Report Result : EMA-RSI_R2_EA_Opt - Desynced Forex Repository

Strategy Tester Report

EMA-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=0.1; RiskPercent=2; UseMoneyMgmt=false; BrokerPermitsFractionalLots=false; mi="--Moving Average settings--"; MaTrend_Period=200; 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	-996.67	Gross profit	2634.07	Gross loss	-3630.74
Profit factor	0.73	Expected payoff	-5.97
Absolute drawdown	1223.13	Maximal drawdown	1534.60 (14.88%)	Relative drawdown	14.88% (1534.60)

Total trades	167	Short positions (won %)	92 (30.43%)	Long positions (won %)	75 (26.67%)
		Profit trades (% of total)	48 (28.74%)	Loss trades (% of total)	119 (71.26%)
Largest		profit trade	277.04	loss trade	-108.43
Average		profit trade	54.88	loss trade	-30.51
Maximum		consecutive wins (profit in money)	4 (231.54)	consecutive losses (loss in money)	14 (-383.75)
Maximal		consecutive profit (count of wins)	277.04 (1)	consecutive loss (count of losses)	-383.75 (14)
Average		consecutive wins	1	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.01.06 08:00	sell	1	0.10	1.19325	0.00000	0.00000
2	2009.01.07 16:00	close	1	0.10	1.18690	0.00000	0.00000	53.44	10053.44
3	2009.01.08 03:00	sell	2	0.10	1.19710	0.00000	0.00000
4	2009.01.08 10:00	close	2	0.10	1.20592	0.00000	0.00000	-73.14	9980.30
5	2009.01.09 04:00	sell	3	0.10	1.18348	0.00000	0.00000
6	2009.01.09 10:00	close	3	0.10	1.18896	0.00000	0.00000	-46.09	9934.21
7	2009.01.12 03:00	sell	4	0.10	1.18907	0.00000	0.00000
8	2009.01.12 05:00	close	4	0.10	1.19141	0.00000	0.00000	-19.64	9914.57
9	2009.01.14 05:00	buy	5	0.10	1.21704	0.00000	0.00000
10	2009.01.16 03:00	close	5	0.10	1.24580	0.00000	0.00000	230.66	10145.23
11	2009.01.19 02:00	buy	6	0.10	1.24451	0.00000	0.00000
12	2009.01.19 11:00	close	6	0.10	1.24156	0.00000	0.00000	-23.76	10121.47
13	2009.01.20 09:00	buy	7	0.10	1.26285	0.00000	0.00000
14	2009.01.21 04:00	close	7	0.10	1.26120	0.00000	0.00000	-13.13	10108.34
15	2009.01.22 22:00	buy	8	0.10	1.25399	0.00000	0.00000
16	2009.01.23 14:00	close	8	0.10	1.25781	0.00000	0.00000	30.32	10138.66
17	2009.01.26 04:00	sell	9	0.10	1.23535	0.00000	0.00000
18	2009.01.27 14:00	close	9	0.10	1.22839	0.00000	0.00000	56.60	10195.26
19	2009.01.28 00:00	sell	10	0.10	1.22439	0.00000	0.00000
20	2009.01.28 02:00	close	10	0.10	1.22722	0.00000	0.00000	-23.06	10172.20
21	2009.01.29 07:00	sell	11	0.10	1.21734	0.00000	0.00000
22	2009.01.29 08:00	close	11	0.10	1.22004	0.00000	0.00000	-22.13	10150.07
23	2009.01.30 03:00	sell	12	0.10	1.22593	0.00000	0.00000
24	2009.01.30 10:00	close	12	0.10	1.23194	0.00000	0.00000	-48.78	10101.29
25	2009.02.02 20:00	buy	13	0.10	1.24479	0.00000	0.00000
26	2009.02.03 16:00	close	13	0.10	1.24148	0.00000	0.00000	-26.71	10074.58
27	2009.02.04 13:00	buy	14	0.10	1.23870	0.00000	0.00000
28	2009.02.04 15:00	close	14	0.10	1.23155	0.00000	0.00000	-58.06	10016.52
