Report Result : AnyMA_RSI_R2_EA_Opt - Desynced Forex Repository

Strategy Tester Report

AnyMA_RSI_R2_EA_Opt

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		Expert_Name=""----"; LotSize=0.3; RiskPercent=2; UseMoneyMgmt=false; BrokerPermitsFractionalLots=false; mi="--Moving Average settings--"; MaTrend_Period=200; m=""--Moving"; m0="""; m1="""; m2="""; m3="""; MA_Type=0; ri="--RSI settings--"; RSI_Period=4; UseOptimizedSettings=false; BuyWhenRsiBelow=65; SellWhenRsiAbove=35; RSI_Overbought_Value=75; RSI_Oversold_Value=25; u1="--RSI turnup/down confirmation--"; UseTurnUpDown=1; l1="--RSI 14 confirmation--"; UseRSI_Confirmation=1; RSI_ConfirmPeriod=14; BuyConfirmLevel=35; SellConfirmLevel=65; Use200EMA_Exit=1; ex1="--New Trade Exit Method--"; ex2=" 1. None"; ex3=" 2. RSI "; ex4=" 3. CCI "; ExitMethod=2; RSI_Exit_Period=14; RSI_BuyExitLevel=50; RSI_SellExitLevel=50; CCI_Exit_Period=50; CCI_BuyExitLevel=0; CCI_SellExitLevel=0; st1="--Signal_TimeFrame--"; Signal_TimeFrame=0; hd="""; UseDelay=1; MaxTrades=1; ai="--HMA filter settings--"; a2=" Set switch to 1 to use filter"; UseFilter=1; HMA_Period=200; Separation=1; Filter_TimeFrame=0; st6=""--Profit"; StopLoss=0; TakeProfit=0; Slippage=3; tsp0=""--Trailing"; tsp1="""; tsp2="""; tsp3="""; tsp4="""; tsp5="""; tsp6="""; tsp7="""; tsp8="""; UseTrailingStop=false; TrailingStopType=8; ts2=""Settings"; TrailingStop=15; ts3=""Settings"; FirstMove=20; FirstStopLoss=50; SecondMove=30; SecondStopLoss=30; ThirdMove=40; TrailingStop3=20; ts4=""Settings"; BreakEven=30; LockInPips=1; ts5=""Settings"; eTrailingStop=10; eTrailingStep=2; ts6=""Settings"; EMATimeFrame=30; Price=0; EMAPeriod=13; EMAShift=2; InitialStop=0; ts7=""Settings"; pi="--pSAR settings--"; StepParabolic=0.02; MaxParabolic=0.2; Interval=5; ts8=""Settings"; pi2="--pSAR settings--"; SarStep=0.02; SarMax=0.2;

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

Initial deposit	10000.00
Total net profit	-5334.69	Gross profit	7391.36	Gross loss	-12726.05
Profit factor	0.58	Expected payoff	-31.38
Absolute drawdown	5670.78	Maximal drawdown	6404.83 (59.67%)	Relative drawdown	59.67% (6404.83)

Total trades	170	Short positions (won %)	89 (24.72%)	Long positions (won %)	81 (20.99%)
		Profit trades (% of total)	39 (22.94%)	Loss trades (% of total)	131 (77.06%)
Largest		profit trade	821.79	loss trade	-525.54
Average		profit trade	189.52	loss trade	-97.15
Maximum		consecutive wins (profit in money)	4 (415.39)	consecutive losses (loss in money)	14 (-1483.53)
Maximal		consecutive profit (count of wins)	821.79 (1)	consecutive loss (count of losses)	-1483.53 (14)
Average		consecutive wins	1	consecutive losses	4

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.01.06 06:00	buy	1	0.30	1.19499	0.00000	0.00000
2	2009.01.07 18:00	close	1	0.30	1.18455	0.00000	0.00000	-264.68	9735.32
3	2009.01.09 21:00	sell	2	0.30	1.18675	0.00000	0.00000
4	2009.01.09 22:00	close	2	0.30	1.19134	0.00000	0.00000	-115.58	9619.74
5	2009.01.12 03:00	sell	3	0.30	1.18907	0.00000	0.00000
6	2009.01.12 05:00	close	3	0.30	1.19176	0.00000	0.00000	-67.71	9552.03
7	2009.01.14 05:00	buy	4	0.30	1.21739	0.00000	0.00000
