Report Result : Emily_v18 M30 EURUSD - Desynced Forex Repository

Strategy Tester Report

Download Emily_v18 M30 EURUSD

AlpariUK-Demo (Build 225)

Symbol		USDJPY (US Dollar vs Japanese Yen)
Period		1 Hour (H1) 2009.11.03 02:00 - 2009.11.27 22:00 (2009.11.01 - 2009.11.30)
Model		Every tick (the most precise method based on all available least timeframes)
Parameters		MaxTrades=5; Pips=60; TakeProfit=45; TrailingStop=0; InitialStop=0; Note1=""TF"; MACDTimeFrame=0; RSIOMA=3; RSIOMA_MODE=0; RSIOMA_PRICE=0; Ma_RSIOMA=21; Ma_RSIOMA_MODE=1; BuyTrigger=70; SellTrigger=30; MainTrendLong=50; MainTrendShort=50;

Bars in test	551	Ticks modelled	541880	Modelling quality	n/a
Mismatched charts errors	113

Initial deposit	10000.00
Total net profit	-9090.97	Gross profit	4957.22	Gross loss	-14048.19
Profit factor	0.35	Expected payoff	-44.78
Absolute drawdown	9090.97	Maximal drawdown	9870.79 (91.57%)	Relative drawdown	91.57% (9870.79)

Total trades	203	Short positions (won %)	0 (0.00%)	Long positions (won %)	203 (56.65%)
		Profit trades (% of total)	115 (56.65%)	Loss trades (% of total)	88 (43.35%)
Largest		profit trade	622.54	loss trade	-6090.56
Average		profit trade	43.11	loss trade	-159.64
Maximum		consecutive wins (profit in money)	8 (203.09)	consecutive losses (loss in money)	5 (-9870.79)
Maximal		consecutive profit (count of wins)	654.35 (7)	consecutive loss (count of losses)	-9870.79 (5)
Average		consecutive wins	3	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.11.03 02:00	buy	1	0.10	90.473	0.000	0.000
2	2009.11.03 02:02	buy	2	0.30	90.411	0.000	0.000
3	2009.11.03 02:03	buy	3	0.90	90.349	0.000	0.000
4	2009.11.03 02:06	buy	4	2.70	90.288	0.000	0.000
5	2009.11.03 02:07	close	4	2.70	90.318	0.000	0.000	89.68	10089.68
6	2009.11.03 02:07	close	3	0.90	90.320	0.000	0.000	-28.90	10060.78
7	2009.11.03 02:07	close	2	0.30	90.320	0.000	0.000	-30.23	10030.55
8	2009.11.03 02:07	close	1	0.10	90.320	0.000	0.000	-16.94	10013.61
9	2009.11.03 02:43	buy	5	0.20	90.411	0.000	0.000
10	2009.11.03 03:12	buy	6	0.60	90.351	0.000	0.000
11	2009.11.03 03:22	buy	7	1.80	90.291	0.000	0.000
12	2009.11.03 03:31	close	7	1.80	90.318	0.000	0.000	53.81	10067.42
13	2009.11.03 03:31	close	6	0.60	90.321	0.000	0.000	-19.93	10047.49
14	2009.11.03 03:31	close	5	0.20	90.321	0.000	0.000	-19.93	10027.56
15	2009.11.03 14:00	buy	8	0.20	90.190	0.000	0.000
16	2009.11.03 14:02	close	8	0.20	90.213	0.000	0.000	5.10	10032.66
17	2009.11.03 14:02	buy	9	0.20	90.234	0.000	0.000
18	2009.11.03 14:02	close	9	0.20	90.257	0.000	0.000	5.10	10037.76
19	2009.11.03 14:02	buy	10	0.20	90.279	0.000	0.000
20	2009.11.03 14:14	buy	11	0.60	90.219	0.000	0.000
21	2009.11.03 14:17	close	11	0.60	90.240	0.000	0.000	13.96	10051.72
22	2009.11.03 14:17	close	10	0.20	90.241	0.000	0.000	-8.42	10043.30
23	2009.11.03 14:17	buy	12	0.20	90.262	0.000	0.000
24	2009.11.03 14:42	buy	13	0.60	90.202	0.000	0.000
25	2009.11.03 15:00	close	13	0.60	90.223	0.000	0.000	13.97	10057.27
26	2009.11.03 15:00	close	12	0.20	90.224	0.000	0.000	-8.42	10048.85
27	2009.11.03 15:00	buy	14	0.20	90.243	0.000	0.000
28	2009.11.03 15:02	close	14	0.20	90.266	0.000	0.000	5.10	10053.95
29	2009.11.03 15:02	buy	15	0.20	90.287	0.000	0.000
30	2009.11.03 15:22	close	15	0.20	90.310	0.000	0.000	5.09	10059.04
31	2009.11.03 15:22	buy	16	0.20	90.331	0.000	0.000
