Report Result : TDI_v3 - Desynced Forex Repository

Strategy Tester Report

TDI_v3

AlpariUK-Demo (Build 226)

Symbol		GBPUSD (Great Britain Pound vs US Dollar)
Period		1 Hour (H1) 2010.01.04 00:00 - 2010.04.16 00:00 (2010.01.01 - 2010.04.16)
Model		Control points (a very crude method, the results must not be considered)
Parameters		Lots=0.01; RSI_Period=13; RSI_Price=0; Volatility_Band=34; RSI_Price_Line=2; RSI_Price_Type=0; Trade_Signal_Line=7; Trade_Signal_Type=0; slippage=0; magic=123456;

Bars in test	2762	Ticks modelled	44844	Modelling quality	n/a
Mismatched charts errors	9

Initial deposit	10000.00
Total net profit	-441.12	Gross profit	159.49	Gross loss	-600.61
Profit factor	0.27	Expected payoff	-2.76
Absolute drawdown	449.92	Maximal drawdown	455.22 (4.55%)	Relative drawdown	4.55% (455.22)

Total trades	160	Short positions (won %)	82 (29.27%)	Long positions (won %)	78 (26.92%)
		Profit trades (% of total)	45 (28.13%)	Loss trades (% of total)	115 (71.88%)
Largest		profit trade	15.07	loss trade	-23.46
Average		profit trade	3.54	loss trade	-5.22
Maximum		consecutive wins (profit in money)	2 (20.74)	consecutive losses (loss in money)	10 (-30.68)
Maximal		consecutive profit (count of wins)	20.74 (2)	consecutive loss (count of losses)	-45.78 (6)
Average		consecutive wins	1	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.01.04 14:00	sell	1	0.01	1.61466	0.00000	0.00000
2	2010.01.05 07:00	close	1	0.01	1.61602	0.00000	0.00000	-1.38	9998.62
3	2010.01.05 08:00	buy	2	0.01	1.61777	0.00000	0.00000
4	2010.01.06 02:00	close	2	0.01	1.59642	0.00000	0.00000	-21.35	9977.27
5	2010.01.06 03:00	sell	3	0.01	1.59918	0.00000	0.00000
6	2010.01.06 09:00	close	3	0.01	1.60442	0.00000	0.00000	-5.24	9972.03
7	2010.01.06 10:00	buy	4	0.01	1.60686	0.00000	0.00000
8	2010.01.06 14:00	close	4	0.01	1.59651	0.00000	0.00000	-10.35	9961.68
9	2010.01.06 15:00	sell	5	0.01	1.59680	0.00000	0.00000
10	2010.01.06 17:00	close	5	0.01	1.60260	0.00000	0.00000	-5.80	9955.88
11	2010.01.06 18:00	buy	6	0.01	1.60412	0.00000	0.00000
12	2010.01.07 03:00	close	6	0.01	1.60247	0.00000	0.00000	-1.65	9954.22
13	2010.01.07 04:00	sell	7	0.01	1.60006	0.00000	0.00000
14	2010.01.07 15:00	close	7	0.01	1.59508	0.00000	0.00000	4.98	9959.20
15	2010.01.07 16:00	buy	8	0.01	1.59475	0.00000	0.00000
16	2010.01.07 23:00	close	8	0.01	1.59292	0.00000	0.00000	-1.83	9957.37
17	2010.01.08 00:00	sell	9	0.01	1.59249	0.00000	0.00000
18	2010.01.08 05:00	close	9	0.01	1.59665	0.00000	0.00000	-4.16	9953.21
19	2010.01.08 06:00	buy	10	0.01	1.59690	0.00000	0.00000
20	2010.01.08 14:00	close	10	0.01	1.59787	0.00000	0.00000	0.97	9954.18
21	2010.01.08 15:00	sell	11	0.01	1.60904	0.00000	0.00000
22	2010.01.11 09:00	close	11	0.01	1.61232	0.00000	0.00000	-3.30	9950.88
23	2010.01.11 10:00	sell	12	0.01	1.61261	0.00000	0.00000
