GBPCHF W8 2014 Alpari 回测

Strategy Tester: Easy Walker 5.0.1s

Strategy Tester Report

Easy Walker 5.0.1s

Alpari-ECN-Demo (Build 735)

Symbol		GBPCHF (Great Britain Pound vs Swiss Franc)
Period		15 Minutes (M15) 2014.01.02 09:00 - 2014.09.30 23:45 (2014.01.01 - 2014.10.01)
Model		Every tick (the most precise method based on all available least timeframes)
Parameters		SetName="GBPCHF w8"; Flag_Stop=false; xx0="--- Money Management:"; LotSize=0; Risk=10; xx1="--- Active Money Management:"; ActiveMM=false; RiskMin=3; RiskMax=20; CountMin=20; CountMax=35; RiskDivider=1; xx2="--- Settings: "; MaxSpread=3; UserTPpips=0; SLpips=44; GMTOffset=2; HourForcedExitGMT=9; EndOfMonthDays=1; xx4="for backtests only:"; AutoDST=true; xx2a="--- ATR filter: "; ATRfilter=true; ATRXHour=3; ATRXPips=42; xx5="--- Logic: "; Logic1=300281189; Logic2=142135613; Logic3=154764769; Logic4=923269129; Logic5=13992050; xx6="--- Misc: "; Magic=987; Comments="EW"; comment_color=White; box_color=75,75,75; Shots=false; Verbose=false;

Bars in test	19578	Ticks modelled	7256760	Modelling quality	90.00%
Mismatched charts errors	0

Initial deposit	1000.00			Spread	30
Total net profit	193.26	Gross profit	394.81	Gross loss	-201.55
Profit factor	1.96	Expected payoff	2.45
Absolute drawdown	5.67	Maximal drawdown	112.15 (8.86%)	Relative drawdown	8.86% (112.15)

Total trades	79	Short positions (won %)	32 (46.88%)	Long positions (won %)	47 (85.11%)
		Profit trades (% of total)	55 (69.62%)	Loss trades (% of total)	24 (30.38%)
Largest		profit trade	25.55	loss trade	-59.98
Average		profit trade	7.18	loss trade	-8.40
Maximum		consecutive wins (profit in money)	8 (62.67)	consecutive losses (loss in money)	3 (-23.31)
Maximal		consecutive profit (count of wins)	64.56 (6)	consecutive loss (count of losses)	-71.94 (2)
Average		consecutive wins	3	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2014.01.02 23:03	buy	1	0.10	1.47836	0.00000	0.00000
2	2014.01.02 23:03	modify	1	0.10	1.47836	1.47396	1.48236
3	2014.01.03 01:01	close	1	0.10	1.47912	1.47396	1.48236	8.04	1008.04
4	2014.01.06 00:00	buy	2	0.10	1.48433	0.00000	0.00000
5	2014.01.06 00:00	modify	2	0.10	1.48433	1.47993	1.48833
6	2014.01.06 01:30	close	2	0.10	1.48560	1.47993	1.48833	13.32	1021.36
7	2014.01.09 23:37	buy	3	0.10	1.49425	0.00000	0.00000
8	2014.01.09 23:37	modify	3	0.10	1.49425	1.48985	1.49825
9	2014.01.10 02:06	close	3	0.10	1.49447	1.48985	1.49825	2.37	1023.74
10	2014.01.13 00:00	buy	4	0.10	1.48583	0.00000	0.00000
11	2014.01.13 00:00	modify	4	0.10	1.48583	1.48143	1.48983
12	2014.01.13 01:55	close	4	0.10	1.48746	1.48143	1.48983	17.09	1040.83
13	2014.01.13 23:59	buy	5	0.10	1.47281	0.00000	0.00000
14	2014.01.13 23:59	modify	5	0.10	1.47281	1.46841	1.47681
15	2014.01.14 01:35	close	5	0.10	1.47367	1.46841	1.47681	9.09	1049.92
