some results from "SIMPLE" system

To recap: the rules of this system are simple....go long/short if a pair prints 2 bullish/bearish bars. (I've tried it with 3 bars, but it doesn't work as well). Preliminary results show that gbp/jpy is kind of profitable. Other pairs - not so much.

Here's some gbp/jpy results. If anyone wants more results, ask and I'll post them:

All tests start 6/17/04 and end on 5/10/06


limit: 240 stop: 60 order_start: 4 order_duration: 16
num_trades: 110
num_wins: 26
num_loss: 84
average win: 240
average loss: -60
average trade: 10.9090909090909
percent win: 23.6363636363636
percent loss: 76.3636363636364
biggest win: 240
biggest loss: -60
biggest drawdown: 660
total pips: 1200
risk: 0.01
biggest dollar gain: 488.693091241924
biggest dollar loss: -127.0602037229
biggest dollar drawdown: 1352.12407307147
biggest dollar drawdown percentage: 10.641601645943
highest dollar total: 12706.02037229
average gain per trade: 17.4413000717867
account: 11918.5430078965



limit: 100 stop: 40 order_start: 4 order_duration: 16
num_trades: 110
num_wins: 35
num_loss: 75
average win: 100
average loss: -40
average trade: 4.54545454545455
percent win: 31.8181818181818
percent loss: 68.1818181818182
biggest win: 100
biggest loss: -40
biggest drawdown: 580
total pips: 500
risk: 0.01
biggest dollar gain: 278.161445049524
biggest dollar loss: -114.046192470305
biggest dollar drawdown: 1516.02772337934
biggest dollar drawdown percentage: 13.897256699384
highest dollar total: 11404.6192470305
average gain per trade: 10.6180598458693
account: 11167.9865830456



limit: 400 stop: 100 order_start: 1 order_duration: 19
num_trades: 110
num_wins: 28
num_loss: 82
average win: 400
average loss: -100
average trade: 27.2727272727273
percent win: 25.4545454545455
percent loss: 74.5454545454545
biggest win: 400
biggest loss: -100
biggest drawdown: 1200
total pips: 3000
risk: 0.01
biggest dollar gain: 517.163046133892
biggest dollar loss: -134.462391994812
biggest dollar drawdown: 1425.68775878262
biggest dollar drawdown percentage: 11.448391806133
highest dollar total: 13446.2391994812
average gain per trade: 28.6621598662557
account: 13152.8375852881



limit: 500 stop: 100 order_start: 1 order_duration: 19
num_trades: 110
num_wins: 22
num_loss: 88
average win: 500
average loss: -100
average trade: 20
percent win: 20
percent loss: 80
biggest win: 500
biggest loss: -100
biggest drawdown: 2200
total pips: 2200
risk: 0.01
biggest dollar gain: 576.915045635953
biggest dollar loss: -121.15215958355
biggest dollar drawdown: 2339.96901034024
biggest dollar drawdown percentage: 20.1876501970809
highest dollar total: 12115.215958355
average gain per trade: 18.9077683884143
account: 12079.8545227256




limit: 600 stop: 100 order_start: 1 order_duration: 19
num_trades: 110
num_wins: 21
num_loss: 89
average win: 600
average loss: -100
average trade: 33.6363636363636
percent win: 19.0909090909091
percent loss: 80.9090909090909
biggest win: 600
biggest loss: -100
biggest drawdown: 1900
total pips: 3700
risk: 0.01
biggest dollar gain: 786.68500988808
biggest dollar loss: -134.048575260906
biggest dollar drawdown: 2108.64808977489
biggest dollar drawdown percentage: 17.8855107544554
highest dollar total: 13404.8575260906
average gain per trade: 35.4372894668735
account: 13898.1018413561




limit: 150 stop: 40 order_start: 4 order_duration: 16
num_trades: 110
num_wins: 28
num_loss: 82
average win: 150
average loss: -40
average trade: 8.36363636363636
percent win: 25.4545454545455
percent loss: 74.5454545454545
biggest win: 150
biggest loss: -40
biggest drawdown: 630
total pips: 920
risk: 0.01
biggest dollar gain: 444.422532776076
biggest dollar loss: -122.55480260703
biggest dollar drawdown: 1750.82168008439
biggest dollar drawdown percentage: 14.8637395296119
highest dollar total: 12255.480260703
average gain per trade: 20.8699097588313
account: 12295.6900734714



