通貨ペア		USDCHF (United States Dollar vs. Swiss Franc)
期間		5分足(M5) 2009.01.02 08:00 - 2010.07.16 22:55 (2009.01.01 - 2010.07.17)
モデル		Every tick (the most precise method based on all available least timeframes)
パラメーター
Bars in test	106916	Ticks modelled	13531955	Modelling quality	90.00%
Mismatched charts errors	23
Initial deposit	10000.00
Total net profit	53595.15	Gross profit	74501.85	Gross loss	-20906.70
Profit factor	3.56	Expected payoff	223.31
Absolute drawdown	274.45	Maximal drawdown	4827.39 (7.75%)	Relative drawdown	18.53% (2751.33)
Total trades	240	Short positions (won %)	93 (79.57%)	Long positions (won %)	147 (93.20%)
		Profit trades (% of total)	211 (87.92%)	Loss trades (% of total)	29 (12.08%)
Largest		profit trade	2114.48	loss trade	-2808.83
Average		profit trade	353.09	loss trade	-720.92
Maximum		consecutive wins (profit in money)	30 (6869.11)	consecutive losses (loss in money)	4 (-2055.52)
Maximal		consecutive profit (count of wins)	16920.66 (27)	consecutive loss (count of losses)	-2921.86 (2)
Average		consecutive wins	8	consecutive losses	1

#	時間	取引種別	注文番号	数量	Price	S/L:決済逆指値	T/P:決済指値	損益	Balance
1	2009.01.06 00:50	sell	1	3.00	1.1119	1.1144	1.1114
2	2009.01.06 00:51	t/p	1	3.00	1.1114	1.1144	1.1114	134.96	10134.96
3	2009.01.06 23:45	buy	2	3.04	1.1153	1.1118	1.1168
4	2009.01.07 00:04	close	2	3.04	1.1159	1.1118	1.1168	163.46	10298.42
5	2009.01.08 00:52	buy	3	3.09	1.0999	1.0964	1.1014
6	2009.01.08 00:57	close	3	3.09	1.1005	1.0964	1.1014	168.47	10466.89
7	2009.01.08 01:11	buy	4	3.14	1.1003	1.0968	1.1018
8	2009.01.08 01:19	close	4	3.14	1.1009	1.0968	1.1018	171.13	10638.02
9	2009.01.08 23:55	buy	5	3.19	1.0926	1.0891	1.0941
10	2009.01.09 00:17	close	5	3.19	1.0932	1.0891	1.0941	175.08	10813.10
11	2009.01.10 00:39	buy	6	3.24	1.1128	1.1093	1.1143
12	2009.01.10 00:45	close	6	3.24	1.1134	1.1093	1.1143	174.60	10987.70
13	2009.01.15 00:30	buy	7	3.30	1.1163	1.1128	1.1178
14	2009.01.15 01:27	close	7	3.30	1.1169	1.1128	1.1178	177.28	11164.98
15	2009.01.16 00:30	sell	8	3.35	1.1248	1.1273	1.1243
16	2009.01.16 00:30	t/p	8	3.35	1.1243	1.1273	1.1243	148.98	11313.96
17	2009.01.17 00:13	buy	9	3.39	1.1162	1.1127	1.1177
18	2009.01.17 00:24	close	9	3.39	1.1169	1.1127	1.1177	212.46	11526.42
19	2009.01.19 23:45	sell	10	3.46	1.1333	1.1358	1.1328
20	2009.01.20 00:11	t/p	10	3.46	1.1328	1.1358	1.1328	145.49	11671.91
21	2009.01.20 00:59	sell	11	3.50	1.1340	1.1365	1.1335
22	2009.01.20 02:12	t/p	11	3.50	1.1335	1.1365	1.1335	154.40	11826.31
23	2009.01.21 00:38	buy	12	3.55	1.1465	1.1430	1.1480
24	2009.01.21 01:03	close	12	3.55	1.1471	1.1430	1.1480	185.69	12012.00
25	2009.01.21 23:48	buy	13	3.60	1.1543	1.1508	1.1558
26	2009.01.21 23:53	close	13	3.60	1.1549	1.1508	1.1558	187.03	12199.03
27	2009.01.22 00:50	buy	14	3.66	1.1503	1.1468	1.1518
28	2009.01.22 00:50	modify	14	3.66	1.1503	1.1506	1.1518
29	2009.01.22 00:51	close	14	3.66	1.1513	1.1506	1.1518	317.90	12516.93
30	2009.01.22 00:52	buy	15	3.76	1.1518	1.1483	1.1533
31	2009.01.22 00:54	close	15	3.76	1.1524	1.1483	1.1533	195.77	12712.70
32	2009.01.22 01:44	buy	16	3.81	1.1518	1.1483	1.1533
33	2009.01.22 01:54	close	16	3.81	1.1524	1.1483	1.1533	198.37	12911.07
34	2009.01.22 01:59	buy	17	3.87	1.1513	1.1478	1.1528
35	2009.01.22 02:21	close	17	3.87	1.1519	1.1478	1.1528	201.58	13112.65
36	2009.01.22 23:47	buy	18	3.93	1.1521	1.1486	1.1536
37	2009.01.22 23:54	close	18	3.93	1.1528	1.1486	1.1536	238.64	13351.29
38	2009.01.23 01:00	buy	19	4.01	1.1516	1.1481	1.1531
39	2009.01.23 01:05	close	19	4.01	1.1522	1.1481	1.1531	208.82	13560.11
40	2009.01.23 01:09	buy	20	4.07	1.1514	1.1479	1.1529
41	2009.01.23 01:13	close	20	4.07	1.1520	1.1479	1.1529	211.98	13772.09
42	2009.01.24 00:55	buy	21	4.13	1.1552	1.1517	1.1567
43	2009.01.26 02:00	close	21	4.13	1.1563	1.1517	1.1567	392.89	14164.98
44	2009.01.26 23:45	buy	22	4.25	1.1360	1.1325	1.1375
45	2009.01.26 23:46	close	22	4.25	1.1366	1.1325	1.1375	224.35	14389.33
46	2009.01.27 01:15	buy	23	4.32	1.1338	1.1303	1.1353
47	2009.01.27 01:16	close	23	4.32	1.1344	1.1303	1.1353	228.49	14617.82
