90% Tick Quality Standard EURUSD 2014 回测

Strategy Tester: Cyrus EA v1

Strategy Tester Report

Cyrus EA v1

Alpari-Demo (Build 765)

Symbol		EURUSD (Euro vs US Dollar)
Period		5 Minutes (M5) 2014.01.02 09:00 - 2014.12.19 23:55 (2014.01.01 - 2014.12.20)
Model		Every tick (the most precise method based on all available least timeframes)
Parameters		Mine=">>> Mine Settings <<<"; Risk=1; FixLot=0.01; MaxOpenTrades=8; AgressiveTrade=false; GMT=">>> GMT Settings <<<"; AutoGMT=false; SummerGMT=3; WinterGMT=2; Other=">>> Other settings <<<"; ShowIndication=true; MagicNumber=888760; EAComment="Your own comment"; RecoveryMode=false; MaxSpread=2; Slippage=1; ChristmasFilter=true; DecEndDay=21; JanBeginDay=5;

Bars in test	73108	Ticks modelled	9181490	Modelling quality	90.00%
Mismatched charts errors	0

Initial deposit	1000.00			Spread	15
Total net profit	136.82	Gross profit	298.85	Gross loss	-162.03
Profit factor	1.84	Expected payoff	0.55
Absolute drawdown	6.72	Maximal drawdown	53.82 (4.91%)	Relative drawdown	4.91% (53.82)

Total trades	247	Short positions (won %)	158 (87.34%)	Long positions (won %)	89 (92.13%)
		Profit trades (% of total)	220 (89.07%)	Loss trades (% of total)	27 (10.93%)
Largest		profit trade	7.96	loss trade	-11.88
Average		profit trade	1.36	loss trade	-6.00
Maximum		consecutive wins (profit in money)	62 (81.69)	consecutive losses (loss in money)	3 (-20.00)
Maximal		consecutive profit (count of wins)	81.69 (62)	consecutive loss (count of losses)	-21.92 (2)
Average		consecutive wins	12	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2014.01.06 01:00	sell	1	0.03	1.35991	0.00000	0.00000
2	2014.01.06 01:00	modify	1	0.03	1.35991	1.36274	1.35291
3	2014.01.06 01:30	close	1	0.03	1.35929	1.36274	1.35291	1.86	1001.86
4	2014.01.06 08:55	sell	2	0.03	1.35885	0.00000	0.00000
5	2014.01.06 08:55	modify	2	0.03	1.35885	1.36147	1.35185
6	2014.01.06 09:30	close	2	0.03	1.35833	1.36147	1.35185	1.56	1003.42
7	2014.01.06 14:25	buy	3	0.03	1.35994	0.00000	0.00000
8	2014.01.06 14:25	modify	3	0.03	1.35994	1.35725	1.36694
9	2014.01.06 16:20	close	3	0.03	1.36070	1.35725	1.36694	2.28	1005.70
10	2014.01.08 16:10	sell	4	0.03	1.35965	0.00000	0.00000
11	2014.01.08 16:10	modify	4	0.03	1.35965	1.36238	1.35265
12	2014.01.08 16:15	sell	5	0.03	1.36003	0.00000	0.00000
13	2014.01.08 16:15	modify	5	0.03	1.36003	1.36276	1.35303
14	2014.01.08 18:10	close	5	0.03	1.35928	1.36276	1.35303	2.25	1007.95
15	2014.01.08 18:10	close	4	0.03	1.35928	1.36238	1.35265	1.11	1009.06
16	2014.01.08 22:35	sell	6	0.03	1.35823	0.00000	0.00000
17	2014.01.08 22:35	modify	6	0.03	1.35823	1.36117	1.35123
18	2014.01.09 00:55	close	6	0.03	1.35736	1.36117	1.35123	2.67	1011.73
19	2014.01.13 08:15	buy	7	0.03	1.36753	0.00000	0.00000
20	2014.01.13 08:15	modify	7	0.03	1.36753	1.36491	1.37453
21	2014.01.13 08:15	buy	8	0.03	1.36753	0.00000	0.00000
22	2014.01.13 08:15	modify	8	0.03	1.36753	1.36491	1.37453
23	2014.01.13 08:40	buy	9	0.03	1.36710	0.00000	0.00000
24	2014.01.13 08:40	modify	9	0.03	1.36710	1.36448	1.37410
25	2014.01.13 10:00	close	9	0.03	1.36748	1.36448	1.37410	1.14	1012.87
26	2014.01.13 10:05	close	7	0.03	1.36801	1.36491	1.37453	1.44	1014.31
27	2014.01.13 10:05	close	8	0.03	1.36801	1.36491	1.37453	1.44	1015.75
28	2014.01.15 08:30	sell	10	0.03	1.36392	0.00000	0.00000
29	2014.01.15 08:30	modify	10	0.03	1.36392	1.36654	1.35692
30	2014.01.15 08:30	sell	11	0.03	1.36392	0.00000	0.00000
31	2014.01.15 08:30	modify	11	0.03	1.36392	1.36654	1.35692
32	2014.01.15 09:10	close	10	0.03	1.36335	1.36654	1.35692	1.71	1017.46
33	2014.01.15 09:10	close	11	0.03	1.36335	1.36654	1.35692	1.71	1019.17
34	2014.01.15 09:50	sell	12	0.03	1.36406	0.00000	0.00000
35	2014.01.15 09:50	modify	12	0.03	1.36406	1.36667	1.35706
36	2014.01.15 10:05	close	12	0.03	1.36369	1.36667	1.35706	1.11	1020.28
37	2014.01.16 21:40	sell	13	0.03	1.36059	0.00000	0.00000
38	2014.01.16 21:40	modify	13	0.03	1.36059	1.36346	1.35359
39	2014.01.17 09:35	close	13	0.03	1.36014	1.36346	1.35359	1.37	1021.65
40	2014.01.20 08:05	sell	14	0.03	1.35321	0.00000	0.00000
41	2014.01.20 08:05	modify	14	0.03	1.35321	1.35588	1.34621
42	2014.01.20 10:50	s/l	14	0.03	1.35588	1.35588	1.34621	-8.01	1013.64
43	2014.01.24 01:25	buy	15	0.03	1.36922	0.00000	0.00000
44	2014.01.24 01:25	modify	15	0.03	1.36922	1.36637	1.37622
45	2014.01.24 01:25	buy	16	0.03	1.36922	0.00000	0.00000
46	2014.01.24 01:25	modify	16	0.03	1.36922	1.36637	1.37622
47	2014.01.24 03:25	buy	17	0.03	1.36834	0.00000	0.00000
48	2014.01.24 03:25	modify	17	0.03	1.36834	1.36552	1.37534
49	2014.01.24 03:25	buy	18	0.03	1.36834	0.00000	0.00000
50	2014.01.24 03:25	modify	18	0.03	1.36834	1.36552	1.37534
51	2014.01.24 04:30	close	17	0.03	1.36861	1.36552	1.37534	0.81	1014.45
52	2014.01.24 06:50	close	18	0.03	1.36850	1.36552	1.37534	0.48	1014.93
53	2014.01.24 07:45	close	15	0.03	1.36932	1.36637	1.37622	0.30	1015.23
54	2014.01.24 07:45	close	16	0.03	1.36932	1.36637	1.37622	0.30	1015.53
55	2014.01.30 23:40	sell	19	0.03	1.35546	0.00000	0.00000
56	2014.01.30 23:40	modify	19	0.03	1.35546	1.35835	1.34846
57	2014.01.31 00:45	close	19	0.03	1.35522	1.35835	1.34846	0.74	1016.28
58	2014.02.03 05:20	sell	20	0.03	1.34903	0.00000	0.00000
59	2014.02.03 05:20	modify	20	0.03	1.34903	1.35181	1.34203
60	2014.02.03 06:05	close	20	0.03	1.34867	1.35181	1.34203	1.08	1017.36
61	2014.02.06 20:20	buy	21	0.03	1.35959	0.00000	0.00000
62	2014.02.06 20:20	modify	21	0.03	1.35959	1.35666	1.36659
63	2014.02.06 20:40	buy	22	0.03	1.35923	0.00000	0.00000
64	2014.02.06 20:40	modify	22	0.03	1.35923	1.35629	1.36623
65	2014.02.07 03:55	close	22	0.03	1.35935	1.35629	1.36623	0.27	1017.63
66	2014.02.07 08:00	buy	23	0.03	1.35869	0.00000	0.00000
67	2014.02.07 08:00	modify	23	0.03	1.35869	1.35613	1.36569
68	2014.02.07 10:30	s/l	21	0.03	1.35666	1.35666	1.36659	-8.88	1008.75
69	2014.02.07 10:32	s/l	23	0.03	1.35613	1.35613	1.36569	-7.68	1001.07
70	2014.02.10 00:15	buy	24	0.03	1.36198	0.00000	0.00000
71	2014.02.10 00:15	modify	24	0.03	1.36198	1.35911	1.36898
72	2014.02.10 02:30	close	24	0.03	1.36221	1.35911	1.36898	0.69	1001.76
73	2014.02.11 07:35	buy	25	0.03	1.36646	0.00000	0.00000
74	2014.02.11 07:35	modify	25	0.03	1.36646	1.36392	1.37346
