Hypothetical performance results have many inherent limitations. No representation is being made that any account will or is likely to achieve profits or losses similar to those shown. In fact, there are frequently sharp differences between hypothetical performance results and the actual results subsequently achieved by any particularly trading program. One of the limitations of hypothetical performance results is that they are generally prepared with the benefit of hindsight. In addition, hypothetical trading does not involve financial risk. Variables such as the ability to adhere to a particular trading program in spite of trading losses as well as maintaining adequate liquidity are material points which can adversely affect actual real trading results.

Strategy Tester Report

!e-UpStream_AUDUSD_H1

Alpari-Demo (Build 210)

Symbol		AUDUSD (Australian Dollar vs US Dollar)
Period		1 Hour (H1) 2004.08.05 00:00 - 2007.11.16 22:00 (2004.08.05 - 2007.11.17)
Model		Every tick (the most precise method based on all available least timeframes)
Parameters		Lots=0.1; Slippage=3; Magic=20070511; MA.bar=1; clBuy=DodgerBlue; clSell=Crimson;
Bars in test	22262	Ticks modelled	2976017	Modelling quality	85.95%
Mismatched charts errors	4
Initial deposit	1000.00
Total net profit	4708.58	Gross profit	9387.73	Gross loss	-4679.15
Profit factor	2.01	Expected payoff	23.31
Absolute drawdown	11.00	Maximal drawdown	480.43 (18.48%)	Relative drawdown	26.88% (370.52)
Total trades	202	Short positions (won %)	82 (74.39%)	Long positions (won %)	120 (71.67%)
		Profit trades (% of total)	147 (72.77%)	Loss trades (% of total)	55 (27.23%)
Largest		profit trade	188.64	loss trade	-174.72
Average		profit trade	63.86	loss trade	-85.08
Maximum		consecutive wins (profit in money)	13 (1453.48)	consecutive losses (loss in money)	3 (-336.70)
Maximal		consecutive profit (count of wins)	1453.48 (13)	consecutive loss (count of losses)	-336.70 (3)
Average		consecutive wins	3	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2004.08.05 01:00	sell	1	0.10	0.7052	0.7222	0.6872
2	2004.08.06 01:00	close	1	0.10	0.7023	0.7222	0.6872	28.41	1028.41
3	2004.08.06 01:00	buy	2	0.10	0.7023	0.6853	0.7203
4	2004.08.12 06:00	close	2	0.10	0.7145	0.6853	0.7203	123.92	1152.33
5	2004.08.12 06:00	sell	3	0.10	0.7145	0.7315	0.6965
6	2004.08.13 04:00	close	3	0.10	0.7095	0.7315	0.6965	49.41	1201.74
7	2004.08.13 04:00	buy	4	0.10	0.7095	0.6925	0.7275
8	2004.08.16 02:00	close	4	0.10	0.7178	0.6925	0.7275	83.32	1285.06
9	2004.08.16 02:00	sell	5	0.10	0.7178	0.7348	0.6998
10	2004.08.17 22:00	close	5	0.10	0.7157	0.7348	0.6998	20.41	1305.47
11	2004.08.17 22:00	buy	6	0.10	0.7157	0.6987	0.7337
12	2004.08.19 12:00	close	6	0.10	0.7210	0.6987	0.7337	54.28	1359.75
13	2004.08.19 12:00	sell	7	0.10	0.7210	0.7380	0.7030
14	2004.08.23 14:00	close	7	0.10	0.7210	0.7380	0.7030	-1.18	1358.57
15	2004.08.23 14:00	buy	8	0.10	0.7210	0.7040	0.7390
16	2004.08.24 18:29	s/l	8	0.10	0.7040	0.7040	0.7390	-169.68	1188.89
17	2004.08.27 22:00	buy	9	0.10	0.7035	0.6865	0.7215
18	2004.09.09 16:38	s/l	9	0.10	0.6865	0.6865	0.7215	-165.84	1023.05
19	2004.09.09 17:00	buy	10	0.10	0.6867	0.6697	0.7047
20	2004.09.14 17:37	t/p	10	0.10	0.7047	0.6697	0.7047	180.96	1204.01
21	2004.09.15 19:00	buy	11	0.10	0.6949	0.6779	0.7129
22	2004.09.23 10:38	t/p	11	0.10	0.7129	0.6779	0.7129	183.20	1387.21
23	2004.09.30 10:00	buy	12	0.10	0.7150	0.6980	0.7330
