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		LotExponent=1.59; slip=3; Lots=0.01; lotdecimal=2; TakeProfit=10; Stoploss=500; TrailStart=10; TrailStop=10; PipStep=30; MaxTrades=10; UseEquityStop=false; TotalEquityRisk=20; UseTrailingStop=false; UseTimeOut=false; MaxTradeOpenHours=48;
Bars in test	1515	Ticks modelled	13777	Modelling quality	n/a
Mismatched charts errors	2
Initial deposit	10000.00
Total net profit	28.98	Gross profit	169.50	Gross loss	-140.52
Profit factor	1.21	Expected payoff	0.33
Absolute drawdown	169.77	Maximal drawdown	190.22 (1.90%)	Relative drawdown	1.90% (190.22)
Total trades	87	Short positions (won %)	53 (47.17%)	Long positions (won %)	34 (47.06%)
		Profit trades (% of total)	41 (47.13%)	Loss trades (% of total)	46 (52.87%)
Largest		profit trade	40.84	loss trade	-15.07
Average		profit trade	4.13	loss trade	-3.05
Maximum		consecutive wins (profit in money)	3 (52.07)	consecutive losses (loss in money)	4 (-48.24)
Maximal		consecutive profit (count of wins)	52.07 (3)	consecutive loss (count of losses)	-48.24 (4)
Average		consecutive wins	1	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 00:00	sell	1	0.01	1.05597	0.00000	0.00000
2	2009.12.03 23:00	sell	2	0.02	1.05714	0.00000	0.00000
3	2009.12.03 23:00	modify	2	0.02	1.05714	0.00000	1.05665
4	2009.12.03 23:00	modify	1	0.01	1.05597	0.00000	1.05665
5	2009.12.04 00:20	t/p	1	0.01	1.05665	0.00000	1.05665	-0.65	9999.35
6	2009.12.04 00:20	t/p	2	0.02	1.05665	0.00000	1.05665	0.92	10000.26
7	2009.12.04 01:00	sell	3	0.01	1.05586	0.00000	0.00000
8	2009.12.04 02:00	sell	4	0.02	1.05697	0.00000	0.00000
9	2009.12.04 02:00	modify	4	0.02	1.05697	0.00000	1.05650
10	2009.12.04 02:00	modify	3	0.01	1.05586	0.00000	1.05650
11	2009.12.04 02:20	t/p	3	0.01	1.05650	0.00000	1.05650	-0.60	9999.66
12	2009.12.04 02:20	t/p	4	0.02	1.05650	0.00000	1.05650	0.89	10000.55
13	2009.12.04 03:00	sell	5	0.01	1.05621	0.00000	0.00000
14	2009.12.04 07:00	sell	6	0.02	1.05718	0.00000	0.00000
15	2009.12.04 07:00	modify	6	0.02	1.05718	0.00000	1.05676
16	2009.12.04 07:00	modify	5	0.01	1.05621	0.00000	1.05676
17	2009.12.04 07:20	t/p	5	0.01	1.05676	0.00000	1.05676	-0.52	10000.03
18	2009.12.04 07:20	t/p	6	0.02	1.05676	0.00000	1.05676	0.79	10000.82
19	2009.12.04 08:00	sell	7	0.01	1.05529	0.00000	0.00000
20	2009.12.04 20:00	sell	8	0.02	1.05694	0.00000	0.00000
21	2009.12.04 20:00	modify	8	0.02	1.05694	0.00000	1.05629
22	2009.12.04 20:00	modify	7	0.01	1.05529	0.00000	1.05629
23	2009.12.04 21:00	sell	9	0.03	1.05928	0.00000	0.00000
24	2009.12.04 21:00	modify	9	0.03	1.05928	0.00000	1.05774
25	2009.12.04 21:00	modify	8	0.02	1.05694	0.00000	1.05774
26	2009.12.04 21:00	modify	7	0.01	1.05529	0.00000	1.05774
