Report Result : ReverseSystem - Desynced Forex Repository

Strategy Tester Report

ReverseSystem

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		Pips=50; Lots=0.1;

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

Initial deposit	10000.00
Total net profit	1352.71	Gross profit	2465.31	Gross loss	-1112.60
Profit factor	2.22	Expected payoff	5.76
Absolute drawdown	43.50	Maximal drawdown	209.18 (2.02%)	Relative drawdown	2.02% (209.18)

Total trades	235	Short positions (won %)	117 (56.41%)	Long positions (won %)	118 (57.63%)
		Profit trades (% of total)	134 (57.02%)	Loss trades (% of total)	101 (42.98%)
Largest		profit trade	98.90	loss trade	-60.00
Average		profit trade	18.40	loss trade	-11.02
Maximum		consecutive wins (profit in money)	10 (112.96)	consecutive losses (loss in money)	5 (-104.90)
Maximal		consecutive profit (count of wins)	231.80 (8)	consecutive loss (count of losses)	-104.90 (5)
Average		consecutive wins	3	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.03.01 00:00	buy	1	0.10	1.36242	0.00000	0.00000
2	2010.03.01 01:00	close	1	0.10	1.36388	0.00000	0.00000	14.60	10014.60
3	2010.03.01 01:00	sell	2	0.10	1.36388	0.00000	0.00000
4	2010.03.01 03:00	close	2	0.10	1.36182	0.00000	0.00000	20.60	10035.20
5	2010.03.01 03:00	buy	3	0.10	1.36182	0.00000	0.00000
6	2010.03.01 04:00	close	3	0.10	1.36040	0.00000	0.00000	-14.20	10021.00
7	2010.03.01 04:00	sell	4	0.10	1.36040	0.00000	0.00000
8	2010.03.01 05:00	close	4	0.10	1.36137	0.00000	0.00000	-9.70	10011.30
9	2010.03.01 05:00	buy	5	0.10	1.36137	0.00000	0.00000
10	2010.03.01 06:00	close	5	0.10	1.36048	0.00000	0.00000	-8.90	10002.40
11	2010.03.01 06:00	sell	6	0.10	1.36048	0.00000	0.00000
12	2010.03.01 07:00	close	6	0.10	1.36181	0.00000	0.00000	-13.30	9989.10
13	2010.03.01 07:00	buy	7	0.10	1.36181	0.00000	0.00000
14	2010.03.01 10:00	close	7	0.10	1.36328	0.00000	0.00000	14.70	10003.80
15	2010.03.01 10:00	sell	8	0.10	1.36328	0.00000	0.00000
16	2010.03.01 13:00	close	8	0.10	1.35439	0.00000	0.00000	88.90	10092.70
17	2010.03.01 13:00	buy	9	0.10	1.35439	0.00000	0.00000
18	2010.03.01 15:00	close	9	0.10	1.35314	0.00000	0.00000	-12.50	10080.20
19	2010.03.01 15:00	sell	10	0.10	1.35314	0.00000	0.00000
20	2010.03.01 16:00	close	10	0.10	1.35079	0.00000	0.00000	23.50	10103.70
21	2010.03.01 16:00	buy	11	0.10	1.35079	0.00000	0.00000
22	2010.03.01 20:00	close	11	0.10	1.35571	0.00000	0.00000	49.20	10152.90
23	2010.03.01 20:00	sell	12	0.10	1.35571	0.00000	0.00000
24	2010.03.01 21:00	close	12	0.10	1.35766	0.00000	0.00000	-19.50	10133.40
25	2010.03.01 21:00	buy	13	0.10	1.35766	0.00000	0.00000
26	2010.03.02 00:00	close	13	0.10	1.35681	0.00000	0.00000	-8.57	10124.83
27	2010.03.02 00:00	sell	14	0.10	1.35681	0.00000	0.00000
28	2010.03.02 02:00	close	14	0.10	1.35361	0.00000	0.00000	32.00	10156.83
29	2010.03.02 02:00	buy	15	0.10	1.35361	0.00000	0.00000
30	2010.03.02 04:00	close	15	0.10	1.35390	0.00000	0.00000	2.90	10159.73
31	2010.03.02 04:00	sell	16	0.10	1.35390	0.00000	0.00000
32	2010.03.02 05:00	close	16	0.10	1.35279	0.00000	0.00000	11.10	10170.83
33	2010.03.02 05:00	buy	17	0.10	1.35279	0.00000	0.00000
34	2010.03.02 06:00	close	17	0.10	1.35338	0.00000	0.00000	5.90	10176.73
35	2010.03.02 06:00	sell	18	0.10	1.35338	0.00000	0.00000
36	2010.03.02 10:00	close	18	0.10	1.34870	0.00000	0.00000	46.80	10223.53
37	2010.03.02 10:00	buy	19	0.10	1.34870	0.00000	0.00000
38	2010.03.02 14:00	close	19	0.10	1.35615	0.00000	0.00000	74.50	10298.03
39	2010.03.02 14:00	sell	20	0.10	1.35615	0.00000	0.00000
40	2010.03.02 16:00	close	20	0.10	1.35480	0.00000	0.00000	13.50	10311.53
41	2010.03.02 16:00	buy	21	0.10	1.35480	0.00000	0.00000
42	2010.03.02 19:00	close	21	0.10	1.35931	0.00000	0.00000	45.10	10356.63
43	2010.03.02 19:00	sell	22	0.10	1.35931	0.00000	0.00000
44	2010.03.02 20:00	close	22	0.10	1.36163	0.00000	0.00000	-23.20	10333.43
45	2010.03.02 20:00	buy	23	0.10	1.36163	0.00000	0.00000
46	2010.03.02 22:00	close	23	0.10	1.36081	0.00000	0.00000	-8.20	10325.23
47	2010.03.02 22:00	sell	24	0.10	1.36081	0.00000	0.00000
