RobinVOL 2.0 | year 2002 Backtest

Strategy Tester: Robin_VOL

Strategy Tester Report

Robin_VOL

AlpariUK-Demo-Pro (Build 419)

Symbol		EURUSD (Euro vs US Dollar)
Period		15 Minutes (M15) 2002.01.01 00:00 - 2002.12.30 23:59 (2002.01.01 - 2002.12.31)
Model		Open prices only (only for Expert Advisors that explicitly control bar opening)
Parameters		s1="----==== TRADE DEFINITION ====----"; Magic_Number=10101; TradeComment="Robin VOL"; fifo=false; s2="----==== POSITION SIZING ====----"; s21="Set Fixed Lots=0 to enable risk Percent (%risk)"; FixedLots=0; s22="Percent of the capital to risk on each trade"; riskPercent=2; s23="Adjust the position to the recent range of the market"; atrAdjustedMM=false; s24="Keep the same size on all trades of the same basket"; KeepTradeSizeInBasket=true; s25="Use minimum allowed lots by the broker if calculated lotsize is below this minimum (risky)"; UseMinLotIfUnderMinimum=true; s26="Maximum concurrent trades allowed on a basket"; TradesMax=8; s3="----==== CAPITAL PRESERVATION ====----"; s31="Ignore the account balance and limit the capital used to the specified here"; useInitialBalance=false; initialBalance=0; s32="Close all opened trades before friday closing of the market"; avoidTradesOverWeekend=false; s33="Set a secure stop loss and take profit on every trade at a constant distance from the price"; useBracketSLTP=true; bracketSLTPatr=1.1; s333="Use Breakeven"; useBreakeven=true; s34="Friday closing date and time of the market."; fridayClosingDay=5; fridayClosingHour=21; s4="----==== TRADING STRATEGY ====----"; strat_1="--- Strategy 1 ---"; Strat_1=true; FastVol=3; SlowVol=60; VolRatio=3; strat_2="--- Strategy 2 ---"; Strat_2=true; osc1Period=8; osc2Period=9; ma_period=65; separation=0.15; maxSeparation=0.75; S2addcomment="(s2)"; exit_str="--- Exit strategy ---"; s44="Take Profit and Stop Loss as a percentage of the recent range"; TP=0.31; SL=0.18; s45="Number of bars to calculate the recent range"; s46="Activate aditional exit conditions after this number of bars"; useTimedExit=false; timedExitBarsTP=140; timedExitFactor=0.4; s5="----==== MARKET CONDITIONS ====----"; s51="Maximal acceptable slippage"; Slippage=3; s52="Spread Filter - in pips"; useSpreadFilter=false; maxSpreadInPips=0; s6="----==== BELLS AND WHISTLES ====----"; showInfo=true; saveScreenshots=false; s7="----==== ANALYSIS AND ADVANCED HACKING ====----"; s72="--- S2 control ---"; useOldS2=false; onlyHighProbabilityS2=false; tightRiskControlS2=true; s73="--- Time Filter ---"; useS2TimeFilter=false; S2TimeFilterStartHour=0; S2TimeFilterEndHour=6; s71="--- Date filters ---"; disableNFP=false; onlyNFP=false; disableSunday=false; disableMonday=false; disableTuesday=false; disableWednesday=false; disableThursday=false; disableFriday=false; disableSaturday=false; onlyMonth=0; s81="--- Functional testing ---"; testid=-1;

Bars in test	25831	Ticks modelled	50646	Modelling quality	n/a
Mismatched charts errors	0

Initial deposit	100000.00
Total net profit	31646.40	Gross profit	82307.16	Gross loss	-50660.76
Profit factor	1.62	Expected payoff	108.38
Absolute drawdown	465.20	Maximal drawdown	10189.82 (8.97%)	Relative drawdown	8.97% (10189.82)

Total trades	292	Short positions (won %)	115 (46.09%)	Long positions (won %)	177 (50.85%)
		Profit trades (% of total)	143 (48.97%)	Loss trades (% of total)	149 (51.03%)
Largest		profit trade	2940.44	loss trade	-960.00
Average		profit trade	575.57	loss trade	-340.01
Maximum		consecutive wins (profit in money)	11 (8165.91)	consecutive losses (loss in money)	19 (-5726.65)
Maximal		consecutive profit (count of wins)	8165.91 (11)	consecutive loss (count of losses)	-6405.78 (10)
Average		consecutive wins	3	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2002.01.01 18:45	buy	1	2.00	0.88915	0.00000	0.00000
2	2002.01.01 18:45	modify	1	2.00	0.88915	0.84800	0.93000
3	2002.01.01 19:15	buy	2	2.00	0.89055	0.00000	0.00000
4	2002.01.01 19:15	modify	2	2.00	0.89055	0.85540	0.92540
5	2002.01.02 01:30	close	2	2.00	0.88870	0.85540	0.92540	-372.60	99627.40
6	2002.01.02 04:15	close	1	2.00	0.89220	0.84800	0.93000	607.40	100234.80
7	2002.01.02 10:15	buy	3	2.00	0.89785	0.00000	0.00000
8	2002.01.02 10:15	modify	3	2.00	0.89785	0.84970	0.94570
9	2002.01.02 10:30	buy	4	2.00	0.89985	0.00000	0.00000
10	2002.01.02 10:30	modify	4	2.00	0.89985	0.84070	0.95870
11	2002.01.02 12:00	close	4	2.00	0.90000	0.84070	0.95870	30.00	100264.80
12	2002.01.02 14:00	close	3	2.00	0.90390	0.84970	0.94570	1210.00	101474.80
13	2002.01.07 12:00	sell	5	2.03	0.89340	0.00000	0.00000
14	2002.01.07 12:00	modify	5	2.03	0.89340	0.92690	0.85990
15	2002.01.07 12:15	sell	6	2.03	0.89230	0.00000	0.00000
16	2002.01.07 12:15	modify	6	2.03	0.89230	0.93330	0.85130
17	2002.01.07 12:45	sell	7	2.03	0.89070	0.00000	0.00000
18	2002.01.07 12:45	modify	7	2.03	0.89070	0.94020	0.84120
19	2002.01.07 14:00	close	7	2.03	0.89055	0.94020	0.84120	30.45	101505.25
20	2002.01.07 15:15	close	6	2.03	0.89175	0.93330	0.85130	111.65	101616.90
21	2002.01.07 17:15	close	5	2.03	0.89255	0.92690	0.85990	172.55	101789.45
22	2002.01.09 16:00	sell	8	2.04	0.88880	0.00000	0.00000
23	2002.01.09 16:00	modify	8	2.04	0.88880	0.91980	0.85780
24	2002.01.09 18:30	close	8	2.04	0.88945	0.91980	0.85780	-132.60	101656.85
25	2002.01.15 19:15	sell	9	2.03	0.88580	0.00000	0.00000
26	2002.01.15 19:15	modify	9	2.03	0.88580	0.93030	0.84130
27	2002.01.15 19:30	sell	10	2.03	0.88650	0.00000	0.00000
28	2002.01.15 19:30	modify	10	2.03	0.88650	0.93000	0.84300
29	2002.01.15 21:45	close	10	2.03	0.88385	0.93000	0.84300	537.95	102194.80
30	2002.01.15 22:00	close	9	2.03	0.88325	0.93030	0.84130	517.65	102712.45
31	2002.01.18 16:45	buy	11	2.05	0.88445	0.00000	0.00000
32	2002.01.18 16:45	modify	11	2.05	0.88445	0.85930	0.90930
33	2002.01.21 01:00	close	11	2.05	0.88610	0.85930	0.90930	335.58	103048.03
34	2002.01.23 19:15	sell	12	2.06	0.87850	0.00000	0.00000
35	2002.01.23 19:15	modify	12	2.06	0.87850	0.93200	0.82500
36	2002.01.23 19:30	sell	13	2.06	0.87780	0.00000	0.00000
37	2002.01.23 19:30	modify	13	2.06	0.87780	0.93230	0.82330
38	2002.01.24 08:15	sell	14	2.06	0.87860	0.00000	0.00000
39	2002.01.24 08:15	modify	14	2.06	0.87860	0.89010	0.86710
40	2002.01.25 10:00	sell	15	2.06	0.87550	0.00000	0.00000
41	2002.01.25 10:00	modify	15	2.06	0.87550	0.89550	0.85550
42	2002.01.25 11:00	close	15	2.06	0.87435	0.89550	0.85550	236.90	103284.93
43	2002.01.25 11:00	close	14	2.06	0.87435	0.89010	0.86710	876.74	104161.67
44	2002.01.25 11:00	close	13	2.06	0.87435	0.93230	0.82330	715.64	104877.31
45	2002.01.25 11:45	sell	16	2.06	0.86890	0.00000	0.00000
46	2002.01.25 11:45	modify	16	2.06	0.86890	0.92990	0.80790
47	2002.01.25 12:00	sell	17	2.06	0.86870	0.00000	0.00000
48	2002.01.25 12:00	modify	17	2.06	0.86870	0.92970	0.80770
49	2002.01.25 15:15	close	17	2.06	0.86785	0.92970	0.80770	175.10	105052.41
50	2002.01.25 16:00	close	16	2.06	0.86425	0.92990	0.80790	957.90	106010.31
51	2002.01.25 16:00	close	12	2.06	0.86425	0.93200	0.82500	2940.44	108950.76
52	2002.01.28 12:15	sell	18	2.18	0.86210	0.00000	0.00000
53	2002.01.28 12:15	modify	18	2.18	0.86210	0.88560	0.83860
54	2002.01.28 12:30	sell	19	2.18	0.86110	0.00000	0.00000
55	2002.01.28 12:30	modify	19	2.18	0.86110	0.88910	0.83310
56	2002.01.28 13:15	close	19	2.18	0.85935	0.88910	0.83310	381.50	109332.26
57	2002.01.28 13:30	close	18	2.18	0.85985	0.88560	0.83860	490.50	109822.76
58	2002.01.30 14:45	sell	20	2.20	0.86050	0.00000	0.00000
59	2002.01.30 14:45	modify	20	2.20	0.86050	0.89750	0.82350
60	2002.01.30 15:00	sell	21	2.20	0.86080	0.00000	0.00000
61	2002.01.30 15:00	modify	21	2.20	0.86080	0.89980	0.82180
62	2002.01.30 15:15	sell	22	2.20	0.86150	0.00000	0.00000
63	2002.01.30 15:15	modify	22	2.20	0.86150	0.90050	0.82250
