MCNP_EA V.mafr.3.56

This is the first robot in the experiment. Positions are opened whenever favorable conditions are met and they are only closed in this case after they meet the SL or TP. A maximum of 10 concurrent orders (long and short) are allowed to be opened at any one time, and each order risks 1% of capital, for a total maximum of 10% of capital at risk any given time.











Strategy Tester Report
MCNP_EA V.mafr.3.56
CMSFX-Demo (Build 226)

Symbol EURUSDc (Euro vs US Dollar)
Period 5 Minutes (M5) 2005.11.16 00:00 – 2010.09.29 23:55 (2005.11.16 – 2010.09.30)
Model Every tick (the most precise method based on all available least timeframes)
Parameters magic=1111; CI_Mult=3; CI_Exit=3; MaxRisk=0.01; MinSL=15; MinTP=15; MinPos=0.1; MaxPos=1000; LotSize=100000; Lambda=0.996; PointMult=10; Pfrac=1; minPN=0.4; DCCA_Trigger=0; DCCA=0; SessionFilter=1; DaysFilter=1; AllowMultOrd=1; MaxOrders=10; forecast=48; nHist=1000; HO_Skip1=3; HO_Skip2=5; maxBars_i=100000; Expire=0; mintestbars=296910; TF=0; DF=0; VF=1; MF=1; hedging=true;
Bars in test 358493 Ticks modelled 34884521 Modelling quality 90.00%
Mismatched charts errors 0
Initial deposit 500000.00
Total net profit 561571.78 Gross profit 1141757.11 Gross loss -580185.32
Profit factor 1.97 Expected payoff 2420.57
Absolute drawdown 3244.50 Maximal drawdown 132341.04 (20.67%) Relative drawdown 20.67% (132341.04)
Total trades 232 Short positions (won %) 128 (54.69%) Long positions (won %) 104 (81.73%)
Profit trades (% of total) 155 (66.81%) Loss trades (% of total) 77 (33.19%)
Largest profit trade 42172.40 loss trade -10267.20
Average profit trade 7366.17 loss trade -7534.87
Maximum consecutive wins (profit in money) 22 (128142.98) consecutive losses (loss in money) 11 (-98498.35)
Maximal consecutive profit (count of wins) 159618.04 (11) consecutive loss (count of losses) -98498.35 (11)
Average consecutive wins 7 consecutive losses 4

# Time Type Order Size Price S / L T / P Profit Balance
1 2009.12.01 16:35 sell 1 10.30 1.51070 0.00000 0.00000
2 2009.12.01 16:35 modify 1 10.30 1.51070 1.51557 1.50700
3 2009.12.01 16:40 sell 2 10.20 1.51080 0.00000 0.00000
4 2009.12.01 16:40 modify 2 10.20 1.51080 1.51571 1.50701
5 2009.12.01 17:15 sell 3 11.50 1.51060 0.00000 0.00000
6 2009.12.01 17:15 modify 3 11.50 1.51060 1.51494 1.50730
7 2009.12.01 17:20 sell 4 11.50 1.51050 0.00000 0.00000
8 2009.12.01 17:20 modify 4 11.50 1.51050 1.51485 1.50731
9 2009.12.02 07:08 t/p 4 11.50 1.50731 1.51485 1.50731 3667.83 503667.83
10 2009.12.02 07:08 t/p 3 11.50 1.50730 1.51494 1.50730 3794.33 507462.15
11 2009.12.02 07:12 t/p 2 10.20 1.50701 1.51571 1.50701 3865.20 511327.35
12 2009.12.02 07:12 t/p 1 10.30 1.50700 1.51557 1.50700 3810.40 515137.75
13 2009.12.17 19:30 buy 5 34.30 1.43609 0.00000 0.00000
14 2009.12.17 19:30 modify 5 34.30 1.43609 1.43459 1.44549
15 2009.12.17 19:58 s/l 5 34.30 1.43459 1.43459 1.44549 -5145.00 509992.75
16 2009.12.22 17:15 buy 6 2.60 1.42599 0.00000 0.00000
17 2009.12.22 17:15 modify 6 2.60 1.42599 1.40617 1.44159
18 2009.12.22 17:20 buy 7 3.20 1.42559 0.00000 0.00000
19 2009.12.22 17:20 modify 7 3.20 1.42559 1.40972 1.44335
20 2009.12.22 17:25 buy 8 2.70 1.42559 0.00000 0.00000
21 2009.12.22 17:25 modify 8 2.70 1.42559 1.40687 1.44347
22 2009.12.22 17:30 buy 9 3.00 1.42579 0.00000 0.00000
23 2009.12.22 17:30 modify 9 3.00 1.42579 1.40888 1.44332
24 2009.12.22 17:35 buy 10 3.50 1.42659 0.00000 0.00000
25 2009.12.22 17:35 modify 10 3.50 1.42659 1.41219 1.44530
26 2009.12.22 17:40 buy 11 3.50 1.42639 0.00000 0.00000
27 2009.12.22 17:40 modify 11 3.50 1.42639 1.41200 1.44486
28 2009.12.22 17:45 buy 12 3.20 1.42619 0.00000 0.00000
29 2009.12.22 17:45 modify 12 3.20 1.42619 1.41041 1.44436
30 2009.12.22 17:50 buy 13 3.30 1.42669 0.00000 0.00000
31 2009.12.22 17:50 modify 13 3.30 1.42669 1.41115 1.44560
32 2009.12.22 17:55 buy 14 3.20 1.42649 0.00000 0.00000
33 2009.12.22 17:55 modify 14 3.20 1.42649 1.41046 1.44520
34 2009.12.22 18:00 buy 15 3.60 1.42729 0.00000 0.00000
35 2009.12.22 18:00 modify 15 3.60 1.42729 1.41325 1.44644
36 2009.12.29 07:33 t/p 6 2.60 1.44159 1.40617 1.44159 4056.21 514048.96
37 2009.12.29 11:47 t/p 7 3.20 1.44335 1.40972 1.44335 5683.46 519732.42
38 2009.12.29 11:47 t/p 9 3.00 1.44332 1.40888 1.44332 5259.25 524991.67
39 2009.12.29 11:47 t/p 8 2.70 1.44347 1.40687 1.44347 4827.82 529819.49
40 2009.12.29 11:55 t/p 12 3.20 1.44436 1.41041 1.44436 5814.66 535634.16
41 2009.12.29 12:54 t/p 11 3.50 1.44486 1.41200 1.44486 6464.79 542098.94
42 2009.12.29 12:55 t/p 14 3.20 1.44520 1.41046 1.44520 5987.46 548086.41
43 2009.12.29 12:55 t/p 10 3.50 1.44530 1.41219 1.44530 6548.79 554635.19
44 2009.12.31 09:20 sell 16 5.60 1.44160 0.00000 0.00000
45 2009.12.31 09:20 modify 16 5.60 1.44160 1.45156 1.43418
46 2009.12.31 10:05 sell 17 6.30 1.43980 0.00000 0.00000
47 2009.12.31 10:05 modify 17 6.30 1.43980 1.44861 1.43163
48 2009.12.31 10:10 sell 18 7.30 1.44030 0.00000 0.00000
49 2009.12.31 10:10 modify 18 7.30 1.44030 1.44789 1.43146
50 2009.12.31 10:15 sell 19 7.50 1.43980 0.00000 0.00000
51 2009.12.31 10:15 modify 19 7.50 1.43980 1.44724 1.43079
52 2009.12.31 10:20 sell 20 8.00 1.44010 0.00000 0.00000
53 2009.12.31 10:20 modify 20 8.00 1.44010 1.44705 1.43104
54 2009.12.31 10:25 sell 21 5.80 1.44050 0.00000 0.00000
55 2009.12.31 10:25 modify 21 5.80 1.44050 1.45000 1.43211
56 2009.12.31 10:30 sell 22 7.40 1.44040 0.00000 0.00000
57 2009.12.31 10:30 modify 22 7.40 1.44040 1.44790 1.43142
58 2009.12.31 10:35 sell 23 7.70 1.44020 0.00000 0.00000
59 2009.12.31 10:35 modify 23 7.70 1.44020 1.44739 1.43100
60 2009.12.31 15:13 t/p 16 5.60 1.43418 1.45156 1.43418 4155.20 558790.39
61 2009.12.31 15:27 t/p 21 5.80 1.43211 1.45000 1.43211 4866.20 563656.59
62 2009.12.31 15:31 t/p 17 6.30 1.43163 1.44861 1.43163 5147.10 568803.69
63 2009.12.31 15:32 t/p 18 7.30 1.43146 1.44789 1.43146 6453.20 575256.89
64 2009.12.31 15:32 t/p 22 7.40 1.43142 1.44790 1.43142 6645.20 581902.09
