Report Result : EMA_CROSS_CONTEST_HEDGED - Desynced Forex Repository

Strategy Tester Report

Download EMA_CROSS_CONTEST_HEDGED

AlpariUK-Demo (Build 225)

Symbol		USDCHF (US Dollar vs Swiss Franc)
Period		1 Hour (H1) 2009.12.01 00:00 - 2009.12.31 18:00 (2009.12.01 - 2010.01.01)
Model		Control points (a very crude method, the results must not be considered)
Parameters		TakeProfit=150; TrailingStop=40; StopLoss=150; HedgeLevel=6; UseClose=false; UseMACD=false; Expiration=7200; ShortEma=4; LongEma=24; CurrentBar=1; Lots=0.1;

Bars in test	1515	Ticks modelled	13947	Modelling quality	n/a
Mismatched charts errors	2

Initial deposit	10000.00
Total net profit	-74.79	Gross profit	421.12	Gross loss	-495.91
Profit factor	0.85	Expected payoff	-0.78
Absolute drawdown	133.87	Maximal drawdown	194.55 (1.93%)	Relative drawdown	1.93% (194.55)

Total trades	96	Short positions (won %)	50 (66.00%)	Long positions (won %)	46 (63.04%)
		Profit trades (% of total)	62 (64.58%)	Loss trades (% of total)	34 (35.42%)
Largest		profit trade	15.04	loss trade	-15.03
Average		profit trade	6.79	loss trade	-14.59
Maximum		consecutive wins (profit in money)	10 (55.26)	consecutive losses (loss in money)	3 (-43.07)
Maximal		consecutive profit (count of wins)	55.26 (10)	consecutive loss (count of losses)	-43.07 (3)
Average		consecutive wins	2	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 09:00	sell	1	0.10	1.00342	1.00492	1.00192
2	2009.12.01 09:03	modify	1	0.10	1.00342	1.00320	1.00192
3	2009.12.01 09:10	modify	1	0.10	1.00342	1.00258	1.00192
4	2009.12.01 09:16	t/p	1	0.10	1.00192	1.00258	1.00192	14.98	10014.98
5	2009.12.01 09:16	sell	2	0.10	1.00116	1.00266	0.99966
6	2009.12.01 09:50	modify	2	0.10	1.00116	1.00065	0.99966
7	2009.12.01 09:52	s/l	2	0.10	1.00065	1.00065	0.99966	5.10	10020.08
8	2009.12.01 09:52	sell	3	0.10	1.00047	1.00197	0.99897
9	2009.12.01 10:20	modify	3	0.10	1.00047	1.00015	0.99897
10	2009.12.01 10:27	s/l	3	0.10	1.00015	1.00015	0.99897	3.20	10023.28
11	2009.12.02 18:00	buy	4	0.10	1.00109	0.99959	1.00259
12	2009.12.02 18:15	modify	4	0.10	1.00109	1.00156	1.00259
13	2009.12.02 18:20	t/p	4	0.10	1.00259	1.00156	1.00259	14.96	10038.24
14	2009.12.02 18:20	buy	5	0.10	1.00281	1.00131	1.00431
15	2009.12.02 19:50	s/l	5	0.10	1.00131	1.00131	1.00431	-14.98	10023.26
16	2009.12.03 03:00	sell	6	0.10	0.99981	1.00131	0.99831
17	2009.12.03 03:50	modify	6	0.10	0.99981	0.99957	0.99831
18	2009.12.03 04:20	modify	6	0.10	0.99981	0.99950	0.99831
