Report Result : 20_pips - Desynced Forex Repository

Strategy Tester Report

Download 20_pips

AlpariUK-Demo (Build 225)

Symbol		EURUSD (Euro vs US Dollar)
Period		1 Hour (H1) 2009.11.02 00:00 - 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		Period_PCh=20; TP=20; ��=20;

Bars in test	1478	Ticks modelled	734909	Modelling quality	n/a
Mismatched charts errors	378

Initial deposit	10000.00
Total net profit	-20.33	Gross profit	59.32	Gross loss	-79.64
Profit factor	0.74	Expected payoff	-0.13
Absolute drawdown	87.53	Maximal drawdown	102.86 (1.03%)	Relative drawdown	1.03% (102.86)

Total trades	160	Short positions (won %)	81 (92.59%)	Long positions (won %)	79 (94.94%)
		Profit trades (% of total)	150 (93.75%)	Loss trades (% of total)	10 (6.25%)
Largest		profit trade	5.44	loss trade	-11.94
Average		profit trade	0.40	loss trade	-7.96
Maximum		consecutive wins (profit in money)	40 (9.63)	consecutive losses (loss in money)	1 (-11.94)
Maximal		consecutive profit (count of wins)	11.61 (23)	consecutive loss (count of losses)	-11.94 (1)
Average		consecutive wins	15	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.11.02 00:00	sell	1	0.01	1.47325	0.00000	1.47305
2	2009.11.02 00:26	t/p	1	0.01	1.47305	0.00000	1.47305	0.20	10000.20
3	2009.11.02 02:00	sell	2	0.01	1.47322	0.00000	1.47302
4	2009.11.02 02:26	t/p	2	0.01	1.47302	0.00000	1.47302	0.20	10000.40
5	2009.11.02 04:00	sell	3	0.01	1.47412	0.00000	1.47392
6	2009.11.02 08:37	t/p	3	0.01	1.47392	0.00000	1.47392	0.20	10000.60
7	2009.11.02 11:27	buy	4	0.01	1.47719	0.00000	1.47733
8	2009.11.02 12:17	t/p	4	0.01	1.47733	0.00000	1.47733	0.14	10000.74
9	2009.11.02 14:05	buy	5	0.01	1.47746	0.00000	1.47761
10	2009.11.02 15:35	t/p	5	0.01	1.47761	0.00000	1.47761	0.15	10000.89
11	2009.11.02 19:25	buy	6	0.01	1.47621	0.00000	1.47635
12	2009.11.02 20:37	t/p	6	0.01	1.47635	0.00000	1.47635	0.14	10001.03
13	2009.11.02 21:00	sell	7	0.01	1.47509	0.00000	1.47489
14	2009.11.03 09:25	t/p	7	0.01	1.47489	0.00000	1.47489	0.20	10001.23
15	2009.11.03 14:00	sell	8	0.01	1.46538	0.00000	1.46518
16	2009.11.03 14:55	t/p	8	0.01	1.46518	0.00000	1.46518	0.20	10001.43
17	2009.11.03 16:00	sell	9	0.01	1.46576	0.00000	1.46556
18	2009.11.03 16:00	t/p	9	0.01	1.46556	0.00000	1.46556	0.20	10001.63
19	2009.11.03 16:03	sell	10	0.01	1.46571	0.00000	1.46556
20	2009.11.03 16:12	t/p	10	0.01	1.46556	0.00000	1.46556	0.15	10001.78
21	2009.11.03 16:13	sell	11	0.01	1.46571	0.00000	1.46556
22	2009.11.03 16:18	t/p	11	0.01	1.46556	0.00000	1.46556	0.15	10001.93
23	2009.11.03 16:25	sell	12	0.01	1.46570	0.00000	1.46556
24	2009.11.03 16:26	t/p	12	0.01	1.46556	0.00000	1.46556	0.14	10002.07
25	2009.11.03 16:27	sell	13	0.01	1.46570	0.00000	1.46556
26	2009.11.03 16:28	t/p	13	0.01	1.46556	0.00000	1.46556	0.14	10002.21
27	2009.11.03 16:33	sell	14	0.01	1.46571	0.00000	1.46556
