Strategy Tester: GridBoxer_1.0.4

Strategy Tester Report

GridBoxer_1.0.4_USDJPY

InterbankFX-Demo Accounts (Build 216)

Symbol		USDJPY (US Dollar vs Japanese Yen)
Period		Daily (D1) 2006.04.24 00:00 - 2008.04.23 00:00 (2006.04.24 - 2008.04.24)
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=10; TakeProfit=517; StopLoss=200; 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=true; mid_TP_ratio=0.6; mid_TP_target=0.21;

Bars in test	1623	Ticks modelled	3784922	Modelling quality	90.00%
Mismatched charts errors	40

Initial deposit	10000.00
Total net profit	2619053.60	Gross profit	4632123.89	Gross loss	-2013070.29
Profit factor	2.30	Expected payoff	8908.35
Absolute drawdown	4323.51	Maximal drawdown	1109380.27 (34.11%)	Relative drawdown	80.96% (24139.93)

Total trades	294	Short positions (won %)	154 (42.21%)	Long positions (won %)	140 (58.57%)
		Profit trades (% of total)	147 (50.00%)	Loss trades (% of total)	147 (50.00%)
Largest		profit trade	396879.92	loss trade	-150983.30
Average		profit trade	31511.05	loss trade	-13694.36
Maximum		consecutive wins (profit in money)	13 (6936.23)	consecutive losses (loss in money)	23 (-21890.96)
Maximal		consecutive profit (count of wins)	963254.56 (5)	consecutive loss (count of losses)	-299295.82 (2)
Average		consecutive wins	3	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2006.05.30 00:00	buy stop	1	0.50	112.78	110.78	117.95
2	2006.05.30 00:00	sell stop	2	0.50	112.55	114.55	107.38
3	2006.05.30 00:08	buy	1	0.50	112.78	110.78	117.95
4	2006.05.30 00:08	delete	2	0.50	112.55	114.55	107.38
5	2006.05.31 00:00	buy stop	3	0.49	112.34	110.34	117.51
6	2006.05.31 00:00	sell stop	4	0.49	112.11	114.11	106.94
7	2006.05.31 00:02	buy	3	0.49	112.34	110.34	117.51
8	2006.05.31 00:02	delete	4	0.49	112.11	114.11	106.94
9	2006.06.01 00:00	buy stop	5	0.50	112.63	110.63	117.80
10	2006.06.01 00:00	sell stop	6	0.50	112.40	114.40	107.23
11	2006.06.01 00:03	buy	5	0.50	112.63	110.63	117.80
12	2006.06.01 00:03	delete	6	0.50	112.40	114.40	107.23
13	2006.06.02 00:00	buy stop	7	0.50	112.64	110.64	117.81
14	2006.06.02 00:00	sell stop	8	0.50	112.41	114.41	107.24
15	2006.06.02 00:06	sell	8	0.50	112.41	114.41	107.24
16	2006.06.02 00:06	delete	7	0.50	112.64	110.64	117.81
17	2006.06.04 22:05	buy stop	9	0.46	111.79	109.79	116.96
18	2006.06.04 22:05	sell stop	10	0.46	111.56	113.56	106.39
19	2006.06.05 00:00	delete	9	0.46	111.79	109.79	116.96
20	2006.06.05 00:00	delete	10	0.46	111.56	113.56	106.39
21	2006.06.05 00:00	buy stop	11	0.46	111.83	109.83	117.00
22	2006.06.05 00:00	sell stop	12	0.46	111.60	113.60	106.43
23	2006.06.05 00:46	buy	11	0.46	111.83	109.83	117.00
24	2006.06.05 00:46	delete	12	0.46	111.60	113.60	106.43
25	2006.06.06 00:00	buy stop	13	0.49	112.41	110.41	117.58
26	2006.06.06 00:00	sell stop	14	0.49	112.18	114.18	107.01
27	2006.06.06 00:15	sell	14	0.49	112.18	114.18	107.01
28	2006.06.06 00:15	delete	13	0.49	112.41	110.41	117.58
29	2006.06.07 00:00	buy stop	15	0.53	113.29	111.29	118.46
30	2006.06.07 00:00	sell stop	16	0.53	113.06	115.06	107.89
