Report Result : FractalTakeOut_v2 - Desynced Forex Repository

Strategy Tester Report

Download FractalTakeOut_v2

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		OpenTradeBuffer=1; CloseTradeBuffer=1; StopLoss$=10; MagicNumber=1913;

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

Initial deposit	10000.00
Total net profit	-163.11	Gross profit	1279.05	Gross loss	-1442.16
Profit factor	0.89	Expected payoff	-0.85
Absolute drawdown	164.62	Maximal drawdown	251.02 (2.49%)	Relative drawdown	2.49% (251.02)

Total trades	193	Short positions (won %)	116 (41.38%)	Long positions (won %)	77 (46.75%)
		Profit trades (% of total)	84 (43.52%)	Loss trades (% of total)	109 (56.48%)
Largest		profit trade	54.89	loss trade	-36.67
Average		profit trade	15.23	loss trade	-13.23
Maximum		consecutive wins (profit in money)	5 (47.67)	consecutive losses (loss in money)	9 (-105.84)
Maximal		consecutive profit (count of wins)	54.89 (1)	consecutive loss (count of losses)	-105.84 (9)
Average		consecutive wins	2	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 02:32	sell	1	0.10	1.00513	0.00000	0.00000
2	2009.12.01 04:50	close	1	0.10	1.00384	0.00000	0.00000	12.85	10012.85
3	2009.12.01 12:15	sell	2	0.10	1.00108	0.00000	0.00000
4	2009.12.01 14:15	close	2	0.10	0.99984	0.00000	0.00000	12.40	10025.25
5	2009.12.01 15:07	sell	3	0.10	1.00131	0.00000	0.00000
6	2009.12.01 15:20	close	3	0.10	0.99910	0.00000	0.00000	22.12	10047.37
7	2009.12.01 20:50	sell	4	0.10	0.99883	0.00000	0.00000
8	2009.12.01 21:50	close	4	0.10	0.99997	0.00000	0.00000	-11.40	10035.97
9	2009.12.01 21:50	sell	5	0.10	0.99979	0.00000	0.00000
10	2009.12.02 00:20	close	5	0.10	0.99895	0.00000	0.00000	8.34	10044.31
11	2009.12.02 02:20	sell	6	0.10	0.99962	0.00000	0.00000
12	2009.12.02 03:32	close	6	0.10	0.99857	0.00000	0.00000	10.52	10054.83
13	2009.12.02 05:50	sell	7	0.10	0.99932	0.00000	0.00000
14	2009.12.02 06:32	close	7	0.10	0.99821	0.00000	0.00000	11.12	10065.95
15	2009.12.02 08:10	sell	8	0.10	0.99954	0.00000	0.00000
16	2009.12.02 08:20	close	8	0.10	1.00070	0.00000	0.00000	-11.59	10054.36
17	2009.12.02 09:20	buy	9	0.10	0.99837	0.00000	0.00000
18	2009.12.02 12:20	close	9	0.10	0.99933	0.00000	0.00000	9.61	10063.97
19	2009.12.02 12:20	sell	10	0.10	0.99933	0.00000	0.00000
20	2009.12.02 14:20	close	10	0.10	0.99848	0.00000	0.00000	8.51	10072.48
21	2009.12.02 14:40	sell	11	0.10	0.99981	0.00000	0.00000
22	2009.12.02 16:20	close	11	0.10	0.99852	0.00000	0.00000	12.92	10085.40
23	2009.12.02 17:10	sell	12	0.10	1.00064	0.00000	0.00000
24	2009.12.02 17:15	close	12	0.10	1.00165	0.00000	0.00000	-10.08	10075.32
25	2009.12.02 23:20	buy	13	0.10	1.00161	0.00000	0.00000
26	2009.12.03 00:20	close	13	0.10	1.00040	0.00000	0.00000	-11.95	10063.37
27	2009.12.03 00:20	buy	14	0.10	1.00058	0.00000	0.00000
28	2009.12.03 01:20	close	14	0.10	0.99941	0.00000	0.00000	-11.71	10051.66
29	2009.12.03 01:20	buy	15	0.10	0.99959	0.00000	0.00000
30	2009.12.03 06:10	close	15	0.10	0.99944	0.00000	0.00000	-1.50	10050.16
31	2009.12.03 07:20	buy	16	0.10	0.99918	0.00000	0.00000
32	2009.12.03 07:45	close	16	0.10	0.99799	0.00000	0.00000	-11.92	10038.24
33	2009.12.03 07:45	buy	17	0.10	0.99817	0.00000	0.00000
34	2009.12.03 08:20	close	17	0.10	0.99673	0.00000	0.00000	-14.45	10023.79
35	2009.12.03 10:15	sell	18	0.10	0.99825	0.00000	0.00000
