Report Result : Volume_trader_v2 - Desynced Forex Repository

Strategy Tester Report

Volume_trader_v2

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		StartHour=8; EndHour=20; Lots=0.1;

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

Initial deposit	10000.00
Total net profit	-925.50	Gross profit	2735.20	Gross loss	-3660.70
Profit factor	0.75	Expected payoff	-4.10
Absolute drawdown	1223.60	Maximal drawdown	1253.00 (12.49%)	Relative drawdown	12.49% (1253.00)

Total trades	226	Short positions (won %)	112 (43.75%)	Long positions (won %)	114 (41.23%)
		Profit trades (% of total)	96 (42.48%)	Loss trades (% of total)	130 (57.52%)
Largest		profit trade	151.50	loss trade	-125.00
Average		profit trade	28.49	loss trade	-28.16
Maximum		consecutive wins (profit in money)	5 (229.80)	consecutive losses (loss in money)	6 (-268.10)
Maximal		consecutive profit (count of wins)	229.80 (5)	consecutive loss (count of losses)	-268.10 (6)
Average		consecutive wins	2	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.01.04 08:00	sell	1	0.10	1.60869	0.00000	0.00000
2	2010.01.04 12:00	close	1	0.10	1.61754	0.00000	0.00000	-88.50	9911.50
3	2010.01.04 12:00	buy	2	0.10	1.61754	0.00000	0.00000
4	2010.01.04 14:00	close	2	0.10	1.61466	0.00000	0.00000	-28.80	9882.70
5	2010.01.04 14:00	sell	3	0.10	1.61466	0.00000	0.00000
6	2010.01.04 15:00	close	3	0.10	1.61634	0.00000	0.00000	-16.80	9865.90
7	2010.01.04 15:00	buy	4	0.10	1.61634	0.00000	0.00000
8	2010.01.04 16:00	close	4	0.10	1.61637	0.00000	0.00000	0.30	9866.20
9	2010.01.04 16:00	sell	5	0.10	1.61637	0.00000	0.00000
10	2010.01.04 18:00	close	5	0.10	1.61073	0.00000	0.00000	56.40	9922.60
11	2010.01.04 18:00	buy	6	0.10	1.61073	0.00000	0.00000
12	2010.01.04 21:00	close	6	0.10	1.60927	0.00000	0.00000	-14.60	9908.00
13	2010.01.05 08:00	sell	7	0.10	1.61496	0.00000	0.00000
14	2010.01.05 11:00	close	7	0.10	1.60500	0.00000	0.00000	99.60	10007.60
15	2010.01.05 11:00	buy	8	0.10	1.60500	0.00000	0.00000
16	2010.01.05 15:00	close	8	0.10	1.60369	0.00000	0.00000	-13.10	9994.50
17	2010.01.05 15:00	sell	9	0.10	1.60369	0.00000	0.00000
18	2010.01.05 17:00	close	9	0.10	1.60324	0.00000	0.00000	4.50	9999.00
19	2010.01.05 17:00	buy	10	0.10	1.60324	0.00000	0.00000
20	2010.01.05 18:00	close	10	0.10	1.60068	0.00000	0.00000	-25.60	9973.40
21	2010.01.05 18:00	sell	11	0.10	1.60068	0.00000	0.00000
22	2010.01.05 19:00	close	11	0.10	1.60033	0.00000	0.00000	3.50	9976.90
23	2010.01.05 19:00	buy	12	0.10	1.60033	0.00000	0.00000
24	2010.01.05 20:00	close	12	0.10	1.59750	0.00000	0.00000	-28.30	9948.60
25	2010.01.05 20:00	sell	13	0.10	1.59750	0.00000	0.00000
26	2010.01.05 21:00	close	13	0.10	1.60016	0.00000	0.00000	-26.60	9922.00
27	2010.01.06 08:00	sell	14	0.10	1.59738	0.00000	0.00000
28	2010.01.06 10:00	close	14	0.10	1.60419	0.00000	0.00000	-68.10	9853.90
29	2010.01.06 10:00	buy	15	0.10	1.60419	0.00000	0.00000
30	2010.01.06 14:00	close	15	0.10	1.59651	0.00000	0.00000	-76.80	9777.10
31	2010.01.06 14:00	sell	16	0.10	1.59651	0.00000	0.00000
32	2010.01.06 18:00	close	16	0.10	1.60145	0.00000	0.00000	-49.40	9727.70
33	2010.01.06 18:00	buy	17	0.10	1.60145	0.00000	0.00000
34	2010.01.06 21:00	close	17	0.10	1.59956	0.00000	0.00000	-18.90	9708.80
35	2010.01.07 08:00	sell	18	0.10	1.59673	0.00000	0.00000
36	2010.01.07 11:00	close	18	0.10	1.59346	0.00000	0.00000	32.70	9741.50
37	2010.01.07 11:00	buy	19	0.10	1.59346	0.00000	0.00000
38	2010.01.07 12:00	close	19	0.10	1.59214	0.00000	0.00000	-13.20	9728.30
39	2010.01.07 12:00	sell	20	0.10	1.59214	0.00000	0.00000
40	2010.01.07 13:00	close	20	0.10	1.59082	0.00000	0.00000	13.20	9741.50
41	2010.01.07 13:00	buy	21	0.10	1.59082	0.00000	0.00000
42	2010.01.07 15:00	close	21	0.10	1.59227	0.00000	0.00000	14.50	9756.00
43	2010.01.07 15:00	sell	22	0.10	1.59227	0.00000	0.00000
44	2010.01.07 17:00	close	22	0.10	1.59364	0.00000	0.00000	-13.70	9742.30