75	2014.02.11 07:45	buy	26	0.03	1.36651	0.00000	0.00000
76	2014.02.11 07:45	modify	26	0.03	1.36651	1.36397	1.37351
77	2014.02.11 08:10	buy	27	0.03	1.36611	0.00000	0.00000
78	2014.02.11 08:10	modify	27	0.03	1.36611	1.36357	1.37311
79	2014.02.11 08:10	buy	28	0.03	1.36611	0.00000	0.00000
80	2014.02.11 08:10	modify	28	0.03	1.36611	1.36357	1.37311
81	2014.02.11 09:20	close	27	0.03	1.36626	1.36357	1.37311	0.45	1002.21
82	2014.02.11 10:05	close	26	0.03	1.36691	1.36397	1.37351	1.20	1003.41
83	2014.02.11 10:05	close	25	0.03	1.36691	1.36392	1.37346	1.35	1004.76
84	2014.02.11 10:10	close	28	0.03	1.36726	1.36357	1.37311	3.45	1008.21
85	2014.02.11 14:00	buy	29	0.03	1.36649	0.00000	0.00000
86	2014.02.11 14:00	modify	29	0.03	1.36649	1.36389	1.37349
87	2014.02.11 14:35	close	29	0.03	1.36741	1.36389	1.37349	2.76	1010.97
88	2014.02.12 17:40	sell	30	0.03	1.35830	0.00000	0.00000
89	2014.02.12 17:40	modify	30	0.03	1.35830	1.36106	1.35130
90	2014.02.12 17:45	sell	31	0.03	1.35869	0.00000	0.00000
91	2014.02.12 17:45	modify	31	0.03	1.35869	1.36146	1.35169
92	2014.02.12 19:25	close	30	0.03	1.35817	1.36106	1.35130	0.39	1011.36
93	2014.02.12 19:25	close	31	0.03	1.35817	1.36146	1.35169	1.56	1012.92
94	2014.02.13 07:25	buy	32	0.03	1.36102	0.00000	0.00000
95	2014.02.13 07:25	modify	32	0.03	1.36102	1.35845	1.36802
96	2014.02.13 07:45	close	32	0.03	1.36134	1.35845	1.36802	0.96	1013.88
97	2014.02.17 07:50	buy	33	0.03	1.37085	0.00000	0.00000
98	2014.02.17 07:50	modify	33	0.03	1.37085	1.36828	1.37785
99	2014.02.17 08:10	close	33	0.03	1.37111	1.36828	1.37785	0.78	1014.66
100	2014.02.20 09:15	buy	34	0.03	1.37484	0.00000	0.00000
101	2014.02.20 09:15	modify	34	0.03	1.37484	1.37222	1.38184
102	2014.02.20 09:58	s/l	34	0.03	1.37222	1.37222	1.38184	-7.86	1006.80
103	2014.02.21 03:20	buy	35	0.03	1.37166	0.00000	0.00000
104	2014.02.21 03:20	modify	35	0.03	1.37166	1.36900	1.37866
105	2014.02.21 03:40	close	35	0.03	1.37179	1.36900	1.37866	0.39	1007.19
106	2014.02.24 00:00	buy	36	0.03	1.37347	0.00000	0.00000
107	2014.02.24 00:00	modify	36	0.03	1.37347	1.37074	1.38047
108	2014.02.24 01:10	close	36	0.03	1.37398	1.37074	1.38047	1.53	1008.72
109	2014.02.24 03:15	buy	37	0.03	1.37368	0.00000	0.00000
110	2014.02.24 03:15	modify	37	0.03	1.37368	1.37099	1.38068
111	2014.02.24 06:05	close	37	0.03	1.37379	1.37099	1.38068	0.33	1009.05
112	2014.02.26 20:40	sell	38	0.03	1.36761	0.00000	0.00000
113	2014.02.26 20:40	modify	38	0.03	1.36761	1.37042	1.36061
114	2014.02.26 22:10	sell	39	0.03	1.36835	0.00000	0.00000
115	2014.02.26 22:10	modify	39	0.03	1.36835	1.37116	1.36135
116	2014.02.27 00:55	close	39	0.03	1.36835	1.37116	1.36135	0.06	1009.11
117	2014.02.27 03:20	sell	40	0.03	1.36876	0.00000	0.00000
118	2014.02.27 03:20	modify	40	0.03	1.36876	1.37148	1.36176
119	2014.02.27 05:45	close	40	0.03	1.36874	1.37148	1.36176	0.06	1009.17
120	2014.02.27 09:55	close	38	0.03	1.36711	1.37042	1.36061	1.56	1010.73
121	2014.02.27 22:10	buy	41	0.03	1.37063	0.00000	0.00000
122	2014.02.27 22:10	modify	41	0.03	1.37063	1.36780	1.37763
123	2014.02.27 23:10	close	41	0.03	1.37107	1.36780	1.37763	1.32	1012.05
124	2014.02.28 17:00	buy	42	0.03	1.37948	0.00000	0.00000
125	2014.02.28 17:00	modify	42	0.03	1.37948	1.37660	1.38648
126	2014.02.28 17:55	close	42	0.03	1.38071	1.37660	1.38648	3.69	1015.74
127	2014.03.03 00:00	buy	43	0.03	1.37601	0.00000	0.00000
128	2014.03.03 00:00	modify	43	0.03	1.37601	1.37307	1.38301
129	2014.03.03 04:20	close	43	0.03	1.37790	1.37307	1.38301	5.67	1021.41
130	2014.03.07 03:15	buy	44	0.03	1.38599	0.00000	0.00000
131	2014.03.07 03:15	modify	44	0.03	1.38599	1.38307	1.39299
132	2014.03.07 06:50	buy	45	0.03	1.38573	0.00000	0.00000
133	2014.03.07 06:50	modify	45	0.03	1.38573	1.38311	1.39273
134	2014.03.07 07:55	close	45	0.03	1.38595	1.38311	1.39273	0.66	1022.07
135	2014.03.07 08:35	close	44	0.03	1.38616	1.38307	1.39299	0.51	1022.58
136	2014.03.10 07:45	buy	46	0.03	1.38822	0.00000	0.00000
137	2014.03.10 07:45	modify	46	0.03	1.38822	1.38569	1.39522
138	2014.03.10 09:00	close	46	0.03	1.38834	1.38569	1.39522	0.36	1022.94
139	2014.03.13 00:40	buy	47	0.03	1.39021	0.00000	0.00000
140	2014.03.13 00:40	modify	47	0.03	1.39021	1.38747	1.39721
141	2014.03.13 00:40	buy	48	0.03	1.39021	0.00000	0.00000
142	2014.03.13 00:40	modify	48	0.03	1.39021	1.38747	1.39721
143	2014.03.13 01:05	close	47	0.03	1.39045	1.38747	1.39721	0.72	1023.66
144	2014.03.13 01:05	close	48	0.03	1.39045	1.38747	1.39721	0.72	1024.38
145	2014.03.14 14:25	buy	49	0.03	1.38764	0.00000	0.00000
146	2014.03.14 14:25	modify	49	0.03	1.38764	1.38496	1.39464
147	2014.03.14 15:05	close	49	0.03	1.38861	1.38496	1.39464	2.91	1027.29
148	2014.03.17 20:10	buy	50	0.03	1.39212	0.00000	0.00000
149	2014.03.17 20:10	modify	50	0.03	1.39212	1.38934	1.39912
150	2014.03.17 22:15	close	50	0.03	1.39250	1.38934	1.39912	1.14	1028.43
151	2014.03.18 07:15	buy	51	0.03	1.39292	0.00000	0.00000
152	2014.03.18 07:15	modify	51	0.03	1.39292	1.39041	1.39992
153	2014.03.18 08:45	close	51	0.03	1.39306	1.39041	1.39992	0.42	1028.85
154	2014.03.20 03:45	sell	52	0.03	1.38268	0.00000	0.00000
155	2014.03.20 03:45	modify	52	0.03	1.38268	1.38551	1.37568
156	2014.03.20 05:10	sell	53	0.03	1.38329	0.00000	0.00000
157	2014.03.20 05:10	modify	53	0.03	1.38329	1.38609	1.37629
158	2014.03.20 09:05	close	53	0.03	1.38290	1.38609	1.37629	1.17	1030.02
159	2014.03.20 10:30	close	52	0.03	1.38255	1.38551	1.37568	0.39	1030.41
160	2014.03.20 16:40	sell	54	0.03	1.37801	0.00000	0.00000
161	2014.03.20 16:40	modify	54	0.03	1.37801	1.38082	1.37101
162	2014.03.20 16:40	sell	55	0.03	1.37801	0.00000	0.00000
163	2014.03.20 16:40	modify	55	0.03	1.37801	1.38082	1.37101
164	2014.03.20 17:15	close	54	0.03	1.37671	1.38082	1.37101	3.90	1034.31
165	2014.03.20 17:15	close	55	0.03	1.37671	1.38082	1.37101	3.90	1038.21
166	2014.03.21 01:15	sell	56	0.03	1.37803	0.00000	0.00000
167	2014.03.21 01:15	modify	56	0.03	1.37803	1.38079	1.37103
168	2014.03.21 01:20	close	56	0.03	1.37792	1.38079	1.37103	0.33	1038.54
169	2014.03.24 23:35	buy	57	0.03	1.38363	0.00000	0.00000
170	2014.03.24 23:35	modify	57	0.03	1.38363	1.38082	1.39063
171	2014.03.25 00:15	buy	58	0.03	1.38360	0.00000	0.00000
172	2014.03.25 00:15	modify	58	0.03	1.38360	1.38082	1.39060
