Strategy Tester: GridBoxer_1.0.4

Strategy Tester Report

GridBoxer_1.0.4_AUDJPY

InterbankFX-Demo Accounts (Build 215)

Symbol		AUDJPY (Australian Dollar vs Japanese Yen)
Period		Daily (D1) 2006.04.17 00:00 - 2008.04.17 00:00 (2006.04.17 - 2008.04.18)
Model		Every tick (the most precise method based on all available least timeframes)
Parameters		Group1="===Trading Variables==="; risk_factor=5; user_lots=1; new_trades_allowed=true; Pending_Distance=62; TakeProfit=234; StopLoss=101; skip_risky_trades=true; Group2="===Money Management Variables==="; _move_to_break_even=true; _trailing_stop_available=true; _move_to_mid_TP=true; _compromise_TP=true; _neg_TS_available=false; _move_to_mid_SL=false;

Bars in test	1571	Ticks modelled	4334501	Modelling quality	90.00%
Mismatched charts errors	26

Initial deposit	10000.00
Total net profit	178757.73	Gross profit	655374.80	Gross loss	-476617.06
Profit factor	1.38	Expected payoff	519.64
Absolute drawdown	3110.63	Maximal drawdown	108088.20 (45.19%)	Relative drawdown	45.19% (108088.20)

Total trades	344	Short positions (won %)	170 (57.65%)	Long positions (won %)	174 (72.99%)
		Profit trades (% of total)	225 (65.41%)	Loss trades (% of total)	119 (34.59%)
Largest		profit trade	21305.61	loss trade	-11525.23
Average		profit trade	2912.78	loss trade	-4005.19
Maximum		consecutive wins (profit in money)	9 (3180.59)	consecutive losses (loss in money)	7 (-62718.55)
Maximal		consecutive profit (count of wins)	77711.72 (8)	consecutive loss (count of losses)	-62718.55 (7)
Average		consecutive wins	3	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2006.04.24 00:00	buy stop	1	0.50	87.06	86.05	89.40
2	2006.04.24 00:00	sell stop	2	0.50	85.74	86.75	83.40
3	2006.04.24 12:21	sell	2	0.50	85.74	86.75	83.40
4	2006.04.24 12:21	delete	1	0.50	87.06	86.05	89.40
5	2006.04.25 00:00	buy stop	3	0.51	86.04	85.03	88.38
6	2006.04.25 00:00	sell stop	4	0.51	84.72	85.73	82.38
7	2006.04.26 00:00	delete	3	0.51	86.04	85.03	88.38
8	2006.04.26 00:00	delete	4	0.51	84.72	85.73	82.38
9	2006.04.26 00:00	buy stop	5	0.50	86.32	85.31	88.66
10	2006.04.26 00:00	sell stop	6	0.50	85.00	86.01	82.66
11	2006.04.26 12:57	buy	5	0.50	86.32	85.31	88.66
12	2006.04.26 12:57	delete	6	0.50	85.00	86.01	82.66
13	2006.04.26 14:03	modify	2	0.50	85.74	86.75	85.59
14	2006.04.27 00:00	buy stop	7	0.48	87.13	86.12	89.47
15	2006.04.27 00:00	sell stop	8	0.48	85.81	86.82	83.47
16	2006.04.27 10:16	sell	8	0.48	85.81	86.82	83.47
17	2006.04.27 10:16	delete	7	0.48	87.13	86.12	89.47
18	2006.04.28 00:00	buy stop	9	0.47	86.98	85.97	89.32
19	2006.04.28 00:00	sell stop	10	0.47	85.66	86.67	83.32
20	2006.04.28 14:58	modify	8	0.48	85.81	86.82	85.66
21	2006.04.28 15:00	s/l	2	0.50	86.75	86.75	85.59	-536.58	9463.42
22	2006.04.30 22:01	delete	9	0.47	86.98	85.97	89.32
23	2006.04.30 22:01	delete	10	0.47	85.66	86.67	83.32
24	2006.04.30 22:01	buy stop	11	0.46	86.98	85.97	89.32
25	2006.04.30 22:01	sell stop	12	0.46	85.66	86.67	83.32
