Report Result : OzFx - Desynced Forex Repository

Strategy Tester Report

Download OzFx

AlpariUK-Demo (Build 225)

Symbol		USDJPY (US Dollar vs Japanese Yen)
Period		1 Hour (H1) 2009.11.03 02:00 - 2009.11.30 00:00 (2009.11.01 - 2009.11.30)
Model		Control points (a very crude method, the results must not be considered)
Parameters		stoploss=100; point=50; sto=5;

Bars in test	551	Ticks modelled	11401	Modelling quality	n/a
Mismatched charts errors	4

Initial deposit	10000.00
Total net profit	-320.68	Gross profit	1288.99	Gross loss	-1609.66
Profit factor	0.80	Expected payoff	-1.39
Absolute drawdown	407.57	Maximal drawdown	704.95 (6.85%)	Relative drawdown	6.85% (704.95)

Total trades	230	Short positions (won %)	125 (39.20%)	Long positions (won %)	105 (35.24%)
		Profit trades (% of total)	86 (37.39%)	Loss trades (% of total)	144 (62.61%)
Largest		profit trade	86.59	loss trade	-11.71
Average		profit trade	14.99	loss trade	-11.18
Maximum		consecutive wins (profit in money)	14 (189.58)	consecutive losses (loss in money)	19 (-210.85)
Maximal		consecutive profit (count of wins)	234.50 (12)	consecutive loss (count of losses)	-210.85 (19)
Average		consecutive wins	5	consecutive losses	8

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.11.03 07:00	sell	1	0.10	90.268	90.368	90.218
2	2009.11.03 07:00	sell	2	0.10	90.268	90.368	90.168
3	2009.11.03 07:00	sell	3	0.10	90.268	90.368	90.118
4	2009.11.03 07:00	sell	4	0.10	90.268	90.368	90.068
5	2009.11.03 07:00	sell	5	0.10	90.268	90.368	0.000
6	2009.11.03 07:16	t/p	1	0.10	90.218	90.368	90.218	5.54	10005.54
7	2009.11.03 08:15	t/p	2	0.10	90.168	90.368	90.168	11.09	10016.63
8	2009.11.03 08:20	t/p	3	0.10	90.118	90.368	90.118	16.65	10033.28
9	2009.11.03 08:45	t/p	4	0.10	90.068	90.368	90.068	22.21	10055.49
10	2009.11.03 15:00	buy	6	0.10	90.197	90.097	90.247
11	2009.11.03 15:00	buy	7	0.10	90.197	90.097	90.297
12	2009.11.03 15:00	buy	8	0.10	90.197	90.097	90.347
13	2009.11.03 15:00	buy	9	0.10	90.197	90.097	90.397
14	2009.11.03 15:00	buy	10	0.10	90.197	90.097	0.000
15	2009.11.03 15:00	close	5	0.10	90.197	90.368	0.000	7.87	10063.36
16	2009.11.03 15:03	t/p	6	0.10	90.247	90.097	90.247	5.54	10068.90
17	2009.11.03 15:10	t/p	7	0.10	90.297	90.097	90.297	11.08	10079.98
18	2009.11.03 15:16	t/p	8	0.10	90.347	90.097	90.347	16.60	10096.58
19	2009.11.03 15:45	t/p	9	0.10	90.397	90.097	90.397	22.13	10118.71
20	2009.11.03 22:00	close	10	0.10	90.340	90.097	0.000	15.83	10134.54
21	2009.11.03 22:02	sell	11	0.10	90.356	90.456	90.306
22	2009.11.03 22:02	sell	12	0.10	90.356	90.456	90.256
23	2009.11.03 22:02	sell	13	0.10	90.356	90.456	90.206
24	2009.11.03 22:02	sell	14	0.10	90.356	90.456	90.156
25	2009.11.03 22:02	sell	15	0.10	90.356	90.456	0.000
26	2009.11.03 22:32	t/p	11	0.10	90.306	90.456	90.306	5.54	10140.08
27	2009.11.04 01:35	t/p	12	0.10	90.256	90.456	90.256	10.95	10151.03
28	2009.11.04 01:45	t/p	13	0.10	90.206	90.456	90.206	16.51	10167.54
29	2009.11.04 01:45	t/p	14	0.10	90.156	90.456	90.156	22.05	10189.58
30	2009.11.04 07:45	s/l	15	0.10	90.456	90.456	0.000	-11.18	10178.40
31	2009.11.04 08:00	buy	16	0.10	90.456	90.356	90.506
32	2009.11.04 08:00	buy	17	0.10	90.456	90.356	90.556
33	2009.11.04 08:00	buy	18	0.10	90.456	90.356	90.606
34	2009.11.04 08:00	buy	19	0.10	90.456	90.356	90.656
35	2009.11.04 08:00	buy	20	0.10	90.456	90.356	0.000
36	2009.11.04 08:15	t/p	16	0.10	90.506	90.356	90.506	5.52	10183.92
37	2009.11.04 08:20	t/p	17	0.10	90.556	90.356	90.556	11.03	10194.95
38	2009.11.04 09:10	t/p	18	0.10	90.606	90.356	90.606	16.56	10211.51
39	2009.11.04 09:20	t/p	19	0.10	90.656	90.356	90.656	22.05	10233.56
40	2009.11.04 17:00	sell	21	0.10	90.804	90.904	90.754
41	2009.11.04 17:00	sell	22	0.10	90.804	90.904	90.704
42	2009.11.04 17:00	sell	23	0.10	90.804	90.904	90.654
