Report Result : stranniy sovetnik - 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		mTimeFrame=3; mPeriod=9; cRisk=10; lTakeProfit=10; sTakeProfit=10; lTrailingStop=30; sTrailingStop=30; cFRI=6; cSL_P=21; ��_��=2; iTF_��=30; iTF_EMA=0; Slippage=4; Lots=0.1;

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

Initial deposit	10000.00
Total net profit	161.65	Gross profit	712.15	Gross loss	-550.50
Profit factor	1.29	Expected payoff	1.06
Absolute drawdown	432.40	Maximal drawdown	848.00 (7.91%)	Relative drawdown	7.91% (848.00)

Total trades	153	Short positions (won %)	45 (100.00%)	Long positions (won %)	108 (97.22%)
		Profit trades (% of total)	150 (98.04%)	Loss trades (% of total)	3 (1.96%)
Largest		profit trade	17.82	loss trade	-183.50
Average		profit trade	4.75	loss trade	-183.50
Maximum		consecutive wins (profit in money)	150 (712.15)	consecutive losses (loss in money)	3 (-550.50)
Maximal		consecutive profit (count of wins)	712.15 (150)	consecutive loss (count of losses)	-550.50 (3)
Average		consecutive wins	150	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 00:00	buy	1	0.10	1.05630	0.00000	0.00000
2	2009.12.01 00:00	buy	2	0.10	1.05630	0.00000	0.00000
3	2009.12.01 00:00	buy	3	0.10	1.05630	0.00000	0.00000
4	2009.12.01 02:46	close	1	0.10	1.05658	0.00000	0.00000	2.65	10002.65
5	2009.12.01 02:46	close	3	0.10	1.05658	0.00000	0.00000	2.65	10005.30
6	2009.12.01 02:53	close	2	0.10	1.05652	0.00000	0.00000	2.08	10007.38
7	2009.12.01 03:30	buy	4	0.10	1.05660	0.00000	0.00000
8	2009.12.01 03:30	buy	5	0.10	1.05660	0.00000	0.00000
9	2009.12.01 03:30	buy	6	0.10	1.05660	0.00000	0.00000
10	2009.12.01 06:15	close	4	0.10	1.05703	0.00000	0.00000	4.07	10011.45
11	2009.12.01 06:15	close	6	0.10	1.05703	0.00000	0.00000	4.07	10015.52
12	2009.12.01 06:17	close	5	0.10	1.05682	0.00000	0.00000	2.08	10017.60
13	2009.12.01 07:00	buy	7	0.10	1.05581	0.00000	0.00000
14	2009.12.01 07:00	buy	8	0.10	1.05581	0.00000	0.00000
15	2009.12.01 07:00	buy	9	0.10	1.05581	0.00000	0.00000
16	2009.12.01 07:15	close	7	0.10	1.05606	0.00000	0.00000	2.37	10019.97
17	2009.12.01 07:15	close	9	0.10	1.05606	0.00000	0.00000	2.37	10022.34
18	2009.12.01 07:20	close	8	0.10	1.05632	0.00000	0.00000	4.83	10027.17
19	2009.12.01 07:22	buy	10	0.10	1.05648	0.00000	0.00000
20	2009.12.01 07:22	buy	11	0.10	1.05648	0.00000	0.00000
21	2009.12.01 07:22	buy	12	0.10	1.05648	0.00000	0.00000
22	2009.12.03 16:10	close	10	0.10	1.05672	0.00000	0.00000	2.01	10029.18
23	2009.12.03 16:10	close	12	0.10	1.05672	0.00000	0.00000	2.01	10031.18
24	2009.12.03 16:15	close	11	0.10	1.05750	0.00000	0.00000	9.39	10040.57
25	2009.12.08 05:00	buy	13	0.10	1.05075	0.00000	0.00000