24	2004.09.30 14:00	close	12	0.10	0.7212	0.6980	0.7330	62.00	1449.21
25	2004.09.30 14:00	sell	13	0.10	0.7212	0.7382	0.7032
26	2004.10.04 15:00	close	13	0.10	0.7209	0.7382	0.7032	1.82	1451.03
27	2004.10.04 15:00	buy	14	0.10	0.7209	0.7039	0.7389
28	2004.10.07 05:00	close	14	0.10	0.7242	0.7039	0.7389	34.60	1485.63
29	2004.10.07 05:00	sell	15	0.10	0.7242	0.7412	0.7062
30	2004.10.12 12:00	close	15	0.10	0.7275	0.7412	0.7062	-34.77	1450.86
31	2004.10.12 12:00	buy	16	0.10	0.7275	0.7105	0.7455
32	2004.10.14 20:00	close	16	0.10	0.7299	0.7105	0.7455	25.28	1476.14
33	2004.10.14 20:00	sell	17	0.10	0.7299	0.7469	0.7119
34	2004.10.18 20:00	close	17	0.10	0.7257	0.7469	0.7119	40.82	1516.96
35	2004.10.18 20:00	buy	18	0.10	0.7257	0.7087	0.7437
36	2004.10.25 01:37	t/p	18	0.10	0.7437	0.7087	0.7437	182.24	1699.20
37	2004.10.27 10:00	buy	19	0.10	0.7462	0.7292	0.7642
38	2004.10.28 18:00	close	19	0.10	0.7472	0.7292	0.7642	10.96	1710.16
39	2004.10.28 18:00	sell	20	0.10	0.7472	0.7642	0.7292
40	2004.10.29 00:00	close	20	0.10	0.7453	0.7642	0.7292	18.41	1728.57
41	2004.10.29 00:00	buy	21	0.10	0.7453	0.7283	0.7633
42	2004.11.05 18:12	t/p	21	0.10	0.7633	0.7283	0.7633	182.24	1910.81
43	2004.11.09 00:00	buy	22	0.10	0.7574	0.7404	0.7754
44	2004.11.11 17:00	close	22	0.10	0.7628	0.7404	0.7754	55.28	1966.09
45	2004.11.11 17:00	sell	23	0.10	0.7628	0.7798	0.7448
46	2004.11.17 10:37	s/l	23	0.10	0.7798	0.7798	0.7448	-172.36	1793.73
47	2004.11.19 05:00	buy	24	0.10	0.7765	0.7595	0.7945
48	2004.11.26 06:36	t/p	24	0.10	0.7945	0.7595	0.7945	182.24	1975.97
49	2004.11.29 02:00	buy	25	0.10	0.7872	0.7702	0.8052
50	2004.11.30 08:38	s/l	25	0.10	0.7702	0.7702	0.8052	-169.68	1806.29
51	2004.12.02 06:00	sell	26	0.10	0.7806	0.7976	0.7626
52	2004.12.03 02:00	close	26	0.10	0.7745	0.7976	0.7626	60.41	1866.70
53	2004.12.03 02:00	buy	27	0.10	0.7745	0.7575	0.7925
54	2004.12.06 01:00	close	27	0.10	0.7810	0.7575	0.7925	65.32	1932.02
55	2004.12.06 01:00	sell	28	0.10	0.7810	0.7980	0.7630
56	2004.12.06 22:00	close	28	0.10	0.7734	0.7980	0.7630	76.00	2008.02
57	2004.12.06 22:00	buy	29	0.10	0.7734	0.7564	0.7914
58	2004.12.08 12:12	s/l	29	0.10	0.7564	0.7564	0.7914	-169.36	1838.66
59	2004.12.13 14:00	sell	30	0.10	0.7581	0.7751	0.7401
60	2004.12.15 04:00	close	30	0.10	0.7557	0.7751	0.7401	22.82	1861.48
61	2004.12.15 04:00	buy	31	0.10	0.7557	0.7387	0.7737
62	2004.12.23 02:00	close	31	0.10	0.7655	0.7387	0.7737	101.20	1962.68
63	2004.12.23 02:00	sell	32	0.10	0.7655	0.7825	0.7475
64	2004.12.29 19:00	close	32	0.10	0.7721	0.7825	0.7475	-68.36	1894.32
65	2004.12.29 19:00	buy	33	0.10	0.7721	0.7551	0.7901
66	2004.12.30 21:00	close	33	0.10	0.7797	0.7551	0.7901	76.96	1971.28
67	2004.12.30 21:00	sell	34	0.10	0.7797	0.7967	0.7617
68	2005.01.03 16:00	close	34	0.10	0.7786	0.7967	0.7617	9.82	1981.10
69	2005.01.03 16:00	buy	35	0.10	0.7786	0.7616	0.7966
70	2005.01.05 08:39	s/l	35	0.10	0.7616	0.7616	0.7966	-169.36	1811.74
71	2005.01.12 11:00	buy	36	0.10	0.7561	0.7391	0.7741
72	2005.01.26 14:38	t/p	36	0.10	0.7741	0.7391	0.7741	184.48	1996.22
73	2005.01.31 03:00	buy	37	0.10	0.7740	0.7570	0.7920
74	2005.01.31 19:00	close	37	0.10	0.7752	0.7570	0.7920	12.00	2008.22
75	2005.01.31 19:00	sell	38	0.10	0.7752	0.7922	0.7572
76	2005.01.31 20:00	close	38	0.10	0.7747	0.7922	0.7572	5.00	2013.22
77	2005.01.31 20:00	buy	39	0.10	0.7747	0.7577	0.7927
78	2005.01.31 21:00	close	39	0.10	0.7752	0.7577	0.7927	5.00	2018.22
79	2005.01.31 21:00	sell	40	0.10	0.7752	0.7922	0.7572
