Strategy Tester: Bumblebee v 1.2

Strategy Tester Report

Bumblebee v 1.2

Tickmill-Live09 (Build 1353)

Символ		NZDCAD (New Zealand Dollar vs Canadian Dollar)
Период		30 Минут (M30) 2011.01.03 00:00 - 2011.12.30 23:30 (2011.01.01 - 2012.01.01)
Модель		Все тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
Параметры		GS="<==== General settings ====>"; SetName="Bumblebee v 1.2 NZDCAD M30 v1.0"; Lot=0.01; Magic=777; Split=3; Max_spread=10; Exit="<==== Setting Exit ====>"; LossClose=0; TakeProfit=34; StopLoss=10; Use_Virtual_TP=false; close_by=1; Exit_MA_Period=100; Skip_MA=3; Exit_n_bar=0; ATRDTS="<==== ATR Dynamic TP,STEP ====>"; Use_ATR_Dynamic=false; Use_Increase_Step=false; Use_Reduce_TP=false; Use_Reverse_effect=false; ATR_TF=60; ATR_Period=5; s3="<==== ATR Filter ====>"; Use_ATR_Filter=false; ATR_filter_TF=1440; ATR_filter_Period=10; Atr_above=2; Atr_below=0; TR="<==== Trend Filter ====>"; Use_MA_Filter=true; MAtrend_Period1=30; MAtrend_Period2=60; MAtrend_Period3=90; Con="<==== Bumblebee Strategy Setting ====>"; _____Setting_RSI_____="-----------------------------------------"; RSI_TF=30; RSI_period=11; Up_Level=75; Low_Level=35; Rec="<==== Recovery Setting ====>"; Use_Recovery=true; Use_Arithmetic_Lot=false; Grid_step=32; Max_orders=8; Multiplier=1.5; Start_Factor_Knee=5; Start_BE_n_knee=2; Take_BE_limit=4; Bar_to_reduce=0; Take_reduce=0; Take_reduce_limit=0; strNY="<==== NewYear Filter ====>"; new_year_start=20; new_year_end=10;

Баров в истории	12580	Смоделировано тиков	10527755	Качество моделирования	99.90%
Ошибки рассогласования графиков	0

Начальный депозит	10000.00			Спред	ЏҐаҐ¬ҐлҐ
Чистая прибыль	137.14	Общая прибыль	195.30	Общий убыток	-58.16
Прибыльность	3.36	Матожидание выигрыша	1.47
Абсолютная просадка	60.62	Максимальная просадка	71.49 (0.71%)	Относительная просадка	0.71% (71.49)

Всего сделок	93	Короткие позиции (% выигравших)	23 (69.57%)	Длинные позиции (% выигравших)	70 (82.86%)
		Прибыльные сделки (% от всех)	74 (79.57%)	Убыточные сделки (% от всех)	19 (20.43%)
Самая большая		прибыльная сделка	15.26	убыточная сделка	-8.22
Средняя		прибыльная сделка	2.64	убыточная сделка	-3.06
Максимальное количество		непрерывных выигрышей (прибыль)	15 (46.71)	непрерывных проигрышей (убыток)	4 (-19.09)
Макс.		непрерывная прибыль (число выигрышей)	46.71 (15)	непрерывный убыток (число проигрышей)	-19.09 (4)
Средний		непрерывный выигрыш	6	непрерывный проигрыш	2

№	Время	Тип	Ордер	Объем	Цена	S / L	T / P	Прибыль	Баланс
1	2011.01.12 15:00	buy	1	0.01	0.74714	0.00000	0.75051
2	2011.01.12 15:00	modify	1	0.01	0.74714	0.00000	0.75054
3	2011.01.12 19:31	t/p	1	0.01	0.75054	0.00000	0.75054	2.62	10002.62
4	2011.01.14 02:00	sell	2	0.01	0.76312	0.00000	0.76032
5	2011.01.14 02:00	modify	2	0.01	0.76312	0.00000	0.75972
6	2011.01.14 22:26	t/p	2	0.01	0.75973	0.00000	0.75972	2.61	10005.23
7	2011.01.20 19:00	buy	3	0.01	0.75642	0.00000	0.75982
8	2011.01.21 01:00	buy	4	0.01	0.75317	0.00000	0.00000
9	2011.01.21 01:00	modify	4	0.01	0.75317	0.00000	0.75702
10	2011.01.21 01:00	modify	3	0.01	0.75642	0.00000	0.75702
11	2011.01.24 12:35	t/p	3	0.01	0.75702	0.00000	0.75702	0.43	10005.66
12	2011.01.24 12:35	t/p	4	0.01	0.75701	0.00000	0.75702	2.97	10008.63
13	2011.01.25 16:00	sell	5	0.01	0.76329	0.00000	0.76047
14	2011.01.25 16:00	modify	5	0.01	0.76329	0.00000	0.75989
15	2011.01.26 22:30	sell	6	0.01	0.76691	0.00000	0.00000
