Strategy Tester Report
Ambush_V
AlpariUK-Demo (Build 216)

SymbolUSDCHF (US Dollar vs Swiss Franc)
Period30 Minutes (M30) 2008.05.01 00:00 - 2008.06.13 22:30 (2008.05.01 - 2008.06.14)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersPosition=2; Pos_1_Pct=50; Pos_2_Pct=30; Pos_3_Pct=20; JP_open=2; EU_open=7; US_open=13; slippage=5; SpikeStopLoss=50; endtradingtime=24; MagicNumber=12358;
Bars in test2522Ticks modelled351354Modelling quality86.66%
Mismatched charts errors0
Initial deposit10000.00
Total net profit3774.41Gross profit13642.08Gross loss-9867.66
Profit factor1.38Expected payoff18.41
Absolute drawdown2067.69Maximal drawdown2204.90 (21.75%)Relative drawdown21.75% (2204.90)
Total trades205Short positions (won %)102 (64.71%)Long positions (won %)103 (60.19%)
Profit trades (% of total)128 (62.44%)Loss trades (% of total)77 (37.56%)
Largestprofit trade425.70loss trade-398.79
Averageprofit trade106.58loss trade-128.15
Maximumconsecutive wins (profit in money)16 (1680.73)consecutive losses (loss in money)6 (-718.37)
Maximalconsecutive profit (count of wins)1680.73 (16)consecutive loss (count of losses)-1250.71 (5)
Averageconsecutive wins5consecutive losses3
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12008.05.02 02:30buy11.001.04860.00001.0507
22008.05.02 02:30buy20.601.04860.00001.0527
32008.05.02 07:00close11.001.04800.00001.0507-57.259942.75
42008.05.02 07:00close20.601.04800.00001.0527-34.359908.40
52008.05.02 07:30sell31.001.04710.00001.0470
62008.05.02 07:30sell40.601.04710.00001.0463
72008.05.02 07:30sell50.401.04710.00001.0455
82008.05.02 08:30close31.001.05000.00001.0470-276.199632.21
92008.05.02 08:30close50.401.05000.00001.0455-110.489521.73
102008.05.02 08:30close40.601.05000.00001.0463-165.719356.02
112008.05.02 08:30buy60.601.04980.00001.0502
122008.05.02 08:30modify60.601.04981.04851.0502
132008.05.02 08:32s/l60.601.04851.04851.0502-74.399281.63
142008.05.02 08:32buy71.001.04900.00001.0495
152008.05.02 08:32buy80.601.04900.00001.0502
162008.05.02 08:50modify71.001.04901.04851.0495
172008.05.02 08:50modify80.601.04901.04851.0502
182008.05.02 08:57t/p71.001.04951.04851.049547.649329.27
192008.05.02 09:03s/l80.601.04851.04851.0502-28.619300.66
202008.05.02 10:30buy91.001.04900.00001.0495
212008.05.02 10:30buy100.601.04900.00001.0502
222008.05.02 11:30close91.001.04730.00001.0495-162.329138.34
232008.05.02 11:30close100.601.04730.00001.0502-97.399040.95
242008.05.02 11:30sell111.001.04730.00001.0470
252008.05.02 11:30sell120.601.04730.00001.0463
262008.05.02 11:30sell130.401.04730.00001.0455
272008.05.02 11:34t/p111.001.04700.00001.047028.659069.60
282008.05.02 12:30close120.601.04930.00001.0463-114.368955.24
292008.05.02 12:30close130.401.04930.00001.0455-76.248879.00
302008.05.02 12:30buy141.001.04930.00001.0495
312008.05.02 12:30buy150.601.04930.00001.0502
322008.05.02 13:00t/p141.001.04950.00001.049519.068898.06
332008.05.02 13:07t/p150.601.05020.00001.050251.428949.48
342008.05.05 08:00buy161.001.05530.00001.0555
352008.05.05 08:00buy170.601.05530.00001.0562
362008.05.05 08:30close161.001.05350.00001.0555-170.868778.62
372008.05.05 08:30close170.601.05350.00001.0562-102.528676.10