64	2002.01.30 16:15	close	22	2.20	0.86305	0.90050	0.82250	-341.00	109481.76
65	2002.01.30 16:15	close	21	2.20	0.86305	0.89980	0.82180	-495.00	108986.76
66	2002.01.30 16:30	close	20	2.20	0.86335	0.89750	0.82350	-627.00	108359.76
67	2002.02.04 16:30	buy	23	2.17	0.86675	0.00000	0.00000
68	2002.02.04 16:30	modify	23	2.17	0.86675	0.83510	0.89810
69	2002.02.04 18:00	close	23	2.17	0.86880	0.83510	0.89810	444.85	108804.61
70	2002.02.04 18:15	buy	24	2.18	0.86955	0.00000	0.00000
71	2002.02.04 18:15	modify	24	2.18	0.86955	0.82490	0.91390
72	2002.02.04 18:30	buy	25	2.18	0.87045	0.00000	0.00000
73	2002.02.04 18:30	modify	25	2.18	0.87045	0.81780	0.92280
74	2002.02.04 23:45	buy	26	2.18	0.86985	0.00000	0.00000
75	2002.02.04 23:45	modify	26	2.18	0.86985	0.82070	0.91870
76	2002.02.05 01:45	close	26	2.18	0.86910	0.82070	0.91870	-166.33	108638.27
77	2002.02.05 01:45	close	25	2.18	0.86910	0.81780	0.92280	-297.13	108341.14
78	2002.02.05 09:45	close	24	2.18	0.87220	0.82490	0.91390	574.87	108916.01
79	2002.02.05 15:15	buy	27	2.18	0.87195	0.00000	0.00000
80	2002.02.05 15:15	modify	27	2.18	0.87195	0.84830	0.89530
81	2002.02.05 15:30	buy	28	2.18	0.87265	0.00000	0.00000
82	2002.02.05 15:30	modify	28	2.18	0.87265	0.84400	0.90100
83	2002.02.05 15:45	close	28	2.18	0.87090	0.84400	0.90100	-381.50	108534.51
84	2002.02.05 15:45	close	27	2.18	0.87090	0.84830	0.89530	-228.90	108305.61
85	2002.02.06 16:45	buy	29	2.17	0.86805	0.00000	0.00000
86	2002.02.06 16:45	modify	29	2.17	0.86805	0.84140	0.89440
87	2002.02.06 17:00	buy	30	2.17	0.86885	0.00000	0.00000
88	2002.02.06 17:00	modify	30	2.17	0.86885	0.83620	0.90120
89	2002.02.06 18:30	close	30	2.17	0.87030	0.83620	0.90120	314.65	108620.26
90	2002.02.06 19:00	close	29	2.17	0.86880	0.84140	0.89440	162.75	108783.01
91	2002.02.07 09:45	buy	31	2.18	0.86895	0.00000	0.00000
92	2002.02.07 09:45	modify	31	2.18	0.86895	0.84530	0.89230
93	2002.02.07 10:00	close	31	2.18	0.86770	0.84530	0.89230	-272.50	108510.51
94	2002.02.11 11:45	buy	32	2.17	0.87735	0.00000	0.00000
95	2002.02.11 11:45	modify	32	2.17	0.87735	0.84120	0.91320
96	2002.02.11 12:00	buy	33	2.17	0.87725	0.00000	0.00000
97	2002.02.11 12:00	modify	33	2.17	0.87725	0.83860	0.91560
98	2002.02.11 13:30	close	33	2.17	0.87970	0.83860	0.91560	531.65	109042.16
99	2002.02.11 13:30	close	32	2.17	0.87970	0.84120	0.91320	509.95	109552.11
100	2002.02.11 21:00	buy	34	2.19	0.87675	0.00000	0.00000
101	2002.02.11 21:00	modify	34	2.19	0.87675	0.82960	0.92360
102	2002.02.11 21:15	buy	35	2.19	0.87635	0.00000	0.00000
103	2002.02.11 21:15	modify	35	2.19	0.87635	0.82920	0.92320
104	2002.02.12 10:00	close	35	2.19	0.87980	0.82920	0.92320	752.70	110304.81
105	2002.02.12 10:00	close	34	2.19	0.87980	0.82960	0.92360	665.10	110969.91
106	2002.02.14 13:15	sell	36	2.22	0.86840	0.00000	0.00000
107	2002.02.14 13:15	modify	36	2.22	0.86840	0.89390	0.84290
108	2002.02.14 14:15	close	36	2.22	0.86955	0.89390	0.84290	-255.30	110714.61
109	2002.02.19 09:45	sell	37	2.21	0.86680	0.00000	0.00000
110	2002.02.19 09:45	modify	37	2.21	0.86680	0.89030	0.84330
111	2002.02.19 10:15	close	37	2.21	0.86805	0.89030	0.84330	-276.25	110438.36
112	2002.02.19 17:00	buy	38	2.21	0.87425	0.00000	0.00000
113	2002.02.19 17:00	modify	38	2.21	0.87425	0.83260	0.91560
114	2002.02.19 17:15	buy	39	2.21	0.87405	0.00000	0.00000
115	2002.02.19 17:15	modify	39	2.21	0.87405	0.83240	0.91540
116	2002.02.19 18:45	close	39	2.21	0.87670	0.83240	0.91540	585.65	111024.01
117	2002.02.19 18:45	close	38	2.21	0.87670	0.83260	0.91560	541.45	111565.46
118	2002.02.22 12:15	buy	40	2.23	0.87165	0.00000	0.00000
119	2002.02.22 12:15	modify	40	2.23	0.87165	0.85200	0.89100
120	2002.02.22 14:15	buy	41	2.23	0.87425	0.00000	0.00000
121	2002.02.22 14:15	modify	41	2.23	0.87425	0.84110	0.90710
122	2002.02.22 14:30	buy	42	2.23	0.87455	0.00000	0.00000
123	2002.02.22 14:30	modify	42	2.23	0.87455	0.83290	0.91590
124	2002.02.22 15:30	close	42	2.23	0.87450	0.83290	0.91590	-11.15	111554.31
125	2002.02.22 15:30	close	41	2.23	0.87450	0.84110	0.90710	55.75	111610.06
126	2002.02.22 17:00	close	40	2.23	0.87750	0.85200	0.89100	1304.55	112914.61
127	2002.02.22 21:00	buy	43	2.26	0.87595	0.00000	0.00000
128	2002.02.22 21:00	modify	43	2.26	0.87595	0.58180	1.16980
129	2002.02.25 00:00	buy	44	2.26	0.87545	0.00000	0.00000
130	2002.02.25 00:00	modify	44	2.26	0.87545	0.83130	0.91930
131	2002.02.25 13:45	close	44	2.26	0.87290	0.83130	0.91930	-576.30	112338.31
132	2002.02.25 13:45	close	43	2.26	0.87290	0.58180	1.16980	-692.24	111646.07
133	2002.02.26 13:00	sell	45	2.23	0.86720	0.00000	0.00000
134	2002.02.26 13:00	modify	45	2.23	0.86720	0.89220	0.84220
135	2002.02.26 13:15	close	45	2.23	0.86855	0.89220	0.84220	-301.05	111345.02
136	2002.02.26 16:15	buy	46	2.23	0.87045	0.00000	0.00000
137	2002.02.26 16:15	modify	46	2.23	0.87045	0.84030	0.90030
138	2002.02.26 16:30	buy	47	2.23	0.87005	0.00000	0.00000
139	2002.02.26 16:30	modify	47	2.23	0.87005	0.83990	0.89990
140	2002.02.26 16:45	close	47	2.23	0.86840	0.83990	0.89990	-367.95	110977.07
141	2002.02.26 16:45	close	46	2.23	0.86840	0.84030	0.90030	-457.15	110519.92
142	2002.02.26 18:30	sell	48	2.21	0.86510	0.00000	0.00000
143	2002.02.26 18:30	modify	48	2.21	0.86510	0.90660	0.82360
144	2002.02.26 19:00	sell	49	2.21	0.86260	0.00000	0.00000
145	2002.02.26 19:00	modify	49	2.21	0.86260	0.91710	0.80810
146	2002.02.26 21:30	close	49	2.21	0.86415	0.91710	0.80810	-342.55	110177.37
147	2002.02.27 02:15	close	48	2.21	0.86525	0.90660	0.82360	-31.82	110145.55
148	2002.03.01 16:30	sell	50	2.20	0.86540	0.00000	0.00000
149	2002.03.01 16:30	modify	50	2.20	0.86540	0.88790	0.84290
150	2002.03.01 16:45	sell	51	2.20	0.86550	0.00000	0.00000
151	2002.03.01 16:45	modify	51	2.20	0.86550	0.89200	0.83900
152	2002.03.01 17:30	close	51	2.20	0.86405	0.89200	0.83900	319.00	110464.55
153	2002.03.01 18:15	close	50	2.20	0.86615	0.88790	0.84290	-165.00	110299.55
154	2002.03.04 17:30	buy	52	2.21	0.87105	0.00000	0.00000
155	2002.03.04 17:30	modify	52	2.21	0.87105	0.83190	0.90990
156	2002.03.04 21:00	close	52	2.21	0.86910	0.83190	0.90990	-430.95	109868.60
157	2002.03.05 17:00	buy	53	2.20	0.86965	0.00000	0.00000
158	2002.03.05 17:00	modify	53	2.20	0.86965	0.83900	0.90000
159	2002.03.05 21:00	close	53	2.20	0.87160	0.83900	0.90000	429.00	110297.60
160	2002.03.07 09:15	buy	54	2.21	0.88075	0.00000	0.00000
161	2002.03.07 09:15	modify	54	2.21	0.88075	0.85310	0.90810
162	2002.03.07 09:30	close	54	2.21	0.87890	0.85310	0.90810	-408.85	109888.75
163	2002.03.07 12:30	sell	55	2.20	0.87590	0.00000	0.00000
164	2002.03.07 12:30	modify	55	2.20	0.87590	0.90440	0.84740
165	2002.03.07 15:00	close	55	2.20	0.87685	0.90440	0.84740	-209.00	109679.75
166	2002.03.12 17:15	buy	56	2.19	0.87385	0.00000	0.00000
167	2002.03.12 17:15	modify	56	2.19	0.87385	0.84370	0.90370
168	2002.03.12 17:30	buy	57	2.19	0.87555	0.00000	0.00000
169	2002.03.12 17:30	modify	57	2.19	0.87555	0.84540	0.90540
170	2002.03.12 17:45	close	57	2.19	0.87530	0.84540	0.90540	-54.75	109625.00
171	2002.03.13 13:15	close	56	2.19	0.87400	0.84370	0.90370	30.00	109655.00
172	2002.03.13 15:15	buy	58	2.19	0.87665	0.00000	0.00000
173	2002.03.13 15:15	modify	58	2.19	0.87665	0.85200	0.90100
174	2002.03.13 15:30	buy	59	2.19	0.87655	0.00000	0.00000
175	2002.03.13 15:30	modify	59	2.19	0.87655	0.85190	0.90090
176	2002.03.13 16:15	close	59	2.19	0.87550	0.85190	0.90090	-229.95	109425.05
177	2002.03.13 16:15	close	58	2.19	0.87550	0.85200	0.90100	-251.85	109173.20
178	2002.03.13 17:15	buy	60	2.18	0.87835	0.00000	0.00000
179	2002.03.13 17:15	modify	60	2.18	0.87835	0.84770	0.90870
180	2002.03.13 18:00	close	60	2.18	0.87710	0.84770	0.90870	-272.50	108900.70
181	2002.03.15 15:15	sell	61	2.18	0.88210	0.00000	0.00000
182	2002.03.15 15:15	modify	61	2.18	0.88210	0.90660	0.85760
183	2002.03.15 15:30	sell	62	2.18	0.88200	0.00000	0.00000