16	2011.01.26 22:30	modify	6	0.01	0.76691	0.00000	0.76287
17	2011.01.26 22:30	modify	5	0.01	0.76329	0.00000	0.76287
18	2011.01.27 00:00	modify	6	0.01	0.76691	0.00000	0.76281
19	2011.01.27 00:00	modify	5	0.01	0.76329	0.00000	0.76281
20	2011.01.27 16:00	sell	7	0.01	0.77121	0.00000	0.00000
21	2011.01.27 16:00	modify	7	0.01	0.77121	0.00000	0.76664
22	2011.01.27 16:00	modify	6	0.01	0.76691	0.00000	0.76664
23	2011.01.27 16:00	modify	5	0.01	0.76329	0.00000	0.76664
24	2011.01.27 20:00	t/p	5	0.01	0.76666	0.00000	0.76664	-2.75	10005.87
25	2011.01.27 20:00	t/p	6	0.01	0.76662	0.00000	0.76664	0.14	10006.02
26	2011.01.27 20:00	t/p	7	0.01	0.76665	0.00000	0.76664	3.53	10009.55
27	2011.02.02 19:30	buy	8	0.01	0.77080	0.00000	0.77417
28	2011.02.02 19:30	modify	8	0.01	0.77080	0.00000	0.77420
29	2011.02.03 00:00	buy	9	0.01	0.76447	0.00000	0.00000
30	2011.02.03 00:00	modify	9	0.01	0.76447	0.00000	0.76986
31	2011.02.03 00:00	modify	8	0.01	0.77080	0.00000	0.76986
32	2011.02.04 15:00	buy	10	0.01	0.76074	0.00000	0.00000
33	2011.02.04 15:00	modify	10	0.01	0.76074	0.00000	0.76579
34	2011.02.04 15:00	modify	9	0.01	0.76447	0.00000	0.76579
35	2011.02.04 15:00	modify	8	0.01	0.77080	0.00000	0.76579
36	2011.02.08 07:31	t/p	8	0.01	0.76577	0.00000	0.76579	-3.98	10005.56
37	2011.02.08 07:31	t/p	9	0.01	0.76576	0.00000	0.76579	0.97	10006.53
38	2011.02.08 07:31	t/p	10	0.01	0.76579	0.00000	0.76579	3.92	10010.45
39	2011.02.10 22:30	buy	11	0.01	0.76053	0.00000	0.76392
40	2011.02.10 22:30	modify	11	0.01	0.76053	0.00000	0.76393
41	2011.02.11 01:00	buy	12	0.01	0.75757	0.00000	0.00000
42	2011.02.11 01:00	modify	12	0.01	0.75757	0.00000	0.76127
43	2011.02.11 01:00	modify	11	0.01	0.76053	0.00000	0.76127
44	2011.02.11 14:00	buy	13	0.01	0.75460	0.00000	0.00000
45	2011.02.11 14:00	modify	13	0.01	0.75460	0.00000	0.75802
46	2011.02.11 14:00	modify	12	0.01	0.75757	0.00000	0.75802
47	2011.02.11 14:00	modify	11	0.01	0.76053	0.00000	0.75802
48	2011.02.11 19:00	buy	14	0.01	0.75175	0.00000	0.00000
49	2011.02.11 19:00	modify	14	0.01	0.75175	0.00000	0.75656
50	2011.02.11 19:00	modify	13	0.01	0.75460	0.00000	0.75656
51	2011.02.11 19:00	modify	12	0.01	0.75757	0.00000	0.75656
52	2011.02.11 19:00	modify	11	0.01	0.76053	0.00000	0.75656
53	2011.02.14 00:00	buy	15	0.01	0.74876	0.00000	0.00000
54	2011.02.14 00:00	modify	15	0.01	0.74876	0.00000	0.75509
55	2011.02.14 00:00	modify	14	0.01	0.75175	0.00000	0.75509
56	2011.02.14 00:00	modify	13	0.01	0.75460	0.00000	0.75509
57	2011.02.14 00:00	modify	12	0.01	0.75757	0.00000	0.75509
58	2011.02.14 00:00	modify	11	0.01	0.76053	0.00000	0.75509
59	2011.02.14 16:00	buy	16	0.02	0.74604	0.00000	0.00000
60	2011.02.14 16:00	modify	16	0.02	0.74604	0.00000	0.75263
61	2011.02.14 16:00	modify	15	0.01	0.74876	0.00000	0.75263
62	2011.02.14 16:00	modify	14	0.01	0.75175	0.00000	0.75263
63	2011.02.14 16:00	modify	13	0.01	0.75460	0.00000	0.75263
64	2011.02.14 16:00	modify	12	0.01	0.75757	0.00000	0.75263
65	2011.02.14 16:00	modify	11	0.01	0.76053	0.00000	0.75263
66	2011.02.15 12:00	buy	17	0.03	0.74356	0.00000	0.00000
67	2011.02.15 12:00	modify	17	0.03	0.74356	0.00000	0.75005
68	2011.02.15 12:00	modify	16	0.02	0.74604	0.00000	0.75005
69	2011.02.15 12:00	modify	15	0.01	0.74876	0.00000	0.75005
70	2011.02.15 12:00	modify	14	0.01	0.75175	0.00000	0.75005
71	2011.02.15 12:00	modify	13	0.01	0.75460	0.00000	0.75005
