Report Result : TradeChannel_v1 - Desynced Forex Repository

Strategy Tester Report

TradeChannel_v1

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		Lots=0.1; SndMl=true; isFloatLots=false; DcF=3; MaxR=0.02; pATR=4; rChannel=20; Trailing=30;

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

Initial deposit	10000.00
Total net profit	54.68	Gross profit	2391.38	Gross loss	-2336.70
Profit factor	1.02	Expected payoff	0.33
Absolute drawdown	352.68	Maximal drawdown	636.08 (6.19%)	Relative drawdown	6.19% (636.08)

Total trades	165	Short positions (won %)	80 (77.50%)	Long positions (won %)	85 (78.82%)
		Profit trades (% of total)	129 (78.18%)	Loss trades (% of total)	36 (21.82%)
Largest		profit trade	110.10	loss trade	-115.10
Average		profit trade	18.54	loss trade	-64.91
Maximum		consecutive wins (profit in money)	23 (355.32)	consecutive losses (loss in money)	4 (-307.90)
Maximal		consecutive profit (count of wins)	355.32 (23)	consecutive loss (count of losses)	-307.90 (4)
Average		consecutive wins	5	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.01.04 00:00	sell	1	0.10	1.61221	1.62890	0.00000
2	2010.01.04 03:00	modify	1	0.10	1.61221	1.60927	0.00000
3	2010.01.04 03:10	s/l	1	0.10	1.60927	1.60927	0.00000	29.40	10029.40
4	2010.01.04 04:00	buy	2	0.10	1.61112	1.60131	0.00000
5	2010.01.04 10:00	modify	2	0.10	1.61112	1.61496	0.00000
6	2010.01.04 11:00	modify	2	0.10	1.61112	1.62005	0.00000
7	2010.01.04 11:02	s/l	2	0.10	1.62005	1.62005	0.00000	89.30	10118.70
8	2010.01.04 13:00	sell	3	0.10	1.62197	1.63044	0.00000
9	2010.01.04 14:00	modify	3	0.10	1.62197	1.61512	0.00000
10	2010.01.04 14:10	s/l	3	0.10	1.61512	1.61512	0.00000	68.50	10187.20
11	2010.01.04 15:00	sell	4	0.10	1.61620	1.63029	0.00000
12	2010.01.04 17:00	modify	4	0.10	1.61620	1.61237	0.00000
13	2010.01.04 17:02	s/l	4	0.10	1.61237	1.61237	0.00000	38.30	10225.50
14	2010.01.04 18:00	buy	5	0.10	1.61075	1.60065	0.00000
15	2010.01.04 19:00	modify	5	0.10	1.61075	1.61221	0.00000
16	2010.01.04 19:15	s/l	5	0.10	1.61221	1.61221	0.00000	14.60	10240.10
17	2010.01.04 20:00	buy	6	0.10	1.60992	1.60126	0.00000
18	2010.01.05 01:00	modify	6	0.10	1.60992	1.61087	0.00000
19	2010.01.05 01:50	s/l	6	0.10	1.61087	1.61087	0.00000	9.50	10249.60
20	2010.01.05 02:00	buy	7	0.10	1.61053	1.60321	0.00000
21	2010.01.05 07:00	modify	7	0.10	1.61053	1.61291	0.00000
22	2010.01.05 07:05	s/l	7	0.10	1.61291	1.61291	0.00000	23.80	10273.40
23	2010.01.05 09:00	buy	8	0.10	1.61009	1.60167	0.00000
24	2010.01.05 11:45	s/l	8	0.10	1.60167	1.60167	0.00000	-84.20	10189.20
25	2010.01.05 14:00	buy	9	0.10	1.60374	1.59400	0.00000
26	2010.01.05 16:00	modify	9	0.10	1.60374	1.60412	0.00000
27	2010.01.05 16:02	s/l	9	0.10	1.60412	1.60412	0.00000	3.80	10193.00
28	2010.01.05 17:00	buy	10	0.10	1.60326	1.59451	0.00000
29	2010.01.06 01:50	s/l	10	0.10	1.59451	1.59451	0.00000	-87.50	10105.50
30	2010.01.06 03:00	buy	11	0.10	1.59934	1.59098	0.00000
31	2010.01.06 09:00	modify	11	0.10	1.59934	1.60131	0.00000
32	2010.01.06 09:02	s/l	11	0.10	1.60131	1.60131	0.00000	19.70	10125.20
33	2010.01.06 10:00	sell	12	0.10	1.60405	1.61157	0.00000
34	2010.01.06 11:00	modify	12	0.10	1.60405	1.60268	0.00000
35	2010.01.06 11:07	s/l	12	0.10	1.60268	1.60268	0.00000	13.70	10138.90
36	2010.01.06 12:00	sell	13	0.10	1.60105	1.61248	0.00000
37	2010.01.06 13:00	modify	13	0.10	1.60105	1.59862	0.00000
38	2010.01.06 13:07	s/l	13	0.10	1.59862	1.59862	0.00000	24.30	10163.20
39	2010.01.06 14:00	buy	14	0.10	1.59667	1.59039	0.00000
40	2010.01.06 17:00	modify	14	0.10	1.59667	1.59949	0.00000
41	2010.01.06 17:07	s/l	14	0.10	1.59949	1.59949	0.00000	28.20	10191.40
42	2010.01.06 18:00	sell	15	0.10	1.60131	1.61101	0.00000
43	2010.01.06 19:00	modify	15	0.10	1.60131	1.59992	0.00000
44	2010.01.06 20:00	modify	15	0.10	1.60131	1.59947	0.00000
45	2010.01.06 20:05	s/l	15	0.10	1.59947	1.59947	0.00000	18.40	10209.80
46	2010.01.06 21:00	buy	16	0.10	1.59972	1.59016	0.00000