43	2009.11.04 17:00	sell	24	0.10	90.804	90.904	90.604
44	2009.11.04 17:00	sell	25	0.10	90.804	90.904	0.000
45	2009.11.04 17:00	close	20	0.10	90.804	90.356	0.000	38.32	10271.88
46	2009.11.04 17:15	s/l	21	0.10	90.904	90.904	90.754	-11.00	10260.88
47	2009.11.04 17:15	s/l	22	0.10	90.904	90.904	90.704	-11.00	10249.88
48	2009.11.04 17:15	s/l	23	0.10	90.904	90.904	90.654	-11.00	10238.88
49	2009.11.04 17:15	s/l	24	0.10	90.904	90.904	90.604	-11.00	10227.88
50	2009.11.04 17:15	s/l	25	0.10	90.904	90.904	0.000	-11.00	10216.88
51	2009.11.05 16:00	buy	26	0.10	90.616	90.516	90.666
52	2009.11.05 16:00	buy	27	0.10	90.616	90.516	90.716
53	2009.11.05 16:00	buy	28	0.10	90.616	90.516	90.766
54	2009.11.05 16:00	buy	29	0.10	90.616	90.516	90.816
55	2009.11.05 16:00	buy	30	0.10	90.616	90.516	0.000
56	2009.11.05 16:20	s/l	26	0.10	90.516	90.516	90.666	-11.05	10205.83
57	2009.11.05 16:20	s/l	27	0.10	90.516	90.516	90.716	-11.05	10194.78
58	2009.11.05 16:20	s/l	28	0.10	90.516	90.516	90.766	-11.05	10183.73
59	2009.11.05 16:20	s/l	29	0.10	90.516	90.516	90.816	-11.05	10172.68
60	2009.11.05 16:20	s/l	30	0.10	90.516	90.516	0.000	-11.05	10161.63
61	2009.11.06 04:00	sell	31	0.10	90.603	90.703	90.553
62	2009.11.06 04:00	sell	32	0.10	90.603	90.703	90.503
63	2009.11.06 04:00	sell	33	0.10	90.603	90.703	90.453
64	2009.11.06 04:00	sell	34	0.10	90.603	90.703	90.403
65	2009.11.06 04:00	sell	35	0.10	90.603	90.703	0.000
66	2009.11.06 04:45	s/l	31	0.10	90.703	90.703	90.553	-11.03	10150.60
67	2009.11.06 04:45	s/l	32	0.10	90.703	90.703	90.503	-11.03	10139.57
68	2009.11.06 04:45	s/l	33	0.10	90.703	90.703	90.453	-11.03	10128.54
69	2009.11.06 04:45	s/l	34	0.10	90.703	90.703	90.403	-11.03	10117.51
70	2009.11.06 04:45	s/l	35	0.10	90.703	90.703	0.000	-11.03	10106.48
71	2009.11.06 14:00	buy	36	0.10	90.693	90.593	90.743
72	2009.11.06 14:00	buy	37	0.10	90.693	90.593	90.793
73	2009.11.06 14:00	buy	38	0.10	90.693	90.593	90.843
74	2009.11.06 14:00	buy	39	0.10	90.693	90.593	90.893
75	2009.11.06 14:00	buy	40	0.10	90.693	90.593	0.000
76	2009.11.06 14:10	t/p	36	0.10	90.743	90.593	90.743	5.51	10111.99
77	2009.11.06 14:20	s/l	37	0.10	90.593	90.593	90.793	-11.05	10100.94
78	2009.11.06 14:20	s/l	38	0.10	90.593	90.593	90.843	-11.05	10089.89
79	2009.11.06 14:20	s/l	39	0.10	90.593	90.593	90.893	-11.05	10078.84
80	2009.11.06 14:20	s/l	40	0.10	90.593	90.593	0.000	-11.05	10067.79
81	2009.11.06 15:00	sell	41	0.10	90.120	90.220	90.070
82	2009.11.06 15:00	sell	42	0.10	90.120	90.220	90.020
83	2009.11.06 15:00	sell	43	0.10	90.120	90.220	89.970
84	2009.11.06 15:00	sell	44	0.10	90.120	90.220	89.920
85	2009.11.06 15:00	sell	45	0.10	90.120	90.220	0.000
86	2009.11.06 15:07	s/l	41	0.10	90.220	90.220	90.070	-11.08	10056.71
87	2009.11.06 15:07	s/l	42	0.10	90.220	90.220	90.020	-11.08	10045.63
88	2009.11.06 15:07	s/l	43	0.10	90.220	90.220	89.970	-11.08	10034.55
89	2009.11.06 15:07	s/l	44	0.10	90.220	90.220	89.920	-11.08	10023.47
90	2009.11.06 15:07	s/l	45	0.10	90.220	90.220	0.000	-11.08	10012.39
91	2009.11.09 00:00	buy	46	0.10	89.834	89.734	89.884
92	2009.11.09 00:00	buy	47	0.10	89.834	89.734	89.934
93	2009.11.09 00:00	buy	48	0.10	89.834	89.734	89.984
94	2009.11.09 00:00	buy	49	0.10	89.834	89.734	90.034
95	2009.11.09 00:00	buy	50	0.10	89.834	89.734	0.000
96	2009.11.09 00:10	s/l	46	0.10	89.734	89.734	89.884	-11.14	10001.25
97	2009.11.09 00:10	s/l	47	0.10	89.734	89.734	89.934	-11.14	9990.11
98	2009.11.09 00:10	s/l	48	0.10	89.734	89.734	89.984	-11.14	9978.97
99	2009.11.09 00:10	s/l	49	0.10	89.734	89.734	90.034	-11.14	9967.83
100	2009.11.09 00:10	s/l	50	0.10	89.734	89.734	0.000	-11.14	9956.69
101	2009.11.09 13:00	sell	51	0.10	89.879	89.979	89.829
102	2009.11.09 13:00	sell	52	0.10	89.879	89.979	89.779
