策略测试报告
ICMarkets-MT5 (Build 2170)
设置
专家:			股指枣核对冲v1.11
交易品种:			JP225
期间:			H1 (2016.01.01 - 2019.10.13)
输入:			NoTradeBeforeMin=5
			MySymbol1=HK50
			MySymbol2=JP225
			MySymbol3=DE30
			Sensitive=1
			CompoundLots=true
			Deviation=1500
			MaxAngle=5
			AllowAdding=true
			AllowAdjust=true
			Interval=450
			Multiple=1
			MaxOrders=5
			CloseOneByOne=true
			TakeProfit=400
			StopLoss=3000
			UseMoneyTP=false
			MoneyTP=500
			Magicnum=321321
交易商:			International Capital Markets Pty Ltd.
货币:			USD
初始入金:			10 000.00
杠杆:			1:500
结果
质量历史:			62%
柱:			22224	报价:			21146081	交易品种:			3
总净盈利:			19 142.87	绝对结余亏损:			161.44	绝对净值亏损:			102.61
毛利:			31 043.92	最大结余亏损:			1 901.26 (9.95%)	最大净值亏损:			6 980.44 (35.34%)
毛损:			-11 901.05	相对结余亏损:			10.21% (1 377.56)	相对净值亏损:			35.34% (6 980.44)
盈利因子:			2.61	预期收益:			222.59	预付款维持率:			972.30%
采收率:			2.74	夏普比率:			0.30	分值:			-0.16 (12.71%)
AHPR:			1.0135 (1.35%)	LR 相关性:			0.99	OnTester结果:			0
GHPR:			1.0125 (1.25%)	LR 标准误差:			937.64
交易总计:			86	卖出交易 (赢得 %):			39 (69.23%)	买入交易 (赢得 %):			47 (57.45%)
总成交:			140	盈利交易 (% 全部):			54 (62.79%)	亏损交易 (% 全部):			32 (37.21%)
				最大 获利交易:			2 734.06	最大 亏损交易:			-1 829.91
				平均 获利交易:			574.89	平均 亏损交易:			-371.91
				最大值 连胜 ($):			9 (1 045.62)	最大值 连败 ($):			4 (-1 377.56)
				极大值 连续获利 (count):			3 699.85 (6)	极大值 连续亏损 (count):			-1 901.26 (2)
				平均 连胜:			3	平均 连败:			2
相关性 (盈利, MFE):			0.73	相关性 (盈利, MAE):			0.00	相关性 (MFE,MAE):			-0.3500
最小持仓时间:			2:30:14	最大持仓时间:			3960:02:13	平均持仓时间:			1248:17:17

订单
开价时间	订单	交易品种	类型	交易量		价位	止损	止盈	时间		状态	注释
2016.02.01 05:00:00	2	HK50	buy	4.00 / 4.00		19590.02			2016.02.01 05:00:00		filled	buy_1
2016.02.01 05:00:00	3	JP225	sell	104.00 / 104.00		17864.00			2016.02.01 05:00:00		filled	sel_1
2016.02.01 05:00:00	4	DE30	buy	0.10 / 0.10		9832.32			2016.02.01 05:00:00		filled	buy_1
2016.02.08 17:00:29	5	HK50	sell	2.70 / 2.70		19155.00			2016.02.08 17:00:29		filled
2016.02.08 17:00:29	6	JP225	buy	32.00 / 32.00		16452.42			2016.02.08 17:00:29		filled
2016.02.08 17:00:29	7	DE30	buy	0.60 / 0.60		8992.55			2016.02.08 17:00:29		filled	buy_0
2016.02.10 06:00:40	8	DE30	sell	0.60 / 0.60		8845.52			2016.02.10 06:00:40		filled	buy_0
2016.02.10 06:00:40	9	DE30	sell	0.10 / 0.10		8845.52			2016.02.10 06:00:40		filled	buy_1
2016.02.10 06:00:40	10	JP225	buy	72.00 / 72.00		15463.06			2016.02.10 06:00:40		filled
2016.02.10 06:00:40	11	HK50	sell	1.30 / 1.30		19155.00			2016.02.10 06:00:40		filled
2016.08.18 06:00:40	12	HK50	sell	4.60 / 4.60		23193.66			2016.08.18 06:00:40		filled	sel_1
2016.08.18 06:00:40	13	JP225	buy	94.00 / 94.00		16613.65			2016.08.18 06:00:40		filled	buy_1
2016.11.11 05:00:03	14	JP225	sell	94.00 / 94.00		17439.20			2016.11.11 05:00:03		filled	buy_1
2016.11.11 05:00:03	15	HK50	buy	4.60 / 4.60		22437.74			2016.11.11 05:00:03		filled	sel_1
2016.12.15 06:00:41	16	HK50	buy	5.40 / 5.40		22070.02			2016.12.15 06:00:41		filled	buy_1
2016.12.15 06:00:41	17	JP225	sell	105.00 / 105.00		19336.29			2016.12.15 06:00:41		filled	sel_1
2016.12.15 06:00:41	18	DE30	sell	0.40 / 0.40		11272.63			2016.12.15 06:00:41		filled	sel_1
2016.12.20 10:00:32	19	HK50	buy	5.40 / 5.40		21717.69			2016.12.20 10:00:32		filled	buy_2
2016.12.20 10:00:32	20	JP225	sell	102.00 / 102.00		19591.32			2016.12.20 10:00:32		filled	sel_2
