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MjoseScalper FESX (eurostoxx 50) one year Backtest 351 trades 73% profitable

I got promising results of MjoseScalper, yesterday i have not posted any trades because i was working with optimization and backtesting of FESX, After i got this results I stopped my discretional trading, now i will let the bot run in Simulation mode for sometime and if everything looks good, i will try with a live account. I dont used hour filter.

I have optimized only the Stop Loss of MjoseScalper, i increaed from 4 ticks to 8 ticks, to get better results, after i backtested during last year, this is the results:

Cumulative profit report:

 

Performance All Trades Long Trades Short Trades
Total Net
Profit
$3190,00 $1730,00 $1460,00
Gross Profit $10230,00 $5360,00 $4870,00
Gross Loss $-7040,00 $-3630,00 $-3410,00
Commission $0,00 $0,00 $0,00
Profit Factor 1,45 1,48 1,43
Cumulative
Profit
$3190,00 $1730,00 $1460,00
Max. Drawdown $-530,00 $-390,00 $-530,00
Sharpe Ratio 0,54 0,46 0,56
Start Date 01/01/2011
End Date 28/03/2012
Total # of
Trades
351 186 165
Percent
Profitable
73,22% 72,58% 73,94%
# of Winning
Trades
257 135 122
# of Losing
Trades
94 51 43
Average Trade $9,09 $9,30 $8,85
Average
Winning Trade
$39,81 $39,70 $39,92
Average Losing
Trade
$-74,89 $-71,18 $-79,30
Ratio avg. Win
/ avg. Loss
0,53 0,56 0,50
Max. conseq.
Winners
36 25 15
Max. conseq.
Losers
4 4 4
Largest
Winning Trade
$40,00 $40,00 $40,00
Largest Losing
Trade
$-80,00 $-80,00 $-80,00
# of Trades
per Day
0,95 0,51 0,45
Avg. Time in
Market
16,6 min 20,4 min 12,3 min
Avg. Bars in
Trade
2,7 2,8 2,6
Profit per
Month
$264,39 $144,17 $121,01
Max. Time to
Recover
123,06 days 155,04 days 183,85 days
Average MAE $34,79 $35,43 $34,06
Average MFE $35,13 $35,38 $34,85
Average ETD $26,04 $26,08 $26,00

 

I passed Montecarlo simulation for the Cumulative profit and Drawdown:


Trade List

Trade-# Instrument Account Strategy Market pos. Quantity Entry price Exit price Entry time Exit time Entry name Exit name Profit Cum. profit Commission MAE MFE ETD Bars
1 FESX 06-12 Backtest S1-fesx-1year Long 1 2748 2752 28/03/11 10:06 28/03/11 10:16 Buy Profit target 40 40 0 30 40 0 2
2 FESX 06-12 Backtest S1-fesx-1year Long 1 2749 2753 28/03/11 10:27 28/03/11 10:50 Buy Profit target 40 80 0 30 40 0 2
3 FESX 06-12 Backtest S1-fesx-1year Long 1 2750 2742 28/03/11 10:58 28/03/11 11:32 Buy Stop loss -80 0 0 80 10 90 4
4 FESX 06-12 Backtest S1-fesx-1year Long 1 2741 2745 28/03/11 11:36 28/03/11 13:16 Buy Profit target 40 40 0 60 40 0 10
5 FESX 06-12 Backtest S1-fesx-1year Short 1 2736 2732 28/03/11 20:33 28/03/11 21:52 Sell short Exit on close 40 80 0 40 40 0 3
6 FESX 06-12 Backtest S1-fesx-1year Long 1 2781 2785 01/04/11 16:11 01/04/11 16:18 Buy Profit target 40 120 0 0 40 0 2
7 FESX 06-12 Backtest S1-fesx-1year Short 1 2763 2771 05/04/11 14:48 05/04/11 15:41 Sell short Stop loss -80 40 0 80 10 90 3
8 FESX 06-12 Backtest S1-fesx-1year Long 1 2818 2822 07/04/11 15:52 07/04/11 15:58 Buy Profit target 40 80 0 10 40 0 2
9 FESX 06-12 Backtest S1-fesx-1year Short 1 2776 2772 12/04/11 14:39 12/04/11 14:45 Sell short Profit target 40 120 0 10 40 0 2
10 FESX 06-12 Backtest S1-fesx-1year Short 1 2770 2766 12/04/11 16:06 12/04/11 16:11 Sell short Profit target 40 160 0 30 40 0 3
11 FESX 06-12 Backtest S1-fesx-1year Long 1 2771 2775 13/04/11 08:13 13/04/11 09:04 Buy Profit target 40 200 0 10 40 0 2
12 FESX 06-12 Backtest S1-fesx-1year Long 1 2775 2779 13/04/11 10:31 13/04/11 12:09 Buy Profit target 40 240 0 40 40 0 6
13 FESX 06-12 Backtest S1-fesx-1year Short 1 2713 2709 18/04/11 12:24 18/04/11 12:30 Sell short Profit target 40 280 0 0 40 0 2
14 FESX 06-12 Backtest S1-fesx-1year Short 1 2701 2697 18/04/11 15:02 18/04/11 15:02 Sell short Profit target 40 320 0 0 40 0 2
15 FESX 06-12 Backtest S1-fesx-1year Long 1 2693 2685 19/04/11 08:58 19/04/11 09:58 Buy Stop loss -80 240 0 80 20 100 11
16 FESX 06-12 Backtest S1-fesx-1year Long 1 2699 2703 19/04/11 13:46 19/04/11 15:34 Buy Profit target 40 280 0 60 40 0 10
17 FESX 06-12 Backtest S1-fesx-1year Long 1 2730 2734 20/04/11 10:55 20/04/11 11:01 Buy Profit target 40 320 0 0 40 0 2
18 FESX 06-12 Backtest S1-fesx-1year Long 1 2757 2749 20/04/11 16:12 20/04/11 16:43 Buy Stop loss -80 240 0 80 20 100 6
19 FESX 06-12 Backtest S1-fesx-1year Long 1 2761 2765 21/04/11 08:00 21/04/11 08:00 Buy Profit target 40 280 0 0 40 0 2
20 FESX 06-12 Backtest S1-fesx-1year Long 1 2820 2824 27/04/11 18:46 27/04/11 20:15 Buy Profit target 40 320 0 40 40 0 6
21 FESX 06-12 Backtest S1-fesx-1year Short 1 2846 2842 03/05/11 09:35 03/05/11 09:52 Sell short Profit target 40 360 0 30 40 0 3
22 FESX 06-12 Backtest S1-fesx-1year Short 1 2808 2804 04/05/11 16:31 04/05/11 16:38 Sell short Profit target 40 400 0 40 40 0 4
23 FESX 06-12 Backtest S1-fesx-1year Long 1 2805 2809 09/05/11 09:41 09/05/11 09:52 Buy Profit target 40 440 0 20 40 0 4
24 FESX 06-12 Backtest S1-fesx-1year Short 1 2780 2776 09/05/11 14:19 09/05/11 14:20 Sell short Profit target 40 480 0 20 40 0 2
25 FESX 06-12 Backtest S1-fesx-1year Long 1 2784 2782 09/05/11 20:48 09/05/11 21:56 Buy Exit on close -20 460 0 40 30 50 4
26 FESX 06-12 Backtest S1-fesx-1year Short 1 2811 2807 11/05/11 18:01 11/05/11 18:05 Sell short Profit target 40 500 0 10 40 0 2
27 FESX 06-12 Backtest S1-fesx-1year Short 1 2792 2788 11/05/11 19:36 11/05/11 19:38 Sell short Profit target 40 540 0 0 40 0 2
28 FESX 06-12 Backtest S1-fesx-1year Short 1 2789 2797 11/05/11 20:31 11/05/11 20:46 Sell short Stop loss -80 460 0 80 10 90 3
29 FESX 06-12 Backtest S1-fesx-1year Short 1 2782 2790 12/05/11 09:19 12/05/11 09:28 Sell short Stop loss -80 380 0 80 10 90 3
30 FESX 06-12 Backtest S1-fesx-1year Short 1 2740 2748 16/05/11 11:49 16/05/11 14:02 Sell short Stop loss -80 300 0 80 40 120 10