184	2002.03.15 15:30	modify	62	2.18	0.88200	0.91100	0.85300
185	2002.03.15 15:45	close	62	2.18	0.88355	0.91100	0.85300	-337.90	108562.80
186	2002.03.15 15:45	close	61	2.18	0.88355	0.90660	0.85760	-316.10	108246.70
187	2002.03.15 16:00	buy	63	2.16	0.88515	0.00000	0.00000
188	2002.03.15 16:00	modify	63	2.16	0.88515	0.85600	0.91400
189	2002.03.15 16:15	buy	64	2.16	0.88555	0.00000	0.00000
190	2002.03.15 16:15	modify	64	2.16	0.88555	0.85390	0.91690
191	2002.03.15 16:30	close	64	2.16	0.88490	0.85390	0.91690	-140.40	108106.30
192	2002.03.15 16:45	close	63	2.16	0.88310	0.85600	0.91400	-442.80	107663.50
193	2002.03.19 12:00	buy	65	2.15	0.88365	0.00000	0.00000
194	2002.03.19 12:00	modify	65	2.15	0.88365	0.86950	0.89750
195	2002.03.19 13:00	close	65	2.15	0.88320	0.86950	0.89750	-96.75	107566.75
196	2002.03.21 13:45	sell	66	2.15	0.88170	0.00000	0.00000
197	2002.03.21 13:45	modify	66	2.15	0.88170	0.90720	0.85620
198	2002.03.21 17:45	close	66	2.15	0.88335	0.90720	0.85620	-354.75	107212.00
199	2002.03.22 09:15	sell	67	2.14	0.88060	0.00000	0.00000
200	2002.03.22 09:15	modify	67	2.14	0.88060	0.89710	0.86410
201	2002.03.22 09:30	close	67	2.14	0.88105	0.89710	0.86410	-96.30	107115.70
202	2002.03.22 18:15	sell	68	2.14	0.87630	0.00000	0.00000
203	2002.03.22 18:15	modify	68	2.14	0.87630	0.91130	0.84130
204	2002.03.22 18:30	sell	69	2.14	0.87570	0.00000	0.00000
205	2002.03.22 18:30	modify	69	2.14	0.87570	0.91420	0.83720
206	2002.03.22 18:45	sell	70	2.14	0.87600	0.00000	0.00000
207	2002.03.22 18:45	modify	70	2.14	0.87600	0.91450	0.83750
208	2002.03.22 19:30	close	70	2.14	0.87755	0.91450	0.83750	-331.70	106784.00
209	2002.03.22 19:30	close	69	2.14	0.87755	0.91420	0.83720	-395.90	106388.10
210	2002.03.22 19:30	close	68	2.14	0.87755	0.91130	0.84130	-267.50	106120.60
211	2002.03.26 12:00	sell	71	2.12	0.87400	0.00000	0.00000
212	2002.03.26 12:00	modify	71	2.12	0.87400	0.89450	0.85350
213	2002.03.26 12:15	sell	72	2.12	0.87430	0.00000	0.00000
214	2002.03.26 12:15	modify	72	2.12	0.87430	0.89630	0.85230
215	2002.03.26 15:15	close	72	2.12	0.87525	0.89630	0.85230	-201.40	105919.20
216	2002.03.26 15:15	close	71	2.12	0.87525	0.89450	0.85350	-265.00	105654.20
217	2002.03.26 15:30	buy	73	2.11	0.87905	0.00000	0.00000
218	2002.03.26 15:30	modify	73	2.11	0.87905	0.84540	0.91240
219	2002.03.26 15:45	buy	74	2.11	0.87895	0.00000	0.00000
220	2002.03.26 15:45	modify	74	2.11	0.87895	0.84530	0.91230
221	2002.03.26 16:00	buy	75	2.11	0.87825	0.00000	0.00000
222	2002.03.26 16:00	modify	75	2.11	0.87825	0.84460	0.91160
223	2002.03.26 16:15	close	75	2.11	0.87650	0.84460	0.91160	-369.25	105284.95
224	2002.03.26 16:15	close	74	2.11	0.87650	0.84530	0.91230	-516.95	104768.00
225	2002.03.26 16:15	close	73	2.11	0.87650	0.84540	0.91240	-538.05	104229.95
226	2002.03.27 17:00	sell	76	2.08	0.87220	0.00000	0.00000
227	2002.03.27 17:00	modify	76	2.08	0.87220	0.89620	0.84820
228	2002.03.27 17:45	close	76	2.08	0.87365	0.89620	0.84820	-301.60	103928.35
229	2002.04.01 15:00	buy	77	2.08	0.87935	0.00000	0.00000
230	2002.04.01 15:00	modify	77	2.08	0.87935	0.84070	0.91770
231	2002.04.01 15:15	buy	78	2.08	0.87995	0.00000	0.00000
232	2002.04.01 15:15	modify	78	2.08	0.87995	0.84030	0.91930
233	2002.04.01 15:30	buy	79	2.08	0.88015	0.00000	0.00000
234	2002.04.01 15:30	modify	79	2.08	0.88015	0.84150	0.91850
235	2002.04.01 17:45	close	79	2.08	0.88180	0.84150	0.91850	343.20	104271.55
236	2002.04.02 00:30	close	78	2.08	0.87940	0.84030	0.91930	-117.10	104154.45
237	2002.04.02 00:45	close	77	2.08	0.87940	0.84070	0.91770	7.70	104162.15
238	2002.04.02 01:00	buy	80	2.08	0.87935	0.00000	0.00000
239	2002.04.02 01:00	modify	80	2.08	0.87935	0.83320	0.92520
240	2002.04.02 08:30	close	80	2.08	0.87810	0.83320	0.92520	-260.00	103902.15
241	2002.04.02 16:45	sell	81	2.08	0.87910	0.00000	0.00000
242	2002.04.02 16:45	modify	81	2.08	0.87910	0.90160	0.85660
243	2002.04.03 04:30	close	81	2.08	0.87865	0.90160	0.85660	94.85	103996.99
244	2002.04.04 14:00	buy	82	2.08	0.88475	0.00000	0.00000
245	2002.04.04 14:00	modify	82	2.08	0.88475	0.85810	0.91110
246	2002.04.04 14:15	buy	83	2.08	0.88475	0.00000	0.00000
247	2002.04.04 14:15	modify	83	2.08	0.88475	0.85810	0.91110
248	2002.04.04 15:45	close	83	2.08	0.88330	0.85810	0.91110	-301.60	103695.39
249	2002.04.04 15:45	close	82	2.08	0.88330	0.85810	0.91110	-301.60	103393.79
250	2002.04.04 16:30	sell	84	2.07	0.88090	0.00000	0.00000
251	2002.04.04 16:30	modify	84	2.07	0.88090	0.91040	0.85140
252	2002.04.04 16:45	sell	85	2.07	0.88020	0.00000	0.00000
253	2002.04.04 16:45	modify	85	2.07	0.88020	0.91170	0.84870
254	2002.04.04 17:00	sell	86	2.07	0.87980	0.00000	0.00000
255	2002.04.04 17:00	modify	86	2.07	0.87980	0.91180	0.84780
256	2002.04.04 17:45	close	86	2.07	0.87725	0.91180	0.84780	527.85	103921.64
257	2002.04.04 17:45	close	85	2.07	0.87725	0.91170	0.84870	610.65	104532.29
258	2002.04.04 17:45	close	84	2.07	0.87725	0.91040	0.85140	755.55	105287.84
259	2002.04.11 15:00	buy	87	2.11	0.88245	0.00000	0.00000
260	2002.04.11 15:00	modify	87	2.11	0.88245	0.86180	0.90280
261	2002.04.11 15:15	buy	88	2.11	0.88305	0.00000	0.00000
262	2002.04.11 15:15	modify	88	2.11	0.88305	0.85740	0.90840
263	2002.04.11 15:30	buy	89	2.11	0.88395	0.00000	0.00000
264	2002.04.11 15:30	modify	89	2.11	0.88395	0.85730	0.91030
265	2002.04.11 16:00	close	89	2.11	0.88310	0.85730	0.91030	-179.35	105108.49
266	2002.04.11 17:45	close	88	2.11	0.88360	0.85740	0.90840	116.05	105224.54
267	2002.04.11 20:00	close	87	2.11	0.88280	0.86180	0.90280	73.85	105298.39
268	2002.04.16 16:15	buy	90	2.11	0.88265	0.00000	0.00000
269	2002.04.16 16:15	modify	90	2.11	0.88265	0.86100	0.90400
270	2002.04.16 16:30	buy	91	2.11	0.88365	0.00000	0.00000
271	2002.04.16 16:30	modify	91	2.11	0.88365	0.85700	0.91000
272	2002.04.16 16:45	buy	92	2.11	0.88355	0.00000	0.00000
273	2002.04.16 16:45	modify	92	2.11	0.88355	0.85690	0.90990
274	2002.04.16 18:45	close	92	2.11	0.88270	0.85690	0.90990	-179.35	105119.04
275	2002.04.16 19:45	close	91	2.11	0.88230	0.85700	0.91000	-284.85	104834.19
276	2002.04.16 19:45	close	90	2.11	0.88230	0.86100	0.90400	-73.85	104760.34
277	2002.04.17 10:15	buy	93	2.10	0.88855	0.00000	0.00000
278	2002.04.17 10:15	modify	93	2.10	0.88855	0.85240	0.92440
279	2002.04.17 22:00	close	93	2.10	0.88950	0.85240	0.92440	199.50	104959.84
280	2002.04.23 15:45	buy	94	2.10	0.88945	0.00000	0.00000
281	2002.04.23 15:45	modify	94	2.10	0.88945	0.86930	0.90930
282	2002.04.23 20:30	close	94	2.10	0.88860	0.86930	0.90930	-178.50	104781.34
283	2002.04.24 15:15	buy	95	2.10	0.89135	0.00000	0.00000
284	2002.04.24 15:15	modify	95	2.10	0.89135	0.86870	0.91370
285	2002.04.24 15:30	buy	96	2.10	0.89195	0.00000	0.00000
286	2002.04.24 15:30	modify	96	2.10	0.89195	0.86680	0.91680
287	2002.04.24 15:45	close	96	2.10	0.89110	0.86680	0.91680	-178.50	104602.84
288	2002.04.24 16:30	close	95	2.10	0.89120	0.86870	0.91370	-31.50	104571.34
289	2002.04.25 01:15	buy	97	2.09	0.89255	0.00000	0.00000
290	2002.04.25 01:15	modify	97	2.09	0.89255	0.86890	0.91590
291	2002.04.25 03:00	close	97	2.09	0.89260	0.86890	0.91590	10.45	104581.79
292	2002.04.25 11:45	buy	98	2.09	0.89755	0.00000	0.00000
293	2002.04.25 11:45	modify	98	2.09	0.89755	0.86390	0.93090
294	2002.04.25 12:00	buy	99	2.09	0.89785	0.00000	0.00000
295	2002.04.25 12:00	modify	99	2.09	0.89785	0.86420	0.93120
296	2002.04.26 09:15	close	99	2.09	0.89760	0.86420	0.93120	-54.97	104526.83
297	2002.04.26 10:45	close	98	2.09	0.89640	0.86390	0.93090	-243.07	104283.76
298	2002.05.01 16:45	buy	100	2.09	0.90255	0.00000	0.00000
299	2002.05.01 16:45	modify	100	2.09	0.90255	0.88590	0.91890
300	2002.05.01 17:15	buy	101	2.09	0.90555	0.00000	0.00000
301	2002.05.01 17:15	modify	101	2.09	0.90555	0.86740	0.94340
302	2002.05.01 17:30	buy	102	2.09	0.90655	0.00000	0.00000