103	2009.11.09 13:00	sell	53	0.10	89.879	89.979	89.729
104	2009.11.09 13:00	sell	54	0.10	89.879	89.979	89.679
105	2009.11.09 13:00	sell	55	0.10	89.879	89.979	0.000
106	2009.11.09 14:02	s/l	51	0.10	89.979	89.979	89.829	-11.11	9945.58
107	2009.11.09 14:02	s/l	52	0.10	89.979	89.979	89.779	-11.11	9934.47
108	2009.11.09 14:02	s/l	53	0.10	89.979	89.979	89.729	-11.11	9923.36
109	2009.11.09 14:02	s/l	54	0.10	89.979	89.979	89.679	-11.11	9912.25
110	2009.11.09 14:02	s/l	55	0.10	89.979	89.979	0.000	-11.11	9901.14
111	2009.11.09 19:00	buy	56	0.10	90.019	89.919	90.069
112	2009.11.09 19:00	buy	57	0.10	90.019	89.919	90.119
113	2009.11.09 19:00	buy	58	0.10	90.019	89.919	90.169
114	2009.11.09 19:00	buy	59	0.10	90.019	89.919	90.219
115	2009.11.09 19:00	buy	60	0.10	90.019	89.919	0.000
116	2009.11.09 20:20	t/p	56	0.10	90.069	89.919	90.069	5.55	9906.69
117	2009.11.09 22:59	s/l	57	0.10	89.919	89.919	90.119	-11.12	9895.57
118	2009.11.09 22:59	s/l	58	0.10	89.919	89.919	90.169	-11.12	9884.45
119	2009.11.09 22:59	s/l	59	0.10	89.919	89.919	90.219	-11.12	9873.33
120	2009.11.09 22:59	s/l	60	0.10	89.919	89.919	0.000	-11.12	9862.21
121	2009.11.10 13:00	buy	61	0.10	90.034	89.934	90.084
122	2009.11.10 13:00	buy	62	0.10	90.034	89.934	90.134
123	2009.11.10 13:00	buy	63	0.10	90.034	89.934	90.184
124	2009.11.10 13:00	buy	64	0.10	90.034	89.934	90.234
125	2009.11.10 13:00	buy	65	0.10	90.034	89.934	0.000
126	2009.11.10 13:15	t/p	61	0.10	90.084	89.934	90.084	5.55	9867.76
127	2009.11.10 13:45	s/l	62	0.10	89.934	89.934	90.134	-11.13	9856.63
128	2009.11.10 13:45	s/l	63	0.10	89.934	89.934	90.184	-11.13	9845.50
129	2009.11.10 13:45	s/l	64	0.10	89.934	89.934	90.234	-11.13	9834.37
130	2009.11.10 13:45	s/l	65	0.10	89.934	89.934	0.000	-11.13	9823.24
131	2009.11.10 17:00	sell	66	0.10	89.766	89.866	89.716
132	2009.11.10 17:00	sell	67	0.10	89.766	89.866	89.666
133	2009.11.10 17:00	sell	68	0.10	89.766	89.866	89.616
134	2009.11.10 17:00	sell	69	0.10	89.766	89.866	89.566
135	2009.11.10 17:00	sell	70	0.10	89.766	89.866	0.000
136	2009.11.10 17:20	s/l	66	0.10	89.866	89.866	89.716	-11.13	9812.11
137	2009.11.10 17:20	s/l	67	0.10	89.866	89.866	89.666	-11.13	9800.98
138	2009.11.10 17:20	s/l	68	0.10	89.866	89.866	89.616	-11.13	9789.85
139	2009.11.10 17:20	s/l	69	0.10	89.866	89.866	89.566	-11.13	9778.72
140	2009.11.10 17:20	s/l	70	0.10	89.866	89.866	0.000	-11.13	9767.59
141	2009.11.11 02:00	sell	71	0.10	89.486	89.586	89.436
142	2009.11.11 02:00	sell	72	0.10	89.486	89.586	89.386
143	2009.11.11 02:00	sell	73	0.10	89.486	89.586	89.336
144	2009.11.11 02:00	sell	74	0.10	89.486	89.586	89.286
145	2009.11.11 02:00	sell	75	0.10	89.486	89.586	0.000
146	2009.11.11 02:15	s/l	71	0.10	89.586	89.586	89.436	-11.17	9756.42
147	2009.11.11 02:15	s/l	72	0.10	89.586	89.586	89.386	-11.17	9745.25
148	2009.11.11 02:15	s/l	73	0.10	89.586	89.586	89.336	-11.17	9734.08
149	2009.11.11 02:15	s/l	74	0.10	89.586	89.586	89.286	-11.17	9722.91
150	2009.11.11 02:15	s/l	75	0.10	89.586	89.586	0.000	-11.17	9711.74
151	2009.11.11 08:00	buy	76	0.10	89.823	89.723	89.873
152	2009.11.11 08:00	buy	77	0.10	89.823	89.723	89.923
153	2009.11.11 08:00	buy	78	0.10	89.823	89.723	89.973
154	2009.11.11 08:00	buy	79	0.10	89.823	89.723	90.023
155	2009.11.11 08:00	buy	80	0.10	89.823	89.723	0.000
156	2009.11.11 08:15	t/p	76	0.10	89.873	89.723	89.873	5.56	9717.30
157	2009.11.11 08:20	t/p	77	0.10	89.923	89.723	89.923	11.12	9728.42
158	2009.11.11 08:50	t/p	78	0.10	89.973	89.723	89.973	16.66	9745.08
159	2009.11.11 09:07	t/p	79	0.10	90.023	89.723	90.023	22.22	9767.30
160	2009.11.11 17:00	sell	81	0.10	89.825	89.925	89.775
161	2009.11.11 17:00	sell	82	0.10	89.825	89.925	89.725
162	2009.11.11 17:00	sell	83	0.10	89.825	89.925	89.675
163	2009.11.11 17:00	sell	84	0.10	89.825	89.925	89.625
