Strategy Tester: PipBoxer_v2.0.6

Strategy Tester Report

PipBoxer_v2.0.6_USDJPY

MIG-Demo (Build 210)

Symbol		USDJPY (US Dollar vs Japanese Yen)
Period		15 Minutes (M15) 2005.10.03 00:00 - 2007.09.30 23:45 (2005.10.01 - 2007.10.01)
Model		Every tick (the most precise method based on all available least timeframes)
Parameters		Group1="===Trading Variables==="; _server_time=1; _short_trades=true; _long_trades=true; _max_takeprofit=600; _max_stoploss=500; _quick_be=250; _max_open_trades=10; _close_at_the_end_of_day=false; _draw_pb_box=true; _draw_stripes=true; _draw_arrows=true; trades_slippage=2; Group2="===Risk Management Variables==="; Value_At_Risk=5; user_lot_size=1; no_risk_balance=0; account_risk_control=true; enter_high_risk=true; above_max_lots_ok=true; bypass_margin_call=true; Group3="===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	54441	Ticks modelled	3524711	Modelling quality	90.00%
Mismatched charts errors	94

Initial deposit	10000.00
Total net profit	62970.72	Gross profit	104249.31	Gross loss	-41278.59
Profit factor	2.53	Expected payoff	340.38
Absolute drawdown	932.26	Maximal drawdown	8318.79 (10.27%)	Relative drawdown	37.08% (5843.98)

Total trades	185	Short positions (won %)	104 (46.15%)	Long positions (won %)	81 (85.19%)
		Profit trades (% of total)	117 (63.24%)	Loss trades (% of total)	68 (36.76%)
Largest		profit trade	5011.35	loss trade	-3877.82
Average		profit trade	891.02	loss trade	-607.04
Maximum		consecutive wins (profit in money)	10 (13106.99)	consecutive losses (loss in money)	5 (-1502.86)
Maximal		consecutive profit (count of wins)	13106.99 (10)	consecutive loss (count of losses)	-3877.82 (1)
Average		consecutive wins	3	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2005.10.06 16:15	sell	1	0.30	113.59	115.44	110.95
2	2005.10.11 16:46	modify	1	0.30	113.59	115.44	113.54
3	2005.10.12 16:15	sell	2	0.40	114.43	115.88	112.36
4	2005.10.13 18:12	modify	2	0.40	114.43	115.88	114.38
5	2005.10.13 18:25	buy	3	0.60	114.80	113.88	116.12
6	2005.10.13 21:30	t/p	2	0.40	114.38	115.88	114.38	1.29	10001.29
7	2005.10.13 21:30	modify	3	0.60	114.80	113.88	114.85
8	2005.10.14 12:49	t/p	3	0.60	114.85	113.88	114.85	32.10	10033.39
9	2005.10.18 07:35	s/l	1	0.30	115.44	115.44	113.54	-521.21	9512.17
10	2005.10.24 19:11	sell	4	0.40	115.55	117.00	113.48
11	2005.10.25 16:19	sell	5	0.30	115.06	117.06	112.20
12	2005.10.26 16:45	buy	6	0.30	115.67	113.58	118.66
13	2005.10.27 02:39	modify	5	0.30	115.06	117.06	115.01
14	2005.10.27 02:55	modify	4	0.40	115.55	117.00	115.50
15	2005.10.27 06:13	t/p	4	0.40	115.50	117.00	115.50	-9.67	9502.50
16	2005.10.27 15:51	t/p	5	0.30	115.01	117.06	115.01	-3.15	9499.35
17	2005.10.27 17:05	sell	7	0.40	115.16	116.61	113.09
18	2005.10.31 01:11	modify	7	0.40	115.16	116.61	115.11
19	2005.10.31 16:19	buy	8	0.30	116.11	114.02	119.10
20	2005.11.01 00:50	s/l	7	0.40	116.61	116.61	115.11	-513.57	8985.78
21	2005.11.02 16:56	sell	9	0.60	116.92	117.75	115.73
22	2005.11.03 16:15	buy	10	0.50	116.94	115.92	118.39
23	2005.11.03 17:30	modify	6	0.30	115.67	115.99	118.66
24	2005.11.03 19:05	modify	9	0.60	116.92	117.75	116.87
