Report Result : V1-inter_L_many - Desynced Forex Repository

Strategy Tester Report

V1-inter_L_many

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=1; MaximumRisk=0.1; DecreaseFactor=3; Stop=1; MAPeriod=120;

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

Initial deposit	10000.00
Total net profit	-7913.78	Gross profit	10711.50	Gross loss	-18625.28
Profit factor	0.58	Expected payoff	-38.05
Absolute drawdown	7913.78	Maximal drawdown	19798.65 (90.47%)	Relative drawdown	90.47% (19798.65)

Total trades	208	Short positions (won %)	102 (100.00%)	Long positions (won %)	106 (60.38%)
		Profit trades (% of total)	166 (79.81%)	Loss trades (% of total)	42 (20.19%)
Largest		profit trade	418.24	loss trade	-1048.18
Average		profit trade	64.53	loss trade	-443.46
Maximum		consecutive wins (profit in money)	166 (10711.50)	consecutive losses (loss in money)	42 (-18625.28)
Maximal		consecutive profit (count of wins)	10711.50 (166)	consecutive loss (count of losses)	-18625.28 (42)
Average		consecutive wins	166	consecutive losses	42

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.03 00:00	sell	1	2.00	1.05092	0.00000	0.00000
2	2009.12.03 00:03	sell	2	1.90	1.05022	0.00000	0.00000
3	2009.12.03 00:03	close	1	2.00	1.05031	0.00000	0.00000	116.16	10116.16
4	2009.12.03 00:06	sell	3	1.90	1.05040	0.00000	0.00000
5	2009.12.03 00:10	sell	4	1.90	1.04970	0.00000	0.00000
6	2009.12.03 00:10	close	2	1.90	1.04979	0.00000	0.00000	77.83	10193.99
7	2009.12.03 00:13	sell	5	1.90	1.04987	0.00000	0.00000
8	2009.12.03 00:13	close	3	1.90	1.04996	0.00000	0.00000	79.62	10273.61
9	2009.12.03 00:16	close	4	1.90	1.04909	0.00000	0.00000	110.48	10384.09
10	2009.12.03 00:20	close	5	1.90	1.04944	0.00000	0.00000	77.85	10461.94
11	2009.12.03 00:26	sell	6	2.10	1.04970	0.00000	0.00000
12	2009.12.03 00:26	close	6	2.10	1.04938	0.00000	0.00000	64.04	10525.98
13	2009.12.03 01:00	sell	7	2.10	1.04918	0.00000	0.00000
14	2009.12.03 01:02	sell	8	2.00	1.04941	0.00000	0.00000
15	2009.12.03 01:05	sell	9	1.90	1.04928	0.00000	0.00000
16	2009.12.03 01:05	close	8	2.00	1.04937	0.00000	0.00000	7.62	10533.60
17	2009.12.03 01:07	sell	10	1.90	1.04954	0.00000	0.00000
18	2009.12.03 01:10	sell	11	1.90	1.04902	0.00000	0.00000
19	2009.12.03 01:10	close	7	2.10	1.04911	0.00000	0.00000	14.01	10547.61
20	2009.12.03 01:12	sell	12	1.90	1.04915	0.00000	0.00000
21	2009.12.03 01:12	close	9	1.90	1.04924	0.00000	0.00000	7.24	10554.85
22	2009.12.03 01:15	sell	13	1.90	1.04862	0.00000	0.00000
23	2009.12.03 01:15	close	10	1.90	1.04871	0.00000	0.00000	150.38	10705.23
24	2009.12.03 01:17	sell	14	1.90	1.04875	0.00000	0.00000
25	2009.12.03 01:17	close	11	1.90	1.04884	0.00000	0.00000	32.61	10737.84
26	2009.12.03 01:20	close	12	1.90	1.04819	0.00000	0.00000	174.01	10911.85
27	2009.12.03 01:22	close	13	1.90	1.04845	0.00000	0.00000	30.81	10942.66
28	2009.12.03 01:25	close	14	1.90	1.04832	0.00000	0.00000	77.93	11020.59
29	2009.12.03 01:27	sell	15	2.20	1.04862	0.00000	0.00000
30	2009.12.03 01:27	sell	16	2.10	1.04856	0.00000	0.00000
31	2009.12.03 01:30	sell	17	2.00	1.04849	0.00000	0.00000
32	2009.12.03 01:30	close	15	2.20	1.04858	0.00000	0.00000	8.39	11028.98
33	2009.12.03 01:32	close	16	2.10	1.04813	0.00000	0.00000	86.15	11115.13
34	2009.12.03 01:35	close	17	2.00	1.04824	0.00000	0.00000	47.70	11162.83
35	2009.12.03 01:40	sell	18	2.20	1.04846	0.00000	0.00000
36	2009.12.03 01:42	close	18	2.20	1.04845	0.00000	0.00000	2.10	11164.93
37	2009.12.03 01:45	sell	19	2.20	1.04878	0.00000	0.00000
38	2009.12.03 01:47	sell	20	2.10	1.04867	0.00000	0.00000
39	2009.12.03 01:47	close	19	2.20	1.04876	0.00000	0.00000	4.20	11169.13
40	2009.12.03 01:50	sell	21	2.10	1.04909	0.00000	0.00000