164	2009.11.11 17:00	sell	85	0.10	89.825	89.925	0.000
165	2009.11.11 17:00	close	80	0.10	89.825	89.723	0.000	0.22	9767.52
166	2009.11.11 17:20	s/l	81	0.10	89.925	89.925	89.775	-11.12	9756.40
167	2009.11.11 17:20	s/l	82	0.10	89.925	89.925	89.725	-11.12	9745.28
168	2009.11.11 17:20	s/l	83	0.10	89.925	89.925	89.675	-11.12	9734.16
169	2009.11.11 17:20	s/l	84	0.10	89.925	89.925	89.625	-11.12	9723.04
170	2009.11.11 17:20	s/l	85	0.10	89.925	89.925	0.000	-11.12	9711.92
171	2009.11.12 01:00	buy	86	0.10	89.935	89.835	89.985
172	2009.11.12 01:00	buy	87	0.10	89.935	89.835	90.035
173	2009.11.12 01:00	buy	88	0.10	89.935	89.835	90.085
174	2009.11.12 01:00	buy	89	0.10	89.935	89.835	90.135
175	2009.11.12 01:00	buy	90	0.10	89.935	89.835	0.000
176	2009.11.12 01:50	s/l	86	0.10	89.835	89.835	89.985	-11.13	9700.79
177	2009.11.12 01:50	s/l	87	0.10	89.835	89.835	90.035	-11.13	9689.66
178	2009.11.12 01:50	s/l	88	0.10	89.835	89.835	90.085	-11.13	9678.53
179	2009.11.12 01:50	s/l	89	0.10	89.835	89.835	90.135	-11.13	9667.40
180	2009.11.12 01:50	s/l	90	0.10	89.835	89.835	0.000	-11.13	9656.27
181	2009.11.12 04:00	sell	91	0.10	89.845	89.945	89.795
182	2009.11.12 04:00	sell	92	0.10	89.845	89.945	89.745
183	2009.11.12 04:00	sell	93	0.10	89.845	89.945	89.695
184	2009.11.12 04:00	sell	94	0.10	89.845	89.945	89.645
185	2009.11.12 04:00	sell	95	0.10	89.845	89.945	0.000
186	2009.11.12 04:50	t/p	91	0.10	89.795	89.945	89.795	5.56	9661.83
187	2009.11.12 05:07	t/p	92	0.10	89.745	89.945	89.745	11.14	9672.97
188	2009.11.12 08:32	t/p	93	0.10	89.695	89.945	89.695	16.72	9689.69
189	2009.11.12 13:45	s/l	94	0.10	89.945	89.945	89.645	-11.12	9678.57
190	2009.11.12 13:45	s/l	95	0.10	89.945	89.945	0.000	-11.12	9667.45
191	2009.11.12 15:00	buy	96	0.10	90.165	90.065	90.215
192	2009.11.12 15:00	buy	97	0.10	90.165	90.065	90.265
193	2009.11.12 15:00	buy	98	0.10	90.165	90.065	90.315
194	2009.11.12 15:00	buy	99	0.10	90.165	90.065	90.365
195	2009.11.12 15:00	buy	100	0.10	90.165	90.065	0.000
196	2009.11.12 15:03	t/p	96	0.10	90.215	90.065	90.215	5.54	9672.99
197	2009.11.12 15:03	t/p	97	0.10	90.265	90.065	90.265	11.07	9684.06
198	2009.11.12 15:10	t/p	98	0.10	90.315	90.065	90.315	16.61	9700.67
199	2009.11.12 15:16	t/p	99	0.10	90.365	90.065	90.365	22.12	9722.79
200	2009.11.12 23:00	sell	101	0.10	90.354	90.454	90.304
201	2009.11.12 23:00	sell	102	0.10	90.354	90.454	90.254
202	2009.11.12 23:00	sell	103	0.10	90.354	90.454	90.204
203	2009.11.12 23:00	sell	104	0.10	90.354	90.454	90.154
204	2009.11.12 23:00	sell	105	0.10	90.354	90.454	0.000
205	2009.11.12 23:00	close	100	0.10	90.354	90.065	0.000	20.92	9743.71
206	2009.11.13 00:46	t/p	101	0.10	90.304	90.454	90.304	5.41	9749.12
207	2009.11.13 01:15	t/p	102	0.10	90.254	90.454	90.254	10.95	9760.07
208	2009.11.13 04:15	t/p	103	0.10	90.204	90.454	90.204	16.50	9776.57
209	2009.11.13 09:16	t/p	104	0.10	90.154	90.454	90.154	22.06	9798.62
210	2009.11.16 00:00	close	105	0.10	89.576	90.454	0.000	86.59	9885.21
211	2009.11.16 00:02	buy	106	0.10	89.534	89.434	89.584
212	2009.11.16 00:02	buy	107	0.10	89.534	89.434	89.634
213	2009.11.16 00:02	buy	108	0.10	89.534	89.434	89.684
214	2009.11.16 00:02	buy	109	0.10	89.534	89.434	89.734
215	2009.11.16 00:02	buy	110	0.10	89.534	89.434	0.000
216	2009.11.16 00:15	t/p	106	0.10	89.584	89.434	89.584	5.58	9890.79
217	2009.11.16 00:20	t/p	107	0.10	89.634	89.434	89.634	11.16	9901.95
218	2009.11.16 01:40	s/l	108	0.10	89.434	89.434	89.684	-11.18	9890.77
219	2009.11.16 01:40	s/l	109	0.10	89.434	89.434	89.734	-11.18	9879.59
220	2009.11.16 01:40	s/l	110	0.10	89.434	89.434	0.000	-11.18	9868.41
221	2009.11.16 19:00	sell	111	0.10	89.290	89.390	89.240
222	2009.11.16 19:00	sell	112	0.10	89.290	89.390	89.190
223	2009.11.16 19:00	sell	113	0.10	89.290	89.390	89.140
