Report Result : NinaEA v03 - Desynced Forex Repository

Strategy Tester Report

NinaEA v03

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=0.1; MaximumRisk=0.02; DecreaseFactor=3; MovingPeriod=12; MovingShift=6; PeriodWATR=10; Kwatr=1; highlow=0; cbars=1000; from=0; maP=50; lots=0.1; SMAspread=0; StopLoss=0; Slippage=4;

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

Initial deposit	10000.00
Total net profit	-2507.75	Gross profit	4766.69	Gross loss	-7274.44
Profit factor	0.66	Expected payoff	-13.56
Absolute drawdown	2989.87	Maximal drawdown	3642.88 (34.20%)	Relative drawdown	34.20% (3642.88)

Total trades	185	Short positions (won %)	98 (35.71%)	Long positions (won %)	87 (26.44%)
		Profit trades (% of total)	58 (31.35%)	Loss trades (% of total)	127 (68.65%)
Largest		profit trade	434.41	loss trade	-870.78
Average		profit trade	82.18	loss trade	-57.28
Maximum		consecutive wins (profit in money)	4 (472.80)	consecutive losses (loss in money)	11 (-284.47)
Maximal		consecutive profit (count of wins)	472.80 (4)	consecutive loss (count of losses)	-1036.11 (3)
Average		consecutive wins	2	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.01.06 11:00	sell	1	0.20	1.18940	0.00000	0.00000
2	2009.01.06 12:00	close	1	0.20	1.19222	0.00000	0.00000	-47.31	9952.69
3	2009.01.07 09:00	sell	2	0.20	1.18200	0.00000	0.00000
4	2009.01.07 13:00	close	2	0.20	1.18393	0.00000	0.00000	-32.60	9920.09
5	2009.01.12 05:00	buy	3	0.10	1.19100	0.00000	0.00000
6	2009.01.15 11:00	close	3	0.10	1.24512	0.00000	0.00000	434.41	10354.50
7	2009.01.15 14:00	buy	4	0.20	1.24829	0.00000	0.00000
8	2009.01.15 15:00	close	4	0.20	1.24662	0.00000	0.00000	-26.79	10327.71
9	2009.01.16 01:00	sell	5	0.20	1.25146	0.00000	0.00000
10	2009.01.19 02:00	close	5	0.20	1.24410	0.00000	0.00000	118.22	10445.93
11	2009.01.19 10:00	sell	6	0.20	1.24487	0.00000	0.00000
12	2009.01.19 13:00	close	6	0.20	1.24438	0.00000	0.00000	7.88	10453.81
13	2009.01.21 08:00	buy	7	0.20	1.26603	0.00000	0.00000
14	2009.01.21 12:00	close	7	0.20	1.26258	0.00000	0.00000	-54.65	10399.16
15	2009.01.21 14:00	buy	8	0.20	1.26503	0.00000	0.00000
16	2009.01.21 16:00	close	8	0.20	1.26081	0.00000	0.00000	-66.94	10332.22
17	2009.01.21 17:00	buy	9	0.10	1.27261	0.00000	0.00000
18	2009.01.28 00:00	close	9	0.10	1.22439	0.00000	0.00000	-394.18	9938.03
19	2009.01.28 01:00	buy	10	0.10	1.22523	0.00000	0.00000
20	2009.01.28 07:00	close	10	0.10	1.22634	0.00000	0.00000	9.05	9947.08
21	2009.01.28 08:00	buy	11	0.20	1.22812	0.00000	0.00000
22	2009.01.29 13:00	close	11	0.20	1.21408	0.00000	0.00000	-231.59	9715.49
23	2009.01.29 14:00	buy	12	0.20	1.21716	0.00000	0.00000
24	2009.01.29 15:00	close	12	0.20	1.21460	0.00000	0.00000	-42.15	9673.34
25	2009.01.29 16:00	buy	13	0.10	1.21843	0.00000	0.00000
26	2009.02.03 05:00	close	13	0.10	1.24059	0.00000	0.00000	178.47	9851.81
27	2009.02.03 07:00	buy	14	0.20	1.24343	0.00000	0.00000
28	2009.02.03 09:00	close	14	0.20	1.24177	0.00000	0.00000	-26.74	9825.07
29	2009.02.03 10:00	buy	15	0.20	1.24556	0.00000	0.00000
30	2009.02.03 16:00	close	15	0.20	1.24148	0.00000	0.00000	-65.73	9759.34
31	2009.02.04 15:00	sell	16	0.10	1.23155	0.00000	0.00000
32	2009.02.05 23:00	close	16	0.10	1.23253	0.00000	0.00000	-8.10	9751.24
