MyFxBots
Strategy Tester: Robin_VOL
Strategy Tester Report
Robin_VOL
AlpariUK-Demo-Pro (Build 419)

SymbolEURUSD (Euro vs US Dollar)
Period15 Minutes (M15) 2007.01.02 08:00 - 2007.12.28 22:59 (2007.01.01 - 2007.12.31)
ModelOpen prices only (only for Expert Advisors that explicitly control bar opening)
Parameterss1="----==== 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 test25440Ticks modelled49868Modelling qualityn/a
Mismatched charts errors0
Initial deposit100000.00
Total net profit28564.69Gross profit120341.32Gross loss-91776.63
Profit factor1.31Expected payoff61.43
Absolute drawdown1295.60Maximal drawdown8596.07 (7.93%)Relative drawdown7.93% (8596.07)
Total trades465Short positions (won %)220 (40.45%)Long positions (won %)245 (47.35%)
Profit trades (% of total)205 (44.09%)Loss trades (% of total)260 (55.91%)
Largestprofit trade2959.00loss trade-1206.95
Averageprofit trade587.03loss trade-352.99
Maximumconsecutive wins (profit in money)8 (6483.45)consecutive losses (loss in money)15 (-3485.65)
Maximalconsecutive profit (count of wins)6483.45 (8)consecutive loss (count of losses)-5742.65 (11)
Averageconsecutive wins3consecutive losses3
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12007.01.03 11:30sell12.001.321800.000000.00000
22007.01.03 11:30modify12.001.321801.357301.28630
32007.01.03 11:45sell22.001.322500.000000.00000
42007.01.03 11:45modify22.001.322501.358501.28650
52007.01.03 12:30close22.001.323451.358501.28650-190.0099810.00
62007.01.03 14:15close12.001.325151.357301.28630-670.0099140.00
72007.01.03 16:15sell31.981.318800.000000.00000
82007.01.03 16:15modify31.981.318801.373801.26380
92007.01.03 16:30sell41.981.317900.000000.00000
102007.01.03 16:30modify41.981.317901.374401.26140
112007.01.03 20:00close41.981.315351.374401.26140504.9099644.90
122007.01.03 23:00sell51.981.317000.000000.00000
132007.01.03 23:00modify51.981.317001.374501.25950
142007.01.04 02:45sell61.981.317100.000000.00000
152007.01.04 02:45modify61.981.317101.372601.26160
162007.01.04 04:15sell71.981.317400.000000.00000
172007.01.04 04:15modify71.981.317401.360901.27390
182007.01.04 09:30close71.981.313751.360901.27390722.70100367.60
192007.01.04 09:30close61.981.313751.372601.26160663.30101030.90
202007.01.04 09:30close51.981.313751.374501.25950647.06101677.96
212007.01.04 09:45sell81.981.313400.000000.00000
222007.01.04 09:45modify81.981.313401.339901.28690
232007.01.04 10:15close81.981.312251.339901.28690227.70101905.66
242007.01.04 10:30close31.981.311451.373801.263801458.86103364.53
252007.01.05 14:45sell92.071.300300.000000.00000
262007.01.05 14:45modify92.071.300301.352301.24830
272007.01.05 15:00sell102.071.300600.000000.00000
282007.01.05 15:00modify102.071.300601.357101.24410
292007.01.05 15:15sell112.071.300000.000000.00000
302007.01.05 15:15modify112.071.300001.356501.24350
312007.01.05 20:30sell122.071.300900.000000.00000
322007.01.05 20:30modify122.071.300901.672900.92890
332007.01.08 05:30sell132.071.299700.000000.00000
342007.01.08 05:30modify132.071.299701.318201.28120
352007.01.08 06:15sell142.071.299700.000000.00000
362007.01.08 06:15modify142.071.299701.316701.28270
372007.01.08 06:30sell152.071.300000.000000.00000
382007.01.08 06:30modify152.071.300001.316001.28400
392007.01.08 06:45sell162.071.300700.000000.00000
402007.01.08 06:45modify162.071.300701.314701.28670
412007.01.08 15:00close162.071.297351.314701.28670693.45104057.98
422007.01.08 15:15close152.071.299651.316001.2840072.45104130.43
