Symbol	Trade Type	Entry DateTime	Exit DateTime	Entry Price	Exit Price	Trade Quantity	Max Open Quantity	Max Closed Quantity	Profit/Loss (P)	Cumulative Profit/Loss (P)	FlatToFlat Profit/Loss (P)	FlatToFlat Max Open Profit (P)	FlatToFlat Max Open Loss (P)	Max Open Profit (P)	Max Open Loss (P)	Entry Efficiency	Exit Efficiency	Total Efficiency	Commission (C)	High Price While Open	Low Price While Open	Note	Open Position Quantity	Close Position Quantity	Duration
[Sim]M2KZ20_FUT_CME	Long	2020-12-08  04:45:00.003 BP	2020-12-08  05:45:00.003 EP	1886.1	1886.8	1	1	1	0.7	-1.9	0.7 F	1.1	-0.6	1.1	-0.6	100.0%	76.5%	41.2%	0.00	1887.2	1885.5		1	0	01:00:00
[Sim]M2KZ20_FUT_CME	Short	2020-12-08  05:45:00.007 BP	2020-12-08  07:05:00.003	1886.8	1883.9	1	3	1	2.9	1.0	2.9	3.0	-2.1	3.0	-2.1	100.0%	98.0%	56.9%	0.00	1888.9	1883.8		1	2	01:19:59
[Sim]M2KZ20_FUT_CME	Short	2020-12-08  06:05:00.003	2020-12-08  07:05:00.003	1887.7	1883.9	1	3	2	3.8	4.8	6.7	6.9	-3.3	3.9	-1.2	91.7%	69.6%	37.3%	0.00	1888.9	1883.8		2	1	01:00:00
[Sim]M2KZ20_FUT_CME	Short	2020-12-08  06:35:00.003	2020-12-08  07:05:00.003 EP	1887.0	1883.9	1	3	3	3.1	7.9	9.8 F	10.1	-3.3	3.2	-0.0	44.1%	47.8%	23.1%	0.00	1887.0	1883.8		3	0	00:30:00
[Sim]M2KZ20_FUT_CME	Long	2020-12-08  07:35:00.003 BP	2020-12-08  09:15:00.003 EP	1882.5	1888.8	1	1	1	6.3	14.2	6.3 F	8.5	-0.6	8.5	-0.6	100.0%	75.8%	69.2%	0.00	1891.0	1881.9		1	0	01:40:00
[Sim]M2KZ20_FUT_CME	Short	2020-12-08  09:55:00.003 BP	2020-12-08  11:05:00.003 EP	1884.2	1882.4	1	1	1	1.8	16.0	1.8 F	2.8	-0.9	2.8	-0.9	100.0%	73.0%	48.6%	0.00	1885.1	1881.4		1	0	01:10:00
[Sim]M2KZ20_FUT_CME	Long	2020-12-08  12:45:00.003 BP	2020-12-08  13:15:00.003 EP	1881.3	1884.2	1	1	1	2.9	18.9	2.9 F	3.2	-0.3	3.2	-0.3	100.0%	91.4%	82.9%	0.00	1884.5	1881.0		1	0	00:30:00
[Sim]M2KZ20_FUT_CME	Short	2020-12-08  13:45:00.003 BP	2020-12-08  14:40:00.003 EP	1884.7	1892.2	1	1	1	-7.5	11.4	-7.5 F	5.5	-7.5	5.5	-7.5	100.0%	0.0%	-57.7%	0.00	1892.2	1879.2		1	0	00:55:00
[Sim]M2KZ20_FUT_CME	Short	2020-12-08  15:40:00.003 BP	2020-12-08  16:50:00.003 EP	1896.6	1904.4	2	2	2	-15.6	-4.2	-15.6 F	2.2	-16.6	2.2	-16.6	100.0%	5.3%	-83.0%	0.00	1904.9	1895.5		2	0	01:10:00
[Sim]M2KZ20_FUT_CME	Short	2020-12-08  17:20:00.003 BP	2020-12-08  17:30:00.003 EP	1906.8	1910.8	3	3	3	-12.0	-16.2	-12.0 F	0.6	-18.3	0.6	-18.3	100.0%	33.3%	-63.5%	0.00	1912.9	1906.6		3	0	00:10:00
[Sim]M2KZ20_FUT_CME	Short	2020-12-08  18:00:00.003 BP	2020-12-08  20:50:00.003 EP	1911.8	1912.9	4	4	4	-4.4	-20.6	-4.4 F	9.2	-26.4	9.2	-26.4	100.0%	61.8%	-12.4%	0.00	1918.4	1909.5	FlatAll	4	0	02:50:00
[Sim]M2KZ20_FUT_CME	Short	2020-12-09  03:35:00.003 BP	2020-12-09  08:45:00.003 EP	1927.5	1932.2	1	1	1	-4.7	-25.3	-4.7 F	2.3	-4.8	2.3	-4.8	100.0%	1.4%	-66.2%	0.00	1932.3	1925.2		1	0	05:10:00