47	2010.01.06 22:00	modify	16	0.10	1.59972	1.60168	0.00000
48	2010.01.06 22:33	s/l	16	0.10	1.60168	1.60168	0.00000	19.60	10229.40
49	2010.01.06 23:00	sell	17	0.10	1.60166	1.60905	0.00000
50	2010.01.07 00:00	modify	17	0.10	1.60166	1.60101	0.00000
51	2010.01.07 00:02	s/l	17	0.10	1.60101	1.60101	0.00000	5.78	10235.18
52	2010.01.07 01:00	sell	18	0.10	1.60199	1.60860	0.00000
53	2010.01.07 04:00	modify	18	0.10	1.60199	1.60052	0.00000
54	2010.01.07 04:15	s/l	18	0.10	1.60052	1.60052	0.00000	14.70	10249.88
55	2010.01.07 05:00	sell	19	0.10	1.60117	1.60907	0.00000
56	2010.01.07 06:00	modify	19	0.10	1.60117	1.60062	0.00000
57	2010.01.07 06:07	s/l	19	0.10	1.60062	1.60062	0.00000	5.50	10255.38
58	2010.01.07 07:00	buy	20	0.10	1.59751	1.59107	0.00000
59	2010.01.07 09:50	s/l	20	0.10	1.59107	1.59107	0.00000	-64.40	10190.98
60	2010.01.07 11:00	buy	21	0.10	1.59348	1.58630	0.00000
61	2010.01.07 19:00	modify	21	0.10	1.59348	1.59388	0.00000
62	2010.01.07 19:10	s/l	21	0.10	1.59388	1.59388	0.00000	4.00	10194.98
63	2010.01.07 20:00	buy	22	0.10	1.59300	1.58638	0.00000
64	2010.01.07 21:00	modify	22	0.10	1.59300	1.59391	0.00000
65	2010.01.07 21:10	s/l	22	0.10	1.59391	1.59391	0.00000	9.10	10204.08
66	2010.01.07 22:00	buy	23	0.10	1.59401	1.58720	0.00000
67	2010.01.08 02:00	modify	23	0.10	1.59401	1.59424	0.00000
68	2010.01.08 02:10	s/l	23	0.10	1.59424	1.59424	0.00000	2.30	10206.38
69	2010.01.08 03:00	buy	24	0.10	1.59322	1.58771	0.00000
70	2010.01.08 05:00	modify	24	0.10	1.59322	1.59354	0.00000
71	2010.01.08 05:02	s/l	24	0.10	1.59354	1.59354	0.00000	3.20	10209.58
72	2010.01.08 07:00	sell	25	0.10	1.59341	1.59810	0.00000
73	2010.01.08 09:15	s/l	25	0.10	1.59810	1.59810	0.00000	-46.90	10162.68
74	2010.01.08 12:00	sell	26	0.10	1.60151	1.60773	0.00000
75	2010.01.08 13:00	modify	26	0.10	1.60151	1.60121	0.00000
76	2010.01.08 13:07	s/l	26	0.10	1.60121	1.60121	0.00000	3.00	10165.68
77	2010.01.08 14:00	sell	27	0.10	1.59787	1.60635	0.00000
78	2010.01.08 14:45	s/l	27	0.10	1.60635	1.60635	0.00000	-84.80	10080.88
79	2010.01.08 16:00	sell	28	0.10	1.60299	1.61795	0.00000
80	2010.01.08 17:00	modify	28	0.10	1.60299	1.59658	0.00000
81	2010.01.08 17:05	s/l	28	0.10	1.59658	1.59658	0.00000	64.10	10144.98
82	2010.01.08 18:00	buy	29	0.10	1.59924	1.58303	0.00000
83	2010.01.08 19:00	modify	29	0.10	1.59924	1.60013	0.00000
84	2010.01.08 20:00	modify	29	0.10	1.59924	1.60224	0.00000
85	2010.01.08 20:03	s/l	29	0.10	1.60224	1.60224	0.00000	30.00	10174.98
86	2010.01.08 21:00	sell	30	0.10	1.60308	1.61435	0.00000
87	2010.01.08 22:00	modify	30	0.10	1.60308	1.60308	0.00000
88	2010.01.08 22:20	s/l	30	0.10	1.60308	1.60308	0.00000	0.00	10174.98
89	2010.01.11 00:00	sell	31	0.10	1.60579	1.61335	0.00000
90	2010.01.11 08:20	s/l	31	0.10	1.61335	1.61335	0.00000	-75.60	10099.38
91	2010.01.11 11:00	sell	32	0.10	1.61459	1.61908	0.00000
92	2010.01.11 12:26	s/l	32	0.10	1.61908	1.61908	0.00000	-44.90	10054.48
93	2010.01.11 14:00	sell	33	0.10	1.61646	1.62250	0.00000
94	2010.01.11 16:00	modify	33	0.10	1.61646	1.61307	0.00000
95	2010.01.11 16:15	s/l	33	0.10	1.61307	1.61307	0.00000	33.90	10088.38
96	2010.01.11 17:00	sell	34	0.10	1.61713	1.62313	0.00000
97	2010.01.11 18:00	modify	34	0.10	1.61713	1.61475	0.00000
98	2010.01.11 18:02	s/l	34	0.10	1.61475	1.61475	0.00000	23.80	10112.18
99	2010.01.11 19:00	sell	35	0.10	1.61159	1.62375	0.00000
100	2010.01.11 21:00	modify	35	0.10	1.61159	1.61029	0.00000
101	2010.01.11 21:10	s/l	35	0.10	1.61029	1.61029	0.00000	13.00	10125.18
102	2010.01.11 22:00	buy	36	0.10	1.61073	1.60348	0.00000
103	2010.01.11 23:00	modify	36	0.10	1.61073	1.61096	0.00000
104	2010.01.11 23:15	s/l	36	0.10	1.61096	1.61096	0.00000	2.30	10127.48
105	2010.01.12 01:00	buy	37	0.10	1.61109	1.60473	0.00000
106	2010.01.12 08:00	modify	37	0.10	1.61109	1.61132	0.00000
107	2010.01.12 08:05	s/l	37	0.10	1.61132	1.61132	0.00000	2.30	10129.78
108	2010.01.12 09:00	buy	38	0.10	1.60970	1.60362	0.00000
109	2010.01.12 10:00	modify	38	0.10	1.60970	1.60970	0.00000
