Strategy Tester: PipBoxer_v2.0

Strategy Tester Report

PipBoxer_v2.0_NZDUSD

Symbol		NZDUSD (New Zealand Dollar Vs US Dollar)
Period		15 Minutes (M15) 2003.12.30 00:00 - 2006.12.31 00:00 (2004.12.30 - 2006.12.31)
Model		Every tick (based on all available least timeframes with fractal interpolation of every tick)
Parameters

Bars in test	198322	Ticks modelled	3641527	Modelling quality	90.00%

Initial deposit	10000.00
Total net profit	38507.50	Gross profit	56715.00	Gross loss	-18207.50
Profit factor	3.11	Expected payoff	409.65
Absolute drawdown	0.00	Maximal drawdown	4180.00 (27.05%)	Relative drawdown	27.05% (4180.00)

Total trades	94	Short positions (won %)	51 (45.10%)	Long positions (won %)	43 (58.14%)
		Profit trades (% of total)	48 (51.06%)	Loss trades (% of total)	46 (48.94%)
Largest		profit trade	2580.00	loss trade	-4180.00
Average		profit trade	1181.56	loss trade	-395.82
Maximum		consecutive wins (profit in money)	5 (8515.00)	consecutive losses (loss in money)	9 (-2242.50)
Maximal		consecutive profit (count of wins)	8515.00 (5)	consecutive loss (count of losses)	-4180.00 (1)
Average		consecutive wins	2	consecutive losses	2

#	Time	Type	Order	Lots	Price	S / L	T / P	Profit	Balance
1	2004.12.30 17:48	buy	1	1.00	0.7162	0.6955	0.7329
2	2004.12.31 13:53	modify	1	1.00	0.7162	0.7158	0.7329
3	2005.01.03 04:08	modify	1	1.00	0.7162	0.7158	0.7167
4	2005.01.03 04:09	t/p	1	1.00	0.7167	0.7158	0.7167	55.00	10055.00
5	2005.01.03 17:15	sell	2	1.00	0.7138	0.7372	0.6949
6	2005.01.04 13:28	modify	2	1.00	0.7138	0.7142	0.6949
7	2005.01.04 17:15	sell	3	1.00	0.7061	0.7502	0.6705
8	2005.01.05 04:12	modify	2	1.00	0.7138	0.7113	0.6949
9	2005.01.05 17:31	buy	4	1.00	0.7022	0.6679	0.7299
10	2005.01.06 21:07	modify	3	1.00	0.7061	0.7065	0.6705
11	2005.01.06 21:07	t/p	2	1.00	0.6949	0.7113	0.6949	1865.00	11920.00
12	2005.01.07 17:15	sell	5	1.00	0.6979	0.7369	0.6664
13	2005.01.10 17:15	sell	6	1.00	0.6948	0.7124	0.6806
14	2005.01.12 16:06	modify	3	1.00	0.7061	0.7065	0.7056
15	2005.01.12 16:08	s/l	3	1.00	0.7065	0.7065	0.7056	-80.00	11840.00
16	2005.01.12 16:08	modify	6	1.00	0.6948	0.7124	0.6943
17	2005.01.12 17:39	buy	7	1.00	0.7077	0.6449	0.7584
18	2005.01.18 00:04	modify	6	1.00	0.6948	0.6952	0.6943
19	2005.01.18 00:05	modify	6	1.00	0.6948	0.6952	0.6946
20	2005.01.18 00:06	t/p	6	1.00	0.6946	0.6952	0.6946	-20.00	11820.00
21	2005.01.20 17:18	buy	8	1.00	0.7047	0.6825	0.7227
22	2005.01.21 08:55	modify	8	1.00	0.7047	0.7043	0.7227
23	2005.01.21 08:55	modify	4	1.00	0.7022	0.7018	0.7299
24	2005.02.07 15:09	s/l	8	1.00	0.7043	0.7043	0.7227	0.00	11820.00
25	2005.02.07 18:12	modify	4	1.00	0.7022	0.7018	0.7027
26	2005.02.07 18:12	s/l	4	1.00	0.7018	0.7018	0.7027	42.50	11862.50
27	2005.02.14 17:15	sell	9	1.00	0.7153	0.7344	0.6999
28	2005.02.16 16:36	modify	9	1.00	0.7153	0.7157	0.6999
29	2005.02.16 19:16	modify	9	1.00	0.7153	0.7157	0.7148