48	2009.01.27 01:27	buy	24	4.39	1.1349	1.1314	1.1364
49	2009.01.27 02:01	close	24	4.39	1.1355	1.1314	1.1364	231.97	14849.79
50	2009.01.28 00:14	sell	25	4.45	1.1400	1.1425	1.1395
51	2009.01.28 00:26	s/l	25	4.45	1.1425	1.1425	1.1395	-973.74	13876.05
52	2009.01.28 00:53	sell	26	4.16	1.1414	1.1439	1.1409
53	2009.01.28 01:20	close	26	4.16	1.1410	1.1439	1.1409	145.84	14021.89
54	2009.01.29 23:45	sell	27	4.21	1.1527	1.1552	1.1522
55	2009.01.30 02:18	s/l	27	4.21	1.1552	1.1552	1.1522	-919.90	13101.99
56	2009.02.05 00:15	sell	28	3.93	1.1596	1.1621	1.1591
57	2009.02.05 00:42	t/p	28	3.93	1.1591	1.1621	1.1591	169.53	13271.52
58	2009.02.06 00:34	sell	29	3.98	1.1709	1.1734	1.1704
59	2009.02.06 00:46	t/p	29	3.98	1.1704	1.1734	1.1704	170.04	13441.56
60	2009.02.07 00:25	buy	30	4.03	1.1625	1.1590	1.1640
61	2009.02.09 02:10	s/l	30	4.03	1.1590	1.1590	1.1640	-1217.00	12224.56
62	2009.02.10 00:17	sell	31	3.67	1.1638	1.1663	1.1633
63	2009.02.10 00:33	t/p	31	3.67	1.1633	1.1663	1.1633	157.74	12382.30
64	2009.02.10 00:54	sell	32	3.71	1.1642	1.1667	1.1637
65	2009.02.10 01:00	t/p	32	3.71	1.1637	1.1667	1.1637	159.41	12541.71
66	2009.02.11 00:48	buy	33	3.76	1.1561	1.1526	1.1576
67	2009.02.11 01:12	close	33	3.76	1.1567	1.1526	1.1576	195.04	12736.75
68	2009.02.13 00:21	buy	34	3.82	1.1621	1.1586	1.1636
69	2009.02.13 00:36	close	34	3.82	1.1627	1.1586	1.1636	197.13	12933.88
70	2009.02.13 01:20	buy	35	3.88	1.1611	1.1576	1.1626
71	2009.02.13 02:07	close	35	3.88	1.1617	1.1576	1.1626	200.40	13134.28
72	2009.02.16 23:46	buy	36	3.94	1.1615	1.1580	1.1630
73	2009.02.17 02:02	close	36	3.94	1.1609	1.1580	1.1630	-203.64	12930.64
74	2009.02.17 23:55	buy	37	3.88	1.1680	1.1645	1.1695
75	2009.02.17 23:57	close	37	3.88	1.1686	1.1645	1.1695	199.21	13129.85
76	2009.02.18 00:00	buy	38	3.94	1.1683	1.1648	1.1698
77	2009.02.18 00:32	close	38	3.94	1.1689	1.1648	1.1698	202.24	13332.09
78	2009.02.19 00:55	sell	39	4.00	1.1779	1.1804	1.1774
79	2009.02.19 01:13	t/p	39	4.00	1.1774	1.1804	1.1774	169.87	13501.96
80	2009.02.19 01:35	buy	40	4.05	1.1763	1.1728	1.1778
81	2009.02.19 02:36	close	40	4.05	1.1767	1.1728	1.1778	137.67	13639.63
82	2009.02.19 23:56	sell	41	4.09	1.1747	1.1772	1.1742
83	2009.02.20 00:29	t/p	41	4.09	1.1742	1.1772	1.1742	165.61	13805.24
84	2009.02.20 01:10	buy	42	4.14	1.1729	1.1694	1.1744
85	2009.02.20 01:37	close	42	4.14	1.1735	1.1694	1.1744	211.67	14016.91
86	2009.02.20 01:50	buy	43	4.21	1.1723	1.1688	1.1738
87	2009.02.20 02:19	close	43	4.21	1.1729	1.1688	1.1738	215.36	14232.27
88	2009.02.23 23:45	sell	44	4.27	1.1693	1.1718	1.1688
89	2009.02.23 23:50	t/p	44	4.27	1.1688	1.1718	1.1688	182.67	14414.94
90	2009.02.25 01:30	buy	45	4.32	1.1588	1.1553	1.1603
91	2009.02.25 01:34	close	45	4.32	1.1598	1.1553	1.1603	372.48	14787.42
92	2009.02.25 01:52	buy	46	4.44	1.1587	1.1552	1.1602
93	2009.02.25 02:47	close	46	4.44	1.1591	1.1552	1.1602	153.22	14940.64
94	2009.03.03 00:56	buy	47	4.48	1.1747	1.1712	1.1762
95	2009.03.03 00:58	close	47	4.48	1.1754	1.1712	1.1762	266.80	15207.44
96	2009.03.03 23:49	sell	48	4.56	1.1754	1.1779	1.1749
97	2009.03.04 02:13	s/l	48	4.56	1.1779	1.1779	1.1749	-977.35	14230.09
98	2009.03.05 00:31	buy	49	4.27	1.1701	1.1666	1.1716
99	2009.03.05 01:12	s/l	49	4.27	1.1666	1.1666	1.1716	-1281.18	12948.91
100	2009.03.05 23:50	buy	50	3.88	1.1695	1.1660	1.1710
101	2009.03.06 00:00	close	50	3.88	1.1703	1.1660	1.1710	265.23	13214.14
102	2009.03.06 00:57	sell	51	3.96	1.1716	1.1741	1.1711
103	2009.03.06 00:59	t/p	51	3.96	1.1711	1.1741	1.1711	169.10	13383.24
104	2009.03.09 23:49	buy	52	4.01	1.1584	1.1549	1.1599
105	2009.03.10 00:22	close	52	4.01	1.1592	1.1549	1.1599	276.74	13659.98
106	2009.03.10 00:32	sell	53	4.10	1.1596	1.1621	1.1591
107	2009.03.10 01:02	t/p	53	4.10	1.1591	1.1621	1.1591	176.86	13836.84
108	2009.03.11 01:30	buy	54	4.15	1.1589	1.1554	1.1604
109	2009.03.11 01:52	close	54	4.15	1.1595	1.1554	1.1604	214.75	14051.59
110	2009.03.13 00:59	sell	55	4.22	1.1871	1.1896	1.1866
111	2009.03.13 02:11	t/p	55	4.22	1.1866	1.1896	1.1866	177.82	14229.41