24	2010.01.11 11:00	close	12	0.01	1.61740	0.00000	0.00000	-4.79	9946.09
25	2010.01.11 12:00	buy	13	0.01	1.61934	0.00000	0.00000
26	2010.01.11 15:00	close	13	0.01	1.61613	0.00000	0.00000	-3.21	9942.88
27	2010.01.11 16:00	sell	14	0.01	1.61261	0.00000	0.00000
28	2010.01.12 04:00	close	14	0.01	1.61170	0.00000	0.00000	0.89	9943.77
29	2010.01.12 05:00	buy	15	0.01	1.61023	0.00000	0.00000
30	2010.01.12 15:00	close	15	0.01	1.61287	0.00000	0.00000	2.64	9946.41
31	2010.01.12 16:00	sell	16	0.01	1.61549	0.00000	0.00000
32	2010.01.12 17:00	close	16	0.01	1.62181	0.00000	0.00000	-6.32	9940.09
33	2010.01.12 18:00	buy	17	0.01	1.62069	0.00000	0.00000
34	2010.01.13 04:00	close	17	0.01	1.61509	0.00000	0.00000	-5.60	9934.49
35	2010.01.13 05:00	sell	18	0.01	1.61659	0.00000	0.00000
36	2010.01.14 02:00	close	18	0.01	1.63293	0.00000	0.00000	-16.41	9918.08
37	2010.01.14 03:00	buy	19	0.01	1.63244	0.00000	0.00000
38	2010.01.14 05:00	close	19	0.01	1.62883	0.00000	0.00000	-3.61	9914.47
39	2010.01.14 06:00	sell	20	0.01	1.62828	0.00000	0.00000
40	2010.01.14 15:00	close	20	0.01	1.63390	0.00000	0.00000	-5.62	9908.85
41	2010.01.14 16:00	buy	21	0.01	1.63184	0.00000	0.00000
42	2010.01.14 22:00	close	21	0.01	1.63238	0.00000	0.00000	0.54	9909.39
43	2010.01.14 23:00	sell	22	0.01	1.63328	0.00000	0.00000
44	2010.01.15 06:00	close	22	0.01	1.63623	0.00000	0.00000	-2.97	9906.42
45	2010.01.15 07:00	buy	23	0.01	1.63630	0.00000	0.00000
46	2010.01.15 09:00	close	23	0.01	1.63319	0.00000	0.00000	-3.11	9903.31
47	2010.01.15 10:00	sell	24	0.01	1.63289	0.00000	0.00000
48	2010.01.15 14:00	close	24	0.01	1.63366	0.00000	0.00000	-0.77	9902.54
49	2010.01.15 15:00	buy	25	0.01	1.63172	0.00000	0.00000
50	2010.01.18 11:00	close	25	0.01	1.63409	0.00000	0.00000	2.37	9904.91
51	2010.01.18 12:00	sell	26	0.01	1.63565	0.00000	0.00000
52	2010.01.18 13:00	close	26	0.01	1.63640	0.00000	0.00000	-0.75	9904.16
53	2010.01.18 14:00	sell	27	0.01	1.63351	0.00000	0.00000
54	2010.01.18 15:00	close	27	0.01	1.63337	0.00000	0.00000	0.14	9904.30
55	2010.01.18 16:00	buy	28	0.01	1.63453	0.00000	0.00000
56	2010.01.19 04:00	close	28	0.01	1.64075	0.00000	0.00000	6.22	9910.52
57	2010.01.19 05:00	sell	29	0.01	1.64145	0.00000	0.00000
58	2010.01.19 11:00	close	29	0.01	1.64429	0.00000	0.00000	-2.84	9907.68
59	2010.01.19 12:00	buy	30	0.01	1.64107	0.00000	0.00000
60	2010.01.19 23:00	close	30	0.01	1.63587	0.00000	0.00000	-5.20	9902.48
61	2010.01.20 00:00	sell	31	0.01	1.63620	0.00000	0.00000
62	2010.01.20 08:00	close	31	0.01	1.63444	0.00000	0.00000	1.76	9904.24
63	2010.01.20 09:00	buy	32	0.01	1.62970	0.00000	0.00000
64	2010.01.21 03:00	close	32	0.01	1.62725	0.00000	0.00000	-2.45	9901.79
65	2010.01.21 04:00	sell	33	0.01	1.62530	0.00000	0.00000
66	2010.01.21 08:00	close	33	0.01	1.63164	0.00000	0.00000	-6.34	9895.45
