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

Written by mjose. This entry was posted on 29/03/2012 at 7:57 pm and is filed under Trading Journal. You can follow any responses to this entry through the RSS 2.0 feed. Tagged backtest, cumulative profit, live account, montecarlo, optimization, simulation You can leave a response or trackback from your own site.

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

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