224	2009.11.16 19:00	sell	114	0.10	89.290	89.390	89.090
225	2009.11.16 19:00	sell	115	0.10	89.290	89.390	0.000
226	2009.11.16 19:15	t/p	111	0.10	89.240	89.390	89.240	5.61	9874.02
227	2009.11.16 19:20	t/p	112	0.10	89.190	89.390	89.190	11.21	9885.23
228	2009.11.16 19:50	t/p	113	0.10	89.140	89.390	89.140	16.83	9902.06
229	2009.11.16 19:59	t/p	114	0.10	89.090	89.390	89.090	22.46	9924.52
230	2009.11.17 02:00	buy	116	0.10	89.130	89.030	89.180
231	2009.11.17 02:00	buy	117	0.10	89.130	89.030	89.230
232	2009.11.17 02:00	buy	118	0.10	89.130	89.030	89.280
233	2009.11.17 02:00	buy	119	0.10	89.130	89.030	89.330
234	2009.11.17 02:00	buy	120	0.10	89.130	89.030	0.000
235	2009.11.17 02:00	close	115	0.10	89.130	89.390	0.000	17.82	9942.34
236	2009.11.17 02:20	s/l	116	0.10	89.030	89.030	89.180	-11.23	9931.11
237	2009.11.17 02:20	s/l	117	0.10	89.030	89.030	89.230	-11.23	9919.88
238	2009.11.17 02:20	s/l	118	0.10	89.030	89.030	89.280	-11.23	9908.65
239	2009.11.17 02:20	s/l	119	0.10	89.030	89.030	89.330	-11.23	9897.42
240	2009.11.17 02:20	s/l	120	0.10	89.030	89.030	0.000	-11.23	9886.19
241	2009.11.17 10:00	sell	121	0.10	88.825	88.925	88.775
242	2009.11.17 10:00	sell	122	0.10	88.825	88.925	88.725
243	2009.11.17 10:00	sell	123	0.10	88.825	88.925	88.675
244	2009.11.17 10:00	sell	124	0.10	88.825	88.925	88.625
245	2009.11.17 10:00	sell	125	0.10	88.825	88.925	0.000
246	2009.11.17 10:10	s/l	121	0.10	88.925	88.925	88.775	-11.24	9874.95
247	2009.11.17 10:10	s/l	122	0.10	88.925	88.925	88.725	-11.24	9863.71
248	2009.11.17 10:10	s/l	123	0.10	88.925	88.925	88.675	-11.24	9852.47
249	2009.11.17 10:10	s/l	124	0.10	88.925	88.925	88.625	-11.24	9841.23
250	2009.11.17 10:10	s/l	125	0.10	88.925	88.925	0.000	-11.24	9829.99
251	2009.11.17 13:00	buy	126	0.10	89.155	89.055	89.205
252	2009.11.17 13:00	buy	127	0.10	89.155	89.055	89.255
253	2009.11.17 13:00	buy	128	0.10	89.155	89.055	89.305
254	2009.11.17 13:00	buy	129	0.10	89.155	89.055	89.355
255	2009.11.17 13:00	buy	130	0.10	89.155	89.055	0.000
256	2009.11.17 13:10	t/p	126	0.10	89.205	89.055	89.205	5.60	9835.59
257	2009.11.17 13:10	t/p	127	0.10	89.255	89.055	89.255	11.20	9846.79
258	2009.11.17 13:15	t/p	128	0.10	89.305	89.055	89.305	16.79	9863.58
259	2009.11.17 13:20	t/p	129	0.10	89.355	89.055	89.355	22.37	9885.95
260	2009.11.17 23:00	sell	131	0.10	89.244	89.344	89.194
261	2009.11.17 23:00	sell	132	0.10	89.244	89.344	89.144
262	2009.11.17 23:00	sell	133	0.10	89.244	89.344	89.094
263	2009.11.17 23:00	sell	134	0.10	89.244	89.344	89.044
264	2009.11.17 23:00	sell	135	0.10	89.244	89.344	0.000
265	2009.11.17 23:00	close	130	0.10	89.244	89.055	0.000	9.97	9895.92
266	2009.11.17 23:20	s/l	131	0.10	89.344	89.344	89.194	-11.19	9884.73
267	2009.11.17 23:20	s/l	132	0.10	89.344	89.344	89.144	-11.19	9873.54
268	2009.11.17 23:20	s/l	133	0.10	89.344	89.344	89.094	-11.19	9862.35
269	2009.11.17 23:20	s/l	134	0.10	89.344	89.344	89.044	-11.19	9851.16
270	2009.11.17 23:20	s/l	135	0.10	89.344	89.344	0.000	-11.19	9839.97
271	2009.11.18 05:00	sell	136	0.10	89.232	89.332	89.182
272	2009.11.18 05:00	sell	137	0.10	89.232	89.332	89.132
273	2009.11.18 05:00	sell	138	0.10	89.232	89.332	89.082
274	2009.11.18 05:00	sell	139	0.10	89.232	89.332	89.032
275	2009.11.18 05:00	sell	140	0.10	89.232	89.332	0.000
276	2009.11.18 05:20	t/p	136	0.10	89.182	89.332	89.182	5.61	9845.58
277	2009.11.18 06:16	t/p	137	0.10	89.132	89.332	89.132	11.22	9856.80
278	2009.11.18 09:20	t/p	138	0.10	89.082	89.332	89.082	16.84	9873.64
279	2009.11.18 11:07	t/p	139	0.10	89.032	89.332	89.032	22.46	9896.10
280	2009.11.18 16:00	buy	141	0.10	89.255	89.155	89.305
281	2009.11.18 16:00	buy	142	0.10	89.255	89.155	89.355
282	2009.11.18 16:00	buy	143	0.10	89.255	89.155	89.405