26	2006.05.01 00:00	delete	11	0.46	86.98	85.97	89.32
27	2006.05.01 00:00	delete	12	0.46	85.66	86.67	83.32
28	2006.05.01 00:00	buy stop	13	0.46	86.90	85.89	89.24
29	2006.05.01 00:00	sell stop	14	0.46	85.58	86.59	83.24
30	2006.05.02 00:00	delete	13	0.46	86.90	85.89	89.24
31	2006.05.02 00:00	delete	14	0.46	85.58	86.59	83.24
32	2006.05.02 00:00	buy stop	15	0.46	86.71	85.70	89.05
33	2006.05.02 00:00	sell stop	16	0.46	85.39	86.40	83.05
34	2006.05.02 23:31	buy	15	0.46	86.71	85.70	89.05
35	2006.05.02 23:31	delete	16	0.46	85.39	86.40	83.05
36	2006.05.02 23:31	s/l	8	0.48	86.82	86.82	85.66	-489.94	8973.47
37	2006.05.03 00:00	buy stop	17	0.46	87.39	86.38	89.73
38	2006.05.03 00:00	sell stop	18	0.46	86.07	87.08	83.73
39	2006.05.03 07:59	modify	5	0.50	86.32	86.45	88.66
40	2006.05.03 08:42	buy	17	0.46	87.39	86.38	89.73
41	2006.05.03 08:42	delete	18	0.46	86.07	87.08	83.73
42	2006.05.03 10:00	modify	15	0.46	86.71	86.84	89.05
43	2006.05.03 10:18	modify	5	0.50	86.32	86.52	88.66
44	2006.05.03 10:27	modify	5	0.50	86.32	86.56	88.66
45	2006.05.03 17:00	modify	5	0.50	86.32	86.60	88.66
46	2006.05.03 18:32	modify	5	0.50	86.32	86.64	88.66
47	2006.05.03 19:32	modify	5	0.50	86.32	86.68	88.66
48	2006.05.04 00:00	buy stop	19	0.50	88.19	87.18	90.53
49	2006.05.04 00:00	sell stop	20	0.50	86.87	87.88	84.53
50	2006.05.04 12:27	modify	5	0.50	86.32	86.72	88.66
51	2006.05.04 12:32	modify	5	0.50	86.32	86.77	88.66
52	2006.05.04 21:43	modify	5	0.50	86.32	87.19	88.66
53	2006.05.05 00:00	delete	19	0.50	88.19	87.18	90.53
54	2006.05.05 00:00	delete	20	0.50	86.87	87.88	84.53
55	2006.05.05 00:00	buy stop	21	0.50	88.20	87.19	90.54
56	2006.05.05 00:00	sell stop	22	0.50	86.88	87.89	84.54
57	2006.05.05 13:16	s/l	5	0.50	87.19	87.19	88.66	491.16	9464.64
58	2006.05.05 14:10	sell	22	0.50	86.88	87.89	84.54
59	2006.05.05 14:10	delete	21	0.50	88.20	87.19	90.54
60	2006.05.05 14:11	s/l	15	0.46	86.84	86.84	89.05	88.29	9552.93
61	2006.05.05 15:32	modify	17	0.46	87.39	86.38	87.54
62	2006.05.07 22:01	buy stop	23	0.47	87.18	86.17	89.52
63	2006.05.07 22:01	sell stop	24	0.47	85.86	86.87	83.52
64	2006.05.08 00:00	delete	23	0.47	87.18	86.17	89.52
65	2006.05.08 00:00	delete	24	0.47	85.86	86.87	83.52
66	2006.05.08 00:00	buy stop	25	0.47	87.32	86.31	89.66
67	2006.05.08 00:00	sell stop	26	0.47	86.00	87.01	83.66
68	2006.05.08 00:43	s/l	17	0.46	86.38	86.38	87.54	-414.63	9138.30
69	2006.05.08 02:17	modify	22	0.50	86.88	86.75	84.54
70	2006.05.08 04:21	sell	26	0.47	86.00	87.01	83.66
71	2006.05.08 04:21	delete	25	0.47	87.32	86.31	89.66
72	2006.05.08 14:39	modify	22	0.50	86.88	86.70	84.54
73	2006.05.09 00:00	buy stop	27	0.48	86.62	85.61	88.96
74	2006.05.09 00:00	sell stop	28	0.48	85.30	86.31	82.96
75	2006.05.09 00:35	modify	22	0.50	86.88	86.64	84.54
76	2006.05.09 08:01	modify	22	0.50	86.88	86.59	84.54
77	2006.05.09 08:01	modify	22	0.50	86.88	86.53	84.54
78	2006.05.09 08:01	modify	22	0.50	86.88	86.46	84.54
79	2006.05.09 08:06	modify	22	0.50	86.88	86.42	84.54