26	2009.12.08 05:00	buy	14	0.10	1.05075	0.00000	0.00000
27	2009.12.08 05:00	buy	15	0.10	1.05075	0.00000	0.00000
28	2009.12.08 05:32	close	13	0.10	1.05119	0.00000	0.00000	4.19	10044.76
29	2009.12.08 05:32	close	15	0.10	1.05119	0.00000	0.00000	4.19	10048.95
30	2009.12.08 05:35	close	14	0.10	1.05108	0.00000	0.00000	3.14	10052.09
31	2009.12.08 05:37	buy	16	0.10	1.05164	0.00000	0.00000
32	2009.12.08 05:37	buy	17	0.10	1.05164	0.00000	0.00000
33	2009.12.08 05:37	buy	18	0.10	1.05164	0.00000	0.00000
34	2009.12.08 06:32	close	16	0.10	1.05187	0.00000	0.00000	2.19	10054.28
35	2009.12.08 06:32	close	18	0.10	1.05187	0.00000	0.00000	2.19	10056.47
36	2009.12.08 06:37	close	17	0.10	1.05208	0.00000	0.00000	4.18	10060.65
37	2009.12.08 06:40	buy	19	0.10	1.05155	0.00000	0.00000
38	2009.12.08 06:40	buy	20	0.10	1.05155	0.00000	0.00000
39	2009.12.08 06:40	buy	21	0.10	1.05155	0.00000	0.00000
40	2009.12.08 07:20	close	19	0.10	1.05201	0.00000	0.00000	4.37	10065.02
41	2009.12.08 07:20	close	21	0.10	1.05201	0.00000	0.00000	4.37	10069.39
42	2009.12.08 07:25	close	20	0.10	1.05181	0.00000	0.00000	2.47	10071.86
43	2009.12.08 07:30	buy	22	0.10	1.05212	0.00000	0.00000
44	2009.12.08 07:30	buy	23	0.10	1.05212	0.00000	0.00000
45	2009.12.08 07:30	buy	24	0.10	1.05212	0.00000	0.00000
46	2009.12.08 08:20	close	22	0.10	1.05288	0.00000	0.00000	7.22	10079.08
47	2009.12.08 08:20	close	24	0.10	1.05288	0.00000	0.00000	7.22	10086.30
48	2009.12.08 08:22	close	23	0.10	1.05249	0.00000	0.00000	3.52	10089.82
49	2009.12.08 08:25	buy	25	0.10	1.05301	0.00000	0.00000
50	2009.12.08 08:25	buy	26	0.10	1.05301	0.00000	0.00000
51	2009.12.08 08:25	buy	27	0.10	1.05301	0.00000	0.00000
52	2009.12.08 08:40	close	25	0.10	1.05352	0.00000	0.00000	4.84	10094.66
53	2009.12.08 08:40	close	27	0.10	1.05352	0.00000	0.00000	4.84	10099.50
54	2009.12.08 08:45	close	26	0.10	1.05446	0.00000	0.00000	13.75	10113.25
55	2009.12.08 08:47	buy	28	0.10	1.05448	0.00000	0.00000
56	2009.12.08 08:47	buy	29	0.10	1.05448	0.00000	0.00000
57	2009.12.08 08:47	buy	30	0.10	1.05448	0.00000	0.00000
58	2009.12.08 08:50	close	28	0.10	1.05539	0.00000	0.00000	8.62	10121.87
59	2009.12.08 08:50	close	30	0.10	1.05539	0.00000	0.00000	8.62	10130.49
60	2009.12.08 08:52	close	29	0.10	1.05477	0.00000	0.00000	2.75	10133.24
61	2009.12.08 08:55	buy	31	0.10	1.05541	0.00000	0.00000
62	2009.12.08 08:55	buy	32	0.10	1.05541	0.00000	0.00000
63	2009.12.08 08:55	buy	33	0.10	1.05541	0.00000	0.00000
64	2009.12.08 09:03	close	31	0.10	1.05571	0.00000	0.00000	2.84	10136.08
65	2009.12.08 09:03	close	33	0.10	1.05571	0.00000	0.00000	2.84	10138.92
66	2009.12.08 09:10	close	32	0.10	1.05601	0.00000	0.00000	5.68	10144.60