31	2006.06.07 00:08	sell	16	0.53	113.06	115.06	107.89
32	2006.06.07 00:08	delete	15	0.53	113.29	111.29	118.46
33	2006.06.08 00:00	buy stop	17	0.53	113.55	111.55	118.72
34	2006.06.08 00:00	sell stop	18	0.53	113.32	115.32	108.15
35	2006.06.08 00:06	buy	17	0.53	113.55	111.55	118.72
36	2006.06.08 00:06	delete	18	0.53	113.32	115.32	108.15
37	2006.06.08 01:28	modify	14	0.49	112.18	114.18	112.07
38	2006.06.08 05:45	modify	14	0.49	112.18	114.18	113.66
39	2006.06.08 06:04	t/p	14	0.49	113.66	114.18	113.66	-657.05	9342.95
40	2006.06.08 07:23	modify	8	0.50	112.41	114.41	112.30
41	2006.06.08 07:23	modify	8	0.50	112.41	114.41	113.89
42	2006.06.08 07:23	t/p	8	0.50	113.89	114.41	113.89	-678.96	8663.99
43	2006.06.08 07:44	modify	11	0.46	111.83	112.00	117.00
44	2006.06.08 12:32	modify	3	0.49	112.34	112.51	117.51
45	2006.06.08 12:34	modify	16	0.53	113.06	115.06	112.95
46	2006.06.08 12:34	modify	16	0.53	113.06	115.06	114.54
47	2006.06.08 12:39	t/p	16	0.53	114.54	115.06	114.54	-700.31	7963.67
48	2006.06.13 12:32	modify	5	0.50	112.63	112.80	117.80
49	2006.06.13 14:09	modify	1	0.50	112.78	112.95	117.95
50	2006.06.13 14:09	modify	11	0.46	111.83	112.92	117.00
51	2006.06.13 17:20	modify	3	0.49	112.34	113.43	117.51
52	2006.06.19 01:08	modify	17	0.53	113.55	113.72	118.72
53	2006.06.19 01:08	modify	5	0.50	112.63	113.72	117.80
54	2006.06.22 13:28	modify	1	0.50	112.78	113.87	117.95
55	2006.06.27 10:21	modify	11	0.46	111.83	112.99	117.00
56	2006.06.27 10:21	modify	17	0.53	113.55	114.64	118.72
57	2006.06.27 10:21	modify	11	0.46	111.83	113.03	117.00
58	2006.06.30 05:47	s/l	17	0.53	114.64	114.64	118.72	579.76	8543.43
59	2006.07.07 10:14	buy stop	19	0.64	114.72	112.72	119.89
60	2006.07.07 10:14	sell stop	20	0.64	114.49	116.49	109.32
61	2006.07.07 10:21	buy	19	0.64	114.72	112.72	119.89
62	2006.07.07 10:21	delete	20	0.64	114.49	116.49	109.32
63	2006.07.07 12:44	s/l	1	0.50	113.87	113.87	117.95	608.70	9152.13
64	2006.07.09 22:01	buy stop	21	0.55	114.01	112.01	119.18
65	2006.07.09 22:01	sell stop	22	0.55	113.78	115.78	108.61
66	2006.07.09 22:46	buy	21	0.55	114.01	112.01	119.18
67	2006.07.09 22:46	delete	22	0.55	113.78	115.78	108.61
68	2006.07.10 00:00	buy stop	23	0.56	114.10	112.10	119.27
69	2006.07.10 00:00	sell stop	24	0.56	113.87	115.87	108.70
70	2006.07.10 00:09	sell	24	0.56	113.87	115.87	108.70
71	2006.07.10 00:09	delete	23	0.56	114.10	112.10	119.27
72	2006.07.10 03:11	s/l	5	0.50	113.72	113.72	117.80	599.50	9751.63
73	2006.07.11 00:00	buy stop	25	0.58	114.46	112.46	119.63
74	2006.07.11 00:00	sell stop	26	0.58	114.23	116.23	109.06
75	2006.07.11 00:16	sell	26	0.58	114.23	116.23	109.06
76	2006.07.11 00:16	delete	25	0.58	114.46	112.46	119.63
77	2006.07.12 00:00	buy stop	27	0.57	114.38	112.38	119.55
78	2006.07.12 00:00	sell stop	28	0.57	114.15	116.15	108.98
79	2006.07.12 01:26	buy	27	0.57	114.38	112.38	119.55
80	2006.07.12 01:26	delete	28	0.57	114.15	116.15	108.98
81	2006.07.12 12:32	modify	24	0.56	113.87	115.87	113.76
82	2006.07.12 12:32	modify	24	0.56	113.87	115.87	115.35