41	2009.12.03 01:52	sell	22	2.10	1.04888	0.00000	0.00000
42	2009.12.03 01:52	close	21	2.10	1.04897	0.00000	0.00000	24.02	11193.15
43	2009.12.03 01:55	sell	23	2.00	1.04899	0.00000	0.00000
44	2009.12.03 01:57	sell	24	2.00	1.04867	0.00000	0.00000
45	2009.12.03 01:57	close	22	2.10	1.04876	0.00000	0.00000	24.03	11217.18
46	2009.12.03 01:59	sell	25	2.00	1.04902	0.00000	0.00000
47	2009.12.03 02:00	sell	26	1.90	1.04906	0.00000	0.00000
48	2009.12.03 02:02	sell	27	1.80	1.04900	0.00000	0.00000
49	2009.12.03 02:05	sell	28	1.70	1.04912	0.00000	0.00000
50	2009.12.03 02:07	sell	29	1.70	1.04889	0.00000	0.00000
51	2009.12.03 02:07	close	23	2.00	1.04898	0.00000	0.00000	1.91	11219.09
52	2009.12.03 02:10	sell	30	1.60	1.04946	0.00000	0.00000
53	2009.12.03 02:12	sell	31	1.50	1.04935	0.00000	0.00000
54	2009.12.03 02:12	close	30	1.60	1.04944	0.00000	0.00000	3.05	11222.14
55	2009.12.03 02:15	sell	32	1.40	1.04981	0.00000	0.00000
56	2009.12.03 02:17	sell	33	1.40	1.04969	0.00000	0.00000
57	2009.12.03 02:17	close	32	1.40	1.04978	0.00000	0.00000	4.00	11226.14
58	2009.12.03 02:20	sell	34	1.20	1.05015	0.00000	0.00000
59	2009.12.03 02:22	sell	35	1.30	1.04992	0.00000	0.00000
60	2009.12.03 02:22	close	34	1.20	1.05001	0.00000	0.00000	16.00	11242.14
61	2009.12.03 02:25	sell	36	1.20	1.05004	0.00000	0.00000
62	2009.12.03 02:27	sell	37	1.30	1.04969	0.00000	0.00000
63	2009.12.03 02:27	close	35	1.30	1.04978	0.00000	0.00000	17.34	11259.48
64	2009.12.03 02:27	sell	38	1.20	1.04995	0.00000	0.00000
65	2009.12.03 02:30	sell	39	1.10	1.04996	0.00000	0.00000
66	2009.12.03 02:33	sell	40	1.20	1.04957	0.00000	0.00000
67	2009.12.03 02:33	close	33	1.40	1.04966	0.00000	0.00000	4.00	11263.48
68	2009.12.03 02:36	sell	41	1.20	1.04967	0.00000	0.00000
69	2009.12.03 02:36	close	36	1.20	1.04976	0.00000	0.00000	32.01	11295.49
70	2009.12.03 02:40	sell	42	1.40	1.04929	0.00000	0.00000
71	2009.12.03 02:40	close	37	1.30	1.04938	0.00000	0.00000	38.40	11333.89
72	2009.12.03 02:43	sell	43	1.30	1.04938	0.00000	0.00000
73	2009.12.03 02:43	close	38	1.20	1.04947	0.00000	0.00000	54.88	11388.77
74	2009.12.03 02:46	sell	44	1.50	1.04890	0.00000	0.00000
75	2009.12.03 02:46	close	25	2.00	1.04899	0.00000	0.00000	5.72	11394.49
76	2009.12.03 02:50	sell	45	1.40	1.04909	0.00000	0.00000
77	2009.12.03 02:50	close	31	1.50	1.04918	0.00000	0.00000	24.30	11418.79
78	2009.12.03 02:53	sell	46	1.50	1.04900	0.00000	0.00000
79	2009.12.03 02:53	close	28	1.70	1.04909	0.00000	0.00000	4.86	11423.65
80	2009.12.03 02:56	sell	47	1.40	1.04929	0.00000	0.00000
81	2009.12.03 02:56	close	39	1.10	1.04938	0.00000	0.00000	60.80	11484.45
82	2009.12.03 02:59	sell	48	1.30	1.04946	0.00000	0.00000
83	2009.12.03 02:59	close	40	1.20	1.04955	0.00000	0.00000	2.29	11486.74
84	2009.12.03 03:00	sell	49	1.30	1.04950	0.00000	0.00000
85	2009.12.03 03:00	close	41	1.20	1.04959	0.00000	0.00000	9.15	11495.89
86	2009.12.03 03:02	sell	50	1.10	1.04998	0.00000	0.00000
87	2009.12.03 03:05	sell	51	1.10	1.04987	0.00000	0.00000
88	2009.12.03 03:05	close	50	1.10	1.04996	0.00000	0.00000	2.10	11497.99
89	2009.12.03 03:07	sell	52	1.00	1.05009	0.00000	0.00000
90	2009.12.03 03:10	sell	53	1.10	1.04965	0.00000	0.00000
91	2009.12.03 03:10	close	51	1.10	1.04974	0.00000	0.00000	13.62	11511.61
92	2009.12.03 03:12	sell	54	1.10	1.04976	0.00000	0.00000
93	2009.12.03 03:12	close	52	1.00	1.04985	0.00000	0.00000	22.86	11534.47
94	2009.12.03 03:15	sell	55	1.30	1.04932	0.00000	0.00000
95	2009.12.03 03:15	close	48	1.30	1.04941	0.00000	0.00000	6.19	11540.66
96	2009.12.03 03:17	sell	56	1.20	1.04943	0.00000	0.00000
97	2009.12.03 03:17	close	53	1.10	1.04952	0.00000	0.00000	13.63	11554.29