45	2010.01.07 17:00	buy	23	0.10	1.59364	0.00000	0.00000
46	2010.01.07 21:00	close	23	0.10	1.59421	0.00000	0.00000	5.70	9748.00
47	2010.01.08 08:00	sell	24	0.10	1.59337	0.00000	0.00000
48	2010.01.08 11:00	close	24	0.10	1.60318	0.00000	0.00000	-98.10	9649.90
49	2010.01.08 11:00	buy	25	0.10	1.60318	0.00000	0.00000
50	2010.01.08 13:00	close	25	0.10	1.60075	0.00000	0.00000	-24.30	9625.60
51	2010.01.08 13:00	sell	26	0.10	1.60075	0.00000	0.00000
52	2010.01.08 16:00	close	26	0.10	1.60313	0.00000	0.00000	-23.80	9601.80
53	2010.01.08 16:00	buy	27	0.10	1.60313	0.00000	0.00000
54	2010.01.08 21:00	close	27	0.10	1.60308	0.00000	0.00000	-0.50	9601.30
55	2010.01.11 08:00	sell	28	0.10	1.60725	0.00000	0.00000
56	2010.01.11 11:00	close	28	0.10	1.61473	0.00000	0.00000	-74.80	9526.50
57	2010.01.11 11:00	buy	29	0.10	1.61473	0.00000	0.00000
58	2010.01.11 12:00	close	29	0.10	1.61653	0.00000	0.00000	18.00	9544.50
59	2010.01.11 12:00	sell	30	0.10	1.61653	0.00000	0.00000
60	2010.01.11 13:00	close	30	0.10	1.61764	0.00000	0.00000	-11.10	9533.40
61	2010.01.11 13:00	buy	31	0.10	1.61764	0.00000	0.00000
62	2010.01.11 15:00	close	31	0.10	1.61613	0.00000	0.00000	-15.10	9518.30
63	2010.01.11 15:00	sell	32	0.10	1.61613	0.00000	0.00000
64	2010.01.11 18:00	close	32	0.10	1.61443	0.00000	0.00000	17.00	9535.30
65	2010.01.11 18:00	buy	33	0.10	1.61443	0.00000	0.00000
66	2010.01.11 21:00	close	33	0.10	1.60983	0.00000	0.00000	-46.00	9489.30
67	2010.01.12 08:00	sell	34	0.10	1.61162	0.00000	0.00000
68	2010.01.12 11:00	close	34	0.10	1.61364	0.00000	0.00000	-20.20	9469.10
69	2010.01.12 11:00	buy	35	0.10	1.61364	0.00000	0.00000
70	2010.01.12 13:00	close	35	0.10	1.61390	0.00000	0.00000	2.60	9471.70
71	2010.01.12 13:00	sell	36	0.10	1.61390	0.00000	0.00000
72	2010.01.12 14:00	close	36	0.10	1.61581	0.00000	0.00000	-19.10	9452.60
73	2010.01.12 14:00	buy	37	0.10	1.61581	0.00000	0.00000
74	2010.01.12 15:00	close	37	0.10	1.61287	0.00000	0.00000	-29.40	9423.20
75	2010.01.12 15:00	sell	38	0.10	1.61287	0.00000	0.00000
76	2010.01.12 17:00	close	38	0.10	1.61914	0.00000	0.00000	-62.70	9360.50
77	2010.01.12 17:00	buy	39	0.10	1.61914	0.00000	0.00000
78	2010.01.12 21:00	close	39	0.10	1.61756	0.00000	0.00000	-15.80	9344.70
79	2010.01.13 08:00	sell	40	0.10	1.62135	0.00000	0.00000
80	2010.01.13 12:00	close	40	0.10	1.62399	0.00000	0.00000	-26.40	9318.30
81	2010.01.13 12:00	buy	41	0.10	1.62399	0.00000	0.00000
82	2010.01.13 13:00	close	41	0.10	1.62767	0.00000	0.00000	36.80	9355.10
83	2010.01.13 13:00	sell	42	0.10	1.62767	0.00000	0.00000
84	2010.01.13 14:00	close	42	0.10	1.62749	0.00000	0.00000	1.80	9356.90
85	2010.01.13 14:00	buy	43	0.10	1.62749	0.00000	0.00000
86	2010.01.13 16:00	close	43	0.10	1.62768	0.00000	0.00000	1.90	9358.80
87	2010.01.13 16:00	sell	44	0.10	1.62768	0.00000	0.00000
88	2010.01.13 18:00	close	44	0.10	1.62873	0.00000	0.00000	-10.50	9348.30
89	2010.01.13 18:00	buy	45	0.10	1.62873	0.00000	0.00000
90	2010.01.13 21:00	close	45	0.10	1.62801	0.00000	0.00000	-7.20	9341.10
91	2010.01.14 08:00	sell	46	0.10	1.62850	0.00000	0.00000
92	2010.01.14 12:00	close	46	0.10	1.62806	0.00000	0.00000	4.40	9345.50
93	2010.01.14 12:00	buy	47	0.10	1.62806	0.00000	0.00000
94	2010.01.14 15:00	close	47	0.10	1.63109	0.00000	0.00000	30.30	9375.80
95	2010.01.14 15:00	sell	48	0.10	1.63109	0.00000	0.00000
96	2010.01.14 17:00	close	48	0.10	1.63125	0.00000	0.00000	-1.60	9374.20
97	2010.01.14 17:00	buy	49	0.10	1.63125	0.00000	0.00000
98	2010.01.14 21:00	close	49	0.10	1.63318	0.00000	0.00000	19.30	9393.50
99	2010.01.15 08:00	sell	50	0.10	1.63439	0.00000	0.00000
100	2010.01.15 11:00	close	50	0.10	1.63068	0.00000	0.00000	37.10	9430.60
101	2010.01.15 11:00	buy	51	0.10	1.63068	0.00000	0.00000
102	2010.01.15 12:00	close	51	0.10	1.62857	0.00000	0.00000	-21.10	9409.50
103	2010.01.15 12:00	sell	52	0.10	1.62857	0.00000	0.00000
104	2010.01.15 13:00	close	52	0.10	1.62895	0.00000	0.00000	-3.80	9405.70