67	2010.01.21 09:00	buy	34	0.01	1.62581	0.00000	0.00000
68	2010.01.21 22:00	close	34	0.01	1.61964	0.00000	0.00000	-6.17	9889.28
69	2010.01.21 23:00	sell	35	0.01	1.61912	0.00000	0.00000
70	2010.01.22 18:00	close	35	0.01	1.61449	0.00000	0.00000	4.61	9893.88
71	2010.01.22 19:00	buy	36	0.01	1.61599	0.00000	0.00000
72	2010.01.25 13:00	close	36	0.01	1.61477	0.00000	0.00000	-1.22	9892.66
73	2010.01.25 14:00	sell	37	0.01	1.61336	0.00000	0.00000
74	2010.01.26 08:00	close	37	0.01	1.62608	0.00000	0.00000	-12.74	9879.92
75	2010.01.26 09:00	buy	38	0.01	1.62536	0.00000	0.00000
76	2010.01.26 11:00	close	38	0.01	1.61371	0.00000	0.00000	-11.65	9868.27
77	2010.01.26 12:00	sell	39	0.01	1.61196	0.00000	0.00000
78	2010.01.26 14:00	close	39	0.01	1.61703	0.00000	0.00000	-5.07	9863.20
79	2010.01.26 15:00	buy	40	0.01	1.61341	0.00000	0.00000
80	2010.01.27 04:00	close	40	0.01	1.61317	0.00000	0.00000	-0.24	9862.96
81	2010.01.27 05:00	sell	41	0.01	1.61271	0.00000	0.00000
82	2010.01.27 06:00	close	41	0.01	1.61561	0.00000	0.00000	-2.90	9860.06
83	2010.01.27 07:00	buy	42	0.01	1.61526	0.00000	0.00000
84	2010.01.27 16:00	close	42	0.01	1.61901	0.00000	0.00000	3.75	9863.81
85	2010.01.27 17:00	sell	43	0.01	1.61900	0.00000	0.00000
86	2010.01.28 00:00	close	43	0.01	1.62057	0.00000	0.00000	-1.64	9862.17
87	2010.01.28 01:00	buy	44	0.01	1.62038	0.00000	0.00000
88	2010.01.28 07:00	close	44	0.01	1.61800	0.00000	0.00000	-2.38	9859.79
89	2010.01.28 08:00	sell	45	0.01	1.62018	0.00000	0.00000
90	2010.01.28 23:00	close	45	0.01	1.61623	0.00000	0.00000	3.95	9863.74
91	2010.01.29 00:00	buy	46	0.01	1.61524	0.00000	0.00000
92	2010.01.29 11:00	close	46	0.01	1.61477	0.00000	0.00000	-0.47	9863.27
93	2010.01.29 12:00	sell	47	0.01	1.61484	0.00000	0.00000
94	2010.01.29 19:00	close	47	0.01	1.60395	0.00000	0.00000	10.89	9874.16
95	2010.01.29 20:00	buy	48	0.01	1.60401	0.00000	0.00000
96	2010.02.01 20:00	close	48	0.01	1.59376	0.00000	0.00000	-10.25	9863.91
97	2010.02.01 21:00	sell	49	0.01	1.59530	0.00000	0.00000
98	2010.02.02 13:00	close	49	0.01	1.59667	0.00000	0.00000	-1.39	9862.52
99	2010.02.02 14:00	buy	50	0.01	1.59647	0.00000	0.00000
100	2010.02.02 23:00	close	50	0.01	1.59697	0.00000	0.00000	0.50	9863.02
101	2010.02.03 00:00	sell	51	0.01	1.59757	0.00000	0.00000
102	2010.02.03 16:00	close	51	0.01	1.59906	0.00000	0.00000	-1.49	9861.53
103	2010.02.03 17:00	buy	52	0.01	1.59629	0.00000	0.00000
104	2010.02.04 22:00	close	52	0.01	1.57530	0.00000	0.00000	-20.99	9840.54
105	2010.02.04 23:00	sell	53	0.01	1.57512	0.00000	0.00000
106	2010.02.05 04:00	close	53	0.01	1.57763	0.00000	0.00000	-2.53	9838.01
107	2010.02.05 05:00	buy	54	0.01	1.57699	0.00000	0.00000
108	2010.02.05 16:00	close	54	0.01	1.56376	0.00000	0.00000	-13.23	9824.78
109	2010.02.05 17:00	sell	55	0.01	1.56434	0.00000	0.00000