432007.01.08 15:45close142.071.300751.316701.28270-217.35103913.08
442007.01.08 18:15close132.071.302351.318201.28120-548.55103364.53
452007.01.08 18:30close122.071.302251.672900.92890-278.21103086.32
462007.01.08 18:30close112.071.302251.356501.24350-464.51102621.81
472007.01.08 18:30close102.071.302251.357101.24410-340.31102281.50
482007.01.08 18:30close92.071.302251.352301.24830-402.41101879.10
492007.01.10 01:30sell172.041.296200.000000.00000
502007.01.10 01:30modify172.041.296201.330701.26170
512007.01.10 05:00sell182.041.296900.000000.00000
522007.01.10 05:00modify182.041.296901.327901.26590
532007.01.10 05:15sell192.041.297000.000000.00000
542007.01.10 05:15modify192.041.297001.328001.26600
552007.01.10 06:15sell202.041.297300.000000.00000
562007.01.10 06:15modify202.041.297301.328301.26630
572007.01.10 06:45close202.041.298151.328301.26630-173.40101705.70
582007.01.10 06:45close192.041.298151.328001.26600-234.60101471.10
592007.01.10 06:45close182.041.298151.327901.26590-255.00101216.10
602007.01.10 06:45close172.041.298151.330701.26170-397.80100818.30
612007.01.11 13:15buy212.021.300350.000000.00000
622007.01.11 13:15modify212.021.300351.260701.33970
632007.01.11 13:30close212.021.297201.260701.33970-636.30100182.00
642007.01.11 15:00sell222.001.293500.000000.00000
652007.01.11 15:00modify222.001.293501.338501.24850
662007.01.11 15:15sell232.001.293500.000000.00000
672007.01.11 15:15modify232.001.293501.338501.24850
682007.01.11 16:15close232.001.289651.338501.24850770.00100952.00
692007.01.11 16:15close222.001.289651.338501.24850770.00101722.00
702007.01.12 15:15buy242.031.291650.000000.00000
712007.01.12 15:15modify242.031.291651.261001.32200
722007.01.12 15:30buy252.031.292150.000000.00000
732007.01.12 15:30modify252.031.292151.261501.32250
742007.01.12 16:45close252.031.293501.261501.32250274.05101996.05
752007.01.12 17:00close242.031.293001.261001.32200274.05102270.10
762007.01.17 16:00buy262.051.293550.000000.00000
772007.01.17 16:00modify262.051.293551.271401.31540
782007.01.17 16:15close262.051.292701.271401.31540-174.25102095.85
792007.01.19 17:30buy272.041.295950.000000.00000
802007.01.19 17:30modify272.041.295951.252801.33880
812007.01.22 12:00close272.041.293901.252801.33880-420.85101674.99
822007.01.23 09:15buy282.031.298250.000000.00000
832007.01.23 09:15modify282.031.298251.269601.32660
842007.01.23 10:00close282.031.297101.269601.32660-233.45101441.54
852007.01.24 09:30sell292.031.299100.000000.00000
862007.01.24 09:30modify292.031.299101.325101.27310
872007.01.24 10:30close292.031.298851.325101.2731050.75101492.29
882007.01.24 11:00buy302.031.301250.000000.00000
892007.01.24 11:00modify302.031.301251.270601.33160
902007.01.24 11:45close302.031.299901.270601.33160-274.05101218.24
912007.01.25 20:45sell312.021.291800.000000.00000
922007.01.25 20:45modify312.021.291801.333801.24980
932007.01.25 21:30close312.021.293351.333801.24980-313.10100905.14
942007.01.26 16:00sell322.021.288000.000000.00000
952007.01.26 16:00modify322.021.288001.316001.26000
962007.01.26 16:15close322.021.289251.316001.26000-252.50100652.64
972007.01.31 09:45sell332.011.293400.000000.00000
982007.01.31 09:45modify332.011.293401.313901.27290
992007.01.31 13:30close332.011.294351.313901.27290-190.95100461.69
1002007.01.31 13:45buy342.011.295450.000000.00000
1012007.01.31 13:45modify342.011.295451.274801.31580
1022007.01.31 14:30close342.011.294101.274801.31580-271.35100190.34
1032007.01.31 15:45buy352.001.296650.000000.00000