98	2009.12.03 03:20	close	26	1.90	1.04897	0.00000	0.00000	16.30	11570.59
99	2009.12.03 03:22	sell	57	1.40	1.04910	0.00000	0.00000
100	2009.12.03 03:22	close	42	1.40	1.04919	0.00000	0.00000	13.34	11583.93
101	2009.12.03 03:25	sell	58	1.50	1.04899	0.00000	0.00000
102	2009.12.03 03:25	close	43	1.30	1.04908	0.00000	0.00000	37.18	11621.11
103	2009.12.03 03:27	sell	59	1.30	1.04932	0.00000	0.00000
104	2009.12.03 03:27	close	49	1.30	1.04941	0.00000	0.00000	11.15	11632.26
105	2009.12.03 03:27	sell	60	1.30	1.04937	0.00000	0.00000
106	2009.12.03 03:27	close	54	1.10	1.04946	0.00000	0.00000	31.44	11663.70
107	2009.12.03 03:30	sell	61	1.30	1.04933	0.00000	0.00000
108	2009.12.03 03:30	close	56	1.20	1.04942	0.00000	0.00000	1.14	11664.84
109	2009.12.03 03:32	sell	62	1.30	1.04937	0.00000	0.00000
110	2009.12.03 03:35	sell	63	1.30	1.04924	0.00000	0.00000
111	2009.12.03 03:35	close	60	1.30	1.04933	0.00000	0.00000	4.96	11669.80
112	2009.12.03 03:37	sell	64	1.20	1.04949	0.00000	0.00000
113	2009.12.03 03:40	sell	65	1.40	1.04900	0.00000	0.00000
114	2009.12.03 03:40	close	47	1.40	1.04909	0.00000	0.00000	26.69	11696.49
115	2009.12.03 03:42	sell	66	1.30	1.04912	0.00000	0.00000
116	2009.12.03 03:42	close	55	1.30	1.04921	0.00000	0.00000	13.63	11710.12
117	2009.12.03 03:45	close	27	1.80	1.04872	0.00000	0.00000	48.06	11758.18
118	2009.12.03 03:47	close	29	1.70	1.04884	0.00000	0.00000	8.10	11766.28
119	2009.12.03 03:50	close	20	2.10	1.04823	0.00000	0.00000	88.15	11854.43
120	2009.12.03 03:52	close	24	2.00	1.04848	0.00000	0.00000	36.24	11890.67
121	2009.12.03 03:55	close	44	1.50	1.04835	0.00000	0.00000	78.70	11969.37
122	2009.12.03 03:57	close	45	1.40	1.04872	0.00000	0.00000	49.39	12018.76
123	2009.12.03 03:59	close	46	1.50	1.04897	0.00000	0.00000	4.29	12023.05
124	2009.12.03 04:00	close	57	1.40	1.04897	0.00000	0.00000	17.35	12040.40
125	2009.12.03 04:03	close	58	1.50	1.04872	0.00000	0.00000	38.62	12079.02
126	2009.12.03 04:06	close	59	1.30	1.04878	0.00000	0.00000	66.93	12145.95
127	2009.12.03 04:10	close	61	1.30	1.04854	0.00000	0.00000	97.95	12243.90
128	2009.12.03 04:13	close	62	1.30	1.04860	0.00000	0.00000	95.46	12339.36
129	2009.12.03 04:16	close	63	1.30	1.04829	0.00000	0.00000	117.81	12457.17
130	2009.12.03 04:20	close	64	1.20	1.04841	0.00000	0.00000	123.62	12580.79
131	2009.12.03 04:23	close	65	1.40	1.04835	0.00000	0.00000	86.80	12667.59
132	2009.12.03 04:26	close	66	1.30	1.04854	0.00000	0.00000	71.91	12739.50
133	2009.12.03 05:20	sell	67	2.50	1.04993	0.00000	0.00000
134	2009.12.03 05:22	close	67	2.50	1.04971	0.00000	0.00000	52.40	12791.90
135	2009.12.03 05:25	sell	68	2.60	1.04977	0.00000	0.00000
136	2009.12.03 05:27	close	68	2.60	1.04939	0.00000	0.00000	94.15	12886.05
137	2009.12.03 05:45	sell	69	2.60	1.04975	0.00000	0.00000
138	2009.12.03 05:47	close	69	2.60	1.04973	0.00000	0.00000	4.95	12891.00
139	2009.12.03 05:50	sell	70	2.60	1.05008	0.00000	0.00000
140	2009.12.03 05:52	sell	71	2.50	1.04986	0.00000	0.00000
141	2009.12.03 05:52	close	70	2.60	1.04995	0.00000	0.00000	32.19	12923.19
142	2009.12.03 05:55	sell	72	2.50	1.04997	0.00000	0.00000
143	2009.12.03 05:57	close	71	2.50	1.04973	0.00000	0.00000	30.96	12954.15
144	2009.12.03 05:59	sell	73	2.50	1.05004	0.00000	0.00000
145	2009.12.03 06:00	sell	74	2.40	1.05012	0.00000	0.00000
146	2009.12.03 06:02	sell	75	2.30	1.04988	0.00000	0.00000
147	2009.12.03 06:02	close	73	2.50	1.04997	0.00000	0.00000	16.67	12970.82
148	2009.12.03 06:05	sell	76	2.30	1.04996	0.00000	0.00000
149	2009.12.03 06:05	close	74	2.40	1.05005	0.00000	0.00000	16.00	12986.82
150	2009.12.03 06:07	sell	77	2.30	1.04980	0.00000	0.00000
151	2009.12.03 06:07	close	72	2.50	1.04989	0.00000	0.00000	19.05	13005.87