[Sim]M2KZ20_FUT_CME	Short	2020-12-09  09:35:00.003 BP	2020-12-09  11:35:00.003 EP	1932.1	1929.0	2	2	2	6.2	-19.1	6.2 F	6.8	-3.0	6.8	-3.0	100.0%	93.9%	63.3%	0.00	1933.6	1928.7		2	0	02:00:00
[Sim]M2KZ20_FUT_CME	Short	2020-12-09  11:55:00.003 BP	2020-12-09  15:40:00.003 EP	1928.4	1926.4	2	2	2	4.0	-15.1	4.0 F	10.8	-17.2	10.8	-17.2	100.0%	75.7%	14.3%	0.00	1937.0	1923.0		2	0	03:45:00
[Sim]M2KZ20_FUT_CME	Long	2020-12-09  15:40:00.007 BP	2020-12-09  17:40:00.003	1926.4	1918.3	1	2	1	-8.1	-23.2	-8.1	2.5	-8.1	2.5	-8.1	100.0%	0.0%	-76.4%	0.00	1928.9	1918.3		1	1	01:59:59
[Sim]M2KZ20_FUT_CME	Long	2020-12-09  16:00:00.003	2020-12-09  17:40:00.003 EP	1925.1	1918.3	1	2	2	-6.8	-30.0	-14.9 F	4.2	-14.9	1.7	-6.8	86.4%	42.4%	-35.6%	0.00	1926.8	1918.3		2	0	01:40:00
[Sim]M2KZ20_FUT_CME	Long	2020-12-09  18:10:00.003 BP	2020-12-09  18:20:00.003 EP	1913.0	1908.4	2	2	2	-9.2	-39.2	-9.2 F	0.0	-11.2	0.0	-11.2	100.0%	17.9%	-82.1%	0.00	1913.0	1907.4		2	0	00:10:00
[Sim]M2KZ20_FUT_CME	Long	2020-12-09  19:00:00.003 BP	2020-12-09  19:10:00.003 EP	1888.9	1896.3	4	4	4	29.6	-9.6	29.6 F	32.4	-2.0	32.4	-2.0	100.0%	91.9%	86.0%	0.00	1897.0	1888.4		4	0	00:10:00
[Sim]M2KZ20_FUT_CME	Long	2020-12-09  19:40:00.003 BP	2020-12-09  20:50:00.003 EP	1898.8	1903.9	5	5	5	25.5	15.9	25.5 F	44.5	-10.5	44.5	-10.5	100.0%	65.5%	46.4%	0.00	1907.7	1896.7	FlatAll	5	0	01:10:00
[Sim]M2KZ20_FUT_CME	Short	2020-12-10  03:45:00.003 BP	2020-12-10  06:45:00.003 EP	1907.3	1904.6	1	1	1	2.7	18.6	2.7 F	2.8	-2.7	2.8	-2.7	100.0%	98.2%	49.1%	0.00	1910.0	1904.5		1	0	03:00:00
[Sim]M2KZ20_FUT_CME	Long	2020-12-10  07:05:00.003 BP	2020-12-10  08:35:00.003 EP	1904.5	1909.4	1	1	1	4.9	23.5	4.9 F	5.3	-0.4	5.3	-0.4	100.0%	93.0%	86.0%	0.00	1909.8	1904.1		1	0	01:30:00
[Sim]M2KZ20_FUT_CME	Short	2020-12-10  08:35:00.007 BP	2020-12-10  12:15:00.003	1909.4	1905.3	1	2	1	4.1	27.6	4.1	4.7	-3.0	4.7	-3.0	100.0%	92.2%	53.2%	0.00	1912.4	1904.7		1	1	03:39:59
[Sim]M2KZ20_FUT_CME	Short	2020-12-10  09:15:00.003	2020-12-10  12:15:00.003 EP	1909.7	1905.3	1	2	2	4.4	32.0	8.5 F	9.7	-5.7	5.0	-2.7	75.6%	65.6%	28.6%	0.00	1912.4	1904.7		2	0	03:00:00
[Sim]M2KZ20_FUT_CME	Long	2020-12-10  13:15:00.003 BP	2020-12-10  13:55:00.003 EP	1903.6	1893.8	1	1	1	-9.8	22.2	-9.8 F	0.1	-9.9	0.1	-9.9	100.0%	1.0%	-98.0%	0.00	1903.7	1893.7		1	0	00:40:00
[Sim]M2KZ20_FUT_CME	Long	2020-12-10  14:30:00.003 BP	2020-12-10  14:40:00.003 EP	1886.5	1895.1	3	3	3	25.8	48.0	25.8 F	26.7	-14.4	26.7	-14.4	100.0%	97.8%	62.8%	0.00	1895.4	1881.7		3	0	00:10:00