110	2010.02.05 21:00	close	55	0.01	1.56308	0.00000	0.00000	1.26	9826.04
111	2010.02.05 22:00	buy	56	0.01	1.56573	0.00000	0.00000
112	2010.02.08 04:00	close	56	0.01	1.56059	0.00000	0.00000	-5.14	9820.89
113	2010.02.08 05:00	sell	57	0.01	1.56052	0.00000	0.00000
114	2010.02.08 10:00	close	57	0.01	1.56462	0.00000	0.00000	-4.10	9816.79
115	2010.02.08 11:00	buy	58	0.01	1.56032	0.00000	0.00000
116	2010.02.08 20:00	close	58	0.01	1.56204	0.00000	0.00000	1.72	9818.51
117	2010.02.08 21:00	sell	59	0.01	1.56113	0.00000	0.00000
118	2010.02.09 03:00	close	59	0.01	1.56279	0.00000	0.00000	-1.68	9816.83
119	2010.02.09 04:00	buy	60	0.01	1.56250	0.00000	0.00000
120	2010.02.09 10:00	close	60	0.01	1.55869	0.00000	0.00000	-3.81	9813.02
121	2010.02.09 11:00	sell	61	0.01	1.55850	0.00000	0.00000
122	2010.02.09 14:00	close	61	0.01	1.56620	0.00000	0.00000	-7.70	9805.32
123	2010.02.09 15:00	buy	62	0.01	1.56503	0.00000	0.00000
124	2010.02.10 00:00	close	62	0.01	1.57080	0.00000	0.00000	5.77	9811.09
125	2010.02.10 01:00	sell	63	0.01	1.56926	0.00000	0.00000
126	2010.02.10 08:00	close	63	0.01	1.57107	0.00000	0.00000	-1.81	9809.28
127	2010.02.10 09:00	buy	64	0.01	1.56914	0.00000	0.00000
128	2010.02.10 12:00	close	64	0.01	1.56848	0.00000	0.00000	-0.66	9808.62
129	2010.02.10 13:00	sell	65	0.01	1.56572	0.00000	0.00000
130	2010.02.10 18:00	close	65	0.01	1.56314	0.00000	0.00000	2.58	9811.20
131	2010.02.10 19:00	buy	66	0.01	1.56401	0.00000	0.00000
132	2010.02.11 08:00	close	66	0.01	1.56224	0.00000	0.00000	-1.77	9809.43
133	2010.02.11 09:00	sell	67	0.01	1.56061	0.00000	0.00000
134	2010.02.11 13:00	close	67	0.01	1.56580	0.00000	0.00000	-5.19	9804.24
135	2010.02.11 14:00	buy	68	0.01	1.56513	0.00000	0.00000
136	2010.02.11 16:00	close	68	0.01	1.55978	0.00000	0.00000	-5.35	9798.89
137	2010.02.11 17:00	sell	69	0.01	1.56108	0.00000	0.00000
138	2010.02.12 15:00	close	69	0.01	1.56572	0.00000	0.00000	-4.66	9794.23
139	2010.02.12 16:00	buy	70	0.01	1.56720	0.00000	0.00000
140	2010.02.15 01:00	close	70	0.01	1.56651	0.00000	0.00000	-0.69	9793.54
141	2010.02.15 02:00	sell	71	0.01	1.56624	0.00000	0.00000
142	2010.02.15 10:00	close	71	0.01	1.57019	0.00000	0.00000	-3.95	9789.59
143	2010.02.15 11:00	buy	72	0.01	1.57005	0.00000	0.00000
144	2010.02.15 15:00	close	72	0.01	1.56639	0.00000	0.00000	-3.66	9785.93
145	2010.02.15 16:00	sell	73	0.01	1.56629	0.00000	0.00000
146	2010.02.15 20:00	close	73	0.01	1.56939	0.00000	0.00000	-3.10	9782.83
147	2010.02.15 21:00	buy	74	0.01	1.56889	0.00000	0.00000
148	2010.02.16 11:00	close	74	0.01	1.56838	0.00000	0.00000	-0.51	9782.31
149	2010.02.16 12:00	sell	75	0.01	1.56854	0.00000	0.00000
150	2010.02.16 17:00	close	75	0.01	1.57033	0.00000	0.00000	-1.79	9780.52
151	2010.02.16 18:00	buy	76	0.01	1.57596	0.00000	0.00000
152	2010.02.17 00:00	close	76	0.01	1.57823	0.00000	0.00000	2.27	9782.79