152	2009.12.03 06:10	sell	78	2.30	1.05021	0.00000	0.00000
153	2009.12.03 06:12	sell	79	2.20	1.05013	0.00000	0.00000
154	2009.12.03 06:15	sell	80	2.00	1.05045	0.00000	0.00000
155	2009.12.03 06:17	sell	81	2.00	1.05037	0.00000	0.00000
156	2009.12.03 06:20	sell	82	1.80	1.05070	0.00000	0.00000
157	2009.12.03 06:22	sell	83	1.80	1.05054	0.00000	0.00000
158	2009.12.03 06:22	close	82	1.80	1.05063	0.00000	0.00000	11.99	13017.86
159	2009.12.03 06:25	sell	84	1.70	1.05062	0.00000	0.00000
160	2009.12.03 06:27	sell	85	1.80	1.05037	0.00000	0.00000
161	2009.12.03 06:27	close	83	1.80	1.05046	0.00000	0.00000	13.71	13031.57
162	2009.12.03 06:27	sell	86	1.80	1.05025	0.00000	0.00000
163	2009.12.03 06:27	close	80	2.00	1.05034	0.00000	0.00000	20.95	13052.52
164	2009.12.03 06:30	sell	87	1.80	1.05021	0.00000	0.00000
165	2009.12.03 06:30	close	81	2.00	1.05030	0.00000	0.00000	13.33	13065.85
166	2009.12.03 06:33	sell	88	1.80	1.05024	0.00000	0.00000
167	2009.12.03 06:33	close	84	1.70	1.05033	0.00000	0.00000	46.94	13112.79
168	2009.12.03 06:36	sell	89	1.80	1.05031	0.00000	0.00000
169	2009.12.03 06:40	sell	90	1.80	1.05017	0.00000	0.00000
170	2009.12.03 06:40	close	85	1.80	1.05026	0.00000	0.00000	18.85	13131.64
171	2009.12.03 06:43	sell	91	1.60	1.05052	0.00000	0.00000
172	2009.12.03 06:46	sell	92	1.60	1.05045	0.00000	0.00000
173	2009.12.03 06:50	sell	93	1.40	1.05072	0.00000	0.00000
174	2009.12.03 06:53	sell	94	1.40	1.05065	0.00000	0.00000
175	2009.12.03 06:59	sell	95	1.20	1.05093	0.00000	0.00000
176	2009.12.03 07:00	sell	96	1.10	1.05095	0.00000	0.00000
177	2009.12.03 07:02	sell	97	1.10	1.05081	0.00000	0.00000
178	2009.12.03 07:02	close	95	1.20	1.05090	0.00000	0.00000	3.43	13135.07
179	2009.12.03 07:05	sell	98	1.20	1.05064	0.00000	0.00000
180	2009.12.03 07:05	close	96	1.10	1.05073	0.00000	0.00000	23.03	13158.10
181	2009.12.03 07:07	sell	99	1.00	1.05098	0.00000	0.00000
182	2009.12.03 07:10	sell	100	1.40	1.05030	0.00000	0.00000
183	2009.12.03 07:10	close	91	1.60	1.05039	0.00000	0.00000	19.80	13177.90
184	2009.12.03 07:12	sell	101	1.30	1.05047	0.00000	0.00000
185	2009.12.03 07:12	close	93	1.40	1.05056	0.00000	0.00000	21.32	13199.22
186	2009.12.03 07:15	close	75	2.30	1.04987	0.00000	0.00000	2.19	13201.41
187	2009.12.03 07:17	sell	102	1.70	1.04995	0.00000	0.00000
188	2009.12.03 07:17	close	78	2.30	1.05004	0.00000	0.00000	37.24	13238.65
189	2009.12.03 07:20	close	76	2.30	1.04919	0.00000	0.00000	168.80	13407.45
190	2009.12.03 07:22	close	77	2.30	1.04953	0.00000	0.00000	59.17	13466.62
191	2009.12.03 07:25	close	79	2.20	1.04936	0.00000	0.00000	161.43	13628.05
192	2009.12.03 07:27	close	86	1.80	1.04987	0.00000	0.00000	65.15	13693.20
193	2009.12.03 07:27	close	87	1.80	1.04950	0.00000	0.00000	121.77	13814.97
194	2009.12.03 07:30	close	88	1.80	1.04953	0.00000	0.00000	121.77	13936.74
195	2009.12.03 07:32	close	89	1.80	1.04939	0.00000	0.00000	157.81	14094.55
196	2009.12.03 07:35	close	90	1.80	1.04921	0.00000	0.00000	164.70	14259.25
197	2009.12.03 07:37	close	92	1.60	1.04958	0.00000	0.00000	132.62	14391.87
198	2009.12.03 07:40	close	94	1.40	1.04884	0.00000	0.00000	241.60	14633.47
199	2009.12.03 07:42	close	97	1.10	1.04902	0.00000	0.00000	187.70	14821.17
200	2009.12.03 07:45	close	98	1.20	1.04828	0.00000	0.00000	270.16	15091.33
201	2009.12.03 07:47	close	99	1.00	1.04847	0.00000	0.00000	239.40	15330.73
202	2009.12.03 07:50	close	100	1.40	1.04754	0.00000	0.00000	368.86	15699.59
203	2009.12.03 07:52	close	101	1.30	1.04791	0.00000	0.00000	317.58	16017.17
204	2009.12.03 07:55	close	102	1.70	1.04773	0.00000	0.00000	360.21	16377.38
205	2009.12.09 16:20	buy	103	3.30	1.05849	0.00000	0.00000