72	2011.02.15 12:00	modify	12	0.01	0.75757	0.00000	0.75005
73	2011.02.15 12:00	modify	11	0.01	0.76053	0.00000	0.75005
74	2011.02.18 09:34	t/p	11	0.01	0.75010	0.00000	0.75005	-8.22	10002.23
75	2011.02.18 09:34	t/p	12	0.01	0.75010	0.00000	0.75005	-5.90	9996.33
76	2011.02.18 09:34	t/p	13	0.01	0.75007	0.00000	0.75005	-3.60	9992.72
77	2011.02.18 09:34	t/p	14	0.01	0.75007	0.00000	0.75005	-1.36	9991.36
78	2011.02.18 09:34	t/p	15	0.01	0.75010	0.00000	0.75005	1.01	9992.37
79	2011.02.18 09:34	t/p	16	0.02	0.75007	0.00000	0.75005	6.24	9998.60
80	2011.02.18 09:34	t/p	17	0.03	0.75010	0.00000	0.75005	15.26	10013.87
81	2011.02.22 06:30	buy	18	0.01	0.74061	0.00000	0.74396
82	2011.02.22 06:30	modify	18	0.01	0.74061	0.00000	0.74401
83	2011.02.22 11:00	buy	19	0.01	0.73741	0.00000	0.00000
84	2011.02.22 11:00	modify	19	0.01	0.73741	0.00000	0.74123
85	2011.02.22 11:00	modify	18	0.01	0.74061	0.00000	0.74123
86	2011.02.22 21:06	t/p	18	0.01	0.74119	0.00000	0.74123	0.42	10014.29
87	2011.02.22 21:06	t/p	19	0.01	0.74123	0.00000	0.74123	2.96	10017.25
88	2011.02.24 11:00	buy	20	0.01	0.73479	0.00000	0.73817
89	2011.02.24 11:00	modify	20	0.01	0.73479	0.00000	0.73819
90	2011.02.25 01:55	t/p	20	0.01	0.73818	0.00000	0.73819	2.62	10019.87
91	2011.02.28 23:30	buy	21	0.01	0.73120	0.00000	0.73460
92	2011.03.01 09:30	buy	22	0.01	0.72838	0.00000	0.00000
93	2011.03.01 09:30	modify	22	0.01	0.72838	0.00000	0.73201
94	2011.03.01 09:30	modify	21	0.01	0.73120	0.00000	0.73201
95	2011.03.01 18:10	t/p	21	0.01	0.73207	0.00000	0.73201	0.64	10020.51
96	2011.03.01 18:10	t/p	22	0.01	0.73209	0.00000	0.73201	2.87	10023.38
97	2011.03.02 04:30	buy	23	0.01	0.72195	0.00000	0.72533
98	2011.03.02 04:30	modify	23	0.01	0.72195	0.00000	0.72535
99	2011.03.03 07:28	t/p	23	0.01	0.72535	0.00000	0.72535	2.62	10026.00
100	2011.03.04 05:30	buy	24	0.01	0.71826	0.00000	0.72164
101	2011.03.04 05:30	modify	24	0.01	0.71826	0.00000	0.72166
102	2011.03.04 16:00	buy	25	0.01	0.71503	0.00000	0.00000
103	2011.03.04 16:00	modify	25	0.01	0.71503	0.00000	0.71887
104	2011.03.04 16:00	modify	24	0.01	0.71826	0.00000	0.71887
105	2011.03.08 06:46	t/p	24	0.01	0.71889	0.00000	0.71887	0.46	10026.45
106	2011.03.08 06:46	t/p	25	0.01	0.71886	0.00000	0.71887	2.96	10029.41
107	2011.03.11 17:00	sell	26	0.01	0.72307	0.00000	0.72014
108	2011.03.11 17:00	modify	26	0.01	0.72307	0.00000	0.71967
109	2011.03.14 01:13	t/p	26	0.01	0.71971	0.00000	0.71967	2.57	10031.99
110	2011.03.17 16:00	buy	27	0.01	0.71113	0.00000	0.71449
111	2011.03.17 16:00	modify	27	0.01	0.71113	0.00000	0.71453
112	2011.03.17 20:00	buy	28	0.01	0.70798	0.00000	0.00000
113	2011.03.17 20:00	modify	28	0.01	0.70798	0.00000	0.71178
114	2011.03.17 20:00	modify	27	0.01	0.71113	0.00000	0.71178
115	2011.03.18 03:01	t/p	27	0.01	0.71185	0.00000	0.71178	0.52	10032.51
116	2011.03.18 03:01	t/p	28	0.01	0.71185	0.00000	0.71178	2.99	10035.50
117	2011.03.25 18:30	sell	29	0.01	0.73812	0.00000	0.73520
118	2011.03.25 18:30	modify	29	0.01	0.73812	0.00000	0.73472
119	2011.03.28 11:58	t/p	29	0.01	0.73476	0.00000	0.73472	2.57	10038.07
120	2011.04.12 14:30	sell	30	0.01	0.75155	0.00000	0.74853
121	2011.04.12 14:30	modify	30	0.01	0.75155	0.00000	0.74815
122	2011.04.12 16:30	sell	31	0.01	0.75588	0.00000	0.00000
123	2011.04.12 16:30	modify	31	0.01	0.75588	0.00000	0.75150
124	2011.04.12 16:30	modify	30	0.01	0.75155	0.00000	0.75150
125	2011.04.13 00:00	modify	31	0.01	0.75588	0.00000	0.75148