30	2005.02.16 19:16	s/l	9	1.00	0.7157	0.7157	0.7148	-50.00	11812.50
31	2005.02.17 17:34	buy	10	1.00	0.7184	0.6981	0.7348
32	2005.02.18 15:58	modify	7	1.00	0.7077	0.7073	0.7584
33	2005.02.18 16:37	modify	10	1.00	0.7184	0.7180	0.7348
34	2005.02.18 17:39	modify	5	1.00	0.6979	0.7369	0.6974
35	2005.02.22 17:30	sell	11	1.00	0.7302	0.7403	0.7220
36	2005.02.22 22:21	modify	11	1.00	0.7302	0.7306	0.7220
37	2005.02.23 16:46	modify	11	1.00	0.7302	0.7291	0.7220
38	2005.02.23 21:39	t/p	11	1.00	0.7220	0.7291	0.7220	815.00	12627.50
39	2005.02.25 17:15	buy	12	1.00	0.7204	0.7064	0.7317
40	2005.02.25 20:09	modify	12	1.00	0.7204	0.7200	0.7317
41	2005.03.04 14:33	modify	12	1.00	0.7204	0.7219	0.7317
42	2005.03.04 15:09	t/p	12	1.00	0.7317	0.7219	0.7317	1147.50	13775.00
43	2005.03.04 15:09	modify	10	1.00	0.7184	0.7205	0.7348
44	2005.03.04 15:32	t/p	10	1.00	0.7348	0.7205	0.7348	1677.50	15452.50
45	2005.03.04 16:35	s/l	5	1.00	0.7369	0.7369	0.6974	-4180.00	11272.50
46	2005.03.14 17:15	sell	13	1.00	0.7380	0.7594	0.7207
47	2005.03.22 21:07	modify	13	1.00	0.7380	0.7384	0.7207
48	2005.03.23 14:29	modify	13	1.00	0.7380	0.7358	0.7207
49	2005.03.23 18:03	t/p	13	1.00	0.7207	0.7358	0.7207	1685.00	12957.50
50	2005.03.28 15:51	modify	7	1.00	0.7077	0.7073	0.7082
51	2005.03.28 15:51	s/l	7	1.00	0.7073	0.7073	0.7082	147.50	13105.00
52	2005.03.31 17:15	sell	14	1.00	0.7122	0.7329	0.6955
53	2005.04.01 17:41	sell	15	1.00	0.7095	0.7442	0.6815
54	2005.04.03 23:00	modify	14	1.00	0.7122	0.7126	0.6955
55	2005.04.04 17:20	buy	16	1.00	0.7078	0.6832	0.7276
56	2005.04.06 09:53	modify	14	1.00	0.7122	0.7126	0.7117
57	2005.04.06 10:03	t/p	14	1.00	0.7117	0.7126	0.7117	30.00	13135.00
58	2005.04.07 03:37	modify	16	1.00	0.7078	0.7074	0.7276
59	2005.04.08 17:29	buy	17	1.00	0.7172	0.6883	0.7405
60	2005.04.13 05:13	modify	17	1.00	0.7172	0.7168	0.7405
61	2005.04.13 06:13	modify	16	1.00	0.7078	0.7104	0.7276
62	2005.04.14 23:46	modify	17	1.00	0.7172	0.7168	0.7177
63	2005.04.14 23:46	s/l	17	1.00	0.7168	0.7168	0.7177	-25.00	13110.00
64	2005.04.20 15:37	t/p	16	1.00	0.7276	0.7104	0.7276	2020.00	15130.00
65	2005.04.22 16:19	modify	15	1.00	0.7095	0.7442	0.7090
66	2005.04.28 17:56	buy	18	1.00	0.7287	0.7084	0.7451
67	2005.04.29 10:18	modify	18	1.00	0.7287	0.7283	0.7451
68	2005.04.29 17:25	buy	19	1.00	0.7334	0.7143	0.7488
69	2005.05.02 15:29	modify	18	1.00	0.7287	0.7283	0.7292
70	2005.05.02 15:47	s/l	18	1.00	0.7283	0.7283	0.7292	-35.00	15095.00
71	2005.05.05 17:59	sell	20	1.00	0.7361	0.7513	0.7238
72	2005.05.06 13:46	modify	20	1.00	0.7361	0.7365	0.7238
73	2005.05.12 02:38	modify	20	1.00	0.7361	0.7345	0.7238
74	2005.05.12 07:54	t/p	20	1.00	0.7238	0.7345	0.7238	1195.00	16290.00
75	2005.05.12 13:34	modify	19	1.00	0.7334	0.7143	0.7233
76	2005.05.13 02:05	s/l	19	1.00	0.7143	0.7143	0.7233	-1875.00	14415.00