8	2009.01.16 03:00	close	4	0.30	1.24580	0.00000	0.00000	683.03	10235.06
9	2009.01.19 02:00	buy	5	0.30	1.24486	0.00000	0.00000
10	2009.01.19 11:00	close	5	0.30	1.24156	0.00000	0.00000	-79.74	10155.32
11	2009.01.20 09:00	buy	6	0.30	1.26320	0.00000	0.00000
12	2009.01.21 04:00	close	6	0.30	1.26120	0.00000	0.00000	-47.85	10107.48
13	2009.01.22 22:00	buy	7	0.30	1.25434	0.00000	0.00000
14	2009.01.23 14:00	close	7	0.30	1.25781	0.00000	0.00000	82.48	10189.96
15	2009.01.26 04:00	sell	8	0.30	1.23535	0.00000	0.00000
16	2009.01.27 14:00	close	8	0.30	1.22874	0.00000	0.00000	161.27	10351.23
17	2009.01.28 00:00	sell	9	0.30	1.22439	0.00000	0.00000
18	2009.01.28 02:00	close	9	0.30	1.22757	0.00000	0.00000	-77.71	10273.52
19	2009.01.29 07:00	sell	10	0.30	1.21734	0.00000	0.00000
20	2009.01.29 08:00	close	10	0.30	1.22039	0.00000	0.00000	-74.98	10198.54
21	2009.01.30 03:00	sell	11	0.30	1.22593	0.00000	0.00000
22	2009.01.30 14:00	close	11	0.30	1.24215	0.00000	0.00000	-391.74	9806.80
23	2009.02.02 20:00	buy	12	0.30	1.24514	0.00000	0.00000
24	2009.02.03 16:00	close	12	0.30	1.24148	0.00000	0.00000	-88.72	9718.08
25	2009.02.04 08:00	buy	13	0.30	1.23362	0.00000	0.00000
26	2009.02.04 15:00	close	13	0.30	1.23155	0.00000	0.00000	-50.42	9667.66
27	2009.02.05 04:00	buy	14	0.30	1.23444	0.00000	0.00000
28	2009.02.05 06:00	close	14	0.30	1.23247	0.00000	0.00000	-47.95	9619.71
29	2009.02.09 05:00	sell	15	0.30	1.22280	0.00000	0.00000
30	2009.02.09 10:00	close	15	0.30	1.23046	0.00000	0.00000	-186.76	9432.95
31	2009.02.10 03:00	sell	16	0.30	1.22458	0.00000	0.00000
32	2009.02.10 05:00	close	16	0.30	1.22479	0.00000	0.00000	-5.14	9427.81
33	2009.02.11 09:00	buy	17	0.30	1.24354	0.00000	0.00000
34	2009.02.11 21:00	close	17	0.30	1.24130	0.00000	0.00000	-54.14	9373.67
35	2009.02.12 00:00	buy	18	0.30	1.24119	0.00000	0.00000
36	2009.02.12 06:00	close	18	0.30	1.24115	0.00000	0.00000	-0.97	9372.70
37	2009.02.13 01:00	buy	19	0.30	1.24399	0.00000	0.00000
38	2009.02.13 11:00	close	19	0.30	1.23030	0.00000	0.00000	-333.82	9038.88
39	2009.02.16 00:00	buy	20	0.30	1.24099	0.00000	0.00000
40	2009.02.16 23:00	close	20	0.30	1.24240	0.00000	0.00000	34.05	9072.93
41	2009.02.17 01:00	buy	21	0.30	1.24281	0.00000	0.00000
42	2009.02.18 15:00	close	21	0.30	1.25726	0.00000	0.00000	344.52	9417.45
43	2009.02.19 01:00	buy	22	0.30	1.26079	0.00000	0.00000
44	2009.02.19 20:00	close	22	0.30	1.25565	0.00000	0.00000	-122.80	9294.65
45	2009.02.20 01:00	buy	23	0.30	1.25722	0.00000	0.00000
46	2009.02.20 18:00	close	23	0.30	1.25415	0.00000	0.00000	-73.44	9221.21
47	2009.02.23 13:00	sell	24	0.30	1.24415	0.00000	0.00000
48	2009.02.23 16:00	close	24	0.30	1.25109	0.00000	0.00000	-166.41	9054.80
49	2009.02.24 03:00	sell	25	0.30	1.25015	0.00000	0.00000
50	2009.02.24 04:00	close	25	0.30	1.25193	0.00000	0.00000	-42.65	9012.15
51	2009.02.25 06:00	sell	26	0.30	1.24564	0.00000	0.00000
52	2009.02.25 08:00	close	26	0.30	1.24795	0.00000	0.00000	-55.53	8956.62
53	2009.02.26 20:00	sell	27	0.30	1.24613	0.00000	0.00000
54	2009.02.26 22:00	close	27	0.30	1.25398	0.00000	0.00000	-187.80	8768.82
55	2009.02.27 00:00	sell	28	0.30	1.25269	0.00000	0.00000
56	2009.02.27 01:00	close	28	0.30	1.25429	0.00000	0.00000	-38.27	8730.55