1042007.01.31 15:45modify352.001.296651.274501.31850
1052007.01.31 16:15buy362.001.297450.000000.00000
1062007.01.31 16:15modify362.001.297451.268801.32580
1072007.01.31 16:30close362.001.299201.268801.32580350.00100540.34
1082007.01.31 16:45buy372.001.301550.000000.00000
1092007.01.31 16:45modify372.001.301551.255901.34690
1102007.01.31 17:00close372.001.299201.255901.34690-470.00100070.34
1112007.01.31 20:30close352.001.302101.274501.318501090.00101160.34
1122007.02.01 01:00buy382.021.302150.000000.00000
1132007.02.01 01:00modify382.021.302151.247001.35700
1142007.02.01 07:00buy392.021.302650.000000.00000
1152007.02.01 07:00modify392.021.302651.283001.32200
1162007.02.02 02:15close392.021.301301.283001.32200-275.33100885.02
1172007.02.02 02:15close382.021.301301.247001.35700-174.33100710.69
1182007.02.02 14:30buy402.011.305750.000000.00000
1192007.02.02 14:30modify402.011.305751.286601.32460
1202007.02.02 14:45close402.011.303701.286601.32460-412.05100298.64
1212007.02.02 15:15sell412.011.299400.000000.00000
1222007.02.02 15:15modify412.011.299401.335401.26340
1232007.02.02 15:30sell422.011.298000.000000.00000
1242007.02.02 15:30modify422.011.298001.342501.25350
1252007.02.02 15:45sell432.011.297800.000000.00000
1262007.02.02 15:45modify432.011.297801.342301.25330
1272007.02.02 17:15close432.011.297151.342301.25330130.65100429.29
1282007.02.02 19:00close422.011.295051.342501.25350592.95101022.24
1292007.02.02 19:00close412.011.295051.335401.26340874.35101896.59
1302007.02.06 19:30buy442.041.298450.000000.00000
1312007.02.06 19:30modify442.041.298451.259801.33680
1322007.02.07 01:15buy452.041.297950.000000.00000
1332007.02.07 01:15modify452.041.297951.271301.32430
1342007.02.07 01:30buy462.041.297650.000000.00000
1352007.02.07 01:30modify462.041.297651.271001.32400
1362007.02.07 16:30close462.041.301001.271001.32400683.40102579.99
1372007.02.07 16:30close452.041.301001.271301.32430622.20103202.19
1382007.02.07 16:30close442.041.301001.259801.33680517.55103719.74
1392007.02.08 09:45sell472.071.298300.000000.00000
1402007.02.08 09:45modify472.071.298301.319801.27680
1412007.02.08 14:30close472.071.299551.319801.27680-258.75103460.99
1422007.02.08 14:45buy482.071.300350.000000.00000
1432007.02.08 14:45modify482.071.300351.274701.32570
1442007.02.08 17:00close482.071.303701.274701.32570693.45104154.44
1452007.02.09 08:45sell492.081.300500.000000.00000
1462007.02.09 08:45modify492.081.300501.317501.28350
1472007.02.09 09:00sell502.081.300300.000000.00000
1482007.02.09 09:00modify502.081.300301.321301.27930
1492007.02.09 09:15close502.081.301151.321301.27930-176.80103977.64
1502007.02.09 10:00close492.081.301151.317501.28350-135.20103842.44
1512007.02.09 11:15sell512.081.299000.000000.00000
1522007.02.09 11:15modify512.081.299001.326001.27200
1532007.02.09 11:30sell522.081.299000.000000.00000
1542007.02.09 11:30modify522.081.299001.326501.27150
1552007.02.09 12:00close522.081.299951.326501.27150-197.60103644.84
1562007.02.09 12:00close512.081.299951.326001.27200-197.60103447.24
1572007.02.12 09:30sell532.071.300800.000000.00000
1582007.02.12 09:30modify532.071.300801.318801.28280
1592007.02.12 10:30close532.071.299451.318801.28280279.45103726.69
1602007.02.12 11:00sell542.071.298100.000000.00000
1612007.02.12 11:00modify542.071.298101.327101.26910
1622007.02.12 11:45sell552.071.295600.000000.00000
1632007.02.12 11:45modify552.071.295601.337601.25360
1642007.02.12 21:45sell562.071.296200.000000.00000
