BandCrossKnn EJ

プロフィットファクター 1.27 ※バックテスト参考値

#	Time	Type	Order	Size	Price	S/L	T/P	Profit	Balance
4800	2015.09.25 13:00	close	1600	0.10	134.927	135.217	133.917	-6100.00	1690688.94
4801	2015.09.29 02:00	buy	1601	0.10	134.733	0.000	0.000
4802	2015.09.29 02:00	modify	1601	0.10	134.733	133.833	135.133
4803	2015.09.29 13:00	close	1601	0.10	134.661	133.833	135.133	-720.00	1689968.94
4804	2015.09.30 03:00	buy	1602	0.10	134.908	0.000	0.000
4805	2015.09.30 03:00	modify	1602	0.10	134.908	134.008	135.308
4806	2015.09.30 13:00	close	1602	0.10	134.899	134.008	135.308	-90.00	1689878.94
4807	2015.09.30 23:30	sell	1603	0.10	133.967	0.000	0.000
4808	2015.09.30 23:30	modify	1603	0.10	133.967	134.867	133.567
4809	2015.10.01 13:00	close	1603	0.10	133.870	134.867	133.567	980.48	1690859.42
4810	2015.10.02 01:00	buy	1604	0.10	134.148	0.000	0.000
4811	2015.10.02 01:00	modify	1604	0.10	134.148	133.248	134.548
4812	2015.10.02 05:10	close	1604	0.10	134.389	133.248	134.548	2410.00	1693269.42
4813	2015.10.05 22:00	sell	1605	0.10	134.691	0.000	0.000
4814	2015.10.05 22:00	modify	1605	0.10	134.691	135.591	134.291
4815	2015.10.06 09:08	close	1605	0.10	134.461	135.591	134.291	2303.49	1695572.91
4816	2015.10.07 01:00	buy	1606	0.10	135.481	0.000	0.000
4817	2015.10.07 01:00	modify	1606	0.10	135.481	134.581	135.881
4818	2015.10.07 13:00	close	1606	0.10	134.845	134.581	135.881	-6360.00	1689212.91
4819	2015.10.13 01:00	sell	1607	0.10	136.335	0.000	0.000
4820	2015.10.13 01:00	modify	1607	0.10	136.335	137.235	135.935
4821	2015.10.13 03:30	close	1607	0.10	136.124	137.235	135.935	2110.00	1691322.91
4822	2015.10.15 20:00	sell	1608	0.10	134.974	0.000	0.000
4823	2015.10.15 20:00	modify	1608	0.10	134.974	135.874	134.574
4824	2015.10.16 13:00	close	1608	0.10	135.192	135.874	134.574	-2176.51	1689146.40
4825	2015.10.20 20:00	buy	1609	0.10	136.051	0.000	0.000
4826	2015.10.20 20:00	modify	1609	0.10	136.051	135.151	136.451
4827	2015.10.21 07:50	close	1609	0.10	136.291	135.151	136.451	2347.96	1691494.36
4828	2015.10.22 01:00	sell	1610	0.10	135.962	0.000	0.000
4829	2015.10.22 01:00	modify	1610	0.10	135.962	136.862	135.562
4830	2015.10.22 07:45	close	1610	0.10	135.636	136.862	135.562	3260.00	1694754.36
4831	2015.10.23 01:30	sell	1611	0.10	134.066	0.000	0.000
4832	2015.10.23 01:30	modify	1611	0.10	134.066	134.966	133.666
4833	2015.10.23 10:13	close	1611	0.10	133.835	134.966	133.666	2310.00	1697064.36
4834	2015.10.27 02:00	buy	1612	0.10	133.870	0.000	0.000
4835	2015.10.27 02:00	modify	1612	0.10	133.870	132.970	134.270
4836	2015.10.27 11:10	close	1612	0.10	133.081	132.970	134.270	-7890.00	1689174.36
4837	2015.10.28 07:30	buy	1613	0.10	132.859	0.000	0.000
4838	2015.10.28 07:30	modify	1613	0.10	132.859	131.959	133.259
4839	2015.10.28 10:37	close	1613	0.10	133.090	131.959	133.259	2310.00	1691484.36
4840	2015.10.29 04:30	sell	1614	0.10	131.741	0.000	0.000
4841	2015.10.29 04:30	modify	1614	0.10	131.741	132.641	131.341