57	2009.03.02 07:00	buy	29	0.30	1.27796	0.00000	0.00000
58	2009.03.03 09:00	close	29	0.30	1.28065	0.00000	0.00000	62.73	8793.29
59	2009.03.04 05:00	buy	30	0.30	1.29516	0.00000	0.00000
60	2009.03.04 13:00	close	30	0.30	1.29003	0.00000	0.00000	-119.30	8673.99
61	2009.03.05 03:00	buy	31	0.30	1.27769	0.00000	0.00000
62	2009.03.06 05:00	close	31	0.30	1.28507	0.00000	0.00000	172.01	8846.00
63	2009.03.13 10:00	sell	32	0.30	1.27663	0.00000	0.00000
64	2009.03.13 13:00	close	32	0.30	1.28237	0.00000	0.00000	-134.28	8711.72
65	2009.03.16 02:00	sell	33	0.30	1.27505	0.00000	0.00000
66	2009.03.16 21:00	close	33	0.30	1.27414	0.00000	0.00000	21.43	8733.15
67	2009.03.17 01:00	sell	34	0.30	1.27130	0.00000	0.00000
68	2009.03.17 08:00	close	34	0.30	1.27274	0.00000	0.00000	-33.94	8699.21
69	2009.03.18 03:00	sell	35	0.30	1.26909	0.00000	0.00000
70	2009.03.18 10:00	close	35	0.30	1.27249	0.00000	0.00000	-80.16	8619.05
71	2009.03.19 04:00	sell	36	0.30	1.24939	0.00000	0.00000
72	2009.03.20 03:00	close	36	0.30	1.24366	0.00000	0.00000	138.11	8757.16
73	2009.03.23 01:00	sell	37	0.30	1.23790	0.00000	0.00000
74	2009.03.24 17:00	close	37	0.30	1.22703	0.00000	0.00000	265.65	9022.81
75	2009.03.25 03:00	sell	38	0.30	1.23099	0.00000	0.00000
76	2009.03.25 19:00	close	38	0.30	1.23132	0.00000	0.00000	-8.04	9014.77
77	2009.03.30 05:00	buy	39	0.30	1.24254	0.00000	0.00000
78	2009.03.31 10:00	close	39	0.30	1.25362	0.00000	0.00000	264.87	9279.64
79	2009.04.01 00:00	buy	40	0.30	1.26359	0.00000	0.00000
80	2009.04.01 21:00	close	40	0.30	1.25899	0.00000	0.00000	-109.61	9170.03
81	2009.04.02 02:00	buy	41	0.30	1.25984	0.00000	0.00000
82	2009.04.02 18:00	close	41	0.30	1.23815	0.00000	0.00000	-525.54	8644.49
83	2009.04.03 08:00	sell	42	0.30	1.24070	0.00000	0.00000
84	2009.04.06 14:00	close	42	0.30	1.23314	0.00000	0.00000	183.81	8828.30
85	2009.04.07 01:00	sell	43	0.30	1.23905	0.00000	0.00000
86	2009.04.07 02:00	close	43	0.30	1.24564	0.00000	0.00000	-158.71	8669.59
87	2009.04.08 01:00	sell	44	0.30	1.23621	0.00000	0.00000
88	2009.04.08 03:00	close	44	0.30	1.24124	0.00000	0.00000	-121.57	8548.02
89	2009.04.09 05:00	sell	45	0.30	1.23765	0.00000	0.00000
90	2009.04.09 13:00	close	45	0.30	1.23724	0.00000	0.00000	9.94	8557.96
91	2009.04.10 05:00	sell	46	0.30	1.22467	0.00000	0.00000
92	2009.04.10 12:00	close	46	0.30	1.22931	0.00000	0.00000	-113.23	8444.73
93	2009.04.13 13:00	sell	47	0.30	1.22538	0.00000	0.00000
94	2009.04.13 16:00	close	47	0.30	1.22991	0.00000	0.00000	-110.50	8334.23
95	2009.04.14 02:00	sell	48	0.30	1.21915	0.00000	0.00000
96	2009.04.14 05:00	close	48	0.30	1.22469	0.00000	0.00000	-135.71	8198.52
97	2009.04.15 00:00	sell	49	0.30	1.21395	0.00000	0.00000
98	2009.04.15 04:00	close	49	0.30	1.21774	0.00000	0.00000	-93.37	8105.15
99	2009.04.16 03:00	sell	50	0.30	1.20029	0.00000	0.00000
100	2009.04.16 12:00	close	50	0.30	1.20906	0.00000	0.00000	-217.61	7887.54
101	2009.04.17 01:00	sell	51	0.30	1.20927	0.00000	0.00000
102	2009.04.17 14:00	close	51	0.30	1.21191	0.00000	0.00000	-65.35	7822.19
103	2009.04.20 00:00	sell	52	0.30	1.21400	0.00000	0.00000
104	2009.04.20 10:00	close	52	0.30	1.22158	0.00000	0.00000	-186.15	7636.04