77	2005.05.16 01:33	modify	15	1.00	0.7095	0.7099	0.7090
78	2005.05.16 01:49	s/l	15	1.00	0.7099	0.7099	0.7090	-255.00	14160.00
79	2005.05.16 17:15	sell	21	1.00	0.7063	0.7274	0.6893
80	2005.05.18 17:21	buy	22	1.00	0.7120	0.6831	0.7353
81	2005.05.19 17:31	buy	23	1.00	0.7116	0.7015	0.7198
82	2005.05.24 12:49	modify	23	1.00	0.7116	0.7112	0.7198
83	2005.05.24 15:51	modify	23	1.00	0.7116	0.7112	0.7121
84	2005.05.24 15:52	t/p	23	1.00	0.7121	0.7112	0.7121	57.50	14217.50
85	2005.06.01 09:24	modify	21	1.00	0.7063	0.7067	0.6893
86	2005.06.06 09:57	s/l	21	1.00	0.7067	0.7067	0.6893	-145.00	14072.50
87	2005.06.13 17:16	sell	24	1.00	0.7051	0.7285	0.6862
88	2005.06.20 08:57	modify	22	1.00	0.7120	0.7116	0.7353
89	2005.06.21 09:27	s/l	22	1.00	0.7116	0.7116	0.7353	45.00	14117.50
90	2005.06.28 17:28	sell	25	1.00	0.7021	0.7286	0.6807
91	2005.06.29 13:57	modify	24	1.00	0.7051	0.7055	0.6862
92	2005.06.30 10:26	modify	25	1.00	0.7021	0.7025	0.6807
93	2005.07.01 07:32	modify	24	1.00	0.7051	0.7026	0.6862
94	2005.07.01 15:16	t/p	24	1.00	0.6862	0.7026	0.6862	1790.00	15907.50
95	2005.07.01 15:27	modify	25	1.00	0.7021	0.6993	0.6807
96	2005.07.04 00:47	t/p	25	1.00	0.6807	0.6993	0.6807	2110.00	18017.50
97	2005.07.22 17:47	sell	26	1.00	0.6876	0.7016	0.6763
98	2005.07.24 23:06	modify	26	1.00	0.6876	0.6880	0.6763
99	2005.07.27 13:16	modify	26	1.00	0.6876	0.6861	0.6763
100	2005.08.01 09:57	s/l	26	1.00	0.6861	0.6861	0.6763	110.00	18127.50
101	2005.08.17 17:29	buy	27	1.00	0.7025	0.6853	0.7164
102	2005.08.19 17:40	sell	28	1.00	0.6941	0.7152	0.6771
103	2005.08.30 03:46	modify	27	1.00	0.7025	0.6853	0.7030
104	2005.08.30 11:25	modify	28	1.00	0.6941	0.6945	0.6771
105	2005.08.30 11:44	modify	27	1.00	0.7025	0.6853	0.6934
106	2005.08.31 16:04	t/p	27	1.00	0.6934	0.6853	0.6934	-875.00	17252.50
107	2005.08.31 17:03	modify	28	1.00	0.6941	0.6945	0.6936
108	2005.08.31 17:03	s/l	28	1.00	0.6945	0.6945	0.6936	-90.00	17162.50
109	2005.09.06 17:26	sell	29	1.00	0.7086	0.7234	0.6966
110	2005.09.07 15:16	modify	29	1.00	0.7086	0.7090	0.6966
111	2005.09.09 16:23	s/l	29	1.00	0.7090	0.7090	0.6966	-65.00	17097.50
112	2005.09.12 17:49	buy	30	1.00	0.7060	0.6892	0.7195
113	2005.09.14 15:13	modify	30	1.00	0.7060	0.7056	0.7195
114	2005.09.14 17:16	sell	31	1.00	0.7081	0.7264	0.6933
115	2005.09.15 03:23	s/l	30	1.00	0.7056	0.7056	0.7195	-27.50	17070.00
116	2005.09.16 01:46	modify	31	1.00	0.7081	0.7085	0.6933
117	2005.09.22 15:40	modify	31	1.00	0.7081	0.7062	0.6933
118	2005.09.22 18:34	t/p	31	1.00	0.6933	0.7062	0.6933	1430.00	18500.00
119	2005.09.26 17:15	buy	32	1.00	0.6861	0.6666	0.7018
120	2005.09.28 23:46	modify	32	1.00	0.6861	0.6857	0.7018
121	2005.09.30 17:28	buy	33	1.00	0.6929	0.6738	0.7083
122	2005.10.04 17:15	sell	34	1.00	0.6945	0.7132	0.6794
123	2005.10.04 23:10	modify	33	1.00	0.6929	0.6925	0.7083
124	2005.10.05 18:15	modify	33	1.00	0.6929	0.6925	0.6934