25	2005.11.04 05:46	modify	8	0.30	116.11	116.43	119.10
26	2005.11.04 05:55	modify	10	0.50	116.94	117.26	118.39
27	2005.11.04 05:57	s/l	9	0.60	117.75	117.75	116.87	-455.25	8530.53
28	2005.11.04 16:17	sell	11	0.30	117.56	119.04	115.45
29	2005.11.04 17:55	modify	6	0.30	115.67	117.34	118.66
30	2005.11.04 17:55	modify	10	0.50	116.94	117.75	118.39
31	2005.11.04 17:56	modify	11	0.30	117.56	119.04	117.51
32	2005.11.05 00:10	t/p	10	0.50	118.39	117.75	118.39	617.31	9147.84
33	2005.11.07 16:15	buy	12	0.40	117.87	116.67	119.59
34	2005.11.07 19:06	t/p	11	0.30	117.51	119.04	117.51	8.71	9156.55
35	2005.11.08 16:58	s/l	6	0.30	117.34	117.34	118.66	465.90	9622.45
36	2005.11.08 16:59	modify	12	0.40	117.87	116.67	117.92
37	2005.11.09 16:17	sell	13	0.20	117.04	119.53	113.48
38	2005.11.10 15:56	t/p	12	0.40	117.92	116.67	117.92	36.89	9659.35
39	2005.11.10 16:43	modify	13	0.20	117.04	119.53	116.99
40	2005.11.11 16:34	sell	14	0.50	118.06	119.11	116.56
41	2005.11.14 13:15	modify	8	0.30	116.11	117.78	119.10
42	2005.11.14 13:15	modify	14	0.50	118.06	119.11	118.01
43	2005.11.15 12:40	t/p	8	0.30	119.10	117.78	119.10	798.00	10457.35
44	2005.11.15 12:40	s/l	14	0.50	119.11	119.11	118.01	-454.22	10003.12
45	2005.11.15 16:47	sell	15	0.30	119.05	120.93	116.37
46	2005.11.16 13:43	s/l	13	0.20	119.53	119.53	116.99	-435.49	9567.63
47	2005.11.16 16:25	sell	16	0.40	119.35	120.80	117.28
48	2005.11.17 16:33	buy	17	0.40	118.77	117.29	120.88
49	2005.11.21 17:09	sell	18	0.50	118.78	120.04	116.98
50	2005.11.22 11:34	modify	18	0.50	118.78	120.04	118.73
51	2005.11.22 21:46	t/p	18	0.50	118.73	120.04	118.73	14.31	9581.94
52	2005.11.23 16:43	modify	16	0.40	119.35	119.03	117.28
53	2005.11.23 17:08	sell	19	0.40	118.52	120.00	116.41
54	2005.11.25 01:33	s/l	16	0.40	119.03	119.03	117.28	48.15	9630.10
55	2005.11.25 02:02	modify	19	0.40	118.52	120.00	118.47
56	2005.11.28 02:32	modify	17	0.40	118.77	119.09	120.88
57	2005.11.28 09:56	modify	15	0.30	119.05	120.93	119.00
58	2005.11.28 20:11	s/l	17	0.40	119.09	119.09	120.88	143.36	9773.46
59	2005.11.28 20:19	t/p	15	0.30	119.00	120.93	119.00	-40.02	9733.44
60	2005.11.28 21:10	t/p	19	0.40	118.47	120.00	118.47	-10.11	9723.33
61	2005.11.29 16:18	buy	20	0.30	119.39	117.54	122.03
62	2005.11.30 16:20	buy	21	0.70	119.52	118.75	120.62
63	2005.12.01 13:10	modify	21	0.70	119.52	119.84	120.62
64	2005.12.01 13:14	s/l	21	0.70	119.84	119.84	120.62	207.87	9931.20
65	2005.12.01 18:44	modify	20	0.30	119.39	119.71	122.03
66	2005.12.05 16:15	sell	22	0.40	120.95	122.49	118.75
67	2005.12.07 16:15	sell	23	0.40	120.91	122.39	118.80
68	2005.12.08 17:20	buy	24	0.50	120.46	119.17	122.31
69	2005.12.12 15:37	modify	24	0.50	120.46	119.17	120.51
70	2005.12.12 16:30	sell	25	0.20	120.03	122.62	116.33
71	2005.12.12 17:29	modify	22	0.40	120.95	120.63	118.75
72	2005.12.12 17:29	modify	23	0.40	120.91	120.59	118.80
73	2005.12.12 19:18	s/l	20	0.30	119.71	119.71	122.03	119.07	10050.27
74	2005.12.14 03:42	s/l	24	0.50	119.17	119.17	120.51	-521.31	9528.96
75	2005.12.14 03:42	modify	23	0.40	120.91	119.73	118.80
76	2005.12.14 03:45	modify	22	0.40	120.95	119.72	118.75