206	2009.12.09 16:22	buy	104	3.20	1.05918	0.00000	0.00000
207	2009.12.09 16:22	close	103	3.30	1.05909	0.00000	0.00000	186.95	16564.33
208	2009.12.09 16:25	buy	105	3.20	1.05884	0.00000	0.00000
209	2009.12.09 16:27	close	104	3.20	1.05979	0.00000	0.00000	184.19	16748.52
210	2009.12.09 16:27	buy	106	3.20	1.05851	0.00000	0.00000
211	2009.12.09 16:30	buy	107	3.10	1.05849	0.00000	0.00000
212	2009.12.09 16:32	buy	108	3.10	1.05949	0.00000	0.00000
213	2009.12.09 16:32	close	105	3.20	1.05940	0.00000	0.00000	169.15	16917.67
214	2009.12.09 16:35	buy	109	3.00	1.05897	0.00000	0.00000
215	2009.12.09 16:35	close	106	3.20	1.05888	0.00000	0.00000	111.82	17029.49
216	2009.12.09 16:37	close	107	3.10	1.05992	0.00000	0.00000	418.24	17447.73
217	2009.12.09 16:40	buy	110	3.10	1.05794	0.00000	0.00000
218	2009.12.09 16:42	buy	111	3.00	1.05846	0.00000	0.00000
219	2009.12.09 16:42	close	110	3.10	1.05837	0.00000	0.00000	125.95	17573.68
220	2009.12.09 19:50	close	111	3.00	1.05865	0.00000	0.00000	53.84	17627.52
221	2009.12.09 20:20	buy	112	2.80	1.05522	0.00000	0.00000
222	2009.12.09 20:22	buy	113	2.80	1.05590	0.00000	0.00000
223	2009.12.09 20:22	close	112	2.80	1.05581	0.00000	0.00000	156.47	17783.99
224	2009.12.09 20:25	buy	114	2.70	1.05556	0.00000	0.00000
225	2009.12.09 20:27	close	113	2.80	1.05649	0.00000	0.00000	156.37	17940.36
226	2009.12.09 20:27	close	114	2.70	1.05617	0.00000	0.00000	155.94	18096.30
227	2009.12.09 20:35	buy	115	3.00	1.05581	0.00000	0.00000
228	2009.12.09 20:37	close	115	3.00	1.05623	0.00000	0.00000	119.29	18215.59
229	2009.12.09 20:40	buy	116	2.90	1.05530	0.00000	0.00000
230	2009.12.09 20:42	buy	117	2.90	1.05555	0.00000	0.00000
231	2009.12.09 20:42	close	116	2.90	1.05546	0.00000	0.00000	43.96	18259.55
232	2009.12.09 20:45	buy	118	2.70	1.05453	0.00000	0.00000
233	2009.12.09 20:47	buy	119	2.60	1.05479	0.00000	0.00000
234	2009.12.09 20:47	close	118	2.70	1.05470	0.00000	0.00000	43.52	18303.07
235	2009.12.09 20:50	buy	120	2.30	1.05351	0.00000	0.00000
236	2009.12.09 20:52	buy	121	2.40	1.05402	0.00000	0.00000
237	2009.12.09 20:52	close	120	2.30	1.05393	0.00000	0.00000	91.66	18394.73
238	2009.12.09 20:55	buy	122	2.30	1.05377	0.00000	0.00000
239	2009.12.09 20:57	buy	123	2.40	1.05453	0.00000	0.00000
240	2009.12.09 20:57	close	121	2.40	1.05444	0.00000	0.00000	95.60	18490.33
241	2009.12.09 20:59	buy	124	2.20	1.05392	0.00000	0.00000
242	2009.12.09 20:59	close	122	2.30	1.05383	0.00000	0.00000	13.10	18503.43
243	2009.12.09 21:45	close	124	2.20	1.05395	0.00000	0.00000	6.26	18509.69
244	2009.12.09 22:15	close	123	2.40	1.05464	0.00000	0.00000	25.03	18534.72
245	2009.12.09 22:20	close	119	2.60	1.05486	0.00000	0.00000	17.25	18551.97
246	2009.12.10 05:05	close	117	2.90	1.05567	0.00000	0.00000	27.24	18579.21
247	2009.12.11 17:20	close	108	3.10	1.06071	0.00000	0.00000	348.39	18927.60
248	2009.12.11 17:22	close	109	3.00	1.05947	0.00000	0.00000	133.68	19061.28
249	2009.12.15 01:00	buy	125	3.80	1.05899	0.00000	0.00000
250	2009.12.15 01:02	buy	126	3.70	1.05927	0.00000	0.00000
251	2009.12.15 01:02	close	125	3.80	1.05918	0.00000	0.00000	68.17	19129.45
252	2009.12.15 01:05	buy	127	3.70	1.05918	0.00000	0.00000
253	2009.12.15 01:07	buy	128	3.50	1.05936	0.00000	0.00000
254	2009.12.15 01:07	close	127	3.70	1.05927	0.00000	0.00000	31.44	19160.89
255	2009.12.15 01:10	buy	129	3.50	1.05901	0.00000	0.00000
256	2009.12.15 01:12	buy	130	3.40	1.05910	0.00000	0.00000
257	2009.12.15 01:15	buy	131	3.10	1.05874	0.00000	0.00000
258	2009.12.15 01:17	buy	132	3.00	1.05883	0.00000	0.00000
259	2009.12.15 01:20	buy	133	2.70	1.05839	0.00000	0.00000
260	2009.12.15 01:22	buy	134	2.70	1.05857	0.00000	0.00000
