Report Result : Kloss_ - Desynced Forex Repository

Strategy Tester Report

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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		Lots_Desc=""if"; Lots=0; RiskPercentage_Desc=""actual"; RiskPercentage=0; Slippage=2; Target_Desc=""Take"; Target=152; Loss_Desc=""Stop"; Loss=48; MA=1; CCI=10; StochasticK=5; StochasticD=3; StochasticS=3; CCIDiffer_Desc=""CCIDiffer"; CCIDiffer=120; StochDiffer_Desc=""50"; StochDiffer=20; MaxOrders_Desc=""no"; MaxOrders=3;

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

Initial deposit	10000.00
Total net profit	5.01	Gross profit	66.98	Gross loss	-61.97
Profit factor	1.08	Expected payoff	0.04
Absolute drawdown	6.10	Maximal drawdown	12.01 (0.12%)	Relative drawdown	0.12% (12.01)

Total trades	143	Short positions (won %)	8 (75.00%)	Long positions (won %)	135 (37.78%)
		Profit trades (% of total)	57 (39.86%)	Loss trades (% of total)	86 (60.14%)
Largest		profit trade	1.19	loss trade	-0.73
Average		profit trade	1.18	loss trade	-0.72
Maximum		consecutive wins (profit in money)	6 (7.04)	consecutive losses (loss in money)	10 (-7.15)
Maximal		consecutive profit (count of wins)	7.04 (6)	consecutive loss (count of losses)	-7.15 (10)
Average		consecutive wins	3	consecutive losses	4

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 08:03	buy	1	0.01	1.05399	1.05323	1.05523
2	2009.12.01 08:06	buy	2	0.01	1.05431	1.05355	1.05555
3	2009.12.01 08:10	s/l	1	0.01	1.05323	1.05323	1.05523	-0.73	9999.27
4	2009.12.01 08:10	s/l	2	0.01	1.05355	1.05355	1.05555	-0.72	9998.55
5	2009.12.01 08:10	buy	3	0.01	1.05301	1.05225	1.05425
6	2009.12.01 08:13	buy	4	0.01	1.05334	1.05258	1.05458
7	2009.12.01 08:16	s/l	3	0.01	1.05225	1.05225	1.05425	-0.72	9997.83
8	2009.12.01 08:16	s/l	4	0.01	1.05258	1.05258	1.05458	-0.73	9997.10
9	2009.12.01 08:16	buy	5	0.01	1.05171	1.05095	1.05295
10	2009.12.01 08:20	buy	6	0.01	1.05236	1.05160	1.05360
11	2009.12.01 08:23	buy	7	0.01	1.05204	1.05128	1.05328
12	2009.12.01 08:32	s/l	6	0.01	1.05160	1.05160	1.05360	-0.72	9996.38
13	2009.12.01 08:32	s/l	7	0.01	1.05128	1.05128	1.05328	-0.72	9995.66
14	2009.12.01 08:32	buy	8	0.01	1.05150	1.05074	1.05274
15	2009.12.01 08:35	buy	9	0.01	1.05169	1.05093	1.05293
16	2009.12.01 08:50	t/p	5	0.01	1.05295	1.05095	1.05295	1.18	9996.84
17	2009.12.01 08:50	t/p	8	0.01	1.05274	1.05074	1.05274	1.18	9998.02
18	2009.12.01 08:50	t/p	9	0.01	1.05293	1.05093	1.05293	1.18	9999.20
19	2009.12.01 08:52	buy	10	0.01	1.05306	1.05230	1.05430