105	2010.01.15 13:00	buy	53	0.10	1.62895	0.00000	0.00000
106	2010.01.15 14:00	close	53	0.10	1.63085	0.00000	0.00000	19.00	9424.70
107	2010.01.15 14:00	sell	54	0.10	1.63085	0.00000	0.00000
108	2010.01.15 16:00	close	54	0.10	1.62934	0.00000	0.00000	15.10	9439.80
109	2010.01.15 16:00	buy	55	0.10	1.62934	0.00000	0.00000
110	2010.01.15 17:00	close	55	0.10	1.62545	0.00000	0.00000	-38.90	9400.90
111	2010.01.15 17:00	sell	56	0.10	1.62545	0.00000	0.00000
112	2010.01.15 18:00	close	56	0.10	1.62389	0.00000	0.00000	15.60	9416.50
113	2010.01.15 18:00	buy	57	0.10	1.62389	0.00000	0.00000
114	2010.01.15 21:00	close	57	0.10	1.62582	0.00000	0.00000	19.30	9435.80
115	2010.01.18 08:00	sell	58	0.10	1.63053	0.00000	0.00000
116	2010.01.18 12:00	close	58	0.10	1.63579	0.00000	0.00000	-52.60	9383.20
117	2010.01.18 12:00	buy	59	0.10	1.63579	0.00000	0.00000
118	2010.01.18 15:00	close	59	0.10	1.63056	0.00000	0.00000	-52.30	9330.90
119	2010.01.18 15:00	sell	60	0.10	1.63056	0.00000	0.00000
120	2010.01.18 16:00	close	60	0.10	1.63186	0.00000	0.00000	-13.00	9317.90
121	2010.01.18 16:00	buy	61	0.10	1.63186	0.00000	0.00000
122	2010.01.18 21:00	close	61	0.10	1.63288	0.00000	0.00000	10.20	9328.10
123	2010.01.19 08:00	sell	62	0.10	1.64202	0.00000	0.00000
124	2010.01.19 12:00	close	62	0.10	1.63840	0.00000	0.00000	36.20	9364.30
125	2010.01.19 12:00	buy	63	0.10	1.63840	0.00000	0.00000
126	2010.01.19 13:00	close	63	0.10	1.63380	0.00000	0.00000	-46.00	9318.30
127	2010.01.19 13:00	sell	64	0.10	1.63380	0.00000	0.00000
128	2010.01.19 15:00	close	64	0.10	1.63428	0.00000	0.00000	-4.80	9313.50
129	2010.01.19 15:00	buy	65	0.10	1.63428	0.00000	0.00000
130	2010.01.19 16:00	close	65	0.10	1.63674	0.00000	0.00000	24.60	9338.10
131	2010.01.19 16:00	sell	66	0.10	1.63674	0.00000	0.00000
132	2010.01.19 17:00	close	66	0.10	1.63723	0.00000	0.00000	-4.90	9333.20
133	2010.01.19 17:00	buy	67	0.10	1.63723	0.00000	0.00000
134	2010.01.19 21:00	close	67	0.10	1.63613	0.00000	0.00000	-11.00	9322.20
135	2010.01.20 08:00	buy	68	0.10	1.63177	0.00000	0.00000
136	2010.01.20 09:00	close	68	0.10	1.62689	0.00000	0.00000	-48.80	9273.40
137	2010.01.20 09:00	sell	69	0.10	1.62689	0.00000	0.00000
138	2010.01.20 12:00	close	69	0.10	1.62744	0.00000	0.00000	-5.50	9267.90
139	2010.01.20 12:00	buy	70	0.10	1.62744	0.00000	0.00000
140	2010.01.20 14:00	close	70	0.10	1.62600	0.00000	0.00000	-14.40	9253.50
141	2010.01.20 14:00	sell	71	0.10	1.62600	0.00000	0.00000
142	2010.01.20 15:00	close	71	0.10	1.62674	0.00000	0.00000	-7.40	9246.10
143	2010.01.20 15:00	buy	72	0.10	1.62674	0.00000	0.00000
144	2010.01.20 16:00	close	72	0.10	1.62952	0.00000	0.00000	27.80	9273.90
145	2010.01.20 16:00	sell	73	0.10	1.62952	0.00000	0.00000
146	2010.01.20 18:00	close	73	0.10	1.62864	0.00000	0.00000	8.80	9282.70
147	2010.01.20 18:00	buy	74	0.10	1.62864	0.00000	0.00000
148	2010.01.20 21:00	close	74	0.10	1.62888	0.00000	0.00000	2.40	9285.10
149	2010.01.21 08:00	sell	75	0.10	1.62883	0.00000	0.00000
150	2010.01.21 12:00	close	75	0.10	1.61368	0.00000	0.00000	151.50	9436.60
151	2010.01.21 12:00	buy	76	0.10	1.61368	0.00000	0.00000
152	2010.01.21 15:00	close	76	0.10	1.61761	0.00000	0.00000	39.30	9475.90
153	2010.01.21 15:00	sell	77	0.10	1.61761	0.00000	0.00000
154	2010.01.21 16:00	close	77	0.10	1.62161	0.00000	0.00000	-40.00	9435.90
155	2010.01.21 16:00	buy	78	0.10	1.62161	0.00000	0.00000
156	2010.01.21 17:00	close	78	0.10	1.61740	0.00000	0.00000	-42.10	9393.80
157	2010.01.21 17:00	sell	79	0.10	1.61740	0.00000	0.00000
158	2010.01.21 19:00	close	79	0.10	1.62110	0.00000	0.00000	-37.00	9356.80
159	2010.01.21 19:00	buy	80	0.10	1.62110	0.00000	0.00000
160	2010.01.21 21:00	close	80	0.10	1.62090	0.00000	0.00000	-2.00	9354.80
161	2010.01.22 08:00	sell	81	0.10	1.62220	0.00000	0.00000
162	2010.01.22 12:00	close	81	0.10	1.62447	0.00000	0.00000	-22.70	9332.10