65 2009.12.31 15:32 t/p 20 8.00 1.43104 1.44705 1.43104 7248.00 589150.09
66 2009.12.31 15:32 t/p 23 7.70 1.43100 1.44739 1.43100 7084.00 596234.09
67 2009.12.31 15:33 t/p 19 7.50 1.43079 1.44724 1.43079 6757.50 602991.59
68 2010.01.03 23:15 buy 24 9.40 1.43289 0.00000 0.00000
69 2010.01.03 23:15 modify 24 9.40 1.43289 1.42650 1.43688
70 2010.01.04 01:40 s/l 24 9.40 1.42650 1.42650 1.43688 -6006.49 596985.10
71 2010.01.05 05:50 t/p 13 3.30 1.44560 1.41115 1.44560 6240.84 603225.95
72 2010.01.05 05:56 t/p 15 3.60 1.44644 1.41325 1.44644 6894.59 610120.54
73 2010.01.05 09:00 buy 25 5.90 1.44119 0.00000 0.00000
74 2010.01.05 09:00 modify 25 5.90 1.44119 1.43083 1.44994
75 2010.01.06 06:47 s/l 25 5.90 1.43083 1.43083 1.44994 -6112.33 604008.21
76 2010.02.03 00:00 sell 26 4.90 1.39720 0.00000 0.00000
77 2010.02.03 00:00 modify 26 4.90 1.39720 1.40961 1.38620
78 2010.02.04 07:42 t/p 26 4.90 1.38620 1.40961 1.38620 5389.14 609397.34
79 2010.02.07 23:00 buy 27 5.80 1.36519 0.00000 0.00000
80 2010.02.07 23:00 modify 27 5.80 1.36519 1.35468 1.37208
81 2010.02.07 23:05 buy 28 4.90 1.36659 0.00000 0.00000
82 2010.02.07 23:05 modify 28 4.90 1.36659 1.35422 1.37467
83 2010.02.07 23:10 buy 29 5.10 1.36639 0.00000 0.00000
84 2010.02.07 23:10 modify 29 5.10 1.36639 1.35452 1.37404
85 2010.02.09 06:56 t/p 27 5.80 1.37208 1.35468 1.37208 3996.34 613393.68
86 2010.02.09 07:40 t/p 29 5.10 1.37404 1.35452 1.37404 3901.62 617295.30
87 2010.02.09 12:38 t/p 28 4.90 1.37467 1.35422 1.37467 3959.31 621254.61
88 2010.02.09 23:15 buy 30 8.20 1.37909 0.00000 0.00000
89 2010.02.09 23:15 modify 30 8.20 1.37909 1.37153 1.38458
90 2010.02.10 15:01 s/l 30 8.20 1.37153 1.37153 1.38458 -6199.10 615055.51
91 2010.02.18 01:05 sell 31 6.70 1.35710 0.00000 0.00000
92 2010.02.18 01:05 modify 31 6.70 1.35710 1.36624 1.35038
93 2010.02.18 01:10 sell 32 8.40 1.35730 0.00000 0.00000
94 2010.02.18 01:10 modify 32 8.40 1.35730 1.36459 1.35067
95 2010.02.18 01:15 sell 33 7.50 1.35710 0.00000 0.00000
96 2010.02.18 01:15 modify 33 7.50 1.35710 1.36532 1.35064
97 2010.02.18 01:20 sell 34 8.50 1.35730 0.00000 0.00000
98 2010.02.18 01:20 modify 34 8.50 1.35730 1.36454 1.35084
99 2010.02.18 01:30 sell 35 10.00 1.35760 0.00000 0.00000
100 2010.02.18 01:30 modify 35 10.00 1.35760 1.36376 1.35077
101 2010.02.18 01:35 sell 36 6.60 1.35770 0.00000 0.00000
102 2010.02.18 01:35 modify 36 6.60 1.35770 1.36704 1.35107
103 2010.02.18 01:55 sell 37 24.10 1.35710 0.00000 0.00000
104 2010.02.18 01:55 modify 37 24.10 1.35710 1.35965 1.35281
105 2010.02.18 02:00 sell 38 25.90 1.35630 0.00000 0.00000
106 2010.02.18 02:00 modify 38 25.90 1.35630 1.35867 1.35169
107 2010.02.18 02:35 sell 39 25.50 1.35680 0.00000 0.00000
108 2010.02.18 02:35 modify 39 25.50 1.35680 1.35922 1.35188
109 2010.02.18 02:40 sell 40 28.40 1.35680 0.00000 0.00000
110 2010.02.18 02:40 modify 40 28.40 1.35680 1.35896 1.35232
111 2010.02.18 06:43 s/l 38 25.90 1.35867 1.35867 1.35169 -6138.30 608917.21
112 2010.02.18 06:44 s/l 40 28.40 1.35896 1.35896 1.35232 -6134.40 602782.81
113 2010.02.18 06:44 s/l 39 25.50 1.35922 1.35922 1.35188 -6171.00 596611.81
114 2010.02.18 14:25 s/l 37 24.10 1.35965 1.35965 1.35281 -6145.50 590466.31
115 2010.02.18 14:41 s/l 35 10.00 1.36376 1.36376 1.35077 -6160.00 584306.31
116 2010.02.18 14:42 s/l 34 8.50 1.36454 1.36454 1.35084 -6154.00 578152.31
117 2010.02.18 14:42 s/l 32 8.40 1.36459 1.36459 1.35067 -6123.60 572028.71
118 2010.02.18 21:38 t/p 36 6.60 1.35107 1.36704 1.35107 4375.80 576404.51
119 2010.02.18 21:38 t/p 33 7.50 1.35064 1.36532 1.35064 4845.00 581249.51
120 2010.02.18 22:35 t/p 31 6.70 1.35038 1.36624 1.35038 4502.40 585751.91
121 2010.02.22 06:25 sell 41 8.50 1.36360 0.00000 0.00000
122 2010.02.22 06:25 modify 41 8.50 1.36360 1.37046 1.35899
123 2010.02.22 12:30 t/p 41 8.50 1.35899 1.37046 1.35899 3918.50 589670.41
124 2010.03.29 08:15 sell 42 11.40 1.34850 0.00000 0.00000
125 2010.03.29 08:15 modify 42 11.40 1.34850 1.35368 1.34215
126 2010.03.29 08:20 sell 43 9.60 1.34840 0.00000 0.00000
127 2010.03.29 08:20 modify 43 9.60 1.34840 1.35457 1.34233
128 2010.03.29 08:25 sell 44 8.60 1.34850 0.00000 0.00000
129 2010.03.29 08:25 modify 44 8.60 1.34850 1.35539 1.34246
130 2010.03.29 08:30 sell 45 8.00 1.34860 0.00000 0.00000
131 2010.03.29 08:30 modify 45 8.00 1.34860 1.35600 1.34271
132 2010.03.29 08:35 sell 46 10.10 1.34920 0.00000 0.00000
133 2010.03.29 08:35 modify 46 10.10 1.34920 1.35505 1.34358
134 2010.03.29 08:40 sell 47 9.60 1.34970 0.00000 0.00000
135 2010.03.29 08:40 modify 47 9.60 1.34970 1.35584 1.34441
136 2010.03.29 08:45 sell 48 10.40 1.34950 0.00000 0.00000
137 2010.03.29 08:45 modify 48 10.40 1.34950 1.35519 1.34398
138 2010.03.29 08:50 sell 49 10.20 1.34930 0.00000 0.00000
139 2010.03.29 08:50 modify 49 10.20 1.34930 1.35506 1.34392
140 2010.03.29 08:55 sell 50 9.90 1.34920 0.00000 0.00000
141 2010.03.29 08:55 modify 50 9.90 1.34920 1.35513 1.34384
142 2010.03.29 13:00 t/p 47 9.60 1.34441 1.35584 1.34441 5078.40 594748.81
143 2010.03.29 13:15 t/p 48 10.40 1.34398 1.35519 1.34398 5740.80 600489.61
144 2010.03.29 13:15 t/p 49 10.20 1.34392 1.35506 1.34392 5487.60 605977.21
145 2010.03.29 13:15 t/p 50 9.90 1.34384 1.35513 1.34384 5306.40 611283.61
146 2010.03.30 06:41 s/l 42 11.40 1.35368 1.35368 1.34215 -5905.87 605377.74
147 2010.03.30 14:11 t/p 46 10.10 1.34358 1.35505 1.34358 5675.61 611053.35
148 2010.03.30 14:28 t/p 45 8.00 1.34271 1.35600 1.34271 4711.53 615764.88
149 2010.03.30 14:28 t/p 44 8.60 1.34246 1.35539 1.34246 5193.90 620958.78
150 2010.03.30 14:53 t/p 43 9.60 1.34233 1.35457 1.34233 5826.64 626785.41
151 2010.03.31 19:00 sell 51 27.40 1.35080 0.00000 0.00000
152 2010.03.31 19:00 modify 51 27.40 1.35080 1.35309 1.34582
153 2010.03.31 19:05 sell 52 25.10 1.35060 0.00000 0.00000
154 2010.03.31 19:05 modify 52 25.10 1.35060 1.35310 1.34577
155 2010.03.31 19:10 sell 53 24.50 1.35070 0.00000 0.00000
156 2010.03.31 19:10 modify 53 24.50 1.35070 1.35326 1.34607