20	2009.12.01 08:57	buy	11	0.01	1.05267	1.05191	1.05391
21	2009.12.01 08:59	s/l	10	0.01	1.05230	1.05230	1.05430	-0.72	9998.48
22	2009.12.01 08:59	buy	12	0.01	1.05252	1.05176	1.05376
23	2009.12.01 09:03	s/l	11	0.01	1.05191	1.05191	1.05391	-0.72	9997.76
24	2009.12.01 09:03	s/l	12	0.01	1.05176	1.05176	1.05376	-0.72	9997.04
25	2009.12.02 11:00	buy	13	0.01	1.04393	1.04317	1.04517
26	2009.12.02 11:02	buy	14	0.01	1.04346	1.04270	1.04470
27	2009.12.02 11:05	buy	15	0.01	1.04356	1.04280	1.04480
28	2009.12.02 11:07	s/l	13	0.01	1.04317	1.04317	1.04517	-0.72	9996.32
29	2009.12.02 11:07	buy	16	0.01	1.04336	1.04260	1.04460
30	2009.12.02 11:40	t/p	14	0.01	1.04470	1.04270	1.04470	1.19	9997.51
31	2009.12.02 11:40	t/p	15	0.01	1.04480	1.04280	1.04480	1.19	9998.70
32	2009.12.02 11:40	t/p	16	0.01	1.04460	1.04260	1.04460	1.18	9999.88
33	2009.12.02 14:45	sell	17	0.01	1.04734	1.04810	1.04610
34	2009.12.02 14:47	sell	18	0.01	1.04704	1.04780	1.04580
35	2009.12.02 14:50	s/l	17	0.01	1.04810	1.04810	1.04610	-0.73	9999.15
36	2009.12.02 14:50	s/l	18	0.01	1.04780	1.04780	1.04580	-0.72	9998.43
37	2009.12.02 14:50	sell	19	0.01	1.04823	1.04899	1.04699
38	2009.12.02 14:52	sell	20	0.01	1.04764	1.04840	1.04640
39	2009.12.02 14:55	sell	21	0.01	1.04793	1.04869	1.04669
40	2009.12.02 15:20	t/p	19	0.01	1.04699	1.04899	1.04699	1.18	9999.61
41	2009.12.02 15:26	t/p	20	0.01	1.04640	1.04840	1.04640	1.18	10000.79
42	2009.12.02 15:26	t/p	21	0.01	1.04669	1.04869	1.04669	1.19	10001.98
43	2009.12.04 08:10	buy	22	0.01	1.05432	1.05356	1.05556
44	2009.12.04 08:16	s/l	22	0.01	1.05356	1.05356	1.05556	-0.72	10001.26
45	2009.12.04 08:16	buy	23	0.01	1.05361	1.05285	1.05485
46	2009.12.04 08:23	buy	24	0.01	1.05379	1.05303	1.05503
47	2009.12.04 08:26	buy	25	0.01	1.05376	1.05300	1.05500
48	2009.12.04 08:45	t/p	23	0.01	1.05485	1.05285	1.05485	1.17	10002.43
49	2009.12.04 08:50	t/p	24	0.01	1.05503	1.05303	1.05503	1.18	10003.61
50	2009.12.04 08:50	t/p	25	0.01	1.05500	1.05300	1.05500	1.18	10004.79
51	2009.12.04 13:00	buy	26	0.01	1.05253	1.05177	1.05377
52	2009.12.04 13:03	s/l	26	0.01	1.05177	1.05177	1.05377	-0.72	10004.07
53	2009.12.04 13:03	buy	27	0.01	1.05049	1.04973	1.05173
54	2009.12.04 13:06	buy	28	0.01	1.05100	1.05024	1.05224
55	2009.12.04 13:10	s/l	27	0.01	1.04973	1.04973	1.05173	-0.73	10003.34
56	2009.12.04 13:10	s/l	28	0.01	1.05024	1.05024	1.05224	-0.72	10002.62
57	2009.12.04 13:10	buy	29	0.01	1.04896	1.04820	1.05020
58	2009.12.04 13:13	buy	30	0.01	1.04947	1.04871	1.05071