33	2009.02.06 19:00	sell	17	0.10	1.23465	0.00000	0.00000
34	2009.02.12 10:00	close	17	0.10	1.24478	0.00000	0.00000	-81.68	9669.56
35	2009.02.16 18:00	buy	18	0.10	1.24365	0.00000	0.00000
36	2009.02.16 19:00	close	18	0.10	1.24295	0.00000	0.00000	-5.63	9663.93
37	2009.02.17 03:00	buy	19	0.10	1.24723	0.00000	0.00000
38	2009.02.18 03:00	close	19	0.10	1.26177	0.00000	0.00000	115.18	9779.11
39	2009.02.18 04:00	buy	20	0.20	1.26423	0.00000	0.00000
40	2009.02.18 05:00	close	20	0.20	1.26316	0.00000	0.00000	-16.94	9762.17
41	2009.02.18 10:00	buy	21	0.20	1.26405	0.00000	0.00000
42	2009.02.18 12:00	close	21	0.20	1.26271	0.00000	0.00000	-21.22	9740.95
43	2009.02.19 17:00	buy	22	0.10	1.25928	0.00000	0.00000
44	2009.02.20 18:00	close	22	0.10	1.25415	0.00000	0.00000	-40.95	9700.00
45	2009.02.23 14:00	buy	23	0.10	1.24866	0.00000	0.00000
46	2009.02.24 05:00	close	23	0.10	1.24928	0.00000	0.00000	4.91	9704.91
47	2009.02.24 13:00	buy	24	0.20	1.25114	0.00000	0.00000
48	2009.02.24 16:00	close	24	0.20	1.24690	0.00000	0.00000	-68.01	9636.90
49	2009.02.25 09:00	sell	25	0.20	1.24305	0.00000	0.00000
50	2009.02.25 10:00	close	25	0.20	1.24326	0.00000	0.00000	-3.38	9633.52
51	2009.02.25 12:00	sell	26	0.10	1.24253	0.00000	0.00000
52	2009.02.25 13:00	close	26	0.10	1.24653	0.00000	0.00000	-32.09	9601.43
53	2009.02.25 14:00	sell	27	0.10	1.24321	0.00000	0.00000
54	2009.02.25 15:00	close	27	0.10	1.24472	0.00000	0.00000	-12.13	9589.30
55	2009.02.26 22:00	buy	28	0.10	1.25322	0.00000	0.00000
56	2009.03.04 08:00	close	28	0.10	1.29209	0.00000	0.00000	300.63	9889.92
57	2009.03.04 12:00	buy	29	0.20	1.29424	0.00000	0.00000
58	2009.03.04 13:00	close	29	0.20	1.29003	0.00000	0.00000	-65.27	9824.65
59	2009.03.06 14:00	sell	30	0.20	1.28478	0.00000	0.00000
60	2009.03.06 17:00	close	30	0.20	1.28655	0.00000	0.00000	-27.52	9797.13
61	2009.03.09 01:00	sell	31	0.10	1.28213	0.00000	0.00000
62	2009.03.11 05:00	close	31	0.10	1.28513	0.00000	0.00000	-23.44	9773.69
63	2009.03.11 12:00	sell	32	0.10	1.28135	0.00000	0.00000
64	2009.03.11 18:00	close	32	0.10	1.28669	0.00000	0.00000	-41.50	9732.19
65	2009.03.12 15:00	buy	33	0.10	1.29128	0.00000	0.00000
66	2009.03.12 18:00	close	33	0.10	1.28502	0.00000	0.00000	-48.72	9683.47
67	2009.03.13 10:00	sell	34	0.10	1.27663	0.00000	0.00000
68	2009.03.13 12:00	close	34	0.10	1.27911	0.00000	0.00000	-19.39	9664.08
69	2009.03.13 14:00	sell	35	0.10	1.27120	0.00000	0.00000
70	2009.03.16 06:00	close	35	0.10	1.27481	0.00000	0.00000	-28.37	9635.71
71	2009.03.16 07:00	sell	36	0.10	1.27365	0.00000	0.00000
72	2009.03.16 21:00	close	36	0.10	1.27338	0.00000	0.00000	2.12	9637.83
73	2009.03.17 03:00	sell	37	0.20	1.26895	0.00000	0.00000
74	2009.03.17 08:00	close	37	0.20	1.27198	0.00000	0.00000	-47.64	9590.19
75	2009.03.17 12:00	sell	38	0.20	1.26972	0.00000	0.00000
76	2009.03.17 13:00	close	38	0.20	1.27401	0.00000	0.00000	-67.35	9522.84
77	2009.03.17 18:00	sell	39	0.10	1.27050	0.00000	0.00000
78	2009.03.17 19:00	close	39	0.10	1.27177	0.00000	0.00000	-9.99	9512.85
79	2009.03.17 20:00	sell	40	0.10	1.27030	0.00000	0.00000
80	2009.03.18 10:00	close	40	0.10	1.27173	0.00000	0.00000	-11.29	9501.56
81	2009.03.18 11:00	sell	41	0.10	1.26668	0.00000	0.00000