173	2014.03.25 01:00	close	57	0.03	1.38375	1.38082	1.39063	0.27	1038.81
174	2014.03.25 01:00	close	58	0.03	1.38375	1.38082	1.39060	0.45	1039.26
175	2014.03.25 03:00	buy	59	0.03	1.38341	0.00000	0.00000
176	2014.03.25 03:00	modify	59	0.03	1.38341	1.38068	1.39041
177	2014.03.25 03:15	close	59	0.03	1.38371	1.38068	1.39041	0.90	1040.16
178	2014.03.25 03:35	buy	60	0.03	1.38343	0.00000	0.00000
179	2014.03.25 03:35	modify	60	0.03	1.38343	1.38071	1.39043
180	2014.03.25 04:15	close	60	0.03	1.38359	1.38071	1.39043	0.48	1040.64
181	2014.04.02 23:40	sell	61	0.03	1.37665	0.00000	0.00000
182	2014.04.02 23:40	modify	61	0.03	1.37665	1.37936	1.36965
183	2014.04.02 23:40	sell	62	0.03	1.37665	0.00000	0.00000
184	2014.04.02 23:40	modify	62	0.03	1.37665	1.37936	1.36965
185	2014.04.03 00:55	close	61	0.03	1.37657	1.37936	1.36965	0.30	1040.94
186	2014.04.03 02:15	close	62	0.03	1.37662	1.37936	1.36965	0.15	1041.10
187	2014.04.03 03:15	sell	63	0.03	1.37678	0.00000	0.00000
188	2014.04.03 03:15	modify	63	0.03	1.37678	1.37942	1.36978
189	2014.04.03 03:40	sell	64	0.03	1.37682	0.00000	0.00000
190	2014.04.03 03:40	modify	64	0.03	1.37682	1.37946	1.36982
191	2014.04.03 03:50	close	64	0.03	1.37670	1.37946	1.36982	0.36	1041.46
192	2014.04.03 03:50	close	63	0.03	1.37670	1.37942	1.36978	0.24	1041.70
193	2014.04.03 08:45	sell	65	0.03	1.37611	0.00000	0.00000
194	2014.04.03 08:45	modify	65	0.03	1.37611	1.37865	1.36911
195	2014.04.03 09:05	close	65	0.03	1.37586	1.37865	1.36911	0.75	1042.45
196	2014.04.03 09:10	sell	66	0.03	1.37617	0.00000	0.00000
197	2014.04.03 09:10	modify	66	0.03	1.37617	1.37871	1.36917
198	2014.04.03 09:10	sell	67	0.03	1.37617	0.00000	0.00000
199	2014.04.03 09:10	modify	67	0.03	1.37617	1.37871	1.36917
200	2014.04.03 09:15	close	67	0.03	1.37600	1.37871	1.36917	0.51	1042.96
201	2014.04.03 11:40	close	66	0.03	1.37609	1.37871	1.36917	0.24	1043.20
202	2014.04.03 20:15	sell	68	0.03	1.37210	0.00000	0.00000
203	2014.04.03 20:15	modify	68	0.03	1.37210	1.37507	1.36510
204	2014.04.03 21:30	close	68	0.03	1.37115	1.37507	1.36510	2.85	1046.05
205	2014.04.04 03:00	sell	69	0.03	1.37223	0.00000	0.00000
206	2014.04.04 03:00	modify	69	0.03	1.37223	1.37514	1.36523
207	2014.04.04 04:05	close	69	0.03	1.37213	1.37514	1.36523	0.30	1046.35
208	2014.04.09 01:55	buy	70	0.03	1.37942	0.00000	0.00000
209	2014.04.09 01:55	modify	70	0.03	1.37942	1.37670	1.38642
210	2014.04.09 01:55	buy	71	0.03	1.37942	0.00000	0.00000
211	2014.04.09 01:55	modify	71	0.03	1.37942	1.37670	1.38642
212	2014.04.09 10:10	close	70	0.03	1.37958	1.37670	1.38642	0.48	1046.83
213	2014.04.09 10:10	close	71	0.03	1.37958	1.37670	1.38642	0.48	1047.31
214	2014.04.10 08:05	buy	72	0.03	1.38463	0.00000	0.00000
215	2014.04.10 08:05	modify	72	0.03	1.38463	1.38198	1.39163
216	2014.04.10 10:05	close	72	0.03	1.38494	1.38198	1.39163	0.93	1048.24
217	2014.04.10 16:35	buy	73	0.03	1.38592	0.00000	0.00000
218	2014.04.10 16:35	modify	73	0.03	1.38592	1.38326	1.39292
219	2014.04.10 17:05	close	73	0.03	1.38659	1.38326	1.39292	2.01	1050.25
220	2014.04.11 08:50	buy	74	0.04	1.38921	0.00000	0.00000
221	2014.04.11 08:50	modify	74	0.04	1.38921	1.38668	1.39621
222	2014.04.11 08:50	buy	75	0.04	1.38921	0.00000	0.00000
223	2014.04.11 08:50	modify	75	0.04	1.38921	1.38668	1.39621
224	2014.04.11 09:05	close	74	0.04	1.38966	1.38668	1.39621	1.80	1052.05
225	2014.04.11 09:05	close	75	0.04	1.38966	1.38668	1.39621	1.80	1053.85
226	2014.04.11 09:30	buy	76	0.04	1.38902	0.00000	0.00000
227	2014.04.11 09:30	modify	76	0.04	1.38902	1.38649	1.39602
228	2014.04.11 10:05	close	76	0.04	1.38961	1.38649	1.39602	2.36	1056.21
229	2014.04.21 21:40	sell	77	0.04	1.37941	0.00000	0.00000
230	2014.04.21 21:40	modify	77	0.04	1.37941	1.38204	1.37241
231	2014.04.21 22:35	close	77	0.04	1.37927	1.38204	1.37241	0.56	1056.77
232	2014.04.23 14:45	buy	78	0.04	1.38362	0.00000	0.00000
233	2014.04.23 14:45	modify	78	0.04	1.38362	1.38094	1.39062
234	2014.04.23 14:45	buy	79	0.04	1.38362	0.00000	0.00000
235	2014.04.23 14:45	modify	79	0.04	1.38362	1.38094	1.39062
236	2014.04.23 15:05	close	78	0.04	1.38404	1.38094	1.39062	1.68	1058.45
237	2014.04.23 16:10	buy	80	0.04	1.38307	0.00000	0.00000
238	2014.04.23 16:10	modify	80	0.04	1.38307	1.38036	1.39007
239	2014.04.23 16:10	buy	81	0.04	1.38307	0.00000	0.00000
240	2014.04.23 16:10	modify	81	0.04	1.38307	1.38036	1.39007
241	2014.04.23 17:05	close	80	0.04	1.38360	1.38036	1.39007	2.12	1060.57
242	2014.04.23 17:10	close	79	0.04	1.38433	1.38094	1.39062	2.84	1063.41
243	2014.04.23 17:15	close	81	0.04	1.38380	1.38036	1.39007	2.92	1066.33
244	2014.04.25 03:05	buy	82	0.04	1.38308	0.00000	0.00000
245	2014.04.25 03:05	modify	82	0.04	1.38308	1.38046	1.39008
246	2014.04.25 03:15	buy	83	0.04	1.38308	0.00000	0.00000
247	2014.04.25 03:15	modify	83	0.04	1.38308	1.38046	1.39008
248	2014.04.25 04:45	close	83	0.04	1.38321	1.38046	1.39008	0.52	1066.85
249	2014.04.25 04:45	close	82	0.04	1.38321	1.38046	1.39008	0.52	1067.37
250	2014.04.25 09:00	buy	84	0.04	1.38310	0.00000	0.00000
251	2014.04.25 09:00	modify	84	0.04	1.38310	1.38063	1.39010
252	2014.04.25 10:20	close	84	0.04	1.38339	1.38063	1.39010	1.16	1068.53
253	2014.04.28 14:55	buy	85	0.04	1.38635	0.00000	0.00000
254	2014.04.28 14:55	modify	85	0.04	1.38635	1.38374	1.39335
255	2014.04.28 15:50	close	85	0.04	1.38686	1.38374	1.39335	2.04	1070.57
256	2014.04.28 17:10	buy	86	0.04	1.38575	0.00000	0.00000
257	2014.04.28 17:10	modify	86	0.04	1.38575	1.38310	1.39275
258	2014.04.28 17:15	buy	87	0.04	1.38566	0.00000	0.00000
259	2014.04.28 17:15	modify	87	0.04	1.38566	1.38301	1.39266
260	2014.04.29 04:10	close	87	0.04	1.38601	1.38301	1.39266	1.28	1071.85
261	2014.04.29 04:10	close	86	0.04	1.38601	1.38310	1.39275	0.92	1072.77
262	2014.04.30 03:05	sell	88	0.04	1.38145	0.00000	0.00000
263	2014.04.30 03:05	modify	88	0.04	1.38145	1.38408	1.37445
264	2014.04.30 03:30	close	88	0.04	1.38115	1.38408	1.37445	1.20	1073.97
265	2014.05.05 08:40	buy	89	0.04	1.38747	0.00000	0.00000
266	2014.05.05 08:40	modify	89	0.04	1.38747	1.38496	1.39447
267	2014.05.05 08:45	buy	90	0.04	1.38740	0.00000	0.00000
268	2014.05.05 08:45	modify	90	0.04	1.38740	1.38489	1.39440
269	2014.05.05 09:10	close	89	0.04	1.38782	1.38496	1.39447	1.40	1075.37