59	2009.12.04 13:16	s/l	29	0.01	1.04820	1.04820	1.05020	-0.73	10001.89
60	2009.12.04 13:16	s/l	30	0.01	1.04871	1.04871	1.05071	-0.72	10001.17
61	2009.12.04 13:16	buy	31	0.01	1.04692	1.04616	1.04816
62	2009.12.04 13:20	buy	32	0.01	1.04794	1.04718	1.04918
63	2009.12.04 13:23	s/l	32	0.01	1.04718	1.04718	1.04918	-0.72	10000.45
64	2009.12.04 13:23	buy	33	0.01	1.04743	1.04667	1.04867
65	2009.12.04 13:26	t/p	31	0.01	1.04816	1.04616	1.04816	1.18	10001.63
66	2009.12.04 13:26	t/p	33	0.01	1.04867	1.04667	1.04867	1.18	10002.81
67	2009.12.04 13:26	buy	34	0.01	1.04896	1.04820	1.05020
68	2009.12.04 13:26	s/l	34	0.01	1.04820	1.04820	1.05020	-0.72	10002.09
69	2009.12.04 13:26	buy	35	0.01	1.04772	1.04696	1.04896
70	2009.12.04 13:30	buy	36	0.01	1.04771	1.04695	1.04895
71	2009.12.04 13:32	buy	37	0.01	1.04769	1.04693	1.04893
72	2009.12.04 13:40	s/l	35	0.01	1.04696	1.04696	1.04896	-0.72	10001.37
73	2009.12.04 13:40	s/l	36	0.01	1.04695	1.04695	1.04895	-0.72	10000.65
74	2009.12.04 13:40	s/l	37	0.01	1.04693	1.04693	1.04893	-0.72	9999.93
75	2009.12.04 13:40	buy	38	0.01	1.04717	1.04641	1.04841
76	2009.12.04 13:42	buy	39	0.01	1.04734	1.04658	1.04858
77	2009.12.04 13:45	s/l	38	0.01	1.04641	1.04641	1.04841	-0.72	9999.21
78	2009.12.04 13:45	s/l	39	0.01	1.04658	1.04658	1.04858	-0.73	9998.48
79	2009.12.04 13:45	buy	40	0.01	1.04664	1.04588	1.04788
80	2009.12.04 13:47	buy	41	0.01	1.04682	1.04606	1.04806
81	2009.12.04 13:50	s/l	40	0.01	1.04588	1.04588	1.04788	-0.73	9997.75
82	2009.12.04 13:50	s/l	41	0.01	1.04606	1.04606	1.04806	-0.73	9997.02
83	2009.12.04 13:50	buy	42	0.01	1.04595	1.04519	1.04719
84	2009.12.04 13:52	buy	43	0.01	1.04630	1.04554	1.04754
85	2009.12.04 13:55	buy	44	0.01	1.04612	1.04536	1.04736
86	2009.12.04 14:15	t/p	42	0.01	1.04719	1.04519	1.04719	1.18	9998.20
87	2009.12.04 14:15	t/p	44	0.01	1.04736	1.04536	1.04736	1.19	9999.39
88	2009.12.04 14:20	t/p	43	0.01	1.04754	1.04554	1.04754	1.18	10000.57
89	2009.12.09 04:00	buy	45	0.01	1.06219	1.06143	1.06343
90	2009.12.09 04:02	buy	46	0.01	1.06217	1.06141	1.06341
91	2009.12.09 04:05	buy	47	0.01	1.06208	1.06132	1.06332
92	2009.12.09 04:15	s/l	45	0.01	1.06143	1.06143	1.06343	-0.72	9999.85
93	2009.12.09 04:15	s/l	46	0.01	1.06141	1.06141	1.06341	-0.71	9999.14
94	2009.12.09 04:15	buy	48	0.01	1.06162	1.06086	1.06286
95	2009.12.09 04:17	buy	49	0.01	1.06171	1.06095	1.06295
96	2009.12.09 04:20	s/l	47	0.01	1.06132	1.06132	1.06332	-0.72	9998.42
97	2009.12.09 04:20	buy	50	0.01	1.06125	1.06049	1.06249
