Report Result : EL_FODEURO - Desynced Forex Repository

Strategy Tester Report

EL_FODEURO

AlpariUK-Demo (Build 225)

Symbol		USDCAD (US Dollar vs Canadian Dollar)
Period		1 Hour (H1) 2009.01.05 17:00 - 2009.12.31 18:00 (2009.01.01 - 2010.01.01)
Model		Control points (a very crude method, the results must not be considered)
Parameters		Lots=0.3; Slippage=3; Order_Comment=""EL"; Order_Arrow_Color=Black; PercentMargin=0.005; NOGOVolatility=200; SMALLGOVolatility=100; SSP=34; SSK=29;

Bars in test	6211	Ticks modelled	152607	Modelling quality	n/a
Mismatched charts errors	70

Initial deposit	10000.00
Total net profit	-6003.09	Gross profit	4392.13	Gross loss	-10395.22
Profit factor	0.42	Expected payoff	-32.80
Absolute drawdown	6044.54	Maximal drawdown	6379.01 (61.73%)	Relative drawdown	61.73% (6379.01)

Total trades	183	Short positions (won %)	100 (23.00%)	Long positions (won %)	83 (19.28%)
		Profit trades (% of total)	39 (21.31%)	Loss trades (% of total)	144 (78.69%)
Largest		profit trade	589.61	loss trade	-299.59
Average		profit trade	112.62	loss trade	-72.19
Maximum		consecutive wins (profit in money)	3 (121.81)	consecutive losses (loss in money)	18 (-928.40)
Maximal		consecutive profit (count of wins)	786.76 (2)	consecutive loss (count of losses)	-984.36 (14)
Average		consecutive wins	1	consecutive losses	5

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.01.09 16:00	buy	1	0.30	1.19344	0.00000	0.00000
2	2009.01.09 18:00	close	1	0.30	1.19201	0.00000	0.00000	-35.99	9964.01
3	2009.01.12 07:00	sell	2	0.30	1.19100	0.00000	0.00000
4	2009.01.12 08:00	close	2	0.30	1.19296	0.00000	0.00000	-49.29	9914.72
5	2009.01.16 15:00	buy	3	0.30	1.24109	0.00000	0.00000
6	2009.01.16 16:00	close	3	0.30	1.23720	0.00000	0.00000	-94.33	9820.39
7	2009.01.16 17:00	buy	4	0.30	1.24854	0.00000	0.00000
8	2009.01.16 21:00	close	4	0.30	1.24840	0.00000	0.00000	-3.36	9817.03
9	2009.01.19 15:00	buy	5	0.30	1.25017	0.00000	0.00000
10	2009.01.21 07:00	close	5	0.30	1.26036	0.00000	0.00000	242.25	10059.28
11	2009.01.22 15:00	buy	6	0.30	1.27019	0.00000	0.00000
12	2009.01.22 16:00	close	6	0.30	1.26333	0.00000	0.00000	-162.90	9896.38
13	2009.01.28 07:00	sell	7	0.30	1.22634	0.00000	0.00000
14	2009.01.28 08:00	close	7	0.30	1.22853	0.00000	0.00000	-53.48	9842.90
15	2009.01.28 09:00	sell	8	0.30	1.22260	0.00000	0.00000
16	2009.01.29 03:00	close	8	0.30	1.21707	0.00000	0.00000	135.78	9978.68
17	2009.01.29 07:00	sell	9	0.30	1.21734	0.00000	0.00000
18	2009.01.29 08:00	close	9	0.30	1.22004	0.00000	0.00000	-66.39	9912.29
19	2009.01.29 13:00	sell	10	0.30	1.21408	0.00000	0.00000
20	2009.01.29 14:00	close	10	0.30	1.21757	0.00000	0.00000	-85.99	9826.30
21	2009.01.29 17:00	sell	11	0.30	1.21535	0.00000	0.00000
22	2009.01.29 18:00	close	11	0.30	1.21881	0.00000	0.00000	-85.17	9741.13
23	2009.02.03 19:00	buy	12	0.30	1.23962	0.00000	0.00000
24	2009.02.03 20:00	close	12	0.30	1.23845	0.00000	0.00000	-28.34	9712.79
25	2009.02.04 14:00	buy	13	0.30	1.24160	0.00000	0.00000
26	2009.02.04 15:00	close	13	0.30	1.23155	0.00000	0.00000	-244.81	9467.98
27	2009.02.06 03:00	buy	14	0.30	1.23384	0.00000	0.00000
28	2009.02.06 04:00	close	14	0.30	1.23610	0.00000	0.00000	54.85	9522.83