82	2009.03.18 12:00	close	41	0.10	1.26933	0.00000	0.00000	-20.88	9480.68
83	2009.03.18 14:00	sell	42	0.10	1.26310	0.00000	0.00000
84	2009.03.18 17:00	close	42	0.10	1.27160	0.00000	0.00000	-66.84	9413.84
85	2009.03.18 20:00	sell	43	0.10	1.24960	0.00000	0.00000
86	2009.03.24 10:00	close	43	0.10	1.22453	0.00000	0.00000	204.43	9618.27
87	2009.03.24 11:00	sell	44	0.20	1.22106	0.00000	0.00000
88	2009.03.24 12:00	close	44	0.20	1.22563	0.00000	0.00000	-74.57	9543.70
89	2009.03.25 20:00	buy	45	0.20	1.23388	0.00000	0.00000
90	2009.03.25 21:00	close	45	0.20	1.22830	0.00000	0.00000	-90.86	9452.84
91	2009.03.25 22:00	buy	46	0.10	1.23131	0.00000	0.00000
92	2009.03.26 01:00	close	46	0.10	1.22967	0.00000	0.00000	-13.49	9439.35
93	2009.03.26 04:00	buy	47	0.10	1.23043	0.00000	0.00000
94	2009.03.26 09:00	close	47	0.10	1.22706	0.00000	0.00000	-27.46	9411.89
95	2009.03.26 11:00	buy	48	0.10	1.23151	0.00000	0.00000
96	2009.03.26 12:00	close	48	0.10	1.22832	0.00000	0.00000	-25.97	9385.92
97	2009.03.26 22:00	buy	49	0.10	1.23046	0.00000	0.00000
98	2009.03.26 23:00	close	49	0.10	1.22885	0.00000	0.00000	-13.10	9372.82
99	2009.03.27 01:00	buy	50	0.10	1.22998	0.00000	0.00000
100	2009.03.27 02:00	close	50	0.10	1.22702	0.00000	0.00000	-24.12	9348.70
101	2009.03.27 10:00	buy	51	0.10	1.23121	0.00000	0.00000
102	2009.04.01 18:00	close	51	0.10	1.26393	0.00000	0.00000	258.73	9607.43
103	2009.04.01 19:00	buy	52	0.20	1.26678	0.00000	0.00000
104	2009.04.01 20:00	close	52	0.20	1.26523	0.00000	0.00000	-24.50	9582.93
105	2009.04.03 11:00	sell	53	0.20	1.23680	0.00000	0.00000
106	2009.04.03 12:00	close	53	0.20	1.23928	0.00000	0.00000	-40.02	9542.91
107	2009.04.03 13:00	sell	54	0.10	1.23895	0.00000	0.00000
108	2009.04.03 14:00	close	54	0.10	1.23978	0.00000	0.00000	-6.69	9536.22
109	2009.04.07 11:00	buy	55	0.10	1.24218	0.00000	0.00000
110	2009.04.08 11:00	close	55	0.10	1.23831	0.00000	0.00000	-31.30	9504.92
111	2009.04.09 07:00	sell	56	0.10	1.23552	0.00000	0.00000
112	2009.04.10 10:00	close	56	0.10	1.22710	0.00000	0.00000	68.57	9573.49
113	2009.04.13 00:00	sell	57	0.20	1.22519	0.00000	0.00000
114	2009.04.14 04:00	close	57	0.20	1.22278	0.00000	0.00000	39.32	9612.81
115	2009.04.14 06:00	sell	58	0.20	1.22136	0.00000	0.00000
116	2009.04.14 09:00	close	58	0.20	1.22243	0.00000	0.00000	-17.51	9595.30
117	2009.04.14 12:00	sell	59	0.20	1.21813	0.00000	0.00000
118	2009.04.15 03:00	close	59	0.20	1.21654	0.00000	0.00000	26.04	9621.34
119	2009.04.15 13:00	sell	60	0.20	1.21167	0.00000	0.00000
120	2009.04.16 17:00	close	60	0.20	1.20642	0.00000	0.00000	86.73	9708.06
121	2009.04.17 14:00	buy	61	0.20	1.21115	0.00000	0.00000
122	2009.04.20 01:00	close	61	0.20	1.21235	0.00000	0.00000	19.70	9727.76
123	2009.04.20 02:00	buy	62	0.20	1.21563	0.00000	0.00000
124	2009.04.21 11:00	close	62	0.20	1.23668	0.00000	0.00000	340.33	10068.09
125	2009.04.21 14:00	buy	63	0.20	1.23855	0.00000	0.00000
126	2009.04.28 17:00	close	63	0.20	1.22020	0.00000	0.00000	-301.48	9766.62
127	2009.04.28 18:00	buy	64	0.20	1.22386	0.00000	0.00000
128	2009.05.01 05:00	close	64	0.20	1.19230	0.00000	0.00000	-529.90	9236.71
129	2009.05.01 18:00	sell	65	0.10	1.18689	0.00000	0.00000
130	2009.05.04 11:00	close	65	0.10	1.18417	0.00000	0.00000	22.92	9259.63