80	2006.05.09 08:11	modify	22	0.50	86.88	86.01	84.54
81	2006.05.09 08:33	sell	28	0.48	85.30	86.31	82.96
82	2006.05.09 08:33	delete	27	0.48	86.62	85.61	88.96
83	2006.05.09 13:18	s/l	22	0.50	86.01	86.01	84.54	399.62	9537.91
84	2006.05.09 13:39	modify	28	0.48	85.30	86.31	85.15
85	2006.05.10 00:00	buy stop	29	0.46	86.59	85.58	88.93
86	2006.05.10 00:00	sell stop	30	0.46	85.27	86.28	82.93
87	2006.05.10 09:15	sell	30	0.46	85.27	86.28	82.93
88	2006.05.10 09:15	delete	29	0.46	86.59	85.58	88.93
89	2006.05.11 00:00	buy stop	31	0.45	86.45	85.44	88.79
90	2006.05.11 00:00	sell stop	32	0.45	85.13	86.14	82.79
91	2006.05.11 09:28	modify	30	0.46	85.27	86.28	85.12
92	2006.05.11 13:52	s/l	30	0.46	86.28	86.28	85.12	-469.53	9068.38
93	2006.05.11 14:04	s/l	28	0.48	86.31	86.31	85.15	-498.33	8570.05
94	2006.05.12 00:00	delete	31	0.45	86.45	85.44	88.79
95	2006.05.12 00:00	delete	32	0.45	85.13	86.14	82.79
96	2006.05.12 00:00	buy stop	33	0.43	86.33	85.32	88.67
97	2006.05.12 00:00	sell stop	34	0.43	85.01	86.02	82.67
98	2006.05.12 08:08	modify	26	0.47	86.00	85.87	83.66
99	2006.05.12 09:05	sell	34	0.43	85.01	86.02	82.67
100	2006.05.12 09:05	delete	33	0.43	86.33	85.32	88.67
101	2006.05.12 09:27	modify	26	0.47	86.00	85.82	83.66
102	2006.05.12 14:31	s/l	26	0.47	85.82	85.82	83.66	31.91	8601.96
103	2006.05.12 14:31	modify	34	0.43	85.01	86.02	84.86
104	2006.05.14 22:01	buy stop	35	0.43	85.61	84.60	87.95
105	2006.05.14 22:01	sell stop	36	0.43	84.29	85.30	81.95
106	2006.05.14 22:13	modify	34	0.43	85.01	85.00	84.86
107	2006.05.14 22:13	modify	34	0.43	85.01	84.96	84.86
108	2006.05.14 22:13	t/p	34	0.43	84.86	84.96	84.86	61.84	8663.80
109	2006.05.15 00:00	delete	35	0.43	85.61	84.60	87.95
110	2006.05.15 00:00	delete	36	0.43	84.29	85.30	81.95
111	2006.05.15 00:00	buy stop	37	0.43	85.48	84.47	87.82
112	2006.05.15 00:00	sell stop	38	0.43	84.16	85.17	81.82
113	2006.05.15 02:38	sell	38	0.43	84.16	85.17	81.82
114	2006.05.15 02:38	delete	37	0.43	85.48	84.47	87.82
115	2006.05.16 00:00	buy stop	39	0.43	84.97	83.96	87.31
116	2006.05.16 00:00	sell stop	40	0.43	83.65	84.66	81.31
117	2006.05.17 00:00	delete	39	0.43	84.97	83.96	87.31
118	2006.05.17 00:00	delete	40	0.43	83.65	84.66	81.31
119	2006.05.18 12:26	modify	38	0.43	84.16	85.17	84.01
120	2006.05.18 16:23	s/l	38	0.43	85.17	85.17	84.01	-453.91	8209.89
121	2006.05.19 09:54	buy stop	41	0.41	86.00	84.99	88.34
122	2006.05.19 09:54	sell stop	42	0.41	84.68	85.69	82.34
123	2006.05.19 12:33	sell	42	0.41	84.68	85.69	82.34
124	2006.05.19 12:33	delete	41	0.41	86.00	84.99	88.34
125	2006.05.21 22:01	buy stop	43	0.41	85.26	84.25	87.60
126	2006.05.21 22:01	sell stop	44	0.41	83.94	84.95	81.60
127	2006.05.22 00:00	delete	43	0.41	85.26	84.25	87.60
128	2006.05.22 00:00	delete	44	0.41	83.94	84.95	81.60
129	2006.05.22 00:00	buy stop	45	0.41	85.25	84.24	87.59
130	2006.05.22 00:00	sell stop	46	0.41	83.93	84.94	81.59
131	2006.05.22 15:12	sell	46	0.41	83.93	84.94	81.59