153	2010.02.17 01:00	sell	77	0.01	1.57823	0.00000	0.00000
154	2010.02.17 09:00	close	77	0.01	1.58272	0.00000	0.00000	-4.49	9778.30
155	2010.02.17 10:00	buy	78	0.01	1.58076	0.00000	0.00000
156	2010.02.17 15:00	close	78	0.01	1.57638	0.00000	0.00000	-4.38	9773.92
157	2010.02.17 16:00	sell	79	0.01	1.57642	0.00000	0.00000
158	2010.02.18 00:00	close	79	0.01	1.57086	0.00000	0.00000	5.49	9779.42
159	2010.02.18 01:00	buy	80	0.01	1.57061	0.00000	0.00000
160	2010.02.18 18:00	close	80	0.01	1.55807	0.00000	0.00000	-12.54	9766.88
161	2010.02.18 19:00	sell	81	0.01	1.56015	0.00000	0.00000
162	2010.02.19 04:00	close	81	0.01	1.54639	0.00000	0.00000	13.74	9780.62
163	2010.02.19 05:00	buy	82	0.01	1.54569	0.00000	0.00000
164	2010.02.19 22:00	close	82	0.01	1.54534	0.00000	0.00000	-0.35	9780.27
165	2010.02.22 00:00	sell	83	0.01	1.54548	0.00000	0.00000
166	2010.02.22 21:00	close	83	0.01	1.55160	0.00000	0.00000	-6.12	9774.15
167	2010.02.22 22:00	buy	84	0.01	1.55070	0.00000	0.00000
168	2010.02.23 02:00	close	84	0.01	1.54865	0.00000	0.00000	-2.05	9772.09
169	2010.02.23 03:00	sell	85	0.01	1.54940	0.00000	0.00000
170	2010.02.23 15:00	close	85	0.01	1.54679	0.00000	0.00000	2.61	9774.70
171	2010.02.23 16:00	buy	86	0.01	1.54685	0.00000	0.00000
172	2010.02.24 05:00	close	86	0.01	1.54514	0.00000	0.00000	-1.71	9772.99
173	2010.02.24 06:00	sell	87	0.01	1.54462	0.00000	0.00000
174	2010.02.24 12:00	close	87	0.01	1.54823	0.00000	0.00000	-3.61	9769.38
175	2010.02.24 13:00	buy	88	0.01	1.54759	0.00000	0.00000
176	2010.02.24 19:00	close	88	0.01	1.54148	0.00000	0.00000	-6.11	9763.27
177	2010.02.24 20:00	sell	89	0.01	1.54107	0.00000	0.00000
178	2010.02.25 12:00	close	89	0.01	1.53300	0.00000	0.00000	8.00	9771.28
179	2010.02.25 13:00	buy	90	0.01	1.53332	0.00000	0.00000
180	2010.02.26 01:00	close	90	0.01	1.52394	0.00000	0.00000	-9.38	9761.90
181	2010.02.26 02:00	sell	91	0.01	1.52453	0.00000	0.00000
182	2010.02.26 17:00	close	91	0.01	1.52518	0.00000	0.00000	-0.65	9761.25
183	2010.02.26 18:00	buy	92	0.01	1.52662	0.00000	0.00000
184	2010.03.01 00:00	close	92	0.01	1.51537	0.00000	0.00000	-11.25	9750.00
185	2010.03.01 01:00	sell	93	0.01	1.51780	0.00000	0.00000
186	2010.03.01 09:00	close	93	0.01	1.51634	0.00000	0.00000	1.46	9751.46
187	2010.03.01 10:00	buy	94	0.01	1.51809	0.00000	0.00000
188	2010.03.02 02:00	close	94	0.01	1.49463	0.00000	0.00000	-23.46	9727.99
189	2010.03.02 03:00	sell	95	0.01	1.49338	0.00000	0.00000
190	2010.03.02 09:00	close	95	0.01	1.49246	0.00000	0.00000	0.92	9728.91
191	2010.03.02 10:00	buy	96	0.01	1.49301	0.00000	0.00000
192	2010.03.02 16:00	close	96	0.01	1.49489	0.00000	0.00000	1.88	9730.79
193	2010.03.02 17:00	sell	97	0.01	1.49264	0.00000	0.00000
194	2010.03.03 01:00	close	97	0.01	1.50501	0.00000	0.00000	-12.39	9718.40