163	2010.01.22 12:00	buy	82	0.10	1.62447	0.00000	0.00000
164	2010.01.22 13:00	close	82	0.10	1.61762	0.00000	0.00000	-68.50	9263.60
165	2010.01.22 13:00	sell	83	0.10	1.61762	0.00000	0.00000
166	2010.01.22 15:00	close	83	0.10	1.61032	0.00000	0.00000	73.00	9336.60
167	2010.01.22 15:00	buy	84	0.10	1.61032	0.00000	0.00000
168	2010.01.22 16:00	close	84	0.10	1.60983	0.00000	0.00000	-4.90	9331.70
169	2010.01.22 16:00	sell	85	0.10	1.60983	0.00000	0.00000
170	2010.01.22 18:00	close	85	0.10	1.61182	0.00000	0.00000	-19.90	9311.80
171	2010.01.22 18:00	buy	86	0.10	1.61182	0.00000	0.00000
172	2010.01.22 21:00	close	86	0.10	1.61150	0.00000	0.00000	-3.20	9308.60
173	2010.01.25 08:00	sell	87	0.10	1.61299	0.00000	0.00000
174	2010.01.25 11:00	close	87	0.10	1.61604	0.00000	0.00000	-30.50	9278.10
175	2010.01.25 11:00	buy	88	0.10	1.61604	0.00000	0.00000
176	2010.01.25 12:00	close	88	0.10	1.61696	0.00000	0.00000	9.20	9287.30
177	2010.01.25 12:00	sell	89	0.10	1.61696	0.00000	0.00000
178	2010.01.25 13:00	close	89	0.10	1.61491	0.00000	0.00000	20.50	9307.80
179	2010.01.25 13:00	buy	90	0.10	1.61491	0.00000	0.00000
180	2010.01.25 14:00	close	90	0.10	1.61336	0.00000	0.00000	-15.50	9292.30
181	2010.01.25 14:00	sell	91	0.10	1.61336	0.00000	0.00000
182	2010.01.25 18:00	close	91	0.10	1.62365	0.00000	0.00000	-102.90	9189.40
183	2010.01.25 18:00	buy	92	0.10	1.62365	0.00000	0.00000
184	2010.01.25 21:00	close	92	0.10	1.62432	0.00000	0.00000	6.70	9196.10
185	2010.01.26 08:00	buy	93	0.10	1.62341	0.00000	0.00000
186	2010.01.26 09:00	close	93	0.10	1.62255	0.00000	0.00000	-8.60	9187.50
187	2010.01.26 09:00	sell	94	0.10	1.62255	0.00000	0.00000
188	2010.01.26 12:00	close	94	0.10	1.61210	0.00000	0.00000	104.50	9292.00
189	2010.01.26 12:00	buy	95	0.10	1.61210	0.00000	0.00000
190	2010.01.26 14:00	close	95	0.10	1.61422	0.00000	0.00000	21.20	9313.20
191	2010.01.26 14:00	sell	96	0.10	1.61422	0.00000	0.00000
192	2010.01.26 15:00	close	96	0.10	1.61074	0.00000	0.00000	34.80	9348.00
193	2010.01.26 15:00	buy	97	0.10	1.61074	0.00000	0.00000
194	2010.01.26 16:00	close	97	0.10	1.61242	0.00000	0.00000	16.80	9364.80
195	2010.01.26 16:00	sell	98	0.10	1.61242	0.00000	0.00000
196	2010.01.26 17:00	close	98	0.10	1.61473	0.00000	0.00000	-23.10	9341.70
197	2010.01.26 17:00	buy	99	0.10	1.61473	0.00000	0.00000
198	2010.01.26 21:00	close	99	0.10	1.61440	0.00000	0.00000	-3.30	9338.40
199	2010.01.27 08:00	buy	100	0.10	1.61424	0.00000	0.00000
200	2010.01.27 09:00	close	100	0.10	1.61404	0.00000	0.00000	-2.00	9336.40
201	2010.01.27 09:00	sell	101	0.10	1.61404	0.00000	0.00000
202	2010.01.27 12:00	close	101	0.10	1.62091	0.00000	0.00000	-68.70	9267.70
203	2010.01.27 12:00	buy	102	0.10	1.62091	0.00000	0.00000
204	2010.01.27 15:00	close	102	0.10	1.62184	0.00000	0.00000	9.30	9277.00
205	2010.01.27 15:00	sell	103	0.10	1.62184	0.00000	0.00000
206	2010.01.27 17:00	close	103	0.10	1.61914	0.00000	0.00000	27.00	9304.00
207	2010.01.27 17:00	buy	104	0.10	1.61914	0.00000	0.00000
208	2010.01.27 20:00	close	104	0.10	1.61717	0.00000	0.00000	-19.70	9284.30
209	2010.01.27 20:00	sell	105	0.10	1.61717	0.00000	0.00000
210	2010.01.27 21:00	close	105	0.10	1.61739	0.00000	0.00000	-2.20	9282.10
211	2010.01.28 08:00	sell	106	0.10	1.62018	0.00000	0.00000
212	2010.01.28 11:00	close	106	0.10	1.62583	0.00000	0.00000	-56.50	9225.60
213	2010.01.28 11:00	buy	107	0.10	1.62583	0.00000	0.00000
214	2010.01.28 12:00	close	107	0.10	1.62335	0.00000	0.00000	-24.80	9200.80
215	2010.01.28 12:00	sell	108	0.10	1.62335	0.00000	0.00000
216	2010.01.28 13:00	close	108	0.10	1.62446	0.00000	0.00000	-11.10	9189.70
217	2010.01.28 13:00	buy	109	0.10	1.62446	0.00000	0.00000
218	2010.01.28 15:00	close	109	0.10	1.62490	0.00000	0.00000	4.40	9194.10
219	2010.01.28 15:00	sell	110	0.10	1.62490	0.00000	0.00000
220	2010.01.28 18:00	close	110	0.10	1.61465	0.00000	0.00000	102.50	9296.60
221	2010.01.28 18:00	buy	111	0.10	1.61465	0.00000	0.00000