36	2009.12.03 11:15	close	18	0.10	0.99724	0.00000	0.00000	10.13	10033.92
37	2009.12.03 13:15	sell	19	0.10	0.99761	0.00000	0.00000
38	2009.12.03 14:32	close	19	0.10	0.99638	0.00000	0.00000	12.34	10046.26
39	2009.12.03 14:40	sell	20	0.10	0.99772	0.00000	0.00000
40	2009.12.03 14:45	close	20	0.10	0.99903	0.00000	0.00000	-13.11	10033.15
41	2009.12.03 14:45	sell	21	0.10	0.99885	0.00000	0.00000
42	2009.12.03 14:50	close	21	0.10	1.00017	0.00000	0.00000	-13.20	10019.95
43	2009.12.03 14:50	sell	22	0.10	0.99999	0.00000	0.00000
44	2009.12.03 15:20	close	22	0.10	1.00125	0.00000	0.00000	-12.58	10007.37
45	2009.12.03 17:15	buy	23	0.10	0.99837	0.00000	0.00000
46	2009.12.03 21:40	close	23	0.10	0.99914	0.00000	0.00000	7.71	10015.08
47	2009.12.04 00:20	buy	24	0.10	0.99998	0.00000	0.00000
48	2009.12.04 05:15	close	24	0.10	1.00058	0.00000	0.00000	6.00	10021.08
49	2009.12.04 06:07	buy	25	0.10	1.00026	0.00000	0.00000
50	2009.12.04 06:15	close	25	0.10	1.00079	0.00000	0.00000	5.30	10026.38
51	2009.12.04 07:40	buy	26	0.10	1.00015	0.00000	0.00000
52	2009.12.04 08:20	close	26	0.10	0.99888	0.00000	0.00000	-12.71	10013.67
53	2009.12.04 10:10	sell	27	0.10	1.00027	0.00000	0.00000
54	2009.12.04 13:15	close	27	0.10	0.99938	0.00000	0.00000	8.91	10022.58
55	2009.12.04 14:10	sell	28	0.10	1.00010	0.00000	0.00000
56	2009.12.04 14:20	close	28	0.10	0.99905	0.00000	0.00000	10.51	10033.09
57	2009.12.04 14:40	sell	29	0.10	1.00266	0.00000	0.00000
58	2009.12.04 14:45	close	29	0.10	1.00635	0.00000	0.00000	-36.67	9996.42
59	2009.12.04 14:45	sell	30	0.10	1.00617	0.00000	0.00000
60	2009.12.04 14:50	close	30	0.10	1.00986	0.00000	0.00000	-36.54	9959.88
61	2009.12.04 14:50	sell	31	0.10	1.00968	0.00000	0.00000
62	2009.12.04 15:20	close	31	0.10	1.01137	0.00000	0.00000	-16.71	9943.17
63	2009.12.04 22:10	buy	32	0.10	1.01676	0.00000	0.00000
64	2009.12.07 00:00	close	32	0.10	1.01535	0.00000	0.00000	-13.84	9929.33
65	2009.12.07 00:00	buy	33	0.10	1.01553	0.00000	0.00000
66	2009.12.07 01:20	close	33	0.10	1.01732	0.00000	0.00000	17.60	9946.93
67	2009.12.07 01:40	buy	34	0.10	1.01539	0.00000	0.00000
68	2009.12.07 01:50	close	34	0.10	1.01406	0.00000	0.00000	-13.12	9933.81
69	2009.12.07 01:50	buy	35	0.10	1.01424	0.00000	0.00000
70	2009.12.07 06:20	close	35	0.10	1.01484	0.00000	0.00000	5.91	9939.72
71	2009.12.07 06:20	sell	36	0.10	1.01484	0.00000	0.00000
72	2009.12.07 06:32	close	36	0.10	1.01393	0.00000	0.00000	8.97	9948.69
73	2009.12.07 06:45	sell	37	0.10	1.01480	0.00000	0.00000
74	2009.12.07 08:15	close	37	0.10	1.01591	0.00000	0.00000	-10.93	9937.76
75	2009.12.07 08:15	sell	38	0.10	1.01573	0.00000	0.00000
76	2009.12.07 09:03	close	38	0.10	1.01703	0.00000	0.00000	-12.78	9924.98
77	2009.12.07 09:03	sell	39	0.10	1.01685	0.00000	0.00000
78	2009.12.07 09:16	close	39	0.10	1.01826	0.00000	0.00000	-13.85	9911.13
79	2009.12.07 14:45	buy	40	0.10	1.02110	0.00000	0.00000
80	2009.12.07 15:50	close	40	0.10	1.01989	0.00000	0.00000	-11.86	9899.27
81	2009.12.07 15:50	buy	41	0.10	1.02007	0.00000	0.00000
82	2009.12.07 16:26	close	41	0.10	1.01905	0.00000	0.00000	-10.01	9889.26
83	2009.12.07 16:26	buy	42	0.10	1.01923	0.00000	0.00000
84	2009.12.07 18:20	close	42	0.10	1.02150	0.00000	0.00000	22.22	9911.48
85	2009.12.07 18:45	buy	43	0.10	1.01748	0.00000	0.00000
86	2009.12.07 18:50	close	43	0.10	1.01534	0.00000	0.00000	-21.08	9890.40