1652007.02.12 21:45modify562.071.296201.336201.25620
1662007.02.13 08:15close562.071.298451.336201.25620-464.51103262.18
1672007.02.13 08:15close552.071.298451.337601.25360-588.71102673.47
1682007.02.13 08:15close542.071.298451.327101.26910-71.21102602.27
1692007.02.13 08:30buy572.051.299150.000000.00000
1702007.02.13 08:30modify572.051.299151.278501.31950
1712007.02.13 09:30close572.051.298301.278501.31950-174.25102428.02
1722007.02.14 08:30buy582.051.305450.000000.00000
1732007.02.14 08:30modify582.051.305451.286301.32430
1742007.02.14 09:00buy592.051.307550.000000.00000
1752007.02.14 09:00modify592.051.307551.277901.33690
1762007.02.14 09:15buy602.051.308950.000000.00000
1772007.02.14 09:15modify602.051.308951.273301.34430
1782007.02.14 10:00close602.051.309601.273301.34430133.25102561.27
1792007.02.14 12:45buy612.051.308250.000000.00000
1802007.02.14 12:45modify612.051.308251.270101.34610
1812007.02.14 16:00close612.051.310201.270101.34610399.75102961.02
1822007.02.14 16:15close592.051.313701.277901.336901260.75104221.77
1832007.02.14 16:30buy622.051.314150.000000.00000
1842007.02.14 16:30modify622.051.314151.250501.37750
1852007.02.15 04:15buy632.051.313350.000000.00000
1862007.02.15 04:15modify632.051.313351.283201.34320
1872007.02.15 04:30buy642.051.313150.000000.00000
1882007.02.15 04:30modify642.051.313151.289501.33650
1892007.02.15 04:45buy652.051.313150.000000.00000
1902007.02.15 04:45modify652.051.313151.296501.32950
1912007.02.16 12:15close652.051.311501.296501.32950-340.92103880.85
1922007.02.16 12:15close642.051.311501.289501.33650-340.92103539.94
1932007.02.16 12:15close632.051.311501.283201.34320-381.92103158.02
1942007.02.16 12:15close622.051.311501.250501.37750-553.91102604.11
1952007.02.16 12:15close582.051.311501.286301.324301229.59103833.70
1962007.02.20 09:30sell662.081.314300.000000.00000
1972007.02.20 09:30modify662.081.314301.338301.29030
1982007.02.20 19:00close662.081.314051.338301.2903052.00103885.70
1992007.02.22 08:45sell672.081.309100.000000.00000
2002007.02.22 08:45modify672.081.309101.335101.28310
2012007.02.22 09:00sell682.081.308700.000000.00000
2022007.02.22 09:00modify682.081.308701.337201.28020
2032007.02.22 09:15sell692.081.309300.000000.00000
2042007.02.22 09:15modify692.081.309301.337801.28080
2052007.02.22 14:15close692.081.310551.337801.28080-260.00103625.70
2062007.02.22 14:15close682.081.310551.337201.28020-384.80103240.90
2072007.02.22 14:15close672.081.310551.335101.28310-301.60102939.30
2082007.02.22 17:30buy702.061.313650.000000.00000
2092007.02.22 17:30modify702.061.313651.283001.34400
2102007.02.22 17:45buy712.061.313250.000000.00000
2112007.02.22 17:45modify712.061.313251.282601.34360
2122007.02.22 18:45close712.061.312001.282601.34360-257.50102681.80
2132007.02.23 03:00close702.061.311701.283001.34400-404.38102277.42
2142007.02.23 14:15buy722.051.313250.000000.00000
2152007.02.23 14:15modify722.051.313251.295601.33060
2162007.02.23 14:30buy732.051.313150.000000.00000
2172007.02.23 14:30modify732.051.313151.295501.33050
2182007.02.23 15:30close732.051.315001.295501.33050379.25102656.67
2192007.02.23 15:45buy742.051.315550.000000.00000
2202007.02.23 15:45modify742.051.315551.285401.34540
2212007.02.23 16:00buy752.051.316350.000000.00000
2222007.02.23 16:00modify752.051.316351.280701.35170
2232007.02.23 16:15close752.051.317101.280701.35170153.75102810.42
2242007.02.23 16:30close742.051.317401.285401.34540379.25103189.67
2252007.02.23 17:15close722.051.315801.295601.33060522.75103712.42