132	2006.05.22 15:12	delete	45	0.41	85.25	84.24	87.59
133	2006.05.22 15:56	modify	42	0.41	84.68	84.55	82.34
134	2006.05.23 00:00	buy stop	47	0.42	84.73	83.72	87.07
135	2006.05.23 00:00	sell stop	48	0.42	83.41	84.42	81.07
136	2006.05.23 18:52	s/l	42	0.41	84.55	84.55	82.34	36.79	8246.68
137	2006.05.24 00:00	delete	47	0.42	84.73	83.72	87.07
138	2006.05.24 00:00	delete	48	0.42	83.41	84.42	81.07
139	2006.05.24 00:00	buy stop	49	0.41	84.87	83.86	87.21
140	2006.05.24 00:00	sell stop	50	0.41	83.55	84.56	81.21
141	2006.05.24 13:55	modify	46	0.41	83.93	84.94	83.78
142	2006.05.24 13:59	buy	49	0.41	84.87	83.86	87.21
143	2006.05.24 13:59	delete	50	0.41	83.55	84.56	81.21
144	2006.05.24 14:02	s/l	46	0.41	84.94	84.94	83.78	-411.34	7835.34
145	2006.05.25 00:00	buy stop	51	0.39	85.63	84.62	87.97
146	2006.05.25 00:00	sell stop	52	0.39	84.31	85.32	81.97
147	2006.05.26 00:00	delete	51	0.39	85.63	84.62	87.97
148	2006.05.26 00:00	delete	52	0.39	84.31	85.32	81.97
149	2006.05.26 00:00	buy stop	53	0.39	85.67	84.66	88.01
150	2006.05.26 00:00	sell stop	54	0.39	84.35	85.36	82.01
151	2006.05.28 22:01	delete	53	0.39	85.67	84.66	88.01
152	2006.05.28 22:01	delete	54	0.39	84.35	85.36	82.01
153	2006.05.28 22:01	buy stop	55	0.40	86.06	85.05	88.40
154	2006.05.28 22:01	sell stop	56	0.40	84.74	85.75	82.40
155	2006.05.29 00:00	delete	55	0.40	86.06	85.05	88.40
156	2006.05.29 00:00	delete	56	0.40	84.74	85.75	82.40
157	2006.05.29 00:00	buy stop	57	0.40	85.83	84.82	88.17
158	2006.05.29 00:00	sell stop	58	0.40	84.51	85.52	82.17
159	2006.05.30 00:00	delete	57	0.40	85.83	84.82	88.17
160	2006.05.30 00:00	delete	58	0.40	84.51	85.52	82.17
161	2006.05.30 00:00	buy stop	59	0.40	86.10	85.09	88.44
162	2006.05.30 00:00	sell stop	60	0.40	84.78	85.79	82.44
163	2006.05.30 12:23	modify	49	0.41	84.87	85.00	87.21
164	2006.05.31 00:00	delete	59	0.40	86.10	85.09	88.44
165	2006.05.31 00:00	delete	60	0.40	84.78	85.79	82.44
166	2006.05.31 00:00	buy stop	61	0.40	86.14	85.13	88.48
167	2006.05.31 00:00	sell stop	62	0.40	84.82	85.83	82.48
168	2006.05.31 13:18	s/l	49	0.41	85.00	85.00	87.21	89.72	7925.06
169	2006.05.31 13:30	sell	62	0.40	84.82	85.83	82.48
170	2006.05.31 13:30	delete	61	0.40	86.14	85.13	88.48
171	2006.06.01 00:00	buy stop	63	0.40	85.26	84.25	87.60
172	2006.06.01 00:00	sell stop	64	0.40	83.94	84.95	81.60
173	2006.06.01 14:47	modify	62	0.40	84.82	84.69	82.48
174	2006.06.01 21:39	sell	64	0.40	83.94	84.95	81.60
175	2006.06.01 21:39	delete	63	0.40	85.26	84.25	87.60
176	2006.06.02 00:00	buy stop	65	0.39	85.00	83.99	87.34
177	2006.06.02 00:00	sell stop	66	0.39	83.68	84.69	81.34
178	2006.06.02 13:52	sell	66	0.39	83.68	84.69	81.34
179	2006.06.02 13:52	delete	65	0.39	85.00	83.99	87.34
180	2006.06.02 14:02	modify	62	0.40	84.82	84.65	82.48
181	2006.06.02 14:02	modify	62	0.40	84.82	84.60	82.48
182	2006.06.04 22:01	buy stop	67	0.41	84.54	83.53	86.88
183	2006.06.04 22:01	sell stop	68	0.41	83.22	84.23	80.88
184	2006.06.05 00:00	delete	67	0.41	84.54	83.53	86.88