270	2014.05.05 09:15	close	90	0.04	1.38780	1.38489	1.39440	1.60	1076.97
271	2014.05.06 17:35	buy	91	0.04	1.39280	0.00000	0.00000
272	2014.05.06 17:35	modify	91	0.04	1.39280	1.39011	1.39980
273	2014.05.06 19:00	buy	92	0.04	1.39250	0.00000	0.00000
274	2014.05.06 19:00	modify	92	0.04	1.39250	1.38978	1.39950
275	2014.05.06 20:10	close	92	0.04	1.39279	1.38978	1.39950	1.16	1078.13
276	2014.05.06 20:20	close	91	0.04	1.39309	1.39011	1.39980	1.16	1079.29
277	2014.05.06 23:55	buy	93	0.04	1.39286	0.00000	0.00000
278	2014.05.06 23:55	modify	93	0.04	1.39286	1.39017	1.39986
279	2014.05.07 00:55	buy	94	0.04	1.39272	0.00000	0.00000
280	2014.05.07 00:55	modify	94	0.04	1.39272	1.39006	1.39972
281	2014.05.07 02:55	close	94	0.04	1.39291	1.39006	1.39972	0.76	1080.05
282	2014.05.07 03:15	close	93	0.04	1.39304	1.39017	1.39986	0.60	1080.65
283	2014.05.08 14:45	buy	95	0.04	1.39343	0.00000	0.00000
284	2014.05.08 14:45	modify	95	0.04	1.39343	1.39086	1.40043
285	2014.05.08 14:50	close	95	0.04	1.39522	1.39086	1.40043	7.16	1087.81
286	2014.05.09 07:20	sell	96	0.04	1.38398	0.00000	0.00000
287	2014.05.09 07:20	modify	96	0.04	1.38398	1.38655	1.37698
288	2014.05.09 08:00	close	96	0.04	1.38381	1.38655	1.37698	0.68	1088.49
289	2014.05.12 23:00	sell	97	0.04	1.37582	0.00000	0.00000
290	2014.05.12 23:00	modify	97	0.04	1.37582	1.37844	1.36882
291	2014.05.13 01:15	close	97	0.04	1.37583	1.37844	1.36882	-0.01	1088.48
292	2014.05.13 16:25	sell	98	0.04	1.37294	0.00000	0.00000
293	2014.05.13 16:25	modify	98	0.04	1.37294	1.37566	1.36594
294	2014.05.13 17:10	close	98	0.04	1.37181	1.37566	1.36594	4.52	1093.00
295	2014.05.14 01:50	sell	99	0.04	1.37045	0.00000	0.00000
296	2014.05.14 01:50	modify	99	0.04	1.37045	1.37322	1.36345
297	2014.05.14 03:20	close	99	0.04	1.37034	1.37322	1.36345	0.44	1093.44
298	2014.05.15 16:20	sell	100	0.04	1.36726	0.00000	0.00000
299	2014.05.15 16:20	modify	100	0.04	1.36726	1.37000	1.36026
300	2014.05.15 16:20	sell	101	0.04	1.36726	0.00000	0.00000
301	2014.05.15 16:20	modify	101	0.04	1.36726	1.37000	1.36026
302	2014.05.15 17:17	s/l	100	0.04	1.37000	1.37000	1.36026	-10.96	1082.48
303	2014.05.15 17:17	s/l	101	0.04	1.37000	1.37000	1.36026	-10.96	1071.52
304	2014.05.19 00:30	sell	102	0.04	1.36999	0.00000	0.00000
305	2014.05.19 00:30	modify	102	0.04	1.36999	1.37269	1.36299
306	2014.05.19 01:05	close	102	0.04	1.36984	1.37269	1.36299	0.60	1072.12
307	2014.05.22 22:25	sell	103	0.04	1.36539	0.00000	0.00000
308	2014.05.22 22:25	modify	103	0.04	1.36539	1.36815	1.35839
309	2014.05.22 22:25	sell	104	0.04	1.36539	0.00000	0.00000
310	2014.05.22 22:25	modify	104	0.04	1.36539	1.36815	1.35839
311	2014.05.23 02:45	close	103	0.04	1.36535	1.36815	1.35839	0.19	1072.30
312	2014.05.23 02:45	close	104	0.04	1.36535	1.36815	1.35839	0.19	1072.49
313	2014.05.23 07:20	sell	105	0.04	1.36513	0.00000	0.00000
314	2014.05.23 07:20	modify	105	0.04	1.36513	1.36760	1.35813
315	2014.05.23 07:20	sell	106	0.04	1.36513	0.00000	0.00000
316	2014.05.23 07:20	modify	106	0.04	1.36513	1.36760	1.35813
317	2014.05.23 07:35	close	105	0.04	1.36483	1.36760	1.35813	1.20	1073.69
318	2014.05.23 07:35	close	106	0.04	1.36483	1.36760	1.35813	1.20	1074.89
319	2014.05.23 14:35	sell	107	0.04	1.36272	0.00000	0.00000
320	2014.05.23 14:35	modify	107	0.04	1.36272	1.36530	1.35572
321	2014.05.23 14:50	sell	108	0.04	1.36297	0.00000	0.00000
322	2014.05.23 14:50	modify	108	0.04	1.36297	1.36555	1.35597
323	2014.05.23 18:45	close	108	0.04	1.36285	1.36555	1.35597	0.48	1075.37
324	2014.05.23 18:50	close	107	0.04	1.36276	1.36530	1.35572	-0.16	1075.21
325	2014.05.26 08:45	sell	109	0.04	1.36197	0.00000	0.00000
326	2014.05.26 08:45	modify	109	0.04	1.36197	1.36445	1.35497
327	2014.05.26 09:00	sell	110	0.04	1.36213	0.00000	0.00000
328	2014.05.26 09:00	modify	110	0.04	1.36213	1.36461	1.35513
329	2014.05.26 10:42	s/l	109	0.04	1.36445	1.36445	1.35497	-9.92	1065.29
330	2014.05.26 10:55	s/l	110	0.04	1.36461	1.36461	1.35513	-9.92	1055.37
331	2014.05.27 21:25	sell	111	0.04	1.36237	0.00000	0.00000
332	2014.05.27 21:25	modify	111	0.04	1.36237	1.36505	1.35537
333	2014.05.27 21:25	sell	112	0.04	1.36237	0.00000	0.00000
334	2014.05.27 21:25	modify	112	0.04	1.36237	1.36505	1.35537
335	2014.05.28 10:15	close	111	0.04	1.36227	1.36505	1.35537	0.43	1055.80
336	2014.05.28 10:15	close	112	0.04	1.36227	1.36505	1.35537	0.43	1056.23
337	2014.05.29 03:30	sell	113	0.04	1.35960	0.00000	0.00000
338	2014.05.29 03:30	modify	113	0.04	1.35960	1.36219	1.35260
339	2014.05.29 03:30	sell	114	0.04	1.35960	0.00000	0.00000
340	2014.05.29 03:30	modify	114	0.04	1.35960	1.36219	1.35260
341	2014.05.29 09:40	close	113	0.04	1.35955	1.36219	1.35260	0.20	1056.43
342	2014.05.29 09:40	close	114	0.04	1.35955	1.36219	1.35260	0.20	1056.63
343	2014.06.02 14:15	sell	115	0.04	1.36130	0.00000	0.00000
344	2014.06.02 14:15	modify	115	0.04	1.36130	1.36387	1.35430
345	2014.06.02 14:15	sell	116	0.04	1.36130	0.00000	0.00000
346	2014.06.02 14:15	modify	116	0.04	1.36130	1.36387	1.35430
347	2014.06.02 16:10	close	115	0.04	1.36116	1.36387	1.35430	0.56	1057.19
348	2014.06.02 16:30	close	116	0.04	1.36111	1.36387	1.35430	0.76	1057.95
349	2014.06.03 03:30	sell	117	0.04	1.35985	0.00000	0.00000
350	2014.06.03 03:30	modify	117	0.04	1.35985	1.36244	1.35285
351	2014.06.03 03:40	sell	118	0.04	1.35994	0.00000	0.00000
352	2014.06.03 03:40	modify	118	0.04	1.35994	1.36252	1.35294
353	2014.06.03 11:50	close	118	0.04	1.35970	1.36252	1.35294	0.96	1058.91
354	2014.06.03 11:50	close	117	0.04	1.35970	1.36244	1.35285	0.60	1059.51
355	2014.06.04 08:55	sell	119	0.04	1.36148	0.00000	0.00000
356	2014.06.04 08:55	modify	119	0.04	1.36148	1.36395	1.35448
357	2014.06.04 09:05	close	119	0.04	1.36129	1.36395	1.35448	0.76	1060.27
358	2014.06.05 03:05	sell	120	0.04	1.36017	0.00000	0.00000
359	2014.06.05 03:05	modify	120	0.04	1.36017	1.36277	1.35317
360	2014.06.05 03:30	sell	121	0.04	1.36028	0.00000	0.00000
361	2014.06.05 03:30	modify	121	0.04	1.36028	1.36287	1.35328
362	2014.06.05 03:50	close	121	0.04	1.36028	1.36287	1.35328	0.00	1060.27
363	2014.06.05 03:55	close	120	0.04	1.36012	1.36277	1.35317	0.20	1060.47
364	2014.06.06 07:15	buy	122	0.04	1.36575	0.00000	0.00000