2016.12.20 10:00:32	21	DE30	sell	0.50 / 0.50		11437.81			2016.12.20 10:00:32		filled	sel_2
2016.12.29 09:00:28	22	HK50	sell	5.40 / 5.40		21753.75			2016.12.29 09:00:28		filled
2016.12.29 09:00:28	23	HK50	sell	0.10 / 0.10		21753.75			2016.12.29 09:00:28		filled
2016.12.29 09:00:28	24	JP225	buy	102.00 / 102.00		19007.03			2016.12.29 09:00:28		filled
2016.12.29 09:00:28	25	JP225	buy	14.00 / 14.00		19007.03			2016.12.29 09:00:28		filled
2016.12.29 09:00:28	26	DE30	buy	0.30 / 0.30		11429.49			2016.12.29 09:00:28		filled
2017.02.17 10:00:39	27	HK50	sell	2.00 / 2.00		24042.93			2017.02.17 10:00:39		filled
2017.02.17 10:00:39	28	JP225	buy	81.00 / 81.00		19111.33			2017.02.17 10:00:39		filled
2017.02.17 10:00:39	29	DE30	sell	0.60 / 0.60		11739.47			2017.02.17 10:00:39		filled	sel_0
2017.07.24 04:15:30	30	DE30	buy	0.60 / 0.60		12244.50			2017.07.24 04:15:30		filled	sel_0
2017.07.24 04:15:30	31	DE30	buy	0.20 / 0.20		12244.50			2017.07.24 04:15:30		filled
2017.07.24 04:15:30	32	DE30	buy	0.40 / 0.40		12244.50			2017.07.24 04:15:30		filled	sel_1
2017.07.24 04:15:30	33	JP225	buy	10.00 / 10.00		19935.00			2017.07.24 04:15:30		filled
2017.07.24 04:15:30	34	HK50	sell	3.30 / 3.30		26707.22			2017.07.24 04:15:30		filled
2017.08.22 09:13:59	35	HK50	sell	5.50 / 5.50		27461.74			2017.08.22 09:13:59		filled	sel_1
2017.08.22 09:13:59	36	JP225	buy	131.00 / 131.00		19370.00			2017.08.22 09:13:59		filled	buy_1
2017.08.22 09:13:59	37	DE30	sell	0.20 / 0.20		12079.00			2017.08.22 09:13:59		filled	sel_1
2017.10.13 14:09:30	38	HK50	buy	4.00 / 4.00		28502.51			2017.10.13 14:09:30		filled
2017.10.13 14:09:30	39	JP225	sell	39.00 / 39.00		21231.00			2017.10.13 14:09:30		filled
2017.10.13 14:09:30	40	DE30	sell	0.70 / 0.70		12974.00			2017.10.13 14:09:30		filled	sel_0
2017.10.24 14:51:32	41	DE30	buy	0.70 / 0.70		12985.00			2017.10.24 14:51:32		filled	sel_0
2017.10.24 14:51:32	42	DE30	buy	0.20 / 0.20		12985.00			2017.10.24 14:51:32		filled	sel_1
2017.10.24 14:51:32	43	JP225	sell	92.00 / 92.00		21853.00			2017.10.24 14:51:32		filled
2017.10.24 14:51:32	44	HK50	buy	1.50 / 1.50		28221.97			2017.10.24 14:51:32		filled
2018.02.05 19:22:35	45	HK50	sell	6.70 / 6.70		32102.60			2018.02.05 19:22:35		filled	sel_1
2018.02.05 19:22:35	46	JP225	buy	120.00 / 120.00		22448.75			2018.02.05 19:22:35		filled	buy_1
2018.02.05 19:22:35	47	DE30	buy	0.40 / 0.40		12624.53			2018.02.05 19:22:35		filled	buy_1
2018.02.06 06:37:27	48	HK50	sell	6.60 / 6.60		30603.60			2018.02.06 06:37:27		filled	sel_2
2018.02.06 06:37:27	49	JP225	buy	96.00 / 96.00		21141.41			2018.02.06 06:37:27		filled	buy_2
2018.02.06 06:37:27	50	DE30	buy	0.80 / 0.80		11709.56			2018.02.06 06:37:27		filled	buy_2
2018.02.06 09:07:41	51	HK50	buy	6.50 / 6.50		30958.77			2018.02.06 09:07:41		filled
2018.02.06 09:07:41	52	JP225	sell	96.00 / 96.00		21695.00			2018.02.06 09:07:41		filled
2018.02.06 09:07:41	53	DE30	sell	0.70 / 0.70		12269.37			2018.02.06 09:07:41		filled
2018.03.19 04:19:42	54	HK50	sell	7.60 / 7.60		31338.88			2018.03.19 04:19:42		filled	sel_2
2018.03.19 04:19:42	55	JP225	buy	143.00 / 143.00		21380.05			2018.03.19 04:19:42		filled	buy_2
2018.03.19 04:19:42	56	DE30	buy	0.20 / 0.20		12363.00			2018.03.19 04:19:42		filled	buy_2
2018.03.22 19:29:43	57	HK50	buy	7.10 / 7.10		30297.90			2018.03.22 19:29:43		filled
