Report Result : 4 SMA - Desynced Forex Repository

Strategy Tester Report

4 SMA

AlpariUK-Demo (Build 225)

Symbol		GBPUSD (Great Britain Pound vs US Dollar)
Period		1 Hour (H1) 2010.01.04 00:00 - 2010.02.26 22:00 (2010.01.01 - 2010.02.27)
Model		Control points (a very crude method, the results must not be considered)
Parameters		TakeProfit=50; StopLoss=50; TrailingStop=11; Lots=0.1; per_SMA5=5; per_SMA20=20; per_SMA40=40; per_SMA60=60;

Bars in test	1953	Ticks modelled	24825	Modelling quality	n/a
Mismatched charts errors	0

Initial deposit	10000.00
Total net profit	-223.25	Gross profit	440.00	Gross loss	-663.25
Profit factor	0.66	Expected payoff	-1.18
Absolute drawdown	223.25	Maximal drawdown	231.85 (2.32%)	Relative drawdown	2.32% (231.85)

Total trades	189	Short positions (won %)	126 (49.21%)	Long positions (won %)	63 (41.27%)
		Profit trades (% of total)	88 (46.56%)	Loss trades (% of total)	101 (53.44%)
Largest		profit trade	5.00	loss trade	-7.25
Average		profit trade	5.00	loss trade	-6.57
Maximum		consecutive wins (profit in money)	14 (70.00)	consecutive losses (loss in money)	13 (-91.25)
Maximal		consecutive profit (count of wins)	70.00 (14)	consecutive loss (count of losses)	-91.25 (13)
Average		consecutive wins	5	consecutive losses	5

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.01.07 13:00	sell	1	0.10	1.59068	1.59133	1.59018
2	2010.01.07 13:02	t/p	1	0.10	1.59018	1.59133	1.59018	5.00	10005.00
3	2010.01.07 13:02	sell	2	0.10	1.58975	1.59040	1.58925
4	2010.01.07 13:05	sell	3	0.10	1.58997	1.59062	1.58947
5	2010.01.07 13:07	sell	4	0.10	1.58953	1.59018	1.58903
6	2010.01.07 13:10	s/l	2	0.10	1.59040	1.59040	1.58925	-6.50	9998.50
7	2010.01.07 13:10	s/l	3	0.10	1.59062	1.59062	1.58947	-6.50	9992.00
8	2010.01.07 13:10	s/l	4	0.10	1.59018	1.59018	1.58903	-6.50	9985.50
9	2010.01.07 13:10	sell	5	0.10	1.59063	1.59128	1.59013
10	2010.01.07 13:12	sell	6	0.10	1.59041	1.59106	1.58991
11	2010.01.07 13:15	s/l	5	0.10	1.59128	1.59128	1.59013	-6.50	9979.00
12	2010.01.07 13:15	s/l	6	0.10	1.59106	1.59106	1.58991	-6.50	9972.50
13	2010.01.07 13:15	sell	7	0.10	1.59130	1.59195	1.59080
14	2010.01.07 13:17	sell	8	0.10	1.59108	1.59173	1.59058
15	2010.01.07 13:20	s/l	7	0.10	1.59195	1.59195	1.59080	-6.50	9966.00
16	2010.01.07 13:20	s/l	8	0.10	1.59173	1.59173	1.59058	-6.50	9959.50
17	2010.01.07 13:20	sell	9	0.10	1.59196	1.59261	1.59146
18	2010.01.07 13:22	sell	10	0.10	1.59152	1.59217	1.59102
19	2010.01.07 13:25	sell	11	0.10	1.59174	1.59239	1.59124
20	2010.01.07 13:27	t/p	9	0.10	1.59146	1.59261	1.59146	5.00	9964.50
21	2010.01.07 13:27	t/p	11	0.10	1.59124	1.59239	1.59124	5.00	9969.50
22	2010.01.07 13:27	sell	12	0.10	1.59108	1.59173	1.59058
23	2010.01.07 13:27	sell	13	0.10	1.59157	1.59222	1.59107
24	2010.01.07 13:32	s/l	10	0.10	1.59217	1.59217	1.59102	-6.50	9963.00
25	2010.01.07 13:32	s/l	12	0.10	1.59173	1.59173	1.59058	-6.50	9956.50
26	2010.01.07 13:32	s/l	13	0.10	1.59222	1.59222	1.59107	-6.50	9950.00
27	2010.01.08 12:00	buy	14	0.10	1.60166	1.60101	1.60216
28	2010.01.08 12:02	buy	15	0.10	1.60217	1.60152	1.60267
29	2010.01.08 12:05	buy	16	0.10	1.60203	1.60138	1.60253
30	2010.01.08 12:07	t/p	14	0.10	1.60216	1.60101	1.60216	5.00	9955.00
31	2010.01.08 12:07	buy	17	0.10	1.60231	1.60166	1.60281