195	2010.03.03 02:00	buy	98	0.01	1.50479	0.00000	0.00000
196	2010.03.03 06:00	close	98	0.01	1.50510	0.00000	0.00000	0.31	9718.71
197	2010.03.03 07:00	sell	99	0.01	1.50366	0.00000	0.00000
198	2010.03.03 15:00	close	99	0.01	1.50809	0.00000	0.00000	-4.43	9714.28
199	2010.03.03 16:00	buy	100	0.01	1.50859	0.00000	0.00000
200	2010.03.03 21:00	close	100	0.01	1.50905	0.00000	0.00000	0.46	9714.74
201	2010.03.03 22:00	sell	101	0.01	1.50980	0.00000	0.00000
202	2010.03.04 11:00	close	101	0.01	1.50861	0.00000	0.00000	1.12	9715.87
203	2010.03.04 12:00	buy	102	0.01	1.51092	0.00000	0.00000
204	2010.03.04 17:00	close	102	0.01	1.50530	0.00000	0.00000	-5.62	9710.25
205	2010.03.04 18:00	sell	103	0.01	1.50297	0.00000	0.00000
206	2010.03.04 22:00	close	103	0.01	1.50657	0.00000	0.00000	-3.60	9706.65
207	2010.03.04 23:00	buy	104	0.01	1.50523	0.00000	0.00000
208	2010.03.05 06:00	close	104	0.01	1.50365	0.00000	0.00000	-1.58	9705.07
209	2010.03.05 07:00	sell	105	0.01	1.50329	0.00000	0.00000
210	2010.03.05 13:00	close	105	0.01	1.50643	0.00000	0.00000	-3.14	9701.93
211	2010.03.05 14:00	buy	106	0.01	1.50749	0.00000	0.00000
212	2010.03.08 00:00	close	106	0.01	1.51517	0.00000	0.00000	7.68	9709.60
213	2010.03.08 01:00	sell	107	0.01	1.51428	0.00000	0.00000
214	2010.03.08 19:00	close	107	0.01	1.51109	0.00000	0.00000	3.19	9712.79
215	2010.03.08 20:00	buy	108	0.01	1.50954	0.00000	0.00000
216	2010.03.09 21:00	close	108	0.01	1.49868	0.00000	0.00000	-10.86	9701.93
217	2010.03.09 22:00	sell	109	0.01	1.49946	0.00000	0.00000
218	2010.03.10 06:00	close	109	0.01	1.49998	0.00000	0.00000	-0.54	9701.39
219	2010.03.10 07:00	buy	110	0.01	1.50007	0.00000	0.00000
220	2010.03.10 20:00	close	110	0.01	1.49525	0.00000	0.00000	-4.82	9696.57
221	2010.03.10 21:00	sell	111	0.01	1.49744	0.00000	0.00000
222	2010.03.11 18:00	close	111	0.01	1.50775	0.00000	0.00000	-10.38	9686.20
223	2010.03.11 19:00	buy	112	0.01	1.50635	0.00000	0.00000
224	2010.03.12 03:00	close	112	0.01	1.50423	0.00000	0.00000	-2.12	9684.07
225	2010.03.12 04:00	sell	113	0.01	1.50505	0.00000	0.00000
226	2010.03.12 10:00	close	113	0.01	1.51421	0.00000	0.00000	-9.16	9674.91
227	2010.03.12 11:00	buy	114	0.01	1.51741	0.00000	0.00000
228	2010.03.12 15:00	close	114	0.01	1.51498	0.00000	0.00000	-2.43	9672.48
229	2010.03.12 16:00	sell	115	0.01	1.51479	0.00000	0.00000
230	2010.03.15 15:00	close	115	0.01	1.50910	0.00000	0.00000	5.67	9678.15
231	2010.03.15 16:00	buy	116	0.01	1.50904	0.00000	0.00000
232	2010.03.16 22:00	close	116	0.01	1.52411	0.00000	0.00000	15.07	9693.22
233	2010.03.16 23:00	sell	117	0.01	1.52500	0.00000	0.00000
234	2010.03.17 08:00	close	117	0.01	1.52719	0.00000	0.00000	-2.21	9691.01
235	2010.03.17 09:00	buy	118	0.01	1.52719	0.00000	0.00000
236	2010.03.17 17:00	close	118	0.01	1.52946	0.00000	0.00000	2.27	9693.28