29	2009.02.13 01:00	buy	15	0.30	1.24364	0.00000	0.00000
30	2009.02.13 02:00	close	15	0.30	1.24300	0.00000	0.00000	-15.45	9507.38
31	2009.02.13 18:00	buy	16	0.30	1.24389	0.00000	0.00000
32	2009.02.13 19:00	close	16	0.30	1.24235	0.00000	0.00000	-37.19	9470.19
33	2009.02.16 01:00	buy	17	0.30	1.24254	0.00000	0.00000
34	2009.02.16 02:00	close	17	0.30	1.24120	0.00000	0.00000	-32.39	9437.80
35	2009.02.16 03:00	buy	18	0.30	1.24324	0.00000	0.00000
36	2009.02.16 04:00	close	18	0.30	1.24350	0.00000	0.00000	6.27	9444.07
37	2009.02.19 17:00	buy	19	0.30	1.25969	0.00000	0.00000
38	2009.02.19 19:00	close	19	0.30	1.25606	0.00000	0.00000	-86.70	9357.37
39	2009.02.19 22:00	buy	20	0.30	1.25954	0.00000	0.00000
40	2009.02.19 23:00	close	20	0.30	1.25767	0.00000	0.00000	-44.61	9312.76
41	2009.02.20 01:00	buy	21	0.30	1.25687	0.00000	0.00000
42	2009.02.20 02:00	close	21	0.30	1.25735	0.00000	0.00000	11.45	9324.21
43	2009.02.23 02:00	buy	22	0.30	1.25547	0.00000	0.00000
44	2009.02.23 03:00	close	22	0.30	1.24690	0.00000	0.00000	-206.19	9118.02
45	2009.02.23 16:00	buy	23	0.30	1.25074	0.00000	0.00000
46	2009.02.23 17:00	close	23	0.30	1.25163	0.00000	0.00000	21.33	9139.35
47	2009.02.24 08:00	buy	24	0.30	1.25084	0.00000	0.00000
48	2009.02.24 09:00	close	24	0.30	1.24952	0.00000	0.00000	-31.69	9107.66
49	2009.02.24 11:00	buy	25	0.30	1.25119	0.00000	0.00000
50	2009.02.24 12:00	close	25	0.30	1.24711	0.00000	0.00000	-98.15	9009.51
51	2009.02.24 12:00	sell	26	0.30	1.24711	0.00000	0.00000
52	2009.02.24 13:00	close	26	0.30	1.25155	0.00000	0.00000	-106.43	8903.08
53	2009.02.24 16:00	sell	27	0.30	1.24690	0.00000	0.00000
54	2009.02.24 17:00	close	27	0.30	1.24619	0.00000	0.00000	17.09	8920.17
55	2009.02.25 09:00	sell	28	0.30	1.24305	0.00000	0.00000
56	2009.02.25 13:00	close	28	0.30	1.24694	0.00000	0.00000	-93.59	8826.58
57	2009.02.25 14:00	sell	29	0.30	1.24321	0.00000	0.00000
58	2009.02.25 16:00	close	29	0.30	1.24994	0.00000	0.00000	-161.53	8665.05
59	2009.02.26 14:00	sell	30	0.30	1.24452	0.00000	0.00000
60	2009.02.26 19:00	close	30	0.30	1.24732	0.00000	0.00000	-67.34	8597.71
61	2009.03.05 15:00	buy	31	0.30	1.28839	0.00000	0.00000
62	2009.03.05 16:00	close	31	0.30	1.28330	0.00000	0.00000	-118.99	8478.72
63	2009.03.05 17:00	buy	32	0.30	1.28658	0.00000	0.00000
64	2009.03.05 18:00	close	32	0.30	1.28756	0.00000	0.00000	22.83	8501.55
65	2009.03.06 10:00	buy	33	0.30	1.28477	0.00000	0.00000
66	2009.03.06 12:00	close	33	0.30	1.28233	0.00000	0.00000	-57.08	8444.47
67	2009.03.06 13:00	buy	34	0.30	1.28674	0.00000	0.00000
68	2009.03.06 15:00	close	34	0.30	1.27880	0.00000	0.00000	-186.27	8258.20
69	2009.03.06 17:00	buy	35	0.30	1.28696	0.00000	0.00000
70	2009.03.09 02:00	close	35	0.30	1.28326	0.00000	0.00000	-86.65	8171.55
71	2009.03.10 08:00	buy	36	0.30	1.29280	0.00000	0.00000
72	2009.03.10 09:00	close	36	0.30	1.28973	0.00000	0.00000	-71.41	8100.14
73	2009.03.12 02:00	sell	37	0.30	1.28655	0.00000	0.00000
74	2009.03.12 03:00	close	37	0.30	1.28664	0.00000	0.00000	-2.10	8098.04
75	2009.03.12 19:00	sell	38	0.30	1.28113	0.00000	0.00000
76	2009.03.16 06:00	close	38	0.30	1.27522	0.00000	0.00000	138.68	8236.71
77	2009.03.17 11:00	sell	39	0.30	1.27300	0.00000	0.00000
78	2009.03.17 12:00	close	39	0.30	1.27026	0.00000	0.00000	64.71	8301.42