283	2009.11.18 16:00	buy	144	0.10	89.255	89.155	89.455
284	2009.11.18 16:00	buy	145	0.10	89.255	89.155	0.000
285	2009.11.18 16:00	close	140	0.10	89.255	89.332	0.000	-2.58	9893.52
286	2009.11.18 16:20	s/l	141	0.10	89.155	89.155	89.305	-11.22	9882.30
287	2009.11.18 16:20	s/l	142	0.10	89.155	89.155	89.355	-11.22	9871.08
288	2009.11.18 16:20	s/l	143	0.10	89.155	89.155	89.405	-11.22	9859.86
289	2009.11.18 16:20	s/l	144	0.10	89.155	89.155	89.455	-11.22	9848.64
290	2009.11.18 16:20	s/l	145	0.10	89.155	89.155	0.000	-11.22	9837.42
291	2009.11.19 01:00	sell	146	0.10	89.385	89.485	89.335
292	2009.11.19 01:00	sell	147	0.10	89.385	89.485	89.285
293	2009.11.19 01:00	sell	148	0.10	89.385	89.485	89.235
294	2009.11.19 01:00	sell	149	0.10	89.385	89.485	89.185
295	2009.11.19 01:00	sell	150	0.10	89.385	89.485	0.000
296	2009.11.19 01:20	t/p	146	0.10	89.335	89.485	89.335	5.60	9843.02
297	2009.11.19 01:32	t/p	147	0.10	89.285	89.485	89.285	11.20	9854.22
298	2009.11.19 02:45	t/p	148	0.10	89.235	89.485	89.235	16.82	9871.04
299	2009.11.19 02:50	t/p	149	0.10	89.185	89.485	89.185	22.43	9893.47
300	2009.11.19 20:00	buy	151	0.10	88.939	88.839	88.989
301	2009.11.19 20:00	buy	152	0.10	88.939	88.839	89.039
302	2009.11.19 20:00	buy	153	0.10	88.939	88.839	89.089
303	2009.11.19 20:00	buy	154	0.10	88.939	88.839	89.139
304	2009.11.19 20:00	buy	155	0.10	88.939	88.839	0.000
305	2009.11.19 20:00	close	150	0.10	88.939	89.485	0.000	50.15	9943.62
306	2009.11.19 20:20	t/p	151	0.10	88.989	88.839	88.989	5.62	9949.24
307	2009.11.19 20:45	t/p	152	0.10	89.039	88.839	89.039	11.23	9960.47
308	2009.11.20 03:46	s/l	153	0.10	88.839	88.839	89.089	-11.19	9949.27
309	2009.11.20 03:46	s/l	154	0.10	88.839	88.839	89.139	-11.19	9938.08
310	2009.11.20 03:46	s/l	155	0.10	88.839	88.839	0.000	-11.19	9926.89
311	2009.11.20 04:00	sell	156	0.10	88.823	88.923	88.773
312	2009.11.20 04:00	sell	157	0.10	88.823	88.923	88.723
313	2009.11.20 04:00	sell	158	0.10	88.823	88.923	88.673
314	2009.11.20 04:00	sell	159	0.10	88.823	88.923	88.623
315	2009.11.20 04:00	sell	160	0.10	88.823	88.923	0.000
316	2009.11.20 04:40	s/l	156	0.10	88.923	88.923	88.773	-11.25	9915.64
317	2009.11.20 04:40	s/l	157	0.10	88.923	88.923	88.723	-11.25	9904.39
318	2009.11.20 04:40	s/l	158	0.10	88.923	88.923	88.673	-11.25	9893.14
319	2009.11.20 04:40	s/l	159	0.10	88.923	88.923	88.623	-11.25	9881.89
320	2009.11.20 04:40	s/l	160	0.10	88.923	88.923	0.000	-11.25	9870.64
321	2009.11.20 08:00	sell	161	0.10	88.765	88.865	88.715
322	2009.11.20 08:00	sell	162	0.10	88.765	88.865	88.665
323	2009.11.20 08:00	sell	163	0.10	88.765	88.865	88.615
324	2009.11.20 08:00	sell	164	0.10	88.765	88.865	88.565
325	2009.11.20 08:00	sell	165	0.10	88.765	88.865	0.000
326	2009.11.20 08:15	s/l	161	0.10	88.865	88.865	88.715	-11.25	9859.39
327	2009.11.20 08:15	s/l	162	0.10	88.865	88.865	88.665	-11.25	9848.14
328	2009.11.20 08:15	s/l	163	0.10	88.865	88.865	88.615	-11.25	9836.89
329	2009.11.20 08:15	s/l	164	0.10	88.865	88.865	88.565	-11.25	9825.64
330	2009.11.20 08:15	s/l	165	0.10	88.865	88.865	0.000	-11.25	9814.39
331	2009.11.20 21:00	sell	166	0.10	88.950	89.050	88.900
332	2009.11.20 21:00	sell	167	0.10	88.950	89.050	88.850
333	2009.11.20 21:00	sell	168	0.10	88.950	89.050	88.800
334	2009.11.20 21:00	sell	169	0.10	88.950	89.050	88.750
335	2009.11.20 21:00	sell	170	0.10	88.950	89.050	0.000
336	2009.11.20 22:40	t/p	166	0.10	88.900	89.050	88.900	5.62	9820.01
337	2009.11.23 00:00	t/p	167	0.10	88.850	89.050	88.850	11.13	9831.13
338	2009.11.23 08:05	t/p	168	0.10	88.800	89.050	88.800	16.76	9847.89
339	2009.11.23 08:10	t/p	169	0.10	88.750	89.050	88.750	22.41	9870.30
340	2009.11.23 13:00	buy	171	0.10	88.853	88.753	88.903
341	2009.11.23 13:00	buy	172	0.10	88.853	88.753	88.953
342	2009.11.23 13:00	buy	173	0.10	88.853	88.753	89.003