27	2009.12.04 21:20	t/p	7	0.01	1.05774	0.00000	1.05774	-2.32	9998.50
28	2009.12.04 21:20	t/p	8	0.02	1.05774	0.00000	1.05774	-1.52	9996.98
29	2009.12.04 21:20	t/p	9	0.03	1.05774	0.00000	1.05774	4.37	10001.35
30	2009.12.04 22:00	sell	10	0.01	1.05786	0.00000	0.00000
31	2009.12.07 10:00	sell	11	0.02	1.06387	0.00000	0.00000
32	2009.12.07 10:00	modify	11	0.02	1.06387	0.00000	1.06177
33	2009.12.07 10:00	modify	10	0.01	1.05786	0.00000	1.06177
34	2009.12.07 10:20	t/p	10	0.01	1.06177	0.00000	1.06177	-3.69	9997.66
35	2009.12.07 10:20	t/p	11	0.02	1.06177	0.00000	1.06177	3.96	10001.62
36	2009.12.07 11:00	sell	12	0.01	1.05911	0.00000	0.00000
37	2009.12.07 12:00	sell	13	0.02	1.06120	0.00000	0.00000
38	2009.12.07 12:00	modify	13	0.02	1.06120	0.00000	1.06040
39	2009.12.07 12:00	modify	12	0.01	1.05911	0.00000	1.06040
40	2009.12.07 12:20	t/p	12	0.01	1.06040	0.00000	1.06040	-1.22	10000.40
41	2009.12.07 12:20	t/p	13	0.02	1.06040	0.00000	1.06040	1.51	10001.91
42	2009.12.07 13:00	buy	14	0.01	1.06277	0.00000	0.00000
43	2009.12.07 14:00	buy	15	0.02	1.05929	0.00000	0.00000
44	2009.12.07 14:00	modify	15	0.02	1.05929	0.00000	1.06055
45	2009.12.07 14:00	modify	14	0.01	1.06277	0.00000	1.06055
46	2009.12.07 15:00	buy	16	0.03	1.05563	0.00000	0.00000
47	2009.12.07 15:00	modify	16	0.03	1.05563	0.00000	1.05814
48	2009.12.07 15:00	modify	15	0.02	1.05929	0.00000	1.05814
49	2009.12.07 15:00	modify	14	0.01	1.06277	0.00000	1.05814
50	2009.12.07 16:00	buy	17	0.04	1.05505	0.00000	0.00000
51	2009.12.07 16:00	modify	17	0.04	1.05505	0.00000	1.05694
52	2009.12.07 16:00	modify	16	0.03	1.05563	0.00000	1.05694
53	2009.12.07 16:00	modify	15	0.02	1.05929	0.00000	1.05694
54	2009.12.07 16:00	modify	14	0.01	1.06277	0.00000	1.05694
55	2009.12.07 17:00	buy	18	0.06	1.05103	0.00000	0.00000
56	2009.12.07 17:00	modify	18	0.06	1.05103	0.00000	1.05476
57	2009.12.07 17:00	modify	17	0.04	1.05505	0.00000	1.05476
58	2009.12.07 17:00	modify	16	0.03	1.05563	0.00000	1.05476
59	2009.12.07 17:00	modify	15	0.02	1.05929	0.00000	1.05476
60	2009.12.07 17:00	modify	14	0.01	1.06277	0.00000	1.05476
61	2009.12.07 19:00	buy	19	0.10	1.04998	0.00000	0.00000
62	2009.12.07 19:00	modify	19	0.10	1.04998	0.00000	1.05296
63	2009.12.07 19:00	modify	18	0.06	1.05103	0.00000	1.05296
64	2009.12.07 19:00	modify	17	0.04	1.05505	0.00000	1.05296
65	2009.12.07 19:00	modify	16	0.03	1.05563	0.00000	1.05296
66	2009.12.07 19:00	modify	15	0.02	1.05929	0.00000	1.05296
67	2009.12.07 19:00	modify	14	0.01	1.06277	0.00000	1.05296
68	2009.12.07 20:50	t/p	14	0.01	1.05296	0.00000	1.05296	-9.32	9992.59
69	2009.12.07 20:50	t/p	15	0.02	1.05296	0.00000	1.05296	-12.02	9980.57
70	2009.12.07 20:50	t/p	16	0.03	1.05296	0.00000	1.05296	-7.61	9972.96