98	2009.12.09 04:37	s/l	49	0.01	1.06095	1.06095	1.06295	-0.71	9997.71
99	2009.12.09 04:37	buy	51	0.01	1.06120	1.06044	1.06244
100	2009.12.09 07:20	t/p	48	0.01	1.06286	1.06086	1.06286	1.16	9998.87
101	2009.12.09 07:20	t/p	50	0.01	1.06249	1.06049	1.06249	1.16	10000.03
102	2009.12.09 07:20	t/p	51	0.01	1.06244	1.06044	1.06244	1.17	10001.20
103	2009.12.09 17:00	buy	52	0.01	1.05506	1.05430	1.05630
104	2009.12.09 17:02	buy	53	0.01	1.05467	1.05391	1.05591
105	2009.12.09 17:05	buy	54	0.01	1.05483	1.05407	1.05607
106	2009.12.09 17:07	s/l	52	0.01	1.05430	1.05430	1.05630	-0.72	10000.48
107	2009.12.09 17:07	buy	55	0.01	1.05451	1.05375	1.05575
108	2009.12.09 17:20	t/p	53	0.01	1.05591	1.05391	1.05591	1.17	10001.65
109	2009.12.09 17:20	t/p	55	0.01	1.05575	1.05375	1.05575	1.17	10002.82
110	2009.12.09 17:20	buy	56	0.01	1.05625	1.05549	1.05749
111	2009.12.09 17:22	buy	57	0.01	1.05593	1.05517	1.05717
112	2009.12.09 17:27	s/l	56	0.01	1.05549	1.05549	1.05749	-0.72	10002.10
113	2009.12.09 17:27	buy	58	0.01	1.05562	1.05486	1.05686
114	2009.12.09 17:37	t/p	54	0.01	1.05607	1.05407	1.05607	1.17	10003.27
115	2009.12.09 17:37	buy	59	0.01	1.05640	1.05564	1.05764
116	2009.12.09 17:40	s/l	59	0.01	1.05564	1.05564	1.05764	-0.72	10002.55
117	2009.12.09 17:40	buy	60	0.01	1.05585	1.05509	1.05709
118	2009.12.09 17:45	s/l	57	0.01	1.05517	1.05517	1.05717	-0.72	10001.83
119	2009.12.09 17:45	buy	61	0.01	1.05545	1.05469	1.05669
120	2009.12.09 17:50	s/l	58	0.01	1.05486	1.05486	1.05686	-0.72	10001.11
121	2009.12.09 17:50	s/l	60	0.01	1.05509	1.05509	1.05709	-0.72	10000.39
122	2009.12.09 17:50	s/l	61	0.01	1.05469	1.05469	1.05669	-0.72	9999.67
123	2009.12.09 17:50	buy	62	0.01	1.05490	1.05414	1.05614
124	2009.12.09 17:52	buy	63	0.01	1.05517	1.05441	1.05641
125	2009.12.09 17:55	buy	64	0.01	1.05504	1.05428	1.05628
126	2009.12.09 18:10	t/p	62	0.01	1.05614	1.05414	1.05614	1.18	10000.85
127	2009.12.09 18:10	t/p	63	0.01	1.05641	1.05441	1.05641	1.17	10002.02
128	2009.12.09 18:10	t/p	64	0.01	1.05628	1.05428	1.05628	1.18	10003.20
129	2009.12.09 21:03	buy	65	0.01	1.05319	1.05243	1.05443
130	2009.12.09 21:10	s/l	65	0.01	1.05243	1.05243	1.05443	-0.72	10002.48
131	2009.12.09 21:10	buy	66	0.01	1.05253	1.05177	1.05377
132	2009.12.09 21:13	buy	67	0.01	1.05275	1.05199	1.05399
133	2009.12.09 21:16	s/l	66	0.01	1.05177	1.05177	1.05377	-0.72	10001.76
134	2009.12.09 21:16	s/l	67	0.01	1.05199	1.05199	1.05399	-0.72	10001.04
135	2009.12.09 21:16	buy	68	0.01	1.05166	1.05090	1.05290