343	2009.11.23 13:00	buy	174	0.10	88.853	88.753	89.053
344	2009.11.23 13:00	buy	175	0.10	88.853	88.753	0.000
345	2009.11.23 13:00	close	170	0.10	88.853	89.050	0.000	10.79	9881.09
346	2009.11.23 14:50	s/l	171	0.10	88.753	88.753	88.903	-11.27	9869.82
347	2009.11.23 14:50	s/l	172	0.10	88.753	88.753	88.953	-11.27	9858.55
348	2009.11.23 14:50	s/l	173	0.10	88.753	88.753	89.003	-11.27	9847.28
349	2009.11.23 14:50	s/l	174	0.10	88.753	88.753	89.053	-11.27	9836.01
350	2009.11.23 14:50	s/l	175	0.10	88.753	88.753	0.000	-11.27	9824.74
351	2009.11.23 17:00	buy	176	0.10	88.974	88.874	89.024
352	2009.11.23 17:00	buy	177	0.10	88.974	88.874	89.074
353	2009.11.23 17:00	buy	178	0.10	88.974	88.874	89.124
354	2009.11.23 17:00	buy	179	0.10	88.974	88.874	89.174
355	2009.11.23 17:00	buy	180	0.10	88.974	88.874	0.000
356	2009.11.23 17:40	t/p	176	0.10	89.024	88.874	89.024	5.61	9830.35
357	2009.11.23 17:45	t/p	177	0.10	89.074	88.874	89.074	11.22	9841.57
358	2009.11.23 17:50	t/p	178	0.10	89.124	88.874	89.124	16.82	9858.39
359	2009.11.23 17:50	t/p	179	0.10	89.174	88.874	89.174	22.43	9880.82
360	2009.11.24 00:00	sell	181	0.10	89.041	89.141	88.991
361	2009.11.24 00:00	sell	182	0.10	89.041	89.141	88.941
362	2009.11.24 00:00	sell	183	0.10	89.041	89.141	88.891
363	2009.11.24 00:00	sell	184	0.10	89.041	89.141	88.841
364	2009.11.24 00:00	sell	185	0.10	89.041	89.141	0.000
365	2009.11.24 00:00	close	180	0.10	89.041	88.874	0.000	7.59	9888.40
366	2009.11.24 00:40	t/p	181	0.10	88.991	89.141	88.991	5.62	9894.02
367	2009.11.24 00:50	t/p	182	0.10	88.941	89.141	88.941	11.24	9905.26
368	2009.11.24 01:20	t/p	183	0.10	88.891	89.141	88.891	16.88	9922.14
369	2009.11.24 02:46	t/p	184	0.10	88.841	89.141	88.841	22.51	9944.65
370	2009.11.25 09:00	close	185	0.10	88.374	89.141	0.000	75.34	10019.99
371	2009.11.25 09:02	buy	186	0.10	88.367	88.267	88.417
372	2009.11.25 09:02	buy	187	0.10	88.367	88.267	88.467
373	2009.11.25 09:02	buy	188	0.10	88.367	88.267	88.517
374	2009.11.25 09:02	buy	189	0.10	88.367	88.267	88.567
375	2009.11.25 09:02	buy	190	0.10	88.367	88.267	0.000
376	2009.11.25 09:20	s/l	186	0.10	88.267	88.267	88.417	-11.34	10008.65
377	2009.11.25 09:20	s/l	187	0.10	88.267	88.267	88.467	-11.34	9997.31
378	2009.11.25 09:20	s/l	188	0.10	88.267	88.267	88.517	-11.34	9985.97
379	2009.11.25 09:20	s/l	189	0.10	88.267	88.267	88.567	-11.34	9974.63
380	2009.11.25 09:20	s/l	190	0.10	88.267	88.267	0.000	-11.34	9963.29
381	2009.11.25 11:00	sell	191	0.10	87.641	87.741	87.591
382	2009.11.25 11:00	sell	192	0.10	87.641	87.741	87.541
383	2009.11.25 11:00	sell	193	0.10	87.641	87.741	87.491
384	2009.11.25 11:00	sell	194	0.10	87.641	87.741	87.441
385	2009.11.25 11:00	sell	195	0.10	87.641	87.741	0.000
386	2009.11.25 11:07	t/p	191	0.10	87.591	87.741	87.591	5.71	9969.00
387	2009.11.25 11:15	s/l	192	0.10	87.741	87.741	87.541	-11.39	9957.61
388	2009.11.25 11:15	s/l	193	0.10	87.741	87.741	87.491	-11.39	9946.22
389	2009.11.25 11:15	s/l	194	0.10	87.741	87.741	87.441	-11.39	9934.83
390	2009.11.25 11:15	s/l	195	0.10	87.741	87.741	0.000	-11.39	9923.44
391	2009.11.25 18:00	buy	196	0.10	87.668	87.568	87.718
392	2009.11.25 18:00	buy	197	0.10	87.668	87.568	87.768
393	2009.11.25 18:00	buy	198	0.10	87.668	87.568	87.818
394	2009.11.25 18:00	buy	199	0.10	87.668	87.568	87.868
395	2009.11.25 18:00	buy	200	0.10	87.668	87.568	0.000
396	2009.11.25 18:37	s/l	196	0.10	87.568	87.568	87.718	-11.42	9912.02
397	2009.11.25 18:37	s/l	197	0.10	87.568	87.568	87.768	-11.42	9900.60
398	2009.11.25 18:37	s/l	198	0.10	87.568	87.568	87.818	-11.42	9889.18
399	2009.11.25 18:37	s/l	199	0.10	87.568	87.568	87.868	-11.42	9877.76
400	2009.11.25 18:37	s/l	200	0.10	87.568	87.568	0.000	-11.42	9866.34
401	2009.11.25 23:00	sell	201	0.10	87.314	87.414	87.264