365	2014.06.06 07:15	modify	122	0.04	1.36575	1.36312	1.37275
366	2014.06.06 08:35	close	122	0.04	1.36592	1.36312	1.37275	0.68	1061.15
367	2014.06.09 23:10	sell	123	0.04	1.35909	0.00000	0.00000
368	2014.06.09 23:10	modify	123	0.04	1.35909	1.36174	1.35209
369	2014.06.09 23:50	sell	124	0.04	1.35924	0.00000	0.00000
370	2014.06.09 23:50	modify	124	0.04	1.35924	1.36188	1.35224
371	2014.06.10 02:05	close	124	0.04	1.35924	1.36188	1.35224	0.03	1061.18
372	2014.06.10 02:35	close	123	0.04	1.35914	1.36174	1.35209	-0.17	1061.00
373	2014.06.11 07:00	sell	125	0.04	1.35323	0.00000	0.00000
374	2014.06.11 07:00	modify	125	0.04	1.35323	1.35573	1.34623
375	2014.06.11 07:00	sell	126	0.04	1.35323	0.00000	0.00000
376	2014.06.11 07:00	modify	126	0.04	1.35323	1.35573	1.34623
377	2014.06.11 11:45	close	125	0.04	1.35290	1.35573	1.34623	1.32	1062.32
378	2014.06.11 11:45	close	126	0.04	1.35290	1.35573	1.34623	1.32	1063.64
379	2014.06.17 20:20	sell	127	0.04	1.35470	0.00000	0.00000
380	2014.06.17 20:20	modify	127	0.04	1.35470	1.35738	1.34770
381	2014.06.17 20:40	close	127	0.04	1.35422	1.35738	1.34770	1.92	1065.56
382	2014.06.19 09:00	buy	128	0.04	1.35893	0.00000	0.00000
383	2014.06.19 09:00	modify	128	0.04	1.35893	1.35623	1.36593
384	2014.06.19 09:15	close	128	0.04	1.36092	1.35623	1.36593	7.96	1073.52
385	2014.06.20 09:50	buy	129	0.04	1.36191	0.00000	0.00000
386	2014.06.20 09:50	modify	129	0.04	1.36191	1.35944	1.36891
387	2014.06.20 13:58	s/l	129	0.04	1.35944	1.35944	1.36891	-9.88	1063.64
388	2014.06.30 00:35	buy	130	0.04	1.36445	0.00000	0.00000
389	2014.06.30 00:35	modify	130	0.04	1.36445	1.36183	1.37145
390	2014.06.30 04:45	close	130	0.04	1.36456	1.36183	1.37145	0.44	1064.08
391	2014.07.01 03:35	buy	131	0.04	1.36903	0.00000	0.00000
392	2014.07.01 03:35	modify	131	0.04	1.36903	1.36645	1.37603
393	2014.07.01 03:40	close	131	0.04	1.36923	1.36645	1.37603	0.80	1064.88
394	2014.07.01 05:20	buy	132	0.04	1.36898	0.00000	0.00000
395	2014.07.01 05:20	modify	132	0.04	1.36898	1.36643	1.37598
396	2014.07.01 05:20	buy	133	0.04	1.36898	0.00000	0.00000
397	2014.07.01 05:20	modify	133	0.04	1.36898	1.36643	1.37598
398	2014.07.01 10:55	close	132	0.04	1.36914	1.36643	1.37598	0.64	1065.52
399	2014.07.01 10:55	close	133	0.04	1.36914	1.36643	1.37598	0.64	1066.16
400	2014.07.03 22:25	sell	134	0.04	1.36110	0.00000	0.00000
401	2014.07.03 22:25	modify	134	0.04	1.36110	1.36380	1.35410
402	2014.07.03 22:45	close	134	0.04	1.36076	1.36380	1.35410	1.36	1067.52
403	2014.07.04 14:30	sell	135	0.04	1.35929	0.00000	0.00000
404	2014.07.04 14:30	modify	135	0.04	1.35929	1.36177	1.35229
405	2014.07.04 14:45	sell	136	0.04	1.35938	0.00000	0.00000
406	2014.07.04 14:45	modify	136	0.04	1.35938	1.36186	1.35238
407	2014.07.04 15:00	close	136	0.04	1.35913	1.36186	1.35238	1.00	1068.52
408	2014.07.04 15:00	close	135	0.04	1.35913	1.36177	1.35229	0.64	1069.16
409	2014.07.10 01:35	buy	137	0.04	1.36408	0.00000	0.00000
410	2014.07.10 01:35	modify	137	0.04	1.36408	1.36146	1.37108
411	2014.07.10 03:00	close	137	0.04	1.36425	1.36146	1.37108	0.68	1069.84
412	2014.07.10 09:40	buy	138	0.04	1.36438	0.00000	0.00000
413	2014.07.10 09:40	modify	138	0.04	1.36438	1.36187	1.37138
414	2014.07.10 09:40	buy	139	0.04	1.36438	0.00000	0.00000
415	2014.07.10 09:40	modify	139	0.04	1.36438	1.36187	1.37138
416	2014.07.10 13:41	s/l	138	0.04	1.36187	1.36187	1.37138	-10.04	1059.80
417	2014.07.10 13:41	s/l	139	0.04	1.36187	1.36187	1.37138	-10.04	1049.76
418	2014.07.10 23:00	sell	140	0.03	1.36077	0.00000	0.00000
419	2014.07.10 23:00	modify	140	0.03	1.36077	1.36341	1.35377
420	2014.07.11 00:05	close	140	0.03	1.36078	1.36341	1.35377	-0.01	1049.75
421	2014.07.14 16:05	buy	141	0.03	1.36198	0.00000	0.00000
422	2014.07.14 16:05	modify	141	0.03	1.36198	1.35945	1.36898
423	2014.07.14 17:20	close	141	0.03	1.36235	1.35945	1.36898	1.11	1050.86
424	2014.07.15 23:35	sell	142	0.04	1.35694	0.00000	0.00000
425	2014.07.15 23:35	modify	142	0.04	1.35694	1.35966	1.34994
426	2014.07.16 00:30	close	142	0.04	1.35688	1.35966	1.34994	0.27	1051.13
427	2014.07.16 17:55	sell	143	0.04	1.35385	0.00000	0.00000
428	2014.07.16 17:55	modify	143	0.04	1.35385	1.35645	1.34685
429	2014.07.16 17:55	sell	144	0.04	1.35385	0.00000	0.00000
430	2014.07.16 17:55	modify	144	0.04	1.35385	1.35645	1.34685
431	2014.07.16 18:10	close	144	0.04	1.35338	1.35645	1.34685	1.88	1053.01
432	2014.07.16 18:20	close	143	0.04	1.35321	1.35645	1.34685	2.56	1055.57
433	2014.07.17 01:30	sell	145	0.04	1.35257	0.00000	0.00000
434	2014.07.17 01:30	modify	145	0.04	1.35257	1.35512	1.34557
435	2014.07.17 03:05	close	145	0.04	1.35253	1.35512	1.34557	0.16	1055.73
436	2014.07.23 03:10	sell	146	0.04	1.34673	0.00000	0.00000
437	2014.07.23 03:10	modify	146	0.04	1.34673	1.34935	1.33973
438	2014.07.23 03:20	sell	147	0.04	1.34672	0.00000	0.00000
439	2014.07.23 03:20	modify	147	0.04	1.34672	1.34934	1.33972
440	2014.07.23 04:00	close	147	0.04	1.34659	1.34934	1.33972	0.52	1056.25
441	2014.07.23 04:00	close	146	0.04	1.34659	1.34935	1.33973	0.56	1056.81
442	2014.07.23 04:30	sell	148	0.04	1.34687	0.00000	0.00000
443	2014.07.23 04:30	modify	148	0.04	1.34687	1.34947	1.33987
444	2014.07.23 04:35	close	148	0.04	1.34657	1.34947	1.33987	1.20	1058.01
445	2014.07.23 08:25	sell	149	0.04	1.34652	0.00000	0.00000
446	2014.07.23 08:25	modify	149	0.04	1.34652	1.34896	1.33952
447	2014.07.23 08:35	sell	150	0.04	1.34663	0.00000	0.00000
448	2014.07.23 08:35	modify	150	0.04	1.34663	1.34907	1.33963
449	2014.07.23 09:20	close	150	0.04	1.34657	1.34907	1.33963	0.24	1058.25
450	2014.07.23 09:30	close	149	0.04	1.34645	1.34896	1.33952	0.28	1058.53
451	2014.07.30 03:55	sell	151	0.04	1.34114	0.00000	0.00000
452	2014.07.30 03:55	modify	151	0.04	1.34114	1.34367	1.33414
453	2014.07.30 04:15	sell	152	0.04	1.34125	0.00000	0.00000
454	2014.07.30 04:15	modify	152	0.04	1.34125	1.34377	1.33425
455	2014.07.30 05:45	close	152	0.04	1.34127	1.34377	1.33425	-0.08	1058.45
456	2014.07.30 06:10	close	151	0.04	1.34116	1.34367	1.33414	-0.08	1058.37
457	2014.07.30 20:25	sell	153	0.04	1.33824	0.00000	0.00000
458	2014.07.30 20:25	modify	153	0.04	1.33824	1.34091	1.33124
459	2014.07.30 20:45	sell	154	0.04	1.33821	0.00000	0.00000
460	2014.07.30 20:45	modify	154	0.04	1.33821	1.34089	1.33121