2262007.02.27 09:15buy762.071.319250.000000.00000
2272007.02.27 09:15modify762.071.319251.298101.34010
2282007.02.27 09:45buy772.071.322050.000000.00000
2292007.02.27 09:45modify772.071.322051.286901.35690
2302007.02.27 10:00buy782.071.321450.000000.00000
2312007.02.27 10:00modify782.071.321451.286301.35630
2322007.02.27 11:00close782.071.320301.286301.35630-238.05103474.37
2332007.02.27 11:00close772.071.320301.286901.35690-362.25103112.12
2342007.02.27 14:30close762.071.324101.298101.340101003.95104116.07
2352007.03.01 16:30sell792.081.317900.000000.00000
2362007.03.01 16:30modify792.081.317901.353401.28240
2372007.03.01 16:45sell802.081.316300.000000.00000
2382007.03.01 16:45modify802.081.316301.354801.27780
2392007.03.01 19:45close802.081.318551.354801.27780-468.00103648.07
2402007.03.01 19:45close792.081.318551.353401.28240-135.20103512.87
2412007.03.02 10:45sell812.071.314200.000000.00000
2422007.03.02 10:45modify812.071.314201.336701.29170
2432007.03.02 11:00close812.071.315451.336701.29170-258.75103254.12
2442007.03.05 03:00sell822.071.312500.000000.00000
2452007.03.05 03:00modify822.071.312501.358001.26700
2462007.03.05 04:15close822.071.314551.358001.26700-424.35102829.77
2472007.03.09 14:45sell832.061.311200.000000.00000
2482007.03.09 14:45modify832.061.311201.338701.28370
2492007.03.09 15:00sell842.061.309800.000000.00000
2502007.03.09 15:00modify842.061.309801.344301.27530
2512007.03.09 15:15sell852.061.310400.000000.00000
2522007.03.09 15:15modify852.061.310401.344901.27590
2532007.03.09 16:45close852.061.310751.344901.27590-72.10102757.67
2542007.03.09 17:00close842.061.311451.344301.27530-339.90102417.77
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8212007.07.24 03:00modify2742.091.382951.364301.40130
8222007.07.24 03:45close2742.091.382101.364301.40130-177.65104422.18
8232007.07.25 09:30sell2752.091.378400.000000.00000
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8272007.07.25 10:45close2762.091.375651.413501.34050282.15104704.33
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8312007.07.26 13:45close2752.091.370051.404901.351901748.91107090.70
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8402007.07.26 21:00close2782.141.373801.339401.41240-481.50106010.00
8412007.07.27 11:15sell2812.121.366700.000000.00000
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8612007.08.03 21:15close2832.141.380901.349701.393701936.70111514.55
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8732007.08.09 12:30sell2922.231.374200.000000.00000
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8792007.08.09 14:30close2912.231.371251.410701.33870769.35113683.46
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8822007.08.09 15:00sell2952.271.366300.000000.00000
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8902007.08.10 07:45close2972.271.365251.396101.33710306.45112446.31
8912007.08.10 13:00sell2982.271.365600.000000.00000
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8972007.08.13 09:45close2992.241.367151.391801.33980-302.40111532.37
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9032007.08.15 08:15sell3022.241.347800.000000.00000
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9212007.08.23 14:15close3072.211.357301.331901.38490-276.25110458.57
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9312007.08.31 13:45buy3112.191.370150.000000.00000
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9332007.08.31 14:00buy3122.191.371450.000000.00000