71	2009.12.07 20:50	t/p	17	0.04	1.05296	0.00000	1.05296	-7.93	9965.03
72	2009.12.07 20:50	t/p	18	0.06	1.05296	0.00000	1.05296	10.99	9976.02
73	2009.12.07 20:50	t/p	19	0.10	1.05296	0.00000	1.05296	28.29	10004.31
74	2009.12.07 21:00	buy	20	0.01	1.05288	0.00000	0.00000
75	2009.12.07 23:00	buy	21	0.02	1.05124	0.00000	0.00000
76	2009.12.07 23:00	modify	21	0.02	1.05124	0.00000	1.05189
77	2009.12.07 23:00	modify	20	0.01	1.05288	0.00000	1.05189
78	2009.12.07 23:20	t/p	20	0.01	1.05189	0.00000	1.05189	-0.95	10003.36
79	2009.12.07 23:20	t/p	21	0.02	1.05189	0.00000	1.05189	1.24	10004.60
80	2009.12.08 00:00	buy	22	0.01	1.05148	0.00000	0.00000
81	2009.12.08 01:00	buy	23	0.02	1.05001	0.00000	0.00000
82	2009.12.08 01:00	modify	23	0.02	1.05001	0.00000	1.05060
83	2009.12.08 01:00	modify	22	0.01	1.05148	0.00000	1.05060
84	2009.12.08 01:15	t/p	22	0.01	1.05060	0.00000	1.05060	-0.84	10003.76
85	2009.12.08 01:15	t/p	23	0.02	1.05060	0.00000	1.05060	1.12	10004.88
86	2009.12.08 02:00	sell	24	0.01	1.04938	0.00000	0.00000
87	2009.12.08 04:00	sell	25	0.02	1.05070	0.00000	0.00000
88	2009.12.08 04:00	modify	25	0.02	1.05070	0.00000	1.05016
89	2009.12.08 04:00	modify	24	0.01	1.04938	0.00000	1.05016
90	2009.12.08 06:50	t/p	24	0.01	1.05016	0.00000	1.05016	-0.74	10004.14
91	2009.12.08 06:50	t/p	25	0.02	1.05016	0.00000	1.05016	1.03	10005.17
92	2009.12.08 07:00	buy	26	0.01	1.05065	0.00000	0.00000
93	2009.12.10 15:00	buy	27	0.02	1.04874	0.00000	0.00000
94	2009.12.10 15:00	modify	27	0.02	1.04874	0.00000	1.04948
95	2009.12.10 15:00	modify	26	0.01	1.05065	0.00000	1.04948
96	2009.12.10 15:45	t/p	26	0.01	1.04948	0.00000	1.04948	-1.16	10004.01
97	2009.12.10 15:45	t/p	27	0.02	1.04948	0.00000	1.04948	1.41	10005.42
98	2009.12.10 16:00	buy	28	0.01	1.05073	0.00000	0.00000
99	2009.12.10 21:00	buy	29	0.02	1.05033	0.00000	0.00000
100	2009.12.10 21:00	modify	29	0.02	1.05033	0.00000	1.05056
101	2009.12.10 21:00	modify	28	0.01	1.05073	0.00000	1.05056
102	2009.12.10 21:15	t/p	28	0.01	1.05056	0.00000	1.05056	-0.16	10005.26
103	2009.12.10 21:15	t/p	29	0.02	1.05056	0.00000	1.05056	0.44	10005.70
104	2009.12.10 22:00	buy	30	0.01	1.05064	0.00000	0.00000
105	2009.12.11 11:00	buy	31	0.02	1.05031	0.00000	0.00000
106	2009.12.11 11:00	modify	31	0.02	1.05031	0.00000	1.05052
107	2009.12.11 11:00	modify	30	0.01	1.05064	0.00000	1.05052
108	2009.12.11 11:15	t/p	30	0.01	1.05052	0.00000	1.05052	-0.12	10005.58
109	2009.12.11 11:15	t/p	31	0.02	1.05052	0.00000	1.05052	0.40	10005.98
110	2009.12.11 12:00	sell	32	0.01	1.04989	0.00000	0.00000
111	2009.12.11 13:00	sell	33	0.02	1.05023	0.00000	0.00000
112	2009.12.11 13:00	modify	33	0.02	1.05023	0.00000	1.05002
113	2009.12.11 13:00	modify	32	0.01	1.04989	0.00000	1.05002