382008.05.05 08:30sell181.001.05350.00001.0530
392008.05.05 08:30sell190.601.05350.00001.0523
402008.05.05 08:30sell200.401.05350.00001.0515
412008.05.05 09:17t/p181.001.05300.00001.053047.498723.59
422008.05.05 10:46t/p190.601.05230.00001.052368.428792.01
432008.05.05 13:00close200.401.05450.00001.0515-37.938754.08
442008.05.05 15:00sell211.001.05230.00001.0517
452008.05.05 15:00sell220.601.05230.00001.0508
462008.05.05 15:00sell230.401.05230.00001.0496
472008.05.05 16:00close211.001.05490.00001.0517-246.478507.61
482008.05.05 16:00close230.401.05490.00001.0496-98.598409.02
492008.05.05 16:00close220.601.05490.00001.0508-147.888261.14
502008.05.05 16:00buy241.001.05490.00001.0551
512008.05.05 16:00buy250.601.05490.00001.0560
522008.05.05 16:00t/p241.001.05510.00001.055118.968280.10
532008.05.05 16:01t/p250.601.05600.00001.056062.508342.60
542008.05.05 18:00buy261.001.05430.00001.0551
552008.05.05 18:00buy270.601.05430.00001.0560
562008.05.05 19:30close261.001.05260.00001.0551-161.508181.10
572008.05.05 19:30close270.601.05260.00001.0560-96.908084.20
582008.05.05 19:30sell281.001.05260.00001.0517
592008.05.05 19:30sell290.601.05260.00001.0508
602008.05.05 19:30sell300.401.05260.00001.0496
612008.05.05 19:58t/p281.001.05170.00001.051785.598169.79
622008.05.06 03:28t/p290.601.05080.00001.0508101.348271.13
632008.05.06 08:00close300.401.05190.00001.049625.658296.78
642008.05.06 08:00buy311.001.05210.00001.0528
652008.05.06 08:00buy320.601.05210.00001.0537
662008.05.06 08:37t/p311.001.05280.00001.052866.498363.27
672008.05.06 09:04t/p320.601.05370.00001.053791.118454.39
682008.05.06 11:00sell331.001.05020.00001.0495
692008.05.06 11:00sell340.601.05020.00001.0486
702008.05.06 11:00sell350.401.05020.00001.0475
712008.05.06 11:42t/p331.001.04950.00001.049566.708521.09
722008.05.06 12:11t/p340.601.04860.00001.048691.558612.64
732008.05.06 13:43t/p350.401.04750.00001.0475103.108715.74
742008.05.07 08:00buy360.601.05400.00001.0542
752008.05.07 08:00modify360.601.05401.05301.0542
762008.05.07 08:07t/p360.601.05421.05301.054211.388727.11
772008.05.07 23:00buy371.001.05560.00001.0571
782008.05.07 23:00buy380.601.05560.00001.0585
792008.05.08 01:21t/p371.001.05710.00001.0571139.878866.99
802008.05.08 01:51t/p380.601.05850.00001.0585163.169030.15
812008.05.08 03:01buy391.001.05840.00001.0591
822008.05.08 03:01buy400.601.05840.00001.0605
832008.05.08 03:52t/p391.001.05910.00001.059166.099096.24
842008.05.08 03:56t/p400.601.06050.00001.0605118.789215.02
852008.05.08 08:00sell411.001.05830.00001.0566
862008.05.08 08:00sell420.601.05830.00001.0550
872008.05.08 08:00sell430.401.05830.00001.0530
882008.05.08 08:57t/p411.001.05660.00001.0566160.899375.91
892008.05.08 09:45t/p420.601.05500.00001.0550187.699563.60
902008.05.08 15:10t/p430.401.05300.00001.0530201.339764.93
912008.05.09 16:00sell441.001.04210.00001.0404
922008.05.09 16:00sell450.601.04210.00001.0380
932008.05.09 16:00sell460.401.04210.00001.0349
942008.05.12 04:00close441.001.04390.00001.0404-174.859590.08
952008.05.12 04:00close460.401.04390.00001.0349-69.949520.15
962008.05.12 04:00close450.601.04390.00001.0380-104.919415.24
972008.05.12 04:00buy471.001.04390.00001.0457
982008.05.12 04:00buy480.601.04390.00001.0476