31 FESX 06-12 Backtest S1-fesx-1year Long 1 2760 2752 18/05/11 10:58 18/05/11 11:20 Buy Stop loss -80 220 0 80 20 100 3
32 FESX 06-12 Backtest S1-fesx-1year Short 1 2745 2741 18/05/11 12:53 18/05/11 12:55 Sell short Profit target 40 260 0 0 40 0 2
33 FESX 06-12 Backtest S1-fesx-1year Long 1 2789 2793 20/05/11 09:34 20/05/11 10:38 Buy Profit target 40 300 0 50 40 0 4
34 FESX 06-12 Backtest S1-fesx-1year Short 1 2743 2739 20/05/11 16:45 20/05/11 16:49 Sell short Profit target 40 340 0 10 40 0 2
35 FESX 06-12 Backtest S1-fesx-1year Short 1 2696 2692 23/05/11 10:22 23/05/11 10:23 Sell short Profit target 40 380 0 0 40 0 2
36 FESX 06-12 Backtest S1-fesx-1year Short 1 2693 2689 23/05/11 11:12 23/05/11 11:17 Sell short Profit target 40 420 0 40 40 0 4
37 FESX 06-12 Backtest S1-fesx-1year Long 1 2712 2704 24/05/11 12:00 24/05/11 12:06 Buy Stop loss -80 340 0 80 20 100 3
38 FESX 06-12 Backtest S1-fesx-1year Long 1 2710 2702 24/05/11 16:01 24/05/11 16:32 Buy Stop loss -80 260 0 80 40 120 7
39 FESX 06-12 Backtest S1-fesx-1year Short 1 2687 2683 25/05/11 08:00 25/05/11 08:00 Sell short Profit target 40 300 0 0 40 0 2
40 FESX 06-12 Backtest S1-fesx-1year Long 1 2719 2723 25/05/11 21:06 25/05/11 21:17 Buy Profit target 40 340 0 0 40 0 2
41 FESX 06-12 Backtest S1-fesx-1year Long 1 2729 2721 26/05/11 09:44 26/05/11 10:48 Buy Stop loss -80 260 0 80 40 120 8
42 FESX 06-12 Backtest S1-fesx-1year Long 1 2735 2727 27/05/11 10:16 27/05/11 10:52 Buy Stop loss -80 180 0 80 40 120 6
43 FESX 06-12 Backtest S1-fesx-1year Long 1 2726 2730 27/05/11 13:58 27/05/11 14:28 Buy Profit target 40 220 0 50 40 0 4
44 FESX 06-12 Backtest S1-fesx-1year Short 1 2755 2751 01/06/11 12:48 01/06/11 14:15 Sell short Profit target 40 260 0 50 40 0 7
45 FESX 06-12 Backtest S1-fesx-1year Short 1 2742 2738 01/06/11 16:01 01/06/11 16:07 Sell short Profit target 40 300 0 10 40 0 3
46 FESX 06-12 Backtest S1-fesx-1year Short 1 2724 2720 01/06/11 18:09 01/06/11 18:13 Sell short Profit target 40 340 0 0 40 0 2
47 FESX 06-12 Backtest S1-fesx-1year Long 1 2694 2698 03/06/11 18:05 03/06/11 18:22 Buy Profit target 40 380 0 20 40 0 3
48 FESX 06-12 Backtest S1-fesx-1year Short 1 2676 2672 06/06/11 10:05 06/06/11 10:14 Sell short Profit target 40 420 0 10 40 0 2
49 FESX 06-12 Backtest S1-fesx-1year Short 1 2666 2662 06/06/11 16:14 06/06/11 16:45 Sell short Profit target 40 460 0 50 40 0 7
50 FESX 06-12 Backtest S1-fesx-1year Long 1 2659 2663 08/06/11 16:53 08/06/11 17:10 Buy Profit target 40 500 0 40 40 0 6
51 FESX 06-12 Backtest S1-fesx-1year Short 1 2642 2638 08/06/11 21:27 08/06/11 21:30 Sell short Profit target 40 540 0 0 40 0 2
52 FESX 06-12 Backtest S1-fesx-1year Long 1 2665 2669 09/06/11 15:56 09/06/11 15:57 Buy Profit target 40 580 0 0 40 0 2
53 FESX 06-12 Backtest S1-fesx-1year Long 1 2684 2688 09/06/11 18:01 09/06/11 19:50 Buy Profit target 40 620 0 30 40 0 6
54 FESX 06-12 Backtest S1-fesx-1year Short 1 2638 2634 10/06/11 17:00 10/06/11 17:05 Sell short Profit target 40 660 0 20 40 0 3
55 FESX 06-12 Backtest S1-fesx-1year Short 1 2632 2628 10/06/11 19:37 10/06/11 19:47 Sell short Profit target 40 700 0 10 40 0 2
56 FESX 06-12 Backtest S1-fesx-1year Long 1 2679 2683 14/06/11 14:36 14/06/11 14:47 Buy Profit target 40 740 0 10 40 0 3
57 FESX 06-12 Backtest S1-fesx-1year Short 1 2663 2659 15/06/11 14:06 15/06/11 14:20 Sell short Profit target 40 780 0 10 40 0 2
58 FESX 06-12 Backtest S1-fesx-1year Short 1 2608 2604 16/06/11 09:08 16/06/11 09:09 Sell short Profit target 40 820 0 0 40 0 2
59 FESX 06-12 Backtest S1-fesx-1year Short 1 2602 2610 16/06/11 12:05 16/06/11 12:42 Sell short Stop loss -80 740 0 80 30 110 5
60 FESX 06-12 Backtest S1-fesx-1year Short 1 2695 2692 22/06/11 21:54 22/06/11 21:54 Sell short Exit on close 30 770 0 10 30 0 1
61 FESX 06-12 Backtest S1-fesx-1year Short 1 2677 2673 23/06/11 09:09 23/06/11 09:12 Sell short Profit target 40 810 0 0 40 0 2
62 FESX 06-12 Backtest S1-fesx-1year Short 1 2667 2663 23/06/11 11:09 23/06/11 11:29 Sell short Profit target 40 850 0 40 40 0 4
63 FESX 06-12 Backtest S1-fesx-1year Long 1 2641 2645 23/06/11 19:05 23/06/11 19:17 Buy Profit target 40 890 0 10 40 0 2
64 FESX 06-12 Backtest S1-fesx-1year Long 1 2678 2670 24/06/11 09:15 24/06/11 09:23 Buy Stop loss -80 810 0 80 10 90 3
65 FESX 06-12 Backtest S1-fesx-1year Short 1 2622 2630 28/06/11 13:46 28/06/11 14:00 Sell short Stop loss -80 730 0 80 10 90 3
66 FESX 06-12 Backtest S1-fesx-1year Long 1 2663 2667 28/06/11 19:08 28/06/11 20:39 Buy Profit target 40 770 0 30 40 0 5
67 FESX 06-12 Backtest S1-fesx-1year Short 1 2693 2701 29/06/11 16:04 29/06/11 16:39 Sell short Stop loss -80 690 0 80 40 120 8
68 FESX 06-12 Backtest S1-fesx-1year Short 1 2764 2760 05/07/11 14:30 05/07/11 16:22 Sell short Profit target 40 730 0 50 40 0 11
69 FESX 06-12 Backtest S1-fesx-1year Short 1 2715 2711 08/07/11 14:53 08/07/11 14:57 Sell short Profit target 40 770 0 10 40 0 2
70 FESX 06-12 Backtest S1-fesx-1year Short 1 2697 2693 08/07/11 17:16 08/07/11 18:05 Sell short Profit target 40 810 0 50 40 0 7
71 FESX 06-12 Backtest S1-fesx-1year Short 1 2650 2646 11/07/11 13:04 11/07/11 13:08 Sell short Profit target 40 850 0 0 40 0 2
72 FESX 06-12 Backtest S1-fesx-1year Short 1 2563 2559 12/07/11 09:03 12/07/11 09:06 Sell short Profit target 40 890 0 20 40 0 4
73 FESX 06-12 Backtest S1-fesx-1year Long 1 2618 2610 14/07/11 11:25 14/07/11 11:31 Buy Stop loss -80 810 0 80 20 100 3
74 FESX 06-12 Backtest S1-fesx-1year Long 1 2613 2617 14/07/11 15:45 14/07/11 15:59 Buy Profit target 40 850 0 30 40 0 4
75 FESX 06-12 Backtest S1-fesx-1year Short 1 2554 2550 18/07/11 09:28 18/07/11 09:29 Sell short Profit target 40 890 0 10 40 0 2
76 FESX 06-12 Backtest S1-fesx-1year Long 1 2563 2567 19/07/11 10:23 19/07/11 10:42 Buy Profit target 40 930 0 30 40 0 4