114	2009.12.11 13:03	t/p	32	0.01	1.05002	0.00000	1.05002	-0.12	10005.86
115	2009.12.11 13:03	t/p	33	0.02	1.05002	0.00000	1.05002	0.40	10006.26
116	2009.12.11 14:00	sell	34	0.01	1.04922	0.00000	0.00000
117	2009.12.11 15:00	sell	35	0.02	1.05048	0.00000	0.00000
118	2009.12.11 15:00	modify	35	0.02	1.05048	0.00000	1.04996
119	2009.12.11 15:00	modify	34	0.01	1.04922	0.00000	1.04996
120	2009.12.11 16:00	sell	36	0.03	1.05248	0.00000	0.00000
121	2009.12.11 16:00	modify	36	0.03	1.05248	0.00000	1.05117
122	2009.12.11 16:00	modify	35	0.02	1.05048	0.00000	1.05117
123	2009.12.11 16:00	modify	34	0.01	1.04922	0.00000	1.05117
124	2009.12.11 17:00	sell	37	0.04	1.05482	0.00000	0.00000
125	2009.12.11 17:00	modify	37	0.04	1.05482	0.00000	1.05259
126	2009.12.11 17:00	modify	36	0.03	1.05248	0.00000	1.05259
127	2009.12.11 17:00	modify	35	0.02	1.05048	0.00000	1.05259
128	2009.12.11 17:00	modify	34	0.01	1.04922	0.00000	1.05259
129	2009.12.11 18:00	sell	38	0.06	1.05832	0.00000	0.00000
130	2009.12.11 18:00	modify	38	0.06	1.05832	0.00000	1.05470
131	2009.12.11 18:00	modify	37	0.04	1.05482	0.00000	1.05470
132	2009.12.11 18:00	modify	36	0.03	1.05248	0.00000	1.05470
133	2009.12.11 18:00	modify	35	0.02	1.05048	0.00000	1.05470
134	2009.12.11 18:00	modify	34	0.01	1.04922	0.00000	1.05470
135	2009.12.11 19:00	sell	39	0.10	1.05866	0.00000	0.00000
136	2009.12.11 19:00	modify	39	0.10	1.05866	0.00000	1.05619
137	2009.12.11 19:00	modify	38	0.06	1.05832	0.00000	1.05619
138	2009.12.11 19:00	modify	37	0.04	1.05482	0.00000	1.05619
139	2009.12.11 19:00	modify	36	0.03	1.05248	0.00000	1.05619
140	2009.12.11 19:00	modify	35	0.02	1.05048	0.00000	1.05619
141	2009.12.11 19:00	modify	34	0.01	1.04922	0.00000	1.05619
142	2009.12.11 20:00	sell	40	0.16	1.06049	0.00000	0.00000
143	2009.12.11 20:00	modify	40	0.16	1.06049	0.00000	1.05779
144	2009.12.11 20:00	modify	39	0.10	1.05866	0.00000	1.05779
145	2009.12.11 20:00	modify	38	0.06	1.05832	0.00000	1.05779
146	2009.12.11 20:00	modify	37	0.04	1.05482	0.00000	1.05779
147	2009.12.11 20:00	modify	36	0.03	1.05248	0.00000	1.05779
148	2009.12.11 20:00	modify	35	0.02	1.05048	0.00000	1.05779
149	2009.12.11 20:00	modify	34	0.01	1.04922	0.00000	1.05779
150	2009.12.14 00:20	t/p	34	0.01	1.05779	0.00000	1.05779	-8.10	9998.16
151	2009.12.14 00:20	t/p	35	0.02	1.05779	0.00000	1.05779	-13.83	9984.33
152	2009.12.14 00:20	t/p	36	0.03	1.05779	0.00000	1.05779	-15.07	9969.26
153	2009.12.14 00:20	t/p	37	0.04	1.05779	0.00000	1.05779	-11.23	9958.02
154	2009.12.14 00:20	t/p	38	0.06	1.05779	0.00000	1.05779	3.00	9961.03
155	2009.12.14 00:20	t/p	39	0.10	1.05779	0.00000	1.05779	8.22	9969.25
156	2009.12.14 00:20	t/p	40	0.16	1.05779	0.00000	1.05779	40.84	10010.09
157	2009.12.14 01:00	sell	41	0.01	1.05866	0.00000	0.00000