110	2010.01.12 10:10	s/l	38	0.10	1.60970	1.60970	0.00000	0.00	10129.78
111	2010.01.12 11:00	sell	39	0.10	1.61350	1.62218	0.00000
112	2010.01.12 15:00	modify	39	0.10	1.61350	1.61333	0.00000
113	2010.01.12 15:15	s/l	39	0.10	1.61333	1.61333	0.00000	1.70	10131.48
114	2010.01.12 16:00	sell	40	0.10	1.61549	1.62098	0.00000
115	2010.01.13 01:00	modify	40	0.10	1.61549	1.61549	0.00000
116	2010.01.13 01:15	s/l	40	0.10	1.61549	1.61549	0.00000	-0.24	10131.24
117	2010.01.13 02:00	sell	41	0.10	1.61501	1.62165	0.00000
118	2010.01.13 07:45	s/l	41	0.10	1.62165	1.62165	0.00000	-66.40	10064.84
119	2010.01.13 10:00	sell	42	0.10	1.62126	1.62638	0.00000
120	2010.01.13 10:32	s/l	42	0.10	1.62638	1.62638	0.00000	-51.20	10013.64
121	2010.01.13 12:00	sell	43	0.10	1.62385	1.63017	0.00000
122	2010.01.13 18:32	s/l	43	0.10	1.63017	1.63017	0.00000	-63.20	9950.44
123	2010.01.13 20:00	sell	44	0.10	1.62830	1.63397	0.00000
124	2010.01.13 23:00	modify	44	0.10	1.62830	1.62825	0.00000
125	2010.01.14 00:00	modify	44	0.10	1.62830	1.62694	0.00000
126	2010.01.14 00:10	s/l	44	0.10	1.62694	1.62694	0.00000	12.88	9963.32
127	2010.01.14 01:00	sell	45	0.10	1.62810	1.63247	0.00000
128	2010.01.14 13:00	modify	45	0.10	1.62810	1.62741	0.00000
129	2010.01.14 13:07	s/l	45	0.10	1.62741	1.62741	0.00000	6.90	9970.22
130	2010.01.14 16:00	sell	46	0.10	1.62903	1.63636	0.00000
131	2010.01.15 17:00	modify	46	0.10	1.62903	1.62591	0.00000
132	2010.01.15 17:03	s/l	46	0.10	1.62591	1.62591	0.00000	30.96	10001.18
133	2010.01.15 19:00	buy	47	0.10	1.62471	1.61706	0.00000
134	2010.01.15 20:00	modify	47	0.10	1.62471	1.62545	0.00000
135	2010.01.15 20:15	s/l	47	0.10	1.62545	1.62545	0.00000	7.40	10008.58
136	2010.01.15 21:00	buy	48	0.10	1.62598	1.61771	0.00000
137	2010.01.18 00:00	modify	48	0.10	1.62598	1.62663	0.00000
138	2010.01.18 01:00	modify	48	0.10	1.62598	1.62848	0.00000
139	2010.01.18 01:15	s/l	48	0.10	1.62848	1.62848	0.00000	25.00	10033.58
140	2010.01.18 02:00	buy	49	0.10	1.62613	1.61839	0.00000
141	2010.01.18 03:00	modify	49	0.10	1.62613	1.62675	0.00000
142	2010.01.18 04:00	modify	49	0.10	1.62613	1.62798	0.00000
143	2010.01.18 05:00	modify	49	0.10	1.62613	1.63046	0.00000
144	2010.01.18 06:00	modify	49	0.10	1.62613	1.63050	0.00000
145	2010.01.18 06:02	s/l	49	0.10	1.63050	1.63050	0.00000	43.70	10077.28
146	2010.01.18 11:00	sell	50	0.10	1.63409	1.63868	0.00000
147	2010.01.18 13:00	modify	50	0.10	1.63409	1.63405	0.00000
148	2010.01.18 13:10	s/l	50	0.10	1.63405	1.63405	0.00000	0.40	10077.68
149	2010.01.18 14:00	sell	51	0.10	1.63351	1.64073	0.00000
150	2010.01.18 15:00	modify	51	0.10	1.63351	1.63102	0.00000
151	2010.01.18 15:10	s/l	51	0.10	1.63102	1.63102	0.00000	24.90	10102.58
152	2010.01.18 16:00	sell	52	0.10	1.63172	1.64074	0.00000
153	2010.01.19 01:50	s/l	52	0.10	1.64074	1.64074	0.00000	-90.44	10012.14
154	2010.01.19 04:00	sell	53	0.10	1.64075	1.64499	0.00000
155	2010.01.19 07:00	modify	53	0.10	1.64075	1.64052	0.00000
156	2010.01.19 07:10	s/l	53	0.10	1.64052	1.64052	0.00000	2.30	10014.44
157	2010.01.19 10:00	sell	54	0.10	1.63870	1.64654	0.00000
158	2010.01.19 13:00	modify	54	0.10	1.63870	1.63426	0.00000
159	2010.01.19 14:00	modify	54	0.10	1.63870	1.63376	0.00000
160	2010.01.19 14:15	s/l	54	0.10	1.63376	1.63376	0.00000	49.40	10063.84
161	2010.01.19 15:00	buy	55	0.10	1.63430	1.62721	0.00000
162	2010.01.19 16:00	modify	55	0.10	1.63430	1.63644	0.00000
163	2010.01.19 16:20	s/l	55	0.10	1.63644	1.63644	0.00000	21.40	10085.24
164	2010.01.19 17:00	buy	56	0.10	1.63725	1.62767	0.00000
165	2010.01.19 19:00	modify	56	0.10	1.63725	1.63735	0.00000
166	2010.01.19 19:37	s/l	56	0.10	1.63735	1.63735	0.00000	1.00	10086.24
167	2010.01.19 20:00	buy	57	0.10	1.63821	1.62881	0.00000
168	2010.01.20 06:50	s/l	57	0.10	1.62881	1.62881	0.00000	-94.00	9992.24
169	2010.01.20 08:00	buy	58	0.10	1.63179	1.62509	0.00000
170	2010.01.20 13:20	s/l	58	0.10	1.62509	1.62509	0.00000	-67.00	9925.24
171	2010.01.20 15:00	buy	59	0.10	1.62676	1.62089	0.00000