limit: 360 stop: 40 order_start: 4 order_duration: 16
num_trades: 110
num_wins: 13
num_loss: 97
average win: 360
average loss: -40
average trade: 7.27272727272727
percent win: 11.8181818181818
percent loss: 88.1818181818182
biggest win: 360
biggest loss: -40
biggest drawdown: 1360
total pips: 800
risk: 0.01
biggest dollar gain: 1254.23307476648
biggest dollar loss: -151.901561277274
biggest dollar drawdown: 4579.75381573128
biggest dollar drawdown percentage: 30.1494848191298
highest dollar total: 15190.1561277274
average gain per trade: 14.2303501825067
account: 11565.3385200757



limit: 100 stop: 80 order_start: 4 order_duration: 16
num_trades: 110
num_wins: 60
num_loss: 50
average win: 100
average loss: -80
average trade: 18.1818181818182
percent win: 54.5454545454545
percent loss: 45.4545454545455
biggest win: 100
biggest loss: -80
biggest drawdown: 560
total pips: 2000
risk: 0.01
biggest dollar gain: 157.38981474871
biggest dollar loss: -126.581711555968
biggest dollar drawdown: 725.095599793474
biggest dollar drawdown percentage: 6.793465209301
highest dollar total: 12658.1711555968
average gain per trade: 24.987045405868
account: 12748.5749946455



limit: 150 stop: 80 order_start: 4 order_duration: 16
num_trades: 110
num_wins: 50
num_loss: 60
average win: 150
average loss: -80
average trade: 24.5454545454545
percent win: 45.4545454545455
percent loss: 54.5454545454545
biggest win: 150
biggest loss: -80
biggest drawdown: 600
total pips: 2700
risk: 0.01
biggest dollar gain: 254.933209488059
biggest dollar loss: -135.015713001154
biggest dollar drawdown: 833.869038793164
biggest dollar drawdown percentage: 7.36002995489585
highest dollar total: 13596.4378393631
average gain per trade: 35.0124640804653
account: 13851.3710488512



limit: 360 stop: 80 order_start: 4 order_duration: 16
num_trades: 110
num_wins: 29
num_loss: 81
average win: 360
average loss: -80
average trade: 36
percent win: 26.3636363636364
percent loss: 73.6363636363636
biggest win: 360
biggest loss: -80
biggest drawdown: 920
total pips: 3960
risk: 0.01
biggest dollar gain: 683.784746708645
biggest dollar loss: -153.487036298237
biggest dollar drawdown: 1453.99153109714
biggest dollar drawdown percentage: 11.0226629205855
highest dollar total: 15348.7036298237
average gain per trade: 53.4454667294008
account: 15879.0013402341



limit: 120 stop: 100 order_start: 1 order_duration: 19
num_trades: 110
num_wins: 57
num_loss: 53
average win: 120
average loss: -100
average trade: 14
percent win: 51.8181818181818
percent loss: 48.1818181818182
biggest win: 120
biggest loss: -100
biggest drawdown: 800
total pips: 1540
risk: 0.01
biggest dollar gain: 137.390043149527
biggest dollar loss: -115.214570469954
biggest dollar drawdown: 823.305634405886
biggest dollar drawdown percentage: 7.78633422791133
highest dollar total: 11521.4570469954
average gain per trade: 14.4232755055465
account: 11586.5603056101



limit: 170 stop: 100 order_start: 1 order_duration: 19
num_trades: 110
num_wins: 48
num_loss: 62
average win: 170
average loss: -100
average trade: 17.8181818181818
percent win: 43.6363636363636
percent loss: 56.3636363636364
biggest win: 170
biggest loss: -100
biggest drawdown: 1090
total pips: 1960
risk: 0.01
biggest dollar gain: 201.333375006991
biggest dollar loss: -118.010150106795
biggest dollar drawdown: 1179.80209735655
biggest dollar drawdown percentage: 10.4375485479717
highest dollar total: 11843.1397062936
average gain per trade: 18.5861189209142
account: 12044.4730813006



limit: 250 stop: 100 order_start: 1 order_duration: 19
num_trades: 110
num_wins: 34
num_loss: 76
average win: 250
average loss: -100
average trade: 8.18181818181818
percent win: 30.9090909090909
percent loss: 69.0909090909091
biggest win: 250
biggest loss: -100
biggest drawdown: 1500
total pips: 900
risk: 0.01
biggest dollar gain: 273.501513838862
biggest dollar loss: -112.135620673934
biggest dollar drawdown: 1602.61190377844
biggest dollar drawdown percentage: 14.2917290165851
highest dollar total: 11213.5620673934
average gain per trade: 7.15127908838289
account: 10786.6406997221