MCNP_EA V.mafr.3.64

This configuration is much like the 3.56 version, but we’re preventing the EA from trading when the daily ADX is not showing a trend. The rationale is that by the time the ADX is showing a trend, the prices may have settled in a somewhat stable pattern and the recent statistical behaviour may be reasonably predictive. It doesn’t completely eliminate drawdowns (nothing will), but the max drawdown decreased to 11% at the same risk level (10%) and over the same period as 3.56.

Strategy Tester Report

MCNP_EA V.mafr.3.64

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; VST=0.05; MinSL=15; MinTP=15; MinPos=0.1; MaxPos=1000; LotSize=100000; Lambda=0.996; PointMult=10; MFt=0.5; 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; BVB=500; Expire=0; mintestbars=296910; TF=1; DF=0; VF=1; V_adder=0; MF=1; DisplayHistogram=0; Remove_Outliers=0; Outlier_sigmas=4; hedging=true;
Bars in test	358493	Ticks modelled	34884521	Modelling quality	90.00%
Mismatched charts errors	0
Initial deposit	500000.00
Total net profit	438691.33	Gross profit	652288.78	Gross loss	-213597.45
Profit factor	3.05	Expected payoff	3916.89
Absolute drawdown	3244.50	Maximal drawdown	107232.73 (10.81%)	Relative drawdown	10.81% (107232.73)
Total trades	112	Short positions (won %)	52 (78.85%)	Long positions (won %)	60 (75.00%)
		Profit trades (% of total)	86 (76.79%)	Loss trades (% of total)	26 (23.21%)
Largest		profit trade	40668.80	loss trade	-9895.20
Average		profit trade	7584.75	loss trade	-8215.29
Maximum		consecutive wins (profit in money)	29 (216216.16)	consecutive losses (loss in money)	10 (-96075.70)
Maximal		consecutive profit (count of wins)	216216.16 (29)	consecutive loss (count of losses)	-96075.70 (10)
Average		consecutive wins	9	consecutive losses	3

#	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	2010.01.05 05:50	t/p	13	3.30	1.44560	1.41115	1.44560	6240.84	560876.04
45	2010.01.05 05:56	t/p	15	3.60	1.44644	1.41325	1.44644	6894.59	567770.63
46	2010.05.05 18:40	sell	16	10.10	1.28310	0.00000	0.00000
47	2010.05.05 18:40	modify	16	10.10	1.28310	1.28874	1.27926
48	2010.05.05 18:45	sell	17	22.70	1.28260	0.00000	0.00000
49	2010.05.05 18:45	modify	17	22.70	1.28260	1.28510	1.27575
50	2010.05.05 18:50	sell	18	29.80	1.28210	0.00000	0.00000
51	2010.05.05 18:50	modify	18	29.80	1.28210	1.28401	1.27308
52	2010.05.05 18:55	sell	19	35.90	1.28160	0.00000	0.00000
53	2010.05.05 18:55	modify	19	35.90	1.28160	1.28318	1.27119
54	2010.05.05 19:05	sell	20	13.20	1.28220	0.00000	0.00000
55	2010.05.05 19:05	modify	20	13.20	1.28220	1.28650	1.27710
56	2010.05.05 21:01	t/p	16	10.10	1.27926	1.28874	1.27926	3878.40	571649.03
