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

Neural-Generation-II-eurusd

AlpariUS-Demo (Build 225)

Symbol		EURUSD (Euro vs US Dollar)
Period		5 Minutes (M5) 2009.01.02 06:00 - 2009.11.30 23:55 (2009.01.01 - 2009.12.01)
Model		Every tick (the most precise method based on all available least timeframes)
Parameters		Lots=1; LotsPercent=10; ModifySLTP=true; TradingMin=0;
Bars in test	68507	Ticks modelled	11849321	Modelling quality	n/a
Mismatched charts errors	335
Initial deposit	10000.00
Total net profit	7542.47	Gross profit	10290.94	Gross loss	-2748.47
Profit factor	3.74	Expected payoff	59.39
Absolute drawdown	329.00	Maximal drawdown	1177.08 (7.56%)	Relative drawdown	8.25% (870.00)
Total trades	127	Short positions (won %)	60 (75.00%)	Long positions (won %)	67 (77.61%)
		Profit trades (% of total)	97 (76.38%)	Loss trades (% of total)	30 (23.62%)
Largest		profit trade	303.00	loss trade	-687.00
Average		profit trade	106.09	loss trade	-91.62
Maximum		consecutive wins (profit in money)	11 (1203.30)	consecutive losses (loss in money)	3 (-4.98)
Maximal		consecutive profit (count of wins)	2260.30 (10)	consecutive loss (count of losses)	-692.40 (2)
Average		consecutive wins	4	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.01.06 22:32	sell	1	1.00	1.35350	0.00000	0.00000
2	2009.01.06 22:32	modify	1	1.00	1.35350	1.36037	1.34350
3	2009.01.06 23:26	close	1	1.00	1.35047	1.36037	1.34350	303.00	10303.00
4	2009.01.06 23:40	buy	2	1.00	1.34952	0.00000	0.00000
5	2009.01.06 23:40	modify	2	1.00	1.34952	1.34265	1.35952
6	2009.01.07 04:14	close	2	1.00	1.35110	1.34265	1.35952	158.00	10461.00
7	2009.01.07 22:50	sell	3	1.00	1.36524	0.00000	0.00000
8	2009.01.07 22:50	modify	3	1.00	1.36524	1.37211	1.35524
9	2009.01.08 00:25	close	3	1.00	1.36297	1.37211	1.35524	226.10	10687.10
10	2009.01.08 23:07	buy	4	1.00	1.36877	0.00000	0.00000
11	2009.01.08 23:07	modify	4	1.00	1.36877	1.36190	1.37877
12	2009.01.08 23:22	close	4	1.00	1.37179	1.36190	1.37877	302.00	10989.10
13	2009.01.14 22:52	sell	5	1.00	1.31890	0.00000	0.00000
14	2009.01.14 22:52	modify	5	1.00	1.31890	1.32577	1.30890
15	2009.01.15 02:02	close	5	1.00	1.31593	1.32577	1.30890	296.10	11285.20
16	2009.01.15 22:50	buy	6	1.00	1.31247	0.00000	0.00000
17	2009.01.15 22:50	modify	6	1.00	1.31247	1.30560	1.32247
18	2009.01.16 00:00	close	6	1.00	1.31360	1.30560	1.32247	113.00	11398.20
19	2009.01.20 23:29	buy	7	0.30	1.28647	0.00000	0.00000
20	2009.01.20 23:29	modify	7	0.30	1.28647	1.27960	1.28947
21	2009.01.21 01:43	close	7	0.30	1.28900	1.27960	1.28947	75.90	11474.10
22	2009.01.21 22:10	sell	8	1.00	1.30360	0.00000	0.00000
23	2009.01.21 22:10	modify	8	1.00	1.30360	1.31047	1.29360
24	2009.01.22 00:21	close	8	1.00	1.30167	1.31047	1.29360	192.10	11666.20
25	2009.01.27 22:26	buy	9	1.00	1.31604	0.00000	0.00000
26	2009.01.27 22:26	modify	9	1.00	1.31604	1.30917	1.32604
27	2009.01.27 23:31	close	9	1.00	1.31905	1.30917	1.32604	301.00	11967.20
28	2009.01.28 23:07	sell	10	1.00	1.31660	0.00000	0.00000
29	2009.01.28 23:07	modify	10	1.00	1.31660	1.32347	1.30660
30	2009.01.29 00:36	close	10	1.00	1.31366	1.32347	1.30660	293.10	12260.30
31	2009.01.29 23:03	buy	11	0.30	1.29493	0.00000	0.00000
32	2009.01.29 23:03	modify	11	0.30	1.29493	1.28806	1.29793
