Strategy Tester: FXA0 - Ladderv0.01-T-JRSX

Strategy Tester Report

FXA0 - Ladderv0.01-T-JRSX

Simbolo		GBPUSD (Great Britain Pound vs US Dollar)
Periodo		4 Ore (H4) 2007.04.19 00:00 - 2007.05.18 16:00 (2007.04.19 - 2007.05.20)
Modello		Ogni tick (sulla base di tutti gli intervalli di tempo minimi con interpolazione frattale di ogni tick)
Parametri		TakeProfit=10; MaxTrades=3; PipStep=15; mm=0; risk=12; MagicNumber=888888; T_JRSX_period=14;

Barre sotto esame	5131	Ticks adoperati per il modello	95355	Qualita' del modello	n/a

Deposito iniziale	10000.00
Profitto totale netto	-4104.79	Profitto lordo	1584.19	Perdita lorda	-5688.98
Fattore di profitto (profit factor)	0.28	Ricompensa attesa	-20.22
Drawdown assoluto	4120.79	Drawdown massimo	4482.30 (43.26%)	Drawdown relativo	43.26% (4482.30)

Operazioni totali	203	Posizioni al ribasso (vincite %)	141 (77.30%)	Posizioni al rialzo (vincite %)	62 (59.68%)
		Operazioni con profitto (% del totale)	146 (71.92%)	Operazioni in perdita (% del totale)	57 (28.08%)
Il piu' grande		operazione con profito	16.00	operazione in perdita	-476.16
Media		operazione con profito	10.85	operazione in perdita	-99.81
Massimo		vincite consecutive (profitto in denaro)	33 (368.51)	perdite consecutive (perdita in denaro)	9 (-543.79)
Massimale		profitto consecutivo (numero delle vincite)	368.51 (33)	perdita consecutiva (numero delle perdite)	-914.28 (5)
Media		vincite consecutive	15	perdite consecutive	6

#	Data/Orario	Tipo	Ordine	Lotti	Prezzo	Stop Loss	Take profit	Profitto	Saldo
1	2007.04.19 20:00	sell	1	0.10	2.0014	0.0000	0.0000
2	2007.04.19 20:40	sell	2	0.20	2.0029	0.0000	0.0000
3	2007.04.19 21:32	close	2	0.20	2.0024	0.0000	0.0000	10.00	10010.00
4	2007.04.19 22:05	sell	3	0.20	2.0029	0.0000	0.0000
5	2007.04.20 02:14	close	3	0.20	2.0024	0.0000	0.0000	10.06	10020.06
6	2007.04.20 03:39	sell	4	0.20	2.0029	0.0000	0.0000
7	2007.04.20 05:01	close	4	0.20	2.0024	0.0000	0.0000	10.00	10030.06
8	2007.04.20 05:19	sell	5	0.20	2.0029	0.0000	0.0000
9	2007.04.20 06:07	sell	6	0.40	2.0044	0.0000	0.0000
10	2007.04.20 07:48	close	6	0.40	2.0041	0.0000	0.0000	12.00	10042.06
11	2007.04.20 08:06	sell	7	0.40	2.0044	0.0000	0.0000
12	2007.04.20 08:14	close	7	0.40	2.0041	0.0000	0.0000	12.00	10054.06
13	2007.04.20 08:43	close	5	0.20	2.0024	0.0000	0.0000	10.00	10064.06
14	2007.04.20 08:48	close	1	0.10	2.0004	0.0000	0.0000	10.03	10074.09
15	2007.04.20 08:48	sell	8	0.10	1.9999	0.0000	0.0000
16	2007.04.20 09:01	sell	9	0.20	2.0015	0.0000	0.0000
17	2007.04.20 09:14	sell	10	0.40	2.0030	0.0000	0.0000
18	2007.04.20 12:48	close	10	0.40	2.0027	0.0000	0.0000	12.00	10086.09
19	2007.04.20 14:18	sell	11	0.40	2.0030	0.0000	0.0000
20	2007.04.20 14:33	close	11	0.40	2.0027	0.0000	0.0000	12.00	10098.09
21	2007.04.20 14:54	sell	12	0.40	2.0030	0.0000	0.0000
22	2007.04.20 17:49	close	12	0.40	2.0027	0.0000	0.0000	12.00	10110.09
23	2007.04.20 17:59	sell	13	0.40	2.0030	0.0000	0.0000
24	2007.04.23 05:48	close	13	0.40	2.0027	0.0000	0.0000	12.12	10122.21
25	2007.04.23 06:31	close	9	0.20	2.0010	0.0000	0.0000	10.06	10132.27
26	2007.04.23 06:44	close	8	0.10	1.9989	0.0000	0.0000	10.03	10142.30
27	2007.04.23 06:44	sell	14	0.10	1.9984	0.0000	0.0000
28	2007.04.23 06:46	close	14	0.10	1.9974	0.0000	0.0000	10.00	10152.30
29	2007.04.23 06:46	sell	15	0.10	1.9971	0.0000	0.0000
30	2007.04.23 06:56	sell	16	0.20	1.9987	0.0000	0.0000
31	2007.04.23 07:09	close	16	0.20	1.9982	0.0000	0.0000	10.00	10162.30