222	2010.01.28 21:00	close	111	0.10	1.61250	0.00000	0.00000	-21.50	9275.10
223	2010.01.29 08:00	sell	112	0.10	1.61488	0.00000	0.00000
224	2010.01.29 11:00	close	112	0.10	1.61491	0.00000	0.00000	-0.30	9274.80
225	2010.01.29 11:00	buy	113	0.10	1.61491	0.00000	0.00000
226	2010.01.29 14:00	close	113	0.10	1.61102	0.00000	0.00000	-38.90	9235.90
227	2010.01.29 14:00	sell	114	0.10	1.61102	0.00000	0.00000
228	2010.01.29 16:00	close	114	0.10	1.60481	0.00000	0.00000	62.10	9298.00
229	2010.01.29 16:00	buy	115	0.10	1.60481	0.00000	0.00000
230	2010.01.29 21:00	close	115	0.10	1.59908	0.00000	0.00000	-57.30	9240.70
231	2010.02.01 08:00	sell	116	0.10	1.59538	0.00000	0.00000
232	2010.02.01 13:00	close	116	0.10	1.58799	0.00000	0.00000	73.90	9314.60
233	2010.02.01 13:00	buy	117	0.10	1.58799	0.00000	0.00000
234	2010.02.01 15:00	close	117	0.10	1.59239	0.00000	0.00000	44.00	9358.60
235	2010.02.01 15:00	sell	118	0.10	1.59239	0.00000	0.00000
236	2010.02.01 16:00	close	118	0.10	1.59316	0.00000	0.00000	-7.70	9350.90
237	2010.02.01 16:00	buy	119	0.10	1.59316	0.00000	0.00000
238	2010.02.01 17:00	close	119	0.10	1.59037	0.00000	0.00000	-27.90	9323.00
239	2010.02.01 17:00	sell	120	0.10	1.59037	0.00000	0.00000
240	2010.02.01 18:00	close	120	0.10	1.59233	0.00000	0.00000	-19.60	9303.40
241	2010.02.01 18:00	buy	121	0.10	1.59233	0.00000	0.00000
242	2010.02.01 20:00	close	121	0.10	1.59376	0.00000	0.00000	14.30	9317.70
243	2010.02.01 20:00	sell	122	0.10	1.59376	0.00000	0.00000
244	2010.02.01 21:00	close	122	0.10	1.59544	0.00000	0.00000	-16.80	9300.90
245	2010.02.02 08:00	sell	123	0.10	1.59549	0.00000	0.00000
246	2010.02.02 13:00	close	123	0.10	1.59400	0.00000	0.00000	14.90	9315.80
247	2010.02.02 13:00	buy	124	0.10	1.59400	0.00000	0.00000
248	2010.02.02 15:00	close	124	0.10	1.59414	0.00000	0.00000	1.40	9317.20
249	2010.02.02 15:00	sell	125	0.10	1.59414	0.00000	0.00000
250	2010.02.02 18:00	close	125	0.10	1.59663	0.00000	0.00000	-24.90	9292.30
251	2010.02.02 18:00	buy	126	0.10	1.59663	0.00000	0.00000
252	2010.02.02 21:00	close	126	0.10	1.59773	0.00000	0.00000	11.00	9303.30
253	2010.02.03 08:00	sell	127	0.10	1.60249	0.00000	0.00000
254	2010.02.03 12:00	close	127	0.10	1.59983	0.00000	0.00000	26.60	9329.90
255	2010.02.03 12:00	buy	128	0.10	1.59983	0.00000	0.00000
256	2010.02.03 15:00	close	128	0.10	1.59423	0.00000	0.00000	-56.00	9273.90
257	2010.02.03 15:00	sell	129	0.10	1.59423	0.00000	0.00000
258	2010.02.03 16:00	close	129	0.10	1.59639	0.00000	0.00000	-21.60	9252.30
259	2010.02.03 16:00	buy	130	0.10	1.59639	0.00000	0.00000
260	2010.02.03 17:00	close	130	0.10	1.59348	0.00000	0.00000	-29.10	9223.20
261	2010.02.03 17:00	sell	131	0.10	1.59348	0.00000	0.00000
262	2010.02.03 18:00	close	131	0.10	1.59136	0.00000	0.00000	21.20	9244.40
263	2010.02.03 18:00	buy	132	0.10	1.59136	0.00000	0.00000
264	2010.02.03 21:00	close	132	0.10	1.58952	0.00000	0.00000	-18.40	9226.00
265	2010.02.04 08:00	sell	133	0.10	1.58803	0.00000	0.00000
266	2010.02.04 12:00	close	133	0.10	1.58453	0.00000	0.00000	35.00	9261.00
267	2010.02.04 12:00	buy	134	0.10	1.58453	0.00000	0.00000
268	2010.02.04 13:00	close	134	0.10	1.58190	0.00000	0.00000	-26.30	9234.70
269	2010.02.04 13:00	sell	135	0.10	1.58190	0.00000	0.00000
270	2010.02.04 15:00	close	135	0.10	1.58462	0.00000	0.00000	-27.20	9207.50
271	2010.02.04 15:00	buy	136	0.10	1.58462	0.00000	0.00000
272	2010.02.04 16:00	close	136	0.10	1.57876	0.00000	0.00000	-58.60	9148.90
273	2010.02.04 16:00	sell	137	0.10	1.57876	0.00000	0.00000
274	2010.02.04 18:00	close	137	0.10	1.57624	0.00000	0.00000	25.20	9174.10
275	2010.02.04 18:00	buy	138	0.10	1.57624	0.00000	0.00000
276	2010.02.04 21:00	close	138	0.10	1.57587	0.00000	0.00000	-3.70	9170.40
277	2010.02.05 08:00	sell	139	0.10	1.57189	0.00000	0.00000
278	2010.02.05 11:00	close	139	0.10	1.57103	0.00000	0.00000	8.60	9179.00
279	2010.02.05 11:00	buy	140	0.10	1.57103	0.00000	0.00000
