Report Result : DivergenceTrader_v06 - Desynced Forex Repository

Strategy Tester Report

DivergenceTrader_v06

AlpariUK-Demo (Build 225)

Symbol		EURUSD (Euro vs US Dollar)
Period		1 Hour (H1) 2010.03.01 00:00 - 2010.03.26 21:00 (2010.03.01 - 2010.03.27)
Model		Control points (a very crude method, the results must not be considered)
Parameters		Lots=0.1; Slippage=2; Fast_Period=7; Slow_Period=88; DVBuySell=0.0011; DVStayOut=0.0079; ProfitMade=10; LossLimit=40; TrailStop=9999; PLBreakEven=9999; GMTOpeningHour=16; GMTClosingHour=7; GMTFridayOpeningHour=0; GMTFridayClosingHour=0; TradeOnFriday=false; TradeOnSunday=false; BrokerGMTOffset=0; BasketProfit=75; BasketLoss=9999; FileData=false; MagicNumber=-1262280892;

Bars in test	1474	Ticks modelled	12836	Modelling quality	n/a
Mismatched charts errors	8

Initial deposit	10000.00
Total net profit	-356.00	Gross profit	93.60	Gross loss	-449.60
Profit factor	0.21	Expected payoff	-2.25
Absolute drawdown	357.70	Maximal drawdown	357.70 (3.58%)	Relative drawdown	3.58% (357.70)

Total trades	158	Short positions (won %)	75 (36.00%)	Long positions (won %)	83 (38.55%)
		Profit trades (% of total)	59 (37.34%)	Loss trades (% of total)	99 (62.66%)
Largest		profit trade	1.70	loss trade	-4.70
Average		profit trade	1.59	loss trade	-4.54
Maximum		consecutive wins (profit in money)	4 (6.40)	consecutive losses (loss in money)	10 (-46.40)
Maximal		consecutive profit (count of wins)	6.40 (4)	consecutive loss (count of losses)	-46.40 (10)
Average		consecutive wins	2	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.03.01 00:00	buy	1	0.10	1.36242	1.36195	1.36259
2	2010.03.01 00:02	s/l	1	0.10	1.36195	1.36195	1.36259	-4.70	9995.30
3	2010.03.01 01:00	buy	2	0.10	1.36409	1.36362	1.36426
4	2010.03.01 01:02	t/p	2	0.10	1.36426	1.36362	1.36426	1.70	9997.00
5	2010.03.01 02:00	buy	3	0.10	1.36369	1.36322	1.36386
6	2010.03.01 02:07	t/p	3	0.10	1.36386	1.36322	1.36386	1.70	9998.70
7	2010.03.01 03:00	buy	4	0.10	1.36182	1.36135	1.36199
8	2010.03.01 03:05	close	4	0.10	1.36141	1.36135	1.36199	-4.10	9994.60
9	2010.03.01 04:00	buy	5	0.10	1.36061	1.36014	1.36078
10	2010.03.01 04:02	close	5	0.10	1.36072	1.36014	1.36078	1.10	9995.70
11	2010.03.01 06:00	buy	6	0.10	1.36069	1.36022	1.36086
12	2010.03.01 06:02	close	6	0.10	1.36025	1.36022	1.36086	-4.40	9991.30
13	2010.03.01 16:00	buy	7	0.10	1.35079	1.35032	1.35096
14	2010.03.01 16:02	t/p	7	0.10	1.35096	1.35032	1.35096	1.70	9993.00
15	2010.03.01 18:00	sell	8	0.10	1.35149	1.35196	1.35132
16	2010.03.01 18:10	s/l	8	0.10	1.35196	1.35196	1.35132	-4.70	9988.30
17	2010.03.01 19:00	sell	9	0.10	1.35370	1.35417	1.35353
18	2010.03.01 19:02	t/p	9	0.10	1.35353	1.35417	1.35353	1.70	9990.00
19	2010.03.01 20:00	sell	10	0.10	1.35571	1.35618	1.35554