4842	2015.10.29 13:20	close	1614	0.10	132.576	132.641	131.341	-8350.00	1683134.36
4843	2015.10.29 21:00	buy	1615	0.10	132.816	0.000	0.000
4844	2015.10.29 21:00	modify	1615	0.10	132.816	131.916	133.216
4845	2015.10.30 07:33	t/p	1615	0.10	133.216	131.916	133.216	3947.96	1687082.32
4846	2015.11.03 06:00	sell	1616	0.10	132.888	0.000	0.000
4847	2015.11.03 06:00	modify	1616	0.10	132.888	133.788	132.488
4848	2015.11.03 11:18	close	1616	0.10	132.658	133.788	132.488	2300.00	1689382.32
4849	2015.11.04 23:30	sell	1617	0.10	132.037	0.000	0.000
4850	2015.11.04 23:30	modify	1617	0.10	132.037	132.937	131.637
4851	2015.11.05 13:00	close	1617	0.10	132.397	132.937	131.637	-3589.52	1685792.80
4852	2015.11.06 01:30	sell	1618	0.10	132.446	0.000	0.000
4853	2015.11.06 01:30	modify	1618	0.10	132.446	133.346	132.046
4854	2015.11.06 13:00	close	1618	0.10	132.570	133.346	132.046	-1240.00	1684552.80
4855	2015.11.09 23:00	sell	1619	0.10	132.455	0.000	0.000
4856	2015.11.09 23:00	modify	1619	0.10	132.455	133.355	132.055
4857	2015.11.10 11:24	close	1619	0.10	132.224	133.355	132.055	2313.49	1686866.29
4858	2015.11.10 21:00	sell	1620	0.10	131.950	0.000	0.000
4859	2015.11.10 21:00	modify	1620	0.10	131.950	132.850	131.550
4860	2015.11.11 13:00	close	1620	0.10	132.164	132.850	131.550	-2136.51	1684729.78
4861	2015.11.12 09:00	buy	1621	0.10	132.234	0.000	0.000
4862	2015.11.12 09:00	modify	1621	0.10	132.234	131.334	132.634
4863	2015.11.12 13:00	close	1621	0.10	131.898	131.334	132.634	-3360.00	1681369.78
4864	2015.11.13 02:00	buy	1622	0.10	132.506	0.000	0.000
4865	2015.11.13 02:00	modify	1622	0.10	132.506	131.606	132.906
4866	2015.11.13 13:00	close	1622	0.10	132.148	131.606	132.906	-3580.00	1677789.78
4867	2015.11.17 05:00	sell	1623	0.10	131.545	0.000	0.000
4868	2015.11.17 05:00	modify	1623	0.10	131.545	132.445	131.145
4869	2015.11.17 10:02	close	1623	0.10	131.314	132.445	131.145	2310.00	1680099.78
4870	2015.11.19 08:30	buy	1624	0.10	131.935	0.000	0.000
4871	2015.11.19 08:30	modify	1624	0.10	131.935	131.035	132.335
4872	2015.11.19 13:00	close	1624	0.10	131.777	131.035	132.335	-1580.00	1678519.78
4873	2015.11.24 00:00	sell	1625	0.10	130.634	0.000	0.000
4874	2015.11.24 00:00	modify	1625	0.10	130.634	131.534	130.234
4875	2015.11.24 07:10	close	1625	0.10	130.413	131.534	130.234	2210.00	1680729.78
4876	2015.11.25 20:00	sell	1626	0.10	130.304	0.000	0.000
4877	2015.11.25 20:00	modify	1626	0.10	130.304	131.204	129.904
4878	2015.11.26 09:50	close	1626	0.10	130.074	131.204	129.904	2310.48	1683040.26
4879	2015.11.30 21:30	buy	1627	0.10	130.084	0.000	0.000
4880	2015.11.30 21:30	modify	1627	0.10	130.084	129.184	130.484
4881	2015.12.01 10:49	close	1627	0.10	130.314	129.184	130.484	2247.96	1685288.22
4882	2015.12.03 02:30	buy	1628	0.10	130.780	0.000	0.000
4883	2015.12.03 02:30	modify	1628	0.10	130.780	129.880	131.180