33	2009.01.30 00:00	close	11	0.30	1.29370	1.28806	1.29793	-36.90	12223.40
34	2009.02.03 23:42	buy	12	1.00	1.30167	0.00000	0.00000
35	2009.02.03 23:42	modify	12	1.00	1.30167	1.29480	1.31167
36	2009.02.04 03:58	close	12	1.00	1.30168	1.29480	1.31167	1.00	12224.40
37	2009.02.04 23:54	buy	13	1.00	1.28293	0.00000	0.00000
38	2009.02.04 23:54	modify	13	1.00	1.28293	1.27606	1.29293
39	2009.02.05 05:18	close	13	1.00	1.28440	1.27606	1.29293	147.00	12371.40
40	2009.02.05 22:16	buy	14	1.00	1.27837	0.00000	0.00000
41	2009.02.05 22:16	modify	14	1.00	1.27837	1.27150	1.28837
42	2009.02.06 00:00	close	14	1.00	1.27870	1.27150	1.28837	33.00	12404.40
43	2009.02.10 22:35	sell	15	1.00	1.29000	0.00000	0.00000
44	2009.02.10 22:35	modify	15	1.00	1.29000	1.29687	1.28000
45	2009.02.11 01:43	close	15	1.00	1.28887	1.29687	1.28000	112.70	12517.10
46	2009.02.11 23:33	buy	16	1.00	1.28777	0.00000	0.00000
47	2009.02.11 23:33	modify	16	1.00	1.28777	1.28090	1.29777
48	2009.02.12 01:40	close	16	1.00	1.28993	1.28090	1.29777	216.00	12733.10
49	2009.02.12 22:17	sell	17	0.30	1.28631	0.00000	0.00000
50	2009.02.12 22:17	modify	17	0.30	1.28631	1.29318	1.28331
51	2009.02.13 00:00	close	17	0.30	1.28957	1.29318	1.28331	-97.89	12635.21
52	2009.02.17 22:40	buy	18	1.00	1.25887	0.00000	0.00000
53	2009.02.17 22:40	modify	18	1.00	1.25887	1.25200	1.26887
54	2009.02.18 01:01	close	18	1.00	1.25950	1.25200	1.26887	63.00	12698.21
55	2009.02.18 22:30	buy	19	1.00	1.25337	0.00000	0.00000
56	2009.02.18 22:30	modify	19	1.00	1.25337	1.24650	1.26337
57	2009.02.18 23:52	close	19	1.00	1.25560	1.24650	1.26337	223.00	12921.21
58	2009.02.19 23:44	sell	20	1.00	1.26790	0.00000	0.00000
59	2009.02.19 23:44	modify	20	1.00	1.26790	1.27477	1.25790
60	2009.02.20 00:00	close	20	1.00	1.26887	1.27477	1.25790	-97.30	12823.91
61	2009.02.24 23:25	sell	21	1.00	1.28611	0.00000	0.00000
62	2009.02.24 23:25	modify	21	1.00	1.28611	1.29298	1.27611
63	2009.02.25 01:59	close	21	1.00	1.28477	1.29298	1.27611	133.70	12957.61
64	2009.02.25 22:07	buy	22	1.00	1.27037	0.00000	0.00000
65	2009.02.25 22:07	modify	22	1.00	1.27037	1.26350	1.28037
66	2009.02.25 23:11	close	22	1.00	1.27340	1.26350	1.28037	303.00	13260.61
67	2009.02.26 22:25	buy	23	1.00	1.27307	0.00000	0.00000
68	2009.02.26 22:25	modify	23	1.00	1.27307	1.26620	1.28307
69	2009.02.27 00:00	close	23	1.00	1.27340	1.26620	1.28307	33.00	13293.61
70	2009.03.03 22:35	buy	24	0.30	1.25606	0.00000	0.00000
71	2009.03.03 22:35	modify	24	0.30	1.25606	1.24919	1.25906
72	2009.03.04 01:40	s/l	24	0.30	1.24919	1.24919	1.25906	-206.10	13087.51
73	2009.03.04 22:36	sell	25	1.00	1.26580	0.00000	0.00000
74	2009.03.04 22:36	modify	25	1.00	1.26580	1.27267	1.25580
75	2009.03.05 00:50	close	25	1.00	1.26437	1.27267	1.25580	142.10	13229.61
76	2009.03.10 23:26	sell	26	1.00	1.26900	0.00000	0.00000
77	2009.03.10 23:26	modify	26	1.00	1.26900	1.27587	1.25900
78	2009.03.11 02:26	close	26	1.00	1.26877	1.27587	1.25900	22.70	13252.31
79	2009.03.11 23:49	buy	27	1.00	1.28287	0.00000	0.00000
80	2009.03.11 23:49	modify	27	1.00	1.28287	1.27600	1.29287
81	2009.03.12 01:52	close	27	1.00	1.28410	1.27600	1.29287	123.00	13375.31
82	2009.03.12 23:29	buy	28	1.00	1.28917	0.00000	0.00000