461	2014.07.30 21:00	close	154	0.04	1.33777	1.34089	1.33121	1.76	1060.13
462	2014.07.30 21:00	close	153	0.04	1.33777	1.34091	1.33124	1.88	1062.01
463	2014.08.05 21:10	sell	155	0.04	1.33744	0.00000	0.00000
464	2014.08.05 21:10	modify	155	0.04	1.33744	1.34007	1.33044
465	2014.08.05 21:15	sell	156	0.04	1.33732	0.00000	0.00000
466	2014.08.05 21:15	modify	156	0.04	1.33732	1.33995	1.33032
467	2014.08.06 00:20	close	155	0.04	1.33749	1.34007	1.33044	-0.17	1061.84
468	2014.08.06 00:25	close	156	0.04	1.33736	1.33995	1.33032	-0.13	1061.71
469	2014.08.06 06:20	sell	157	0.04	1.33705	0.00000	0.00000
470	2014.08.06 06:20	modify	157	0.04	1.33705	1.33957	1.33005
471	2014.08.06 07:10	close	157	0.04	1.33681	1.33957	1.33005	0.96	1062.67
472	2014.08.12 07:45	sell	158	0.04	1.33749	0.00000	0.00000
473	2014.08.12 07:45	modify	158	0.04	1.33749	1.33994	1.33049
474	2014.08.12 07:55	close	158	0.04	1.33736	1.33994	1.33049	0.52	1063.19
475	2014.08.12 16:05	sell	159	0.04	1.33531	0.00000	0.00000
476	2014.08.12 16:05	modify	159	0.04	1.33531	1.33788	1.32831
477	2014.08.12 16:10	sell	160	0.04	1.33580	0.00000	0.00000
478	2014.08.12 16:10	modify	160	0.04	1.33580	1.33837	1.32880
479	2014.08.12 17:10	close	160	0.04	1.33516	1.33837	1.32880	2.56	1065.75
480	2014.08.12 17:30	close	159	0.04	1.33488	1.33788	1.32831	1.72	1067.47
481	2014.08.14 07:35	sell	161	0.04	1.33621	0.00000	0.00000
482	2014.08.14 07:35	modify	161	0.04	1.33621	1.33869	1.32921
483	2014.08.14 07:35	sell	162	0.04	1.33621	0.00000	0.00000
484	2014.08.14 07:35	modify	162	0.04	1.33621	1.33869	1.32921
485	2014.08.14 08:35	close	161	0.04	1.33590	1.33869	1.32921	1.24	1068.71
486	2014.08.14 08:35	close	162	0.04	1.33590	1.33869	1.32921	1.24	1069.95
487	2014.08.19 21:55	sell	163	0.04	1.33213	0.00000	0.00000
488	2014.08.19 21:55	modify	163	0.04	1.33213	1.33483	1.32513
489	2014.08.19 23:05	sell	164	0.04	1.33223	0.00000	0.00000
490	2014.08.19 23:05	modify	164	0.04	1.33223	1.33491	1.32523
491	2014.08.19 23:30	close	164	0.04	1.33208	1.33491	1.32523	0.60	1070.55
492	2014.08.20 00:00	close	163	0.04	1.33206	1.33483	1.32513	0.31	1070.86
493	2014.08.20 16:25	sell	165	0.04	1.32917	0.00000	0.00000
494	2014.08.20 16:25	modify	165	0.04	1.32917	1.33177	1.32217
495	2014.08.20 16:25	sell	166	0.04	1.32917	0.00000	0.00000
496	2014.08.20 16:25	modify	166	0.04	1.32917	1.33177	1.32217
497	2014.08.20 17:05	close	165	0.04	1.32879	1.33177	1.32217	1.52	1072.38
498	2014.08.20 17:55	close	166	0.04	1.32869	1.33177	1.32217	1.92	1074.30
499	2014.08.25 03:05	sell	167	0.04	1.32019	0.00000	0.00000
500	2014.08.25 03:05	modify	167	0.04	1.32019	1.32300	1.31319
501	2014.08.25 03:30	close	167	0.04	1.32020	1.32300	1.31319	-0.04	1074.26
502	2014.08.25 08:00	sell	168	0.04	1.32060	0.00000	0.00000
503	2014.08.25 08:00	modify	168	0.04	1.32060	1.32321	1.31360
504	2014.08.25 08:00	sell	169	0.04	1.32060	0.00000	0.00000
505	2014.08.25 08:00	modify	169	0.04	1.32060	1.32321	1.31360
506	2014.08.25 08:45	close	168	0.04	1.32054	1.32321	1.31360	0.24	1074.50
507	2014.08.25 09:05	close	169	0.04	1.32030	1.32321	1.31360	1.20	1075.70
508	2014.09.01 07:50	sell	170	0.04	1.31252	0.00000	0.00000
509	2014.09.01 07:50	modify	170	0.04	1.31252	1.31503	1.30552
510	2014.09.01 08:25	sell	171	0.04	1.31266	0.00000	0.00000
511	2014.09.01 08:25	modify	171	0.04	1.31266	1.31516	1.30566
512	2014.09.02 04:15	close	171	0.04	1.31258	1.31516	1.30566	0.35	1076.04
513	2014.09.02 04:20	close	170	0.04	1.31238	1.31503	1.30552	0.59	1076.63
514	2014.09.05 09:05	sell	172	0.04	1.29363	0.00000	0.00000
515	2014.09.05 09:05	modify	172	0.04	1.29363	1.29621	1.28663
516	2014.09.05 09:30	sell	173	0.04	1.29429	0.00000	0.00000
517	2014.09.05 09:30	modify	173	0.04	1.29429	1.29687	1.28729
518	2014.09.05 09:30	sell	174	0.04	1.29429	0.00000	0.00000
519	2014.09.05 09:30	modify	174	0.04	1.29429	1.29687	1.28729
520	2014.09.05 10:35	close	173	0.04	1.29361	1.29687	1.28729	2.72	1079.35
521	2014.09.05 10:35	close	172	0.04	1.29361	1.29621	1.28663	0.08	1079.43
522	2014.09.05 10:45	close	174	0.04	1.29360	1.29687	1.28729	2.76	1082.19
523	2014.09.09 08:55	sell	175	0.04	1.28836	0.00000	0.00000
524	2014.09.09 08:55	modify	175	0.04	1.28836	1.29105	1.28136
525	2014.09.09 09:15	sell	176	0.04	1.28875	0.00000	0.00000
526	2014.09.09 09:15	modify	176	0.04	1.28875	1.29141	1.28175
527	2014.09.09 10:10	close	175	0.04	1.28815	1.29105	1.28136	0.84	1083.03
528	2014.09.09 10:20	close	176	0.04	1.28776	1.29141	1.28175	3.96	1086.99
529	2014.09.10 21:35	sell	177	0.04	1.29153	0.00000	0.00000
530	2014.09.10 21:35	modify	177	0.04	1.29153	1.29451	1.28453
531	2014.09.10 22:00	close	177	0.04	1.29046	1.29451	1.28453	4.28	1091.27
532	2014.09.12 00:50	sell	178	0.04	1.29254	0.00000	0.00000
533	2014.09.12 00:50	modify	178	0.04	1.29254	1.29538	1.28554
534	2014.09.12 01:30	close	178	0.04	1.29229	1.29538	1.28554	1.00	1092.27
535	2014.09.15 16:20	sell	179	0.04	1.29304	0.00000	0.00000
536	2014.09.15 16:20	modify	179	0.04	1.29304	1.29571	1.28604
537	2014.09.16 04:37	s/l	179	0.04	1.29571	1.29571	1.28604	-10.65	1081.62
538	2014.09.18 05:35	sell	180	0.04	1.28684	0.00000	0.00000
539	2014.09.18 05:35	modify	180	0.04	1.28684	1.28988	1.27984
540	2014.09.18 07:00	close	180	0.04	1.28653	1.28988	1.27984	1.24	1082.86
541	2014.09.18 09:25	sell	181	0.04	1.28717	0.00000	0.00000
542	2014.09.18 09:25	modify	181	0.04	1.28717	1.29013	1.28017
543	2014.09.18 12:19	s/l	181	0.04	1.29013	1.29013	1.28017	-11.84	1071.02
544	2014.09.22 21:20	sell	182	0.04	1.28358	0.00000	0.00000
545	2014.09.22 21:20	modify	182	0.04	1.28358	1.28637	1.27658
546	2014.09.22 21:25	sell	183	0.04	1.28384	0.00000	0.00000
547	2014.09.22 21:25	modify	183	0.04	1.28384	1.28664	1.27684
548	2014.09.22 22:00	close	183	0.04	1.28360	1.28664	1.27684	0.96	1071.98
549	2014.09.23 04:32	s/l	182	0.04	1.28637	1.28637	1.27658	-11.13	1060.85
550	2014.09.24 03:25	sell	184	0.04	1.28536	0.00000	0.00000
551	2014.09.24 03:25	modify	184	0.04	1.28536	1.28806	1.27836
552	2014.09.24 08:00	close	184	0.04	1.28541	1.28806	1.27836	-0.20	1060.65
553	2014.09.25 04:15	sell	185	0.04	1.27817	0.00000	0.00000
554	2014.09.25 04:15	modify	185	0.04	1.27817	1.28086	1.27117
555	2014.09.25 04:15	sell	186	0.04	1.27817	0.00000	0.00000