16	2014.01.16 23:46	buy	6	0.10	1.47956	0.00000	0.00000
17	2014.01.16 23:46	modify	6	0.10	1.47956	1.47516	1.48356
18	2014.01.17 01:53	close	6	0.10	1.47962	1.47516	1.48356	0.70	1050.62
19	2014.01.20 23:41	sell	7	0.11	1.49425	0.00000	0.00000
20	2014.01.20 23:41	modify	7	0.11	1.49425	1.49865	1.49025
21	2014.01.21 03:02	close	7	0.11	1.49599	1.49865	1.49025	-20.44	1030.18
22	2014.01.21 23:28	buy	8	0.10	1.49949	0.00000	0.00000
23	2014.01.21 23:28	modify	8	0.10	1.49949	1.49509	1.50349
24	2014.01.22 00:17	close	8	0.10	1.49977	1.49509	1.50349	3.00	1033.19
25	2014.01.27 00:00	sell	9	0.10	1.47685	0.00000	0.00000
26	2014.01.27 00:00	modify	9	0.10	1.47685	1.48125	1.47285
27	2014.01.27 00:07	close	9	0.10	1.47480	1.48125	1.47285	21.50	1054.69
28	2014.01.27 23:57	buy	10	0.11	1.48631	0.00000	0.00000
29	2014.01.27 23:57	modify	10	0.11	1.48631	1.48191	1.49031
30	2014.01.28 02:45	close	10	0.11	1.48555	1.48191	1.49031	-8.68	1046.01
31	2014.01.28 23:43	buy	11	0.10	1.48803	0.00000	0.00000
32	2014.01.28 23:43	modify	11	0.10	1.48803	1.48363	1.49203
33	2014.01.29 00:04	close	11	0.10	1.48828	1.48363	1.49203	2.69	1048.70
34	2014.01.29 23:39	buy	12	0.10	1.48092	0.00000	0.00000
35	2014.01.29 23:39	modify	12	0.10	1.48092	1.47652	1.48492
36	2014.01.30 03:07	close	12	0.10	1.48175	1.47652	1.48492	8.92	1057.62
37	2014.02.03 00:00	buy	13	0.11	1.48846	0.00000	0.00000
38	2014.02.03 00:00	modify	13	0.11	1.48846	1.48406	1.49246
39	2014.02.03 01:30	close	13	0.11	1.48950	1.48406	1.49246	11.99	1069.61
40	2014.02.03 23:32	buy	14	0.11	1.46859	0.00000	0.00000
41	2014.02.03 23:32	modify	14	0.11	1.46859	1.46419	1.47259
42	2014.02.04 00:53	close	14	0.11	1.46926	1.46419	1.47259	7.81	1077.42
43	2014.02.04 23:35	buy	15	0.11	1.47573	0.00000	0.00000
44	2014.02.04 23:35	modify	15	0.11	1.47573	1.47133	1.47973
45	2014.02.05 00:50	close	15	0.11	1.47600	1.47133	1.47973	3.20	1080.62
46	2014.02.10 00:02	sell	16	0.11	1.47380	0.00000	0.00000
47	2014.02.10 00:02	modify	16	0.11	1.47380	1.47820	1.46980
48	2014.02.10 03:45	close	16	0.11	1.47459	1.47820	1.46980	-9.11	1071.51
49	2014.02.10 23:04	buy	17	0.11	1.47103	0.00000	0.00000
50	2014.02.10 23:04	modify	17	0.11	1.47103	1.46663	1.47503
51	2014.02.10 23:29	close	17	0.11	1.47136	1.46663	1.47503	3.81	1075.32
52	2014.02.10 23:44	buy	18	0.11	1.47100	0.00000	0.00000
53	2014.02.10 23:44	modify	18	0.11	1.47100	1.46660	1.47500
54	2014.02.11 01:30	close	18	0.11	1.47114	1.46660	1.47500	1.69	1077.02
55	2014.02.13 23:53	buy	19	0.11	1.48785	0.00000	0.00000
56	2014.02.13 23:53	modify	19	0.11	1.48785	1.48345	1.49185
57	2014.02.14 01:47	close	19	0.11	1.48796	1.48345	1.49185	1.35	1078.37
58	2014.02.17 23:19	sell	20	0.11	1.48968	0.00000	0.00000
59	2014.02.17 23:19	modify	20	0.11	1.48968	1.49408	1.48568
60	2014.02.18 00:53	close	20	0.11	1.48974	1.49408	1.48568	-1.06	1077.31
61	2014.02.20 23:03	buy	21	0.11	1.48081	0.00000	0.00000