83	2009.03.12 23:29	modify	28	1.00	1.28917	1.28230	1.29917
84	2009.03.13 00:00	close	28	1.00	1.28880	1.28230	1.29917	-37.00	13338.31
85	2009.03.17 23:15	sell	29	1.00	1.30210	0.00000	0.00000
86	2009.03.17 23:15	modify	29	1.00	1.30210	1.30897	1.29210
87	2009.03.18 01:47	close	29	1.00	1.30197	1.30897	1.29210	12.70	13351.01
88	2009.03.18 22:14	sell	30	0.30	1.34980	0.00000	0.00000
89	2009.03.18 22:14	modify	30	0.30	1.34980	1.35667	1.34680
90	2009.03.19 01:10	close	30	0.30	1.34797	1.35667	1.34680	54.63	13405.64
91	2009.03.19 23:30	sell	31	1.00	1.36740	0.00000	0.00000
92	2009.03.19 23:30	modify	31	1.00	1.36740	1.37427	1.35740
93	2009.03.19 23:57	close	31	1.00	1.36565	1.37427	1.35740	175.00	13580.64
94	2009.03.24 23:25	sell	32	1.00	1.34729	0.00000	0.00000
95	2009.03.24 23:25	modify	32	1.00	1.34729	1.35416	1.33729
96	2009.03.25 01:53	close	32	1.00	1.34666	1.35416	1.33729	62.70	13643.34
97	2009.03.25 22:58	buy	33	1.00	1.35755	0.00000	0.00000
98	2009.03.25 22:58	modify	33	1.00	1.35755	1.35068	1.36755
99	2009.03.26 00:17	close	33	1.00	1.35899	1.35068	1.36755	144.00	13787.34
100	2009.03.26 23:34	sell	34	0.30	1.35333	0.00000	0.00000
101	2009.03.26 23:34	modify	34	0.30	1.35333	1.36020	1.35033
102	2009.03.27 00:00	close	34	0.30	1.35345	1.36020	1.35033	-3.69	13783.65
103	2009.03.31 22:36	buy	35	1.00	1.32572	0.00000	0.00000
104	2009.03.31 22:36	modify	35	1.00	1.32572	1.31885	1.33572
105	2009.04.01 01:53	close	35	1.00	1.32624	1.31885	1.33572	52.00	13835.65
106	2009.04.01 22:58	sell	36	1.00	1.32461	0.00000	0.00000
107	2009.04.01 22:58	modify	36	1.00	1.32461	1.33148	1.31461
108	2009.04.01 23:50	close	36	1.00	1.32253	1.33148	1.31461	208.00	14043.65
109	2009.04.01 23:50	buy	37	1.00	1.32253	0.00000	0.00000
110	2009.04.01 23:50	modify	37	1.00	1.32253	1.31566	1.33253
111	2009.04.02 01:44	close	37	1.00	1.32488	1.31566	1.33253	235.00	14278.65
112	2009.04.02 22:36	sell	38	0.30	1.34641	0.00000	0.00000
113	2009.04.02 22:36	modify	38	0.30	1.34641	1.35328	1.34341
114	2009.04.03 00:00	close	38	0.30	1.34658	1.35328	1.34341	-5.19	14273.46
115	2009.04.07 23:41	buy	39	1.00	1.32637	0.00000	0.00000
116	2009.04.07 23:41	modify	39	1.00	1.32637	1.31950	1.33637
117	2009.04.08 00:19	close	39	1.00	1.32731	1.31950	1.33637	94.00	14367.46
118	2009.04.08 22:35	sell	40	1.00	1.32718	0.00000	0.00000
119	2009.04.08 22:35	modify	40	1.00	1.32718	1.33405	1.31718
120	2009.04.09 00:23	close	40	1.00	1.32538	1.33405	1.31718	179.10	14546.56
121	2009.04.09 22:56	sell	41	1.00	1.31678	0.00000	0.00000
122	2009.04.09 22:56	modify	41	1.00	1.31678	1.32365	1.30678
123	2009.04.09 23:58	close	41	1.00	1.31582	1.32365	1.30678	96.00	14642.56
124	2009.04.09 23:58	buy	42	1.00	1.31568	0.00000	0.00000
125	2009.04.09 23:58	modify	42	1.00	1.31568	1.30881	1.32568
126	2009.04.10 00:00	close	42	1.00	1.31576	1.30881	1.32568	8.00	14650.56
127	2009.04.14 22:05	buy	43	1.00	1.32696	0.00000	0.00000
128	2009.04.14 22:05	modify	43	1.00	1.32696	1.32009	1.33696
129	2009.04.15 00:59	close	43	1.00	1.32720	1.32009	1.33696	24.00	14674.56
130	2009.04.15 22:07	sell	44	1.00	1.32226	0.00000	0.00000
131	2009.04.15 22:07	modify	44	1.00	1.32226	1.32913	1.31226
132	2009.04.16 01:05	close	44	1.00	1.32097	1.32913	1.31226	128.10	14802.66