2018.03.22 19:29:43	58	JP225	sell	139.00 / 139.00		21271.92			2018.03.22 19:29:43		filled
2018.03.22 19:29:43	59	DE30	sell	0.20 / 0.20		12086.64			2018.03.22 19:29:43		filled
2018.03.23 08:00:01	60	HK50	sell	8.10 / 8.10		30153.32			2018.03.23 08:00:01		filled	sel_2
2018.03.23 08:00:01	61	JP225	buy	145.00 / 145.00		20661.07			2018.03.23 08:00:01		filled	buy_2
2018.03.23 08:00:01	62	DE30	buy	0.40 / 0.40		11912.65			2018.03.23 08:00:01		filled	buy_2
2018.03.28 19:10:30	63	HK50	buy	7.80 / 7.80		30008.90			2018.03.28 19:10:30		filled
2018.03.28 19:10:30	64	JP225	sell	140.00 / 140.00		21116.03			2018.03.28 19:10:30		filled
2018.03.28 19:10:30	65	DE30	sell	0.40 / 0.40		11968.12			2018.03.28 19:10:30		filled
2018.04.26 09:15:38	66	JP225	sell	5.00 / 5.00		22315.39			2018.04.26 09:15:38		filled
2018.04.26 09:15:38	67	HK50	buy	0.30 / 0.30		29895.86			2018.04.26 09:15:38		filled
2018.04.26 09:15:38	68	JP225	sell	4.00 / 4.00		22315.39			2018.04.26 09:15:38		filled
2018.04.26 09:15:38	69	HK50	buy	0.50 / 0.50		29895.86			2018.04.26 09:15:38		filled
2018.04.26 09:15:38	70	DE30	sell	0.10 / 0.10		12417.00			2018.04.26 09:15:38		filled
2018.04.26 09:15:38	71	HK50	buy	0.10 / 0.10		29895.86			2018.04.26 09:15:38		filled
2018.04.26 09:15:38	72	DE30	sell	0.40 / 0.40		12417.00			2018.04.26 09:15:38		filled	buy_1
2018.04.26 09:15:38	73	JP225	sell	120.00 / 120.00		22315.39			2018.04.26 09:15:38		filled	buy_1
2018.04.26 09:15:38	74	HK50	buy	6.70 / 6.70		29895.86			2018.04.26 09:15:38		filled	sel_1
2018.09.06 09:16:17	75	HK50	buy	7.80 / 7.80		26811.66			2018.09.06 09:16:17		filled	buy_1
2018.09.06 09:16:17	76	JP225	sell	179.00 / 179.00		22480.00			2018.09.06 09:16:17		filled	sel_1
2018.09.06 09:16:17	77	DE30	buy	0.10 / 0.10		12017.86			2018.09.06 09:16:17		filled	buy_1
2018.09.11 12:34:36	78	HK50	buy	8.00 / 8.00		26104.84			2018.09.11 12:34:36		filled	buy_2
2018.09.11 12:34:36	79	JP225	sell	179.00 / 179.00		22561.53			2018.09.11 12:34:36		filled	sel_2
2018.09.18 08:00:05	80	HK50	buy	7.50 / 7.50		26683.77			2018.09.18 08:00:05		filled	buy_3
2018.09.18 08:00:05	81	JP225	sell	184.00 / 184.00		23465.50			2018.09.18 08:00:05		filled	sel_3
2018.09.18 08:00:05	82	DE30	buy	0.20 / 0.20		12049.30			2018.09.18 08:00:05		filled	buy_3
2018.10.02 09:09:42	83	HK50	buy	8.10 / 8.10		27117.83			2018.10.02 09:09:42		filled	buy_4
2018.10.02 09:09:42	84	JP225	sell	191.00 / 191.00		24276.00			2018.10.02 09:09:42		filled	sel_4
2018.10.11 04:49:33	85	HK50	sell	8.10 / 8.10		25386.83			2018.10.11 04:49:33		filled
2018.10.11 04:49:33	86	HK50	sell	0.40 / 0.40		25386.83			2018.10.11 04:49:33		filled
2018.10.11 04:49:33	87	JP225	buy	189.00 / 189.00		22637.15			2018.10.11 04:49:33		filled
2018.10.11 04:49:33	88	DE30	buy	0.20 / 0.20		11576.00			2018.10.11 04:49:33		filled	buy_3
2018.10.15 12:17:12	89	HK50	sell	6.90 / 6.90		25343.42			2018.10.15 12:17:12		filled
2018.10.15 12:17:12	90	JP225	buy	2.00 / 2.00		22074.34			2018.10.15 12:17:12		filled
2018.10.15 12:17:12	91	JP225	buy	162.00 / 162.00		22074.34			2018.10.15 12:17:12		filled
2018.10.17 04:15:01	92	HK50	buy	10.10 / 10.10		25686.70			2018.10.17 04:15:01		filled	buy_3
2018.10.17 04:15:01	93	JP225	sell	220.00 / 220.00		22932.68			2018.10.17 04:15:01		filled	sel_3
2018.10.17 04:15:01	94	DE30	sell	0.20 / 0.20		11821.49			2018.10.17 04:15:01		filled