62	2014.02.20 23:03	modify	21	0.11	1.48081	1.47641	1.48481
63	2014.02.20 23:48	close	21	0.11	1.48101	1.47641	1.48481	2.31	1079.62
64	2014.03.03 00:00	buy	22	0.11	1.47150	0.00000	0.00000
65	2014.03.03 00:00	modify	22	0.11	1.47150	1.46710	1.47550
66	2014.03.03 01:59	close	22	0.11	1.47187	1.46710	1.47550	4.27	1083.89
67	2014.03.04 23:31	sell	23	0.11	1.47934	0.00000	0.00000
68	2014.03.04 23:31	modify	23	0.11	1.47934	1.48374	1.47534
69	2014.03.04 23:42	close	23	0.11	1.47907	1.48374	1.47534	3.12	1087.01
70	2014.03.06 23:04	buy	24	0.11	1.47350	0.00000	0.00000
71	2014.03.06 23:04	modify	24	0.11	1.47350	1.46910	1.47750
72	2014.03.07 00:08	close	24	0.11	1.47362	1.46910	1.47750	1.46	1088.47
73	2014.03.10 00:15	sell	25	0.11	1.46814	0.00000	0.00000
74	2014.03.10 00:15	modify	25	0.11	1.46814	1.47254	1.46414
75	2014.03.10 03:17	close	25	0.11	1.46829	1.47254	1.46414	-1.73	1086.74
76	2014.03.18 00:49	sell	26	0.11	1.45290	0.00000	0.00000
77	2014.03.18 00:49	modify	26	0.11	1.45290	1.45730	1.44890
78	2014.03.18 02:20	close	26	0.11	1.45300	1.45730	1.44890	-1.15	1085.59
79	2014.03.24 00:00	buy	27	0.11	1.45264	0.00000	0.00000
80	2014.03.24 00:00	modify	27	0.11	1.45264	1.44824	1.45664
81	2014.03.24 00:37	close	27	0.11	1.45464	1.44824	1.45664	23.08	1108.67
82	2014.03.25 00:44	buy	28	0.11	1.45239	0.00000	0.00000
83	2014.03.25 00:44	modify	28	0.11	1.45239	1.44799	1.45639
84	2014.03.25 02:02	close	28	0.11	1.45289	1.44799	1.45639	5.77	1114.44
85	2014.04.01 00:04	buy	29	0.11	1.47321	0.00000	0.00000
86	2014.04.01 00:04	modify	29	0.11	1.47321	1.46881	1.47721
87	2014.04.01 02:07	close	29	0.11	1.47353	1.46881	1.47721	3.69	1118.13
88	2014.04.03 00:05	buy	30	0.11	1.47386	0.00000	0.00000
89	2014.04.03 00:05	modify	30	0.11	1.47386	1.46946	1.47786
90	2014.04.03 01:00	close	30	0.11	1.47391	1.46946	1.47786	0.58	1118.71
91	2014.04.09 00:50	sell	31	0.11	1.47950	0.00000	0.00000
92	2014.04.09 00:50	modify	31	0.11	1.47950	1.48390	1.47550
93	2014.04.09 04:00	close	31	0.11	1.47999	1.48390	1.47550	-5.66	1113.05
94	2014.04.10 00:09	sell	32	0.11	1.47702	0.00000	0.00000
95	2014.04.10 00:09	modify	32	0.11	1.47702	1.48142	1.47302
96	2014.04.10 03:54	close	32	0.11	1.47755	1.48142	1.47302	-6.11	1106.94
97	2014.04.14 00:00	sell	33	0.11	1.46752	0.00000	0.00000
98	2014.04.14 00:00	modify	33	0.11	1.46752	1.47192	1.46352
99	2014.04.14 02:45	close	33	0.11	1.46748	1.47192	1.46352	0.47	1107.41
100	2014.04.15 00:39	sell	34	0.11	1.47157	0.00000	0.00000
101	2014.04.15 00:39	modify	34	0.11	1.47157	1.47597	1.46757
102	2014.04.15 01:02	close	34	0.11	1.47133	1.47597	1.46757	2.77	1110.18
103	2014.04.16 00:27	sell	35	0.11	1.47221	0.00000	0.00000
104	2014.04.16 00:27	modify	35	0.11	1.47221	1.47661	1.46821
105	2014.04.16 04:56	close	35	0.11	1.47269	1.47661	1.46821	-5.54	1104.64