29	2009.02.05 09:00	buy	15	0.10	1.23694	0.00000	0.00000
30	2009.02.05 11:00	close	15	0.10	1.22825	0.00000	0.00000	-70.75	9945.77
31	2009.02.06 01:00	sell	16	0.10	1.23081	0.00000	0.00000
32	2009.02.06 02:00	close	16	0.10	1.23354	0.00000	0.00000	-22.13	9923.64
33	2009.02.09 05:00	sell	17	0.10	1.22280	0.00000	0.00000
34	2009.02.09 10:00	close	17	0.10	1.23011	0.00000	0.00000	-59.43	9864.21
35	2009.02.10 03:00	sell	18	0.10	1.22458	0.00000	0.00000
36	2009.02.10 05:00	close	18	0.10	1.22444	0.00000	0.00000	1.14	9865.35
37	2009.02.11 09:00	buy	19	0.10	1.24319	0.00000	0.00000
38	2009.02.11 21:00	close	19	0.10	1.24130	0.00000	0.00000	-15.23	9850.12
39	2009.02.12 00:00	buy	20	0.10	1.24084	0.00000	0.00000
40	2009.02.12 06:00	close	20	0.10	1.24115	0.00000	0.00000	2.50	9852.62
41	2009.02.13 01:00	buy	21	0.10	1.24364	0.00000	0.00000
42	2009.02.13 11:00	close	21	0.10	1.23030	0.00000	0.00000	-108.43	9744.19
43	2009.02.16 10:00	buy	22	0.10	1.24384	0.00000	0.00000
44	2009.02.16 23:00	close	22	0.10	1.24240	0.00000	0.00000	-11.59	9732.60
45	2009.02.17 01:00	buy	23	0.10	1.24246	0.00000	0.00000
46	2009.02.18 15:00	close	23	0.10	1.25726	0.00000	0.00000	117.67	9850.27
47	2009.02.19 01:00	buy	24	0.10	1.26044	0.00000	0.00000
48	2009.02.19 20:00	close	24	0.10	1.25565	0.00000	0.00000	-38.15	9812.12
49	2009.02.20 01:00	buy	25	0.10	1.25687	0.00000	0.00000
50	2009.02.20 18:00	close	25	0.10	1.25415	0.00000	0.00000	-21.69	9790.43
51	2009.02.23 13:00	sell	26	0.10	1.24415	0.00000	0.00000
52	2009.02.23 16:00	close	26	0.10	1.25074	0.00000	0.00000	-52.69	9737.74
53	2009.02.24 05:00	sell	27	0.10	1.24928	0.00000	0.00000
54	2009.02.24 08:00	close	27	0.10	1.25084	0.00000	0.00000	-12.47	9725.27
55	2009.02.25 06:00	sell	28	0.10	1.24564	0.00000	0.00000
56	2009.02.25 08:00	close	28	0.10	1.24760	0.00000	0.00000	-15.71	9709.56
57	2009.02.26 20:00	sell	29	0.10	1.24613	0.00000	0.00000
58	2009.02.26 22:00	close	29	0.10	1.25363	0.00000	0.00000	-59.83	9649.73
59	2009.03.02 07:00	buy	30	0.10	1.27761	0.00000	0.00000
60	2009.03.03 09:00	close	30	0.10	1.28065	0.00000	0.00000	23.69	9673.42
61	2009.03.04 05:00	buy	31	0.10	1.29481	0.00000	0.00000
62	2009.03.04 13:00	close	31	0.10	1.29003	0.00000	0.00000	-37.05	9636.37
63	2009.03.05 03:00	buy	32	0.10	1.27734	0.00000	0.00000
64	2009.03.06 05:00	close	32	0.10	1.28507	0.00000	0.00000	60.10	9696.47
65	2009.03.13 10:00	sell	33	0.10	1.27663	0.00000	0.00000
66	2009.03.13 13:00	close	33	0.10	1.28202	0.00000	0.00000	-42.04	9654.43
67	2009.03.16 02:00	sell	34	0.10	1.27505	0.00000	0.00000
68	2009.03.16 21:00	close	34	0.10	1.27379	0.00000	0.00000	9.89	9664.32
69	2009.03.17 01:00	sell	35	0.10	1.27130	0.00000	0.00000
70	2009.03.17 08:00	close	35	0.10	1.27239	0.00000	0.00000	-8.57	9655.75
71	2009.03.18 03:00	sell	36	0.10	1.26909	0.00000	0.00000
72	2009.03.18 10:00	close	36	0.10	1.27214	0.00000	0.00000	-23.98	9631.77
73	2009.03.19 04:00	sell	37	0.10	1.24939	0.00000	0.00000