261	2009.12.15 01:22	close	133	2.70	1.05848	0.00000	0.00000	22.96	19183.85
262	2009.12.15 01:25	buy	135	2.70	1.05848	0.00000	0.00000
263	2009.12.15 01:27	buy	136	2.70	1.05874	0.00000	0.00000
264	2009.12.15 01:27	close	134	2.70	1.05865	0.00000	0.00000	20.40	19204.25
265	2009.12.15 01:30	buy	137	2.50	1.05849	0.00000	0.00000
266	2009.12.15 01:32	buy	138	2.50	1.05854	0.00000	0.00000
267	2009.12.15 01:35	buy	139	2.40	1.05867	0.00000	0.00000
268	2009.12.15 01:35	close	135	2.70	1.05858	0.00000	0.00000	25.51	19229.76
269	2009.12.15 01:37	buy	140	2.30	1.05840	0.00000	0.00000
270	2009.12.15 01:40	buy	141	2.60	1.05909	0.00000	0.00000
271	2009.12.15 01:40	close	131	3.10	1.05900	0.00000	0.00000	76.11	19305.87
272	2009.12.15 01:42	buy	142	2.50	1.05895	0.00000	0.00000
273	2009.12.15 01:42	close	132	3.00	1.05886	0.00000	0.00000	8.50	19314.37
274	2009.12.15 01:45	buy	143	2.90	1.05950	0.00000	0.00000
275	2009.12.15 01:45	close	126	3.70	1.05941	0.00000	0.00000	48.90	19363.27
276	2009.12.15 01:47	buy	144	2.80	1.05936	0.00000	0.00000
277	2009.12.15 01:47	close	129	3.50	1.05927	0.00000	0.00000	85.91	19449.18
278	2009.12.15 01:50	close	128	3.50	1.05982	0.00000	0.00000	151.91	19601.09
279	2009.12.15 01:52	buy	145	3.20	1.05964	0.00000	0.00000
280	2009.12.15 01:52	close	130	3.40	1.05955	0.00000	0.00000	144.40	19745.49
281	2009.12.15 01:55	buy	146	3.20	1.05977	0.00000	0.00000
282	2009.12.15 01:55	close	136	2.70	1.05968	0.00000	0.00000	239.51	19985.00
283	2009.12.15 01:57	buy	147	3.00	1.05936	0.00000	0.00000
284	2009.12.15 01:57	close	137	2.50	1.05927	0.00000	0.00000	184.09	20169.09
285	2009.12.15 01:59	buy	148	2.70	1.05881	0.00000	0.00000
286	2009.12.15 01:59	close	138	2.50	1.05872	0.00000	0.00000	42.50	20211.59
287	2009.12.15 02:00	buy	149	2.70	1.05881	0.00000	0.00000
288	2009.12.15 02:00	close	139	2.40	1.05872	0.00000	0.00000	11.33	20222.92
289	2009.12.15 02:02	buy	150	2.60	1.05870	0.00000	0.00000
290	2009.12.15 02:02	close	140	2.30	1.05861	0.00000	0.00000	45.63	20268.55
291	2009.12.15 02:05	buy	151	2.60	1.05876	0.00000	0.00000
292	2009.12.15 02:07	buy	152	2.50	1.05865	0.00000	0.00000
293	2009.12.15 02:10	buy	153	2.50	1.05891	0.00000	0.00000
294	2009.12.15 02:10	close	148	2.70	1.05882	0.00000	0.00000	2.55	20271.10
295	2009.12.15 02:12	buy	154	2.50	1.05886	0.00000	0.00000
296	2009.12.15 02:12	close	150	2.60	1.05877	0.00000	0.00000	17.19	20288.29
297	2009.12.15 02:15	buy	155	2.60	1.05907	0.00000	0.00000
298	2009.12.15 02:15	close	142	2.50	1.05898	0.00000	0.00000	7.08	20295.37
299	2009.12.15 02:17	buy	156	2.60	1.05902	0.00000	0.00000
300	2009.12.15 02:17	close	149	2.70	1.05893	0.00000	0.00000	30.60	20325.97
301	2009.12.15 02:20	buy	157	2.70	1.05923	0.00000	0.00000
302	2009.12.15 02:20	close	141	2.60	1.05914	0.00000	0.00000	12.27	20338.24
303	2009.12.15 02:22	buy	158	2.60	1.05912	0.00000	0.00000
304	2009.12.15 02:22	close	151	2.60	1.05903	0.00000	0.00000	66.29	20404.53
305	2009.12.15 02:25	buy	159	2.70	1.05918	0.00000	0.00000
306	2009.12.15 02:25	close	152	2.50	1.05909	0.00000	0.00000	103.86	20508.39
307	2009.12.15 02:27	buy	160	2.60	1.05902	0.00000	0.00000
308	2009.12.15 02:27	close	153	2.50	1.05893	0.00000	0.00000	4.72	20513.11
309	2009.12.15 02:27	buy	161	2.40	1.05885	0.00000	0.00000
310	2009.12.15 02:30	buy	162	2.40	1.05889	0.00000	0.00000
311	2009.12.15 02:33	buy	163	2.40	1.05911	0.00000	0.00000
312	2009.12.15 02:33	close	154	2.50	1.05902	0.00000	0.00000	37.77	20550.88
313	2009.12.15 02:36	buy	164	2.40	1.05907	0.00000	0.00000
314	2009.12.15 02:36	close	161	2.40	1.05898	0.00000	0.00000	29.46	20580.34
315	2009.12.15 02:40	buy	165	2.50	1.05916	0.00000	0.00000