106	2014.04.21 00:00	buy	36	0.11	1.48224	0.00000	0.00000
107	2014.04.21 00:00	modify	36	0.11	1.48224	1.47784	1.48624
108	2014.04.21 04:44	close	36	0.11	1.48315	1.47784	1.48624	10.50	1115.14
109	2014.04.23 00:01	buy	37	0.11	1.48871	0.00000	0.00000
110	2014.04.23 00:01	modify	37	0.11	1.48871	1.48431	1.49271
111	2014.04.23 03:06	close	37	0.11	1.48851	1.48431	1.49271	-2.31	1112.83
112	2014.04.24 00:01	sell	38	0.11	1.48219	0.00000	0.00000
113	2014.04.24 00:01	modify	38	0.11	1.48219	1.48659	1.47819
114	2014.04.24 04:30	close	38	0.11	1.48254	1.48659	1.47819	-4.04	1108.79
115	2014.04.28 00:00	buy	39	0.11	1.47956	0.00000	0.00000
116	2014.04.28 00:00	modify	39	0.11	1.47956	1.47516	1.48356
117	2014.04.28 02:54	close	39	0.11	1.48016	1.47516	1.48356	6.92	1115.71
118	2014.05.05 00:00	buy	40	0.11	1.48010	0.00000	0.00000
119	2014.05.05 00:00	modify	40	0.11	1.48010	1.47570	1.48410
120	2014.05.05 01:42	close	40	0.11	1.48089	1.47570	1.48410	9.11	1124.82
121	2014.05.09 00:15	sell	41	0.11	1.49010	0.00000	0.00000
122	2014.05.09 00:15	modify	41	0.11	1.49010	1.49450	1.48610
123	2014.05.09 02:24	close	41	0.11	1.49014	1.49450	1.48610	-0.46	1124.36
124	2014.05.12 00:00	buy	42	0.11	1.49283	0.00000	0.00000
125	2014.05.12 00:00	modify	42	0.11	1.49283	1.48843	1.49683
126	2014.05.12 00:25	sell	43	0.11	1.49359	0.00000	0.00000
127	2014.05.12 00:25	modify	43	0.11	1.49359	1.49799	1.48959
128	2014.05.12 00:25	close	42	0.11	1.49365	1.48843	1.49683	9.46	1133.82
129	2014.05.12 05:21	close	43	0.11	1.49528	1.49799	1.48959	-19.49	1114.33
130	2014.05.14 00:01	buy	44	0.11	1.49761	0.00000	0.00000
131	2014.05.14 00:01	modify	44	0.11	1.49761	1.49321	1.50161
132	2014.05.14 01:20	close	44	0.11	1.49760	1.49321	1.50161	-0.12	1114.21
133	2014.05.15 00:30	buy	45	0.11	1.49172	0.00000	0.00000
134	2014.05.15 00:30	modify	45	0.11	1.49172	1.48732	1.49572
135	2014.05.15 04:49	close	45	0.11	1.49140	1.48732	1.49572	-3.70	1110.51
136	2014.05.16 00:13	sell	46	0.11	1.49587	0.00000	0.00000
137	2014.05.16 00:13	modify	46	0.11	1.49587	1.50027	1.49187
138	2014.05.16 01:22	close	46	0.11	1.49558	1.50027	1.49187	3.35	1113.86
139	2014.05.19 00:02	buy	47	0.11	1.49929	0.00000	0.00000
140	2014.05.19 00:02	modify	47	0.11	1.49929	1.49489	1.50329
141	2014.05.19 01:33	close	47	0.11	1.50073	1.49489	1.50329	16.61	1130.47
142	2014.05.26 00:00	sell	48	0.11	1.50837	0.00000	0.00000
143	2014.05.26 00:00	modify	48	0.11	1.50837	1.51277	1.50437
144	2014.05.26 02:15	close	48	0.11	1.50754	1.51277	1.50437	9.58	1140.05
145	2014.06.09 00:00	buy	49	0.11	1.50034	0.00000	0.00000
146	2014.06.09 00:00	modify	49	0.11	1.50034	1.49594	1.50434
147	2014.06.09 00:45	sell	50	0.11	1.50139	0.00000	0.00000
148	2014.06.09 00:45	modify	50	0.11	1.50139	1.50579	1.49739
149	2014.06.09 00:45	close	49	0.11	1.50135	1.49594	1.50434	11.65	1151.70
150	2014.06.09 02:20	close	50	0.11	1.50111	1.50579	1.49739	3.23	1154.93