32	2009.11.03 15:42	close	16	0.20	90.354	0.000	0.000	5.09	10064.13
33	2009.11.03 15:42	buy	17	0.20	90.375	0.000	0.000
34	2009.11.03 15:52	close	17	0.20	90.398	0.000	0.000	5.09	10069.22
35	2009.11.03 15:52	buy	18	0.20	90.419	0.000	0.000
36	2009.11.03 15:57	close	18	0.20	90.442	0.000	0.000	5.09	10074.31
37	2009.11.03 15:57	buy	19	0.20	90.463	0.000	0.000
38	2009.11.03 16:01	close	19	0.20	90.487	0.000	0.000	5.30	10079.61
39	2009.11.03 16:01	buy	20	0.20	90.509	0.000	0.000
40	2009.11.03 16:02	close	20	0.20	90.532	0.000	0.000	5.08	10084.69
41	2009.11.03 16:02	buy	21	0.20	90.554	0.000	0.000
42	2009.11.03 16:07	buy	22	0.60	90.494	0.000	0.000
43	2009.11.03 16:11	buy	23	1.80	90.434	0.000	0.000
44	2009.11.03 16:12	buy	24	5.40	90.374	0.000	0.000
45	2009.11.03 16:16	close	24	5.40	90.402	0.000	0.000	167.25	10251.94
46	2009.11.03 16:16	close	23	1.80	90.403	0.000	0.000	-61.72	10190.22
47	2009.11.03 16:16	close	22	0.60	90.403	0.000	0.000	-60.40	10129.82
48	2009.11.03 16:16	close	21	0.20	90.403	0.000	0.000	-33.41	10096.41
49	2009.11.03 16:16	buy	25	0.20	90.424	0.000	0.000
50	2009.11.03 16:17	buy	26	0.60	90.364	0.000	0.000
51	2009.11.03 16:22	close	26	0.60	90.385	0.000	0.000	13.94	10110.35
52	2009.11.03 16:23	close	25	0.20	90.386	0.000	0.000	-8.41	10101.94
53	2009.11.03 16:23	buy	27	0.20	90.405	0.000	0.000
54	2009.11.03 16:27	buy	28	0.60	90.345	0.000	0.000
55	2009.11.03 16:32	close	28	0.60	90.366	0.000	0.000	13.94	10115.88
56	2009.11.03 16:32	close	27	0.20	90.367	0.000	0.000	-8.41	10107.47
57	2009.11.03 16:33	buy	29	0.20	90.388	0.000	0.000
58	2009.11.03 16:50	close	29	0.20	90.411	0.000	0.000	5.09	10112.56
59	2009.11.03 16:50	buy	30	0.20	90.432	0.000	0.000
60	2009.11.03 16:57	buy	31	0.60	90.372	0.000	0.000
61	2009.11.03 17:02	buy	32	1.80	90.312	0.000	0.000
62	2009.11.03 17:08	buy	33	5.40	90.252	0.000	0.000
63	2009.11.03 17:12	close	33	5.40	90.280	0.000	0.000	167.48	10280.04
64	2009.11.03 17:12	close	32	1.80	90.281	0.000	0.000	-61.81	10218.23
65	2009.11.03 17:12	close	31	0.60	90.281	0.000	0.000	-60.48	10157.75
66	2009.11.03 17:12	close	30	0.20	90.281	0.000	0.000	-33.45	10124.30
67	2009.11.03 17:12	buy	34	0.20	90.302	0.000	0.000
68	2009.11.03 17:23	close	34	0.20	90.325	0.000	0.000	5.09	10129.39
69	2009.11.03 17:23	buy	35	0.20	90.346	0.000	0.000
70	2009.11.03 17:35	buy	36	0.60	90.285	0.000	0.000
71	2009.11.03 17:48	close	36	0.60	90.306	0.000	0.000	13.95	10143.34
72	2009.11.03 17:48	close	35	0.20	90.307	0.000	0.000	-8.64	10134.70
73	2009.11.03 17:48	buy	37	0.20	90.328	0.000	0.000
74	2009.11.03 18:27	buy	38	0.60	90.267	0.000	0.000
75	2009.11.03 18:36	close	38	0.60	90.288	0.000	0.000	13.96	10148.66
76	2009.11.03 18:36	close	37	0.20	90.290	0.000	0.000	-8.42	10140.24
77	2009.11.03 19:09	buy	39	0.20	90.347	0.000	0.000
78	2009.11.03 19:13	close	39	0.20	90.370	0.000	0.000	5.09	10145.33
79	2009.11.03 19:13	buy	40	0.20	90.391	0.000	0.000
80	2009.11.03 19:17	buy	41	0.60	90.329	0.000	0.000
81	2009.11.03 19:31	buy	42	1.80	90.268	0.000	0.000
82	2009.11.03 19:46	close	42	1.80	90.295	0.000	0.000	53.82	10199.15
83	2009.11.03 19:46	close	41	0.60	90.297	0.000	0.000	-21.26	10177.89
84	2009.11.03 19:46	close	40	0.20	90.297	0.000	0.000	-20.82	10157.07
85	2009.11.03 19:48	buy	43	0.20	90.348	0.000	0.000
86	2009.11.03 20:08	buy	44	0.60	90.288	0.000	0.000