57	2010.05.06 00:22	s/l	19	35.90	1.28318	1.28318	1.27119	-5678.52	565970.51
58	2010.05.06 00:28	s/l	18	29.80	1.28401	1.28401	1.27308	-5697.04	560273.47
59	2010.05.06 02:54	s/l	17	22.70	1.28510	1.28510	1.27575	-5678.99	554594.47
60	2010.05.06 06:20	t/p	20	13.20	1.27710	1.28650	1.27710	6729.68	561324.15
61	2010.05.10 07:00	sell	21	7.40	1.29770	0.00000	0.00000
62	2010.05.10 07:00	modify	21	7.40	1.29770	1.30526	1.29052
63	2010.05.10 07:05	sell	22	8.40	1.29480	0.00000	0.00000
64	2010.05.10 07:05	modify	22	8.40	1.29480	1.30152	1.28893
65	2010.05.10 07:10	sell	23	8.80	1.29620	0.00000	0.00000
66	2010.05.10 07:10	modify	23	8.80	1.29620	1.30259	1.28993
67	2010.05.10 07:45	s/l	22	8.40	1.30152	1.30152	1.28893	-5644.80	555679.35
68	2010.05.10 07:49	s/l	23	8.80	1.30259	1.30259	1.28993	-5623.20	550056.15
69	2010.05.10 08:15	s/l	21	7.40	1.30526	1.30526	1.29052	-5594.40	544461.75
70	2010.05.10 09:10	sell	24	6.20	1.30320	0.00000	0.00000
71	2010.05.10 09:10	modify	24	6.20	1.30320	1.31199	1.29430
72	2010.05.10 09:15	sell	25	10.20	1.30370	0.00000	0.00000
73	2010.05.10 09:15	modify	25	10.20	1.30370	1.30906	1.29526
74	2010.05.10 12:19	t/p	25	10.20	1.29526	1.30906	1.29526	8608.80	553070.55
75	2010.05.10 12:20	t/p	24	6.20	1.29430	1.31199	1.29430	5518.00	558588.55
76	2010.05.10 17:15	buy	26	14.60	1.27719	0.00000	0.00000
77	2010.05.10 17:15	modify	26	14.60	1.27719	1.27336	1.27962
78	2010.05.10 17:24	t/p	26	14.60	1.27962	1.27336	1.27962	3547.80	562136.35
79	2010.05.11 17:10	sell	27	18.60	1.27340	0.00000	0.00000
80	2010.05.11 17:10	modify	27	18.60	1.27340	1.27643	1.26903
81	2010.05.11 17:15	sell	28	18.20	1.27330	0.00000	0.00000
82	2010.05.11 17:15	modify	28	18.20	1.27330	1.27639	1.26905
83	2010.05.11 17:20	sell	29	16.60	1.27320	0.00000	0.00000
84	2010.05.11 17:20	modify	29	16.60	1.27320	1.27659	1.26905
85	2010.05.11 17:25	sell	30	13.90	1.27260	0.00000	0.00000
86	2010.05.11 17:25	modify	30	13.90	1.27260	1.27663	1.26902
87	2010.05.11 17:30	sell	31	14.60	1.27320	0.00000	0.00000
88	2010.05.11 17:30	modify	31	14.60	1.27320	1.27706	1.26920
89	2010.05.11 17:35	sell	32	20.30	1.27300	0.00000	0.00000
90	2010.05.11 17:35	modify	32	20.30	1.27300	1.27577	1.26903
91	2010.05.11 17:40	sell	33	24.80	1.27230	0.00000	0.00000
92	2010.05.11 17:40	modify	33	24.80	1.27230	1.27457	1.26892
93	2010.05.11 17:45	sell	34	24.20	1.27220	0.00000	0.00000
94	2010.05.11 17:45	modify	34	24.20	1.27220	1.27452	1.26899
95	2010.05.11 18:05	sell	35	16.30	1.27330	0.00000	0.00000
96	2010.05.11 18:05	modify	35	16.30	1.27330	1.27676	1.26985
97	2010.05.11 18:10	sell	36	15.50	1.27340	0.00000	0.00000