74	2009.03.20 03:00	close	37	0.10	1.24331	0.00000	0.00000	48.84	9680.61
75	2009.03.23 01:00	sell	38	0.10	1.23790	0.00000	0.00000
76	2009.03.24 17:00	close	38	0.10	1.22668	0.00000	0.00000	91.41	9772.02
77	2009.03.25 03:00	sell	39	0.10	1.23099	0.00000	0.00000
78	2009.03.25 19:00	close	39	0.10	1.23097	0.00000	0.00000	0.16	9772.18
79	2009.03.30 05:00	buy	40	0.10	1.24219	0.00000	0.00000
80	2009.03.31 10:00	close	40	0.10	1.25362	0.00000	0.00000	91.13	9863.31
81	2009.04.01 00:00	buy	41	0.10	1.26324	0.00000	0.00000
82	2009.04.01 21:00	close	41	0.10	1.25899	0.00000	0.00000	-33.76	9829.55
83	2009.04.02 02:00	buy	42	0.10	1.25949	0.00000	0.00000
84	2009.04.02 13:00	close	42	0.10	1.25020	0.00000	0.00000	-74.31	9755.24
85	2009.04.03 08:00	sell	43	0.10	1.24070	0.00000	0.00000
86	2009.04.06 14:00	close	43	0.10	1.23279	0.00000	0.00000	64.10	9819.34
87	2009.04.07 01:00	sell	44	0.10	1.23905	0.00000	0.00000
88	2009.04.07 02:00	close	44	0.10	1.24529	0.00000	0.00000	-50.11	9769.23
89	2009.04.08 01:00	sell	45	0.10	1.23621	0.00000	0.00000
90	2009.04.08 03:00	close	45	0.10	1.24089	0.00000	0.00000	-37.71	9731.52
91	2009.04.09 05:00	sell	46	0.10	1.23765	0.00000	0.00000
92	2009.04.09 13:00	close	46	0.10	1.23689	0.00000	0.00000	6.14	9737.66
93	2009.04.10 05:00	sell	47	0.10	1.22467	0.00000	0.00000
94	2009.04.10 12:00	close	47	0.10	1.22896	0.00000	0.00000	-34.91	9702.75
95	2009.04.13 13:00	sell	48	0.10	1.22538	0.00000	0.00000
96	2009.04.13 16:00	close	48	0.10	1.22956	0.00000	0.00000	-34.00	9668.75
97	2009.04.14 02:00	sell	49	0.10	1.21915	0.00000	0.00000
98	2009.04.14 05:00	close	49	0.10	1.22434	0.00000	0.00000	-42.39	9626.36
99	2009.04.15 00:00	sell	50	0.10	1.21395	0.00000	0.00000
100	2009.04.15 04:00	close	50	0.10	1.21739	0.00000	0.00000	-28.26	9598.10
101	2009.04.16 03:00	sell	51	0.10	1.20029	0.00000	0.00000
102	2009.04.16 12:00	close	51	0.10	1.20871	0.00000	0.00000	-69.66	9528.44
103	2009.04.17 01:00	sell	52	0.10	1.20927	0.00000	0.00000
104	2009.04.17 14:00	close	52	0.10	1.21156	0.00000	0.00000	-18.90	9509.54
105	2009.04.20 00:00	sell	53	0.10	1.21400	0.00000	0.00000
106	2009.04.20 10:00	close	53	0.10	1.22123	0.00000	0.00000	-59.20	9450.34
107	2009.04.21 06:00	buy	54	0.10	1.23793	0.00000	0.00000
108	2009.04.21 18:00	close	54	0.10	1.23592	0.00000	0.00000	-16.26	9434.08
109	2009.04.22 00:00	buy	55	0.10	1.23738	0.00000	0.00000
110	2009.04.22 16:00	close	55	0.10	1.23830	0.00000	0.00000	7.43	9441.51
111	2009.04.23 09:00	buy	56	0.10	1.23835	0.00000	0.00000
112	2009.04.23 11:00	close	56	0.10	1.23753	0.00000	0.00000	-6.63	9434.88
113	2009.04.27 07:00	sell	57	0.10	1.21652	0.00000	0.00000
114	2009.04.27 09:00	close	57	0.10	1.21846	0.00000	0.00000	-15.92	9418.96
115	2009.04.28 00:00	sell	58	0.10	1.21905	0.00000	0.00000
116	2009.04.28 09:00	close	58	0.10	1.22509	0.00000	0.00000	-49.30	9369.66
117	2009.04.29 03:00	sell	59	0.10	1.21759	0.00000	0.00000