67	2009.12.08 09:13	buy	34	0.10	1.05515	0.00000	0.00000
68	2009.12.08 09:13	buy	35	0.10	1.05515	0.00000	0.00000
69	2009.12.08 09:13	buy	36	0.10	1.05515	0.00000	0.00000
70	2009.12.08 12:50	close	34	0.10	1.05551	0.00000	0.00000	3.41	10148.01
71	2009.12.08 12:50	close	36	0.10	1.05551	0.00000	0.00000	3.41	10151.42
72	2009.12.08 14:10	close	35	0.10	1.05560	0.00000	0.00000	4.26	10155.68
73	2009.12.08 14:12	buy	37	0.10	1.05557	0.00000	0.00000
74	2009.12.08 14:12	buy	38	0.10	1.05557	0.00000	0.00000
75	2009.12.08 14:12	buy	39	0.10	1.05557	0.00000	0.00000
76	2009.12.08 14:15	close	37	0.10	1.05670	0.00000	0.00000	10.69	10166.37
77	2009.12.08 14:15	close	39	0.10	1.05670	0.00000	0.00000	10.69	10177.06
78	2009.12.08 14:17	close	38	0.10	1.05633	0.00000	0.00000	7.19	10184.25
79	2009.12.08 14:20	buy	40	0.10	1.05813	0.00000	0.00000
80	2009.12.08 14:20	buy	41	0.10	1.05813	0.00000	0.00000
81	2009.12.08 14:20	buy	42	0.10	1.05813	0.00000	0.00000
82	2009.12.08 14:32	close	40	0.10	1.05870	0.00000	0.00000	5.38	10189.63
83	2009.12.08 14:32	close	42	0.10	1.05870	0.00000	0.00000	5.38	10195.01
84	2009.12.08 14:35	close	41	0.10	1.05843	0.00000	0.00000	2.83	10197.84
85	2009.12.08 14:37	buy	43	0.10	1.05931	0.00000	0.00000
86	2009.12.08 14:37	buy	44	0.10	1.05931	0.00000	0.00000
87	2009.12.08 14:37	buy	45	0.10	1.05931	0.00000	0.00000
88	2009.12.08 15:20	close	43	0.10	1.05957	0.00000	0.00000	2.45	10200.29
89	2009.12.08 15:20	close	45	0.10	1.05957	0.00000	0.00000	2.45	10202.74
90	2009.12.08 15:45	close	44	0.10	1.05984	0.00000	0.00000	5.00	10207.74
91	2009.12.08 15:47	buy	46	0.10	1.05985	0.00000	0.00000
92	2009.12.08 15:47	buy	47	0.10	1.05985	0.00000	0.00000
93	2009.12.08 15:47	buy	48	0.10	1.05985	0.00000	0.00000
94	2009.12.08 15:50	close	46	0.10	1.06078	0.00000	0.00000	8.77	10216.51
95	2009.12.08 15:50	close	48	0.10	1.06078	0.00000	0.00000	8.77	10225.28
96	2009.12.08 15:52	close	47	0.10	1.06015	0.00000	0.00000	2.83	10228.11
97	2009.12.08 15:55	buy	49	0.10	1.06080	0.00000	0.00000
98	2009.12.08 15:55	buy	50	0.10	1.06080	0.00000	0.00000
99	2009.12.08 15:55	buy	51	0.10	1.06080	0.00000	0.00000
100	2009.12.08 16:20	close	49	0.10	1.06158	0.00000	0.00000	7.35	10235.46
101	2009.12.08 16:20	close	51	0.10	1.06158	0.00000	0.00000	7.35	10242.81
102	2009.12.08 16:22	close	50	0.10	1.06119	0.00000	0.00000	3.68	10246.49
103	2009.12.08 17:00	buy	52	0.10	1.06051	0.00000	0.00000
104	2009.12.08 17:00	buy	53	0.10	1.06051	0.00000	0.00000
105	2009.12.08 17:00	buy	54	0.10	1.06051	0.00000	0.00000
106	2009.12.08 17:02	close	52	0.10	1.06123	0.00000	0.00000	6.78	10253.27
107	2009.12.08 17:02	close	54	0.10	1.06123	0.00000	0.00000	6.78	10260.05
