.00000	0.00000
364	2009.12.23 23:45	close	182	0.10	1.04955	0.00000	0.00000	-11.43	9569.50
365	2009.12.23 23:45	sell	183	0.10	1.04912	0.00000	0.00000
366	2009.12.24 03:15	close	183	0.10	1.04859	0.00000	0.00000	4.91	9574.41
367	2009.12.24 05:10	sell	184	0.10	1.04852	0.00000	0.00000
368	2009.12.24 07:15	close	184	0.10	1.04863	0.00000	0.00000	-1.05	9573.36
369	2009.12.24 09:15	sell	185	0.10	1.04856	0.00000	0.00000
370	2009.12.24 10:20	close	185	0.10	1.04739	0.00000	0.00000	11.17	9584.53
371	2009.12.24 14:45	sell	186	0.10	1.04758	0.00000	0.00000
372	2009.12.24 14:50	close	186	0.10	1.04891	0.00000	0.00000	-12.68	9571.85
373	2009.12.24 14:50	sell	187	0.10	1.04848	0.00000	0.00000
374	2009.12.24 15:33	close	187	0.10	1.04957	0.00000	0.00000	-10.39	9561.46
375	2009.12.24 15:33	sell	188	0.10	1.04914	0.00000	0.00000
376	2009.12.24 18:15	close	188	0.10	1.05038	0.00000	0.00000	-11.81	9549.65
377	2009.12.28 00:00	buy	189	0.10	1.04827	0.00000	0.00000
378	2009.12.28 01:50	close	189	0.10	1.04987	0.00000	0.00000	15.24	9564.89
379	2009.12.28 02:50	buy	190	0.10	1.04798	0.00000	0.00000
380	2009.12.28 03:40	close	190	0.10	1.04676	0.00000	0.00000	-11.66	9553.23
381	2009.12.28 07:32	sell	191	0.10	1.04744	0.00000	0.00000
382	2009.12.28 08:26	close	191	0.10	1.04858	0.00000	0.00000	-10.87	9542.36
383	2009.12.28 08:26	sell	192	0.10	1.04815	0.00000	0.00000
384	2009.12.28 08:45	close	192	0.10	1.04934	0.00000	0.00000	-11.34	9531.02
385	2009.12.28 08:45	sell	193	0.10	1.04891	0.00000	0.00000
386	2009.12.28 10:20	close	193	0.10	1.04998	0.00000	0.00000	-10.19	9520.83
387	2009.12.28 10:20	sell	194	0.10	1.04955	0.00000	0.00000
388	2009.12.28 12:15	close	194	0.10	1.04808	0.00000	0.00000	14.03	9534.86
389	2009.12.28 19:07	sell	195	0.10	1.04328	0.00000	0.00000
390	2009.12.28 20:32	close	195	0.10	1.04228	0.00000	0.00000	9.59	9544.45
391	2009.12.28 22:07	sell	196	0.10	1.04314	0.00000	0.00000
392	2009.12.29 02:02	close	196	0.10	1.04289	0.00000	0.00000	2.35	9546.80
393	2009.12.29 05:02	buy	197	0.10	1.04358	0.00000	0.00000
394	2009.12.29 07:07	close	197	0.10	1.04383	0.00000	0.00000	2.40	9549.20
395	2009.12.29 07:40	buy	198	0.10	1.04344	0.00000	0.00000
396	2009.12.29 08:20	close	198	0.10	1.04215	0.00000	0.00000	-12.38	9536.82
397	2009.12.29 11:50	sell	199	0.10	1.04215	0.00000	0.00000
398	2009.12.29 12:40	close	199	0.10	1.04008	0.00000	0.00000	19.90	9556.72
399	2009.12.29 15:50	sell	200	0.10	1.03940	0.00000	0.00000
400	2009.12.29 16:33	close	200	0.10	1.04113	0.00000	0.00000	-16.62	9540.10