112	2009.03.18 01:14	buy	56	4.27	1.1816	1.1781	1.1831
113	2009.03.18 03:48	close	56	4.27	1.1816	1.1781	1.1831	0.00	14229.41
114	2009.03.19 00:24	buy	57	4.27	1.1391	1.1356	1.1406
115	2009.03.19 01:00	close	57	4.27	1.1397	1.1356	1.1406	224.80	14454.21
116	2009.03.20 23:45	buy	58	4.34	1.12759	1.1241	1.1291
117	2009.03.23 02:00	s/l	58	4.34	1.1241	1.1241	1.1291	-1348.13	13106.08
118	2009.03.24 00:45	sell	59	3.93	1.12558	1.1281	1.1251
119	2009.03.24 01:36	close	59	3.93	1.1252	1.1281	1.1251	132.72	13238.80
120	2009.03.25 01:43	buy	60	3.97	1.1298	1.1263	1.1313
121	2009.03.25 02:30	close	60	3.97	1.1302	1.1263	1.1313	140.51	13379.31
122	2009.03.25 23:51	sell	61	4.01	1.1211	1.1236	1.1206
123	2009.03.26 00:26	t/p	61	4.01	1.1206	1.1236	1.1206	153.78	13533.09
124	2009.03.27 00:02	buy	62	4.06	1.1265	1.1230	1.1280
125	2009.03.27 00:05	close	62	4.06	1.1271	1.1230	1.1280	216.13	13749.22
126	2009.03.27 01:58	buy	63	4.12	1.1267	1.1232	1.1282
127	2009.03.27 02:14	close	63	4.12	1.1271	1.1232	1.1282	146.22	13895.44
128	2009.03.30 23:47	buy	64	4.17	1.1486	1.1451	1.1501
129	2009.03.30 23:55	close	64	4.17	1.1492	1.1451	1.1501	217.72	14113.16
130	2009.04.01 01:05	buy	65	4.23	1.13858	1.1351	1.1401
131	2009.04.01 02:02	close	65	4.23	1.1390	1.1351	1.1401	155.98	14269.14
132	2009.04.02 00:51	sell	66	4.28	1.1473	1.1498	1.1468
133	2009.04.02 00:54	t/p	66	4.28	1.1468	1.1498	1.1468	186.61	14455.75
134	2009.04.03 01:51	buy	67	4.34	1.1336	1.1301	1.1351
135	2009.04.03 01:59	close	67	4.34	1.1342	1.1301	1.1351	229.59	14685.34
136	2009.04.06 23:50	buy	68	4.41	1.1361	1.1326	1.1376
137	2009.04.07 00:10	close	68	4.41	1.1368	1.1326	1.1376	271.55	14956.89
138	2009.04.07 00:59	sell	69	4.49	1.1371	1.1396	1.1366
139	2009.04.07 01:03	t/p	69	4.49	1.1366	1.1396	1.1366	197.52	15154.41
140	2009.04.08 00:05	buy	70	4.55	1.1421	1.1386	1.1436
141	2009.04.08 00:10	close	70	4.55	1.1427	1.1386	1.1436	238.91	15393.32
142	2009.04.08 01:23	buy	71	4.62	1.14212	1.1386	1.1436
143	2009.04.08 01:24	close	71	4.62	1.1427	1.1386	1.1436	234.50	15627.82
144	2009.04.08 01:28	buy	72	4.69	1.1422	1.1387	1.1437
145	2009.04.08 02:17	close	72	4.69	1.1426	1.1387	1.1437	164.19	15792.01
146	2009.04.09 00:37	sell	73	4.74	1.1481	1.1506	1.1476
147	2009.04.09 00:43	t/p	73	4.74	1.1476	1.1506	1.1476	206.52	15998.53
148	2009.04.14 00:43	sell	74	4.80	1.1339	1.1364	1.1334
149	2009.04.14 00:49	t/p	74	4.80	1.1334	1.1364	1.1334	211.75	16210.28
150	2009.04.15 00:44	buy	75	4.86	1.1365	1.1330	1.1380
151	2009.04.15 00:44	modify	75	4.86	1.1365	1.1368	1.1380
152	2009.04.15 00:45	close	75	4.86	1.1376	1.1368	1.1380	469.94	16680.22
153	2009.04.16 00:07	buy	76	5.00	1.1423	1.1388	1.1438
154	2009.04.16 00:14	close	76	5.00	1.1429	1.1388	1.1438	262.49	16942.71
155	2009.04.16 00:45	sell	77	5.08	1.1439	1.1464	1.1434
156	2009.04.16 01:23	t/p	77	5.08	1.1434	1.1464	1.1434	222.14	17164.85
157	2009.04.16 01:41	buy	78	5.15	1.1428	1.1393	1.1443
158	2009.04.16 02:04	close	78	5.15	1.1434	1.1393	1.1443	270.25	17435.10
159	2009.04.17 23:48	buy	79	5.23	1.1654	1.1619	1.1669
160	2009.04.20 01:00	close	79	5.23	1.16662	1.1619	1.1669	546.93	17982.03
161	2009.04.21 00:17	sell	80	5.39	1.1693	1.1718	1.1688
162	2009.04.21 00:43	close	80	5.39	1.1689	1.1718	1.1688	184.45	18166.48
163	2009.04.22 00:29	sell	81	5.45	1.1684	1.1709	1.1679
164	2009.04.22 00:35	t/p	81	5.45	1.1679	1.1709	1.1679	233.32	18399.80
165	2009.04.23 00:15	sell	82	5.52	1.1645	1.1670	1.1640
166	2009.04.23 00:35	close	82	5.52	1.16406	1.1670	1.1640	208.65	18608.45
167	2009.04.28 00:18	sell	83	5.58	1.1563	1.1588	1.1558
168	2009.04.28 01:15	close	83	5.58	1.15625	1.1588	1.1558	24.13	18632.58
169	2009.04.29 01:30	buy	84	5.59	1.1428	1.1393	1.1443
170	2009.04.29 01:39	close	84	5.59	1.1434	1.1393	1.1443	293.34	18925.92
171	2009.04.30 00:36	sell	85	5.68	1.1370	1.1395	1.1365
172	2009.04.30 01:53	t/p	85	5.68	1.1365	1.1395	1.1365	249.91	19175.83
173	2009.05.05 01:16	buy	86	5.75	1.1255	1.1220	1.1270
174	2009.05.05 02:00	close	86	5.75	1.12599	1.1220	1.1270	250.22	19426.05