87	2009.12.07 18:50	buy	44	0.10	1.01552	0.00000	0.00000
88	2009.12.07 19:16	close	44	0.10	1.01437	0.00000	0.00000	-11.34	9879.06
89	2009.12.07 19:16	buy	45	0.10	1.01455	0.00000	0.00000
90	2009.12.07 20:46	close	45	0.10	1.02015	0.00000	0.00000	54.89	9933.95
91	2009.12.08 00:10	buy	46	0.10	1.01942	0.00000	0.00000
92	2009.12.08 00:40	close	46	0.10	1.01831	0.00000	0.00000	-10.90	9923.05
93	2009.12.08 00:40	buy	47	0.10	1.01849	0.00000	0.00000
94	2009.12.08 01:16	close	47	0.10	1.01984	0.00000	0.00000	13.24	9936.29
95	2009.12.08 01:40	buy	48	0.10	1.01849	0.00000	0.00000
96	2009.12.08 01:50	close	48	0.10	1.01711	0.00000	0.00000	-13.57	9922.72
97	2009.12.08 01:50	buy	49	0.10	1.01729	0.00000	0.00000
98	2009.12.08 03:45	close	49	0.10	1.01910	0.00000	0.00000	17.76	9940.48
99	2009.12.08 06:02	buy	50	0.10	1.01768	0.00000	0.00000
100	2009.12.08 07:20	close	50	0.10	1.01919	0.00000	0.00000	14.82	9955.30
101	2009.12.08 10:20	buy	51	0.10	1.01853	0.00000	0.00000
102	2009.12.08 10:50	close	51	0.10	1.01704	0.00000	0.00000	-14.65	9940.65
103	2009.12.08 10:50	buy	52	0.10	1.01722	0.00000	0.00000
104	2009.12.08 12:03	close	52	0.10	1.01948	0.00000	0.00000	22.17	9962.82
105	2009.12.08 12:03	sell	53	0.10	1.01948	0.00000	0.00000
106	2009.12.08 12:16	close	53	0.10	1.02063	0.00000	0.00000	-11.27	9951.55
107	2009.12.08 12:16	sell	54	0.10	1.02045	0.00000	0.00000
108	2009.12.08 12:50	close	54	0.10	1.02177	0.00000	0.00000	-12.92	9938.63
109	2009.12.08 12:50	sell	55	0.10	1.02159	0.00000	0.00000
110	2009.12.08 13:07	close	55	0.10	1.02276	0.00000	0.00000	-11.44	9927.19
111	2009.12.08 22:15	buy	56	0.10	1.02679	0.00000	0.00000
112	2009.12.08 23:32	close	56	0.10	1.02459	0.00000	0.00000	-21.47	9905.72
113	2009.12.08 23:32	buy	57	0.10	1.02477	0.00000	0.00000
114	2009.12.09 00:15	close	57	0.10	1.02752	0.00000	0.00000	26.81	9932.53
115	2009.12.09 02:26	buy	58	0.10	1.02548	0.00000	0.00000
116	2009.12.09 05:50	close	58	0.10	1.02602	0.00000	0.00000	5.26	9937.79
117	2009.12.09 06:37	buy	59	0.10	1.02522	0.00000	0.00000
118	2009.12.09 06:50	close	59	0.10	1.02610	0.00000	0.00000	8.58	9946.37
119	2009.12.09 09:15	buy	60	0.10	1.02550	0.00000	0.00000
120	2009.12.09 09:50	close	60	0.10	1.02399	0.00000	0.00000	-14.75	9931.62
121	2009.12.09 13:00	sell	61	0.10	1.02421	0.00000	0.00000
122	2009.12.09 13:20	close	61	0.10	1.02525	0.00000	0.00000	-10.14	9921.48
123	2009.12.09 13:20	sell	62	0.10	1.02507	0.00000	0.00000
124	2009.12.09 13:50	close	62	0.10	1.02653	0.00000	0.00000	-14.22	9907.26
125	2009.12.09 13:50	sell	63	0.10	1.02635	0.00000	0.00000
126	2009.12.09 14:16	close	63	0.10	1.02302	0.00000	0.00000	32.55	9939.81
127	2009.12.09 14:50	sell	64	0.10	1.02593	0.00000	0.00000
128	2009.12.09 15:15	close	64	0.10	1.02739	0.00000	0.00000	-14.21	9925.60
129	2009.12.09 15:15	sell	65	0.10	1.02721	0.00000	0.00000
130	2009.12.09 17:00	close	65	0.10	1.02494	0.00000	0.00000	22.15	9947.75
131	2009.12.09 18:10	sell	66	0.10	1.02734	0.00000	0.00000
132	2009.12.09 18:20	close	66	0.10	1.02897	0.00000	0.00000	-15.84	9931.91
133	2009.12.09 20:50	buy	67	0.10	1.02672	0.00000	0.00000
134	2009.12.09 21:20	close	67	0.10	1.02549	0.00000	0.00000	-11.99	9919.92
135	2009.12.09 21:20	buy	68	0.10	1.02567	0.00000	0.00000
136	2009.12.10 01:37	close	68	0.10	1.02460	0.00000	0.00000	-10.29	9909.63
137	2009.12.10 03:07	sell	69	0.10	1.02623	0.00000	0.00000