28	2009.11.03 16:38	t/p	14	0.01	1.46556	0.00000	1.46556	0.15	10002.36
29	2009.11.03 16:40	sell	15	0.01	1.46571	0.00000	1.46556
30	2009.11.03 17:16	t/p	15	0.01	1.46556	0.00000	1.46556	0.15	10002.51
31	2009.11.03 19:00	sell	16	0.01	1.46857	0.00000	1.46837
32	2009.11.03 19:03	t/p	16	0.01	1.46837	0.00000	1.46837	0.20	10002.71
33	2009.11.03 19:04	sell	17	0.01	1.46852	0.00000	1.46837
34	2009.11.03 19:08	t/p	17	0.01	1.46837	0.00000	1.46837	0.15	10002.86
35	2009.11.03 19:10	sell	18	0.01	1.46852	0.00000	1.46837
36	2009.11.03 19:11	t/p	18	0.01	1.46837	0.00000	1.46837	0.15	10003.01
37	2009.11.03 19:16	sell	19	0.01	1.46851	0.00000	1.46837
38	2009.11.03 19:17	t/p	19	0.01	1.46837	0.00000	1.46837	0.14	10003.15
39	2009.11.03 19:22	sell	20	0.01	1.46851	0.00000	1.46837
40	2009.11.03 19:24	t/p	20	0.01	1.46837	0.00000	1.46837	0.14	10003.29
41	2009.11.03 19:25	sell	21	0.01	1.46859	0.00000	1.46837
42	2009.11.03 19:25	t/p	21	0.01	1.46837	0.00000	1.46837	0.22	10003.51
43	2009.11.03 19:29	sell	22	0.01	1.46852	0.00000	1.46837
44	2009.11.04 08:00	modify	22	0.01	1.46852	1.47509	0.00000
45	2009.11.04 08:19	s/l	22	0.01	1.47509	1.47509	0.00000	-6.57	9996.94
46	2009.11.04 11:03	buy	23	0.20	1.47535	0.00000	1.47549
47	2009.11.04 11:08	t/p	23	0.20	1.47549	0.00000	1.47549	2.80	9999.74
48	2009.11.04 14:00	buy	24	0.01	1.47478	0.00000	1.47492
49	2009.11.04 14:00	t/p	24	0.01	1.47492	0.00000	1.47492	0.14	9999.88
50	2009.11.04 18:00	buy	25	0.01	1.48345	0.00000	1.48361
51	2009.11.04 18:01	t/p	25	0.01	1.48361	0.00000	1.48361	0.16	10000.04
52	2009.11.04 18:11	buy	26	0.01	1.48344	0.00000	1.48361
53	2009.11.04 18:12	t/p	26	0.01	1.48361	0.00000	1.48361	0.17	10000.21
54	2009.11.04 18:13	buy	27	0.01	1.48344	0.00000	1.48361
55	2009.11.04 18:21	t/p	27	0.01	1.48361	0.00000	1.48361	0.17	10000.38
56	2009.11.04 22:57	buy	28	0.01	1.48646	0.00000	1.48660
57	2009.11.04 23:02	t/p	28	0.01	1.48660	0.00000	1.48660	0.14	10000.52
58	2009.11.05 01:00	buy	29	0.01	1.48658	0.00000	1.48675
59	2009.11.05 01:09	t/p	29	0.01	1.48675	0.00000	1.48675	0.17	10000.69
60	2009.11.05 01:21	buy	30	0.01	1.48661	0.00000	1.48675
61	2009.11.05 01:28	t/p	30	0.01	1.48675	0.00000	1.48675	0.14	10000.83
62	2009.11.05 01:46	buy	31	0.01	1.48658	0.00000	1.48675
63	2009.11.05 13:32	t/p	31	0.01	1.48675	0.00000	1.48675	0.17	10001.00
64	2009.11.05 16:07	buy	32	0.01	1.48763	0.00000	1.48778
65	2009.11.05 16:36	t/p	32	0.01	1.48778	0.00000	1.48778	0.15	10001.15
66	2009.11.05 18:00	buy	33	0.01	1.48566	0.00000	1.48580
67	2009.11.05 18:19	t/p	33	0.01	1.48580	0.00000	1.48580	0.14	10001.29
68	2009.11.05 18:26	buy	34	0.01	1.48563	0.00000	1.48580
69	2009.11.05 18:33	t/p	34	0.01	1.48580	0.00000	1.48580	0.17	10001.46
70	2009.11.05 23:00	buy	35	0.01	1.48699	0.00000	1.48714
71	2009.11.05 23:41	t/p	35	0.01	1.48714	0.00000	1.48714	0.15	10001.61