32	2007.04.23 07:12	sell	17	0.20	1.9987	0.0000	0.0000
33	2007.04.23 07:25	sell	18	0.40	2.0002	0.0000	0.0000
34	2007.04.23 08:08	close	18	0.40	1.9999	0.0000	0.0000	12.00	10174.30
35	2007.04.23 08:36	sell	19	0.40	2.0002	0.0000	0.0000
36	2007.04.23 08:43	close	19	0.40	1.9999	0.0000	0.0000	12.00	10186.30
37	2007.04.23 10:09	sell	20	0.40	2.0002	0.0000	0.0000
38	2007.04.23 11:06	close	20	0.40	1.9999	0.0000	0.0000	12.00	10198.30
39	2007.04.23 11:10	sell	21	0.40	2.0002	0.0000	0.0000
40	2007.04.23 11:49	close	21	0.40	1.9999	0.0000	0.0000	12.00	10210.30
41	2007.04.23 12:45	sell	22	0.40	2.0002	0.0000	0.0000
42	2007.04.23 12:59	close	22	0.40	1.9998	0.0000	0.0000	16.00	10226.30
43	2007.04.23 13:36	close	17	0.20	1.9982	0.0000	0.0000	10.00	10236.30
44	2007.04.23 13:39	sell	23	0.20	1.9987	0.0000	0.0000
45	2007.04.23 13:49	sell	24	0.40	2.0002	0.0000	0.0000
46	2007.04.23 13:56	close	24	0.40	1.9999	0.0000	0.0000	12.00	10248.30
47	2007.04.23 14:20	sell	25	0.40	2.0002	0.0000	0.0000
48	2007.04.23 14:29	close	25	0.40	1.9999	0.0000	0.0000	12.00	10260.30
49	2007.04.23 14:49	sell	26	0.40	2.0002	0.0000	0.0000
50	2007.04.23 20:32	close	26	0.40	1.9999	0.0000	0.0000	12.00	10272.30
51	2007.04.23 20:44	sell	27	0.40	2.0002	0.0000	0.0000
52	2007.04.23 21:19	close	27	0.40	1.9999	0.0000	0.0000	12.00	10284.30
53	2007.04.23 21:44	sell	28	0.40	2.0002	0.0000	0.0000
54	2007.04.23 22:15	close	28	0.40	1.9999	0.0000	0.0000	12.00	10296.30
55	2007.04.23 22:44	sell	29	0.40	2.0003	0.0000	0.0000
56	2007.04.24 01:31	close	29	0.40	2.0000	0.0000	0.0000	12.12	10308.42
57	2007.04.24 02:09	close	23	0.20	1.9982	0.0000	0.0000	10.06	10318.48
58	2007.04.24 02:19	close	15	0.10	1.9961	0.0000	0.0000	10.03	10328.51
59	2007.04.24 02:19	sell	30	0.10	1.9956	0.0000	0.0000
60	2007.04.24 02:50	sell	31	0.20	1.9971	0.0000	0.0000
61	2007.04.24 03:06	close	31	0.20	1.9966	0.0000	0.0000	10.00	10338.51
62	2007.04.24 03:13	sell	32	0.20	1.9971	0.0000	0.0000
63	2007.04.24 06:14	close	32	0.20	1.9966	0.0000	0.0000	10.00	10348.51
64	2007.04.24 06:54	sell	33	0.20	1.9971	0.0000	0.0000
65	2007.04.24 07:18	close	33	0.20	1.9966	0.0000	0.0000	10.00	10358.51
66	2007.04.24 07:49	sell	34	0.20	1.9971	0.0000	0.0000
67	2007.04.24 08:20	close	34	0.20	1.9966	0.0000	0.0000	10.00	10368.51
68	2007.04.24 08:44	sell	35	0.20	1.9971	0.0000	0.0000
69	2007.04.24 09:53	sell	36	0.40	1.9987	0.0000	0.0000
70	2007.04.25 04:00	close	36	0.40	2.0036	0.0000	0.0000	-195.88	10172.63
71	2007.04.25 04:00	close	35	0.20	2.0037	0.0000	0.0000	-131.94	10040.69
72	2007.04.25 04:00	sell	37	0.40	2.0033	0.0000	0.0000
73	2007.04.25 04:02	close	37	0.40	2.0036	0.0000	0.0000	-12.00	10028.69
74	2007.04.25 04:03	close	30	0.10	2.0037	0.0000	0.0000	-80.97	9947.72
75	2007.04.25 04:03	sell	38	0.20	2.0033	0.0000	0.0000
76	2007.04.25 04:05	close	38	0.20	2.0036	0.0000	0.0000	-6.00	9941.72
77	2007.04.25 04:05	buy	39	0.10	2.0037	0.0000	0.0000
78	2007.04.25 06:18	close	39	0.10	2.0047	0.0000	0.0000	10.00	9951.72
79	2007.04.25 06:18	buy	40	0.10	2.0050	0.0000	0.0000
80	2007.04.25 06:36	close	40	0.10	2.0060	0.0000	0.0000	10.00	9961.72
81	2007.04.25 06:36	buy	41	0.10	2.0063	0.0000	0.0000
82	2007.04.25 06:48	buy	42	0.20	2.0048	0.0000	0.0000
83	2007.04.25 07:19	buy	43	0.40	2.0033	0.0000	0.0000
84	2007.04.25 08:00	close	43	0.40	2.0036	0.0000	0.0000	12.00	9973.72
85	2007.04.25 08:36	buy	44	0.40	2.0033	0.0000	0.0000