80	2005.02.01 09:00	close	40	0.10	0.7715	0.7922	0.7572	36.41	2054.63
81	2005.02.01 09:00	buy	41	0.10	0.7715	0.7545	0.7895
82	2005.02.07 17:00	close	41	0.10	0.7735	0.7545	0.7895	21.92	2076.55
83	2005.02.07 17:00	sell	42	0.10	0.7735	0.7905	0.7555
84	2005.02.07 20:00	close	42	0.10	0.7698	0.7905	0.7555	37.00	2113.55
85	2005.02.07 20:00	buy	43	0.10	0.7698	0.7528	0.7878
86	2005.02.07 21:00	close	43	0.10	0.7692	0.7528	0.7878	-6.00	2107.55
87	2005.02.07 21:00	sell	44	0.10	0.7692	0.7862	0.7512
88	2005.02.07 22:00	close	44	0.10	0.7679	0.7862	0.7512	13.00	2120.55
89	2005.02.07 22:00	buy	45	0.10	0.7679	0.7509	0.7859
90	2005.02.11 17:37	t/p	45	0.10	0.7859	0.7509	0.7859	181.92	2302.47
91	2005.02.16 11:00	buy	46	0.10	0.7830	0.7660	0.8010
92	2005.02.17 11:00	close	46	0.10	0.7868	0.7660	0.8010	38.96	2341.43
93	2005.02.17 11:00	sell	47	0.10	0.7868	0.8038	0.7688
94	2005.02.18 16:00	close	47	0.10	0.7872	0.8038	0.7688	-4.59	2336.84
95	2005.02.18 16:00	buy	48	0.10	0.7872	0.7702	0.8052
96	2005.02.28 06:00	close	48	0.10	0.7904	0.7702	0.8052	34.56	2371.40
97	2005.02.28 06:00	sell	49	0.10	0.7904	0.8074	0.7724
98	2005.03.01 14:00	close	49	0.10	0.7889	0.8074	0.7724	14.41	2385.81
99	2005.03.01 14:00	buy	50	0.10	0.7889	0.7719	0.8069
100	2005.03.14 04:00	close	50	0.10	0.7916	0.7719	0.8069	31.16	2416.97
101	2005.03.14 04:00	sell	51	0.10	0.7916	0.8086	0.7736
102	2005.03.14 12:00	close	51	0.10	0.7892	0.8086	0.7736	24.00	2440.97
103	2005.03.14 12:00	buy	52	0.10	0.7892	0.7722	0.8072
104	2005.03.23 18:27	s/l	52	0.10	0.7722	0.7722	0.8072	-167.12	2273.85
105	2005.03.31 06:00	buy	53	0.10	0.7720	0.7550	0.7900
106	2005.03.31 09:00	close	53	0.10	0.7729	0.7550	0.7900	9.00	2282.85
107	2005.03.31 09:00	sell	54	0.10	0.7729	0.7899	0.7549
108	2005.04.01 18:00	close	54	0.10	0.7694	0.7899	0.7549	34.41	2317.26
109	2005.04.01 18:00	buy	55	0.10	0.7694	0.7524	0.7874
110	2005.04.07 12:00	close	55	0.10	0.7688	0.7524	0.7874	-4.08	2313.18
111	2005.04.07 12:00	sell	56	0.10	0.7688	0.7858	0.7508
112	2005.04.08 10:00	close	56	0.10	0.7668	0.7858	0.7508	19.41	2332.59
113	2005.04.08 10:00	buy	57	0.10	0.7668	0.7498	0.7848
114	2005.04.28 16:00	close	57	0.10	0.7792	0.7498	0.7848	130.40	2462.99
115	2005.04.28 16:00	sell	58	0.10	0.7792	0.7962	0.7612
116	2005.05.02 19:00	close	58	0.10	0.7796	0.7962	0.7612	-5.18	2457.81
117	2005.05.02 19:00	buy	59	0.10	0.7796	0.7626	0.7976
118	2005.05.13 12:37	s/l	59	0.10	0.7626	0.7626	0.7976	-165.84	2291.97
119	2005.05.20 01:00	buy	60	0.10	0.7576	0.7406	0.7756
120	2005.05.23 21:00	close	60	0.10	0.7594	0.7406	0.7756	18.32	2310.29
121	2005.05.23 21:00	sell	61	0.10	0.7594	0.7764	0.7414
122	2005.05.26 21:00	close	61	0.10	0.7593	0.7764	0.7414	-1.95	2308.34
123	2005.05.26 21:00	buy	62	0.10	0.7593	0.7423	0.7773
124	2005.06.09 19:00	close	62	0.10	0.7687	0.7423	0.7773	98.48	2406.82
125	2005.06.09 19:00	sell	63	0.10	0.7687	0.7857	0.7507
126	2005.06.10 06:00	close	63	0.10	0.7655	0.7857	0.7507	31.41	2438.23
127	2005.06.10 06:00	buy	64	0.10	0.7655	0.7485	0.7835
128	2005.07.04 00:37	s/l	64	0.10	0.7485	0.7485	0.7835	-162.96	2275.27
129	2005.07.11 02:00	sell	65	0.10	0.7425	0.7595	0.7245
130	2005.07.13 23:00	close	65	0.10	0.7503	0.7595	0.7245	-79.18	2196.09
131	2005.07.13 23:00	buy	66	0.10	0.7503	0.7333	0.7683
132	2005.07.14 17:00	close	66	0.10	0.7534	0.7333	0.7683	31.96	2228.05
133	2005.07.14 17:00	sell	67	0.10	0.7534	0.7704	0.7354
134	2005.07.15 15:00	close	67	0.10	0.7496	0.7704	0.7354	37.41	2265.46