280	2010.02.05 15:00	close	140	0.10	1.57200	0.00000	0.00000	9.70	9188.70
281	2010.02.05 15:00	sell	141	0.10	1.57200	0.00000	0.00000
282	2010.02.05 17:00	close	141	0.10	1.56448	0.00000	0.00000	75.20	9263.90
283	2010.02.05 17:00	buy	142	0.10	1.56448	0.00000	0.00000
284	2010.02.05 21:00	close	142	0.10	1.56027	0.00000	0.00000	-42.10	9221.80
285	2010.02.08 08:00	sell	143	0.10	1.55453	0.00000	0.00000
286	2010.02.08 11:00	close	143	0.10	1.55765	0.00000	0.00000	-31.20	9190.60
287	2010.02.08 11:00	buy	144	0.10	1.55765	0.00000	0.00000
288	2010.02.08 12:00	close	144	0.10	1.55775	0.00000	0.00000	1.00	9191.60
289	2010.02.08 12:00	sell	145	0.10	1.55775	0.00000	0.00000
290	2010.02.08 13:00	close	145	0.10	1.55714	0.00000	0.00000	6.10	9197.70
291	2010.02.08 13:00	buy	146	0.10	1.55714	0.00000	0.00000
292	2010.02.08 14:00	close	146	0.10	1.56021	0.00000	0.00000	30.70	9228.40
293	2010.02.08 14:00	sell	147	0.10	1.56021	0.00000	0.00000
294	2010.02.08 18:00	close	147	0.10	1.56484	0.00000	0.00000	-46.30	9182.10
295	2010.02.08 18:00	buy	148	0.10	1.56484	0.00000	0.00000
296	2010.02.08 21:00	close	148	0.10	1.56113	0.00000	0.00000	-37.10	9145.00
297	2010.02.09 08:00	sell	149	0.10	1.56391	0.00000	0.00000
298	2010.02.09 12:00	close	149	0.10	1.55762	0.00000	0.00000	62.90	9207.90
299	2010.02.09 12:00	buy	150	0.10	1.55762	0.00000	0.00000
300	2010.02.09 13:00	close	150	0.10	1.55776	0.00000	0.00000	1.40	9209.30
301	2010.02.09 13:00	sell	151	0.10	1.55776	0.00000	0.00000
302	2010.02.09 19:00	close	151	0.10	1.57026	0.00000	0.00000	-125.00	9084.30
303	2010.02.09 19:00	buy	152	0.10	1.57026	0.00000	0.00000
304	2010.02.09 21:00	close	152	0.10	1.56864	0.00000	0.00000	-16.20	9068.10
305	2010.02.10 08:00	sell	153	0.10	1.56826	0.00000	0.00000
306	2010.02.10 13:00	close	153	0.10	1.56586	0.00000	0.00000	24.00	9092.10
307	2010.02.10 13:00	buy	154	0.10	1.56586	0.00000	0.00000
308	2010.02.10 15:00	close	154	0.10	1.56131	0.00000	0.00000	-45.50	9046.60
309	2010.02.10 15:00	sell	155	0.10	1.56131	0.00000	0.00000
310	2010.02.10 16:00	close	155	0.10	1.56127	0.00000	0.00000	0.40	9047.00
311	2010.02.10 16:00	buy	156	0.10	1.56127	0.00000	0.00000
312	2010.02.10 17:00	close	156	0.10	1.55877	0.00000	0.00000	-25.00	9022.00
313	2010.02.10 17:00	sell	157	0.10	1.55877	0.00000	0.00000
314	2010.02.10 18:00	close	157	0.10	1.56047	0.00000	0.00000	-17.00	9005.00
315	2010.02.10 18:00	buy	158	0.10	1.56047	0.00000	0.00000
316	2010.02.10 21:00	close	158	0.10	1.55876	0.00000	0.00000	-17.10	8987.90
317	2010.02.11 08:00	sell	159	0.10	1.56224	0.00000	0.00000
318	2010.02.11 12:00	close	159	0.10	1.56032	0.00000	0.00000	19.20	9007.10
319	2010.02.11 12:00	buy	160	0.10	1.56032	0.00000	0.00000
320	2010.02.11 13:00	close	160	0.10	1.56299	0.00000	0.00000	26.70	9033.80
321	2010.02.11 13:00	sell	161	0.10	1.56299	0.00000	0.00000
322	2010.02.11 14:00	close	161	0.10	1.56246	0.00000	0.00000	5.30	9039.10
323	2010.02.11 14:00	buy	162	0.10	1.56246	0.00000	0.00000
324	2010.02.11 15:00	close	162	0.10	1.56084	0.00000	0.00000	-16.20	9022.90
325	2010.02.11 15:00	sell	163	0.10	1.56084	0.00000	0.00000
326	2010.02.11 17:00	close	163	0.10	1.56122	0.00000	0.00000	-3.80	9019.10
327	2010.02.11 17:00	buy	164	0.10	1.56122	0.00000	0.00000
328	2010.02.11 21:00	close	164	0.10	1.56954	0.00000	0.00000	83.20	9102.30
329	2010.02.12 08:00	buy	165	0.10	1.57023	0.00000	0.00000
330	2010.02.12 09:00	close	165	0.10	1.57154	0.00000	0.00000	13.10	9115.40
331	2010.02.12 09:00	sell	166	0.10	1.57154	0.00000	0.00000
332	2010.02.12 11:00	close	166	0.10	1.56556	0.00000	0.00000	59.80	9175.20
333	2010.02.12 11:00	buy	167	0.10	1.56556	0.00000	0.00000
334	2010.02.12 12:00	close	167	0.10	1.56142	0.00000	0.00000	-41.40	9133.80
335	2010.02.12 12:00	sell	168	0.10	1.56142	0.00000	0.00000
336	2010.02.12 13:00	close	168	0.10	1.56155	0.00000	0.00000	-1.30	9132.50