133	2009.04.16 23:03	sell	45	1.00	1.31916	0.00000	0.00000
134	2009.04.16 23:03	modify	45	1.00	1.31916	1.32603	1.30916
135	2009.04.17 00:00	close	45	1.00	1.31813	1.32603	1.30916	102.70	14905.36
136	2009.04.21 23:03	sell	46	1.00	1.29521	0.00000	0.00000
137	2009.04.21 23:03	modify	46	1.00	1.29521	1.30208	1.28521
138	2009.04.22 00:54	close	46	1.00	1.29348	1.30208	1.28521	172.70	15078.06
139	2009.04.22 22:09	buy	47	1.00	1.29939	0.00000	0.00000
140	2009.04.22 22:09	modify	47	1.00	1.29939	1.29252	1.30939
141	2009.04.23 00:48	close	47	1.00	1.30057	1.29252	1.30939	118.00	15196.06
142	2009.04.23 22:05	sell	48	1.00	1.31534	0.00000	0.00000
143	2009.04.23 22:05	modify	48	1.00	1.31534	1.32221	1.30534
144	2009.04.24 00:00	close	48	1.00	1.31352	1.32221	1.30534	181.70	15377.76
145	2009.04.28 23:58	buy	49	1.00	1.31362	0.00000	0.00000
146	2009.04.28 23:58	modify	49	1.00	1.31362	1.30675	1.32362
147	2009.04.29 02:23	close	49	1.00	1.31461	1.30675	1.32362	99.00	15476.76
148	2009.04.30 22:05	buy	50	1.00	1.32258	0.00000	0.00000
149	2009.04.30 22:05	modify	50	1.00	1.32258	1.31571	1.33258
150	2009.05.01 00:02	close	50	1.00	1.32235	1.31571	1.33258	-23.00	15453.76
151	2009.05.05 23:40	buy	51	0.30	1.33097	0.00000	0.00000
152	2009.05.05 23:40	modify	51	0.30	1.33097	1.32410	1.33397
153	2009.05.06 09:12	close	51	0.30	1.33097	1.32410	1.33397	0.00	15453.76
154	2009.05.06 23:32	buy	52	1.00	1.33124	0.00000	0.00000
155	2009.05.06 23:32	modify	52	1.00	1.33124	1.32437	1.34124
156	2009.05.07 03:59	close	52	1.00	1.33137	1.32437	1.34124	13.00	15466.76
157	2009.05.07 22:20	sell	53	1.00	1.33913	0.00000	0.00000
158	2009.05.07 22:20	modify	53	1.00	1.33913	1.34600	1.32913
159	2009.05.08 00:00	close	53	1.00	1.33874	1.34600	1.32913	38.70	15505.46
160	2009.05.12 22:54	sell	54	0.30	1.36482	0.00000	0.00000
161	2009.05.12 22:54	modify	54	0.30	1.36482	1.37169	1.36182
162	2009.05.13 02:23	s/l	54	0.30	1.37169	1.37169	1.36182	-206.19	15299.27
163	2009.05.14 23:21	buy	55	0.30	1.36362	0.00000	0.00000
164	2009.05.14 23:21	modify	55	0.30	1.36362	1.35675	1.36662
165	2009.05.15 00:00	close	55	0.30	1.36333	1.35675	1.36662	-8.70	15290.57
166	2009.05.19 23:00	buy	56	1.00	1.36303	0.00000	0.00000
167	2009.05.19 23:00	modify	56	1.00	1.36303	1.35616	1.37303
168	2009.05.20 01:20	close	56	1.00	1.36336	1.35616	1.37303	33.00	15323.57
169	2009.05.20 22:00	buy	57	1.00	1.37687	0.00000	0.00000
170	2009.05.20 22:00	modify	57	1.00	1.37687	1.37000	1.38687
171	2009.05.21 01:20	close	57	1.00	1.37803	1.37000	1.38687	116.00	15439.57
172	2009.05.26 22:26	buy	58	1.00	1.39788	0.00000	0.00000
173	2009.05.26 22:26	modify	58	1.00	1.39788	1.39101	1.40788
174	2009.05.26 23:38	close	58	1.00	1.39913	1.39101	1.40788	125.00	15564.57
175	2009.05.27 22:25	buy	59	1.00	1.38821	0.00000	0.00000
176	2009.05.27 22:25	modify	59	1.00	1.38821	1.38134	1.39821
177	2009.05.28 06:25	s/l	59	1.00	1.38134	1.38134	1.39821	-687.00	14877.57
178	2009.05.28 23:38	buy	60	0.30	1.39343	0.00000	0.00000
179	2009.05.28 23:38	modify	60	0.30	1.39343	1.38656	1.39643
180	2009.05.29 00:00	close	60	0.30	1.39325	1.38656	1.39643	-5.40	14872.17
181	2009.06.02 22:53	buy	61	1.00	1.43087	0.00000	0.00000
182	2009.06.02 22:53	modify	61	1.00	1.43087	1.42400	1.44087