19	2009.12.03 05:02	modify	6	0.10	0.99981	0.99939	0.99831
20	2009.12.03 05:07	modify	6	0.10	0.99981	0.99932	0.99831
21	2009.12.03 05:15	s/l	6	0.10	0.99932	0.99932	0.99831	4.90	10028.16
22	2009.12.03 18:00	buy	7	0.10	0.99972	0.99822	1.00122
23	2009.12.03 20:32	s/l	7	0.10	0.99822	0.99822	1.00122	-15.03	10013.13
24	2009.12.03 22:00	buy	8	0.10	0.99998	0.99848	1.00148
25	2009.12.03 22:40	modify	8	0.10	0.99998	1.00021	1.00148
26	2009.12.03 22:45	modify	8	0.10	0.99998	1.00065	1.00148
27	2009.12.03 22:50	t/p	8	0.10	1.00148	1.00065	1.00148	14.98	10028.11
28	2009.12.03 22:50	buy	9	0.10	1.00168	1.00018	1.00318
29	2009.12.04 00:20	s/l	9	0.10	1.00018	1.00018	1.00318	-14.95	10013.16
30	2009.12.04 14:00	sell	10	0.10	0.99927	1.00077	0.99777
31	2009.12.04 14:26	modify	10	0.10	0.99927	0.99876	0.99777
32	2009.12.04 14:30	t/p	10	0.10	0.99777	0.99876	0.99777	15.03	10028.19
33	2009.12.04 14:30	sell	11	0.10	0.99754	0.99904	0.99604
34	2009.12.04 14:35	s/l	11	0.10	0.99904	0.99904	0.99604	-15.01	10013.18
35	2009.12.04 14:35	sell	12	0.10	0.99915	1.00065	0.99765
36	2009.12.04 14:37	t/p	12	0.10	0.99765	1.00065	0.99765	15.04	10028.22
37	2009.12.04 14:37	sell	13	0.10	0.99681	0.99831	0.99531
38	2009.12.04 14:40	s/l	13	0.10	0.99831	0.99831	0.99531	-14.96	10013.26
39	2009.12.04 14:40	sell	14	0.10	1.00266	1.00416	1.00116
40	2009.12.04 14:42	modify	14	0.10	1.00266	1.00209	1.00116
41	2009.12.04 14:45	s/l	14	0.10	1.00209	1.00209	1.00116	5.66	10018.92
42	2009.12.04 14:45	sell	15	0.10	1.00617	1.00767	1.00467
43	2009.12.04 14:47	modify	15	0.10	1.00617	1.00560	1.00467
44	2009.12.04 14:50	s/l	15	0.10	1.00560	1.00560	1.00467	5.64	10024.56
45	2009.12.04 14:50	sell	16	0.10	1.00968	1.01118	1.00818
46	2009.12.04 14:52	t/p	16	0.10	1.00818	1.01118	1.00818	14.89	10039.45
47	2009.12.04 14:52	sell	17	0.10	1.00734	1.00884	1.00584
48	2009.12.04 14:57	t/p	17	0.10	1.00584	1.00884	1.00584	14.92	10054.37
49	2009.12.04 14:57	sell	18	0.10	1.00500	1.00650	1.00350
50	2009.12.04 14:59	s/l	18	0.10	1.00650	1.00650	1.00350	-14.87	10039.50
51	2009.12.04 14:59	sell	19	0.10	1.00835	1.00985	1.00685
52	2009.12.04 15:02	modify	19	0.10	1.00835	1.00808	1.00685
53	2009.12.04 15:07	modify	19	0.10	1.00835	1.00771	1.00685
54	2009.12.04 15:10	s/l	19	0.10	1.00771	1.00771	1.00685	6.34	10045.84
55	2009.12.04 15:10	buy	20	0.10	1.00916	1.00766	1.01066
56	2009.12.04 15:15	modify	20	0.10	1.00916	1.00968	1.01066
57	2009.12.04 15:20	t/p	20	0.10	1.01066	1.00968	1.01066	14.84	10060.68