4884	2015.12.03 13:00	close	1628	0.10	130.389	129.880	131.180	-3910.00	1681378.22
4885	2015.12.03 23:30	buy	1629	0.10	134.130	0.000	0.000
4886	2015.12.03 23:30	modify	1629	0.10	134.130	133.230	134.530
4887	2015.12.04 13:00	close	1629	0.10	133.501	133.230	134.530	-6342.04	1675036.17
4888	2015.12.07 20:00	sell	1630	0.10	133.726	0.000	0.000
4889	2015.12.07 20:00	modify	1630	0.10	133.726	134.626	133.326
4890	2015.12.08 12:27	close	1630	0.10	133.496	134.626	133.326	2303.49	1677339.67
4891	2015.12.09 03:00	buy	1631	0.10	133.859	0.000	0.000
4892	2015.12.09 03:00	modify	1631	0.10	133.859	132.959	134.259
4893	2015.12.09 10:06	close	1631	0.10	134.090	132.959	134.259	2310.00	1679649.67
4894	2015.12.10 04:00	sell	1632	0.10	133.768	0.000	0.000
4895	2015.12.10 04:00	modify	1632	0.10	133.768	134.668	133.368
4896	2015.12.10 11:23	close	1632	0.10	133.538	134.668	133.368	2300.00	1681949.67
4897	2015.12.10 20:00	sell	1633	0.10	132.938	0.000	0.000
4898	2015.12.10 20:00	modify	1633	0.10	132.938	133.838	132.538
4899	2015.12.11 10:30	close	1633	0.10	133.717	133.838	132.538	-7786.51	1674163.16
4900	2015.12.14 23:30	buy	1634	0.10	132.985	0.000	0.000
4901	2015.12.14 23:30	modify	1634	0.10	132.985	132.085	133.385
4902	2015.12.15 02:55	close	1634	0.10	133.281	132.085	133.385	2907.96	1677071.12
4903	2015.12.15 09:00	buy	1635	0.10	133.304	0.000	0.000
4904	2015.12.15 09:00	modify	1635	0.10	133.304	132.404	133.704
4905	2015.12.15 13:00	close	1635	0.10	133.206	132.404	133.704	-980.00	1676091.12
4906	2015.12.15 22:30	sell	1636	0.10	132.833	0.000	0.000
4907	2015.12.15 22:30	modify	1636	0.10	132.833	133.733	132.433
4908	2015.12.16 13:00	close	1636	0.10	133.234	133.733	132.433	-4006.51	1672084.61
4909	2015.12.17 04:00	buy	1637	0.10	133.019	0.000	0.000
4910	2015.12.17 04:00	modify	1637	0.10	133.019	132.119	133.419
4911	2015.12.17 13:00	close	1637	0.10	132.828	132.119	133.419	-1910.00	1670174.61
4912	2015.12.21 23:30	buy	1638	0.10	132.316	0.000	0.000
4913	2015.12.21 23:30	modify	1638	0.10	132.316	131.416	132.716
4914	2015.12.22 13:00	close	1638	0.10	132.328	131.416	132.716	67.96	1670242.57
4915	2015.12.22 23:30	buy	1639	0.10	132.633	0.000	0.000
4916	2015.12.22 23:30	modify	1639	0.10	132.633	131.733	133.033
4917	2015.12.23 13:00	close	1639	0.10	132.105	131.733	133.033	-5332.04	1664910.53
4918	2015.12.24 00:30	sell	1640	0.10	131.911	0.000	0.000
4919	2015.12.24 00:30	modify	1640	0.10	131.911	132.811	131.511
4920	2015.12.24 13:00	close	1640	0.10	131.814	132.811	131.511	970.00	1665880.53
4921	2015.12.28 22:30	sell	1641	0.10	132.049	0.000	0.000
4922	2015.12.28 22:30	modify	1641	0.10	132.049	132.949	131.649
4923	2015.12.29 13:00	close	1641	0.10	132.100	132.949	131.649	-506.51	1665374.02
4924	2015.12.29 23:00	sell	1642	0.10	131.710	0.000	0.000
4925	2015.12.29 23:00	modify	1642	0.10	131.710	132.610	131.310
4926	2015.12.30 13:00	close	1642	0.10	131.569	132.610	131.310	1413.49	1666787.51
4927	2015.12.31 02:30	sell	1643	0.10	131.702	0.000	0.000