992008.05.12 04:49t/p471.001.04570.00001.0457172.139587.37
1002008.05.12 05:00modify480.601.04391.04311.0476
1012008.05.12 05:04t/p480.601.04761.04311.0476211.919799.28
1022008.05.12 16:00sell491.001.04710.00001.0463
1032008.05.12 16:00sell500.601.04710.00001.0451
1042008.05.12 16:00sell510.401.04710.00001.0435
1052008.05.12 16:03t/p491.001.04630.00001.046376.469875.74
1062008.05.12 16:16t/p500.601.04510.00001.0451114.829990.56
1072008.05.12 17:38t/p510.401.04350.00001.0435138.0010128.56
1082008.05.13 02:30sell521.001.04350.00001.0408
1092008.05.13 02:30sell530.601.04350.00001.0380
1102008.05.13 02:30sell540.401.04350.00001.0344
1112008.05.13 07:00close521.001.04600.00001.0408-239.019889.55
1122008.05.13 07:00close540.401.04600.00001.0344-95.609793.95
1132008.05.13 07:00close530.601.04600.00001.0380-143.409650.55
1142008.05.13 08:00sell551.001.04310.00001.0429
1152008.05.13 08:00sell560.601.04310.00001.0420
1162008.05.13 08:00sell570.401.04310.00001.0409
1172008.05.13 08:05t/p551.001.04290.00001.042919.189669.73
1182008.05.13 11:00close560.601.04680.00001.0420-212.079457.66
1192008.05.13 11:00close570.401.04680.00001.0409-141.389316.28
1202008.05.13 11:14buy580.601.04620.00001.0470
1212008.05.13 11:14modify580.601.04621.04491.0470
1222008.05.13 11:47t/p580.601.04701.04491.047045.859362.13
1232008.05.14 02:30buy591.001.05280.00001.0555
1242008.05.14 02:30buy600.601.05280.00001.0579
1252008.05.14 06:34t/p591.001.05550.00001.0555255.809617.93
1262008.05.14 09:44t/p600.601.05790.00001.0579289.259907.18
1272008.05.14 15:00sell611.001.05420.00001.0524
1282008.05.14 15:00sell620.601.05420.00001.0504
1292008.05.14 15:00sell630.401.05420.00001.0478
1302008.05.15 08:00t/p611.001.05240.00001.0524163.8210071.00
1312008.05.15 08:20t/p620.601.05040.00001.0504212.7110283.72
1322008.05.15 12:00close630.401.05520.00001.0478-40.8110242.91
1332008.05.15 12:00buy641.001.05520.00001.0556
1342008.05.15 12:00buy650.601.05520.00001.0565
1352008.05.15 13:34t/p641.001.05560.00001.055637.8910280.80
1362008.05.15 14:00modify650.601.05521.05271.0565
1372008.05.15 14:46s/l650.601.05271.05271.0565-142.4910138.31
1382008.05.15 16:00buy661.001.05370.00001.0555
1392008.05.15 16:00buy670.601.05370.00001.0575
1402008.05.15 16:25t/p661.001.05550.00001.0555170.5410308.85
1412008.05.15 18:30modify670.601.05371.05271.0575
1422008.05.15 18:38t/p670.601.05751.05271.0575215.6010524.45
1432008.05.16 09:34sell681.001.05420.00001.0541
1442008.05.16 09:34sell690.601.05420.00001.0535
1452008.05.16 09:34sell700.401.05420.00001.0527
1462008.05.16 09:43t/p681.001.05410.00001.05419.4910533.94
1472008.05.16 09:45t/p690.601.05350.00001.053539.8710573.81
1482008.05.16 09:47t/p700.401.05270.00001.052757.0010630.81
1492008.05.16 12:30buy711.001.05600.00001.0564
1502008.05.16 12:30buy720.601.05600.00001.0570
1512008.05.16 12:51t/p711.001.05640.00001.056437.8610668.67
1522008.05.16 14:38t/p720.601.05700.00001.057056.7610725.43
1532008.05.16 15:04buy730.601.05720.00001.0587
1542008.05.16 15:04modify730.601.05721.05441.0587
1552008.05.16 15:55s/l730.601.05441.05441.0587-159.3510566.08
1562008.05.16 16:30sell741.001.05070.00001.0504
1572008.05.16 16:30sell750.601.05070.00001.0486