48	2010.03.02 23:00	close	24	0.10	1.36162	0.00000	0.00000	-8.10	10317.13
49	2010.03.02 23:00	buy	25	0.10	1.36162	0.00000	0.00000
50	2010.03.03 01:00	close	25	0.10	1.36188	0.00000	0.00000	2.53	10319.66
51	2010.03.03 01:00	sell	26	0.10	1.36188	0.00000	0.00000
52	2010.03.03 02:00	close	26	0.10	1.36235	0.00000	0.00000	-4.70	10314.96
53	2010.03.03 02:00	buy	27	0.10	1.36235	0.00000	0.00000
54	2010.03.03 03:00	close	27	0.10	1.36384	0.00000	0.00000	14.90	10329.86
55	2010.03.03 03:00	sell	28	0.10	1.36384	0.00000	0.00000
56	2010.03.03 05:00	close	28	0.10	1.36351	0.00000	0.00000	3.30	10333.16
57	2010.03.03 05:00	buy	29	0.10	1.36351	0.00000	0.00000
58	2010.03.03 06:00	close	29	0.10	1.36370	0.00000	0.00000	1.90	10335.06
59	2010.03.03 06:00	sell	30	0.10	1.36370	0.00000	0.00000
60	2010.03.03 09:00	close	30	0.10	1.36246	0.00000	0.00000	12.40	10347.46
61	2010.03.03 09:00	buy	31	0.10	1.36246	0.00000	0.00000
62	2010.03.03 10:00	close	31	0.10	1.36269	0.00000	0.00000	2.30	10349.76
63	2010.03.03 10:00	sell	32	0.10	1.36269	0.00000	0.00000
64	2010.03.03 11:00	close	32	0.10	1.36370	0.00000	0.00000	-10.10	10339.66
65	2010.03.03 11:00	buy	33	0.10	1.36370	0.00000	0.00000
66	2010.03.03 12:00	close	33	0.10	1.36229	0.00000	0.00000	-14.10	10325.56
67	2010.03.03 12:00	sell	34	0.10	1.36229	0.00000	0.00000
68	2010.03.03 13:00	close	34	0.10	1.36480	0.00000	0.00000	-25.10	10300.46
69	2010.03.03 13:00	buy	35	0.10	1.36480	0.00000	0.00000
70	2010.03.03 14:00	close	35	0.10	1.36222	0.00000	0.00000	-25.80	10274.66
71	2010.03.03 14:00	sell	36	0.10	1.36222	0.00000	0.00000
72	2010.03.03 16:00	close	36	0.10	1.36520	0.00000	0.00000	-29.80	10244.86
73	2010.03.03 16:00	buy	37	0.10	1.36520	0.00000	0.00000
74	2010.03.03 17:00	close	37	0.10	1.36881	0.00000	0.00000	36.10	10280.96
75	2010.03.03 17:00	sell	38	0.10	1.36881	0.00000	0.00000
76	2010.03.03 18:00	close	38	0.10	1.37321	0.00000	0.00000	-44.00	10236.96
77	2010.03.03 18:00	buy	39	0.10	1.37321	0.00000	0.00000
78	2010.03.03 19:00	close	39	0.10	1.37142	0.00000	0.00000	-17.90	10219.06
79	2010.03.03 19:00	sell	40	0.10	1.37142	0.00000	0.00000
80	2010.03.03 20:00	close	40	0.10	1.37234	0.00000	0.00000	-9.20	10209.86
81	2010.03.03 20:00	buy	41	0.10	1.37234	0.00000	0.00000
82	2010.03.03 21:00	close	41	0.10	1.36989	0.00000	0.00000	-24.50	10185.36
83	2010.03.03 21:00	sell	42	0.10	1.36989	0.00000	0.00000
84	2010.03.03 22:00	close	42	0.10	1.36981	0.00000	0.00000	0.80	10186.16
85	2010.03.03 22:00	buy	43	0.10	1.36981	0.00000	0.00000
86	2010.03.04 00:00	close	43	0.10	1.36943	0.00000	0.00000	-4.01	10182.15
87	2010.03.04 00:00	sell	44	0.10	1.36943	0.00000	0.00000
88	2010.03.04 01:00	close	44	0.10	1.37021	0.00000	0.00000	-7.80	10174.35
89	2010.03.04 01:00	buy	45	0.10	1.37021	0.00000	0.00000
90	2010.03.04 03:00	close	45	0.10	1.37050	0.00000	0.00000	2.90	10177.25
91	2010.03.04 03:00	sell	46	0.10	1.37050	0.00000	0.00000
92	2010.03.04 04:00	close	46	0.10	1.36967	0.00000	0.00000	8.30	10185.55
93	2010.03.04 04:00	buy	47	0.10	1.36967	0.00000	0.00000
94	2010.03.04 05:00	close	47	0.10	1.36831	0.00000	0.00000	-13.60	10171.95
95	2010.03.04 05:00	sell	48	0.10	1.36831	0.00000	0.00000
96	2010.03.04 08:00	close	48	0.10	1.36560	0.00000	0.00000	27.10	10199.05
97	2010.03.04 08:00	buy	49	0.10	1.36560	0.00000	0.00000
98	2010.03.04 09:00	close	49	0.10	1.36391	0.00000	0.00000	-16.90	10182.15
99	2010.03.04 09:00	sell	50	0.10	1.36391	0.00000	0.00000
100	2010.03.04 11:00	close	50	0.10	1.36509	0.00000	0.00000	-11.80	10170.35
101	2010.03.04 11:00	buy	51	0.10	1.36509	0.00000	0.00000
102	2010.03.04 12:00	close	51	0.10	1.36730	0.00000	0.00000	22.10	10192.45
103	2010.03.04 12:00	sell	52	0.10	1.36730	0.00000	0.00000
104	2010.03.04 17:00	close	52	0.10	1.36082	0.00000	0.00000	64.80	10257.25
105	2010.03.04 17:00	buy	53	0.10	1.36082	0.00000	0.00000
106	2010.03.04 18:00	close	53	0.10	1.35703	0.00000	0.00000	-37.90	10219.35
107	2010.03.04 18:00	sell	54	0.10	1.35703	0.00000	0.00000
108	2010.03.04 20:00	close	54	0.10	1.35638	0.00000	0.00000	6.50	10225.85
109	2010.03.04 20:00	buy	55	0.10	1.35638	0.00000	0.00000