138	2009.12.10 05:15	close	69	0.10	1.02742	0.00000	0.00000	-11.58	9898.05
139	2009.12.10 05:15	sell	70	0.10	1.02724	0.00000	0.00000
140	2009.12.10 05:45	close	70	0.10	1.02837	0.00000	0.00000	-10.99	9887.06
141	2009.12.10 05:45	sell	71	0.10	1.02819	0.00000	0.00000
142	2009.12.10 08:05	close	71	0.10	1.02739	0.00000	0.00000	7.79	9894.85
143	2009.12.10 09:15	sell	72	0.10	1.02846	0.00000	0.00000
144	2009.12.10 09:32	close	72	0.10	1.02993	0.00000	0.00000	-14.27	9880.58
145	2009.12.10 09:50	buy	73	0.10	1.02646	0.00000	0.00000
146	2009.12.10 11:20	close	73	0.10	1.02522	0.00000	0.00000	-12.09	9868.49
147	2009.12.10 13:20	sell	74	0.10	1.02671	0.00000	0.00000
148	2009.12.10 14:50	close	74	0.10	1.02470	0.00000	0.00000	19.62	9888.11
149	2009.12.10 16:10	sell	75	0.10	1.02604	0.00000	0.00000
150	2009.12.10 16:20	close	75	0.10	1.02781	0.00000	0.00000	-17.22	9870.89
151	2009.12.10 16:20	sell	76	0.10	1.02763	0.00000	0.00000
152	2009.12.10 20:10	close	76	0.10	1.02652	0.00000	0.00000	10.81	9881.70
153	2009.12.11 00:20	sell	77	0.10	1.02615	0.00000	0.00000
154	2009.12.11 03:15	close	77	0.10	1.02724	0.00000	0.00000	-10.61	9871.09
155	2009.12.11 03:15	sell	78	0.10	1.02706	0.00000	0.00000
156	2009.12.11 04:32	close	78	0.10	1.02605	0.00000	0.00000	9.84	9880.93
157	2009.12.11 07:50	sell	79	0.10	1.02676	0.00000	0.00000
158	2009.12.11 09:20	close	79	0.10	1.02529	0.00000	0.00000	14.34	9895.27
159	2009.12.11 14:20	sell	80	0.10	1.02498	0.00000	0.00000
160	2009.12.11 14:37	close	80	0.10	1.02373	0.00000	0.00000	12.21	9907.48
161	2009.12.11 14:40	sell	81	0.10	1.02588	0.00000	0.00000
162	2009.12.11 14:45	close	81	0.10	1.02746	0.00000	0.00000	-15.38	9892.10
163	2009.12.11 14:45	sell	82	0.10	1.02728	0.00000	0.00000
164	2009.12.11 14:50	close	82	0.10	1.02886	0.00000	0.00000	-15.36	9876.74
165	2009.12.11 14:50	sell	83	0.10	1.02868	0.00000	0.00000
166	2009.12.11 15:20	close	83	0.10	1.03055	0.00000	0.00000	-18.15	9858.59
167	2009.12.11 19:00	buy	84	0.10	1.03406	0.00000	0.00000
168	2009.12.11 22:15	close	84	0.10	1.03460	0.00000	0.00000	5.22	9863.81
169	2009.12.14 01:10	buy	85	0.10	1.03414	0.00000	0.00000
170	2009.12.14 01:32	close	85	0.10	1.03294	0.00000	0.00000	-11.62	9852.19
171	2009.12.14 04:20	sell	86	0.10	1.03395	0.00000	0.00000
172	2009.12.14 04:32	close	86	0.10	1.03539	0.00000	0.00000	-13.91	9838.28
173	2009.12.14 04:32	sell	87	0.10	1.03521	0.00000	0.00000
174	2009.12.14 05:20	close	87	0.10	1.03230	0.00000	0.00000	28.19	9866.47
175	2009.12.14 09:15	sell	88	0.10	1.03197	0.00000	0.00000
176	2009.12.14 11:45	close	88	0.10	1.03340	0.00000	0.00000	-13.84	9852.63
177	2009.12.14 11:45	sell	89	0.10	1.03322	0.00000	0.00000
178	2009.12.14 12:32	close	89	0.10	1.03441	0.00000	0.00000	-11.50	9841.13
179	2009.12.14 12:32	sell	90	0.10	1.03423	0.00000	0.00000
180	2009.12.14 14:20	close	90	0.10	1.03232	0.00000	0.00000	18.50	9859.63
181	2009.12.14 20:20	sell	91	0.10	1.03225	0.00000	0.00000
182	2009.12.14 21:02	close	91	0.10	1.03167	0.00000	0.00000	5.62	9865.25
183	2009.12.14 21:20	sell	92	0.10	1.03229	0.00000	0.00000
184	2009.12.14 22:20	close	92	0.10	1.03166	0.00000	0.00000	6.11	9871.36
185	2009.12.14 23:32	sell	93	0.10	1.03218	0.00000	0.00000
186	2009.12.15 00:20	close	93	0.10	1.03123	0.00000	0.00000	9.14	9880.50
187	2009.12.15 01:45	sell	94	0.10	1.03205	0.00000	0.00000