303	2002.05.01 17:30	modify	102	2.09	0.90655	0.86690	0.94590
304	2002.05.01 19:45	close	102	2.09	0.90600	0.86690	0.94590	-114.95	104168.81
305	2002.05.01 19:45	close	101	2.09	0.90600	0.86740	0.94340	94.05	104262.86
306	2002.05.02 12:15	close	100	2.09	0.90480	0.88590	0.91890	462.10	104724.96
307	2002.05.03 10:15	buy	103	2.09	0.90555	0.00000	0.00000
308	2002.05.03 10:15	modify	103	2.09	0.90555	0.88790	0.92290
309	2002.05.03 10:30	buy	104	2.09	0.90565	0.00000	0.00000
310	2002.05.03 10:30	modify	104	2.09	0.90565	0.88700	0.92400
311	2002.05.03 11:45	close	104	2.09	0.90710	0.88700	0.92400	303.05	105028.01
312	2002.05.03 11:45	close	103	2.09	0.90710	0.88790	0.92290	323.95	105351.96
313	2002.05.03 16:45	buy	105	2.11	0.91415	0.00000	0.00000
314	2002.05.03 16:45	modify	105	2.11	0.91415	0.85400	0.97400
315	2002.05.06 00:15	close	105	2.11	0.91590	0.85400	0.97400	366.51	105718.47
316	2002.05.07 09:30	sell	106	2.11	0.91640	0.00000	0.00000
317	2002.05.07 09:30	modify	106	2.11	0.91640	0.93190	0.90090
318	2002.05.07 09:45	sell	107	2.11	0.91610	0.00000	0.00000
319	2002.05.07 09:45	modify	107	2.11	0.91610	0.93610	0.89610
320	2002.05.07 10:00	close	107	2.11	0.91595	0.93610	0.89610	31.65	105750.12
321	2002.05.07 10:30	close	106	2.11	0.91485	0.93190	0.90090	327.05	106077.17
322	2002.05.08 18:00	sell	108	2.12	0.90400	0.00000	0.00000
323	2002.05.08 18:00	modify	108	2.12	0.90400	0.95950	0.84850
324	2002.05.08 18:15	sell	109	2.12	0.90430	0.00000	0.00000
325	2002.05.08 18:15	modify	109	2.12	0.90430	0.95980	0.84880
326	2002.05.09 06:00	close	109	2.12	0.90585	0.95980	0.84880	-324.78	105752.38
327	2002.05.09 08:45	close	108	2.12	0.90635	0.95950	0.84850	-494.38	105258.00
328	2002.05.13 08:30	buy	110	2.11	0.91595	0.00000	0.00000
329	2002.05.13 08:30	modify	110	2.11	0.91595	0.89530	0.93630
330	2002.05.13 08:45	close	110	2.11	0.91580	0.89530	0.93630	-31.65	105226.35
331	2002.05.14 14:45	sell	111	2.10	0.90230	0.00000	0.00000
332	2002.05.14 14:45	modify	111	2.10	0.90230	0.94730	0.85730
333	2002.05.14 15:15	sell	112	2.10	0.90240	0.00000	0.00000
334	2002.05.14 15:15	modify	112	2.10	0.90240	0.94740	0.85740
335	2002.05.15 05:30	close	112	2.10	0.89995	0.94740	0.85740	515.76	105742.11
336	2002.05.15 08:15	close	111	2.10	0.90185	0.94730	0.85730	95.76	105837.87
337	2002.05.15 15:00	buy	113	2.12	0.90595	0.00000	0.00000
338	2002.05.15 15:00	modify	113	2.12	0.90595	0.87030	0.94130
339	2002.05.15 15:15	buy	114	2.12	0.90615	0.00000	0.00000
340	2002.05.15 15:15	modify	114	2.12	0.90615	0.86900	0.94300
341	2002.05.15 17:15	close	114	2.12	0.90640	0.86900	0.94300	53.00	105890.87
342	2002.05.15 18:15	close	113	2.12	0.90860	0.87030	0.94130	561.80	106452.67
343	2002.05.15 21:00	buy	115	2.13	0.91145	0.00000	0.00000
344	2002.05.15 21:00	modify	115	2.13	0.91145	0.85630	0.96630
345	2002.05.16 03:00	buy	116	2.13	0.91125	0.00000	0.00000
346	2002.05.16 03:00	modify	116	2.13	0.91125	0.86110	0.96110
347	2002.05.16 10:45	close	116	2.13	0.91130	0.86110	0.96110	10.65	106463.32
348	2002.05.16 10:45	close	115	2.13	0.91130	0.85630	0.96630	-40.26	106423.06
349	2002.05.21 09:45	buy	117	2.13	0.92135	0.00000	0.00000
350	2002.05.21 09:45	modify	117	2.13	0.92135	0.89070	0.95170
351	2002.05.21 11:00	close	117	2.13	0.91990	0.89070	0.95170	-308.85	106114.21
352	2002.05.21 15:15	sell	118	2.12	0.91720	0.00000	0.00000
353	2002.05.21 15:15	modify	118	2.12	0.91720	0.94670	0.88770
354	2002.05.21 16:30	close	118	2.12	0.91895	0.94670	0.88770	-371.00	105743.21
355	2002.05.28 10:00	buy	119	2.11	0.92455	0.00000	0.00000
356	2002.05.28 10:00	modify	119	2.11	0.92455	0.89940	0.94940
357	2002.05.28 11:00	close	119	2.11	0.92650	0.89940	0.94940	411.45	106154.66
358	2002.05.28 16:45	buy	120	2.12	0.92965	0.00000	0.00000
359	2002.05.28 16:45	modify	120	2.12	0.92965	0.88100	0.97800
360	2002.05.29 10:00	close	120	2.12	0.92740	0.88100	0.97800	-479.76	105674.90
361	2002.05.29 19:00	buy	121	2.11	0.93405	0.00000	0.00000
362	2002.05.29 19:00	modify	121	2.11	0.93405	0.89540	0.97240
363	2002.05.29 19:15	buy	122	2.11	0.93565	0.00000	0.00000
364	2002.05.29 19:15	modify	122	2.11	0.93565	0.88950	0.98150
365	2002.05.29 21:00	close	122	2.11	0.93670	0.88950	0.98150	221.55	105896.45
366	2002.05.30 09:45	close	121	2.11	0.93880	0.89540	0.97240	994.02	106890.48
367	2002.05.31 19:00	sell	123	2.14	0.93050	0.00000	0.00000
368	2002.05.31 19:00	modify	123	2.14	0.93050	0.98100	0.88000
369	2002.05.31 21:00	close	123	2.14	0.93235	0.98100	0.88000	-395.90	106494.58
370	2002.06.03 16:15	buy	124	2.13	0.93475	0.00000	0.00000
371	2002.06.03 16:15	modify	124	2.13	0.93475	0.90960	0.95960
372	2002.06.03 16:30	buy	125	2.13	0.93565	0.00000	0.00000
373	2002.06.03 16:30	modify	125	2.13	0.93565	0.90550	0.96550
374	2002.06.03 16:45	close	125	2.13	0.93780	0.90550	0.96550	457.95	106952.53
375	2002.06.03 17:00	buy	126	2.13	0.93775	0.00000	0.00000
376	2002.06.03 17:00	modify	126	2.13	0.93775	0.89610	0.97910
377	2002.06.03 17:15	buy	127	2.13	0.93845	0.00000	0.00000
378	2002.06.03 17:15	modify	127	2.13	0.93845	0.89380	0.98280
379	2002.06.03 20:45	buy	128	2.13	0.93765	0.00000	0.00000
380	2002.06.03 20:45	modify	128	2.13	0.93765	0.88900	0.98600
381	2002.06.03 22:30	close	128	2.13	0.94070	0.88900	0.98600	649.65	107602.18
382	2002.06.03 22:30	close	127	2.13	0.94070	0.89380	0.98280	479.25	108081.43
383	2002.06.03 23:30	close	126	2.13	0.94180	0.89610	0.97910	862.65	108944.08
384	2002.06.03 23:30	close	124	2.13	0.94180	0.90960	0.95960	1501.65	110445.73
385	2002.06.06 15:45	buy	129	2.21	0.94395	0.00000	0.00000
386	2002.06.06 15:45	modify	129	2.21	0.94395	0.89180	0.99580
387	2002.06.06 16:00	buy	130	2.21	0.94445	0.00000	0.00000
388	2002.06.06 16:00	modify	130	2.21	0.94445	0.88630	1.00230
389	2002.06.06 17:45	close	130	2.21	0.94680	0.88630	1.00230	519.35	110965.08
390	2002.06.06 19:15	buy	131	2.21	0.94415	0.00000	0.00000
391	2002.06.06 19:15	modify	131	2.21	0.94415	0.87500	1.01300
392	2002.06.07 08:15	close	131	2.21	0.94720	0.87500	1.01300	671.18	111636.25
393	2002.06.07 08:15	close	129	2.21	0.94720	0.89180	0.99580	715.38	112351.63
394	2002.06.12 10:00	buy	132	2.25	0.95055	0.00000	0.00000
395	2002.06.12 10:00	modify	132	2.25	0.95055	0.92940	0.97140
396	2002.06.12 10:15	close	132	2.25	0.94860	0.92940	0.97140	-438.75	111912.88
397	2002.06.13 15:00	buy	133	2.24	0.94565	0.00000	0.00000
398	2002.06.13 15:00	modify	133	2.24	0.94565	0.91350	0.97750
399	2002.06.13 15:15	buy	134	2.24	0.94505	0.00000	0.00000
400	2002.06.13 15:15	modify	134	2.24	0.94505	0.90990	0.97990
401	2002.06.13 17:00	close	134	2.24	0.94580	0.90990	0.97990	168.00	112080.88
402	2002.06.13 17:00	close	133	2.24	0.94580	0.91350	0.97750	33.60	112114.48
403	2002.06.13 18:30	sell	135	2.24	0.94190	0.00000	0.00000
404	2002.06.13 18:30	modify	135	2.24	0.94190	0.98290	0.90090
405	2002.06.13 23:00	close	135	2.24	0.94365	0.98290	0.90090	-392.00	111722.48
406	2002.06.20 14:45	buy	136	2.23	0.96285	0.00000	0.00000
407	2002.06.20 14:45	modify	136	2.23	0.96285	0.92470	1.00070
408	2002.06.20 18:15	close	136	2.23	0.96350	0.92470	1.00070	144.95	111867.43
409	2002.06.21 00:45	buy	137	2.24	0.96345	0.00000	0.00000
410	2002.06.21 00:45	modify	137	2.24	0.96345	0.91780	1.00880
411	2002.06.21 02:45	close	137	2.24	0.96470	0.91780	1.00880	280.00	112147.43
412	2002.06.21 16:30	buy	138	2.24	0.97015	0.00000	0.00000
413	2002.06.21 16:30	modify	138	2.24	0.97015	0.93400	1.00600
414	2002.06.21 17:00	buy	139	2.24	0.96945	0.00000	0.00000
415	2002.06.21 17:00	modify	139	2.24	0.96945	0.93080	1.00780
416	2002.06.21 18:00	close	139	2.24	0.97040	0.93080	1.00780	212.80	112360.23
417	2002.06.24 02:45	close	138	2.24	0.97270	0.93400	1.00600	568.29	112928.52
418	2002.06.24 10:00	buy	140	2.26	0.97625	0.00000	0.00000
419	2002.06.24 10:00	modify	140	2.26	0.97625	0.93310	1.01910