105	2009.04.21 06:00	buy	53	0.30	1.23828	0.00000	0.00000
106	2009.04.21 18:00	close	53	0.30	1.23592	0.00000	0.00000	-57.29	7578.75
107	2009.04.22 00:00	buy	54	0.30	1.23773	0.00000	0.00000
108	2009.04.22 16:00	close	54	0.30	1.23830	0.00000	0.00000	13.81	7592.56
109	2009.04.23 09:00	buy	55	0.30	1.23870	0.00000	0.00000
110	2009.04.23 11:00	close	55	0.30	1.23753	0.00000	0.00000	-28.36	7564.20
111	2009.04.24 07:00	buy	56	0.30	1.22612	0.00000	0.00000
112	2009.04.24 08:00	close	56	0.30	1.22228	0.00000	0.00000	-94.25	7469.95
113	2009.04.27 07:00	sell	57	0.30	1.21652	0.00000	0.00000
114	2009.04.27 09:00	close	57	0.30	1.21881	0.00000	0.00000	-56.37	7413.58
115	2009.04.28 00:00	sell	58	0.30	1.21905	0.00000	0.00000
116	2009.04.28 09:00	close	58	0.30	1.22544	0.00000	0.00000	-156.43	7257.15
117	2009.04.29 03:00	sell	59	0.30	1.21759	0.00000	0.00000
118	2009.05.04 13:00	close	59	0.30	1.19012	0.00000	0.00000	691.89	7949.04
119	2009.05.05 05:00	sell	60	0.30	1.17252	0.00000	0.00000
120	2009.05.05 17:00	close	60	0.30	1.17810	0.00000	0.00000	-142.09	7806.95
121	2009.05.06 01:00	sell	61	0.30	1.17423	0.00000	0.00000
122	2009.05.06 02:00	close	61	0.30	1.17737	0.00000	0.00000	-80.01	7726.94
123	2009.05.07 13:00	sell	62	0.30	1.16820	0.00000	0.00000
124	2009.05.07 16:00	close	62	0.30	1.17009	0.00000	0.00000	-48.46	7678.48
125	2009.05.08 05:00	sell	63	0.30	1.17176	0.00000	0.00000
126	2009.05.11 15:00	close	63	0.30	1.15764	0.00000	0.00000	365.81	8044.29
127	2009.05.12 10:00	sell	64	0.30	1.16219	0.00000	0.00000
128	2009.05.12 13:00	close	64	0.30	1.16381	0.00000	0.00000	-41.76	8002.53
129	2009.05.13 00:00	sell	65	0.30	1.16195	0.00000	0.00000
130	2009.05.13 12:00	close	65	0.30	1.16304	0.00000	0.00000	-28.12	7974.41
131	2009.05.14 09:00	buy	66	0.30	1.17488	0.00000	0.00000
132	2009.05.14 21:00	close	66	0.30	1.16966	0.00000	0.00000	-133.89	7840.52
133	2009.05.15 00:00	buy	67	0.30	1.17166	0.00000	0.00000
134	2009.05.15 16:00	close	67	0.30	1.16791	0.00000	0.00000	-96.33	7744.19
135	2009.05.20 06:00	sell	68	0.30	1.15566	0.00000	0.00000
136	2009.05.21 14:00	close	68	0.30	1.14655	0.00000	0.00000	238.03	7982.22
137	2009.05.25 07:00	sell	69	0.30	1.12384	0.00000	0.00000
138	2009.05.25 10:00	close	69	0.30	1.12760	0.00000	0.00000	-100.04	7882.18
139	2009.05.26 05:00	sell	70	0.30	1.12684	0.00000	0.00000
140	2009.05.26 09:00	close	70	0.30	1.12944	0.00000	0.00000	-69.06	7813.12
141	2009.05.27 09:00	sell	71	0.30	1.11552	0.00000	0.00000
142	2009.05.27 22:00	close	71	0.30	1.12002	0.00000	0.00000	-120.53	7692.59
143	2009.05.28 00:00	sell	72	0.30	1.12202	0.00000	0.00000
144	2009.05.28 14:00	close	72	0.30	1.12136	0.00000	0.00000	17.66	7710.25
145	2009.06.01 04:00	sell	73	0.30	1.08867	0.00000	0.00000
146	2009.06.01 22:00	close	73	0.30	1.09170	0.00000	0.00000	-83.26	7626.99
147	2009.06.02 00:00	sell	74	0.30	1.09129	0.00000	0.00000
148	2009.06.02 03:00	close	74	0.30	1.09347	0.00000	0.00000	-59.81	7567.18
149	2009.06.03 03:00	sell	75	0.30	1.08324	0.00000	0.00000
150	2009.06.03 11:00	close	75	0.30	1.08621	0.00000	0.00000	-82.03	7485.15
151	2009.06.08 06:00	buy	76	0.30	1.11784	0.00000	0.00000