58	2009.12.04 15:20	buy	21	0.10	1.01139	1.00989	1.01289
59	2009.12.04 15:27	s/l	21	0.10	1.00989	1.00989	1.01289	-14.86	10045.82
60	2009.12.04 15:27	buy	22	0.10	1.00991	1.00841	1.01141
61	2009.12.04 15:45	s/l	22	0.10	1.00841	1.00841	1.01141	-14.88	10030.94
62	2009.12.04 15:45	buy	23	0.10	1.00848	1.00698	1.00998
63	2009.12.04 16:10	modify	23	0.10	1.00848	1.00891	1.00998
64	2009.12.04 16:15	t/p	23	0.10	1.00998	1.00891	1.00998	14.85	10045.79
65	2009.12.09 12:00	sell	24	0.10	1.02282	1.02432	1.02132
66	2009.12.09 12:20	s/l	24	0.10	1.02432	1.02432	1.02132	-14.64	10031.15
67	2009.12.09 12:20	sell	25	0.10	1.02446	1.02596	1.02296
68	2009.12.09 12:27	modify	25	0.10	1.02446	1.02443	1.02296
69	2009.12.09 12:27	s/l	25	0.10	1.02443	1.02443	1.02296	0.30	10031.45
70	2009.12.09 12:27	sell	26	0.10	1.02441	1.02591	1.02291
71	2009.12.09 12:50	modify	26	0.10	1.02441	1.02427	1.02291
72	2009.12.09 12:59	s/l	26	0.10	1.02427	1.02427	1.02291	1.36	10032.81
73	2009.12.09 12:59	sell	27	0.10	1.02422	1.02572	1.02272
74	2009.12.09 13:45	s/l	27	0.10	1.02572	1.02572	1.02272	-14.62	10018.19
75	2009.12.09 14:00	buy	28	0.10	1.02623	1.02473	1.02773
76	2009.12.09 14:10	s/l	28	0.10	1.02473	1.02473	1.02773	-14.65	10003.54
77	2009.12.09 14:10	buy	29	0.10	1.02420	1.02270	1.02570
78	2009.12.09 14:26	modify	29	0.10	1.02420	1.02459	1.02570
79	2009.12.09 14:30	modify	29	0.10	1.02420	1.02461	1.02570
80	2009.12.09 14:32	s/l	29	0.10	1.02461	1.02461	1.02570	4.01	10007.55
81	2009.12.09 14:32	buy	30	0.10	1.02402	1.02252	1.02552
82	2009.12.09 14:40	modify	30	0.10	1.02402	1.02426	1.02552
83	2009.12.09 14:45	modify	30	0.10	1.02402	1.02490	1.02552
84	2009.12.09 14:50	t/p	30	0.10	1.02552	1.02490	1.02552	14.62	10022.17
85	2009.12.09 14:50	buy	31	0.10	1.02613	1.02463	1.02763
86	2009.12.09 15:10	modify	31	0.10	1.02613	1.02616	1.02763
87	2009.12.09 15:15	modify	31	0.10	1.02613	1.02681	1.02763
88	2009.12.09 15:20	t/p	31	0.10	1.02763	1.02681	1.02763	14.60	10036.77
89	2009.12.10 12:00	sell	32	0.10	1.02507	1.02657	1.02357
90	2009.12.10 13:20	s/l	32	0.10	1.02657	1.02657	1.02357	-14.61	10022.16
91	2009.12.10 18:00	buy	33	0.10	1.02714	1.02564	1.02864
92	2009.12.10 18:32	modify	33	0.10	1.02714	1.02746	1.02864
93	2009.12.10 18:37	modify	33	0.10	1.02714	1.02757	1.02864
94	2009.12.10 18:40	s/l	33	0.10	1.02757	1.02757	1.02864	4.19	10026.35
95	2009.12.10 18:40	buy	34	0.10	1.02772	1.02622	1.02922
96	2009.12.10 19:20	modify	34	0.10	1.02772	1.02795	1.02922