136	2009.12.09 21:20	buy	69	0.01	1.05210	1.05134	1.05334
137	2009.12.09 21:23	buy	70	0.01	1.05188	1.05112	1.05312
138	2009.12.09 21:26	t/p	68	0.01	1.05290	1.05090	1.05290	1.17	10002.21
139	2009.12.09 21:26	t/p	69	0.01	1.05334	1.05134	1.05334	1.18	10003.39
140	2009.12.09 21:26	t/p	70	0.01	1.05312	1.05112	1.05312	1.17	10004.56
141	2009.12.09 21:26	buy	71	0.01	1.05366	1.05290	1.05490
142	2009.12.09 21:30	buy	72	0.01	1.05361	1.05285	1.05485
143	2009.12.09 21:32	buy	73	0.01	1.05347	1.05271	1.05471
144	2009.12.09 22:20	t/p	72	0.01	1.05485	1.05285	1.05485	1.17	10005.73
145	2009.12.09 22:20	t/p	73	0.01	1.05471	1.05271	1.05471	1.18	10006.91
146	2009.12.09 22:32	t/p	71	0.01	1.05490	1.05290	1.05490	1.17	10008.08
147	2009.12.11 10:15	buy	74	0.01	1.05042	1.04966	1.05166
148	2009.12.11 10:17	buy	75	0.01	1.05060	1.04984	1.05184
149	2009.12.11 10:20	s/l	74	0.01	1.04966	1.04966	1.05166	-0.72	10007.36
150	2009.12.11 10:20	s/l	75	0.01	1.04984	1.04984	1.05184	-0.72	10006.64
151	2009.12.11 10:20	buy	76	0.01	1.04970	1.04894	1.05094
152	2009.12.11 10:22	buy	77	0.01	1.05006	1.04930	1.05130
153	2009.12.11 10:25	buy	78	0.01	1.04988	1.04912	1.05112
154	2009.12.11 11:20	t/p	76	0.01	1.05094	1.04894	1.05094	1.18	10007.82
155	2009.12.11 13:10	s/l	77	0.01	1.04930	1.04930	1.05130	-0.73	10007.09
156	2009.12.11 13:10	s/l	78	0.01	1.04912	1.04912	1.05112	-0.72	10006.37
157	2009.12.14 04:20	sell	79	0.01	1.06218	1.06294	1.06094
158	2009.12.14 04:22	sell	80	0.01	1.06161	1.06237	1.06037
159	2009.12.14 04:25	sell	81	0.01	1.06189	1.06265	1.06065
160	2009.12.14 04:40	t/p	79	0.01	1.06094	1.06294	1.06094	1.17	10007.54
161	2009.12.14 04:46	t/p	80	0.01	1.06037	1.06237	1.06037	1.17	10008.71
162	2009.12.14 04:46	t/p	81	0.01	1.06065	1.06265	1.06065	1.17	10009.88
163	2009.12.16 08:02	buy	82	0.01	1.06020	1.05944	1.06144
164	2009.12.16 08:05	buy	83	0.01	1.06035	1.05959	1.06159
165	2009.12.16 08:07	buy	84	0.01	1.06005	1.05929	1.06129
166	2009.12.16 08:20	t/p	82	0.01	1.06144	1.05944	1.06144	1.17	10011.05
167	2009.12.16 08:20	t/p	84	0.01	1.06129	1.05929	1.06129	1.17	10012.22
168	2009.12.16 08:40	t/p	83	0.01	1.06159	1.05959	1.06159	1.16	10013.38
169	2009.12.16 10:10	buy	85	0.01	1.05989	1.05913	1.06113
170	2009.12.16 10:15	buy	86	0.01	1.05944	1.05868	1.06068
171	2009.12.16 10:17	buy	87	0.01	1.05959	1.05883	1.06083
172	2009.12.16 10:20	s/l	85	0.01	1.05913	1.05913	1.06113	-0.72	10012.66
173	2009.12.16 10:20	s/l	86	0.01	1.05868	1.05868	1.06068	-0.72	10011.94