32	2010.01.08 12:10	s/l	17	0.10	1.60166	1.60166	1.60281	-6.50	9948.50
33	2010.01.08 12:10	buy	18	0.10	1.60175	1.60110	1.60225
34	2010.01.08 12:12	buy	19	0.10	1.60189	1.60124	1.60239
35	2010.01.08 12:15	s/l	15	0.10	1.60152	1.60152	1.60267	-6.50	9942.00
36	2010.01.08 12:15	s/l	16	0.10	1.60138	1.60138	1.60253	-6.50	9935.50
37	2010.01.08 12:15	s/l	19	0.10	1.60124	1.60124	1.60239	-6.50	9929.00
38	2010.01.08 12:15	buy	20	0.10	1.60133	1.60068	1.60183
39	2010.01.08 12:17	buy	21	0.10	1.60147	1.60082	1.60197
40	2010.01.08 12:20	s/l	18	0.10	1.60110	1.60110	1.60225	-6.50	9922.50
41	2010.01.08 12:20	s/l	20	0.10	1.60068	1.60068	1.60183	-6.50	9916.00
42	2010.01.08 12:20	s/l	21	0.10	1.60082	1.60082	1.60197	-6.50	9909.50
43	2010.01.08 12:20	buy	22	0.10	1.60077	1.60012	1.60127
44	2010.01.08 12:22	buy	23	0.10	1.60105	1.60040	1.60155
45	2010.01.08 12:25	buy	24	0.10	1.60091	1.60026	1.60141
46	2010.01.08 12:27	buy	25	0.10	1.60133	1.60068	1.60183
47	2010.01.08 12:27	buy	26	0.10	1.60126	1.60061	1.60176
48	2010.01.08 12:32	t/p	22	0.10	1.60127	1.60012	1.60127	5.00	9914.50
49	2010.01.08 12:32	t/p	23	0.10	1.60155	1.60040	1.60155	5.00	9919.50
50	2010.01.08 12:32	t/p	24	0.10	1.60141	1.60026	1.60141	5.00	9924.50
51	2010.01.08 12:37	t/p	26	0.10	1.60176	1.60061	1.60176	5.00	9929.50
52	2010.01.08 12:50	s/l	25	0.10	1.60068	1.60068	1.60183	-6.50	9923.00
53	2010.01.15 19:00	sell	27	0.10	1.62455	1.62520	1.62405
54	2010.01.15 19:02	sell	28	0.10	1.62490	1.62555	1.62440
55	2010.01.15 19:05	sell	29	0.10	1.62480	1.62545	1.62430
56	2010.01.15 19:07	sell	30	0.10	1.62500	1.62565	1.62450
57	2010.01.15 19:10	sell	31	0.10	1.62460	1.62525	1.62410
58	2010.01.15 19:12	sell	32	0.10	1.62470	1.62535	1.62420
59	2010.01.15 19:15	t/p	30	0.10	1.62450	1.62565	1.62450	5.00	9928.00
60	2010.01.15 19:15	sell	33	0.10	1.62430	1.62495	1.62380
61	2010.01.15 19:17	sell	34	0.10	1.62440	1.62505	1.62390
62	2010.01.15 19:20	t/p	27	0.10	1.62405	1.62520	1.62405	5.00	9933.00
63	2010.01.15 19:20	t/p	28	0.10	1.62440	1.62555	1.62440	5.00	9938.00
64	2010.01.15 19:20	t/p	29	0.10	1.62430	1.62545	1.62430	5.00	9943.00
65	2010.01.15 19:20	t/p	31	0.10	1.62410	1.62525	1.62410	5.00	9948.00
66	2010.01.15 19:20	t/p	32	0.10	1.62420	1.62535	1.62420	5.00	9953.00
67	2010.01.15 19:20	sell	35	0.10	1.62390	1.62455	1.62340
68	2010.01.15 19:22	sell	36	0.10	1.62410	1.62475	1.62360
69	2010.01.15 19:25	sell	37	0.10	1.62400	1.62465	1.62350
70	2010.01.15 19:27	sell	38	0.10	1.62430	1.62495	1.62380
71	2010.01.15 19:30	s/l	35	0.10	1.62455	1.62455	1.62340	-6.50	9946.50
72	2010.01.15 19:32	s/l	37	0.10	1.62465	1.62465	1.62350	-6.50	9940.00
73	2010.01.15 19:35	s/l	36	0.10	1.62475	1.62475	1.62360	-6.50	9933.50
74	2010.01.15 19:40	s/l	33	0.10	1.62495	1.62495	1.62380	-6.50	9927.00
75	2010.01.15 19:40	s/l	34	0.10	1.62505	1.62505	1.62390	-6.50	9920.50
76	2010.01.15 19:40	s/l	38	0.10	1.62495	1.62495	1.62380	-6.50	9914.00
77	2010.01.20 03:00	sell	39	0.10	1.63240	1.63305	1.63190
78	2010.01.20 03:02	sell	40	0.10	1.63229	1.63294	1.63179
79	2010.01.20 03:05	sell	41	0.10	1.63213	1.63278	1.63163
80	2010.01.20 03:07	sell	42	0.10	1.63244	1.63309	1.63194
81	2010.01.20 03:10	sell	43	0.10	1.63182	1.63247	1.63132
82	2010.01.20 03:12	sell	44	0.10	1.63198	1.63263	1.63148