172	2010.01.20 16:00	modify	59	0.10	1.62676	1.62922	0.00000
173	2010.01.20 16:02	s/l	59	0.10	1.62922	1.62922	0.00000	24.60	9949.84
174	2010.01.20 17:00	buy	60	0.10	1.62777	1.62065	0.00000
175	2010.01.20 18:00	modify	60	0.10	1.62777	1.62820	0.00000
176	2010.01.20 18:10	s/l	60	0.10	1.62820	1.62820	0.00000	4.30	9954.14
177	2010.01.20 19:00	buy	61	0.10	1.62790	1.62083	0.00000
178	2010.01.20 21:00	modify	61	0.10	1.62790	1.62858	0.00000
179	2010.01.20 21:15	s/l	61	0.10	1.62858	1.62858	0.00000	6.80	9960.94
180	2010.01.20 22:00	buy	62	0.10	1.62866	1.62281	0.00000
181	2010.01.21 00:00	modify	62	0.10	1.62866	1.62917	0.00000
182	2010.01.21 00:20	s/l	62	0.10	1.62917	1.62917	0.00000	5.10	9966.04
183	2010.01.21 02:00	buy	63	0.10	1.62862	1.62239	0.00000
184	2010.01.21 09:20	s/l	63	0.10	1.62239	1.62239	0.00000	-62.30	9903.74
185	2010.01.21 14:00	buy	64	0.10	1.61763	1.60848	0.00000
186	2010.01.21 16:00	modify	64	0.10	1.61763	1.62117	0.00000
187	2010.01.21 16:15	s/l	64	0.10	1.62117	1.62117	0.00000	35.40	9939.14
188	2010.01.21 17:00	buy	65	0.10	1.61756	1.60786	0.00000
189	2010.01.21 18:00	modify	65	0.10	1.61756	1.62081	0.00000
190	2010.01.21 18:20	s/l	65	0.10	1.62081	1.62081	0.00000	32.50	9971.64
191	2010.01.21 19:00	buy	66	0.10	1.62112	1.60573	0.00000
192	2010.01.21 20:00	modify	66	0.10	1.62112	1.62186	0.00000
193	2010.01.21 20:10	s/l	66	0.10	1.62186	1.62186	0.00000	7.40	9979.04
194	2010.01.21 21:00	buy	67	0.10	1.62106	1.60744	0.00000
195	2010.01.22 03:00	modify	67	0.10	1.62106	1.62118	0.00000
196	2010.01.22 03:26	s/l	67	0.10	1.62118	1.62118	0.00000	1.20	9980.24
197	2010.01.22 07:00	sell	68	0.10	1.62115	1.62532	0.00000
198	2010.01.22 08:32	s/l	68	0.10	1.62532	1.62532	0.00000	-41.70	9938.54
199	2010.01.22 11:00	sell	69	0.10	1.62214	1.63366	0.00000
200	2010.01.22 13:00	modify	69	0.10	1.62214	1.61808	0.00000
201	2010.01.22 13:02	s/l	69	0.10	1.61808	1.61808	0.00000	40.60	9979.14
202	2010.01.22 18:00	buy	70	0.10	1.61184	1.60382	0.00000
203	2010.01.22 19:00	modify	70	0.10	1.61184	1.61288	0.00000
204	2010.01.22 19:15	s/l	70	0.10	1.61288	1.61288	0.00000	10.40	9989.54
205	2010.01.22 20:00	buy	71	0.10	1.61308	1.60394	0.00000
206	2010.01.25 09:00	modify	71	0.10	1.61308	1.61360	0.00000
207	2010.01.25 09:15	s/l	71	0.10	1.61360	1.61360	0.00000	5.20	9994.74
208	2010.01.25 15:00	sell	72	0.10	1.61540	1.62021	0.00000
209	2010.01.25 16:45	s/l	72	0.10	1.62021	1.62021	0.00000	-48.10	9946.64
210	2010.01.25 19:00	sell	73	0.10	1.62308	1.62856	0.00000
211	2010.01.26 05:00	modify	73	0.10	1.62308	1.62248	0.00000
212	2010.01.26 05:07	s/l	73	0.10	1.62248	1.62248	0.00000	5.76	9952.40
213	2010.01.26 06:00	sell	74	0.10	1.62078	1.62916	0.00000
214	2010.01.26 11:00	modify	74	0.10	1.62078	1.61417	0.00000
215	2010.01.26 11:02	s/l	74	0.10	1.61417	1.61417	0.00000	66.10	10018.50
216	2010.01.26 14:00	buy	75	0.10	1.61438	1.60463	0.00000
217	2010.01.26 18:00	modify	75	0.10	1.61438	1.61581	0.00000
218	2010.01.26 18:03	s/l	75	0.10	1.61581	1.61581	0.00000	14.30	10032.80
219	2010.01.26 19:00	buy	76	0.10	1.61546	1.60565	0.00000
220	2010.01.27 11:00	modify	76	0.10	1.61546	1.61828	0.00000
221	2010.01.27 11:07	s/l	76	0.10	1.61828	1.61828	0.00000	28.20	10061.00
222	2010.01.27 15:00	sell	77	0.10	1.62184	1.62732	0.00000
223	2010.01.27 16:00	modify	77	0.10	1.62184	1.61947	0.00000
224	2010.01.27 16:15	s/l	77	0.10	1.61947	1.61947	0.00000	23.70	10084.70
225	2010.01.27 17:00	sell	78	0.10	1.61900	1.62703	0.00000
226	2010.01.27 19:00	modify	78	0.10	1.61900	1.61855	0.00000
227	2010.01.27 19:02	s/l	78	0.10	1.61855	1.61855	0.00000	4.50	10089.20
228	2010.01.27 20:00	buy	79	0.10	1.61733	1.60764	0.00000
229	2010.01.28 00:00	modify	79	0.10	1.61733	1.61746	0.00000
230	2010.01.28 00:10	s/l	79	0.10	1.61746	1.61746	0.00000	1.30	10090.50
231	2010.01.28 01:00	sell	80	0.10	1.61757	1.62672	0.00000
232	2010.01.28 02:00	modify	80	0.10	1.61757	1.61731	0.00000
233	2010.01.28 02:10	s/l	80	0.10	1.61731	1.61731	0.00000	2.60	10093.10
