Desynced Forex

MetaTrader Indicators and Expert Advisors Repository

Symbol		EURUSD (Euro vs US Dollar)
Period		1 Hour (H1) 2009.12.01 00:00 - 2010.01.15 22:00 (2009.12.01 - 2010.01.17)
Model		Control points (a very crude method, the results must not be considered)
Parameters		Lots=0.1; MaximumRisk=0.02; DecreaseFactor=3; MovingPeriod=12; MovingShift=6; PeriodWATR=10; Kwatr=1; highlow=0; cbars=1000; from=0; maP=50; lots=0.1; SMAspread=0; StopLoss=0; Slippage=4;
Bars in test	1753	Ticks modelled	19953	Modelling quality	n/a
Mismatched charts errors	1
Initial deposit	10000.00
Total net profit	-99.61	Gross profit	1078.03	Gross loss	-1177.64
Profit factor	0.92	Expected payoff	-2.69
Absolute drawdown	235.97	Maximal drawdown	747.75 (7.11%)	Relative drawdown	7.11% (747.75)
Total trades	37	Short positions (won %)	26 (30.77%)	Long positions (won %)	11 (18.18%)
		Profit trades (% of total)	10 (27.03%)	Loss trades (% of total)	27 (72.97%)
Largest		profit trade	455.16	loss trade	-408.16
Average		profit trade	107.80	loss trade	-43.62
Maximum		consecutive wins (profit in money)	2 (458.76)	consecutive losses (loss in money)	6 (-153.10)
Maximal		consecutive profit (count of wins)	458.76 (2)	consecutive loss (count of losses)	-518.86 (5)
Average		consecutive wins	1	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 02:00	sell	1	0.20	1.50093	0.00000	0.00000
2	2009.12.01 03:00	close	1	0.20	1.50167	0.00000	0.00000	-14.80	9985.20
3	2009.12.01 07:00	sell	2	0.20	1.50001	0.00000	0.00000
4	2009.12.01 08:00	close	2	0.20	1.50208	0.00000	0.00000	-41.40	9943.80
5	2009.12.02 01:00	buy	3	0.10	1.50901	0.00000	0.00000
6	2009.12.02 03:00	close	3	0.10	1.50785	0.00000	0.00000	-11.60	9932.20
7	2009.12.02 04:00	buy	4	0.10	1.50871	0.00000	0.00000
8	2009.12.02 08:00	close	4	0.10	1.50854	0.00000	0.00000	-1.70	9930.50
9	2009.12.02 10:00	buy	5	0.10	1.50952	0.00000	0.00000
10	2009.12.02 13:00	close	5	0.10	1.50849	0.00000	0.00000	-10.30	9920.20
11	2009.12.02 14:00	buy	6	0.10	1.50909	0.00000	0.00000
12	2009.12.02 15:00	close	6	0.10	1.50750	0.00000	0.00000	-15.90	9904.30
13	2009.12.04 10:00	sell	7	0.10	1.50668	0.00000	0.00000
14	2009.12.04 13:00	close	7	0.10	1.50632	0.00000	0.00000	3.60	9907.90
15	2009.12.04 15:00	sell	8	0.20	1.49426	0.00000	0.00000
16	2009.12.09 09:00	close	8	0.20	1.47149	0.00000	0.00000	455.16	10363.06
17	2009.12.09 17:00	buy	9	0.20	1.47458	0.00000	0.00000
18	2009.12.09 18:00	close	9	0.20	1.47237	0.00000	0.00000	-44.20	10318.86
19	2009.12.10 06:00	sell	10	0.20	1.47112	0.00000	0.00000
20	2009.12.10 12:00	close	10	0.20	1.47418	0.00000	0.00000	-61.20	10257.66
21	2009.12.10 17:00	sell	11	0.10	1.47195	0.00000	0.00000
22	2009.12.10 22:00	close	11	0.10	1.47310	0.00000	0.00000	-11.50	10246.16
23	2009.12.11 03:00	sell	12	0.10	1.47224	0.00000	0.00000
24	2009.12.11 05:00	close	12	0.10	1.47277	0.00000	0.00000	-5.30	10240.86
25	2009.12.11 06:00	sell	13	0.10	1.47255	0.00000	0.00000
26	2009.12.11 07:00	close	13	0.10	1.47382	0.00000	0.00000	-12.70	10228.16
27	2009.12.11 08:00	sell	14	0.10	1.47225	0.00000	0.00000