118	2009.05.04 13:00	close	59	0.10	1.18977	0.00000	0.00000	233.54	9603.20
119	2009.05.05 05:00	sell	60	0.10	1.17252	0.00000	0.00000
120	2009.05.05 17:00	close	60	0.10	1.17775	0.00000	0.00000	-44.41	9558.79
121	2009.05.06 01:00	sell	61	0.10	1.17423	0.00000	0.00000
122	2009.05.06 02:00	close	61	0.10	1.17702	0.00000	0.00000	-23.70	9535.09
123	2009.05.07 13:00	sell	62	0.10	1.16820	0.00000	0.00000
124	2009.05.07 16:00	close	62	0.10	1.16974	0.00000	0.00000	-13.17	9521.92
125	2009.05.08 05:00	sell	63	0.10	1.17176	0.00000	0.00000
126	2009.05.11 15:00	close	63	0.10	1.15729	0.00000	0.00000	124.97	9646.89
127	2009.05.12 10:00	sell	64	0.10	1.16219	0.00000	0.00000
128	2009.05.12 13:00	close	64	0.10	1.16346	0.00000	0.00000	-10.92	9635.97
129	2009.05.13 00:00	sell	65	0.10	1.16195	0.00000	0.00000
130	2009.05.13 12:00	close	65	0.10	1.16269	0.00000	0.00000	-6.36	9629.61
131	2009.05.14 09:00	buy	66	0.10	1.17453	0.00000	0.00000
132	2009.05.14 21:00	close	66	0.10	1.16966	0.00000	0.00000	-41.64	9587.97
133	2009.05.20 06:00	sell	67	0.10	1.15566	0.00000	0.00000
134	2009.05.21 14:00	close	67	0.10	1.14620	0.00000	0.00000	82.35	9670.32
135	2009.05.25 07:00	sell	68	0.10	1.12384	0.00000	0.00000
136	2009.05.25 10:00	close	68	0.10	1.12725	0.00000	0.00000	-30.25	9640.07
137	2009.05.26 05:00	sell	69	0.10	1.12684	0.00000	0.00000
138	2009.05.26 09:00	close	69	0.10	1.12909	0.00000	0.00000	-19.93	9620.14
139	2009.05.27 09:00	sell	70	0.10	1.11552	0.00000	0.00000
140	2009.05.27 22:00	close	70	0.10	1.11967	0.00000	0.00000	-37.06	9583.08
141	2009.05.28 00:00	sell	71	0.10	1.12202	0.00000	0.00000
142	2009.05.28 14:00	close	71	0.10	1.12101	0.00000	0.00000	9.01	9592.09
143	2009.06.01 04:00	sell	72	0.10	1.08867	0.00000	0.00000
144	2009.06.01 22:00	close	72	0.10	1.09135	0.00000	0.00000	-24.56	9567.53
145	2009.06.02 00:00	sell	73	0.10	1.09129	0.00000	0.00000
146	2009.06.02 03:00	close	73	0.10	1.09312	0.00000	0.00000	-16.74	9550.79
147	2009.06.03 03:00	sell	74	0.10	1.08324	0.00000	0.00000
148	2009.06.03 11:00	close	74	0.10	1.08586	0.00000	0.00000	-24.13	9526.66
149	2009.06.08 06:00	buy	75	0.10	1.11749	0.00000	0.00000
150	2009.06.08 21:00	close	75	0.10	1.11804	0.00000	0.00000	4.92	9531.58
151	2009.06.09 00:00	buy	76	0.10	1.11648	0.00000	0.00000
152	2009.06.09 08:00	close	76	0.10	1.11649	0.00000	0.00000	0.09	9531.67
153	2009.06.10 14:00	sell	77	0.10	1.09941	0.00000	0.00000
154	2009.06.10 15:00	close	77	0.10	1.10588	0.00000	0.00000	-58.51	9473.16
155	2009.06.12 01:00	sell	78	0.10	1.10214	0.00000	0.00000
156	2009.06.12 03:00	close	78	0.10	1.10312	0.00000	0.00000	-8.88	9464.28
157	2009.06.15 23:00	buy	79	0.10	1.13369	0.00000	0.00000
158	2009.06.16 10:00	close	79	0.10	1.12966	0.00000	0.00000	-35.72	9428.56
159	2009.06.17 05:00	buy	80	0.10	1.13454	0.00000	0.00000
160	2009.06.17 06:00	close	80	0.10	1.13118	0.00000	0.00000	-29.70	9398.86
161	2009.06.18 03:00	buy	81	0.10	1.13194	0.00000	0.00000