174	2009.12.16 10:20	s/l	87	0.01	1.05883	1.05883	1.06083	-0.72	10011.22
175	2009.12.16 10:20	buy	88	0.01	1.05883	1.05807	1.06007
176	2009.12.16 10:22	buy	89	0.01	1.05913	1.05837	1.06037
177	2009.12.16 10:25	buy	90	0.01	1.05898	1.05822	1.06022
178	2009.12.16 11:07	s/l	89	0.01	1.05837	1.05837	1.06037	-0.72	10010.50
179	2009.12.16 11:15	t/p	88	0.01	1.06007	1.05807	1.06007	1.17	10011.67
180	2009.12.16 11:15	t/p	90	0.01	1.06022	1.05822	1.06022	1.17	10012.84
181	2009.12.18 02:00	buy	91	0.01	1.06942	1.06866	1.07066
182	2009.12.18 02:02	buy	92	0.01	1.06936	1.06860	1.07060
183	2009.12.18 02:05	buy	93	0.01	1.06949	1.06873	1.07073
184	2009.12.18 03:03	s/l	91	0.01	1.06866	1.06866	1.07066	-0.72	10012.12
185	2009.12.18 03:03	s/l	92	0.01	1.06860	1.06860	1.07060	-0.71	10011.41
186	2009.12.18 03:03	s/l	93	0.01	1.06873	1.06873	1.07073	-0.71	10010.70
187	2009.12.18 16:00	buy	94	0.01	1.06416	1.06340	1.06540
188	2009.12.18 16:02	s/l	94	0.01	1.06340	1.06340	1.06540	-0.72	10009.98
189	2009.12.18 16:02	buy	95	0.01	1.06335	1.06259	1.06459
190	2009.12.18 16:05	buy	96	0.01	1.06371	1.06295	1.06495
191	2009.12.18 16:07	s/l	96	0.01	1.06295	1.06295	1.06495	-0.71	10009.27
192	2009.12.18 16:07	buy	97	0.01	1.06299	1.06223	1.06423
193	2009.12.18 16:10	t/p	97	0.01	1.06423	1.06223	1.06423	1.17	10010.44
194	2009.12.18 16:15	t/p	95	0.01	1.06459	1.06259	1.06459	1.16	10011.60
195	2009.12.21 11:05	buy	98	0.01	1.06549	1.06473	1.06673
196	2009.12.21 11:10	s/l	98	0.01	1.06473	1.06473	1.06673	-0.72	10010.88
197	2009.12.21 11:10	buy	99	0.01	1.06492	1.06416	1.06616
198	2009.12.21 11:15	s/l	99	0.01	1.06416	1.06416	1.06616	-0.71	10010.17
199	2009.12.21 11:15	buy	100	0.01	1.06408	1.06332	1.06532
200	2009.12.21 11:17	buy	101	0.01	1.06436	1.06360	1.06560
201	2009.12.21 11:20	s/l	100	0.01	1.06332	1.06332	1.06532	-0.72	10009.45
202	2009.12.21 11:20	s/l	101	0.01	1.06360	1.06360	1.06560	-0.71	10008.74
203	2009.12.21 11:20	buy	102	0.01	1.06295	1.06219	1.06419
204	2009.12.21 11:22	buy	103	0.01	1.06351	1.06275	1.06475
205	2009.12.21 11:25	buy	104	0.01	1.06323	1.06247	1.06447
206	2009.12.21 11:40	s/l	103	0.01	1.06275	1.06275	1.06475	-0.72	10008.02
207	2009.12.21 11:40	buy	105	0.01	1.06303	1.06227	1.06427
208	2009.12.21 11:45	s/l	102	0.01	1.06219	1.06219	1.06419	-0.72	10007.30
209	2009.12.21 11:45	s/l	104	0.01	1.06247	1.06247	1.06447	-0.71	10006.59
210	2009.12.21 11:45	s/l	105	0.01	1.06227	1.06227	1.06427	-0.71	10005.88
211	2009.12.21 11:45	buy	106	0.01	1.06236	1.06160	1.06360