157 2010.03.31 19:15 sell 54 26.30 1.35120 0.00000 0.00000
158 2010.03.31 19:15 modify 54 26.30 1.35120 1.35358 1.34675
159 2010.03.31 19:20 sell 55 24.60 1.35110 0.00000 0.00000
160 2010.03.31 19:20 modify 55 24.60 1.35110 1.35365 1.34684
161 2010.03.31 19:25 sell 56 20.30 1.35070 0.00000 0.00000
162 2010.03.31 19:25 modify 56 20.30 1.35070 1.35379 1.34664
163 2010.03.31 19:30 sell 57 11.30 1.35150 0.00000 0.00000
164 2010.03.31 19:30 modify 57 11.30 1.35150 1.35706 1.34748
165 2010.03.31 19:35 sell 58 11.20 1.35130 0.00000 0.00000
166 2010.03.31 19:35 modify 58 11.20 1.35130 1.35689 1.34753
167 2010.03.31 19:40 sell 59 19.70 1.35080 0.00000 0.00000
168 2010.03.31 19:40 modify 59 19.70 1.35080 1.35399 1.34636
169 2010.03.31 19:45 sell 60 24.10 1.35100 0.00000 0.00000
170 2010.03.31 19:45 modify 60 24.10 1.35100 1.35361 1.34600
171 2010.04.01 00:05 s/l 51 27.40 1.35309 1.35309 1.34582 -6279.42 620505.99
172 2010.04.01 00:05 s/l 52 25.10 1.35310 1.35310 1.34577 -6279.42 614226.57
173 2010.04.01 00:05 s/l 53 24.50 1.35326 1.35326 1.34607 -6276.31 607950.26
174 2010.04.01 00:07 s/l 54 26.30 1.35358 1.35358 1.34675 -6264.03 601686.24
175 2010.04.01 00:07 s/l 60 24.10 1.35361 1.35361 1.34600 -6294.34 595391.89
176 2010.04.01 00:07 s/l 55 24.60 1.35365 1.35365 1.34684 -6277.33 589114.57
177 2010.04.01 00:07 s/l 56 20.30 1.35379 1.35379 1.34664 -6276.27 582838.29
178 2010.04.01 00:07 s/l 59 19.70 1.35399 1.35399 1.34636 -6287.77 576550.53
179 2010.04.01 12:00 t/p 58 11.20 1.34753 1.35689 1.34753 4220.43 580770.96
180 2010.04.01 12:12 t/p 57 11.30 1.34748 1.35706 1.34748 4540.61 585311.57
181 2010.04.01 18:10 sell 61 3.30 1.35660 0.00000 0.00000
182 2010.04.01 18:10 modify 61 3.30 1.35660 1.37453 1.34381
183 2010.04.06 01:17 t/p 61 3.30 1.34381 1.37453 1.34381 4220.12 589531.69
184 2010.04.08 09:50 sell 62 8.60 1.33020 0.00000 0.00000
185 2010.04.08 09:50 modify 62 8.60 1.33020 1.33704 1.32561
186 2010.04.08 09:55 sell 63 8.70 1.33090 0.00000 0.00000
187 2010.04.08 09:55 modify 63 8.70 1.33090 1.33767 1.32617
188 2010.04.08 14:55 sell 64 16.50 1.33570 0.00000 0.00000
189 2010.04.08 14:55 modify 64 16.50 1.33570 1.33928 1.32989
190 2010.04.08 15:00 sell 65 16.00 1.33550 0.00000 0.00000
191 2010.04.08 15:00 modify 65 16.00 1.33550 1.33918 1.32941
192 2010.04.08 15:05 sell 66 19.10 1.33560 0.00000 0.00000
193 2010.04.08 15:05 modify 66 19.10 1.33560 1.33868 1.32934
194 2010.04.08 15:10 sell 67 11.20 1.33530 0.00000 0.00000
195 2010.04.08 15:10 modify 67 11.20 1.33530 1.34056 1.32968
196 2010.04.08 15:15 sell 68 15.00 1.33510 0.00000 0.00000
197 2010.04.08 15:15 modify 68 15.00 1.33510 1.33902 1.32932
198 2010.04.08 15:30 sell 69 11.30 1.33460 0.00000 0.00000
199 2010.04.08 15:30 modify 69 11.30 1.33460 1.33981 1.33099
200 2010.04.08 15:55 sell 70 11.50 1.33550 0.00000 0.00000
201 2010.04.08 15:55 modify 70 11.50 1.33550 1.34062 1.33090
202 2010.04.08 23:25 s/l 62 8.60 1.33704 1.33704 1.32561 -5882.40 583649.29
203 2010.04.08 23:31 s/l 63 8.70 1.33767 1.33767 1.32617 -5889.90 577759.39
204 2010.04.09 07:00 s/l 66 19.10 1.33868 1.33868 1.32934 -5883.92 571875.47
205 2010.04.09 07:03 s/l 68 15.00 1.33902 1.33902 1.32932 -5880.88 565994.59
206 2010.04.09 07:03 s/l 65 16.00 1.33918 1.33918 1.32941 -5888.94 560105.65
207 2010.04.09 07:04 s/l 64 16.50 1.33928 1.33928 1.32989 -5907.97 554197.68
208 2010.04.09 07:16 s/l 69 11.30 1.33981 1.33981 1.33099 -5887.96 548309.72
209 2010.04.09 07:54 s/l 67 11.20 1.34056 1.34056 1.32968 -5891.86 542417.86
210 2010.04.09 07:54 s/l 70 11.50 1.34062 1.34062 1.33090 -5888.67 536529.19
211 2010.05.05 18:40 sell 71 9.50 1.28310 0.00000 0.00000
212 2010.05.05 18:40 modify 71 9.50 1.28310 1.28874 1.27926
213 2010.05.05 18:45 sell 72 21.50 1.28260 0.00000 0.00000
214 2010.05.05 18:45 modify 72 21.50 1.28260 1.28510 1.27575
215 2010.05.05 18:50 sell 73 28.20 1.28210 0.00000 0.00000
216 2010.05.05 18:50 modify 73 28.20 1.28210 1.28401 1.27308
217 2010.05.05 18:55 sell 74 33.90 1.28160 0.00000 0.00000
218 2010.05.05 18:55 modify 74 33.90 1.28160 1.28318 1.27119
219 2010.05.05 19:05 sell 75 12.50 1.28220 0.00000 0.00000
220 2010.05.05 19:05 modify 75 12.50 1.28220 1.28650 1.27710
221 2010.05.05 21:01 t/p 71 9.50 1.27926 1.28874 1.27926 3648.00 540177.19
222 2010.05.06 00:22 s/l 74 33.90 1.28318 1.28318 1.27119 -5362.17 534815.02
223 2010.05.06 00:28 s/l 73 28.20 1.28401 1.28401 1.27308 -5391.16 529423.86
224 2010.05.06 02:54 s/l 72 21.50 1.28510 1.28510 1.27575 -5378.78 524045.08
225 2010.05.06 06:20 t/p 75 12.50 1.27710 1.28650 1.27710 6372.80 530417.88
226 2010.05.10 07:00 sell 76 7.00 1.29770 0.00000 0.00000
227 2010.05.10 07:00 modify 76 7.00 1.29770 1.30526 1.29052
228 2010.05.10 07:05 sell 77 7.90 1.29480 0.00000 0.00000
229 2010.05.10 07:05 modify 77 7.90 1.29480 1.30152 1.28893
230 2010.05.10 07:10 sell 78 8.30 1.29620 0.00000 0.00000
231 2010.05.10 07:10 modify 78 8.30 1.29620 1.30259 1.28993
232 2010.05.10 07:45 s/l 77 7.90 1.30152 1.30152 1.28893 -5308.80 525109.08
233 2010.05.10 07:49 s/l 78 8.30 1.30259 1.30259 1.28993 -5303.70 519805.38
234 2010.05.10 08:15 s/l 76 7.00 1.30526 1.30526 1.29052 -5292.00 514513.38
235 2010.05.10 09:10 sell 79 5.90 1.30320 0.00000 0.00000
236 2010.05.10 09:10 modify 79 5.90 1.30320 1.31199 1.29430
237 2010.05.10 09:15 sell 80 9.60 1.30370 0.00000 0.00000
238 2010.05.10 09:15 modify 80 9.60 1.30370 1.30906 1.29526
239 2010.05.10 09:20 sell 81 6.10 1.30450 0.00000 0.00000
240 2010.05.10 09:20 modify 81 6.10 1.30450 1.31291 1.29705
241 2010.05.10 09:25 sell 82 4.90 1.30630 0.00000 0.00000
242 2010.05.10 09:25 modify 82 4.90 1.30630 1.31690 1.29893
243 2010.05.10 10:51 t/p 82 4.90 1.29893 1.31690 1.29893 3611.30 518124.68
244 2010.05.10 11:38 t/p 81 6.10 1.29705 1.31291 1.29705 4544.50 522669.18
245 2010.05.10 12:19 t/p 80 9.60 1.29526 1.30906 1.29526 8102.40 530771.58
246 2010.05.10 12:20 t/p 79 5.90 1.29430 1.31199 1.29430 5251.00 536022.58