151	2014.06.16 00:00	buy	51	0.12	1.52588	0.00000	0.00000
152	2014.06.16 00:00	modify	51	0.12	1.52588	1.52148	1.52988
153	2014.06.16 00:21	sell	52	0.12	1.52749	0.00000	0.00000
154	2014.06.16 00:21	modify	52	0.12	1.52749	1.53189	1.52349
155	2014.06.16 00:21	close	51	0.12	1.52748	1.52148	1.52988	20.14	1175.07
156	2014.06.16 03:01	close	52	0.12	1.52814	1.53189	1.52349	-8.18	1166.89
157	2014.06.18 00:12	buy	53	0.12	1.52527	0.00000	0.00000
158	2014.06.18 00:12	modify	53	0.12	1.52527	1.52087	1.52927
159	2014.06.18 03:04	close	53	0.12	1.52496	1.52087	1.52927	-3.90	1162.99
160	2014.06.23 00:26	sell	54	0.12	1.52381	0.00000	0.00000
161	2014.06.23 00:26	modify	54	0.12	1.52381	1.52821	1.51981
162	2014.06.23 04:00	close	54	0.12	1.52379	1.52821	1.51981	0.25	1163.24
163	2014.06.26 00:01	sell	55	0.12	1.51594	0.00000	0.00000
164	2014.06.26 00:01	modify	55	0.12	1.51594	1.52034	1.51194
165	2014.06.26 01:26	close	55	0.12	1.51587	1.52034	1.51194	0.88	1164.12
166	2014.07.11 00:01	buy	56	0.12	1.52857	0.00000	0.00000
167	2014.07.11 00:01	modify	56	0.12	1.52857	1.52417	1.53257
168	2014.07.11 00:51	close	56	0.12	1.52870	1.52417	1.53257	1.64	1165.76
169	2014.07.14 00:01	sell	57	0.12	1.52809	0.00000	0.00000
170	2014.07.14 00:01	modify	57	0.12	1.52809	1.53249	1.52409
171	2014.07.14 05:40	close	57	0.12	1.52786	1.53249	1.52409	2.90	1168.66
172	2014.07.18 00:02	buy	58	0.12	1.53441	0.00000	0.00000
173	2014.07.18 00:02	modify	58	0.12	1.53441	1.53001	1.53841
174	2014.07.18 02:32	close	58	0.12	1.53462	1.53001	1.53841	2.64	1171.30
175	2014.07.21 00:34	buy	59	0.12	1.53354	0.00000	0.00000
176	2014.07.21 00:34	modify	59	0.12	1.53354	1.52914	1.53754
177	2014.07.21 02:00	close	59	0.12	1.53419	1.52914	1.53754	8.18	1179.48
178	2014.07.23 00:01	sell	60	0.12	1.53957	0.00000	0.00000
179	2014.07.23 00:01	modify	60	0.12	1.53957	1.54397	1.53557
180	2014.07.23 01:22	close	60	0.12	1.53971	1.54397	1.53557	-1.76	1177.72
181	2014.08.04 00:01	sell	61	0.12	1.52460	0.00000	0.00000
182	2014.08.04 00:01	modify	61	0.12	1.52460	1.52900	1.52060
183	2014.08.04 00:30	buy	62	0.12	1.52309	0.00000	0.00000
184	2014.08.04 00:30	modify	62	0.12	1.52309	1.51869	1.52709
185	2014.08.04 00:30	close	61	0.12	1.52313	1.52900	1.52060	18.50	1196.22
186	2014.08.04 02:26	close	62	0.12	1.52386	1.51869	1.52709	9.69	1205.91
187	2014.08.11 00:00	sell	63	0.12	1.51927	0.00000	0.00000
188	2014.08.11 00:00	modify	63	0.12	1.51927	1.52367	1.51527
189	2014.08.11 06:40	close	63	0.12	1.52022	1.52367	1.51527	-11.95	1193.96
190	2014.08.13 00:23	buy	64	0.12	1.52533	0.00000	0.00000
191	2014.08.13 00:23	modify	64	0.12	1.52533	1.52093	1.52933
192	2014.08.13 03:25	close	64	0.12	1.52513	1.52093	1.52933	-2.51	1191.45
193	2014.08.15 00:05	sell	65	0.12	1.51257	0.00000	0.00000
194	2014.08.15 00:05	modify	65	0.12	1.51257	1.51697	1.50857