110	2010.03.04 21:00	close	55	0.10	1.35769	0.00000	0.00000	13.10	10238.95
111	2010.03.04 21:00	sell	56	0.10	1.35769	0.00000	0.00000
112	2010.03.05 00:00	close	56	0.10	1.35809	0.00000	0.00000	-4.08	10234.87
113	2010.03.05 00:00	buy	57	0.10	1.35809	0.00000	0.00000
114	2010.03.05 01:00	close	57	0.10	1.35814	0.00000	0.00000	0.50	10235.37
115	2010.03.05 01:00	sell	58	0.10	1.35814	0.00000	0.00000
116	2010.03.05 02:00	close	58	0.10	1.35846	0.00000	0.00000	-3.20	10232.17
117	2010.03.05 02:00	buy	59	0.10	1.35846	0.00000	0.00000
118	2010.03.05 04:00	close	59	0.10	1.35920	0.00000	0.00000	7.40	10239.57
119	2010.03.05 04:00	sell	60	0.10	1.35920	0.00000	0.00000
120	2010.03.05 05:00	close	60	0.10	1.35943	0.00000	0.00000	-2.30	10237.27
121	2010.03.05 05:00	buy	61	0.10	1.35943	0.00000	0.00000
122	2010.03.05 06:00	close	61	0.10	1.35900	0.00000	0.00000	-4.30	10232.97
123	2010.03.05 06:00	sell	62	0.10	1.35900	0.00000	0.00000
124	2010.03.05 07:00	close	62	0.10	1.35939	0.00000	0.00000	-3.90	10229.07
125	2010.03.05 07:00	buy	63	0.10	1.35939	0.00000	0.00000
126	2010.03.05 10:00	close	63	0.10	1.35944	0.00000	0.00000	0.50	10229.57
127	2010.03.05 10:00	sell	64	0.10	1.35944	0.00000	0.00000
128	2010.03.05 14:00	close	64	0.10	1.35830	0.00000	0.00000	11.40	10240.97
129	2010.03.05 14:00	buy	65	0.10	1.35830	0.00000	0.00000
130	2010.03.05 17:00	close	65	0.10	1.36081	0.00000	0.00000	25.10	10266.07
131	2010.03.05 17:00	sell	66	0.10	1.36081	0.00000	0.00000
132	2010.03.05 18:00	close	66	0.10	1.36090	0.00000	0.00000	-0.90	10265.17
133	2010.03.05 18:00	buy	67	0.10	1.36090	0.00000	0.00000
134	2010.03.05 21:00	close	67	0.10	1.36239	0.00000	0.00000	14.90	10280.07
135	2010.03.05 21:00	sell	68	0.10	1.36239	0.00000	0.00000
136	2010.03.05 22:00	close	68	0.10	1.36221	0.00000	0.00000	1.80	10281.87
137	2010.03.05 22:00	buy	69	0.10	1.36221	0.00000	0.00000
138	2010.03.08 05:00	close	69	0.10	1.36800	0.00000	0.00000	57.83	10339.70
139	2010.03.08 05:00	sell	70	0.10	1.36800	0.00000	0.00000
140	2010.03.08 07:00	close	70	0.10	1.36782	0.00000	0.00000	1.80	10341.50
141	2010.03.08 07:00	buy	71	0.10	1.36782	0.00000	0.00000
142	2010.03.08 08:00	close	71	0.10	1.36765	0.00000	0.00000	-1.70	10339.80
143	2010.03.08 08:00	sell	72	0.10	1.36765	0.00000	0.00000
144	2010.03.08 11:00	close	72	0.10	1.36640	0.00000	0.00000	12.50	10352.30
145	2010.03.08 11:00	buy	73	0.10	1.36640	0.00000	0.00000
146	2010.03.08 13:00	close	73	0.10	1.36461	0.00000	0.00000	-17.90	10334.40
147	2010.03.08 13:00	sell	74	0.10	1.36461	0.00000	0.00000
148	2010.03.08 14:00	close	74	0.10	1.36690	0.00000	0.00000	-22.90	10311.50
149	2010.03.08 14:00	buy	75	0.10	1.36690	0.00000	0.00000
150	2010.03.08 15:00	close	75	0.10	1.36649	0.00000	0.00000	-4.10	10307.40
151	2010.03.08 15:00	sell	76	0.10	1.36649	0.00000	0.00000
152	2010.03.08 18:00	close	76	0.10	1.36142	0.00000	0.00000	50.70	10358.10
153	2010.03.08 18:00	buy	77	0.10	1.36142	0.00000	0.00000
154	2010.03.08 19:00	close	77	0.10	1.36385	0.00000	0.00000	24.30	10382.40
155	2010.03.08 19:00	sell	78	0.10	1.36385	0.00000	0.00000
156	2010.03.08 20:00	close	78	0.10	1.36306	0.00000	0.00000	7.90	10390.30
157	2010.03.08 20:00	buy	79	0.10	1.36306	0.00000	0.00000
158	2010.03.08 21:00	close	79	0.10	1.36319	0.00000	0.00000	1.30	10391.60
159	2010.03.08 21:00	sell	80	0.10	1.36319	0.00000	0.00000
160	2010.03.09 01:00	close	80	0.10	1.36207	0.00000	0.00000	11.12	10402.72
161	2010.03.09 01:00	buy	81	0.10	1.36207	0.00000	0.00000
162	2010.03.09 02:00	close	81	0.10	1.36222	0.00000	0.00000	1.50	10404.22
163	2010.03.09 02:00	sell	82	0.10	1.36222	0.00000	0.00000
164	2010.03.09 03:00	close	82	0.10	1.36188	0.00000	0.00000	3.40	10407.62
165	2010.03.09 03:00	buy	83	0.10	1.36188	0.00000	0.00000
166	2010.03.09 04:00	close	83	0.10	1.36128	0.00000	0.00000	-6.00	10401.62
167	2010.03.09 04:00	sell	84	0.10	1.36128	0.00000	0.00000
168	2010.03.09 14:00	close	84	0.10	1.35671	0.00000	0.00000	45.70	10447.32
169	2010.03.09 14:00	buy	85	0.10	1.35671	0.00000	0.00000
170	2010.03.09 16:00	close	85	0.10	1.35769	0.00000	0.00000	9.80	10457.12