97	2009.12.10 19:27	s/l	34	0.10	1.02795	1.02795	1.02922	2.23	10028.58
98	2009.12.10 23:00	sell	35	0.10	1.02585	1.02735	1.02435
99	2009.12.11 03:20	s/l	35	0.10	1.02735	1.02735	1.02435	-14.67	10013.91
100	2009.12.11 04:00	buy	36	0.10	1.02648	1.02498	1.02798
101	2009.12.11 04:07	modify	36	0.10	1.02648	1.02652	1.02798
102	2009.12.11 04:15	s/l	36	0.10	1.02652	1.02652	1.02798	0.39	10014.30
103	2009.12.11 04:15	buy	37	0.10	1.02654	1.02504	1.02804
104	2009.12.11 08:15	modify	37	0.10	1.02654	1.02655	1.02804
105	2009.12.11 08:20	modify	37	0.10	1.02654	1.02678	1.02804
106	2009.12.11 08:27	s/l	37	0.10	1.02678	1.02678	1.02804	2.34	10016.64
107	2009.12.11 08:27	buy	38	0.10	1.02698	1.02548	1.02848
108	2009.12.11 09:20	s/l	38	0.10	1.02548	1.02548	1.02848	-14.63	10002.01
109	2009.12.11 11:00	sell	39	0.10	1.02503	1.02653	1.02353
110	2009.12.11 11:32	modify	39	0.10	1.02503	1.02464	1.02353
111	2009.12.11 11:37	modify	39	0.10	1.02503	1.02454	1.02353
112	2009.12.11 11:40	s/l	39	0.10	1.02454	1.02454	1.02353	4.79	10006.80
113	2009.12.11 11:40	sell	40	0.10	1.02444	1.02594	1.02294
114	2009.12.11 13:20	modify	40	0.10	1.02444	1.02404	1.02294
115	2009.12.11 13:27	s/l	40	0.10	1.02404	1.02404	1.02294	3.91	10010.71
116	2009.12.11 15:00	buy	41	0.10	1.02885	1.02735	1.03035
117	2009.12.11 15:13	modify	41	0.10	1.02885	1.02902	1.03035
118	2009.12.11 15:20	t/p	41	0.10	1.03035	1.02902	1.03035	14.56	10025.27
119	2009.12.11 15:20	buy	42	0.10	1.03057	1.02907	1.03207
120	2009.12.11 15:30	modify	42	0.10	1.03057	1.03093	1.03207
121	2009.12.11 15:32	modify	42	0.10	1.03057	1.03096	1.03207
122	2009.12.11 15:35	modify	42	0.10	1.03057	1.03117	1.03207
123	2009.12.11 15:37	s/l	42	0.10	1.03117	1.03117	1.03207	5.82	10031.09
124	2009.12.11 15:37	buy	43	0.10	1.03136	1.02986	1.03286
125	2009.12.11 15:40	modify	43	0.10	1.03136	1.03177	1.03286
126	2009.12.11 15:45	modify	43	0.10	1.03136	1.03238	1.03286
127	2009.12.11 15:50	t/p	43	0.10	1.03286	1.03238	1.03286	14.51	10045.60
128	2009.12.11 15:50	buy	44	0.10	1.03359	1.03209	1.03509
129	2009.12.11 16:07	s/l	44	0.10	1.03209	1.03209	1.03509	-14.54	10031.06
130	2009.12.14 11:00	sell	45	0.10	1.03093	1.03243	1.02943
131	2009.12.14 11:20	s/l	45	0.10	1.03243	1.03243	1.02943	-14.52	10016.54
132	2009.12.14 11:20	sell	46	0.10	1.03243	1.03393	1.03093
133	2009.12.14 11:27	modify	46	0.10	1.03243	1.03236	1.03093
134	2009.12.14 11:30	modify	46	0.10	1.03243	1.03234	1.03093