77 FESX 06-12 Backtest S1-fesx-1year Long 1 2587 2591 20/07/11 09:29 20/07/11 10:08 Buy Profit target 40 970 0 70 40 0 9
78 FESX 06-12 Backtest S1-fesx-1year Long 1 2611 2610 20/07/11 19:54 20/07/11 21:53 Buy Exit on close -10 960 0 50 30 40 4
79 FESX 06-12 Backtest S1-fesx-1year Long 1 2686 2683 21/07/11 21:57 21/07/11 21:57 Buy Exit on close -30 930 0 30 10 40 1
80 FESX 06-12 Backtest S1-fesx-1year Long 1 2700 2692 22/07/11 09:21 22/07/11 09:47 Buy Stop loss -80 850 0 80 30 110 8
81 FESX 06-12 Backtest S1-fesx-1year Short 1 2631 2639 26/07/11 16:10 26/07/11 16:17 Sell short Stop loss -80 770 0 80 30 110 3
82 FESX 06-12 Backtest S1-fesx-1year Short 1 2543 2539 29/07/11 15:38 29/07/11 15:40 Sell short Profit target 40 810 0 10 40 0 2
83 FESX 06-12 Backtest S1-fesx-1year Short 1 2538 2546 29/07/11 15:46 29/07/11 15:51 Sell short Stop loss -80 730 0 80 30 110 4
84 FESX 06-12 Backtest S1-fesx-1year Long 1 2560 2552 29/07/11 16:37 29/07/11 16:44 Buy Stop loss -80 650 0 80 30 110 5
85 FESX 06-12 Backtest S1-fesx-1year Long 1 2561 2565 29/07/11 16:49 29/07/11 16:50 Buy Profit target 40 690 0 0 40 0 2
86 FESX 06-12 Backtest S1-fesx-1year Short 1 2557 2553 29/07/11 21:39 29/07/11 21:54 Sell short Profit target 40 730 0 50 40 0 4
87 FESX 06-12 Backtest S1-fesx-1year Short 1 2486 2494 01/08/11 18:18 01/08/11 18:49 Sell short Stop loss -80 650 0 80 30 110 6
88 FESX 06-12 Backtest S1-fesx-1year Short 1 2480 2476 02/08/11 14:14 02/08/11 14:24 Sell short Profit target 40 690 0 20 40 0 4
89 FESX 06-12 Backtest S1-fesx-1year Short 1 2450 2446 02/08/11 17:35 02/08/11 18:37 Sell short Profit target 40 730 0 70 40 0 15
90 FESX 06-12 Backtest S1-fesx-1year Short 1 2417 2413 03/08/11 08:45 03/08/11 08:45 Sell short Profit target 40 770 0 20 40 0 2
91 FESX 06-12 Backtest S1-fesx-1year Long 1 2408 2412 03/08/11 17:14 03/08/11 17:19 Buy Profit target 40 810 0 40 40 0 4
92 FESX 06-12 Backtest S1-fesx-1year Short 1 2408 2404 04/08/11 12:22 04/08/11 12:24 Sell short Profit target 40 850 0 0 40 0 2
93 FESX 06-12 Backtest S1-fesx-1year Short 1 2373 2369 04/08/11 15:33 04/08/11 15:33 Sell short Profit target 40 890 0 0 40 0 2
94 FESX 06-12 Backtest S1-fesx-1year Long 1 2305 2309 05/08/11 14:30 05/08/11 14:30 Buy Profit target 40 930 0 0 40 0 2
95 FESX 06-12 Backtest S1-fesx-1year Short 1 2331 2327 05/08/11 14:39 05/08/11 14:39 Sell short Profit target 40 970 0 10 40 0 2
96 FESX 06-12 Backtest S1-fesx-1year Short 1 2299 2295 05/08/11 16:37 05/08/11 16:45 Sell short Profit target 40 1010 0 60 40 0 15
97 FESX 06-12 Backtest S1-fesx-1year Short 1 2304 2312 05/08/11 21:30 05/08/11 21:34 Sell short Stop loss -80 930 0 80 20 100 4
98 FESX 06-12 Backtest S1-fesx-1year Long 1 2268 2272 08/08/11 08:38 08/08/11 08:39 Buy Profit target 40 970 0 30 40 0 3
99 FESX 06-12 Backtest S1-fesx-1year Short 1 2244 2240 08/08/11 12:15 08/08/11 12:19 Sell short Profit target 40 1010 0 50 40 0 6
100 FESX 06-12 Backtest S1-fesx-1year Long 1 2195 2187 08/08/11 18:52 08/08/11 19:00 Buy Stop loss -80 930 0 80 10 90 7
101 FESX 06-12 Backtest S1-fesx-1year Short 1 2167 2163 08/08/11 19:57 08/08/11 20:00 Sell short Profit target 40 970 0 30 40 0 3
102 FESX 06-12 Backtest S1-fesx-1year Short 1 2139 2135 08/08/11 21:43 08/08/11 21:43 Sell short Profit target 40 1010 0 0 40 0 2
103 FESX 06-12 Backtest S1-fesx-1year Short 1 2211 2207 09/08/11 09:29 09/08/11 09:29 Sell short Profit target 40 1050 0 10 40 0 2
104 FESX 06-12 Backtest S1-fesx-1year Short 1 2162 2158 09/08/11 09:41 09/08/11 09:41 Sell short Profit target 40 1090 0 30 40 0 2
105 FESX 06-12 Backtest S1-fesx-1year Short 1 2145 2141 09/08/11 10:18 09/08/11 10:20 Sell short Profit target 40 1130 0 60 40 0 9
106 FESX 06-12 Backtest S1-fesx-1year Long 1 2100 2104 09/08/11 10:42 09/08/11 10:42 Buy Profit target 40 1170 0 10 40 0 2
107 FESX 06-12 Backtest S1-fesx-1year Long 1 2115 2119 09/08/11 10:55 09/08/11 10:56 Buy Profit target 40 1210 0 10 40 0 2
108 FESX 06-12 Backtest S1-fesx-1year Short 1 2099 2095 09/08/11 11:17 09/08/11 11:19 Sell short Profit target 40 1250 0 10 40 0 3
109 FESX 06-12 Backtest S1-fesx-1year Long 1 2150 2154 09/08/11 12:47 09/08/11 12:48 Buy Profit target 40 1290 0 10 40 0 2
110 FESX 06-12 Backtest S1-fesx-1year Long 1 2166 2170 09/08/11 13:00 09/08/11 13:01 Buy Profit target 40 1330 0 10 40 0 2
111 FESX 06-12 Backtest S1-fesx-1year Long 1 2169 2173 09/08/11 13:13 09/08/11 13:15 Buy Profit target 40 1370 0 0 40 0 2
112 FESX 06-12 Backtest S1-fesx-1year Long 1 2179 2183 09/08/11 14:14 09/08/11 14:15 Buy Profit target 40 1410 0 0 40 0 2
113 FESX 06-12 Backtest S1-fesx-1year Short 1 2217 2213 10/08/11 09:58 10/08/11 09:58 Sell short Profit target 40 1450 0 20 40 0 2
114 FESX 06-12 Backtest S1-fesx-1year Long 1 2199 2203 10/08/11 11:01 10/08/11 11:01 Buy Profit target 40 1490 0 0 40 0 2
115 FESX 06-12 Backtest S1-fesx-1year Long 1 2217 2221 10/08/11 11:25 10/08/11 11:26 Buy Profit target 40 1530 0 10 40 0 2
116 FESX 06-12 Backtest S1-fesx-1year Short 1 2149 2145 10/08/11 15:04 10/08/11 15:05 Sell short Profit target 40 1570 0 0 40 0 2
117 FESX 06-12 Backtest S1-fesx-1year Short 1 2107 2103 10/08/11 16:00 10/08/11 16:01 Sell short Profit target 40 1610 0 0 40 0 2
118 FESX 06-12 Backtest S1-fesx-1year Long 1 2077 2081 10/08/11 16:31 10/08/11 16:31 Buy Profit target 40 1650 0 10 40 0 2
119 FESX 06-12 Backtest S1-fesx-1year Short 1 2052 2048 10/08/11 17:35 10/08/11 17:36 Sell short Profit target 40 1690 0 0 40 0 2
120 FESX 06-12 Backtest S1-fesx-1year Short 1 2062 2058 10/08/11 21:52 10/08/11 21:53 Sell short Profit target 40 1730 0 0 40 0 2
121 FESX 06-12 Backtest S1-fesx-1year Short 1 2093 2089 11/08/11 09:25 11/08/11 09:26 Sell short Profit target 40 1770 0 20 40 0 3
122 FESX 06-12 Backtest S1-fesx-1year Short 1 1998 1994 11/08/11 13:45 11/08/11 13:46 Sell short Profit target 40 1810 0 20 40 0 2