212	2009.12.21 11:47	buy	107	0.01	1.06258	1.06182	1.06382
213	2009.12.21 11:50	s/l	106	0.01	1.06160	1.06160	1.06360	-0.71	10005.17
214	2009.12.21 11:50	s/l	107	0.01	1.06182	1.06182	1.06382	-0.72	10004.45
215	2009.12.21 11:50	buy	108	0.01	1.06146	1.06070	1.06270
216	2009.12.21 11:52	buy	109	0.01	1.06191	1.06115	1.06315
217	2009.12.21 11:55	buy	110	0.01	1.06168	1.06092	1.06292
218	2009.12.21 11:59	t/p	108	0.01	1.06270	1.06070	1.06270	1.16	10005.61
219	2009.12.21 12:02	t/p	109	0.01	1.06315	1.06115	1.06315	1.17	10006.78
220	2009.12.21 12:02	t/p	110	0.01	1.06292	1.06092	1.06292	1.17	10007.95
221	2009.12.22 05:33	buy	111	0.01	1.06148	1.06072	1.06272
222	2009.12.22 05:40	buy	112	0.01	1.06143	1.06067	1.06267
223	2009.12.22 07:50	s/l	111	0.01	1.06072	1.06072	1.06272	-0.71	10007.24
224	2009.12.22 07:50	s/l	112	0.01	1.06067	1.06067	1.06267	-0.71	10006.53
225	2009.12.22 18:00	buy	113	0.01	1.05552	1.05476	1.05676
226	2009.12.22 18:02	buy	114	0.01	1.05507	1.05431	1.05631
227	2009.12.22 18:05	buy	115	0.01	1.05522	1.05446	1.05646
228	2009.12.22 18:07	s/l	113	0.01	1.05476	1.05476	1.05676	-0.72	10005.81
229	2009.12.22 18:07	buy	116	0.01	1.05491	1.05415	1.05615
230	2009.12.22 18:20	t/p	114	0.01	1.05631	1.05431	1.05631	1.17	10006.98
231	2009.12.22 18:20	t/p	116	0.01	1.05615	1.05415	1.05615	1.17	10008.15
232	2009.12.22 18:27	buy	117	0.01	1.05600	1.05524	1.05724
233	2009.12.22 18:32	t/p	115	0.01	1.05646	1.05446	1.05646	1.17	10009.32
234	2009.12.22 18:45	buy	118	0.01	1.05617	1.05541	1.05741
235	2009.12.22 18:50	s/l	118	0.01	1.05541	1.05541	1.05741	-0.72	10008.60
236	2009.12.22 18:50	buy	119	0.01	1.05566	1.05490	1.05690
237	2009.12.22 18:52	buy	120	0.01	1.05592	1.05516	1.05716
238	2009.12.22 19:20	t/p	119	0.01	1.05690	1.05490	1.05690	1.17	10009.77
239	2009.12.22 19:45	s/l	117	0.01	1.05524	1.05524	1.05724	-0.72	10009.05
240	2009.12.22 19:45	s/l	120	0.01	1.05516	1.05516	1.05716	-0.72	10008.33
241	2009.12.23 08:20	buy	121	0.01	1.05558	1.05482	1.05682
242	2009.12.23 08:25	buy	122	0.01	1.05569	1.05493	1.05693
243	2009.12.23 09:15	s/l	121	0.01	1.05482	1.05482	1.05682	-0.72	10007.61
244	2009.12.23 09:15	s/l	122	0.01	1.05493	1.05493	1.05693	-0.72	10006.89
245	2009.12.24 08:00	buy	123	0.01	1.04825	1.04749	1.04949
246	2009.12.24 08:15	buy	124	0.01	1.04818	1.04742	1.04942
247	2009.12.24 08:20	buy	125	0.01	1.04798	1.04722	1.04922
248	2009.12.24 08:45	s/l	123	0.01	1.04749	1.04749	1.04949	-0.73	10006.16
249	2009.12.24 08:45	s/l	124	0.01	1.04742	1.04742	1.04942	-0.72	10005.44