237	2010.03.17 18:00	sell	119	0.01	1.53420	0.00000	0.00000
238	2010.03.18 08:00	close	119	0.01	1.53289	0.00000	0.00000	1.24	9694.52
239	2010.03.18 09:00	buy	120	0.01	1.52800	0.00000	0.00000
240	2010.03.19 04:00	close	120	0.01	1.52398	0.00000	0.00000	-4.02	9690.50
241	2010.03.19 05:00	sell	121	0.01	1.52536	0.00000	0.00000
242	2010.03.19 13:00	close	121	0.01	1.51832	0.00000	0.00000	7.04	9697.54
243	2010.03.19 14:00	buy	122	0.01	1.51681	0.00000	0.00000
244	2010.03.22 05:00	close	122	0.01	1.49450	0.00000	0.00000	-22.31	9675.23
245	2010.03.22 06:00	sell	123	0.01	1.49623	0.00000	0.00000
246	2010.03.22 10:00	close	123	0.01	1.50348	0.00000	0.00000	-7.25	9667.98
247	2010.03.22 11:00	buy	124	0.01	1.49988	0.00000	0.00000
248	2010.03.23 02:00	close	124	0.01	1.50832	0.00000	0.00000	8.44	9676.42
249	2010.03.23 03:00	sell	125	0.01	1.50855	0.00000	0.00000
250	2010.03.23 16:00	close	125	0.01	1.50890	0.00000	0.00000	-0.35	9676.07
251	2010.03.23 17:00	buy	126	0.01	1.50943	0.00000	0.00000
252	2010.03.24 12:00	close	126	0.01	1.49567	0.00000	0.00000	-13.76	9662.31
253	2010.03.24 13:00	sell	127	0.01	1.49575	0.00000	0.00000
254	2010.03.24 17:00	close	127	0.01	1.49412	0.00000	0.00000	1.63	9663.94
255	2010.03.24 18:00	buy	128	0.01	1.49327	0.00000	0.00000
256	2010.03.25 07:00	close	128	0.01	1.48751	0.00000	0.00000	-5.76	9658.18
257	2010.03.25 08:00	sell	129	0.01	1.48942	0.00000	0.00000
258	2010.03.26 01:00	close	129	0.01	1.48750	0.00000	0.00000	1.90	9660.07
259	2010.03.26 02:00	buy	130	0.01	1.48790	0.00000	0.00000
260	2010.03.26 09:00	close	130	0.01	1.48242	0.00000	0.00000	-5.48	9654.59
261	2010.03.26 10:00	sell	131	0.01	1.48291	0.00000	0.00000
262	2010.03.29 20:00	close	131	0.01	1.49986	0.00000	0.00000	-16.97	9637.62
263	2010.03.29 21:00	buy	132	0.01	1.50027	0.00000	0.00000
264	2010.03.30 00:00	close	132	0.01	1.49781	0.00000	0.00000	-2.46	9635.16
265	2010.03.30 01:00	sell	133	0.01	1.49765	0.00000	0.00000
266	2010.03.30 06:00	close	133	0.01	1.50266	0.00000	0.00000	-5.01	9630.15
267	2010.03.30 07:00	buy	134	0.01	1.50311	0.00000	0.00000
268	2010.03.30 16:00	close	134	0.01	1.50933	0.00000	0.00000	6.22	9636.37
269	2010.03.30 17:00	sell	135	0.01	1.51060	0.00000	0.00000
270	2010.03.31 10:00	close	135	0.01	1.51255	0.00000	0.00000	-1.97	9634.40
271	2010.03.31 11:00	buy	136	0.01	1.51730	0.00000	0.00000
272	2010.03.31 16:00	close	136	0.01	1.51407	0.00000	0.00000	-3.23	9631.17
273	2010.03.31 17:00	sell	137	0.01	1.51672	0.00000	0.00000
274	2010.04.01 08:00	close	137	0.01	1.52405	0.00000	0.00000	-7.40	9623.77
275	2010.04.01 09:00	buy	138	0.01	1.52168	0.00000	0.00000
276	2010.04.01 14:00	close	138	0.01	1.52202	0.00000	0.00000	0.34	9624.11
277	2010.04.01 15:00	sell	139	0.01	1.52465	0.00000	0.00000
278	2010.04.01 22:00	close	139	0.01	1.53167	0.00000	0.00000	-7.02	9617.09