185	2006.06.05 00:00	delete	68	0.41	83.22	84.23	80.88
186	2006.06.05 00:00	buy stop	69	0.40	84.57	83.56	86.91
187	2006.06.05 00:00	sell stop	70	0.40	83.25	84.26	80.91
188	2006.06.05 12:40	modify	62	0.40	84.82	84.56	82.48
189	2006.06.06 00:00	delete	69	0.40	84.57	83.56	86.91
190	2006.06.06 00:00	delete	70	0.40	83.25	84.26	80.91
191	2006.06.06 00:00	buy stop	71	0.40	84.67	83.66	87.01
192	2006.06.06 00:00	sell stop	72	0.40	83.35	84.36	81.01
193	2006.06.07 00:00	delete	71	0.40	84.67	83.66	87.01
194	2006.06.07 00:00	delete	72	0.40	83.35	84.36	81.01
195	2006.06.07 00:00	buy stop	73	0.41	84.52	83.51	86.86
196	2006.06.07 00:00	sell stop	74	0.41	83.20	84.21	80.86
197	2006.06.08 00:00	delete	73	0.41	84.52	83.51	86.86
198	2006.06.08 00:00	delete	74	0.41	83.20	84.21	80.86
199	2006.06.08 00:00	buy stop	75	0.38	84.95	83.94	87.29
200	2006.06.08 00:00	sell stop	76	0.38	83.63	84.64	81.29
201	2006.06.08 01:31	s/l	62	0.40	84.56	84.56	82.48	29.90	7954.96
202	2006.06.08 01:31	modify	66	0.39	83.68	84.69	83.53
203	2006.06.08 02:58	s/l	66	0.39	84.69	84.69	83.53	-418.50	7536.46
204	2006.06.08 03:37	modify	64	0.40	83.94	84.95	83.79
205	2006.06.08 07:14	s/l	64	0.40	84.95	84.95	83.79	-436.21	7100.25
206	2006.06.08 07:14	buy	75	0.38	84.95	83.94	87.29
207	2006.06.08 07:14	delete	76	0.38	83.63	84.64	81.29
208	2006.06.09 00:00	buy stop	77	0.35	85.31	84.30	87.65
209	2006.06.09 00:00	sell stop	78	0.35	83.99	85.00	81.65
210	2006.06.09 10:08	buy	77	0.35	85.31	84.30	87.65
211	2006.06.09 10:08	delete	78	0.35	83.99	85.00	81.65
212	2006.06.11 22:01	buy stop	79	0.37	86.12	85.11	88.46
213	2006.06.11 22:01	sell stop	80	0.37	84.80	85.81	82.46
214	2006.06.12 00:00	delete	79	0.37	86.12	85.11	88.46
215	2006.06.12 00:00	delete	80	0.37	84.80	85.81	82.46
216	2006.06.12 00:00	buy stop	81	0.37	86.16	85.15	88.50
217	2006.06.12 00:00	sell stop	82	0.37	84.84	85.85	82.50
218	2006.06.12 09:40	modify	75	0.38	84.95	85.08	87.29
219	2006.06.12 22:46	s/l	75	0.38	85.08	85.08	87.29	57.60	7157.85
220	2006.06.13 00:00	delete	81	0.37	86.16	85.15	88.50
221	2006.06.13 00:00	delete	82	0.37	84.84	85.85	82.50
222	2006.06.13 00:00	buy stop	83	0.36	85.83	84.82	88.17
223	2006.06.13 00:00	sell stop	84	0.36	84.51	85.52	82.17
224	2006.06.14 00:00	delete	83	0.36	85.83	84.82	88.17
225	2006.06.14 00:00	delete	84	0.36	84.51	85.52	82.17
226	2006.06.14 00:00	buy stop	85	0.35	85.76	84.75	88.10
227	2006.06.14 00:00	sell stop	86	0.35	84.44	85.45	82.10
228	2006.06.15 00:00	delete	85	0.35	85.76	84.75	88.10
229	2006.06.15 00:00	delete	86	0.35	84.44	85.45	82.10
230	2006.06.15 00:00	buy stop	87	0.35	85.41	84.40	87.75
231	2006.06.15 00:00	sell stop	88	0.35	84.09	85.10	81.75
232	2006.06.16 00:00	delete	87	0.35	85.41	84.40	87.75
233	2006.06.16 00:00	delete	88	0.35	84.09	85.10	81.75
234	2006.06.16 00:00	buy stop	89	0.36	85.88	84.87	88.22
235	2006.06.16 00:00	sell stop	90	0.36	84.56	85.57	82.22
236	2006.06.18 22:01	delete	89	0.36	85.88	84.87	88.22