83	2010.01.20 03:15	t/p	39	0.10	1.63190	1.63305	1.63190	5.00	9919.00
84	2010.01.20 03:15	t/p	40	0.10	1.63179	1.63294	1.63179	5.00	9924.00
85	2010.01.20 03:15	t/p	41	0.10	1.63163	1.63278	1.63163	5.00	9929.00
86	2010.01.20 03:15	t/p	42	0.10	1.63194	1.63309	1.63194	5.00	9934.00
87	2010.01.20 03:15	sell	45	0.10	1.63136	1.63201	1.63086
88	2010.01.20 03:17	sell	46	0.10	1.63151	1.63216	1.63101
89	2010.01.20 03:20	t/p	43	0.10	1.63132	1.63247	1.63132	5.00	9939.00
90	2010.01.20 03:20	t/p	44	0.10	1.63148	1.63263	1.63148	5.00	9944.00
91	2010.01.20 03:20	t/p	46	0.10	1.63101	1.63216	1.63101	5.00	9949.00
92	2010.01.20 03:20	sell	47	0.10	1.63074	1.63139	1.63024
93	2010.01.20 03:22	sell	48	0.10	1.63105	1.63170	1.63055
94	2010.01.20 03:25	sell	49	0.10	1.63089	1.63154	1.63039
95	2010.01.20 03:27	s/l	47	0.10	1.63139	1.63139	1.63024	-6.50	9942.50
96	2010.01.20 03:27	sell	50	0.10	1.63136	1.63201	1.63086
97	2010.01.20 03:27	s/l	48	0.10	1.63170	1.63170	1.63055	-6.50	9936.00
98	2010.01.20 03:27	s/l	49	0.10	1.63154	1.63154	1.63039	-6.50	9929.50
99	2010.01.20 03:27	sell	51	0.10	1.63180	1.63245	1.63130
100	2010.01.20 03:32	t/p	51	0.10	1.63130	1.63245	1.63130	5.00	9934.50
101	2010.01.20 03:45	s/l	45	0.10	1.63201	1.63201	1.63086	-6.50	9928.00
102	2010.01.20 03:45	s/l	50	0.10	1.63201	1.63201	1.63086	-6.50	9921.50
103	2010.01.22 18:30	sell	52	0.10	1.61457	1.61522	1.61407
104	2010.01.22 18:32	sell	53	0.10	1.61500	1.61565	1.61450
105	2010.01.22 18:35	sell	54	0.10	1.61472	1.61537	1.61422
106	2010.01.22 18:37	s/l	52	0.10	1.61522	1.61522	1.61407	-6.50	9915.00
107	2010.01.22 18:37	s/l	54	0.10	1.61537	1.61537	1.61422	-6.50	9908.50
108	2010.01.22 18:37	sell	55	0.10	1.61529	1.61594	1.61479
109	2010.01.22 18:40	t/p	53	0.10	1.61450	1.61565	1.61450	5.00	9913.50
110	2010.01.22 18:40	t/p	55	0.10	1.61479	1.61594	1.61479	5.00	9918.50
111	2010.01.22 18:40	sell	56	0.10	1.61414	1.61479	1.61364
112	2010.01.22 18:42	sell	57	0.10	1.61443	1.61508	1.61393
113	2010.01.22 18:45	t/p	56	0.10	1.61364	1.61479	1.61364	5.00	9923.50
114	2010.01.22 18:45	t/p	57	0.10	1.61393	1.61508	1.61393	5.00	9928.50
115	2010.01.22 18:45	sell	58	0.10	1.61329	1.61394	1.61279
116	2010.01.22 18:47	sell	59	0.10	1.61357	1.61422	1.61307
117	2010.01.22 18:50	t/p	58	0.10	1.61279	1.61394	1.61279	5.00	9933.50
118	2010.01.22 18:50	t/p	59	0.10	1.61307	1.61422	1.61307	5.00	9938.50
119	2010.01.22 18:50	sell	60	0.10	1.61214	1.61279	1.61164
120	2010.01.22 18:52	s/l	60	0.10	1.61279	1.61279	1.61164	-6.50	9932.00
121	2010.01.22 18:52	sell	61	0.10	1.61271	1.61336	1.61221
122	2010.01.22 18:55	sell	62	0.10	1.61243	1.61308	1.61193
123	2010.01.22 18:57	s/l	61	0.10	1.61336	1.61336	1.61221	-6.50	9925.50
124	2010.01.22 18:57	s/l	62	0.10	1.61308	1.61308	1.61193	-6.50	9919.00
125	2010.01.22 18:57	sell	63	0.10	1.61329	1.61394	1.61279
126	2010.01.22 18:59	sell	64	0.10	1.61327	1.61392	1.61277
127	2010.01.22 19:20	t/p	63	0.10	1.61279	1.61394	1.61279	5.00	9924.00
128	2010.01.22 19:20	t/p	64	0.10	1.61277	1.61392	1.61277	5.00	9929.00
129	2010.01.25 18:30	buy	65	0.10	1.62285	1.62220	1.62335
130	2010.01.25 18:32	s/l	65	0.10	1.62220	1.62220	1.62335	-6.50	9922.50
131	2010.01.25 18:32	buy	66	0.10	1.62209	1.62144	1.62259