279	2010.04.01 23:00	buy	140	0.01	1.53158	0.00000	0.00000
280	2010.04.02 03:00	close	140	0.01	1.52720	0.00000	0.00000	-4.38	9612.71
281	2010.04.02 04:00	sell	141	0.01	1.52709	0.00000	0.00000
282	2010.04.02 08:00	close	141	0.01	1.52953	0.00000	0.00000	-2.44	9610.27
283	2010.04.02 09:00	buy	142	0.01	1.52913	0.00000	0.00000
284	2010.04.05 08:00	close	142	0.01	1.52448	0.00000	0.00000	-4.65	9605.62
285	2010.04.05 09:00	sell	143	0.01	1.52322	0.00000	0.00000
286	2010.04.05 14:00	close	143	0.01	1.52795	0.00000	0.00000	-4.73	9600.89
287	2010.04.05 15:00	buy	144	0.01	1.52964	0.00000	0.00000
288	2010.04.05 19:00	close	144	0.01	1.52869	0.00000	0.00000	-0.95	9599.94
289	2010.04.05 20:00	sell	145	0.01	1.52829	0.00000	0.00000
290	2010.04.06 08:00	close	145	0.01	1.52637	0.00000	0.00000	1.90	9601.84
291	2010.04.06 09:00	buy	146	0.01	1.52702	0.00000	0.00000
292	2010.04.07 08:00	close	146	0.01	1.52463	0.00000	0.00000	-2.39	9599.45
293	2010.04.07 09:00	sell	147	0.01	1.52388	0.00000	0.00000
294	2010.04.07 18:00	close	147	0.01	1.52721	0.00000	0.00000	-3.33	9596.12
295	2010.04.07 19:00	buy	148	0.01	1.52755	0.00000	0.00000
296	2010.04.08 00:00	close	148	0.01	1.52337	0.00000	0.00000	-4.18	9591.94
297	2010.04.08 01:00	sell	149	0.01	1.52373	0.00000	0.00000
298	2010.04.08 11:00	close	149	0.01	1.52232	0.00000	0.00000	1.41	9593.35
299	2010.04.08 12:00	buy	150	0.01	1.52503	0.00000	0.00000
300	2010.04.08 16:00	close	150	0.01	1.51910	0.00000	0.00000	-5.93	9587.42
301	2010.04.08 17:00	sell	151	0.01	1.52449	0.00000	0.00000
302	2010.04.12 20:00	close	151	0.01	1.54037	0.00000	0.00000	-15.92	9571.49
303	2010.04.12 21:00	buy	152	0.01	1.54030	0.00000	0.00000
304	2010.04.13 16:00	close	152	0.01	1.53980	0.00000	0.00000	-0.50	9570.99
305	2010.04.13 17:00	sell	153	0.01	1.53645	0.00000	0.00000
306	2010.04.13 23:00	close	153	0.01	1.54066	0.00000	0.00000	-4.21	9566.78
307	2010.04.14 00:00	buy	154	0.01	1.54063	0.00000	0.00000
308	2010.04.14 07:00	close	154	0.01	1.54121	0.00000	0.00000	0.58	9567.36
309	2010.04.14 08:00	sell	155	0.01	1.54342	0.00000	0.00000
310	2010.04.14 12:00	close	155	0.01	1.54810	0.00000	0.00000	-4.68	9562.68
311	2010.04.14 13:00	sell	156	0.01	1.54198	0.00000	0.00000
312	2010.04.14 14:00	close	156	0.01	1.54621	0.00000	0.00000	-4.23	9558.45
313	2010.04.14 15:00	buy	157	0.01	1.54730	0.00000	0.00000
314	2010.04.14 21:00	close	157	0.01	1.54721	0.00000	0.00000	-0.09	9558.36
315	2010.04.14 22:00	sell	158	0.01	1.54691	0.00000	0.00000
316	2010.04.15 15:00	close	158	0.01	1.54685	0.00000	0.00000	-0.01	9558.35
317	2010.04.15 16:00	buy	159	0.01	1.54876	0.00000	0.00000
318	2010.04.15 22:00	close	159	0.01	1.54987	0.00000	0.00000	1.11	9559.46
319	2010.04.15 23:00	sell	160	0.01	1.54932	0.00000	0.00000
320	2010.04.15 23:59	close at stop	160	0.01	1.54991	0.00000	0.00000	-0.59	9558.87