4928	2015.12.31 02:30	modify	1643	0.10	131.702	132.602	131.302
4929	2015.12.31 10:13	close	1643	0.10	131.471	132.602	131.302	2310.00	1669097.51
4930	2016.01.05 02:00	sell	1644	0.10	129.304	0.000	0.000
4931	2016.01.05 02:00	modify	1644	0.10	129.304	130.204	128.904
4932	2016.01.05 09:58	close	1644	0.10	129.073	130.204	128.904	2310.00	1671407.51
4933	2016.01.05 20:00	sell	1645	0.10	127.847	0.000	0.000
4934	2016.01.05 20:00	modify	1645	0.10	127.847	128.747	127.447
4935	2016.01.06 03:25	close	1645	0.10	127.580	128.747	127.447	2673.49	1674081.00
4936	2016.01.07 04:30	buy	1646	0.10	127.508	0.000	0.000
4937	2016.01.07 04:30	modify	1646	0.10	127.508	126.608	127.908
4938	2016.01.07 05:30	close	1646	0.10	127.788	126.608	127.908	2800.00	1676881.00
4939	2016.01.08 04:00	buy	1647	0.10	128.745	0.000	0.000
4940	2016.01.08 04:00	modify	1647	0.10	128.745	127.845	129.145
4941	2016.01.08 13:00	close	1647	0.10	128.601	127.845	129.145	-1440.00	1675441.00
4942	2016.01.14 08:00	sell	1648	0.10	127.961	0.000	0.000
4943	2016.01.14 08:00	modify	1648	0.10	127.961	128.861	127.561
4944	2016.01.14 13:00	close	1648	0.10	128.589	128.861	127.561	-6280.00	1669161.00
4945	2016.01.14 22:00	sell	1649	0.10	128.323	0.000	0.000
4946	2016.01.14 22:00	modify	1649	0.10	128.323	129.223	127.923
4947	2016.01.15 06:30	close	1649	0.10	128.081	129.223	127.923	2423.49	1671584.49
4948	2016.01.21 01:00	sell	1650	0.10	127.390	0.000	0.000
4949	2016.01.21 01:00	modify	1650	0.10	127.390	128.290	126.990
4950	2016.01.21 13:00	close	1650	0.10	127.400	128.290	126.990	-100.00	1671484.49
4951	2016.01.21 23:00	sell	1651	0.10	127.913	0.000	0.000
4952	2016.01.21 23:00	modify	1651	0.10	127.913	128.813	127.513
4953	2016.01.22 03:00	close	1651	0.10	127.700	128.813	127.513	2133.49	1673617.99
4954	2016.01.22 03:30	buy	1652	0.10	127.593	0.000	0.000
4955	2016.01.22 03:30	modify	1652	0.10	127.593	126.693	127.993
4956	2016.01.22 07:40	close	1652	0.10	127.853	126.693	127.993	2600.00	1676217.99
4957	2016.01.26 00:00	buy	1653	0.10	128.323	0.000	0.000
4958	2016.01.26 00:00	modify	1653	0.10	128.323	127.423	128.723
4959	2016.01.26 13:00	close	1653	0.10	128.159	127.423	128.723	-1640.00	1674577.99
4960	2016.01.27 02:00	buy	1654	0.10	128.595	0.000	0.000
4961	2016.01.27 02:00	modify	1654	0.10	128.595	127.695	128.995
4962	2016.01.27 13:00	close	1654	0.10	128.544	127.695	128.995	-510.00	1674067.99
4963	2016.01.29 00:30	buy	1655	0.10	129.988	0.000	0.000
4964	2016.01.29 00:30	modify	1655	0.10	129.988	129.088	130.388
4965	2016.01.29 05:38	t/p	1655	0.10	130.388	129.088	130.388	4000.00	1678067.99
4966	2016.02.03 01:30	sell	1656	0.10	130.834	0.000	0.000
4967	2016.02.03 01:30	modify	1656	0.10	130.834	131.734	130.434
4968	2016.02.03 05:15	close	1656	0.10	130.619	131.734	130.434	2150.00	1680217.99
4969	2016.02.03 20:00	sell	1657	0.10	130.282	0.000	0.000
4970	2016.02.03 20:00	modify	1657	0.10	130.282	131.182	129.882