108	2009.12.08 17:05	close	53	0.10	1.06102	0.00000	0.00000	4.81	10264.86
109	2009.12.08 17:07	buy	55	0.10	1.06176	0.00000	0.00000
110	2009.12.08 17:07	buy	56	0.10	1.06176	0.00000	0.00000
111	2009.12.08 17:07	buy	57	0.10	1.06176	0.00000	0.00000
112	2009.12.08 18:32	close	55	0.10	1.06216	0.00000	0.00000	3.77	10268.63
113	2009.12.08 18:32	close	57	0.10	1.06216	0.00000	0.00000	3.77	10272.40
114	2009.12.08 18:35	close	56	0.10	1.06205	0.00000	0.00000	2.73	10275.13
115	2009.12.08 18:37	buy	58	0.10	1.06260	0.00000	0.00000
116	2009.12.08 18:37	buy	59	0.10	1.06260	0.00000	0.00000
117	2009.12.08 18:37	buy	60	0.10	1.06260	0.00000	0.00000
118	2009.12.08 19:15	close	58	0.10	1.06365	0.00000	0.00000	9.87	10285.00
119	2009.12.08 19:15	close	60	0.10	1.06365	0.00000	0.00000	9.87	10294.87
120	2009.12.08 19:17	close	59	0.10	1.06332	0.00000	0.00000	6.77	10301.64
121	2009.12.08 19:20	buy	61	0.10	1.06498	0.00000	0.00000
122	2009.12.08 19:20	buy	62	0.10	1.06498	0.00000	0.00000
123	2009.12.08 19:20	buy	63	0.10	1.06498	0.00000	0.00000
124	2009.12.08 20:20	close	61	0.10	1.06562	0.00000	0.00000	6.01	10307.65
125	2009.12.08 20:20	close	63	0.10	1.06562	0.00000	0.00000	6.01	10313.66
126	2009.12.08 20:22	close	62	0.10	1.06521	0.00000	0.00000	2.16	10315.82
127	2009.12.08 21:30	buy	64	0.10	1.06486	0.00000	0.00000
128	2009.12.08 21:30	buy	65	0.10	1.06486	0.00000	0.00000
129	2009.12.08 21:30	buy	66	0.10	1.06486	0.00000	0.00000
130	2009.12.09 00:20	close	64	0.10	1.06540	0.00000	0.00000	5.00	10320.82
131	2009.12.09 00:20	close	66	0.10	1.06540	0.00000	0.00000	5.00	10325.83
132	2009.12.09 00:25	close	65	0.10	1.06513	0.00000	0.00000	2.46	10328.29
133	2009.12.09 01:30	buy	67	0.10	1.06314	0.00000	0.00000
134	2009.12.09 01:30	buy	68	0.10	1.06314	0.00000	0.00000
135	2009.12.09 01:30	buy	69	0.10	1.06314	0.00000	0.00000
136	2009.12.09 01:45	close	67	0.10	1.06364	0.00000	0.00000	4.70	10332.99
137	2009.12.09 01:45	close	69	0.10	1.06364	0.00000	0.00000	4.70	10337.69
138	2009.12.09 01:47	close	68	0.10	1.06350	0.00000	0.00000	3.39	10341.08
139	2009.12.09 01:50	buy	70	0.10	1.06438	0.00000	0.00000
140	2009.12.09 01:50	buy	71	0.10	1.06438	0.00000	0.00000
141	2009.12.09 01:50	buy	72	0.10	1.06438	0.00000	0.00000
142	2009.12.09 07:50	close	70	0.10	1.06466	0.00000	0.00000	2.63	10343.71
143	2009.12.09 07:50	close	72	0.10	1.06466	0.00000	0.00000	2.63	10346.34
144	2009.12.09 07:59	close	71	0.10	1.06465	0.00000	0.00000	2.54	10348.88
145	2009.12.10 07:00	buy	73	0.10	1.05759	0.00000	0.00000
146	2009.12.10 07:00	buy	74	0.10	1.05759	0.00000	0.00000
147	2009.12.10 07:00	buy	75	0.10	1.05759	0.00000	0.00000