152	2009.06.08 21:00	close	76	0.30	1.11804	0.00000	0.00000	5.37	7490.52
153	2009.06.09 00:00	buy	77	0.30	1.11683	0.00000	0.00000
154	2009.06.09 08:00	close	77	0.30	1.11649	0.00000	0.00000	-9.14	7481.38
155	2009.06.10 01:00	buy	78	0.30	1.10584	0.00000	0.00000
156	2009.06.10 08:00	close	78	0.30	1.09934	0.00000	0.00000	-177.38	7304.00
157	2009.06.11 05:00	buy	79	0.30	1.10532	0.00000	0.00000
158	2009.06.11 11:00	close	79	0.30	1.10046	0.00000	0.00000	-132.49	7171.51
159	2009.06.12 01:00	sell	80	0.30	1.10214	0.00000	0.00000
160	2009.06.12 03:00	close	80	0.30	1.10347	0.00000	0.00000	-36.16	7135.35
161	2009.06.15 23:00	buy	81	0.30	1.13404	0.00000	0.00000
162	2009.06.16 10:00	close	81	0.30	1.12966	0.00000	0.00000	-116.60	7018.75
163	2009.06.17 05:00	buy	82	0.30	1.13489	0.00000	0.00000
164	2009.06.17 06:00	close	82	0.30	1.13118	0.00000	0.00000	-98.39	6920.36
165	2009.06.18 03:00	buy	83	0.30	1.13229	0.00000	0.00000
166	2009.06.18 09:00	close	83	0.30	1.13083	0.00000	0.00000	-38.73	6881.63
167	2009.06.19 02:00	buy	84	0.30	1.13300	0.00000	0.00000
168	2009.06.19 06:00	close	84	0.30	1.13121	0.00000	0.00000	-47.47	6834.16
169	2009.06.23 02:00	buy	85	0.30	1.15544	0.00000	0.00000
170	2009.06.23 15:00	close	85	0.30	1.14871	0.00000	0.00000	-175.76	6658.40
171	2009.06.24 04:00	buy	86	0.30	1.14911	0.00000	0.00000
172	2009.06.24 15:00	close	86	0.30	1.14315	0.00000	0.00000	-156.41	6501.99
173	2009.06.25 05:00	buy	87	0.30	1.15524	0.00000	0.00000
174	2009.06.25 23:00	close	87	0.30	1.15414	0.00000	0.00000	-28.59	6473.40
175	2009.06.26 00:00	buy	88	0.30	1.15573	0.00000	0.00000
176	2009.06.26 17:00	close	88	0.30	1.15029	0.00000	0.00000	-141.88	6331.52
177	2009.06.30 15:00	buy	89	0.30	1.15544	0.00000	0.00000
178	2009.07.01 10:00	close	89	0.30	1.15752	0.00000	0.00000	53.63	6385.16
179	2009.07.02 00:00	sell	90	0.30	1.14830	0.00000	0.00000
180	2009.07.02 10:00	close	90	0.30	1.15182	0.00000	0.00000	-91.68	6293.48
181	2009.07.03 05:00	buy	91	0.30	1.16043	0.00000	0.00000
182	2009.07.03 09:00	close	91	0.30	1.15697	0.00000	0.00000	-89.72	6203.76
183	2009.07.06 01:00	buy	92	0.30	1.16313	0.00000	0.00000
184	2009.07.06 16:00	close	92	0.30	1.16118	0.00000	0.00000	-50.38	6153.38
185	2009.07.08 08:00	buy	93	0.30	1.16411	0.00000	0.00000
186	2009.07.08 16:00	close	93	0.30	1.16159	0.00000	0.00000	-65.08	6088.30
187	2009.07.09 01:00	buy	94	0.30	1.16748	0.00000	0.00000
188	2009.07.09 02:00	close	94	0.30	1.16368	0.00000	0.00000	-97.97	5990.33
189	2009.07.13 14:00	buy	95	0.30	1.16374	0.00000	0.00000
190	2009.07.13 17:00	close	95	0.30	1.16067	0.00000	0.00000	-79.35	5910.98
191	2009.07.14 06:00	sell	96	0.30	1.15103	0.00000	0.00000
192	2009.07.17 04:00	close	96	0.30	1.12032	0.00000	0.00000	821.79	6732.77
193	2009.07.20 18:00	sell	97	0.30	1.10651	0.00000	0.00000
194	2009.07.21 07:00	close	97	0.30	1.10924	0.00000	0.00000	-73.94	6658.83
195	2009.07.22 04:00	sell	98	0.30	1.10570	0.00000	0.00000
196	2009.07.22 10:00	close	98	0.30	1.10828	0.00000	0.00000	-69.84	6588.99
197	2009.07.23 03:00	sell	99	0.30	1.10026	0.00000	0.00000
198	2009.07.27 02:00	close	99	0.30	1.08801	0.00000	0.00000	337.55	6926.53
199	2009.07.28 00:00	sell	100	0.30	1.08061	0.00000	0.00000