234	2010.01.28 03:00	buy	81	0.10	1.61721	1.60811	0.00000
235	2010.01.28 04:00	modify	81	0.10	1.61721	1.62031	0.00000
236	2010.01.28 04:07	s/l	81	0.10	1.62031	1.62031	0.00000	31.00	10124.10
237	2010.01.28 05:00	sell	82	0.10	1.62103	1.62828	0.00000
238	2010.01.28 06:00	modify	82	0.10	1.62103	1.61916	0.00000
239	2010.01.28 06:10	s/l	82	0.10	1.61916	1.61916	0.00000	18.70	10142.80
240	2010.01.28 08:00	sell	83	0.10	1.62018	1.62740	0.00000
241	2010.01.28 09:20	s/l	83	0.10	1.62740	1.62740	0.00000	-72.20	10070.60
242	2010.01.28 11:00	sell	84	0.10	1.62569	1.63110	0.00000
243	2010.01.28 12:00	modify	84	0.10	1.62569	1.62381	0.00000
244	2010.01.28 12:10	s/l	84	0.10	1.62381	1.62381	0.00000	18.80	10089.40
245	2010.01.28 13:00	sell	85	0.10	1.62432	1.63103	0.00000
246	2010.01.28 16:00	modify	85	0.10	1.62432	1.62126	0.00000
247	2010.01.28 16:07	s/l	85	0.10	1.62126	1.62126	0.00000	30.60	10120.00
248	2010.01.28 18:00	buy	86	0.10	1.61467	1.60745	0.00000
249	2010.01.29 10:00	modify	86	0.10	1.61467	1.61679	0.00000
250	2010.01.29 10:10	s/l	86	0.10	1.61679	1.61679	0.00000	21.20	10141.20
251	2010.01.29 11:00	buy	87	0.10	1.61493	1.60635	0.00000
252	2010.01.29 14:50	s/l	87	0.10	1.60635	1.60635	0.00000	-85.80	10055.40
253	2010.01.29 20:00	buy	88	0.10	1.60136	1.59672	0.00000
254	2010.02.01 00:00	s/l	88	0.10	1.59672	1.59672	0.00000	-46.40	10009.00
255	2010.02.01 02:00	buy	89	0.10	1.59728	1.59075	0.00000
256	2010.02.01 09:50	s/l	89	0.10	1.59075	1.59075	0.00000	-65.30	9943.70
257	2010.02.01 13:00	buy	90	0.10	1.58801	1.58002	0.00000
258	2010.02.01 14:00	modify	90	0.10	1.58801	1.58955	0.00000
259	2010.02.01 14:02	s/l	90	0.10	1.58955	1.58955	0.00000	15.40	9959.10
260	2010.02.01 15:00	buy	91	0.10	1.59255	1.58043	0.00000
261	2010.02.01 16:00	modify	91	0.10	1.59255	1.59272	0.00000
262	2010.02.01 16:10	s/l	91	0.10	1.59272	1.59272	0.00000	1.70	9960.80
263	2010.02.01 17:00	buy	92	0.10	1.59053	1.58133	0.00000
264	2010.02.01 18:00	modify	92	0.10	1.59053	1.59189	0.00000
265	2010.02.01 18:07	s/l	92	0.10	1.59189	1.59189	0.00000	13.60	9974.40
266	2010.02.01 19:00	sell	93	0.10	1.59481	1.60421	0.00000
267	2010.02.01 20:00	modify	93	0.10	1.59481	1.59422	0.00000
268	2010.02.01 20:10	s/l	93	0.10	1.59422	1.59422	0.00000	5.90	9980.30
269	2010.02.01 21:00	sell	94	0.10	1.59530	1.60077	0.00000
270	2010.02.02 01:00	modify	94	0.10	1.59530	1.59485	0.00000
271	2010.02.02 01:10	s/l	94	0.10	1.59485	1.59485	0.00000	4.26	9984.56
272	2010.02.02 02:00	sell	95	0.10	1.59618	1.59958	0.00000
273	2010.02.02 03:00	modify	95	0.10	1.59618	1.59610	0.00000
274	2010.02.02 03:03	s/l	95	0.10	1.59610	1.59610	0.00000	0.80	9985.36
275	2010.02.02 04:00	sell	96	0.10	1.59535	1.59958	0.00000
276	2010.02.02 05:00	modify	96	0.10	1.59535	1.59365	0.00000
277	2010.02.02 05:45	s/l	96	0.10	1.59365	1.59365	0.00000	17.00	10002.36
278	2010.02.02 06:00	sell	97	0.10	1.59298	1.59991	0.00000
279	2010.02.02 10:00	modify	97	0.10	1.59298	1.59226	0.00000
280	2010.02.02 10:10	s/l	97	0.10	1.59226	1.59226	0.00000	7.20	10009.56
281	2010.02.02 12:00	buy	98	0.10	1.59249	1.58526	0.00000
282	2010.02.02 13:00	modify	98	0.10	1.59249	1.59356	0.00000
283	2010.02.02 13:07	s/l	98	0.10	1.59356	1.59356	0.00000	10.70	10020.26
284	2010.02.02 15:00	sell	99	0.10	1.59414	1.59975	0.00000
285	2010.02.03 01:20	s/l	99	0.10	1.59975	1.59975	0.00000	-56.34	9963.92
286	2010.02.03 03:00	sell	100	0.10	1.59907	1.60234	0.00000
287	2010.02.03 04:00	modify	100	0.10	1.59907	1.59854	0.00000
288	2010.02.03 04:10	s/l	100	0.10	1.59854	1.59854	0.00000	5.30	9969.22
289	2010.02.03 05:00	sell	101	0.10	1.59865	1.60253	0.00000
290	2010.02.03 07:15	s/l	101	0.10	1.60253	1.60253	0.00000	-38.80	9930.42
291	2010.02.03 10:00	sell	102	0.10	1.60520	1.60888	0.00000
292	2010.02.03 11:00	modify	102	0.10	1.60520	1.60297	0.00000
293	2010.02.03 12:00	modify	102	0.10	1.60520	1.60015	0.00000
294	2010.02.03 12:15	s/l	102	0.10	1.60015	1.60015	0.00000	50.50	9980.92