126	2011.04.13 00:00	modify	30	0.01	0.75155	0.00000	0.75148
127	2011.04.13 11:30	sell	32	0.01	0.75942	0.00000	0.00000
128	2011.04.13 11:30	modify	32	0.01	0.75942	0.00000	0.75516
129	2011.04.13 11:30	modify	31	0.01	0.75588	0.00000	0.75516
130	2011.04.13 11:30	modify	30	0.01	0.75155	0.00000	0.75516
131	2011.04.14 00:00	modify	32	0.01	0.75942	0.00000	0.75509
132	2011.04.14 00:00	modify	31	0.01	0.75588	0.00000	0.75509
133	2011.04.14 00:00	modify	30	0.01	0.75155	0.00000	0.75509
134	2011.04.14 08:30	sell	33	0.01	0.76326	0.00000	0.00000
135	2011.04.14 08:30	modify	33	0.01	0.76326	0.00000	0.75702
136	2011.04.14 08:30	modify	32	0.01	0.75942	0.00000	0.75702
137	2011.04.14 08:30	modify	31	0.01	0.75588	0.00000	0.75702
138	2011.04.14 08:30	modify	30	0.01	0.75155	0.00000	0.75702
139	2011.04.15 00:00	modify	33	0.01	0.76326	0.00000	0.75700
140	2011.04.15 00:00	modify	32	0.01	0.75942	0.00000	0.75700
141	2011.04.15 00:00	modify	31	0.01	0.75588	0.00000	0.75700
142	2011.04.15 00:00	modify	30	0.01	0.75155	0.00000	0.75700
143	2011.04.15 12:00	sell	34	0.01	0.76685	0.00000	0.00000
144	2011.04.15 12:00	modify	34	0.01	0.76685	0.00000	0.75888
145	2011.04.15 12:00	modify	33	0.01	0.76326	0.00000	0.75888
146	2011.04.15 12:00	modify	32	0.01	0.75942	0.00000	0.75888
147	2011.04.15 12:00	modify	31	0.01	0.75588	0.00000	0.75888
148	2011.04.15 12:00	modify	30	0.01	0.75155	0.00000	0.75888
149	2011.04.18 00:00	modify	34	0.01	0.76685	0.00000	0.75886
150	2011.04.18 00:00	modify	33	0.01	0.76326	0.00000	0.75886
151	2011.04.18 00:00	modify	32	0.01	0.75942	0.00000	0.75886
152	2011.04.18 00:00	modify	31	0.01	0.75588	0.00000	0.75886
153	2011.04.18 00:00	modify	30	0.01	0.75155	0.00000	0.75886
154	2011.04.18 15:26	t/p	30	0.01	0.75884	0.00000	0.75886	-5.86	10032.22
155	2011.04.18 15:26	t/p	31	0.01	0.75885	0.00000	0.75886	-2.47	10029.75
156	2011.04.18 15:26	t/p	32	0.01	0.75883	0.00000	0.75886	0.34	10030.09
157	2011.04.18 15:26	t/p	33	0.01	0.75885	0.00000	0.75886	3.38	10033.47
158	2011.04.18 15:26	t/p	34	0.01	0.75885	0.00000	0.75886	6.20	10039.67
159	2011.04.19 02:30	buy	35	0.01	0.75874	0.00000	0.76213
160	2011.04.19 02:30	modify	35	0.01	0.75874	0.00000	0.76214
161	2011.04.19 14:30	buy	36	0.01	0.75545	0.00000	0.00000
162	2011.04.19 14:30	modify	36	0.01	0.75545	0.00000	0.75932
163	2011.04.19 14:30	modify	35	0.01	0.75874	0.00000	0.75932
164	2011.04.20 11:46	t/p	35	0.01	0.75929	0.00000	0.75932	0.40	10040.07
165	2011.04.20 11:46	t/p	36	0.01	0.75929	0.00000	0.75932	2.98	10043.05
166	2011.04.28 15:00	buy	37	0.01	0.75965	0.00000	0.76301
167	2011.04.28 15:00	modify	37	0.01	0.75965	0.00000	0.76305
168	2011.04.28 23:09	t/p	37	0.01	0.76302	0.00000	0.76305	2.60	10045.65
169	2011.05.04 05:30	buy	38	0.01	0.75678	0.00000	0.76014
170	2011.05.04 05:30	modify	38	0.01	0.75678	0.00000	0.76018
171	2011.05.05 01:45	t/p	38	0.01	0.76023	0.00000	0.76018	2.66	10048.31
172	2011.05.11 14:30	buy	39	0.01	0.75695	0.00000	0.76033
173	2011.05.11 14:30	modify	39	0.01	0.75695	0.00000	0.76035
174	2011.05.12 04:52	t/p	39	0.01	0.76034	0.00000	0.76035	2.62	10050.93
175	2011.05.26 07:00	sell	40	0.01	0.78782	0.00000	0.78482
176	2011.05.26 07:00	modify	40	0.01	0.78782	0.00000	0.78442
177	2011.05.26 09:00	sell	41	0.01	0.79166	0.00000	0.00000
178	2011.05.26 09:00	modify	41	0.01	0.79166	0.00000	0.78752
179	2011.05.26 09:00	modify	40	0.01	0.78782	0.00000	0.78752