87	2009.11.03 20:18	close	44	0.60	90.309	0.000	0.000	13.95	10171.02
88	2009.11.03 20:18	close	43	0.20	90.311	0.000	0.000	-8.19	10162.83
89	2009.11.03 20:18	buy	45	0.20	90.330	0.000	0.000
90	2009.11.03 20:22	close	45	0.20	90.353	0.000	0.000	5.09	10167.92
91	2009.11.03 20:22	buy	46	0.20	90.374	0.000	0.000
92	2009.11.03 20:33	buy	47	0.60	90.314	0.000	0.000
93	2009.11.03 20:43	close	47	0.60	90.335	0.000	0.000	13.95	10181.87
94	2009.11.03 20:43	close	46	0.20	90.336	0.000	0.000	-8.41	10173.46
95	2009.11.03 20:43	buy	48	0.20	90.357	0.000	0.000
96	2009.11.03 21:05	buy	49	0.60	90.293	0.000	0.000
97	2009.11.03 21:08	close	49	0.60	90.315	0.000	0.000	14.62	10188.08
98	2009.11.03 21:08	close	48	0.20	90.318	0.000	0.000	-8.64	10179.44
99	2009.11.03 21:08	buy	50	0.20	90.340	0.000	0.000
100	2009.11.03 21:32	close	50	0.20	90.363	0.000	0.000	5.09	10184.53
101	2009.11.03 21:32	buy	51	0.20	90.384	0.000	0.000
102	2009.11.03 22:33	buy	52	0.60	90.324	0.000	0.000
103	2009.11.04 00:27	close	52	0.60	90.345	0.000	0.000	14.21	10198.74
104	2009.11.04 00:27	close	51	0.20	90.347	0.000	0.000	-8.10	10190.64
105	2009.11.04 00:27	buy	53	0.20	90.366	0.000	0.000
106	2009.11.04 00:35	close	53	0.20	90.390	0.000	0.000	5.31	10195.95
107	2009.11.04 00:35	buy	54	0.20	90.411	0.000	0.000
108	2009.11.04 00:42	buy	55	0.60	90.351	0.000	0.000
109	2009.11.04 00:46	close	55	0.60	90.372	0.000	0.000	13.94	10209.89
110	2009.11.04 00:46	close	54	0.20	90.373	0.000	0.000	-8.41	10201.48
111	2009.11.04 00:46	buy	56	0.20	90.395	0.000	0.000
112	2009.11.04 00:58	close	56	0.20	90.419	0.000	0.000	5.31	10206.79
113	2009.11.04 00:58	buy	57	0.20	90.441	0.000	0.000
114	2009.11.04 01:08	buy	58	0.60	90.381	0.000	0.000
115	2009.11.04 01:18	buy	59	1.80	90.321	0.000	0.000
116	2009.11.04 01:31	buy	60	5.40	90.261	0.000	0.000
117	2009.11.04 01:32	buy	61	16.20	90.200	0.000	0.000
118	2009.11.04 01:42	close	61	16.20	90.230	0.000	0.000	538.62	10745.41
119	2009.11.04 01:42	close	60	5.40	90.229	0.000	0.000	-191.51	10553.90
120	2009.11.04 01:42	close	59	1.80	90.229	0.000	0.000	-183.53	10370.37
121	2009.11.04 01:42	close	58	0.60	90.229	0.000	0.000	-101.08	10269.29
122	2009.11.04 01:42	close	57	0.20	90.229	0.000	0.000	-46.99	10222.30
123	2009.11.04 07:00	buy	62	0.20	90.380	0.000	0.000
124	2009.11.04 07:26	close	62	0.20	90.403	0.000	0.000	5.09	10227.39
125	2009.11.04 07:26	buy	63	0.20	90.422	0.000	0.000
126	2009.11.04 07:48	close	63	0.20	90.445	0.000	0.000	5.09	10232.48
127	2009.11.04 07:48	buy	64	0.20	90.467	0.000	0.000
128	2009.11.04 07:55	close	64	0.20	90.490	0.000	0.000	5.08	10237.56
129	2009.11.04 07:55	buy	65	0.20	90.511	0.000	0.000
130	2009.11.04 07:57	buy	66	0.60	90.451	0.000	0.000
131	2009.11.04 08:10	close	66	0.60	90.472	0.000	0.000	13.93	10251.49
132	2009.11.04 08:10	close	65	0.20	90.473	0.000	0.000	-8.40	10243.09
133	2009.11.04 08:10	buy	67	0.20	90.494	0.000	0.000
134	2009.11.04 08:21	close	67	0.20	90.517	0.000	0.000	5.08	10248.17
135	2009.11.04 08:21	buy	68	0.20	90.538	0.000	0.000
136	2009.11.04 08:22	close	68	0.20	90.561	0.000	0.000	5.08	10253.25
137	2009.11.04 08:22	buy	69	0.20	90.582	0.000	0.000
138	2009.11.04 09:12	close	69	0.20	90.605	0.000	0.000	5.08	10258.33
139	2009.11.04 09:12	buy	70	0.20	90.626	0.000	0.000
140	2009.11.04 09:17	close	70	0.20	90.650	0.000	0.000	5.30	10263.63