83	2006.07.12 12:34	t/p	24	0.56	115.35	115.87	115.35	-729.37	9022.26
84	2006.07.13 00:00	buy stop	29	0.64	115.46	113.46	120.63
85	2006.07.13 00:00	sell stop	30	0.64	115.23	117.23	110.06
86	2006.07.13 00:15	buy	29	0.64	115.46	113.46	120.63
87	2006.07.13 00:15	delete	30	0.64	115.23	117.23	110.06
88	2006.07.14 00:00	buy stop	31	0.65	115.54	113.54	120.71
89	2006.07.14 00:00	sell stop	32	0.65	115.31	117.31	110.14
90	2006.07.14 00:49	buy	31	0.65	115.54	113.54	120.71
91	2006.07.14 00:49	delete	32	0.65	115.31	117.31	110.14
92	2006.07.14 01:22	modify	26	0.58	114.23	116.23	114.12
93	2006.07.14 01:22	modify	26	0.58	114.23	116.23	115.71
94	2006.07.14 01:31	t/p	26	0.58	115.71	116.23	115.71	-770.12	8252.14
95	2006.07.14 06:25	modify	21	0.55	114.01	114.18	119.18
96	2006.07.16 22:01	buy stop	33	0.80	116.51	114.51	121.68
97	2006.07.16 22:01	sell stop	34	0.80	116.28	118.28	111.11
98	2006.07.16 22:25	sell	34	0.80	116.28	118.28	111.11
99	2006.07.16 22:25	delete	33	0.80	116.51	114.51	121.68
100	2006.07.17 00:00	buy stop	35	0.79	116.43	114.43	121.60
101	2006.07.17 00:00	sell stop	36	0.79	116.20	118.20	111.03
102	2006.07.17 00:33	sell	36	0.79	116.20	118.20	111.03
103	2006.07.17 00:33	delete	35	0.79	116.43	114.43	121.60
104	2006.07.17 07:56	modify	27	0.57	114.38	114.55	119.55
105	2006.07.17 08:25	modify	11	0.46	111.83	113.08	117.00
106	2006.07.17 08:39	modify	11	0.46	111.83	113.15	117.00
107	2006.07.17 08:39	modify	11	0.46	111.83	113.19	117.00
108	2006.07.17 08:41	modify	11	0.46	111.83	113.23	117.00
109	2006.07.17 08:41	modify	19	0.64	114.72	114.89	119.89
110	2006.07.17 09:30	modify	11	0.46	111.83	113.27	117.00
111	2006.07.17 09:50	modify	11	0.46	111.83	113.31	117.00
112	2006.07.17 09:52	t/p	11	0.46	117.00	113.31	117.00	2158.23	10410.37
113	2006.07.17 10:03	modify	3	0.49	112.34	113.47	117.51
114	2006.07.17 10:03	modify	21	0.55	114.01	115.10	119.18
115	2006.07.17 10:03	modify	3	0.49	112.34	113.52	117.51
116	2006.07.17 13:18	modify	3	0.49	112.34	113.56	117.51
117	2006.07.17 13:29	modify	3	0.49	112.34	113.62	117.51
118	2006.07.18 14:39	modify	3	0.49	112.34	113.66	117.51
119	2006.07.18 14:47	modify	3	0.49	112.34	113.71	117.51
120	2006.07.18 14:48	modify	3	0.49	112.34	113.75	117.51
121	2006.07.18 14:51	modify	3	0.49	112.34	113.79	117.51
122	2006.07.18 15:57	modify	27	0.57	114.38	115.47	119.55
123	2006.07.18 15:59	modify	3	0.49	112.34	113.83	117.51
124	2006.07.18 16:26	t/p	3	0.49	117.51	113.83	117.51	2308.70	12719.07
125	2006.07.19 09:59	modify	29	0.64	115.46	115.63	120.63
126	2006.07.19 10:30	modify	31	0.65	115.54	115.71	120.71
127	2006.07.19 12:31	modify	36	0.79	116.20	118.20	116.09
128	2006.07.19 12:31	modify	36	0.79	116.20	118.20	117.68
129	2006.07.19 12:32	t/p	36	0.79	117.68	118.20	117.68	-1008.87	11710.20
130	2006.07.19 12:36	modify	19	0.64	114.72	115.81	119.89
131	2006.07.19 12:37	modify	34	0.80	116.28	118.28	116.17
132	2006.07.19 12:37	modify	34	0.80	116.28	118.28	117.76
133	2006.07.19 12:43	t/p	34	0.80	117.76	118.28	117.76	-1028.71	10681.49