79	2009.03.17 14:00	sell	40	0.30	1.27285	0.00000	0.00000
80	2009.03.17 15:00	close	40	0.30	1.27562	0.00000	0.00000	-65.14	8236.28
81	2009.03.17 16:00	sell	41	0.30	1.27322	0.00000	0.00000
82	2009.03.17 17:00	close	41	0.30	1.27224	0.00000	0.00000	23.11	8259.39
83	2009.03.18 11:00	sell	42	0.30	1.26668	0.00000	0.00000
84	2009.03.18 13:00	close	42	0.30	1.27220	0.00000	0.00000	-130.17	8129.22
85	2009.03.18 14:00	sell	43	0.30	1.26310	0.00000	0.00000
86	2009.03.18 17:00	close	43	0.30	1.27201	0.00000	0.00000	-210.14	7919.08
87	2009.03.18 20:00	sell	44	0.30	1.24960	0.00000	0.00000
88	2009.03.20 05:00	close	44	0.30	1.24104	0.00000	0.00000	206.21	8125.30
89	2009.03.23 04:00	sell	45	0.30	1.23322	0.00000	0.00000
90	2009.03.23 06:00	close	45	0.30	1.23544	0.00000	0.00000	-53.91	8071.39
91	2009.03.23 08:00	sell	46	0.30	1.23309	0.00000	0.00000
92	2009.03.23 10:00	close	46	0.30	1.23553	0.00000	0.00000	-59.25	8012.14
93	2009.03.23 12:00	sell	47	0.30	1.23343	0.00000	0.00000
94	2009.03.23 14:00	close	47	0.30	1.23451	0.00000	0.00000	-26.25	7985.89
95	2009.03.23 16:00	sell	48	0.30	1.23185	0.00000	0.00000
96	2009.03.24 21:00	close	48	0.30	1.23214	0.00000	0.00000	-7.24	7978.65
97	2009.03.25 06:00	sell	49	0.30	1.22916	0.00000	0.00000
98	2009.03.25 07:00	close	49	0.30	1.23090	0.00000	0.00000	-42.41	7936.24
99	2009.03.25 15:00	sell	50	0.30	1.22316	0.00000	0.00000
100	2009.03.25 19:00	close	50	0.30	1.23097	0.00000	0.00000	-190.34	7745.90
101	2009.03.26 09:00	sell	51	0.30	1.22706	0.00000	0.00000
102	2009.03.26 10:00	close	51	0.30	1.22924	0.00000	0.00000	-53.20	7692.70
103	2009.03.26 13:00	sell	52	0.30	1.22665	0.00000	0.00000
104	2009.03.26 15:00	close	52	0.30	1.22950	0.00000	0.00000	-69.54	7623.16
105	2009.03.27 02:00	sell	53	0.30	1.22702	0.00000	0.00000
106	2009.03.27 09:00	close	53	0.30	1.22972	0.00000	0.00000	-65.87	7557.29
107	2009.04.01 22:00	buy	54	0.30	1.26164	0.00000	0.00000
108	2009.04.01 23:00	close	54	0.30	1.25945	0.00000	0.00000	-52.17	7505.12
109	2009.04.07 18:00	sell	55	0.30	1.23401	0.00000	0.00000
110	2009.04.07 19:00	close	55	0.30	1.23659	0.00000	0.00000	-62.59	7442.53
111	2009.04.08 13:00	sell	56	0.30	1.23447	0.00000	0.00000
112	2009.04.08 14:00	close	56	0.30	1.23859	0.00000	0.00000	-99.79	7342.74
113	2009.04.08 15:00	sell	57	0.30	1.23175	0.00000	0.00000
114	2009.04.08 17:00	close	57	0.30	1.23869	0.00000	0.00000	-168.08	7174.66
115	2009.04.08 18:00	sell	58	0.30	1.23512	0.00000	0.00000
116	2009.04.08 20:00	close	58	0.30	1.23651	0.00000	0.00000	-33.72	7140.94
117	2009.04.13 17:00	sell	59	0.30	1.22503	0.00000	0.00000
118	2009.04.14 05:00	close	59	0.30	1.22434	0.00000	0.00000	16.73	7157.68
119	2009.04.14 06:00	sell	60	0.30	1.22136	0.00000	0.00000
120	2009.04.15 03:00	close	60	0.30	1.21695	0.00000	0.00000	108.53	7266.21
121	2009.04.16 23:00	sell	61	0.30	1.20702	0.00000	0.00000
122	2009.04.17 00:00	close	61	0.30	1.21061	0.00000	0.00000	-89.14	7177.07
123	2009.04.17 02:00	sell	62	0.30	1.20822	0.00000	0.00000
124	2009.04.17 03:00	close	62	0.30	1.21056	0.00000	0.00000	-57.99	7119.08
125	2009.04.22 19:00	buy	63	0.30	1.24032	0.00000	0.00000
126	2009.04.22 20:00	close	63	0.30	1.23908	0.00000	0.00000	-30.02	7089.06