123 FESX 06-12 Backtest S1-fesx-1year Short 1 2030 2026 11/08/11 15:53 11/08/11 15:53 Sell short Profit target 40 1850 0 0 40 0 2
124 FESX 06-12 Backtest S1-fesx-1year Long 1 2053 2057 11/08/11 16:14 11/08/11 16:15 Buy Profit target 40 1890 0 20 40 0 2
125 FESX 06-12 Backtest S1-fesx-1year Long 1 2085 2089 11/08/11 16:33 11/08/11 16:33 Buy Profit target 40 1930 0 10 40 0 2
126 FESX 06-12 Backtest S1-fesx-1year Long 1 2094 2098 11/08/11 16:40 11/08/11 16:40 Buy Profit target 40 1970 0 0 40 0 2
127 FESX 06-12 Backtest S1-fesx-1year Long 1 2100 2104 11/08/11 16:45 11/08/11 16:47 Buy Profit target 40 2010 0 30 40 0 3
128 FESX 06-12 Backtest S1-fesx-1year Long 1 2122 2126 12/08/11 10:02 12/08/11 10:03 Buy Profit target 40 2050 0 0 40 0 2
129 FESX 06-12 Backtest S1-fesx-1year Long 1 2126 2130 12/08/11 10:17 12/08/11 10:19 Buy Profit target 40 2090 0 50 40 0 4
130 FESX 06-12 Backtest S1-fesx-1year Long 1 2135 2139 12/08/11 10:39 12/08/11 10:39 Buy Profit target 40 2130 0 0 40 0 2
131 FESX 06-12 Backtest S1-fesx-1year Long 1 2152 2156 12/08/11 11:07 12/08/11 11:11 Buy Profit target 40 2170 0 20 40 0 2
132 FESX 06-12 Backtest S1-fesx-1year Long 1 2156 2160 12/08/11 11:23 12/08/11 11:24 Buy Profit target 40 2210 0 10 40 0 2
133 FESX 06-12 Backtest S1-fesx-1year Long 1 2181 2185 12/08/11 11:48 12/08/11 11:49 Buy Profit target 40 2250 0 0 40 0 2
134 FESX 06-12 Backtest S1-fesx-1year Long 1 2176 2180 12/08/11 14:30 12/08/11 14:30 Buy Profit target 40 2290 0 0 40 0 2
135 FESX 06-12 Backtest S1-fesx-1year Long 1 2196 2200 12/08/11 14:56 12/08/11 15:11 Buy Profit target 40 2330 0 70 40 0 7
136 FESX 06-12 Backtest S1-fesx-1year Long 1 2207 2211 12/08/11 17:35 12/08/11 17:36 Buy Profit target 40 2370 0 20 40 0 2
137 FESX 06-12 Backtest S1-fesx-1year Short 1 2204 2212 12/08/11 21:35 12/08/11 21:59 Sell short Stop loss -80 2290 0 80 40 120 4
138 FESX 06-12 Backtest S1-fesx-1year Long 1 2236 2240 15/08/11 08:22 15/08/11 08:26 Buy Profit target 40 2330 0 10 40 0 2
139 FESX 06-12 Backtest S1-fesx-1year Short 1 2226 2234 15/08/11 10:15 15/08/11 10:22 Sell short Stop loss -80 2250 0 80 20 100 4
140 FESX 06-12 Backtest S1-fesx-1year Short 1 2216 2212 15/08/11 12:14 15/08/11 12:17 Sell short Profit target 40 2290 0 0 40 0 2
141 FESX 06-12 Backtest S1-fesx-1year Long 1 2236 2240 15/08/11 16:15 15/08/11 16:21 Buy Profit target 40 2330 0 10 40 0 2
142 FESX 06-12 Backtest S1-fesx-1year Long 1 2223 2227 16/08/11 17:29 16/08/11 17:30 Buy Profit target 40 2370 0 0 40 0 2
143 FESX 06-12 Backtest S1-fesx-1year Long 1 2219 2211 17/08/11 11:38 17/08/11 11:46 Buy Stop loss -80 2290 0 80 20 100 3
144 FESX 06-12 Backtest S1-fesx-1year Short 1 2123 2119 18/08/11 16:00 18/08/11 16:00 Sell short Profit target 40 2330 0 0 40 0 2
145 FESX 06-12 Backtest S1-fesx-1year Short 1 2033 2041 19/08/11 11:53 19/08/11 12:08 Sell short Stop loss -80 2250 0 80 30 110 15
146 FESX 06-12 Backtest S1-fesx-1year Long 1 2044 2036 19/08/11 13:14 19/08/11 13:22 Buy Stop loss -80 2170 0 80 40 120 7
147 FESX 06-12 Backtest S1-fesx-1year Long 1 2089 2093 19/08/11 16:26 19/08/11 16:27 Buy Profit target 40 2210 0 0 40 0 2
148 FESX 06-12 Backtest S1-fesx-1year Long 1 2090 2082 22/08/11 10:15 22/08/11 10:24 Buy Stop loss -80 2130 0 80 20 100 8
149 FESX 06-12 Backtest S1-fesx-1year Long 1 2096 2100 22/08/11 13:11 22/08/11 13:17 Buy Profit target 40 2170 0 10 40 0 2
150 FESX 06-12 Backtest S1-fesx-1year Long 1 2117 2121 23/08/11 09:06 23/08/11 09:07 Buy Profit target 40 2210 0 0 40 0 2
151 FESX 06-12 Backtest S1-fesx-1year Long 1 2135 2127 23/08/11 09:32 23/08/11 09:41 Buy Stop loss -80 2130 0 80 30 110 4
152 FESX 06-12 Backtest S1-fesx-1year Short 1 2095 2091 23/08/11 15:25 23/08/11 15:27 Sell short Profit target 40 2170 0 0 40 0 2
153 FESX 06-12 Backtest S1-fesx-1year Long 1 2100 2104 23/08/11 16:08 23/08/11 16:09 Buy Profit target 40 2210 0 20 40 0 2
154 FESX 06-12 Backtest S1-fesx-1year Long 1 2105 2109 23/08/11 16:31 23/08/11 16:40 Buy Profit target 40 2250 0 70 40 0 5
155 FESX 06-12 Backtest S1-fesx-1year Short 1 2115 2111 24/08/11 09:08 24/08/11 09:09 Sell short Profit target 40 2290 0 10 40 0 2
156 FESX 06-12 Backtest S1-fesx-1year Short 1 2108 2104 24/08/11 12:48 24/08/11 12:49 Sell short Profit target 40 2330 0 0 40 0 2
157 FESX 06-12 Backtest S1-fesx-1year Short 1 2097 2105 26/08/11 09:46 26/08/11 09:48 Sell short Stop loss -80 2250 0 80 10 90 3
158 FESX 06-12 Backtest S1-fesx-1year Long 1 2147 2151 30/08/11 20:15 30/08/11 20:30 Buy Profit target 40 2290 0 10 40 0 5
159 FESX 06-12 Backtest S1-fesx-1year Long 1 2178 2182 31/08/11 14:23 31/08/11 14:24 Buy Profit target 40 2330 0 0 40 0 2
160 FESX 06-12 Backtest S1-fesx-1year Short 1 2181 2177 01/09/11 10:45 01/09/11 10:58 Sell short Profit target 40 2370 0 30 40 0 4
161 FESX 06-12 Backtest S1-fesx-1year Long 1 2224 2228 01/09/11 16:09 01/09/11 16:11 Buy Profit target 40 2410 0 20 40 0 4
162 FESX 06-12 Backtest S1-fesx-1year Short 1 2166 2162 02/09/11 09:23 02/09/11 09:31 Sell short Profit target 40 2450 0 10 40 0 3
163 FESX 06-12 Backtest S1-fesx-1year Short 1 2161 2157 02/09/11 10:15 02/09/11 10:17 Sell short Profit target 40 2490 0 0 40 0 2
164 FESX 06-12 Backtest S1-fesx-1year Short 1 2141 2149 02/09/11 12:56 02/09/11 13:13 Sell short Stop loss -80 2410 0 80 10 90 3
165 FESX 06-12 Backtest S1-fesx-1year Long 1 2154 2158 02/09/11 14:29 02/09/11 14:29 Buy Profit target 40 2450 0 0 40 0 2
166 FESX 06-12 Backtest S1-fesx-1year Short 1 2120 2116 02/09/11 14:30 02/09/11 14:30 Sell short Profit target 40 2490 0 0 40 0 2
167 FESX 06-12 Backtest S1-fesx-1year Short 1 2120 2128 02/09/11 15:30 02/09/11 15:34 Sell short Stop loss -80 2410 0 80 10 90 3
168 FESX 06-12 Backtest S1-fesx-1year Short 1 2118 2114 02/09/11 15:39 02/09/11 15:41 Sell short Profit target 40 2450 0 20 40 0 3