77	2005.12.14 04:18	t/p	23	0.40	118.80	119.73	118.80	672.84	10201.80
78	2005.12.14 04:18	t/p	22	0.40	118.75	119.72	118.75	692.47	10894.27
79	2005.12.14 15:31	modify	25	0.20	120.03	119.71	116.33
80	2005.12.14 16:16	sell	26	0.20	117.77	121.25	112.80
81	2005.12.14 18:00	modify	25	0.20	120.03	117.96	116.33
82	2005.12.15 10:03	t/p	25	0.20	116.33	117.96	116.33	622.63	11516.89
83	2005.12.15 16:15	buy	27	0.30	116.20	114.26	118.97
84	2005.12.16 16:15	buy	28	0.40	116.35	114.84	118.51
85	2005.12.16 23:28	modify	28	0.40	116.35	114.84	116.40
86	2005.12.19 07:57	t/p	28	0.40	116.40	114.84	116.40	21.17	11538.06
87	2005.12.22 02:17	modify	27	0.30	116.20	116.52	118.97
88	2005.12.22 17:00	s/l	27	0.30	116.52	116.52	118.97	103.32	11641.38
89	2005.12.26 17:07	sell	29	0.70	116.42	117.37	115.06
90	2005.12.27 02:31	modify	29	0.70	116.42	117.37	116.37
91	2005.12.27 20:59	s/l	29	0.70	117.37	117.37	116.37	-575.99	11065.39
92	2005.12.29 16:37	buy	30	0.80	117.81	116.95	119.04
93	2005.12.30 05:23	modify	30	0.80	117.81	116.95	117.86
94	2005.12.30 16:24	t/p	30	0.80	117.86	116.95	117.86	41.91	11107.30
95	2006.01.03 16:15	buy	31	0.30	117.40	115.49	120.13
96	2006.01.03 18:28	modify	31	0.30	117.40	115.49	117.45
97	2006.01.06 15:48	s/l	31	0.30	115.49	115.49	117.45	-481.24	10626.06
98	2006.01.06 15:49	modify	26	0.20	117.77	117.76	112.80
99	2006.01.06 15:49	modify	26	0.20	117.77	117.45	112.80
100	2006.01.06 16:25	sell	32	0.10	114.77	119.77	108.77
101	2006.01.10 16:17	buy	33	0.30	114.51	112.63	117.19
102	2006.01.12 11:11	modify	26	0.20	117.77	117.44	112.80
103	2006.01.12 11:11	modify	26	0.20	117.77	114.99	112.80
104	2006.01.12 11:11	modify	33	0.30	114.51	112.63	114.56
105	2006.01.13 00:47	t/p	33	0.30	114.56	112.63	114.56	28.04	10654.10
106	2006.01.16 15:15	s/l	26	0.20	114.99	114.99	112.80	394.46	11048.56
107	2006.01.16 16:15	buy	34	0.30	114.94	112.78	118.02
108	2006.01.19 16:15	sell	35	0.50	115.18	116.54	113.24
109	2006.01.20 16:41	sell	36	0.40	115.14	116.65	112.98
110	2006.01.23 12:41	modify	35	0.50	115.18	114.86	113.24
111	2006.01.23 17:05	buy	37	0.30	114.58	112.52	117.53
112	2006.01.24 05:46	s/l	35	0.50	114.86	114.86	113.24	119.06	11167.62
113	2006.01.25 17:45	modify	36	0.40	115.14	116.65	115.09
114	2006.01.26 15:39	modify	37	0.30	114.58	114.90	117.53
115	2006.01.26 21:21	modify	34	0.30	114.94	115.26	118.02
116	2006.01.27 12:52	s/l	36	0.40	116.65	116.65	115.09	-555.44	10612.17
117	2006.01.27 16:15	sell	38	0.30	116.48	118.39	113.75
118	2006.01.27 17:55	modify	37	0.30	114.58	116.23	117.53
119	2006.01.27 18:41	modify	32	0.10	114.77	119.77	114.72
120	2006.01.27 20:13	modify	38	0.30	116.48	118.39	116.43
121	2006.01.27 20:34	modify	34	0.30	114.94	116.66	118.02
122	2006.01.30 10:24	t/p	37	0.30	117.53	116.23	117.53	773.93	11386.10
123	2006.01.30 16:30	sell	39	0.50	117.61	118.87	115.81
124	2006.01.31 16:49	buy	40	0.50	117.23	115.81	119.25
125	2006.01.31 19:40	modify	39	0.50	117.61	117.29	115.81
126	2006.01.31 21:23	s/l	39	0.50	117.29	117.29	115.81	129.64	11515.75
127	2006.02.01 16:52	buy	41	0.60	117.57	116.49	119.11
128	2006.02.01 19:36	t/p	34	0.30	118.02	116.66	118.02	830.63	12346.38