2018.10.17 04:15:01	95	DE30	sell	0.10 / 0.10		11821.49			2018.10.17 04:15:01		filled
2018.10.22 16:56:05	96	HK50	sell	10.10 / 10.10		26010.65			2018.10.22 16:56:05		filled
2018.10.22 16:56:05	97	JP225	buy	198.00 / 198.00		22496.75			2018.10.22 16:56:05		filled
2018.10.22 16:56:05	98	DE30	buy	0.50 / 0.50		11537.57			2018.10.22 16:56:05		filled	buy_2
2018.10.26 06:39:28	99	HK50	sell	0.20 / 0.20		24536.81			2018.10.26 06:39:28		filled
2018.10.26 06:39:28	100	HK50	sell	7.30 / 7.30		24536.81			2018.10.26 06:39:28		filled
2018.10.26 06:39:28	101	JP225	buy	22.00 / 22.00		21002.00			2018.10.26 06:39:28		filled
2018.10.26 06:39:28	102	JP225	buy	22.00 / 22.00		21002.00			2018.10.26 06:39:28		filled
2018.10.26 06:39:28	103	JP225	buy	147.00 / 147.00		21002.00			2018.10.26 06:39:28		filled
2018.10.26 06:39:28	104	DE30	sell	0.30 / 0.30		11136.46			2018.10.26 06:39:28		filled
2018.10.31 04:15:01	105	HK50	buy	10.10 / 10.10		24788.25			2018.10.31 04:15:01		filled	buy_2
2018.10.31 04:15:01	106	JP225	sell	233.00 / 233.00		21752.50			2018.10.31 04:15:01		filled	sel_2
2018.11.01 10:28:28	107	HK50	sell	9.70 / 9.70		25415.60			2018.11.01 10:28:28		filled
2018.11.01 10:28:28	108	JP225	buy	222.00 / 222.00		21577.02			2018.11.01 10:28:28		filled
2018.11.09 04:15:01	109	HK50	buy	9.60 / 9.60		25734.43			2018.11.09 04:15:01		filled	buy_2
2018.11.09 04:15:01	110	JP225	sell	244.00 / 244.00		22294.25			2018.11.09 04:15:01		filled	sel_2
2018.11.09 04:15:01	111	DE30	buy	0.40 / 0.40		11499.38			2018.11.09 04:15:01		filled	buy_2
2018.11.13 11:10:22	112	HK50	sell	9.60 / 9.60		25842.40			2018.11.13 11:10:22		filled
2018.11.13 11:10:22	113	HK50	sell	0.20 / 0.20		25842.40			2018.11.13 11:10:22		filled
2018.11.13 11:10:22	114	JP225	buy	234.00 / 234.00		21813.01			2018.11.13 11:10:22		filled
2018.11.13 11:10:22	115	DE30	sell	0.20 / 0.20		11399.52			2018.11.13 11:10:22		filled
2018.12.20 05:08:24	116	HK50	sell	0.20 / 0.20		25684.53			2018.12.20 05:08:24		filled
2018.12.20 05:08:24	117	HK50	sell	0.70 / 0.70		25684.53			2018.12.20 05:08:24		filled
2018.12.20 05:08:24	118	HK50	sell	6.50 / 6.50		25684.53			2018.12.20 05:08:24		filled
2018.12.20 05:08:24	119	JP225	buy	10.00 / 10.00		20566.01			2018.12.20 05:08:24		filled
2018.12.20 05:08:24	120	JP225	buy	11.00 / 11.00		20566.01			2018.12.20 05:08:24		filled
2018.12.20 05:08:24	121	JP225	buy	32.00 / 32.00		20566.01			2018.12.20 05:08:24		filled
2018.12.20 05:08:24	122	JP225	buy	38.00 / 38.00		20566.01			2018.12.20 05:08:24		filled
2018.12.20 05:08:24	123	DE30	buy	1.30 / 1.30		10661.13			2018.12.20 05:08:24		filled	buy_0
2019.01.31 10:30:00	124	HK50	sell	1.30 / 1.30		28098.40			2019.01.31 10:30:00		filled
2019.01.31 10:30:00	125	HK50	buy	9.50 / 9.50		28105.40			2019.01.31 10:30:00		filled	buy_0
2019.01.31 10:30:00	126	JP225	buy	141.00 / 141.00		20806.00			2019.01.31 10:30:00		filled
2019.01.31 10:30:00	127	JP225	sell	109.00 / 109.00		20798.00			2019.01.31 10:30:00		filled	sel_0
2019.01.31 10:30:00	128	DE30	sell	0.20 / 0.20		11302.90			2019.01.31 10:30:00		filled
2019.04.25 09:18:30	129	JP225	buy	109.00 / 109.00		22353.00			2019.04.25 09:18:30		filled	sel_0
2019.04.25 09:18:30	130	HK50	sell	9.50 / 9.50		29707.23			2019.04.25 09:18:30		filled	buy_0