247 2010.05.10 17:15 buy 83 14.00 1.27719 0.00000 0.00000
248 2010.05.10 17:15 modify 83 14.00 1.27719 1.27336 1.27962
249 2010.05.10 17:24 t/p 83 14.00 1.27962 1.27336 1.27962 3402.00 539424.58
250 2010.05.11 17:10 sell 84 17.80 1.27340 0.00000 0.00000
251 2010.05.11 17:10 modify 84 17.80 1.27340 1.27643 1.26903
252 2010.05.11 17:15 sell 85 17.40 1.27330 0.00000 0.00000
253 2010.05.11 17:15 modify 85 17.40 1.27330 1.27639 1.26905
254 2010.05.11 17:20 sell 86 15.90 1.27320 0.00000 0.00000
255 2010.05.11 17:20 modify 86 15.90 1.27320 1.27659 1.26905
256 2010.05.11 17:25 sell 87 13.40 1.27260 0.00000 0.00000
257 2010.05.11 17:25 modify 87 13.40 1.27260 1.27663 1.26902
258 2010.05.11 17:30 sell 88 14.00 1.27320 0.00000 0.00000
259 2010.05.11 17:30 modify 88 14.00 1.27320 1.27706 1.26920
260 2010.05.11 17:35 sell 89 19.40 1.27300 0.00000 0.00000
261 2010.05.11 17:35 modify 89 19.40 1.27300 1.27577 1.26903
262 2010.05.11 17:40 sell 90 23.80 1.27230 0.00000 0.00000
263 2010.05.11 17:40 modify 90 23.80 1.27230 1.27457 1.26892
264 2010.05.11 17:45 sell 91 23.30 1.27220 0.00000 0.00000
265 2010.05.11 17:45 modify 91 23.30 1.27220 1.27452 1.26899
266 2010.05.11 18:05 sell 92 15.60 1.27330 0.00000 0.00000
267 2010.05.11 18:05 modify 92 15.60 1.27330 1.27676 1.26985
268 2010.05.11 18:10 sell 93 14.90 1.27340 0.00000 0.00000
269 2010.05.11 18:10 modify 93 14.90 1.27340 1.27702 1.27029
270 2010.05.11 18:36 t/p 93 14.90 1.27029 1.27702 1.27029 4633.90 544058.48
271 2010.05.11 18:40 t/p 92 15.60 1.26985 1.27676 1.26985 5382.00 549440.48
272 2010.05.11 19:04 t/p 88 14.00 1.26920 1.27706 1.26920 5600.00 555040.48
273 2010.05.11 19:05 t/p 85 17.40 1.26905 1.27639 1.26905 7395.00 562435.48
274 2010.05.11 19:05 t/p 86 15.90 1.26905 1.27659 1.26905 6598.50 569033.98
275 2010.05.11 19:05 t/p 84 17.80 1.26903 1.27643 1.26903 7778.60 576812.58
276 2010.05.11 19:05 t/p 87 13.40 1.26902 1.27663 1.26902 4797.20 581609.78
277 2010.05.11 19:05 t/p 89 19.40 1.26903 1.27577 1.26903 7701.80 589311.58
278 2010.05.11 19:05 t/p 91 23.30 1.26899 1.27452 1.26899 7479.30 596790.88
279 2010.05.11 19:05 t/p 90 23.80 1.26892 1.27457 1.26892 8044.40 604835.28
280 2010.05.11 21:55 buy 94 8.30 1.26339 0.00000 0.00000
281 2010.05.11 21:55 modify 94 8.30 1.26339 1.25608 1.26840
282 2010.05.12 08:06 t/p 94 8.30 1.26840 1.25608 1.26840 4158.40 608993.67
283 2010.05.12 11:25 sell 95 8.80 1.26750 0.00000 0.00000
284 2010.05.12 11:25 modify 95 8.80 1.26750 1.27442 1.26248
285 2010.05.12 11:30 sell 96 8.90 1.26770 0.00000 0.00000
286 2010.05.12 11:30 modify 96 8.90 1.26770 1.27455 1.26280
287 2010.05.12 11:35 sell 97 11.00 1.26740 0.00000 0.00000
288 2010.05.12 11:35 modify 97 11.00 1.26740 1.27295 1.26257
289 2010.05.12 11:45 sell 98 9.50 1.26800 0.00000 0.00000
290 2010.05.12 11:45 modify 98 9.50 1.26800 1.27441 1.26251
291 2010.05.12 11:50 sell 99 8.50 1.26750 0.00000 0.00000
292 2010.05.12 11:50 modify 99 8.50 1.26750 1.27466 1.26230
293 2010.05.12 12:55 sell 100 7.50 1.26740 0.00000 0.00000
294 2010.05.12 12:55 modify 100 7.50 1.26740 1.27555 1.26165
295 2010.05.12 15:30 t/p 96 8.90 1.26280 1.27455 1.26280 4361.00 613354.67
296 2010.05.12 15:57 t/p 97 11.00 1.26257 1.27295 1.26257 5313.00 618667.67
297 2010.05.12 15:57 t/p 98 9.50 1.26251 1.27441 1.26251 5215.50 623883.17
298 2010.05.12 17:58 t/p 95 8.80 1.26248 1.27442 1.26248 4417.60 628300.77
299 2010.05.12 17:58 t/p 99 8.50 1.26230 1.27466 1.26230 4420.00 632720.77
300 2010.05.12 20:36 t/p 100 7.50 1.26165 1.27555 1.26165 4312.50 637033.27
301 2010.05.17 07:45 buy 101 7.50 1.22959 0.00000 0.00000
302 2010.05.17 07:45 modify 101 7.50 1.22959 1.22105 1.23585
303 2010.05.17 08:30 buy 102 29.40 1.22999 0.00000 0.00000
304 2010.05.17 08:30 modify 102 29.40 1.22999 1.22782 1.23597
305 2010.05.17 08:35 buy 103 15.30 1.22899 0.00000 0.00000
306 2010.05.17 08:35 modify 103 15.30 1.22899 1.22484 1.23526
307 2010.05.17 08:38 s/l 102 29.40 1.22782 1.22782 1.23597 -6379.80 630653.47
308 2010.05.17 08:45 buy 104 12.90 1.22819 0.00000 0.00000
309 2010.05.17 08:45 modify 104 12.90 1.22819 1.22331 1.23507
310 2010.05.17 08:50 buy 105 9.70 1.22859 0.00000 0.00000
311 2010.05.17 08:50 modify 105 9.70 1.22859 1.22209 1.23474
312 2010.05.17 08:55 buy 106 8.00 1.22829 0.00000 0.00000
313 2010.05.17 08:55 modify 106 8.00 1.22829 1.22040 1.23381
314 2010.05.17 09:00 buy 107 7.30 1.22829 0.00000 0.00000
315 2010.05.17 09:00 modify 107 7.30 1.22829 1.21960 1.23377
316 2010.05.17 09:15 buy 108 11.60 1.22979 0.00000 0.00000
317 2010.05.17 09:15 modify 108 11.60 1.22979 1.22433 1.23481
318 2010.05.17 11:22 t/p 107 7.30 1.23377 1.21960 1.23377 4000.40 634653.87
319 2010.05.17 11:22 t/p 106 8.00 1.23381 1.22040 1.23381 4416.00 639069.87
320 2010.05.17 11:47 t/p 105 9.70 1.23474 1.22209 1.23474 5965.50 645035.37
321 2010.05.17 11:48 t/p 108 11.60 1.23481 1.22433 1.23481 5823.20 650858.57
322 2010.05.17 11:48 t/p 104 12.90 1.23507 1.22331 1.23507 8875.20 659733.77
323 2010.05.17 11:48 t/p 103 15.30 1.23526 1.22484 1.23526 9593.10 669326.87
324 2010.05.17 11:49 t/p 101 7.50 1.23585 1.22105 1.23585 4695.00 674021.87
325 2010.05.18 22:10 buy 109 10.80 1.21759 0.00000 0.00000
326 2010.05.18 22:10 modify 109 10.80 1.21759 1.21134 1.22253
327 2010.05.18 22:15 buy 110 9.20 1.21679 0.00000 0.00000
328 2010.05.18 22:15 modify 110 9.20 1.21679 1.20943 1.22159
329 2010.05.18 22:20 buy 111 10.80 1.21719 0.00000 0.00000
330 2010.05.18 22:20 modify 111 10.80 1.21719 1.21097 1.22212
331 2010.05.18 22:25 buy 112 10.00 1.21729 0.00000 0.00000
332 2010.05.18 22:25 modify 112 10.00 1.21729 1.21055 1.22175
333 2010.05.19 03:18 t/p 110 9.20 1.22159 1.20943 1.22159 4416.11 678437.98
334 2010.05.19 03:32 t/p 112 10.00 1.22175 1.21055 1.22175 4460.12 682898.10
335 2010.05.19 07:02 t/p 111 10.80 1.22212 1.21097 1.22212 5324.53 688222.63
336 2010.05.19 07:03 t/p 109 10.80 1.22253 1.21134 1.22253 5335.33 693557.95
337 2010.05.19 14:05 buy 113 15.60 1.23039 0.00000 0.00000
338 2010.05.19 14:05 modify 113 15.60 1.23039 1.22594 1.23350