237	2006.06.18 22:01	delete	90	0.36	84.56	85.57	82.22
238	2006.06.18 22:01	buy stop	91	0.35	85.72	84.71	88.06
239	2006.06.18 22:01	sell stop	92	0.35	84.40	85.41	82.06
240	2006.06.19 00:00	delete	91	0.35	85.72	84.71	88.06
241	2006.06.19 00:00	delete	92	0.35	84.40	85.41	82.06
242	2006.06.19 00:00	buy stop	93	0.36	85.83	84.82	88.17
243	2006.06.19 00:00	sell stop	94	0.36	84.51	85.52	82.17
244	2006.06.20 00:00	delete	93	0.36	85.83	84.82	88.17
245	2006.06.20 00:00	delete	94	0.36	84.51	85.52	82.17
246	2006.06.20 00:00	buy stop	95	0.36	85.74	84.73	88.08
247	2006.06.20 00:00	sell stop	96	0.36	84.42	85.43	82.08
248	2006.06.21 00:00	delete	95	0.36	85.74	84.73	88.08
249	2006.06.21 00:00	delete	96	0.36	84.42	85.43	82.08
250	2006.06.21 00:00	buy stop	97	0.35	85.59	84.58	87.93
251	2006.06.21 00:00	sell stop	98	0.35	84.27	85.28	81.93
252	2006.06.21 12:07	modify	77	0.35	85.31	84.30	85.46
253	2006.06.22 00:00	delete	97	0.35	85.59	84.58	87.93
254	2006.06.22 00:00	delete	98	0.35	84.27	85.28	81.93
255	2006.06.22 00:00	buy stop	99	0.36	85.73	84.72	88.07
256	2006.06.22 00:00	sell stop	100	0.36	84.41	85.42	82.07
257	2006.06.23 00:00	delete	99	0.36	85.73	84.72	88.07
258	2006.06.23 00:00	delete	100	0.36	84.41	85.42	82.07
259	2006.06.23 00:00	buy stop	101	0.36	85.75	84.74	88.09
260	2006.06.23 00:00	sell stop	102	0.36	84.43	85.44	82.09
261	2006.06.25 22:01	delete	101	0.36	85.75	84.74	88.09
262	2006.06.25 22:01	delete	102	0.36	84.43	85.44	82.09
263	2006.06.25 22:01	buy stop	103	0.36	85.86	84.85	88.20
264	2006.06.25 22:01	sell stop	104	0.36	84.54	85.55	82.20
265	2006.06.26 00:00	delete	103	0.36	85.86	84.85	88.20
266	2006.06.26 00:00	delete	104	0.36	84.54	85.55	82.20
267	2006.06.26 00:00	buy stop	105	0.36	85.83	84.82	88.17
268	2006.06.26 00:00	sell stop	106	0.36	84.51	85.52	82.17
269	2006.06.26 01:44	modify	77	0.35	85.31	85.32	85.46
270	2006.06.26 01:44	s/l	77	0.35	85.32	85.32	85.46	73.98	7231.83
271	2006.06.27 00:00	delete	105	0.36	85.83	84.82	88.17
272	2006.06.27 00:00	delete	106	0.36	84.51	85.52	82.17
273	2006.06.27 00:00	buy stop	107	0.36	85.88	84.87	88.22
274	2006.06.27 00:00	sell stop	108	0.36	84.56	85.57	82.22
275	2006.06.28 00:00	delete	107	0.36	85.88	84.87	88.22
276	2006.06.28 00:00	delete	108	0.36	84.56	85.57	82.22
277	2006.06.28 00:00	buy stop	109	0.36	85.85	84.84	88.19
278	2006.06.28 00:00	sell stop	110	0.36	84.53	85.54	82.19
279	2006.06.29 00:00	delete	109	0.36	85.85	84.84	88.19
280	2006.06.29 00:00	delete	110	0.36	84.53	85.54	82.19
281	2006.06.29 00:00	buy stop	111	0.36	85.54	84.53	87.88
282	2006.06.29 00:00	sell stop	112	0.36	84.22	85.23	81.88
283	2006.06.30 00:00	delete	111	0.36	85.54	84.53	87.88
284	2006.06.30 00:00	delete	112	0.36	84.22	85.23	81.88
285	2006.06.30 00:00	buy stop	113	0.36	85.83	84.82	88.17
286	2006.06.30 00:00	sell stop	114	0.36	84.51	85.52	82.17
287	2006.07.02 22:01	delete	113	0.36	85.83	84.82	88.17
288	2006.07.02 22:01	delete	114	0.36	84.51	85.52	82.17
289	2006.07.02 22:01	buy stop	115	0.36	85.68	84.67	88.02