129	2006.02.02 03:16	modify	40	0.50	117.23	117.55	119.25
130	2006.02.02 03:45	modify	41	0.60	117.57	117.89	119.11
131	2006.02.02 07:35	s/l	38	0.30	118.39	118.39	116.43	-508.25	11838.12
132	2006.02.03 15:36	modify	41	0.60	117.57	118.43	119.11
133	2006.02.03 15:36	modify	40	0.50	117.23	118.36	119.25
134	2006.02.03 16:00	t/p	41	0.60	119.11	118.43	119.11	799.42	12637.54
135	2006.02.03 16:08	t/p	40	0.50	119.25	118.36	119.25	871.88	13509.42
136	2006.02.03 17:22	buy	42	0.30	119.05	116.31	122.97
137	2006.02.07 11:33	modify	42	0.30	119.05	116.31	119.10
138	2006.02.07 16:24	sell	43	0.40	117.84	119.84	114.98
139	2006.02.08 18:30	modify	43	0.40	117.84	119.84	117.79
140	2006.02.10 08:32	t/p	43	0.40	117.79	119.84	117.79	-10.01	13499.41
141	2006.02.10 16:20	sell	44	0.30	117.06	120.02	112.84
142	2006.02.14 16:16	buy	45	0.40	117.50	115.71	120.05
143	2006.02.15 16:20	sell	46	0.50	117.28	119.04	114.77
144	2006.02.15 18:50	modify	46	0.50	117.28	119.04	117.23
145	2006.02.17 11:12	modify	44	0.30	117.06	120.02	117.01
146	2006.02.17 14:59	modify	45	0.40	117.50	117.82	120.05
147	2006.02.17 17:22	sell	47	0.40	118.37	120.68	115.07
148	2006.02.22 16:15	sell	48	0.40	118.49	120.37	115.81
149	2006.02.23 06:35	s/l	45	0.40	117.82	117.82	120.05	152.50	13651.92
150	2006.02.23 11:09	t/p	46	0.50	117.23	119.04	117.23	-46.14	13605.77
151	2006.02.23 11:14	modify	48	0.40	118.49	118.17	115.81
152	2006.02.23 12:54	t/p	44	0.30	117.01	120.02	117.01	-39.81	13565.96
153	2006.02.23 16:17	sell	49	0.40	116.99	118.84	114.35
154	2006.02.24 02:18	modify	47	0.40	118.37	118.05	115.07
155	2006.02.27 02:57	s/l	42	0.30	116.31	116.31	119.10	-641.01	12924.95
156	2006.02.27 02:57	modify	48	0.40	118.49	116.99	115.81
157	2006.02.27 03:59	t/p	48	0.40	115.81	116.99	115.81	898.82	13823.77
158	2006.02.27 04:00	modify	47	0.40	118.37	116.52	115.07
159	2006.02.27 16:17	sell	50	1.00	116.21	117.04	115.02
160	2006.02.28 06:07	s/l	47	0.40	116.52	116.52	115.07	586.45	14410.22
161	2006.02.28 16:15	sell	51	0.60	116.18	117.57	114.20
162	2006.03.01 01:29	modify	49	0.40	116.99	116.67	114.35
163	2006.03.01 01:30	modify	50	1.00	116.21	115.89	115.02
164	2006.03.01 01:53	s/l	50	1.00	115.89	115.89	115.02	249.08	14659.30
165	2006.03.01 16:33	sell	52	0.50	115.93	117.75	113.33
166	2006.03.03 02:56	s/l	49	0.40	116.67	116.67	114.35	66.52	14725.82
167	2006.03.03 17:02	sell	53	0.90	116.48	117.40	115.16
168	2006.03.03 17:07	modify	52	0.50	115.93	117.75	115.88
169	2006.03.03 17:08	modify	51	0.60	116.18	117.57	116.13
170	2006.03.06 01:33	t/p	51	0.60	116.13	117.57	116.13	-22.75	14703.07
171	2006.03.06 05:21	modify	53	0.90	116.48	117.40	116.43
172	2006.03.06 15:15	s/l	53	0.90	117.40	117.40	116.43	-717.37	13985.71
173	2006.03.06 16:19	buy	54	0.40	117.42	115.36	120.37
174	2006.03.07 01:42	s/l	52	0.50	117.75	117.75	115.88	-813.17	13172.53
175	2006.03.09 16:15	buy	55	0.40	117.52	115.61	120.25
176	2006.03.10 16:28	modify	54	0.40	117.42	117.74	120.37
177	2006.03.10 16:28	modify	55	0.40	117.52	117.84	120.25
178	2006.03.13 17:04	buy	56	0.70	119.03	117.89	120.66
179	2006.03.14 02:47	modify	56	0.70	119.03	117.89	119.08
180	2006.03.14 16:18	sell	57	0.40	118.09	120.25	115.01