98	2010.05.11 18:10	modify	36	15.50	1.27340	1.27702	1.27029
99	2010.05.11 18:36	t/p	36	15.50	1.27029	1.27702	1.27029	4820.50	566956.85
100	2010.05.11 18:40	t/p	35	16.30	1.26985	1.27676	1.26985	5623.50	572580.35
101	2010.05.11 19:04	t/p	31	14.60	1.26920	1.27706	1.26920	5840.00	578420.35
102	2010.05.11 19:05	t/p	28	18.20	1.26905	1.27639	1.26905	7735.00	586155.35
103	2010.05.11 19:05	t/p	29	16.60	1.26905	1.27659	1.26905	6889.00	593044.35
104	2010.05.11 19:05	t/p	27	18.60	1.26903	1.27643	1.26903	8128.20	601172.55
105	2010.05.11 19:05	t/p	30	13.90	1.26902	1.27663	1.26902	4976.20	606148.75
106	2010.05.11 19:05	t/p	32	20.30	1.26903	1.27577	1.26903	8059.10	614207.85
107	2010.05.11 19:05	t/p	34	24.20	1.26899	1.27452	1.26899	7768.20	621976.05
108	2010.05.11 19:05	t/p	33	24.80	1.26892	1.27457	1.26892	8382.40	630358.45
109	2010.05.12 11:25	sell	37	9.10	1.26750	0.00000	0.00000
110	2010.05.12 11:25	modify	37	9.10	1.26750	1.27442	1.26248
111	2010.05.12 11:30	sell	38	9.20	1.26770	0.00000	0.00000
112	2010.05.12 11:30	modify	38	9.20	1.26770	1.27455	1.26280
113	2010.05.12 11:35	sell	39	11.40	1.26740	0.00000	0.00000
114	2010.05.12 11:35	modify	39	11.40	1.26740	1.27295	1.26257
115	2010.05.12 11:45	sell	40	9.80	1.26800	0.00000	0.00000
116	2010.05.12 11:45	modify	40	9.80	1.26800	1.27441	1.26251
117	2010.05.12 11:50	sell	41	8.80	1.26750	0.00000	0.00000
118	2010.05.12 11:50	modify	41	8.80	1.26750	1.27466	1.26230
119	2010.05.12 12:55	sell	42	7.70	1.26740	0.00000	0.00000
120	2010.05.12 12:55	modify	42	7.70	1.26740	1.27555	1.26165
121	2010.05.12 15:30	t/p	38	9.20	1.26280	1.27455	1.26280	4508.00	634866.45
122	2010.05.12 15:57	t/p	39	11.40	1.26257	1.27295	1.26257	5506.20	640372.65
123	2010.05.12 15:57	t/p	40	9.80	1.26251	1.27441	1.26251	5380.20	645752.85
124	2010.05.12 17:58	t/p	37	9.10	1.26248	1.27442	1.26248	4568.20	650321.05
125	2010.05.12 17:58	t/p	41	8.80	1.26230	1.27466	1.26230	4576.00	654897.05
126	2010.05.12 20:36	t/p	42	7.70	1.26165	1.27555	1.26165	4427.50	659324.55
127	2010.05.17 08:30	buy	43	30.40	1.22999	0.00000	0.00000
128	2010.05.17 08:30	modify	43	30.40	1.22999	1.22782	1.23597
129	2010.05.17 08:35	buy	44	15.90	1.22899	0.00000	0.00000
130	2010.05.17 08:35	modify	44	15.90	1.22899	1.22484	1.23526
131	2010.05.17 08:38	s/l	43	30.40	1.22782	1.22782	1.23597	-6596.80	652727.75
132	2010.05.17 08:45	buy	45	13.40	1.22819	0.00000	0.00000
133	2010.05.17 08:45	modify	45	13.40	1.22819	1.22331	1.23507
134	2010.05.17 08:50	buy	46	10.00	1.22859	0.00000	0.00000
135	2010.05.17 08:50	modify	46	10.00	1.22859	1.22209	1.23474
136	2010.05.17 08:55	buy	47	8.30	1.22829	0.00000	0.00000
137	2010.05.17 08:55	modify	47	8.30	1.22829	1.22040	1.23381