132	2010.01.25 18:35	buy	67	0.10	1.62226	1.62161	1.62276
133	2010.01.25 18:37	buy	68	0.10	1.62193	1.62128	1.62243
134	2010.01.25 18:40	t/p	66	0.10	1.62259	1.62144	1.62259	5.00	9927.50
135	2010.01.25 18:40	t/p	68	0.10	1.62243	1.62128	1.62243	5.00	9932.50
136	2010.01.25 18:40	buy	69	0.10	1.62275	1.62210	1.62325
137	2010.01.25 18:42	buy	70	0.10	1.62258	1.62193	1.62308
138	2010.01.25 18:45	t/p	67	0.10	1.62276	1.62161	1.62276	5.00	9937.50
139	2010.01.25 18:45	t/p	70	0.10	1.62308	1.62193	1.62308	5.00	9942.50
140	2010.01.25 18:45	buy	71	0.10	1.62324	1.62259	1.62374
141	2010.01.25 18:47	buy	72	0.10	1.62308	1.62243	1.62358
142	2010.01.25 18:50	t/p	69	0.10	1.62325	1.62210	1.62325	5.00	9947.50
143	2010.01.25 18:50	t/p	72	0.10	1.62358	1.62243	1.62358	5.00	9952.50
144	2010.01.25 18:50	buy	73	0.10	1.62373	1.62308	1.62423
145	2010.01.25 18:52	buy	74	0.10	1.62340	1.62275	1.62390
146	2010.01.25 18:55	buy	75	0.10	1.62357	1.62292	1.62407
147	2010.01.25 18:57	s/l	73	0.10	1.62308	1.62308	1.62423	-6.50	9946.00
148	2010.01.25 18:57	buy	76	0.10	1.62308	1.62243	1.62358
149	2010.01.25 18:59	buy	77	0.10	1.62317	1.62252	1.62367
150	2010.01.25 19:02	s/l	74	0.10	1.62275	1.62275	1.62390	-6.50	9939.50
151	2010.01.25 19:02	s/l	75	0.10	1.62292	1.62292	1.62407	-6.50	9933.00
152	2010.01.25 19:07	s/l	71	0.10	1.62259	1.62259	1.62374	-6.50	9926.50
153	2010.01.25 19:15	t/p	76	0.10	1.62358	1.62243	1.62358	5.00	9931.50
154	2010.01.25 19:15	t/p	77	0.10	1.62367	1.62252	1.62367	5.00	9936.50
155	2010.01.26 18:30	sell	78	0.10	1.61481	1.61546	1.61431
156	2010.01.26 18:32	sell	79	0.10	1.61445	1.61510	1.61395
157	2010.01.26 18:35	sell	80	0.10	1.61458	1.61523	1.61408
158	2010.01.26 18:37	sell	81	0.10	1.61432	1.61497	1.61382
159	2010.01.26 18:40	s/l	79	0.10	1.61510	1.61510	1.61395	-6.50	9930.00
160	2010.01.26 18:40	s/l	81	0.10	1.61497	1.61497	1.61382	-6.50	9923.50
161	2010.01.26 18:40	sell	82	0.10	1.61497	1.61562	1.61447
162	2010.01.26 18:42	sell	83	0.10	1.61484	1.61549	1.61434
163	2010.01.26 18:45	s/l	78	0.10	1.61546	1.61546	1.61431	-6.50	9917.00
164	2010.01.26 18:45	s/l	80	0.10	1.61523	1.61523	1.61408	-6.50	9910.50
165	2010.01.26 18:45	s/l	83	0.10	1.61549	1.61549	1.61434	-6.50	9904.00
166	2010.01.26 18:45	sell	84	0.10	1.61537	1.61602	1.61487
167	2010.01.26 18:47	sell	85	0.10	1.61524	1.61589	1.61474
168	2010.01.26 18:50	s/l	82	0.10	1.61562	1.61562	1.61447	-6.50	9897.50
169	2010.01.26 18:50	s/l	85	0.10	1.61589	1.61589	1.61474	-6.50	9891.00
170	2010.01.26 18:50	sell	86	0.10	1.61576	1.61641	1.61526
171	2010.01.26 18:52	sell	87	0.10	1.61550	1.61615	1.61500
172	2010.01.26 18:55	sell	88	0.10	1.61563	1.61628	1.61513
173	2010.01.26 18:57	sell	89	0.10	1.61524	1.61589	1.61474
174	2010.01.26 18:59	sell	90	0.10	1.61528	1.61593	1.61478
175	2010.01.26 19:05	t/p	86	0.10	1.61526	1.61641	1.61526	5.00	9896.00
176	2010.01.26 19:10	t/p	87	0.10	1.61500	1.61615	1.61500	5.00	9901.00
177	2010.01.26 19:10	t/p	88	0.10	1.61513	1.61628	1.61513	5.00	9906.00
178	2010.01.26 19:15	t/p	84	0.10	1.61487	1.61602	1.61487	5.00	9911.00
179	2010.01.26 19:15	t/p	89	0.10	1.61474	1.61589	1.61474	5.00	9916.00
180	2010.01.26 19:15	t/p	90	0.10	1.61478	1.61593	1.61478	5.00	9921.00
181	2010.01.27 15:00	buy	91	0.10	1.62199	1.62134	1.62249