141	2009.11.04 09:17	buy	71	0.20	90.671	0.000	0.000
142	2009.11.04 09:30	close	71	0.20	90.694	0.000	0.000	5.07	10268.70
143	2009.11.04 09:30	buy	72	0.20	90.715	0.000	0.000
144	2009.11.04 09:32	close	72	0.20	90.738	0.000	0.000	5.07	10273.77
145	2009.11.04 09:32	buy	73	0.20	90.759	0.000	0.000
146	2009.11.04 09:37	close	73	0.20	90.782	0.000	0.000	5.07	10278.84
147	2009.11.04 09:37	buy	74	0.20	90.804	0.000	0.000
148	2009.11.04 09:42	buy	75	0.60	90.744	0.000	0.000
149	2009.11.04 10:02	buy	76	1.80	90.684	0.000	0.000
150	2009.11.04 10:08	close	76	1.80	90.709	0.000	0.000	49.61	10328.45
151	2009.11.04 10:08	close	75	0.60	90.711	0.000	0.000	-21.83	10306.62
152	2009.11.04 10:08	close	74	0.20	90.711	0.000	0.000	-20.50	10286.12
153	2009.11.04 10:08	buy	77	0.20	90.732	0.000	0.000
154	2009.11.04 10:23	buy	78	0.60	90.672	0.000	0.000
155	2009.11.04 10:33	close	78	0.60	90.694	0.000	0.000	14.55	10300.67
156	2009.11.04 10:33	close	77	0.20	90.695	0.000	0.000	-8.16	10292.51
157	2009.11.04 10:33	buy	79	0.20	90.716	0.000	0.000
158	2009.11.04 10:36	close	79	0.20	90.740	0.000	0.000	5.29	10297.80
159	2009.11.04 10:36	buy	80	0.20	90.761	0.000	0.000
160	2009.11.04 10:37	close	80	0.20	90.784	0.000	0.000	5.07	10302.87
161	2009.11.04 10:37	buy	81	0.20	90.805	0.000	0.000
162	2009.11.04 10:42	close	81	0.20	90.829	0.000	0.000	5.28	10308.15
163	2009.11.04 10:42	buy	82	0.20	90.850	0.000	0.000
164	2009.11.04 10:42	close	82	0.20	90.874	0.000	0.000	5.28	10313.43
165	2009.11.04 10:42	buy	83	0.20	90.895	0.000	0.000
166	2009.11.04 10:52	close	83	0.20	90.918	0.000	0.000	5.06	10318.49
167	2009.11.04 10:52	buy	84	0.20	90.940	0.000	0.000
168	2009.11.04 11:03	buy	85	0.60	90.880	0.000	0.000
169	2009.11.04 11:07	close	85	0.60	90.901	0.000	0.000	13.86	10332.35
170	2009.11.04 11:07	close	84	0.20	90.902	0.000	0.000	-8.36	10323.99
171	2009.11.04 11:07	buy	86	0.20	90.924	0.000	0.000
172	2009.11.04 11:29	close	86	0.20	90.947	0.000	0.000	5.06	10329.05
173	2009.11.04 11:29	buy	87	0.20	90.968	0.000	0.000
174	2009.11.04 11:30	close	87	0.20	90.993	0.000	0.000	5.49	10334.54
175	2009.11.04 11:30	buy	88	0.20	91.015	0.000	0.000
176	2009.11.04 11:32	buy	89	0.60	90.954	0.000	0.000
177	2009.11.04 11:43	buy	90	1.80	90.894	0.000	0.000
178	2009.11.04 11:53	close	90	1.80	90.920	0.000	0.000	51.47	10386.01
179	2009.11.04 11:53	close	89	0.60	90.921	0.000	0.000	-21.78	10364.23
180	2009.11.04 11:53	close	88	0.20	90.921	0.000	0.000	-20.68	10343.55
181	2009.11.04 11:53	buy	91	0.20	90.942	0.000	0.000
182	2009.11.04 12:03	close	91	0.20	90.965	0.000	0.000	5.06	10348.61
183	2009.11.04 12:03	buy	92	0.20	90.986	0.000	0.000
184	2009.11.04 12:11	buy	93	0.60	90.924	0.000	0.000
185	2009.11.04 12:12	buy	94	1.80	90.863	0.000	0.000
186	2009.11.04 12:22	close	94	1.80	90.889	0.000	0.000	51.49	10400.10
187	2009.11.04 12:22	close	93	0.60	90.890	0.000	0.000	-22.44	10377.66
188	2009.11.04 12:22	close	92	0.20	90.890	0.000	0.000	-21.12	10356.54
189	2009.11.04 12:22	buy	95	0.20	90.909	0.000	0.000
190	2009.11.04 12:32	buy	96	0.60	90.849	0.000	0.000
191	2009.11.04 12:42	buy	97	1.80	90.788	0.000	0.000
192	2009.11.04 12:52	close	97	1.80	90.814	0.000	0.000	51.53	10408.07
193	2009.11.04 12:52	close	96	0.60	90.815	0.000	0.000	-22.46	10385.61
194	2009.11.04 12:52	close	95	0.20	90.815	0.000	0.000	-20.70	10364.91