158	2009.12.14 02:00	sell	42	0.02	1.05943	0.00000	0.00000
159	2009.12.14 02:00	modify	42	0.02	1.05943	0.00000	1.05907
160	2009.12.14 02:00	modify	41	0.01	1.05866	0.00000	1.05907
161	2009.12.14 02:20	t/p	41	0.01	1.05907	0.00000	1.05907	-0.39	10009.70
162	2009.12.14 02:20	t/p	42	0.02	1.05907	0.00000	1.05907	0.68	10010.38
163	2009.12.14 03:00	buy	43	0.01	1.05969	0.00000	0.00000
164	2009.12.14 07:00	buy	44	0.02	1.05756	0.00000	0.00000
165	2009.12.14 07:00	modify	44	0.02	1.05756	0.00000	1.05837
166	2009.12.14 07:00	modify	43	0.01	1.05969	0.00000	1.05837
167	2009.12.14 08:10	t/p	43	0.01	1.05837	0.00000	1.05837	-1.25	10009.13
168	2009.12.14 08:10	t/p	44	0.02	1.05837	0.00000	1.05837	1.53	10010.66
169	2009.12.14 09:00	buy	45	0.01	1.06022	0.00000	0.00000
170	2009.12.14 18:00	buy	46	0.02	1.05912	0.00000	0.00000
171	2009.12.14 18:00	modify	46	0.02	1.05912	0.00000	1.05959
172	2009.12.14 18:00	modify	45	0.01	1.06022	0.00000	1.05959
173	2009.12.14 19:00	buy	47	0.03	1.05783	0.00000	0.00000
174	2009.12.14 19:00	modify	47	0.03	1.05783	0.00000	1.05876
175	2009.12.14 19:00	modify	46	0.02	1.05912	0.00000	1.05876
176	2009.12.14 19:00	modify	45	0.01	1.06022	0.00000	1.05876
177	2009.12.14 19:50	t/p	45	0.01	1.05876	0.00000	1.05876	-1.38	10009.28
178	2009.12.14 19:50	t/p	46	0.02	1.05876	0.00000	1.05876	-0.68	10008.60
179	2009.12.14 19:50	t/p	47	0.03	1.05876	0.00000	1.05876	2.63	10011.23
180	2009.12.14 20:00	buy	48	0.01	1.05953	0.00000	0.00000
181	2009.12.14 23:00	buy	49	0.02	1.05887	0.00000	0.00000
182	2009.12.14 23:00	modify	49	0.02	1.05887	0.00000	1.05919
183	2009.12.14 23:00	modify	48	0.01	1.05953	0.00000	1.05919
184	2009.12.14 23:20	t/p	48	0.01	1.05919	0.00000	1.05919	-0.32	10010.91
185	2009.12.14 23:20	t/p	49	0.02	1.05919	0.00000	1.05919	0.61	10011.52
186	2009.12.15 00:00	buy	50	0.01	1.05957	0.00000	0.00000
187	2009.12.15 01:00	buy	51	0.02	1.05910	0.00000	0.00000
188	2009.12.15 01:00	modify	51	0.02	1.05910	0.00000	1.05936
189	2009.12.15 01:00	modify	50	0.01	1.05957	0.00000	1.05936
190	2009.12.15 01:45	t/p	50	0.01	1.05936	0.00000	1.05936	-0.20	10011.32
191	2009.12.15 01:45	t/p	51	0.02	1.05936	0.00000	1.05936	0.50	10011.82
192	2009.12.15 02:00	sell	52	0.01	1.05872	0.00000	0.00000
193	2009.12.15 09:00	sell	53	0.02	1.05915	0.00000	0.00000
194	2009.12.15 09:00	modify	53	0.02	1.05915	0.00000	1.05891
195	2009.12.15 09:00	modify	52	0.01	1.05872	0.00000	1.05891
196	2009.12.15 10:00	sell	54	0.03	1.06192	0.00000	0.00000
197	2009.12.15 10:00	modify	54	0.03	1.06192	0.00000	1.06036
198	2009.12.15 10:00	modify	53	0.02	1.05915	0.00000	1.06036
199	2009.12.15 10:00	modify	52	0.01	1.05872	0.00000	1.06036
200	2009.12.15 12:00	sell	55	0.04	1.06268	0.00000	0.00000