72	2009.11.06 02:33	buy	36	0.01	1.48646	0.00000	1.48667
73	2009.11.06 03:20	t/p	36	0.01	1.48667	0.00000	1.48667	0.21	10001.82
74	2009.11.06 06:11	buy	37	0.01	1.48736	0.00000	1.48755
75	2009.11.06 06:20	t/p	37	0.01	1.48755	0.00000	1.48755	0.19	10002.01
76	2009.11.06 08:01	buy	38	0.01	1.48709	0.00000	1.48726
77	2009.11.06 08:04	t/p	38	0.01	1.48726	0.00000	1.48726	0.17	10002.18
78	2009.11.06 08:07	buy	39	0.01	1.48712	0.00000	1.48726
79	2009.11.06 08:16	t/p	39	0.01	1.48726	0.00000	1.48726	0.14	10002.32
80	2009.11.06 08:21	buy	40	0.01	1.48710	0.00000	1.48726
81	2009.11.06 08:25	t/p	40	0.01	1.48726	0.00000	1.48726	0.16	10002.48
82	2009.11.06 08:32	buy	41	0.01	1.48712	0.00000	1.48726
83	2009.11.06 08:33	t/p	41	0.01	1.48726	0.00000	1.48726	0.14	10002.62
84	2009.11.06 12:00	buy	42	0.01	1.48943	0.00000	1.48957
85	2009.11.06 12:01	t/p	42	0.01	1.48957	0.00000	1.48957	0.14	10002.76
86	2009.11.06 12:07	buy	43	0.01	1.48942	0.00000	1.48957
87	2009.11.06 15:00	modify	43	0.01	1.48942	1.48119	0.00000
88	2009.11.10 07:00	modify	43	0.01	1.48942	1.49486	0.00000
89	2009.11.10 17:06	s/l	43	0.01	1.49486	1.49486	0.00000	5.44	10008.20
90	2009.11.10 19:00	sell	44	0.01	1.49637	0.00000	1.49617
91	2009.11.10 19:06	t/p	44	0.01	1.49617	0.00000	1.49617	0.20	10008.40
92	2009.11.10 19:36	sell	45	0.01	1.49632	0.00000	1.49617
93	2009.11.10 19:38	t/p	45	0.01	1.49617	0.00000	1.49617	0.15	10008.55
94	2009.11.10 19:56	sell	46	0.01	1.49632	0.00000	1.49617
95	2009.11.11 10:00	modify	46	0.01	1.49632	1.50448	0.00000
96	2009.11.11 10:38	s/l	46	0.01	1.50448	1.50448	0.00000	-8.16	10000.38
97	2009.11.11 11:22	buy	47	0.20	1.50285	0.00000	1.50299
98	2009.11.11 11:40	t/p	47	0.20	1.50299	0.00000	1.50299	2.80	10003.18
99	2009.11.11 13:01	buy	48	0.01	1.50304	0.00000	1.50319
100	2009.11.11 13:12	t/p	48	0.01	1.50319	0.00000	1.50319	0.15	10003.33
101	2009.11.11 15:42	buy	49	0.01	1.50175	0.00000	1.50191
102	2009.11.11 15:44	t/p	49	0.01	1.50191	0.00000	1.50191	0.16	10003.49
103	2009.11.11 15:45	buy	50	0.01	1.50175	0.00000	1.50191
104	2009.11.11 15:47	t/p	50	0.01	1.50191	0.00000	1.50191	0.16	10003.65
105	2009.11.11 15:47	buy	51	0.01	1.50172	0.00000	1.50191
106	2009.11.11 15:49	t/p	51	0.01	1.50191	0.00000	1.50191	0.19	10003.84
107	2009.11.11 15:51	buy	52	0.01	1.50177	0.00000	1.50191
108	2009.11.11 15:55	t/p	52	0.01	1.50191	0.00000	1.50191	0.14	10003.98
109	2009.11.11 21:00	sell	53	0.01	1.49747	0.00000	1.49727
110	2009.11.11 21:10	t/p	53	0.01	1.49727	0.00000	1.49727	0.20	10004.18
111	2009.11.11 21:28	sell	54	0.01	1.49747	0.00000	1.49727
112	2009.11.12 08:51	t/p	54	0.01	1.49727	0.00000	1.49727	0.20	10004.38
113	2009.11.12 10:00	sell	55	0.01	1.49658	0.00000	1.49638
114	2009.11.12 10:02	t/p	55	0.01	1.49638	0.00000	1.49638	0.20	10004.58
115	2009.11.12 12:00	sell	56	0.01	1.49510	0.00000	1.49490