127	2009.04.28 04:00	sell	64	0.30	1.21714	0.00000	0.00000
128	2009.04.28 05:00	close	64	0.30	1.21936	0.00000	0.00000	-54.62	7034.44
129	2009.04.29 06:00	sell	65	0.30	1.21332	0.00000	0.00000
130	2009.05.01 17:00	close	65	0.30	1.19122	0.00000	0.00000	555.86	7590.31
131	2009.05.04 14:00	sell	66	0.30	1.18572	0.00000	0.00000
132	2009.05.06 00:00	close	66	0.30	1.17665	0.00000	0.00000	230.90	7821.20
133	2009.05.06 05:00	sell	67	0.30	1.17810	0.00000	0.00000
134	2009.05.06 06:00	close	67	0.30	1.17945	0.00000	0.00000	-34.34	7786.86
135	2009.05.06 08:00	sell	68	0.30	1.17744	0.00000	0.00000
136	2009.05.06 09:00	close	68	0.30	1.17864	0.00000	0.00000	-30.54	7756.32
137	2009.05.06 15:00	sell	69	0.30	1.17453	0.00000	0.00000
138	2009.05.06 17:00	close	69	0.30	1.17575	0.00000	0.00000	-31.13	7725.19
139	2009.05.07 22:00	sell	70	0.30	1.17220	0.00000	0.00000
140	2009.05.08 01:00	close	70	0.30	1.17089	0.00000	0.00000	33.38	7758.58
141	2009.05.12 12:00	sell	71	0.30	1.15889	0.00000	0.00000
142	2009.05.12 13:00	close	71	0.30	1.16346	0.00000	0.00000	-117.84	7640.74
143	2009.05.12 14:00	sell	72	0.30	1.15870	0.00000	0.00000
144	2009.05.12 16:00	close	72	0.30	1.16296	0.00000	0.00000	-109.89	7530.85
145	2009.05.13 02:00	sell	73	0.30	1.15839	0.00000	0.00000
146	2009.05.13 03:00	close	73	0.30	1.15882	0.00000	0.00000	-11.13	7519.72
147	2009.05.13 13:00	sell	74	0.30	1.15820	0.00000	0.00000
148	2009.05.13 14:00	close	74	0.30	1.16439	0.00000	0.00000	-159.48	7360.24
149	2009.05.26 15:00	sell	75	0.30	1.12685	0.00000	0.00000
150	2009.05.26 16:00	close	75	0.30	1.13026	0.00000	0.00000	-90.51	7269.73
151	2009.05.26 17:00	sell	76	0.30	1.12137	0.00000	0.00000
152	2009.05.27 23:00	close	76	0.30	1.12412	0.00000	0.00000	-73.57	7196.16
153	2009.05.28 00:00	sell	77	0.30	1.12202	0.00000	0.00000
154	2009.05.28 01:00	close	77	0.30	1.12170	0.00000	0.00000	8.56	7204.72
155	2009.05.28 08:00	sell	78	0.30	1.12242	0.00000	0.00000
156	2009.05.28 09:00	close	78	0.30	1.12507	0.00000	0.00000	-70.66	7134.06
157	2009.05.28 10:00	sell	79	0.30	1.12031	0.00000	0.00000
158	2009.05.28 11:00	close	79	0.30	1.12159	0.00000	0.00000	-34.24	7099.82
159	2009.06.02 12:00	sell	80	0.30	1.09057	0.00000	0.00000
160	2009.06.03 12:00	close	80	0.30	1.08796	0.00000	0.00000	71.79	7171.62
161	2009.06.04 20:00	sell	81	0.30	1.09492	0.00000	0.00000
162	2009.06.04 21:00	close	81	0.30	1.09710	0.00000	0.00000	-59.61	7112.01
163	2009.06.10 19:00	buy	82	0.30	1.11081	0.00000	0.00000
164	2009.06.10 21:00	close	82	0.30	1.10946	0.00000	0.00000	-36.50	7075.51
165	2009.06.11 00:00	buy	83	0.30	1.10962	0.00000	0.00000
166	2009.06.11 01:00	close	83	0.30	1.10888	0.00000	0.00000	-20.02	7055.49
167	2009.06.11 15:00	buy	84	0.30	1.10629	0.00000	0.00000
168	2009.06.11 16:00	close	84	0.30	1.10175	0.00000	0.00000	-123.62	6931.87
169	2009.06.12 05:00	buy	85	0.30	1.10657	0.00000	0.00000
170	2009.06.16 11:00	close	85	0.30	1.12682	0.00000	0.00000	538.83	7470.69
171	2009.06.17 10:00	buy	86	0.30	1.13166	0.00000	0.00000
172	2009.06.17 20:00	close	86	0.30	1.13189	0.00000	0.00000	6.10	7476.79
173	2009.06.18 07:00	buy	87	0.30	1.13479	0.00000	0.00000
174	2009.06.18 08:00	close	87	0.30	1.13370	0.00000	0.00000	-28.84	7447.95
175	2009.06.18 11:00	buy	88	0.30	1.13630	0.00000	0.00000