169 FESX 06-12 Backtest S1-fesx-1year Long 1 2130 2134 02/09/11 16:10 02/09/11 16:11 Buy Profit target 40 2490 0 10 40 0 2
170 FESX 06-12 Backtest S1-fesx-1year Long 1 2024 2028 06/09/11 10:02 06/09/11 10:02 Buy Profit target 40 2530 0 0 40 0 2
171 FESX 06-12 Backtest S1-fesx-1year Short 1 1974 1970 06/09/11 14:58 06/09/11 14:58 Sell short Profit target 40 2570 0 0 40 0 2
172 FESX 06-12 Backtest S1-fesx-1year Short 1 2055 2051 08/09/11 19:32 08/09/11 19:33 Sell short Profit target 40 2610 0 0 40 0 2
173 FESX 06-12 Backtest S1-fesx-1year Short 1 2045 2053 08/09/11 21:21 08/09/11 21:42 Sell short Stop loss -80 2530 0 80 10 90 3
174 FESX 06-12 Backtest S1-fesx-1year Short 1 2044 2052 09/09/11 08:15 09/09/11 08:57 Sell short Stop loss -80 2450 0 80 40 120 6
175 FESX 06-12 Backtest S1-fesx-1year Short 1 1971 1967 09/09/11 17:42 09/09/11 17:43 Sell short Profit target 40 2490 0 10 40 0 2
176 FESX 06-12 Backtest S1-fesx-1year Short 1 1958 1954 09/09/11 18:11 09/09/11 18:13 Sell short Profit target 40 2530 0 10 40 0 2
177 FESX 06-12 Backtest S1-fesx-1year Short 1 1953 1961 09/09/11 18:37 09/09/11 18:57 Sell short Stop loss -80 2450 0 80 20 100 5
178 FESX 06-12 Backtest S1-fesx-1year Short 1 1955 1963 09/09/11 21:06 09/09/11 21:39 Sell short Stop loss -80 2370 0 80 20 100 7
179 FESX 06-12 Backtest S1-fesx-1year Short 1 1898 1894 12/09/11 09:26 12/09/11 09:28 Sell short Profit target 40 2410 0 30 40 0 4
180 FESX 06-12 Backtest S1-fesx-1year Short 1 1892 1888 12/09/11 09:40 12/09/11 09:51 Sell short Profit target 40 2450 0 70 40 0 8
181 FESX 06-12 Backtest S1-fesx-1year Short 1 1884 1880 12/09/11 13:37 12/09/11 13:52 Sell short Profit target 40 2490 0 70 40 0 7
182 FESX 06-12 Backtest S1-fesx-1year Long 1 1897 1901 12/09/11 15:37 12/09/11 15:38 Buy Profit target 40 2530 0 30 40 0 2
183 FESX 06-12 Backtest S1-fesx-1year Short 1 1874 1870 13/09/11 10:11 13/09/11 10:12 Sell short Profit target 40 2570 0 10 40 0 2
184 FESX 06-12 Backtest S1-fesx-1year Long 1 1927 1919 13/09/11 15:24 13/09/11 15:31 Buy Stop loss -80 2490 0 80 40 120 6
185 FESX 06-12 Backtest S1-fesx-1year Long 1 1923 1915 14/09/11 09:18 14/09/11 09:21 Buy Stop loss -80 2410 0 80 30 110 3
186 FESX 06-12 Backtest S1-fesx-1year Long 1 1961 1953 14/09/11 10:17 14/09/11 10:21 Buy Stop loss -80 2330 0 80 30 110 5
187 FESX 06-12 Backtest S1-fesx-1year Long 1 1987 1991 14/09/11 13:49 14/09/11 13:59 Buy Profit target 40 2370 0 50 40 0 5
188 FESX 06-12 Backtest S1-fesx-1year Short 1 1967 1963 14/09/11 16:02 14/09/11 16:03 Sell short Profit target 40 2410 0 10 40 0 3
189 FESX 06-12 Backtest S1-fesx-1year Long 1 2032 2036 15/09/11 10:38 15/09/11 11:11 Buy Profit target 40 2450 0 30 40 0 6
190 FESX 06-12 Backtest S1-fesx-1year Long 1 2065 2069 15/09/11 15:07 15/09/11 15:07 Buy Profit target 40 2490 0 10 40 0 2
191 FESX 06-12 Backtest S1-fesx-1year Long 1 2074 2078 15/09/11 20:11 15/09/11 20:22 Buy Profit target 40 2530 0 10 40 0 2
192 FESX 06-12 Backtest S1-fesx-1year Long 1 2073 2065 16/09/11 21:05 16/09/11 21:45 Buy Stop loss -80 2450 0 80 10 90 3
193 FESX 06-12 Backtest S1-fesx-1year Short 1 1997 1993 19/09/11 15:41 19/09/11 15:50 Sell short Profit target 40 2490 0 50 40 0 9
194 FESX 06-12 Backtest S1-fesx-1year Short 1 2018 2014 21/09/11 16:36 21/09/11 16:37 Sell short Profit target 40 2530 0 0 40 0 2
195 FESX 06-12 Backtest S1-fesx-1year Short 1 1942 1950 22/09/11 09:05 22/09/11 09:06 Sell short Stop loss -80 2450 0 80 40 120 3
196 FESX 06-12 Backtest S1-fesx-1year Short 1 1905 1913 22/09/11 17:30 22/09/11 17:40 Sell short Stop loss -80 2370 0 80 20 100 9
197 FESX 06-12 Backtest S1-fesx-1year Short 1 1891 1887 22/09/11 21:22 22/09/11 21:26 Sell short Profit target 40 2410 0 20 40 0 2
198 FESX 06-12 Backtest S1-fesx-1year Long 1 1880 1884 23/09/11 15:04 23/09/11 15:05 Buy Profit target 40 2450 0 0 40 0 2
199 FESX 06-12 Backtest S1-fesx-1year Short 1 1918 1926 23/09/11 19:03 23/09/11 19:31 Sell short Stop loss -80 2370 0 80 40 120 9
200 FESX 06-12 Backtest S1-fesx-1year Long 1 1961 1965 26/09/11 10:18 26/09/11 10:19 Buy Profit target 40 2410 0 0 40 0 2
201 FESX 06-12 Backtest S1-fesx-1year Long 1 1995 1999 26/09/11 12:30 26/09/11 12:32 Buy Profit target 40 2450 0 0 40 0 2
202 FESX 06-12 Backtest S1-fesx-1year Long 1 1985 1977 26/09/11 17:10 26/09/11 17:14 Buy Stop loss -80 2370 0 80 10 90 3
203 FESX 06-12 Backtest S1-fesx-1year Long 1 1986 1990 26/09/11 17:22 26/09/11 17:22 Buy Profit target 40 2410 0 20 40 0 2
204 FESX 06-12 Backtest S1-fesx-1year Long 1 1996 2000 26/09/11 17:35 26/09/11 17:48 Buy Profit target 40 2450 0 70 40 0 7
205 FESX 06-12 Backtest S1-fesx-1year Long 1 1994 1998 26/09/11 20:42 26/09/11 21:01 Buy Profit target 40 2490 0 30 40 0 5
206 FESX 06-12 Backtest S1-fesx-1year Long 1 2054 2058 27/09/11 08:37 27/09/11 08:40 Buy Profit target 40 2530 0 0 40 0 2
207 FESX 06-12 Backtest S1-fesx-1year Long 1 2060 2064 27/09/11 11:59 27/09/11 12:07 Buy Profit target 40 2570 0 20 40 0 3
208 FESX 06-12 Backtest S1-fesx-1year Long 1 2065 2069 27/09/11 12:59 27/09/11 13:00 Buy Profit target 40 2610 0 20 40 0 2
209 FESX 06-12 Backtest S1-fesx-1year Long 1 2087 2091 27/09/11 16:48 27/09/11 16:49 Buy Profit target 40 2650 0 10 40 0 2
210 FESX 06-12 Backtest S1-fesx-1year Short 1 2094 2102 29/09/11 20:51 29/09/11 21:00 Sell short Stop loss -80 2570 0 80 20 100 5
211 FESX 06-12 Backtest S1-fesx-1year Short 1 2095 2091 30/09/11 11:10 30/09/11 11:11 Sell short Profit target 40 2610 0 0 40 0 2
212 FESX 06-12 Backtest S1-fesx-1year Long 1 2052 2056 03/10/11 16:09 03/10/11 16:12 Buy Profit target 40 2650 0 0 40 0 2
213 FESX 06-12 Backtest S1-fesx-1year Short 1 2006 2014 03/10/11 21:33 03/10/11 21:40 Sell short Stop loss -80 2570 0 80 10 90 3
214 FESX 06-12 Backtest S1-fesx-1year Long 1 2043 2047 05/10/11 08:24 05/10/11 08:56 Buy Profit target 40 2610 0 30 40 0 6