1582008.05.16 16:30sell760.401.05070.00001.0464
1592008.05.16 16:30t/p741.001.05040.00001.050428.5610594.64
1602008.05.16 16:36t/p750.601.04860.00001.0486120.1610714.80
1612008.05.16 17:12t/p760.401.04640.00001.0464164.3710879.17
1622008.05.19 08:54sell771.001.04730.00001.0472
1632008.05.19 08:54sell780.601.04730.00001.0469
1642008.05.19 08:54sell790.401.04730.00001.0465
1652008.05.19 08:57t/p771.001.04720.00001.04729.5510888.72
1662008.05.19 08:58t/p780.601.04690.00001.046922.9210911.64
1672008.05.19 09:43t/p790.401.04650.00001.046530.5810942.22
1682008.05.19 14:30buy801.001.04640.00001.0482
1692008.05.19 14:30buy810.601.04640.00001.0501
1702008.05.19 15:36t/p801.001.04820.00001.0482171.7211113.94
1712008.05.19 16:00modify810.601.04641.04561.0501
1722008.05.19 16:00t/p810.601.05011.04561.0501211.4111325.35
1732008.05.20 02:30buy821.001.05300.00001.0571
1742008.05.20 02:30buy830.601.05300.00001.0606
1752008.05.20 07:31close821.001.05060.00001.0571-228.4411096.91
1762008.05.20 07:31close830.601.05060.00001.0606-137.0610959.85
1772008.05.20 07:31sell841.001.05060.00001.0498
1782008.05.20 07:31sell850.601.05060.00001.0488
1792008.05.20 07:31sell860.401.05060.00001.0476
1802008.05.20 08:15t/p841.001.04980.00001.049876.2011036.05
1812008.05.20 08:21t/p850.601.04880.00001.0488102.9711139.02
1822008.05.20 08:35t/p860.401.04760.00001.0476114.5511253.57
1832008.05.21 08:00buy871.001.03640.00001.0368
1842008.05.21 08:00buy880.601.03640.00001.0376
1852008.05.21 08:17t/p871.001.03680.00001.036838.5811292.15
1862008.05.21 08:22t/p880.601.03760.00001.037669.3911361.54
1872008.05.21 08:26buy890.601.03710.00001.0376
1882008.05.21 08:33t/p890.601.03760.00001.037628.9111390.45
1892008.05.21 10:30sell901.001.03480.00001.0339
1902008.05.21 10:30sell910.601.03480.00001.0331
1912008.05.21 10:30sell920.401.03480.00001.0321
1922008.05.21 10:50t/p901.001.03390.00001.033987.0511477.50
1932008.05.21 11:01t/p910.601.03310.00001.033198.7411576.24
1942008.05.21 12:28t/p920.401.03210.00001.0321104.6411680.88
1952008.05.22 08:30buy931.001.02690.00001.0277
1962008.05.22 08:30buy940.601.02690.00001.0289
1972008.05.22 09:00close931.001.02400.00001.0277-283.2011397.68
1982008.05.22 09:00close940.601.02400.00001.0289-169.9211227.76
1992008.05.22 09:00sell951.001.02400.00001.0233
2002008.05.22 09:00sell960.601.02400.00001.0221
2012008.05.22 09:00sell970.401.02400.00001.0206
2022008.05.22 10:00close951.001.02810.00001.0233-398.7910828.97
2032008.05.22 10:00close970.401.02810.00001.0206-159.5210669.45
2042008.05.22 10:00close960.601.02810.00001.0221-239.2810430.17
2052008.05.22 10:00buy980.601.02800.00001.0289
2062008.05.22 10:32modify980.601.02801.02601.0289
2072008.05.22 10:35t/p980.601.02891.02601.028952.4810482.65
2082008.05.22 12:03buy991.001.02650.00001.0277
2092008.05.22 12:03buy1000.601.02650.00001.0289
2102008.05.22 12:10t/p991.001.02770.00001.0277116.7710599.42
2112008.05.22 12:52t/p1000.601.02890.00001.0289139.9610739.38
2122008.05.22 15:08buy1010.601.02950.00001.0308
2132008.05.22 15:08modify1010.601.02951.02691.0308
2142008.05.22 16:03t/p1010.601.03081.02691.030875.6710815.05
2152008.05.23 08:01sell1021.001.03010.00001.0299
