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Результаты тестирования МТС base для CHF.

Trades

Система построена с использованием входа на основе волотильности и "выхода люсты", которые описываются в "Бюллетень №3".

Trade #	Date	Time	Type	Cnts	Price	Signal Name	Entry P/L	Cumulative
1	10/13/88		Sell	63500	1,5497	2
	12/28/88		SExit	63500	1,5071	TrlSh	2685,0999	2685,0999
2	12/29/88		Buy	65000	1,5135	1
	5/25/89		LExit	65000	1,7447	ATR LEx	15008,0000	17693,0999
3	7/4/89		Sell	59500	1,6555	2
	8/31/89		SExit	59500	1,6995	ATR SEx	(2638,0000)	15055,0999
4	9/1/89		Buy	59400	1,6965	1
	9/25/89		LExit	59400	1,6602	ATR LEx	(2176,2200)	12878,8799
5	10/20/89		Sell	61500	1,6170	2
	12/20/90		SExit	61500	1,2986	TrlSh	19561,5996	32440,4795
6	12/21/90		Buy	65000	1,2975	1
	12/31/90		LExit	65000	1,2701	ATR LEx	(1801,0000)	30639,4795
7	1/22/91		Sell	65000	1,2505	2
	2/25/91		SExit	65000	1,3046	TrlSh	(3536,5000)	27102,9795
8	2/26/91		Buy	65000	1,3013	1
	7/19/91		LExit	65000	1,5250	ATR LEx	14520,5000	41623,4795
9	8/6/91		Sell	65000	1,4965	2
	1/15/92		SExit	65000	1,4312	ATR SEx	4224,5000	45847,9795
10	1/16/92		Buy	65000	1,4430	1
	5/13/92		LExit	65000	1,4923	ATR LEx	3184,5000	49032,4795
11	5/14/92		Sell	65000	1,4795	2
	10/13/92		SExit	65000	1,3286	TrlSh	9788,5000	58820,9795
12	10/14/92		Buy	65000	1,3078	1
	1/25/93		LExit	65000	1,4437	ATR LEx	8813,5000	67634,4795
13	2/2/93		Buy	65000	1,5164	1
	4/1/93		LExit	65000	1,4883	ATR LEx	(1846,5000)	65787,9795
14	4/2/93		Sell	65000	1,4760	2
	6/16/93		SExit	65000	1,4821	TrlSh	(416,5000)	65371,4795
15	6/17/93		Buy	65000	1,4840	1
	8/16/93		LExit	65000	1,4914	TrlLng	461,0000	65832,4795
16	8/17/93		Sell	65000	1,4940	2
	10/25/93		SExit	65000	1,4777	ATR SEx	1039,5000	66871,9795
17	10/26/93		Buy	65000	1,4841	1
	12/6/93		LExit	65000	1,4597	ATR LEx	(1606,0000)	65265,9795
18	12/22/93		Sell	65000	1,4475	2
	11/15/94		SExit	65000	1,2991	TrlSh	9626,0000	74891,9795
19	11/16/94		Buy	65000	1,3065	1
	12/28/94		LExit	65000	1,3059	ATR LEx	(59,0000)	74832,9795
20	1/11/95		Sell	65000	1,2770	2
	5/11/95		SExit	65000	1,1738	TrlSh	6688,0000	81520,9795
21	5/12/95		Buy	65000	1,1965	1
	5/26/95		LExit	65000	1,1512	ATR LEx	(2964,5000)	78556,4795
22	8/2/95		Sell	65000	1,1380	2
	8/10/95		SExit	65000	1,1801	TrlSh	(2756,5000)	75799,9795
23	8/11/95		Buy	65000	1,1762	1
	9/20/95		LExit	65000	1,1865	ATR LEx	649,5000	76449,4795
24	9/22/95		Sell	65000	1,1418	2
	11/29/95		SExit	65000	1,1631	TrlSh	(1404,5000)	75044,9795
25	11/30/95		Buy	65000	1,1640	1
	2/16/96		LExit	65000	1,1857	ATR LEx	1390,5000	76435,4795
26	4/15/96		Buy	65000	1,2300	1
	7/16/96		LExit	65000	1,2425	ATR LEx	792,5000	77227,9795
27	7/17/96		Sell	65000	1,2166	2
	9/11/96		SExit	65000	1,2373	TrlSh	(1365,5000)	75862,4795
28	9/12/96		Buy	65000	1,2353	1
	3/18/97		LExit	65000	1,4377	ATR LEx	13136,0000	88998,4795
29	5/12/97		Sell	65000	1,4217	2
	7/1/97		SExit	65000	1,4653	ATR SEx	(2854,0000)	86144,4795
30	7/3/97		Buy	65000	1,4715	1
	8/26/97		LExit	65000	1,4839	ATR LEx	786,0000	86930,4795
31	9/12/97		Sell	65000	1,4755	2
	12/30/97		SExit	65000	1,4548	ATR SEx	1325,5000	88255,9795
32	1/5/98		Buy	65000	1,4647	1
	1/23/98		LExit	65000	1,4583	ATR LEx	(436,0000)	87819,9795
33	3/23/98		Buy	65000	1,4990	1
	4/14/98		LExit	65000	1,4912	ATR LEx	(527,0000)	87292,9795
34	5/8/98		Sell	65000	1,4725	2
	6/15/98		SExit	65000	1,5046	TrlSh	(2106,5000)	85186,4795
35	6/16/98		Buy	65000	1,5073	1
	7/16/98		LExit	65000	1,5045	ATR LEx	(202,0000)	84984,4795
36	8/31/98		Sell	65000	1,4375	2
	11/9/98		SExit	65000	1,3849	ATR SEx	3399,0000	88383,4795
37	11/24/98		Buy	65000	1,4060	1
	12/3/98		LExit	65000	1,3568	ATR LEx	(3218,0000)	85165,4795
38	1/28/99		Buy	65000	1,4090	1
	7/20/99		LExit	65000	1,5391	ATR LEx	8436,5000	93601,9795
39	7/27/99		Sell	65000	1,5072	2
	11/4/99		SExit	65000	1,5462	ATR SEx	(2555,0000)	91046,9795
40	11/5/99		Buy	65000	1,5568	1
	3/27/00		LExit	65000	1,6219	ATR LEx	4211,5000	95258,4795
41	4/26/00		Buy	59700	1,7071	1
	6/2/00		LExit	59700	1,6698	ATR LEx	(2246,8101)	93011,6694
42	6/9/00		Sell	60700	1,6414	2

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