2019.04.25 09:18:30	131	DE30	sell	1.10 / 1.10		12320.99			2019.04.25 09:18:30		filled
2019.04.25 09:18:30	132	DE30	sell	0.20 / 0.20		12320.99			2019.04.25 09:18:30		filled
2019.04.25 09:18:30	133	DE30	sell	0.20 / 0.20		12320.99			2019.04.25 09:18:30		filled
2019.04.25 09:18:30	134	DE30	sell	0.10 / 0.10		12320.99			2019.04.25 09:18:30		filled
2019.04.25 09:18:30	135	DE30	sell	0.10 / 0.10		12320.99			2019.04.25 09:18:30		filled	buy_1
2019.09.20 15:15:30	136	HK50	buy	13.10 / 13.10		26417.01			2019.09.20 15:15:30		filled	buy_1
2019.09.20 15:15:30	137	JP225	sell	239.00 / 239.00		22141.00			2019.09.20 15:15:30		filled	sel_1
2019.09.20 15:15:30	138	DE30	sell	0.80 / 0.80		12465.82			2019.09.20 15:15:30		filled	sel_1
2019.10.11 23:59:59	139	DE30	buy	0.80 / 0.80		12469.90			2019.10.11 23:59:59		filled	end of test
2019.10.11 23:59:59	140	JP225	buy	239.00 / 239.00		22055.00			2019.10.11 23:59:59		filled	end of test
2019.10.11 23:59:59	141	HK50	sell	13.10 / 13.10		26533.40			2019.10.11 23:59:59		filled	end of test
成交
时间	成交	交易品种	类型	趋势	交易量	价位	订单	手续费	库存费	盈利	结余	注释
2016.01.01 00:00:00	1		balance					0.00	0.00	10 000.00	10 000.00
2016.02.01 05:00:00	2	HK50	buy	in	4.00	19590.02	2	0.00	0.00	0.00	10 000.00	buy_1
2016.02.01 05:00:00	3	JP225	sell	in	104.00	17864.00	3	0.00	0.00	0.00	10 000.00	sel_1
2016.02.01 05:00:00	4	DE30	buy	in	0.10	9832.32	4	0.00	0.00	0.00	10 000.00	buy_1
2016.02.08 17:00:29	5	HK50	sell	out	2.70	19155.00	5	0.00	-10.63	-150.81	9 838.56
2016.02.08 17:00:29	6	JP225	buy	out	32.00	16452.42	6	0.00	-3.55	388.96	10 223.97
2016.02.08 17:00:29	7	DE30	buy	in	0.60	8992.55	7	0.00	0.00	0.00	10 223.97	buy_0
2016.02.10 06:00:40	8	DE30	sell	out	0.60	8845.52	8	0.00	-1.19	-99.61	10 123.17	buy_0
2016.02.10 06:00:40	9	DE30	sell	out	0.10	8845.52	9	0.00	-0.90	-111.42	10 010.85	buy_1
2016.02.10 06:00:40	10	JP225	buy	out	72.00	15463.06	10	0.00	-10.31	1 507.03	11 507.57
2016.02.10 06:00:40	11	HK50	sell	out	1.30	19155.00	11	0.00	-6.58	-72.56	11 428.43
2016.08.18 06:00:40	12	HK50	sell	in	4.60	23193.66	12	0.00	0.00	0.00	11 428.43	sel_1
2016.08.18 06:00:40	13	JP225	buy	in	94.00	16613.65	13	0.00	0.00	0.00	11 428.43	buy_1
2016.11.11 05:00:03	14	JP225	sell	out	94.00	17439.20	14	0.00	-135.03	729.14	12 022.54	buy_1
2016.11.11 05:00:03	15	HK50	buy	out	4.60	22437.74	15	0.00	-18.70	448.28	12 452.12	sel_1
2016.12.15 06:00:41	16	HK50	buy	in	5.40	22070.02	16	0.00	0.00	0.00	12 452.12	buy_1
2016.12.15 06:00:41	17	JP225	sell	in	105.00	19336.29	17	0.00	0.00	0.00	12 452.12	sel_1
2016.12.15 06:00:41	18	DE30	sell	in	0.40	11272.63	18	0.00	0.00	0.00	12 452.12	sel_1
2016.12.20 10:00:32	19	HK50	buy	in	5.40	21717.69	19	0.00	0.00	0.00	12 452.12	buy_2
2016.12.20 10:00:32	20	JP225	sell	in	102.00	19591.32	20	0.00	0.00	0.00	12 452.12	sel_2
2016.12.20 10:00:32	21	DE30	sell	in	0.50	11437.81	21	0.00	0.00	0.00	12 452.12	sel_2
2016.12.29 09:00:28	22	HK50	sell	out	5.40	21753.75	22	0.00	-27.45	25.10	12 449.77
2016.12.29 09:00:28	23	HK50	sell	out	0.10	21753.75	23	0.00	-0.79	-4.08	12 444.90
2016.12.29 09:00:28	24	JP225	buy	out	102.00	19007.03	24	0.00	-14.62	512.02	12 942.30
2016.12.29 09:00:28	25	JP225	buy	out	14.00	19007.03	25	0.00	-3.12	39.61	12 978.79
2016.12.29 09:00:28	26	DE30	buy	out	0.30	11429.49	26	0.00	-3.34	2.61	12 978.06
2017.02.17 10:00:39	27	HK50	sell	out	2.00	24042.93	27	0.00	-72.26	508.39	13 414.19