138	2010.05.17 09:00	buy	48	7.50	1.22829	0.00000	0.00000
139	2010.05.17 09:00	modify	48	7.50	1.22829	1.21960	1.23377
140	2010.05.17 09:15	buy	49	12.00	1.22979	0.00000	0.00000
141	2010.05.17 09:15	modify	49	12.00	1.22979	1.22433	1.23481
142	2010.05.17 11:22	t/p	48	7.50	1.23377	1.21960	1.23377	4110.00	656837.75
143	2010.05.17 11:22	t/p	47	8.30	1.23381	1.22040	1.23381	4581.60	661419.35
144	2010.05.17 11:47	t/p	46	10.00	1.23474	1.22209	1.23474	6150.00	667569.35
145	2010.05.17 11:48	t/p	49	12.00	1.23481	1.22433	1.23481	6024.00	673593.35
146	2010.05.17 11:48	t/p	45	13.40	1.23507	1.22331	1.23507	9219.20	682812.55
147	2010.05.17 11:48	t/p	44	15.90	1.23526	1.22484	1.23526	9969.30	692781.85
148	2010.05.19 14:05	buy	50	15.60	1.23039	0.00000	0.00000
149	2010.05.19 14:05	modify	50	15.60	1.23039	1.22594	1.23350
150	2010.05.19 14:06	t/p	50	15.60	1.23350	1.22594	1.23350	4851.60	697633.45
151	2010.05.26 16:25	sell	51	13.40	1.22250	0.00000	0.00000
152	2010.05.26 16:25	modify	51	13.40	1.22250	1.22772	1.21888
153	2010.05.26 16:30	sell	52	15.40	1.22200	0.00000	0.00000
154	2010.05.26 16:30	modify	52	15.40	1.22200	1.22654	1.21808
155	2010.05.26 16:35	sell	53	11.00	1.22240	0.00000	0.00000
156	2010.05.26 16:35	modify	53	11.00	1.22240	1.22875	1.21815
157	2010.05.26 16:45	sell	54	18.20	1.22150	0.00000	0.00000
158	2010.05.26 16:45	modify	54	18.20	1.22150	1.22533	1.21718
159	2010.05.26 16:50	sell	55	24.60	1.22210	0.00000	0.00000
160	2010.05.26 16:50	modify	55	24.60	1.22210	1.22494	1.21733
161	2010.05.26 17:05	sell	56	17.10	1.22220	0.00000	0.00000
162	2010.05.26 17:05	modify	56	17.10	1.22220	1.22628	1.21731
163	2010.05.26 17:10	sell	57	23.40	1.22270	0.00000	0.00000
164	2010.05.26 17:10	modify	57	23.40	1.22270	1.22568	1.21750
165	2010.05.26 17:15	sell	58	27.30	1.22190	0.00000	0.00000
166	2010.05.26 17:15	modify	58	27.30	1.22190	1.22445	1.21730
167	2010.05.26 17:20	sell	59	20.20	1.22200	0.00000	0.00000
168	2010.05.26 17:20	modify	59	20.20	1.22200	1.22545	1.21745
169	2010.05.26 17:25	sell	60	28.70	1.22200	0.00000	0.00000
170	2010.05.26 17:25	modify	60	28.70	1.22200	1.22443	1.21769
171	2010.05.26 18:37	t/p	51	13.40	1.21888	1.22772	1.21888	4850.80	702484.25
172	2010.05.26 19:28	t/p	53	11.00	1.21815	1.22875	1.21815	4675.00	707159.25
173	2010.05.26 19:28	t/p	52	15.40	1.21808	1.22654	1.21808	6036.80	713196.05
174	2010.05.26 19:36	t/p	60	28.70	1.21769	1.22443	1.21769	12369.70	725565.75
175	2010.05.26 20:22	t/p	57	23.40	1.21750	1.22568	1.21750	12168.00	737733.75
176	2010.05.26 20:22	t/p	59	20.20	1.21745	1.22545	1.21745	9191.00	746924.75
177	2010.05.26 20:23	t/p	55	24.60	1.21733	1.22494	1.21733	11734.20	758658.95