316	2009.12.15 02:40	close	156	2.60	1.05907	0.00000	0.00000	12.27	20592.61
317	2009.12.15 02:43	buy	166	2.30	1.05897	0.00000	0.00000
318	2009.12.15 02:46	buy	167	2.30	1.05902	0.00000	0.00000
319	2009.12.15 02:46	close	162	2.40	1.05893	0.00000	0.00000	9.07	20601.68
320	2009.12.15 02:50	buy	168	2.10	1.05884	0.00000	0.00000
321	2009.12.15 02:53	buy	169	2.10	1.05888	0.00000	0.00000
322	2009.12.15 02:59	buy	170	1.80	1.05865	0.00000	0.00000
323	2009.12.15 03:00	buy	171	1.70	1.05869	0.00000	0.00000
324	2009.12.15 03:02	buy	172	1.70	1.05871	0.00000	0.00000
325	2009.12.15 03:05	buy	173	1.70	1.05875	0.00000	0.00000
326	2009.12.15 03:05	close	170	1.80	1.05866	0.00000	0.00000	1.70	20603.38
327	2009.12.15 03:07	buy	174	1.60	1.05866	0.00000	0.00000
328	2009.12.15 03:10	buy	175	1.70	1.05889	0.00000	0.00000
329	2009.12.15 03:10	close	171	1.70	1.05880	0.00000	0.00000	17.66	20621.04
330	2009.12.15 03:12	buy	176	1.70	1.05885	0.00000	0.00000
331	2009.12.15 03:12	close	172	1.70	1.05876	0.00000	0.00000	8.03	20629.07
332	2009.12.15 03:15	buy	177	1.90	1.05903	0.00000	0.00000
333	2009.12.15 03:15	close	168	2.10	1.05894	0.00000	0.00000	19.83	20648.90
334	2009.12.15 03:17	buy	178	1.80	1.05898	0.00000	0.00000
335	2009.12.15 03:17	close	169	2.10	1.05889	0.00000	0.00000	1.98	20650.88
336	2009.12.15 03:20	buy	179	2.00	1.05917	0.00000	0.00000
337	2009.12.15 03:20	close	155	2.60	1.05908	0.00000	0.00000	2.45	20653.33
338	2009.12.15 03:22	buy	180	1.90	1.05908	0.00000	0.00000
339	2009.12.15 03:22	close	166	2.30	1.05899	0.00000	0.00000	4.34	20657.67
340	2009.12.15 03:25	buy	181	2.00	1.05912	0.00000	0.00000
341	2009.12.15 03:25	close	160	2.60	1.05903	0.00000	0.00000	2.46	20660.13
342	2009.12.15 03:27	buy	182	1.90	1.05898	0.00000	0.00000
343	2009.12.15 03:27	close	173	1.70	1.05889	0.00000	0.00000	22.48	20682.61
344	2009.12.15 03:27	buy	183	1.80	1.05886	0.00000	0.00000
345	2009.12.15 03:27	close	174	1.60	1.05877	0.00000	0.00000	16.62	20699.23
346	2009.12.15 03:30	buy	184	1.80	1.05890	0.00000	0.00000
347	2009.12.15 03:33	buy	185	1.60	1.05874	0.00000	0.00000
348	2009.12.15 03:36	buy	186	1.50	1.05878	0.00000	0.00000
349	2009.12.15 03:40	buy	187	1.30	1.05862	0.00000	0.00000
350	2009.12.15 03:43	buy	188	1.30	1.05866	0.00000	0.00000
351	2009.12.15 03:46	buy	189	1.00	1.05846	0.00000	0.00000
352	2009.12.15 03:50	buy	190	1.10	1.05854	0.00000	0.00000
353	2009.12.15 03:53	buy	191	1.00	1.05850	0.00000	0.00000
354	2009.12.15 03:56	buy	192	1.10	1.05862	0.00000	0.00000
355	2009.12.15 03:56	close	189	1.00	1.05853	0.00000	0.00000	6.61	20705.84
356	2009.12.15 03:59	buy	193	1.00	1.05854	0.00000	0.00000
357	2009.12.15 04:00	buy	194	1.00	1.05858	0.00000	0.00000
358	2009.12.15 04:02	buy	195	1.00	1.05860	0.00000	0.00000
359	2009.12.15 04:02	close	191	1.00	1.05851	0.00000	0.00000	0.94	20706.78
360	2009.12.15 04:05	buy	196	1.00	1.05856	0.00000	0.00000
361	2009.12.15 04:07	buy	197	1.00	1.05863	0.00000	0.00000
362	2009.12.15 04:10	buy	198	1.00	1.05850	0.00000	0.00000
363	2009.12.15 04:12	buy	199	1.00	1.05853	0.00000	0.00000
364	2009.12.15 04:15	buy	200	1.00	1.05839	0.00000	0.00000
365	2009.12.15 04:17	buy	201	1.00	1.05843	0.00000	0.00000
366	2009.12.15 04:20	buy	202	1.00	1.05826	0.00000	0.00000
367	2009.12.15 04:22	buy	203	1.00	1.05833	0.00000	0.00000
368	2009.12.15 04:25	buy	204	1.00	1.05829	0.00000	0.00000
369	2009.12.15 04:27	buy	205	1.00	1.05839	0.00000	0.00000
370	2009.12.15 04:27	close	202	1.00	1.05830	0.00000	0.00000	3.78	20710.56
371	2009.12.15 04:27	buy	206	1.00	1.05832	0.00000	0.00000
372	2009.12.15 04:32	buy	207	1.00	1.05833	0.00000	0.00000
373	2009.12.15 04:37	buy	208	1.00	1.05839	0.00000	0.00000