135	2005.07.15 15:00	buy	68	0.10	0.7496	0.7326	0.7676
136	2005.07.18 21:00	close	68	0.10	0.7548	0.7326	0.7676	52.32	2317.78
137	2005.07.18 21:00	sell	69	0.10	0.7548	0.7718	0.7368
138	2005.07.19 18:00	close	69	0.10	0.7494	0.7718	0.7368	53.41	2371.19
139	2005.07.19 18:00	buy	70	0.10	0.7494	0.7324	0.7674
140	2005.07.22 10:28	t/p	70	0.10	0.7674	0.7324	0.7674	181.60	2552.79
141	2005.07.25 13:00	buy	71	0.10	0.7602	0.7432	0.7782
142	2005.07.28 22:00	close	71	0.10	0.7598	0.7432	0.7782	-2.40	2550.39
143	2005.07.28 22:00	sell	72	0.10	0.7598	0.7768	0.7418
144	2005.08.05 18:00	close	72	0.10	0.7675	0.7768	0.7418	-81.72	2468.67
145	2005.08.05 18:00	buy	73	0.10	0.7675	0.7505	0.7855
146	2005.08.19 09:49	s/l	73	0.10	0.7505	0.7505	0.7855	-165.52	2303.15
147	2005.08.22 18:00	sell	74	0.10	0.7548	0.7718	0.7368
148	2005.08.24 09:00	close	74	0.10	0.7519	0.7718	0.7368	27.82	2330.97
149	2005.08.24 09:00	buy	75	0.10	0.7519	0.7349	0.7699
150	2005.08.25 00:00	close	75	0.10	0.7551	0.7349	0.7699	32.96	2363.93
151	2005.08.25 00:00	sell	76	0.10	0.7551	0.7721	0.7371
152	2005.08.29 01:00	close	76	0.10	0.7559	0.7721	0.7371	-9.18	2354.75
153	2005.08.29 01:00	buy	77	0.10	0.7559	0.7389	0.7739
154	2005.09.09 14:26	t/p	77	0.10	0.7739	0.7389	0.7739	184.16	2538.91
155	2005.09.12 22:00	buy	78	0.10	0.7696	0.7526	0.7876
156	2005.10.10 18:00	close	78	0.10	0.7586	0.7526	0.7876	-101.04	2437.87
157	2005.10.10 18:00	sell	79	0.10	0.7586	0.7756	0.7406
158	2005.10.11 08:00	close	79	0.10	0.7577	0.7756	0.7406	8.41	2446.28
159	2005.10.11 08:00	buy	80	0.10	0.7577	0.7407	0.7757
160	2005.11.02 10:50	s/l	80	0.10	0.7407	0.7407	0.7757	-162.96	2283.32
161	2005.11.10 17:00	buy	81	0.10	0.7313	0.7143	0.7493
162	2005.11.14 06:00	close	81	0.10	0.7337	0.7143	0.7493	24.64	2307.96
163	2005.11.14 06:00	sell	82	0.10	0.7337	0.7507	0.7157
164	2005.11.14 15:00	close	82	0.10	0.7282	0.7507	0.7157	55.00	2362.96
165	2005.11.14 15:00	buy	83	0.10	0.7282	0.7112	0.7462
166	2005.11.17 05:00	close	83	0.10	0.7312	0.7112	0.7462	31.60	2394.56
167	2005.11.17 05:00	sell	84	0.10	0.7312	0.7482	0.7132
168	2005.11.18 18:00	close	84	0.10	0.7308	0.7482	0.7132	3.41	2397.97
169	2005.11.18 18:00	buy	85	0.10	0.7308	0.7138	0.7488
170	2005.11.21 00:00	close	85	0.10	0.7331	0.7138	0.7488	23.32	2421.29
171	2005.11.21 00:00	sell	86	0.10	0.7331	0.7501	0.7151
172	2005.11.22 16:00	close	86	0.10	0.7328	0.7501	0.7151	2.41	2423.70
173	2005.11.22 16:00	buy	87	0.10	0.7328	0.7158	0.7508
174	2005.11.28 22:00	close	87	0.10	0.7426	0.7158	0.7508	99.92	2523.62
175	2005.11.28 22:00	sell	88	0.10	0.7426	0.7596	0.7246
176	2005.11.30 10:00	close	88	0.10	0.7385	0.7596	0.7246	39.82	2563.44
177	2005.11.30 10:00	buy	89	0.10	0.7385	0.7215	0.7565
178	2005.12.12 18:20	t/p	89	0.10	0.7565	0.7215	0.7565	183.84	2747.28
179	2005.12.15 10:00	buy	90	0.10	0.7503	0.7333	0.7683
180	2005.12.20 17:48	s/l	90	0.10	0.7333	0.7333	0.7683	-169.04	2578.24
181	2005.12.26 21:00	sell	91	0.10	0.7304	0.7474	0.7124
182	2005.12.27 05:00	close	91	0.10	0.7289	0.7474	0.7124	14.41	2592.65
183	2005.12.27 05:00	buy	92	0.10	0.7289	0.7119	0.7469
184	2006.01.04 18:13	t/p	92	0.10	0.7469	0.7119	0.7469	182.56	2775.21
185	2006.01.10 18:00	buy	93	0.10	0.7489	0.7319	0.7669
186	2006.02.20 07:00	close	93	0.10	0.7411	0.7319	0.7669	-64.88	2710.33
187	2006.02.20 07:00	sell	94	0.10	0.7411	0.7581	0.7231
188	2006.02.21 11:00	close	94	0.10	0.7390	0.7581	0.7231	20.41	2730.74
189	2006.02.21 11:00	buy	95	0.10	0.7390	0.7220	0.7570