162	2009.06.18 09:00	close	81	0.10	1.13083	0.00000	0.00000	-9.82	9389.04
163	2009.06.19 02:00	buy	82	0.10	1.13265	0.00000	0.00000
164	2009.06.19 06:00	close	82	0.10	1.13121	0.00000	0.00000	-12.73	9376.31
165	2009.06.23 02:00	buy	83	0.10	1.15509	0.00000	0.00000
166	2009.06.23 15:00	close	83	0.10	1.14871	0.00000	0.00000	-55.54	9320.77
167	2009.06.24 04:00	buy	84	0.10	1.14876	0.00000	0.00000
168	2009.06.24 15:00	close	84	0.10	1.14315	0.00000	0.00000	-49.07	9271.70
169	2009.06.25 05:00	buy	85	0.10	1.15489	0.00000	0.00000
170	2009.06.25 23:00	close	85	0.10	1.15414	0.00000	0.00000	-6.50	9265.20
171	2009.06.26 00:00	buy	86	0.10	1.15538	0.00000	0.00000
172	2009.06.26 17:00	close	86	0.10	1.15029	0.00000	0.00000	-44.25	9220.95
173	2009.06.30 15:00	buy	87	0.10	1.15509	0.00000	0.00000
174	2009.07.01 10:00	close	87	0.10	1.15752	0.00000	0.00000	20.94	9241.89
175	2009.07.02 00:00	sell	88	0.10	1.14830	0.00000	0.00000
176	2009.07.02 10:00	close	88	0.10	1.15147	0.00000	0.00000	-27.53	9214.36
177	2009.07.03 05:00	buy	89	0.10	1.16008	0.00000	0.00000
178	2009.07.03 09:00	close	89	0.10	1.15697	0.00000	0.00000	-26.88	9187.48
179	2009.07.06 01:00	buy	90	0.10	1.16278	0.00000	0.00000
180	2009.07.06 16:00	close	90	0.10	1.16118	0.00000	0.00000	-13.78	9173.70
181	2009.07.08 08:00	buy	91	0.10	1.16376	0.00000	0.00000
182	2009.07.08 16:00	close	91	0.10	1.16159	0.00000	0.00000	-18.68	9155.02
183	2009.07.09 01:00	buy	92	0.10	1.16713	0.00000	0.00000
184	2009.07.09 02:00	close	92	0.10	1.16368	0.00000	0.00000	-29.65	9125.37
185	2009.07.13 14:00	buy	93	0.10	1.16339	0.00000	0.00000
186	2009.07.13 17:00	close	93	0.10	1.16067	0.00000	0.00000	-23.43	9101.94
187	2009.07.14 06:00	sell	94	0.10	1.15103	0.00000	0.00000
188	2009.07.17 04:00	close	94	0.10	1.11997	0.00000	0.00000	277.04	9378.98
189	2009.07.20 18:00	sell	95	0.10	1.10651	0.00000	0.00000
190	2009.07.21 07:00	close	95	0.10	1.10889	0.00000	0.00000	-21.52	9357.46
191	2009.07.22 04:00	sell	96	0.10	1.10570	0.00000	0.00000
192	2009.07.22 10:00	close	96	0.10	1.10793	0.00000	0.00000	-20.13	9337.33
193	2009.07.23 03:00	sell	97	0.10	1.10026	0.00000	0.00000
194	2009.07.27 02:00	close	97	0.10	1.08766	0.00000	0.00000	115.73	9453.06
195	2009.07.28 00:00	sell	98	0.10	1.08061	0.00000	0.00000
196	2009.07.28 14:00	close	98	0.10	1.08098	0.00000	0.00000	-3.42	9449.64
197	2009.07.29 03:00	sell	99	0.10	1.08038	0.00000	0.00000
198	2009.07.29 06:00	close	99	0.10	1.08296	0.00000	0.00000	-23.82	9425.82
199	2009.08.03 22:00	sell	100	0.10	1.06626	0.00000	0.00000
200	2009.08.04 10:00	close	100	0.10	1.06966	0.00000	0.00000	-31.85	9393.97
201	2009.08.05 01:00	sell	101	0.10	1.07177	0.00000	0.00000
202	2009.08.05 03:00	close	101	0.10	1.07175	0.00000	0.00000	0.19	9394.16
203	2009.08.06 04:00	sell	102	0.10	1.06914	0.00000	0.00000
204	2009.08.06 05:00	close	102	0.10	1.07220	0.00000	0.00000	-28.54	9365.62
