therotical result of my trading system on EUR USD from 13 nov 2002
EUR USD
Stop loss : 83 pips
Result : + 800 pips if I close at 1.0577 (11.25 AM NyK time on 15 jan 03)
Max drown : -65 pips
DATE TIME NYK SIGNAL LEVEL STOP RESULT
13/11/02 22.00 SELL 1.0063 1.0146 5
14/11/02 3.00 BUY 1.0058 0.9975 9 CLOSE SHORT AND REVERSE LONG
14/11/02 10.00 SELL 1.0067 1.015 161
19/11/02 1.00 SELL 1.0097 confirmation trend baissier
21/11/02 11.00 SELL 1.0005 confirmation trend baissier
27/11/02 21.00 SELL 0.9896 confirmation trend baissier
27/11/02 23.00 BUY 0.9906 0.9823 195 CLOSE SHORT AND REVERSE LONG
29/11/02 11.00 BUY 0.9944 confirmation trend haussier
08/12/02 21.00 SELL 1.0099 1.0182 17 CLOSE LONG AND REVERSE CHORT
09/12/02 21.00 SELL 1.0104 confirmation trend baissier
11/12/02 10.00 BUY 1.0082 0.9999 176 CLOSE SHORT AND REVERSE LONG
16/12/02 3.00 BUY 1.024 confirmation trend haussier
16/12/02 14.00 BUY 1.0233 confirmation trend haussier
16/12/02 21.00 BUY 1.0229 confirmation trend haussier
18/12/02 22.00 SELL 1.0258 1.0175 -8 CLOSE LONG AND REVERSE CHORT
19/12/02 5.00 BUY 1.0266 1.0183 -1 CLOSE SHORT AND REVERSE LONG
19/12/02 9.00 SELL 1.0265 1.0348 -4 CLOSE LONG AND REVERSE CHORT
19/12/02 15.00 BUY 1.0269 1.0186 -15 CLOSE SHORT AND REVERSE LONG
19/12/02 21.00 SELL 1.0254 1.0337 -65 CLOSE LONG AND REVERSE CHORT
26/12/02 0.00 BUY 1.0319 1.0236 49 CLOSE SHORT AND REVERSE LONG
26/12/02 14.00 BUY 1.0362 confirmation trend haussier
26/12/02 18.00 SELL 1.0368 1.0451 -34 CLOSE LONG AND REVERSE CHORT
27/12/02 11.00 BUY 1.0402 1.0319 87 CLOSE SHORT AND REVERSE LONG
30/12/02 11.00 BUY 1.0454 confirmation trend haussier
31/12/02 12.00 BUY 1.0485 confirmation trend haussier
31/12/02 18.00 SELL 1.0489 1.0572 71 CLOSE LONG AND REVERSE CHORT
07/01/03 16.00 BUY 1.0418 1.0335 +157 (if I close now)
from 1.0418 (s/l 1.0335), short Usd Jpy from 118.77 (s/l 119.67), shrot Usd Chf from 1.3997 (s/l 1.4116) and square on Gbp Usd (because my Long position from 1.6046 was stopped on 07 janv 03 at 1.5963).
Bibi