131	2009.05.04 16:00	sell	66	0.20	1.17895	0.00000	0.00000
132	2009.05.05 09:00	close	66	0.20	1.17515	0.00000	0.00000	64.57	9324.20
133	2009.05.05 11:00	sell	67	0.20	1.17295	0.00000	0.00000
134	2009.05.05 17:00	close	67	0.20	1.17734	0.00000	0.00000	-74.57	9249.63
135	2009.05.06 12:00	buy	68	0.20	1.17995	0.00000	0.00000
136	2009.05.06 15:00	close	68	0.20	1.17453	0.00000	0.00000	-92.29	9157.34
137	2009.05.07 14:00	sell	69	0.10	1.16486	0.00000	0.00000
138	2009.05.07 15:00	close	69	0.10	1.16719	0.00000	0.00000	-19.96	9137.38
139	2009.05.12 23:00	buy	70	0.10	1.16247	0.00000	0.00000
140	2009.05.14 10:00	close	70	0.10	1.17179	0.00000	0.00000	79.34	9216.72
141	2009.05.14 13:00	buy	71	0.20	1.17640	0.00000	0.00000
142	2009.05.14 18:00	close	71	0.20	1.17251	0.00000	0.00000	-66.35	9150.37
143	2009.05.15 09:00	buy	72	0.20	1.17344	0.00000	0.00000
144	2009.05.26 08:00	close	72	0.20	1.12453	0.00000	0.00000	-870.78	8279.59
145	2009.05.26 09:00	buy	73	0.10	1.12868	0.00000	0.00000
146	2009.05.28 12:00	close	73	0.10	1.11764	0.00000	0.00000	-98.98	8180.61
147	2009.06.01 20:00	sell	74	0.10	1.08440	0.00000	0.00000
148	2009.06.03 10:00	close	74	0.10	1.08301	0.00000	0.00000	12.73	8193.34
149	2009.06.04 14:00	buy	75	0.20	1.11498	0.00000	0.00000
150	2009.06.16 08:00	close	75	0.20	1.13128	0.00000	0.00000	287.16	8480.50
151	2009.06.16 18:00	buy	76	0.20	1.13253	0.00000	0.00000
152	2009.06.17 06:00	close	76	0.20	1.13118	0.00000	0.00000	-23.97	8456.53
153	2009.06.17 20:00	sell	77	0.20	1.13189	0.00000	0.00000
154	2009.06.18 07:00	close	77	0.20	1.13438	0.00000	0.00000	-44.20	8412.33
155	2009.06.18 08:00	sell	78	0.10	1.13370	0.00000	0.00000
156	2009.06.18 10:00	close	78	0.10	1.13270	0.00000	0.00000	8.83	8421.16
157	2009.06.18 15:00	sell	79	0.20	1.12963	0.00000	0.00000
158	2009.06.18 21:00	close	79	0.20	1.13309	0.00000	0.00000	-61.07	8360.09
159	2009.06.19 09:00	sell	80	0.20	1.13076	0.00000	0.00000
160	2009.06.19 16:00	close	80	0.20	1.13445	0.00000	0.00000	-65.05	8295.04
161	2009.06.19 18:00	sell	81	0.10	1.12851	0.00000	0.00000
162	2009.06.19 19:00	close	81	0.10	1.13405	0.00000	0.00000	-48.85	8246.19
163	2009.06.23 17:00	buy	82	0.10	1.15436	0.00000	0.00000
164	2009.06.23 19:00	close	82	0.10	1.15050	0.00000	0.00000	-33.55	8212.64
165	2009.06.24 15:00	sell	83	0.10	1.14315	0.00000	0.00000
166	2009.06.24 19:00	close	83	0.10	1.14896	0.00000	0.00000	-50.57	8162.07
167	2009.06.26 17:00	sell	84	0.10	1.15029	0.00000	0.00000
168	2009.06.26 18:00	close	84	0.10	1.15274	0.00000	0.00000	-21.25	8140.82
169	2009.06.26 19:00	sell	85	0.10	1.15013	0.00000	0.00000
170	2009.06.26 20:00	close	85	0.10	1.15243	0.00000	0.00000	-19.96	8120.86
171	2009.06.29 16:00	buy	86	0.10	1.15717	0.00000	0.00000
172	2009.06.30 03:00	close	86	0.10	1.15537	0.00000	0.00000	-15.63	8105.23
173	2009.06.30 16:00	buy	87	0.10	1.15678	0.00000	0.00000
174	2009.07.06 07:00	close	87	0.10	1.16032	0.00000	0.00000	30.21	8135.44
175	2009.07.06 08:00	buy	88	0.20	1.16123	0.00000	0.00000
176	2009.07.06 16:00	close	88	0.20	1.16118	0.00000	0.00000	-0.86	8134.58
177	2009.07.06 17:00	buy	89	0.20	1.16250	0.00000	0.00000
178	2009.07.08 07:00	close	89	0.20	1.16218	0.00000	0.00000	-5.71	8128.86