205	2009.08.07 01:00	sell	103	0.10	1.07701	0.00000	0.00000
206	2009.08.07 12:00	close	103	0.10	1.08133	0.00000	0.00000	-39.95	9325.67
207	2009.08.10 01:00	buy	104	0.10	1.08429	0.00000	0.00000
208	2009.08.10 13:00	close	104	0.10	1.08057	0.00000	0.00000	-34.43	9291.24
209	2009.08.11 01:00	buy	105	0.10	1.08870	0.00000	0.00000
210	2009.08.12 16:00	close	105	0.10	1.09613	0.00000	0.00000	67.73	9358.97
211	2009.08.13 08:00	buy	106	0.10	1.09020	0.00000	0.00000
212	2009.08.13 11:00	close	106	0.10	1.08502	0.00000	0.00000	-47.74	9311.23
213	2009.08.14 00:00	buy	107	0.10	1.08789	0.00000	0.00000
214	2009.08.14 03:00	close	107	0.10	1.08532	0.00000	0.00000	-23.68	9287.55
215	2009.08.17 22:00	buy	108	0.10	1.10762	0.00000	0.00000
216	2009.08.18 04:00	close	108	0.10	1.10453	0.00000	0.00000	-28.03	9259.52
217	2009.08.19 08:00	buy	109	0.10	1.10698	0.00000	0.00000
218	2009.08.19 16:00	close	109	0.10	1.10489	0.00000	0.00000	-18.92	9240.60
219	2009.08.20 05:00	buy	110	0.10	1.09850	0.00000	0.00000
220	2009.08.20 11:00	close	110	0.10	1.09450	0.00000	0.00000	-36.55	9204.05
221	2009.08.21 05:00	sell	111	0.10	1.08847	0.00000	0.00000
222	2009.08.21 06:00	close	111	0.10	1.09347	0.00000	0.00000	-45.73	9158.32
223	2009.08.24 11:00	sell	112	0.10	1.08000	0.00000	0.00000
224	2009.08.25 09:00	close	112	0.10	1.08001	0.00000	0.00000	-0.15	9158.17
225	2009.08.26 08:00	sell	113	0.10	1.08391	0.00000	0.00000
226	2009.08.26 10:00	close	113	0.10	1.08835	0.00000	0.00000	-40.80	9117.37
227	2009.08.27 06:00	buy	114	0.10	1.09835	0.00000	0.00000
228	2009.08.27 14:00	close	114	0.10	1.09491	0.00000	0.00000	-31.42	9085.95
229	2009.08.31 19:00	buy	115	0.10	1.09836	0.00000	0.00000
230	2009.08.31 20:00	close	115	0.10	1.09468	0.00000	0.00000	-33.62	9052.33
231	2009.09.01 00:00	buy	116	0.10	1.09486	0.00000	0.00000
232	2009.09.01 10:00	close	116	0.10	1.08771	0.00000	0.00000	-65.73	8986.60
233	2009.09.02 02:00	buy	117	0.10	1.10430	0.00000	0.00000
234	2009.09.03 05:00	close	117	0.10	1.10335	0.00000	0.00000	-8.76	8977.84
235	2009.09.04 00:00	buy	118	0.10	1.10222	0.00000	0.00000
236	2009.09.04 06:00	close	118	0.10	1.10201	0.00000	0.00000	-1.91	8975.93
237	2009.09.07 20:00	sell	119	0.10	1.07657	0.00000	0.00000
238	2009.09.08 18:00	close	119	0.10	1.07664	0.00000	0.00000	-0.71	8975.22
239	2009.09.09 01:00	sell	120	0.10	1.07857	0.00000	0.00000
240	2009.09.09 05:00	close	120	0.10	1.07797	0.00000	0.00000	5.57	8980.79
241	2009.09.10 03:00	sell	121	0.10	1.07833	0.00000	0.00000
242	2009.09.10 04:00	close	121	0.10	1.07967	0.00000	0.00000	-12.41	8968.38
243	2009.09.11 04:00	sell	122	0.10	1.07811	0.00000	0.00000
244	2009.09.11 19:00	close	122	0.10	1.07799	0.00000	0.00000	1.11	8969.49
245	2009.09.14 20:00	buy	123	0.10	1.08628	0.00000	0.00000
246	2009.09.14 22:00	close	123	0.10	1.08315	0.00000	0.00000	-28.90	8940.59
247	2009.09.16 20:00	sell	124	0.10	1.06782	0.00000	0.00000
248	2009.09.17 14:00	close	124	0.10	1.06754	0.00000	0.00000	2.44	8943.04