2162008.05.23 08:01sell1030.601.03010.00001.0294
2172008.05.23 08:01sell1040.401.03010.00001.0288
2182008.05.23 08:30close1021.001.03240.00001.0299-222.7810592.27
2192008.05.23 08:30close1040.401.03240.00001.0288-89.1110503.16
2202008.05.23 08:30close1030.601.03240.00001.0294-133.6710369.49
2212008.05.23 08:35buy1050.601.03200.00001.0322
2222008.05.23 08:35modify1050.601.03201.03101.0322
2232008.05.23 08:45s/l1050.601.03101.03101.0322-58.2010311.29
2242008.05.23 08:45buy1061.001.03150.00001.0317
2252008.05.23 08:45buy1070.601.03150.00001.0322
2262008.05.23 08:46modify1061.001.03151.03101.0317
2272008.05.23 08:46modify1070.601.03151.03101.0322
2282008.05.23 08:49s/l1061.001.03101.03101.0317-48.5010262.79
2292008.05.23 08:49s/l1070.601.03101.03101.0322-29.1010233.69
2302008.05.23 08:49buy1081.001.03150.00001.0317
2312008.05.23 08:49buy1090.601.03150.00001.0322
2322008.05.23 08:51modify1081.001.03151.03101.0317
2332008.05.23 08:51modify1090.601.03151.03101.0322
2342008.05.23 08:51t/p1081.001.03171.03101.031719.3910253.08
2352008.05.23 08:52s/l1090.601.03101.03101.0322-29.1010223.98
2362008.05.23 08:53buy1101.001.03150.00001.0317
2372008.05.23 08:53buy1110.601.03150.00001.0322
2382008.05.23 08:53modify1101.001.03151.03101.0317
2392008.05.23 08:53modify1110.601.03151.03101.0322
2402008.05.23 08:55s/l1101.001.03101.03101.0317-48.5010175.48
2412008.05.23 08:55s/l1110.601.03101.03101.0322-29.1010146.38
2422008.05.23 08:55buy1121.001.03150.00001.0317
2432008.05.23 08:55buy1130.601.03150.00001.0322
2442008.05.23 09:01t/p1121.001.03170.00001.031719.3910165.77
2452008.05.23 09:01t/p1130.601.03220.00001.032240.6910206.46
2462008.05.23 09:30buy1140.601.03200.00001.0322
2472008.05.23 09:30modify1140.601.03201.03101.0322
2482008.05.23 09:30t/p1140.601.03221.03101.032211.6310218.09
2492008.05.23 09:34buy1150.601.03200.00001.0322
2502008.05.23 09:34modify1150.601.03201.03101.0322
2512008.05.23 09:40s/l1150.601.03101.03101.0322-58.2010159.89
2522008.05.23 09:40buy1161.001.03150.00001.0317
2532008.05.23 09:40buy1170.601.03150.00001.0322
2542008.05.23 09:40modify1161.001.03151.03101.0317
2552008.05.23 09:40modify1170.601.03151.03101.0322
2562008.05.23 09:41t/p1161.001.03171.03101.031719.3910179.28
2572008.05.23 09:47s/l1170.601.03101.03101.0322-29.1010150.18
2582008.05.23 09:48buy1181.001.03150.00001.0317
2592008.05.23 09:48buy1190.601.03150.00001.0322
2602008.05.23 09:49modify1181.001.03151.03101.0317
2612008.05.23 09:49modify1190.601.03151.03101.0322
2622008.05.23 09:50s/l1181.001.03101.03101.0317-48.5010101.68
2632008.05.23 09:50s/l1190.601.03101.03101.0322-29.1010072.58
2642008.05.23 09:50buy1201.001.03150.00001.0317
2652008.05.23 09:50buy1210.601.03150.00001.0322
2662008.05.23 10:00close1201.001.03020.00001.0317-126.199946.39
2672008.05.23 10:00close1210.601.03020.00001.0322-75.719870.68
2682008.05.23 10:00sell1221.001.03020.00001.0299
2692008.05.23 10:00sell1230.601.03020.00001.0294
2702008.05.23 10:00sell1240.401.03020.00001.0288
2712008.05.23 10:09t/p1221.001.02990.00001.029929.139899.81
2722008.05.23 10:12t/p1230.601.02940.00001.029446.639946.44
2732008.05.23 10:15t/p1240.401.02880.00001.028854.4310000.87
2742008.05.26 10:00buy1251.001.02610.00001.0261