374	2009.12.15 04:37	close	204	1.00	1.05830	0.00000	0.00000	0.94	20711.50
375	2009.12.15 05:10	close at stop	208	1.00	1.05631	0.00000	0.00000	-196.91	20514.59
376	2009.12.15 05:10	close at stop	207	1.00	1.05631	0.00000	0.00000	-191.23	20323.36
377	2009.12.15 05:10	close at stop	206	1.00	1.05631	0.00000	0.00000	-190.29	20133.07
378	2009.12.15 05:10	close at stop	205	1.00	1.05631	0.00000	0.00000	-196.91	19936.16
379	2009.12.15 05:10	close at stop	203	1.00	1.05631	0.00000	0.00000	-191.23	19744.93
380	2009.12.15 05:10	close at stop	201	1.00	1.05631	0.00000	0.00000	-200.70	19544.23
381	2009.12.15 05:10	close at stop	200	1.00	1.05631	0.00000	0.00000	-196.91	19347.32
382	2009.12.15 05:10	close at stop	199	1.00	1.05631	0.00000	0.00000	-210.17	19137.15
383	2009.12.15 05:10	close at stop	198	1.00	1.05631	0.00000	0.00000	-207.33	18929.82
384	2009.12.15 05:10	close at stop	197	1.00	1.05631	0.00000	0.00000	-219.63	18710.19
385	2009.12.15 05:10	close at stop	196	1.00	1.05631	0.00000	0.00000	-213.01	18497.18
386	2009.12.15 05:10	close at stop	195	1.00	1.05631	0.00000	0.00000	-216.79	18280.39
387	2009.12.15 05:10	close at stop	194	1.00	1.05631	0.00000	0.00000	-214.90	18065.49
388	2009.12.15 05:10	close at stop	193	1.00	1.05631	0.00000	0.00000	-211.11	17854.38
389	2009.12.15 05:10	close at stop	192	1.10	1.05631	0.00000	0.00000	-240.55	17613.83
390	2009.12.15 05:10	close at stop	190	1.10	1.05631	0.00000	0.00000	-232.22	17381.61
391	2009.12.15 05:10	close at stop	188	1.30	1.05631	0.00000	0.00000	-289.21	17092.40
392	2009.12.15 05:10	close at stop	187	1.30	1.05631	0.00000	0.00000	-284.29	16808.11
393	2009.12.15 05:10	close at stop	186	1.50	1.05631	0.00000	0.00000	-350.75	16457.36
394	2009.12.15 05:10	close at stop	185	1.60	1.05631	0.00000	0.00000	-368.07	16089.29
395	2009.12.15 05:10	close at stop	184	1.80	1.05631	0.00000	0.00000	-441.35	15647.94
396	2009.12.15 05:10	close at stop	183	1.80	1.05631	0.00000	0.00000	-434.53	15213.41
397	2009.12.15 05:10	close at stop	182	1.90	1.05631	0.00000	0.00000	-480.26	14733.15
398	2009.12.15 05:10	close at stop	181	2.00	1.05631	0.00000	0.00000	-532.04	14201.11
399	2009.12.15 05:10	close at stop	180	1.90	1.05631	0.00000	0.00000	-498.24	13702.87
400	2009.12.15 05:10	close at stop	179	2.00	1.05631	0.00000	0.00000	-541.51	13161.36
401	2009.12.15 05:10	close at stop	178	1.80	1.05631	0.00000	0.00000	-454.98	12706.38
402	2009.12.15 05:10	close at stop	177	1.90	1.05631	0.00000	0.00000	-489.25	12217.13
403	2009.12.15 05:10	close at stop	176	1.70	1.05631	0.00000	0.00000	-408.78	11808.35
404	2009.12.15 05:10	close at stop	175	1.70	1.05631	0.00000	0.00000	-415.22	11393.13
405	2009.12.15 05:10	close at stop	167	2.30	1.05631	0.00000	0.00000	-590.07	10803.06
406	2009.12.15 05:10	close at stop	165	2.50	1.05631	0.00000	0.00000	-674.52	10128.54
407	2009.12.15 05:10	close at stop	164	2.40	1.05631	0.00000	0.00000	-627.09	9501.45
408	2009.12.15 05:10	close at stop	163	2.40	1.05631	0.00000	0.00000	-636.18	8865.27
409	2009.12.15 05:10	close at stop	159	2.70	1.05631	0.00000	0.00000	-733.59	8131.68
410	2009.12.15 05:10	close at stop	158	2.60	1.05631	0.00000	0.00000	-691.65	7440.03
411	2009.12.15 05:10	close at stop	157	2.70	1.05631	0.00000	0.00000	-746.37	6693.66
412	2009.12.15 05:10	close at stop	147	3.00	1.05631	0.00000	0.00000	-866.22	5827.44
413	2009.12.15 05:10	close at stop	146	3.20	1.05631	0.00000	0.00000	-1048.18	4779.26
414	2009.12.15 05:10	close at stop	145	3.20	1.05631	0.00000	0.00000	-1008.79	3770.47
415	2009.12.15 05:10	close at stop	144	2.80	1.05631	0.00000	0.00000	-808.47	2962.00
416	2009.12.15 05:10	close at stop	143	2.90	1.05631	0.00000	0.00000	-875.78	2086.22