249	2009.09.18 01:00	sell	125	0.10	1.06497	0.00000	0.00000
250	2009.09.18 02:00	close	125	0.10	1.06623	0.00000	0.00000	-11.82	8931.22
251	2009.09.21 07:00	sell	126	0.10	1.06986	0.00000	0.00000
252	2009.09.21 10:00	close	126	0.10	1.07555	0.00000	0.00000	-52.90	8878.32
253	2009.09.23 22:00	buy	127	0.10	1.07560	0.00000	0.00000
254	2009.09.24 09:00	close	127	0.10	1.07276	0.00000	0.00000	-26.62	8851.70
255	2009.09.25 09:00	buy	128	0.10	1.08829	0.00000	0.00000
256	2009.09.28 17:00	close	128	0.10	1.09065	0.00000	0.00000	21.59	8873.28
257	2009.09.29 22:00	buy	129	0.10	1.08585	0.00000	0.00000
258	2009.09.30 04:00	close	129	0.10	1.08091	0.00000	0.00000	-45.75	8827.53
259	2009.10.01 10:00	sell	130	0.10	1.07092	0.00000	0.00000
260	2009.10.01 13:00	close	130	0.10	1.07507	0.00000	0.00000	-38.60	8788.93
261	2009.10.05 11:00	sell	131	0.10	1.07688	0.00000	0.00000
262	2009.10.07 15:00	close	131	0.10	1.06126	0.00000	0.00000	147.06	8936.00
263	2009.10.08 01:00	sell	132	0.10	1.06107	0.00000	0.00000
264	2009.10.08 16:00	close	132	0.10	1.06172	0.00000	0.00000	-6.12	8929.88
265	2009.10.09 06:00	sell	133	0.10	1.05362	0.00000	0.00000
266	2009.10.09 11:00	close	133	0.10	1.05541	0.00000	0.00000	-16.96	8912.92
267	2009.10.12 00:00	sell	134	0.10	1.04233	0.00000	0.00000
268	2009.10.13 10:00	close	134	0.10	1.03688	0.00000	0.00000	52.50	8965.42
269	2009.10.14 02:00	sell	135	0.10	1.03172	0.00000	0.00000
270	2009.10.15 12:00	close	135	0.10	1.02698	0.00000	0.00000	45.97	9011.39
271	2009.10.20 16:00	buy	136	0.10	1.04106	0.00000	0.00000
272	2009.10.21 17:00	close	136	0.10	1.04372	0.00000	0.00000	25.44	9036.83
273	2009.10.22 00:00	buy	137	0.10	1.04308	0.00000	0.00000
274	2009.10.22 17:00	close	137	0.10	1.04601	0.00000	0.00000	28.01	9064.84
275	2009.10.23 03:00	buy	138	0.10	1.04831	0.00000	0.00000
276	2009.10.23 05:00	close	138	0.10	1.04716	0.00000	0.00000	-10.98	9053.86
277	2009.10.26 05:00	buy	139	0.10	1.05212	0.00000	0.00000
278	2009.10.27 17:00	close	139	0.10	1.06443	0.00000	0.00000	115.60	9169.46
279	2009.10.28 00:00	buy	140	0.10	1.06466	0.00000	0.00000
280	2009.10.28 03:00	close	140	0.10	1.06423	0.00000	0.00000	-4.04	9165.42
281	2009.10.29 05:00	buy	141	0.10	1.07901	0.00000	0.00000
282	2009.10.29 14:00	close	141	0.10	1.07210	0.00000	0.00000	-64.45	9100.97
283	2009.10.30 04:00	buy	142	0.10	1.06805	0.00000	0.00000
284	2009.11.02 16:00	close	142	0.10	1.07740	0.00000	0.00000	86.73	9187.70
285	2009.11.03 00:00	buy	143	0.10	1.07764	0.00000	0.00000
286	2009.11.03 07:00	close	143	0.10	1.07663	0.00000	0.00000	-9.38	9178.32
287	2009.11.04 04:00	sell	144	0.10	1.06632	0.00000	0.00000
288	2009.11.05 03:00	close	144	0.10	1.06547	0.00000	0.00000	7.80	9186.12
289	2009.11.06 01:00	sell	145	0.10	1.06498	0.00000	0.00000
290	2009.11.06 08:00	close	145	0.10	1.06539	0.00000	0.00000	-3.85	9182.27
291	2009.11.10 01:00	sell	146	0.10	1.05528	0.00000	0.00000