86	2007.04.25 08:39	close	44	0.40	2.0036	0.0000	0.0000	12.00	9985.72
87	2007.04.25 09:18	close	42	0.20	2.0053	0.0000	0.0000	10.00	9995.72
88	2007.04.25 09:49	buy	45	0.20	2.0048	0.0000	0.0000
89	2007.04.25 10:31	close	45	0.20	2.0053	0.0000	0.0000	10.00	10005.72
90	2007.04.25 10:48	buy	46	0.20	2.0048	0.0000	0.0000
91	2007.04.25 12:39	buy	47	0.40	2.0033	0.0000	0.0000
92	2007.04.25 14:03	close	47	0.40	2.0036	0.0000	0.0000	12.00	10017.72
93	2007.04.25 14:32	close	46	0.20	2.0053	0.0000	0.0000	10.00	10027.72
94	2007.04.25 15:18	buy	48	0.20	2.0048	0.0000	0.0000
95	2007.04.25 16:39	buy	49	0.40	2.0033	0.0000	0.0000
96	2007.04.26 04:03	close	49	0.40	2.0036	0.0000	0.0000	11.52	10039.24
97	2007.04.26 05:49	close	48	0.20	2.0053	0.0000	0.0000	9.76	10049.00
98	2007.04.26 07:39	buy	50	0.20	2.0048	0.0000	0.0000
99	2007.04.26 07:49	buy	51	0.40	2.0033	0.0000	0.0000
100	2007.04.26 08:00	close	51	0.40	2.0036	0.0000	0.0000	12.00	10061.00
101	2007.04.26 08:31	buy	52	0.40	2.0033	0.0000	0.0000
102	2007.04.26 08:48	close	52	0.40	2.0036	0.0000	0.0000	12.00	10073.00
103	2007.04.26 09:02	buy	53	0.40	2.0033	0.0000	0.0000
104	2007.04.26 12:00	close	53	0.40	1.9931	0.0000	0.0000	-408.00	9665.00
105	2007.04.26 12:00	close	50	0.20	1.9932	0.0000	0.0000	-232.00	9433.00
106	2007.04.26 12:00	buy	54	0.40	1.9936	0.0000	0.0000
107	2007.04.26 12:00	close	54	0.40	1.9931	0.0000	0.0000	-20.00	9413.00
108	2007.04.26 12:00	close	41	0.10	1.9932	0.0000	0.0000	-131.12	9281.88
109	2007.04.26 12:00	buy	55	0.20	1.9936	0.0000	0.0000
110	2007.04.26 12:00	close	55	0.20	1.9933	0.0000	0.0000	-6.00	9275.88
111	2007.04.26 12:01	sell	56	0.10	1.9932	0.0000	0.0000
112	2007.04.26 12:36	close	56	0.10	1.9922	0.0000	0.0000	10.00	9285.88
113	2007.04.26 12:36	sell	57	0.10	1.9919	0.0000	0.0000
114	2007.04.26 12:44	sell	58	0.20	1.9934	0.0000	0.0000
115	2007.04.26 13:07	close	58	0.20	1.9929	0.0000	0.0000	10.00	9295.88
116	2007.04.26 13:15	close	57	0.10	1.9909	0.0000	0.0000	10.00	9305.88
117	2007.04.26 13:16	sell	59	0.10	1.9904	0.0000	0.0000
118	2007.04.26 14:01	sell	60	0.20	1.9919	0.0000	0.0000
119	2007.04.26 14:10	close	60	0.20	1.9914	0.0000	0.0000	10.00	9315.88
120	2007.04.26 14:20	close	59	0.10	1.9894	0.0000	0.0000	10.00	9325.88
121	2007.04.26 14:20	sell	61	0.10	1.9891	0.0000	0.0000
122	2007.04.26 14:47	sell	62	0.20	1.9907	0.0000	0.0000
123	2007.04.26 15:01	sell	63	0.40	1.9922	0.0000	0.0000
124	2007.04.26 15:17	close	63	0.40	1.9919	0.0000	0.0000	12.00	9337.88
125	2007.04.26 15:49	close	62	0.20	1.9902	0.0000	0.0000	10.00	9347.88
126	2007.04.26 17:05	sell	64	0.20	1.9907	0.0000	0.0000
127	2007.04.26 18:23	sell	65	0.40	1.9922	0.0000	0.0000
128	2007.04.26 18:44	close	65	0.40	1.9919	0.0000	0.0000	12.00	9359.88
129	2007.04.27 00:13	close	64	0.20	1.9902	0.0000	0.0000	10.06	9369.94
130	2007.04.27 01:44	sell	66	0.20	1.9907	0.0000	0.0000
131	2007.04.27 06:00	close	66	0.20	1.9902	0.0000	0.0000	10.00	9379.94
132	2007.04.27 06:14	close	61	0.10	1.9881	0.0000	0.0000	10.03	9389.97
133	2007.04.27 06:14	sell	67	0.10	1.9876	0.0000	0.0000
134	2007.04.27 06:31	sell	68	0.20	1.9891	0.0000	0.0000
135	2007.04.27 06:43	close	68	0.20	1.9886	0.0000	0.0000	10.00	9399.97
136	2007.04.27 07:43	sell	69	0.20	1.9891	0.0000	0.0000
137	2007.04.27 08:04	sell	70	0.40	1.9907	0.0000	0.0000
138	2007.04.27 08:06	close	70	0.40	1.9904	0.0000	0.0000	12.00	9411.97
139	2007.04.27 08:08	sell	71	0.40	1.9907	0.0000	0.0000
140	2007.04.30 08:43	close	71	0.40	1.9904	0.0000	0.0000	12.12	9424.09