125	2005.10.05 18:15	s/l	33	1.00	0.6925	0.6925	0.6934	-32.50	18467.50
126	2005.10.06 08:04	modify	32	1.00	0.6861	0.6881	0.7018
127	2005.10.13 14:57	modify	34	1.00	0.6945	0.6949	0.6794
128	2005.10.14 05:03	modify	34	1.00	0.6945	0.6949	0.6940
129	2005.10.14 05:03	s/l	34	1.00	0.6949	0.6949	0.6940	-100.00	18367.50
130	2005.10.20 16:25	t/p	32	1.00	0.7018	0.6881	0.7018	1635.00	20002.50
131	2005.10.20 17:21	buy	35	1.00	0.7007	0.6804	0.7171
132	2005.10.25 17:04	modify	35	1.00	0.7007	0.7003	0.7171
133	2005.10.26 22:14	s/l	35	1.00	0.7003	0.7003	0.7171	-30.00	19972.50
134	2005.11.01 17:36	sell	36	1.00	0.6991	0.7151	0.6862
135	2005.11.02 09:23	modify	36	1.00	0.6991	0.6995	0.6862
136	2005.11.03 18:29	modify	36	1.00	0.6991	0.6974	0.6862
137	2005.11.04 16:09	t/p	36	1.00	0.6862	0.6974	0.6862	1265.00	21237.50
138	2005.11.04 17:19	sell	37	1.00	0.6841	0.7169	0.6576
139	2005.11.08 02:17	modify	37	1.00	0.6841	0.6845	0.6576
140	2005.11.08 23:08	s/l	37	1.00	0.6845	0.6845	0.6576	-50.00	21187.50
141	2005.11.21 17:15	sell	38	1.00	0.6889	0.7100	0.6719
142	2005.11.25 17:51	sell	39	1.00	0.6958	0.7126	0.6823
143	2005.11.28 19:19	modify	38	1.00	0.6889	0.7100	0.6884
144	2005.11.28 20:12	modify	39	1.00	0.6958	0.7126	0.6953
145	2005.12.02 14:48	s/l	38	1.00	0.7100	0.7100	0.6884	-2175.00	19012.50
146	2005.12.02 17:58	s/l	39	1.00	0.7126	0.7126	0.6953	-1715.00	17297.50
147	2005.12.22 17:17	buy	40	1.00	0.6750	0.6536	0.6923
148	2005.12.28 07:27	modify	40	1.00	0.6750	0.6746	0.6923
149	2006.01.04 19:22	modify	40	1.00	0.6750	0.6772	0.6923
150	2006.01.09 02:55	t/p	40	1.00	0.6923	0.6772	0.6923	1770.00	19067.50
151	2006.01.10 17:54	buy	41	1.00	0.6937	0.6726	0.7107
152	2006.01.12 02:53	modify	41	1.00	0.6937	0.6933	0.7107
153	2006.01.12 16:32	modify	41	1.00	0.6937	0.6933	0.6942
154	2006.01.12 16:35	t/p	41	1.00	0.6942	0.6933	0.6942	60.00	19127.50
155	2006.01.13 17:22	buy	42	1.00	0.6960	0.6808	0.7083
156	2006.01.16 00:09	modify	42	1.00	0.6960	0.6956	0.7083
157	2006.01.16 22:16	modify	42	1.00	0.6960	0.6956	0.6965
158	2006.01.16 22:18	t/p	42	1.00	0.6965	0.6956	0.6965	52.50	19180.00
159	2006.01.18 17:15	sell	43	1.00	0.6876	0.7090	0.6703
160	2006.01.19 04:16	modify	43	1.00	0.6876	0.6880	0.6703
161	2006.01.25 14:00	s/l	43	1.00	0.6880	0.6880	0.6703	-75.00	19105.00
162	2006.01.26 17:45	sell	44	1.00	0.6851	0.7124	0.6631
163	2006.01.27 05:02	modify	44	1.00	0.6851	0.6855	0.6631
164	2006.01.27 11:09	s/l	44	1.00	0.6855	0.6855	0.6631	-45.00	19060.00
165	2006.02.01 17:15	buy	45	1.00	0.6871	0.6742	0.6975
166	2006.02.02 17:41	modify	45	1.00	0.6871	0.6867	0.6975
167	2006.02.03 14:58	modify	45	1.00	0.6871	0.6867	0.6876
168	2006.02.03 14:59	s/l	45	1.00	0.6867	0.6867	0.6876	-30.00	19030.00
169	2006.02.07 17:23	sell	46	1.00	0.6818	0.7017	0.6657
170	2006.02.08 10:34	modify	46	1.00	0.6818	0.6822	0.6657
171	2006.02.10 00:53	modify	46	1.00	0.6818	0.6822	0.6813