181	2006.03.14 16:46	s/l	56	0.70	117.89	117.89	119.08	-670.03	12502.50
182	2006.03.14 16:46	s/l	55	0.40	117.84	117.84	120.25	120.58	12623.08
183	2006.03.14 16:55	s/l	54	0.40	117.74	117.74	120.37	140.60	12763.68
184	2006.03.16 16:15	sell	58	0.30	117.21	119.61	113.78
185	2006.03.17 10:54	modify	57	0.40	118.09	117.77	115.01
186	2006.03.17 18:23	sell	59	0.30	115.93	118.95	111.62
187	2006.03.20 16:05	modify	57	0.40	118.09	116.37	115.01
188	2006.03.20 16:19	sell	60	0.30	115.68	118.05	112.29
189	2006.03.20 17:50	s/l	57	0.40	116.37	116.37	115.01	558.72	13322.40
190	2006.03.21 11:15	modify	60	0.30	115.68	118.05	115.63
191	2006.03.21 22:51	modify	59	0.30	115.93	118.95	115.88
192	2006.03.22 16:15	sell	61	0.40	116.83	118.89	113.88
193	2006.03.23 16:15	sell	62	0.70	117.02	118.19	115.35
194	2006.03.23 17:29	modify	62	0.70	117.02	118.19	116.97
195	2006.03.23 18:12	modify	61	0.40	116.83	118.89	116.78
196	2006.03.24 02:42	s/l	60	0.30	118.05	118.05	115.63	-626.53	12695.87
197	2006.03.24 10:14	s/l	62	0.70	118.19	118.19	116.97	-702.35	11993.53
198	2006.03.24 11:20	modify	58	0.30	117.21	119.61	117.16
199	2006.03.27 03:51	t/p	58	0.30	117.16	119.61	117.16	-23.64	11969.89
200	2006.03.27 05:28	t/p	61	0.40	116.78	118.89	116.78	-9.86	11960.03
201	2006.03.31 16:35	buy	63	0.40	117.86	116.23	120.19
202	2006.04.03 16:15	sell	64	0.30	118.16	120.29	115.12
203	2006.04.04 16:15	sell	65	0.40	117.44	119.26	114.84
204	2006.04.05 03:28	modify	63	0.40	117.86	116.23	117.91
205	2006.04.06 15:32	t/p	63	0.40	117.91	116.23	117.91	40.88	12000.91
206	2006.04.06 16:18	buy	66	0.30	117.81	115.56	121.02
207	2006.04.07 17:55	modify	65	0.40	117.44	119.26	117.39
208	2006.04.11 16:15	sell	67	0.50	118.59	120.16	116.35
209	2006.04.18 20:03	modify	67	0.50	118.59	118.27	116.35
210	2006.04.18 20:18	t/p	65	0.40	117.39	119.26	117.39	-58.53	11942.38
211	2006.04.19 03:04	modify	66	0.30	117.81	115.56	117.86
212	2006.04.19 03:05	modify	67	0.50	118.59	117.34	116.35
213	2006.04.19 14:35	s/l	67	0.50	117.34	117.34	116.35	478.52	12420.90
214	2006.04.19 15:23	t/p	66	0.30	117.86	115.56	117.86	45.61	12466.51
215	2006.04.19 16:15	buy	68	0.20	117.78	114.24	122.84
216	2006.04.20 16:15	sell	69	0.50	117.54	118.96	115.52
217	2006.04.21 21:35	modify	64	0.30	118.16	117.84	115.12
218	2006.04.21 23:44	modify	69	0.50	117.54	117.22	115.52
219	2006.04.24 00:01	t/p	59	0.30	115.88	118.95	115.88	-132.78	12333.73
220	2006.04.24 00:01	modify	68	0.20	117.78	114.24	117.83
221	2006.04.24 00:01	modify	69	0.50	117.54	116.41	115.52
222	2006.04.24 00:02	modify	64	0.30	118.16	116.46	115.12
223	2006.04.24 00:11	t/p	69	0.50	115.52	116.41	115.52	860.89	13194.62
224	2006.04.24 09:32	t/p	64	0.30	115.12	116.46	115.12	707.26	13901.88
225	2006.04.24 18:17	t/p	32	0.10	114.72	119.77	114.72	-138.68	13763.20
226	2006.04.24 20:48	s/l	68	0.20	114.24	114.24	117.83	-609.78	13153.42
227	2006.04.26 16:15	sell	70	0.40	114.87	117.06	111.75
228	2006.04.28 16:34	sell	71	0.50	114.10	115.61	111.94
229	2006.05.01 04:17	modify	70	0.40	114.87	114.55	111.75
230	2006.05.01 14:40	modify	71	0.50	114.10	113.78	111.94