178	2010.05.26 20:23	t/p	56	17.10	1.21731	1.22628	1.21731	8361.90	767020.85
179	2010.05.26 20:23	t/p	58	27.30	1.21730	1.22445	1.21730	12558.00	779578.85
180	2010.05.26 20:26	t/p	54	18.20	1.21718	1.22533	1.21718	7862.40	787441.25
181	2010.07.27 11:05	buy	61	10.00	1.30039	0.00000	0.00000
182	2010.07.27 11:05	modify	61	10.00	1.30039	1.29248	1.31122
183	2010.07.27 11:15	buy	62	10.80	1.30199	0.00000	0.00000
184	2010.07.27 11:15	modify	62	10.80	1.30199	1.29469	1.31217
185	2010.07.28 08:55	sell	63	20.90	1.30030	0.00000	0.00000
186	2010.07.28 08:55	modify	63	20.90	1.30030	1.30408	1.29769
187	2010.07.28 09:00	sell	64	20.10	1.30080	0.00000	0.00000
188	2010.07.28 09:00	modify	64	20.10	1.30080	1.30471	1.29766
189	2010.07.28 12:47	t/p	63	20.90	1.29769	1.30408	1.29769	5454.90	792896.15
190	2010.07.28 12:47	t/p	64	20.10	1.29766	1.30471	1.29766	6311.40	799207.55
191	2010.08.02 12:50	t/p	61	10.00	1.31122	1.29248	1.31122	10830.70	810038.25
192	2010.08.02 13:05	t/p	62	10.80	1.31217	1.29469	1.31217	10995.16	821033.41
193	2010.08.05 17:00	buy	65	31.60	1.31609	0.00000	0.00000
194	2010.08.05 17:00	modify	65	31.60	1.31609	1.31349	1.31817
195	2010.08.05 17:05	buy	66	34.80	1.31569	0.00000	0.00000
196	2010.08.05 17:05	modify	66	34.80	1.31569	1.31333	1.31829
197	2010.08.05 17:10	buy	67	22.60	1.31529	0.00000	0.00000
198	2010.08.05 17:10	modify	67	22.60	1.31529	1.31166	1.31772
199	2010.08.05 17:15	buy	68	23.70	1.31539	0.00000	0.00000
200	2010.08.05 17:15	modify	68	23.70	1.31539	1.31193	1.31802
201	2010.08.05 17:20	buy	69	22.10	1.31559	0.00000	0.00000
202	2010.08.05 17:20	modify	69	22.10	1.31559	1.31187	1.31777
203	2010.08.05 17:25	buy	70	26.60	1.31609	0.00000	0.00000
204	2010.08.05 17:25	modify	70	26.60	1.31609	1.31300	1.31819
205	2010.08.05 17:30	buy	71	27.60	1.31659	0.00000	0.00000
206	2010.08.05 17:30	modify	71	27.60	1.31659	1.31362	1.31827
207	2010.08.05 17:35	buy	72	34.10	1.31689	0.00000	0.00000
208	2010.08.05 17:35	modify	72	34.10	1.31689	1.31448	1.31851
209	2010.08.05 17:47	t/p	67	22.60	1.31772	1.31166	1.31772	5491.80	826525.21
210	2010.08.05 17:47	t/p	69	22.10	1.31777	1.31187	1.31777	4817.80	831343.01
211	2010.08.05 17:58	t/p	68	23.70	1.31802	1.31193	1.31802	6233.10	837576.11
212	2010.08.05 17:59	t/p	65	31.60	1.31817	1.31349	1.31817	6572.80	844148.91
213	2010.08.05 17:59	t/p	70	26.60	1.31819	1.31300	1.31819	5586.00	849734.91
214	2010.08.05 17:59	t/p	71	27.60	1.31827	1.31362	1.31827	4636.80	854371.71
215	2010.08.05 17:59	t/p	66	34.80	1.31829	1.31333	1.31829	9048.00	863419.71
216	2010.08.05 20:00	t/p	72	34.10	1.31851	1.31448	1.31851	5524.20	868943.91
217	2010.08.09 08:40	buy	73	57.90	1.32849	0.00000	0.00000