171	2010.03.09 16:00	sell	86	0.10	1.35769	0.00000	0.00000
172	2010.03.09 17:00	close	86	0.10	1.35832	0.00000	0.00000	-6.30	10450.82
173	2010.03.09 17:00	buy	87	0.10	1.35832	0.00000	0.00000
174	2010.03.09 19:00	close	87	0.10	1.36039	0.00000	0.00000	20.70	10471.52
175	2010.03.09 19:00	sell	88	0.10	1.36039	0.00000	0.00000
176	2010.03.09 21:00	close	88	0.10	1.35916	0.00000	0.00000	12.30	10483.82
177	2010.03.09 21:00	buy	89	0.10	1.35916	0.00000	0.00000
178	2010.03.10 00:00	close	89	0.10	1.36016	0.00000	0.00000	9.93	10493.75
179	2010.03.10 00:00	sell	90	0.10	1.36016	0.00000	0.00000
180	2010.03.10 01:00	close	90	0.10	1.36077	0.00000	0.00000	-6.10	10487.65
181	2010.03.10 01:00	buy	91	0.10	1.36077	0.00000	0.00000
182	2010.03.10 02:00	close	91	0.10	1.35957	0.00000	0.00000	-12.00	10475.65
183	2010.03.10 02:00	sell	92	0.10	1.35957	0.00000	0.00000
184	2010.03.10 03:00	close	92	0.10	1.35977	0.00000	0.00000	-2.00	10473.65
185	2010.03.10 03:00	buy	93	0.10	1.35977	0.00000	0.00000
186	2010.03.10 05:00	close	93	0.10	1.35985	0.00000	0.00000	0.80	10474.45
187	2010.03.10 05:00	sell	94	0.10	1.35985	0.00000	0.00000
188	2010.03.10 09:00	close	94	0.10	1.35593	0.00000	0.00000	39.20	10513.65
189	2010.03.10 09:00	buy	95	0.10	1.35593	0.00000	0.00000
190	2010.03.10 10:00	close	95	0.10	1.35689	0.00000	0.00000	9.60	10523.25
191	2010.03.10 10:00	sell	96	0.10	1.35689	0.00000	0.00000
192	2010.03.10 11:00	close	96	0.10	1.35844	0.00000	0.00000	-15.50	10507.75
193	2010.03.10 11:00	buy	97	0.10	1.35844	0.00000	0.00000
194	2010.03.10 13:00	close	97	0.10	1.36148	0.00000	0.00000	30.40	10538.15
195	2010.03.10 13:00	sell	98	0.10	1.36148	0.00000	0.00000
196	2010.03.10 14:00	close	98	0.10	1.36106	0.00000	0.00000	4.20	10542.35
197	2010.03.10 14:00	buy	99	0.10	1.36106	0.00000	0.00000
198	2010.03.10 17:00	close	99	0.10	1.36639	0.00000	0.00000	53.30	10595.65
199	2010.03.10 17:00	sell	100	0.10	1.36639	0.00000	0.00000
200	2010.03.10 18:00	close	100	0.10	1.36590	0.00000	0.00000	4.90	10600.55
201	2010.03.10 18:00	buy	101	0.10	1.36590	0.00000	0.00000
202	2010.03.10 20:00	close	101	0.10	1.36426	0.00000	0.00000	-16.40	10584.15
203	2010.03.10 20:00	sell	102	0.10	1.36426	0.00000	0.00000
204	2010.03.10 21:00	close	102	0.10	1.36530	0.00000	0.00000	-10.40	10573.75
205	2010.03.10 21:00	buy	103	0.10	1.36530	0.00000	0.00000
206	2010.03.10 22:00	close	103	0.10	1.36500	0.00000	0.00000	-3.00	10570.75
207	2010.03.10 22:00	sell	104	0.10	1.36500	0.00000	0.00000
208	2010.03.11 02:00	close	104	0.10	1.36328	0.00000	0.00000	16.96	10587.71
209	2010.03.11 02:00	buy	105	0.10	1.36328	0.00000	0.00000
210	2010.03.11 03:00	close	105	0.10	1.36409	0.00000	0.00000	8.10	10595.81
211	2010.03.11 03:00	sell	106	0.10	1.36409	0.00000	0.00000
212	2010.03.11 05:00	close	106	0.10	1.36320	0.00000	0.00000	8.90	10604.71
213	2010.03.11 05:00	buy	107	0.10	1.36320	0.00000	0.00000
214	2010.03.11 07:00	close	107	0.10	1.36425	0.00000	0.00000	10.50	10615.21
215	2010.03.11 07:00	sell	108	0.10	1.36425	0.00000	0.00000
216	2010.03.11 08:00	close	108	0.10	1.36381	0.00000	0.00000	4.40	10619.61
217	2010.03.11 08:00	buy	109	0.10	1.36381	0.00000	0.00000
218	2010.03.11 11:00	close	109	0.10	1.36549	0.00000	0.00000	16.80	10636.41
219	2010.03.11 11:00	sell	110	0.10	1.36549	0.00000	0.00000
220	2010.03.11 12:00	close	110	0.10	1.36541	0.00000	0.00000	0.80	10637.21
221	2010.03.11 12:00	buy	111	0.10	1.36541	0.00000	0.00000
222	2010.03.11 14:00	close	111	0.10	1.36619	0.00000	0.00000	7.80	10645.01
223	2010.03.11 14:00	sell	112	0.10	1.36619	0.00000	0.00000
224	2010.03.11 15:00	close	112	0.10	1.36481	0.00000	0.00000	13.80	10658.81
225	2010.03.11 15:00	buy	113	0.10	1.36481	0.00000	0.00000
226	2010.03.11 17:00	close	113	0.10	1.36730	0.00000	0.00000	24.90	10683.71
227	2010.03.11 17:00	sell	114	0.10	1.36730	0.00000	0.00000
228	2010.03.11 18:00	close	114	0.10	1.36742	0.00000	0.00000	-1.20	10682.51
229	2010.03.11 18:00	buy	115	0.10	1.36742	0.00000	0.00000
230	2010.03.11 21:00	close	115	0.10	1.36723	0.00000	0.00000	-1.90	10680.61