172	2006.02.10 00:57	t/p	46	1.00	0.6813	0.6822	0.6813	25.00	19055.00
173	2006.02.16 17:49	sell	47	1.00	0.6694	0.6983	0.6461
174	2006.02.21 10:32	modify	47	1.00	0.6694	0.6698	0.6461
175	2006.02.21 17:21	sell	48	1.00	0.6621	0.6894	0.6401
176	2006.02.22 17:31	sell	49	1.00	0.6585	0.6780	0.6428
177	2006.02.24 17:18	sell	50	1.00	0.6629	0.6789	0.6500
178	2006.02.27 00:00	modify	50	1.00	0.6629	0.6633	0.6500
179	2006.02.28 17:28	modify	50	1.00	0.6629	0.6633	0.6624
180	2006.02.28 17:29	s/l	50	1.00	0.6633	0.6633	0.6624	-50.00	19005.00
181	2006.03.01 17:15	sell	51	1.00	0.6644	0.6839	0.6486
182	2006.03.03 17:47	sell	52	1.00	0.6661	0.6805	0.6544
183	2006.03.06 11:02	modify	52	1.00	0.6661	0.6665	0.6544
184	2006.03.06 16:22	modify	51	1.00	0.6644	0.6648	0.6486
185	2006.03.06 23:59	modify	52	1.00	0.6661	0.6646	0.6544
186	2006.03.07 01:42	modify	48	1.00	0.6621	0.6625	0.6401
187	2006.03.07 01:43	t/p	52	1.00	0.6544	0.6646	0.6544	1160.00	20165.00
188	2006.03.07 01:46	modify	49	1.00	0.6585	0.6589	0.6428
189	2006.03.07 05:58	modify	51	1.00	0.6644	0.6623	0.6486
190	2006.03.07 10:25	modify	47	1.00	0.6694	0.6664	0.6461
191	2006.03.07 17:59	t/p	51	1.00	0.6486	0.6623	0.6486	1550.00	21715.00
192	2006.03.09 21:20	t/p	47	1.00	0.6461	0.6664	0.6461	2225.00	23940.00
193	2006.03.10 02:00	modify	49	1.00	0.6585	0.6565	0.6428
194	2006.03.10 09:50	modify	48	1.00	0.6621	0.6592	0.6401
195	2006.03.10 11:41	t/p	49	1.00	0.6428	0.6565	0.6428	1480.00	25420.00
196	2006.03.13 22:54	t/p	48	1.00	0.6401	0.6592	0.6401	2100.00	27520.00
197	2006.03.14 17:23	buy	53	1.00	0.6385	0.6167	0.6561
198	2006.03.15 06:57	modify	53	1.00	0.6385	0.6381	0.6561
199	2006.03.16 08:36	modify	53	1.00	0.6385	0.6381	0.6390
200	2006.03.16 08:37	s/l	53	1.00	0.6381	0.6381	0.6390	-30.00	27490.00
201	2006.03.16 17:43	sell	54	1.00	0.6376	0.6630	0.6171
202	2006.03.17 14:25	modify	54	1.00	0.6376	0.6380	0.6171
203	2006.03.20 17:18	sell	55	1.00	0.6255	0.6505	0.6053
204	2006.03.21 17:19	sell	56	1.00	0.6230	0.6460	0.6044
205	2006.03.22 04:51	modify	54	1.00	0.6376	0.6349	0.6171
206	2006.03.22 04:51	modify	55	1.00	0.6255	0.6259	0.6053
207	2006.03.22 16:13	modify	55	1.00	0.6255	0.6259	0.6250
208	2006.03.22 16:18	s/l	55	1.00	0.6259	0.6259	0.6250	-50.00	27440.00
209	2006.03.23 17:38	sell	57	1.00	0.6245	0.6522	0.6021
210	2006.03.23 23:58	modify	56	1.00	0.6230	0.6234	0.6044
211	2006.03.23 23:58	modify	57	1.00	0.6245	0.6249	0.6021
212	2006.03.23 23:58	t/p	54	1.00	0.6171	0.6349	0.6171	2015.00	29455.00
213	2006.03.27 02:45	modify	56	1.00	0.6230	0.6206	0.6044
214	2006.03.27 08:30	modify	57	1.00	0.6245	0.6216	0.6021
215	2006.03.27 17:37	sell	58	1.00	0.6071	0.6239	0.5936
216	2006.03.28 17:59	t/p	56	1.00	0.6044	0.6206	0.6044	1825.00	31280.00
217	2006.03.28 21:23	modify	58	1.00	0.6071	0.6075	0.5936
218	2006.03.28 21:58	t/p	57	1.00	0.6021	0.6216	0.6021	2225.00	33505.00