2752008.05.26 10:00buy1260.601.02610.00001.0269
2762008.05.26 10:00t/p1251.001.02610.00001.02610.0010000.87
2772008.05.26 10:21t/p1260.601.02690.00001.026946.7410047.61
2782008.05.26 14:30sell1271.001.02500.00001.0240
2792008.05.26 14:30sell1280.601.02500.00001.0230
2802008.05.26 14:30sell1290.401.02500.00001.0218
2812008.05.27 02:10t/p1271.001.02400.00001.024095.2410142.85
2822008.05.27 07:33t/p1280.601.02300.00001.0230115.8610258.72
2832008.05.27 08:30close1290.401.02660.00001.0218-63.3110195.41
2842008.05.27 15:00buy1301.001.02750.00001.0288
2852008.05.27 15:00buy1310.601.02750.00001.0306
2862008.05.27 15:16t/p1301.001.02880.00001.0288126.3610321.77
2872008.05.27 15:30modify1310.601.02751.02621.0306
2882008.05.27 15:46t/p1310.601.03061.02621.0306180.4810502.25
2892008.05.28 11:30buy1320.601.03460.00001.0356
2902008.05.28 12:00modify1320.601.03461.03251.0356
2912008.05.28 13:02t/p1320.601.03561.03251.035657.9410560.19
2922008.05.29 03:30sell1331.001.03720.00001.0348
2932008.05.29 03:30sell1340.601.03720.00001.0328
2942008.05.29 03:30sell1350.401.03720.00001.0302
2952008.05.29 06:00close1331.001.03970.00001.0348-240.4510319.74
2962008.05.29 06:00close1350.401.03970.00001.0302-96.1810223.56
2972008.05.29 06:00close1340.601.03970.00001.0328-144.2710079.29
2982008.05.29 07:30buy1361.001.04020.00001.0404
2992008.05.29 07:30buy1370.601.04020.00001.0413
3002008.05.29 07:31t/p1361.001.04040.00001.040419.2210098.51
3012008.05.29 07:48t/p1370.601.04130.00001.041363.3810161.89
3022008.05.29 15:00buy1380.601.04680.00001.0486
3032008.05.29 15:30modify1380.601.04681.04361.0486
3042008.05.29 16:23t/p1380.601.04861.04361.0486102.9910264.88
3052008.05.30 08:30buy1391.001.04980.00001.0500
3062008.05.30 08:30buy1400.601.04980.00001.0506
3072008.05.30 08:33t/p1391.001.05000.00001.050019.0510283.93
3082008.05.30 09:00modify1400.601.04981.04921.0506
3092008.05.30 09:04s/l1400.601.04921.04921.0506-34.3110249.62
3102008.05.30 09:04buy1411.001.04960.00001.0500
3112008.05.30 09:04buy1420.601.04960.00001.0506
3122008.05.30 09:13modify1411.001.04961.04921.0500
3132008.05.30 09:13modify1420.601.04961.04921.0506
3142008.05.30 09:14s/l1411.001.04921.04921.0500-38.1210211.50
3152008.05.30 09:14s/l1420.601.04921.04921.0506-22.8710188.63
3162008.05.30 09:14buy1431.001.04960.00001.0500
3172008.05.30 09:14buy1440.601.04960.00001.0506
3182008.05.30 09:15modify1431.001.04961.04921.0500
3192008.05.30 09:15modify1440.601.04961.04921.0506
3202008.05.30 09:18t/p1431.001.05001.04921.050038.1010226.73
3212008.05.30 09:19t/p1440.601.05061.04921.050657.1110283.84
3222008.05.30 12:30sell1451.001.04830.00001.0478
3232008.05.30 12:30sell1460.601.04830.00001.0472
3242008.05.30 12:30sell1470.401.04830.00001.0464
3252008.05.30 12:48t/p1451.001.04780.00001.047847.7210331.56
3262008.05.30 16:02t/p1460.601.04720.00001.047263.0310394.59
3272008.05.30 16:38t/p1470.401.04640.00001.046472.6310467.22
3282008.06.02 10:30sell1481.001.04140.00001.0413
3292008.06.02 10:30sell1490.601.04140.00001.0406
3302008.06.02 10:30sell1500.401.04140.00001.0398
3312008.06.02 10:43t/p1481.001.04130.00001.04139.6010476.82
3322008.06.02 10:44t/p1490.601.04060.00001.040646.1310522.95