231	2010.03.11 21:00	sell	116	0.10	1.36723	0.00000	0.00000
232	2010.03.11 23:00	close	116	0.10	1.36819	0.00000	0.00000	-9.60	10671.01
233	2010.03.11 23:00	buy	117	0.10	1.36819	0.00000	0.00000
234	2010.03.12 01:00	close	117	0.10	1.36840	0.00000	0.00000	2.03	10673.04
235	2010.03.12 01:00	sell	118	0.10	1.36840	0.00000	0.00000
236	2010.03.12 02:00	close	118	0.10	1.36836	0.00000	0.00000	0.40	10673.44
237	2010.03.12 02:00	buy	119	0.10	1.36836	0.00000	0.00000
238	2010.03.12 07:00	close	119	0.10	1.36940	0.00000	0.00000	10.40	10683.84
239	2010.03.12 07:00	sell	120	0.10	1.36940	0.00000	0.00000
240	2010.03.12 08:00	close	120	0.10	1.37091	0.00000	0.00000	-15.10	10668.74
241	2010.03.12 08:00	buy	121	0.10	1.37091	0.00000	0.00000
242	2010.03.12 11:00	close	121	0.10	1.37583	0.00000	0.00000	49.20	10717.94
243	2010.03.12 11:00	sell	122	0.10	1.37583	0.00000	0.00000
244	2010.03.12 16:00	close	122	0.10	1.37514	0.00000	0.00000	6.90	10724.84
245	2010.03.12 16:00	buy	123	0.10	1.37514	0.00000	0.00000
246	2010.03.12 17:00	close	123	0.10	1.37568	0.00000	0.00000	5.40	10730.24
247	2010.03.12 17:00	sell	124	0.10	1.37568	0.00000	0.00000
248	2010.03.12 18:00	close	124	0.10	1.37550	0.00000	0.00000	1.80	10732.04
249	2010.03.12 18:00	buy	125	0.10	1.37550	0.00000	0.00000
250	2010.03.12 20:00	close	125	0.10	1.37586	0.00000	0.00000	3.60	10735.64
251	2010.03.12 20:00	sell	126	0.10	1.37586	0.00000	0.00000
252	2010.03.12 21:00	close	126	0.10	1.37601	0.00000	0.00000	-1.50	10734.14
253	2010.03.12 21:00	buy	127	0.10	1.37601	0.00000	0.00000
254	2010.03.15 00:00	close	127	0.10	1.37593	0.00000	0.00000	-0.87	10733.27
255	2010.03.15 00:00	sell	128	0.10	1.37593	0.00000	0.00000
256	2010.03.15 02:00	close	128	0.10	1.37521	0.00000	0.00000	7.20	10740.47
257	2010.03.15 02:00	buy	129	0.10	1.37521	0.00000	0.00000
258	2010.03.15 03:00	close	129	0.10	1.37371	0.00000	0.00000	-15.00	10725.47
259	2010.03.15 03:00	sell	130	0.10	1.37371	0.00000	0.00000
260	2010.03.15 04:00	close	130	0.10	1.37409	0.00000	0.00000	-3.80	10721.67
261	2010.03.15 04:00	buy	131	0.10	1.37409	0.00000	0.00000
262	2010.03.15 08:00	close	131	0.10	1.37519	0.00000	0.00000	11.00	10732.67
263	2010.03.15 08:00	sell	132	0.10	1.37519	0.00000	0.00000
264	2010.03.15 11:00	close	132	0.10	1.37093	0.00000	0.00000	42.60	10775.27
265	2010.03.15 11:00	buy	133	0.10	1.37093	0.00000	0.00000
266	2010.03.15 12:00	close	133	0.10	1.37042	0.00000	0.00000	-5.10	10770.17
267	2010.03.15 12:00	sell	134	0.10	1.37042	0.00000	0.00000
268	2010.03.15 17:00	close	134	0.10	1.36532	0.00000	0.00000	51.00	10821.17
269	2010.03.15 17:00	buy	135	0.10	1.36532	0.00000	0.00000
270	2010.03.15 19:00	close	135	0.10	1.36706	0.00000	0.00000	17.40	10838.57
271	2010.03.15 19:00	sell	136	0.10	1.36706	0.00000	0.00000
272	2010.03.15 20:00	close	136	0.10	1.36744	0.00000	0.00000	-3.80	10834.77
273	2010.03.15 20:00	buy	137	0.10	1.36744	0.00000	0.00000
274	2010.03.15 21:00	close	137	0.10	1.36729	0.00000	0.00000	-1.50	10833.27
275	2010.03.15 21:00	sell	138	0.10	1.36729	0.00000	0.00000
276	2010.03.15 22:00	close	138	0.10	1.36779	0.00000	0.00000	-5.00	10828.27
277	2010.03.15 22:00	buy	139	0.10	1.36779	0.00000	0.00000
278	2010.03.15 23:00	close	139	0.10	1.36755	0.00000	0.00000	-2.40	10825.87
279	2010.03.15 23:00	sell	140	0.10	1.36755	0.00000	0.00000
280	2010.03.16 01:00	close	140	0.10	1.36755	0.00000	0.00000	-0.08	10825.79
281	2010.03.16 01:00	buy	141	0.10	1.36755	0.00000	0.00000
282	2010.03.16 07:00	close	141	0.10	1.36935	0.00000	0.00000	18.00	10843.79
283	2010.03.16 07:00	sell	142	0.10	1.36935	0.00000	0.00000
284	2010.03.16 08:00	close	142	0.10	1.36856	0.00000	0.00000	7.90	10851.69
285	2010.03.16 08:00	buy	143	0.10	1.36856	0.00000	0.00000
286	2010.03.16 12:00	close	143	0.10	1.36872	0.00000	0.00000	1.60	10853.29
287	2010.03.16 12:00	sell	144	0.10	1.36872	0.00000	0.00000
288	2010.03.16 13:00	close	144	0.10	1.37160	0.00000	0.00000	-28.80	10824.49
289	2010.03.16 13:00	buy	145	0.10	1.37160	0.00000	0.00000
290	2010.03.16 16:00	close	145	0.10	1.37590	0.00000	0.00000	43.00	10867.49