195	2009.11.04 12:52	buy	98	0.20	90.837	0.000	0.000
196	2009.11.04 13:11	close	98	0.20	90.860	0.000	0.000	5.06	10369.97
197	2009.11.04 13:52	buy	99	0.20	90.956	0.000	0.000
198	2009.11.04 14:10	close	99	0.20	90.979	0.000	0.000	5.06	10375.03
199	2009.11.04 14:10	buy	100	0.20	91.000	0.000	0.000
200	2009.11.04 14:17	buy	101	0.60	90.940	0.000	0.000
201	2009.11.04 14:21	close	101	0.60	90.961	0.000	0.000	13.85	10388.88
202	2009.11.04 14:21	close	100	0.20	90.962	0.000	0.000	-8.36	10380.52
203	2009.11.04 14:21	buy	102	0.20	90.983	0.000	0.000
204	2009.11.04 14:26	buy	103	0.60	90.922	0.000	0.000
205	2009.11.04 14:43	buy	104	1.80	90.862	0.000	0.000
206	2009.11.04 14:48	buy	105	5.40	90.802	0.000	0.000
207	2009.11.04 14:52	close	105	5.40	90.830	0.000	0.000	166.46	10546.98
208	2009.11.04 14:52	close	104	1.80	90.829	0.000	0.000	-65.40	10481.58
209	2009.11.04 14:52	close	103	0.60	90.829	0.000	0.000	-61.43	10420.15
210	2009.11.04 14:52	close	102	0.20	90.829	0.000	0.000	-33.91	10386.24
211	2009.11.04 15:17	buy	106	0.20	90.855	0.000	0.000
212	2009.11.04 15:42	buy	107	0.60	90.794	0.000	0.000
213	2009.11.04 15:57	close	107	0.60	90.815	0.000	0.000	13.87	10400.11
214	2009.11.04 15:57	close	106	0.20	90.816	0.000	0.000	-8.59	10391.52
215	2009.11.04 15:57	buy	108	0.20	90.855	0.000	0.000
216	2009.11.04 16:00	buy	109	0.60	90.794	0.000	0.000
217	2009.11.04 16:02	buy	110	1.80	90.734	0.000	0.000
218	2009.11.04 16:06	buy	111	5.40	90.674	0.000	0.000
219	2009.11.04 16:07	buy	112	16.20	90.614	0.000	0.000
220	2009.11.04 16:27	close	112	16.20	90.643	0.000	0.000	518.30	10909.82
221	2009.11.04 16:27	close	111	5.40	90.644	0.000	0.000	-178.72	10731.10
222	2009.11.04 16:27	close	110	1.80	90.644	0.000	0.000	-178.72	10552.38
223	2009.11.04 16:27	close	109	0.60	90.644	0.000	0.000	-99.29	10453.09
224	2009.11.04 16:27	close	108	0.20	90.644	0.000	0.000	-46.56	10406.53
225	2009.11.04 19:00	buy	113	0.20	90.925	0.000	0.000
226	2009.11.04 19:27	close	113	0.20	90.948	0.000	0.000	5.06	10411.59
227	2009.11.04 19:27	buy	114	0.20	90.969	0.000	0.000
228	2009.11.04 19:56	buy	115	0.60	90.908	0.000	0.000
229	2009.11.04 20:05	close	115	0.60	90.929	0.000	0.000	13.86	10425.45
230	2009.11.04 20:05	close	114	0.20	90.930	0.000	0.000	-8.58	10416.87
231	2009.11.04 20:12	buy	116	0.20	90.978	0.000	0.000
232	2009.11.04 20:15	close	116	0.20	91.004	0.000	0.000	5.71	10422.58
233	2009.11.04 20:15	buy	117	0.20	91.029	0.000	0.000
234	2009.11.04 20:15	close	117	0.20	91.052	0.000	0.000	5.05	10427.63
235	2009.11.04 20:15	buy	118	0.20	91.077	0.000	0.000
236	2009.11.04 20:15	close	118	0.20	91.100	0.000	0.000	5.05	10432.68
237	2009.11.04 20:15	buy	119	0.20	91.125	0.000	0.000
238	2009.11.04 20:15	close	119	0.20	91.148	0.000	0.000	5.05	10437.73
239	2009.11.04 20:15	buy	120	0.20	91.173	0.000	0.000
240	2009.11.04 20:15	close	120	0.20	91.196	0.000	0.000	5.04	10442.77
241	2009.11.04 20:15	buy	121	0.20	91.218	0.000	0.000
242	2009.11.04 20:16	buy	122	0.60	91.156	0.000	0.000
243	2009.11.04 20:16	buy	123	1.80	91.096	0.000	0.000
244	2009.11.04 20:17	buy	124	5.40	91.033	0.000	0.000
245	2009.11.04 20:17	buy	125	16.20	90.972	0.000	0.000
246	2009.11.04 20:20	close	125	16.20	91.002	0.000	0.000	534.05	10976.82
247	2009.11.04 20:20	close	124	5.40	91.005	0.000	0.000	-166.14	10810.68
248	2009.11.04 20:20	close	123	1.80	91.005	0.000	0.000	-179.99	10630.69