176	2009.06.18 12:00	close	88	0.30	1.13215	0.00000	0.00000	-109.97	7337.98
177	2009.06.18 14:00	buy	89	0.30	1.13438	0.00000	0.00000
178	2009.06.18 15:00	close	89	0.30	1.12963	0.00000	0.00000	-126.15	7211.83
179	2009.06.19 16:00	buy	90	0.30	1.13486	0.00000	0.00000
180	2009.06.19 17:00	close	90	0.30	1.13334	0.00000	0.00000	-40.24	7171.59
181	2009.06.19 21:00	buy	91	0.30	1.13480	0.00000	0.00000
182	2009.06.22 01:00	close	91	0.30	1.13366	0.00000	0.00000	-30.32	7141.27
183	2009.06.24 08:00	buy	92	0.30	1.14828	0.00000	0.00000
184	2009.06.24 09:00	close	92	0.30	1.14325	0.00000	0.00000	-131.99	7009.28
185	2009.06.24 11:00	buy	93	0.30	1.14767	0.00000	0.00000
186	2009.06.24 12:00	close	93	0.30	1.14357	0.00000	0.00000	-107.56	6901.72
187	2009.06.24 14:00	buy	94	0.30	1.14882	0.00000	0.00000
188	2009.06.24 15:00	close	94	0.30	1.14315	0.00000	0.00000	-148.80	6752.92
189	2009.06.24 21:00	buy	95	0.30	1.15204	0.00000	0.00000
190	2009.06.26 03:00	close	95	0.30	1.15325	0.00000	0.00000	30.88	6783.80
191	2009.06.26 05:00	buy	96	0.30	1.15343	0.00000	0.00000
192	2009.06.26 06:00	close	96	0.30	1.15180	0.00000	0.00000	-42.46	6741.34
193	2009.06.26 08:00	buy	97	0.30	1.15331	0.00000	0.00000
194	2009.06.26 09:00	close	97	0.30	1.15068	0.00000	0.00000	-68.57	6672.77
195	2009.06.26 16:00	buy	98	0.30	1.15417	0.00000	0.00000
196	2009.06.26 17:00	close	98	0.30	1.15029	0.00000	0.00000	-101.19	6571.58
197	2009.06.26 22:00	buy	99	0.30	1.15439	0.00000	0.00000
198	2009.06.29 00:00	close	99	0.30	1.15222	0.00000	0.00000	-56.65	6514.93
199	2009.06.29 03:00	buy	100	0.30	1.15472	0.00000	0.00000
200	2009.06.29 12:00	close	100	0.30	1.15530	0.00000	0.00000	15.06	6529.99
201	2009.06.29 16:00	buy	101	0.30	1.15758	0.00000	0.00000
202	2009.06.30 09:00	close	101	0.30	1.15284	0.00000	0.00000	-123.50	6406.48
203	2009.06.30 15:00	buy	102	0.30	1.15509	0.00000	0.00000
204	2009.07.01 10:00	close	102	0.30	1.15752	0.00000	0.00000	62.83	6469.31
205	2009.07.01 11:00	buy	103	0.30	1.15897	0.00000	0.00000
206	2009.07.01 12:00	close	103	0.30	1.15765	0.00000	0.00000	-34.21	6435.10
207	2009.07.02 16:00	buy	104	0.30	1.15594	0.00000	0.00000
208	2009.07.06 16:00	close	104	0.30	1.16118	0.00000	0.00000	135.08	6570.18
209	2009.07.07 18:00	buy	105	0.30	1.16336	0.00000	0.00000
210	2009.07.08 07:00	close	105	0.30	1.16218	0.00000	0.00000	-30.61	6539.57
211	2009.07.10 10:00	buy	106	0.30	1.16417	0.00000	0.00000
212	2009.07.10 11:00	close	106	0.30	1.16343	0.00000	0.00000	-19.08	6520.49
213	2009.07.10 12:00	buy	107	0.30	1.16499	0.00000	0.00000
214	2009.07.10 13:00	close	107	0.30	1.16430	0.00000	0.00000	-17.78	6502.71
215	2009.07.10 18:00	buy	108	0.30	1.16525	0.00000	0.00000
216	2009.07.10 19:00	close	108	0.30	1.16220	0.00000	0.00000	-78.73	6423.98
217	2009.07.10 22:00	buy	109	0.30	1.16497	0.00000	0.00000
218	2009.07.13 00:00	close	109	0.30	1.16202	0.00000	0.00000	-76.31	6347.67
219	2009.07.13 16:00	buy	110	0.30	1.16535	0.00000	0.00000
220	2009.07.13 17:00	close	110	0.30	1.16067	0.00000	0.00000	-120.96	6226.71
221	2009.07.21 21:00	sell	111	0.30	1.10714	0.00000	0.00000
222	2009.07.21 22:00	close	111	0.30	1.10748	0.00000	0.00000	-9.21	6217.50
223	2009.07.22 16:00	sell	112	0.30	1.10029	0.00000	0.00000