179	2009.07.08 13:00	buy	90	0.10	1.16545	0.00000	0.00000
180	2009.07.08 15:00	close	90	0.10	1.16405	0.00000	0.00000	-12.03	8116.83
181	2009.07.08 18:00	buy	91	0.10	1.16513	0.00000	0.00000
182	2009.07.10 19:00	close	91	0.10	1.16220	0.00000	0.00000	-25.41	8091.42
183	2009.07.10 21:00	buy	92	0.10	1.16303	0.00000	0.00000
184	2009.07.13 13:00	close	92	0.10	1.16225	0.00000	0.00000	-6.76	8084.66
185	2009.07.13 16:00	buy	93	0.10	1.16494	0.00000	0.00000
186	2009.07.13 17:00	close	93	0.10	1.16067	0.00000	0.00000	-36.79	8047.87
187	2009.07.16 05:00	buy	94	0.10	1.11953	0.00000	0.00000
188	2009.07.16 15:00	close	94	0.10	1.11595	0.00000	0.00000	-32.08	8015.79
189	2009.07.17 03:00	buy	95	0.10	1.11833	0.00000	0.00000
190	2009.07.17 11:00	close	95	0.10	1.11778	0.00000	0.00000	-4.92	8010.87
191	2009.07.17 14:00	buy	96	0.10	1.11798	0.00000	0.00000
192	2009.07.21 23:00	close	96	0.10	1.10350	0.00000	0.00000	-131.32	7879.55
193	2009.07.22 02:00	buy	97	0.10	1.10629	0.00000	0.00000
194	2009.07.22 08:00	close	97	0.10	1.10553	0.00000	0.00000	-6.87	7872.68
195	2009.07.22 10:00	buy	98	0.10	1.10752	0.00000	0.00000
196	2009.07.22 13:00	close	98	0.10	1.10512	0.00000	0.00000	-21.72	7850.96
197	2009.07.23 12:00	sell	99	0.10	1.09870	0.00000	0.00000
198	2009.07.27 10:00	close	99	0.10	1.08483	0.00000	0.00000	127.75	7978.71
199	2009.07.28 06:00	sell	100	0.20	1.08092	0.00000	0.00000
200	2009.07.28 14:00	close	100	0.20	1.08057	0.00000	0.00000	6.48	7985.19
201	2009.07.28 15:00	sell	101	0.20	1.07875	0.00000	0.00000
202	2009.07.28 16:00	close	101	0.20	1.08077	0.00000	0.00000	-37.38	7947.81
203	2009.07.29 03:00	sell	102	0.20	1.08038	0.00000	0.00000
204	2009.07.29 08:00	close	102	0.20	1.08362	0.00000	0.00000	-59.80	7888.01
205	2009.07.30 06:00	buy	103	0.10	1.09018	0.00000	0.00000
206	2009.07.30 08:00	close	103	0.10	1.08695	0.00000	0.00000	-29.72	7858.29
207	2009.07.31 01:00	sell	104	0.10	1.08385	0.00000	0.00000
208	2009.07.31 15:00	close	104	0.10	1.08271	0.00000	0.00000	10.53	7868.82
209	2009.07.31 18:00	sell	105	0.20	1.07898	0.00000	0.00000
210	2009.08.03 09:00	close	105	0.20	1.07863	0.00000	0.00000	6.39	7875.21
211	2009.08.03 10:00	sell	106	0.20	1.07672	0.00000	0.00000
212	2009.08.04 06:00	close	106	0.20	1.06696	0.00000	0.00000	182.85	8058.06
213	2009.08.04 12:00	sell	107	0.20	1.06598	0.00000	0.00000
214	2009.08.04 13:00	close	107	0.20	1.06851	0.00000	0.00000	-47.36	8010.70
215	2009.08.06 06:00	sell	108	0.20	1.07092	0.00000	0.00000
216	2009.08.06 11:00	close	108	0.20	1.07126	0.00000	0.00000	-6.35	8004.35
217	2009.08.07 10:00	buy	109	0.10	1.07766	0.00000	0.00000
218	2009.08.10 04:00	close	109	0.10	1.08174	0.00000	0.00000	37.67	8042.02
219	2009.08.10 15:00	buy	110	0.20	1.08478	0.00000	0.00000
220	2009.08.14 03:00	close	110	0.20	1.08532	0.00000	0.00000	9.35	8051.36
221	2009.08.14 08:00	sell	111	0.20	1.08680	0.00000	0.00000
222	2009.08.19 08:00	close	111	0.20	1.10657	0.00000	0.00000	-357.62	7693.74
223	2009.08.20 11:00	sell	112	0.20	1.09450	0.00000	0.00000
224	2009.08.20 13:00	close	112	0.20	1.09659	0.00000	0.00000	-38.12	7655.62
225	2009.08.20 17:00	sell	113	0.10	1.09472	0.00000	0.00000
226	2009.08.21 06:00	close	113	0.10	1.09306	0.00000	0.00000	15.14	7670.76
227	2009.08.21 09:00	sell	114	0.20	1.08836	0.00000	0.00000