175	2009.05.05 23:46	buy	87	5.83	1.1318	1.1283	1.1333
176	2009.05.06 00:01	close	87	5.83	1.1324	1.1283	1.1333	308.90	19734.95
177	2009.05.06 00:24	sell	88	5.92	1.1340	1.1365	1.1335
178	2009.05.06 01:20	close	88	5.92	1.13354	1.1365	1.1335	240.24	19975.19
179	2009.05.07 00:32	sell	89	5.99	1.1328	1.1353	1.1323
180	2009.05.07 02:05	close	89	5.99	1.1332	1.1353	1.1323	-211.44	19763.75
181	2009.05.08 00:37	buy	90	5.93	1.1296	1.1261	1.1311
182	2009.05.08 00:56	close	90	5.93	1.1302	1.1261	1.1311	314.81	20078.56
183	2009.05.12 00:34	sell	91	6.02	1.11007	1.1126	1.1096
184	2009.05.12 01:18	close	91	6.02	1.1097	1.1126	1.1096	200.72	20279.28
185	2009.05.12 01:49	buy	92	6.08	1.1090	1.1055	1.1105
186	2009.05.12 02:59	close	92	6.08	1.1094	1.1055	1.1105	219.22	20498.50
187	2009.05.13 00:00	buy	93	6.15	1.1056	1.1021	1.1071
188	2009.05.13 00:50	close	93	6.15	1.10578	1.1021	1.1071	100.11	20598.61
189	2009.05.15 00:21	sell	94	6.18	1.1048	1.1073	1.1043
190	2009.05.15 00:23	close	94	6.18	1.10434	1.1073	1.1043	257.42	20856.03
191	2009.05.20 00:43	sell	95	6.26	1.1097	1.1122	1.1092
192	2009.05.20 01:15	close	95	6.26	1.1093	1.1122	1.1092	225.73	21081.76
193	2009.05.21 00:36	sell	96	6.32	1.1012	1.1037	1.1007
194	2009.05.21 01:30	close	96	6.32	1.10104	1.1037	1.1007	91.84	21173.60
195	2009.05.22 01:29	buy	97	6.35	1.0925	1.0890	1.0940
196	2009.05.22 02:00	close	97	6.35	1.09283	1.0890	1.0940	191.75	21365.35
197	2009.05.27 00:28	buy	98	6.41	1.08362	1.0801	1.0851
198	2009.05.27 00:47	close	98	6.41	1.0842	1.0801	1.0851	342.91	21708.26
199	2009.05.27 23:56	sell	99	6.51	1.0900	1.0925	1.0895
200	2009.05.27 23:57	s/l	99	6.51	1.0925	1.0925	1.0895	-1489.70	20218.56
201	2009.05.28 00:29	sell	100	6.07	1.0926	1.0951	1.0921
202	2009.05.28 01:40	close	100	6.07	1.0922	1.0951	1.0921	222.30	20440.86
203	2009.05.29 00:38	sell	101	6.13	1.0852	1.0877	1.0847
204	2009.05.29 02:43	close	101	6.13	1.0853	1.0877	1.0847	-56.48	20384.38
205	2009.06.01 01:30	buy	102	6.12	1.0671	1.0636	1.0686
206	2009.06.01 01:46	close	102	6.12	1.0677	1.0636	1.0686	343.92	20728.30
207	2009.06.03 00:02	sell	103	6.22	1.0616	1.0641	1.0611
208	2009.06.03 01:35	close	103	6.22	1.0616	1.0641	1.0611	0.00	20728.30
209	2009.06.05 00:15	buy	104	6.22	1.0681	1.0646	1.0696
210	2009.06.05 00:24	close	104	6.22	1.0687	1.0646	1.0696	349.21	21077.51
211	2009.06.05 00:52	sell	105	6.32	1.0694	1.0719	1.0689
212	2009.06.05 02:29	close	105	6.32	1.0694	1.0719	1.0689	0.00	21077.51
213	2009.06.05 23:58	buy	106	6.32	1.0856	1.0821	1.0871
214	2009.06.08 01:00	t/p	106	6.32	1.0871	1.0821	1.0871	871.80	21949.31
215	2009.06.09 01:08	buy	107	6.58	1.0908	1.0873	1.0923
216	2009.06.09 01:20	close	107	6.58	1.0914	1.0873	1.0923	361.74	22311.05
217	2009.06.10 00:55	buy	108	6.69	1.0778	1.0743	1.0793
218	2009.06.10 01:39	close	108	6.69	1.0784	1.0743	1.0793	372.22	22683.27
219	2009.06.11 01:47	buy	109	6.80	1.0810	1.0775	1.0825
220	2009.06.11 03:10	close	109	6.80	1.0814	1.0775	1.0825	251.53	22934.80
221	2009.06.12 00:45	sell	110	6.88	1.0711	1.0736	1.0706
222	2009.06.12 01:22	close	110	6.88	1.0707	1.0736	1.0706	257.03	23191.83
223	2009.06.15 23:56	buy	111	6.96	1.0917	1.0882	1.0932
224	2009.06.16 00:29	close	111	6.96	1.09222	1.0882	1.0932	331.36	23523.19
225	2009.06.19 01:05	buy	112	7.06	1.08561	1.0821	1.0871
226	2009.06.19 02:36	close	112	7.06	1.0857	1.0821	1.0871	58.52	23581.71
227	2009.06.25 01:46	buy	113	7.07	1.09764	1.0941	1.0991
228	2009.06.25 04:30	close	113	7.07	1.09675	1.0941	1.0991	-573.72	23007.99
229	2009.06.26 00:30	buy	114	6.90	1.0935	1.0900	1.0950
230	2009.06.26 01:24	close	114	6.90	1.0942	1.0900	1.0950	441.42	23449.41
231	2009.06.30 00:04	buy	115	7.03	1.0822	1.0787	1.0837
232	2009.06.30 00:12	close	115	7.03	1.0828	1.0787	1.0837	389.55	23838.96
233	2009.06.30 00:33	sell	116	7.15	1.0832	1.0857	1.0827
234	2009.06.30 01:53	close	116	7.15	1.08322	1.0857	1.0827	-13.20	23825.76
235	2009.07.03 00:25	sell	117	7.15	1.08697	1.0895	1.0865
236	2009.07.03 00:26	s/l	117	7.15	1.0895	1.0895	1.0865	-1660.35	22165.41