190	2006.02.23 16:00	close	95	0.10	0.7391	0.7220	0.7570	2.28	2733.02
191	2006.02.23 16:00	sell	96	0.10	0.7391	0.7561	0.7211
192	2006.02.27 11:00	close	96	0.10	0.7383	0.7561	0.7211	6.82	2739.84
193	2006.02.27 11:00	buy	97	0.10	0.7383	0.7213	0.7563
194	2006.03.06 04:00	close	97	0.10	0.7461	0.7213	0.7563	80.24	2820.08
195	2006.03.06 04:00	sell	98	0.10	0.7461	0.7631	0.7281
196	2006.03.06 06:00	close	98	0.10	0.7447	0.7631	0.7281	14.00	2834.08
197	2006.03.06 06:00	buy	99	0.10	0.7447	0.7277	0.7627
198	2006.03.09 16:00	close	99	0.10	0.7359	0.7277	0.7627	-86.40	2747.68
199	2006.03.09 16:00	sell	100	0.10	0.7359	0.7529	0.7179
200	2006.03.10 00:00	close	100	0.10	0.7338	0.7529	0.7179	20.41	2768.09
201	2006.03.10 00:00	buy	101	0.10	0.7338	0.7168	0.7518
202	2006.03.21 09:18	s/l	101	0.10	0.7168	0.7168	0.7518	-167.12	2600.97
203	2006.03.29 03:00	buy	102	0.10	0.7049	0.6879	0.7229
204	2006.03.30 05:00	close	102	0.10	0.7107	0.6879	0.7229	58.96	2659.93
205	2006.03.30 05:00	sell	103	0.10	0.7107	0.7277	0.6927
206	2006.04.04 09:00	close	103	0.10	0.7134	0.7277	0.6927	-28.77	2631.16
207	2006.04.04 09:00	buy	104	0.10	0.7134	0.6964	0.7314
208	2006.04.06 09:16	t/p	104	0.10	0.7314	0.6964	0.7314	181.28	2812.44
209	2006.04.10 05:00	buy	105	0.10	0.7275	0.7105	0.7455
210	2006.04.17 05:00	close	105	0.10	0.7323	0.7105	0.7455	50.24	2862.68
211	2006.04.17 05:00	sell	106	0.10	0.7323	0.7493	0.7143
212	2006.04.20 20:00	close	106	0.10	0.7378	0.7493	0.7143	-57.95	2804.73
213	2006.04.20 20:00	buy	107	0.10	0.7378	0.7208	0.7558
214	2006.04.27 16:21	t/p	107	0.10	0.7558	0.7208	0.7558	182.24	2986.97
215	2006.05.09 00:00	buy	108	0.10	0.7678	0.7508	0.7858
216	2006.05.11 19:00	close	108	0.10	0.7778	0.7508	0.7858	101.28	3088.25
217	2006.05.11 19:00	sell	109	0.10	0.7778	0.7948	0.7598
218	2006.05.15 03:00	close	109	0.10	0.7710	0.7948	0.7598	66.82	3155.07
219	2006.05.15 03:00	buy	110	0.10	0.7710	0.7540	0.7890
220	2006.05.19 14:58	s/l	110	0.10	0.7540	0.7540	0.7890	-168.08	2986.99
221	2006.05.24 01:00	buy	111	0.10	0.7512	0.7342	0.7692
222	2006.05.25 14:00	close	111	0.10	0.7569	0.7342	0.7692	57.96	3044.95
223	2006.05.25 14:00	sell	112	0.10	0.7569	0.7739	0.7389
224	2006.05.31 18:00	close	112	0.10	0.7520	0.7739	0.7389	46.64	3091.59
225	2006.05.31 18:00	buy	113	0.10	0.7520	0.7350	0.7700
226	2006.06.05 03:00	close	113	0.10	0.7524	0.7350	0.7700	5.60	3097.19
227	2006.06.05 03:00	sell	114	0.10	0.7524	0.7694	0.7344
228	2006.06.06 02:00	close	114	0.10	0.7477	0.7694	0.7344	46.41	3143.60
229	2006.06.06 02:00	buy	115	0.10	0.7477	0.7307	0.7657
230	2006.06.08 12:00	close	115	0.10	0.7449	0.7307	0.7657	-26.72	3116.88
231	2006.06.08 12:00	sell	116	0.10	0.7449	0.7619	0.7269
232	2006.06.09 03:00	close	116	0.10	0.7430	0.7619	0.7269	18.41	3135.29
233	2006.06.09 03:00	buy	117	0.10	0.7430	0.7260	0.7610
234	2006.06.15 23:00	close	117	0.10	0.7424	0.7260	0.7610	-4.08	3131.21
235	2006.06.15 23:00	sell	118	0.10	0.7424	0.7594	0.7244
236	2006.06.19 02:00	close	118	0.10	0.7381	0.7594	0.7244	41.82	3173.03
237	2006.06.19 02:00	buy	119	0.10	0.7381	0.7211	0.7561
238	2006.06.22 02:00	close	119	0.10	0.7413	0.7211	0.7561	33.60	3206.63
239	2006.06.22 02:00	sell	120	0.10	0.7413	0.7583	0.7233
240	2006.06.22 18:00	close	120	0.10	0.7349	0.7583	0.7233	64.00	3270.63
241	2006.06.22 18:00	buy	121	0.10	0.7349	0.7179	0.7529
242	2006.06.29 22:00	close	121	0.10	0.7381	0.7179	0.7529	34.24	3304.87
243	2006.06.29 22:00	sell	122	0.10	0.7381	0.7551	0.7201