183	2009.06.03 06:00	close	61	1.00	1.43087	1.42400	1.44087	0.00	14872.17
184	2009.06.03 22:00	sell	62	1.00	1.41518	0.00000	0.00000
185	2009.06.03 22:00	modify	62	1.00	1.41518	1.42205	1.40518
186	2009.06.04 00:15	close	62	1.00	1.41414	1.42205	1.40518	103.10	14975.27
187	2009.06.04 23:03	sell	63	1.00	1.41867	0.00000	0.00000
188	2009.06.04 23:03	modify	63	1.00	1.41867	1.42554	1.40867
189	2009.06.05 00:00	close	63	1.00	1.41775	1.42554	1.40867	91.70	15066.97
190	2009.06.11 22:03	buy	64	0.30	1.41015	0.00000	0.00000
191	2009.06.11 22:03	modify	64	0.30	1.41015	1.40328	1.41315
192	2009.06.12 00:00	close	64	0.30	1.40954	1.40328	1.41315	-18.30	15048.67
193	2009.06.16 23:34	buy	65	1.00	1.38347	0.00000	0.00000
194	2009.06.16 23:34	modify	65	1.00	1.38347	1.37660	1.39347
195	2009.06.17 02:34	close	65	1.00	1.38374	1.37660	1.39347	27.00	15075.67
196	2009.06.17 23:41	buy	66	1.00	1.39420	0.00000	0.00000
197	2009.06.17 23:41	modify	66	1.00	1.39420	1.38733	1.40420
198	2009.06.18 01:33	close	66	1.00	1.39535	1.38733	1.40420	115.00	15190.67
199	2009.06.18 23:13	sell	67	0.30	1.39057	0.00000	0.00000
200	2009.06.18 23:13	modify	67	0.30	1.39057	1.39744	1.38757
201	2009.06.19 00:00	close	67	0.30	1.39066	1.39744	1.38757	-2.79	15187.88
202	2009.06.23 22:01	buy	68	1.00	1.40754	0.00000	0.00000
203	2009.06.23 22:01	modify	68	1.00	1.40754	1.40067	1.41754
204	2009.06.24 02:06	close	68	1.00	1.40779	1.40067	1.41754	25.00	15212.88
205	2009.06.25 23:55	sell	69	1.00	1.39969	0.00000	0.00000
206	2009.06.25 23:55	modify	69	1.00	1.39969	1.40656	1.38969
207	2009.06.26 00:00	close	69	1.00	1.39961	1.40656	1.38969	7.70	15220.58
208	2009.07.01 22:56	buy	70	0.30	1.41425	0.00000	0.00000
209	2009.07.01 22:56	modify	70	0.30	1.41425	1.40738	1.41725
210	2009.07.02 12:25	s/l	70	0.30	1.40738	1.40738	1.41725	-206.10	15014.48
211	2009.07.02 22:00	buy	71	0.30	1.40003	0.00000	0.00000
212	2009.07.02 22:00	modify	71	0.30	1.40003	1.39316	1.40303
213	2009.07.02 23:26	s/l	71	0.30	1.39316	1.39316	1.40303	-206.10	14808.38
214	2009.07.02 23:26	buy	72	1.00	1.39329	0.00000	0.00000
215	2009.07.02 23:26	modify	72	1.00	1.39329	1.38642	1.40329
216	2009.07.03 00:00	close	72	1.00	1.39494	1.38642	1.40329	165.00	14973.38
217	2009.07.07 22:00	buy	73	1.00	1.39126	0.00000	0.00000
218	2009.07.07 22:00	modify	73	1.00	1.39126	1.38439	1.40126
219	2009.07.08 05:09	close	73	1.00	1.39126	1.38439	1.40126	0.00	14973.38
220	2009.07.08 22:32	sell	74	1.00	1.38859	0.00000	0.00000
221	2009.07.08 22:32	modify	74	1.00	1.38859	1.39546	1.37859
222	2009.07.09 01:26	close	74	1.00	1.38694	1.39546	1.37859	164.10	15137.48
223	2009.07.09 22:12	buy	75	0.30	1.40290	0.00000	0.00000
224	2009.07.09 22:12	modify	75	0.30	1.40290	1.39603	1.40590
225	2009.07.10 00:00	close	75	0.30	1.40224	1.39603	1.40590	-19.80	15117.68
226	2009.07.14 22:01	sell	76	0.30	1.39411	0.00000	0.00000
227	2009.07.14 22:01	modify	76	0.30	1.39411	1.40098	1.39111
228	2009.07.15 08:09	s/l	76	0.30	1.40098	1.40098	1.39111	-206.19	14911.49
229	2009.07.15 22:00	buy	77	1.00	1.41081	0.00000	0.00000
230	2009.07.15 22:00	modify	77	1.00	1.41081	1.40394	1.42081
231	2009.07.16 12:32	close	77	1.00	1.41081	1.40394	1.42081	0.00	14911.49
232	2009.07.16 22:27	sell	78	1.00	1.41504	0.00000	0.00000
233	2009.07.16 22:27	modify	78	1.00	1.41504	1.42191	1.40504