188	2009.12.15 03:20	close	94	0.10	1.03321	0.00000	0.00000	-11.23	9869.27
189	2009.12.15 05:15	buy	95	0.10	1.03235	0.00000	0.00000
190	2009.12.15 06:10	close	95	0.10	1.03278	0.00000	0.00000	4.16	9873.43
191	2009.12.15 08:16	buy	96	0.10	1.03249	0.00000	0.00000
192	2009.12.15 08:40	close	96	0.10	1.03462	0.00000	0.00000	20.59	9894.02
193	2009.12.15 15:15	buy	97	0.10	1.03940	0.00000	0.00000
194	2009.12.15 16:20	close	97	0.10	1.03812	0.00000	0.00000	-12.33	9881.69
195	2009.12.15 16:20	buy	98	0.10	1.03830	0.00000	0.00000
196	2009.12.15 17:15	close	98	0.10	1.04104	0.00000	0.00000	26.32	9908.01
197	2009.12.15 20:15	buy	99	0.10	1.04131	0.00000	0.00000
198	2009.12.15 20:46	close	99	0.10	1.04016	0.00000	0.00000	-11.06	9896.95
199	2009.12.15 20:46	buy	100	0.10	1.04034	0.00000	0.00000
200	2009.12.16 01:10	close	100	0.10	1.04062	0.00000	0.00000	2.74	9899.69
201	2009.12.16 01:10	sell	101	0.10	1.04062	0.00000	0.00000
202	2009.12.16 01:32	close	101	0.10	1.04020	0.00000	0.00000	4.04	9903.73
203	2009.12.16 01:50	sell	102	0.10	1.04096	0.00000	0.00000
204	2009.12.16 05:02	close	102	0.10	1.04207	0.00000	0.00000	-10.65	9893.08
205	2009.12.16 05:02	sell	103	0.10	1.04189	0.00000	0.00000
206	2009.12.16 07:10	close	103	0.10	1.04089	0.00000	0.00000	9.61	9902.69
207	2009.12.16 08:40	sell	104	0.10	1.04153	0.00000	0.00000
208	2009.12.16 08:50	close	104	0.10	1.04262	0.00000	0.00000	-10.45	9892.24
209	2009.12.16 08:50	sell	105	0.10	1.04244	0.00000	0.00000
210	2009.12.16 10:02	close	105	0.10	1.03943	0.00000	0.00000	28.96	9921.20
211	2009.12.16 14:15	sell	106	0.10	1.03943	0.00000	0.00000
212	2009.12.16 14:32	close	106	0.10	1.04047	0.00000	0.00000	-10.00	9911.20
213	2009.12.16 14:32	sell	107	0.10	1.04029	0.00000	0.00000
214	2009.12.16 15:50	close	107	0.10	1.03623	0.00000	0.00000	39.18	9950.38
215	2009.12.16 18:20	sell	108	0.10	1.03678	0.00000	0.00000
216	2009.12.16 18:50	close	108	0.10	1.03795	0.00000	0.00000	-11.27	9939.11
217	2009.12.16 18:50	sell	109	0.10	1.03777	0.00000	0.00000
218	2009.12.16 20:02	close	109	0.10	1.03576	0.00000	0.00000	19.41	9958.52
219	2009.12.16 20:15	sell	110	0.10	1.03882	0.00000	0.00000
220	2009.12.16 20:20	close	110	0.10	1.04039	0.00000	0.00000	-15.09	9943.43
221	2009.12.16 20:20	sell	111	0.10	1.04021	0.00000	0.00000
222	2009.12.17 02:33	close	111	0.10	1.04137	0.00000	0.00000	-11.35	9932.08
223	2009.12.17 08:02	buy	112	0.10	1.04531	0.00000	0.00000
224	2009.12.17 08:50	close	112	0.10	1.04692	0.00000	0.00000	15.38	9947.46
225	2009.12.17 09:20	buy	113	0.10	1.04514	0.00000	0.00000
226	2009.12.17 10:10	close	113	0.10	1.04713	0.00000	0.00000	19.00	9966.46
227	2009.12.17 13:20	buy	114	0.10	1.04798	0.00000	0.00000
228	2009.12.17 14:02	close	114	0.10	1.04986	0.00000	0.00000	17.91	9984.37
229	2009.12.17 15:20	buy	115	0.10	1.04730	0.00000	0.00000
230	2009.12.17 16:50	close	115	0.10	1.04564	0.00000	0.00000	-15.88	9968.49
231	2009.12.17 16:50	buy	116	0.10	1.04582	0.00000	0.00000
232	2009.12.17 17:45	close	116	0.10	1.04881	0.00000	0.00000	28.51	9997.00
233	2009.12.17 19:35	buy	117	0.10	1.04770	0.00000	0.00000
234	2009.12.17 19:50	close	117	0.10	1.04605	0.00000	0.00000	-15.77	9981.23
235	2009.12.17 19:50	buy	118	0.10	1.04623	0.00000	0.00000
236	2009.12.17 20:20	close	118	0.10	1.04464	0.00000	0.00000	-15.22	9966.01
237	2009.12.17 22:00	sell	119	0.10	1.04700	0.00000	0.00000