182	2010.01.27 15:02	buy	92	0.10	1.62177	1.62112	1.62227
183	2010.01.27 15:05	s/l	91	0.10	1.62134	1.62134	1.62249	-6.50	9914.50
184	2010.01.27 15:05	buy	93	0.10	1.62147	1.62082	1.62197
185	2010.01.27 15:07	buy	94	0.10	1.62207	1.62142	1.62257
186	2010.01.27 15:10	s/l	92	0.10	1.62112	1.62112	1.62227	-6.50	9908.00
187	2010.01.27 15:10	s/l	93	0.10	1.62082	1.62082	1.62197	-6.50	9901.50
188	2010.01.27 15:10	s/l	94	0.10	1.62142	1.62142	1.62257	-6.50	9895.00
189	2010.01.27 15:10	buy	95	0.10	1.62086	1.62021	1.62136
190	2010.01.27 15:12	buy	96	0.10	1.62116	1.62051	1.62166
191	2010.01.27 15:15	s/l	95	0.10	1.62021	1.62021	1.62136	-6.50	9888.50
192	2010.01.27 15:15	s/l	96	0.10	1.62051	1.62051	1.62166	-6.50	9882.00
193	2010.01.27 15:15	buy	97	0.10	1.61996	1.61931	1.62046
194	2010.01.27 15:17	buy	98	0.10	1.62026	1.61961	1.62076
195	2010.01.27 15:20	s/l	97	0.10	1.61931	1.61931	1.62046	-6.50	9875.50
196	2010.01.27 15:20	s/l	98	0.10	1.61961	1.61961	1.62076	-6.50	9869.00
197	2010.01.27 15:20	buy	99	0.10	1.61875	1.61810	1.61925
198	2010.01.27 15:22	buy	100	0.10	1.61935	1.61870	1.61985
199	2010.01.27 15:25	buy	101	0.10	1.61905	1.61840	1.61955
200	2010.01.27 15:27	t/p	99	0.10	1.61925	1.61810	1.61925	5.00	9874.00
201	2010.01.27 15:27	t/p	101	0.10	1.61955	1.61840	1.61955	5.00	9879.00
202	2010.01.27 15:27	buy	102	0.10	1.61996	1.61931	1.62046
203	2010.01.27 15:27	s/l	102	0.10	1.61931	1.61931	1.62046	-6.50	9872.50
204	2010.01.27 15:27	buy	103	0.10	1.61904	1.61839	1.61954
205	2010.01.27 15:32	s/l	100	0.10	1.61870	1.61870	1.61985	-6.50	9866.00
206	2010.01.27 15:32	s/l	103	0.10	1.61839	1.61839	1.61954	-6.50	9859.50
207	2010.02.03 02:00	buy	104	0.10	1.59943	1.59878	1.59993
208	2010.02.03 02:02	buy	105	0.10	1.59939	1.59874	1.59989
209	2010.02.03 02:05	buy	106	0.10	1.59930	1.59865	1.59980
210	2010.02.03 02:07	buy	107	0.10	1.59949	1.59884	1.59999
211	2010.02.03 02:10	buy	108	0.10	1.59911	1.59846	1.59961
212	2010.02.03 02:12	buy	109	0.10	1.59920	1.59855	1.59970
213	2010.02.03 02:15	s/l	104	0.10	1.59878	1.59878	1.59993	-6.50	9853.00
214	2010.02.03 02:15	s/l	105	0.10	1.59874	1.59874	1.59989	-6.50	9846.50
215	2010.02.03 02:15	s/l	107	0.10	1.59884	1.59884	1.59999	-6.50	9840.00
216	2010.02.03 02:15	buy	110	0.10	1.59882	1.59817	1.59932
217	2010.02.03 02:17	buy	111	0.10	1.59892	1.59827	1.59942
218	2010.02.03 02:20	s/l	106	0.10	1.59865	1.59865	1.59980	-6.50	9833.50
219	2010.02.03 02:20	s/l	108	0.10	1.59846	1.59846	1.59961	-6.50	9827.00
220	2010.02.03 02:20	s/l	109	0.10	1.59855	1.59855	1.59970	-6.50	9820.50
221	2010.02.03 02:20	buy	112	0.10	1.59844	1.59779	1.59894
222	2010.02.03 02:22	buy	113	0.10	1.59863	1.59798	1.59913
223	2010.02.03 02:25	buy	114	0.10	1.59854	1.59789	1.59904
224	2010.02.03 02:27	buy	115	0.10	1.59882	1.59817	1.59932
225	2010.02.03 02:30	t/p	112	0.10	1.59894	1.59779	1.59894	5.00	9825.50
226	2010.02.03 02:50	t/p	114	0.10	1.59904	1.59789	1.59904	5.00	9830.50
227	2010.02.03 03:02	t/p	110	0.10	1.59932	1.59817	1.59932	5.00	9835.50
228	2010.02.03 03:02	t/p	111	0.10	1.59942	1.59827	1.59942	5.00	9840.50
229	2010.02.03 03:02	t/p	113	0.10	1.59913	1.59798	1.59913	5.00	9845.50
230	2010.02.03 03:02	t/p	115	0.10	1.59932	1.59817	1.59932	5.00	9850.50
231	2010.02.03 22:30	sell	116	0.10	1.58980	1.59045	1.58930