20	2010.03.01 20:02	t/p	10	0.10	1.35554	1.35618	1.35554	1.70	9991.70
21	2010.03.01 21:00	sell	11	0.10	1.35745	1.35792	1.35728
22	2010.03.01 21:03	t/p	11	0.10	1.35728	1.35792	1.35728	1.70	9993.40
23	2010.03.01 22:00	sell	12	0.10	1.35588	1.35635	1.35571
24	2010.03.01 22:02	close	12	0.10	1.35631	1.35635	1.35571	-4.30	9989.10
25	2010.03.01 23:00	sell	13	0.10	1.35593	1.35640	1.35576
26	2010.03.01 23:10	s/l	13	0.10	1.35640	1.35640	1.35576	-4.70	9984.40
27	2010.03.02 00:00	sell	14	0.10	1.35681	1.35728	1.35664
28	2010.03.02 00:03	close	14	0.10	1.35667	1.35728	1.35664	1.40	9985.80
29	2010.03.02 16:00	sell	15	0.10	1.35459	1.35506	1.35442
30	2010.03.02 16:02	s/l	15	0.10	1.35506	1.35506	1.35442	-4.70	9981.10
31	2010.03.02 17:00	sell	16	0.10	1.35589	1.35636	1.35572
32	2010.03.02 17:02	t/p	16	0.10	1.35572	1.35636	1.35572	1.70	9982.80
33	2010.03.02 21:00	buy	17	0.10	1.36011	1.35964	1.36028
34	2010.03.02 21:10	t/p	17	0.10	1.36028	1.35964	1.36028	1.70	9984.50
35	2010.03.02 22:00	buy	18	0.10	1.36102	1.36055	1.36119
36	2010.03.02 22:15	close	18	0.10	1.36057	1.36055	1.36119	-4.50	9980.00
37	2010.03.02 23:00	buy	19	0.10	1.36162	1.36115	1.36179
38	2010.03.02 23:03	close	19	0.10	1.36117	1.36115	1.36179	-4.50	9975.50
39	2010.03.03 00:00	buy	20	0.10	1.36095	1.36048	1.36112
40	2010.03.03 00:15	t/p	20	0.10	1.36112	1.36048	1.36112	1.70	9977.20
41	2010.03.03 01:00	buy	21	0.10	1.36209	1.36162	1.36226
42	2010.03.03 01:10	close	21	0.10	1.36168	1.36162	1.36226	-4.10	9973.10
43	2010.03.03 02:00	buy	22	0.10	1.36235	1.36188	1.36252
44	2010.03.03 02:02	s/l	22	0.10	1.36188	1.36188	1.36252	-4.70	9968.40
45	2010.03.03 03:00	buy	23	0.10	1.36405	1.36358	1.36422
46	2010.03.03 03:02	s/l	23	0.10	1.36358	1.36358	1.36422	-4.70	9963.70
47	2010.03.03 04:00	buy	24	0.10	1.36408	1.36361	1.36425
48	2010.03.03 04:07	close	24	0.10	1.36420	1.36361	1.36425	1.20	9964.90
49	2010.03.03 06:00	buy	25	0.10	1.36391	1.36344	1.36408
50	2010.03.03 06:03	t/p	25	0.10	1.36408	1.36344	1.36408	1.70	9966.60
51	2010.03.03 16:00	buy	26	0.10	1.36520	1.36473	1.36537
52	2010.03.03 16:02	t/p	26	0.10	1.36537	1.36473	1.36537	1.70	9968.30
53	2010.03.03 17:00	buy	27	0.10	1.36902	1.36855	1.36919
54	2010.03.03 17:02	s/l	27	0.10	1.36855	1.36855	1.36919	-4.70	9963.60
55	2010.03.03 18:00	buy	28	0.10	1.37321	1.37274	1.37338
56	2010.03.03 18:10	s/l	28	0.10	1.37274	1.37274	1.37338	-4.70	9958.90
57	2010.03.03 19:00	buy	29	0.10	1.37163	1.37116	1.37180
58	2010.03.03 19:07	close	29	0.10	1.37120	1.37116	1.37180	-4.30	9954.60
59	2010.03.04 16:00	buy	30	0.10	1.36389	1.36342	1.36406
60	2010.03.04 16:02	close	30	0.10	1.36401	1.36342	1.36406	1.20	9955.80
61	2010.03.04 17:00	buy	31	0.10	1.36082	1.36035	1.36099
62	2010.03.04 17:02	t/p	31	0.10	1.36099	1.36035	1.36099	1.70	9957.50