420	2002.06.24 17:30	close	140	2.26	0.97620	0.93310	1.01910	-11.30	112917.22
421	2002.06.27 17:15	buy	141	2.26	0.98885	0.00000	0.00000
422	2002.06.27 17:15	modify	141	2.26	0.98885	0.94620	1.03120
423	2002.06.27 17:30	close	141	2.26	0.98730	0.94620	1.03120	-350.30	112566.92
424	2002.06.28 17:15	sell	142	2.25	0.98500	0.00000	0.00000
425	2002.06.28 17:15	modify	142	2.25	0.98500	1.06250	0.90750
426	2002.06.28 18:45	close	142	2.25	0.98845	1.06250	0.90750	-776.25	111790.67
427	2002.07.08 03:00	buy	143	2.24	0.98065	0.00000	0.00000
428	2002.07.08 03:00	modify	143	2.24	0.98065	0.93450	1.02650
429	2002.07.08 03:15	buy	144	2.24	0.98085	0.00000	0.00000
430	2002.07.08 03:15	modify	144	2.24	0.98085	0.93070	1.03070
431	2002.07.08 04:30	close	144	2.24	0.98330	0.93070	1.03070	548.80	112339.47
432	2002.07.08 05:15	close	143	2.24	0.98270	0.93450	1.02650	459.20	112798.67
433	2002.07.09 13:45	buy	145	2.26	0.99375	0.00000	0.00000
434	2002.07.09 13:45	modify	145	2.26	0.99375	0.95860	1.02860
435	2002.07.09 16:45	close	145	2.26	0.99240	0.95860	1.02860	-305.10	112493.57
436	2002.07.10 14:30	sell	146	2.25	0.98850	0.00000	0.00000
437	2002.07.10 14:30	modify	146	2.25	0.98850	1.03700	0.94000
438	2002.07.10 16:00	close	146	2.25	0.99095	1.03700	0.94000	-551.25	111942.32
439	2002.07.15 13:15	buy	147	2.24	1.00055	0.00000	0.00000
440	2002.07.15 13:15	modify	147	2.24	1.00055	0.95490	1.04590
441	2002.07.15 13:30	buy	148	2.24	1.00265	0.00000	0.00000
442	2002.07.15 13:30	modify	148	2.24	1.00265	0.94700	1.05800
443	2002.07.15 13:45	buy	149	2.24	1.00255	0.00000	0.00000
444	2002.07.15 13:45	modify	149	2.24	1.00255	0.94940	1.05540
445	2002.07.15 14:45	close	149	2.24	1.00340	0.94940	1.05540	190.40	112132.72
446	2002.07.15 16:15	close	148	2.24	1.00650	0.94700	1.05800	862.40	112995.12
447	2002.07.15 16:15	close	147	2.24	1.00650	0.95490	1.04590	1332.80	114327.92
448	2002.07.15 21:30	buy	150	2.29	1.00385	0.00000	0.00000
449	2002.07.15 21:30	modify	150	2.29	1.00385	0.93320	1.07420
450	2002.07.15 22:00	buy	151	2.29	1.00335	0.00000	0.00000
451	2002.07.15 22:00	modify	151	2.29	1.00335	0.93270	1.07370
452	2002.07.15 22:15	buy	152	2.29	1.00315	0.00000	0.00000
453	2002.07.15 22:15	modify	152	2.29	1.00315	0.93350	1.07250
454	2002.07.15 23:30	buy	153	2.29	1.00295	0.00000	0.00000
455	2002.07.15 23:30	modify	153	2.29	1.00295	0.93480	1.07080
456	2002.07.16 00:30	close	153	2.29	1.00440	0.93480	1.07080	329.07	114656.99
457	2002.07.16 02:15	close	152	2.29	1.00560	0.93350	1.07250	558.07	115215.06
458	2002.07.16 02:15	close	151	2.29	1.00560	0.93270	1.07370	512.27	115727.34
459	2002.07.16 02:15	close	150	2.29	1.00560	0.93320	1.07420	397.77	116125.11
460	2002.07.16 11:00	buy	154	2.32	1.01145	0.00000	0.00000
461	2002.07.16 11:00	modify	154	2.32	1.01145	0.96430	1.05830
462	2002.07.16 11:15	buy	155	2.32	1.01245	0.00000	0.00000
463	2002.07.16 11:15	modify	155	2.32	1.01245	0.95780	1.06680
464	2002.07.16 11:30	buy	156	2.32	1.01235	0.00000	0.00000
465	2002.07.16 11:30	modify	156	2.32	1.01235	0.95420	1.07020
466	2002.07.16 13:15	close	156	2.32	1.01230	0.95420	1.07020	-11.60	116113.51
467	2002.07.16 14:45	buy	157	2.32	1.01095	0.00000	0.00000
468	2002.07.16 14:45	modify	157	2.32	1.01095	0.95880	1.06280
469	2002.07.16 17:15	close	157	2.32	1.00930	0.95880	1.06280	-382.80	115730.71
470	2002.07.16 17:15	close	155	2.32	1.00930	0.95780	1.06680	-730.80	114999.91
471	2002.07.16 17:15	close	154	2.32	1.00930	0.96430	1.05830	-498.80	114501.11
472	2002.07.17 01:00	buy	158	2.29	1.01125	0.00000	0.00000
473	2002.07.17 01:00	modify	158	2.29	1.01125	0.96410	1.05810
474	2002.07.17 01:15	buy	159	2.29	1.01085	0.00000	0.00000
475	2002.07.17 01:15	modify	159	2.29	1.01085	0.96370	1.05770
476	2002.07.17 01:30	buy	160	2.29	1.01095	0.00000	0.00000
477	2002.07.17 01:30	modify	160	2.29	1.01095	0.96380	1.05780
478	2002.07.17 03:45	close	160	2.29	1.01010	0.96380	1.05780	-194.65	114306.46
479	2002.07.17 03:45	close	159	2.29	1.01010	0.96370	1.05770	-171.75	114134.71
480	2002.07.17 03:45	close	158	2.29	1.01010	0.96410	1.05810	-263.35	113871.36
481	2002.07.17 09:45	sell	161	2.28	1.00950	0.00000	0.00000
482	2002.07.17 09:45	modify	161	2.28	1.00950	1.05050	0.96850
483	2002.07.17 13:15	close	161	2.28	1.00605	1.05050	0.96850	786.60	114657.96
484	2002.07.29 12:15	sell	162	2.29	0.98180	0.00000	0.00000
485	2002.07.29 12:15	modify	162	2.29	0.98180	1.02080	0.94280
486	2002.07.29 16:15	close	162	2.29	0.97935	1.02080	0.94280	561.05	115219.01
487	2002.07.29 23:00	sell	163	2.30	0.98090	0.00000	0.00000
488	2002.07.29 23:00	modify	163	2.30	0.98090	1.03440	0.92740
489	2002.07.30 02:00	sell	164	2.30	0.98180	0.00000	0.00000
490	2002.07.30 02:00	modify	164	2.30	0.98180	1.01330	0.95030
491	2002.07.30 03:15	close	164	2.30	0.97855	1.01330	0.95030	747.50	115966.51
492	2002.07.30 03:15	close	163	2.30	0.97855	1.03440	0.92740	541.88	116508.39
493	2002.07.30 15:30	buy	165	2.33	0.98735	0.00000	0.00000
494	2002.07.30 15:30	modify	165	2.33	0.98735	0.93970	1.03470
495	2002.07.30 18:30	buy	166	2.33	0.98635	0.00000	0.00000
496	2002.07.30 18:30	modify	166	2.33	0.98635	0.93370	1.03870
497	2002.07.30 18:45	close	166	2.33	0.98560	0.93370	1.03870	-174.75	116333.64
498	2002.07.30 18:45	close	165	2.33	0.98560	0.93970	1.03470	-407.75	115925.89
499	2002.08.01 16:15	buy	167	2.32	0.97875	0.00000	0.00000
500	2002.08.01 16:15	modify	167	2.32	0.97875	0.94310	1.01410
501	2002.08.01 16:45	buy	168	2.32	0.98305	0.00000	0.00000
502	2002.08.01 16:45	modify	168	2.32	0.98305	0.92690	1.03890
503	2002.08.02 00:15	buy	169	2.32	0.98415	0.00000	0.00000
504	2002.08.02 00:15	modify	169	2.32	0.98415	0.91750	1.05050
505	2002.08.02 00:30	buy	170	2.32	0.98385	0.00000	0.00000
506	2002.08.02 00:30	modify	170	2.32	0.98385	0.91720	1.05020
507	2002.08.02 02:00	close	170	2.32	0.98760	0.91720	1.05020	870.00	116795.89
508	2002.08.02 02:00	close	169	2.32	0.98760	0.91750	1.05050	800.40	117596.29
509	2002.08.02 02:00	close	168	2.32	0.98760	0.92690	1.03890	1052.58	118648.87
510	2002.08.02 02:00	close	167	2.32	0.98760	0.94310	1.01410	2050.18	120699.06
511	2002.08.06 10:15	sell	171	2.41	0.96890	0.00000	0.00000
512	2002.08.06 10:15	modify	171	2.41	0.96890	1.03890	0.89890
513	2002.08.06 17:15	close	171	2.41	0.96335	1.03890	0.89890	1337.55	122036.61
514	2002.08.13 15:15	sell	172	2.44	0.97650	0.00000	0.00000
515	2002.08.13 15:15	modify	172	2.44	0.97650	1.00050	0.95250
516	2002.08.13 16:15	close	172	2.44	0.97775	1.00050	0.95250	-305.00	121731.61
517	2002.08.16 15:15	buy	173	2.43	0.98575	0.00000	0.00000
518	2002.08.16 15:15	modify	173	2.43	0.98575	0.94560	1.02560
519	2002.08.16 15:30	buy	174	2.43	0.98635	0.00000	0.00000
520	2002.08.16 15:30	modify	174	2.43	0.98635	0.94370	1.02870
521	2002.08.16 16:15	close	174	2.43	0.98440	0.94370	1.02870	-473.85	121257.76
522	2002.08.16 16:45	close	173	2.43	0.98420	0.94560	1.02560	-376.65	120881.11
523	2002.08.20 15:00	sell	175	2.42	0.97480	0.00000	0.00000
524	2002.08.20 15:00	modify	175	2.42	0.97480	1.00730	0.94230
525	2002.08.20 15:15	sell	176	2.42	0.97530	0.00000	0.00000
526	2002.08.20 15:15	modify	176	2.42	0.97530	1.00780	0.94280
527	2002.08.20 16:00	close	176	2.42	0.97575	1.00780	0.94280	-108.90	120772.21
528	2002.08.20 16:30	close	175	2.42	0.97615	1.00730	0.94230	-326.70	120445.51
529	2002.08.22 17:00	sell	177	2.41	0.97230	0.00000	0.00000
530	2002.08.22 17:00	modify	177	2.41	0.97230	1.00980	0.93480
531	2002.08.22 17:45	close	177	2.41	0.96945	1.00980	0.93480	686.85	121132.36
532	2002.08.27 01:15	sell	178	2.42	0.97080	0.00000	0.00000
533	2002.08.27 01:15	modify	178	2.42	0.97080	0.99580	0.94580
534	2002.08.27 02:45	close	178	2.42	0.97275	0.99580	0.94580	-471.90	120660.46
535	2002.08.27 16:30	buy	179	2.41	0.97985	0.00000	0.00000
536	2002.08.27 16:30	modify	179	2.41	0.97985	0.94020	1.01920