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10812007.10.16 09:30sell3612.231.417600.000000.00000
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10932007.10.18 14:15buy3652.221.429850.000000.00000
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10992007.10.19 00:15buy3682.221.428550.000000.00000
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11012007.10.19 03:00buy3692.221.428150.000000.00000
11022007.10.19 03:00modify3692.221.428151.411501.44450
11032007.10.19 05:00close3692.221.429201.411501.44450233.10111434.69
11042007.10.19 10:00close3682.221.427101.398401.45840-321.90111112.79
11052007.10.19 10:00close3672.221.427101.248401.60840-321.90110790.89
11062007.10.19 10:00close3662.221.427101.385501.47050-235.99110554.90
11072007.10.19 10:00close3652.221.427101.375201.48420-613.39109941.52
11082007.10.22 12:15sell3702.201.426500.000000.00000
11092007.10.22 12:15modify3702.201.426501.472001.38100
11102007.10.22 13:00sell3712.201.420700.000000.00000
11112007.10.22 13:00modify3712.201.420701.492701.34870
11122007.10.22 13:15sell3722.201.421000.000000.00000
11132007.10.22 13:15modify3722.201.421001.493001.34900
11142007.10.22 13:45close3722.201.415751.493001.349001155.00111096.52
11152007.10.22 15:45close3712.201.419751.492701.34870209.00111305.52
11162007.10.22 18:15close3702.201.413051.472001.381002959.00114264.52
11172007.10.22 19:30sell3732.291.415600.000000.00000
11182007.10.22 19:30modify3732.291.415601.522101.30910
11192007.10.22 22:00sell3742.291.416500.000000.00000
11202007.10.22 22:00modify3742.291.416501.512501.32050
11212007.10.22 22:45sell3752.291.418300.000000.00000
11222007.10.22 22:45modify3752.291.418301.511801.32480
11232007.10.23 02:45sell3762.291.418600.000000.00000
11242007.10.23 02:45modify3762.291.418601.456601.38060
11252007.10.23 04:30close3762.291.419551.456601.38060-217.55114046.97
11262007.10.23 04:30close3752.291.419551.511801.32480-284.88113762.09
11272007.10.23 04:30close3742.291.419551.512501.32050-697.08113065.01
11282007.10.23 04:30close3732.291.419551.522101.30910-903.18112161.84
11292007.10.24 09:15sell3772.241.420500.000000.00000
11302007.10.24 09:15modify3772.241.420501.454501.38650
11312007.10.24 09:30sell3782.241.420100.000000.00000
11322007.10.24 09:30modify3782.241.420101.457101.38310
11332007.10.24 10:00close3782.241.422051.457101.38310-436.80111725.04
11342007.10.24 10:00close3772.241.422051.454501.38650-347.20111377.84
11352007.10.26 08:45buy3792.231.436450.000000.00000
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11372007.10.26 09:30close3792.231.435101.404301.46830-301.05111076.79
11382007.10.31 08:45buy3802.221.445750.000000.00000
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11402007.10.31 09:00close3802.221.444601.425601.46560-255.30110821.49
11412007.10.31 13:45sell3812.221.442800.000000.00000
11422007.10.31 13:45modify3812.221.442801.466801.41880
11432007.10.31 14:15close3812.221.444551.466801.41880-388.50110432.99
11442007.10.31 20:00buy3822.211.450250.000000.00000
11452007.10.31 20:00modify3822.211.450251.408101.49210
11462007.10.31 20:15close3822.211.448001.408101.49210-497.25109935.74
11472007.11.01 09:15sell3832.201.443400.000000.00000
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11492007.11.01 12:15close3832.201.441051.475401.41140517.00110452.74
11502007.11.06 12:45buy3842.211.454550.000000.00000
11512007.11.06 12:45modify3842.211.454551.414901.49390
11522007.11.07 01:15buy3852.211.455750.000000.00000