63	2010.03.04 18:00	buy	32	0.10	1.35724	1.35677	1.35741
64	2010.03.04 18:02	s/l	32	0.10	1.35677	1.35677	1.35741	-4.70	9952.80
65	2010.03.04 19:00	buy	33	0.10	1.35861	1.35814	1.35878
66	2010.03.04 19:03	s/l	33	0.10	1.35814	1.35814	1.35878	-4.70	9948.10
67	2010.03.04 20:00	buy	34	0.10	1.35638	1.35591	1.35655
68	2010.03.04 20:02	s/l	34	0.10	1.35591	1.35591	1.35655	-4.70	9943.40
69	2010.03.04 23:00	sell	35	0.10	1.35783	1.35830	1.35766
70	2010.03.04 23:03	s/l	35	0.10	1.35830	1.35830	1.35766	-4.70	9938.70
71	2010.03.05 00:00	sell	36	0.10	1.35788	1.35835	1.35771
72	2010.03.05 00:02	close	36	0.10	1.35829	1.35835	1.35771	-4.10	9934.60
73	2010.03.05 01:00	sell	37	0.10	1.35814	1.35861	1.35797
74	2010.03.05 01:10	s/l	37	0.10	1.35861	1.35861	1.35797	-4.70	9929.90
75	2010.03.05 02:00	sell	38	0.10	1.35825	1.35872	1.35808
76	2010.03.05 02:02	t/p	38	0.10	1.35808	1.35872	1.35808	1.70	9931.60
77	2010.03.05 03:00	sell	39	0.10	1.35828	1.35875	1.35811
78	2010.03.05 03:10	s/l	39	0.10	1.35875	1.35875	1.35811	-4.70	9926.90
79	2010.03.05 04:00	sell	40	0.10	1.35920	1.35967	1.35903
80	2010.03.05 04:10	s/l	40	0.10	1.35967	1.35967	1.35903	-4.70	9922.20
81	2010.03.05 06:00	sell	41	0.10	1.35900	1.35947	1.35883
82	2010.03.05 06:20	close	41	0.10	1.35943	1.35947	1.35883	-4.30	9917.90
83	2010.03.05 16:00	sell	42	0.10	1.35667	1.35714	1.35650
84	2010.03.05 16:05	s/l	42	0.10	1.35714	1.35714	1.35650	-4.70	9913.20
85	2010.03.05 17:00	sell	43	0.10	1.36081	1.36128	1.36064
86	2010.03.05 17:07	t/p	43	0.10	1.36064	1.36128	1.36064	1.70	9914.90
87	2010.03.05 18:00	sell	44	0.10	1.36069	1.36116	1.36052
88	2010.03.05 18:07	s/l	44	0.10	1.36116	1.36116	1.36052	-4.70	9910.20
89	2010.03.05 19:00	sell	45	0.10	1.36100	1.36147	1.36083
90	2010.03.05 19:02	t/p	45	0.10	1.36083	1.36147	1.36083	1.70	9911.90
91	2010.03.05 20:00	sell	46	0.10	1.36130	1.36177	1.36113
92	2010.03.05 20:15	t/p	46	0.10	1.36113	1.36177	1.36113	1.70	9913.60
93	2010.03.05 21:00	sell	47	0.10	1.36239	1.36286	1.36222
94	2010.03.05 21:02	close	47	0.10	1.36284	1.36286	1.36222	-4.50	9909.10
95	2010.03.05 22:00	sell	48	0.10	1.36200	1.36247	1.36183
96	2010.03.05 22:15	close	48	0.10	1.36245	1.36247	1.36183	-4.50	9904.60
97	2010.03.08 04:00	buy	49	0.10	1.36851	1.36804	1.36868
98	2010.03.08 04:15	t/p	49	0.10	1.36868	1.36804	1.36868	1.70	9906.30
99	2010.03.08 06:00	buy	50	0.10	1.36800	1.36753	1.36817
100	2010.03.08 06:10	close	50	0.10	1.36811	1.36753	1.36817	1.10	9907.40
101	2010.03.08 16:00	buy	51	0.10	1.36763	1.36716	1.36780
102	2010.03.08 16:05	close	51	0.10	1.36723	1.36716	1.36780	-4.00	9903.40
103	2010.03.08 17:00	buy	52	0.10	1.36550	1.36503	1.36567
104	2010.03.08 17:05	s/l	52	0.10	1.36503	1.36503	1.36567	-4.70	9898.70
105	2010.03.08 18:00	buy	53	0.10	1.36142	1.36095	1.36159