234	2009.07.17 00:00	close	78	1.00	1.41414	1.42191	1.40504	89.70	15001.19
235	2009.07.21 22:03	sell	79	1.00	1.42003	0.00000	0.00000
236	2009.07.21 22:03	modify	79	1.00	1.42003	1.42690	1.41003
237	2009.07.22 01:50	close	79	1.00	1.42003	1.42690	1.41003	-0.30	15000.89
238	2009.07.22 23:32	buy	80	1.00	1.42117	0.00000	0.00000
239	2009.07.22 23:32	modify	80	1.00	1.42117	1.41430	1.43117
240	2009.07.23 02:35	close	80	1.00	1.42117	1.41430	1.43117	0.00	15000.89
241	2009.07.23 22:11	buy	81	0.30	1.41891	0.00000	0.00000
242	2009.07.23 22:11	modify	81	0.30	1.41891	1.41204	1.42191
243	2009.07.23 22:21	s/l	81	0.30	1.41204	1.41204	1.42191	-206.10	14794.79
244	2009.07.23 22:21	buy	82	1.00	1.41215	0.00000	0.00000
245	2009.07.23 22:21	modify	82	1.00	1.41215	1.40528	1.42215
246	2009.07.23 22:48	close	82	1.00	1.41517	1.40528	1.42215	302.00	15096.79
247	2009.07.29 22:34	sell	83	1.00	1.40416	0.00000	0.00000
248	2009.07.29 22:34	modify	83	1.00	1.40416	1.41103	1.39416
249	2009.07.30 00:33	close	83	1.00	1.40291	1.41103	1.39416	124.10	15220.89
250	2009.07.30 22:05	buy	84	1.00	1.40619	0.00000	0.00000
251	2009.07.30 22:05	modify	84	1.00	1.40619	1.39932	1.41619
252	2009.07.31 00:00	close	84	1.00	1.40658	1.39932	1.41619	39.00	15259.89
253	2009.08.04 22:27	sell	85	1.00	1.44043	0.00000	0.00000
254	2009.08.04 22:27	modify	85	1.00	1.44043	1.44730	1.43043
255	2009.08.05 06:39	close	85	1.00	1.44043	1.44730	1.43043	-0.30	15259.59
256	2009.08.05 22:54	buy	86	1.00	1.44070	0.00000	0.00000
257	2009.08.05 22:54	modify	86	1.00	1.44070	1.43383	1.45070
258	2009.08.06 01:03	close	86	1.00	1.44205	1.43383	1.45070	135.00	15394.59
259	2009.08.06 22:04	sell	87	1.00	1.43575	0.00000	0.00000
260	2009.08.06 22:04	modify	87	1.00	1.43575	1.44262	1.42575
261	2009.08.06 23:34	close	87	1.00	1.43411	1.44262	1.42575	164.00	15558.59
262	2009.08.11 23:56	buy	88	1.00	1.41469	0.00000	0.00000
263	2009.08.11 23:56	modify	88	1.00	1.41469	1.40782	1.42469
264	2009.08.12 00:54	close	88	1.00	1.41550	1.40782	1.42469	81.00	15639.59
265	2009.08.13 23:49	buy	89	1.00	1.42795	0.00000	0.00000
266	2009.08.13 23:49	modify	89	1.00	1.42795	1.42108	1.43795
267	2009.08.14 00:00	close	89	1.00	1.42771	1.42108	1.43795	-24.00	15615.59
268	2009.08.19 22:19	buy	90	1.00	1.42286	0.00000	0.00000
269	2009.08.19 22:19	modify	90	1.00	1.42286	1.41599	1.43286
270	2009.08.20 01:36	close	90	1.00	1.42361	1.41599	1.43286	75.00	15690.59
271	2009.08.20 23:31	buy	91	0.30	1.42494	0.00000	0.00000
272	2009.08.20 23:31	modify	91	0.30	1.42494	1.41807	1.42794
273	2009.08.21 00:00	close	91	0.30	1.42451	1.41807	1.42794	-12.90	15677.69
274	2009.08.25 22:42	buy	92	1.00	1.43037	0.00000	0.00000
275	2009.08.25 22:42	modify	92	1.00	1.43037	1.42350	1.44037
276	2009.08.26 04:52	close	92	1.00	1.43036	1.42350	1.44037	-1.00	15676.69
277	2009.08.26 23:00	sell	93	1.00	1.42546	0.00000	0.00000
278	2009.08.26 23:00	modify	93	1.00	1.42546	1.43233	1.41546
279	2009.08.26 23:56	close	93	1.00	1.42432	1.43233	1.41546	114.00	15790.69
280	2009.09.01 22:48	sell	94	0.30	1.42263	0.00000	0.00000
281	2009.09.01 22:48	modify	94	0.30	1.42263	1.42950	1.41963
282	2009.09.02 01:16	close	94	0.30	1.42126	1.42950	1.41963	41.01	15831.70