135	2009.12.14 11:37	modify	46	0.10	1.03243	1.03232	1.03093
136	2009.12.14 11:40	s/l	46	0.10	1.03232	1.03232	1.03093	1.07	10017.61
137	2009.12.14 11:40	sell	47	0.10	1.03266	1.03416	1.03116
138	2009.12.14 12:32	s/l	47	0.10	1.03416	1.03416	1.03116	-14.50	10003.11
139	2009.12.14 12:32	buy	48	0.10	1.03443	1.03293	1.03593
140	2009.12.14 12:50	s/l	48	0.10	1.03293	1.03293	1.03593	-14.53	9988.58
141	2009.12.14 12:50	buy	49	0.10	1.03308	1.03158	1.03458
142	2009.12.14 13:07	modify	49	0.10	1.03308	1.03316	1.03458
143	2009.12.14 13:10	s/l	49	0.10	1.03316	1.03316	1.03458	0.78	9989.36
144	2009.12.14 23:00	sell	50	0.10	1.03146	1.03296	1.02996
145	2009.12.15 03:15	s/l	50	0.10	1.03296	1.03296	1.02996	-14.59	9974.77
146	2009.12.15 03:15	buy	51	0.10	1.03298	1.03148	1.03448
147	2009.12.15 06:20	modify	51	0.10	1.03298	1.03303	1.03448
148	2009.12.15 06:27	s/l	51	0.10	1.03303	1.03303	1.03448	0.49	9975.26
149	2009.12.16 13:00	sell	52	0.10	1.03777	1.03927	1.03627
150	2009.12.16 13:15	modify	52	0.10	1.03777	1.03770	1.03627
151	2009.12.16 13:20	modify	52	0.10	1.03777	1.03731	1.03627
152	2009.12.16 13:27	s/l	52	0.10	1.03731	1.03731	1.03627	4.44	9979.70
153	2009.12.16 13:27	sell	53	0.10	1.03726	1.03876	1.03576
154	2009.12.16 13:50	s/l	53	0.10	1.03876	1.03876	1.03576	-14.44	9965.26
155	2009.12.16 13:50	sell	54	0.10	1.03865	1.04015	1.03715
156	2009.12.16 13:57	modify	54	0.10	1.03865	1.03863	1.03715
157	2009.12.16 13:59	s/l	54	0.10	1.03863	1.03863	1.03715	0.20	9965.46
158	2009.12.16 13:59	sell	55	0.10	1.03847	1.03997	1.03697
159	2009.12.16 14:20	s/l	55	0.10	1.03997	1.03997	1.03697	-14.42	9951.04
160	2009.12.17 01:00	buy	56	0.10	1.03900	1.03750	1.04050
161	2009.12.17 02:10	modify	56	0.10	1.03900	1.03910	1.04050
162	2009.12.17 02:15	modify	56	0.10	1.03900	1.03939	1.04050
163	2009.12.17 02:20	modify	56	0.10	1.03900	1.03968	1.04050
164	2009.12.17 02:27	s/l	56	0.10	1.03968	1.03968	1.04050	6.54	9957.58
165	2009.12.18 02:00	sell	57	0.10	1.04287	1.04437	1.04137
166	2009.12.18 02:02	modify	57	0.10	1.04287	1.04274	1.04137
167	2009.12.18 02:07	modify	57	0.10	1.04287	1.04262	1.04137
168	2009.12.18 02:10	s/l	57	0.10	1.04262	1.04262	1.04137	2.40	9959.98
169	2009.12.18 02:10	sell	58	0.10	1.04260	1.04410	1.04110
170	2009.12.18 02:50	modify	58	0.10	1.04260	1.04185	1.04110
171	2009.12.18 02:57	s/l	58	0.10	1.04185	1.04185	1.04110	7.20	9967.18
172	2009.12.18 02:57	sell	59	0.10	1.04203	1.04353	1.04053
173	2009.12.18 03:02	modify	59	0.10	1.04203	1.04202	1.04053