106	2010.03.08 18:02	s/l	53	0.10	1.36095	1.36095	1.36159	-4.70	9894.00
107	2010.03.08 19:00	buy	54	0.10	1.36406	1.36359	1.36423
108	2010.03.08 19:10	close	54	0.10	1.36360	1.36359	1.36423	-4.60	9889.40
109	2010.03.08 20:00	buy	55	0.10	1.36306	1.36259	1.36323
110	2010.03.08 20:02	s/l	55	0.10	1.36259	1.36259	1.36323	-4.70	9884.70
111	2010.03.09 04:00	sell	56	0.10	1.36128	1.36175	1.36111
112	2010.03.09 04:10	s/l	56	0.10	1.36175	1.36175	1.36111	-4.70	9880.00
113	2010.03.09 06:00	sell	57	0.10	1.36190	1.36237	1.36173
114	2010.03.09 06:15	t/p	57	0.10	1.36173	1.36237	1.36173	1.70	9881.70
115	2010.03.09 16:00	sell	58	0.10	1.35769	1.35816	1.35752
116	2010.03.09 16:02	t/p	58	0.10	1.35752	1.35816	1.35752	1.70	9883.40
117	2010.03.09 17:00	sell	59	0.10	1.35811	1.35858	1.35794
118	2010.03.09 17:07	close	59	0.10	1.35853	1.35858	1.35794	-4.20	9879.20
119	2010.03.09 18:00	sell	60	0.10	1.35851	1.35898	1.35834
120	2010.03.09 18:03	t/p	60	0.10	1.35834	1.35898	1.35834	1.70	9880.90
121	2010.03.09 19:00	sell	61	0.10	1.36039	1.36086	1.36022
122	2010.03.09 19:02	t/p	61	0.10	1.36022	1.36086	1.36022	1.70	9882.60
123	2010.03.09 20:00	sell	62	0.10	1.35989	1.36036	1.35972
124	2010.03.09 20:02	t/p	62	0.10	1.35972	1.36036	1.35972	1.70	9884.30
125	2010.03.09 21:00	sell	63	0.10	1.35895	1.35942	1.35878
126	2010.03.09 21:07	close	63	0.10	1.35882	1.35942	1.35878	1.30	9885.60
127	2010.03.09 22:00	sell	64	0.10	1.35990	1.36037	1.35973
128	2010.03.09 22:15	close	64	0.10	1.36035	1.36037	1.35973	-4.50	9881.10
129	2010.03.09 23:00	sell	65	0.10	1.35992	1.36039	1.35975
130	2010.03.09 23:02	s/l	65	0.10	1.36039	1.36039	1.35975	-4.70	9876.40
131	2010.03.10 00:00	sell	66	0.10	1.36016	1.36063	1.35999
132	2010.03.10 00:15	s/l	66	0.10	1.36063	1.36063	1.35999	-4.70	9871.70
133	2010.03.10 01:00	sell	67	0.10	1.36056	1.36103	1.36039
134	2010.03.10 01:02	close	67	0.10	1.36099	1.36103	1.36039	-4.30	9867.40
135	2010.03.10 02:00	sell	68	0.10	1.35957	1.36004	1.35940
136	2010.03.10 02:02	t/p	68	0.10	1.35940	1.36004	1.35940	1.70	9869.10
137	2010.03.10 03:00	sell	69	0.10	1.35956	1.36003	1.35939
138	2010.03.10 03:02	close	69	0.10	1.36000	1.36003	1.35939	-4.40	9864.70
139	2010.03.10 04:00	sell	70	0.10	1.35960	1.36007	1.35943
140	2010.03.10 04:07	close	70	0.10	1.35946	1.36007	1.35943	1.40	9866.10
141	2010.03.10 06:00	sell	71	0.10	1.35998	1.36045	1.35981
142	2010.03.10 06:15	close	71	0.10	1.35986	1.36045	1.35981	1.20	9867.30
143	2010.03.10 16:00	sell	72	0.10	1.36144	1.36191	1.36127
144	2010.03.10 16:05	s/l	72	0.10	1.36191	1.36191	1.36127	-4.70	9862.60
145	2010.03.10 17:00	sell	73	0.10	1.36639	1.36686	1.36622
146	2010.03.10 17:10	s/l	73	0.10	1.36686	1.36686	1.36622	-4.70	9857.90
147	2010.03.10 20:00	buy	74	0.10	1.36447	1.36400	1.36464
148	2010.03.10 20:07	s/l	74	0.10	1.36400	1.36400	1.36464	-4.70	9853.20