339 2010.05.19 14:06 t/p 113 15.60 1.23350 1.22594 1.23350 4851.60 698409.55
340 2010.05.25 09:15 buy 114 6.50 1.22089 0.00000 0.00000
341 2010.05.25 09:15 modify 114 6.50 1.22089 1.21011 1.22947
342 2010.05.25 09:20 buy 115 6.50 1.22059 0.00000 0.00000
343 2010.05.25 09:20 modify 115 6.50 1.22059 1.20989 1.22917
344 2010.05.25 09:35 buy 116 6.10 1.22029 0.00000 0.00000
345 2010.05.25 09:35 modify 116 6.10 1.22029 1.20876 1.22777
346 2010.05.25 10:00 buy 117 8.00 1.22049 0.00000 0.00000
347 2010.05.25 10:00 modify 117 8.00 1.22049 1.21176 1.22882
348 2010.05.25 10:05 buy 118 8.50 1.21839 0.00000 0.00000
349 2010.05.25 10:05 modify 118 8.50 1.21839 1.21015 1.22783
350 2010.05.25 10:10 buy 119 6.20 1.21889 0.00000 0.00000
351 2010.05.25 10:10 modify 119 6.20 1.21889 1.20757 1.22688
352 2010.05.25 10:15 buy 120 6.10 1.21869 0.00000 0.00000
353 2010.05.25 10:15 modify 120 6.10 1.21869 1.20731 1.22667
354 2010.05.25 10:20 buy 121 7.60 1.21909 0.00000 0.00000
355 2010.05.25 10:20 modify 121 7.60 1.21909 1.20987 1.22778
356 2010.05.25 10:25 buy 122 8.60 1.21899 0.00000 0.00000
357 2010.05.25 10:25 modify 122 8.60 1.21899 1.21086 1.22814
358 2010.05.25 10:30 buy 123 7.10 1.21999 0.00000 0.00000
359 2010.05.25 10:30 modify 123 7.10 1.21999 1.21012 1.22800
360 2010.05.25 15:55 t/p 120 6.10 1.22667 1.20731 1.22667 4867.80 703277.35
361 2010.05.25 15:55 t/p 119 6.20 1.22688 1.20757 1.22688 4953.80 708231.15
362 2010.05.25 15:56 t/p 116 6.10 1.22777 1.20876 1.22777 4562.80 712793.95
363 2010.05.25 15:56 t/p 121 7.60 1.22778 1.20987 1.22778 6604.40 719398.35
364 2010.05.25 15:56 t/p 118 8.50 1.22783 1.21015 1.22783 8024.00 727422.35
365 2010.05.25 15:56 t/p 123 7.10 1.22800 1.21012 1.22800 5687.10 733109.45
366 2010.05.25 15:58 t/p 122 8.60 1.22814 1.21086 1.22814 7869.00 740978.45
367 2010.05.25 16:02 t/p 117 8.00 1.22882 1.21176 1.22882 6664.00 747642.45
368 2010.05.25 16:35 sell 124 5.90 1.22740 0.00000 0.00000
369 2010.05.25 16:35 modify 124 5.90 1.22740 1.24017 1.21851
370 2010.05.25 16:40 sell 125 6.90 1.22710 0.00000 0.00000
371 2010.05.25 16:40 modify 125 6.90 1.22710 1.23794 1.21726
372 2010.05.25 16:45 sell 126 6.80 1.22690 0.00000 0.00000
373 2010.05.25 16:45 modify 126 6.80 1.22690 1.23787 1.21689
374 2010.05.25 16:50 sell 127 6.00 1.22720 0.00000 0.00000
375 2010.05.25 16:50 modify 127 6.00 1.22720 1.23963 1.21770
376 2010.05.25 17:00 sell 128 6.50 1.22840 0.00000 0.00000
377 2010.05.25 17:00 modify 128 6.50 1.22840 1.23985 1.21984
378 2010.05.25 17:05 sell 129 6.90 1.22780 0.00000 0.00000
379 2010.05.25 17:05 modify 129 6.90 1.22780 1.23868 1.21919
380 2010.05.25 17:10 sell 130 8.40 1.22710 0.00000 0.00000
381 2010.05.25 17:10 modify 130 8.40 1.22710 1.23601 1.21766
382 2010.05.25 17:15 sell 131 11.10 1.22700 0.00000 0.00000
383 2010.05.25 17:15 modify 131 11.10 1.22700 1.23376 1.21719
384 2010.05.25 18:19 t/p 115 6.50 1.22917 1.20989 1.22917 5577.00 753219.45
385 2010.05.25 18:20 t/p 114 6.50 1.22947 1.21011 1.22947 5577.00 758796.45
386 2010.05.25 18:50 s/l 131 11.10 1.23376 1.23376 1.21719 -7503.60 751292.85
387 2010.05.25 21:09 s/l 130 8.40 1.23601 1.23601 1.21766 -7484.40 743808.45
388 2010.05.25 21:26 s/l 126 6.80 1.23787 1.23787 1.21689 -7459.60 736348.85
389 2010.05.25 21:26 s/l 125 6.90 1.23794 1.23794 1.21726 -7479.60 728869.25
390 2010.05.25 21:28 s/l 129 6.90 1.23868 1.23868 1.21919 -7507.20 721362.05
391 2010.05.26 15:23 t/p 128 6.50 1.21984 1.23985 1.21984 5563.62 726925.67
392 2010.05.26 16:25 sell 132 13.90 1.22250 0.00000 0.00000
393 2010.05.26 16:25 modify 132 13.90 1.22250 1.22772 1.21888
394 2010.05.26 16:30 sell 133 16.00 1.22200 0.00000 0.00000
395 2010.05.26 16:30 modify 133 16.00 1.22200 1.22654 1.21808
396 2010.05.26 16:35 sell 134 11.50 1.22240 0.00000 0.00000
397 2010.05.26 16:35 modify 134 11.50 1.22240 1.22875 1.21815
398 2010.05.26 16:45 sell 135 19.00 1.22150 0.00000 0.00000
399 2010.05.26 16:45 modify 135 19.00 1.22150 1.22533 1.21718
400 2010.05.26 16:50 sell 136 25.60 1.22210 0.00000 0.00000
401 2010.05.26 16:50 modify 136 25.60 1.22210 1.22494 1.21733
402 2010.05.26 17:05 sell 137 17.80 1.22220 0.00000 0.00000
403 2010.05.26 17:05 modify 137 17.80 1.22220 1.22628 1.21731
404 2010.05.26 17:10 sell 138 24.40 1.22270 0.00000 0.00000
405 2010.05.26 17:10 modify 138 24.40 1.22270 1.22568 1.21750
406 2010.05.26 17:15 sell 139 28.50 1.22190 0.00000 0.00000
407 2010.05.26 17:15 modify 139 28.50 1.22190 1.22445 1.21730
408 2010.05.26 18:37 t/p 132 13.90 1.21888 1.22772 1.21888 5031.80 731957.47
409 2010.05.26 18:37 t/p 124 5.90 1.21851 1.24017 1.21851 5244.75 737202.23
410 2010.05.26 19:28 t/p 134 11.50 1.21815 1.22875 1.21815 4887.50 742089.73
411 2010.05.26 19:28 t/p 133 16.00 1.21808 1.22654 1.21808 6272.00 748361.73
412 2010.05.26 19:36 t/p 127 6.00 1.21770 1.23963 1.21770 5699.65 754061.37
413 2010.05.26 20:22 t/p 138 24.40 1.21750 1.22568 1.21750 12688.00 766749.37
414 2010.05.26 20:23 t/p 136 25.60 1.21733 1.22494 1.21733 12211.20 778960.57
415 2010.05.26 20:23 t/p 137 17.80 1.21731 1.22628 1.21731 8704.20 787664.77
416 2010.05.26 20:23 t/p 139 28.50 1.21730 1.22445 1.21730 13110.00 800774.77
417 2010.05.26 20:26 t/p 135 19.00 1.21718 1.22533 1.21718 8208.00 808982.77
418 2010.06.06 23:35 sell 140 27.80 1.19580 0.00000 0.00000
419 2010.06.06 23:35 modify 140 27.80 1.19580 1.19871 1.19374
420 2010.06.06 23:54 t/p 140 27.80 1.19374 1.19871 1.19374 5726.80 814709.57
421 2010.07.06 03:40 sell 141 15.90 1.25300 0.00000 0.00000
422 2010.07.06 03:40 modify 141 15.90 1.25300 1.25811 1.24949
423 2010.07.06 03:45 sell 142 15.80 1.25310 0.00000 0.00000
424 2010.07.06 03:45 modify 142 15.80 1.25310 1.25825 1.24949
425 2010.07.06 03:50 sell 143 15.30 1.25300 0.00000 0.00000
426 2010.07.06 03:50 modify 143 15.30 1.25300 1.25833 1.24928
427 2010.07.06 03:55 sell 144 14.60 1.25310 0.00000 0.00000
428 2010.07.06 03:55 modify 144 14.60 1.25310 1.25870 1.24913