238	2009.12.18 00:07	close	119	0.10	1.04662	0.00000	0.00000	3.56	9969.57
239	2009.12.18 00:10	sell	120	0.10	1.04784	0.00000	0.00000
240	2009.12.18 00:20	close	120	0.10	1.04971	0.00000	0.00000	-17.81	9951.76
241	2009.12.18 00:20	sell	121	0.10	1.04953	0.00000	0.00000
242	2009.12.18 00:50	close	121	0.10	1.04628	0.00000	0.00000	31.06	9982.82
243	2009.12.18 06:20	sell	122	0.10	1.04128	0.00000	0.00000
244	2009.12.18 07:20	close	122	0.10	1.04263	0.00000	0.00000	-12.95	9969.87
245	2009.12.18 07:20	sell	123	0.10	1.04245	0.00000	0.00000
246	2009.12.18 08:15	close	123	0.10	1.04386	0.00000	0.00000	-13.51	9956.36
247	2009.12.18 08:15	sell	124	0.10	1.04368	0.00000	0.00000
248	2009.12.18 09:20	close	124	0.10	1.04075	0.00000	0.00000	28.15	9984.51
249	2009.12.18 12:15	sell	125	0.10	1.04234	0.00000	0.00000
250	2009.12.18 12:50	close	125	0.10	1.04350	0.00000	0.00000	-11.12	9973.39
251	2009.12.18 12:50	sell	126	0.10	1.04332	0.00000	0.00000
252	2009.12.18 14:45	close	126	0.10	1.04440	0.00000	0.00000	-10.34	9963.05
253	2009.12.18 14:45	sell	127	0.10	1.04422	0.00000	0.00000
254	2009.12.18 15:07	close	127	0.10	1.04528	0.00000	0.00000	-10.14	9952.91
255	2009.12.18 15:50	buy	128	0.10	1.04174	0.00000	0.00000
256	2009.12.18 16:45	close	128	0.10	1.04589	0.00000	0.00000	39.68	9992.59
257	2009.12.18 18:50	buy	129	0.10	1.04284	0.00000	0.00000
258	2009.12.18 22:20	close	129	0.10	1.04177	0.00000	0.00000	-10.27	9982.32
259	2009.12.18 22:20	buy	130	0.10	1.04195	0.00000	0.00000
260	2009.12.21 00:00	close	130	0.10	1.04067	0.00000	0.00000	-12.25	9970.07
261	2009.12.21 02:00	sell	131	0.10	1.04169	0.00000	0.00000
262	2009.12.21 03:15	close	131	0.10	1.04292	0.00000	0.00000	-11.79	9958.28
263	2009.12.21 03:15	sell	132	0.10	1.04274	0.00000	0.00000
264	2009.12.21 04:50	close	132	0.10	1.04122	0.00000	0.00000	14.60	9972.88
265	2009.12.21 06:50	sell	133	0.10	1.04272	0.00000	0.00000
266	2009.12.21 07:50	close	133	0.10	1.04122	0.00000	0.00000	14.41	9987.29
267	2009.12.21 09:35	sell	134	0.10	1.04288	0.00000	0.00000
268	2009.12.21 09:40	close	134	0.10	1.04480	0.00000	0.00000	-18.38	9968.91
269	2009.12.21 11:50	buy	135	0.10	1.04246	0.00000	0.00000
270	2009.12.21 13:10	close	135	0.10	1.04088	0.00000	0.00000	-15.18	9953.73
271	2009.12.21 13:10	buy	136	0.10	1.04106	0.00000	0.00000
272	2009.12.21 13:45	close	136	0.10	1.03988	0.00000	0.00000	-11.35	9942.38
273	2009.12.21 15:15	sell	137	0.10	1.04177	0.00000	0.00000
274	2009.12.21 15:45	close	137	0.10	1.04314	0.00000	0.00000	-13.13	9929.25
275	2009.12.21 15:45	sell	138	0.10	1.04296	0.00000	0.00000
276	2009.12.21 16:15	close	138	0.10	1.04425	0.00000	0.00000	-12.35	9916.90
277	2009.12.21 16:15	sell	139	0.10	1.04407	0.00000	0.00000
278	2009.12.21 17:16	close	139	0.10	1.04538	0.00000	0.00000	-12.53	9904.37
279	2009.12.21 17:16	sell	140	0.10	1.04520	0.00000	0.00000
280	2009.12.21 17:37	close	140	0.10	1.04634	0.00000	0.00000	-10.90	9893.47
281	2009.12.21 17:37	sell	141	0.10	1.04616	0.00000	0.00000
282	2009.12.21 18:15	close	141	0.10	1.04336	0.00000	0.00000	26.84	9920.31
283	2009.12.21 19:40	sell	142	0.10	1.04523	0.00000	0.00000
284	2009.12.21 20:02	close	142	0.10	1.04633	0.00000	0.00000	-10.51	9909.80
285	2009.12.21 20:02	sell	143	0.10	1.04615	0.00000	0.00000
286	2009.12.21 21:20	close	143	0.10	1.04731	0.00000	0.00000	-11.08	9898.72
287	2009.12.22 00:45	buy	144	0.10	1.04567	0.00000	0.00000