134	2006.07.27 08:49	s/l	19	0.64	115.81	115.81	119.89	685.57	11367.06
135	2006.07.27 08:53	s/l	31	0.65	115.71	115.71	120.71	150.43	11517.49
136	2006.07.27 09:11	s/l	29	0.64	115.63	115.63	120.63	152.35	11669.84
137	2006.07.27 10:37	s/l	27	0.57	115.47	115.47	119.55	601.04	12270.88
138	2006.07.28 12:36	s/l	21	0.55	115.10	115.10	119.18	596.07	12866.95
139	2006.08.02 00:00	buy stop	37	0.64	114.54	112.54	119.71
140	2006.08.02 00:00	sell stop	38	0.64	114.31	116.31	109.14
141	2006.08.02 00:21	buy	37	0.64	114.54	112.54	119.71
142	2006.08.02 00:21	delete	38	0.64	114.31	116.31	109.14
143	2006.08.03 00:00	buy stop	39	0.65	114.72	112.72	119.89
144	2006.08.03 00:00	sell stop	40	0.65	114.49	116.49	109.32
145	2006.08.03 00:23	buy	39	0.65	114.72	112.72	119.89
146	2006.08.03 00:23	delete	40	0.65	114.49	116.49	109.32
147	2006.08.04 00:00	buy stop	41	0.68	115.31	113.31	120.48
148	2006.08.04 00:00	sell stop	42	0.68	115.08	117.08	109.91
149	2006.08.04 01:07	sell	42	0.68	115.08	117.08	109.91
150	2006.08.04 01:07	delete	41	0.68	115.31	113.31	120.48
151	2006.08.06 22:01	buy stop	43	0.65	114.36	112.36	119.53
152	2006.08.06 22:01	sell stop	44	0.65	114.13	116.13	108.96
153	2006.08.07 00:00	delete	43	0.65	114.36	112.36	119.53
154	2006.08.07 00:00	delete	44	0.65	114.13	116.13	108.96
155	2006.08.07 00:00	buy stop	45	0.65	114.37	112.37	119.54
156	2006.08.07 00:00	sell stop	46	0.65	114.14	116.14	108.97
157	2006.08.07 00:09	buy	45	0.65	114.37	112.37	119.54
158	2006.08.07 00:09	delete	46	0.65	114.14	116.14	108.97
159	2006.08.08 00:00	buy stop	47	0.69	115.22	113.22	120.39
160	2006.08.08 00:00	sell stop	48	0.69	114.99	116.99	109.82
161	2006.08.08 00:38	sell	48	0.69	114.99	116.99	109.82
162	2006.08.08 00:38	delete	47	0.69	115.22	113.22	120.39
163	2006.08.09 00:00	buy stop	49	0.70	115.70	113.70	120.87
164	2006.08.09 00:00	sell stop	50	0.70	115.47	117.47	110.30
165	2006.08.09 00:25	buy	49	0.70	115.70	113.70	120.87
166	2006.08.09 00:25	delete	50	0.70	115.47	117.47	110.30
167	2006.08.10 00:00	buy stop	51	0.68	115.52	113.52	120.69
168	2006.08.10 00:00	sell stop	52	0.68	115.29	117.29	110.12
169	2006.08.10 00:31	sell	52	0.68	115.29	117.29	110.12
170	2006.08.10 00:31	delete	51	0.68	115.52	113.52	120.69
171	2006.08.11 00:00	buy stop	53	0.68	115.53	113.53	120.70
172	2006.08.11 00:00	sell stop	54	0.68	115.30	117.30	110.13
173	2006.08.11 00:06	sell	54	0.68	115.30	117.30	110.13
174	2006.08.11 00:06	delete	53	0.68	115.53	113.53	120.70
175	2006.08.13 22:01	buy stop	55	0.67	116.50	114.50	121.67
176	2006.08.13 22:01	sell stop	56	0.67	116.27	118.27	111.10
177	2006.08.13 22:50	sell	56	0.67	116.27	118.27	111.10
178	2006.08.13 22:50	delete	55	0.67	116.50	114.50	121.67
179	2006.08.14 00:00	buy stop	57	0.67	116.37	114.37	121.54
180	2006.08.14 00:00	sell stop	58	0.67	116.14	118.14	110.97
181	2006.08.14 01:18	buy	57	0.67	116.37	114.37	121.54
182	2006.08.14 01:18	delete	58	0.67	116.14	118.14	110.97
183	2006.08.14 07:23	modify	48	0.69	114.99	116.99	114.88
184	2006.08.14 07:24	modify	45	0.65	114.37	114.54	119.54
185	2006.08.14 07:25	modify	48	0.69	114.99	116.99	116.47