249	2009.11.04 20:20	close	122	0.60	91.005	0.000	0.000	-99.55	10531.14
250	2009.11.04 20:20	close	121	0.20	91.005	0.000	0.000	-46.81	10484.33
251	2009.11.04 20:20	buy	126	0.20	91.028	0.000	0.000
252	2009.11.04 20:21	close	126	0.20	91.052	0.000	0.000	5.27	10489.60
253	2009.11.04 20:21	buy	127	0.20	91.075	0.000	0.000
254	2009.11.04 20:21	close	127	0.20	91.099	0.000	0.000	5.27	10494.87
255	2009.11.04 20:21	buy	128	0.20	91.121	0.000	0.000
256	2009.11.04 20:21	close	128	0.20	91.145	0.000	0.000	5.27	10500.14
257	2009.11.04 20:21	buy	129	0.20	91.167	0.000	0.000
258	2009.11.04 20:22	close	129	0.20	91.192	0.000	0.000	5.48	10505.62
259	2009.11.04 20:22	buy	130	0.20	91.214	0.000	0.000
260	2009.11.04 20:22	close	130	0.20	91.238	0.000	0.000	5.26	10510.88
261	2009.11.04 20:22	buy	131	0.20	91.260	0.000	0.000
262	2009.11.04 20:22	close	131	0.20	91.284	0.000	0.000	5.26	10516.14
263	2009.11.04 20:22	buy	132	0.20	91.307	0.000	0.000
264	2009.11.04 20:22	buy	133	0.60	91.247	0.000	0.000
265	2009.11.04 20:23	buy	134	1.80	91.186	0.000	0.000
266	2009.11.04 20:23	buy	135	5.40	91.116	0.000	0.000
267	2009.11.04 20:25	buy	136	16.20	91.044	0.000	0.000
268	2009.11.04 20:28	close	136	16.20	91.079	0.000	0.000	622.54	11138.68
269	2009.11.04 20:28	close	135	5.40	91.077	0.000	0.000	-231.23	10907.45
270	2009.11.04 20:28	close	134	1.80	91.077	0.000	0.000	-215.42	10692.03
271	2009.11.04 20:28	close	133	0.60	91.077	0.000	0.000	-111.99	10580.04
272	2009.11.04 20:28	close	132	0.20	91.077	0.000	0.000	-50.51	10529.53
273	2009.11.04 20:28	buy	137	0.20	91.096	0.000	0.000
274	2009.11.04 20:29	close	137	0.20	91.121	0.000	0.000	5.49	10535.02
275	2009.11.04 20:29	buy	138	0.20	91.147	0.000	0.000
276	2009.11.04 20:30	buy	139	0.60	90.966	0.000	0.000
277	2009.11.04 20:37	close	139	0.60	91.017	0.000	0.000	33.62	10568.64
278	2009.11.04 20:37	close	138	0.20	91.018	0.000	0.000	-28.35	10540.29
279	2009.11.04 20:37	buy	140	0.20	91.040	0.000	0.000
280	2009.11.04 20:47	buy	141	0.60	90.980	0.000	0.000
281	2009.11.04 20:52	buy	142	1.80	90.919	0.000	0.000
282	2009.11.04 20:57	buy	143	5.40	90.859	0.000	0.000
283	2009.11.04 21:01	buy	144	16.20	90.799	0.000	0.000
284	2009.11.04 23:45	close	144	16.20	90.828	0.000	0.000	517.24	11057.53
285	2009.11.04 23:45	close	143	5.40	90.832	0.000	0.000	-160.52	10897.01
286	2009.11.04 23:45	close	142	1.80	90.832	0.000	0.000	-172.41	10724.60
287	2009.11.04 23:45	close	141	0.60	90.832	0.000	0.000	-97.76	10626.84
288	2009.11.04 23:45	close	140	0.20	90.832	0.000	0.000	-45.80	10581.04
289	2009.11.05 14:00	buy	145	0.20	90.467	0.000	0.000
290	2009.11.05 14:07	buy	146	0.60	90.407	0.000	0.000
291	2009.11.05 14:13	buy	147	1.80	90.347	0.000	0.000
292	2009.11.05 14:26	close	147	1.80	90.372	0.000	0.000	49.79	10630.83
293	2009.11.05 14:26	close	146	0.60	90.374	0.000	0.000	-21.91	10608.92
294	2009.11.05 14:26	close	145	0.20	90.374	0.000	0.000	-20.58	10588.34
295	2009.11.05 14:26	buy	148	0.20	90.395	0.000	0.000
296	2009.11.05 14:31	close	148	0.20	90.419	0.000	0.000	5.31	10593.65
297	2009.11.05 14:31	buy	149	0.20	90.440	0.000	0.000
298	2009.11.05 14:32	close	149	0.20	90.464	0.000	0.000	5.31	10598.96
299	2009.11.05 14:32	buy	150	0.20	90.485	0.000	0.000
300	2009.11.05 14:32	close	150	0.20	90.508	0.000	0.000	5.08	10604.04