337	2010.02.12 13:00	buy	169	0.10	1.56155	0.00000	0.00000
338	2010.02.12 15:00	close	169	0.10	1.56291	0.00000	0.00000	13.60	9146.10
339	2010.02.12 15:00	sell	170	0.10	1.56291	0.00000	0.00000
340	2010.02.12 18:00	close	170	0.10	1.56689	0.00000	0.00000	-39.80	9106.30
341	2010.02.12 18:00	buy	171	0.10	1.56689	0.00000	0.00000
342	2010.02.12 21:00	close	171	0.10	1.56657	0.00000	0.00000	-3.20	9103.10
343	2010.02.15 08:00	sell	172	0.10	1.56403	0.00000	0.00000
344	2010.02.15 11:00	close	172	0.10	1.56738	0.00000	0.00000	-33.50	9069.60
345	2010.02.15 11:00	buy	173	0.10	1.56738	0.00000	0.00000
346	2010.02.15 12:00	close	173	0.10	1.56788	0.00000	0.00000	5.00	9074.60
347	2010.02.15 12:00	sell	174	0.10	1.56788	0.00000	0.00000
348	2010.02.15 13:00	close	174	0.10	1.57062	0.00000	0.00000	-27.40	9047.20
349	2010.02.15 13:00	buy	175	0.10	1.57062	0.00000	0.00000
350	2010.02.15 14:00	close	175	0.10	1.56879	0.00000	0.00000	-18.30	9028.90
351	2010.02.15 14:00	sell	176	0.10	1.56879	0.00000	0.00000
352	2010.02.15 16:00	close	176	0.10	1.56643	0.00000	0.00000	23.60	9052.50
353	2010.02.15 16:00	buy	177	0.10	1.56643	0.00000	0.00000
354	2010.02.15 21:00	close	177	0.10	1.56608	0.00000	0.00000	-3.50	9049.00
355	2010.02.16 08:00	sell	178	0.10	1.57100	0.00000	0.00000
356	2010.02.16 12:00	close	178	0.10	1.56868	0.00000	0.00000	23.20	9072.20
357	2010.02.16 12:00	buy	179	0.10	1.56868	0.00000	0.00000
358	2010.02.16 14:00	close	179	0.10	1.56727	0.00000	0.00000	-14.10	9058.10
359	2010.02.16 14:00	sell	180	0.10	1.56727	0.00000	0.00000
360	2010.02.16 19:00	close	180	0.10	1.57737	0.00000	0.00000	-101.00	8957.10
361	2010.02.16 19:00	buy	181	0.10	1.57737	0.00000	0.00000
362	2010.02.16 21:00	close	181	0.10	1.57808	0.00000	0.00000	7.10	8964.20
363	2010.02.17 08:00	sell	182	0.10	1.57668	0.00000	0.00000
364	2010.02.17 12:00	close	182	0.10	1.57637	0.00000	0.00000	3.10	8967.30
365	2010.02.17 12:00	buy	183	0.10	1.57637	0.00000	0.00000
366	2010.02.17 13:00	close	183	0.10	1.57648	0.00000	0.00000	1.10	8968.40
367	2010.02.17 13:00	sell	184	0.10	1.57648	0.00000	0.00000
368	2010.02.17 14:00	close	184	0.10	1.57912	0.00000	0.00000	-26.40	8942.00
369	2010.02.17 14:00	buy	185	0.10	1.57912	0.00000	0.00000
370	2010.02.17 15:00	close	185	0.10	1.57638	0.00000	0.00000	-27.40	8914.60
371	2010.02.17 15:00	sell	186	0.10	1.57638	0.00000	0.00000
372	2010.02.17 18:00	close	186	0.10	1.57022	0.00000	0.00000	61.60	8976.20
373	2010.02.17 18:00	buy	187	0.10	1.57022	0.00000	0.00000
374	2010.02.17 21:00	close	187	0.10	1.56873	0.00000	0.00000	-14.90	8961.30
375	2010.02.18 08:00	sell	188	0.10	1.56701	0.00000	0.00000
376	2010.02.18 10:00	close	188	0.10	1.56167	0.00000	0.00000	53.40	9014.70
377	2010.02.18 10:00	buy	189	0.10	1.56167	0.00000	0.00000
378	2010.02.18 11:00	close	189	0.10	1.55763	0.00000	0.00000	-40.40	8974.30
379	2010.02.18 11:00	sell	190	0.10	1.55763	0.00000	0.00000
380	2010.02.18 12:00	close	190	0.10	1.56094	0.00000	0.00000	-33.10	8941.20
381	2010.02.18 12:00	buy	191	0.10	1.56094	0.00000	0.00000
382	2010.02.18 14:00	close	191	0.10	1.55942	0.00000	0.00000	-15.20	8926.00
383	2010.02.18 14:00	sell	192	0.10	1.55942	0.00000	0.00000
384	2010.02.18 17:00	close	192	0.10	1.56407	0.00000	0.00000	-46.50	8879.50
385	2010.02.18 17:00	buy	193	0.10	1.56407	0.00000	0.00000
386	2010.02.18 18:00	close	193	0.10	1.55807	0.00000	0.00000	-60.00	8819.50
387	2010.02.18 18:00	sell	194	0.10	1.55807	0.00000	0.00000
388	2010.02.18 19:00	close	194	0.10	1.56029	0.00000	0.00000	-22.20	8797.30
389	2010.02.18 19:00	buy	195	0.10	1.56029	0.00000	0.00000
390	2010.02.18 21:00	close	195	0.10	1.56210	0.00000	0.00000	18.10	8815.40
391	2010.02.19 08:00	sell	196	0.10	1.54011	0.00000	0.00000
392	2010.02.19 11:00	close	196	0.10	1.53651	0.00000	0.00000	36.00	8851.40
393	2010.02.19 11:00	buy	197	0.10	1.53651	0.00000	0.00000
394	2010.02.19 14:00	close	197	0.10	1.53958	0.00000	0.00000	30.70	8882.10