290	2006.07.02 22:01	sell stop	116	0.36	84.36	85.37	82.02
291	2006.07.03 00:00	delete	115	0.36	85.68	84.67	88.02
292	2006.07.03 00:00	delete	116	0.36	84.36	85.37	82.02
293	2006.07.03 00:00	buy stop	117	0.36	85.54	84.53	87.88
294	2006.07.03 00:00	sell stop	118	0.36	84.22	85.23	81.88
295	2006.07.03 09:48	buy	117	0.36	85.54	84.53	87.88
296	2006.07.03 09:48	delete	118	0.36	84.22	85.23	81.88
297	2006.07.04 00:00	buy stop	119	0.36	85.92	84.91	88.26
298	2006.07.04 00:00	sell stop	120	0.36	84.60	85.61	82.26
299	2006.07.05 00:00	delete	119	0.36	85.92	84.91	88.26
300	2006.07.05 00:00	delete	120	0.36	84.60	85.61	82.26
301	2006.07.05 00:00	buy stop	121	0.36	86.31	85.30	88.65
302	2006.07.05 00:00	sell stop	122	0.36	84.99	86.00	82.65
303	2006.07.06 00:00	delete	121	0.36	86.31	85.30	88.65
304	2006.07.06 00:00	delete	122	0.36	84.99	86.00	82.65
305	2006.07.06 00:00	buy stop	123	0.37	86.41	85.40	88.75
306	2006.07.06 00:00	sell stop	124	0.37	85.09	86.10	82.75
307	2006.07.07 00:00	delete	123	0.37	86.41	85.40	88.75
308	2006.07.07 00:00	delete	124	0.37	85.09	86.10	82.75
309	2006.07.07 00:00	buy stop	125	0.37	86.70	85.69	89.04
310	2006.07.07 00:00	sell stop	126	0.37	85.38	86.39	83.04
311	2006.07.09 22:01	delete	125	0.37	86.70	85.69	89.04
312	2006.07.09 22:01	delete	126	0.37	85.38	86.39	83.04
313	2006.07.09 22:01	buy stop	127	0.36	86.27	85.26	88.61
314	2006.07.09 22:01	sell stop	128	0.36	84.95	85.96	82.61
315	2006.07.10 00:00	delete	127	0.36	86.27	85.26	88.61
316	2006.07.10 00:00	delete	128	0.36	84.95	85.96	82.61
317	2006.07.10 00:00	buy stop	129	0.37	86.38	85.37	88.72
318	2006.07.10 00:00	sell stop	130	0.37	85.06	86.07	82.72
319	2006.07.11 00:00	delete	129	0.37	86.38	85.37	88.72
320	2006.07.11 00:00	delete	130	0.37	85.06	86.07	82.72
321	2006.07.11 00:00	buy stop	131	0.36	86.06	85.05	88.40
322	2006.07.11 00:00	sell stop	132	0.36	84.74	85.75	82.40
323	2006.07.11 11:38	buy	131	0.36	86.06	85.05	88.40
324	2006.07.11 11:38	delete	132	0.36	84.74	85.75	82.40
325	2006.07.12 00:00	buy stop	133	0.37	86.67	85.66	89.01
326	2006.07.12 00:00	sell stop	134	0.37	85.35	86.36	83.01
327	2006.07.12 05:37	modify	117	0.36	85.54	85.67	87.88
328	2006.07.12 08:13	buy	133	0.37	86.67	85.66	89.01
329	2006.07.12 08:13	delete	134	0.37	85.35	86.36	83.01
330	2006.07.12 10:00	modify	117	0.36	85.54	85.72	87.88
331	2006.07.12 11:18	modify	117	0.36	85.54	85.78	87.88
332	2006.07.12 11:21	modify	117	0.36	85.54	85.82	87.88
333	2006.07.12 11:21	modify	131	0.36	86.06	86.19	88.40
334	2006.07.12 12:09	modify	117	0.36	85.54	85.86	87.88
335	2006.07.12 12:20	modify	117	0.36	85.54	85.90	87.88
336	2006.07.12 12:27	modify	117	0.36	85.54	85.94	87.88
337	2006.07.12 12:27	modify	117	0.36	85.54	85.98	87.88
338	2006.07.12 12:31	modify	117	0.36	85.54	86.03	87.88
339	2006.07.12 12:31	modify	117	0.36	85.54	86.41	87.88
340	2006.07.13 00:00	buy stop	135	0.40	87.42	86.41	89.76
341	2006.07.13 00:00	sell stop	136	0.40	86.10	87.11	83.76