186	2006.08.14 07:27	modify	42	0.68	115.08	117.08	114.97
187	2006.08.14 07:27	modify	42	0.68	115.08	117.08	116.56
188	2006.08.14 07:36	t/p	42	0.68	116.56	117.08	116.56	-916.19	11950.76
189	2006.08.14 08:13	t/p	48	0.69	116.47	116.99	116.47	-916.95	11033.81
190	2006.08.14 18:48	modify	37	0.64	114.54	114.71	119.71
191	2006.08.20 22:01	buy stop	59	0.63	115.89	113.89	121.06
192	2006.08.20 22:01	sell stop	60	0.63	115.66	117.66	110.49
193	2006.08.20 22:51	sell	60	0.63	115.66	117.66	110.49
194	2006.08.20 22:51	delete	59	0.63	115.89	113.89	121.06
195	2006.08.21 00:00	buy stop	61	0.62	115.88	113.88	121.05
196	2006.08.21 00:00	sell stop	62	0.62	115.65	117.65	110.48
197	2006.08.21 00:40	buy	61	0.62	115.88	113.88	121.05
198	2006.08.21 00:40	delete	62	0.62	115.65	117.65	110.48
199	2006.08.22 00:00	buy stop	63	0.64	116.19	114.19	121.36
200	2006.08.22 00:00	sell stop	64	0.64	115.96	117.96	110.79
201	2006.08.22 00:32	buy	63	0.64	116.19	114.19	121.36
202	2006.08.22 00:32	delete	64	0.64	115.96	117.96	110.79
203	2006.08.22 18:00	modify	52	0.68	115.29	117.29	115.18
204	2006.08.22 18:00	modify	54	0.68	115.30	117.30	115.19
205	2006.08.23 00:00	buy stop	65	0.67	116.60	114.60	121.77
206	2006.08.23 00:00	sell stop	66	0.67	116.37	118.37	111.20
207	2006.08.23 00:11	sell	66	0.67	116.37	118.37	111.20
208	2006.08.23 00:11	delete	65	0.67	116.60	114.60	121.77
209	2006.08.24 00:00	buy stop	67	0.66	116.53	114.53	121.70
210	2006.08.24 00:00	sell stop	68	0.66	116.30	118.30	111.13
211	2006.08.24 01:03	buy	67	0.66	116.53	114.53	121.70
212	2006.08.24 01:03	delete	68	0.66	116.30	118.30	111.13
213	2006.08.25 00:00	buy stop	69	0.68	116.81	114.81	121.98
214	2006.08.25 00:00	sell stop	70	0.68	116.58	118.58	111.41
215	2006.08.25 01:04	sell	70	0.68	116.58	118.58	111.41
216	2006.08.25 01:04	delete	69	0.68	116.81	114.81	121.98
217	2006.08.25 05:43	modify	52	0.68	115.29	117.29	116.77
218	2006.08.25 05:43	modify	54	0.68	115.30	117.30	116.78
219	2006.08.25 05:50	modify	39	0.65	114.72	114.89	119.89
220	2006.08.25 06:31	modify	60	0.63	115.66	117.66	115.55
221	2006.08.25 06:34	modify	60	0.63	115.66	117.66	117.14
222	2006.08.25 06:41	s/l	52	0.68	117.29	117.29	116.77	-1258.36	9775.45
223	2006.08.25 06:41	s/l	54	0.68	117.30	117.30	116.78	-1251.76	8523.69
224	2006.08.25 06:50	t/p	60	0.63	117.14	117.66	117.14	-838.75	7684.94
225	2006.08.31 00:00	buy stop	71	0.70	117.31	115.31	122.48
226	2006.08.31 00:00	sell stop	72	0.70	117.08	119.08	111.91
227	2006.08.31 00:03	buy	71	0.70	117.31	115.31	122.48
228	2006.08.31 00:03	delete	72	0.70	117.08	119.08	111.91
229	2006.08.31 05:08	modify	45	0.65	114.37	115.46	119.54
230	2006.09.01 00:00	buy stop	73	0.73	117.52	115.52	122.69
231	2006.09.01 00:00	sell stop	74	0.73	117.29	119.29	112.12
232	2006.09.01 00:18	buy	73	0.73	117.52	115.52	122.69
233	2006.09.01 00:18	delete	74	0.73	117.29	119.29	112.12
234	2006.09.03 22:01	buy stop	75	0.64	117.08	115.08	122.25
235	2006.09.03 22:01	sell stop	76	0.64	116.85	118.85	111.68
236	2006.09.03 22:16	buy	75	0.64	117.08	115.08	122.25