215 FESX 06-12 Backtest S1-fesx-1year Long 1 2096 2100 05/10/11 19:37 05/10/11 20:06 Buy Profit target 40 2650 0 40 40 0 4
216 FESX 06-12 Backtest S1-fesx-1year Long 1 2166 2170 06/10/11 20:21 06/10/11 20:24 Buy Profit target 40 2690 0 10 40 0 2
217 FESX 06-12 Backtest S1-fesx-1year Short 1 2160 2168 07/10/11 19:47 07/10/11 20:07 Sell short Stop loss -80 2610 0 80 10 90 3
218 FESX 06-12 Backtest S1-fesx-1year Short 1 2256 2252 13/10/11 11:43 13/10/11 11:50 Sell short Profit target 40 2650 0 0 40 0 2
219 FESX 06-12 Backtest S1-fesx-1year Short 1 2247 2255 13/10/11 12:22 13/10/11 12:54 Sell short Stop loss -80 2570 0 80 30 110 9
220 FESX 06-12 Backtest S1-fesx-1year Short 1 2235 2243 13/10/11 16:20 13/10/11 16:26 Sell short Stop loss -80 2490 0 80 30 110 5
221 FESX 06-12 Backtest S1-fesx-1year Long 1 2262 2261 13/10/11 21:59 13/10/11 22:03 Buy Exit on close -10 2480 0 50 10 20 2
222 FESX 06-12 Backtest S1-fesx-1year Long 1 2264 2268 14/10/11 11:43 14/10/11 11:52 Buy Profit target 40 2520 0 10 40 0 3
223 FESX 06-12 Backtest S1-fesx-1year Long 1 2293 2297 17/10/11 09:18 17/10/11 09:19 Buy Profit target 40 2560 0 20 40 0 2
224 FESX 06-12 Backtest S1-fesx-1year Short 1 2262 2258 17/10/11 15:09 17/10/11 15:22 Sell short Profit target 40 2600 0 10 40 0 4
225 FESX 06-12 Backtest S1-fesx-1year Short 1 2213 2209 17/10/11 20:27 17/10/11 20:41 Sell short Profit target 40 2640 0 20 40 0 3
226 FESX 06-12 Backtest S1-fesx-1year Short 1 2234 2230 19/10/11 15:48 19/10/11 16:02 Sell short Profit target 40 2680 0 60 40 0 8
227 FESX 06-12 Backtest S1-fesx-1year Short 1 2213 2209 20/10/11 08:00 20/10/11 08:00 Sell short Profit target 40 2720 0 0 40 0 2
228 FESX 06-12 Backtest S1-fesx-1year Long 1 2230 2234 20/10/11 12:45 20/10/11 12:47 Buy Profit target 40 2760 0 0 40 0 2
229 FESX 06-12 Backtest S1-fesx-1year Long 1 2232 2236 20/10/11 14:02 20/10/11 14:12 Buy Profit target 40 2800 0 10 40 0 2
230 FESX 06-12 Backtest S1-fesx-1year Short 1 2208 2204 20/10/11 15:57 20/10/11 15:57 Sell short Profit target 40 2840 0 20 40 0 2
231 FESX 06-12 Backtest S1-fesx-1year Short 1 2205 2213 20/10/11 16:09 20/10/11 16:12 Sell short Stop loss -80 2760 0 80 10 90 3
232 FESX 06-12 Backtest S1-fesx-1year Short 1 2181 2177 20/10/11 17:57 20/10/11 17:58 Sell short Profit target 40 2800 0 0 40 0 2
233 FESX 06-12 Backtest S1-fesx-1year Long 1 2270 2274 24/10/11 09:12 24/10/11 09:13 Buy Profit target 40 2840 0 10 40 0 2
234 FESX 06-12 Backtest S1-fesx-1year Long 1 2283 2275 24/10/11 17:10 24/10/11 18:57 Buy Stop loss -80 2760 0 80 30 110 12
235 FESX 06-12 Backtest S1-fesx-1year Long 1 2285 2277 24/10/11 20:07 24/10/11 21:38 Buy Stop loss -80 2680 0 80 20 100 7
236 FESX 06-12 Backtest S1-fesx-1year Long 1 2284 2276 25/10/11 13:01 25/10/11 14:35 Buy Stop loss -80 2600 0 80 30 110 11
237 FESX 06-12 Backtest S1-fesx-1year Long 1 2260 2252 26/10/11 12:14 26/10/11 12:23 Buy Stop loss -80 2520 0 80 20 100 3
238 FESX 06-12 Backtest S1-fesx-1year Long 1 2261 2265 26/10/11 12:50 26/10/11 12:56 Buy Profit target 40 2560 0 0 40 0 2
239 FESX 06-12 Backtest S1-fesx-1year Long 1 2271 2271 26/10/11 21:38 26/10/11 21:59 Buy Exit on close 0 2560 0 70 30 30 9
240 FESX 06-12 Backtest S1-fesx-1year Long 1 2351 2355 27/10/11 12:46 27/10/11 12:56 Buy Profit target 40 2600 0 10 40 0 2
241 FESX 06-12 Backtest S1-fesx-1year Short 1 2371 2367 28/10/11 16:06 28/10/11 16:14 Sell short Profit target 40 2640 0 40 40 0 4
242 FESX 06-12 Backtest S1-fesx-1year Short 1 2344 2352 31/10/11 09:25 31/10/11 09:34 Sell short Stop loss -80 2560 0 80 10 90 3
243 FESX 06-12 Backtest S1-fesx-1year Short 1 2343 2339 31/10/11 10:06 31/10/11 10:19 Sell short Profit target 40 2600 0 50 40 0 5
244 FESX 06-12 Backtest S1-fesx-1year Short 1 2321 2317 31/10/11 16:09 31/10/11 16:16 Sell short Profit target 40 2640 0 50 40 0 4
245 FESX 06-12 Backtest S1-fesx-1year Short 1 2240 2236 01/11/11 08:03 01/11/11 08:08 Sell short Profit target 40 2680 0 70 40 0 7
246 FESX 06-12 Backtest S1-fesx-1year Long 1 2174 2178 01/11/11 14:40 01/11/11 14:42 Buy Profit target 40 2720 0 40 40 0 4
247 FESX 06-12 Backtest S1-fesx-1year Long 1 2180 2172 01/11/11 15:00 01/11/11 15:00 Buy Stop loss -80 2640 0 80 40 120 6
248 FESX 06-12 Backtest S1-fesx-1year Long 1 2186 2190 01/11/11 15:26 01/11/11 15:29 Buy Profit target 40 2680 0 10 40 0 2
249 FESX 06-12 Backtest S1-fesx-1year Long 1 2193 2197 02/11/11 14:03 02/11/11 14:09 Buy Profit target 40 2720 0 20 40 0 3
250 FESX 06-12 Backtest S1-fesx-1year Long 1 2239 2243 03/11/11 12:48 03/11/11 12:49 Buy Profit target 40 2760 0 0 40 0 2
251 FESX 06-12 Backtest S1-fesx-1year Long 1 2262 2266 03/11/11 13:45 03/11/11 13:45 Buy Profit target 40 2800 0 10 40 0 2
252 FESX 06-12 Backtest S1-fesx-1year Long 1 2279 2283 03/11/11 13:57 03/11/11 13:58 Buy Profit target 40 2840 0 20 40 0 2
253 FESX 06-12 Backtest S1-fesx-1year Long 1 2281 2275 03/11/11 20:14 03/11/11 21:14 Buy Exit on close -60 2780 0 60 40 100 14
254 FESX 06-12 Backtest S1-fesx-1year Short 1 2264 2260 04/11/11 09:54 04/11/11 09:56 Sell short Profit target 40 2820 0 10 40 0 2
255 FESX 06-12 Backtest S1-fesx-1year Long 1 2278 2270 04/11/11 11:30 04/11/11 11:34 Buy Stop loss -80 2740 0 80 10 90 3
256 FESX 06-12 Backtest S1-fesx-1year Long 1 2205 2209 07/11/11 12:47 07/11/11 12:51 Buy Profit target 40 2780 0 20 40 0 3
257 FESX 06-12 Backtest S1-fesx-1year Short 1 2206 2202 07/11/11 16:24 07/11/11 16:26 Sell short Profit target 40 2820 0 0 40 0 2
258 FESX 06-12 Backtest S1-fesx-1year Long 1 2237 2229 08/11/11 11:25 08/11/11 11:44 Buy Stop loss -80 2740 0 80 10 90 3
259 FESX 06-12 Backtest S1-fesx-1year Long 1 2238 2242 08/11/11 13:38 08/11/11 13:41 Buy Profit target 40 2780 0 10 40 0 2
260 FESX 06-12 Backtest S1-fesx-1year Short 1 2232 2228 08/11/11 16:53 08/11/11 16:54 Sell short Profit target 40 2820 0 0 40 0 2