232	2010.02.03 22:32	sell	117	0.10	1.58988	1.59053	1.58938
233	2010.02.03 22:35	sell	118	0.10	1.58966	1.59031	1.58916
234	2010.02.03 22:37	sell	119	0.10	1.59010	1.59075	1.58960
235	2010.02.03 22:40	t/p	117	0.10	1.58938	1.59053	1.58938	5.00	9855.50
236	2010.02.03 22:40	t/p	119	0.10	1.58960	1.59075	1.58960	5.00	9860.50
237	2010.02.03 22:40	sell	120	0.10	1.58921	1.58986	1.58871
238	2010.02.03 22:42	sell	121	0.10	1.58943	1.59008	1.58893
239	2010.02.03 22:45	t/p	116	0.10	1.58930	1.59045	1.58930	5.00	9865.50
240	2010.02.03 22:45	t/p	118	0.10	1.58916	1.59031	1.58916	5.00	9870.50
241	2010.02.03 22:45	t/p	120	0.10	1.58871	1.58986	1.58871	5.00	9875.50
242	2010.02.03 22:45	t/p	121	0.10	1.58893	1.59008	1.58893	5.00	9880.50
243	2010.02.03 22:45	sell	122	0.10	1.58855	1.58920	1.58805
244	2010.02.03 22:47	sell	123	0.10	1.58877	1.58942	1.58827
245	2010.02.03 22:50	t/p	122	0.10	1.58805	1.58920	1.58805	5.00	9885.50
246	2010.02.03 22:50	t/p	123	0.10	1.58827	1.58942	1.58827	5.00	9890.50
247	2010.02.03 22:50	sell	124	0.10	1.58766	1.58831	1.58716
248	2010.02.03 22:52	sell	125	0.10	1.58810	1.58875	1.58760
249	2010.02.03 22:55	sell	126	0.10	1.58788	1.58853	1.58738
250	2010.02.03 22:57	s/l	124	0.10	1.58831	1.58831	1.58716	-6.50	9884.00
251	2010.02.03 22:57	s/l	126	0.10	1.58853	1.58853	1.58738	-6.50	9877.50
252	2010.02.03 22:57	sell	127	0.10	1.58855	1.58920	1.58805
253	2010.02.03 22:59	s/l	125	0.10	1.58875	1.58875	1.58760	-6.50	9871.00
254	2010.02.03 22:59	s/l	127	0.10	1.58920	1.58920	1.58805	-6.50	9864.50
255	2010.02.03 22:59	sell	128	0.10	1.58917	1.58982	1.58867
256	2010.02.03 23:02	s/l	128	0.10	1.58982	1.58982	1.58867	-6.50	9858.00
257	2010.02.09 20:32	buy	129	0.10	1.57003	1.56938	1.57053
258	2010.02.09 20:35	buy	130	0.10	1.56987	1.56922	1.57037
259	2010.02.09 20:37	buy	131	0.10	1.57019	1.56954	1.57069
260	2010.02.09 20:40	s/l	131	0.10	1.56954	1.56954	1.57069	-6.50	9851.50
261	2010.02.09 20:40	buy	132	0.10	1.56955	1.56890	1.57005
262	2010.02.09 20:42	buy	133	0.10	1.56971	1.56906	1.57021
263	2010.02.09 20:45	s/l	129	0.10	1.56938	1.56938	1.57053	-6.50	9845.00
264	2010.02.09 20:45	s/l	130	0.10	1.56922	1.56922	1.57037	-6.50	9838.50
265	2010.02.09 20:45	s/l	133	0.10	1.56906	1.56906	1.57021	-6.50	9832.00
266	2010.02.09 20:45	buy	134	0.10	1.56907	1.56842	1.56957
267	2010.02.09 20:47	buy	135	0.10	1.56923	1.56858	1.56973
268	2010.02.09 20:50	s/l	132	0.10	1.56890	1.56890	1.57005	-6.50	9825.50
269	2010.02.09 20:50	s/l	134	0.10	1.56842	1.56842	1.56957	-6.50	9819.00
270	2010.02.09 20:50	s/l	135	0.10	1.56858	1.56858	1.56973	-6.50	9812.50
271	2010.02.09 20:50	buy	136	0.10	1.56843	1.56778	1.56893
272	2010.02.09 20:52	buy	137	0.10	1.56875	1.56810	1.56925
273	2010.02.09 20:55	buy	138	0.10	1.56859	1.56794	1.56909
274	2010.02.09 20:57	buy	139	0.10	1.56907	1.56842	1.56957
275	2010.02.09 20:59	buy	140	0.10	1.56877	1.56812	1.56927
276	2010.02.09 21:03	t/p	136	0.10	1.56893	1.56778	1.56893	5.00	9817.50
277	2010.02.09 21:03	t/p	137	0.10	1.56925	1.56810	1.56925	5.00	9822.50
278	2010.02.09 21:03	t/p	138	0.10	1.56909	1.56794	1.56909	5.00	9827.50
279	2010.02.09 21:03	t/p	140	0.10	1.56927	1.56812	1.56927	5.00	9832.50
280	2010.02.09 21:10	t/p	139	0.10	1.56957	1.56842	1.56957	5.00	9837.50