224	2009.07.27 03:00	close	112	0.30	1.08678	0.00000	0.00000	372.06	6589.56
225	2009.07.28 21:00	sell	113	0.30	1.08198	0.00000	0.00000
226	2009.07.28 22:00	close	113	0.30	1.08329	0.00000	0.00000	-36.28	6553.28
227	2009.07.28 23:00	sell	114	0.30	1.08132	0.00000	0.00000
228	2009.07.29 02:00	close	114	0.30	1.08328	0.00000	0.00000	-54.46	6498.82
229	2009.07.29 03:00	sell	115	0.30	1.08038	0.00000	0.00000
230	2009.07.29 08:00	close	115	0.30	1.08403	0.00000	0.00000	-101.01	6397.81
231	2009.07.30 09:00	sell	116	0.30	1.08370	0.00000	0.00000
232	2009.07.30 10:00	close	116	0.30	1.08704	0.00000	0.00000	-92.18	6305.63
233	2009.07.30 15:00	sell	117	0.30	1.08253	0.00000	0.00000
234	2009.07.30 21:00	close	117	0.30	1.08340	0.00000	0.00000	-24.09	6281.54
235	2009.08.04 21:00	sell	118	0.30	1.07427	0.00000	0.00000
236	2009.08.04 22:00	close	118	0.30	1.07477	0.00000	0.00000	-13.96	6267.58
237	2009.08.04 23:00	sell	119	0.30	1.07206	0.00000	0.00000
238	2009.08.05 00:00	close	119	0.30	1.07313	0.00000	0.00000	-30.09	6237.49
239	2009.08.05 02:00	sell	120	0.30	1.07006	0.00000	0.00000
240	2009.08.05 03:00	close	120	0.30	1.07175	0.00000	0.00000	-47.31	6190.18
241	2009.08.05 19:00	sell	121	0.30	1.06961	0.00000	0.00000
242	2009.08.06 02:00	close	121	0.30	1.07094	0.00000	0.00000	-37.79	6152.39
243	2009.08.06 07:00	sell	122	0.30	1.07047	0.00000	0.00000
244	2009.08.06 08:00	close	122	0.30	1.07101	0.00000	0.00000	-15.13	6137.26
245	2009.08.06 10:00	sell	123	0.30	1.06905	0.00000	0.00000
246	2009.08.06 11:00	close	123	0.30	1.07167	0.00000	0.00000	-73.34	6063.92
247	2009.08.06 15:00	sell	124	0.30	1.07079	0.00000	0.00000
248	2009.08.06 16:00	close	124	0.30	1.07429	0.00000	0.00000	-97.74	5966.18
249	2009.08.19 08:00	buy	125	0.30	1.10698	0.00000	0.00000
250	2009.08.19 16:00	close	125	0.30	1.10489	0.00000	0.00000	-56.75	5909.43
251	2009.08.25 18:00	sell	126	0.30	1.07813	0.00000	0.00000
252	2009.08.25 19:00	close	126	0.30	1.08167	0.00000	0.00000	-98.18	5811.25
253	2009.08.28 21:00	buy	127	0.30	1.09351	0.00000	0.00000
254	2009.08.28 22:00	close	127	0.30	1.09151	0.00000	0.00000	-54.97	5756.28
255	2009.09.01 00:00	buy	128	0.30	1.09486	0.00000	0.00000
256	2009.09.01 01:00	close	128	0.30	1.09397	0.00000	0.00000	-24.41	5731.87
257	2009.09.01 13:00	buy	129	0.30	1.09736	0.00000	0.00000
258	2009.09.01 14:00	close	129	0.30	1.09604	0.00000	0.00000	-36.13	5695.74
259	2009.09.03 15:00	buy	130	0.30	1.10277	0.00000	0.00000
260	2009.09.03 16:00	close	130	0.30	1.10150	0.00000	0.00000	-34.59	5661.15
261	2009.09.09 02:00	sell	131	0.30	1.07773	0.00000	0.00000
262	2009.09.09 03:00	close	131	0.30	1.07770	0.00000	0.00000	0.84	5661.99
263	2009.09.09 08:00	sell	132	0.30	1.07623	0.00000	0.00000
264	2009.09.09 09:00	close	132	0.30	1.08013	0.00000	0.00000	-108.32	5553.67
265	2009.09.15 08:00	sell	133	0.30	1.08164	0.00000	0.00000
266	2009.09.15 09:00	close	133	0.30	1.08279	0.00000	0.00000	-31.86	5521.81
267	2009.09.15 16:00	sell	134	0.30	1.08062	0.00000	0.00000
268	2009.09.15 17:00	close	134	0.30	1.08156	0.00000	0.00000	-26.07	5495.74
269	2009.09.18 15:00	sell	135	0.30	1.06732	0.00000	0.00000
270	2009.09.18 16:00	close	135	0.30	1.06906	0.00000	0.00000	-48.83	5446.91
271	2009.09.23 23:00	sell	136	0.30	1.07423	0.00000	0.00000