283	2009.09.02 22:01	buy	95	1.00	1.42690	0.00000	0.00000
284	2009.09.02 22:01	modify	95	1.00	1.42690	1.42003	1.43690
285	2009.09.03 00:29	close	95	1.00	1.42698	1.42003	1.43690	8.00	15839.70
286	2009.09.08 22:49	buy	96	1.00	1.44848	0.00000	0.00000
287	2009.09.08 22:49	modify	96	1.00	1.44848	1.44161	1.45848
288	2009.09.09 00:31	close	96	1.00	1.44958	1.44161	1.45848	110.00	15949.70
289	2009.09.09 22:20	sell	97	1.00	1.45577	0.00000	0.00000
290	2009.09.09 22:20	modify	97	1.00	1.45577	1.46264	1.44577
291	2009.09.10 01:10	close	97	1.00	1.45531	1.46264	1.44577	45.10	15994.80
292	2009.09.15 23:35	buy	98	1.00	1.46572	0.00000	0.00000
293	2009.09.15 23:35	modify	98	1.00	1.46572	1.45885	1.47572
294	2009.09.16 01:50	close	98	1.00	1.46717	1.45885	1.47572	145.00	16139.80
295	2009.09.16 22:53	buy	99	1.00	1.47102	0.00000	0.00000
296	2009.09.16 22:53	modify	99	1.00	1.47102	1.46415	1.48102
297	2009.09.17 01:48	close	99	1.00	1.47174	1.46415	1.48102	72.00	16211.80
298	2009.09.23 22:17	buy	100	1.00	1.47305	0.00000	0.00000
299	2009.09.23 22:17	modify	100	1.00	1.47305	1.46618	1.48305
300	2009.09.24 02:00	close	100	1.00	1.47306	1.46618	1.48305	1.00	16212.80
301	2009.09.24 22:57	sell	101	1.00	1.46640	0.00000	0.00000
302	2009.09.24 22:57	modify	101	1.00	1.46640	1.47327	1.45640
303	2009.09.25 00:00	close	101	1.00	1.46625	1.47327	1.45640	14.70	16227.50
304	2009.09.29 22:47	sell	102	0.30	1.45824	0.00000	0.00000
305	2009.09.29 22:47	modify	102	0.30	1.45824	1.46511	1.45524
306	2009.09.30 11:23	s/l	102	0.30	1.46511	1.46511	1.45524	-206.19	16021.31
307	2009.10.01 22:00	buy	103	1.00	1.45199	0.00000	0.00000
308	2009.10.01 22:00	modify	103	1.00	1.45199	1.44512	1.46199
309	2009.10.01 22:59	close	103	1.00	1.45447	1.44512	1.46199	248.00	16269.31
310	2009.10.07 22:34	sell	104	0.30	1.46842	0.00000	0.00000
311	2009.10.07 22:34	modify	104	0.30	1.46842	1.47529	1.46542
312	2009.10.08 03:53	s/l	104	0.30	1.47529	1.47529	1.46542	-206.37	16062.94
313	2009.10.08 22:47	sell	105	1.00	1.47930	0.00000	0.00000
314	2009.10.08 22:47	modify	105	1.00	1.47930	1.48617	1.46930
315	2009.10.09 00:00	close	105	1.00	1.47927	1.48617	1.46930	2.70	16065.64
316	2009.10.13 22:35	sell	106	1.00	1.48485	0.00000	0.00000
317	2009.10.13 22:35	modify	106	1.00	1.48485	1.49172	1.47485
318	2009.10.14 01:01	close	106	1.00	1.48464	1.49172	1.47485	20.70	16086.34
319	2009.10.14 23:00	sell	107	1.00	1.49243	0.00000	0.00000
320	2009.10.14 23:00	modify	107	1.00	1.49243	1.49930	1.48243
321	2009.10.15 02:16	close	107	1.00	1.49243	1.49930	1.48243	-0.90	16085.44
322	2009.10.15 22:33	sell	108	0.30	1.49360	0.00000	0.00000
323	2009.10.15 22:33	modify	108	0.30	1.49360	1.50047	1.49060
324	2009.10.16 00:00	close	108	0.30	1.49373	1.50047	1.49060	-3.99	16081.45
325	2009.10.20 22:00	sell	109	0.30	1.49311	0.00000	0.00000
326	2009.10.20 22:00	modify	109	0.30	1.49311	1.49998	1.49011
327	2009.10.21 01:08	close	109	0.30	1.49311	1.49998	1.49011	-0.09	16081.36
328	2009.10.21 22:01	buy	110	1.00	1.49951	0.00000	0.00000
329	2009.10.21 22:01	modify	110	1.00	1.49951	1.49264	1.50951
330	2009.10.22 01:16	close	110	1.00	1.50182	1.49264	1.50951	231.00	16312.36
331	2009.10.22 22:07	sell	111	1.00	1.50350	0.00000	0.00000
332	2009.10.22 22:07	modify	111	1.00	1.50350	1.51037	1.49350