537	2002.08.27 16:45	buy	180	2.41	0.98075	0.00000	0.00000
538	2002.08.27 16:45	modify	180	2.41	0.98075	0.93360	1.02760
539	2002.08.27 18:45	close	180	2.41	0.98280	0.93360	1.02760	494.05	121154.51
540	2002.08.27 19:15	close	179	2.41	0.98350	0.94020	1.01920	879.65	122034.16
541	2002.08.29 16:45	sell	181	2.44	0.98370	0.00000	0.00000
542	2002.08.29 16:45	modify	181	2.44	0.98370	1.03370	0.93370
543	2002.08.30 06:30	close	181	2.44	0.98595	1.03370	0.93370	-547.54	121486.62
544	2002.08.30 16:30	sell	182	2.43	0.98210	0.00000	0.00000
545	2002.08.30 16:30	modify	182	2.43	0.98210	1.00960	0.95460
546	2002.08.30 16:45	sell	183	2.43	0.98080	0.00000	0.00000
547	2002.08.30 16:45	modify	183	2.43	0.98080	1.01130	0.95030
548	2002.08.30 17:30	close	183	2.43	0.98195	1.01130	0.95030	-279.45	121207.17
549	2002.08.30 21:45	close	182	2.43	0.98285	1.00960	0.95460	-182.25	121024.92
550	2002.09.03 11:30	buy	184	2.42	0.99315	0.00000	0.00000
551	2002.09.03 11:30	modify	184	2.42	0.99315	0.93850	1.04750
552	2002.09.03 11:45	buy	185	2.42	0.99285	0.00000	0.00000
553	2002.09.03 11:45	modify	185	2.42	0.99285	0.93820	1.04720
554	2002.09.03 13:00	close	185	2.42	0.99120	0.93820	1.04720	-399.30	120625.62
555	2002.09.03 16:30	close	184	2.42	0.99610	0.93850	1.04750	713.90	121339.52
556	2002.09.06 14:45	sell	186	2.43	0.98830	0.00000	0.00000
557	2002.09.06 14:45	modify	186	2.43	0.98830	1.03480	0.94180
558	2002.09.06 15:15	sell	187	2.43	0.98570	0.00000	0.00000
559	2002.09.06 15:15	modify	187	2.43	0.98570	1.03670	0.93470
560	2002.09.06 15:30	close	187	2.43	0.98535	1.03670	0.93470	85.05	121424.57
561	2002.09.06 15:45	sell	188	2.43	0.98370	0.00000	0.00000
562	2002.09.06 15:45	modify	188	2.43	0.98370	1.04720	0.92020
563	2002.09.06 20:45	close	188	2.43	0.98135	1.04720	0.92020	571.05	121995.62
564	2002.09.09 01:45	sell	189	2.43	0.98200	0.00000	0.00000
565	2002.09.09 01:45	modify	189	2.43	0.98200	1.04400	0.92000
566	2002.09.09 10:00	close	189	2.43	0.97965	1.04400	0.92000	571.05	122566.67
567	2002.09.09 10:00	close	186	2.43	0.97965	1.03480	0.94180	2103.41	124670.08
568	2002.09.10 10:00	sell	190	2.49	0.97710	0.00000	0.00000
569	2002.09.10 10:00	modify	190	2.49	0.97710	1.01460	0.93960
570	2002.09.10 10:15	sell	191	2.49	0.97610	0.00000	0.00000
571	2002.09.10 10:15	modify	191	2.49	0.97610	1.02110	0.93110
572	2002.09.10 10:30	sell	192	2.49	0.97620	0.00000	0.00000
573	2002.09.10 10:30	modify	192	2.49	0.97620	1.02120	0.93120
574	2002.09.10 15:00	close	192	2.49	0.97445	1.02120	0.93120	435.75	125105.83
575	2002.09.10 15:15	close	191	2.49	0.97335	1.02110	0.93110	684.75	125790.58
576	2002.09.10 15:30	close	190	2.49	0.97305	1.01460	0.93960	1008.45	126799.03
577	2002.09.11 15:30	sell	193	2.54	0.97180	0.00000	0.00000
578	2002.09.11 15:30	modify	193	2.54	0.97180	1.00030	0.94330
579	2002.09.11 17:00	close	193	2.54	0.97185	1.00030	0.94330	-12.70	126786.33
580	2002.09.13 16:45	sell	194	2.54	0.97850	0.00000	0.00000
581	2002.09.13 16:45	modify	194	2.54	0.97850	1.00900	0.94800
582	2002.09.13 17:00	sell	195	2.54	0.97850	0.00000	0.00000
583	2002.09.13 17:00	modify	195	2.54	0.97850	1.00900	0.94800
584	2002.09.13 17:45	close	195	2.54	0.97635	1.00900	0.94800	546.10	127332.43
585	2002.09.13 17:45	close	194	2.54	0.97635	1.00900	0.94800	546.10	127878.53
586	2002.09.13 18:00	sell	196	2.56	0.97470	0.00000	0.00000
587	2002.09.13 18:00	modify	196	2.56	0.97470	1.02520	0.92420
588	2002.09.13 18:15	sell	197	2.56	0.97340	0.00000	0.00000
589	2002.09.13 18:15	modify	197	2.56	0.97340	1.03290	0.91390
590	2002.09.13 18:30	sell	198	2.56	0.97260	0.00000	0.00000
591	2002.09.13 18:30	modify	198	2.56	0.97260	1.03210	0.91310
592	2002.09.16 03:15	close	198	2.56	0.96915	1.03210	0.91310	884.74	128763.27
593	2002.09.16 03:15	close	197	2.56	0.96915	1.03290	0.91390	1089.54	129852.80
594	2002.09.16 06:45	sell	199	2.56	0.97010	0.00000	0.00000
595	2002.09.16 06:45	modify	199	2.56	0.97010	1.00160	0.93860
596	2002.09.16 08:00	sell	200	2.56	0.97080	0.00000	0.00000
597	2002.09.16 08:00	modify	200	2.56	0.97080	0.99730	0.94430
598	2002.09.16 15:15	close	200	2.56	0.97155	0.99730	0.94430	-192.00	129660.80
599	2002.09.16 15:15	close	199	2.56	0.97155	1.00160	0.93860	-371.20	129289.60
600	2002.09.16 15:15	close	196	2.56	0.97155	1.02520	0.92420	807.94	130097.54
601	2002.09.17 16:15	buy	201	2.60	0.96975	0.00000	0.00000
602	2002.09.17 16:15	modify	201	2.60	0.96975	0.92360	1.01560
603	2002.09.17 22:30	close	201	2.60	0.97390	0.92360	1.01560	1079.00	131176.54
604	2002.09.23 18:45	sell	202	2.62	0.97700	0.00000	0.00000
605	2002.09.23 18:45	modify	202	2.62	0.97700	1.02450	0.92950
606	2002.09.23 19:00	sell	203	2.62	0.97660	0.00000	0.00000
607	2002.09.23 19:00	modify	203	2.62	0.97660	1.03060	0.92260
608	2002.09.23 21:00	sell	204	2.62	0.97780	0.00000	0.00000
609	2002.09.23 21:00	modify	204	2.62	0.97780	1.03180	0.92380
610	2002.09.23 23:30	close	204	2.62	0.97875	1.03180	0.92380	-248.90	130927.64
611	2002.09.23 23:30	close	203	2.62	0.97875	1.03060	0.92260	-563.30	130364.34
612	2002.09.24 13:45	close	202	2.62	0.98025	1.02450	0.92950	-849.93	129514.41
613	2002.09.24 14:00	buy	205	2.59	0.98125	0.00000	0.00000
614	2002.09.24 14:00	modify	205	2.59	0.98125	0.95260	1.00960
615	2002.09.24 16:15	close	205	2.59	0.98100	0.95260	1.00960	-64.75	129449.66
616	2002.09.24 16:30	sell	206	2.59	0.97930	0.00000	0.00000
617	2002.09.24 16:30	modify	206	2.59	0.97930	1.01830	0.94030
618	2002.09.24 16:45	sell	207	2.59	0.98000	0.00000	0.00000
619	2002.09.24 16:45	modify	207	2.59	0.98000	1.01900	0.94100
620	2002.09.24 17:15	close	207	2.59	0.98285	1.01900	0.94100	-738.15	128711.51
621	2002.09.24 17:15	close	206	2.59	0.98285	1.01830	0.94030	-919.45	127792.06
622	2002.09.26 15:00	sell	208	2.56	0.97610	0.00000	0.00000
623	2002.09.26 15:00	modify	208	2.56	0.97610	0.99860	0.95360
624	2002.09.26 15:15	close	208	2.56	0.97985	0.99860	0.95360	-960.00	126832.06
625	2002.09.26 15:45	buy	209	2.54	0.97945	0.00000	0.00000
626	2002.09.26 15:45	modify	209	2.54	0.97945	0.95230	1.00630
627	2002.09.26 16:00	close	209	2.54	0.97570	0.95230	1.00630	-952.50	125879.56
628	2002.09.26 16:15	sell	210	2.52	0.97480	0.00000	0.00000
629	2002.09.26 16:15	modify	210	2.52	0.97480	1.01730	0.93230
630	2002.09.26 16:30	sell	211	2.52	0.97530	0.00000	0.00000
631	2002.09.26 16:30	modify	211	2.52	0.97530	1.01780	0.93280
632	2002.09.26 16:45	close	211	2.52	0.97725	1.01780	0.93280	-491.40	125388.16
633	2002.09.26 16:45	close	210	2.52	0.97725	1.01730	0.93230	-617.40	124770.76
634	2002.09.30 12:30	buy	212	2.50	0.98575	0.00000	0.00000
635	2002.09.30 12:30	modify	212	2.50	0.98575	0.95710	1.01410
636	2002.09.30 15:15	close	212	2.50	0.98770	0.95710	1.01410	487.50	125258.26
637	2002.10.03 16:15	sell	213	2.51	0.98640	0.00000	0.00000
638	2002.10.03 16:15	modify	213	2.51	0.98640	1.01390	0.95890
639	2002.10.03 16:30	sell	214	2.51	0.98640	0.00000	0.00000
640	2002.10.03 16:30	modify	214	2.51	0.98640	1.01390	0.95890
641	2002.10.03 16:45	close	214	2.51	0.98755	1.01390	0.95890	-288.65	124969.61
642	2002.10.03 17:00	close	213	2.51	0.98765	1.01390	0.95890	-313.75	124655.86
643	2002.10.04 14:45	sell	215	2.49	0.98430	0.00000	0.00000
644	2002.10.04 14:45	modify	215	2.49	0.98430	1.01080	0.95780
645	2002.10.04 15:15	sell	216	2.49	0.98180	0.00000	0.00000
646	2002.10.04 15:15	modify	216	2.49	0.98180	1.02030	0.94330
647	2002.10.04 15:30	sell	217	2.49	0.98090	0.00000	0.00000
648	2002.10.04 15:30	modify	217	2.49	0.98090	1.02190	0.93990
649	2002.10.04 15:45	close	217	2.49	0.98295	1.02190	0.93990	-510.45	124145.41
650	2002.10.04 16:00	close	216	2.49	0.98305	1.02030	0.94330	-311.25	123834.16
651	2002.10.04 16:00	close	215	2.49	0.98305	1.01080	0.95780	311.25	124145.41
652	2002.10.04 19:00	sell	218	2.48	0.97830	0.00000	0.00000
653	2002.10.04 19:00	modify	218	2.48	0.97830	1.02880	0.92780