288	2009.12.22 06:16	close	144	0.10	1.04568	0.00000	0.00000	0.10	9898.82
289	2009.12.22 06:50	buy	145	0.10	1.04519	0.00000	0.00000
290	2009.12.22 07:20	close	145	0.10	1.04572	0.00000	0.00000	5.07	9903.89
291	2009.12.22 10:16	sell	146	0.10	1.04671	0.00000	0.00000
292	2009.12.22 11:50	close	146	0.10	1.04802	0.00000	0.00000	-12.50	9891.39
293	2009.12.22 14:40	buy	147	0.10	1.04685	0.00000	0.00000
294	2009.12.22 14:46	close	147	0.10	1.04555	0.00000	0.00000	-12.43	9878.96
295	2009.12.22 14:46	buy	148	0.10	1.04573	0.00000	0.00000
296	2009.12.22 16:02	close	148	0.10	1.04983	0.00000	0.00000	39.05	9918.01
297	2009.12.22 18:15	buy	149	0.10	1.04792	0.00000	0.00000
298	2009.12.22 18:50	close	149	0.10	1.04672	0.00000	0.00000	-11.46	9906.55
299	2009.12.22 18:50	buy	150	0.10	1.04690	0.00000	0.00000
300	2009.12.22 20:37	close	150	0.10	1.04872	0.00000	0.00000	17.35	9923.90
301	2009.12.23 00:10	buy	151	0.10	1.04817	0.00000	0.00000
302	2009.12.23 01:37	close	151	0.10	1.04920	0.00000	0.00000	9.82	9933.72
303	2009.12.23 02:20	buy	152	0.10	1.04809	0.00000	0.00000
304	2009.12.23 04:00	close	152	0.10	1.04887	0.00000	0.00000	7.44	9941.16
305	2009.12.23 06:45	buy	153	0.10	1.04864	0.00000	0.00000
306	2009.12.23 09:07	close	153	0.10	1.04904	0.00000	0.00000	3.81	9944.97
307	2009.12.23 09:20	buy	154	0.10	1.04817	0.00000	0.00000
308	2009.12.23 09:45	close	154	0.10	1.04914	0.00000	0.00000	9.25	9954.22
309	2009.12.23 20:40	sell	155	0.10	1.03885	0.00000	0.00000
310	2009.12.23 21:07	close	155	0.10	1.03992	0.00000	0.00000	-10.29	9943.93
311	2009.12.23 21:07	sell	156	0.10	1.03974	0.00000	0.00000
312	2009.12.24 01:20	close	156	0.10	1.03876	0.00000	0.00000	9.22	9953.15
313	2009.12.24 02:07	sell	157	0.10	1.03948	0.00000	0.00000
314	2009.12.24 02:20	close	157	0.10	1.03882	0.00000	0.00000	6.35	9959.50
315	2009.12.24 05:00	sell	158	0.10	1.03879	0.00000	0.00000
316	2009.12.24 07:10	close	158	0.10	1.03883	0.00000	0.00000	-0.39	9959.11
317	2009.12.24 09:50	sell	159	0.10	1.03868	0.00000	0.00000
318	2009.12.24 10:15	close	159	0.10	1.03701	0.00000	0.00000	16.10	9975.21
319	2009.12.24 14:50	sell	160	0.10	1.03505	0.00000	0.00000
320	2009.12.24 15:15	close	160	0.10	1.03614	0.00000	0.00000	-10.52	9964.69
321	2009.12.24 15:15	sell	161	0.10	1.03596	0.00000	0.00000
322	2009.12.24 15:40	close	161	0.10	1.03723	0.00000	0.00000	-12.24	9952.45
323	2009.12.24 15:40	sell	162	0.10	1.03705	0.00000	0.00000
324	2009.12.24 15:50	close	162	0.10	1.03843	0.00000	0.00000	-13.29	9939.16
325	2009.12.24 15:50	sell	163	0.10	1.03825	0.00000	0.00000
326	2009.12.28 00:00	close	163	0.10	1.03635	0.00000	0.00000	18.19	9957.35
327	2009.12.28 01:45	sell	164	0.10	1.03842	0.00000	0.00000
328	2009.12.28 02:45	close	164	0.10	1.03583	0.00000	0.00000	25.00	9982.35
329	2009.12.28 05:02	sell	165	0.10	1.03580	0.00000	0.00000
330	2009.12.28 05:20	close	165	0.10	1.03715	0.00000	0.00000	-13.02	9969.33
331	2009.12.28 05:20	sell	166	0.10	1.03697	0.00000	0.00000
332	2009.12.28 06:50	close	166	0.10	1.03535	0.00000	0.00000	15.65	9984.98
333	2009.12.28 08:15	sell	167	0.10	1.03658	0.00000	0.00000
334	2009.12.28 08:50	close	167	0.10	1.03788	0.00000	0.00000	-12.53	9972.45
335	2009.12.28 10:05	buy	168	0.10	1.03566	0.00000	0.00000
336	2009.12.28 10:20	close	168	0.10	1.03446	0.00000	0.00000	-11.60	9960.85