228	2009.08.24 09:00	close	114	0.20	1.08144	0.00000	0.00000	127.88	7798.64
229	2009.08.24 11:00	sell	115	0.20	1.08000	0.00000	0.00000
230	2009.08.24 13:00	close	115	0.20	1.08029	0.00000	0.00000	-5.37	7793.27
231	2009.08.24 14:00	sell	116	0.20	1.07799	0.00000	0.00000
232	2009.08.25 09:00	close	116	0.20	1.07960	0.00000	0.00000	-29.93	7763.34
233	2009.08.25 14:00	sell	117	0.10	1.07566	0.00000	0.00000
234	2009.08.25 17:00	close	117	0.10	1.07924	0.00000	0.00000	-33.17	7730.17
235	2009.08.26 09:00	buy	118	0.10	1.08644	0.00000	0.00000
236	2009.08.27 12:00	close	118	0.10	1.09713	0.00000	0.00000	97.29	7827.46
237	2009.08.27 16:00	buy	119	0.20	1.09879	0.00000	0.00000
238	2009.08.27 18:00	close	119	0.20	1.09602	0.00000	0.00000	-50.55	7776.91
239	2009.08.28 10:00	sell	120	0.20	1.08756	0.00000	0.00000
240	2009.08.28 18:00	close	120	0.20	1.08766	0.00000	0.00000	-1.84	7775.07
241	2009.08.31 20:00	sell	121	0.10	1.09468	0.00000	0.00000
242	2009.09.01 12:00	close	121	0.10	1.09406	0.00000	0.00000	5.62	7780.69
243	2009.09.02 10:00	buy	122	0.20	1.10583	0.00000	0.00000
244	2009.09.02 11:00	close	122	0.20	1.10274	0.00000	0.00000	-56.04	7724.65
245	2009.09.02 12:00	buy	123	0.20	1.10337	0.00000	0.00000
246	2009.09.03 23:00	close	123	0.20	1.10168	0.00000	0.00000	-30.98	7693.67
247	2009.09.04 01:00	buy	124	0.10	1.10204	0.00000	0.00000
248	2009.09.04 06:00	close	124	0.10	1.10201	0.00000	0.00000	-0.27	7693.40
249	2009.09.08 08:00	sell	125	0.10	1.07677	0.00000	0.00000
250	2009.09.11 15:00	close	125	0.10	1.07758	0.00000	0.00000	-7.77	7685.62
251	2009.09.11 16:00	sell	126	0.10	1.07561	0.00000	0.00000
252	2009.09.11 19:00	close	126	0.10	1.07758	0.00000	0.00000	-18.28	7667.34
253	2009.09.14 19:00	sell	127	0.10	1.08518	0.00000	0.00000
254	2009.09.15 10:00	close	127	0.10	1.08431	0.00000	0.00000	7.97	7675.31
255	2009.09.15 16:00	sell	128	0.20	1.08062	0.00000	0.00000
256	2009.09.17 14:00	close	128	0.20	1.06713	0.00000	0.00000	252.43	7927.74
257	2009.09.17 16:00	sell	129	0.20	1.06291	0.00000	0.00000
258	2009.09.17 19:00	close	129	0.20	1.06526	0.00000	0.00000	-44.12	7883.62
259	2009.09.17 20:00	sell	130	0.20	1.06372	0.00000	0.00000
260	2009.09.17 21:00	close	130	0.20	1.06440	0.00000	0.00000	-12.78	7870.84
261	2009.09.21 07:00	sell	131	0.10	1.06986	0.00000	0.00000
262	2009.09.23 03:00	close	131	0.10	1.06931	0.00000	0.00000	5.04	7875.88
263	2009.09.23 04:00	sell	132	0.20	1.06849	0.00000	0.00000
264	2009.09.23 09:00	close	132	0.20	1.06961	0.00000	0.00000	-20.94	7854.94
265	2009.09.23 10:00	sell	133	0.20	1.06812	0.00000	0.00000
266	2009.09.23 14:00	close	133	0.20	1.06859	0.00000	0.00000	-8.80	7846.14
267	2009.09.24 10:00	buy	134	0.10	1.07543	0.00000	0.00000
268	2009.09.24 14:00	close	134	0.10	1.07332	0.00000	0.00000	-19.66	7826.48
269	2009.09.24 16:00	buy	135	0.10	1.07916	0.00000	0.00000
270	2009.09.25 17:00	close	135	0.10	1.08841	0.00000	0.00000	84.94	7911.42
271	2009.09.25 18:00	buy	136	0.20	1.09204	0.00000	0.00000
272	2009.09.28 15:00	close	136	0.20	1.09375	0.00000	0.00000	31.17	7942.59
273	2009.09.29 12:00	buy	137	0.20	1.08937	0.00000	0.00000
274	2009.09.29 19:00	close	137	0.20	1.08460	0.00000	0.00000	-87.96	7854.63