295	2010.02.03 16:00	buy	103	0.10	1.59641	1.59108	0.00000
296	2010.02.03 17:50	s/l	103	0.10	1.59108	1.59108	0.00000	-53.30	9927.62
297	2010.02.03 19:00	buy	104	0.10	1.59170	1.58728	0.00000
298	2010.02.04 08:02	s/l	104	0.10	1.58728	1.58728	0.00000	-44.20	9883.42
299	2010.02.04 14:00	buy	105	0.10	1.58616	1.57539	0.00000
300	2010.02.04 17:16	s/l	105	0.10	1.57539	1.57539	0.00000	-107.70	9775.72
301	2010.02.04 19:00	buy	106	0.10	1.57856	1.56829	0.00000
302	2010.02.05 08:50	s/l	106	0.10	1.56829	1.56829	0.00000	-102.70	9673.02
303	2010.02.05 11:00	buy	107	0.10	1.57105	1.56046	0.00000
304	2010.02.05 13:00	modify	107	0.10	1.57105	1.57169	0.00000
305	2010.02.05 13:10	s/l	107	0.10	1.57169	1.57169	0.00000	6.40	9679.42
306	2010.02.05 14:00	buy	108	0.10	1.56948	1.56117	0.00000
307	2010.02.05 15:00	modify	108	0.10	1.56948	1.57170	0.00000
308	2010.02.05 15:02	s/l	108	0.10	1.57170	1.57170	0.00000	22.20	9701.62
309	2010.02.05 18:00	buy	109	0.10	1.56181	1.55379	0.00000
310	2010.02.05 19:00	modify	109	0.10	1.56181	1.56226	0.00000
311	2010.02.05 19:10	s/l	109	0.10	1.56226	1.56226	0.00000	4.50	9706.12
312	2010.02.05 21:00	buy	110	0.10	1.56043	1.55117	0.00000
313	2010.02.05 22:00	modify	110	0.10	1.56043	1.56262	0.00000
314	2010.02.08 00:00	s/l	110	0.10	1.56262	1.56262	0.00000	21.90	9728.02
315	2010.02.08 00:00	buy	111	0.10	1.55986	1.55146	0.00000
316	2010.02.08 02:00	modify	111	0.10	1.55986	1.56149	0.00000
317	2010.02.08 02:20	s/l	111	0.10	1.56149	1.56149	0.00000	16.30	9744.32
318	2010.02.08 03:00	buy	112	0.10	1.56094	1.55287	0.00000
319	2010.02.08 10:00	modify	112	0.10	1.56094	1.56151	0.00000
320	2010.02.08 10:10	s/l	112	0.10	1.56151	1.56151	0.00000	5.70	9750.02
321	2010.02.08 11:00	buy	113	0.10	1.55767	1.54808	0.00000
322	2010.02.08 14:00	modify	113	0.10	1.55767	1.55991	0.00000
323	2010.02.08 14:02	s/l	113	0.10	1.55991	1.55991	0.00000	22.40	9772.42
324	2010.02.08 16:00	sell	114	0.10	1.55940	1.56809	0.00000
325	2010.02.08 23:00	modify	114	0.10	1.55940	1.55871	0.00000
326	2010.02.08 23:45	s/l	114	0.10	1.55871	1.55871	0.00000	6.90	9779.32
327	2010.02.09 00:00	buy	115	0.10	1.55905	1.55107	0.00000
328	2010.02.09 03:00	modify	115	0.10	1.55905	1.55968	0.00000
329	2010.02.09 03:50	s/l	115	0.10	1.55968	1.55968	0.00000	6.30	9785.62
330	2010.02.09 06:00	sell	116	0.10	1.56164	1.56794	0.00000
331	2010.02.09 07:00	modify	116	0.10	1.56164	1.56144	0.00000
332	2010.02.09 07:10	s/l	116	0.10	1.56144	1.56144	0.00000	2.00	9787.62
333	2010.02.09 08:00	sell	117	0.10	1.56391	1.56846	0.00000
334	2010.02.09 10:00	modify	117	0.10	1.56391	1.55915	0.00000
335	2010.02.09 10:10	s/l	117	0.10	1.55915	1.55915	0.00000	47.60	9835.22
336	2010.02.09 11:00	buy	118	0.10	1.55866	1.55254	0.00000
337	2010.02.09 14:00	modify	118	0.10	1.55866	1.56309	0.00000
338	2010.02.09 14:10	s/l	118	0.10	1.56309	1.56309	0.00000	44.30	9879.52
339	2010.02.09 20:00	sell	119	0.10	1.56961	1.58096	0.00000
340	2010.02.09 21:00	modify	119	0.10	1.56961	1.56910	0.00000
341	2010.02.09 21:03	s/l	119	0.10	1.56910	1.56910	0.00000	5.10	9884.62
342	2010.02.09 22:00	sell	120	0.10	1.57030	1.57806	0.00000
343	2010.02.10 01:00	modify	120	0.10	1.57030	1.56972	0.00000
344	2010.02.10 01:10	s/l	120	0.10	1.56972	1.56972	0.00000	5.56	9890.18
345	2010.02.10 02:00	sell	121	0.10	1.57015	1.57707	0.00000
346	2010.02.10 04:00	modify	121	0.10	1.57015	1.56849	0.00000
347	2010.02.10 04:02	s/l	121	0.10	1.56849	1.56849	0.00000	16.60	9906.78
348	2010.02.10 05:00	sell	122	0.10	1.56738	1.57741	0.00000
349	2010.02.10 09:00	modify	122	0.10	1.56738	1.56679	0.00000
350	2010.02.10 09:15	s/l	122	0.10	1.56679	1.56679	0.00000	5.90	9912.68
351	2010.02.10 10:00	sell	123	0.10	1.56764	1.57762	0.00000
352	2010.02.10 13:00	modify	123	0.10	1.56764	1.56618	0.00000
353	2010.02.10 13:07	s/l	123	0.10	1.56618	1.56618	0.00000	14.60	9927.28
354	2010.02.10 18:00	buy	124	0.10	1.56049	1.55402	0.00000
355	2010.02.10 19:00	modify	124	0.10	1.56049	1.56090	0.00000