556	2014.09.25 04:15	modify	186	0.04	1.27817	1.28086	1.27117
557	2014.09.25 05:10	close	185	0.04	1.27788	1.28086	1.27117	1.16	1061.81
558	2014.09.25 05:10	close	186	0.04	1.27788	1.28086	1.27117	1.16	1062.97
559	2014.09.29 03:45	sell	187	0.04	1.26857	0.00000	0.00000
560	2014.09.29 03:45	modify	187	0.04	1.26857	1.27131	1.26157
561	2014.09.29 03:45	sell	188	0.04	1.26857	0.00000	0.00000
562	2014.09.29 03:45	modify	188	0.04	1.26857	1.27131	1.26157
563	2014.09.29 04:40	close	187	0.04	1.26784	1.27131	1.26157	2.92	1065.89
564	2014.09.29 04:40	close	188	0.04	1.26784	1.27131	1.26157	2.92	1068.81
565	2014.09.30 16:45	sell	189	0.04	1.26090	0.00000	0.00000
566	2014.09.30 16:45	modify	189	0.04	1.26090	1.26380	1.25390
567	2014.09.30 17:10	sell	190	0.04	1.26188	0.00000	0.00000
568	2014.09.30 17:10	modify	190	0.04	1.26188	1.26481	1.25488
569	2014.09.30 17:25	sell	191	0.04	1.26227	0.00000	0.00000
570	2014.09.30 17:25	modify	191	0.04	1.26227	1.26522	1.25527
571	2014.09.30 17:45	close	191	0.04	1.26214	1.26522	1.25527	0.52	1069.33
572	2014.10.01 04:05	close	190	0.04	1.26174	1.26481	1.25488	0.59	1069.92
573	2014.10.01 08:25	sell	192	0.04	1.26195	0.00000	0.00000
574	2014.10.01 08:25	modify	192	0.04	1.26195	1.26456	1.25495
575	2014.10.01 08:25	sell	193	0.04	1.26195	0.00000	0.00000
576	2014.10.01 08:25	modify	193	0.04	1.26195	1.26456	1.25495
577	2014.10.01 08:40	close	192	0.04	1.26164	1.26456	1.25495	1.24	1071.16
578	2014.10.01 10:15	close	193	0.04	1.26189	1.26456	1.25495	0.24	1071.40
579	2014.10.01 11:00	close	189	0.04	1.25970	1.26380	1.25390	4.83	1076.22
580	2014.10.06 03:15	sell	194	0.04	1.25180	0.00000	0.00000
581	2014.10.06 03:15	modify	194	0.04	1.25180	1.25467	1.24480
582	2014.10.06 03:35	sell	195	0.04	1.25178	0.00000	0.00000
583	2014.10.06 03:35	modify	195	0.04	1.25178	1.25464	1.24478
584	2014.10.06 04:55	close	194	0.04	1.25173	1.25467	1.24480	0.28	1076.50
585	2014.10.06 05:25	close	195	0.04	1.25161	1.25464	1.24478	0.68	1077.18
586	2014.10.06 08:15	sell	196	0.04	1.25186	0.00000	0.00000
587	2014.10.06 08:15	modify	196	0.04	1.25186	1.25438	1.24486
588	2014.10.06 08:30	close	196	0.04	1.25186	1.25438	1.24486	0.00	1077.18
589	2014.10.06 08:40	sell	197	0.04	1.25194	0.00000	0.00000
590	2014.10.06 08:40	modify	197	0.04	1.25194	1.25445	1.24494
591	2014.10.06 09:05	close	197	0.04	1.25197	1.25445	1.24494	-0.12	1077.06
592	2014.10.09 09:15	buy	198	0.04	1.27348	0.00000	0.00000
593	2014.10.09 09:15	modify	198	0.04	1.27348	1.27050	1.28048
594	2014.10.09 09:50	close	198	0.04	1.27544	1.27050	1.28048	7.84	1084.90
595	2014.10.13 00:00	sell	199	0.04	1.26302	0.00000	0.00000
596	2014.10.13 00:00	modify	199	0.04	1.26302	1.26599	1.25602
597	2014.10.13 00:00	sell	200	0.04	1.26302	0.00000	0.00000
598	2014.10.13 00:00	modify	200	0.04	1.26302	1.26599	1.25602
599	2014.10.13 00:10	close	200	0.04	1.26237	1.26599	1.25602	2.60	1087.50
600	2014.10.13 04:12	s/l	199	0.04	1.26599	1.26599	1.25602	-11.88	1075.62
601	2014.10.14 03:00	buy	201	0.04	1.27226	0.00000	0.00000
602	2014.10.14 03:00	modify	201	0.04	1.27226	1.26936	1.27926
603	2014.10.14 03:30	buy	202	0.04	1.27175	0.00000	0.00000
604	2014.10.14 03:30	modify	202	0.04	1.27175	1.26885	1.27875
605	2014.10.14 04:35	close	201	0.04	1.27268	1.26936	1.27926	1.68	1077.30
606	2014.10.14 04:40	close	202	0.04	1.27263	1.26885	1.27875	3.52	1080.82
607	2014.10.14 06:55	buy	203	0.04	1.27194	0.00000	0.00000
608	2014.10.14 06:55	modify	203	0.04	1.27194	1.26913	1.27894
609	2014.10.14 08:05	close	203	0.04	1.27236	1.26913	1.27894	1.68	1082.50
610	2014.10.14 17:35	sell	204	0.04	1.26770	0.00000	0.00000
611	2014.10.14 17:35	modify	204	0.04	1.26770	1.27064	1.26070
612	2014.10.14 18:40	close	204	0.04	1.26620	1.27064	1.26070	6.00	1088.50
613	2014.10.14 23:40	sell	205	0.04	1.26625	0.00000	0.00000
614	2014.10.14 23:40	modify	205	0.04	1.26625	1.26924	1.25925
615	2014.10.15 00:00	close	205	0.04	1.26584	1.26924	1.25925	1.67	1090.17
616	2014.10.16 07:05	buy	206	0.04	1.28182	0.00000	0.00000
617	2014.10.16 07:05	modify	206	0.04	1.28182	1.27860	1.28882
618	2014.10.16 08:05	close	206	0.04	1.28224	1.27860	1.28882	1.68	1091.85
619	2014.10.16 21:35	buy	207	0.04	1.27946	0.00000	0.00000
620	2014.10.16 21:35	modify	207	0.04	1.27946	1.27581	1.28646
621	2014.10.16 23:00	close	207	0.04	1.28034	1.27581	1.28646	3.52	1095.37
622	2014.10.21 20:40	sell	208	0.04	1.27406	0.00000	0.00000
623	2014.10.21 20:40	modify	208	0.04	1.27406	1.27715	1.26706
624	2014.10.21 21:00	close	208	0.04	1.27370	1.27715	1.26706	1.44	1096.81
625	2014.10.22 03:45	sell	209	0.04	1.27156	0.00000	0.00000
626	2014.10.22 03:45	modify	209	0.04	1.27156	1.27438	1.26456
627	2014.10.22 04:00	close	209	0.04	1.27128	1.27438	1.26456	1.12	1097.93
628	2014.10.22 04:20	sell	210	0.04	1.27183	0.00000	0.00000
629	2014.10.22 04:20	modify	210	0.04	1.27183	1.27461	1.26483
630	2014.10.22 04:20	sell	211	0.04	1.27183	0.00000	0.00000
631	2014.10.22 04:20	modify	211	0.04	1.27183	1.27461	1.26483
632	2014.10.22 10:10	close	210	0.04	1.27127	1.27461	1.26483	2.24	1100.17
633	2014.10.22 10:10	close	211	0.04	1.27127	1.27461	1.26483	2.24	1102.41
634	2014.10.22 14:15	sell	212	0.04	1.27078	0.00000	0.00000
635	2014.10.22 14:15	modify	212	0.04	1.27078	1.27354	1.26378
636	2014.10.22 15:15	close	212	0.04	1.26946	1.27354	1.26378	5.28	1107.69
637	2014.10.23 03:20	sell	213	0.04	1.26492	0.00000	0.00000
638	2014.10.23 03:20	modify	213	0.04	1.26492	1.26776	1.25792
639	2014.10.23 03:40	close	213	0.04	1.26424	1.26776	1.25792	2.72	1110.41
640	2014.10.23 08:05	sell	214	0.04	1.26404	0.00000	0.00000
641	2014.10.23 08:05	modify	214	0.04	1.26404	1.26665	1.25704
642	2014.10.23 08:15	close	214	0.04	1.26386	1.26665	1.25704	0.72	1111.13
643	2014.10.23 08:40	sell	215	0.04	1.26410	0.00000	0.00000
644	2014.10.23 08:40	modify	215	0.04	1.26410	1.26669	1.25710
645	2014.10.23 08:40	sell	216	0.04	1.26410	0.00000	0.00000
646	2014.10.23 08:40	modify	216	0.04	1.26410	1.26669	1.25710
647	2014.10.23 09:40	close	215	0.04	1.26396	1.26669	1.25710	0.56	1111.69
648	2014.10.23 09:40	close	216	0.04	1.26396	1.26669	1.25710	0.56	1112.25
649	2014.10.28 06:25	buy	217	0.04	1.27060	0.00000	0.00000
650	2014.10.28 06:25	modify	217	0.04	1.27060	1.26804	1.27760