116	2009.11.12 12:17	t/p	56	0.01	1.49490	0.00000	1.49490	0.20	10004.78
117	2009.11.12 15:00	sell	57	0.01	1.49308	0.00000	1.49288
118	2009.11.12 15:20	t/p	57	0.01	1.49288	0.00000	1.49288	0.20	10004.98
119	2009.11.12 15:22	sell	58	0.01	1.49306	0.00000	1.49288
120	2009.11.12 15:23	t/p	58	0.01	1.49288	0.00000	1.49288	0.18	10005.16
121	2009.11.12 15:30	sell	59	0.01	1.49304	0.00000	1.49288
122	2009.11.12 15:32	t/p	59	0.01	1.49288	0.00000	1.49288	0.16	10005.32
123	2009.11.12 15:55	sell	60	0.01	1.49303	0.00000	1.49288
124	2009.11.12 16:04	t/p	60	0.01	1.49288	0.00000	1.49288	0.15	10005.47
125	2009.11.12 19:00	sell	61	0.01	1.48692	0.00000	1.48672
126	2009.11.12 19:01	t/p	61	0.01	1.48672	0.00000	1.48672	0.20	10005.67
127	2009.11.12 19:19	sell	62	0.01	1.48689	0.00000	1.48672
128	2009.11.12 19:21	t/p	62	0.01	1.48672	0.00000	1.48672	0.17	10005.84
129	2009.11.12 21:00	sell	63	0.01	1.48637	0.00000	1.48617
130	2009.11.12 21:04	t/p	63	0.01	1.48617	0.00000	1.48617	0.20	10006.04
131	2009.11.12 23:00	sell	64	0.01	1.48500	0.00000	1.48480
132	2009.11.12 23:00	t/p	64	0.01	1.48480	0.00000	1.48480	0.20	10006.24
133	2009.11.13 01:00	sell	65	0.01	1.48560	0.00000	1.48540
134	2009.11.13 01:42	t/p	65	0.01	1.48540	0.00000	1.48540	0.20	10006.44
135	2009.11.13 01:42	sell	66	0.01	1.48559	0.00000	1.48540
136	2009.11.13 02:36	t/p	66	0.01	1.48540	0.00000	1.48540	0.19	10006.63
137	2009.11.13 04:01	sell	67	0.01	1.48582	0.00000	1.48562
138	2009.11.13 05:25	t/p	67	0.01	1.48562	0.00000	1.48562	0.20	10006.83
139	2009.11.13 07:00	sell	68	0.01	1.48677	0.00000	1.48657
140	2009.11.13 07:23	t/p	68	0.01	1.48657	0.00000	1.48657	0.20	10007.03
141	2009.11.13 07:29	sell	69	0.01	1.48677	0.00000	1.48657
142	2009.11.13 07:31	t/p	69	0.01	1.48657	0.00000	1.48657	0.20	10007.23
143	2009.11.13 07:32	sell	70	0.01	1.48673	0.00000	1.48657
144	2009.11.13 07:37	t/p	70	0.01	1.48657	0.00000	1.48657	0.16	10007.39
145	2009.11.13 07:52	sell	71	0.01	1.48682	0.00000	1.48657
146	2009.11.13 08:40	t/p	71	0.01	1.48657	0.00000	1.48657	0.25	10007.64
147	2009.11.13 08:43	sell	72	0.01	1.48717	0.00000	1.48701
148	2009.11.13 08:46	t/p	72	0.01	1.48701	0.00000	1.48701	0.16	10007.80
149	2009.11.13 08:48	sell	73	0.01	1.48715	0.00000	1.48701
150	2009.11.13 13:52	t/p	73	0.01	1.48701	0.00000	1.48701	0.14	10007.94
151	2009.11.13 14:00	buy	74	0.01	1.48648	0.00000	1.48666
152	2009.11.13 14:14	t/p	74	0.01	1.48666	0.00000	1.48666	0.18	10008.12
153	2009.11.13 20:02	buy	75	0.01	1.49217	0.00000	1.49231
154	2009.11.13 20:04	t/p	75	0.01	1.49231	0.00000	1.49231	0.14	10008.26
155	2009.11.13 20:20	buy	76	0.01	1.49216	0.00000	1.49231
156	2009.11.16 00:01	t/p	76	0.01	1.49231	0.00000	1.49231	0.15	10008.41
157	2009.11.16 02:00	buy	77	0.01	1.49535	0.00000	1.49550
158	2009.11.16 02:17	t/p	77	0.01	1.49550	0.00000	1.49550	0.15	10008.56