356	2010.02.10 19:02	s/l	124	0.10	1.56090	1.56090	0.00000	4.10	9931.38
357	2010.02.10 20:00	buy	125	0.10	1.56004	1.55372	0.00000
358	2010.02.11 01:00	modify	125	0.10	1.56004	1.56038	0.00000
359	2010.02.11 02:00	modify	125	0.10	1.56004	1.56155	0.00000
360	2010.02.11 03:00	modify	125	0.10	1.56004	1.56347	0.00000
361	2010.02.11 03:20	s/l	125	0.10	1.56347	1.56347	0.00000	34.30	9965.68
362	2010.02.11 04:00	buy	126	0.10	1.56421	1.55456	0.00000
363	2010.02.11 06:00	modify	126	0.10	1.56421	1.56487	0.00000
364	2010.02.11 06:02	s/l	126	0.10	1.56487	1.56487	0.00000	6.60	9972.28
365	2010.02.11 07:00	buy	127	0.10	1.56407	1.55521	0.00000
366	2010.02.11 18:00	modify	127	0.10	1.56407	1.56687	0.00000
367	2010.02.11 19:00	modify	127	0.10	1.56407	1.56754	0.00000
368	2010.02.11 19:07	s/l	127	0.10	1.56754	1.56754	0.00000	34.70	10006.98
369	2010.02.11 22:00	sell	128	0.10	1.56949	1.57413	0.00000
370	2010.02.12 02:00	modify	128	0.10	1.56949	1.56804	0.00000
371	2010.02.12 02:10	s/l	128	0.10	1.56804	1.56804	0.00000	14.26	10021.24
372	2010.02.12 03:00	sell	129	0.10	1.56870	1.57377	0.00000
373	2010.02.12 05:00	modify	129	0.10	1.56870	1.56799	0.00000
374	2010.02.12 05:20	s/l	129	0.10	1.56799	1.56799	0.00000	7.10	10028.34
375	2010.02.12 06:00	sell	130	0.10	1.56913	1.57353	0.00000
376	2010.02.12 09:02	s/l	130	0.10	1.57353	1.57353	0.00000	-44.00	9984.34
377	2010.02.12 11:00	buy	131	0.10	1.56558	1.55357	0.00000
378	2010.02.12 18:00	modify	131	0.10	1.56558	1.56645	0.00000
379	2010.02.12 18:02	s/l	131	0.10	1.56645	1.56645	0.00000	8.70	9993.04
380	2010.02.12 19:00	sell	132	0.10	1.56702	1.57902	0.00000
381	2010.02.15 01:00	modify	132	0.10	1.56702	1.56697	0.00000
382	2010.02.15 01:03	s/l	132	0.10	1.56697	1.56697	0.00000	0.26	9993.30
383	2010.02.15 02:00	sell	133	0.10	1.56624	1.57725	0.00000
384	2010.02.15 06:00	modify	133	0.10	1.56624	1.56491	0.00000
385	2010.02.15 06:10	s/l	133	0.10	1.56491	1.56491	0.00000	13.30	10006.60
386	2010.02.15 07:00	buy	134	0.10	1.56483	1.55635	0.00000
387	2010.02.15 09:00	modify	134	0.10	1.56483	1.56535	0.00000
388	2010.02.15 09:02	s/l	134	0.10	1.56535	1.56535	0.00000	5.20	10011.80
389	2010.02.15 10:00	sell	135	0.10	1.56738	1.57394	0.00000
390	2010.02.15 15:00	modify	135	0.10	1.56738	1.56685	0.00000
391	2010.02.15 15:15	s/l	135	0.10	1.56685	1.56685	0.00000	5.30	10017.10
392	2010.02.15 16:00	buy	136	0.10	1.56645	1.55838	0.00000
393	2010.02.16 03:00	modify	136	0.10	1.56645	1.56788	0.00000
394	2010.02.16 03:15	s/l	136	0.10	1.56788	1.56788	0.00000	14.30	10031.40
395	2010.02.16 04:00	sell	137	0.10	1.56824	1.57344	0.00000
396	2010.02.16 14:00	modify	137	0.10	1.56824	1.56773	0.00000
397	2010.02.16 14:10	s/l	137	0.10	1.56773	1.56773	0.00000	5.10	10036.50
398	2010.02.16 15:00	buy	138	0.10	1.56763	1.56219	0.00000
399	2010.02.16 18:00	modify	138	0.10	1.56763	1.57285	0.00000
400	2010.02.16 19:00	modify	138	0.10	1.56763	1.57693	0.00000
401	2010.02.16 20:00	modify	138	0.10	1.56763	1.57864	0.00000
402	2010.02.16 20:02	s/l	138	0.10	1.57864	1.57864	0.00000	110.10	10146.60
403	2010.02.16 22:00	sell	139	0.10	1.57849	1.58235	0.00000
404	2010.02.17 02:00	modify	139	0.10	1.57849	1.57844	0.00000
405	2010.02.17 03:00	modify	139	0.10	1.57849	1.57705	0.00000
406	2010.02.17 03:15	s/l	139	0.10	1.57705	1.57705	0.00000	14.16	10160.76
407	2010.02.17 04:00	sell	140	0.10	1.57648	1.58093	0.00000
408	2010.02.17 08:50	s/l	140	0.10	1.58093	1.58093	0.00000	-44.50	10116.26
409	2010.02.17 11:00	sell	141	0.10	1.57708	1.58559	0.00000
410	2010.02.17 12:00	modify	141	0.10	1.57708	1.57669	0.00000
411	2010.02.17 12:02	s/l	141	0.10	1.57669	1.57669	0.00000	3.90	10120.16
412	2010.02.17 13:00	sell	142	0.10	1.57648	1.58546	0.00000
413	2010.02.17 17:00	modify	142	0.10	1.57648	1.57281	0.00000
414	2010.02.17 18:00	modify	142	0.10	1.57648	1.57054	0.00000
415	2010.02.17 18:10	s/l	142	0.10	1.57054	1.57054	0.00000	59.40	10179.56
416	2010.02.17 19:00	buy	143	0.10	1.56981	1.56334	0.00000
417	2010.02.18 08:16	s/l	143	0.10	1.56334	1.56334	0.00000	-64.70	10114.86