149	2010.03.10 21:00	buy	75	0.10	1.36530	1.36483	1.36547
150	2010.03.10 21:07	t/p	75	0.10	1.36547	1.36483	1.36547	1.70	9854.90
151	2010.03.10 22:00	buy	76	0.10	1.36521	1.36474	1.36538
152	2010.03.10 22:10	t/p	76	0.10	1.36538	1.36474	1.36538	1.70	9856.60
153	2010.03.10 23:00	buy	77	0.10	1.36579	1.36532	1.36596
154	2010.03.10 23:15	close	77	0.10	1.36535	1.36532	1.36596	-4.40	9852.20
155	2010.03.11 00:00	buy	78	0.10	1.36579	1.36532	1.36596
156	2010.03.11 00:15	s/l	78	0.10	1.36532	1.36532	1.36596	-4.70	9847.50
157	2010.03.11 01:00	buy	79	0.10	1.36454	1.36407	1.36471
158	2010.03.11 01:07	close	79	0.10	1.36409	1.36407	1.36471	-4.50	9843.00
159	2010.03.11 02:00	buy	80	0.10	1.36328	1.36281	1.36345
160	2010.03.11 02:07	s/l	80	0.10	1.36281	1.36281	1.36345	-4.70	9838.30
161	2010.03.11 03:00	buy	81	0.10	1.36430	1.36383	1.36447
162	2010.03.11 03:07	t/p	81	0.10	1.36447	1.36383	1.36447	1.70	9840.00
163	2010.03.11 04:00	buy	82	0.10	1.36436	1.36389	1.36453
164	2010.03.11 04:10	close	82	0.10	1.36391	1.36389	1.36453	-4.50	9835.50
165	2010.03.11 06:00	buy	83	0.10	1.36426	1.36379	1.36443
166	2010.03.11 06:15	t/p	83	0.10	1.36443	1.36379	1.36443	1.70	9837.20
167	2010.03.11 16:00	buy	84	0.10	1.36381	1.36334	1.36398
168	2010.03.11 16:05	t/p	84	0.10	1.36398	1.36334	1.36398	1.70	9838.90
169	2010.03.11 17:00	buy	85	0.10	1.36751	1.36704	1.36768
170	2010.03.11 17:02	s/l	85	0.10	1.36704	1.36704	1.36768	-4.70	9834.20
171	2010.03.11 18:00	buy	86	0.10	1.36742	1.36695	1.36759
172	2010.03.11 18:02	t/p	86	0.10	1.36759	1.36695	1.36759	1.70	9835.90
173	2010.03.11 19:00	buy	87	0.10	1.36715	1.36668	1.36732
174	2010.03.11 19:15	t/p	87	0.10	1.36732	1.36668	1.36732	1.70	9837.60
175	2010.03.11 20:00	buy	88	0.10	1.36682	1.36635	1.36699
176	2010.03.11 20:02	close	88	0.10	1.36639	1.36635	1.36699	-4.30	9833.30
177	2010.03.11 21:00	buy	89	0.10	1.36744	1.36697	1.36761
178	2010.03.11 21:15	t/p	89	0.10	1.36761	1.36697	1.36761	1.70	9835.00
179	2010.03.11 22:00	buy	90	0.10	1.36828	1.36781	1.36845
180	2010.03.11 22:15	s/l	90	0.10	1.36781	1.36781	1.36845	-4.70	9830.30
181	2010.03.11 23:00	buy	91	0.10	1.36819	1.36772	1.36836
182	2010.03.11 23:03	close	91	0.10	1.36773	1.36772	1.36836	-4.60	9825.70
183	2010.03.12 00:00	buy	92	0.10	1.36785	1.36738	1.36802
184	2010.03.12 00:10	t/p	92	0.10	1.36802	1.36738	1.36802	1.70	9827.40
185	2010.03.12 01:00	buy	93	0.10	1.36861	1.36814	1.36878
186	2010.03.12 01:02	t/p	93	0.10	1.36878	1.36814	1.36878	1.70	9829.10
187	2010.03.12 02:00	buy	94	0.10	1.36836	1.36789	1.36853
188	2010.03.12 02:15	s/l	94	0.10	1.36789	1.36789	1.36853	-4.70	9824.40
189	2010.03.12 03:00	buy	95	0.10	1.36782	1.36735	1.36799
190	2010.03.12 03:02	close	95	0.10	1.36737	1.36735	1.36799	-4.50	9819.90
191	2010.03.12 04:00	buy	96	0.10	1.36818	1.36771	1.36835