337	2009.12.28 10:20	buy	169	0.10	1.03464	0.00000	0.00000
338	2009.12.28 12:50	close	169	0.10	1.03335	0.00000	0.00000	-12.48	9948.37
339	2009.12.28 15:20	sell	170	0.10	1.03390	0.00000	0.00000
340	2009.12.28 16:20	close	170	0.10	1.03498	0.00000	0.00000	-10.43	9937.94
341	2009.12.28 16:20	sell	171	0.10	1.03480	0.00000	0.00000
342	2009.12.29 01:10	close	171	0.10	1.03585	0.00000	0.00000	-10.21	9927.73
343	2009.12.29 05:20	buy	172	0.10	1.03568	0.00000	0.00000
344	2009.12.29 07:45	close	172	0.10	1.03456	0.00000	0.00000	-10.83	9916.90
345	2009.12.29 07:45	buy	173	0.10	1.03474	0.00000	0.00000
346	2009.12.29 08:20	close	173	0.10	1.03336	0.00000	0.00000	-13.35	9903.55
347	2009.12.29 08:20	buy	174	0.10	1.03354	0.00000	0.00000
348	2009.12.29 08:35	close	174	0.10	1.03242	0.00000	0.00000	-10.85	9892.70
349	2009.12.29 11:33	sell	175	0.10	1.03119	0.00000	0.00000
350	2009.12.29 12:02	close	175	0.10	1.03259	0.00000	0.00000	-13.56	9879.14
351	2009.12.29 12:02	sell	176	0.10	1.03241	0.00000	0.00000
352	2009.12.29 12:50	close	176	0.10	1.02912	0.00000	0.00000	31.97	9911.11
353	2009.12.29 14:16	sell	177	0.10	1.03124	0.00000	0.00000
354	2009.12.29 15:50	close	177	0.10	1.03252	0.00000	0.00000	-12.40	9898.71
355	2009.12.29 15:50	sell	178	0.10	1.03234	0.00000	0.00000
356	2009.12.29 17:10	close	178	0.10	1.03485	0.00000	0.00000	-24.25	9874.46
357	2009.12.29 21:15	buy	179	0.10	1.03646	0.00000	0.00000
358	2009.12.29 23:32	close	179	0.10	1.03694	0.00000	0.00000	4.63	9879.09
359	2009.12.30 05:15	buy	180	0.10	1.03863	0.00000	0.00000
360	2009.12.30 07:20	close	180	0.10	1.03756	0.00000	0.00000	-10.31	9868.78
361	2009.12.30 07:20	buy	181	0.10	1.03774	0.00000	0.00000
362	2009.12.30 08:50	close	181	0.10	1.03604	0.00000	0.00000	-16.41	9852.37
363	2009.12.30 08:50	buy	182	0.10	1.03622	0.00000	0.00000
364	2009.12.30 12:40	close	182	0.10	1.03780	0.00000	0.00000	15.22	9867.59
365	2009.12.30 14:16	buy	183	0.10	1.03648	0.00000	0.00000
366	2009.12.30 15:20	close	183	0.10	1.03882	0.00000	0.00000	22.53	9890.12
367	2009.12.30 18:05	buy	184	0.10	1.03868	0.00000	0.00000
368	2009.12.30 18:15	close	184	0.10	1.03659	0.00000	0.00000	-20.16	9869.96
369	2009.12.30 18:15	buy	185	0.10	1.03677	0.00000	0.00000
370	2009.12.30 18:20	close	185	0.10	1.03507	0.00000	0.00000	-16.42	9853.54
371	2009.12.30 21:03	sell	186	0.10	1.03721	0.00000	0.00000
372	2009.12.30 22:32	close	186	0.10	1.03634	0.00000	0.00000	8.39	9861.93
373	2009.12.31 05:02	sell	187	0.10	1.03497	0.00000	0.00000
374	2009.12.31 06:07	close	187	0.10	1.03450	0.00000	0.00000	4.54	9866.47
375	2009.12.31 06:32	sell	188	0.10	1.03503	0.00000	0.00000
376	2009.12.31 07:02	close	188	0.10	1.03452	0.00000	0.00000	4.93	9871.40
377	2009.12.31 07:20	sell	189	0.10	1.03509	0.00000	0.00000
378	2009.12.31 07:33	close	189	0.10	1.03295	0.00000	0.00000	20.72	9892.12
379	2009.12.31 14:20	sell	190	0.10	1.03060	0.00000	0.00000
380	2009.12.31 14:50	close	190	0.10	1.03220	0.00000	0.00000	-15.50	9876.62
381	2009.12.31 14:50	sell	191	0.10	1.03202	0.00000	0.00000
382	2009.12.31 15:50	close	191	0.10	1.03336	0.00000	0.00000	-12.97	9863.65
383	2009.12.31 15:50	sell	192	0.10	1.03318	0.00000	0.00000
384	2009.12.31 16:10	close	192	0.10	1.03480	0.00000	0.00000	-15.66	9847.99
385	2009.12.31 16:10	sell	193	0.10	1.03462	0.00000	0.00000
386	2009.12.31 16:15	close	193	0.10	1.03577	0.00000	0.00000	-11.10	9836.89