418	2010.02.18 12:00	buy	144	0.10	1.56096	1.55310	0.00000
419	2010.02.18 16:00	modify	144	0.10	1.56096	1.56443	0.00000
420	2010.02.18 16:15	s/l	144	0.10	1.56443	1.56443	0.00000	34.70	10149.56
421	2010.02.18 17:00	sell	145	0.10	1.56393	1.57436	0.00000
422	2010.02.18 18:00	modify	145	0.10	1.56393	1.55853	0.00000
423	2010.02.18 18:02	s/l	145	0.10	1.55853	1.55853	0.00000	54.00	10203.56
424	2010.02.18 19:00	buy	146	0.10	1.56031	1.54909	0.00000
425	2010.02.18 20:00	modify	146	0.10	1.56031	1.56182	0.00000
426	2010.02.18 20:02	s/l	146	0.10	1.56182	1.56182	0.00000	15.10	10218.66
427	2010.02.18 21:00	buy	147	0.10	1.56226	1.55075	0.00000
428	2010.02.18 22:50	s/l	147	0.10	1.55075	1.55075	0.00000	-115.10	10103.56
429	2010.02.19 02:00	buy	148	0.10	1.54428	1.53216	0.00000
430	2010.02.19 19:00	modify	148	0.10	1.54428	1.54514	0.00000
431	2010.02.19 19:15	s/l	148	0.10	1.54514	1.54514	0.00000	8.60	10112.16
432	2010.02.19 22:00	sell	149	0.10	1.54534	1.55004	0.00000
433	2010.02.22 09:32	s/l	149	0.10	1.55004	1.55004	0.00000	-47.24	10064.92
434	2010.02.22 11:00	sell	150	0.10	1.54724	1.55414	0.00000
435	2010.02.22 12:00	modify	150	0.10	1.54724	1.54625	0.00000
436	2010.02.22 12:15	s/l	150	0.10	1.54625	1.54625	0.00000	9.90	10074.82
437	2010.02.22 13:00	sell	151	0.10	1.54708	1.55402	0.00000
438	2010.02.23 08:10	s/l	151	0.10	1.55402	1.55402	0.00000	-69.64	10005.18
439	2010.02.23 10:00	sell	152	0.10	1.55460	1.56069	0.00000
440	2010.02.23 11:00	modify	152	0.10	1.55460	1.54361	0.00000
441	2010.02.23 11:02	s/l	152	0.10	1.54361	1.54361	0.00000	109.90	10115.08
442	2010.02.23 14:00	buy	153	0.10	1.54245	1.53354	0.00000
443	2010.02.23 15:00	modify	153	0.10	1.54245	1.54368	0.00000
444	2010.02.23 15:15	s/l	153	0.10	1.54368	1.54368	0.00000	12.30	10127.38
445	2010.02.23 16:00	buy	154	0.10	1.54420	1.53604	0.00000
446	2010.02.23 17:00	modify	154	0.10	1.54420	1.54461	0.00000
447	2010.02.23 17:02	s/l	154	0.10	1.54461	1.54461	0.00000	4.10	10131.48
448	2010.02.23 18:00	buy	155	0.10	1.54647	1.53579	0.00000
449	2010.02.25 02:32	s/l	155	0.10	1.53579	1.53579	0.00000	-106.80	10024.68
450	2010.02.25 07:00	buy	156	0.10	1.53339	1.53021	0.00000
451	2010.02.25 10:15	s/l	156	0.10	1.53021	1.53021	0.00000	-31.80	9992.88
452	2010.02.25 12:00	buy	157	0.10	1.53035	1.52362	0.00000
453	2010.02.25 17:15	s/l	157	0.10	1.52362	1.52362	0.00000	-67.30	9925.58
454	2010.02.25 19:00	buy	158	0.10	1.52393	1.51375	0.00000
455	2010.02.25 20:00	modify	158	0.10	1.52393	1.52567	0.00000
456	2010.02.25 20:15	s/l	158	0.10	1.52567	1.52567	0.00000	17.40	9942.98
457	2010.02.25 21:00	buy	159	0.10	1.52464	1.51436	0.00000
458	2010.02.25 22:00	modify	159	0.10	1.52464	1.52665	0.00000
459	2010.02.25 22:10	s/l	159	0.10	1.52665	1.52665	0.00000	20.10	9963.08
460	2010.02.25 23:00	buy	160	0.10	1.52643	1.51603	0.00000
461	2010.02.26 03:00	modify	160	0.10	1.52643	1.52748	0.00000
462	2010.02.26 03:05	s/l	160	0.10	1.52748	1.52748	0.00000	10.50	9973.58
463	2010.02.26 04:00	buy	161	0.10	1.52563	1.51575	0.00000
464	2010.02.26 05:00	modify	161	0.10	1.52563	1.52702	0.00000
465	2010.02.26 06:00	modify	161	0.10	1.52563	1.52709	0.00000
466	2010.02.26 06:15	s/l	161	0.10	1.52709	1.52709	0.00000	14.60	9988.18
467	2010.02.26 07:00	sell	162	0.10	1.52799	1.53522	0.00000
468	2010.02.26 08:00	modify	162	0.10	1.52799	1.52664	0.00000
469	2010.02.26 08:02	s/l	162	0.10	1.52664	1.52664	0.00000	13.50	10001.68
470	2010.02.26 09:00	buy	163	0.10	1.52491	1.51642	0.00000
471	2010.02.26 10:00	modify	163	0.10	1.52491	1.52710	0.00000
472	2010.02.26 10:45	s/l	163	0.10	1.52710	1.52710	0.00000	21.90	10023.58
473	2010.02.26 12:00	sell	164	0.10	1.52565	1.53611	0.00000
474	2010.02.26 13:00	modify	164	0.10	1.52565	1.52265	0.00000
475	2010.02.26 13:10	s/l	164	0.10	1.52265	1.52265	0.00000	30.00	10053.58
476	2010.02.26 18:00	sell	165	0.10	1.52381	1.53658	0.00000
477	2010.02.26 22:56	close at stop	165	0.10	1.52370	1.53658	0.00000	1.10	10054.68