200	2009.07.28 14:00	close	100	0.30	1.08133	0.00000	0.00000	-19.98	6906.55
201	2009.07.29 03:00	sell	101	0.30	1.08038	0.00000	0.00000
202	2009.07.29 06:00	close	101	0.30	1.08331	0.00000	0.00000	-81.14	6825.41
203	2009.08.03 22:00	sell	102	0.30	1.06626	0.00000	0.00000
204	2009.08.04 10:00	close	102	0.30	1.07001	0.00000	0.00000	-105.25	6720.16
205	2009.08.05 01:00	sell	103	0.30	1.07177	0.00000	0.00000
206	2009.08.05 03:00	close	103	0.30	1.07210	0.00000	0.00000	-9.23	6710.93
207	2009.08.06 04:00	sell	104	0.30	1.06914	0.00000	0.00000
208	2009.08.06 05:00	close	104	0.30	1.07255	0.00000	0.00000	-95.38	6615.55
209	2009.08.07 01:00	sell	105	0.30	1.07701	0.00000	0.00000
210	2009.08.07 04:00	close	105	0.30	1.07864	0.00000	0.00000	-45.33	6570.22
211	2009.08.10 01:00	buy	106	0.30	1.08464	0.00000	0.00000
212	2009.08.10 13:00	close	106	0.30	1.08057	0.00000	0.00000	-113.00	6457.22
213	2009.08.11 01:00	buy	107	0.30	1.08905	0.00000	0.00000
214	2009.08.12 16:00	close	107	0.30	1.09613	0.00000	0.00000	193.49	6650.72
215	2009.08.13 08:00	buy	108	0.30	1.09055	0.00000	0.00000
216	2009.08.13 17:00	close	108	0.30	1.08342	0.00000	0.00000	-197.43	6453.29
217	2009.08.14 00:00	buy	109	0.30	1.08824	0.00000	0.00000
218	2009.08.14 08:00	close	109	0.30	1.08680	0.00000	0.00000	-39.75	6413.54
219	2009.08.17 22:00	buy	110	0.30	1.10797	0.00000	0.00000
220	2009.08.18 04:00	close	110	0.30	1.10453	0.00000	0.00000	-93.71	6319.83
221	2009.08.19 08:00	buy	111	0.30	1.10733	0.00000	0.00000
222	2009.08.19 16:00	close	111	0.30	1.10489	0.00000	0.00000	-66.25	6253.58
223	2009.08.20 03:00	buy	112	0.30	1.09638	0.00000	0.00000
224	2009.08.20 04:00	close	112	0.30	1.09494	0.00000	0.00000	-39.45	6214.13
225	2009.08.21 05:00	sell	113	0.30	1.08847	0.00000	0.00000
226	2009.08.21 06:00	close	113	0.30	1.09382	0.00000	0.00000	-146.73	6067.40
227	2009.08.24 11:00	sell	114	0.30	1.08000	0.00000	0.00000
228	2009.08.25 09:00	close	114	0.30	1.08036	0.00000	0.00000	-10.11	6057.29
229	2009.08.26 08:00	sell	115	0.30	1.08391	0.00000	0.00000
230	2009.08.26 16:00	close	115	0.30	1.09877	0.00000	0.00000	-405.73	5651.56
231	2009.08.27 06:00	buy	116	0.30	1.09870	0.00000	0.00000
232	2009.08.27 14:00	close	116	0.30	1.09491	0.00000	0.00000	-103.84	5547.72
233	2009.08.31 19:00	buy	117	0.30	1.09871	0.00000	0.00000
234	2009.08.31 20:00	close	117	0.30	1.09468	0.00000	0.00000	-110.44	5437.28
235	2009.09.01 00:00	buy	118	0.30	1.09521	0.00000	0.00000
236	2009.09.01 10:00	close	118	0.30	1.08771	0.00000	0.00000	-206.86	5230.42
237	2009.09.02 02:00	buy	119	0.30	1.10465	0.00000	0.00000
238	2009.09.03 05:00	close	119	0.30	1.10335	0.00000	0.00000	-36.18	5194.23
239	2009.09.04 00:00	buy	120	0.30	1.10257	0.00000	0.00000
240	2009.09.04 06:00	close	120	0.30	1.10201	0.00000	0.00000	-15.24	5178.99
241	2009.09.07 20:00	sell	121	0.30	1.07657	0.00000	0.00000
242	2009.09.08 18:00	close	121	0.30	1.07699	0.00000	0.00000	-11.81	5167.18
243	2009.09.09 01:00	sell	122	0.30	1.07857	0.00000	0.00000
244	2009.09.09 05:00	close	122	0.30	1.07832	0.00000	0.00000	6.96	5174.14
245	2009.09.10 03:00	sell	123	0.30	1.07833	0.00000	0.00000
246	2009.09.10 04:00	close	123	0.30	1.08002	0.00000	0.00000	-46.94	5127.20