301	2009.11.05 14:32	buy	151	0.20	90.529	0.000	0.000
302	2009.11.05 14:35	buy	152	0.60	90.469	0.000	0.000
303	2009.11.05 14:36	close	152	0.60	90.490	0.000	0.000	13.92	10617.96
304	2009.11.05 14:36	close	151	0.20	90.492	0.000	0.000	-8.18	10609.78
305	2009.11.05 14:36	buy	153	0.20	90.514	0.000	0.000
306	2009.11.05 14:37	close	153	0.20	90.537	0.000	0.000	5.08	10614.86
307	2009.11.05 14:37	buy	154	0.20	90.558	0.000	0.000
308	2009.11.05 14:38	close	154	0.20	90.581	0.000	0.000	5.08	10619.94
309	2009.11.05 14:38	buy	155	0.20	90.600	0.000	0.000
310	2009.11.05 14:39	buy	156	0.60	90.514	0.000	0.000
311	2009.11.05 14:45	buy	157	1.80	90.453	0.000	0.000
312	2009.11.05 14:47	close	157	1.80	90.481	0.000	0.000	55.70	10675.64
313	2009.11.05 14:47	close	156	0.60	90.482	0.000	0.000	-21.22	10654.42
314	2009.11.05 14:47	close	155	0.20	90.482	0.000	0.000	-26.08	10628.34
315	2009.11.05 14:47	buy	158	0.20	90.503	0.000	0.000
316	2009.11.05 14:57	close	158	0.20	90.526	0.000	0.000	5.08	10633.42
317	2009.11.05 14:57	buy	159	0.20	90.547	0.000	0.000
318	2009.11.05 15:01	close	159	0.20	90.570	0.000	0.000	5.08	10638.50
319	2009.11.05 15:01	buy	160	0.20	90.591	0.000	0.000
320	2009.11.05 15:02	close	160	0.20	90.614	0.000	0.000	5.08	10643.58
321	2009.11.05 15:02	buy	161	0.20	90.635	0.000	0.000
322	2009.11.05 15:17	buy	162	0.60	90.573	0.000	0.000
323	2009.11.05 15:32	buy	163	1.80	90.512	0.000	0.000
324	2009.11.05 15:40	buy	164	5.40	90.452	0.000	0.000
325	2009.11.05 15:42	close	164	5.40	90.480	0.000	0.000	167.11	10810.69
326	2009.11.05 15:42	close	163	1.80	90.481	0.000	0.000	-61.67	10749.02
327	2009.11.05 15:42	close	162	0.60	90.481	0.000	0.000	-61.01	10688.01
328	2009.11.05 15:42	close	161	0.20	90.481	0.000	0.000	-34.04	10653.97
329	2009.11.05 15:42	buy	165	0.20	90.502	0.000	0.000
330	2009.11.05 15:46	close	165	0.20	90.525	0.000	0.000	5.08	10659.05
331	2009.11.05 15:46	buy	166	0.20	90.546	0.000	0.000
332	2009.11.05 15:51	close	166	0.20	90.569	0.000	0.000	5.08	10664.13
333	2009.11.05 15:51	buy	167	0.20	90.590	0.000	0.000
334	2009.11.05 15:55	close	167	0.20	90.613	0.000	0.000	5.08	10669.21
335	2009.11.05 15:55	buy	168	0.20	90.634	0.000	0.000
336	2009.11.05 16:05	buy	169	0.60	90.574	0.000	0.000
337	2009.11.05 16:07	buy	170	1.80	90.514	0.000	0.000
338	2009.11.05 16:13	close	170	1.80	90.539	0.000	0.000	49.70	10718.91
339	2009.11.05 16:13	close	169	0.60	90.538	0.000	0.000	-23.86	10695.05
340	2009.11.05 16:13	close	168	0.20	90.538	0.000	0.000	-21.21	10673.84
341	2009.11.05 16:13	buy	171	0.20	90.559	0.000	0.000
342	2009.11.05 16:26	close	171	0.20	90.582	0.000	0.000	5.08	10678.92
343	2009.11.05 16:26	buy	172	0.20	90.603	0.000	0.000
344	2009.11.05 16:37	close	172	0.20	90.626	0.000	0.000	5.08	10684.00
345	2009.11.05 16:37	buy	173	0.20	90.647	0.000	0.000
346	2009.11.05 16:48	buy	174	0.60	90.587	0.000	0.000
347	2009.11.05 17:13	buy	175	1.80	90.526	0.000	0.000
348	2009.11.05 17:23	close	175	1.80	90.552	0.000	0.000	51.68	10735.68
349	2009.11.05 17:23	close	174	0.60	90.553	0.000	0.000	-22.53	10713.15
350	2009.11.05 17:23	close	173	0.20	90.553	0.000	0.000	-20.76	10692.39
351	2009.11.05 19:00	buy	176	0.20	90.599	0.000	0.000
352	2009.11.05 19:10	close	176	0.20	90.622	0.000	0.000	5.08	10697.47
353	2009.11.05 19:10	buy	177	0.20	90.644	0.000	0.000
354	2009.11.05 19:53	close	177	0.20	90.667	0.000	0.000	5.07	10702.54