159	2009.11.16 02:54	buy	78	0.01	1.49531	0.00000	1.49550
160	2009.11.16 03:15	t/p	78	0.01	1.49550	0.00000	1.49550	0.19	10008.75
161	2009.11.16 03:28	buy	79	0.01	1.49490	0.00000	1.49505
162	2009.11.16 04:14	t/p	79	0.01	1.49505	0.00000	1.49505	0.15	10008.90
163	2009.11.16 10:00	buy	80	0.01	1.49679	0.00000	1.49696
164	2009.11.16 10:08	t/p	80	0.01	1.49696	0.00000	1.49696	0.17	10009.07
165	2009.11.16 10:55	buy	81	0.01	1.49680	0.00000	1.49696
166	2009.11.16 10:59	t/p	81	0.01	1.49696	0.00000	1.49696	0.16	10009.23
167	2009.11.16 12:00	buy	82	0.01	1.49594	0.00000	1.49610
168	2009.11.16 12:37	t/p	82	0.01	1.49610	0.00000	1.49610	0.16	10009.39
169	2009.11.16 15:01	buy	83	0.01	1.49632	0.00000	1.49647
170	2009.11.16 15:02	t/p	83	0.01	1.49647	0.00000	1.49647	0.15	10009.54
171	2009.11.16 15:06	buy	84	0.01	1.49632	0.00000	1.49647
172	2009.11.16 15:07	t/p	84	0.01	1.49647	0.00000	1.49647	0.15	10009.69
173	2009.11.16 15:18	buy	85	0.01	1.49630	0.00000	1.49647
174	2009.11.16 15:20	t/p	85	0.01	1.49647	0.00000	1.49647	0.17	10009.86
175	2009.11.16 15:21	buy	86	0.01	1.49632	0.00000	1.49647
176	2009.11.16 15:31	t/p	86	0.01	1.49647	0.00000	1.49647	0.15	10010.01
177	2009.11.16 18:00	buy	87	0.01	1.49763	0.00000	1.49777
178	2009.11.16 19:00	modify	87	0.01	1.49763	1.48789	0.00000
179	2009.11.17 13:16	s/l	87	0.01	1.48789	1.48789	0.00000	-9.74	10000.27
180	2009.11.17 19:00	sell	88	0.20	1.48450	0.00000	1.48430
181	2009.11.17 19:02	t/p	88	0.20	1.48430	0.00000	1.48430	4.00	10004.27
182	2009.11.17 19:17	sell	89	0.01	1.48444	0.00000	1.48430
183	2009.11.18 10:00	modify	89	0.01	1.48444	1.49277	0.00000
184	2009.11.18 10:22	s/l	89	0.01	1.49277	1.49277	0.00000	-8.33	9995.94
185	2009.11.18 15:00	buy	90	0.20	1.49376	0.00000	1.49390
186	2009.11.18 15:17	t/p	90	0.20	1.49390	0.00000	1.49390	2.80	9998.74
187	2009.11.18 19:07	buy	91	0.01	1.49536	0.00000	1.49550
188	2009.11.18 20:03	t/p	91	0.01	1.49550	0.00000	1.49550	0.14	9998.88
189	2009.11.18 20:28	buy	92	0.01	1.49465	0.00000	1.49480
190	2009.11.18 21:18	t/p	92	0.01	1.49480	0.00000	1.49480	0.15	9999.03
191	2009.11.19 00:18	buy	93	0.01	1.49605	0.00000	1.49620
192	2009.11.19 09:00	modify	93	0.01	1.49605	1.48745	0.00000
193	2009.11.19 09:01	s/l	93	0.01	1.48745	1.48745	0.00000	-8.60	9990.43
194	2009.11.19 12:00	sell	94	0.20	1.48745	0.00000	1.48725
195	2009.11.19 12:18	t/p	94	0.20	1.48725	0.00000	1.48725	4.00	9994.43
196	2009.11.19 14:00	sell	95	0.01	1.48604	0.00000	1.48584
197	2009.11.19 14:12	t/p	95	0.01	1.48584	0.00000	1.48584	0.20	9994.63
198	2009.11.19 14:16	sell	96	0.01	1.48598	0.00000	1.48584
199	2009.11.19 15:36	t/p	96	0.01	1.48584	0.00000	1.48584	0.14	9994.77
200	2009.11.19 18:00	sell	97	0.01	1.49040	0.00000	1.49020
201	2009.11.19 18:01	t/p	97	0.01	1.49020	0.00000	1.49020	0.20	9994.97
202	2009.11.19 18:18	sell	98	0.01	1.49034	0.00000	1.49020