244	2006.07.05 19:00	close	122	0.10	0.7406	0.7551	0.7201	-27.36	3277.51
245	2006.07.05 19:00	buy	123	0.10	0.7406	0.7236	0.7586
246	2006.07.06 21:00	close	123	0.10	0.7462	0.7236	0.7586	56.96	3334.47
247	2006.07.06 21:00	sell	124	0.10	0.7462	0.7632	0.7282
248	2006.07.11 02:00	close	124	0.10	0.7469	0.7632	0.7282	-8.77	3325.70
249	2006.07.11 02:00	buy	125	0.10	0.7469	0.7299	0.7649
250	2006.07.20 03:00	close	125	0.10	0.7497	0.7299	0.7649	31.52	3357.22
251	2006.07.20 03:00	sell	126	0.10	0.7497	0.7667	0.7317
252	2006.07.28 16:57	s/l	126	0.10	0.7667	0.7667	0.7317	-174.72	3182.50
253	2006.08.01 10:00	buy	127	0.10	0.7618	0.7448	0.7798
254	2006.08.21 18:00	close	127	0.10	0.7637	0.7448	0.7798	25.40	3207.90
255	2006.08.21 18:00	sell	128	0.10	0.7637	0.7807	0.7457
256	2006.08.24 06:00	close	128	0.10	0.7607	0.7807	0.7457	27.05	3234.95
257	2006.08.24 06:00	buy	129	0.10	0.7607	0.7437	0.7787
258	2006.09.14 00:00	close	129	0.10	0.7537	0.7437	0.7787	-63.28	3171.67
259	2006.09.14 00:00	sell	130	0.10	0.7537	0.7707	0.7357
260	2006.09.15 18:00	close	130	0.10	0.7518	0.7707	0.7357	18.41	3190.08
261	2006.09.15 18:00	buy	131	0.10	0.7518	0.7348	0.7698
262	2006.09.18 22:00	close	131	0.10	0.7552	0.7348	0.7698	34.32	3224.40
263	2006.09.18 22:00	sell	132	0.10	0.7552	0.7722	0.7372
264	2006.09.20 01:00	close	132	0.10	0.7518	0.7722	0.7372	32.82	3257.22
265	2006.09.20 01:00	buy	133	0.10	0.7518	0.7348	0.7698
266	2006.09.21 04:00	close	133	0.10	0.7560	0.7348	0.7698	42.96	3300.18
267	2006.09.21 04:00	sell	134	0.10	0.7560	0.7730	0.7380
268	2006.09.22 17:00	close	134	0.10	0.7518	0.7730	0.7380	41.41	3341.59
269	2006.09.22 17:00	buy	135	0.10	0.7518	0.7348	0.7698
270	2006.10.05 07:00	close	135	0.10	0.7461	0.7348	0.7698	-52.84	3288.75
271	2006.10.05 07:00	sell	136	0.10	0.7461	0.7631	0.7281
272	2006.10.06 16:00	close	136	0.10	0.7427	0.7631	0.7281	33.41	3322.16
273	2006.10.06 16:00	buy	137	0.10	0.7427	0.7257	0.7607
274	2006.10.12 06:00	close	137	0.10	0.7463	0.7257	0.7607	37.92	3360.08
275	2006.10.12 06:00	sell	138	0.10	0.7463	0.7633	0.7283
276	2006.10.23 23:00	close	138	0.10	0.7570	0.7633	0.7283	-112.31	3247.77
277	2006.10.23 23:00	buy	139	0.10	0.7570	0.7400	0.7750
278	2006.10.31 17:44	t/p	139	0.10	0.7750	0.7400	0.7750	182.56	3430.33
279	2006.11.02 17:00	buy	140	0.10	0.7738	0.7568	0.7918
280	2006.11.02 22:11	close	140	0.10	0.7741	0.7568	0.7918	3.00	3433.33
281	2006.11.02 22:11	sell	141	0.10	0.7741	0.7911	0.7561
282	2006.11.03 16:00	close	141	0.10	0.7697	0.7911	0.7561	43.41	3476.74
283	2006.11.03 16:00	buy	142	0.10	0.7697	0.7527	0.7877
284	2006.11.16 09:00	close	142	0.10	0.7657	0.7527	0.7877	-35.84	3440.90
285	2006.11.16 09:00	sell	143	0.10	0.7657	0.7827	0.7477
286	2006.11.17 16:00	close	143	0.10	0.7662	0.7827	0.7477	-5.59	3435.31
287	2006.11.17 16:00	buy	144	0.10	0.7662	0.7492	0.7842
288	2006.11.28 23:11	t/p	144	0.10	0.7842	0.7492	0.7842	182.88	3618.19
289	2006.12.04 12:01	buy	145	0.10	0.7876	0.7706	0.8056
290	2006.12.07 10:01	close	145	0.10	0.7895	0.7706	0.8056	20.60	3638.79
291	2006.12.07 10:01	sell	146	0.10	0.7895	0.8065	0.7715
292	2006.12.08 21:00	close	146	0.10	0.7854	0.8065	0.7715	40.41	3679.20
293	2006.12.08 21:00	buy	147	0.10	0.7854	0.7684	0.8034
294	2007.01.11 12:01	close	147	0.10	0.7821	0.7684	0.8034	-22.12	3657.08
295	2007.01.11 12:01	sell	148	0.10	0.7821	0.7991	0.7641
296	2007.01.12 10:00	close	148	0.10	0.7808	0.7991	0.7641	12.41	3669.49