237	2009.07.09 23:55	sell	118	6.65	1.0784	1.0809	1.0779
238	2009.07.10 01:54	close	118	6.65	1.0785	1.0809	1.0779	-75.56	22089.85
239	2009.07.14 01:01	buy	119	6.63	1.0824	1.0789	1.0839
240	2009.07.14 03:48	close	119	6.63	1.0819	1.0789	1.0839	-306.41	21783.44
241	2009.07.14 23:45	buy	120	6.54	1.08893	1.0854	1.0904
242	2009.07.15 01:20	close	120	6.54	1.0890	1.0854	1.0904	42.04	21825.48
243	2009.07.16 00:48	sell	121	6.55	1.0752	1.0777	1.0747
244	2009.07.16 01:01	close	121	6.55	1.0748	1.0777	1.0747	243.77	22069.25
245	2009.07.21 23:47	buy	122	6.62	1.0664	1.0629	1.0679
246	2009.07.22 00:35	close	122	6.62	1.06665	1.0629	1.0679	155.16	22224.41
247	2009.07.23 00:32	sell	123	6.67	1.0663	1.0688	1.0658
248	2009.07.23 02:15	close	123	6.67	1.0665	1.0688	1.0658	-125.08	22099.33
249	2009.07.23 23:45	sell	124	6.63	1.0751	1.0776	1.0746
250	2009.07.23 23:48	t/p	124	6.63	1.0746	1.0776	1.0746	308.49	22407.82
251	2009.07.23 23:56	sell	125	6.72	1.0752	1.0777	1.0747
252	2009.07.24 00:01	t/p	125	6.72	1.0747	1.0777	1.0747	298.61	22706.43
253	2009.07.29 00:08	buy	126	6.81	1.0750	1.0715	1.0765
254	2009.07.29 01:05	close	126	6.81	1.07525	1.0715	1.0765	158.34	22864.77
255	2009.07.29 23:52	buy	127	6.86	1.0870	1.0835	1.0885
256	2009.07.30 00:11	close	127	6.86	1.0878	1.0835	1.0885	504.50	23369.27
257	2009.08.05 23:54	sell	128	7.01	1.0618	1.0643	1.0613
258	2009.08.06 00:54	close	128	7.01	1.0614	1.0643	1.0613	220.23	23589.49
259	2009.08.07 01:13	buy	129	7.08	1.0648	1.0613	1.0663
260	2009.08.07 04:45	close	129	7.08	1.0648	1.0613	1.0663	0.00	23589.49
261	2009.08.07 23:45	buy	130	7.08	1.0817	1.0782	1.0832
262	2009.08.10 01:03	close	130	7.08	1.0819	1.0782	1.0832	130.88	23720.37
263	2009.08.13 00:02	sell	131	7.12	1.0788	1.0813	1.0783
264	2009.08.13 00:04	t/p	131	7.12	1.0783	1.0813	1.0783	330.15	24050.52
265	2009.08.14 23:46	buy	132	7.22	1.0720	1.0685	1.0735
266	2009.08.17 01:00	close	132	7.22	1.07329	1.0685	1.0735	867.78	24918.30
267	2009.08.18 00:40	sell	133	7.48	1.07855	1.0811	1.0781
268	2009.08.18 01:36	close	133	7.48	1.0782	1.0811	1.0781	242.81	25161.11
269	2009.08.19 23:46	sell	134	7.55	1.0660	1.0685	1.0655
270	2009.08.20 00:21	t/p	134	7.55	1.0655	1.0685	1.0655	306.95	25468.06
271	2009.08.21 01:38	buy	135	7.64	1.0625	1.0590	1.0640
272	2009.08.21 01:54	close	135	7.64	1.0631	1.0590	1.0640	431.19	25899.25
273	2009.09.01 00:34	sell	136	7.77	1.0594	1.0619	1.0589
274	2009.09.01 01:03	close	136	7.77	1.0590	1.0619	1.0589	293.48	26192.73
275	2009.09.01 23:45	buy	137	7.86	1.0654	1.0619	1.0669
276	2009.09.02 00:20	close	137	7.86	1.06576	1.0619	1.0669	265.50	26458.23
277	2009.09.07 01:25	buy	138	7.94	1.0595	1.0560	1.0610
278	2009.09.07 01:46	close	138	7.94	1.06008	1.0560	1.0610	434.42	26892.65
279	2009.09.09 01:45	buy	139	8.07	1.0459	1.0424	1.0474
280	2009.09.09 03:05	close	139	8.07	1.0462	1.0424	1.0474	231.41	27124.06
281	2009.09.16 23:48	sell	140	8.14	1.03173	1.0342	1.0312
282	2009.09.17 02:21	close	140	8.14	1.0320	1.0342	1.0312	-264.01	26860.06
283	2009.09.17 23:51	buy	141	8.06	1.0284	1.0249	1.0299
284	2009.09.18 01:30	close	141	8.06	1.0284	1.0249	1.0299	0.00	26860.06
285	2009.09.24 00:45	sell	142	8.06	1.0281	1.0306	1.0276
286	2009.09.24 01:29	close	142	8.06	1.0278	1.0306	1.0276	235.26	27095.32
287	2009.09.25 00:09	buy	143	8.13	1.0293	1.0258	1.0308
288	2009.09.25 01:44	close	143	8.13	1.0294	1.0258	1.0308	78.98	27174.30
289	2009.09.25 23:45	buy	144	8.15	1.0278	1.0243	1.0293
290	2009.09.28 01:10	close	144	8.15	1.0278	1.0243	1.0293	0.00	27174.30
291	2009.09.29 00:06	buy	145	8.15	1.03225	1.0288	1.0338
292	2009.09.29 00:37	close	145	8.15	1.0328	1.0288	1.0338	434.01	27608.31
293	2009.09.30 23:45	buy	146	8.28	1.0356	1.0321	1.0371
294	2009.09.30 23:48	close	146	8.28	1.0361	1.0321	1.0371	399.58	28007.89
295	2009.10.01 01:04	buy	147	8.40	1.0356	1.0321	1.0371
296	2009.10.01 01:31	close	147	8.40	1.0361	1.0321	1.0371	405.37	28413.26
297	2009.10.07 23:45	buy	148	8.52	1.03317	1.0297	1.0347
298	2009.10.08 01:10	close	148	8.52	1.0332	1.0297	1.0347	24.74	28438.00