218	2010.08.09 08:40	modify	73	57.90	1.32849	1.32699	1.34146
219	2010.08.09 08:45	buy	74	9.00	1.32889	0.00000	0.00000
220	2010.08.09 08:45	modify	74	9.00	1.32889	1.31921	1.33829
221	2010.08.09 08:50	buy	75	57.90	1.32889	0.00000	0.00000
222	2010.08.09 08:50	modify	75	57.90	1.32889	1.32739	1.34111
223	2010.08.09 08:55	buy	76	9.20	1.32919	0.00000	0.00000
224	2010.08.09 08:55	modify	76	9.20	1.32919	1.31979	1.33815
225	2010.08.09 10:13	s/l	75	57.90	1.32739	1.32739	1.34111	-8685.00	860258.91
226	2010.08.09 10:18	s/l	73	57.90	1.32699	1.32699	1.34146	-8685.00	851573.91
227	2010.08.10 00:10	sell	77	56.80	1.32100	0.00000	0.00000
228	2010.08.10 00:10	modify	77	56.80	1.32100	1.32250	1.31384
229	2010.08.10 00:15	sell	78	56.80	1.32090	0.00000	0.00000
230	2010.08.10 00:15	modify	78	56.80	1.32090	1.32240	1.31452
231	2010.08.10 00:50	s/l	76	9.20	1.31979	1.31979	1.33815	-8647.89	842926.02
232	2010.08.10 00:51	s/l	74	9.00	1.31921	1.31921	1.33829	-8711.89	834214.13
233	2010.08.10 02:25	sell	79	12.10	1.31810	0.00000	0.00000
234	2010.08.10 02:25	modify	79	12.10	1.31810	1.32498	1.31341
235	2010.08.10 03:01	t/p	78	56.80	1.31452	1.32240	1.31452	36238.40	870452.53
236	2010.08.10 03:21	t/p	77	56.80	1.31384	1.32250	1.31384	40668.80	911121.33
237	2010.08.10 04:00	sell	80	15.60	1.31460	0.00000	0.00000
238	2010.08.10 04:00	modify	80	15.60	1.31460	1.32044	1.30842
239	2010.08.10 04:05	sell	81	13.60	1.31460	0.00000	0.00000
240	2010.08.10 04:05	modify	81	13.60	1.31460	1.32130	1.30875
241	2010.08.10 07:00	buy	82	10.20	1.31619	0.00000	0.00000
242	2010.08.10 07:00	modify	82	10.20	1.31619	1.30730	1.32181
243	2010.08.10 08:15	buy	83	11.00	1.31769	0.00000	0.00000
244	2010.08.10 08:15	modify	83	11.00	1.31769	1.30944	1.32393
245	2010.08.10 08:35	buy	84	10.10	1.31809	0.00000	0.00000
246	2010.08.10 08:35	modify	84	10.10	1.31809	1.30905	1.32401
247	2010.08.10 12:13	t/p	79	12.10	1.31341	1.32498	1.31341	5674.90	916796.23
248	2010.08.10 13:54	s/l	83	11.00	1.30944	1.30944	1.32393	-9075.00	907721.23
249	2010.08.10 14:01	s/l	84	10.10	1.30905	1.30905	1.32401	-9130.40	898590.83
250	2010.08.10 14:34	t/p	81	13.60	1.30875	1.32130	1.30875	7956.00	906546.83
251	2010.08.10 14:34	t/p	80	15.60	1.30842	1.32044	1.30842	9640.80	916187.63
252	2010.08.10 14:39	s/l	82	10.20	1.30730	1.30730	1.32181	-9067.80	907119.83
253	2010.08.11 21:50	buy	85	24.30	1.28449	0.00000	0.00000
254	2010.08.11 21:50	modify	85	24.30	1.28449	1.28076	1.28718
255	2010.08.11 21:55	buy	86	25.50	1.28459	0.00000	0.00000
256	2010.08.11 21:55	modify	86	25.50	1.28459	1.28104	1.28745
257	2010.08.11 22:00	buy	87	26.00	1.28449	0.00000	0.00000