281	2010.02.10 19:30	sell	141	0.10	1.56223	1.56288	1.56173
282	2010.02.10 19:33	t/p	141	0.10	1.56173	1.56288	1.56173	5.00	9842.50
283	2010.02.10 19:33	sell	142	0.10	1.56115	1.56180	1.56065
284	2010.02.10 19:36	sell	143	0.10	1.56142	1.56207	1.56092
285	2010.02.10 19:40	t/p	142	0.10	1.56065	1.56180	1.56065	5.00	9847.50
286	2010.02.10 19:40	t/p	143	0.10	1.56092	1.56207	1.56092	5.00	9852.50
287	2010.02.10 19:40	sell	144	0.10	1.56035	1.56100	1.55985
288	2010.02.10 19:43	sell	145	0.10	1.56062	1.56127	1.56012
289	2010.02.10 19:46	t/p	144	0.10	1.55985	1.56100	1.55985	5.00	9857.50
290	2010.02.10 19:46	t/p	145	0.10	1.56012	1.56127	1.56012	5.00	9862.50
291	2010.02.10 19:46	sell	146	0.10	1.55927	1.55992	1.55877
292	2010.02.10 19:50	s/l	146	0.10	1.55992	1.55992	1.55877	-6.50	9856.00
293	2010.02.10 19:50	sell	147	0.10	1.55981	1.56046	1.55931
294	2010.02.10 19:53	sell	148	0.10	1.55954	1.56019	1.55904
295	2010.02.10 19:56	s/l	147	0.10	1.56046	1.56046	1.55931	-6.50	9849.50
296	2010.02.10 19:56	s/l	148	0.10	1.56019	1.56019	1.55904	-6.50	9843.00
297	2010.02.10 19:56	sell	149	0.10	1.56035	1.56100	1.55985
298	2010.02.10 19:59	sell	150	0.10	1.55989	1.56054	1.55939
299	2010.02.10 20:02	t/p	149	0.10	1.55985	1.56100	1.55985	5.00	9848.00
300	2010.02.10 20:20	s/l	150	0.10	1.56054	1.56054	1.55939	-6.50	9841.50
301	2010.02.17 21:30	sell	151	0.10	1.56856	1.56921	1.56806
302	2010.02.17 21:32	sell	152	0.10	1.56875	1.56940	1.56825
303	2010.02.17 21:35	sell	153	0.10	1.56862	1.56927	1.56812
304	2010.02.17 21:37	sell	154	0.10	1.56888	1.56953	1.56838
305	2010.02.17 21:40	sell	155	0.10	1.56836	1.56901	1.56786
306	2010.02.17 21:42	sell	156	0.10	1.56849	1.56914	1.56799
307	2010.02.17 21:45	t/p	152	0.10	1.56825	1.56940	1.56825	5.00	9846.50
308	2010.02.17 21:45	t/p	154	0.10	1.56838	1.56953	1.56838	5.00	9851.50
309	2010.02.17 21:45	sell	157	0.10	1.56798	1.56863	1.56748
310	2010.02.17 21:47	sell	158	0.10	1.56811	1.56876	1.56761
311	2010.02.17 21:50	t/p	151	0.10	1.56806	1.56921	1.56806	5.00	9856.50
312	2010.02.17 21:50	t/p	153	0.10	1.56812	1.56927	1.56812	5.00	9861.50
313	2010.02.17 21:50	t/p	155	0.10	1.56786	1.56901	1.56786	5.00	9866.50
314	2010.02.17 21:50	t/p	156	0.10	1.56799	1.56914	1.56799	5.00	9871.50
315	2010.02.17 21:50	t/p	158	0.10	1.56761	1.56876	1.56761	5.00	9876.50
316	2010.02.17 21:50	sell	159	0.10	1.56746	1.56811	1.56696
317	2010.02.17 21:52	sell	160	0.10	1.56772	1.56837	1.56722
318	2010.02.17 21:55	sell	161	0.10	1.56759	1.56824	1.56709
319	2010.02.17 21:57	s/l	159	0.10	1.56811	1.56811	1.56696	-6.50	9870.00
320	2010.02.17 21:57	sell	162	0.10	1.56798	1.56863	1.56748
321	2010.02.17 21:59	sell	163	0.10	1.56792	1.56857	1.56742
322	2010.02.17 22:07	s/l	161	0.10	1.56824	1.56824	1.56709	-6.50	9863.50
323	2010.02.17 22:20	t/p	157	0.10	1.56748	1.56863	1.56748	5.00	9868.50
324	2010.02.17 22:20	t/p	160	0.10	1.56722	1.56837	1.56722	5.00	9873.50
325	2010.02.17 22:20	t/p	162	0.10	1.56748	1.56863	1.56748	5.00	9878.50
326	2010.02.17 22:20	t/p	163	0.10	1.56742	1.56857	1.56742	5.00	9883.50
327	2010.02.23 19:00	sell	164	0.10	1.54259	1.54324	1.54209
328	2010.02.23 19:02	sell	165	0.10	1.54219	1.54284	1.54169
329	2010.02.23 19:05	sell	166	0.10	1.54233	1.54298	1.54183