141	2007.04.30 09:14	sell	72	0.40	1.9907	0.0000	0.0000
142	2007.04.30 16:00	close	72	0.40	2.0002	0.0000	0.0000	-380.00	9044.09
143	2007.04.30 16:00	sell	73	0.40	1.9997	0.0000	0.0000
144	2007.04.30 16:00	close	73	0.40	2.0002	0.0000	0.0000	-20.00	9024.09
145	2007.04.30 16:01	sell	74	0.40	1.9997	0.0000	0.0000
146	2007.04.30 16:10	close	74	0.40	2.0004	0.0000	0.0000	-28.00	8996.09
147	2007.04.30 16:10	close	69	0.20	2.0003	0.0000	0.0000	-223.94	8772.15
148	2007.04.30 16:10	sell	75	0.40	1.9999	0.0000	0.0000
149	2007.04.30 16:10	close	75	0.40	2.0004	0.0000	0.0000	-20.00	8752.15
150	2007.04.30 16:10	close	67	0.10	2.0003	0.0000	0.0000	-126.97	8625.18
151	2007.04.30 16:10	sell	76	0.20	1.9999	0.0000	0.0000
152	2007.04.30 16:11	close	76	0.20	2.0004	0.0000	0.0000	-10.00	8615.18
153	2007.04.30 16:11	buy	77	0.10	2.0003	0.0000	0.0000
154	2007.04.30 16:49	close	77	0.10	2.0013	0.0000	0.0000	10.00	8625.18
155	2007.04.30 16:50	buy	78	0.10	2.0018	0.0000	0.0000
156	2007.04.30 17:48	buy	79	0.20	2.0002	0.0000	0.0000
157	2007.04.30 21:38	buy	80	0.40	1.9987	0.0000	0.0000
158	2007.04.30 21:43	close	80	0.40	1.9990	0.0000	0.0000	12.00	8637.18
159	2007.04.30 22:20	close	79	0.20	2.0007	0.0000	0.0000	10.00	8647.18
160	2007.04.30 22:29	buy	81	0.20	2.0002	0.0000	0.0000
161	2007.05.01 02:02	close	81	0.20	2.0007	0.0000	0.0000	9.92	8657.10
162	2007.05.01 04:03	buy	82	0.20	2.0002	0.0000	0.0000
163	2007.05.01 06:39	close	82	0.20	2.0007	0.0000	0.0000	10.00	8667.10
164	2007.05.01 06:50	close	78	0.10	2.0028	0.0000	0.0000	9.96	8677.06
165	2007.05.01 06:50	buy	83	0.10	2.0031	0.0000	0.0000
166	2007.05.01 07:30	buy	84	0.20	2.0015	0.0000	0.0000
167	2007.05.01 07:31	buy	85	0.40	2.0000	0.0000	0.0000
168	2007.05.01 07:43	close	85	0.40	2.0003	0.0000	0.0000	12.00	8689.06
169	2007.05.01 08:02	close	84	0.20	2.0020	0.0000	0.0000	10.00	8699.06
170	2007.05.01 08:14	buy	86	0.20	2.0016	0.0000	0.0000
171	2007.05.01 08:45	close	86	0.20	2.0021	0.0000	0.0000	10.00	8709.06
172	2007.05.01 09:32	buy	87	0.20	2.0016	0.0000	0.0000
173	2007.05.01 10:09	close	87	0.20	2.0021	0.0000	0.0000	10.00	8719.06
174	2007.05.01 10:44	close	83	0.10	2.0041	0.0000	0.0000	10.00	8729.06
175	2007.05.01 10:45	buy	88	0.10	2.0046	0.0000	0.0000
176	2007.05.01 12:19	close	88	0.10	2.0056	0.0000	0.0000	10.00	8739.06
177	2007.05.01 12:19	buy	89	0.10	2.0059	0.0000	0.0000
178	2007.05.01 13:14	close	89	0.10	2.0069	0.0000	0.0000	10.00	8749.06
179	2007.05.01 13:14	buy	90	0.10	2.0072	0.0000	0.0000
180	2007.05.01 13:49	buy	91	0.20	2.0057	0.0000	0.0000
181	2007.05.01 14:02	buy	92	0.40	2.0042	0.0000	0.0000
182	2007.05.02 08:00	close	92	0.40	1.9923	0.0000	0.0000	-476.16	8272.90
183	2007.05.02 08:00	close	91	0.20	1.9922	0.0000	0.0000	-270.08	8002.82
184	2007.05.02 08:00	buy	93	0.40	1.9926	0.0000	0.0000
185	2007.05.02 08:00	close	93	0.40	1.9923	0.0000	0.0000	-12.00	7990.82
186	2007.05.02 08:00	close	90	0.10	1.9922	0.0000	0.0000	-150.04	7840.78
187	2007.05.02 08:00	buy	94	0.20	1.9926	0.0000	0.0000
188	2007.05.02 08:00	close	94	0.20	1.9923	0.0000	0.0000	-6.00	7834.78
189	2007.05.02 08:00	sell	95	0.10	1.9922	0.0000	0.0000
190	2007.05.02 08:14	sell	96	0.20	1.9937	0.0000	0.0000
191	2007.05.02 08:31	sell	97	0.40	1.9952	0.0000	0.0000
192	2007.05.02 08:44	close	97	0.40	1.9949	0.0000	0.0000	12.00	7846.78
193	2007.05.02 09:50	close	96	0.20	1.9932	0.0000	0.0000	10.00	7856.78