180	2011.05.27 00:00	modify	41	0.01	0.79166	0.00000	0.78750
181	2011.05.27 00:00	modify	40	0.01	0.78782	0.00000	0.78750
182	2011.05.27 04:30	sell	42	0.01	0.79614	0.00000	0.00000
183	2011.05.27 04:30	modify	42	0.01	0.79614	0.00000	0.79141
184	2011.05.27 04:30	modify	41	0.01	0.79166	0.00000	0.79141
185	2011.05.27 04:30	modify	40	0.01	0.78782	0.00000	0.79141
186	2011.05.27 19:00	sell	43	0.01	0.79967	0.00000	0.00000
187	2011.05.27 19:00	modify	43	0.01	0.79967	0.00000	0.79336
188	2011.05.27 19:00	modify	42	0.01	0.79614	0.00000	0.79336
189	2011.05.27 19:00	modify	41	0.01	0.79166	0.00000	0.79336
190	2011.05.27 19:00	modify	40	0.01	0.78782	0.00000	0.79336
191	2011.05.30 00:00	modify	43	0.01	0.79967	0.00000	0.79334
192	2011.05.30 00:00	modify	42	0.01	0.79614	0.00000	0.79334
193	2011.05.30 00:00	modify	41	0.01	0.79166	0.00000	0.79334
194	2011.05.30 00:00	modify	40	0.01	0.78782	0.00000	0.79334
195	2011.05.31 00:00	modify	43	0.01	0.79967	0.00000	0.79332
196	2011.05.31 00:00	modify	42	0.01	0.79614	0.00000	0.79332
197	2011.05.31 00:00	modify	41	0.01	0.79166	0.00000	0.79332
198	2011.05.31 00:00	modify	40	0.01	0.78782	0.00000	0.79332
199	2011.05.31 04:30	sell	44	0.01	0.80315	0.00000	0.00000
200	2011.05.31 04:30	modify	44	0.01	0.80315	0.00000	0.79520
201	2011.05.31 04:30	modify	43	0.01	0.79967	0.00000	0.79520
202	2011.05.31 04:30	modify	42	0.01	0.79614	0.00000	0.79520
203	2011.05.31 04:30	modify	41	0.01	0.79166	0.00000	0.79520
204	2011.05.31 04:30	modify	40	0.01	0.78782	0.00000	0.79520
205	2011.06.01 00:00	modify	44	0.01	0.80315	0.00000	0.79518
206	2011.06.01 00:00	modify	43	0.01	0.79967	0.00000	0.79518
207	2011.06.01 00:00	modify	42	0.01	0.79614	0.00000	0.79518
208	2011.06.01 00:00	modify	41	0.01	0.79166	0.00000	0.79518
209	2011.06.01 00:00	modify	40	0.01	0.78782	0.00000	0.79518
210	2011.06.01 04:37	t/p	40	0.01	0.79519	0.00000	0.79518	-5.87	10045.05
211	2011.06.01 04:37	t/p	41	0.01	0.79518	0.00000	0.79518	-2.86	10042.19
212	2011.06.01 04:37	t/p	42	0.01	0.79522	0.00000	0.79518	0.63	10042.82
213	2011.06.01 04:37	t/p	43	0.01	0.79523	0.00000	0.79518	3.39	10046.21
214	2011.06.01 04:37	t/p	44	0.01	0.79523	0.00000	0.79518	6.14	10052.36
215	2011.06.13 05:00	buy	45	0.01	0.79754	0.00000	0.80093
216	2011.06.13 05:00	modify	45	0.01	0.79754	0.00000	0.80094
217	2011.06.13 06:30	buy	46	0.01	0.79397	0.00000	0.00000
218	2011.06.13 06:30	modify	46	0.01	0.79397	0.00000	0.79798
219	2011.06.13 06:30	modify	45	0.01	0.79754	0.00000	0.79798
220	2011.06.13 21:11	t/p	45	0.01	0.79803	0.00000	0.79798	0.34	10052.70
221	2011.06.13 21:11	t/p	46	0.01	0.79800	0.00000	0.79798	3.12	10055.82
222	2011.06.15 11:00	buy	47	0.01	0.78918	0.00000	0.79254
223	2011.06.15 11:00	modify	47	0.01	0.78918	0.00000	0.79258
224	2011.06.15 19:04	t/p	47	0.01	0.79254	0.00000	0.79258	2.60	10058.42
225	2011.06.21 18:00	buy	48	0.01	0.78983	0.00000	0.79319
226	2011.06.21 18:00	modify	48	0.01	0.78983	0.00000	0.79323
227	2011.06.22 11:59	t/p	48	0.01	0.79323	0.00000	0.79323	2.63	10061.05
228	2011.07.12 11:00	buy	49	0.01	0.79263	0.00000	0.79603
229	2011.07.12 12:52	t/p	49	0.01	0.79603	0.00000	0.79603	2.63	10063.68
230	2011.07.12 17:30	buy	50	0.01	0.79166	0.00000	0.79504
231	2011.07.12 17:30	modify	50	0.01	0.79166	0.00000	0.79506
232	2011.07.13 12:37	t/p	50	0.01	0.79506	0.00000	0.79506	2.62	10066.30
233	2011.07.14 01:30	sell	51	0.01	0.80512	0.00000	0.80243