2017.02.17 10:00:39	28	JP225	buy	out	81.00	19111.33	28	0.00	-84.17	160.69	13 490.71
2017.02.17 10:00:39	29	DE30	sell	in	0.60	11739.47	29	0.00	0.00	0.00	13 490.71	sel_0
2017.07.24 04:15:30	30	DE30	buy	out	0.60	12244.50	30	0.00	-122.46	-353.46	13 014.79	sel_0
2017.07.24 04:15:30	31	DE30	buy	out	0.20	12244.50	31	0.00	-55.61	-188.20	12 770.98
2017.07.24 04:15:30	32	DE30	buy	out	0.40	12244.50	32	0.00	-113.74	-453.46	12 203.78	sel_1
2017.07.24 04:15:30	33	JP225	buy	out	10.00	19935.00	33	0.00	-36.67	-53.96	12 113.15
2017.07.24 04:15:30	34	HK50	sell	out	3.30	26707.22	34	0.00	-410.76	1 959.94	13 662.33
2017.08.22 09:13:59	35	HK50	sell	in	5.50	27461.74	35	0.00	0.00	0.00	13 662.33	sel_1
2017.08.22 09:13:59	36	JP225	buy	in	131.00	19370.00	36	0.00	0.00	0.00	13 662.33	buy_1
2017.08.22 09:13:59	37	DE30	sell	in	0.20	12079.00	37	0.00	0.00	0.00	13 662.33	sel_1
2017.10.13 14:09:30	38	HK50	buy	out	4.00	28502.51	38	0.00	-9.83	-533.19	13 119.31
2017.10.13 14:09:30	39	JP225	sell	out	39.00	21231.00	39	0.00	-31.72	647.04	13 734.63
2017.10.13 14:09:30	40	DE30	sell	in	0.70	12974.00	40	0.00	0.00	0.00	13 734.63	sel_0
2017.10.24 14:51:32	41	DE30	buy	out	0.70	12985.00	41	0.00	-10.76	-9.05	13 714.82	sel_0
2017.10.24 14:51:32	42	DE30	buy	out	0.20	12985.00	42	0.00	-17.67	-212.98	13 484.17	sel_1
2017.10.24 14:51:32	43	JP225	sell	out	92.00	21853.00	43	0.00	-90.41	2 006.08	15 399.84
2017.10.24 14:51:32	44	HK50	buy	out	1.50	28221.97	44	0.00	-4.46	-146.11	15 249.27
2018.02.05 19:22:35	45	HK50	sell	in	6.70	32102.60	45	0.00	0.00	0.00	15 249.27	sel_1
2018.02.05 19:22:35	46	JP225	buy	in	120.00	22448.75	46	0.00	0.00	0.00	15 249.27	buy_1
2018.02.05 19:22:35	47	DE30	buy	in	0.40	12624.53	47	0.00	0.00	0.00	15 249.27	buy_1
2018.02.06 06:37:27	48	HK50	sell	in	6.60	30603.60	48	0.00	0.00	0.00	15 249.27	sel_2
2018.02.06 06:37:27	49	JP225	buy	in	96.00	21141.41	49	0.00	0.00	0.00	15 249.27	buy_2
2018.02.06 06:37:27	50	DE30	buy	in	0.80	11709.56	50	0.00	0.00	0.00	15 249.27	buy_2
2018.02.06 09:07:41	51	HK50	buy	out	6.50	30958.77	51	0.00	0.00	-295.25	14 954.02
2018.02.06 09:07:41	52	JP225	sell	out	96.00	21695.00	52	0.00	0.00	487.36	15 441.38
2018.02.06 09:07:41	53	DE30	sell	out	0.70	12269.37	53	0.00	0.00	485.34	15 926.72
2018.03.19 04:19:42	54	HK50	sell	in	7.60	31338.88	54	0.00	0.00	0.00	15 926.72	sel_2
2018.03.19 04:19:42	55	JP225	buy	in	143.00	21380.05	55	0.00	0.00	0.00	15 926.72	buy_2
2018.03.19 04:19:42	56	DE30	buy	in	0.20	12363.00	56	0.00	0.00	0.00	15 926.72	buy_2
2018.03.22 19:29:43	57	HK50	buy	out	7.10	30297.90	57	0.00	-1.01	941.86	16 867.57
2018.03.22 19:29:43	58	JP225	sell	out	139.00	21271.92	58	0.00	-6.81	-142.20	16 718.56
2018.03.22 19:29:43	59	DE30	sell	out	0.20	12086.64	59	0.00	-0.66	-68.07	16 649.83
2018.03.23 08:00:01	60	HK50	sell	in	8.10	30153.32	60	0.00	0.00	0.00	16 649.83	sel_2
2018.03.23 08:00:01	61	JP225	buy	in	145.00	20661.07	61	0.00	0.00	0.00	16 649.83	buy_2
2018.03.23 08:00:01	62	DE30	buy	in	0.40	11912.65	62	0.00	0.00	0.00	16 649.83	buy_2
2018.03.28 19:10:30	63	HK50	buy	out	7.80	30008.90	63	0.00	-1.84	143.55	16 791.54
2018.03.28 19:10:30	64	JP225	sell	out	140.00	21116.03	64	0.00	-11.58	598.69	17 378.65
2018.03.28 19:10:30	65	DE30	sell	out	0.40	11968.12	65	0.00	-2.19	27.40	17 403.86
2018.04.26 09:15:38	66	JP225	sell	out	5.00	22315.39	66	0.00	-2.74	75.63	17 476.75