297	2007.01.12 10:00	buy	149	0.10	0.7808	0.7638	0.7988
298	2007.02.05 06:20	close	149	0.10	0.7730	0.7638	0.7988	-70.96	3598.53
299	2007.02.05 06:20	sell	150	0.10	0.7730	0.7900	0.7550
300	2007.02.09 16:00	close	150	0.10	0.7762	0.7900	0.7550	-35.54	3562.99
301	2007.02.09 16:00	buy	151	0.10	0.7762	0.7592	0.7942
302	2007.02.26 22:17	t/p	151	0.10	0.7942	0.7592	0.7942	184.80	3747.79
303	2007.02.27 23:02	buy	152	0.10	0.7878	0.7708	0.8058
304	2007.03.05 20:22	s/l	152	0.10	0.7708	0.7708	0.8058	-168.08	3579.71
305	2007.03.14 07:00	buy	153	0.10	0.7826	0.7656	0.8006
306	2007.03.19 22:06	t/p	153	0.10	0.8006	0.7656	0.8006	181.60	3761.31
307	2007.03.26 03:00	buy	154	0.10	0.8047	0.7877	0.8227
308	2007.03.26 17:00	close	154	0.10	0.8100	0.7877	0.8227	53.00	3814.31
309	2007.03.26 17:00	sell	155	0.10	0.8100	0.8270	0.7920
310	2007.03.28 08:00	close	155	0.10	0.8051	0.8270	0.7920	47.82	3862.13
311	2007.03.28 08:00	buy	156	0.10	0.8051	0.7881	0.8231
312	2007.03.29 12:00	close	156	0.10	0.8093	0.7881	0.8231	42.96	3905.09
313	2007.03.29 12:00	sell	157	0.10	0.8093	0.8263	0.7913
314	2007.03.30 12:00	close	157	0.10	0.8078	0.8263	0.7913	14.41	3919.50
315	2007.03.30 12:00	buy	158	0.10	0.8078	0.7908	0.8258
316	2007.04.10 18:39	t/p	158	0.10	0.8258	0.7908	0.8258	182.88	4102.38
317	2007.04.19 09:00	buy	159	0.10	0.8294	0.8124	0.8474
318	2007.04.30 06:00	close	159	0.10	0.8279	0.8124	0.8474	-12.12	4090.26
319	2007.04.30 06:00	sell	160	0.10	0.8279	0.8449	0.8099
320	2007.04.30 11:00	close	160	0.10	0.8272	0.8449	0.8099	7.00	4097.26
321	2007.04.30 11:00	buy	161	0.10	0.8272	0.8102	0.8452
322	2007.04.30 20:00	close	161	0.10	0.8316	0.8102	0.8452	44.00	4141.26
323	2007.04.30 20:00	sell	162	0.10	0.8316	0.8486	0.8136
324	2007.05.01 23:00	close	162	0.10	0.8277	0.8486	0.8136	38.41	4179.67
325	2007.05.01 23:00	buy	163	0.10	0.8277	0.8107	0.8457
326	2007.05.07 10:00	close	163	0.10	0.8245	0.8107	0.8457	-30.08	4149.59
327	2007.05.07 10:00	sell	164	0.10	0.8245	0.8415	0.8065
328	2007.05.11 04:00	close	164	0.10	0.8282	0.8415	0.8065	-40.54	4109.05
329	2007.05.11 04:00	buy	165	0.10	0.8282	0.8112	0.8462
330	2007.06.07 03:37	t/p	165	0.10	0.8462	0.8112	0.8462	188.64	4297.69
331	2007.06.08 11:00	buy	166	0.10	0.8418	0.8248	0.8598
332	2007.06.11 00:00	close	166	0.10	0.8444	0.8248	0.8598	26.32	4324.01
333	2007.06.11 00:00	sell	167	0.10	0.8444	0.8614	0.8264
334	2007.06.11 02:00	close	167	0.10	0.8432	0.8614	0.8264	12.00	4336.01
335	2007.06.11 02:00	buy	168	0.10	0.8432	0.8262	0.8612
336	2007.06.11 03:00	close	168	0.10	0.8435	0.8262	0.8612	3.00	4339.01
337	2007.06.11 03:00	sell	169	0.10	0.8435	0.8605	0.8255
338	2007.06.11 05:00	close	169	0.10	0.8401	0.8605	0.8255	34.00	4373.01
339	2007.06.11 05:00	buy	170	0.10	0.8401	0.8231	0.8581
340	2007.06.11 11:00	close	170	0.10	0.8433	0.8231	0.8581	32.00	4405.01
341	2007.06.11 11:00	sell	171	0.10	0.8433	0.8603	0.8253
342	2007.06.11 17:00	close	171	0.10	0.8417	0.8603	0.8253	16.00	4421.01
343	2007.06.11 17:00	buy	172	0.10	0.8417	0.8247	0.8597
344	2007.06.11 22:00	close	172	0.10	0.8439	0.8247	0.8597	22.00	4443.01
345	2007.06.11 22:00	sell	173	0.10	0.8439	0.8609	0.8259
346	2007.06.12 23:00	close	173	0.10	0.8401	0.8609	0.8259	37.41	4480.42
347	2007.06.12 23:00	buy	174	0.10	0.8401	0.8231	0.8581
348	2007.06.21 14:00	close	174	0.10	0.8462	0.8231	0.8581	64.52	4544.94
349	2007.06.21 14:00	sell	175	0.10	0.8462	0.8632	0.8282
350	2007.06.26 03:00	close	175	0.10	0.8464	0.8632	0.8282	-3.77	4541.17