291	2010.03.16 16:00	sell	146	0.10	1.37590	0.00000	0.00000
292	2010.03.16 19:00	close	146	0.10	1.37291	0.00000	0.00000	29.90	10897.39
293	2010.03.16 19:00	buy	147	0.10	1.37291	0.00000	0.00000
294	2010.03.16 20:00	close	147	0.10	1.37560	0.00000	0.00000	26.90	10924.29
295	2010.03.16 20:00	sell	148	0.10	1.37560	0.00000	0.00000
296	2010.03.16 22:00	close	148	0.10	1.37673	0.00000	0.00000	-11.30	10912.99
297	2010.03.16 22:00	buy	149	0.10	1.37673	0.00000	0.00000
298	2010.03.16 23:00	close	149	0.10	1.37723	0.00000	0.00000	5.00	10917.99
299	2010.03.16 23:00	sell	150	0.10	1.37723	0.00000	0.00000
300	2010.03.17 00:00	close	150	0.10	1.37660	0.00000	0.00000	6.22	10924.21
301	2010.03.17 00:00	buy	151	0.10	1.37660	0.00000	0.00000
302	2010.03.17 02:00	close	151	0.10	1.37660	0.00000	0.00000	0.00	10924.21
303	2010.03.17 02:00	sell	152	0.10	1.37660	0.00000	0.00000
304	2010.03.17 03:00	close	152	0.10	1.37698	0.00000	0.00000	-3.80	10920.41
305	2010.03.17 03:00	buy	153	0.10	1.37698	0.00000	0.00000
306	2010.03.17 08:00	close	153	0.10	1.37881	0.00000	0.00000	18.30	10938.71
307	2010.03.17 08:00	sell	154	0.10	1.37881	0.00000	0.00000
308	2010.03.17 10:00	close	154	0.10	1.37785	0.00000	0.00000	9.60	10948.31
309	2010.03.17 10:00	buy	155	0.10	1.37785	0.00000	0.00000
310	2010.03.17 11:00	close	155	0.10	1.37748	0.00000	0.00000	-3.70	10944.61
311	2010.03.17 11:00	sell	156	0.10	1.37748	0.00000	0.00000
312	2010.03.17 14:00	close	156	0.10	1.37592	0.00000	0.00000	15.60	10960.21
313	2010.03.17 14:00	buy	157	0.10	1.37592	0.00000	0.00000
314	2010.03.17 15:00	close	157	0.10	1.37533	0.00000	0.00000	-5.90	10954.31
315	2010.03.17 15:00	sell	158	0.10	1.37533	0.00000	0.00000
316	2010.03.17 16:00	close	158	0.10	1.37513	0.00000	0.00000	2.00	10956.31
317	2010.03.17 16:00	buy	159	0.10	1.37513	0.00000	0.00000
318	2010.03.17 18:00	close	159	0.10	1.37622	0.00000	0.00000	10.90	10967.21
319	2010.03.17 18:00	sell	160	0.10	1.37622	0.00000	0.00000
320	2010.03.17 20:00	close	160	0.10	1.37541	0.00000	0.00000	8.10	10975.31
321	2010.03.17 20:00	buy	161	0.10	1.37541	0.00000	0.00000
322	2010.03.17 21:00	close	161	0.10	1.37396	0.00000	0.00000	-14.50	10960.81
323	2010.03.17 21:00	sell	162	0.10	1.37396	0.00000	0.00000
324	2010.03.17 23:00	close	162	0.10	1.37367	0.00000	0.00000	2.90	10963.71
325	2010.03.17 23:00	buy	163	0.10	1.37367	0.00000	0.00000
326	2010.03.18 00:00	close	163	0.10	1.37359	0.00000	0.00000	-1.01	10962.70
327	2010.03.18 00:00	sell	164	0.10	1.37359	0.00000	0.00000
328	2010.03.18 01:00	close	164	0.10	1.37388	0.00000	0.00000	-2.90	10959.80
329	2010.03.18 01:00	buy	165	0.10	1.37388	0.00000	0.00000
330	2010.03.18 05:00	close	165	0.10	1.37179	0.00000	0.00000	-20.90	10938.90
331	2010.03.18 05:00	sell	166	0.10	1.37179	0.00000	0.00000
332	2010.03.18 06:00	close	166	0.10	1.37058	0.00000	0.00000	12.10	10951.00
333	2010.03.18 06:00	buy	167	0.10	1.37058	0.00000	0.00000
334	2010.03.18 08:00	close	167	0.10	1.36827	0.00000	0.00000	-23.10	10927.90
335	2010.03.18 08:00	sell	168	0.10	1.36827	0.00000	0.00000
336	2010.03.18 09:00	close	168	0.10	1.36536	0.00000	0.00000	29.10	10957.00
337	2010.03.18 09:00	buy	169	0.10	1.36536	0.00000	0.00000
338	2010.03.18 11:00	close	169	0.10	1.36898	0.00000	0.00000	36.20	10993.20
339	2010.03.18 11:00	sell	170	0.10	1.36898	0.00000	0.00000
340	2010.03.18 12:00	close	170	0.10	1.36880	0.00000	0.00000	1.80	10995.00
341	2010.03.18 12:00	buy	171	0.10	1.36880	0.00000	0.00000
342	2010.03.18 13:00	close	171	0.10	1.36700	0.00000	0.00000	-18.00	10977.00
343	2010.03.18 13:00	sell	172	0.10	1.36700	0.00000	0.00000
344	2010.03.18 16:00	close	172	0.10	1.36640	0.00000	0.00000	6.00	10983.00
345	2010.03.18 16:00	buy	173	0.10	1.36640	0.00000	0.00000
346	2010.03.18 18:00	close	173	0.10	1.36040	0.00000	0.00000	-60.00	10923.00
347	2010.03.18 18:00	sell	174	0.10	1.36040	0.00000	0.00000
348	2010.03.18 22:00	close	174	0.10	1.36094	0.00000	0.00000	-5.40	10917.60
349	2010.03.18 22:00	buy	175	0.10	1.36094	0.00000	0.00000
350	2010.03.19 01:00	close	175	0.10	1.36115	0.00000	0.00000	2.03	10919.63