192	2010.03.12 04:15	t/p	96	0.10	1.36835	1.36771	1.36835	1.70	9821.60
193	2010.03.12 06:00	buy	97	0.10	1.36946	1.36899	1.36963
194	2010.03.12 06:15	t/p	97	0.10	1.36963	1.36899	1.36963	1.70	9823.30
195	2010.03.15 16:00	buy	98	0.10	1.36868	1.36821	1.36885
196	2010.03.15 16:02	close	98	0.10	1.36828	1.36821	1.36885	-4.00	9819.30
197	2010.03.15 17:00	buy	99	0.10	1.36532	1.36485	1.36549
198	2010.03.15 17:02	s/l	99	0.10	1.36485	1.36485	1.36549	-4.70	9814.60
199	2010.03.15 18:00	buy	100	0.10	1.36569	1.36522	1.36586
200	2010.03.15 18:10	t/p	100	0.10	1.36586	1.36522	1.36586	1.70	9816.30
201	2010.03.15 19:00	buy	101	0.10	1.36727	1.36680	1.36744
202	2010.03.15 19:15	s/l	101	0.10	1.36680	1.36680	1.36744	-4.70	9811.60
203	2010.03.15 23:00	sell	102	0.10	1.36755	1.36802	1.36738
204	2010.03.15 23:03	close	102	0.10	1.36800	1.36802	1.36738	-4.50	9807.10
205	2010.03.16 00:00	sell	103	0.10	1.36726	1.36773	1.36709
206	2010.03.16 00:10	close	103	0.10	1.36766	1.36773	1.36709	-4.00	9803.10
207	2010.03.16 01:00	sell	104	0.10	1.36734	1.36781	1.36717
208	2010.03.16 01:10	close	104	0.10	1.36780	1.36781	1.36717	-4.60	9798.50
209	2010.03.16 03:00	sell	105	0.10	1.36819	1.36866	1.36802
210	2010.03.16 03:10	close	105	0.10	1.36861	1.36866	1.36802	-4.20	9794.30
211	2010.03.16 04:00	sell	106	0.10	1.36835	1.36882	1.36818
212	2010.03.16 04:03	close	106	0.10	1.36876	1.36882	1.36818	-4.10	9790.20
213	2010.03.16 17:00	buy	107	0.10	1.37595	1.37548	1.37612
214	2010.03.16 17:02	t/p	107	0.10	1.37612	1.37548	1.37612	1.70	9791.90
215	2010.03.16 18:00	buy	108	0.10	1.37563	1.37516	1.37580
216	2010.03.16 18:10	s/l	108	0.10	1.37516	1.37516	1.37580	-4.70	9787.20
217	2010.03.16 19:00	buy	109	0.10	1.37291	1.37244	1.37308
218	2010.03.16 19:02	s/l	109	0.10	1.37244	1.37244	1.37308	-4.70	9782.50
219	2010.03.16 20:00	buy	110	0.10	1.37581	1.37534	1.37598
220	2010.03.16 20:02	s/l	110	0.10	1.37534	1.37534	1.37598	-4.70	9777.80
221	2010.03.16 21:00	buy	111	0.10	1.37790	1.37743	1.37807
222	2010.03.16 21:03	s/l	111	0.10	1.37743	1.37743	1.37807	-4.70	9773.10
223	2010.03.16 22:00	buy	112	0.10	1.37673	1.37626	1.37690
224	2010.03.16 22:02	close	112	0.10	1.37627	1.37626	1.37690	-4.60	9768.50
225	2010.03.16 23:00	buy	113	0.10	1.37744	1.37697	1.37761
226	2010.03.16 23:10	s/l	113	0.10	1.37697	1.37697	1.37761	-4.70	9763.80
227	2010.03.17 00:00	buy	114	0.10	1.37660	1.37613	1.37677
228	2010.03.17 00:16	close	114	0.10	1.37671	1.37613	1.37677	1.10	9764.90
229	2010.03.17 01:00	buy	115	0.10	1.37696	1.37649	1.37713
230	2010.03.17 01:15	t/p	115	0.10	1.37713	1.37649	1.37713	1.70	9766.60
231	2010.03.17 02:00	buy	116	0.10	1.37681	1.37634	1.37698
232	2010.03.17 02:02	close	116	0.10	1.37641	1.37634	1.37698	-4.00	9762.60
233	2010.03.17 03:00	buy	117	0.10	1.37698	1.37651	1.37715