201	2009.12.15 12:00	modify	55	0.04	1.06268	0.00000	1.06125
202	2009.12.15 12:00	modify	54	0.03	1.06192	0.00000	1.06125
203	2009.12.15 12:00	modify	53	0.02	1.05915	0.00000	1.06125
204	2009.12.15 12:00	modify	52	0.01	1.05872	0.00000	1.06125
205	2009.12.15 13:00	sell	56	0.06	1.06319	0.00000	0.00000
206	2009.12.15 13:00	modify	56	0.06	1.06319	0.00000	1.06194
207	2009.12.15 13:00	modify	55	0.04	1.06268	0.00000	1.06194
208	2009.12.15 13:00	modify	54	0.03	1.06192	0.00000	1.06194
209	2009.12.15 13:00	modify	53	0.02	1.05915	0.00000	1.06194
210	2009.12.15 13:00	modify	52	0.01	1.05872	0.00000	1.06194
211	2009.12.15 14:00	sell	57	0.10	1.06350	0.00000	0.00000
212	2009.12.15 14:00	modify	57	0.10	1.06350	0.00000	1.06250
213	2009.12.15 14:00	modify	56	0.06	1.06319	0.00000	1.06250
214	2009.12.15 14:00	modify	55	0.04	1.06268	0.00000	1.06250
215	2009.12.15 14:00	modify	54	0.03	1.06192	0.00000	1.06250
216	2009.12.15 14:00	modify	53	0.02	1.05915	0.00000	1.06250
217	2009.12.15 14:00	modify	52	0.01	1.05872	0.00000	1.06250
218	2009.12.15 14:20	t/p	52	0.01	1.06250	0.00000	1.06250	-3.56	10008.26
219	2009.12.15 14:20	t/p	53	0.02	1.06250	0.00000	1.06250	-6.30	10001.96
220	2009.12.15 14:20	t/p	54	0.03	1.06250	0.00000	1.06250	-1.64	10000.32
221	2009.12.15 14:20	t/p	55	0.04	1.06250	0.00000	1.06250	0.68	10001.00
222	2009.12.15 14:20	t/p	56	0.06	1.06250	0.00000	1.06250	3.90	10004.90
223	2009.12.15 14:20	t/p	57	0.10	1.06250	0.00000	1.06250	9.41	10014.31
224	2009.12.15 15:00	sell	58	0.01	1.06083	0.00000	0.00000
225	2009.12.15 16:00	sell	59	0.02	1.06146	0.00000	0.00000
226	2009.12.15 16:00	modify	59	0.02	1.06146	0.00000	1.06115
227	2009.12.15 16:00	modify	58	0.01	1.06083	0.00000	1.06115
228	2009.12.15 16:10	t/p	58	0.01	1.06115	0.00000	1.06115	-0.30	10014.01
229	2009.12.15 16:10	t/p	59	0.02	1.06115	0.00000	1.06115	0.58	10014.59
230	2009.12.15 17:00	sell	60	0.01	1.05977	0.00000	0.00000
231	2009.12.15 18:00	sell	61	0.02	1.06207	0.00000	0.00000
232	2009.12.15 18:00	modify	61	0.02	1.06207	0.00000	1.06120
233	2009.12.15 18:00	modify	60	0.01	1.05977	0.00000	1.06120
234	2009.12.15 18:16	t/p	60	0.01	1.06120	0.00000	1.06120	-1.35	10013.24
235	2009.12.15 18:16	t/p	61	0.02	1.06120	0.00000	1.06120	1.64	10014.88
236	2009.12.15 19:00	sell	62	0.01	1.06194	0.00000	0.00000
237	2009.12.16 21:00	sell	63	0.02	1.06291	0.00000	0.00000
238	2009.12.16 21:00	modify	63	0.02	1.06291	0.00000	1.06249
239	2009.12.16 21:00	modify	62	0.01	1.06194	0.00000	1.06249
240	2009.12.16 21:15	t/p	62	0.01	1.06249	0.00000	1.06249	-0.51	10014.37
241	2009.12.16 21:15	t/p	63	0.02	1.06249	0.00000	1.06249	0.79	10015.16
242	2009.12.16 22:00	sell	64	0.01	1.06054	0.00000	0.00000
243	2009.12.16 23:00	sell	65	0.02	1.06117	0.00000	0.00000