234	2011.07.14 01:30	modify	51	0.01	0.80512	0.00000	0.80172
235	2011.07.14 02:00	sell	52	0.01	0.81226	0.00000	0.00000
236	2011.07.14 02:00	modify	52	0.01	0.81226	0.00000	0.80647
237	2011.07.14 02:00	modify	51	0.01	0.80512	0.00000	0.80647
238	2011.07.15 00:00	modify	52	0.01	0.81226	0.00000	0.80645
239	2011.07.15 00:00	modify	51	0.01	0.80512	0.00000	0.80645
240	2011.07.15 10:58	t/p	51	0.01	0.80649	0.00000	0.80645	-1.13	10065.17
241	2011.07.15 10:58	t/p	52	0.01	0.80644	0.00000	0.80645	4.50	10069.67
242	2011.07.29 14:30	buy	53	0.01	0.82257	0.00000	0.82594
243	2011.07.29 14:30	modify	53	0.01	0.82257	0.00000	0.82597
244	2011.07.29 15:40	t/p	53	0.01	0.82596	0.00000	0.82597	2.62	10072.29
245	2011.07.29 22:00	sell	54	0.01	0.83833	0.00000	0.83548
246	2011.07.29 22:00	modify	54	0.01	0.83833	0.00000	0.83493
247	2011.08.02 11:41	t/p	54	0.01	0.83494	0.00000	0.83493	2.58	10074.87
248	2011.08.03 02:30	buy	55	0.01	0.83027	0.00000	0.83363
249	2011.08.03 02:30	modify	55	0.01	0.83027	0.00000	0.83367
250	2011.08.03 10:00	buy	56	0.01	0.82728	0.00000	0.00000
251	2011.08.03 10:00	modify	56	0.01	0.82728	0.00000	0.83100
252	2011.08.03 10:00	modify	55	0.01	0.83027	0.00000	0.83100
253	2011.08.03 10:42	t/p	55	0.01	0.83101	0.00000	0.83100	0.54	10075.41
254	2011.08.03 10:42	t/p	56	0.01	0.83101	0.00000	0.83100	2.88	10078.29
255	2011.08.04 09:00	buy	57	0.01	0.82184	0.00000	0.82520
256	2011.08.04 09:00	modify	57	0.01	0.82184	0.00000	0.82524
257	2011.08.04 13:08	t/p	57	0.01	0.82524	0.00000	0.82524	2.63	10080.92
258	2011.08.04 23:30	buy	58	0.01	0.82018	0.00000	0.82354
259	2011.08.04 23:30	modify	58	0.01	0.82018	0.00000	0.82358
260	2011.08.05 01:00	buy	59	0.01	0.81589	0.00000	0.00000
261	2011.08.05 01:00	modify	59	0.01	0.81589	0.00000	0.82026
262	2011.08.05 01:00	modify	58	0.01	0.82018	0.00000	0.82026
263	2011.08.05 02:00	buy	60	0.01	0.81306	0.00000	0.00000
264	2011.08.05 02:00	modify	60	0.01	0.81306	0.00000	0.81683
265	2011.08.05 02:00	modify	59	0.01	0.81589	0.00000	0.81683
266	2011.08.05 02:00	modify	58	0.01	0.82018	0.00000	0.81683
267	2011.08.05 04:11	t/p	58	0.01	0.81681	0.00000	0.81683	-2.68	10078.24
268	2011.08.05 04:11	t/p	59	0.01	0.81681	0.00000	0.81683	0.69	10078.93
269	2011.08.05 04:11	t/p	60	0.01	0.81682	0.00000	0.81683	2.91	10081.84
270	2011.08.09 02:30	buy	61	0.01	0.81190	0.00000	0.81529
271	2011.08.09 02:30	modify	61	0.01	0.81190	0.00000	0.81530
272	2011.08.09 04:30	buy	62	0.01	0.80815	0.00000	0.00000
273	2011.08.09 04:30	modify	62	0.01	0.80815	0.00000	0.81225
274	2011.08.09 04:30	modify	61	0.01	0.81190	0.00000	0.81225
275	2011.08.09 05:00	buy	63	0.01	0.80235	0.00000	0.00000
276	2011.08.09 05:00	modify	63	0.01	0.80235	0.00000	0.80792
277	2011.08.09 05:00	modify	62	0.01	0.80815	0.00000	0.80792
278	2011.08.09 05:00	modify	61	0.01	0.81190	0.00000	0.80792
279	2011.08.09 06:28	t/p	61	0.01	0.80792	0.00000	0.80792	-3.16	10078.68
280	2011.08.09 06:28	t/p	62	0.01	0.80791	0.00000	0.80792	-0.23	10078.45
281	2011.08.09 06:28	t/p	63	0.01	0.80795	0.00000	0.80792	4.36	10082.81
282	2011.08.18 22:30	buy	64	0.01	0.81307	0.00000	0.81647
283	2011.08.19 14:51	t/p	64	0.01	0.81647	0.00000	0.81647	2.63	10085.44
284	2011.08.30 04:30	sell	65	0.01	0.83117	0.00000	0.82832
285	2011.08.30 04:30	modify	65	0.01	0.83117	0.00000	0.82777
286	2011.08.30 17:30	sell	66	0.01	0.83574	0.00000	0.00000
287	2011.08.30 17:30	modify	66	0.01	0.83574	0.00000	0.83124