231	2006.05.02 01:43	s/l	71	0.50	113.78	113.78	111.94	127.13	13280.54
232	2006.05.04 19:44	sell	72	0.40	113.72	115.51	111.17
233	2006.05.05 16:19	modify	72	0.40	113.72	113.40	111.17
234	2006.05.05 16:32	modify	70	0.40	114.87	113.12	111.75
235	2006.05.08 03:04	t/p	70	0.40	111.75	113.12	111.75	1052.01	14332.55
236	2006.05.08 03:08	modify	72	0.40	113.72	112.29	111.17
237	2006.05.08 10:09	t/p	72	0.40	111.17	112.29	111.17	906.71	15239.26
238	2006.05.08 16:27	buy	73	0.40	111.49	109.27	114.66
239	2006.05.09 16:50	sell	74	0.40	111.27	113.43	108.19
240	2006.05.10 11:27	modify	73	0.40	111.49	109.27	111.54
241	2006.05.11 10:03	t/p	73	0.40	111.54	109.27	111.54	37.86	15277.12
242	2006.05.12 09:27	modify	74	0.40	111.27	110.95	108.19
243	2006.05.17 20:22	s/l	74	0.40	110.95	110.95	108.19	72.19	15349.31
244	2006.05.18 16:48	sell	75	0.30	110.54	113.44	106.40
245	2006.05.19 10:11	modify	75	0.30	110.54	113.44	110.49
246	2006.05.22 16:15	sell	76	0.40	112.19	114.28	109.20
247	2006.05.24 16:15	buy	77	0.20	112.56	109.08	117.53
248	2006.05.25 16:23	sell	78	0.30	112.00	114.80	108.00
249	2006.05.26 16:15	buy	79	0.30	112.54	109.71	116.59
250	2006.06.01 12:42	modify	76	0.40	112.19	114.28	112.14
251	2006.06.01 13:13	modify	78	0.30	112.00	114.80	111.95
252	2006.06.02 14:31	t/p	76	0.40	112.14	114.28	112.14	-52.34	15296.97
253	2006.06.02 14:44	t/p	78	0.30	111.95	114.80	111.95	-18.99	15277.98
254	2006.06.05 16:26	buy	80	0.90	111.73	110.78	113.09
255	2006.06.06 01:43	modify	80	0.90	111.73	112.05	113.09
256	2006.06.06 14:35	modify	80	0.90	111.73	112.49	113.09
257	2006.06.06 15:38	t/p	80	0.90	113.09	112.49	113.09	1091.11	16369.09
258	2006.06.06 16:17	buy	81	0.30	112.98	109.75	117.60
259	2006.06.06 16:48	s/l	75	0.30	113.44	113.44	110.49	-835.68	15533.41
260	2006.06.07 17:11	buy	82	0.40	113.53	111.40	116.57
261	2006.06.08 14:34	modify	79	0.30	112.54	112.86	116.59
262	2006.06.09 16:21	sell	83	0.40	113.72	116.25	110.11
263	2006.06.13 16:08	modify	83	0.40	113.72	116.25	113.67
264	2006.06.13 16:20	modify	77	0.20	112.56	112.88	117.53
265	2006.06.13 16:20	modify	82	0.40	113.53	113.85	116.57
266	2006.06.13 16:34	modify	81	0.30	112.98	113.30	117.60
267	2006.06.14 16:15	sell	84	0.30	114.70	117.66	110.48
268	2006.06.16 16:55	buy	85	0.50	115.02	113.36	117.40
269	2006.06.22 15:21	modify	79	0.30	112.54	114.81	116.59
270	2006.06.22 17:00	buy	86	0.30	115.77	113.18	119.47
271	2006.06.22 18:02	modify	82	0.40	113.53	115.23	116.57
272	2006.06.22 18:11	modify	84	0.30	114.70	117.66	114.65
273	2006.06.22 18:44	s/l	83	0.40	116.25	116.25	113.67	-940.71	14592.70
274	2006.06.22 18:44	modify	85	0.50	115.02	115.34	117.40
275	2006.06.23 14:50	t/p	79	0.30	116.59	114.81	116.59	1125.83	15718.53
276	2006.06.23 14:50	t/p	82	0.40	116.57	115.23	116.57	1114.73	16833.26
277	2006.06.23 14:50	modify	77	0.20	112.56	115.34	117.53
278	2006.06.23 16:16	sell	87	0.50	116.11	118.20	113.12
279	2006.06.27 16:31	sell	88	0.40	116.16	118.44	112.90
280	2006.06.29 16:30	sell	89	0.50	116.16	118.04	113.48
281	2006.06.29 20:28	s/l	77	0.20	115.34	115.34	117.53	557.80	17391.05
282	2006.06.29 20:28	s/l	85	0.50	115.34	115.34	117.40	203.50	17594.56