299	2009.10.09 23:45	buy	149	8.53	1.03125	1.0278	1.0328
300	2009.10.12 01:00	close	149	8.53	1.03143	1.0278	1.0328	148.86	28586.86
301	2009.10.12 01:53	buy	150	8.58	1.0306	1.0271	1.0321
302	2009.10.12 02:14	close	150	8.58	1.0310	1.0271	1.0321	332.88	28919.74
303	2009.10.13 23:45	buy	151	8.68	1.02169	1.0182	1.0232
304	2009.10.14 01:23	close	151	8.68	1.0217	1.0182	1.0232	8.50	28928.24
305	2009.10.15 00:42	buy	152	8.68	1.0143	1.0108	1.0158
306	2009.10.15 01:10	close	152	8.68	1.0148	1.0108	1.0158	427.67	29355.91
307	2009.10.15 23:48	buy	153	8.81	1.0152	1.0117	1.0167
308	2009.10.16 01:00	close	153	8.81	1.0153	1.0117	1.0167	86.77	29442.68
309	2009.10.19 23:45	buy	154	8.83	1.01179	1.0083	1.0133
310	2009.10.20 01:17	close	154	8.83	1.0118	1.0083	1.0133	8.73	29451.41
311	2009.10.20 23:54	buy	155	8.84	1.0119	1.0084	1.0134
312	2009.10.21 00:39	close	155	8.84	1.0124	1.0084	1.0134	436.59	29888.00
313	2009.10.22 00:46	sell	156	8.97	1.00674	1.0092	1.0062
314	2009.10.22 01:04	close	156	8.97	1.0064	1.0092	1.0062	303.04	30191.04
315	2009.10.27 01:10	buy	157	9.06	1.0182	1.0147	1.0197
316	2009.10.27 01:56	close	157	9.06	1.0187	1.0147	1.0197	444.68	30635.72
317	2009.10.28 00:08	buy	158	9.19	1.0218	1.0183	1.0233
318	2009.10.28 03:36	close	158	9.19	1.0217	1.0183	1.0233	-89.95	30545.77
319	2009.11.03 00:51	buy	159	9.16	1.0218	1.0183	1.0233
320	2009.11.03 01:03	close	159	9.16	1.0223	1.0183	1.0233	448.01	30993.78
321	2009.11.04 00:29	buy	160	9.30	1.0261	1.0226	1.0276
322	2009.11.04 01:20	close	160	9.30	1.02619	1.0226	1.0276	81.56	31075.34
323	2009.11.05 23:54	buy	161	9.32	1.0162	1.0127	1.0177
324	2009.11.06 00:42	close	161	9.32	1.0167	1.0127	1.0177	458.35	31533.69
325	2009.11.07 00:20	buy	162	9.46	1.0171	1.0136	1.0186
326	2009.11.09 03:07	close	162	9.46	1.0170	1.0136	1.0186	-93.02	31440.67
327	2009.11.12 23:48	sell	163	9.43	1.0184	1.0209	1.0179
328	2009.11.12 23:56	close	163	9.43	1.0180	1.0209	1.0179	370.53	31811.20
329	2009.11.17 23:49	buy	164	9.54	1.0165	1.0130	1.0180
330	2009.11.18 01:34	close	164	9.54	1.0165	1.0130	1.0180	0.00	31811.20
331	2009.11.20 23:45	buy	165	9.54	1.01731	1.0138	1.0188
332	2009.11.21 00:25	close	165	9.54	1.0176	1.0138	1.0188	271.87	32083.07
333	2009.11.24 00:28	sell	166	9.62	1.0101	1.0126	1.0096
334	2009.11.24 01:06	close	166	9.62	1.0098	1.0126	1.0096	285.80	32368.87
335	2009.11.27 00:51	buy	167	9.71	1.0027	0.9992	1.0042
336	2009.11.27 01:01	close	167	9.71	1.0033	0.9992	1.0042	580.68	32949.55
337	2009.11.27 23:56	buy	168	9.88	1.0054	1.0019	1.0069
338	2009.11.28 00:19	close	168	9.88	1.0059	1.0019	1.0069	491.10	33440.65
339	2009.12.03 23:45	sell	169	10.03	0.9992	1.0017	0.9987
340	2009.12.04 00:46	close	169	10.03	1.0016	1.0017	0.9987	-2424.31	31016.33
341	2009.12.04 00:46	sell	170	9.30	1.0013	1.0038	1.0008
342	2009.12.04 01:32	close	170	9.30	1.0009	1.0038	1.0008	371.67	31388.00
343	2009.12.07 23:50	sell	171	9.42	1.02052	1.0230	1.0200
344	2009.12.08 00:00	close	171	9.42	1.0201	1.0230	1.0200	368.15	31756.16
345	2009.12.09 00:30	buy	172	9.53	1.0265	1.0230	1.0280
346	2009.12.09 00:52	close	172	9.53	1.0270	1.0230	1.0280	463.97	32220.13
347	2009.12.10 01:29	buy	173	9.67	1.02595	1.0225	1.0275
348	2009.12.10 02:28	close	173	9.67	1.0263	1.0225	1.0275	329.78	32549.91
349	2009.12.15 01:01	buy	174	9.76	1.0313	1.0278	1.0328
350	2009.12.15 01:18	close	174	9.76	1.0318	1.0278	1.0328	472.96	33022.87
351	2009.12.18 00:55	sell	175	9.91	1.0476	1.0501	1.0471
352	2009.12.18 01:36	close	175	9.91	1.0473	1.0501	1.0471	283.87	33306.74
353	2009.12.29 00:39	sell	176	9.99	1.03478	1.0373	1.0343
354	2009.12.29 02:36	close	176	9.99	1.0351	1.0373	1.0343	-308.84	32997.90
355	2010.01.04 23:57	sell	177	9.90	1.0298	1.0323	1.0293
356	2010.01.05 01:18	close	177	9.90	1.0295	1.0323	1.0293	267.80	33265.69
357	2010.01.12 00:32	sell	178	9.98	1.0165	1.0190	1.0160
358	2010.01.12 01:01	close	178	9.98	1.0162	1.0190	1.0160	294.63	33560.32
359	2010.01.13 00:50	sell	179	10.07	1.0188	1.0213	1.0183
360	2010.01.13 01:06	close	179	10.07	1.0184	1.0213	1.0183	395.52	33955.84