194	2007.05.02 10:44	close	95	0.10	1.9912	0.0000	0.0000	10.00	7866.78
195	2007.05.02 10:44	sell	98	0.10	1.9907	0.0000	0.0000
196	2007.05.02 11:01	close	98	0.10	1.9897	0.0000	0.0000	10.00	7876.78
197	2007.05.02 11:01	sell	99	0.10	1.9894	0.0000	0.0000
198	2007.05.02 11:44	sell	100	0.20	1.9910	0.0000	0.0000
199	2007.05.02 12:19	sell	101	0.40	1.9926	0.0000	0.0000
200	2007.05.02 12:27	close	101	0.40	1.9923	0.0000	0.0000	12.00	7888.78
201	2007.05.02 13:19	close	100	0.20	1.9905	0.0000	0.0000	10.00	7898.78
202	2007.05.02 14:01	close	99	0.10	1.9884	0.0000	0.0000	10.00	7908.78
203	2007.05.02 14:01	sell	102	0.10	1.9879	0.0000	0.0000
204	2007.05.02 14:14	sell	103	0.20	1.9894	0.0000	0.0000
205	2007.05.02 14:20	sell	104	0.40	1.9910	0.0000	0.0000
206	2007.05.02 14:22	close	104	0.40	1.9907	0.0000	0.0000	12.00	7920.78
207	2007.05.02 14:31	sell	105	0.40	1.9910	0.0000	0.0000
208	2007.05.02 14:48	close	105	0.40	1.9907	0.0000	0.0000	12.00	7932.78
209	2007.05.02 15:18	sell	106	0.40	1.9910	0.0000	0.0000
210	2007.05.02 15:49	close	106	0.40	1.9907	0.0000	0.0000	12.00	7944.78
211	2007.05.02 16:09	sell	107	0.40	1.9910	0.0000	0.0000
212	2007.05.02 17:20	close	107	0.40	1.9907	0.0000	0.0000	12.00	7956.78
213	2007.05.02 21:19	close	103	0.20	1.9889	0.0000	0.0000	10.00	7966.78
214	2007.05.02 23:18	sell	108	0.20	1.9894	0.0000	0.0000
215	2007.05.03 06:00	sell	109	0.40	1.9910	0.0000	0.0000
216	2007.05.03 12:46	close	109	0.40	1.9907	0.0000	0.0000	12.00	7978.78
217	2007.05.03 12:54	sell	110	0.40	1.9910	0.0000	0.0000
218	2007.05.03 12:59	close	110	0.40	1.9907	0.0000	0.0000	12.00	7990.78
219	2007.05.03 13:48	close	108	0.20	1.9889	0.0000	0.0000	10.18	8000.96
220	2007.05.03 14:14	close	102	0.10	1.9869	0.0000	0.0000	10.09	8011.05
221	2007.05.03 20:00	sell	111	0.10	1.9878	0.0000	0.0000
222	2007.05.03 21:00	close	111	0.10	1.9868	0.0000	0.0000	10.00	8021.05
223	2007.05.03 21:00	sell	112	0.10	1.9865	0.0000	0.0000
224	2007.05.03 21:16	sell	113	0.20	1.9880	0.0000	0.0000
225	2007.05.03 21:43	close	113	0.20	1.9875	0.0000	0.0000	10.00	8031.05
226	2007.05.03 22:45	sell	114	0.20	1.9880	0.0000	0.0000
227	2007.05.03 23:43	close	114	0.20	1.9875	0.0000	0.0000	10.00	8041.05
228	2007.05.04 01:49	close	112	0.10	1.9855	0.0000	0.0000	10.03	8051.08
229	2007.05.04 01:49	sell	115	0.10	1.9850	0.0000	0.0000
230	2007.05.04 02:44	sell	116	0.20	1.9866	0.0000	0.0000
231	2007.05.04 06:49	close	116	0.20	1.9861	0.0000	0.0000	10.00	8061.08
232	2007.05.04 06:59	sell	117	0.20	1.9872	0.0000	0.0000
233	2007.05.04 07:38	close	117	0.20	1.9867	0.0000	0.0000	10.00	8071.08
234	2007.05.04 08:20	sell	118	0.20	1.9866	0.0000	0.0000
235	2007.05.04 08:48	close	118	0.20	1.9861	0.0000	0.0000	10.00	8081.08
236	2007.05.04 09:01	sell	119	0.20	1.9866	0.0000	0.0000
237	2007.05.04 09:19	close	119	0.20	1.9861	0.0000	0.0000	10.00	8091.08
238	2007.05.04 10:02	sell	120	0.20	1.9866	0.0000	0.0000
239	2007.05.04 12:07	sell	121	0.40	1.9881	0.0000	0.0000
240	2007.05.04 12:10	close	121	0.40	1.9878	0.0000	0.0000	12.00	8103.08
241	2007.05.04 12:32	sell	122	0.40	1.9881	0.0000	0.0000
242	2007.05.07 00:00	close	122	0.40	1.9940	0.0000	0.0000	-235.88	7867.20
243	2007.05.07 00:00	close	120	0.20	1.9939	0.0000	0.0000	-145.94	7721.26
244	2007.05.07 00:00	sell	123	0.40	1.9935	0.0000	0.0000
245	2007.05.07 00:01	close	123	0.40	1.9938	0.0000	0.0000	-12.00	7709.26
246	2007.05.07 00:01	sell	124	0.20	1.9933	0.0000	0.0000
247	2007.05.07 00:10	close	124	0.20	1.9941	0.0000	0.0000	-16.00	7693.26