402	2009.11.25 23:00	sell	202	0.10	87.314	87.414	87.214
403	2009.11.25 23:00	sell	203	0.10	87.314	87.414	87.164
404	2009.11.25 23:00	sell	204	0.10	87.314	87.414	87.114
405	2009.11.25 23:00	sell	205	0.10	87.314	87.414	0.000
406	2009.11.25 23:20	s/l	201	0.10	87.414	87.414	87.264	-11.44	9854.90
407	2009.11.25 23:20	s/l	202	0.10	87.414	87.414	87.214	-11.44	9843.46
408	2009.11.25 23:20	s/l	203	0.10	87.414	87.414	87.164	-11.44	9832.02
409	2009.11.25 23:20	s/l	204	0.10	87.414	87.414	87.114	-11.44	9820.58
410	2009.11.25 23:20	s/l	205	0.10	87.414	87.414	0.000	-11.44	9809.14
411	2009.11.26 06:00	sell	206	0.10	86.366	86.466	86.316
412	2009.11.26 06:00	sell	207	0.10	86.366	86.466	86.266
413	2009.11.26 06:00	sell	208	0.10	86.366	86.466	86.216
414	2009.11.26 06:00	sell	209	0.10	86.366	86.466	86.166
415	2009.11.26 06:00	sell	210	0.10	86.366	86.466	0.000
416	2009.11.26 06:07	t/p	206	0.10	86.316	86.466	86.316	5.79	9814.93
417	2009.11.26 06:15	s/l	207	0.10	86.466	86.466	86.266	-11.56	9803.37
418	2009.11.26 06:15	s/l	208	0.10	86.466	86.466	86.216	-11.56	9791.81
419	2009.11.26 06:15	s/l	209	0.10	86.466	86.466	86.166	-11.56	9780.25
420	2009.11.26 06:15	s/l	210	0.10	86.466	86.466	0.000	-11.56	9768.69
421	2009.11.26 11:00	buy	211	0.10	86.835	86.735	86.885
422	2009.11.26 11:00	buy	212	0.10	86.835	86.735	86.935
423	2009.11.26 11:00	buy	213	0.10	86.835	86.735	86.985
424	2009.11.26 11:00	buy	214	0.10	86.835	86.735	87.035
425	2009.11.26 11:00	buy	215	0.10	86.835	86.735	0.000
426	2009.11.26 11:15	s/l	211	0.10	86.735	86.735	86.885	-11.54	9757.15
427	2009.11.26 11:15	s/l	212	0.10	86.735	86.735	86.935	-11.54	9745.61
428	2009.11.26 11:15	s/l	213	0.10	86.735	86.735	86.985	-11.54	9734.07
429	2009.11.26 11:15	s/l	214	0.10	86.735	86.735	87.035	-11.54	9722.53
430	2009.11.26 11:15	s/l	215	0.10	86.735	86.735	0.000	-11.54	9710.99
431	2009.11.27 01:00	sell	216	0.10	85.153	85.253	85.103
432	2009.11.27 01:00	sell	217	0.10	85.153	85.253	85.053
433	2009.11.27 01:00	sell	218	0.10	85.153	85.253	85.003
434	2009.11.27 01:00	sell	219	0.10	85.153	85.253	84.953
435	2009.11.27 01:00	sell	220	0.10	85.153	85.253	0.000
436	2009.11.27 01:07	t/p	216	0.10	85.103	85.253	85.103	5.88	9716.87
437	2009.11.27 01:10	s/l	217	0.10	85.253	85.253	85.053	-11.71	9705.16
438	2009.11.27 01:10	s/l	218	0.10	85.253	85.253	85.003	-11.71	9693.45
439	2009.11.27 01:10	s/l	219	0.10	85.253	85.253	84.953	-11.71	9681.74
440	2009.11.27 01:10	s/l	220	0.10	85.253	85.253	0.000	-11.71	9670.03
441	2009.11.27 06:00	buy	221	0.10	86.377	86.277	86.427
442	2009.11.27 06:00	buy	222	0.10	86.377	86.277	86.477
443	2009.11.27 06:00	buy	223	0.10	86.377	86.277	86.527
444	2009.11.27 06:00	buy	224	0.10	86.377	86.277	86.577
445	2009.11.27 06:00	buy	225	0.10	86.377	86.277	0.000
446	2009.11.27 06:15	s/l	221	0.10	86.277	86.277	86.427	-11.59	9658.44
447	2009.11.27 06:15	s/l	222	0.10	86.277	86.277	86.477	-11.59	9646.85
448	2009.11.27 06:15	s/l	223	0.10	86.277	86.277	86.527	-11.59	9635.26
449	2009.11.27 06:15	s/l	224	0.10	86.277	86.277	86.577	-11.59	9623.67
450	2009.11.27 06:15	s/l	225	0.10	86.277	86.277	0.000	-11.59	9612.08
451	2009.11.27 22:00	sell	226	0.10	86.563	86.663	86.513
452	2009.11.27 22:00	sell	227	0.10	86.563	86.663	86.463
453	2009.11.27 22:00	sell	228	0.10	86.563	86.663	86.413
454	2009.11.27 22:00	sell	229	0.10	86.563	86.663	86.363
455	2009.11.27 22:00	sell	230	0.10	86.563	86.663	0.000
456	2009.11.27 22:15	t/p	226	0.10	86.513	86.663	86.513	5.78	9617.86
457	2009.11.27 22:20	t/p	227	0.10	86.463	86.663	86.463	11.56	9629.42
458	2009.11.27 22:40	t/p	228	0.10	86.413	86.663	86.413	17.36	9646.78
459	2009.11.27 22:46	t/p	229	0.10	86.363	86.663	86.363	23.17	9669.95
460	2009.11.27 22:59	close at stop	230	0.10	86.482	86.663	0.000	9.37	9679.32