272	2009.09.24 01:00	close	136	0.30	1.07559	0.00000	0.00000	-38.46	5408.46
273	2009.09.29 12:00	buy	137	0.30	1.08978	0.00000	0.00000
274	2009.09.29 13:00	close	137	0.30	1.08831	0.00000	0.00000	-40.52	5367.94
275	2009.09.29 16:00	buy	138	0.30	1.09005	0.00000	0.00000
276	2009.09.29 17:00	close	138	0.30	1.08786	0.00000	0.00000	-60.39	5307.55
277	2009.10.05 00:00	sell	139	0.30	1.08060	0.00000	0.00000
278	2009.10.05 01:00	close	139	0.30	1.08124	0.00000	0.00000	-17.76	5289.79
279	2009.10.08 17:00	sell	140	0.30	1.05640	0.00000	0.00000
280	2009.10.13 21:00	close	140	0.30	1.03602	0.00000	0.00000	589.61	5879.40
281	2009.10.19 18:00	sell	141	0.30	1.03067	0.00000	0.00000
282	2009.10.20 16:00	close	141	0.30	1.04106	0.00000	0.00000	-299.59	5579.81
283	2009.10.21 22:00	buy	142	0.30	1.04611	0.00000	0.00000
284	2009.10.21 23:00	close	142	0.30	1.04254	0.00000	0.00000	-102.73	5477.08
285	2009.10.22 05:00	buy	143	0.30	1.04599	0.00000	0.00000
286	2009.10.22 06:00	close	143	0.30	1.04693	0.00000	0.00000	26.94	5504.02
287	2009.10.23 08:00	buy	144	0.30	1.05129	0.00000	0.00000
288	2009.10.28 02:00	close	144	0.30	1.06569	0.00000	0.00000	404.92	5908.94
289	2009.10.29 15:00	buy	145	0.30	1.07475	0.00000	0.00000
290	2009.10.29 16:00	close	145	0.30	1.07169	0.00000	0.00000	-85.66	5823.28
291	2009.10.30 14:00	buy	146	0.30	1.08057	0.00000	0.00000
292	2009.11.02 17:00	close	146	0.30	1.07477	0.00000	0.00000	-162.05	5661.23
293	2009.11.02 19:00	buy	147	0.30	1.08082	0.00000	0.00000
294	2009.11.03 00:00	close	147	0.30	1.07710	0.00000	0.00000	-103.76	5557.46
295	2009.11.05 23:00	sell	148	0.30	1.06460	0.00000	0.00000
296	2009.11.06 00:00	close	148	0.30	1.06614	0.00000	0.00000	-43.51	5513.96
297	2009.11.06 10:00	sell	149	0.30	1.06121	0.00000	0.00000
298	2009.11.06 13:00	close	149	0.30	1.06905	0.00000	0.00000	-220.01	5293.95
299	2009.11.09 05:00	sell	150	0.30	1.06886	0.00000	0.00000
300	2009.11.09 06:00	close	150	0.30	1.06843	0.00000	0.00000	12.07	5306.02
301	2009.11.09 08:00	sell	151	0.30	1.06818	0.00000	0.00000
302	2009.11.09 09:00	close	151	0.30	1.06541	0.00000	0.00000	78.00	5384.02
303	2009.11.12 15:00	sell	152	0.30	1.05041	0.00000	0.00000
304	2009.11.12 16:00	close	152	0.30	1.04930	0.00000	0.00000	31.74	5415.76
305	2009.11.13 15:00	sell	153	0.30	1.04927	0.00000	0.00000
306	2009.11.13 16:00	close	153	0.30	1.05513	0.00000	0.00000	-166.61	5249.15
307	2009.11.13 17:00	sell	154	0.30	1.04898	0.00000	0.00000
308	2009.11.13 18:00	close	154	0.30	1.05073	0.00000	0.00000	-49.97	5199.18
309	2009.11.13 19:00	sell	155	0.30	1.04827	0.00000	0.00000
310	2009.11.13 20:00	close	155	0.30	1.04902	0.00000	0.00000	-21.45	5177.73
311	2009.11.16 01:00	sell	156	0.30	1.04904	0.00000	0.00000
312	2009.11.16 02:00	close	156	0.30	1.05084	0.00000	0.00000	-51.39	5126.34
313	2009.11.16 05:00	sell	157	0.30	1.04920	0.00000	0.00000
314	2009.11.17 04:00	close	157	0.30	1.04864	0.00000	0.00000	15.84	5142.18
315	2009.11.17 21:00	sell	158	0.30	1.05209	0.00000	0.00000
316	2009.11.17 22:00	close	158	0.30	1.05136	0.00000	0.00000	20.83	5163.01
317	2009.11.18 04:00	sell	159	0.30	1.05150	0.00000	0.00000
318	2009.11.18 05:00	close	159	0.30	1.05410	0.00000	0.00000	-74.00	5089.01