429 2010.07.06 04:00 sell 145 16.50 1.25330 0.00000 0.00000
430 2010.07.06 04:00 modify 145 16.50 1.25330 1.25824 1.24814
431 2010.07.06 04:05 sell 146 15.30 1.25310 0.00000 0.00000
432 2010.07.06 04:05 modify 146 15.30 1.25310 1.25841 1.24822
433 2010.07.06 04:10 sell 147 14.90 1.25300 0.00000 0.00000
434 2010.07.06 04:10 modify 147 14.90 1.25300 1.25846 1.24825
435 2010.07.06 04:40 sell 148 10.30 1.25290 0.00000 0.00000
436 2010.07.06 04:40 modify 148 10.30 1.25290 1.26084 1.24750
437 2010.07.06 06:49 s/l 141 15.90 1.25811 1.25811 1.24949 -8124.90 806584.67
438 2010.07.06 06:50 s/l 142 15.80 1.25825 1.25825 1.24949 -8137.00 798447.67
439 2010.07.06 06:50 s/l 145 16.50 1.25824 1.25824 1.24814 -8151.00 790296.67
440 2010.07.06 06:50 s/l 143 15.30 1.25833 1.25833 1.24928 -8154.90 782141.77
441 2010.07.06 06:50 s/l 146 15.30 1.25841 1.25841 1.24822 -8124.30 774017.47
442 2010.07.06 06:50 s/l 147 14.90 1.25846 1.25846 1.24825 -8135.40 765882.07
443 2010.07.06 07:22 s/l 144 14.60 1.25870 1.25870 1.24913 -8176.00 757706.07
444 2010.07.06 14:03 s/l 148 10.30 1.26084 1.26084 1.24750 -8178.20 749527.87
445 2010.07.13 09:45 buy 149 5.40 1.25719 0.00000 0.00000
446 2010.07.13 09:45 modify 149 5.40 1.25719 1.24322 1.26764
447 2010.07.13 09:50 buy 150 9.10 1.25769 0.00000 0.00000
448 2010.07.13 09:50 modify 150 9.10 1.25769 1.24950 1.26923
449 2010.07.13 09:55 buy 151 16.10 1.25879 0.00000 0.00000
450 2010.07.13 09:55 modify 151 16.10 1.25879 1.25413 1.27099
451 2010.07.13 10:00 buy 152 26.30 1.25899 0.00000 0.00000
452 2010.07.13 10:00 modify 152 26.30 1.25899 1.25614 1.27155
453 2010.07.13 10:05 buy 153 21.80 1.25879 0.00000 0.00000
454 2010.07.13 10:05 modify 153 21.80 1.25879 1.25536 1.27068
455 2010.07.13 10:10 buy 154 17.30 1.25879 0.00000 0.00000
456 2010.07.13 10:10 modify 154 17.30 1.25879 1.25446 1.27013
457 2010.07.13 10:15 buy 155 12.20 1.25849 0.00000 0.00000
458 2010.07.13 10:15 modify 155 12.20 1.25849 1.25234 1.26914
459 2010.07.13 10:20 buy 156 10.80 1.25839 0.00000 0.00000
460 2010.07.13 10:20 modify 156 10.80 1.25839 1.25142 1.26843
461 2010.07.13 10:25 buy 157 7.80 1.25829 0.00000 0.00000
462 2010.07.13 10:25 modify 157 7.80 1.25829 1.24869 1.26747
463 2010.07.13 10:30 buy 158 8.00 1.25829 0.00000 0.00000
464 2010.07.13 10:30 modify 158 8.00 1.25829 1.24891 1.26708
465 2010.07.13 14:22 t/p 158 8.00 1.26708 1.24891 1.26708 7032.00 756559.87
466 2010.07.13 15:07 t/p 157 7.80 1.26747 1.24869 1.26747 7160.40 763720.27
467 2010.07.13 15:07 t/p 149 5.40 1.26764 1.24322 1.26764 5643.00 769363.27
468 2010.07.13 15:08 t/p 156 10.80 1.26843 1.25142 1.26843 10843.20 780206.47
469 2010.07.13 15:09 t/p 155 12.20 1.26914 1.25234 1.26914 12993.00 793199.47
470 2010.07.13 15:10 t/p 150 9.10 1.26923 1.24950 1.26923 10501.40 803700.87
471 2010.07.13 15:32 t/p 154 17.30 1.27013 1.25446 1.27013 19618.20 823319.07
472 2010.07.13 15:33 t/p 153 21.80 1.27068 1.25536 1.27068 25920.20 849239.27
473 2010.07.13 15:33 t/p 151 16.10 1.27099 1.25413 1.27099 19642.00 868881.27
474 2010.07.13 15:35 t/p 152 26.30 1.27155 1.25614 1.27155 33032.80 901914.07
475 2010.07.15 19:55 buy 159 20.20 1.29179 0.00000 0.00000
476 2010.07.15 19:55 modify 159 20.20 1.29179 1.28733 1.29537
477 2010.07.16 08:47 t/p 159 20.20 1.29537 1.28733 1.29537 7231.84 909145.91
478 2010.07.19 02:20 buy 160 37.40 1.29109 0.00000 0.00000
479 2010.07.19 02:20 modify 160 37.40 1.29109 1.28866 1.29354
480 2010.07.19 02:25 buy 161 30.30 1.29089 0.00000 0.00000
481 2010.07.19 02:25 modify 161 30.30 1.29089 1.28789 1.29322
482 2010.07.19 06:19 s/l 160 37.40 1.28866 1.28866 1.29354 -9088.20 900057.71
483 2010.07.19 06:28 s/l 161 30.30 1.28789 1.28789 1.29322 -9090.00 890967.71
484 2010.07.19 09:10 sell 162 14.50 1.29580 0.00000 0.00000
485 2010.07.19 09:10 modify 162 14.50 1.29580 1.30194 1.29093
486 2010.07.19 09:20 sell 163 13.80 1.29640 0.00000 0.00000
487 2010.07.19 09:20 modify 163 13.80 1.29640 1.30284 1.29208
488 2010.07.20 00:00 sell 164 19.10 1.29390 0.00000 0.00000
489 2010.07.20 00:00 modify 164 19.10 1.29390 1.29857 1.28802
490 2010.07.20 00:05 sell 165 17.50 1.29360 0.00000 0.00000
491 2010.07.20 00:05 modify 165 17.50 1.29360 1.29870 1.28809
492 2010.07.20 00:10 sell 166 15.80 1.29360 0.00000 0.00000
493 2010.07.20 00:10 modify 166 15.80 1.29360 1.29926 1.28821
494 2010.07.20 00:15 sell 167 17.30 1.29370 0.00000 0.00000
495 2010.07.20 00:15 modify 167 17.30 1.29370 1.29886 1.28836
496 2010.07.20 00:20 sell 168 17.30 1.29320 0.00000 0.00000
497 2010.07.20 00:20 modify 168 17.30 1.29320 1.29836 1.28806
498 2010.07.20 00:25 sell 169 16.80 1.29350 0.00000 0.00000
499 2010.07.20 00:25 modify 169 16.80 1.29350 1.29882 1.28848
500 2010.07.20 00:30 sell 170 18.00 1.29330 0.00000 0.00000
501 2010.07.20 00:30 modify 170 18.00 1.29330 1.29826 1.28848
502 2010.07.20 00:35 sell 171 17.20 1.29380 0.00000 0.00000
503 2010.07.20 00:35 modify 171 17.20 1.29380 1.29898 1.28878
504 2010.07.20 05:58 s/l 170 18.00 1.29826 1.29826 1.28848 -8928.00 882039.71
505 2010.07.20 06:00 s/l 168 17.30 1.29836 1.29836 1.28806 -8926.80 873112.91
506 2010.07.20 06:00 s/l 164 19.10 1.29857 1.29857 1.28802 -8919.70 864193.21
507 2010.07.20 06:00 s/l 165 17.50 1.29870 1.29870 1.28809 -8925.00 855268.21
508 2010.07.20 06:00 s/l 169 16.80 1.29882 1.29882 1.28848 -8937.60 846330.61
509 2010.07.20 06:00 s/l 167 17.30 1.29886 1.29886 1.28836 -8926.80 837403.81
510 2010.07.20 06:00 s/l 171 17.20 1.29898 1.29898 1.28878 -8909.60 828494.21
511 2010.07.20 06:05 s/l 166 15.80 1.29926 1.29926 1.28821 -8942.80 819551.41
512 2010.07.20 06:22 s/l 162 14.50 1.30194 1.30194 1.29093 -8903.85 810647.56
513 2010.07.20 10:12 t/p 163 13.80 1.29208 1.30284 1.29208 5960.79 816608.35
514 2010.07.27 11:05 buy 172 10.30 1.30039 0.00000 0.00000
515 2010.07.27 11:05 modify 172 10.30 1.30039 1.29248 1.31122
516 2010.07.27 11:15 buy 173 11.20 1.30199 0.00000 0.00000
517 2010.07.27 11:15 modify 173 11.20 1.30199 1.29469 1.31217
518 2010.07.28 08:55 sell 174 21.60 1.30030 0.00000 0.00000