219	2006.03.30 02:01	modify	58	1.00	0.6071	0.6075	0.6066
220	2006.03.30 02:01	s/l	58	1.00	0.6075	0.6075	0.6066	-65.00	33440.00
221	2006.03.30 17:50	buy	59	1.00	0.6094	0.5840	0.6299
222	2006.03.31 18:41	modify	59	1.00	0.6094	0.6090	0.6299
223	2006.04.03 20:06	modify	59	1.00	0.6094	0.6090	0.6099
224	2006.04.03 20:08	modify	59	1.00	0.6094	0.6094	0.6099
225	2006.04.03 20:10	t/p	59	1.00	0.6099	0.6094	0.6099	55.00	33495.00
226	2006.04.10 17:39	buy	60	1.00	0.6095	0.5908	0.6246
227	2006.04.11 17:15	buy	61	1.00	0.6106	0.5977	0.6210
228	2006.04.12 02:16	modify	61	1.00	0.6106	0.6102	0.6210
229	2006.04.12 02:17	modify	60	1.00	0.6095	0.6091	0.6246
230	2006.04.12 17:52	buy	62	1.00	0.6151	0.5991	0.6280
231	2006.04.13 00:45	modify	62	1.00	0.6151	0.6147	0.6280
232	2006.04.13 00:45	modify	61	1.00	0.6106	0.6120	0.6210
233	2006.04.13 00:46	t/p	61	1.00	0.6210	0.6120	0.6210	1050.00	34545.00
234	2006.04.13 00:46	modify	60	1.00	0.6095	0.6115	0.6246
235	2006.04.13 01:02	t/p	60	1.00	0.6246	0.6115	0.6246	1522.50	36067.50
236	2006.04.13 02:19	modify	62	1.00	0.6151	0.6168	0.6280
237	2006.04.13 13:57	s/l	62	1.00	0.6168	0.6168	0.6280	177.50	36245.00
238	2006.04.20 17:16	sell	63	1.00	0.6261	0.6698	0.5908
239	2006.04.25 17:15	sell	64	1.00	0.6260	0.6525	0.6046
240	2006.05.01 15:16	modify	64	1.00	0.6260	0.6525	0.6255
241	2006.05.01 17:41	sell	65	1.00	0.6385	0.6763	0.6079
242	2006.05.05 17:22	sell	66	1.00	0.6415	0.6579	0.6283
243	2006.05.08 12:29	modify	66	1.00	0.6415	0.6419	0.6283
244	2006.05.09 04:30	modify	66	1.00	0.6415	0.6398	0.6283
245	2006.05.09 08:42	modify	65	1.00	0.6385	0.6389	0.6079
246	2006.05.09 09:04	t/p	66	1.00	0.6283	0.6398	0.6283	1310.00	37555.00
247	2006.05.09 09:16	modify	64	1.00	0.6260	0.6264	0.6255
248	2006.05.09 09:17	s/l	64	1.00	0.6264	0.6264	0.6255	-110.00	37445.00
249	2006.05.10 17:15	sell	67	1.00	0.6257	0.6436	0.6112
250	2006.05.11 03:14	modify	67	1.00	0.6257	0.6261	0.6112
251	2006.05.11 10:19	modify	67	1.00	0.6257	0.6261	0.6252
252	2006.05.11 10:26	s/l	67	1.00	0.6261	0.6261	0.6252	-55.00	37390.00
253	2006.05.16 17:19	buy	68	1.00	0.6231	0.6040	0.6385
254	2006.05.16 21:02	modify	68	1.00	0.6231	0.6227	0.6385
255	2006.05.17 16:25	s/l	68	1.00	0.6227	0.6227	0.6385	-37.50	37352.50
256	2006.05.18 17:55	sell	69	1.00	0.6232	0.6450	0.6056
257	2006.05.19 14:32	modify	69	1.00	0.6232	0.6236	0.6056
258	2006.05.22 08:45	modify	63	1.00	0.6261	0.6265	0.5908
259	2006.05.23 00:11	modify	69	1.00	0.6232	0.6236	0.6227
260	2006.05.23 00:11	s/l	69	1.00	0.6236	0.6236	0.6227	-55.00	37297.50
261	2006.05.23 17:19	buy	70	1.00	0.6236	0.6041	0.6393
262	2006.05.23 19:28	modify	63	1.00	0.6261	0.6265	0.6256
263	2006.05.23 19:29	s/l	63	1.00	0.6265	0.6265	0.6256	-195.00	37102.50
264	2006.05.23 19:49	modify	70	1.00	0.6236	0.6232	0.6393
265	2006.05.23 23:51	s/l	70	1.00	0.6232	0.6232	0.6393	-40.00	37062.50