203	2009.11.19 19:03	t/p	98	0.01	1.49020	0.00000	1.49020	0.14	9995.11
204	2009.11.20 00:08	buy	99	0.01	1.49155	0.00000	1.49170
205	2009.11.20 00:32	t/p	99	0.01	1.49170	0.00000	1.49170	0.15	9995.26
206	2009.11.20 00:32	buy	100	0.01	1.49154	0.00000	1.49170
207	2009.11.20 00:43	t/p	100	0.01	1.49170	0.00000	1.49170	0.16	9995.42
208	2009.11.20 00:53	buy	101	0.01	1.49154	0.00000	1.49170
209	2009.11.20 01:03	t/p	101	0.01	1.49170	0.00000	1.49170	0.16	9995.58
210	2009.11.20 03:00	buy	102	0.01	1.48905	0.00000	1.48919
211	2009.11.20 04:03	t/p	102	0.01	1.48919	0.00000	1.48919	0.14	9995.72
212	2009.11.20 07:08	buy	103	0.01	1.49207	0.00000	1.49225
213	2009.11.20 07:13	t/p	103	0.01	1.49225	0.00000	1.49225	0.18	9995.90
214	2009.11.20 07:44	buy	104	0.01	1.49210	0.00000	1.49225
215	2009.11.20 08:03	t/p	104	0.01	1.49225	0.00000	1.49225	0.15	9996.05
216	2009.11.20 08:28	buy	105	0.01	1.49129	0.00000	1.49149
217	2009.11.20 08:54	t/p	105	0.01	1.49149	0.00000	1.49149	0.20	9996.25
218	2009.11.20 08:57	buy	106	0.01	1.49132	0.00000	1.49149
219	2009.11.20 09:19	t/p	106	0.01	1.49149	0.00000	1.49149	0.17	9996.42
220	2009.11.20 09:25	buy	107	0.01	1.49102	0.00000	1.49120
221	2009.11.20 13:00	modify	107	0.01	1.49102	1.48507	0.00000
222	2009.11.20 13:01	s/l	107	0.01	1.48507	1.48507	0.00000	-5.95	9990.47
223	2009.11.20 15:00	sell	108	0.20	1.48379	0.00000	1.48359
224	2009.11.20 15:10	t/p	108	0.20	1.48359	0.00000	1.48359	4.00	9994.47
225	2009.11.20 15:11	sell	109	0.01	1.48379	0.00000	1.48359
226	2009.11.20 15:17	t/p	109	0.01	1.48359	0.00000	1.48359	0.20	9994.67
227	2009.11.20 15:20	sell	110	0.01	1.48376	0.00000	1.48359
228	2009.11.20 15:21	t/p	110	0.01	1.48359	0.00000	1.48359	0.17	9994.84
229	2009.11.20 15:26	sell	111	0.01	1.48376	0.00000	1.48359
230	2009.11.20 15:29	t/p	111	0.01	1.48359	0.00000	1.48359	0.17	9995.01
231	2009.11.20 15:31	sell	112	0.01	1.48379	0.00000	1.48359
232	2009.11.20 16:05	t/p	112	0.01	1.48359	0.00000	1.48359	0.20	9995.21
233	2009.11.20 16:12	sell	113	0.01	1.48452	0.00000	1.48437
234	2009.11.20 16:43	t/p	113	0.01	1.48437	0.00000	1.48437	0.15	9995.36
235	2009.11.20 16:45	sell	114	0.01	1.48461	0.00000	1.48437
236	2009.11.20 16:48	t/p	114	0.01	1.48437	0.00000	1.48437	0.24	9995.60
237	2009.11.20 16:49	sell	115	0.01	1.48455	0.00000	1.48437
238	2009.11.20 16:50	t/p	115	0.01	1.48437	0.00000	1.48437	0.18	9995.78
239	2009.11.20 16:53	sell	116	0.01	1.48451	0.00000	1.48437
240	2009.11.20 16:57	t/p	116	0.01	1.48437	0.00000	1.48437	0.14	9995.92
241	2009.11.20 16:59	sell	117	0.01	1.48453	0.00000	1.48437
242	2009.11.20 17:01	t/p	117	0.01	1.48437	0.00000	1.48437	0.16	9996.08
243	2009.11.20 18:00	sell	118	0.01	1.48685	0.00000	1.48665
244	2009.11.20 18:05	t/p	118	0.01	1.48665	0.00000	1.48665	0.20	9996.28
245	2009.11.20 18:07	sell	119	0.01	1.48682	0.00000	1.48665