148	2009.12.10 09:07	close	73	0.10	1.05793	0.00000	0.00000	3.21	10352.09
149	2009.12.10 09:07	close	75	0.10	1.05793	0.00000	0.00000	3.21	10355.30
150	2009.12.10 09:32	close	74	0.10	1.05781	0.00000	0.00000	2.08	10357.38
151	2009.12.10 09:35	buy	76	0.10	1.05776	0.00000	0.00000
152	2009.12.10 09:35	buy	77	0.10	1.05776	0.00000	0.00000
153	2009.12.10 09:35	buy	78	0.10	1.05776	0.00000	0.00000
154	2009.12.10 09:37	close	76	0.10	1.05818	0.00000	0.00000	3.97	10361.35
155	2009.12.10 09:37	close	78	0.10	1.05818	0.00000	0.00000	3.97	10365.32
156	2009.12.11 17:15	close	77	0.10	1.05885	0.00000	0.00000	10.22	10375.55
157	2009.12.11 18:00	buy	79	0.10	1.05865	0.00000	0.00000
158	2009.12.11 18:00	buy	80	0.10	1.05865	0.00000	0.00000
159	2009.12.11 18:00	buy	81	0.10	1.05865	0.00000	0.00000
160	2009.12.11 18:20	close	79	0.10	1.05903	0.00000	0.00000	3.59	10379.14
161	2009.12.11 18:20	close	81	0.10	1.05903	0.00000	0.00000	3.59	10382.73
162	2009.12.11 18:27	close	80	0.10	1.05899	0.00000	0.00000	3.21	10385.94
163	2009.12.11 18:30	buy	82	0.10	1.05934	0.00000	0.00000
164	2009.12.11 18:30	buy	83	0.10	1.05934	0.00000	0.00000
165	2009.12.11 18:30	buy	84	0.10	1.05934	0.00000	0.00000
166	2009.12.11 19:15	close	82	0.10	1.05990	0.00000	0.00000	5.28	10391.22
167	2009.12.11 19:15	close	84	0.10	1.05990	0.00000	0.00000	5.28	10396.50
168	2009.12.11 19:17	close	83	0.10	1.05973	0.00000	0.00000	3.68	10400.18
169	2009.12.11 19:20	buy	85	0.10	1.06074	0.00000	0.00000
170	2009.12.11 19:20	buy	86	0.10	1.06074	0.00000	0.00000
171	2009.12.11 19:20	buy	87	0.10	1.06074	0.00000	0.00000
172	2009.12.11 19:50	close	85	0.10	1.06098	0.00000	0.00000	2.26	10402.44
173	2009.12.11 19:50	close	87	0.10	1.06098	0.00000	0.00000	2.26	10404.70
174	2009.12.11 20:20	close	86	0.10	1.06096	0.00000	0.00000	2.07	10406.77
175	2009.12.11 20:23	buy	88	0.10	1.06119	0.00000	0.00000
176	2009.12.11 20:23	buy	89	0.10	1.06119	0.00000	0.00000
177	2009.12.11 20:23	buy	90	0.10	1.06119	0.00000	0.00000
178	2009.12.11 20:32	close	88	0.10	1.06197	0.00000	0.00000	7.34	10414.11
179	2009.12.11 20:32	close	90	0.10	1.06197	0.00000	0.00000	7.34	10421.45
180	2009.12.11 20:35	close	89	0.10	1.06179	0.00000	0.00000	5.65	10427.10
181	2009.12.11 21:32	buy	91	0.10	1.06069	0.00000	0.00000
182	2009.12.11 21:32	buy	92	0.10	1.06069	0.00000	0.00000
183	2009.12.11 21:32	buy	93	0.10	1.06069	0.00000	0.00000
184	2009.12.11 22:20	close	91	0.10	1.06138	0.00000	0.00000	6.50	10433.60
185	2009.12.11 22:20	close	93	0.10	1.06138	0.00000	0.00000	6.50	10440.10
186	2009.12.11 22:22	close	92	0.10	1.06100	0.00000	0.00000	2.92	10443.02
187	2009.12.11 22:25	buy	94	0.10	1.06152	0.00000	0.00000
188	2009.12.11 22:25	buy	95	0.10	1.06152	0.00000	0.00000