361	2010.01.16 00:56	buy	180	10.19	1.0260	1.0225	1.0275
362	2010.01.18 02:00	t/p	180	10.19	1.0275	1.0225	1.0275	1486.89	35442.73
363	2010.01.19 23:45	buy	181	10.63	1.03163	1.0281	1.0331
364	2010.01.20 00:40	close	181	10.63	1.0322	1.0281	1.0331	587.01	36029.74
365	2010.01.20 00:55	sell	182	10.81	1.0327	1.0352	1.0322
366	2010.01.20 01:03	close	182	10.81	1.0323	1.0352	1.0322	418.87	36448.61
367	2010.01.22 00:30	sell	183	10.93	1.04291	1.0454	1.0424
368	2010.01.22 00:35	close	183	10.93	1.0425	1.0454	1.0424	429.86	36878.47
369	2010.01.22 00:53	sell	184	11.06	1.0429	1.0454	1.0424
370	2010.01.22 01:16	close	184	11.06	1.0425	1.0454	1.0424	424.36	37302.83
371	2010.01.29 00:04	sell	185	11.19	1.0522	1.0547	1.0517
372	2010.01.29 00:47	close	185	11.19	1.0519	1.0547	1.0517	319.14	37621.97
373	2010.02.01 23:51	buy	186	11.29	1.0568	1.0533	1.0583
374	2010.02.02 02:16	close	186	11.29	1.0566	1.0533	1.0583	-213.70	37408.27
375	2010.02.04 00:52	sell	187	11.22	1.0595	1.0620	1.0590
376	2010.02.04 01:26	close	187	11.22	1.0591	1.0620	1.0590	423.76	37832.03
377	2010.02.04 23:49	sell	188	11.35	1.0661	1.0686	1.0656
378	2010.02.05 02:06	close	188	11.35	1.0665	1.0686	1.0656	-449.41	37382.62
379	2010.02.06 00:59	buy	189	11.21	1.0726	1.0691	1.0741
380	2010.02.08 02:00	t/p	189	11.21	1.0741	1.0691	1.0741	1563.82	38946.44
381	2010.02.09 00:16	sell	190	11.68	1.0731	1.0756	1.0726
382	2010.02.09 00:28	t/p	190	11.68	1.0726	1.0756	1.0726	544.47	39490.91
383	2010.02.09 00:31	sell	191	11.85	1.0731	1.0756	1.0726
384	2010.02.09 01:55	close	191	11.85	1.0732	1.0756	1.0726	-110.42	39380.49
385	2010.02.10 01:03	buy	192	11.81	1.0639	1.0604	1.0654
386	2010.02.10 01:26	close	192	11.81	1.0645	1.0604	1.0654	665.66	40046.15
387	2010.02.12 00:32	buy	193	12.01	1.07057	1.0671	1.0721
388	2010.02.12 02:10	close	193	12.01	1.0706	1.0671	1.0721	33.65	40079.80
389	2010.02.13 00:34	buy	194	12.02	1.0763	1.0728	1.0778
390	2010.02.15 02:00	close	194	12.02	1.07681	1.0728	1.0778	569.29	40649.09
391	2010.02.18 00:20	sell	195	12.19	1.0784	1.0809	1.0779
392	2010.02.18 01:54	close	195	12.19	1.0785	1.0809	1.0779	-113.03	40536.06
393	2010.02.19 00:35	sell	196	12.16	1.0798	1.0823	1.0793
394	2010.02.19 00:36	s/l	196	12.16	1.0823	1.0823	1.0793	-2808.83	37727.23
395	2010.02.20 00:10	buy	197	11.32	1.07585	1.0724	1.0774
396	2010.02.20 00:34	close	197	11.32	1.0764	1.0724	1.0774	578.41	38305.64
397	2010.02.23 01:05	buy	198	11.49	1.0753	1.0718	1.0768
398	2010.02.23 01:20	close	198	11.49	1.0759	1.0718	1.0768	640.77	38946.41
399	2010.02.23 23:49	sell	199	11.68	1.08394	1.0864	1.0834
400	2010.02.24 00:55	close	199	11.68	1.0836	1.0864	1.0834	342.07	39288.48
401	2010.02.25 23:48	buy	200	11.79	1.0793	1.0758	1.0808
402	2010.02.26 00:21	close	200	11.79	1.0799	1.0758	1.0808	655.06	39943.54
403	2010.02.27 00:22	buy	201	11.98	1.0735	1.0700	1.0750
404	2010.03.01 02:00	close	201	11.98	1.07419	1.0700	1.0750	769.53	40713.07
405	2010.03.03 00:49	buy	202	12.21	1.0748	1.0713	1.0763
406	2010.03.03 02:00	close	202	12.21	1.07523	1.0713	1.0763	488.30	41201.37
407	2010.03.04 00:53	sell	203	12.36	1.0682	1.0707	1.0677
408	2010.03.04 01:01	close	203	12.36	1.0678	1.0707	1.0677	463.01	41664.38
409	2010.03.04 23:45	buy	204	12.50	1.0770	1.0735	1.0785
410	2010.03.05 01:17	close	204	12.50	1.0770	1.0735	1.0785	0.00	41664.38
411	2010.03.11 00:15	buy	205	12.50	1.0700	1.0665	1.0715
412	2010.03.11 01:57	close	205	12.50	1.0700	1.0665	1.0715	0.00	41664.38
413	2010.03.13 00:22	buy	206	12.50	1.0581	1.0546	1.0596
414	2010.03.26 01:20	t/p	206	12.50	1.0596	1.0546	1.0596	1745.74	43410.12
415	2010.03.29 23:46	buy	207	13.02	1.0627	1.0592	1.0642
416	2010.03.30 01:26	close	207	13.02	1.0627	1.0592	1.0642	0.00	43410.12
417	2010.03.31 01:59	buy	208	13.02	1.0659	1.0624	1.0674
418	2010.03.31 03:06	close	208	13.02	1.0663	1.0624	1.0674	488.42	43898.54
419	2010.04.02 23:45	buy	209	13.17	1.06074	1.0572	1.0622
420	2010.04.05 01:00	close	209	13.17	1.0615	1.0572	1.0622	942.93	44841.47
421	2010.04.08 00:05	sell	210	13.45	1.0741	1.0766	1.0736