4971	2016.02.04 02:00	close	1657	0.10	131.086	131.182	129.882	-8029.52	1672188.46
4972	2016.02.04 05:30	buy	1658	0.10	130.814	0.000	0.000
4973	2016.02.04 05:30	modify	1658	0.10	130.814	129.914	131.214
4974	2016.02.04 10:36	close	1658	0.10	131.044	129.914	131.214	2300.00	1674488.46
4975	2016.02.05 00:00	sell	1659	0.10	130.860	0.000	0.000
4976	2016.02.05 00:00	modify	1659	0.10	130.860	131.760	130.460
4977	2016.02.05 06:10	close	1659	0.10	130.649	131.760	130.460	2110.00	1676598.46
4978	2016.02.08 21:00	sell	1660	0.10	128.987	0.000	0.000
4979	2016.02.08 21:00	modify	1660	0.10	128.987	129.887	128.587
4980	2016.02.09 04:30	close	1660	0.10	128.765	129.887	128.587	2223.49	1678821.96
4981	2016.02.10 00:00	buy	1661	0.10	129.977	0.000	0.000
4982	2016.02.10 00:00	modify	1661	0.10	129.977	129.077	130.377
4983	2016.02.10 06:20	close	1661	0.10	129.177	129.077	130.377	-8000.00	1670821.96
4984	2016.02.11 00:30	sell	1662	0.10	128.051	0.000	0.000
4985	2016.02.11 00:30	modify	1662	0.10	128.051	128.951	127.651
4986	2016.02.11 02:00	close	1662	0.10	127.788	128.951	127.651	2630.00	1673451.96
4987	2016.02.11 02:30	sell	1663	0.10	127.831	0.000	0.000
4988	2016.02.11 02:30	modify	1663	0.10	127.831	128.731	127.431
4989	2016.02.11 02:48	t/p	1663	0.10	127.431	128.731	127.431	4000.00	1677451.96
4990	2016.02.11 21:30	buy	1664	0.10	127.047	0.000	0.000
4991	2016.02.11 21:30	modify	1664	0.10	127.047	126.147	127.447
4992	2016.02.11 22:40	close	1664	0.10	127.304	126.147	127.447	2570.00	1680021.96
4993	2016.02.12 02:00	sell	1665	0.10	127.277	0.000	0.000
4994	2016.02.12 02:00	modify	1665	0.10	127.277	128.177	126.877
4995	2016.02.12 02:15	t/p	1665	0.10	126.877	128.177	126.877	4000.00	1684021.96
4996	2016.02.12 04:30	buy	1666	0.10	126.848	0.000	0.000
4997	2016.02.12 04:30	modify	1666	0.10	126.848	125.948	127.248
4998	2016.02.12 05:20	close	1666	0.10	127.138	125.948	127.248	2900.00	1686921.96
4999	2016.02.12 05:30	buy	1667	0.10	127.111	0.000	0.000
5000	2016.02.12 05:30	modify	1667	0.10	127.111	126.211	127.511
5001	2016.02.12 05:50	t/p	1667	0.10	127.511	126.211	127.511	4000.00	1690921.96
5002	2016.02.17 00:00	sell	1668	0.10	127.072	0.000	0.000
5003	2016.02.17 00:00	modify	1668	0.10	127.072	127.972	126.672
5004	2016.02.17 09:05	close	1668	0.10	126.841	127.972	126.672	2310.00	1693231.96
5005	2016.02.17 20:30	buy	1669	0.10	127.312	0.000	0.000
5006	2016.02.17 20:30	modify	1669	0.10	127.312	126.412	127.712
5007	2016.02.18 10:50	close	1669	0.10	126.534	126.412	127.712	-7936.13	1685295.83
5008	2016.02.18 22:00	sell	1670	0.10	126.003	0.000	0.000
5009	2016.02.18 22:00	modify	1670	0.10	126.003	126.903	125.603
5010	2016.02.18 22:46	t/p	1670	0.10	125.603	126.903	125.603	4000.00	1689295.83
5011	2016.02.22 22:30	sell	1671	0.10	124.508	0.000	0.000
5012	2016.02.22 22:30	modify	1671	0.10	124.508	125.408	124.108
5013	2016.02.23 02:55	close	1671	0.10	124.263	125.408	124.108	2453.49	1691749.32