237	2006.09.03 22:16	delete	76	0.64	116.85	118.85	111.68
238	2006.09.04 00:00	buy stop	77	0.63	117.01	115.01	122.18
239	2006.09.04 00:00	sell stop	78	0.63	116.78	118.78	111.61
240	2006.09.04 01:06	sell	78	0.63	116.78	118.78	111.61
241	2006.09.04 01:06	delete	77	0.63	117.01	115.01	122.18
242	2006.09.04 13:11	modify	73	0.73	117.52	115.52	117.63
243	2006.09.04 13:17	modify	73	0.73	117.52	115.52	116.04
244	2006.09.04 15:08	t/p	73	0.73	116.04	115.52	116.04	-926.31	6758.63
245	2006.09.05 00:00	buy stop	79	0.46	116.21	114.21	121.38
246	2006.09.05 00:00	sell stop	80	0.46	115.98	117.98	110.81
247	2006.09.05 00:11	sell	80	0.46	115.98	117.98	110.81
248	2006.09.05 00:11	delete	79	0.46	116.21	114.21	121.38
249	2006.09.05 07:06	modify	71	0.70	117.31	115.31	117.42
250	2006.09.05 07:06	modify	71	0.70	117.31	115.31	115.83
251	2006.09.05 09:18	t/p	71	0.70	115.83	115.31	115.83	-880.76	5877.87
252	2006.09.06 00:00	buy stop	81	0.45	116.18	114.18	121.35
253	2006.09.06 00:00	sell stop	82	0.45	115.95	117.95	110.78
254	2006.09.06 00:35	buy	81	0.45	116.18	114.18	121.35
255	2006.09.06 00:35	delete	82	0.45	115.95	117.95	110.78
256	2006.09.07 00:00	buy stop	83	0.53	116.75	114.75	121.92
257	2006.09.07 00:00	sell stop	84	0.53	116.52	118.52	111.35
258	2006.09.07 00:20	buy	83	0.53	116.75	114.75	121.92
259	2006.09.07 00:20	delete	84	0.53	116.52	118.52	111.35
260	2006.09.08 00:00	buy stop	85	0.48	116.47	114.47	121.64
261	2006.09.08 00:00	sell stop	86	0.48	116.24	118.24	111.07
262	2006.09.08 00:32	buy	85	0.48	116.47	114.47	121.64
263	2006.09.08 00:32	delete	86	0.48	116.24	118.24	111.07
264	2006.09.10 22:01	buy stop	87	0.59	117.08	115.08	122.25
265	2006.09.10 22:01	sell stop	88	0.59	116.85	118.85	111.68
266	2006.09.10 22:18	buy	87	0.59	117.08	115.08	122.25
267	2006.09.10 22:18	delete	88	0.59	116.85	118.85	111.68
268	2006.09.11 00:00	buy stop	89	0.54	116.86	114.86	122.03
269	2006.09.11 00:00	sell stop	90	0.54	116.63	118.63	111.46
270	2006.09.11 00:03	buy	89	0.54	116.86	114.86	122.03
271	2006.09.11 00:03	delete	90	0.54	116.63	118.63	111.46
272	2006.09.11 14:27	modify	80	0.46	115.98	117.98	115.87
273	2006.09.11 14:27	modify	80	0.46	115.98	117.98	117.46
274	2006.09.11 14:28	modify	37	0.64	114.54	115.63	119.71
275	2006.09.12 00:00	buy stop	91	0.73	117.71	115.71	122.88
276	2006.09.12 00:00	sell stop	92	0.73	117.48	119.48	112.31
277	2006.09.12 00:09	sell	92	0.73	117.48	119.48	112.31
278	2006.09.12 00:09	delete	91	0.73	117.71	115.71	122.88
279	2006.09.12 00:16	t/p	80	0.46	117.46	117.98	117.46	-610.83	5267.03
280	2006.09.12 14:14	modify	39	0.65	114.72	115.81	119.89
281	2006.09.12 14:14	modify	56	0.67	116.27	118.27	116.16
282	2006.09.12 15:37	modify	56	0.67	116.27	118.27	117.75
283	2006.09.12 16:25	modify	49	0.70	115.70	115.87	120.87
284	2006.09.12 16:28	modify	66	0.67	116.37	118.37	116.26
285	2006.09.12 16:28	modify	66	0.67	116.37	118.37	117.85
286	2006.09.12 18:04	modify	61	0.62	115.88	116.05	121.05
287	2006.09.12 18:09	modify	70	0.68	116.58	118.58	116.47