422	2010.04.08 01:06	close	210	13.45	1.07379	1.0766	1.0736	388.30	45229.77
423	2010.04.09 00:00	buy	211	13.57	1.0729	1.0694	1.0744
424	2010.04.09 00:45	close	211	13.57	1.07315	1.0694	1.0744	316.13	45545.90
425	2010.04.13 00:06	buy	212	13.66	1.0590	1.0555	1.0605
426	2010.04.13 00:09	close	212	13.66	1.0596	1.0555	1.0605	773.50	46319.40
427	2010.04.13 23:45	buy	213	13.90	1.0539	1.0504	1.0554
428	2010.04.14 00:08	close	213	13.90	1.0545	1.0504	1.0554	790.90	47110.30
429	2010.04.20 00:07	buy	214	14.13	1.0627	1.0592	1.0642
430	2010.04.20 00:10	close	214	14.13	1.0633	1.0592	1.0642	797.33	47907.63
431	2010.04.20 23:56	sell	215	14.37	1.0688	1.0713	1.0683
432	2010.04.21 00:10	close	215	14.37	1.0684	1.0713	1.0683	507.97	48415.60
433	2010.04.23 00:35	sell	216	14.52	1.0786	1.0811	1.0781
434	2010.04.23 01:09	close	216	14.52	1.07829	1.0811	1.0781	417.44	48833.04
435	2010.04.23 23:59	buy	217	14.65	1.0728	1.0693	1.0743
436	2010.04.26 01:00	t/p	217	14.65	1.0743	1.0693	1.0743	2044.99	50878.03
437	2010.04.27 00:01	buy	218	15.26	1.0724	1.0689	1.0739
438	2010.04.27 00:11	close	218	15.26	1.0730	1.0689	1.0739	853.31	51731.34
439	2010.04.27 00:20	buy	219	15.52	1.07093	1.0674	1.0724
440	2010.04.27 00:45	close	219	15.52	1.0715	1.0674	1.0724	825.61	52556.95
441	2010.04.28 00:14	sell	220	15.77	1.0884	1.0909	1.0879
442	2010.04.28 01:07	close	220	15.77	1.0880	1.0909	1.0879	579.78	53136.73
443	2010.04.30 00:13	sell	221	15.94	1.0843	1.0868	1.0838
444	2010.04.30 00:23	t/p	221	15.94	1.0838	1.0868	1.0838	735.38	53872.11
445	2010.04.30 00:36	buy	222	16.16	1.08268	1.0792	1.0842
446	2010.04.30 00:55	close	222	16.16	1.0832	1.0792	1.0842	775.78	54647.89
447	2010.04.30 01:35	buy	223	16.39	1.0825	1.0790	1.0840
448	2010.04.30 03:10	close	223	16.39	1.0825	1.0790	1.0840	0.00	54647.89
449	2010.05.04 23:47	sell	224	16.39	1.1032	1.1057	1.1027
450	2010.05.05 01:17	close	224	16.39	1.1035	1.1057	1.1027	-479.84	54168.05
451	2010.05.05 23:59	sell	225	16.25	1.1181	1.1206	1.1176
452	2010.05.06 00:45	close	225	16.25	1.11793	1.1206	1.1176	145.22	54313.28
453	2010.05.07 23:59	buy	226	16.29	1.1079	1.1044	1.1094
454	2010.06.02 19:10	t/p	226	16.29	1.1094	1.1044	1.1094	2114.48	56427.76
455	2010.06.08 01:31	buy	227	16.93	1.1623	1.1588	1.1638
456	2010.06.08 01:47	close	227	16.93	1.1629	1.1588	1.1638	873.51	57301.27
457	2010.06.08 23:45	buy	228	17.19	1.1516	1.1481	1.1531
458	2010.06.08 23:48	close	228	17.19	1.1523	1.1481	1.1531	1044.26	58345.53
459	2010.06.09 00:10	buy	229	17.50	1.1519	1.1484	1.1534
460	2010.06.09 00:37	close	229	17.50	1.1526	1.1484	1.1534	1062.81	59408.34
461	2010.06.09 00:57	sell	230	17.82	1.1533	1.1558	1.1528
462	2010.06.09 01:27	close	230	17.82	1.1529	1.1558	1.1528	618.27	60026.61
463	2010.06.15 00:41	sell	231	18.01	1.1429	1.1454	1.1424
464	2010.06.15 01:02	close	231	18.01	1.1425	1.1454	1.1424	630.55	60657.16
465	2010.06.15 23:52	sell	232	18.20	1.1337	1.1362	1.1332
466	2010.06.15 23:55	t/p	232	18.20	1.1332	1.1362	1.1332	803.04	61460.20
467	2010.06.16 00:08	sell	233	18.44	1.1338	1.1363	1.1333
468	2010.06.16 00:24	t/p	233	18.44	1.1333	1.1363	1.1333	813.62	62273.82
469	2010.06.16 23:46	sell	234	18.68	1.1309	1.1334	1.1304
470	2010.06.17 01:20	close	234	18.68	1.1314	1.1334	1.1304	-942.65	61331.16
471	2010.06.18 01:45	buy	235	18.40	1.1114	1.1079	1.1129
472	2010.06.18 02:15	close	235	18.40	1.1119	1.1079	1.1129	827.41	62158.57
473	2010.06.22 01:25	buy	236	18.65	1.1110	1.1075	1.1125
474	2010.06.22 03:31	close	236	18.65	1.1103	1.1075	1.1125	-1175.81	60982.76
475	2010.06.30 00:18	sell	237	18.29	1.0825	1.0850	1.0820
476	2010.06.30 00:26	t/p	237	18.29	1.0820	1.0850	1.0820	845.19	61827.95
477	2010.07.13 00:03	sell	238	18.55	1.0609	1.0634	1.0604
478	2010.07.13 01:00	close	238	18.55	1.0605	1.0634	1.0604	699.67	62527.62
479	2010.07.13 23:46	buy	239	18.76	1.0538	1.0503	1.0553
480	2010.07.13 23:49	close	239	18.76	1.0544	1.0503	1.0553	1067.53	63595.15
481	2010.07.14 23:50	buy	240	19.08	1.0528	1.0493	1.0543
482	2010.07.15 03:00	close	240	19.08	1.0528	1.0493	1.0543	0.00	63595.15