3332008.06.02 10:47t/p1500.401.03980.00001.039861.5510584.50
3342008.06.02 14:00buy1511.001.04270.00001.0442
3352008.06.02 14:00buy1520.601.04270.00001.0457
3362008.06.02 15:10t/p1511.001.04420.00001.0442143.6510728.15
3372008.06.02 17:30close1520.601.03940.00001.0457-190.4910537.66
3382008.06.02 17:30sell1531.001.03940.00001.0388
3392008.06.02 17:30sell1540.601.03940.00001.0373
3402008.06.02 17:30sell1550.401.03940.00001.0355
3412008.06.02 17:37t/p1531.001.03880.00001.038857.7610595.42
3422008.06.02 18:35t/p1540.601.03730.00001.0373121.4910716.91
3432008.06.02 18:36t/p1550.401.03550.00001.0355150.6510867.56
3442008.06.03 02:34sell1561.001.03620.00001.0323
3452008.06.03 02:34sell1570.601.03620.00001.0289
3462008.06.03 02:34sell1580.401.03620.00001.0246
3472008.06.03 08:33t/p1561.001.03230.00001.0323377.8011245.36
3482008.06.03 10:38t/p1570.601.02890.00001.0289425.7011671.06
3492008.06.03 14:00close1580.401.03410.00001.024681.2311752.29
3502008.06.03 14:00buy1591.001.03410.00001.0362
3512008.06.03 14:00buy1600.601.03410.00001.0386
3522008.06.03 15:02t/p1591.001.03620.00001.0362202.6611954.95
3532008.06.03 15:08t/p1600.601.03860.00001.0386259.9712214.92
3542008.06.04 03:00buy1611.001.04250.00001.0489
3552008.06.04 03:00buy1620.601.04250.00001.0539
3562008.06.04 08:30modify1611.001.04251.04201.0489
3572008.06.04 08:30modify1620.601.04251.04201.0539
3582008.06.04 09:35s/l1611.001.04201.04201.0489-47.9812166.94
3592008.06.04 09:35s/l1620.601.04201.04201.0539-28.7912138.15
3602008.06.04 10:01sell1631.001.04120.00001.0400
3612008.06.04 10:01sell1640.601.04120.00001.0391
3622008.06.04 10:01sell1650.401.04120.00001.0380
3632008.06.04 10:24t/p1631.001.04000.00001.0400115.3812253.53
3642008.06.04 10:26t/p1640.601.03910.00001.0391121.2612374.79
3652008.06.04 13:45t/p1650.401.03800.00001.0380123.3312498.12
3662008.06.04 16:00buy1661.001.04230.00001.0444
3672008.06.04 16:00buy1670.601.04230.00001.0462
3682008.06.04 19:00close1661.001.03980.00001.0444-240.4312257.69
3692008.06.04 19:00close1670.601.03980.00001.0462-144.2612113.43
3702008.06.04 19:00sell1681.001.03980.00001.0377
3712008.06.04 19:00sell1690.601.03980.00001.0359
3722008.06.04 19:00sell1700.401.03980.00001.0336
3732008.06.04 21:30close1681.001.04290.00001.0377-297.2511816.18
3742008.06.04 21:30close1700.401.04290.00001.0336-118.9011697.28
3752008.06.04 21:30close1690.601.04290.00001.0359-178.3511518.93
3762008.06.04 21:30buy1711.001.04290.00001.0444
3772008.06.04 21:30buy1720.601.04290.00001.0462
3782008.06.05 03:27t/p1711.001.04440.00001.0444141.5911660.52
3792008.06.05 03:30modify1720.601.04291.04071.0462
3802008.06.05 10:03t/p1720.601.04621.04071.0462188.0411848.56
3812008.06.05 14:30buy1731.001.04920.00001.0517
3822008.06.05 14:30buy1740.601.04920.00001.0542
3832008.06.05 14:33t/p1731.001.05170.00001.0517237.7112086.27
3842008.06.05 15:00close1740.601.04590.00001.0542-189.3111896.96
3852008.06.05 15:00sell1751.001.04590.00001.0425
3862008.06.05 15:00sell1760.601.04590.00001.0400
3872008.06.05 15:00sell1770.401.04590.00001.0368
3882008.06.05 15:22t/p1751.001.04250.00001.0425326.1412223.10
3892008.06.05 15:36t/p1760.601.04000.00001.0400340.3812563.48
3902008.06.05 20:22t/p1770.401.03680.00001.0368351.0812914.56