11532007.11.07 01:15modify3852.211.455751.437601.47360
11542007.11.07 03:30close3852.211.465601.437601.473602176.85112629.59
11552007.11.07 04:00buy3862.211.461550.000000.00000
11562007.11.07 04:00modify3862.211.461551.403401.51940
11572007.11.07 04:15close3862.211.461401.403401.51940-33.15112596.44
11582007.11.07 10:30buy3872.211.469150.000000.00000
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11602007.11.07 14:15close3872.211.472201.393501.54450674.05113270.49
11612007.11.07 17:00buy3882.211.466550.000000.00000
11622007.11.07 17:00modify3882.211.466551.409901.52290
11632007.11.07 17:15close3882.211.466101.409901.52290-99.45113171.04
11642007.11.07 17:15close3842.211.466101.414901.493902549.68115720.71
11652007.11.16 09:30sell3892.311.459700.000000.00000
11662007.11.16 09:30modify3892.311.459701.492201.42720
11672007.11.16 09:45sell3902.311.459600.000000.00000
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11692007.11.16 10:30close3902.311.461151.492101.42710-358.05115362.66
11702007.11.16 10:30close3892.311.461151.492201.42720-334.95115027.71
11712007.11.20 08:45buy3912.301.472850.000000.00000
11722007.11.20 08:45modify3912.301.472851.420201.52520
11732007.11.20 09:00buy3922.301.473450.000000.00000
11742007.11.20 09:00modify3922.301.473451.420801.52580
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11782007.11.20 10:30close3922.301.477401.420801.52580908.50116384.71
11792007.11.20 14:30close3912.301.479201.420201.525201460.50117845.21
11802007.11.23 02:30buy3942.361.489750.000000.00000
11812007.11.23 02:30modify3942.361.489751.448101.53110
11822007.11.23 02:45buy3952.361.490450.000000.00000
11832007.11.23 02:45modify3952.361.490451.445801.53480
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11872007.11.23 03:45close3952.361.493701.445801.53480767.00118765.61
11882007.11.23 05:30close3942.361.492801.448101.53110719.80119485.41
11892007.11.23 05:45buy3972.391.492550.000000.00000
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11912007.11.23 06:00buy3982.391.492350.000000.00000
11922007.11.23 06:00modify3982.391.492351.429701.55470
11932007.11.23 06:15buy3992.391.492350.000000.00000
11942007.11.23 06:15modify3992.391.492351.429701.55470
11952007.11.23 08:00buy4002.391.490650.000000.00000
11962007.11.23 08:00modify4002.391.490651.428501.55250
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11982007.11.23 09:15close3992.391.487501.429701.55470-1159.15117573.41
11992007.11.23 09:15close3982.391.487501.429701.55470-1159.15116414.26
12002007.11.23 09:15close3972.391.487501.428901.55590-1206.95115207.31
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12032007.11.23 09:45sell4022.301.487000.000000.00000
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12062007.11.23 10:30close4012.301.481951.549101.425101184.50117553.31
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12182007.11.28 14:30close4042.341.476051.518401.43540198.90117316.96
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12212007.11.28 20:00close4072.351.479801.414501.53650975.25118292.21
12222007.11.29 09:30sell4082.371.475300.000000.00000
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12242007.11.29 09:45sell4092.371.474700.000000.00000
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12262007.11.29 14:30sell4102.371.475400.000000.00000
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12292007.11.29 16:45close4092.371.477951.532201.41720-770.25116917.61