519 2010.07.28 08:55 modify 174 21.60 1.30030 1.30408 1.29769
520 2010.07.28 09:00 sell 175 20.90 1.30080 0.00000 0.00000
521 2010.07.28 09:00 modify 175 20.90 1.30080 1.30471 1.29766
522 2010.07.28 12:47 t/p 174 21.60 1.29769 1.30408 1.29769 5637.60 822245.95
523 2010.07.28 12:47 t/p 175 20.90 1.29766 1.30471 1.29766 6562.60 828808.55
524 2010.08.02 12:50 t/p 172 10.30 1.31122 1.29248 1.31122 11155.62 839964.18
525 2010.08.02 13:05 t/p 173 11.20 1.31217 1.29469 1.31217 11402.39 851366.56
526 2010.08.05 17:00 buy 176 32.70 1.31609 0.00000 0.00000
527 2010.08.05 17:00 modify 176 32.70 1.31609 1.31349 1.31817
528 2010.08.05 17:05 buy 177 36.10 1.31569 0.00000 0.00000
529 2010.08.05 17:05 modify 177 36.10 1.31569 1.31333 1.31829
530 2010.08.05 17:10 buy 178 23.50 1.31529 0.00000 0.00000
531 2010.08.05 17:10 modify 178 23.50 1.31529 1.31166 1.31772
532 2010.08.05 17:15 buy 179 24.60 1.31539 0.00000 0.00000
533 2010.08.05 17:15 modify 179 24.60 1.31539 1.31193 1.31802
534 2010.08.05 17:20 buy 180 22.90 1.31559 0.00000 0.00000
535 2010.08.05 17:20 modify 180 22.90 1.31559 1.31187 1.31777
536 2010.08.05 17:25 buy 181 27.60 1.31609 0.00000 0.00000
537 2010.08.05 17:25 modify 181 27.60 1.31609 1.31300 1.31819
538 2010.08.05 17:30 buy 182 28.60 1.31659 0.00000 0.00000
539 2010.08.05 17:30 modify 182 28.60 1.31659 1.31362 1.31827
540 2010.08.05 17:35 buy 183 35.30 1.31689 0.00000 0.00000
541 2010.08.05 17:35 modify 183 35.30 1.31689 1.31448 1.31851
542 2010.08.05 17:47 t/p 178 23.50 1.31772 1.31166 1.31772 5710.50 857077.06
543 2010.08.05 17:47 t/p 180 22.90 1.31777 1.31187 1.31777 4992.20 862069.26
544 2010.08.05 17:58 t/p 179 24.60 1.31802 1.31193 1.31802 6469.80 868539.06
545 2010.08.05 17:59 t/p 176 32.70 1.31817 1.31349 1.31817 6801.60 875340.66
546 2010.08.05 17:59 t/p 181 27.60 1.31819 1.31300 1.31819 5796.00 881136.66
547 2010.08.05 17:59 t/p 182 28.60 1.31827 1.31362 1.31827 4804.80 885941.46
548 2010.08.05 17:59 t/p 177 36.10 1.31829 1.31333 1.31829 9386.00 895327.46
549 2010.08.05 20:00 t/p 183 35.30 1.31851 1.31448 1.31851 5718.60 901046.06
550 2010.08.09 08:40 buy 184 60.10 1.32849 0.00000 0.00000
551 2010.08.09 08:40 modify 184 60.10 1.32849 1.32699 1.34146
552 2010.08.09 08:45 buy 185 9.30 1.32889 0.00000 0.00000
553 2010.08.09 08:45 modify 185 9.30 1.32889 1.31921 1.33829
554 2010.08.09 08:50 buy 186 60.10 1.32889 0.00000 0.00000
555 2010.08.09 08:50 modify 186 60.10 1.32889 1.32739 1.34111
556 2010.08.09 08:55 buy 187 9.60 1.32919 0.00000 0.00000
557 2010.08.09 08:55 modify 187 9.60 1.32919 1.31979 1.33815
558 2010.08.09 10:13 s/l 186 60.10 1.32739 1.32739 1.34111 -9015.00 892031.06
559 2010.08.09 10:18 s/l 184 60.10 1.32699 1.32699 1.34146 -9015.00 883016.06
560 2010.08.10 00:10 sell 188 58.90 1.32100 0.00000 0.00000
561 2010.08.10 00:10 modify 188 58.90 1.32100 1.32250 1.31384
562 2010.08.10 00:15 sell 189 58.90 1.32090 0.00000 0.00000
563 2010.08.10 00:15 modify 189 58.90 1.32090 1.32240 1.31452
564 2010.08.10 00:50 s/l 187 9.60 1.31979 1.31979 1.33815 -9023.89 873992.18
565 2010.08.10 00:51 s/l 185 9.30 1.31921 1.31921 1.33829 -9002.29 864989.89
566 2010.08.10 02:25 sell 190 12.60 1.31810 0.00000 0.00000
567 2010.08.10 02:25 modify 190 12.60 1.31810 1.32498 1.31341
568 2010.08.10 03:01 t/p 189 58.90 1.31452 1.32240 1.31452 37578.20 902568.09
569 2010.08.10 03:21 t/p 188 58.90 1.31384 1.32250 1.31384 42172.40 944740.49
570 2010.08.10 04:00 sell 191 16.20 1.31460 0.00000 0.00000
571 2010.08.10 04:00 modify 191 16.20 1.31460 1.32044 1.30842
572 2010.08.10 04:05 sell 192 14.10 1.31460 0.00000 0.00000
573 2010.08.10 04:05 modify 192 14.10 1.31460 1.32130 1.30875
574 2010.08.10 07:00 buy 193 10.60 1.31619 0.00000 0.00000
575 2010.08.10 07:00 modify 193 10.60 1.31619 1.30730 1.32181
576 2010.08.10 08:15 buy 194 11.40 1.31769 0.00000 0.00000
577 2010.08.10 08:15 modify 194 11.40 1.31769 1.30944 1.32393
578 2010.08.10 08:35 buy 195 10.40 1.31809 0.00000 0.00000
579 2010.08.10 08:35 modify 195 10.40 1.31809 1.30905 1.32401
580 2010.08.10 12:13 t/p 190 12.60 1.31341 1.32498 1.31341 5909.40 950649.89
581 2010.08.10 13:54 s/l 194 11.40 1.30944 1.30944 1.32393 -9405.00 941244.89
582 2010.08.10 14:01 s/l 195 10.40 1.30905 1.30905 1.32401 -9401.60 931843.29
583 2010.08.10 14:34 t/p 192 14.10 1.30875 1.32130 1.30875 8248.50 940091.79
584 2010.08.10 14:34 t/p 191 16.20 1.30842 1.32044 1.30842 10011.60 950103.39
585 2010.08.10 14:39 s/l 193 10.60 1.30730 1.30730 1.32181 -9423.40 940679.99
586 2010.08.11 21:50 buy 196 25.20 1.28449 0.00000 0.00000
587 2010.08.11 21:50 modify 196 25.20 1.28449 1.28076 1.28718
588 2010.08.11 21:55 buy 197 26.50 1.28459 0.00000 0.00000
589 2010.08.11 21:55 modify 197 26.50 1.28459 1.28104 1.28745
590 2010.08.11 22:00 buy 198 27.00 1.28449 0.00000 0.00000
591 2010.08.11 22:00 modify 198 27.00 1.28449 1.28100 1.28734
592 2010.08.11 22:05 buy 199 29.40 1.28449 0.00000 0.00000
593 2010.08.11 22:05 modify 199 29.40 1.28449 1.28129 1.28754
594 2010.08.11 22:10 buy 200 28.20 1.28439 0.00000 0.00000
595 2010.08.11 22:10 modify 200 28.20 1.28439 1.28105 1.28749
596 2010.08.11 22:15 buy 201 28.30 1.28449 0.00000 0.00000
597 2010.08.11 22:15 modify 201 28.30 1.28449 1.28117 1.28755
598 2010.08.11 22:20 buy 202 28.30 1.28469 0.00000 0.00000
599 2010.08.11 22:20 modify 202 28.30 1.28469 1.28137 1.28767
600 2010.08.11 22:25 buy 203 25.10 1.28489 0.00000 0.00000
601 2010.08.11 22:25 modify 203 25.10 1.28489 1.28115 1.28752
602 2010.08.11 22:30 buy 204 27.40 1.28499 0.00000 0.00000
603 2010.08.11 22:30 modify 204 27.40 1.28499 1.28156 1.28761
604 2010.08.11 22:35 buy 205 24.90 1.28479 0.00000 0.00000
605 2010.08.11 22:35 modify 205 24.90 1.28479 1.28101 1.28738
606 2010.08.12 00:46 t/p 196 25.20 1.28718 1.28076 1.28718 6779.69 947459.67
607 2010.08.12 00:46 t/p 198 27.00 1.28734 1.28100 1.28734 7695.95 955155.62
608 2010.08.12 00:46 t/p 205 24.90 1.28738 1.28101 1.28738 6449.98 961605.60