195	2014.08.15 00:26	close	65	0.12	1.51243	1.51697	1.50857	1.76	1193.21
196	2014.08.18 00:00	sell	66	0.12	1.50926	0.00000	0.00000
197	2014.08.18 00:00	modify	66	0.12	1.50926	1.51366	1.50526
198	2014.08.18 02:26	close	66	0.12	1.51003	1.51366	1.50526	-9.69	1183.52
199	2014.08.25 00:00	sell	67	0.12	1.51813	0.00000	0.00000
200	2014.08.25 00:00	modify	67	0.12	1.51813	1.52253	1.51413
201	2014.08.25 01:57	close	67	0.12	1.51712	1.52253	1.51413	12.71	1196.23
202	2014.08.27 00:01	buy	68	0.12	1.51745	0.00000	0.00000
203	2014.08.27 00:01	modify	68	0.12	1.51745	1.51305	1.52145
204	2014.08.27 00:54	close	68	0.12	1.51747	1.51305	1.52145	0.25	1196.48
205	2014.09.01 00:00	sell	69	0.12	1.52464	0.00000	0.00000
206	2014.09.01 00:00	modify	69	0.12	1.52464	1.52904	1.52064
207	2014.09.01 02:09	close	69	0.12	1.52401	1.52904	1.52064	7.92	1204.40
208	2014.09.03 00:01	buy	70	0.12	1.51329	0.00000	0.00000
209	2014.09.03 00:01	modify	70	0.12	1.51329	1.50889	1.51729
210	2014.09.03 01:00	close	70	0.12	1.51350	1.50889	1.51729	2.64	1207.04
211	2014.09.05 00:01	buy	71	0.12	1.52153	0.00000	0.00000
212	2014.09.05 00:01	modify	71	0.12	1.52153	1.51713	1.52553
213	2014.09.05 01:32	close	71	0.12	1.52181	1.51713	1.52553	3.52	1210.56
214	2014.09.08 00:00	buy	72	0.12	1.50441	0.00000	0.00000
215	2014.09.08 00:00	modify	72	0.12	1.50441	1.50001	1.50841
216	2014.09.08 00:15	close	72	0.12	1.50644	1.50001	1.50841	25.55	1236.11
217	2014.09.09 00:09	sell	73	0.12	1.50647	0.00000	0.00000
218	2014.09.09 00:09	modify	73	0.12	1.50647	1.51087	1.50247
219	2014.09.09 00:21	close	73	0.12	1.50607	1.51087	1.50247	5.04	1241.15
220	2014.09.09 00:57	buy	74	0.12	1.50529	0.00000	0.00000
221	2014.09.09 00:57	modify	74	0.12	1.50529	1.50089	1.50929
222	2014.09.09 02:27	close	74	0.12	1.50569	1.50089	1.50929	5.04	1246.19
223	2014.09.11 00:40	buy	75	0.12	1.51785	0.00000	0.00000
224	2014.09.11 00:40	modify	75	0.12	1.51785	1.51345	1.52185
225	2014.09.11 03:18	close	75	0.12	1.51769	1.51345	1.52185	-2.02	1244.17
226	2014.09.15 00:00	buy	76	0.12	1.51706	0.00000	0.00000
227	2014.09.15 00:00	modify	76	0.12	1.51706	1.51266	1.52106
228	2014.09.15 02:49	close	76	0.12	1.51782	1.51266	1.52106	9.57	1253.74
229	2014.09.19 00:11	sell	77	0.13	1.53127	0.00000	0.00000
230	2014.09.19 00:11	modify	77	0.13	1.53127	1.53567	1.52727
231	2014.09.19 00:41	s/l	77	0.13	1.53567	1.53567	1.52727	-59.98	1193.76
232	2014.09.22 00:00	sell	78	0.12	1.53368	0.00000	0.00000
233	2014.09.22 00:00	modify	78	0.12	1.53368	1.53808	1.52968
234	2014.09.22 08:40	close	78	0.12	1.53463	1.53808	1.52968	-11.96	1181.80
235	2014.09.29 00:00	buy	79	0.12	1.54502	0.00000	0.00000
236	2014.09.29 00:00	modify	79	0.12	1.54502	1.54062	1.54902
237	2014.09.29 01:29	close	79	0.12	1.54593	1.54062	1.54902	11.46	1193.26

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