288	2011.08.30 17:30	modify	65	0.01	0.83117	0.00000	0.83124
289	2011.08.31 00:00	modify	66	0.01	0.83574	0.00000	0.83122
290	2011.08.31 00:00	modify	65	0.01	0.83117	0.00000	0.83122
291	2011.09.01 00:00	modify	66	0.01	0.83574	0.00000	0.83116
292	2011.09.01 00:00	modify	65	0.01	0.83117	0.00000	0.83116
293	2011.09.01 05:47	t/p	65	0.01	0.83115	0.00000	0.83116	-0.09	10085.35
294	2011.09.01 05:47	t/p	66	0.01	0.83119	0.00000	0.83116	3.46	10088.80
295	2011.09.05 20:30	buy	67	0.01	0.82506	0.00000	0.82842
296	2011.09.05 20:30	modify	67	0.01	0.82506	0.00000	0.82846
297	2011.09.06 02:00	buy	68	0.01	0.82101	0.00000	0.00000
298	2011.09.06 02:00	modify	68	0.01	0.82101	0.00000	0.82526
299	2011.09.06 02:00	modify	67	0.01	0.82506	0.00000	0.82526
300	2011.09.06 10:51	t/p	67	0.01	0.82526	0.00000	0.82526	0.11	10088.91
301	2011.09.06 10:51	t/p	68	0.01	0.82527	0.00000	0.82526	3.30	10092.21
302	2011.09.06 18:30	buy	69	0.01	0.81820	0.00000	0.82155
303	2011.09.06 18:30	modify	69	0.01	0.81820	0.00000	0.82160
304	2011.09.06 19:30	buy	70	0.01	0.81525	0.00000	0.00000
305	2011.09.06 19:30	modify	70	0.01	0.81525	0.00000	0.81895
306	2011.09.06 19:30	modify	69	0.01	0.81820	0.00000	0.81895
307	2011.09.07 12:54	t/p	69	0.01	0.81890	0.00000	0.81895	0.51	10092.72
308	2011.09.07 12:54	t/p	70	0.01	0.81891	0.00000	0.81895	2.83	10095.55
309	2011.09.12 06:00	buy	71	0.01	0.81512	0.00000	0.81847
310	2011.09.12 06:00	modify	71	0.01	0.81512	0.00000	0.81852
311	2011.09.12 13:28	t/p	71	0.01	0.81857	0.00000	0.81852	2.67	10098.22
312	2011.09.14 00:30	buy	72	0.01	0.81180	0.00000	0.81520
313	2011.09.14 13:05	t/p	72	0.01	0.81523	0.00000	0.81520	2.65	10100.87
314	2011.09.27 11:00	sell	73	0.01	0.80741	0.00000	0.80457
315	2011.09.27 11:00	modify	73	0.01	0.80741	0.00000	0.80401
316	2011.09.27 14:55	t/p	73	0.01	0.80400	0.00000	0.80401	2.63	10103.50
317	2011.10.18 11:00	buy	74	0.01	0.80764	0.00000	0.81102
318	2011.10.18 11:00	modify	74	0.01	0.80764	0.00000	0.81104
319	2011.10.21 08:00	buy	75	0.01	0.80510	0.00000	0.00000
320	2011.10.21 08:00	modify	75	0.01	0.80510	0.00000	0.80859
321	2011.10.21 08:00	modify	74	0.01	0.80764	0.00000	0.80859
322	2011.10.21 16:50	t/p	74	0.01	0.80860	0.00000	0.80859	0.72	10104.22
323	2011.10.21 16:50	t/p	75	0.01	0.80855	0.00000	0.80859	2.67	10106.89
324	2011.10.25 14:00	buy	76	0.01	0.80382	0.00000	0.80717
325	2011.10.25 14:00	modify	76	0.01	0.80382	0.00000	0.80722
326	2011.10.25 16:42	t/p	76	0.01	0.80719	0.00000	0.80722	2.60	10109.49
327	2011.10.31 19:30	buy	77	0.01	0.80729	0.00000	0.81064
328	2011.10.31 19:30	modify	77	0.01	0.80729	0.00000	0.81069
329	2011.11.01 20:41	t/p	77	0.01	0.81073	0.00000	0.81069	2.66	10112.15
330	2011.11.03 03:00	buy	78	0.01	0.79706	0.00000	0.80046
331	2011.11.03 14:11	t/p	78	0.01	0.80045	0.00000	0.80046	2.62	10114.77
332	2011.11.09 18:30	buy	79	0.01	0.79984	0.00000	0.80324
333	2011.11.10 06:00	buy	80	0.01	0.79649	0.00000	0.00000
334	2011.11.10 06:00	modify	80	0.01	0.79649	0.00000	0.80039
335	2011.11.10 06:00	modify	79	0.01	0.79984	0.00000	0.80039
336	2011.11.10 17:30	buy	81	0.01	0.79271	0.00000	0.00000
337	2011.11.10 17:30	modify	81	0.01	0.79271	0.00000	0.79680
338	2011.11.10 17:30	modify	80	0.01	0.79649	0.00000	0.79680
339	2011.11.10 17:30	modify	79	0.01	0.79984	0.00000	0.79680
340	2011.11.11 00:00	buy	82	0.01	0.79064	0.00000	0.00000
341	2011.11.11 00:00	modify	82	0.01	0.79064	0.00000	0.79537