2018.04.26 09:15:38	67	HK50	buy	out	0.30	29895.86	67	0.00	-0.41	9.84	17 486.18
2018.04.26 09:15:38	68	JP225	sell	out	4.00	22315.39	68	0.00	-2.43	34.20	17 517.95
2018.04.26 09:15:38	69	HK50	buy	out	0.50	29895.86	69	0.00	-0.82	91.94	17 609.07
2018.04.26 09:15:38	70	DE30	sell	out	0.10	12417.00	70	0.00	-8.67	86.15	17 686.55
2018.04.26 09:15:38	71	HK50	buy	out	0.10	29895.86	71	0.00	-0.12	9.02	17 695.45
2018.04.26 09:15:38	72	DE30	sell	out	0.40	12417.00	72	0.00	-34.88	-101.09	17 559.48	buy_1
2018.04.26 09:15:38	73	JP225	sell	out	120.00	22315.39	73	0.00	-155.86	-146.32	17 257.30	buy_1
2018.04.26 09:15:38	74	HK50	buy	out	6.70	29895.86	74	0.00	-25.49	1 883.99	19 115.80	sel_1
2018.09.06 09:16:17	75	HK50	buy	in	7.80	26811.66	75	0.00	0.00	0.00	19 115.80	buy_1
2018.09.06 09:16:17	76	JP225	sell	in	179.00	22480.00	76	0.00	0.00	0.00	19 115.80	sel_1
2018.09.06 09:16:17	77	DE30	buy	in	0.10	12017.86	77	0.00	0.00	0.00	19 115.80	buy_1
2018.09.11 12:34:36	78	HK50	buy	in	8.00	26104.84	78	0.00	0.00	0.00	19 115.80	buy_2
2018.09.11 12:34:36	79	JP225	sell	in	179.00	22561.53	79	0.00	0.00	0.00	19 115.80	sel_2
2018.09.18 08:00:05	80	HK50	buy	in	7.50	26683.77	80	0.00	0.00	0.00	19 115.80	buy_3
2018.09.18 08:00:05	81	JP225	sell	in	184.00	23465.50	81	0.00	0.00	0.00	19 115.80	sel_3
2018.09.18 08:00:05	82	DE30	buy	in	0.20	12049.30	82	0.00	0.00	0.00	19 115.80	buy_3
2018.10.02 09:09:42	83	HK50	buy	in	8.10	27117.83	83	0.00	0.00	0.00	19 115.80	buy_4
2018.10.02 09:09:42	84	JP225	sell	in	191.00	24276.00	84	0.00	0.00	0.00	19 115.80	sel_4
2018.10.11 04:49:33	85	HK50	sell	out	8.10	25386.83	85	0.00	-40.77	-1 789.14	17 285.89
2018.10.11 04:49:33	86	HK50	sell	out	0.40	25386.83	86	0.00	-5.15	-66.20	17 214.54
2018.10.11 04:49:33	87	JP225	buy	out	189.00	22637.15	87	0.00	-28.00	2 762.06	19 948.60
2018.10.11 04:49:33	88	DE30	buy	in	0.20	11576.00	88	0.00	0.00	0.00	19 948.60	buy_3
2018.10.15 12:17:12	89	HK50	sell	out	6.90	25343.42	89	0.00	-104.24	-1 179.99	18 664.37
2018.10.15 12:17:12	90	JP225	buy	out	2.00	22074.34	90	0.00	-0.43	39.43	18 703.37
2018.10.15 12:17:12	91	JP225	buy	out	162.00	22074.34	91	0.00	-72.31	2 018.21	20 649.27
2018.10.17 04:15:01	92	HK50	buy	in	10.10	25686.70	92	0.00	0.00	0.00	20 649.27	buy_3
2018.10.17 04:15:01	93	JP225	sell	in	220.00	22932.68	93	0.00	0.00	0.00	20 649.27	sel_3
2018.10.17 04:15:01	94	DE30	sell	out	0.20	11821.49	94	0.00	-1.21	56.84	20 704.90
2018.10.17 04:15:01	95	DE30	sell	out	0.10	11821.49	95	0.00	-2.97	-26.37	20 675.56
2018.10.22 16:56:05	96	HK50	sell	out	10.10	26010.65	96	0.00	-28.20	417.36	21 064.72
2018.10.22 16:56:05	97	JP225	buy	out	198.00	22496.75	97	0.00	-16.45	765.79	21 814.06
2018.10.22 16:56:05	98	DE30	buy	in	0.50	11537.57	98	0.00	0.00	0.00	21 814.06	buy_2
2018.10.26 06:39:28	99	HK50	sell	out	0.20	24536.81	99	0.00	-4.24	-54.76	21 755.06
2018.10.26 06:39:28	100	HK50	sell	out	7.30	24536.81	100	0.00	-183.68	-1 459.88	20 111.50
2018.10.26 06:39:28	101	JP225	buy	out	22.00	21002.00	101	0.00	-3.30	378.79	20 486.99
2018.10.26 06:39:28	102	JP225	buy	out	22.00	21002.00	102	0.00	-13.86	483.33	20 956.46
2018.10.26 06:39:28	103	JP225	buy	out	147.00	21002.00	103	0.00	-109.72	2 044.46	22 891.20
2018.10.26 06:39:28	104	DE30	sell	out	0.30	11136.46	104	0.00	-1.21	-136.77	22 753.22