12302007.11.29 16:45close4082.371.477951.529301.42130-628.05116289.56
12312007.11.30 16:45sell4112.331.470000.000000.00000
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12332007.11.30 17:00sell4122.331.468000.000000.00000
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12362007.11.30 20:00close4112.331.467251.516501.42350640.75116359.46
12372007.12.03 07:30sell4132.331.467000.000000.00000
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12412007.12.03 08:00sell4152.331.467600.000000.00000
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12432007.12.03 10:00close4152.331.464451.506101.42910733.95117093.41
12442007.12.03 10:00close4142.331.464451.506201.42920757.25117850.66
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12512007.12.04 11:15close4162.371.466151.492201.43920-106.65118184.11
12522007.12.04 12:15buy4182.361.471550.000000.00000
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12622007.12.05 01:30buy4222.361.475350.000000.00000
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12732007.12.05 20:45sell4252.361.461800.000000.00000
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12832007.12.06 08:45close4262.361.457351.509401.41240837.80120840.03
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12912007.12.10 11:00buy4312.441.467550.000000.00000
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13032007.12.10 18:30buy4362.441.470750.000000.00000
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13082007.12.11 08:30close4362.441.474701.422601.51860960.63122891.70
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13112007.12.11 08:45close4322.441.473801.436701.50470716.63125480.79
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13212007.12.13 16:30sell4412.481.461300.000000.00000
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13412007.12.13 23:15close4412.481.463751.523801.39880-607.60120038.14
13422007.12.14 03:45sell4482.401.462800.000000.00000
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13512007.12.17 09:15sell4512.481.438000.000000.00000
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13632007.12.19 17:45sell4552.471.433700.000000.00000
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13752007.12.27 00:00buy4592.481.448250.000000.00000
13762007.12.27 00:00modify4592.481.448251.397101.49910
13772007.12.27 01:30buy4602.481.447450.000000.00000
13782007.12.27 01:30modify4602.481.447451.411801.48280
13792007.12.27 02:15buy4612.481.446950.000000.00000
13802007.12.27 02:15modify4612.481.446951.415301.47830
13812007.12.27 07:00close4612.481.451101.415301.478301029.20125056.44
13822007.12.27 07:00close4602.481.451101.411801.48280905.20125961.64
13832007.12.27 08:30close4592.481.449601.397101.49910334.80126296.44
13842007.12.27 14:45buy4622.531.454750.000000.00000
13852007.12.27 14:45modify4622.531.454751.410101.49910
13862007.12.27 15:00buy4632.531.456750.000000.00000
13872007.12.27 15:00modify4632.531.456751.407601.50560
13882007.12.27 15:15buy4642.531.456950.000000.00000
13892007.12.27 15:15modify4642.531.456951.405301.50830
13902007.12.27 17:15close4642.531.458401.405301.50830366.85126663.29
13912007.12.27 17:30close4632.531.459501.407601.50560695.75127359.04
13922007.12.27 18:15close4622.531.461301.410101.499101657.15129016.19
13932007.12.28 08:45buy4652.581.466150.000000.00000
13942007.12.28 08:45modify4652.581.466151.429001.50300
13952007.12.28 09:00close4652.581.464401.429001.50300-451.50128564.69

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