654	2002.10.04 19:45	close	218	2.48	0.98085	1.02880	0.92780	-632.40	123513.01
655	2002.10.10 11:00	buy	219	2.47	0.99215	0.00000	0.00000
656	2002.10.10 11:00	modify	219	2.47	0.99215	0.96400	1.02000
657	2002.10.10 11:15	close	219	2.47	0.99140	0.96400	1.02000	-185.25	123327.76
658	2002.10.15 10:00	sell	220	2.47	0.98520	0.00000	0.00000
659	2002.10.15 10:00	modify	220	2.47	0.98520	1.00570	0.96470
660	2002.10.15 10:15	sell	221	2.47	0.98440	0.00000	0.00000
661	2002.10.15 10:15	modify	221	2.47	0.98440	1.01140	0.95740
662	2002.10.15 10:30	sell	222	2.47	0.98440	0.00000	0.00000
663	2002.10.15 10:30	modify	222	2.47	0.98440	1.01140	0.95740
664	2002.10.15 10:45	close	222	2.47	0.98285	1.01140	0.95740	382.85	123710.61
665	2002.10.15 10:45	close	221	2.47	0.98285	1.01140	0.95740	382.85	124093.46
666	2002.10.15 11:15	close	220	2.47	0.98385	1.00570	0.96470	333.45	124426.91
667	2002.10.16 00:30	sell	223	2.49	0.98200	0.00000	0.00000
668	2002.10.16 00:30	modify	223	2.49	0.98200	1.00800	0.95600
669	2002.10.16 10:15	sell	224	2.49	0.98040	0.00000	0.00000
670	2002.10.16 10:15	modify	224	2.49	0.98040	0.99790	0.96290
671	2002.10.16 11:15	close	224	2.49	0.98125	0.99790	0.96290	-211.65	124215.26
672	2002.10.16 11:30	close	223	2.49	0.98135	1.00800	0.95600	161.85	124377.11
673	2002.10.21 10:30	buy	225	2.49	0.97525	0.00000	0.00000
674	2002.10.21 10:30	modify	225	2.49	0.97525	0.94010	1.01010
675	2002.10.21 14:45	close	225	2.49	0.97380	0.94010	1.01010	-361.05	124016.06
676	2002.10.28 16:15	buy	226	2.48	0.97895	0.00000	0.00000
677	2002.10.28 16:15	modify	226	2.48	0.97895	0.94480	1.01280
678	2002.10.28 16:45	buy	227	2.48	0.98195	0.00000	0.00000
679	2002.10.28 16:45	modify	227	2.48	0.98195	0.92580	1.03780
680	2002.10.28 17:00	buy	228	2.48	0.98305	0.00000	0.00000
681	2002.10.28 17:00	modify	228	2.48	0.98305	0.92690	1.03890
682	2002.10.29 03:00	buy	229	2.48	0.98335	0.00000	0.00000
683	2002.10.29 03:00	modify	229	2.48	0.98335	0.92620	1.04020
684	2002.10.29 16:15	close	229	2.48	0.98620	0.92620	1.04020	706.80	124722.86
685	2002.10.29 16:30	close	228	2.48	0.98440	0.92690	1.03890	331.58	125054.44
686	2002.10.29 16:45	buy	230	2.48	0.98645	0.00000	0.00000
687	2002.10.29 16:45	modify	230	2.48	0.98645	0.95480	1.01780
688	2002.10.29 17:15	close	230	2.48	0.98510	0.95480	1.01780	-334.80	124719.64
689	2002.10.29 17:15	close	227	2.48	0.98510	0.92580	1.03780	777.98	125497.61
690	2002.10.29 18:15	close	226	2.48	0.98430	0.94480	1.01280	1323.58	126821.19
691	2002.11.01 12:15	buy	231	2.54	0.99405	0.00000	0.00000
692	2002.11.01 12:15	modify	231	2.54	0.99405	0.96440	1.02340
693	2002.11.01 12:30	buy	232	2.54	0.99475	0.00000	0.00000
694	2002.11.01 12:30	modify	232	2.54	0.99475	0.96010	1.02910
695	2002.11.01 12:45	buy	233	2.54	0.99485	0.00000	0.00000
696	2002.11.01 12:45	modify	233	2.54	0.99485	0.96020	1.02920
697	2002.11.01 14:00	close	233	2.54	0.99650	0.96020	1.02920	419.10	127240.29
698	2002.11.01 14:15	close	232	2.54	0.99730	0.96010	1.02910	647.70	127887.99
699	2002.11.01 14:15	close	231	2.54	0.99730	0.96440	1.02340	825.50	128713.49
700	2002.11.01 16:45	sell	234	2.57	0.99690	0.00000	0.00000
701	2002.11.01 16:45	modify	234	2.57	0.99690	1.05540	0.93840
702	2002.11.04 14:30	close	234	2.57	0.99575	1.05540	0.93840	297.09	129010.58
703	2002.11.05 09:15	buy	235	2.58	1.00165	0.00000	0.00000
704	2002.11.05 09:15	modify	235	2.58	1.00165	0.97450	1.02850
705	2002.11.05 09:30	buy	236	2.58	1.00285	0.00000	0.00000
706	2002.11.05 09:30	modify	236	2.58	1.00285	0.96920	1.03620
707	2002.11.05 09:45	buy	237	2.58	1.00305	0.00000	0.00000
708	2002.11.05 09:45	modify	237	2.58	1.00305	0.96590	1.03990
709	2002.11.05 10:30	close	237	2.58	1.00260	0.96590	1.03990	-116.10	128894.48
710	2002.11.05 13:45	close	236	2.58	1.00140	0.96920	1.03620	-374.10	128520.38
711	2002.11.05 13:45	close	235	2.58	1.00140	0.97450	1.02850	-64.50	128455.88
712	2002.11.05 16:15	buy	238	2.57	1.00175	0.00000	0.00000
713	2002.11.05 16:15	modify	238	2.57	1.00175	0.96460	1.03860
714	2002.11.05 16:30	close	238	2.57	1.00070	0.96460	1.03860	-269.85	128186.03
715	2002.11.06 20:45	buy	239	2.56	1.00245	0.00000	0.00000
716	2002.11.06 20:45	modify	239	2.56	1.00245	0.95630	1.04830
717	2002.11.06 21:00	buy	240	2.56	1.00295	0.00000	0.00000
718	2002.11.06 21:00	modify	240	2.56	1.00295	0.95630	1.04930
719	2002.11.07 01:00	close	240	2.56	1.00550	0.95630	1.04930	642.82	128828.85
720	2002.11.07 01:45	close	239	2.56	1.00620	0.95630	1.04830	950.02	129778.86
721	2002.11.07 03:00	buy	241	2.60	1.00465	0.00000	0.00000
722	2002.11.07 03:00	modify	241	2.60	1.00465	0.94500	1.06400
723	2002.11.07 08:00	buy	242	2.60	1.00405	0.00000	0.00000
724	2002.11.07 08:00	modify	242	2.60	1.00405	0.95040	1.05740
725	2002.11.07 08:30	buy	243	2.60	1.00275	0.00000	0.00000
726	2002.11.07 08:30	modify	243	2.60	1.00275	0.94910	1.05610
727	2002.11.07 11:00	close	243	2.60	1.00130	0.94910	1.05610	-377.00	129401.86
728	2002.11.07 11:00	close	242	2.60	1.00130	0.95040	1.05740	-715.00	128686.86
729	2002.11.07 11:00	close	241	2.60	1.00130	0.94500	1.06400	-871.00	127815.86
730	2002.11.08 09:15	buy	244	2.56	1.01165	0.00000	0.00000
731	2002.11.08 09:15	modify	244	2.56	1.01165	0.98900	1.03400
732	2002.11.08 09:30	close	244	2.56	1.00850	0.98900	1.03400	-806.40	127009.46
733	2002.11.12 08:30	sell	245	2.54	1.00770	0.00000	0.00000
734	2002.11.12 08:30	modify	245	2.54	1.00770	1.02920	0.98620
735	2002.11.12 09:00	close	245	2.54	1.00935	1.02920	0.98620	-419.10	126590.36
736	2002.11.12 09:15	buy	246	2.53	1.01065	0.00000	0.00000
737	2002.11.12 09:15	modify	246	2.53	1.01065	0.98800	1.03300
738	2002.11.12 09:30	buy	247	2.53	1.01065	0.00000	0.00000
739	2002.11.12 09:30	modify	247	2.53	1.01065	0.98800	1.03300
740	2002.11.12 10:45	close	247	2.53	1.01150	0.98800	1.03300	215.05	126805.41
741	2002.11.12 11:15	close	246	2.53	1.01260	0.98800	1.03300	493.35	127298.76
742	2002.11.14 08:00	sell	248	2.55	1.00420	0.00000	0.00000
743	2002.11.14 08:00	modify	248	2.55	1.00420	1.03020	0.97820
744	2002.11.14 08:45	close	248	2.55	1.00615	1.03020	0.97820	-497.25	126801.51
745	2002.11.15 16:45	buy	249	2.54	1.00695	0.00000	0.00000
746	2002.11.15 16:45	modify	249	2.54	1.00695	0.97580	1.03780
747	2002.11.15 18:15	close	249	2.54	1.00900	0.97580	1.03780	520.70	127322.21
748	2002.11.19 10:00	buy	250	2.55	1.01245	0.00000	0.00000
749	2002.11.19 10:00	modify	250	2.55	1.01245	0.98580	1.03880
750	2002.11.19 10:15	buy	251	2.55	1.01295	0.00000	0.00000
751	2002.11.19 10:15	modify	251	2.55	1.01295	0.98630	1.03930
752	2002.11.19 13:15	close	251	2.55	1.01320	0.98630	1.03930	63.75	127385.96
753	2002.11.19 15:00	close	250	2.55	1.01130	0.98580	1.03880	-293.25	127092.71
754	2002.11.19 18:30	sell	252	2.54	1.00760	0.00000	0.00000
755	2002.11.19 18:30	modify	252	2.54	1.00760	1.04210	0.97310
756	2002.11.19 19:00	sell	253	2.54	1.00490	0.00000	0.00000
757	2002.11.19 19:00	modify	253	2.54	1.00490	1.06140	0.94840
758	2002.11.19 19:15	sell	254	2.54	1.00320	0.00000	0.00000
759	2002.11.19 19:15	modify	254	2.54	1.00320	1.05970	0.94670
760	2002.11.20 09:15	close	254	2.54	1.00295	1.05970	0.94670	65.02	127157.74
761	2002.11.20 12:30	close	253	2.54	1.00015	1.06140	0.94840	1208.02	128365.76
762	2002.11.20 12:30	close	252	2.54	1.00015	1.04210	0.97310	1893.82	130259.58
763	2002.11.21 13:30	buy	255	2.61	1.00425	0.00000	0.00000
764	2002.11.21 13:30	modify	255	2.61	1.00425	0.98360	1.02460
765	2002.11.21 14:30	close	255	2.61	1.00210	0.98360	1.02460	-561.15	129698.43
766	2002.11.22 16:45	sell	256	2.59	0.99930	0.00000	0.00000
767	2002.11.22 16:45	modify	256	2.59	0.99930	1.02680	0.97180
768	2002.11.22 18:00	close	256	2.59	0.99685	1.02680	0.97180	634.55	130332.98
769	2002.11.25 12:00	sell	257	2.61	0.99250	0.00000	0.00000
770	2002.11.25 12:00	modify	257	2.61	0.99250	1.02050	0.96450
771	2002.11.25 12:15	sell	258	2.61	0.99210	0.00000	0.00000