275	2009.10.01 15:00	sell	138	0.20	1.06814	0.00000	0.00000
276	2009.10.01 17:00	close	138	0.20	1.07327	0.00000	0.00000	-95.60	7759.03
277	2009.10.02 16:00	sell	139	0.10	1.08372	0.00000	0.00000
278	2009.10.05 17:00	close	139	0.10	1.07605	0.00000	0.00000	71.23	7830.26
279	2009.10.05 19:00	sell	140	0.20	1.07334	0.00000	0.00000
280	2009.10.07 15:00	close	140	0.20	1.06085	0.00000	0.00000	235.27	8065.53
281	2009.10.08 16:00	buy	141	0.20	1.06131	0.00000	0.00000
282	2009.10.13 23:00	close	141	0.20	1.03168	0.00000	0.00000	-574.70	7490.82
283	2009.10.14 19:00	sell	142	0.10	1.02753	0.00000	0.00000
284	2009.10.15 12:00	close	142	0.10	1.02657	0.00000	0.00000	9.20	7500.02
285	2009.10.16 07:00	buy	143	0.20	1.03323	0.00000	0.00000
286	2009.10.16 13:00	close	143	0.20	1.03180	0.00000	0.00000	-27.72	7472.30
287	2009.10.16 14:00	buy	144	0.10	1.03821	0.00000	0.00000
288	2009.10.19 06:00	close	144	0.10	1.03668	0.00000	0.00000	-14.81	7457.49
289	2009.10.19 07:00	buy	145	0.10	1.03891	0.00000	0.00000
290	2009.10.19 08:00	close	145	0.10	1.03809	0.00000	0.00000	-7.90	7449.59
291	2009.10.19 17:00	sell	146	0.10	1.03404	0.00000	0.00000
292	2009.10.20 10:00	close	146	0.10	1.03045	0.00000	0.00000	34.79	7484.38
293	2009.10.21 09:00	buy	147	0.10	1.05110	0.00000	0.00000
294	2009.10.21 10:00	close	147	0.10	1.04861	0.00000	0.00000	-23.75	7460.63
295	2009.10.21 11:00	buy	148	0.10	1.05221	0.00000	0.00000
296	2009.10.22 17:00	close	148	0.10	1.04601	0.00000	0.00000	-59.42	7401.21
297	2009.10.22 18:00	buy	149	0.10	1.04792	0.00000	0.00000
298	2009.10.22 21:00	close	149	0.10	1.04825	0.00000	0.00000	3.15	7404.36
299	2009.10.23 08:00	buy	150	0.10	1.05088	0.00000	0.00000
300	2009.10.26 03:00	close	150	0.10	1.05089	0.00000	0.00000	0.05	7404.41
301	2009.10.26 06:00	buy	151	0.10	1.05211	0.00000	0.00000
302	2009.10.26 08:00	close	151	0.10	1.05152	0.00000	0.00000	-5.61	7398.80
303	2009.10.26 09:00	buy	152	0.10	1.05190	0.00000	0.00000
304	2009.10.27 11:00	close	152	0.10	1.06743	0.00000	0.00000	145.44	7544.24
305	2009.10.29 08:00	buy	153	0.20	1.07930	0.00000	0.00000
306	2009.10.29 09:00	close	153	0.20	1.07619	0.00000	0.00000	-57.80	7486.44
307	2009.11.02 09:00	buy	154	0.10	1.08104	0.00000	0.00000
308	2009.11.02 10:00	close	154	0.10	1.08040	0.00000	0.00000	-5.92	7480.52
309	2009.11.02 13:00	buy	155	0.10	1.08065	0.00000	0.00000
310	2009.11.02 14:00	close	155	0.10	1.08013	0.00000	0.00000	-4.81	7475.71
311	2009.11.03 07:00	sell	156	0.10	1.07663	0.00000	0.00000
312	2009.11.03 08:00	close	156	0.10	1.07785	0.00000	0.00000	-11.32	7464.39
313	2009.11.04 19:00	sell	157	0.10	1.06323	0.00000	0.00000
314	2009.11.04 22:00	close	157	0.10	1.06364	0.00000	0.00000	-3.85	7460.54
315	2009.11.05 00:00	sell	158	0.10	1.06190	0.00000	0.00000
316	2009.11.05 01:00	close	158	0.10	1.06288	0.00000	0.00000	-9.22	7451.32
317	2009.11.05 11:00	sell	159	0.10	1.06333	0.00000	0.00000
318	2009.11.05 12:00	close	159	0.10	1.06482	0.00000	0.00000	-13.99	7437.33
319	2009.11.05 14:00	sell	160	0.10	1.06391	0.00000	0.00000
320	2009.11.05 22:00	close	160	0.10	1.06616	0.00000	0.00000	-21.10	7416.23
321	2009.11.06 09:00	sell	161	0.10	1.06399	0.00000	0.00000
322	2009.11.10 13:00	close	161	0.10	1.05743	0.00000	0.00000	61.94	7478.17