351	2007.06.26 03:00	buy	176	0.10	0.8464	0.8294	0.8644
352	2007.06.28 17:00	close	176	0.10	0.8467	0.8294	0.8644	4.28	4545.45
353	2007.06.28 17:00	sell	177	0.10	0.8467	0.8637	0.8287
354	2007.07.06 03:00	close	177	0.10	0.8569	0.8637	0.8287	-106.72	4438.73
355	2007.07.06 03:00	buy	178	0.10	0.8569	0.8399	0.8749
356	2007.07.16 12:36	t/p	178	0.10	0.8749	0.8399	0.8749	182.56	4621.29
357	2007.07.26 16:00	buy	179	0.10	0.8784	0.8614	0.8964
358	2007.07.27 08:28	s/l	179	0.10	0.8614	0.8614	0.8964	-169.68	4451.61
359	2007.08.01 00:00	buy	180	0.10	0.8499	0.8329	0.8679
360	2007.08.02 13:00	close	180	0.10	0.8549	0.8329	0.8679	50.96	4502.57
361	2007.08.02 13:00	sell	181	0.10	0.8549	0.8719	0.8369
362	2007.08.06 05:00	close	181	0.10	0.8543	0.8719	0.8369	4.82	4507.39
363	2007.08.06 05:00	buy	182	0.10	0.8543	0.8373	0.8723
364	2007.08.06 21:00	close	182	0.10	0.8574	0.8373	0.8723	31.00	4538.39
365	2007.08.06 21:00	sell	183	0.10	0.8574	0.8744	0.8394
366	2007.08.07 18:00	close	183	0.10	0.8547	0.8744	0.8394	26.41	4564.80
367	2007.08.07 18:00	buy	184	0.10	0.8547	0.8377	0.8727
368	2007.08.14 03:40	s/l	184	0.10	0.8377	0.8377	0.8727	-167.76	4397.04
369	2007.08.20 11:00	sell	185	0.10	0.8026	0.8196	0.7846
370	2007.08.22 05:00	close	185	0.10	0.7990	0.8196	0.7846	34.82	4431.86
371	2007.08.22 05:00	buy	186	0.10	0.7990	0.7820	0.8170
372	2007.08.23 11:27	t/p	186	0.10	0.8170	0.7820	0.8170	180.96	4612.82
373	2007.08.28 12:00	buy	187	0.10	0.8248	0.8078	0.8428
374	2007.08.29 02:37	s/l	187	0.10	0.8078	0.8078	0.8428	-169.68	4443.14
375	2007.08.30 06:00	sell	188	0.10	0.8171	0.8341	0.7991
376	2007.08.30 08:00	close	188	0.10	0.8155	0.8341	0.7991	16.00	4459.14
377	2007.08.30 08:00	buy	189	0.10	0.8155	0.7985	0.8335
378	2007.09.06 11:00	close	189	0.10	0.8267	0.7985	0.8335	114.24	4573.38
379	2007.09.06 11:00	sell	190	0.10	0.8267	0.8437	0.8087
380	2007.09.10 04:00	close	190	0.10	0.8200	0.8437	0.8087	65.82	4639.20
381	2007.09.10 04:00	buy	191	0.10	0.8200	0.8030	0.8380
382	2007.09.12 16:18	t/p	191	0.10	0.8380	0.8030	0.8380	180.64	4819.84
383	2007.09.17 20:00	buy	192	0.10	0.8344	0.8174	0.8524
384	2007.09.18 21:39	t/p	192	0.10	0.8524	0.8174	0.8524	180.32	5000.16
385	2007.09.25 13:00	buy	193	0.10	0.8619	0.8449	0.8799
386	2007.09.27 08:29	t/p	193	0.10	0.8799	0.8449	0.8799	181.28	5181.44
387	2007.10.02 17:00	buy	194	0.10	0.8835	0.8665	0.9015
388	2007.10.08 01:38	t/p	194	0.10	0.9015	0.8665	0.9015	181.92	5363.36
389	2007.10.09 06:00	buy	195	0.10	0.8931	0.8761	0.9111
390	2007.10.18 08:00	close	195	0.10	0.8934	0.8761	0.9111	6.52	5369.88
391	2007.10.18 08:00	sell	196	0.10	0.8934	0.9104	0.8754
392	2007.10.22 02:00	close	196	0.10	0.8863	0.9104	0.8754	69.82	5439.70
393	2007.10.22 02:00	buy	197	0.10	0.8863	0.8693	0.9043
394	2007.10.24 03:40	t/p	197	0.10	0.9043	0.8693	0.9043	180.64	5620.34
395	2007.11.01 21:00	buy	198	0.10	0.9140	0.8970	0.9320
396	2007.11.05 08:00	close	198	0.10	0.9215	0.8970	0.9320	75.64	5695.98
397	2007.11.05 08:00	sell	199	0.10	0.9215	0.9385	0.9035
398	2007.11.05 11:00	close	199	0.10	0.9195	0.9385	0.9035	20.00	5715.98
399	2007.11.05 11:00	buy	200	0.10	0.9195	0.9025	0.9375
400	2007.11.07 03:30	t/p	200	0.10	0.9375	0.9025	0.9375	180.64	5896.62
401	2007.11.08 08:00	buy	201	0.10	0.9225	0.9055	0.9405
402	2007.11.12 00:00	s/l	201	0.10	0.9055	0.9055	0.9405	-169.36	5727.26
403	2007.11.15 11:00	buy	202	0.10	0.8945	0.8775	0.9125
404	2007.11.16 22:58	close at stop	202	0.10	0.8926	0.8775	0.9125	-18.68	5708.58