401	2009.12.29 16:33	sell	201	0.10	1.04070	0.00000	0.00000
402	2009.12.29 16:46	close	201	0.10	1.04216	0.00000	0.00000	-14.01	9526.09
403	2009.12.29 16:46	sell	202	0.10	1.04173	0.00000	0.00000
404	2009.12.29 17:15	close	202	0.10	1.04358	0.00000	0.00000	-17.73	9508.36
405	2009.12.30 07:20	buy	203	0.10	1.04950	0.00000	0.00000
406	2009.12.30 07:50	close	203	0.10	1.04841	0.00000	0.00000	-10.40	9497.96
407	2009.12.30 07:50	buy	204	0.10	1.04884	0.00000	0.00000
408	2009.12.30 08:20	close	204	0.10	1.04757	0.00000	0.00000	-12.12	9485.84
409	2009.12.30 08:20	buy	205	0.10	1.04800	0.00000	0.00000
410	2009.12.30 09:20	close	205	0.10	1.04629	0.00000	0.00000	-16.34	9469.50
411	2009.12.30 09:20	buy	206	0.10	1.04672	0.00000	0.00000
412	2009.12.30 11:37	close	206	0.10	1.04831	0.00000	0.00000	15.17	9484.67
413	2009.12.30 23:03	buy	207	0.10	1.05497	0.00000	0.00000
414	2009.12.30 23:40	close	207	0.10	1.05587	0.00000	0.00000	8.52	9493.19
415	2009.12.31 00:15	buy	208	0.10	1.05474	0.00000	0.00000
416	2009.12.31 01:46	close	208	0.10	1.05350	0.00000	0.00000	-11.77	9481.42
417	2009.12.31 01:46	buy	209	0.10	1.05393	0.00000	0.00000
418	2009.12.31 02:35	close	209	0.10	1.05271	0.00000	0.00000	-11.59	9469.83
419	2009.12.31 02:35	buy	210	0.10	1.05314	0.00000	0.00000
420	2009.12.31 02:45	close	210	0.10	1.05156	0.00000	0.00000	-15.03	9454.80
421	2009.12.31 02:45	buy	211	0.10	1.05199	0.00000	0.00000
422	2009.12.31 02:50	close	211	0.10	1.05064	0.00000	0.00000	-12.85	9441.95
423	2009.12.31 02:50	buy	212	0.10	1.05107	0.00000	0.00000
424	2009.12.31 06:10	close	212	0.10	1.05211	0.00000	0.00000	9.88	9451.83
425	2009.12.31 07:45	buy	213	0.10	1.05142	0.00000	0.00000
426	2009.12.31 07:50	close	213	0.10	1.04950	0.00000	0.00000	-18.29	9433.54
427	2009.12.31 10:20	sell	214	0.10	1.05131	0.00000	0.00000
428	2009.12.31 12:15	close	214	0.10	1.04802	0.00000	0.00000	31.39	9464.93
429	2009.12.31 13:10	sell	215	0.10	1.04948	0.00000	0.00000
430	2009.12.31 13:15	close	215	0.10	1.05063	0.00000	0.00000	-10.95	9453.98
431	2009.12.31 13:15	sell	216	0.10	1.05020	0.00000	0.00000
432	2009.12.31 13:20	close	216	0.10	1.05136	0.00000	0.00000	-11.03	9442.95
433	2009.12.31 13:20	sell	217	0.10	1.05093	0.00000	0.00000
434	2009.12.31 13:32	close	217	0.10	1.05220	0.00000	0.00000	-12.07	9430.88
435	2009.12.31 15:45	buy	218	0.10	1.04857	0.00000	0.00000
436	2009.12.31 16:16	close	218	0.10	1.05176	0.00000	0.00000	30.33	9461.21
437	2009.12.31 16:50	buy	219	0.10	1.04842	0.00000	0.00000
438	2009.12.31 17:15	close	219	0.10	1.04672	0.00000	0.00000	-16.24	9444.97