189	2009.12.11 22:25	buy	96	0.10	1.06152	0.00000	0.00000
190	2009.12.14 04:20	close	94	0.10	1.06218	0.00000	0.00000	6.14	10449.16
191	2009.12.14 04:20	close	96	0.10	1.06218	0.00000	0.00000	6.14	10455.31
192	2009.12.14 04:25	close	95	0.10	1.06189	0.00000	0.00000	3.41	10458.72
193	2009.12.14 04:27	buy	97	0.10	1.06136	0.00000	0.00000
194	2009.12.14 04:27	buy	98	0.10	1.06136	0.00000	0.00000
195	2009.12.14 04:27	buy	99	0.10	1.06136	0.00000	0.00000
196	2009.12.14 04:27	close	97	0.10	1.06197	0.00000	0.00000	5.74	10464.46
197	2009.12.14 04:27	close	99	0.10	1.06197	0.00000	0.00000	5.74	10470.20
198	2009.12.14 04:30	close	98	0.10	1.06175	0.00000	0.00000	3.67	10473.87
199	2009.12.14 04:33	buy	100	0.10	1.06134	0.00000	0.00000
200	2009.12.14 04:33	buy	101	0.10	1.06134	0.00000	0.00000
201	2009.12.14 04:33	buy	102	0.10	1.06134	0.00000	0.00000
202	2009.12.14 09:20	close	100	0.10	1.06230	0.00000	0.00000	9.04	10482.91
203	2009.12.14 09:20	close	102	0.10	1.06230	0.00000	0.00000	9.04	10491.95
204	2009.12.14 09:22	close	101	0.10	1.06174	0.00000	0.00000	3.77	10495.72
205	2009.12.18 01:30	sell	103	0.10	1.07065	0.00000	0.00000
206	2009.12.18 01:30	sell	104	0.10	1.07065	0.00000	0.00000
207	2009.12.18 01:30	sell	105	0.10	1.07065	0.00000	0.00000
208	2009.12.18 01:45	close	103	0.10	1.07021	0.00000	0.00000	4.11	10499.83
209	2009.12.18 01:45	close	105	0.10	1.07021	0.00000	0.00000	4.11	10503.94
210	2009.12.18 01:50	close	104	0.10	1.06923	0.00000	0.00000	13.28	10517.22
211	2009.12.18 08:10	sell	106	0.10	1.06849	0.00000	0.00000
212	2009.12.18 08:10	sell	107	0.10	1.06849	0.00000	0.00000
213	2009.12.18 08:10	sell	108	0.10	1.06849	0.00000	0.00000
214	2009.12.18 08:45	close	106	0.10	1.06806	0.00000	0.00000	4.03	10521.25
215	2009.12.18 08:45	close	108	0.10	1.06806	0.00000	0.00000	4.03	10525.28
216	2009.12.18 08:47	close	107	0.10	1.06821	0.00000	0.00000	2.62	10527.90
217	2009.12.18 08:59	sell	109	0.10	1.06821	0.00000	0.00000
218	2009.12.18 08:59	sell	110	0.10	1.06821	0.00000	0.00000
219	2009.12.18 08:59	sell	111	0.10	1.06821	0.00000	0.00000
220	2009.12.18 09:10	close	109	0.10	1.06773	0.00000	0.00000	4.50	10532.40
221	2009.12.18 09:10	close	111	0.10	1.06773	0.00000	0.00000	4.50	10536.90
222	2009.12.18 09:12	close	110	0.10	1.06797	0.00000	0.00000	2.25	10539.15
223	2009.12.18 10:00	sell	112	0.10	1.06792	0.00000	0.00000
224	2009.12.18 10:00	sell	113	0.10	1.06792	0.00000	0.00000
225	2009.12.18 10:00	sell	114	0.10	1.06792	0.00000	0.00000
226	2009.12.18 10:45	close	112	0.10	1.06760	0.00000	0.00000	3.00	10542.15
227	2009.12.18 10:45	close	114	0.10	1.06760	0.00000	0.00000	3.00	10545.15