174	2009.12.18 03:05	modify	59	0.10	1.04203	1.04174	1.04053
175	2009.12.18 03:07	s/l	59	0.10	1.04174	1.04174	1.04053	2.79	9969.97
176	2009.12.18 15:00	buy	60	0.10	1.04503	1.04353	1.04653
177	2009.12.18 15:15	s/l	60	0.10	1.04353	1.04353	1.04653	-14.38	9955.59
178	2009.12.18 15:15	buy	61	0.10	1.04369	1.04219	1.04519
179	2009.12.18 15:50	s/l	61	0.10	1.04219	1.04219	1.04519	-14.40	9941.19
180	2009.12.18 15:50	buy	62	0.10	1.04176	1.04026	1.04326
181	2009.12.18 15:57	modify	62	0.10	1.04176	1.04183	1.04326
182	2009.12.18 16:02	s/l	62	0.10	1.04183	1.04183	1.04326	0.67	9941.86
183	2009.12.18 16:02	sell	63	0.10	1.04141	1.04291	1.03991
184	2009.12.18 16:15	s/l	63	0.10	1.04291	1.04291	1.03991	-14.39	9927.47
185	2009.12.18 16:15	sell	64	0.10	1.04275	1.04425	1.04125
186	2009.12.18 16:40	s/l	64	0.10	1.04425	1.04425	1.04125	-14.36	9913.11
187	2009.12.18 16:40	sell	65	0.10	1.04461	1.04611	1.04311
188	2009.12.18 16:50	s/l	65	0.10	1.04611	1.04611	1.04311	-14.32	9898.79
189	2009.12.18 16:50	sell	66	0.10	1.04717	1.04867	1.04567
190	2009.12.18 16:52	modify	66	0.10	1.04717	1.04692	1.04567
191	2009.12.18 16:55	s/l	66	0.10	1.04692	1.04692	1.04567	2.39	9901.18
192	2009.12.18 16:55	sell	67	0.10	1.04674	1.04824	1.04524
193	2009.12.18 16:57	modify	67	0.10	1.04674	1.04606	1.04524
194	2009.12.18 16:59	s/l	67	0.10	1.04606	1.04606	1.04524	6.49	9907.67
195	2009.12.18 16:59	sell	68	0.10	1.04712	1.04862	1.04562
196	2009.12.18 17:15	modify	68	0.10	1.04712	1.04661	1.04562
197	2009.12.18 17:20	t/p	68	0.10	1.04562	1.04661	1.04562	14.35	9922.02
198	2009.12.18 17:20	buy	69	0.10	1.04518	1.04368	1.04668
199	2009.12.18 17:27	modify	69	0.10	1.04518	1.04561	1.04668
200	2009.12.18 17:27	s/l	69	0.10	1.04561	1.04561	1.04668	4.11	9926.13
201	2009.12.18 17:27	buy	70	0.10	1.04545	1.04395	1.04695
202	2009.12.18 17:32	modify	70	0.10	1.04545	1.04562	1.04695
203	2009.12.18 17:37	modify	70	0.10	1.04545	1.04573	1.04695
204	2009.12.18 17:40	s/l	70	0.10	1.04573	1.04573	1.04695	2.68	9928.81
205	2009.12.18 17:40	buy	71	0.10	1.04589	1.04439	1.04739
206	2009.12.18 18:15	s/l	71	0.10	1.04439	1.04439	1.04739	-14.37	9914.44
207	2009.12.18 22:00	sell	72	0.10	1.04284	1.04434	1.04134
208	2009.12.18 22:15	modify	72	0.10	1.04284	1.04280	1.04134
209	2009.12.18 22:20	modify	72	0.10	1.04284	1.04237	1.04134
210	2009.12.18 22:27	s/l	72	0.10	1.04237	1.04237	1.04134	4.51	9918.95
211	2009.12.18 22:27	sell	73	0.10	1.04220	1.04370	1.04070