288	2006.09.12 18:09	modify	70	0.68	116.58	118.58	118.06
289	2006.09.12 18:12	t/p	70	0.68	118.06	118.58	118.06	-958.20	4308.84
290	2006.09.12 21:23	t/p	66	0.67	117.85	118.37	117.85	-971.53	3337.31
291	2006.09.12 23:09	t/p	56	0.67	117.75	118.27	117.75	-1037.09	2300.22
292	2006.09.13 00:00	buy stop	93	0.80	118.01	116.01	123.18
293	2006.09.13 00:00	sell stop	94	0.80	117.78	119.78	112.61
294	2006.09.13 00:28	sell	94	0.80	117.78	119.78	112.61
295	2006.09.13 00:28	delete	93	0.80	118.01	116.01	123.18
296	2006.09.14 00:00	buy stop	95	0.68	117.58	115.58	122.75
297	2006.09.14 00:00	sell stop	96	0.68	117.35	119.35	112.18
298	2006.09.14 00:29	buy	95	0.68	117.58	115.58	122.75
299	2006.09.14 00:29	delete	96	0.68	117.35	119.35	112.18
300	2006.09.15 00:00	buy stop	97	0.75	117.81	115.81	122.98
301	2006.09.15 00:00	sell stop	98	0.75	117.58	119.58	112.41
302	2006.09.15 00:08	buy	97	0.75	117.81	115.81	122.98
303	2006.09.15 00:08	delete	98	0.75	117.58	119.58	112.41
304	2006.09.17 22:01	buy stop	99	0.68	117.60	115.60	122.77
305	2006.09.17 22:01	sell stop	100	0.68	117.37	119.37	112.20
306	2006.09.17 22:10	buy	99	0.68	117.60	115.60	122.77
307	2006.09.17 22:10	delete	100	0.68	117.37	119.37	112.20
308	2006.09.18 00:00	buy stop	101	0.90	118.25	116.25	123.42
309	2006.09.18 00:00	sell stop	102	0.90	118.02	120.02	112.85
310	2006.09.18 00:01	sell	102	0.90	118.02	120.02	112.85
311	2006.09.18 00:01	delete	101	0.90	118.25	116.25	123.42
312	2006.09.19 10:10	buy stop	103	0.70	117.62	115.62	122.79
313	2006.09.19 10:10	sell stop	104	0.70	117.39	119.39	112.22
314	2006.09.19 10:23	buy	103	0.70	117.62	115.62	122.79
315	2006.09.19 10:23	delete	104	0.70	117.39	119.39	112.22
316	2006.09.20 00:00	buy stop	105	0.73	117.70	115.70	122.87
317	2006.09.20 00:00	sell stop	106	0.73	117.47	119.47	112.30
318	2006.09.20 00:53	sell	106	0.73	117.47	119.47	112.30
319	2006.09.20 00:53	delete	105	0.73	117.70	115.70	122.87
320	2006.09.21 00:00	buy stop	107	0.65	117.44	115.44	122.61
321	2006.09.21 00:00	sell stop	108	0.65	117.21	119.21	112.04
322	2006.09.21 00:33	sell	108	0.65	117.21	119.21	112.04
323	2006.09.21 00:33	delete	107	0.65	117.44	115.44	122.61
324	2006.09.21 19:22	modify	97	0.75	117.81	115.81	117.92
325	2006.09.22 00:00	buy stop	109	0.37	116.49	114.49	121.66
326	2006.09.22 00:00	sell stop	110	0.37	116.26	118.26	111.09
327	2006.09.22 00:12	sell	110	0.37	116.26	118.26	111.09
328	2006.09.22 00:12	delete	109	0.37	116.49	114.49	121.66
329	2006.09.22 00:17	modify	97	0.75	117.81	115.81	116.33
330	2006.09.22 00:55	t/p	97	0.75	116.33	115.81	116.33	-920.05	1380.16
331	2006.09.24 22:01	buy stop	111	0.39	116.59	114.59	121.76
332	2006.09.24 22:01	sell stop	112	0.39	116.36	118.36	111.19
333	2006.09.24 22:45	buy	111	0.39	116.59	114.59	121.76
334	2006.09.24 22:45	delete	112	0.39	116.36	118.36	111.19
335	2006.09.25 00:00	buy stop	113	0.42	116.68	114.68	121.85
336	2006.09.25 00:00	sell stop	114	0.42	116.45	118.45	111.28
337	2006.09.25 00:13	buy	113	0.42	116.68	114.68	121.85
338	2006.09.25 00:13	delete	114	0.42	116.45	118.45	111.28