5014	2016.02.23 20:30	sell	1672	0.10	123.622	0.000	0.000
5015	2016.02.23 20:30	modify	1672	0.10	123.622	124.522	123.222
5016	2016.02.23 21:30	close	1672	0.10	123.408	124.522	123.222	2140.00	1693889.32
5017	2016.03.01 06:30	sell	1673	0.10	122.351	0.000	0.000
5018	2016.03.01 06:30	modify	1673	0.10	122.351	123.251	121.951
5019	2016.03.01 10:45	close	1673	0.10	123.185	123.251	121.951	-8340.00	1685549.32
5020	2016.03.02 02:00	buy	1674	0.10	123.910	0.000	0.000
5021	2016.03.02 02:00	modify	1674	0.10	123.910	123.010	124.310
5022	2016.03.02 10:02	close	1674	0.10	124.141	123.010	124.310	2310.00	1687859.32
5023	2016.03.03 00:00	sell	1675	0.10	123.306	0.000	0.000
5024	2016.03.03 00:00	modify	1675	0.10	123.306	124.206	122.906
5025	2016.03.03 13:00	close	1675	0.10	123.964	124.206	122.906	-6580.00	1681279.32
5026	2016.03.04 03:30	buy	1676	0.10	124.211	0.000	0.000
5027	2016.03.04 03:30	modify	1676	0.10	124.211	123.311	124.611
5028	2016.03.04 05:50	close	1676	0.10	124.448	123.311	124.611	2370.00	1683649.32
5029	2016.03.09 01:30	sell	1677	0.10	123.946	0.000	0.000
5030	2016.03.09 01:30	modify	1677	0.10	123.946	124.846	123.546
5031	2016.03.09 03:30	close	1677	0.10	123.583	124.846	123.546	3630.00	1687279.32
5032	2016.03.10 01:30	buy	1678	0.10	124.528	0.000	0.000
5033	2016.03.10 01:30	modify	1678	0.10	124.528	123.628	124.928
5034	2016.03.10 04:00	close	1678	0.10	124.771	123.628	124.928	2430.00	1689709.32
5035	2016.03.11 00:00	buy	1679	0.10	126.461	0.000	0.000
5036	2016.03.11 00:00	modify	1679	0.10	126.461	125.561	126.861
5037	2016.03.11 02:55	close	1679	0.10	126.737	125.561	126.861	2760.00	1692469.32
5038	2016.03.11 08:30	sell	1680	0.10	126.741	0.000	0.000
5039	2016.03.11 08:30	modify	1680	0.10	126.741	127.641	126.341
5040	2016.03.11 10:30	close	1680	0.10	126.511	127.641	126.341	2300.00	1694769.32
5041	2016.03.14 21:00	sell	1681	0.10	126.119	0.000	0.000
5042	2016.03.14 21:00	modify	1681	0.10	126.119	127.019	125.719
5043	2016.03.15 07:45	close	1681	0.10	125.908	127.019	125.719	2113.49	1696882.82
5044	2016.03.16 04:00	buy	1682	0.10	125.851	0.000	0.000
5045	2016.03.16 04:00	modify	1682	0.10	125.851	124.951	126.251
5046	2016.03.16 10:29	close	1682	0.10	126.082	124.951	126.251	2310.00	1699192.82
5047	2016.03.17 06:00	buy	1683	0.10	126.476	0.000	0.000
5048	2016.03.17 06:00	modify	1683	0.10	126.476	125.576	126.876
5049	2016.03.17 08:00	close	1683	0.10	125.678	125.576	126.876	-7980.00	1691212.82
5050	2016.03.22 02:30	sell	1684	0.10	125.980	0.000	0.000
5051	2016.03.22 02:30	modify	1684	0.10	125.980	126.880	125.580
5052	2016.03.22 10:42	close	1684	0.10	125.748	126.880	125.580	2320.00	1693532.82
5053	2016.03.23 03:30	buy	1685	0.10	125.888	0.000	0.000
5054	2016.03.23 03:30	modify	1685	0.10	125.888	124.988	126.288
5055	2016.03.23 12:39	close	1685	0.10	126.119	124.988	126.288	2310.00	1695842.82
5056	2016.03.24 03:30	sell	1686	0.10	125.590	0.000	0.000