772	2002.11.25 12:15	modify	258	2.61	0.99210	1.02010	0.96410
773	2002.11.25 13:15	close	258	2.61	0.98965	1.02010	0.96410	639.45	130972.43
774	2002.11.25 13:15	close	257	2.61	0.98965	1.02050	0.96450	743.85	131716.28
775	2002.11.26 16:45	buy	259	2.63	0.99355	0.00000	0.00000
776	2002.11.26 16:45	modify	259	2.63	0.99355	0.97240	1.01440
777	2002.11.26 17:00	close	259	2.63	0.99270	0.97240	1.01440	-223.55	131492.73
778	2002.11.27 16:45	sell	260	2.63	0.98860	0.00000	0.00000
779	2002.11.27 16:45	modify	260	2.63	0.98860	1.02260	0.95460
780	2002.11.27 18:15	close	260	2.63	0.99035	1.02260	0.95460	-460.25	131032.48
781	2002.11.28 09:15	buy	261	2.62	0.99245	0.00000	0.00000
782	2002.11.28 09:15	modify	261	2.62	0.99245	0.97530	1.00930
783	2002.11.28 09:30	buy	262	2.62	0.99265	0.00000	0.00000
784	2002.11.28 09:30	modify	262	2.62	0.99265	0.97300	1.01200
785	2002.11.28 09:45	buy	263	2.62	0.99265	0.00000	0.00000
786	2002.11.28 09:45	modify	263	2.62	0.99265	0.97300	1.01200
787	2002.11.28 11:00	close	263	2.62	0.99240	0.97300	1.01200	-65.50	130966.98
788	2002.11.28 11:00	close	262	2.62	0.99240	0.97300	1.01200	-65.50	130901.48
789	2002.11.28 11:45	close	261	2.62	0.99230	0.97530	1.00930	-39.30	130862.18
790	2002.11.28 15:30	buy	264	2.62	0.99505	0.00000	0.00000
791	2002.11.28 15:30	modify	264	2.62	0.99505	0.96040	1.02940
792	2002.11.28 23:15	close	264	2.62	0.99490	0.96040	1.02940	-39.30	130822.88
793	2002.12.02 12:30	sell	265	2.62	0.98900	0.00000	0.00000
794	2002.12.02 12:30	modify	265	2.62	0.98900	1.02250	0.95550
795	2002.12.02 13:45	close	265	2.62	0.98715	1.02250	0.95550	484.70	131307.58
796	2002.12.02 16:30	sell	266	2.63	0.98990	0.00000	0.00000
797	2002.12.02 16:30	modify	266	2.63	0.98990	1.02940	0.95040
798	2002.12.02 16:45	close	266	2.63	0.99175	1.02940	0.95040	-486.55	130821.03
799	2002.12.02 17:00	buy	267	2.62	0.99435	0.00000	0.00000
800	2002.12.02 17:00	modify	267	2.62	0.99435	0.95070	1.03770
801	2002.12.02 17:15	buy	268	2.62	0.99305	0.00000	0.00000
802	2002.12.02 17:15	modify	268	2.62	0.99305	0.94940	1.03640
803	2002.12.02 17:30	close	268	2.62	0.99290	0.94940	1.03640	-39.30	130781.73
804	2002.12.02 19:15	close	267	2.62	0.99620	0.95070	1.03770	484.70	131266.43
805	2002.12.03 15:15	buy	269	2.63	0.99875	0.00000	0.00000
806	2002.12.03 15:15	modify	269	2.63	0.99875	0.98060	1.01660
807	2002.12.03 15:30	buy	270	2.63	1.00015	0.00000	0.00000
808	2002.12.03 15:30	modify	270	2.63	1.00015	0.97800	1.02200
809	2002.12.03 16:00	close	270	2.63	0.99840	0.97800	1.02200	-460.25	130806.18
810	2002.12.03 16:00	close	269	2.63	0.99840	0.98060	1.01660	-92.05	130714.13
811	2002.12.05 14:45	sell	271	2.61	0.99850	0.00000	0.00000
812	2002.12.05 14:45	modify	271	2.61	0.99850	1.02650	0.97050
813	2002.12.05 15:30	close	271	2.61	0.99975	1.02650	0.97050	-326.25	130387.88
814	2002.12.06 14:45	buy	272	2.61	1.00605	0.00000	0.00000
815	2002.12.06 14:45	modify	272	2.61	1.00605	0.97490	1.03690
816	2002.12.06 15:00	buy	273	2.61	1.00555	0.00000	0.00000
817	2002.12.06 15:00	modify	273	2.61	1.00555	0.97390	1.03690
818	2002.12.06 15:15	close	273	2.61	1.00960	0.97390	1.03690	1057.05	131444.93
819	2002.12.06 15:30	buy	274	2.61	1.00945	0.00000	0.00000
820	2002.12.06 15:30	modify	274	2.61	1.00945	0.94380	1.07480
821	2002.12.06 16:15	close	274	2.61	1.00650	0.94380	1.07480	-769.95	130674.98
822	2002.12.09 10:15	buy	275	2.61	1.01125	0.00000	0.00000
823	2002.12.09 10:15	modify	275	2.61	1.01125	0.99060	1.03160
824	2002.12.09 11:30	close	275	2.61	1.01020	0.99060	1.03160	-274.05	130400.93
825	2002.12.10 10:15	buy	276	2.61	1.01355	0.00000	0.00000
826	2002.12.10 10:15	modify	276	2.61	1.01355	0.98890	1.03790
827	2002.12.10 11:00	close	276	2.61	1.01320	0.98890	1.03790	-91.35	130309.58
828	2002.12.10 13:45	close	272	2.61	1.01160	0.97490	1.03690	1441.76	131751.35
829	2002.12.12 09:00	buy	277	2.64	1.01185	0.00000	0.00000
830	2002.12.12 09:00	modify	277	2.64	1.01185	0.98620	1.03720
831	2002.12.12 09:15	buy	278	2.64	1.01235	0.00000	0.00000
832	2002.12.12 09:15	modify	278	2.64	1.01235	0.98620	1.03820
833	2002.12.12 09:30	buy	279	2.64	1.01205	0.00000	0.00000
834	2002.12.12 09:30	modify	279	2.64	1.01205	0.98390	1.03990
835	2002.12.12 10:45	close	279	2.64	1.01380	0.98390	1.03990	462.00	132213.35
836	2002.12.12 10:45	close	278	2.64	1.01380	0.98620	1.03820	382.80	132596.15
837	2002.12.12 10:45	close	277	2.64	1.01380	0.98620	1.03720	514.80	133110.95
838	2002.12.13 09:00	buy	280	2.66	1.02125	0.00000	0.00000
839	2002.12.13 09:00	modify	280	2.66	1.02125	0.99460	1.04760
840	2002.12.13 09:15	buy	281	2.66	1.02295	0.00000	0.00000
841	2002.12.13 09:15	modify	281	2.66	1.02295	0.98880	1.05680
842	2002.12.13 11:00	close	281	2.66	1.02560	0.98880	1.05680	704.90	133815.85
843	2002.12.13 12:00	close	280	2.66	1.02360	0.99460	1.04760	625.10	134440.95
844	2002.12.17 03:30	buy	282	2.69	1.02635	0.00000	0.00000
845	2002.12.17 03:30	modify	282	2.69	1.02635	0.98670	1.06570
846	2002.12.17 03:45	buy	283	2.69	1.02645	0.00000	0.00000
847	2002.12.17 03:45	modify	283	2.69	1.02645	0.98680	1.06580
848	2002.12.17 04:45	close	283	2.69	1.02870	0.98680	1.06580	605.25	135046.20
849	2002.12.17 04:45	close	282	2.69	1.02870	0.98670	1.06570	632.15	135678.35
850	2002.12.19 18:00	sell	284	2.71	1.02170	0.00000	0.00000
851	2002.12.19 18:00	modify	284	2.71	1.02170	1.06320	0.98020
852	2002.12.19 18:30	close	284	2.71	1.02335	1.06320	0.98020	-447.15	135231.20
853	2002.12.23 09:00	buy	285	2.70	1.03035	0.00000	0.00000
854	2002.12.23 09:00	modify	285	2.70	1.03035	1.00170	1.05870
855	2002.12.23 09:15	buy	286	2.70	1.03115	0.00000	0.00000
856	2002.12.23 09:15	modify	286	2.70	1.03115	0.99850	1.06350
857	2002.12.23 12:30	close	286	2.70	1.02980	0.99850	1.06350	-364.50	134866.70
858	2002.12.23 12:45	close	285	2.70	1.02940	1.00170	1.05870	-256.50	134610.20
859	2002.12.23 17:30	sell	287	2.69	1.02310	0.00000	0.00000
860	2002.12.23 17:30	modify	287	2.69	1.02310	1.07260	0.97360
861	2002.12.23 17:45	sell	288	2.69	1.02340	0.00000	0.00000
862	2002.12.23 17:45	modify	288	2.69	1.02340	1.07290	0.97390
863	2002.12.23 18:00	sell	289	2.69	1.02240	0.00000	0.00000
864	2002.12.23 18:00	modify	289	2.69	1.02240	1.07340	0.97140
865	2002.12.23 18:30	close	289	2.69	1.02435	1.07340	0.97140	-524.55	134085.65
866	2002.12.23 18:45	close	288	2.69	1.02485	1.07290	0.97390	-390.05	133695.60
867	2002.12.23 18:45	close	287	2.69	1.02485	1.07260	0.97360	-470.75	133224.85
868	2002.12.24 14:45	buy	290	2.66	1.03215	0.00000	0.00000
869	2002.12.24 14:45	modify	290	2.66	1.03215	0.99650	1.06750
870	2002.12.24 15:15	close	290	2.66	1.02910	0.99650	1.06750	-811.30	132413.55
871	2002.12.26 09:00	buy	291	2.65	1.03595	0.00000	0.00000
872	2002.12.26 09:00	modify	291	2.65	1.03595	1.00980	1.06180
873	2002.12.26 14:30	close	291	2.65	1.03440	1.00980	1.06180	-410.75	132002.80
874	2002.12.26 14:45	sell	292	2.64	1.03300	0.00000	0.00000
875	2002.12.26 14:45	modify	292	2.64	1.03300	1.05800	1.00800
876	2002.12.26 15:15	close	292	2.64	1.03435	1.05800	1.00800	-356.40	131646.40

Talk about RobinVOL 2.0 | year 2002 Backtest

Information, charts or examples contained in this review article are for illustration and educational purposes only. It should not be considered as an advice or endorsement to purchase or sell any security or financial instrument. We do not and cannot give any kind of financial advice. No employee or persons associated with us are registered or authorized to give financial advice. We do not trade on anyone's behalf, and we do not recommend any broker. On certain occasions, we have a material link to the product or service mentioned in the article. This may be in the form of compensation or remuneration.

Talk about RobinVOL 2.0 | year 2002 Backtest

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