355	2009.11.05 19:53	buy	178	0.20	90.688	0.000	0.000
356	2009.11.05 20:51	close	178	0.20	90.711	0.000	0.000	5.07	10707.61
357	2009.11.05 20:51	buy	179	0.20	90.733	0.000	0.000
358	2009.11.05 20:53	close	179	0.20	90.756	0.000	0.000	5.07	10712.68
359	2009.11.05 20:53	buy	180	0.20	90.778	0.000	0.000
360	2009.11.05 22:48	buy	181	0.60	90.718	0.000	0.000
361	2009.11.05 23:02	close	181	0.60	90.740	0.000	0.000	14.55	10727.23
362	2009.11.05 23:02	close	180	0.20	90.746	0.000	0.000	-7.05	10720.18
363	2009.11.05 23:03	buy	182	0.20	90.797	0.000	0.000
364	2009.11.06 00:32	close	182	0.20	90.820	0.000	0.000	5.15	10725.33
365	2009.11.06 00:32	buy	183	0.20	90.841	0.000	0.000
366	2009.11.06 00:46	buy	184	0.60	90.780	0.000	0.000
367	2009.11.06 01:01	close	184	0.60	90.801	0.000	0.000	13.88	10739.21
368	2009.11.06 01:01	close	183	0.20	90.800	0.000	0.000	-9.03	10730.18
369	2009.11.06 01:01	buy	185	0.20	90.818	0.000	0.000
370	2009.11.06 01:03	buy	186	0.60	90.757	0.000	0.000
371	2009.11.06 01:23	buy	187	1.80	90.696	0.000	0.000
372	2009.11.06 01:33	close	187	1.80	90.722	0.000	0.000	51.59	10781.77
373	2009.11.06 01:33	close	186	0.60	90.723	0.000	0.000	-22.49	10759.28
374	2009.11.06 01:33	close	185	0.20	90.723	0.000	0.000	-20.94	10738.34
375	2009.11.06 01:33	buy	188	0.20	90.744	0.000	0.000
376	2009.11.06 02:11	close	188	0.20	90.767	0.000	0.000	5.07	10743.41
377	2009.11.06 02:11	buy	189	0.20	90.786	0.000	0.000
378	2009.11.06 02:33	buy	190	0.60	90.726	0.000	0.000
379	2009.11.06 02:38	buy	191	1.80	90.666	0.000	0.000
380	2009.11.06 03:20	buy	192	5.40	90.606	0.000	0.000
381	2009.11.06 03:47	close	192	5.40	90.634	0.000	0.000	166.82	10910.23
382	2009.11.06 03:47	close	191	1.80	90.635	0.000	0.000	-61.57	10848.66
383	2009.11.06 03:47	close	190	0.60	90.635	0.000	0.000	-60.24	10788.42
384	2009.11.06 03:47	close	189	0.20	90.635	0.000	0.000	-33.32	10755.10
385	2009.11.06 13:00	buy	193	0.20	90.691	0.000	0.000
386	2009.11.06 13:03	buy	194	0.60	90.631	0.000	0.000
387	2009.11.06 13:28	buy	195	1.80	90.571	0.000	0.000
388	2009.11.06 13:32	close	195	1.80	90.597	0.000	0.000	51.66	10806.76
389	2009.11.06 13:32	close	194	0.60	90.598	0.000	0.000	-21.85	10784.91
390	2009.11.06 13:32	close	193	0.20	90.598	0.000	0.000	-20.53	10764.38
391	2009.11.06 13:32	buy	196	0.20	90.617	0.000	0.000
392	2009.11.06 13:42	close	196	0.20	90.641	0.000	0.000	5.30	10769.68
393	2009.11.06 13:42	buy	197	0.20	90.662	0.000	0.000
394	2009.11.06 14:00	close	197	0.20	90.685	0.000	0.000	5.07	10774.75
395	2009.11.06 14:00	buy	198	0.20	90.706	0.000	0.000
396	2009.11.06 14:26	close	198	0.20	90.729	0.000	0.000	5.07	10779.82
397	2009.11.06 14:26	buy	199	0.20	90.751	0.000	0.000
398	2009.11.06 14:26	buy	200	0.60	90.688	0.000	0.000
399	2009.11.06 14:27	buy	201	1.80	90.628	0.000	0.000
400	2009.11.06 14:27	buy	202	5.40	90.568	0.000	0.000
401	2009.11.06 14:28	buy	203	16.20	90.508	0.000	0.000
402	2009.11.06 14:32	close at stop	203	16.20	90.169	0.000	0.000	-6090.56	4689.26
403	2009.11.06 14:32	close at stop	202	5.40	90.169	0.000	0.000	-2389.51	2299.75
404	2009.11.06 14:32	close at stop	201	1.80	90.169	0.000	0.000	-916.28	1383.47
405	2009.11.06 14:32	close at stop	200	0.60	90.169	0.000	0.000	-345.35	1038.12
406	2009.11.06 14:32	close at stop	199	0.20	90.169	0.000	0.000	-129.09	909.03