261 FESX 06-12 Backtest S1-fesx-1year Short 1 2191 2187 09/11/11 10:22 09/11/11 10:22 Sell short Profit target 40 2860 0 10 40 0 2
262 FESX 06-12 Backtest S1-fesx-1year Long 1 2173 2165 09/11/11 17:55 09/11/11 18:33 Buy Stop loss -80 2780 0 80 40 120 5
263 FESX 06-12 Backtest S1-fesx-1year Long 1 2181 2185 10/11/11 10:37 10/11/11 10:37 Buy Profit target 40 2820 0 10 40 0 2
264 FESX 06-12 Backtest S1-fesx-1year Long 1 2198 2202 10/11/11 13:20 10/11/11 13:46 Buy Profit target 40 2860 0 60 40 0 6
265 FESX 06-12 Backtest S1-fesx-1year Long 1 2178 2182 10/11/11 17:47 10/11/11 17:48 Buy Profit target 40 2900 0 10 40 0 2
266 FESX 06-12 Backtest S1-fesx-1year Long 1 2216 2220 11/11/11 15:01 11/11/11 15:07 Buy Profit target 40 2940 0 10 40 0 2
267 FESX 06-12 Backtest S1-fesx-1year Short 1 2188 2196 14/11/11 20:57 14/11/11 21:36 Sell short Stop loss -80 2860 0 80 30 110 4
268 FESX 06-12 Backtest S1-fesx-1year Long 1 2181 2185 15/11/11 15:32 15/11/11 15:37 Buy Profit target 40 2900 0 60 40 0 6
269 FESX 06-12 Backtest S1-fesx-1year Long 1 2194 2186 16/11/11 17:28 16/11/11 17:36 Buy Stop loss -80 2820 0 80 10 90 5
270 FESX 06-12 Backtest S1-fesx-1year Long 1 2167 2171 17/11/11 14:30 17/11/11 14:34 Buy Profit target 40 2860 0 30 40 0 4
271 FESX 06-12 Backtest S1-fesx-1year Short 1 2121 2129 17/11/11 18:37 17/11/11 18:37 Sell short Stop loss -80 2780 0 80 10 90 3
272 FESX 06-12 Backtest S1-fesx-1year Short 1 2098 2106 21/11/11 10:53 21/11/11 11:04 Sell short Stop loss -80 2700 0 80 20 100 5
273 FESX 06-12 Backtest S1-fesx-1year Long 1 2099 2103 22/11/11 12:18 22/11/11 12:21 Buy Profit target 40 2740 0 10 40 0 2
274 FESX 06-12 Backtest S1-fesx-1year Short 1 2035 2043 23/11/11 11:32 23/11/11 11:37 Sell short Stop loss -80 2660 0 80 30 110 3
275 FESX 06-12 Backtest S1-fesx-1year Short 1 2033 2029 23/11/11 17:13 23/11/11 17:15 Sell short Profit target 40 2700 0 0 40 0 2
276 FESX 06-12 Backtest S1-fesx-1year Long 1 2052 2044 24/11/11 10:56 24/11/11 11:25 Buy Stop loss -80 2620 0 80 30 110 7
277 FESX 06-12 Backtest S1-fesx-1year Long 1 2035 2039 25/11/11 16:08 25/11/11 16:16 Buy Profit target 40 2660 0 20 40 0 3
278 FESX 06-12 Backtest S1-fesx-1year Long 1 2038 2030 25/11/11 16:47 25/11/11 16:51 Buy Stop loss -80 2580 0 80 10 90 3
279 FESX 06-12 Backtest S1-fesx-1year Long 1 2111 2103 28/11/11 12:17 28/11/11 12:31 Buy Stop loss -80 2500 0 80 10 90 3
280 FESX 06-12 Backtest S1-fesx-1year Long 1 2112 2116 28/11/11 13:10 28/11/11 13:55 Buy Profit target 40 2540 0 40 40 0 4
281 FESX 06-12 Backtest S1-fesx-1year Long 1 2140 2132 28/11/11 19:52 28/11/11 20:49 Buy Stop loss -80 2460 0 80 10 90 7
282 FESX 06-12 Backtest S1-fesx-1year Short 1 2141 2137 29/11/11 14:31 29/11/11 14:36 Sell short Profit target 40 2500 0 0 40 0 2
283 FESX 06-12 Backtest S1-fesx-1year Long 1 2153 2157 29/11/11 16:16 29/11/11 16:23 Buy Profit target 40 2540 0 20 40 0 2
284 FESX 06-12 Backtest S1-fesx-1year Short 1 2141 2137 30/11/11 08:00 30/11/11 08:00 Sell short Profit target 40 2580 0 0 40 0 2
285 FESX 06-12 Backtest S1-fesx-1year Short 1 2234 2230 01/12/11 09:39 01/12/11 09:40 Sell short Profit target 40 2620 0 0 40 0 2
286 FESX 06-12 Backtest S1-fesx-1year Long 1 2269 2273 02/12/11 09:16 02/12/11 09:17 Buy Profit target 40 2660 0 20 40 0 2
287 FESX 06-12 Backtest S1-fesx-1year Long 1 2287 2291 02/12/11 13:43 02/12/11 13:45 Buy Profit target 40 2700 0 20 40 0 2
288 FESX 06-12 Backtest S1-fesx-1year Long 1 2290 2282 02/12/11 14:28 02/12/11 14:30 Buy Stop loss -80 2620 0 80 20 100 3
289 FESX 06-12 Backtest S1-fesx-1year Long 1 2296 2300 05/12/11 13:08 05/12/11 13:25 Buy Profit target 40 2660 0 10 40 0 3
290 FESX 06-12 Backtest S1-fesx-1year Short 1 2299 2295 07/12/11 11:46 07/12/11 11:59 Sell short Profit target 40 2700 0 10 40 0 2
291 FESX 06-12 Backtest S1-fesx-1year Long 1 2291 2283 08/12/11 09:02 08/12/11 09:04 Buy Stop loss -80 2620 0 80 10 90 3
292 FESX 06-12 Backtest S1-fesx-1year Short 1 2250 2246 08/12/11 14:58 08/12/11 14:58 Sell short Profit target 40 2660 0 0 40 0 2
293 FESX 06-12 Backtest S1-fesx-1year Short 1 2214 2222 08/12/11 16:22 08/12/11 16:33 Sell short Stop loss -80 2580 0 80 10 90 5
294 FESX 06-12 Backtest S1-fesx-1year Short 1 2203 2199 08/12/11 19:11 08/12/11 19:14 Sell short Profit target 40 2620 0 0 40 0 2
295 FESX 06-12 Backtest S1-fesx-1year Short 1 2197 2205 08/12/11 21:11 08/12/11 21:26 Sell short Stop loss -80 2540 0 80 20 100 3
296 FESX 06-12 Backtest S1-fesx-1year Long 1 2216 2220 09/12/11 09:49 09/12/11 09:50 Buy Profit target 40 2580 0 30 40 0 2
297 FESX 06-12 Backtest S1-fesx-1year Long 1 2243 2247 09/12/11 12:41 09/12/11 12:52 Buy Profit target 40 2620 0 40 40 0 4
298 FESX 06-12 Backtest S1-fesx-1year Long 1 2262 2266 09/12/11 16:05 09/12/11 16:07 Buy Profit target 40 2660 0 10 40 0 2
299 FESX 06-12 Backtest S1-fesx-1year Short 1 2158 2166 14/12/11 10:43 14/12/11 10:49 Sell short Stop loss -80 2580 0 80 20 100 4
300 FESX 06-12 Backtest S1-fesx-1year Short 1 2146 2154 14/12/11 13:17 14/12/11 13:36 Sell short Stop loss -80 2500 0 80 10 90 3
301 FESX 06-12 Backtest S1-fesx-1year Short 1 2106 2111 16/12/11 21:48 16/12/11 21:55 Sell short Exit on close -50 2450 0 50 10 60 2
302 FESX 06-12 Backtest S1-fesx-1year Long 1 2119 2123 19/12/11 09:37 19/12/11 09:41 Buy Profit target 40 2490 0 30 40 0 3
303 FESX 06-12 Backtest S1-fesx-1year Long 1 2156 2148 19/12/11 14:37 19/12/11 15:32 Buy Stop loss -80 2410 0 80 20 100 6
304 FESX 06-12 Backtest S1-fesx-1year Long 1 2182 2186 20/12/11 17:27 20/12/11 17:30 Buy Profit target 40 2450 0 20 40 0 3
305 FESX 06-12 Backtest S1-fesx-1year Long 1 2213 2217 21/12/11 10:59 21/12/11 11:21 Buy Profit target 40 2490 0 70 40 0 7
306 FESX 06-12 Backtest S1-fesx-1year Short 1 2201 2197 21/12/11 12:38 21/12/11 12:39 Sell short Profit target 40 2530 0 10 40 0 2