28	2009.12.11 10:00	close	14	0.10	1.47407	0.00000	0.00000	-18.20	10209.96
29	2009.12.11 15:00	sell	15	0.10	1.47070	0.00000	0.00000
30	2009.12.14 06:00	close	15	0.10	1.46597	0.00000	0.00000	47.26	10257.22
31	2009.12.14 12:00	sell	16	0.20	1.46258	0.00000	0.00000
32	2009.12.14 17:00	close	16	0.20	1.46526	0.00000	0.00000	-53.60	10203.62
33	2009.12.14 18:00	sell	17	0.20	1.46438	0.00000	0.00000
34	2009.12.14 19:00	close	17	0.20	1.46578	0.00000	0.00000	-28.00	10175.62
35	2009.12.14 21:00	sell	18	0.10	1.46476	0.00000	0.00000
36	2009.12.16 06:00	close	18	0.10	1.45380	0.00000	0.00000	109.52	10285.14
37	2009.12.16 07:00	sell	19	0.20	1.45328	0.00000	0.00000
38	2009.12.16 08:00	close	19	0.20	1.45516	0.00000	0.00000	-37.60	10247.54
39	2009.12.16 09:00	sell	20	0.20	1.45182	0.00000	0.00000
40	2009.12.16 10:00	close	20	0.20	1.45479	0.00000	0.00000	-59.40	10188.14
41	2009.12.16 19:00	sell	21	0.10	1.45366	0.00000	0.00000
42	2009.12.18 03:00	close	21	0.10	1.43608	0.00000	0.00000	175.64	10363.78
43	2009.12.18 14:00	sell	22	0.20	1.43356	0.00000	0.00000
44	2009.12.22 09:00	close	22	0.20	1.43077	0.00000	0.00000	55.64	10419.42
45	2009.12.22 13:00	sell	23	0.20	1.42810	0.00000	0.00000
46	2009.12.22 15:00	close	23	0.20	1.43100	0.00000	0.00000	-58.00	10361.42
47	2009.12.22 16:00	sell	24	0.20	1.42820	0.00000	0.00000
48	2009.12.23 09:00	close	24	0.20	1.42564	0.00000	0.00000	51.12	10412.54
49	2009.12.23 13:00	sell	25	0.20	1.42498	0.00000	0.00000
50	2009.12.23 14:00	close	25	0.20	1.42816	0.00000	0.00000	-63.60	10348.94
51	2009.12.24 18:00	buy	26	0.20	1.43663	0.00000	0.00000
52	2009.12.28 02:00	close	26	0.20	1.43594	0.00000	0.00000	-13.68	10335.26
53	2009.12.28 03:00	buy	27	0.10	1.43885	0.00000	0.00000
54	2009.12.28 06:00	close	27	0.10	1.43760	0.00000	0.00000	-12.50	10322.76
55	2009.12.28 07:00	buy	28	0.10	1.43906	0.00000	0.00000
56	2010.01.05 12:00	close	28	0.10	1.44176	0.00000	0.00000	27.24	10350.00
57	2010.01.05 14:00	buy	29	0.20	1.44369	0.00000	0.00000
58	2010.01.05 15:00	close	29	0.20	1.44256	0.00000	0.00000	-22.60	10327.40
59	2010.01.06 11:00	buy	30	0.20	1.43781	0.00000	0.00000
60	2010.01.06 13:00	close	30	0.20	1.43476	0.00000	0.00000	-61.00	10266.40
61	2010.01.06 14:00	buy	31	0.10	1.43569	0.00000	0.00000
62	2010.01.07 07:00	close	31	0.10	1.43902	0.00000	0.00000	33.39	10299.79
63	2010.01.08 12:00	sell	32	0.20	1.43015	0.00000	0.00000
64	2010.01.12 12:00	close	32	0.20	1.45055	0.00000	0.00000	-408.16	9891.63
65	2010.01.12 13:00	sell	33	0.20	1.44795	0.00000	0.00000
66	2010.01.12 14:00	close	33	0.20	1.44997	0.00000	0.00000	-40.40	9851.23
67	2010.01.12 15:00	sell	34	0.10	1.44703	0.00000	0.00000
68	2010.01.12 16:00	close	34	0.10	1.45087	0.00000	0.00000	-38.40	9812.83
69	2010.01.13 09:00	sell	35	0.10	1.44838	0.00000	0.00000
70	2010.01.13 11:00	close	35	0.10	1.45013	0.00000	0.00000	-17.50	9795.33
71	2010.01.13 18:00	sell	36	0.10	1.44908	0.00000	0.00000
72	2010.01.13 19:00	close	36	0.10	1.45052	0.00000	0.00000	-14.40	9780.93
73	2010.01.14 11:00	sell	37	0.10	1.45048	0.00000	0.00000
74	2010.01.15 22:57	close at stop	37	0.10	1.43853	0.00000	0.00000	119.46	9900.39