266	2006.05.25 10:25	modify	65	1.00	0.6385	0.6389	0.6380
267	2006.05.25 10:27	s/l	65	1.00	0.6389	0.6389	0.6380	-170.00	36892.50
268	2006.05.31 17:30	sell	71	1.00	0.6369	0.6681	0.6117
269	2006.06.01 17:15	buy	72	1.00	0.6317	0.6138	0.6462
270	2006.06.01 22:53	modify	71	1.00	0.6369	0.6373	0.6117
271	2006.06.02 17:41	buy	73	1.00	0.6314	0.5916	0.6635
272	2006.06.05 17:19	buy	74	1.00	0.6322	0.6193	0.6426
273	2006.06.07 15:22	modify	74	1.00	0.6322	0.6193	0.6254
274	2006.06.07 17:18	t/p	74	1.00	0.6254	0.6193	0.6254	-675.00	36217.50
275	2006.06.13 14:24	modify	72	1.00	0.6317	0.6138	0.6322
276	2006.06.19 07:59	modify	71	1.00	0.6369	0.6336	0.6117
277	2006.06.20 17:20	sell	75	1.00	0.6196	0.6375	0.6051
278	2006.06.20 17:28	modify	72	1.00	0.6317	0.6138	0.6222
279	2006.06.21 03:46	t/p	72	1.00	0.6222	0.6138	0.6222	-905.00	35312.50
280	2006.06.21 17:30	buy	76	1.00	0.6198	0.5972	0.6381
281	2006.06.22 02:45	modify	75	1.00	0.6196	0.6200	0.6051
282	2006.06.22 12:54	t/p	71	1.00	0.6117	0.6336	0.6117	2400.00	37712.50
283	2006.06.22 16:19	modify	73	1.00	0.6314	0.5916	0.6103
284	2006.06.22 16:28	t/p	73	1.00	0.6103	0.5916	0.6103	-2060.00	35652.50
285	2006.06.23 09:56	modify	75	1.00	0.6196	0.6177	0.6051
286	2006.06.23 14:29	t/p	75	1.00	0.6051	0.6177	0.6051	1425.00	37077.50
287	2006.06.23 14:29	modify	76	1.00	0.6198	0.5972	0.6078
288	2006.06.23 16:23	t/p	76	1.00	0.6078	0.5972	0.6078	-1190.00	35887.50
289	2006.07.04 17:24	buy	77	1.00	0.6097	0.5945	0.6220
290	2006.07.06 17:51	buy	78	1.00	0.6045	0.5901	0.6162
291	2006.07.07 14:24	modify	78	1.00	0.6045	0.6041	0.6162
292	2006.07.07 17:35	buy	79	1.00	0.6099	0.5791	0.6348
293	2006.07.10 09:39	modify	77	1.00	0.6097	0.6093	0.6220
294	2006.07.10 10:03	modify	78	1.00	0.6045	0.6060	0.6162
295	2006.07.11 18:48	t/p	78	1.00	0.6162	0.6060	0.6162	1177.50	37065.00
296	2006.07.12 01:35	modify	79	1.00	0.6099	0.6095	0.6348
297	2006.07.14 10:48	modify	77	1.00	0.6097	0.6113	0.6220
298	2006.07.17 00:45	t/p	77	1.00	0.6220	0.6113	0.6220	1262.50	38327.50
299	2006.07.18 17:15	sell	80	1.00	0.6263	0.6423	0.6134
300	2006.07.19 06:20	modify	80	1.00	0.6263	0.6267	0.6134
301	2006.07.25 10:07	s/l	80	1.00	0.6267	0.6267	0.6134	-75.00	38252.50
302	2006.08.02 17:15	buy	81	1.00	0.6195	0.5988	0.6362
303	2006.08.04 16:51	modify	81	1.00	0.6195	0.6191	0.6362
304	2006.08.04 17:29	buy	82	1.00	0.6243	0.5931	0.6495
305	2006.08.09 12:38	modify	79	1.00	0.6099	0.6131	0.6348
306	2006.08.10 00:47	modify	82	1.00	0.6243	0.6239	0.6495
307	2006.08.10 01:38	modify	81	1.00	0.6195	0.6217	0.6362
308	2006.08.10 15:22	t/p	79	1.00	0.6348	0.6131	0.6348	2575.00	40827.50
309	2006.08.11 17:36	t/p	81	1.00	0.6362	0.6217	0.6362	1697.50	42525.00
310	2006.08.22 17:33	sell	83	1.00	0.6381	0.6549	0.6246
311	2006.08.23 17:29	sell	84	1.00	0.6398	0.6562	0.6266
312	2006.08.24 01:17	modify	84	1.00	0.6398	0.6402	0.6266