228	2009.12.18 10:50	close	113	0.10	1.06602	0.00000	0.00000	17.82	10562.97
229	2009.12.18 11:15	sell	115	0.10	1.06764	0.00000	0.00000
230	2009.12.18 11:15	sell	116	0.10	1.06764	0.00000	0.00000
231	2009.12.18 11:15	sell	117	0.10	1.06764	0.00000	0.00000
232	2009.12.18 11:27	close	115	0.10	1.06710	0.00000	0.00000	5.06	10568.03
233	2009.12.18 11:27	close	117	0.10	1.06710	0.00000	0.00000	5.06	10573.09
234	2009.12.18 11:30	close	116	0.10	1.06709	0.00000	0.00000	5.15	10578.24
235	2009.12.18 13:37	sell	118	0.10	1.06702	0.00000	0.00000
236	2009.12.18 13:37	sell	119	0.10	1.06702	0.00000	0.00000
237	2009.12.18 13:37	sell	120	0.10	1.06702	0.00000	0.00000
238	2009.12.18 13:40	close	118	0.10	1.06613	0.00000	0.00000	8.35	10586.59
239	2009.12.18 13:40	close	120	0.10	1.06613	0.00000	0.00000	8.35	10594.94
240	2009.12.18 13:42	close	119	0.10	1.06644	0.00000	0.00000	5.44	10600.38
241	2009.12.18 14:02	sell	121	0.10	1.06683	0.00000	0.00000
242	2009.12.18 14:02	sell	122	0.10	1.06683	0.00000	0.00000
243	2009.12.18 14:02	sell	123	0.10	1.06683	0.00000	0.00000
244	2009.12.18 14:10	close	121	0.10	1.06658	0.00000	0.00000	2.34	10602.72
245	2009.12.18 14:10	close	123	0.10	1.06658	0.00000	0.00000	2.34	10605.06
246	2009.12.18 14:15	close	122	0.10	1.06599	0.00000	0.00000	7.88	10612.94
247	2009.12.18 14:45	sell	124	0.10	1.06695	0.00000	0.00000
248	2009.12.18 14:45	sell	125	0.10	1.06695	0.00000	0.00000
249	2009.12.18 14:45	sell	126	0.10	1.06695	0.00000	0.00000
250	2009.12.18 15:10	close	124	0.10	1.06669	0.00000	0.00000	2.44	10615.38
251	2009.12.18 15:10	close	126	0.10	1.06669	0.00000	0.00000	2.44	10617.82
252	2009.12.18 15:15	close	125	0.10	1.06592	0.00000	0.00000	9.66	10627.48
253	2009.12.18 17:00	sell	127	0.10	1.06732	0.00000	0.00000
254	2009.12.18 17:00	sell	128	0.10	1.06732	0.00000	0.00000
255	2009.12.18 17:00	sell	129	0.10	1.06732	0.00000	0.00000
256	2009.12.18 17:37	close	127	0.10	1.06709	0.00000	0.00000	2.16	10629.64
257	2009.12.18 17:37	close	129	0.10	1.06709	0.00000	0.00000	2.16	10631.80
258	2009.12.18 18:15	close	128	0.10	1.06661	0.00000	0.00000	6.66	10638.46
259	2009.12.18 18:17	sell	130	0.10	1.06653	0.00000	0.00000
260	2009.12.18 18:17	sell	131	0.10	1.06653	0.00000	0.00000
261	2009.12.18 18:17	sell	132	0.10	1.06653	0.00000	0.00000
262	2009.12.18 18:20	close	130	0.10	1.06559	0.00000	0.00000	8.82	10647.28
263	2009.12.18 18:20	close	132	0.10	1.06559	0.00000	0.00000	8.82	10656.10
264	2009.12.18 18:22	close	131	0.10	1.06610	0.00000	0.00000	4.03	10660.13
265	2009.12.18 18:27	sell	133	0.10	1.06628	0.00000	0.00000
266	2009.12.18 18:27	sell	134	0.10	1.06628	0.00000	0.00000
267	2009.12.18 18:27	sell	135	0.10	1.06628	0.00000	0.00000