250	2009.12.24 08:45	buy	126	0.01	1.04764	1.04688	1.04888
251	2009.12.24 08:47	buy	127	0.01	1.04771	1.04695	1.04895
252	2009.12.24 08:50	s/l	125	0.01	1.04722	1.04722	1.04922	-0.73	10004.71
253	2009.12.24 08:50	buy	128	0.01	1.04735	1.04659	1.04859
254	2009.12.24 09:20	t/p	126	0.01	1.04888	1.04688	1.04888	1.19	10005.90
255	2009.12.24 09:20	t/p	127	0.01	1.04895	1.04695	1.04895	1.18	10007.08
256	2009.12.24 09:20	t/p	128	0.01	1.04859	1.04659	1.04859	1.18	10008.26
257	2009.12.31 08:00	buy	129	0.01	1.04992	1.04916	1.05116
258	2009.12.31 08:02	buy	130	0.01	1.04998	1.04922	1.05122
259	2009.12.31 08:07	buy	131	0.01	1.04986	1.04910	1.05110
260	2009.12.31 09:20	s/l	129	0.01	1.04916	1.04916	1.05116	-0.72	10007.54
261	2009.12.31 09:20	s/l	130	0.01	1.04922	1.04922	1.05122	-0.73	10006.81
262	2009.12.31 09:20	s/l	131	0.01	1.04910	1.04910	1.05110	-0.73	10006.08
263	2009.12.31 17:15	buy	132	0.01	1.04700	1.04624	1.04824
264	2009.12.31 17:17	buy	133	0.01	1.04725	1.04649	1.04849
265	2009.12.31 17:20	s/l	132	0.01	1.04624	1.04624	1.04824	-0.72	10005.36
266	2009.12.31 17:20	s/l	133	0.01	1.04649	1.04649	1.04849	-0.72	10004.64
267	2009.12.31 17:20	buy	134	0.01	1.04599	1.04523	1.04723
268	2009.12.31 17:22	buy	135	0.01	1.04650	1.04574	1.04774
269	2009.12.31 17:25	buy	136	0.01	1.04624	1.04548	1.04748
270	2009.12.31 17:27	t/p	134	0.01	1.04723	1.04523	1.04723	1.18	10005.82
271	2009.12.31 17:27	buy	137	0.01	1.04756	1.04680	1.04880
272	2009.12.31 17:33	t/p	135	0.01	1.04774	1.04574	1.04774	1.18	10007.00
273	2009.12.31 17:33	t/p	136	0.01	1.04748	1.04548	1.04748	1.19	10008.19
274	2009.12.31 17:33	buy	138	0.01	1.04811	1.04735	1.04935
275	2009.12.31 17:36	buy	139	0.01	1.04793	1.04717	1.04917
276	2009.12.31 17:43	s/l	138	0.01	1.04735	1.04735	1.04935	-0.72	10007.47
277	2009.12.31 17:43	buy	140	0.01	1.04759	1.04683	1.04883
278	2009.12.31 17:50	s/l	137	0.01	1.04680	1.04680	1.04880	-0.73	10006.74
279	2009.12.31 17:50	s/l	139	0.01	1.04717	1.04717	1.04917	-0.73	10006.01
280	2009.12.31 17:50	s/l	140	0.01	1.04683	1.04683	1.04883	-0.72	10005.29
281	2009.12.31 17:50	buy	141	0.01	1.04706	1.04630	1.04830
282	2009.12.31 17:53	buy	142	0.01	1.04724	1.04648	1.04848
283	2009.12.31 17:59	s/l	141	0.01	1.04630	1.04630	1.04830	-0.73	10004.56
284	2009.12.31 17:59	s/l	142	0.01	1.04648	1.04648	1.04848	-0.73	10003.83
285	2009.12.31 17:59	buy	143	0.01	1.04637	1.04561	1.04761
286	2009.12.31 18:20	t/p	143	0.01	1.04761	1.04561	1.04761	1.18	10005.01