248	2007.05.07 00:10	sell	125	0.20	1.9936	0.0000	0.0000
249	2007.05.07 00:10	close	125	0.20	1.9941	0.0000	0.0000	-10.00	7683.26
250	2007.05.07 00:10	sell	126	0.20	1.9936	0.0000	0.0000
251	2007.05.07 00:11	close	126	0.20	1.9941	0.0000	0.0000	-10.00	7673.26
252	2007.05.07 00:11	sell	127	0.20	1.9935	0.0000	0.0000
253	2007.05.07 00:13	close	127	0.20	1.9941	0.0000	0.0000	-12.00	7661.26
254	2007.05.07 00:13	close	115	0.10	1.9942	0.0000	0.0000	-91.97	7569.29
255	2007.05.07 00:13	sell	128	0.20	1.9938	0.0000	0.0000
256	2007.05.07 00:14	close	128	0.20	1.9943	0.0000	0.0000	-10.00	7559.29
257	2007.05.07 00:14	buy	129	0.10	1.9944	0.0000	0.0000
258	2007.05.07 01:09	close	129	0.10	1.9954	0.0000	0.0000	10.00	7569.29
259	2007.05.07 01:09	buy	130	0.10	1.9959	0.0000	0.0000
260	2007.05.07 05:49	close	130	0.10	1.9969	0.0000	0.0000	10.00	7579.29
261	2007.05.07 05:50	buy	131	0.10	1.9974	0.0000	0.0000
262	2007.05.07 06:18	buy	132	0.20	1.9959	0.0000	0.0000
263	2007.05.07 06:39	close	132	0.20	1.9964	0.0000	0.0000	10.00	7589.29
264	2007.05.07 11:17	buy	133	0.20	1.9959	0.0000	0.0000
265	2007.05.07 12:40	close	133	0.20	1.9964	0.0000	0.0000	10.00	7599.29
266	2007.05.07 12:55	buy	134	0.20	1.9959	0.0000	0.0000
267	2007.05.07 15:31	buy	135	0.40	1.9944	0.0000	0.0000
268	2007.05.08 02:00	close	135	0.40	1.9947	0.0000	0.0000	11.84	7611.13
269	2007.05.08 06:20	buy	136	0.40	1.9944	0.0000	0.0000
270	2007.05.08 06:31	close	136	0.40	1.9947	0.0000	0.0000	12.00	7623.13
271	2007.05.08 06:49	buy	137	0.40	1.9944	0.0000	0.0000
272	2007.05.08 07:07	close	137	0.40	1.9947	0.0000	0.0000	12.00	7635.13
273	2007.05.08 07:10	buy	138	0.40	1.9943	0.0000	0.0000
274	2007.05.08 20:00	close	138	0.40	1.9890	0.0000	0.0000	-212.00	7423.13
275	2007.05.08 20:01	close	134	0.20	1.9891	0.0000	0.0000	-136.08	7287.05
276	2007.05.08 20:01	buy	139	0.40	1.9895	0.0000	0.0000
277	2007.05.08 20:03	close	139	0.40	1.9890	0.0000	0.0000	-20.00	7267.05
278	2007.05.08 20:04	close	131	0.10	1.9891	0.0000	0.0000	-83.04	7184.01
279	2007.05.08 20:04	buy	140	0.20	1.9895	0.0000	0.0000
280	2007.05.08 20:05	close	140	0.20	1.9890	0.0000	0.0000	-10.00	7174.01
281	2007.05.08 20:05	sell	141	0.10	1.9891	0.0000	0.0000
282	2007.05.09 02:46	sell	142	0.20	1.9907	0.0000	0.0000
283	2007.05.09 03:20	close	142	0.20	1.9902	0.0000	0.0000	10.00	7184.01
284	2007.05.09 05:20	sell	143	0.20	1.9907	0.0000	0.0000
285	2007.05.09 06:44	close	143	0.20	1.9902	0.0000	0.0000	10.00	7194.01
286	2007.05.09 09:01	sell	144	0.20	1.9907	0.0000	0.0000
287	2007.05.09 09:19	close	144	0.20	1.9902	0.0000	0.0000	10.00	7204.01
288	2007.05.09 09:38	sell	145	0.20	1.9907	0.0000	0.0000
289	2007.05.09 09:44	sell	146	0.40	1.9922	0.0000	0.0000
290	2007.05.09 10:33	close	146	0.40	1.9919	0.0000	0.0000	12.00	7216.01
291	2007.05.09 12:32	sell	147	0.40	1.9922	0.0000	0.0000
292	2007.05.09 20:00	close	147	0.40	1.9937	0.0000	0.0000	-60.00	7156.01
293	2007.05.09 20:00	close	145	0.20	1.9938	0.0000	0.0000	-62.00	7094.01
294	2007.05.09 20:00	sell	148	0.40	1.9934	0.0000	0.0000
295	2007.05.09 20:00	close	148	0.40	1.9937	0.0000	0.0000	-12.00	7082.01
296	2007.05.09 20:00	close	141	0.10	1.9939	0.0000	0.0000	-47.97	7034.04
297	2007.05.09 20:00	sell	149	0.20	1.9935	0.0000	0.0000
298	2007.05.09 20:01	close	149	0.20	1.9938	0.0000	0.0000	-6.00	7028.04
299	2007.05.09 20:01	buy	150	0.10	1.9940	0.0000	0.0000
300	2007.05.10 05:56	close	150	0.10	1.9950	0.0000	0.0000	9.88	7037.92