5057	2016.03.24 03:30	modify	1686	0.10	125.590	126.490	125.190
5058	2016.03.24 14:00	close	1686	0.10	125.790	126.490	125.190	-2000.00	1693842.82
5059	2016.03.25 03:00	buy	1687	0.10	125.985	0.000	0.000
5060	2016.03.25 03:00	modify	1687	0.10	125.985	125.085	126.385
5061	2016.03.25 03:54	t/p	1687	0.10	126.385	125.085	126.385	4000.00	1697842.82
5062	2016.03.25 04:30	buy	1688	0.10	126.334	0.000	0.000
5063	2016.03.25 04:30	modify	1688	0.10	126.334	125.434	126.734
5064	2016.03.25 14:00	close	1688	0.10	126.245	125.434	126.734	-890.00	1696952.82
5065	2016.03.30 00:00	sell	1689	0.10	127.196	0.000	0.000
5066	2016.03.30 00:00	modify	1689	0.10	127.196	128.096	126.796
5067	2016.03.30 05:30	close	1689	0.10	126.976	128.096	126.796	2200.00	1699152.82
5068	2016.03.31 03:30	sell	1690	0.10	127.295	0.000	0.000
5069	2016.03.31 03:30	modify	1690	0.10	127.295	128.195	126.895
5070	2016.03.31 06:25	close	1690	0.10	127.064	128.195	126.895	2310.00	1701462.82
5071	2016.04.01 00:00	buy	1691	0.10	128.087	0.000	0.000
5072	2016.04.01 00:00	modify	1691	0.10	128.087	127.187	128.487
5073	2016.04.01 13:00	close	1691	0.10	128.045	127.187	128.487	-420.00	1701042.82
5074	2016.04.07 03:30	sell	1692	0.10	125.099	0.000	0.000
5075	2016.04.07 03:30	modify	1692	0.10	125.099	125.999	124.699
5076	2016.04.07 04:15	close	1692	0.10	124.836	125.999	124.699	2630.00	1703672.82
5077	2016.04.07 20:00	sell	1693	0.10	123.006	0.000	0.000
5078	2016.04.07 20:00	modify	1693	0.10	123.006	123.906	122.606
5079	2016.04.08 04:35	close	1693	0.10	123.817	123.906	122.606	-8106.51	1695566.31
5080	2016.05.23 20:00	sell	1694	0.10	122.576	0.000	0.000
5081	2016.05.23 20:00	modify	1694	0.10	122.576	123.476	122.176
5082	2016.05.24 13:00	close	1694	0.10	122.621	123.476	122.176	-446.51	1695119.80
5083	2016.05.25 01:00	buy	1695	0.10	122.527	0.000	0.000
5084	2016.05.25 01:00	modify	1695	0.10	122.527	121.627	122.927
5085	2016.05.25 05:00	close	1695	0.10	122.781	121.627	122.927	2540.00	1697659.80
5086	2016.05.27 00:00	sell	1696	0.10	122.845	0.000	0.000
5087	2016.05.27 00:00	modify	1696	0.10	122.845	123.745	122.445
5088	2016.05.27 10:05	close	1696	0.10	122.615	123.745	122.445	2300.00	1699959.80
5089	2016.05.31 02:30	sell	1697	0.10	123.630	0.000	0.000
5090	2016.05.31 02:30	modify	1697	0.10	123.630	124.530	123.230
5091	2016.05.31 13:00	close	1697	0.10	123.822	124.530	123.230	-1920.00	1698039.80
5092	2016.06.01 01:30	sell	1698	0.10	123.234	0.000	0.000
5093	2016.06.01 01:30	modify	1698	0.10	123.234	124.134	122.834
5094	2016.06.01 03:15	close	1698	0.10	122.999	124.134	122.834	2350.00	1700389.80
5095	2016.06.01 04:30	sell	1699	0.10	123.057	0.000	0.000
5096	2016.06.01 04:30	modify	1699	0.10	123.057	123.957	122.657
5097	2016.06.01 08:03	t/p	1699	0.10	122.657	123.957	122.657	4000.00	1704389.80
5098	2016.06.01 21:30	sell	1700	0.10	122.437	0.000	0.000
5099	2016.06.01 21:30	modify	1700	0.10	122.437	123.337	122.037