395	2010.02.19 14:00	sell	198	0.10	1.53958	0.00000	0.00000
396	2010.02.19 16:00	close	198	0.10	1.54188	0.00000	0.00000	-23.00	8859.10
397	2010.02.19 16:00	buy	199	0.10	1.54188	0.00000	0.00000
398	2010.02.19 18:00	close	199	0.10	1.54346	0.00000	0.00000	15.80	8874.90
399	2010.02.19 18:00	sell	200	0.10	1.54346	0.00000	0.00000
400	2010.02.19 19:00	close	200	0.10	1.54558	0.00000	0.00000	-21.20	8853.70
401	2010.02.19 19:00	buy	201	0.10	1.54558	0.00000	0.00000
402	2010.02.19 21:00	close	201	0.10	1.54634	0.00000	0.00000	7.60	8861.30
403	2010.02.22 08:00	sell	202	0.10	1.54548	0.00000	0.00000
404	2010.02.22 11:00	close	202	0.10	1.54738	0.00000	0.00000	-19.00	8842.30
405	2010.02.22 11:00	buy	203	0.10	1.54738	0.00000	0.00000
406	2010.02.22 14:00	close	203	0.10	1.54730	0.00000	0.00000	-0.80	8841.50
407	2010.02.22 14:00	sell	204	0.10	1.54730	0.00000	0.00000
408	2010.02.22 18:00	close	204	0.10	1.54762	0.00000	0.00000	-3.20	8838.30
409	2010.02.22 18:00	buy	205	0.10	1.54762	0.00000	0.00000
410	2010.02.22 21:00	close	205	0.10	1.54879	0.00000	0.00000	11.70	8850.00
411	2010.02.23 08:00	buy	206	0.10	1.55202	0.00000	0.00000
412	2010.02.23 09:00	close	206	0.10	1.55637	0.00000	0.00000	43.50	8893.50
413	2010.02.23 09:00	sell	207	0.10	1.55637	0.00000	0.00000
414	2010.02.23 12:00	close	207	0.10	1.54139	0.00000	0.00000	149.80	9043.30
415	2010.02.23 12:00	buy	208	0.10	1.54139	0.00000	0.00000
416	2010.02.23 13:00	close	208	0.10	1.54069	0.00000	0.00000	-7.00	9036.30
417	2010.02.23 13:00	sell	209	0.10	1.54069	0.00000	0.00000
418	2010.02.23 14:00	close	209	0.10	1.54243	0.00000	0.00000	-17.40	9018.90
419	2010.02.23 14:00	buy	210	0.10	1.54243	0.00000	0.00000
420	2010.02.23 15:00	close	210	0.10	1.54398	0.00000	0.00000	15.50	9034.40
421	2010.02.23 15:00	sell	211	0.10	1.54398	0.00000	0.00000
422	2010.02.23 18:00	close	211	0.10	1.54645	0.00000	0.00000	-24.70	9009.70
423	2010.02.23 18:00	buy	212	0.10	1.54645	0.00000	0.00000
424	2010.02.23 21:00	close	212	0.10	1.54434	0.00000	0.00000	-21.10	8988.60
425	2010.02.24 08:00	sell	213	0.10	1.54540	0.00000	0.00000
426	2010.02.24 13:00	close	213	0.10	1.54492	0.00000	0.00000	4.80	8993.40
427	2010.02.24 13:00	buy	214	0.10	1.54492	0.00000	0.00000
428	2010.02.24 15:00	close	214	0.10	1.54131	0.00000	0.00000	-36.10	8957.30
429	2010.02.24 15:00	sell	215	0.10	1.54131	0.00000	0.00000
430	2010.02.24 18:00	close	215	0.10	1.54324	0.00000	0.00000	-19.30	8938.00
431	2010.02.24 18:00	buy	216	0.10	1.54324	0.00000	0.00000
432	2010.02.24 21:00	close	216	0.10	1.53969	0.00000	0.00000	-35.50	8902.50
433	2010.02.25 08:00	sell	217	0.10	1.53279	0.00000	0.00000
434	2010.02.25 12:00	close	217	0.10	1.53033	0.00000	0.00000	24.60	8927.10
435	2010.02.25 12:00	buy	218	0.10	1.53033	0.00000	0.00000
436	2010.02.25 14:00	close	218	0.10	1.53018	0.00000	0.00000	-1.50	8925.60
437	2010.02.25 14:00	sell	219	0.10	1.53018	0.00000	0.00000
438	2010.02.25 18:00	close	219	0.10	1.52011	0.00000	0.00000	100.70	9026.30
439	2010.02.25 18:00	buy	220	0.10	1.52011	0.00000	0.00000
440	2010.02.25 21:00	close	220	0.10	1.52448	0.00000	0.00000	43.70	9070.00
441	2010.02.26 08:00	sell	221	0.10	1.52618	0.00000	0.00000
442	2010.02.26 12:00	close	221	0.10	1.52579	0.00000	0.00000	3.90	9073.90
443	2010.02.26 12:00	buy	222	0.10	1.52579	0.00000	0.00000
444	2010.02.26 14:00	close	222	0.10	1.51934	0.00000	0.00000	-64.50	9009.40
445	2010.02.26 14:00	sell	223	0.10	1.51934	0.00000	0.00000
446	2010.02.26 16:00	close	223	0.10	1.51722	0.00000	0.00000	21.20	9030.60
447	2010.02.26 16:00	buy	224	0.10	1.51722	0.00000	0.00000
448	2010.02.26 17:00	close	224	0.10	1.52237	0.00000	0.00000	51.50	9082.10
449	2010.02.26 17:00	sell	225	0.10	1.52237	0.00000	0.00000
450	2010.02.26 18:00	close	225	0.10	1.52395	0.00000	0.00000	-15.80	9066.30
451	2010.02.26 18:00	buy	226	0.10	1.52395	0.00000	0.00000
452	2010.02.26 21:00	close	226	0.10	1.52477	0.00000	0.00000	8.20	9074.50