244	2009.12.16 23:00	modify	65	0.02	1.06117	0.00000	1.06086
245	2009.12.16 23:00	modify	64	0.01	1.06054	0.00000	1.06086
246	2009.12.17 01:00	sell	66	0.03	1.06192	0.00000	0.00000
247	2009.12.17 01:00	modify	66	0.03	1.06192	0.00000	1.06134
248	2009.12.17 01:00	modify	65	0.02	1.06117	0.00000	1.06134
249	2009.12.17 01:00	modify	64	0.01	1.06054	0.00000	1.06134
250	2009.12.17 01:20	t/p	64	0.01	1.06134	0.00000	1.06134	-0.76	10014.40
251	2009.12.17 01:20	t/p	65	0.02	1.06134	0.00000	1.06134	-0.33	10014.07
252	2009.12.17 01:20	t/p	66	0.03	1.06134	0.00000	1.06134	1.64	10015.71
253	2009.12.17 02:00	buy	67	0.01	1.06254	0.00000	0.00000
254	2009.12.21 13:00	buy	68	0.02	1.06105	0.00000	0.00000
255	2009.12.21 13:00	modify	68	0.02	1.06105	0.00000	1.06165
256	2009.12.21 13:00	modify	67	0.01	1.06254	0.00000	1.06165
257	2009.12.21 14:00	buy	69	0.03	1.05614	0.00000	0.00000
258	2009.12.21 14:00	modify	69	0.03	1.05614	0.00000	1.05894
259	2009.12.21 14:00	modify	68	0.02	1.06105	0.00000	1.05894
260	2009.12.21 14:00	modify	67	0.01	1.06254	0.00000	1.05894
261	2009.12.21 15:00	buy	70	0.04	1.05579	0.00000	0.00000
262	2009.12.21 15:00	modify	70	0.04	1.05579	0.00000	1.05772
263	2009.12.21 15:00	modify	69	0.03	1.05614	0.00000	1.05772
264	2009.12.21 15:00	modify	68	0.02	1.06105	0.00000	1.05772
265	2009.12.21 15:00	modify	67	0.01	1.06254	0.00000	1.05772
266	2009.12.21 16:00	buy	71	0.06	1.05542	0.00000	0.00000
267	2009.12.21 16:00	modify	71	0.06	1.05542	0.00000	1.05690
268	2009.12.21 16:00	modify	70	0.04	1.05579	0.00000	1.05690
269	2009.12.21 16:00	modify	69	0.03	1.05614	0.00000	1.05690
270	2009.12.21 16:00	modify	68	0.02	1.06105	0.00000	1.05690
271	2009.12.21 16:00	modify	67	0.01	1.06254	0.00000	1.05690
272	2009.12.21 16:15	t/p	67	0.01	1.05690	0.00000	1.05690	-5.35	10010.36
273	2009.12.21 16:15	t/p	68	0.02	1.05690	0.00000	1.05690	-7.85	10002.51
274	2009.12.21 16:15	t/p	69	0.03	1.05690	0.00000	1.05690	2.16	10004.67
275	2009.12.21 16:15	t/p	70	0.04	1.05690	0.00000	1.05690	4.20	10008.87
276	2009.12.21 16:15	t/p	71	0.06	1.05690	0.00000	1.05690	8.41	10017.28
277	2009.12.21 17:00	buy	72	0.01	1.05789	0.00000	0.00000
278	2009.12.22 12:00	buy	73	0.02	1.05690	0.00000	0.00000
279	2009.12.22 12:00	modify	73	0.02	1.05690	0.00000	1.05733
280	2009.12.22 12:00	modify	72	0.01	1.05789	0.00000	1.05733
281	2009.12.22 12:40	t/p	72	0.01	1.05733	0.00000	1.05733	-0.54	10016.74
282	2009.12.22 12:40	t/p	73	0.02	1.05733	0.00000	1.05733	0.81	10017.55
283	2009.12.22 13:00	buy	74	0.01	1.05815	0.00000	0.00000
284	2009.12.22 14:00	buy	75	0.02	1.05730	0.00000	0.00000
285	2009.12.22 14:00	modify	75	0.02	1.05730	0.00000	1.05768
286	2009.12.22 14:00	modify	74	0.01	1.05815	0.00000	1.05768