246	2009.11.20 18:09	t/p	119	0.01	1.48665	0.00000	1.48665	0.17	9996.45
247	2009.11.20 20:00	sell	120	0.01	1.48614	0.00000	1.48594
248	2009.11.20 20:19	t/p	120	0.01	1.48594	0.00000	1.48594	0.20	9996.65
249	2009.11.20 20:33	sell	121	0.01	1.48610	0.00000	1.48594
250	2009.11.20 20:36	t/p	121	0.01	1.48594	0.00000	1.48594	0.16	9996.81
251	2009.11.20 22:00	sell	122	0.01	1.48605	0.00000	1.48585
252	2009.11.23 00:00	t/p	122	0.01	1.48585	0.00000	1.48585	0.20	9997.01
253	2009.11.23 01:00	sell	123	0.01	1.48678	0.00000	1.48658
254	2009.11.23 05:00	modify	123	0.01	1.48678	1.49447	0.00000
255	2009.11.23 05:36	s/l	123	0.01	1.49447	1.49447	0.00000	-7.69	9989.32
256	2009.11.23 17:05	buy	124	0.20	1.49791	0.00000	1.49806
257	2009.11.23 17:07	t/p	124	0.20	1.49806	0.00000	1.49806	3.00	9992.32
258	2009.11.23 17:28	buy	125	0.01	1.49791	0.00000	1.49806
259	2009.11.23 18:09	t/p	125	0.01	1.49806	0.00000	1.49806	0.15	9992.47
260	2009.11.23 20:00	buy	126	0.01	1.49700	0.00000	1.49717
261	2009.11.23 20:43	t/p	126	0.01	1.49717	0.00000	1.49717	0.17	9992.64
262	2009.11.23 22:00	buy	127	0.01	1.49681	0.00000	1.49695
263	2009.11.24 00:35	t/p	127	0.01	1.49695	0.00000	1.49695	0.14	9992.78
264	2009.11.24 04:00	sell	128	0.01	1.49464	0.00000	1.49444
265	2009.11.24 04:17	t/p	128	0.01	1.49444	0.00000	1.49444	0.20	9992.98
266	2009.11.24 04:58	sell	129	0.01	1.49458	0.00000	1.49444
267	2009.11.24 05:04	t/p	129	0.01	1.49444	0.00000	1.49444	0.14	9993.12
268	2009.11.24 06:00	sell	130	0.01	1.49506	0.00000	1.49486
269	2009.11.24 06:03	t/p	130	0.01	1.49486	0.00000	1.49486	0.20	9993.32
270	2009.11.24 06:08	sell	131	0.01	1.49502	0.00000	1.49486
271	2009.11.24 06:37	t/p	131	0.01	1.49486	0.00000	1.49486	0.16	9993.48
272	2009.11.24 10:00	sell	132	0.01	1.49167	0.00000	1.49147
273	2009.11.24 15:00	modify	132	0.01	1.49167	1.49884	0.00000
274	2009.11.24 15:04	s/l	132	0.01	1.49884	1.49884	0.00000	-7.17	9986.31
275	2009.11.24 15:22	buy	133	0.20	1.49756	0.00000	1.49770
276	2009.11.24 15:27	t/p	133	0.20	1.49770	0.00000	1.49770	2.80	9989.11
277	2009.11.24 15:30	buy	134	0.01	1.49754	0.00000	1.49770
278	2009.11.24 20:00	t/p	134	0.01	1.49770	0.00000	1.49770	0.16	9989.27
279	2009.11.24 22:01	buy	135	0.01	1.49636	0.00000	1.49656
280	2009.11.24 22:59	t/p	135	0.01	1.49656	0.00000	1.49656	0.20	9989.47
281	2009.11.25 00:11	buy	136	0.01	1.49637	0.00000	1.49651
282	2009.11.25 00:38	t/p	136	0.01	1.49651	0.00000	1.49651	0.14	9989.61
283	2009.11.25 02:00	buy	137	0.01	1.49627	0.00000	1.49642
284	2009.11.25 02:00	t/p	137	0.01	1.49642	0.00000	1.49642	0.15	9989.76
285	2009.11.25 07:08	buy	138	0.01	1.49816	0.00000	1.49832
286	2009.11.25 07:09	t/p	138	0.01	1.49832	0.00000	1.49832	0.16	9989.92
287	2009.11.25 12:00	buy	139	0.01	1.50242	0.00000	1.50257
288	2009.11.25 12:04	t/p	139	0.01	1.50257	0.00000	1.50257	0.15	9990.07