339	2006.09.26 00:00	buy stop	115	0.37	116.52	114.52	121.69
340	2006.09.26 00:00	sell stop	116	0.37	116.29	118.29	111.12
341	2006.09.26 01:04	sell	116	0.37	116.29	118.29	111.12
342	2006.09.26 01:04	delete	115	0.37	116.52	114.52	121.69
343	2006.09.27 00:00	buy stop	117	0.54	117.17	115.17	122.34
344	2006.09.27 00:00	sell stop	118	0.54	116.94	118.94	111.77
345	2006.09.27 01:05	sell	118	0.54	116.94	118.94	111.77
346	2006.09.27 01:05	delete	117	0.54	117.17	115.17	122.34
347	2006.09.28 00:00	buy stop	119	0.64	117.58	115.58	122.75
348	2006.09.28 00:00	sell stop	120	0.64	117.35	119.35	112.18
349	2006.09.28 00:34	sell	120	0.64	117.35	119.35	112.18
350	2006.09.28 00:34	delete	119	0.64	117.58	115.58	122.75
351	2006.09.28 12:37	modify	110	0.37	116.26	118.26	116.15
352	2006.09.28 13:22	modify	110	0.37	116.26	118.26	117.74
353	2006.09.28 13:46	t/p	110	0.37	117.74	118.26	117.74	-486.62	893.54
354	2006.09.28 14:22	modify	116	0.37	116.29	118.29	116.18
355	2006.09.28 14:23	modify	116	0.37	116.29	118.29	117.77
356	2006.09.28 18:37	t/p	116	0.37	117.77	118.29	117.77	-479.33	414.21
357	2006.09.29 00:00	buy stop	121	0.70	117.89	115.89	123.06
358	2006.09.29 00:00	sell stop	122	0.70	117.66	119.66	112.49
359	2006.09.29 00:09	buy	121	0.70	117.89	115.89	123.06
360	2006.09.29 00:09	delete	122	0.70	117.66	119.66	112.49
361	2006.10.01 22:01	buy stop	123	0.79	118.24	116.24	123.41
362	2006.10.01 22:01	sell stop	124	0.79	118.01	120.01	112.84
363	2006.10.01 23:50	sell	124	0.79	118.01	120.01	112.84
364	2006.10.01 23:50	delete	123	0.79	118.24	116.24	123.41
365	2006.10.02 00:00	buy stop	125	0.76	118.15	116.15	123.32
366	2006.10.02 00:00	sell stop	126	0.76	117.92	119.92	112.75
367	2006.10.02 00:01	buy	125	0.76	118.15	116.15	123.32
368	2006.10.02 00:01	delete	126	0.76	117.92	119.92	112.75
369	2006.10.02 01:25	modify	78	0.63	116.78	118.78	116.67
370	2006.10.02 01:32	modify	78	0.63	116.78	118.78	118.26
371	2006.10.02 01:32	modify	81	0.45	116.18	116.35	121.35
372	2006.10.02 01:33	modify	63	0.64	116.19	116.36	121.36
373	2006.10.02 02:15	t/p	78	0.63	118.26	118.78	118.26	-959.54	-545.33
374	2006.10.03 00:00	buy stop	127	0.63	117.74	115.74	122.91
375	2006.10.03 00:00	sell stop	128	0.63	117.51	119.51	112.34
376	2006.10.03 00:18	buy	127	0.63	117.74	115.74	122.91
377	2006.10.03 00:18	delete	128	0.63	117.51	119.51	112.34
378	2006.10.04 00:00	buy stop	129	0.76	118.15	116.15	123.32
379	2006.10.04 00:00	sell stop	130	0.76	117.92	119.92	112.75
380	2006.10.04 06:59	sell	130	0.76	117.92	119.92	112.75
381	2006.10.04 06:59	delete	129	0.76	118.15	116.15	123.32
382	2006.10.05 00:00	buy stop	131	0.69	117.91	115.91	123.08
383	2006.10.05 00:00	sell stop	132	0.69	117.68	119.68	112.51
384	2006.10.05 00:07	sell	132	0.69	117.68	119.68	112.51
385	2006.10.05 00:07	delete	131	0.69	117.91	115.91	123.08
386	2006.10.06 00:00	buy stop	133	0.69	117.91	115.91	123.08
387	2006.10.06 00:00	sell stop	134	0.69	117.68	119.68	112.51
388	2006.10.06 00:56	buy	133	0.69	117.91	115.91	123.08
389	2006.10.06 00:56	delete	134	0.69	117.68	119.68