247	2009.09.11 04:00	sell	124	0.30	1.07811	0.00000	0.00000
248	2009.09.11 19:00	close	124	0.30	1.07834	0.00000	0.00000	-6.40	5120.80
249	2009.09.14 20:00	buy	125	0.30	1.08663	0.00000	0.00000
250	2009.09.14 21:00	close	125	0.30	1.08403	0.00000	0.00000	-71.95	5048.85
251	2009.09.16 20:00	sell	126	0.30	1.06782	0.00000	0.00000
252	2009.09.17 14:00	close	126	0.30	1.06789	0.00000	0.00000	-2.31	5046.55
253	2009.09.18 01:00	sell	127	0.30	1.06497	0.00000	0.00000
254	2009.09.18 02:00	close	127	0.30	1.06658	0.00000	0.00000	-45.28	5001.27
255	2009.09.21 07:00	sell	128	0.30	1.06986	0.00000	0.00000
256	2009.09.21 11:00	close	128	0.30	1.07627	0.00000	0.00000	-178.67	4822.60
257	2009.09.23 22:00	buy	129	0.30	1.07595	0.00000	0.00000
258	2009.09.24 09:00	close	129	0.30	1.07276	0.00000	0.00000	-90.04	4732.56
259	2009.09.25 09:00	buy	130	0.30	1.08864	0.00000	0.00000
260	2009.09.28 17:00	close	130	0.30	1.09065	0.00000	0.00000	55.01	4787.57
261	2009.09.29 22:00	buy	131	0.30	1.08620	0.00000	0.00000
262	2009.09.30 11:00	close	131	0.30	1.07592	0.00000	0.00000	-286.92	4500.65
263	2009.10.01 10:00	sell	132	0.30	1.07092	0.00000	0.00000
264	2009.10.01 13:00	close	132	0.30	1.07542	0.00000	0.00000	-125.53	4375.12
265	2009.10.05 11:00	sell	133	0.30	1.07688	0.00000	0.00000
266	2009.10.07 15:00	close	133	0.30	1.06161	0.00000	0.00000	431.29	4806.41
267	2009.10.08 01:00	sell	134	0.30	1.06107	0.00000	0.00000
268	2009.10.08 16:00	close	134	0.30	1.06207	0.00000	0.00000	-28.25	4778.16
269	2009.10.09 06:00	sell	135	0.30	1.05362	0.00000	0.00000
270	2009.10.09 11:00	close	135	0.30	1.05576	0.00000	0.00000	-60.81	4717.35
271	2009.10.12 00:00	sell	136	0.30	1.04233	0.00000	0.00000
272	2009.10.13 10:00	close	136	0.30	1.03723	0.00000	0.00000	147.40	4864.75
273	2009.10.14 02:00	sell	137	0.30	1.03172	0.00000	0.00000
274	2009.10.15 12:00	close	137	0.30	1.02733	0.00000	0.00000	127.86	4992.61
275	2009.10.20 16:00	buy	138	0.30	1.04141	0.00000	0.00000
276	2009.10.21 17:00	close	138	0.30	1.04372	0.00000	0.00000	66.12	5058.73
277	2009.10.22 00:00	buy	139	0.30	1.04343	0.00000	0.00000
278	2009.10.22 17:00	close	139	0.30	1.04601	0.00000	0.00000	74.00	5132.73
279	2009.10.23 03:00	buy	140	0.30	1.04866	0.00000	0.00000
280	2009.10.23 05:00	close	140	0.30	1.04716	0.00000	0.00000	-42.97	5089.76
281	2009.10.26 05:00	buy	141	0.30	1.05247	0.00000	0.00000
282	2009.10.27 17:00	close	141	0.30	1.06443	0.00000	0.00000	336.80	5426.57
283	2009.10.28 00:00	buy	142	0.30	1.06501	0.00000	0.00000
284	2009.10.28 03:00	close	142	0.30	1.06423	0.00000	0.00000	-21.99	5404.58
285	2009.10.29 05:00	buy	143	0.30	1.07936	0.00000	0.00000
286	2009.10.29 14:00	close	143	0.30	1.07210	0.00000	0.00000	-203.15	5201.43
287	2009.10.30 04:00	buy	144	0.30	1.06840	0.00000	0.00000
288	2009.11.02 16:00	close	144	0.30	1.07740	0.00000	0.00000	250.32	5451.75
289	2009.11.03 00:00	buy	145	0.30	1.07799	0.00000	0.00000
290	2009.11.03 07:00	close	145	0.30	1.07663	0.00000	0.00000	-37.90	5413.85
291	2009.11.04 04:00	sell	146	0.30	1.06632	0.00000	0.00000
292	2009.11.05 03:00	close	146	0.30	1.06582	0.00000	0.00000	13.73	5427.59
293	2009.11.06 01:00	sell	147	0.30	1.06498	0.00000	0.00000