330	2010.02.23 19:07	sell	167	0.10	1.54205	1.54270	1.54155
331	2010.02.23 19:10	s/l	165	0.10	1.54284	1.54284	1.54169	-6.50	9877.00
332	2010.02.23 19:10	s/l	167	0.10	1.54270	1.54270	1.54155	-6.50	9870.50
333	2010.02.23 19:10	sell	168	0.10	1.54275	1.54340	1.54225
334	2010.02.23 19:12	sell	169	0.10	1.54261	1.54326	1.54211
335	2010.02.23 19:15	s/l	164	0.10	1.54324	1.54324	1.54209	-6.50	9864.00
336	2010.02.23 19:15	s/l	166	0.10	1.54298	1.54298	1.54183	-6.50	9857.50
337	2010.02.23 19:15	s/l	169	0.10	1.54326	1.54326	1.54211	-6.50	9851.00
338	2010.02.23 19:15	sell	170	0.10	1.54318	1.54383	1.54268
339	2010.02.23 19:17	sell	171	0.10	1.54304	1.54369	1.54254
340	2010.02.23 19:20	s/l	168	0.10	1.54340	1.54340	1.54225	-6.50	9844.50
341	2010.02.23 19:20	s/l	171	0.10	1.54369	1.54369	1.54254	-6.50	9838.00
342	2010.02.23 19:20	sell	172	0.10	1.54360	1.54425	1.54310
343	2010.02.23 19:22	sell	173	0.10	1.54332	1.54397	1.54282
344	2010.02.23 19:25	sell	174	0.10	1.54346	1.54411	1.54296
345	2010.02.23 19:27	sell	175	0.10	1.54304	1.54369	1.54254
346	2010.02.23 19:27	sell	176	0.10	1.54315	1.54380	1.54265
347	2010.02.23 19:32	t/p	170	0.10	1.54268	1.54383	1.54268	5.00	9843.00
348	2010.02.23 19:32	t/p	172	0.10	1.54310	1.54425	1.54310	5.00	9848.00
349	2010.02.23 19:32	t/p	173	0.10	1.54282	1.54397	1.54282	5.00	9853.00
350	2010.02.23 19:32	t/p	174	0.10	1.54296	1.54411	1.54296	5.00	9858.00
351	2010.02.23 19:32	t/p	175	0.10	1.54254	1.54369	1.54254	5.00	9863.00
352	2010.02.23 19:32	t/p	176	0.10	1.54265	1.54380	1.54265	5.00	9868.00
353	2010.02.24 23:30	sell	177	0.10	1.54075	1.54140	1.54025
354	2010.02.24 23:32	sell	178	0.10	1.54040	1.54105	1.53990
355	2010.02.24 23:35	sell	179	0.10	1.54047	1.54112	1.53997
356	2010.02.24 23:37	sell	180	0.10	1.54032	1.54097	1.53982
357	2010.02.24 23:40	sell	181	0.10	1.54070	1.54135	1.54020
358	2010.02.24 23:42	sell	182	0.10	1.54062	1.54127	1.54012
359	2010.02.24 23:45	s/l	178	0.10	1.54105	1.54105	1.53990	-6.50	9861.50
360	2010.02.24 23:45	s/l	180	0.10	1.54097	1.54097	1.53982	-6.50	9855.00
361	2010.02.24 23:45	sell	183	0.10	1.54092	1.54157	1.54042
362	2010.02.24 23:47	sell	184	0.10	1.54085	1.54150	1.54035
363	2010.02.24 23:50	s/l	179	0.10	1.54112	1.54112	1.53997	-6.50	9848.50
364	2010.02.24 23:50	s/l	182	0.10	1.54127	1.54127	1.54012	-6.50	9842.00
365	2010.02.24 23:50	sell	185	0.10	1.54115	1.54180	1.54065
366	2010.02.24 23:52	sell	186	0.10	1.54100	1.54165	1.54050
367	2010.02.24 23:55	sell	187	0.10	1.54107	1.54172	1.54057
368	2010.02.24 23:57	sell	188	0.10	1.54085	1.54150	1.54035
369	2010.02.24 23:59	sell	189	0.10	1.54079	1.54144	1.54029
370	2010.02.25 00:10	s/l	177	0.10	1.54140	1.54140	1.54025	-7.25	9834.75
371	2010.02.25 00:10	s/l	181	0.10	1.54135	1.54135	1.54020	-7.25	9827.50
372	2010.02.25 00:15	s/l	183	0.10	1.54157	1.54157	1.54042	-7.25	9820.25
373	2010.02.25 00:15	s/l	184	0.10	1.54150	1.54150	1.54035	-7.25	9813.00
374	2010.02.25 00:15	s/l	186	0.10	1.54165	1.54165	1.54050	-7.25	9805.75
375	2010.02.25 00:15	s/l	187	0.10	1.54172	1.54172	1.54057	-7.25	9798.50
376	2010.02.25 00:15	s/l	188	0.10	1.54150	1.54150	1.54035	-7.25	9791.25
377	2010.02.25 00:15	s/l	189	0.10	1.54144	1.54144	1.54029	-7.25	9784.00
378	2010.02.25 00:20	s/l	185	0.10	1.54180	1.54180	1.54065	-7.25	9776.75