3912008.06.06 09:00sell1781.001.03800.00001.0376
3922008.06.06 09:00sell1790.601.03800.00001.0371
3932008.06.06 09:00sell1800.401.03800.00001.0364
3942008.06.06 09:16t/p1781.001.03760.00001.037638.5512953.11
3952008.06.06 09:30close1790.601.03970.00001.0371-98.1112855.00
3962008.06.06 09:30close1800.401.03970.00001.0364-65.4012789.60
3972008.06.06 09:30buy1810.601.03970.00001.0401
3982008.06.06 10:10t/p1810.601.04010.00001.040123.0712812.67
3992008.06.06 13:30sell1821.001.03800.00001.0369
4002008.06.06 13:30sell1830.601.03800.00001.0359
4012008.06.06 13:30sell1840.401.03800.00001.0346
4022008.06.06 14:30t/p1821.001.03690.00001.0369106.0912918.76
4032008.06.06 14:30t/p1830.601.03590.00001.0359121.6313040.39
4042008.06.06 14:30t/p1840.401.03460.00001.0346131.4513171.84
4052008.06.09 09:00sell1851.001.01720.00001.0168
4062008.06.09 09:00sell1860.601.01720.00001.0156
4072008.06.09 09:00sell1870.401.01720.00001.0141
4082008.06.09 09:17t/p1851.001.01680.00001.016839.3413211.18
4092008.06.09 09:36t/p1860.601.01560.00001.015694.5313305.71
4102008.06.09 11:30close1870.401.02070.00001.0141-137.1613168.55
4112008.06.09 11:30buy1881.001.02070.00001.0212
4122008.06.09 11:30buy1890.601.02070.00001.0224
4132008.06.09 12:30close1881.001.01760.00001.0212-304.6412863.91
4142008.06.09 12:30close1890.601.01760.00001.0224-182.7812681.13
4152008.06.09 12:30sell1901.001.01760.00001.0168
4162008.06.09 12:30sell1910.601.01760.00001.0156
4172008.06.09 12:30sell1920.401.01760.00001.0141
4182008.06.09 13:22t/p1901.001.01680.00001.016878.6812759.81
4192008.06.09 14:00close1910.601.02040.00001.0156-164.6412595.17
4202008.06.09 14:00close1920.401.02040.00001.0141-109.7612485.41
4212008.06.09 14:00buy1931.001.02040.00001.0219
4222008.06.09 14:00buy1940.601.02040.00001.0239
4232008.06.09 14:31t/p1931.001.02190.00001.0219146.7912632.20
4242008.06.09 15:23t/p1940.601.02390.00001.0239205.1012837.30
4252008.06.10 07:30buy1951.001.03180.00001.0332
4262008.06.10 07:30buy1960.601.03180.00001.0348
4272008.06.10 09:30t/p1951.001.03320.00001.0332135.5012972.80
4282008.06.10 10:51t/p1960.601.03480.00001.0348173.9513146.75
4292008.06.10 15:30buy1971.001.03800.00001.0400
4302008.06.10 15:30buy1980.601.03800.00001.0432
4312008.06.10 17:25t/p1971.001.04000.00001.0400192.3113339.06
4322008.06.10 17:30modify1980.601.03801.03561.0432
4332008.06.10 19:19t/p1980.601.04321.03561.0432299.0813638.14
4342008.06.11 08:30sell1991.001.04210.00001.0409
4352008.06.11 08:30sell2000.601.04210.00001.0400
4362008.06.11 08:30sell2010.401.04210.00001.0389
4372008.06.11 08:57t/p1991.001.04090.00001.0409115.2813753.42
4382008.06.11 11:13t/p2000.601.04000.00001.0400121.1513874.57
4392008.06.11 11:25t/p2010.401.03890.00001.0389123.2113997.78
4402008.06.13 08:30buy2021.001.04290.00001.0429
4412008.06.13 08:30buy2030.601.04290.00001.0438
4422008.06.13 08:30t/p2021.001.04290.00001.04290.0013997.78
4432008.06.13 08:55t/p2030.601.04380.00001.043851.7314049.51
4442008.06.13 18:00buy2041.001.04870.00001.0524
4452008.06.13 18:00buy2050.601.04870.00001.0556
4462008.06.13 22:59close at stop2050.601.04690.00001.0556-103.1613946.35
4472008.06.13 22:59close at stop2041.001.04690.00001.0524-171.9413774.41