294	2009.11.06 08:00	close	147	0.30	1.06574	0.00000	0.00000	-21.39	5406.20
295	2009.11.10 01:00	sell	148	0.30	1.05528	0.00000	0.00000
296	2009.11.12 10:00	close	148	0.30	1.04675	0.00000	0.00000	244.02	5650.22
297	2009.11.13 07:00	sell	149	0.30	1.05442	0.00000	0.00000
298	2009.11.13 11:00	close	149	0.30	1.05433	0.00000	0.00000	2.56	5652.78
299	2009.11.16 01:00	sell	150	0.30	1.04904	0.00000	0.00000
300	2009.11.17 00:00	close	150	0.30	1.04865	0.00000	0.00000	11.05	5663.83
301	2009.11.19 22:00	buy	151	0.30	1.06410	0.00000	0.00000
302	2009.11.23 03:00	close	151	0.30	1.06646	0.00000	0.00000	65.84	5729.66
303	2009.11.24 13:00	buy	152	0.30	1.06147	0.00000	0.00000
304	2009.11.24 14:00	close	152	0.30	1.05756	0.00000	0.00000	-110.92	5618.74
305	2009.11.25 01:00	buy	153	0.30	1.05878	0.00000	0.00000
306	2009.11.25 04:00	close	153	0.30	1.05548	0.00000	0.00000	-93.80	5524.94
307	2009.11.26 04:00	sell	154	0.30	1.04806	0.00000	0.00000
308	2009.11.26 07:00	close	154	0.30	1.05141	0.00000	0.00000	-95.59	5429.35
309	2009.11.27 21:00	buy	155	0.30	1.06276	0.00000	0.00000
310	2009.11.30 03:00	close	155	0.30	1.05605	0.00000	0.00000	-190.90	5238.46
311	2009.12.01 00:00	sell	156	0.30	1.05597	0.00000	0.00000
312	2009.12.02 15:00	close	156	0.30	1.04863	0.00000	0.00000	209.88	5448.33
313	2009.12.03 01:00	sell	157	0.30	1.04918	0.00000	0.00000
314	2009.12.03 11:00	close	157	0.30	1.04980	0.00000	0.00000	-17.72	5430.61
315	2009.12.04 13:00	sell	158	0.30	1.05225	0.00000	0.00000
316	2009.12.04 20:00	close	158	0.30	1.05783	0.00000	0.00000	-158.25	5272.36
317	2009.12.07 09:00	buy	159	0.30	1.05573	0.00000	0.00000
318	2009.12.07 15:00	close	159	0.30	1.05543	0.00000	0.00000	-8.53	5263.83
319	2009.12.09 01:00	buy	160	0.30	1.06554	0.00000	0.00000
320	2009.12.09 12:00	close	160	0.30	1.05987	0.00000	0.00000	-160.49	5103.34
321	2009.12.10 03:00	buy	161	0.30	1.05576	0.00000	0.00000
322	2009.12.10 08:00	close	161	0.30	1.05532	0.00000	0.00000	-12.51	5090.83
323	2009.12.11 04:00	sell	162	0.30	1.05096	0.00000	0.00000
324	2009.12.11 16:00	close	162	0.30	1.05337	0.00000	0.00000	-68.64	5022.19
325	2009.12.14 08:00	buy	163	0.30	1.05900	0.00000	0.00000
326	2009.12.14 18:00	close	163	0.30	1.05892	0.00000	0.00000	-2.27	5019.92
327	2009.12.15 00:00	buy	164	0.30	1.06026	0.00000	0.00000
328	2009.12.15 17:00	close	164	0.30	1.05977	0.00000	0.00000	-13.87	5006.05
329	2009.12.16 05:00	buy	165	0.30	1.06191	0.00000	0.00000
330	2009.12.16 10:00	close	165	0.30	1.05972	0.00000	0.00000	-62.00	4944.05
331	2009.12.17 18:00	buy	166	0.30	1.07203	0.00000	0.00000
332	2009.12.18 04:00	close	166	0.30	1.06684	0.00000	0.00000	-146.23	4797.83
333	2009.12.21 00:00	buy	167	0.30	1.06848	0.00000	0.00000
334	2009.12.21 04:00	close	167	0.30	1.06681	0.00000	0.00000	-46.96	4750.87
335	2009.12.22 18:00	sell	168	0.30	1.05524	0.00000	0.00000
336	2009.12.28 00:00	close	168	0.30	1.04873	0.00000	0.00000	185.56	4936.43
337	2009.12.29 05:00	sell	169	0.30	1.04356	0.00000	0.00000
338	2009.12.29 21:00	close	169	0.30	1.04406	0.00000	0.00000	-14.37	4922.06
339	2009.12.30 11:00	sell	170	0.30	1.04725	0.00000	0.00000
340	2009.12.30 21:00	close	170	0.30	1.05629	0.00000	0.00000	-256.75	4665.31