234	2010.03.17 03:02	close	117	0.10	1.37656	1.37651	1.37715	-4.20	9758.40
235	2010.03.17 04:00	buy	118	0.10	1.37721	1.37674	1.37738
236	2010.03.17 04:07	close	118	0.10	1.37680	1.37674	1.37738	-4.10	9754.30
237	2010.03.17 06:00	buy	119	0.10	1.37875	1.37828	1.37892
238	2010.03.17 06:15	close	119	0.10	1.37832	1.37828	1.37892	-4.30	9750.00
239	2010.03.17 16:00	buy	120	0.10	1.37513	1.37466	1.37530
240	2010.03.17 16:05	s/l	120	0.10	1.37466	1.37466	1.37530	-4.70	9745.30
241	2010.03.17 17:00	buy	121	0.10	1.37409	1.37362	1.37426
242	2010.03.17 17:05	close	121	0.10	1.37420	1.37362	1.37426	1.10	9746.40
243	2010.03.17 18:00	buy	122	0.10	1.37643	1.37596	1.37660
244	2010.03.17 18:02	close	122	0.10	1.37599	1.37596	1.37660	-4.40	9742.00
245	2010.03.17 19:00	buy	123	0.10	1.37777	1.37730	1.37794
246	2010.03.17 19:03	s/l	123	0.10	1.37730	1.37730	1.37794	-4.70	9737.30
247	2010.03.17 20:00	buy	124	0.10	1.37541	1.37494	1.37558
248	2010.03.17 20:10	s/l	124	0.10	1.37494	1.37494	1.37558	-4.70	9732.60
249	2010.03.17 21:00	buy	125	0.10	1.37417	1.37370	1.37434
250	2010.03.17 21:10	close	125	0.10	1.37429	1.37370	1.37434	1.20	9733.80
251	2010.03.17 22:00	buy	126	0.10	1.37386	1.37339	1.37403
252	2010.03.17 22:37	close	126	0.10	1.37400	1.37339	1.37403	1.40	9735.20
253	2010.03.17 23:00	buy	127	0.10	1.37367	1.37320	1.37384
254	2010.03.17 23:07	close	127	0.10	1.37326	1.37320	1.37384	-4.10	9731.10
255	2010.03.18 00:00	buy	128	0.10	1.37380	1.37333	1.37397
256	2010.03.18 00:02	s/l	128	0.10	1.37333	1.37333	1.37397	-4.70	9726.40
257	2010.03.18 01:00	buy	129	0.10	1.37388	1.37341	1.37405
258	2010.03.18 01:15	close	129	0.10	1.37346	1.37341	1.37405	-4.20	9722.20
259	2010.03.18 16:00	sell	130	0.10	1.36619	1.36666	1.36602
260	2010.03.18 16:05	t/p	130	0.10	1.36602	1.36666	1.36602	1.70	9723.90
261	2010.03.18 17:00	sell	131	0.10	1.36026	1.36073	1.36009
262	2010.03.18 17:02	t/p	131	0.10	1.36009	1.36073	1.36009	1.70	9725.60
263	2010.03.18 18:00	sell	132	0.10	1.36040	1.36087	1.36023
264	2010.03.18 18:05	close	132	0.10	1.36084	1.36087	1.36023	-4.40	9721.20
265	2010.03.18 19:00	sell	133	0.10	1.36329	1.36376	1.36312
266	2010.03.18 19:03	t/p	133	0.10	1.36312	1.36376	1.36312	1.70	9722.90
267	2010.03.18 20:00	sell	134	0.10	1.36190	1.36237	1.36173
268	2010.03.18 20:02	s/l	134	0.10	1.36237	1.36237	1.36173	-4.70	9718.20
269	2010.03.18 21:00	sell	135	0.10	1.36081	1.36128	1.36064
270	2010.03.18 21:15	s/l	135	0.10	1.36128	1.36128	1.36064	-4.70	9713.50
271	2010.03.23 00:00	sell	136	0.10	1.35581	1.35628	1.35564
272	2010.03.23 00:02	s/l	136	0.10	1.35628	1.35628	1.35564	-4.70	9708.80
273	2010.03.23 01:00	sell	137	0.10	1.35667	1.35714	1.35650
274	2010.03.23 01:10	close	137	0.10	1.35654	1.35714	1.35650	1.30	9710.10