323	2009.11.10 16:00	sell	162	0.10	1.05434	0.00000	0.00000
324	2009.11.11 20:00	close	162	0.10	1.04716	0.00000	0.00000	68.52	7546.69
325	2009.11.11 21:00	sell	163	0.20	1.04617	0.00000	0.00000
326	2009.11.30 18:00	close	163	0.20	1.05711	0.00000	0.00000	-208.90	7337.79
327	2009.11.30 20:00	sell	164	0.10	1.05590	0.00000	0.00000
328	2009.11.30 21:00	close	164	0.10	1.05698	0.00000	0.00000	-10.22	7327.57
329	2009.11.30 22:00	sell	165	0.10	1.05533	0.00000	0.00000
330	2009.12.02 00:00	close	165	0.10	1.04712	0.00000	0.00000	78.31	7405.88
331	2009.12.02 07:00	sell	166	0.10	1.04447	0.00000	0.00000
332	2009.12.02 09:00	close	166	0.10	1.04600	0.00000	0.00000	-14.63	7391.25
333	2009.12.02 10:00	sell	167	0.10	1.04486	0.00000	0.00000
334	2009.12.02 13:00	close	167	0.10	1.04598	0.00000	0.00000	-10.71	7380.54
335	2009.12.02 14:00	sell	168	0.10	1.04487	0.00000	0.00000
336	2009.12.02 15:00	close	168	0.10	1.04787	0.00000	0.00000	-28.63	7351.91
337	2009.12.03 06:00	buy	169	0.10	1.05025	0.00000	0.00000
338	2009.12.03 08:00	close	169	0.10	1.04819	0.00000	0.00000	-19.65	7332.26
339	2009.12.03 13:00	buy	170	0.10	1.05068	0.00000	0.00000
340	2009.12.03 14:00	close	170	0.10	1.04926	0.00000	0.00000	-13.53	7318.73
341	2009.12.04 20:00	buy	171	0.10	1.05707	0.00000	0.00000
342	2009.12.09 10:00	close	171	0.10	1.06207	0.00000	0.00000	46.93	7365.66
343	2009.12.10 08:00	sell	172	0.10	1.05532	0.00000	0.00000
344	2009.12.11 03:00	close	172	0.10	1.05160	0.00000	0.00000	35.32	7400.98
345	2009.12.11 10:00	sell	173	0.10	1.05111	0.00000	0.00000
346	2009.12.11 16:00	close	173	0.10	1.05261	0.00000	0.00000	-14.25	7386.73
347	2009.12.14 08:00	buy	174	0.10	1.05824	0.00000	0.00000
348	2009.12.16 08:00	close	174	0.10	1.06095	0.00000	0.00000	25.44	7412.17
349	2009.12.16 09:00	buy	175	0.10	1.06208	0.00000	0.00000
350	2009.12.16 10:00	close	175	0.10	1.05972	0.00000	0.00000	-22.27	7389.90
351	2009.12.16 12:00	buy	176	0.10	1.06199	0.00000	0.00000
352	2009.12.16 13:00	close	176	0.10	1.06004	0.00000	0.00000	-18.40	7371.50
353	2009.12.16 21:00	buy	177	0.10	1.06304	0.00000	0.00000
354	2009.12.18 01:00	close	177	0.10	1.07012	0.00000	0.00000	65.96	7437.46
355	2009.12.18 19:00	sell	178	0.10	1.06572	0.00000	0.00000
356	2009.12.21 07:00	close	178	0.10	1.06705	0.00000	0.00000	-12.51	7424.95
357	2009.12.21 08:00	sell	179	0.10	1.06627	0.00000	0.00000
358	2009.12.21 09:00	close	179	0.10	1.06813	0.00000	0.00000	-17.41	7407.54
359	2009.12.21 11:00	sell	180	0.10	1.06524	0.00000	0.00000
360	2009.12.23 06:00	close	180	0.10	1.05737	0.00000	0.00000	74.33	7481.87
361	2009.12.23 07:00	sell	181	0.10	1.05629	0.00000	0.00000
362	2009.12.24 06:00	close	181	0.10	1.04907	0.00000	0.00000	68.67	7550.54
363	2009.12.24 07:00	sell	182	0.20	1.04868	0.00000	0.00000
364	2009.12.24 15:00	close	182	0.20	1.04851	0.00000	0.00000	3.24	7553.78
365	2009.12.24 16:00	sell	183	0.20	1.04774	0.00000	0.00000
366	2009.12.24 17:00	close	183	0.20	1.04848	0.00000	0.00000	-14.12	7539.66
367	2009.12.28 04:00	sell	184	0.20	1.04630	0.00000	0.00000
368	2009.12.28 09:00	close	184	0.20	1.04931	0.00000	0.00000	-57.37	7482.29
369	2009.12.28 13:00	sell	185	0.10	1.04765	0.00000	0.00000
370	2009.12.31 18:57	close at stop	185	0.10	1.04658	0.00000	0.00000	9.97	7492.25