287	2009.12.22 14:10	t/p	74	0.01	1.05768	0.00000	1.05768	-0.45	10017.10
288	2009.12.22 14:10	t/p	75	0.02	1.05768	0.00000	1.05768	0.72	10017.82
289	2009.12.22 15:00	sell	76	0.01	1.05656	0.00000	0.00000
290	2009.12.22 16:00	sell	77	0.02	1.05859	0.00000	0.00000
291	2009.12.22 16:00	modify	77	0.02	1.05859	0.00000	1.05781
292	2009.12.22 16:00	modify	76	0.01	1.05656	0.00000	1.05781
293	2009.12.22 17:00	sell	78	0.03	1.06008	0.00000	0.00000
294	2009.12.22 17:00	modify	78	0.03	1.06008	0.00000	1.05890
295	2009.12.22 17:00	modify	77	0.02	1.05859	0.00000	1.05890
296	2009.12.22 17:00	modify	76	0.01	1.05656	0.00000	1.05890
297	2009.12.22 17:15	t/p	76	0.01	1.05890	0.00000	1.05890	-2.21	10015.61
298	2009.12.22 17:15	t/p	77	0.02	1.05890	0.00000	1.05890	-0.59	10015.02
299	2009.12.22 17:15	t/p	78	0.03	1.05890	0.00000	1.05890	3.34	10018.36
300	2009.12.22 18:00	sell	79	0.01	1.05524	0.00000	0.00000
301	2009.12.22 19:00	sell	80	0.02	1.05574	0.00000	0.00000
302	2009.12.22 19:00	modify	80	0.02	1.05574	0.00000	1.05547
303	2009.12.22 19:00	modify	79	0.01	1.05524	0.00000	1.05547
304	2009.12.22 19:45	t/p	79	0.01	1.05547	0.00000	1.05547	-0.22	10018.14
305	2009.12.22 19:45	t/p	80	0.02	1.05547	0.00000	1.05547	0.51	10018.65
306	2009.12.22 20:00	sell	81	0.01	1.05445	0.00000	0.00000
307	2009.12.22 21:00	sell	82	0.02	1.05554	0.00000	0.00000
308	2009.12.22 21:00	modify	82	0.02	1.05554	0.00000	1.05508
309	2009.12.22 21:00	modify	81	0.01	1.05445	0.00000	1.05508
310	2009.12.22 22:00	sell	83	0.03	1.05792	0.00000	0.00000
311	2009.12.22 22:00	modify	83	0.03	1.05792	0.00000	1.05645
312	2009.12.22 22:00	modify	82	0.02	1.05554	0.00000	1.05645
313	2009.12.22 22:00	modify	81	0.01	1.05445	0.00000	1.05645
314	2009.12.23 01:45	t/p	81	0.01	1.05645	0.00000	1.05645	-1.89	10016.76
315	2009.12.23 01:45	t/p	82	0.02	1.05645	0.00000	1.05645	-1.72	10015.04
316	2009.12.23 01:45	t/p	83	0.03	1.05645	0.00000	1.05645	4.18	10019.22
317	2009.12.23 02:00	sell	84	0.01	1.05566	0.00000	0.00000
318	2009.12.23 04:00	sell	85	0.02	1.05674	0.00000	0.00000
319	2009.12.23 04:00	modify	85	0.02	1.05674	0.00000	1.05628
320	2009.12.23 04:00	modify	84	0.01	1.05566	0.00000	1.05628
321	2009.12.23 06:00	sell	86	0.03	1.05724	0.00000	0.00000
322	2009.12.23 06:00	modify	86	0.03	1.05724	0.00000	1.05671
323	2009.12.23 06:00	modify	85	0.02	1.05674	0.00000	1.05671
324	2009.12.23 06:00	modify	84	0.01	1.05566	0.00000	1.05671
325	2009.12.23 06:40	t/p	84	0.01	1.05671	0.00000	1.05671	-0.99	10018.23
326	2009.12.23 06:40	t/p	85	0.02	1.05671	0.00000	1.05671	0.05	10018.28
327	2009.12.23 06:40	t/p	86	0.03	1.05671	0.00000	1.05671	1.50	10019.78
328	2009.12.23 07:00	sell	87	0.01	1.05629	0.00000	0.00000
329	2009.12.31 18:57	close at stop	87	0.01	1.04665	0.00000	0.00000	9.20	10028.98