319	2009.11.18 10:00	sell	160	0.30	1.05007	0.00000	0.00000
320	2009.11.18 15:00	close	160	0.30	1.05012	0.00000	0.00000	-1.43	5087.58
321	2009.11.23 08:00	buy	161	0.30	1.06482	0.00000	0.00000
322	2009.11.23 09:00	close	161	0.30	1.06391	0.00000	0.00000	-25.66	5061.92
323	2009.11.26 15:00	sell	162	0.30	1.05297	0.00000	0.00000
324	2009.11.26 16:00	close	162	0.30	1.05811	0.00000	0.00000	-145.73	4916.19
325	2009.12.02 22:00	sell	163	0.30	1.05014	0.00000	0.00000
326	2009.12.02 23:00	close	163	0.30	1.05138	0.00000	0.00000	-35.38	4880.81
327	2009.12.03 02:00	sell	164	0.30	1.04906	0.00000	0.00000
328	2009.12.03 03:00	close	164	0.30	1.05004	0.00000	0.00000	-28.00	4852.81
329	2009.12.03 04:00	sell	165	0.30	1.04888	0.00000	0.00000
330	2009.12.03 05:00	close	165	0.30	1.04887	0.00000	0.00000	0.29	4853.10
331	2009.12.03 08:00	sell	166	0.30	1.04819	0.00000	0.00000
332	2009.12.03 10:00	close	166	0.30	1.04815	0.00000	0.00000	1.14	4854.24
333	2009.12.04 14:00	sell	167	0.30	1.04658	0.00000	0.00000
334	2009.12.04 15:00	close	167	0.30	1.04921	0.00000	0.00000	-75.20	4779.04
335	2009.12.08 09:00	buy	168	0.30	1.05566	0.00000	0.00000
336	2009.12.08 10:00	close	168	0.30	1.05231	0.00000	0.00000	-95.50	4683.54
337	2009.12.08 14:00	sell	169	0.30	1.05394	0.00000	0.00000
338	2009.12.08 15:00	close	169	0.30	1.05763	0.00000	0.00000	-104.67	4578.87
339	2009.12.09 20:00	buy	170	0.30	1.05861	0.00000	0.00000
340	2009.12.09 21:00	close	170	0.30	1.05378	0.00000	0.00000	-137.50	4441.37
341	2009.12.11 18:00	buy	171	0.30	1.05886	0.00000	0.00000
342	2009.12.15 02:00	close	171	0.30	1.05872	0.00000	0.00000	-4.27	4437.10
343	2009.12.15 09:00	buy	172	0.30	1.05969	0.00000	0.00000
344	2009.12.15 17:00	close	172	0.30	1.05977	0.00000	0.00000	2.26	4439.36
345	2009.12.16 03:00	buy	173	0.30	1.06146	0.00000	0.00000
346	2009.12.16 10:00	close	173	0.30	1.05972	0.00000	0.00000	-49.26	4390.10
347	2009.12.16 12:00	buy	174	0.30	1.06240	0.00000	0.00000
348	2009.12.16 13:00	close	174	0.30	1.06004	0.00000	0.00000	-66.79	4323.31
349	2009.12.16 21:00	buy	175	0.30	1.06345	0.00000	0.00000
350	2009.12.18 05:00	close	175	0.30	1.06619	0.00000	0.00000	76.50	4399.80
351	2009.12.18 07:00	buy	176	0.30	1.06813	0.00000	0.00000
352	2009.12.18 11:00	close	176	0.30	1.06631	0.00000	0.00000	-51.20	4348.60
353	2009.12.18 15:00	buy	177	0.30	1.06727	0.00000	0.00000
354	2009.12.18 16:00	close	177	0.30	1.06388	0.00000	0.00000	-95.59	4253.01
355	2009.12.18 17:00	buy	178	0.30	1.06786	0.00000	0.00000
356	2009.12.18 18:00	close	178	0.30	1.06774	0.00000	0.00000	-3.37	4249.64
357	2009.12.18 20:00	buy	179	0.30	1.06678	0.00000	0.00000
358	2009.12.18 21:00	close	179	0.30	1.06579	0.00000	0.00000	-27.87	4221.77
359	2009.12.21 00:00	buy	180	0.30	1.06813	0.00000	0.00000
360	2009.12.21 01:00	close	180	0.30	1.06697	0.00000	0.00000	-32.62	4189.15
361	2009.12.21 10:00	buy	181	0.30	1.06992	0.00000	0.00000
362	2009.12.21 11:00	close	181	0.30	1.06524	0.00000	0.00000	-131.80	4057.35
363	2009.12.29 23:00	sell	182	0.30	1.04317	0.00000	0.00000
364	2009.12.30 00:00	close	182	0.30	1.04442	0.00000	0.00000	-36.09	4021.27
365	2009.12.31 18:00	sell	183	0.30	1.04614	0.00000	0.00000
366	2009.12.31 18:57	close at stop	183	0.30	1.04699	0.00000	0.00000	-24.36	3996.91