301	2007.05.10 05:56	buy	151	0.10	1.9953	0.0000	0.0000
302	2007.05.10 07:19	buy	152	0.20	1.9937	0.0000	0.0000
303	2007.05.10 07:39	close	152	0.20	1.9942	0.0000	0.0000	10.00	7047.92
304	2007.05.10 08:01	buy	153	0.20	1.9937	0.0000	0.0000
305	2007.05.10 08:08	buy	154	0.40	1.9922	0.0000	0.0000
306	2007.05.10 12:09	close	154	0.40	1.9884	0.0000	0.0000	-152.00	6895.92
307	2007.05.10 12:09	close	153	0.20	1.9883	0.0000	0.0000	-108.00	6787.92
308	2007.05.10 12:09	buy	155	0.40	1.9887	0.0000	0.0000
309	2007.05.10 12:09	close	155	0.40	1.9882	0.0000	0.0000	-20.00	6767.92
310	2007.05.10 12:10	close	151	0.10	1.9881	0.0000	0.0000	-72.00	6695.92
311	2007.05.10 12:10	buy	156	0.20	1.9885	0.0000	0.0000
312	2007.05.10 12:10	close	156	0.20	1.9882	0.0000	0.0000	-6.00	6689.92
313	2007.05.10 12:10	sell	157	0.10	1.9881	0.0000	0.0000
314	2007.05.10 12:19	close	157	0.10	1.9871	0.0000	0.0000	10.00	6699.92
315	2007.05.10 12:19	sell	158	0.10	1.9866	0.0000	0.0000
316	2007.05.10 12:31	sell	159	0.20	1.9881	0.0000	0.0000
317	2007.05.10 12:39	close	159	0.20	1.9876	0.0000	0.0000	10.00	6709.92
318	2007.05.10 12:45	close	158	0.10	1.9856	0.0000	0.0000	10.00	6719.92
319	2007.05.10 12:45	sell	160	0.10	1.9853	0.0000	0.0000
320	2007.05.10 12:49	close	160	0.10	1.9843	0.0000	0.0000	10.00	6729.92
321	2007.05.10 12:49	sell	161	0.10	1.9838	0.0000	0.0000
322	2007.05.10 13:06	sell	162	0.20	1.9853	0.0000	0.0000
323	2007.05.10 13:09	close	162	0.20	1.9848	0.0000	0.0000	10.00	6739.92
324	2007.05.10 13:15	close	161	0.10	1.9828	0.0000	0.0000	10.00	6749.92
325	2007.05.10 13:15	sell	163	0.10	1.9825	0.0000	0.0000
326	2007.05.10 13:19	close	163	0.10	1.9815	0.0000	0.0000	10.00	6759.92
327	2007.05.10 13:19	sell	164	0.10	1.9810	0.0000	0.0000
328	2007.05.10 14:18	sell	165	0.20	1.9826	0.0000	0.0000
329	2007.05.10 15:19	close	165	0.20	1.9821	0.0000	0.0000	10.00	6769.92
330	2007.05.10 15:45	sell	166	0.20	1.9826	0.0000	0.0000
331	2007.05.10 16:34	close	166	0.20	1.9821	0.0000	0.0000	10.00	6779.92
332	2007.05.10 16:45	close	164	0.10	1.9800	0.0000	0.0000	10.00	6789.92
333	2007.05.10 16:45	sell	167	0.10	1.9797	0.0000	0.0000
334	2007.05.10 16:49	close	167	0.10	1.9787	0.0000	0.0000	10.00	6799.92
335	2007.05.10 16:49	sell	168	0.10	1.9782	0.0000	0.0000
336	2007.05.10 21:13	sell	169	0.20	1.9797	0.0000	0.0000
337	2007.05.10 21:38	close	169	0.20	1.9792	0.0000	0.0000	10.00	6809.92
338	2007.05.10 23:14	sell	170	0.20	1.9798	0.0000	0.0000
339	2007.05.10 23:45	close	170	0.20	1.9793	0.0000	0.0000	10.00	6819.92
340	2007.05.11 01:15	sell	171	0.20	1.9797	0.0000	0.0000
341	2007.05.11 02:06	sell	172	0.40	1.9812	0.0000	0.0000
342	2007.05.11 02:18	close	172	0.40	1.9809	0.0000	0.0000	12.00	6831.92
343	2007.05.11 06:18	close	171	0.20	1.9792	0.0000	0.0000	10.00	6841.92
344	2007.05.11 07:15	close	168	0.10	1.9772	0.0000	0.0000	10.03	6851.95
345	2007.05.11 07:15	sell	173	0.10	1.9769	0.0000	0.0000
346	2007.05.11 08:14	sell	174	0.20	1.9785	0.0000	0.0000
347	2007.05.11 08:32	sell	175	0.40	1.9800	0.0000	0.0000
348	2007.05.11 08:43	close	175	0.40	1.9797	0.0000	0.0000	12.00	6863.95
349	2007.05.11 09:02	close	174	0.20	1.9780	0.0000	0.0000	10.00	6873.95
350	2007.05.11 09:25	sell	176	0.20	1.9785	0.0000	0.0000
351	2007.05.11 12:24	sell	177	0.40	1.9800	0.0000	0.0000
352	2007.05.11 12:44	close	177	0.40	1.9797	0.0000	0.0000	12.00	6885.95
353	2007.05.11 12:49	close	176	0.20	1.9780	0.0000	0.0000	10.00	6895.95