651	2014.10.28 09:25	close	217	0.04	1.27087	1.26804	1.27760	1.08	1113.33
652	2014.10.28 20:00	buy	218	0.04	1.27394	0.00000	0.00000
653	2014.10.28 20:00	modify	218	0.04	1.27394	1.27105	1.28094
654	2014.10.28 20:20	close	218	0.04	1.27451	1.27105	1.28094	2.28	1115.61
655	2014.10.28 21:00	buy	219	0.04	1.27371	0.00000	0.00000
656	2014.10.28 21:00	modify	219	0.04	1.27371	1.27082	1.28071
657	2014.10.29 04:00	close	219	0.04	1.27381	1.27082	1.28071	0.28	1115.89
658	2014.11.03 08:15	sell	220	0.04	1.24865	0.00000	0.00000
659	2014.11.03 08:15	modify	220	0.04	1.24865	1.25145	1.24165
660	2014.11.03 08:20	sell	221	0.04	1.24889	0.00000	0.00000
661	2014.11.03 08:20	modify	221	0.04	1.24889	1.25168	1.24189
662	2014.11.03 09:35	close	221	0.04	1.24863	1.25168	1.24189	1.04	1116.93
663	2014.11.03 09:35	close	220	0.04	1.24863	1.25145	1.24165	0.08	1117.01
664	2014.11.07 04:20	sell	222	0.04	1.23837	0.00000	0.00000
665	2014.11.07 04:20	modify	222	0.04	1.23837	1.24142	1.23137
666	2014.11.07 04:30	sell	223	0.04	1.23847	0.00000	0.00000
667	2014.11.07 04:30	modify	223	0.04	1.23847	1.24151	1.23147
668	2014.11.07 04:50	close	223	0.04	1.23795	1.24151	1.23147	2.08	1119.09
669	2014.11.07 04:50	close	222	0.04	1.23795	1.24142	1.23137	1.68	1120.77
670	2014.11.07 08:40	sell	224	0.04	1.23830	0.00000	0.00000
671	2014.11.07 08:40	modify	224	0.04	1.23830	1.24098	1.23130
672	2014.11.07 09:00	close	224	0.04	1.23814	1.24098	1.23130	0.64	1121.41
673	2014.11.11 03:00	sell	225	0.04	1.24312	0.00000	0.00000
674	2014.11.11 03:00	modify	225	0.04	1.24312	1.24592	1.23612
675	2014.11.11 03:00	sell	226	0.04	1.24312	0.00000	0.00000
676	2014.11.11 03:00	modify	226	0.04	1.24312	1.24592	1.23612
677	2014.11.11 05:55	close	225	0.04	1.24311	1.24592	1.23612	0.04	1121.45
678	2014.11.11 05:55	close	226	0.04	1.24311	1.24592	1.23612	0.04	1121.49
679	2014.11.12 23:45	sell	227	0.04	1.24400	0.00000	0.00000
680	2014.11.12 23:45	modify	227	0.04	1.24400	1.24708	1.23700
681	2014.11.13 00:40	close	227	0.04	1.24326	1.24708	1.23700	3.04	1124.54
682	2014.11.14 09:50	sell	228	0.04	1.24548	0.00000	0.00000
683	2014.11.14 09:50	modify	228	0.04	1.24548	1.24815	1.23848
684	2014.11.14 13:20	close	228	0.04	1.24548	1.24815	1.23848	0.00	1124.54
685	2014.11.17 00:55	buy	229	0.04	1.25192	0.00000	0.00000
686	2014.11.17 00:55	modify	229	0.04	1.25192	1.24880	1.25892
687	2014.11.17 02:05	close	229	0.04	1.25238	1.24880	1.25892	1.84	1126.38
688	2014.11.17 09:05	buy	230	0.04	1.25360	0.00000	0.00000
689	2014.11.17 09:05	modify	230	0.04	1.25360	1.25080	1.26060
690	2014.11.17 11:00	s/l	230	0.04	1.25080	1.25080	1.26060	-11.20	1115.18
691	2014.11.19 00:40	buy	231	0.04	1.25315	0.00000	0.00000
692	2014.11.19 00:40	modify	231	0.04	1.25315	1.25020	1.26015
693	2014.11.19 01:35	close	231	0.04	1.25341	1.25020	1.26015	1.04	1116.22
694	2014.11.20 23:25	buy	232	0.04	1.25429	0.00000	0.00000
695	2014.11.20 23:25	modify	232	0.04	1.25429	1.25115	1.26129
696	2014.11.21 00:20	close	232	0.04	1.25455	1.25115	1.26129	0.92	1117.14
697	2014.11.27 01:20	buy	233	0.04	1.25032	0.00000	0.00000
698	2014.11.27 01:20	modify	233	0.04	1.25032	1.24745	1.25732
699	2014.11.27 01:50	close	233	0.04	1.25051	1.24745	1.25732	0.76	1117.90
700	2014.11.27 14:05	sell	234	0.04	1.24836	0.00000	0.00000
701	2014.11.27 14:05	modify	234	0.04	1.24836	1.25106	1.24136
702	2014.11.27 15:15	close	234	0.04	1.24806	1.25106	1.24136	1.20	1119.10
703	2014.11.28 09:00	sell	235	0.04	1.24541	0.00000	0.00000
704	2014.11.28 09:00	modify	235	0.04	1.24541	1.24796	1.23841
705	2014.11.28 09:00	sell	236	0.04	1.24541	0.00000	0.00000
706	2014.11.28 09:00	modify	236	0.04	1.24541	1.24796	1.23841
707	2014.11.28 09:50	close	235	0.04	1.24526	1.24796	1.23841	0.60	1119.70
708	2014.11.28 10:00	close	236	0.04	1.24401	1.24796	1.23841	5.60	1125.30
709	2014.12.03 01:55	sell	237	0.04	1.23882	0.00000	0.00000
710	2014.12.03 01:55	modify	237	0.04	1.23882	1.24159	1.23182
711	2014.12.03 02:45	close	237	0.04	1.23852	1.24159	1.23182	1.20	1126.50
712	2014.12.03 04:55	sell	238	0.04	1.23894	0.00000	0.00000
713	2014.12.03 04:55	modify	238	0.04	1.23894	1.24163	1.23194
714	2014.12.03 05:10	close	238	0.04	1.23861	1.24163	1.23194	1.32	1127.82
715	2014.12.03 22:35	sell	239	0.04	1.23139	0.00000	0.00000
716	2014.12.03 22:35	modify	239	0.04	1.23139	1.23435	1.22439
717	2014.12.03 23:45	close	239	0.04	1.23091	1.23435	1.22439	1.92	1129.74
718	2014.12.04 01:45	sell	240	0.04	1.23136	0.00000	0.00000
719	2014.12.04 01:45	modify	240	0.04	1.23136	1.23417	1.22436
720	2014.12.04 01:45	sell	241	0.04	1.23136	0.00000	0.00000
721	2014.12.04 01:45	modify	241	0.04	1.23136	1.23417	1.22436
722	2014.12.04 02:05	close	240	0.04	1.23129	1.23417	1.22436	0.28	1130.02
723	2014.12.04 04:20	close	241	0.04	1.23122	1.23417	1.22436	0.56	1130.58
724	2014.12.11 06:55	buy	242	0.04	1.24490	0.00000	0.00000
725	2014.12.11 06:55	modify	242	0.04	1.24490	1.24200	1.25190
726	2014.12.11 08:55	close	242	0.04	1.24555	1.24200	1.25190	2.60	1133.18
727	2014.12.11 23:10	sell	243	0.04	1.23932	0.00000	0.00000
728	2014.12.11 23:10	modify	243	0.04	1.23932	1.24254	1.23232
729	2014.12.11 23:10	sell	244	0.04	1.23932	0.00000	0.00000
730	2014.12.11 23:10	modify	244	0.04	1.23932	1.24254	1.23232
731	2014.12.11 23:35	sell	245	0.04	1.23994	0.00000	0.00000
732	2014.12.11 23:35	modify	245	0.04	1.23994	1.24314	1.23294
733	2014.12.12 01:40	close	245	0.04	1.23972	1.24314	1.23294	0.91	1134.08
734	2014.12.12 01:50	close	243	0.04	1.23931	1.24254	1.23232	0.07	1134.15
735	2014.12.12 01:50	close	244	0.04	1.23931	1.24254	1.23232	0.07	1134.22
736	2014.12.16 17:50	buy	246	0.04	1.25057	0.00000	0.00000
737	2014.12.16 17:50	modify	246	0.04	1.25057	1.24727	1.25757
738	2014.12.16 19:20	close	246	0.04	1.25103	1.24727	1.25757	1.84	1136.06
739	2014.12.19 01:05	sell	247	0.04	1.22887	0.00000	0.00000
740	2014.12.19 01:05	modify	247	0.04	1.22887	1.23181	1.22187
741	2014.12.19 01:25	close	247	0.04	1.22868	1.23181	1.22187	0.76	1136.82

谈论 90% Tick Quality Standard EURUSD 2014 回测

本评论文章中包含的信息、图表或示例仅用于说明和教育目的。不应将其视为购买或出售任何证券或金融工具的建议或认可。我们不会也不能提供任何类型的财务建议。我们的任何员工或相关人员均未注册或被授权提供财务建议。我们不代表任何人进行交易，也不推荐任何经纪商。在某些情况下，我们与文章中提到的产品或服务有实质性链接。这可以是补偿或报酬的形式。

谈论 90% Tick Quality Standard EURUSD 2014 回测

社交和动态

标签

风险