[Sim]M2KZ20_FUT_CME	Short	2020-12-10  16:00:00.003 BP	2020-12-10  17:40:00.003 EP	1912.6	1915.4	1	1	1	-2.8	45.2	-2.8 F	9.2	-3.0	9.2	-3.0	100.0%	1.6%	-23.0%	0.00	1915.6	1903.4		1	0	01:40:00
[Sim]M2KZ20_FUT_CME	Short	2020-12-10  18:00:00.003 BP	2020-12-10  19:20:00.003 EP	1914.4	1911.2	2	2	2	6.4	51.6	6.4 F	10.0	-12.6	10.0	-12.6	100.0%	84.1%	28.3%	0.00	1920.7	1909.4		2	0	01:20:00
[Sim]M2KZ20_FUT_CME	Short	2020-12-10  19:40:00.003 BP	2020-12-10  20:50:00.003 EP	1914.8	1920.2	2	2	2	-10.8	40.8	-10.8 F	6.4	-16.0	6.4	-16.0	100.0%	23.2%	-48.2%	0.00	1922.8	1911.6	FlatAll	2	0	01:10:00
[Sim]M2KZ20_FUT_CME	Long	2020-12-11  04:45:00.003 BP	2020-12-11  07:15:00.003 EP	1920.6	1924.9	1	1	1	4.3	45.1	4.3 F	4.4	-3.7	4.4	-3.7	100.0%	98.8%	53.1%	0.00	1925.0	1916.9		1	0	02:30:00
[Sim]M2KZ20_FUT_CME	Short	2020-12-11  07:15:00.007 BP	2020-12-11  08:15:00.003	1924.9	1917.9	1	2	1	7.0	52.1	7.0	7.4	-0.6	7.4	-0.6	100.0%	95.0%	87.5%	0.00	1925.5	1917.5		1	1	00:59:59
[Sim]M2KZ20_FUT_CME	Short	2020-12-11  07:45:00.003	2020-12-11  08:15:00.003 EP	1924.6	1917.9	1	2	2	6.7	58.8	13.7 F	14.5	-0.7	7.1	-0.1	59.1%	48.7%	44.1%	0.00	1924.7	1917.5		2	0	00:30:00
[Sim]M2KZ20_FUT_CME	Long	2020-12-11  09:15:00.003 BP	2020-12-11  11:15:00.003 EP	1907.2	1900.0	2	2	2	-14.4	44.4	-14.4 F	8.0	-23.0	8.0	-23.0	100.0%	27.7%	-46.5%	0.00	1911.2	1895.7		2	0	02:00:00
[Sim]M2KZ20_FUT_CME	Long	2020-12-11  12:15:00.003 BP	2020-12-11  14:15:00.003 EP	1901.1	1906.0	3	3	3	14.7	59.1	14.7 F	15.0	-7.2	15.0	-7.2	100.0%	98.6%	66.2%	0.00	1906.1	1898.7		3	0	02:00:00
[Sim]M2KZ20_FUT_CME	Short	2020-12-11  15:00:00.003 BP	2020-12-11  16:30:00.003 EP	1917.1	1910.3	1	1	1	6.8	65.9	6.8 F	8.7	-10.9	8.7	-10.9	100.0%	90.3%	34.7%	0.00	1928.0	1908.4		1	0	01:30:00
[Sim]M2KZ20_FUT_CME	Long	2020-12-11  17:10:00.003 BP	2020-12-11  17:20:00.003 EP	1904.1	1893.5	1	1	1	-10.6	55.3	-10.6 F	0.5	-10.7	0.5	-10.7	100.0%	0.9%	-94.6%	0.00	1904.6	1893.4		1	0	00:10:00
[Sim]M2KZ20_FUT_CME	Long	2020-12-11  17:40:00.003 BP	2020-12-11  18:00:00.003 EP	1894.6	1901.7	2	2	2	14.2	69.5	14.2 F	17.4	-0.6	17.4	-0.6	100.0%	82.2%	78.9%	0.00	1903.3	1894.3		2	0	00:20:00
[Sim]M2KZ20_FUT_CME	Long	2020-12-11  18:50:00.003 BP	2020-12-11  20:20:00.003 EP	1907.7	1913.4	2	2	2	11.4	80.9	11.4 F	12.6	-2.8	12.6	-2.8	100.0%	92.2%	74.0%	0.00	1914.0	1906.3		2	0	01:30:00
[Sim]M2KZ20_FUT_CME	Short	2020-12-11  20:20:00.007 BP	2020-12-11  20:50:00.003	1913.4	1909.6	1	2	1	3.8	84.7	3.8	4.3	-0.7	4.3	-0.7	100.0%	90.0%	76.0%	0.00	1914.1	1909.1	FlatAll	1	1	00:29:59
[Sim]M2KZ20_FUT_CME	Short	2020-12-11  20:40:00.003	2020-12-11  20:50:00.003 EP	1913.0	1909.6	1	2	2	3.4	88.1	7.2 F	8.2	-1.8	3.9	-1.1	78.8%	52.0%	34.0%	0.00	1914.1	1909.1	FlatAll	2	0	00:10:00
									Total: 88.1																