313	2006.08.25 00:02	modify	83	1.00	0.6381	0.6385	0.6246
314	2006.08.25 17:34	modify	83	1.00	0.6381	0.6385	0.6376
315	2006.08.25 17:42	t/p	83	1.00	0.6376	0.6385	0.6376	25.00	42550.00
316	2006.08.29 03:59	modify	84	1.00	0.6398	0.6402	0.6393
317	2006.08.29 04:04	modify	84	1.00	0.6398	0.6402	0.6396
318	2006.08.29 05:07	s/l	84	1.00	0.6402	0.6402	0.6396	-70.00	42480.00
319	2006.08.29 17:36	sell	85	1.00	0.6412	0.6654	0.6217
320	2006.08.30 03:01	modify	82	1.00	0.6243	0.6276	0.6495
321	2006.08.30 17:49	t/p	82	1.00	0.6495	0.6276	0.6495	2580.00	45060.00
322	2006.09.04 01:02	modify	85	1.00	0.6412	0.6654	0.6407
323	2006.09.08 04:23	modify	85	1.00	0.6412	0.6416	0.6407
324	2006.09.08 04:23	t/p	85	1.00	0.6407	0.6416	0.6407	-10.00	45050.00
325	2006.09.28 17:49	buy	86	1.00	0.6559	0.6423	0.6669
326	2006.09.29 00:38	modify	86	1.00	0.6559	0.6555	0.6669
327	2006.09.29 00:46	s/l	86	1.00	0.6555	0.6555	0.6669	-37.50	45012.50
328	2006.10.09 17:16	sell	87	1.00	0.6564	0.6716	0.6441
329	2006.10.19 17:39	modify	87	1.00	0.6564	0.6716	0.6559
330	2006.10.25 22:17	modify	87	1.00	0.6564	0.6568	0.6559
331	2006.10.25 22:19	modify	87	1.00	0.6564	0.6568	0.6562
332	2006.10.25 22:19	s/l	87	1.00	0.6568	0.6568	0.6562	-120.00	44892.50
333	2006.11.08 17:52	sell	88	1.00	0.6681	0.6864	0.6533
334	2006.11.09 11:21	modify	88	1.00	0.6681	0.6685	0.6533
335	2006.11.09 17:23	sell	89	1.00	0.6633	0.6832	0.6472
336	2006.11.15 11:54	modify	89	1.00	0.6633	0.6637	0.6472
337	2006.11.15 17:16	buy	90	1.00	0.6600	0.6428	0.6739
338	2006.11.16 12:16	s/l	89	1.00	0.6637	0.6637	0.6472	-75.00	44817.50
339	2006.11.16 12:25	modify	90	1.00	0.6600	0.6596	0.6739
340	2006.11.17 17:44	buy	91	1.00	0.6638	0.6490	0.6758
341	2006.11.20 10:57	modify	91	1.00	0.6638	0.6634	0.6758
342	2006.11.20 10:59	modify	88	1.00	0.6681	0.6685	0.6676
343	2006.11.20 10:59	modify	88	1.00	0.6681	0.6685	0.6679
344	2006.11.20 11:00	s/l	88	1.00	0.6685	0.6685	0.6679	-100.00	44717.50
345	2006.11.22 15:44	modify	90	1.00	0.6600	0.6618	0.6739
346	2006.11.28 11:23	t/p	90	1.00	0.6739	0.6618	0.6739	1422.50	46140.00
347	2006.11.28 11:23	modify	91	1.00	0.6638	0.6654	0.6758
348	2006.11.28 16:18	t/p	91	1.00	0.6758	0.6654	0.6758	1222.50	47362.50
349	2006.12.06 17:26	buy	92	1.00	0.6846	0.6686	0.6975
350	2006.12.07 08:23	modify	92	1.00	0.6846	0.6842	0.6975
351	2006.12.08 17:44	buy	93	1.00	0.6921	0.6648	0.7141
352	2006.12.11 02:54	modify	92	1.00	0.6846	0.6842	0.6851
353	2006.12.11 02:55	s/l	92	1.00	0.6842	0.6842	0.6851	-27.50	47335.00
354	2006.12.12 17:16	buy	94	1.00	0.6905	0.6757	0.7025
355	2006.12.14 00:43	modify	94	1.00	0.6905	0.6901	0.7025
356	2006.12.14 11:08	modify	94	1.00	0.6905	0.6901	0.6910
357	2006.12.14 11:10	s/l	94	1.00	0.6901	0.6901	0.6910	-30.00	47305.00
358	2006.12.22 09:20	modify	93	1.00	0.6921	0.6917	0.7141
359	2006.12.29 22:59	close at stop	93	1.00	0.7036	0.6917	0.7141	1202.50	48507.50