351	2010.03.19 01:00	sell	176	0.10	1.36115	0.00000	0.00000
352	2010.03.19 02:00	close	176	0.10	1.36196	0.00000	0.00000	-8.10	10911.53
353	2010.03.19 02:00	buy	177	0.10	1.36196	0.00000	0.00000
354	2010.03.19 05:00	close	177	0.10	1.36259	0.00000	0.00000	6.30	10917.83
355	2010.03.19 05:00	sell	178	0.10	1.36259	0.00000	0.00000
356	2010.03.19 07:00	close	178	0.10	1.36221	0.00000	0.00000	3.80	10921.63
357	2010.03.19 07:00	buy	179	0.10	1.36221	0.00000	0.00000
358	2010.03.19 09:00	close	179	0.10	1.36167	0.00000	0.00000	-5.40	10916.23
359	2010.03.19 09:00	sell	180	0.10	1.36167	0.00000	0.00000
360	2010.03.19 16:00	close	180	0.10	1.35178	0.00000	0.00000	98.90	11015.13
361	2010.03.19 16:00	buy	181	0.10	1.35178	0.00000	0.00000
362	2010.03.19 18:00	close	181	0.10	1.35402	0.00000	0.00000	22.40	11037.53
363	2010.03.19 18:00	sell	182	0.10	1.35402	0.00000	0.00000
364	2010.03.22 01:00	close	182	0.10	1.35149	0.00000	0.00000	25.22	11062.75
365	2010.03.22 01:00	buy	183	0.10	1.35149	0.00000	0.00000
366	2010.03.22 02:00	close	183	0.10	1.35129	0.00000	0.00000	-2.00	11060.75
367	2010.03.22 02:00	sell	184	0.10	1.35129	0.00000	0.00000
368	2010.03.22 04:00	close	184	0.10	1.35214	0.00000	0.00000	-8.50	11052.25
369	2010.03.22 04:00	buy	185	0.10	1.35214	0.00000	0.00000
370	2010.03.22 05:00	close	185	0.10	1.35141	0.00000	0.00000	-7.30	11044.95
371	2010.03.22 05:00	sell	186	0.10	1.35141	0.00000	0.00000
372	2010.03.22 06:00	close	186	0.10	1.35216	0.00000	0.00000	-7.50	11037.45
373	2010.03.22 06:00	buy	187	0.10	1.35216	0.00000	0.00000
374	2010.03.22 10:00	close	187	0.10	1.35417	0.00000	0.00000	20.10	11057.55
375	2010.03.22 10:00	sell	188	0.10	1.35417	0.00000	0.00000
376	2010.03.22 14:00	close	188	0.10	1.34751	0.00000	0.00000	66.60	11124.15
377	2010.03.22 14:00	buy	189	0.10	1.34751	0.00000	0.00000
378	2010.03.22 18:00	close	189	0.10	1.35619	0.00000	0.00000	86.80	11210.95
379	2010.03.22 18:00	sell	190	0.10	1.35619	0.00000	0.00000
380	2010.03.22 19:00	close	190	0.10	1.35610	0.00000	0.00000	0.90	11211.85
381	2010.03.22 19:00	buy	191	0.10	1.35610	0.00000	0.00000
382	2010.03.22 22:00	close	191	0.10	1.35564	0.00000	0.00000	-4.60	11207.25
383	2010.03.22 22:00	sell	192	0.10	1.35564	0.00000	0.00000
384	2010.03.23 02:00	close	192	0.10	1.35486	0.00000	0.00000	7.72	11214.97
385	2010.03.23 02:00	buy	193	0.10	1.35486	0.00000	0.00000
386	2010.03.23 04:00	close	193	0.10	1.35530	0.00000	0.00000	4.40	11219.37
387	2010.03.23 04:00	sell	194	0.10	1.35530	0.00000	0.00000
388	2010.03.23 08:00	close	194	0.10	1.35213	0.00000	0.00000	31.70	11251.07
389	2010.03.23 08:00	buy	195	0.10	1.35213	0.00000	0.00000
390	2010.03.23 10:00	close	195	0.10	1.35233	0.00000	0.00000	2.00	11253.07
391	2010.03.23 10:00	sell	196	0.10	1.35233	0.00000	0.00000
392	2010.03.23 12:00	close	196	0.10	1.35073	0.00000	0.00000	16.00	11269.07
393	2010.03.23 12:00	buy	197	0.10	1.35073	0.00000	0.00000
394	2010.03.23 15:00	close	197	0.10	1.35113	0.00000	0.00000	4.00	11273.07
395	2010.03.23 15:00	sell	198	0.10	1.35113	0.00000	0.00000
396	2010.03.23 19:00	close	198	0.10	1.34973	0.00000	0.00000	14.00	11287.07
397	2010.03.23 19:00	buy	199	0.10	1.34973	0.00000	0.00000
398	2010.03.23 20:00	close	199	0.10	1.34871	0.00000	0.00000	-10.20	11276.87
399	2010.03.23 20:00	sell	200	0.10	1.34871	0.00000	0.00000
400	2010.03.24 00:00	close	200	0.10	1.34929	0.00000	0.00000	-5.88	11270.99
401	2010.03.24 00:00	buy	201	0.10	1.34929	0.00000	0.00000
402	2010.03.24 01:00	close	201	0.10	1.34685	0.00000	0.00000	-24.40	11246.59
403	2010.03.24 01:00	sell	202	0.10	1.34685	0.00000	0.00000
404	2010.03.24 02:00	close	202	0.10	1.34750	0.00000	0.00000	-6.50	11240.09
405	2010.03.24 02:00	buy	203	0.10	1.34750	0.00000	0.00000
406	2010.03.24 04:00	close	203	0.10	1.34640	0.00000	0.00000	-11.00	11229.09
407	2010.03.24 04:00	sell	204	0.10	1.34640	0.00000	0.00000
408	2010.03.24 06:00	close	204	0.10	1.34520	0.00000	0.00000	12.00	11241.09
409	2010.03.24 06:00	buy	205	0.10	1.34520	0.00000	0.00000
410	2010.03.24 07:00	close	205	0.10	1.34149	0.00000	0.00000	-37.10	11203.99