275	2010.03.23 02:00	sell	138	0.10	1.35465	1.35512	1.35448
276	2010.03.23 02:02	t/p	138	0.10	1.35448	1.35512	1.35448	1.70	9711.80
277	2010.03.23 03:00	sell	139	0.10	1.35540	1.35587	1.35523
278	2010.03.23 03:07	close	139	0.10	1.35582	1.35587	1.35523	-4.20	9707.60
279	2010.03.23 04:00	sell	140	0.10	1.35530	1.35577	1.35513
280	2010.03.23 04:10	s/l	140	0.10	1.35577	1.35577	1.35513	-4.70	9702.90
281	2010.03.23 06:00	sell	141	0.10	1.35555	1.35602	1.35538
282	2010.03.23 06:07	close	141	0.10	1.35601	1.35602	1.35538	-4.60	9698.30
283	2010.03.23 16:00	sell	142	0.10	1.35332	1.35379	1.35315
284	2010.03.23 16:02	s/l	142	0.10	1.35379	1.35379	1.35315	-4.70	9693.60
285	2010.03.23 17:00	sell	143	0.10	1.35337	1.35384	1.35320
286	2010.03.23 17:02	s/l	143	0.10	1.35384	1.35384	1.35320	-4.70	9688.90
287	2010.03.23 18:00	sell	144	0.10	1.35170	1.35217	1.35153
288	2010.03.23 18:02	s/l	144	0.10	1.35217	1.35217	1.35153	-4.70	9684.20
289	2010.03.23 19:00	sell	145	0.10	1.34952	1.34999	1.34935
290	2010.03.23 19:10	s/l	145	0.10	1.34999	1.34999	1.34935	-4.70	9679.50
291	2010.03.23 20:00	sell	146	0.10	1.34871	1.34918	1.34854
292	2010.03.23 20:03	s/l	146	0.10	1.34918	1.34918	1.34854	-4.70	9674.80
293	2010.03.23 21:00	sell	147	0.10	1.35000	1.35047	1.34983
294	2010.03.23 21:15	s/l	147	0.10	1.35047	1.35047	1.34983	-4.70	9670.10
295	2010.03.23 22:00	sell	148	0.10	1.34987	1.35034	1.34970
296	2010.03.23 22:10	s/l	148	0.10	1.35034	1.35034	1.34970	-4.70	9665.40
297	2010.03.23 23:00	sell	149	0.10	1.34939	1.34986	1.34922
298	2010.03.23 23:02	t/p	149	0.10	1.34922	1.34986	1.34922	1.70	9667.10
299	2010.03.24 00:00	sell	150	0.10	1.34908	1.34955	1.34891
300	2010.03.24 00:07	s/l	150	0.10	1.34955	1.34955	1.34891	-4.70	9662.40
301	2010.03.24 01:00	sell	151	0.10	1.34685	1.34732	1.34668
302	2010.03.24 01:13	s/l	151	0.10	1.34732	1.34732	1.34668	-4.70	9657.70
303	2010.03.24 02:00	sell	152	0.10	1.34729	1.34776	1.34712
304	2010.03.24 02:05	t/p	152	0.10	1.34712	1.34776	1.34712	1.70	9659.40
305	2010.03.24 03:00	sell	153	0.10	1.34656	1.34703	1.34639
306	2010.03.24 03:02	close	153	0.10	1.34702	1.34703	1.34639	-4.60	9654.80
307	2010.03.24 04:00	sell	154	0.10	1.34640	1.34687	1.34623
308	2010.03.24 04:10	close	154	0.10	1.34682	1.34687	1.34623	-4.20	9650.60
309	2010.03.24 06:00	sell	155	0.10	1.34499	1.34546	1.34482
310	2010.03.24 06:02	close	155	0.10	1.34488	1.34546	1.34482	1.10	9651.70
311	2010.03.26 16:00	sell	156	0.10	1.33910	1.33957	1.33893
312	2010.03.26 16:02	s/l	156	0.10	1.33957	1.33957	1.33893	-4.70	9647.00
313	2010.03.26 17:00	sell	157	0.10	1.33977	1.34024	1.33960
314	2010.03.26 17:02	s/l	157	0.10	1.34024	1.34024	1.33960	-4.70	9642.30
315	2010.03.26 18:00	sell	158	0.10	1.33879	1.33926	1.33862
316	2010.03.26 18:02	t/p	158	0.10	1.33862	1.33926	1.33862	1.70	9644.00