283	2006.06.30 05:47	modify	89	0.50	116.16	115.84	113.48
284	2006.06.30 07:47	t/p	84	0.30	114.65	117.66	114.65	-59.79	17534.77
285	2006.06.30 07:52	modify	87	0.50	116.11	115.79	113.12
286	2006.06.30 07:52	modify	86	0.30	115.77	113.18	115.82
287	2006.06.30 08:00	modify	88	0.40	116.16	115.84	112.90
288	2006.07.03 16:20	buy	90	0.90	114.74	113.63	116.32
289	2006.07.05 16:10	modify	90	0.90	114.74	115.06	116.32
290	2006.07.05 17:03	s/l	87	0.50	115.79	115.79	113.12	70.68	17605.44
291	2006.07.06 16:09	s/l	90	0.90	115.06	115.06	116.32	295.20	17900.64
292	2006.07.06 18:00	sell	91	0.50	115.19	117.35	112.11
293	2006.07.07 14:36	modify	89	0.50	116.16	114.66	113.48
294	2006.07.10 05:15	modify	91	0.50	115.19	114.87	112.11
295	2006.07.10 09:10	modify	88	0.40	116.16	114.33	112.90
296	2006.07.10 10:26	t/p	89	0.50	113.48	114.66	113.48	1120.09	19020.74
297	2006.07.10 16:39	buy	92	0.40	114.10	111.57	117.71
298	2006.07.10 23:00	s/l	88	0.40	114.33	114.33	112.90	570.08	19590.82
299	2006.07.12 11:59	s/l	91	0.50	114.87	114.87	112.11	112.28	19703.10
300	2006.07.12 16:34	buy	93	0.30	115.55	112.07	120.52
301	2006.07.14 03:22	t/p	86	0.30	115.82	113.18	115.82	78.73	19781.83
302	2006.07.14 03:40	modify	92	0.40	114.10	114.42	117.71
303	2006.07.14 19:30	buy	94	0.50	116.23	113.92	119.53
304	2006.07.17 10:22	modify	81	0.30	112.98	115.57	117.60
305	2006.07.17 12:02	modify	92	0.40	114.10	116.12	117.71
306	2006.07.18 18:38	t/p	81	0.30	117.60	115.57	117.60	1304.05	21085.87
307	2006.07.19 12:24	t/p	92	0.40	117.71	116.12	117.71	1262.62	22348.49
308	2006.07.19 14:57	modify	94	0.50	116.23	116.55	119.53
309	2006.07.20 07:07	s/l	94	0.50	116.55	116.55	119.53	167.18	22515.67
310	2006.07.26 16:28	sell	95	1.70	116.85	117.62	115.75
311	2006.07.26 20:24	modify	95	1.70	116.85	116.53	115.75
312	2006.07.27 09:39	modify	95	1.70	116.85	116.23	115.75
313	2006.07.27 10:53	t/p	95	1.70	115.75	116.23	115.75	1547.01	24062.68
314	2006.07.27 16:25	sell	96	0.70	115.53	117.44	112.80
315	2006.08.02 16:15	sell	97	0.70	114.50	116.38	111.82
316	2006.08.04 11:14	modify	97	0.70	114.50	116.38	114.45
317	2006.08.04 14:57	t/p	97	0.70	114.45	116.38	114.45	-7.20	24055.48
318	2006.08.04 15:03	modify	96	0.70	115.53	115.21	112.80
319	2006.08.07 23:33	s/l	96	0.70	115.21	115.21	112.80	109.40	24164.88
320	2006.08.14 18:05	sell	98	1.60	116.61	117.50	115.33
321	2006.08.15 15:44	modify	98	1.60	116.61	116.29	115.33
322	2006.08.15 16:48	sell	99	0.50	116.03	118.74	112.16
323	2006.08.16 13:04	s/l	98	1.60	116.29	116.29	115.33	397.02	24561.90
324	2006.08.24 16:19	sell	100	1.10	116.33	117.62	114.48
325	2006.08.25 07:50	modify	100	1.10	116.33	117.62	116.28
326	2006.08.25 08:41	modify	99	0.50	116.03	118.74	115.98
327	2006.09.04 09:48	t/p	100	1.10	116.28	117.62	116.28	-86.30	24475.60
328	2006.09.04 14:55	t/p	99	0.50	115.98	118.74	115.98	-113.39	24362.22
329	2006.09.04 17:12	sell	101	1.00	116.08	117.47	114.10
330	2006.09.06 13:29	modify	101	1.00	116.08	117.47	116.03
331	2006.09.07 11:16	t/p	101	1.00	116.03	117.47	116.03	-24.38	24337.83
332	2006.09.07 17:03	buy	102	0.70	116.39	114.51	119.07
333	2006.09.11 16:34	modify	102	0.70	116.39	116.71	119.07