342	2011.11.11 00:00	modify	81	0.01	0.79271	0.00000	0.79537
343	2011.11.11 00:00	modify	80	0.01	0.79649	0.00000	0.79537
344	2011.11.11 00:00	modify	79	0.01	0.79984	0.00000	0.79537
345	2011.11.11 18:47	t/p	79	0.01	0.79534	0.00000	0.79537	-3.57	10111.20
346	2011.11.11 18:47	t/p	80	0.01	0.79535	0.00000	0.79537	-0.94	10110.26
347	2011.11.11 18:47	t/p	81	0.01	0.79538	0.00000	0.79537	2.06	10112.32
348	2011.11.11 18:47	t/p	82	0.01	0.79536	0.00000	0.79537	3.66	10115.98
349	2011.11.15 07:30	buy	83	0.01	0.78797	0.00000	0.79137
350	2011.11.16 07:30	buy	84	0.01	0.78470	0.00000	0.00000
351	2011.11.16 07:30	modify	84	0.01	0.78470	0.00000	0.78856
352	2011.11.16 07:30	modify	83	0.01	0.78797	0.00000	0.78856
353	2011.11.16 10:54	t/p	83	0.01	0.78858	0.00000	0.78856	0.44	10116.42
354	2011.11.16 10:54	t/p	84	0.01	0.78858	0.00000	0.78856	3.00	10119.42
355	2011.11.16 19:00	buy	85	0.01	0.78450	0.00000	0.78787
356	2011.11.16 19:00	modify	85	0.01	0.78450	0.00000	0.78790
357	2011.11.17 16:30	buy	86	0.01	0.78073	0.00000	0.00000
358	2011.11.17 16:30	modify	86	0.01	0.78073	0.00000	0.78484
359	2011.11.17 16:30	modify	85	0.01	0.78450	0.00000	0.78484
360	2011.11.18 18:00	buy	87	0.01	0.77715	0.00000	0.00000
361	2011.11.18 18:00	modify	87	0.01	0.77715	0.00000	0.78124
362	2011.11.18 18:00	modify	86	0.01	0.78073	0.00000	0.78124
363	2011.11.18 18:00	modify	85	0.01	0.78450	0.00000	0.78124
364	2011.11.21 17:00	buy	88	0.01	0.77448	0.00000	0.00000
365	2011.11.21 17:00	modify	88	0.01	0.77448	0.00000	0.77967
366	2011.11.21 17:00	modify	87	0.01	0.77715	0.00000	0.77967
367	2011.11.21 17:00	modify	86	0.01	0.78073	0.00000	0.77967
368	2011.11.21 17:00	modify	85	0.01	0.78450	0.00000	0.77967
369	2011.11.25 00:00	modify	88	0.01	0.77448	0.00000	0.77968
370	2011.11.25 00:00	modify	87	0.01	0.77715	0.00000	0.77968
371	2011.11.25 00:00	modify	86	0.01	0.78073	0.00000	0.77968
372	2011.11.25 00:00	modify	85	0.01	0.78450	0.00000	0.77968
373	2011.11.28 00:00	t/p	85	0.01	0.78292	0.00000	0.77968	-1.28	10118.13
374	2011.11.28 00:00	t/p	86	0.01	0.78292	0.00000	0.77968	1.68	10119.81
375	2011.11.28 00:00	t/p	87	0.01	0.78291	0.00000	0.77968	4.47	10124.28
376	2011.11.28 00:00	t/p	88	0.01	0.78296	0.00000	0.77968	6.61	10130.88
377	2011.12.07 16:00	buy	89	0.01	0.78575	0.00000	0.78914
378	2011.12.07 16:00	modify	89	0.01	0.78575	0.00000	0.78915
379	2011.12.08 09:34	t/p	89	0.01	0.78912	0.00000	0.78915	2.61	10133.49
380	2011.12.12 17:30	buy	90	0.01	0.78396	0.00000	0.78732
381	2011.12.12 17:30	modify	90	0.01	0.78396	0.00000	0.78736
382	2011.12.14 07:30	buy	91	0.01	0.78090	0.00000	0.00000
383	2011.12.14 07:30	modify	91	0.01	0.78090	0.00000	0.78465
384	2011.12.14 07:30	modify	90	0.01	0.78396	0.00000	0.78465
385	2011.12.15 03:30	buy	92	0.01	0.77741	0.00000	0.00000
386	2011.12.15 03:30	modify	92	0.01	0.77741	0.00000	0.78121
387	2011.12.15 03:30	modify	91	0.01	0.78090	0.00000	0.78121
388	2011.12.15 03:30	modify	90	0.01	0.78396	0.00000	0.78121
389	2011.12.15 17:35	t/p	90	0.01	0.78123	0.00000	0.78121	-2.18	10131.31
390	2011.12.15 17:35	t/p	91	0.01	0.78125	0.00000	0.78121	0.23	10131.54
391	2011.12.15 17:35	t/p	92	0.01	0.78127	0.00000	0.78121	2.99	10134.53
392	2011.12.16 19:00	sell	93	0.01	0.79157	0.00000	0.78849
393	2011.12.16 19:00	modify	93	0.01	0.79157	0.00000	0.78817
394	2011.12.19 13:25	t/p	93	0.01	0.78816	0.00000	0.78817	2.61	10137.14