307 FESX 06-12 Backtest S1-fesx-1year Short 1 2188 2184 21/12/11 13:34 21/12/11 13:43 Sell short Profit target 40 2570 0 10 40 0 3
308 FESX 06-12 Backtest S1-fesx-1year Long 1 2220 2212 23/12/11 12:25 23/12/11 14:30 Buy Stop loss -80 2490 0 80 30 110 8
309 FESX 06-12 Backtest S1-fesx-1year Short 1 2203 2199 28/12/11 09:30 28/12/11 09:35 Sell short Profit target 40 2530 0 0 40 0 2
310 FESX 06-12 Backtest S1-fesx-1year Long 1 2303 2307 03/01/12 08:15 03/01/12 08:25 Buy Profit target 40 2570 0 10 40 0 3
311 FESX 06-12 Backtest S1-fesx-1year Short 1 2288 2296 03/01/12 12:09 03/01/12 12:15 Sell short Stop loss -80 2490 0 80 10 90 3
312 FESX 06-12 Backtest S1-fesx-1year Short 1 2280 2276 04/01/12 14:14 04/01/12 14:58 Sell short Profit target 40 2530 0 40 40 0 9
313 FESX 06-12 Backtest S1-fesx-1year Short 1 2277 2273 04/01/12 16:21 04/01/12 16:36 Sell short Profit target 40 2570 0 30 40 0 4
314 FESX 06-12 Backtest S1-fesx-1year Long 1 2232 2224 09/01/12 09:36 09/01/12 10:07 Buy Stop loss -80 2490 0 80 40 120 7
315 FESX 06-12 Backtest S1-fesx-1year Short 1 2253 2249 13/01/12 16:00 13/01/12 16:07 Sell short Profit target 40 2530 0 50 40 0 6
316 FESX 06-12 Backtest S1-fesx-1year Long 1 2272 2276 16/01/12 15:59 16/01/12 16:00 Buy Profit target 40 2570 0 0 40 0 2
317 FESX 06-12 Backtest S1-fesx-1year Short 1 2318 2314 18/01/12 14:49 18/01/12 14:50 Sell short Profit target 40 2610 0 20 40 0 2
318 FESX 06-12 Backtest S1-fesx-1year Long 1 2365 2357 20/01/12 08:56 20/01/12 09:27 Buy Stop loss -80 2530 0 80 30 110 8
319 FESX 06-12 Backtest S1-fesx-1year Short 1 2344 2340 24/01/12 11:49 24/01/12 11:57 Sell short Profit target 40 2570 0 30 40 0 3
320 FESX 06-12 Backtest S1-fesx-1year Long 1 2352 2356 25/01/12 18:41 25/01/12 19:12 Buy Profit target 40 2610 0 50 40 0 4
321 FESX 06-12 Backtest S1-fesx-1year Long 1 2396 2388 26/01/12 16:00 26/01/12 16:28 Buy Stop loss -80 2530 0 80 20 100 9
322 FESX 06-12 Backtest S1-fesx-1year Short 1 2347 2343 30/01/12 09:49 30/01/12 10:00 Sell short Profit target 40 2570 0 10 40 0 2
323 FESX 06-12 Backtest S1-fesx-1year Long 1 2363 2367 31/01/12 12:20 31/01/12 15:20 Buy Profit target 40 2610 0 60 40 0 14
324 FESX 06-12 Backtest S1-fesx-1year Long 1 2363 2367 01/02/12 09:05 01/02/12 09:16 Buy Profit target 40 2650 0 30 40 0 3
325 FESX 06-12 Backtest S1-fesx-1year Long 1 2412 2410 02/02/12 21:59 02/02/12 21:59 Buy Exit on close -20 2630 0 20 20 40 1
326 FESX 06-12 Backtest S1-fesx-1year Long 1 2435 2439 06/02/12 15:49 06/02/12 15:54 Buy Profit target 40 2670 0 10 40 0 2
327 FESX 06-12 Backtest S1-fesx-1year Long 1 2447 2444 07/02/12 22:03 07/02/12 22:03 Buy Exit on close -30 2640 0 30 10 40 1
328 FESX 06-12 Backtest S1-fesx-1year Long 1 2438 2430 13/02/12 09:56 13/02/12 10:19 Buy Stop loss -80 2560 0 80 40 120 4
329 FESX 06-12 Backtest S1-fesx-1year Long 1 2439 2443 15/02/12 10:25 15/02/12 11:05 Buy Profit target 40 2600 0 40 40 0 5
330 FESX 06-12 Backtest S1-fesx-1year Long 1 2445 2449 15/02/12 12:57 15/02/12 13:26 Buy Profit target 40 2640 0 40 40 0 4
331 FESX 06-12 Backtest S1-fesx-1year Short 1 2426 2422 15/02/12 15:39 15/02/12 15:41 Sell short Profit target 40 2680 0 10 40 0 2
332 FESX 06-12 Backtest S1-fesx-1year Short 1 2417 2413 15/02/12 18:56 15/02/12 19:02 Sell short Profit target 40 2720 0 10 40 0 2
333 FESX 06-12 Backtest S1-fesx-1year Short 1 2398 2394 16/02/12 09:02 16/02/12 09:04 Sell short Profit target 40 2760 0 0 40 0 2
334 FESX 06-12 Backtest S1-fesx-1year Long 1 2447 2451 17/02/12 13:24 17/02/12 13:27 Buy Profit target 40 2800 0 0 40 0 2
335 FESX 06-12 Backtest S1-fesx-1year Short 1 2448 2456 22/02/12 16:08 22/02/12 16:23 Sell short Stop loss -80 2720 0 80 10 90 3
336 FESX 06-12 Backtest S1-fesx-1year Short 1 2437 2433 23/02/12 15:17 23/02/12 15:24 Sell short Profit target 40 2760 0 10 40 0 2
337 FESX 06-12 Backtest S1-fesx-1year Short 1 2459 2455 29/02/12 12:14 29/02/12 12:25 Sell short Profit target 40 2800 0 40 40 0 4
338 FESX 06-12 Backtest S1-fesx-1year Short 1 2436 2432 01/03/12 09:01 01/03/12 09:12 Sell short Profit target 40 2840 0 20 40 0 4
339 FESX 06-12 Backtest S1-fesx-1year Long 1 2385 2389 07/03/12 11:31 07/03/12 14:51 Buy Profit target 40 2880 0 70 40 0 16
340 FESX 06-12 Backtest S1-fesx-1year Long 1 2476 2480 13/03/12 16:23 13/03/12 16:28 Buy Profit target 40 2920 0 20 40 0 2
341 FESX 06-12 Backtest S1-fesx-1year Long 1 2489 2493 13/03/12 20:06 13/03/12 20:16 Buy Profit target 40 2960 0 0 40 0 2
342 FESX 06-12 Backtest S1-fesx-1year Long 1 2507 2511 14/03/12 09:34 14/03/12 09:40 Buy Profit target 40 3000 0 20 40 0 2
343 FESX 06-12 Backtest S1-fesx-1year Long 1 2538 2542 16/03/12 13:06 16/03/12 14:36 Buy Profit target 40 3040 0 50 40 0 5
344 FESX 06-12 Backtest S1-fesx-1year Long 1 2541 2540 16/03/12 16:19 16/03/12 20:45 Buy Exit on close -10 3030 0 60 20 30 6
345 FESX 06-12 Backtest S1-fesx-1year Short 1 2490 2486 21/03/12 15:55 21/03/12 15:55 Sell short Profit target 40 3070 0 20 40 0 2
346 FESX 06-12 Backtest S1-fesx-1year Short 1 2443 2439 23/03/12 12:43 23/03/12 12:59 Sell short Profit target 40 3110 0 10 40 0 3
347 FESX 06-12 Backtest S1-fesx-1year Short 1 2438 2434 23/03/12 14:41 23/03/12 15:01 Sell short Profit target 40 3150 0 50 40 0 6
348 FESX 06-12 Backtest S1-fesx-1year Long 1 2457 2461 26/03/12 14:03 26/03/12 14:04 Buy Profit target 40 3190 0 30 40 0 2
349 FESX 06-12 Backtest S1-fesx-1year Long 1 2489 2493 27/03/12 10:02 27/03/12 10:07 Buy Profit target 40 3230 0 30 40 0 3
350 FESX 06-12 Backtest S1-fesx-1year Short 1 2454 2450 27/03/12 17:54 27/03/12 22:03 Sell short Profit target 40 3270 0 70 40 0 7
351 FESX 06-12 Backtest S1-fesx-1year Short 1 2415 2423 29/03/12 09:14 29/03/12 09:21 Sell short Stop loss -80 3190 0 80 10 90 3

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