268	2009.12.18 18:50	close	133	0.10	1.06602	0.00000	0.00000	2.44	10662.57
269	2009.12.18 18:50	close	135	0.10	1.06602	0.00000	0.00000	2.44	10665.01
270	2009.12.18 18:59	close	134	0.10	1.06606	0.00000	0.00000	2.06	10667.07
271	2009.12.18 19:10	sell	136	0.10	1.06627	0.00000	0.00000
272	2009.12.18 19:10	sell	137	0.10	1.06627	0.00000	0.00000
273	2009.12.18 19:10	sell	138	0.10	1.06627	0.00000	0.00000
274	2009.12.18 19:50	close	136	0.10	1.06586	0.00000	0.00000	3.85	10670.92
275	2009.12.18 19:50	close	138	0.10	1.06586	0.00000	0.00000	3.85	10674.77
276	2009.12.18 19:52	close	137	0.10	1.06605	0.00000	0.00000	2.06	10676.83
277	2009.12.18 19:59	sell	139	0.10	1.06623	0.00000	0.00000
278	2009.12.18 19:59	sell	140	0.10	1.06623	0.00000	0.00000
279	2009.12.18 19:59	sell	141	0.10	1.06623	0.00000	0.00000
280	2009.12.18 20:20	close	139	0.10	1.06600	0.00000	0.00000	2.16	10678.99
281	2009.12.18 20:20	close	141	0.10	1.06600	0.00000	0.00000	2.16	10681.15
282	2009.12.18 20:35	close	140	0.10	1.06595	0.00000	0.00000	2.63	10683.78
283	2009.12.18 22:10	sell	142	0.10	1.06638	0.00000	0.00000
284	2009.12.18 22:10	sell	143	0.10	1.06638	0.00000	0.00000
285	2009.12.18 22:10	sell	144	0.10	1.06638	0.00000	0.00000
286	2009.12.18 22:32	close	142	0.10	1.06613	0.00000	0.00000	2.34	10686.12
287	2009.12.18 22:32	close	144	0.10	1.06613	0.00000	0.00000	2.34	10688.46
288	2009.12.18 22:37	close	143	0.10	1.06604	0.00000	0.00000	3.19	10691.65
289	2009.12.18 22:40	sell	145	0.10	1.06616	0.00000	0.00000
290	2009.12.18 22:40	sell	146	0.10	1.06616	0.00000	0.00000
291	2009.12.18 22:40	sell	147	0.10	1.06616	0.00000	0.00000
292	2009.12.21 08:03	close	145	0.10	1.06589	0.00000	0.00000	2.49	10694.14
293	2009.12.21 08:03	close	147	0.10	1.06589	0.00000	0.00000	2.49	10696.63
294	2009.12.21 08:10	close	146	0.10	1.06571	0.00000	0.00000	4.18	10700.82
295	2009.12.21 08:13	buy	148	0.10	1.06663	0.00000	0.00000
296	2009.12.21 08:13	buy	149	0.10	1.06663	0.00000	0.00000
297	2009.12.21 08:13	buy	150	0.10	1.06663	0.00000	0.00000
298	2009.12.21 08:20	close	148	0.10	1.06685	0.00000	0.00000	2.06	10702.88
299	2009.12.21 08:20	close	150	0.10	1.06685	0.00000	0.00000	2.06	10704.94
300	2009.12.21 08:26	close	149	0.10	1.06740	0.00000	0.00000	7.21	10712.15
301	2009.12.21 11:00	buy	151	0.10	1.06557	0.00000	0.00000
302	2009.12.21 11:00	buy	152	0.10	1.06557	0.00000	0.00000
303	2009.12.21 11:00	buy	153	0.10	1.06557	0.00000	0.00000
304	2009.12.31 18:57	close at stop	153	0.10	1.04645	0.00000	0.00000	-183.50	10528.65
305	2009.12.31 18:57	close at stop	152	0.10	1.04645	0.00000	0.00000	-183.50	10345.15
306	2009.12.31 18:57	close at stop	151	0.10	1.04645	0.00000	0.00000	-183.50	10161.65