342	2006.07.13 04:41	modify	131	0.36	86.06	86.23	88.40
343	2006.07.13 04:57	modify	131	0.36	86.06	86.27	88.40
344	2006.07.13 04:58	modify	131	0.36	86.06	86.31	88.40
345	2006.07.13 05:08	modify	131	0.36	86.06	86.35	88.40
346	2006.07.13 05:10	buy	135	0.40	87.42	86.41	89.76
347	2006.07.13 05:10	delete	136	0.40	86.10	87.11	83.76
348	2006.07.14 00:00	buy stop	137	0.40	87.60	86.59	89.94
349	2006.07.14 00:00	sell stop	138	0.40	86.28	87.29	83.94
350	2006.07.14 12:07	modify	131	0.36	86.06	86.40	88.40
351	2006.07.14 12:21	modify	131	0.36	86.06	86.44	88.40
352	2006.07.14 12:21	modify	133	0.37	86.67	86.80	89.01
353	2006.07.14 12:24	modify	117	0.36	85.54	86.45	87.88
354	2006.07.14 12:33	modify	131	0.36	86.06	86.48	88.40
355	2006.07.14 12:59	modify	117	0.36	85.54	86.50	87.88
356	2006.07.14 13:02	modify	131	0.36	86.06	86.53	88.40
357	2006.07.14 13:04	buy	137	0.40	87.60	86.59	89.94
358	2006.07.14 13:04	modify	117	0.36	85.54	86.55	87.88
359	2006.07.14 13:04	modify	131	0.36	86.06	86.93	88.40
360	2006.07.14 13:04	delete	138	0.40	86.28	87.29	83.94
361	2006.07.14 13:13	modify	117	0.36	85.54	86.59	87.88
362	2006.07.14 13:52	modify	117	0.36	85.54	86.65	87.88
363	2006.07.14 14:00	modify	117	0.36	85.54	86.69	87.88
364	2006.07.14 14:29	modify	117	0.36	85.54	86.73	87.88
365	2006.07.14 15:51	modify	117	0.36	85.54	86.78	87.88
366	2006.07.14 15:55	modify	117	0.36	85.54	86.82	87.88
367	2006.07.16 22:01	buy stop	139	0.45	88.36	87.35	90.70
368	2006.07.16 22:01	sell stop	140	0.45	87.04	88.05	84.70
369	2006.07.17 00:00	delete	139	0.45	88.36	87.35	90.70
370	2006.07.17 00:00	delete	140	0.45	87.04	88.05	84.70
371	2006.07.17 00:01	buy stop	141	0.44	88.17	87.16	90.51
372	2006.07.17 00:01	sell stop	142	0.44	86.85	87.86	84.51
373	2006.07.17 07:56	modify	133	0.37	86.67	86.84	89.01
374	2006.07.17 14:11	modify	117	0.36	85.54	86.86	87.88
375	2006.07.17 14:12	modify	133	0.37	86.67	86.88	89.01
376	2006.07.17 14:16	t/p	117	0.36	87.88	86.86	87.88	875.86	8107.69
377	2006.07.17 14:17	modify	133	0.37	86.67	86.92	89.01
378	2006.07.18 00:00	delete	141	0.44	88.17	87.16	90.51
379	2006.07.18 00:00	delete	142	0.44	86.85	87.86	84.51
380	2006.07.18 00:00	buy stop	143	0.44	88.10	87.09	90.44
381	2006.07.18 00:00	sell stop	144	0.44	86.78	87.79	84.44
382	2006.07.18 09:46	modify	133	0.37	86.67	86.96	89.01
383	2006.07.18 09:46	modify	131	0.36	86.06	86.99	88.40
384	2006.07.18 09:47	modify	133	0.37	86.67	87.02	89.01
385	2006.07.18 09:57	modify	131	0.36	86.06	87.03	88.40
386	2006.07.18 09:58	buy	143	0.44	88.10	87.09	90.44
387	2006.07.18 09:58	delete	144	0.44	86.78	87.79	84.44
388	2006.07.18 09:59	modify	131	0.36	86.06	87.07	88.40
389	2006.07.18 09:59	modify	133	0.37	86.67	87.07	89.01
390	2006.07.18 09:59	modify	131	0.36	86.06	87.11	88.40
391	2006.07.18 09:59	modify	133	0.37	86.67	87.11	89.01
392	2006.07.19 00:00	buy stop	145	0.45	88.32	87.31	90.66
393	2006.07.19 00:00	sell stop	146	0.45	87.00	88.01	84.66
394	2006.07.19 14:01	modify	143	0.44	88.10</