212	2009.12.21 00:00	modify	73	0.10	1.04220	1.04127	1.04070
213	2009.12.21 00:05	modify	73	0.10	1.04220	1.04124	1.04070
214	2009.12.21 00:10	t/p	73	0.10	1.04070	1.04124	1.04070	14.35	9933.30
215	2009.12.21 10:00	buy	74	0.10	1.04648	1.04498	1.04798
216	2009.12.21 10:45	s/l	74	0.10	1.04498	1.04498	1.04798	-14.36	9918.94
217	2009.12.21 10:45	buy	75	0.10	1.04490	1.04340	1.04640
218	2009.12.21 11:20	s/l	75	0.10	1.04340	1.04340	1.04640	-14.38	9904.56
219	2009.12.21 14:00	sell	76	0.10	1.04008	1.04158	1.03858
220	2009.12.21 14:02	modify	76	0.10	1.04008	1.03992	1.03858
221	2009.12.21 14:07	modify	76	0.10	1.04008	1.03978	1.03858
222	2009.12.21 14:10	s/l	76	0.10	1.03978	1.03978	1.03858	2.88	9907.44
223	2009.12.21 14:10	sell	77	0.10	1.03989	1.04139	1.03839
224	2009.12.21 14:37	s/l	77	0.10	1.04139	1.04139	1.03839	-14.40	9893.04
225	2009.12.21 14:37	sell	78	0.10	1.04122	1.04272	1.03972
226	2009.12.21 14:45	modify	78	0.10	1.04122	1.04079	1.03972
227	2009.12.21 14:50	modify	78	0.10	1.04122	1.04020	1.03972
228	2009.12.21 14:57	s/l	78	0.10	1.04020	1.04020	1.03972	9.81	9902.85
229	2009.12.21 14:57	sell	79	0.10	1.04019	1.04169	1.03869
230	2009.12.21 15:15	s/l	79	0.10	1.04169	1.04169	1.03869	-14.39	9888.46
231	2009.12.21 17:00	buy	80	0.10	1.04402	1.04252	1.04552
232	2009.12.21 17:03	modify	80	0.10	1.04402	1.04405	1.04552
233	2009.12.21 17:10	modify	80	0.10	1.04402	1.04442	1.04552
234	2009.12.21 17:16	modify	80	0.10	1.04402	1.04480	1.04552
235	2009.12.21 17:26	s/l	80	0.10	1.04480	1.04480	1.04552	7.47	9895.93
236	2009.12.21 17:26	buy	81	0.10	1.04490	1.04340	1.04640
237	2009.12.21 17:32	modify	81	0.10	1.04490	1.04556	1.04640
238	2009.12.21 17:37	modify	81	0.10	1.04490	1.04576	1.04640
239	2009.12.21 17:40	s/l	81	0.10	1.04576	1.04576	1.04640	8.22	9904.15
240	2009.12.21 17:40	buy	82	0.10	1.04555	1.04405	1.04705
241	2009.12.21 17:50	s/l	82	0.10	1.04405	1.04405	1.04705	-14.37	9889.78
242	2009.12.21 17:50	buy	83	0.10	1.04414	1.04264	1.04564
243	2009.12.21 17:57	modify	83	0.10	1.04414	1.04435	1.04564
244	2009.12.21 17:59	s/l	83	0.10	1.04435	1.04435	1.04564	2.01	9891.79
245	2009.12.21 17:59	buy	84	0.10	1.04433	1.04283	1.04583
246	2009.12.21 18:20	s/l	84	0.10	1.04283	1.04283	1.04583	-14.39	9877.40
247	2009.12.23 12:00	sell	85	0.10	1.04608	1.04758	1.04458
248	2009.12.23 13:35	modify	85	0.10	1.04608	1.04605	1.04458
249	2009.12.23 13:37	s/l	85	0.10	1.04605	1.04605	1.04458	0.28	9877.68
250	2009.12.29 02:00	buy	86	0.10	1.03590	1.03440	1.03740