354	2007.05.11 12:56	sell	178	0.20	1.9785	0.0000	0.0000
355	2007.05.11 12:59	sell	179	0.40	1.9803	0.0000	0.0000
356	2007.05.14 12:14	close	179	0.40	1.9800	0.0000	0.0000	12.12	6908.07
357	2007.05.14 12:44	sell	180	0.40	1.9800	0.0000	0.0000
358	2007.05.14 14:14	close	180	0.40	1.9797	0.0000	0.0000	12.00	6920.07
359	2007.05.14 14:54	sell	181	0.40	1.9800	0.0000	0.0000
360	2007.05.14 18:19	close	181	0.40	1.9797	0.0000	0.0000	12.00	6932.07
361	2007.05.15 03:30	sell	182	0.40	1.9800	0.0000	0.0000
362	2007.05.15 03:46	close	182	0.40	1.9797	0.0000	0.0000	12.00	6944.07
363	2007.05.15 05:19	sell	183	0.40	1.9800	0.0000	0.0000
364	2007.05.15 05:51	close	183	0.40	1.9797	0.0000	0.0000	12.00	6956.07
365	2007.05.15 06:02	sell	184	0.40	1.9800	0.0000	0.0000
366	2007.05.15 07:19	close	184	0.40	1.9797	0.0000	0.0000	12.00	6968.07
367	2007.05.15 07:27	sell	185	0.40	1.9800	0.0000	0.0000
368	2007.05.15 07:29	close	185	0.40	1.9796	0.0000	0.0000	16.00	6984.07
369	2007.05.15 07:40	sell	186	0.40	1.9800	0.0000	0.0000
370	2007.05.15 08:33	close	186	0.40	1.9797	0.0000	0.0000	12.00	6996.07
371	2007.05.15 08:45	close	178	0.20	1.9780	0.0000	0.0000	10.12	7006.19
372	2007.05.15 09:19	close	173	0.10	1.9759	0.0000	0.0000	10.06	7016.25
373	2007.05.15 09:19	sell	187	0.10	1.9754	0.0000	0.0000
374	2007.05.15 12:09	sell	188	0.20	1.9769	0.0000	0.0000
375	2007.05.15 12:48	sell	189	0.40	1.9785	0.0000	0.0000
376	2007.05.15 12:59	close	189	0.40	1.9781	0.0000	0.0000	16.00	7032.25
377	2007.05.15 13:18	close	188	0.20	1.9764	0.0000	0.0000	10.00	7042.25
378	2007.05.15 13:33	sell	190	0.20	1.9769	0.0000	0.0000
379	2007.05.15 13:46	sell	191	0.40	1.9785	0.0000	0.0000
380	2007.05.15 13:55	close	191	0.40	1.9782	0.0000	0.0000	12.00	7054.25
381	2007.05.15 14:02	sell	192	0.40	1.9785	0.0000	0.0000
382	2007.05.15 20:00	close	192	0.40	1.9854	0.0000	0.0000	-276.00	6778.25
383	2007.05.15 20:00	close	190	0.20	1.9855	0.0000	0.0000	-172.00	6606.25
384	2007.05.15 20:00	sell	193	0.40	1.9851	0.0000	0.0000
385	2007.05.15 20:01	close	193	0.40	1.9854	0.0000	0.0000	-12.00	6594.25
386	2007.05.15 20:02	close	187	0.10	1.9856	0.0000	0.0000	-102.00	6492.25
387	2007.05.15 20:02	sell	194	0.20	1.9852	0.0000	0.0000
388	2007.05.15 20:03	close	194	0.20	1.9857	0.0000	0.0000	-10.00	6482.25
389	2007.05.15 20:03	buy	195	0.10	1.9856	0.0000	0.0000
390	2007.05.16 05:55	close	195	0.10	1.9866	0.0000	0.0000	9.96	6492.21
391	2007.05.16 05:55	buy	196	0.10	1.9869	0.0000	0.0000
392	2007.05.16 08:30	buy	197	0.20	1.9852	0.0000	0.0000
393	2007.05.16 08:44	close	197	0.20	1.9857	0.0000	0.0000	10.00	6502.21
394	2007.05.16 09:13	buy	198	0.20	1.9853	0.0000	0.0000
395	2007.05.16 09:48	buy	199	0.40	1.9838	0.0000	0.0000
396	2007.05.16 10:45	close	199	0.40	1.9841	0.0000	0.0000	12.00	6514.21
397	2007.05.16 11:14	buy	200	0.40	1.9838	0.0000	0.0000
398	2007.05.16 20:00	close	200	0.40	1.9763	0.0000	0.0000	-300.00	6214.21
399	2007.05.16 20:00	close	198	0.20	1.9764	0.0000	0.0000	-178.00	6036.21
400	2007.05.16 20:00	buy	201	0.40	1.9768	0.0000	0.0000
401	2007.05.16 20:01	close	201	0.40	1.9763	0.0000	0.0000	-20.00	6016.21
402	2007.05.16 20:01	close	196	0.10	1.9764	0.0000	0.0000	-105.00	5911.21
403	2007.05.16 20:01	buy	202	0.20	1.9768	0.0000	0.0000
404	2007.05.16 20:02	close	202	0.20	1.9763	0.0000	0.0000	-10.00	5901.21
405	2007.05.16 20:02	sell	203	0.10	1.9764	0.0000	0.0000
406	2007.05.16 20:48	close at stop	203	0.10	1.9770	0.0000	0.0000	-6.00	5895.21