289	2009.11.25 15:00	buy	140	0.01	1.50715	0.00000	1.50730
290	2009.11.25 15:02	t/p	140	0.01	1.50730	0.00000	1.50730	0.15	9990.22
291	2009.11.25 15:04	buy	141	0.01	1.50716	0.00000	1.50730
292	2009.11.25 17:31	t/p	141	0.01	1.50730	0.00000	1.50730	0.14	9990.36
293	2009.11.25 23:15	buy	142	0.01	1.51369	0.00000	1.51386
294	2009.11.25 23:44	t/p	142	0.01	1.51386	0.00000	1.51386	0.17	9990.53
295	2009.11.25 23:51	buy	143	0.01	1.51372	0.00000	1.51386
296	2009.11.26 00:09	t/p	143	0.01	1.51386	0.00000	1.51386	0.14	9990.66
297	2009.11.26 00:17	buy	144	0.01	1.51359	0.00000	1.51377
298	2009.11.26 04:33	t/p	144	0.01	1.51377	0.00000	1.51377	0.18	9990.84
299	2009.11.26 04:40	buy	145	0.01	1.51127	0.00000	1.51141
300	2009.11.26 04:49	t/p	145	0.01	1.51141	0.00000	1.51141	0.14	9990.98
301	2009.11.26 04:57	buy	146	0.01	1.51127	0.00000	1.51141
302	2009.11.26 05:01	t/p	146	0.01	1.51141	0.00000	1.51141	0.14	9991.12
303	2009.11.26 05:06	buy	147	0.01	1.51104	0.00000	1.51118
304	2009.11.26 05:46	t/p	147	0.01	1.51118	0.00000	1.51118	0.14	9991.26
305	2009.11.26 05:58	buy	148	0.01	1.51104	0.00000	1.51118
306	2009.11.26 05:59	t/p	148	0.01	1.51118	0.00000	1.51118	0.14	9991.40
307	2009.11.26 07:00	buy	149	0.01	1.51009	0.00000	1.51025
308	2009.11.26 07:05	t/p	149	0.01	1.51025	0.00000	1.51025	0.16	9991.56
309	2009.11.26 07:47	buy	150	0.01	1.51006	0.00000	1.51025
310	2009.11.26 14:00	modify	150	0.01	1.51006	1.50457	0.00000
311	2009.11.26 15:41	s/l	150	0.01	1.50457	1.50457	0.00000	-5.49	9986.07
312	2009.11.26 18:00	sell	151	0.20	1.49866	0.00000	1.49846
313	2009.11.27 00:18	t/p	151	0.20	1.49846	0.00000	1.49846	3.98	9990.05
314	2009.11.27 00:20	sell	152	0.01	1.50072	0.00000	1.50049
315	2009.11.27 00:20	t/p	152	0.01	1.50049	0.00000	1.50049	0.23	9990.28
316	2009.11.27 00:20	sell	153	0.01	1.50071	0.00000	1.50049
317	2009.11.27 00:21	t/p	153	0.01	1.50049	0.00000	1.50049	0.22	9990.50
318	2009.11.27 00:25	sell	154	0.01	1.50064	0.00000	1.50049
319	2009.11.27 00:25	t/p	154	0.01	1.50049	0.00000	1.50049	0.15	9990.65
320	2009.11.27 03:00	sell	155	0.01	1.49605	0.00000	1.49585
321	2009.11.27 03:02	t/p	155	0.01	1.49585	0.00000	1.49585	0.20	9990.85
322	2009.11.27 05:00	sell	156	0.01	1.49365	0.00000	1.49345
323	2009.11.27 05:07	t/p	156	0.01	1.49345	0.00000	1.49345	0.20	9991.05
324	2009.11.27 05:42	sell	157	0.01	1.49361	0.00000	1.49345
325	2009.11.27 06:00	t/p	157	0.01	1.49345	0.00000	1.49345	0.16	9991.21
326	2009.11.27 08:00	sell	158	0.01	1.49327	0.00000	1.49307
327	2009.11.27 08:01	t/p	158	0.01	1.49307	0.00000	1.49307	0.20	9991.41
328	2009.11.27 10:00	sell	159	0.01	1.48683	0.00000	1.48663
329	2009.11.27 10:06	t/p	159	0.01	1.48663	0.00000	1.48663	0.20	9991.61
330	2009.11.27 10:08	sell	160	0.01	1.48679	0.00000	1.48663
331	2009.11.27 22:59	close at stop	160	0.01	1.49873	0.00000	1.48663	-11.94	9979.67