251	2009.12.29 04:15	modify	86	0.10	1.03590	1.03597	1.03740
252	2009.12.29 04:20	modify	86	0.10	1.03590	1.03622	1.03740
253	2009.12.29 04:50	s/l	86	0.10	1.03622	1.03622	1.03740	3.09	9880.77
254	2009.12.29 08:00	sell	87	0.10	1.03464	1.03614	1.03314
255	2009.12.29 08:13	modify	87	0.10	1.03464	1.03451	1.03314
256	2009.12.29 08:20	modify	87	0.10	1.03464	1.03396	1.03314
257	2009.12.29 08:26	t/p	87	0.10	1.03314	1.03396	1.03314	14.52	9895.29
258	2009.12.29 08:26	sell	88	0.10	1.03262	1.03412	1.03112
259	2009.12.29 08:45	modify	88	0.10	1.03262	1.03209	1.03112
260	2009.12.29 08:50	t/p	88	0.10	1.03112	1.03209	1.03112	14.55	9909.84
261	2009.12.29 08:50	sell	89	0.10	1.03074	1.03224	1.02924
262	2009.12.29 09:15	modify	89	0.10	1.03074	1.03060	1.02924
263	2009.12.29 09:20	modify	89	0.10	1.03074	1.02989	1.02924
264	2009.12.29 09:27	s/l	89	0.10	1.02989	1.02989	1.02924	8.25	9918.09
265	2009.12.29 18:00	buy	90	0.10	1.03669	1.03519	1.03819
266	2009.12.29 18:40	modify	90	0.10	1.03669	1.03674	1.03819
267	2009.12.29 18:45	modify	90	0.10	1.03669	1.03705	1.03819
268	2009.12.29 18:50	modify	90	0.10	1.03669	1.03736	1.03819
269	2009.12.29 18:57	s/l	90	0.10	1.03736	1.03736	1.03819	6.46	9924.55
270	2009.12.29 18:57	buy	91	0.10	1.03755	1.03605	1.03905
271	2009.12.29 20:32	modify	91	0.10	1.03755	1.03763	1.03905
272	2009.12.29 20:37	modify	91	0.10	1.03755	1.03777	1.03905
273	2009.12.29 20:40	s/l	91	0.10	1.03777	1.03777	1.03905	2.12	9926.67
274	2009.12.30 21:00	sell	92	0.10	1.03686	1.03836	1.03536
275	2009.12.30 22:32	modify	92	0.10	1.03686	1.03676	1.03536
276	2009.12.30 22:37	modify	92	0.10	1.03686	1.03671	1.03536
277	2009.12.30 22:45	s/l	92	0.10	1.03671	1.03671	1.03536	1.45	9928.12
278	2009.12.31 18:00	buy	93	0.10	1.03592	1.03442	1.03742
279	2009.12.31 18:07	modify	93	0.10	1.03592	1.03604	1.03742
280	2009.12.31 18:10	s/l	93	0.10	1.03604	1.03604	1.03742	1.16	9929.28
281	2009.12.31 18:10	buy	94	0.10	1.03595	1.03445	1.03745
282	2009.12.31 18:32	modify	94	0.10	1.03595	1.03607	1.03745
283	2009.12.31 18:37	modify	94	0.10	1.03595	1.03630	1.03745
284	2009.12.31 18:40	s/l	94	0.10	1.03630	1.03630	1.03745	3.38	9932.66
285	2009.12.31 18:40	buy	95	0.10	1.03597	1.03447	1.03747
286	2009.12.31 18:50	s/l	95	0.10	1.03447	1.03447	1.03747	-14.50	9918.16
287	2009.12.31 18:50	buy	96	0.10	1.03433	1.03283	1.03583
288	2009.12.31 18:57	modify	96	0.10	1.03433	1.03466	1.03583
289	2009.12.31 18:57	close at stop	96	0.10	1.03506	1.03466	1.03583	7.05	9925.21