258	2010.08.11 22:00	modify	87	26.00	1.28449	1.28100	1.28734
259	2010.08.11 22:05	buy	88	28.40	1.28449	0.00000	0.00000
260	2010.08.11 22:05	modify	88	28.40	1.28449	1.28129	1.28754
261	2010.08.11 22:10	buy	89	27.20	1.28439	0.00000	0.00000
262	2010.08.11 22:10	modify	89	27.20	1.28439	1.28105	1.28749
263	2010.08.11 22:15	buy	90	27.30	1.28449	0.00000	0.00000
264	2010.08.11 22:15	modify	90	27.30	1.28449	1.28117	1.28755
265	2010.08.11 22:20	buy	91	27.30	1.28469	0.00000	0.00000
266	2010.08.11 22:20	modify	91	27.30	1.28469	1.28137	1.28767
267	2010.08.11 22:25	buy	92	24.20	1.28489	0.00000	0.00000
268	2010.08.11 22:25	modify	92	24.20	1.28489	1.28115	1.28752
269	2010.08.11 22:30	buy	93	26.40	1.28499	0.00000	0.00000
270	2010.08.11 22:30	modify	93	26.40	1.28499	1.28156	1.28761
271	2010.08.11 22:35	buy	94	24.00	1.28479	0.00000	0.00000
272	2010.08.11 22:35	modify	94	24.00	1.28479	1.28101	1.28738
273	2010.08.12 00:46	t/p	85	24.30	1.28718	1.28076	1.28718	6537.56	913657.38
274	2010.08.12 00:46	t/p	87	26.00	1.28734	1.28100	1.28734	7410.92	921068.30
275	2010.08.12 00:46	t/p	94	24.00	1.28738	1.28101	1.28738	6216.84	927285.14
276	2010.08.12 00:47	t/p	86	25.50	1.28745	1.28104	1.28745	7293.90	934579.04
277	2010.08.12 00:47	t/p	89	27.20	1.28749	1.28105	1.28749	8432.96	943012.00
278	2010.08.12 00:48	t/p	88	28.40	1.28754	1.28129	1.28754	8663.00	951674.99
279	2010.08.12 00:48	t/p	90	27.30	1.28755	1.28117	1.28755	8354.76	960029.76
280	2010.08.12 00:48	t/p	92	24.20	1.28752	1.28115	1.28752	6365.45	966395.21
281	2010.08.12 00:48	t/p	93	26.40	1.28761	1.28156	1.28761	6917.73	973312.94
282	2010.08.12 00:48	t/p	91	27.30	1.28767	1.28137	1.28767	8136.36	981449.30
283	2010.08.12 08:00	buy	95	11.60	1.29249	0.00000	0.00000
284	2010.08.12 08:00	modify	95	11.60	1.29249	1.28399	1.29816
285	2010.08.12 09:04	s/l	95	11.60	1.28399	1.28399	1.29816	-9860.00	971589.30
286	2010.08.12 13:25	buy	96	16.90	1.28229	0.00000	0.00000
287	2010.08.12 13:25	modify	96	16.90	1.28229	1.27654	1.28605
288	2010.08.12 15:16	t/p	96	16.90	1.28605	1.27654	1.28605	6354.40	977943.70
289	2010.08.12 19:35	buy	97	22.10	1.28369	0.00000	0.00000
290	2010.08.12 19:35	modify	97	22.10	1.28369	1.27927	1.28845
291	2010.08.13 06:01	t/p	97	22.10	1.28845	1.27927	1.28845	10519.86	988463.56
292	2010.08.18 12:30	buy	98	13.30	1.28929	0.00000	0.00000
293	2010.08.18 12:30	modify	98	13.30	1.28929	1.28185	1.29413
294	2010.08.18 23:48	s/l	98	13.30	1.28185	1.28185	1.29413	-9895.20	978568.36
295	2010.08.31 19:20	sell	99	16.10	1.26680	0.00000	0.00000
296	2010.08.31 19:20	modify	99	16.10	1.26680	1.27288	1.26216
297	2010.08.31 19:25	sell	100	14.90	1.26740	0.00000	0.00000