292	2009.11.12 10:00	close	146	0.10	1.04640	0.00000	0.00000	84.62	9266.90
293	2009.11.13 07:00	sell	147	0.10	1.05442	0.00000	0.00000
294	2009.11.13 11:00	close	147	0.10	1.05398	0.00000	0.00000	4.17	9271.07
295	2009.11.16 01:00	sell	148	0.10	1.04904	0.00000	0.00000
296	2009.11.17 00:00	close	148	0.10	1.04830	0.00000	0.00000	7.00	9278.07
297	2009.11.19 22:00	buy	149	0.10	1.06375	0.00000	0.00000
298	2009.11.23 03:00	close	149	0.10	1.06646	0.00000	0.00000	25.31	9303.38
299	2009.11.24 13:00	buy	150	0.10	1.06112	0.00000	0.00000
300	2009.11.24 14:00	close	150	0.10	1.05756	0.00000	0.00000	-33.66	9269.72
301	2009.11.25 18:00	sell	151	0.10	1.04981	0.00000	0.00000
302	2009.11.26 07:00	close	151	0.10	1.05106	0.00000	0.00000	-12.07	9257.65
303	2009.11.27 21:00	buy	152	0.10	1.06241	0.00000	0.00000
304	2009.11.30 03:00	close	152	0.10	1.05605	0.00000	0.00000	-60.27	9197.38
305	2009.12.01 00:00	sell	153	0.10	1.05597	0.00000	0.00000
306	2009.12.02 15:00	close	153	0.10	1.04828	0.00000	0.00000	73.30	9270.68
307	2009.12.03 01:00	sell	154	0.10	1.04918	0.00000	0.00000
308	2009.12.03 11:00	close	154	0.10	1.04945	0.00000	0.00000	-2.57	9268.11
309	2009.12.04 13:00	sell	155	0.10	1.05225	0.00000	0.00000
310	2009.12.04 20:00	close	155	0.10	1.05748	0.00000	0.00000	-49.46	9218.65
311	2009.12.07 09:00	buy	156	0.10	1.05538	0.00000	0.00000
312	2009.12.07 15:00	close	156	0.10	1.05543	0.00000	0.00000	0.47	9219.12
313	2009.12.09 01:00	buy	157	0.10	1.06519	0.00000	0.00000
314	2009.12.09 12:00	close	157	0.10	1.05987	0.00000	0.00000	-50.19	9168.93
315	2009.12.10 18:00	sell	158	0.10	1.05174	0.00000	0.00000
316	2009.12.11 16:00	close	158	0.10	1.05302	0.00000	0.00000	-12.22	9156.71
317	2009.12.14 08:00	buy	159	0.10	1.05865	0.00000	0.00000
318	2009.12.14 18:00	close	159	0.10	1.05892	0.00000	0.00000	2.55	9159.26
319	2009.12.15 00:00	buy	160	0.10	1.05991	0.00000	0.00000
320	2009.12.15 06:00	close	160	0.10	1.05559	0.00000	0.00000	-40.92	9118.34
321	2009.12.16 05:00	buy	161	0.10	1.06156	0.00000	0.00000
322	2009.12.16 10:00	close	161	0.10	1.05972	0.00000	0.00000	-17.36	9100.98
323	2009.12.17 18:00	buy	162	0.10	1.07168	0.00000	0.00000
324	2009.12.18 04:00	close	162	0.10	1.06684	0.00000	0.00000	-45.42	9055.56
325	2009.12.21 00:00	buy	163	0.10	1.06813	0.00000	0.00000
326	2009.12.21 04:00	close	163	0.10	1.06681	0.00000	0.00000	-12.37	9043.19
327	2009.12.22 18:00	sell	164	0.10	1.05524	0.00000	0.00000
328	2009.12.28 00:00	close	164	0.10	1.04838	0.00000	0.00000	65.08	9108.27
329	2009.12.29 05:00	sell	165	0.10	1.04356	0.00000	0.00000
330	2009.12.29 21:00	close	165	0.10	1.04371	0.00000	0.00000	-1.44	9106.83
331	2009.12.30 11:00	sell	166	0.10	1.04725	0.00000	0.00000
332	2009.12.30 16:00	close	166	0.10	1.05381	0.00000	0.00000	-62.25	9044.58
333	2009.12.31 07:00	buy	167	0.10	1.05397	0.00000	0.00000
334	2009.12.31 08:00	close	167	0.10	1.04964	0.00000	0.00000	-41.25	9003.33