2018.10.31 04:15:01	105	HK50	buy	in	10.10	24788.25	105	0.00	0.00	0.00	22 753.22	buy_2
2018.10.31 04:15:01	106	JP225	sell	in	233.00	21752.50	106	0.00	0.00	0.00	22 753.22	sel_2
2018.11.01 10:28:28	107	HK50	sell	out	9.70	25415.60	107	0.00	-5.42	776.16	23 523.96
2018.11.01 10:28:28	108	JP225	buy	out	222.00	21577.02	108	0.00	-3.67	345.34	23 865.63
2018.11.09 04:15:01	109	HK50	buy	in	9.60	25734.43	109	0.00	0.00	0.00	23 865.63	buy_2
2018.11.09 04:15:01	110	JP225	sell	in	244.00	22294.25	110	0.00	0.00	0.00	23 865.63	sel_2
2018.11.09 04:15:01	111	DE30	buy	in	0.40	11499.38	111	0.00	0.00	0.00	23 865.63	buy_2
2018.11.13 11:10:22	112	HK50	sell	out	9.60	25842.40	112	0.00	-21.48	132.36	23 976.51
2018.11.13 11:10:22	113	HK50	sell	out	0.20	25842.40	113	0.00	-1.44	26.92	24 001.99
2018.11.13 11:10:22	114	JP225	buy	out	234.00	21813.01	114	0.00	-15.37	986.95	24 973.57
2018.11.13 11:10:22	115	DE30	sell	out	0.20	11399.52	115	0.00	-0.80	-22.43	24 950.34
2018.12.20 05:08:24	116	HK50	sell	out	0.20	25684.53	116	0.00	-5.56	22.90	24 967.68
2018.12.20 05:08:24	117	HK50	sell	out	0.70	25684.53	117	0.00	-39.12	-37.58	24 890.98
2018.12.20 05:08:24	118	HK50	sell	out	6.50	25684.53	118	0.00	-381.77	-935.82	23 573.39
2018.12.20 05:08:24	119	JP225	buy	out	10.00	20566.01	119	0.00	-6.77	153.67	23 720.29
2018.12.20 05:08:24	120	JP225	buy	out	11.00	20566.01	120	0.00	-9.03	116.04	23 827.30
2018.12.20 05:08:24	121	JP225	buy	out	32.00	20566.01	121	0.00	-53.00	567.79	24 342.09
2018.12.20 05:08:24	122	JP225	buy	out	38.00	20566.01	122	0.00	-66.09	646.71	24 922.71
2018.12.20 05:08:24	123	DE30	buy	in	1.30	10661.13	123	0.00	0.00	0.00	24 922.71	buy_0
2019.01.31 10:30:00	124	HK50	sell	out	1.30	28098.40	124	0.00	-106.93	213.21	25 028.99
2019.01.31 10:30:00	125	HK50	buy	in	9.50	28105.40	125	0.00	0.00	0.00	25 028.99	buy_0
2019.01.31 10:30:00	126	JP225	buy	out	141.00	20806.00	126	0.00	-346.28	2 171.89	26 854.60
2019.01.31 10:30:00	127	JP225	sell	in	109.00	20798.00	127	0.00	0.00	0.00	26 854.60	sel_0
2019.01.31 10:30:00	128	DE30	sell	out	0.20	11302.90	128	0.00	-8.47	147.66	26 993.79
2019.04.25 09:18:30	129	JP225	buy	out	109.00	22353.00	129	0.00	-154.13	-1 514.21	25 325.45	sel_0
2019.04.25 09:18:30	130	HK50	sell	out	9.50	29707.23	130	0.00	-445.36	1 940.33	26 820.42	buy_0
2019.04.25 09:18:30	131	DE30	sell	out	1.10	12320.99	131	0.00	-138.90	2 037.10	28 718.62
2019.04.25 09:18:30	132	DE30	sell	out	0.20	12320.99	132	0.00	-33.42	183.33	28 868.53
2019.04.25 09:18:30	133	DE30	sell	out	0.20	12320.99	133	0.00	-37.03	174.81	29 006.31
2019.04.25 09:18:30	134	DE30	sell	out	0.10	12320.99	134	0.00	-21.97	30.31	29 014.65
2019.04.25 09:18:30	135	DE30	sell	out	0.10	12320.99	135	0.00	-23.17	33.82	29 025.30	buy_1
2019.09.20 15:15:30	136	HK50	buy	in	13.10	26417.01	136	0.00	0.00	0.00	29 025.30	buy_1
2019.09.20 15:15:30	137	JP225	sell	in	239.00	22141.00	137	0.00	0.00	0.00	29 025.30	sel_1
2019.09.20 15:15:30	138	DE30	sell	in	0.80	12465.82	138	0.00	0.00	0.00	29 025.30	sel_1
2019.10.11 23:59:59	139	DE30	buy	out	0.80	12469.90	139	0.00	-21.82	-3.60	28 999.88	end of test
2019.10.11 23:59:59	140	JP225	buy	out	239.00	22055.00	140	0.00	-87.28	189.59	29 102.19	end of test
2019.10.11 23:59:59	141	HK50	sell	out	13.10	26533.40	141	0.00	-153.70	194.38	29 142.87	end of test
								0.00	-4 355.96	23 498.83	29 142.87