298	2010.08.31 19:25	modify	100	14.90	1.26740	1.27397	1.26263
299	2010.08.31 19:35	sell	101	14.70	1.26790	0.00000	0.00000
300	2010.08.31 19:35	modify	101	14.70	1.26790	1.27458	1.26325
301	2010.08.31 19:50	sell	102	15.20	1.26850	0.00000	0.00000
302	2010.08.31 19:50	modify	102	15.20	1.26850	1.27493	1.26344
303	2010.08.31 20:10	sell	103	14.20	1.26760	0.00000	0.00000
304	2010.08.31 20:10	modify	103	14.20	1.26760	1.27451	1.26276
305	2010.09.01 08:02	s/l	99	16.10	1.27288	1.27288	1.26216	-9789.74	968778.61
306	2010.09.01 08:37	s/l	100	14.90	1.27397	1.27397	1.26263	-9790.17	958988.44
307	2010.09.01 08:45	s/l	103	14.20	1.27451	1.27451	1.26276	-9813.03	949175.41
308	2010.09.01 08:45	s/l	101	14.70	1.27458	1.27458	1.26325	-9820.46	939354.94
309	2010.09.01 08:45	s/l	102	15.20	1.27493	1.27493	1.26344	-9774.49	929580.45
310	2010.09.23 13:40	buy	104	15.10	1.33359	0.00000	0.00000
311	2010.09.23 13:40	modify	104	15.10	1.33359	1.32743	1.33840
312	2010.09.23 17:00	buy	105	20.50	1.33559	0.00000	0.00000
313	2010.09.23 17:00	modify	105	20.50	1.33559	1.33105	1.33893
314	2010.09.23 17:05	buy	106	21.20	1.33569	0.00000	0.00000
315	2010.09.23 17:05	modify	106	21.20	1.33569	1.33131	1.33898
316	2010.09.23 17:10	buy	107	62.00	1.33589	0.00000	0.00000
317	2010.09.23 17:10	modify	107	62.00	1.33589	1.33439	1.33863
318	2010.09.23 17:15	buy	108	62.00	1.33609	0.00000	0.00000
319	2010.09.23 17:15	modify	108	62.00	1.33609	1.33459	1.33871
320	2010.09.23 17:52	s/l	108	62.00	1.33459	1.33459	1.33871	-9300.00	920280.45
321	2010.09.23 17:59	s/l	107	62.00	1.33439	1.33439	1.33863	-9300.00	910980.45
322	2010.09.23 19:39	s/l	106	21.20	1.33131	1.33131	1.33898	-9285.60	901694.85
323	2010.09.23 20:24	s/l	105	20.50	1.33105	1.33105	1.33893	-9307.00	892387.85
324	2010.09.24 08:20	t/p	104	15.10	1.33840	1.32743	1.33840	7263.28	899651.13
325	2010.09.28 08:40	buy	109	7.70	1.34189	0.00000	0.00000
326	2010.09.28 08:40	modify	109	7.70	1.34189	1.33015	1.35554
327	2010.09.28 08:45	buy	110	8.50	1.34219	0.00000	0.00000
328	2010.09.28 08:45	modify	110	8.50	1.34219	1.33156	1.35603
329	2010.09.28 08:50	buy	111	7.20	1.34199	0.00000	0.00000
330	2010.09.28 08:50	modify	111	7.20	1.34199	1.32948	1.35465
331	2010.09.28 08:55	buy	112	6.50	1.34199	0.00000	0.00000
332	2010.09.28 08:55	modify	112	6.50	1.34199	1.32820	1.35376
333	2010.09.28 14:32	t/p	112	6.50	1.35376	1.32820	1.35376	7650.50	907301.63
334	2010.09.28 14:39	t/p	111	7.20	1.35465	1.32948	1.35465	9115.20	916416.83
335	2010.09.28 15:20	t/p	109	7.70	1.35554	1.33015	1.35554	10510.50	926927.33
336	2010.09.28 15:21	t/p	110	8.50	1.35603	1.33156	1.35603	11764.00	938691.33

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