609 2010.08.12 00:47 t/p 197 26.50 1.28745 1.28104 1.28745 7579.93 969185.53
610 2010.08.12 00:47 t/p 200 28.20 1.28749 1.28105 1.28749 8742.99 977928.52
611 2010.08.12 00:48 t/p 199 29.40 1.28754 1.28129 1.28754 8968.03 986896.56
612 2010.08.12 00:48 t/p 201 28.30 1.28755 1.28117 1.28755 8660.80 995557.35
613 2010.08.12 00:48 t/p 203 25.10 1.28752 1.28115 1.28752 6602.18 1002159.54
614 2010.08.12 00:48 t/p 204 27.40 1.28761 1.28156 1.28761 7179.76 1009339.30
615 2010.08.12 00:48 t/p 202 28.30 1.28767 1.28137 1.28767 8434.40 1017773.70
616 2010.08.12 08:00 buy 206 12.00 1.29249 0.00000 0.00000
617 2010.08.12 08:00 modify 206 12.00 1.29249 1.28399 1.29816
618 2010.08.12 09:04 s/l 206 12.00 1.28399 1.28399 1.29816 -10200.00 1007573.70
619 2010.08.12 13:25 buy 207 17.50 1.28229 0.00000 0.00000
620 2010.08.12 13:25 modify 207 17.50 1.28229 1.27654 1.28605
621 2010.08.12 15:16 t/p 207 17.50 1.28605 1.27654 1.28605 6580.00 1014153.70
622 2010.08.12 19:35 buy 208 22.90 1.28369 0.00000 0.00000
623 2010.08.12 19:35 modify 208 22.90 1.28369 1.27927 1.28845
624 2010.08.13 06:01 t/p 208 22.90 1.28845 1.27927 1.28845 10900.67 1025054.37
625 2010.08.18 12:30 buy 209 13.80 1.28929 0.00000 0.00000
626 2010.08.18 12:30 modify 209 13.80 1.28929 1.28185 1.29413
627 2010.08.18 23:48 s/l 209 13.80 1.28185 1.28185 1.29413 -10267.20 1014787.17
628 2010.08.24 08:10 buy 210 11.80 1.26179 0.00000 0.00000
629 2010.08.24 08:10 modify 210 11.80 1.26179 1.25319 1.26874
630 2010.08.24 14:16 t/p 210 11.80 1.26874 1.25319 1.26874 8201.00 1022988.17
631 2010.08.31 19:20 sell 211 16.80 1.26680 0.00000 0.00000
632 2010.08.31 19:20 modify 211 16.80 1.26680 1.27288 1.26216
633 2010.08.31 19:25 sell 212 15.60 1.26740 0.00000 0.00000
634 2010.08.31 19:25 modify 212 15.60 1.26740 1.27397 1.26263
635 2010.08.31 19:35 sell 213 15.30 1.26790 0.00000 0.00000
636 2010.08.31 19:35 modify 213 15.30 1.26790 1.27458 1.26325
637 2010.08.31 19:50 sell 214 15.90 1.26850 0.00000 0.00000
638 2010.08.31 19:50 modify 214 15.90 1.26850 1.27493 1.26344
639 2010.08.31 20:10 sell 215 14.80 1.26760 0.00000 0.00000
640 2010.08.31 20:10 modify 215 14.80 1.26760 1.27451 1.26276
641 2010.09.01 08:02 s/l 211 16.80 1.27288 1.27288 1.26216 -10215.39 1012772.78
642 2010.09.01 08:37 s/l 212 15.60 1.27397 1.27397 1.26263 -10250.12 1002522.67
643 2010.09.01 08:45 s/l 215 14.80 1.27451 1.27451 1.26276 -10227.67 992295.00
644 2010.09.01 08:45 s/l 213 15.30 1.27458 1.27458 1.26325 -10221.30 982073.70
645 2010.09.01 08:45 s/l 214 15.90 1.27493 1.27493 1.26344 -10224.63 971849.07
646 2010.09.22 09:50 buy 216 7.00 1.33809 0.00000 0.00000
647 2010.09.22 09:50 modify 216 7.00 1.33809 1.32426 1.34872
648 2010.09.22 14:15 buy 217 9.60 1.34149 0.00000 0.00000
649 2010.09.22 14:15 modify 217 9.60 1.34149 1.33141 1.35400
650 2010.09.22 14:20 buy 218 8.10 1.34209 0.00000 0.00000
651 2010.09.22 14:20 modify 218 8.10 1.34209 1.33007 1.35359
652 2010.09.22 14:25 buy 219 7.90 1.34159 0.00000 0.00000
653 2010.09.22 14:25 modify 219 7.90 1.34159 1.32929 1.35328
654 2010.09.22 14:30 buy 220 6.80 1.34129 0.00000 0.00000
655 2010.09.22 14:30 modify 220 6.80 1.34129 1.32710 1.35227
656 2010.09.23 10:31 s/l 217 9.60 1.33141 1.33141 1.35400 -9676.46 962172.61
657 2010.09.23 12:00 buy 221 12.90 1.33249 0.00000 0.00000
658 2010.09.23 12:00 modify 221 12.90 1.33249 1.32501 1.33746
659 2010.09.23 12:05 buy 222 15.00 1.33319 0.00000 0.00000
660 2010.09.23 12:05 modify 222 15.00 1.33319 1.32678 1.33814
661 2010.09.23 12:10 buy 223 14.00 1.33319 0.00000 0.00000
662 2010.09.23 12:10 modify 223 14.00 1.33319 1.32633 1.33790
663 2010.09.23 12:15 buy 224 12.90 1.33239 0.00000 0.00000
664 2010.09.23 12:15 modify 224 12.90 1.33239 1.32490 1.33773
665 2010.09.23 12:20 buy 225 15.30 1.33219 0.00000 0.00000
666 2010.09.23 12:20 modify 225 15.30 1.33219 1.32591 1.33792
667 2010.09.23 12:25 buy 226 14.40 1.33289 0.00000 0.00000
668 2010.09.23 12:25 modify 226 14.40 1.33289 1.32621 1.33815
669 2010.09.23 13:15 t/p 221 12.90 1.33746 1.32501 1.33746 6411.30 968583.91
670 2010.09.23 13:17 t/p 224 12.90 1.33773 1.32490 1.33773 6888.60 975472.51
671 2010.09.23 13:40 buy 227 15.80 1.33359 0.00000 0.00000
672 2010.09.23 13:40 modify 227 15.80 1.33359 1.32743 1.33840
673 2010.09.23 15:00 buy 228 11.90 1.33279 0.00000 0.00000
674 2010.09.23 15:00 modify 228 11.90 1.33279 1.32456 1.34031
675 2010.09.23 23:59 s/l 218 8.10 1.33007 1.33007 1.35359 -9735.91 965736.59
676 2010.09.24 00:00 s/l 219 7.90 1.32929 1.32929 1.35328 -9716.63 956019.96
677 2010.09.24 08:20 t/p 223 14.00 1.33790 1.32633 1.33790 6594.16 962614.13
678 2010.09.24 08:20 t/p 225 15.30 1.33792 1.32591 1.33792 8767.08 971381.21
679 2010.09.24 08:20 t/p 222 15.00 1.33814 1.32678 1.33814 7425.18 978806.38
680 2010.09.24 08:20 t/p 226 14.40 1.33815 1.32621 1.33815 7574.57 986380.95
681 2010.09.24 08:20 t/p 227 15.80 1.33840 1.32743 1.33840 7599.99 993980.94
682 2010.09.24 09:32 t/p 228 11.90 1.34031 1.32456 1.34031 8948.94 1002929.88
683 2010.09.24 15:27 t/p 216 7.00 1.34872 1.32426 1.34872 7441.33 1010371.20
684 2010.09.28 08:40 buy 229 8.60 1.34189 0.00000 0.00000
685 2010.09.28 08:40 modify 229 8.60 1.34189 1.33015 1.35554
686 2010.09.28 08:45 buy 230 9.50 1.34219 0.00000 0.00000
687 2010.09.28 08:45 modify 230 9.50 1.34219 1.33156 1.35603
688 2010.09.28 08:50 buy 231 8.10 1.34199 0.00000 0.00000
689 2010.09.28 08:50 modify 231 8.10 1.34199 1.32948 1.35465
690 2010.09.28 08:55 buy 232 7.30 1.34199 0.00000 0.00000
691 2010.09.28 08:55 modify 232 7.30 1.34199 1.32820 1.35376
692 2010.09.28 14:26 t/p 220 6.80 1.35227 1.32710 1.35227 7466.88 1017838.08
693 2010.09.28 14:32 t/p 232 7.30 1.35376 1.32820 1.35376 8592.10 1026430.18
694 2010.09.28 14:39 t/p 231 8.10 1.35465 1.32948 1.35465 10254.60 1036684.78
695 2010.09.28 15:20 t/p 229 8.60 1.35554 1.33015 1.35554 11739.00 1048423.78
696 2010.09.28 15:21 t/p 230 9.50 1.35603 1.33156 1.35603 13148.00 1061571.78
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