334	2006.09.12 20:04	modify	93	0.30	115.55	115.87	120.52
335	2006.09.20 16:27	sell	103	1.20	117.29	118.49	115.57
336	2006.09.21 14:46	s/l	102	0.70	116.71	116.71	119.07	289.60	24627.44
337	2006.09.21 20:04	modify	103	1.20	117.29	116.97	115.57
338	2006.09.22 16:49	buy	104	1.10	116.30	115.01	118.15
339	2006.09.26 16:31	s/l	103	1.20	116.97	116.97	115.57	231.13	24858.56
340	2006.09.26 18:30	modify	104	1.10	116.30	116.62	118.15
341	2006.09.27 16:32	buy	105	0.80	117.46	115.64	120.06
342	2006.09.28 14:37	modify	104	1.10	116.30	117.34	118.15
343	2006.09.29 16:01	t/p	104	1.10	118.15	117.34	118.15	1799.13	26657.70
344	2006.10.02 16:15	sell	106	0.70	117.88	120.10	114.71
345	2006.10.06 15:52	modify	105	0.80	117.46	117.78	120.06
346	2006.10.06 15:58	modify	106	0.70	117.88	120.10	117.83
347	2006.10.10 13:15	modify	105	0.80	117.46	118.92	120.06
348	2006.10.10 13:16	modify	93	0.30	115.55	118.33	120.52
349	2006.10.17 02:47	s/l	105	0.80	118.92	118.92	120.06	1141.64	27799.33
350	2006.10.17 16:32	sell	107	1.80	118.73	119.65	117.41
351	2006.10.18 08:36	s/l	93	0.30	118.33	118.33	120.52	997.89	28797.22
352	2006.10.18 15:13	modify	107	1.80	118.73	119.65	118.68
353	2006.10.19 09:31	t/p	107	1.80	118.68	119.65	118.68	-21.33	28775.89
354	2006.10.19 16:15	sell	108	1.00	118.36	120.08	115.90
355	2006.10.23 11:15	modify	108	1.00	118.36	120.08	118.31
356	2006.10.26 20:23	t/p	108	1.00	118.31	120.08	118.31	-52.20	28723.69
357	2006.10.27 15:57	t/p	106	0.70	117.83	120.10	117.83	-225.35	28498.34
358	2006.10.27 16:17	sell	109	0.50	117.62	121.35	112.30
359	2006.11.02 16:34	buy	110	1.00	117.00	115.40	119.29
360	2006.11.03 15:59	modify	110	1.00	117.00	117.32	119.29
361	2006.11.03 16:20	buy	111	0.40	117.97	114.27	123.25
362	2006.11.06 19:59	buy	112	1.90	118.28	117.42	119.51
363	2006.11.07 06:31	modify	112	1.90	118.28	117.42	118.33
364	2006.11.07 16:31	s/l	112	1.90	117.42	117.42	118.33	-1372.65	27125.69
365	2006.11.07 16:49	s/l	110	1.00	117.32	117.32	119.29	302.66	27428.35
366	2006.11.08 18:16	buy	113	1.00	117.73	116.07	120.11
367	2006.11.09 16:23	buy	114	0.60	118.39	115.83	122.04
368	2006.11.10 11:05	modify	114	0.60	118.39	115.83	118.44
369	2006.11.14 17:04	sell	115	0.80	117.43	119.52	114.44
370	2006.11.17 06:36	modify	115	0.80	117.43	119.52	117.38
371	2006.11.17 08:08	t/p	114	0.60	118.44	115.83	118.44	73.16	27501.51
372	2006.11.22 12:35	t/p	115	0.80	117.38	119.52	117.38	-52.29	27449.22
373	2006.11.22 14:23	modify	113	1.00	117.73	116.07	117.78
374	2006.11.22 16:21	sell	116	0.60	116.87	119.61	112.95
375	2006.11.23 11:52	modify	111	0.40	117.97	114.27	118.02
376	2006.11.23 17:24	s/l	113	1.00	116.07	116.07	117.78	-1260.74	26188.48
377	2006.11.27 16:25	buy	117	1.30	116.14	114.97	117.81
378	2006.11.28 17:01	sell	118	1.30	116.20	117.34	114.57
379	2006.11.29 03:31	modify	117	1.30	116.14	114.97	116.19
380	2006.11.29 10:23	t/p	117	1.30	116.19	114.97	116.19	81.85	26270.34
381	2006.12.01 17:29	modify	118	1.30	116.20	115.88	114.57
382	2006.12.01 17:37	modify	109	0.50	117.62	117.61	112.30
383	2006.12.04 16:15	buy	119	1.30	115.59	114.39	117.31
384	2006.12.05 09:26	modify	119