411	2010.03.24 07:00	sell	206	0.10	1.34149	0.00000	0.00000
412	2010.03.24 14:00	close	206	0.10	1.33544	0.00000	0.00000	60.50	11264.49
413	2010.03.24 14:00	buy	207	0.10	1.33544	0.00000	0.00000
414	2010.03.24 15:00	close	207	0.10	1.33578	0.00000	0.00000	3.40	11267.89
415	2010.03.24 15:00	sell	208	0.10	1.33578	0.00000	0.00000
416	2010.03.24 16:00	close	208	0.10	1.33590	0.00000	0.00000	-1.20	11266.69
417	2010.03.24 16:00	buy	209	0.10	1.33590	0.00000	0.00000
418	2010.03.24 17:00	close	209	0.10	1.33462	0.00000	0.00000	-12.80	11253.89
419	2010.03.24 17:00	sell	210	0.10	1.33462	0.00000	0.00000
420	2010.03.24 18:00	close	210	0.10	1.33553	0.00000	0.00000	-9.10	11244.79
421	2010.03.24 18:00	buy	211	0.10	1.33553	0.00000	0.00000
422	2010.03.24 19:00	close	211	0.10	1.33443	0.00000	0.00000	-11.00	11233.79
423	2010.03.24 19:00	sell	212	0.10	1.33443	0.00000	0.00000
424	2010.03.24 22:00	close	212	0.10	1.33149	0.00000	0.00000	29.40	11263.19
425	2010.03.24 22:00	buy	213	0.10	1.33149	0.00000	0.00000
426	2010.03.25 02:00	close	213	0.10	1.33350	0.00000	0.00000	19.89	11283.08
427	2010.03.25 02:00	sell	214	0.10	1.33350	0.00000	0.00000
428	2010.03.25 03:00	close	214	0.10	1.33358	0.00000	0.00000	-0.80	11282.28
429	2010.03.25 03:00	buy	215	0.10	1.33358	0.00000	0.00000
430	2010.03.25 05:00	close	215	0.10	1.33346	0.00000	0.00000	-1.20	11281.08
431	2010.03.25 05:00	sell	216	0.10	1.33346	0.00000	0.00000
432	2010.03.25 06:00	close	216	0.10	1.33311	0.00000	0.00000	3.50	11284.58
433	2010.03.25 06:00	buy	217	0.10	1.33311	0.00000	0.00000
434	2010.03.25 08:00	close	217	0.10	1.33196	0.00000	0.00000	-11.50	11273.08
435	2010.03.25 08:00	sell	218	0.10	1.33196	0.00000	0.00000
436	2010.03.25 09:00	close	218	0.10	1.33221	0.00000	0.00000	-2.50	11270.58
437	2010.03.25 09:00	buy	219	0.10	1.33221	0.00000	0.00000
438	2010.03.25 12:00	close	219	0.10	1.33612	0.00000	0.00000	39.10	11309.68
439	2010.03.25 12:00	sell	220	0.10	1.33612	0.00000	0.00000
440	2010.03.25 15:00	close	220	0.10	1.33271	0.00000	0.00000	34.10	11343.78
441	2010.03.25 15:00	buy	221	0.10	1.33271	0.00000	0.00000
442	2010.03.25 17:00	close	221	0.10	1.33430	0.00000	0.00000	15.90	11359.68
443	2010.03.25 17:00	sell	222	0.10	1.33430	0.00000	0.00000
444	2010.03.25 18:00	close	222	0.10	1.33442	0.00000	0.00000	-1.20	11358.48
445	2010.03.25 18:00	buy	223	0.10	1.33442	0.00000	0.00000
446	2010.03.25 19:00	close	223	0.10	1.33046	0.00000	0.00000	-39.60	11318.88
447	2010.03.25 19:00	sell	224	0.10	1.33046	0.00000	0.00000
448	2010.03.25 20:00	close	224	0.10	1.32917	0.00000	0.00000	12.90	11331.78
449	2010.03.25 20:00	buy	225	0.10	1.32917	0.00000	0.00000
450	2010.03.25 21:00	close	225	0.10	1.32817	0.00000	0.00000	-10.00	11321.78
451	2010.03.25 21:00	sell	226	0.10	1.32817	0.00000	0.00000
452	2010.03.25 23:00	close	226	0.10	1.32887	0.00000	0.00000	-7.00	11314.78
453	2010.03.25 23:00	buy	227	0.10	1.32887	0.00000	0.00000
454	2010.03.26 01:00	close	227	0.10	1.33054	0.00000	0.00000	16.63	11331.41
455	2010.03.26 01:00	sell	228	0.10	1.33054	0.00000	0.00000
456	2010.03.26 02:00	close	228	0.10	1.33115	0.00000	0.00000	-6.10	11325.31
457	2010.03.26 02:00	buy	229	0.10	1.33115	0.00000	0.00000
458	2010.03.26 09:00	close	229	0.10	1.33500	0.00000	0.00000	38.50	11363.81
459	2010.03.26 09:00	sell	230	0.10	1.33500	0.00000	0.00000
460	2010.03.26 10:00	close	230	0.10	1.33730	0.00000	0.00000	-23.00	11340.81
461	2010.03.26 10:00	buy	231	0.10	1.33730	0.00000	0.00000
462	2010.03.26 12:00	close	231	0.10	1.33749	0.00000	0.00000	1.90	11342.71
463	2010.03.26 12:00	sell	232	0.10	1.33749	0.00000	0.00000
464	2010.03.26 14:00	close	232	0.10	1.33774	0.00000	0.00000	-2.50	11340.21
465	2010.03.26 14:00	buy	233	0.10	1.33774	0.00000	0.00000
466	2010.03.26 16:00	close	233	0.10	1.33910	0.00000	0.00000	13.60	11353.81
467	2010.03.26 16:00	sell	234	0.10	1.33910	0.00000	0.00000
468	2010.03.26 18:00	close	234	0.10	1.33900	0.00000	0.00000	1.00	11354.81
469	2010.03.26 18:00	buy	235	0.10	1.33900	0.00000	0.00000
470	2010.03.26 18:00	close	235	0.10	1.33879	0.00000	0.00000	-2.10	11352.71