333	2009.10.22 23:49	close	111	1.00	1.50226	1.51037	1.49350	124.00	16436.36
334	2009.10.22 23:49	buy	112	1.00	1.50226	0.00000	0.00000
335	2009.10.22 23:49	modify	112	1.00	1.50226	1.49539	1.51226
336	2009.10.23 00:00	close	112	1.00	1.50258	1.49539	1.51226	32.00	16468.36
337	2009.10.27 22:42	sell	113	1.00	1.48111	0.00000	0.00000
338	2009.10.27 22:42	modify	113	1.00	1.48111	1.48798	1.47111
339	2009.10.28 01:36	close	113	1.00	1.48056	1.48798	1.47111	54.70	16523.06
340	2009.10.28 22:45	sell	114	1.00	1.47190	0.00000	0.00000
341	2009.10.28 22:45	modify	114	1.00	1.47190	1.47877	1.46190
342	2009.10.29 01:07	close	114	1.00	1.47146	1.47877	1.46190	43.10	16566.16
343	2009.10.29 22:00	buy	115	1.00	1.48230	0.00000	0.00000
344	2009.10.29 22:00	modify	115	1.00	1.48230	1.47543	1.49230
345	2009.10.29 23:16	close	115	1.00	1.48369	1.47543	1.49230	139.00	16705.16
346	2009.10.29 23:16	sell	116	0.30	1.48369	0.00000	0.00000
347	2009.10.29 23:16	modify	116	0.30	1.48369	1.49056	1.48069
348	2009.10.30 00:00	close	116	0.30	1.48411	1.49056	1.48069	-12.69	16692.47
349	2009.11.03 22:40	sell	117	1.00	1.47320	0.00000	0.00000
350	2009.11.03 22:40	modify	117	1.00	1.47320	1.48007	1.46320
351	2009.11.04 01:17	close	117	1.00	1.47102	1.48007	1.46320	217.70	16910.17
352	2009.11.05 22:01	sell	118	1.00	1.48782	0.00000	0.00000
353	2009.11.05 22:01	modify	118	1.00	1.48782	1.49469	1.47782
354	2009.11.06 00:00	close	118	1.00	1.48728	1.49469	1.47782	53.70	16963.87
355	2009.11.10 22:20	sell	119	1.00	1.49829	0.00000	0.00000
356	2009.11.10 22:20	modify	119	1.00	1.49829	1.50516	1.48829
357	2009.11.11 03:25	close	119	1.00	1.49828	1.50516	1.48829	0.70	16964.57
358	2009.11.11 22:03	sell	120	1.00	1.49810	0.00000	0.00000
359	2009.11.11 22:03	modify	120	1.00	1.49810	1.50497	1.48810
360	2009.11.12 08:47	close	120	1.00	1.49808	1.50497	1.48810	1.10	16965.67
361	2009.11.17 22:30	sell	121	1.00	1.48738	0.00000	0.00000
362	2009.11.17 22:30	modify	121	1.00	1.48738	1.49425	1.47738
363	2009.11.17 23:49	close	121	1.00	1.48634	1.49425	1.47738	104.00	17069.67
364	2009.11.17 23:50	buy	122	1.00	1.48630	0.00000	0.00000
365	2009.11.17 23:50	modify	122	1.00	1.48630	1.47943	1.49630
366	2009.11.18 00:34	close	122	1.00	1.48768	1.47943	1.49630	138.00	17207.67
367	2009.11.18 22:08	sell	123	1.00	1.49628	0.00000	0.00000
368	2009.11.18 22:08	modify	123	1.00	1.49628	1.50315	1.48628
369	2009.11.19 00:31	close	123	1.00	1.49584	1.50315	1.48628	43.10	17250.77
370	2009.11.19 22:57	sell	124	1.00	1.49277	0.00000	0.00000
371	2009.11.19 22:57	modify	124	1.00	1.49277	1.49964	1.48277
372	2009.11.20 00:00	close	124	1.00	1.49188	1.49964	1.48277	88.70	17339.47
373	2009.11.24 22:20	buy	125	1.00	1.49620	0.00000	0.00000
374	2009.11.24 22:20	modify	125	1.00	1.49620	1.48933	1.50620
375	2009.11.24 23:26	close	125	1.00	1.49716	1.48933	1.50620	96.00	17435.47
376	2009.11.26 22:00	sell	126	1.00	1.50162	0.00000	0.00000
377	2009.11.26 22:00	modify	126	1.00	1.50162	1.50849	1.49162
378	2009.11.26 23:41	close	126	1.00	1.50058	1.50849	1.49162	104.00	17539.47
379	2009.11.26 23:41	buy	127	1.00	1.50058	0.00000	0.00000
380	2009.11.26 23:41	modify	127	1.00	1.50058	1.49371	1.51058
381	2009.11.27 00:00	close	127	1.00	1.50061	1.49371	1.51058	3.00	17542.47