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		MAPeriod=60; TrailingStop=0; TakeProfit=0; InitialStopLoss=0; ADXLimit=25; FridayNightHour=16;
Bars in test	1753	Ticks modelled	19953	Modelling quality	n/a
Mismatched charts errors	3
Initial deposit	10000.00
Total net profit	1112.40	Gross profit	9915.00	Gross loss	-8802.60
Profit factor	1.13	Expected payoff	22.25
Absolute drawdown	2141.90	Maximal drawdown	2851.20 (26.62%)	Relative drawdown	26.62% (2851.20)
Total trades	50	Short positions (won %)	30 (43.33%)	Long positions (won %)	20 (50.00%)
		Profit trades (% of total)	23 (46.00%)	Loss trades (% of total)	27 (54.00%)
Largest		profit trade	1753.40	loss trade	-1429.00
Average		profit trade	431.09	loss trade	-326.02
Maximum		consecutive wins (profit in money)	3 (732.20)	consecutive losses (loss in money)	4 (-1220.60)
Maximal		consecutive profit (count of wins)	1759.40 (2)	consecutive loss (count of losses)	-1429.00 (1)
Average		consecutive wins	2	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 01:00	buy	1	1.00	1.50356	0.00000	0.00000
2	2009.12.01 06:00	close	1	1.00	1.50102	0.00000	0.00000	-254.00	9746.00
3	2009.12.01 08:00	buy	2	1.00	1.50209	0.00000	0.00000
4	2009.12.01 23:00	close	2	1.00	1.50796	0.00000	0.00000	587.00	10333.00
5	2009.12.02 11:00	buy	3	1.00	1.51007	0.00000	0.00000
6	2009.12.02 15:00	close	3	1.00	1.50750	0.00000	0.00000	-257.00	10076.00
7	2009.12.02 18:00	sell	4	1.00	1.50580	0.00000	0.00000
8	2009.12.03 01:00	close	4	1.00	1.50676	0.00000	0.00000	-98.70	9977.30
9	2009.12.03 01:00	buy	5	1.00	1.50676	0.00000	0.00000
10	2009.12.03 15:00	close	5	1.00	1.50890	0.00000	0.00000	214.00	10191.30
11	2009.12.03 22:00	sell	6	1.00	1.50729	0.00000	0.00000
12	2009.12.04 08:00	close	6	1.00	1.50702	0.00000	0.00000	26.10	10217.40
13	2009.12.04 09:00	buy	7	1.00	1.50855	0.00000	0.00000
14	2009.12.04 15:00	close	7	1.00	1.49426	0.00000	0.00000	-1429.00	8788.40
15	2009.12.04 15:00	sell	8	1.00	1.49426	0.00000	0.00000
16	2009.12.07 04:00	close	8	1.00	1.48895	0.00000	0.00000	530.10	9318.50
17	2009.12.07 10:00	sell	9	1.00	1.47670	0.00000	0.00000
18	2009.12.07 18:00	close	9	1.00	1.48200	0.00000	0.00000	-530.00	8788.50
19	2009.12.07 22:00	sell	10	1.00	1.48119	0.00000	0.00000
20	2009.12.08 11:00	close	10	1.00	1.48456	0.00000	0.00000	-337.90	8450.60
21	2009.12.08 13:00	sell	11	1.00	1.47935	0.00000	0.00000
22	2009.12.09 03:00	close	11	1.00	1.47219	0.00000	0.00000	715.10	9165.70
23	2009.12.09 16:00	sell	12	1.00	1.47127	0.00000	0.00000
24	2009.12.10 00:00	close	12	1.00	1.47391	0.00000	0.00000	-266.70	8899.00
25	2009.12.10 06:00	sell	13	1.00	1.47112	0.00000	0.00000
26	2009.12.10 12:00	close	13	1.00	1.47419	0.00000	0.00000	-307.00	8592.00
27	2009.12.10 18:00	sell	14	1.00	1.47142	0.00000	0.00000
28	2009.12.11 00:00	close	14	1.00	1.47320	0.00000	0.00000	-178.90	8413.10
29	2009.12.11 11:00	buy	15	1.00	1.47538	0.00000	0.00000
30	2009.12.11 15:00	close	15	1.00	1.47070	0.00000	0.00000	-468.00	7945.10
31	2009.12.11 15:00	sell	16	1.00	1.47070	0.00000	0.00000
32	2009.12.14 03:00	close	16	1.00	1.46378	0.00000	0.00000	691.10	8636.20
33	2009.12.14 12:00	sell	17	1.00	1.46258	0.00000	0.00000
34	2009.12.14 19:00	close	17	1.00	1.46579	0.00000	0.00000	-321.00	8315.20
35	2009.12.15 07:00	sell	18	1.00	1.46374	0.00000	0.00000
36	2009.12.16 01:00	close	18	1.00	1.45419	0.00000	0.00000	954.10	9269.30
37	2009.12.16 09:00	sell	19	1.00	1.45182	0.00000	0.00000
38	2009.12.16 10:00	close	19	1.00	1.45480	0.00000	0.00000	-298.00	8971.30
39	2009.12.16 19:00	sell	20	1.00	1.45366	0.00000	0.00000
40	2009.12.18 03:00	close	20	1.00	1.43609	0.00000	0.00000	1753.40	10724.70
41	2009.12.18 14:00	sell	21	1.00	1.43356	0.00000	0.00000
42	2009.12.18 22:00	close	21	1.00	1.43350	0.00000	0.00000	6.00	10730.70
43	2009.12.21 09:00	sell	22	1.00	1.43236	0.00000	0.00000
44	2009.12.21 12:00	close	22	1.00	1.43388	0.00000	0.00000	-152.00	10578.70
45	2009.12.21 19:00	sell	23	1.00	1.43116	0.00000	0.00000
46	2009.12.22 04:00	close	23	1.00	1.42948	0.00000	0.00000	167.10	10745.80
47	2009.12.22 13:00	sell	24	1.00	1.42810	0.00000	0.00000
48	2009.12.23 03:00	close	24	1.00	1.42727	0.00000	0.00000	82.10	10827.90
49	2009.12.23 06:00	sell	25	1.00	1.42470	0.00000	0.00000
50	2009.12.23 14:00	close	25	1.00	1.42817	0.00000	0.00000	-347.00	10480.90
51	2009.12.23 17:00	buy	26	1.00	1.43339	0.00000	0.00000
52	2009.12.24 02:00	close	26	1.00	1.43348	0.00000	0.00000	7.50	10488.40
53	2009.12.24 03:00	buy	27	1.00	1.43441	0.00000	0.00000
54	2009.12.24 16:00	close	27	1.00	1.43651	0.00000	0.00000	210.00	10698.40
55	2009.12.28 04:00	buy	28	1.00	1.43959	0.00000	0.00000
56	2009.12.28 17:00	close	28	1.00	1.43887	0.00000	0.00000	-72.00	10626.40
57	2009.12.29 02:00	sell	29	1.00	1.43616	0.00000	0.00000
58	2009.12.29 08:00	close	29	1.00	1.43818	0.00000	0.00000	-202.00	10424.40
59	2009.12.29 08:00	buy	30	1.00	1.43818	0.00000	0.00000
60	2009.12.29 17:00	close	30	1.00	1.44049	0.00000	0.00000	231.00	10655.40
61	2009.12.29 18:00	sell	31	1.00	1.43539	0.00000	0.00000
62	2009.12.30 09:00	close	31	1.00	1.43558	0.00000	0.00000	-19.90	10635.50
63	2009.12.30 13:00	sell	32	1.00	1.43256	0.00000	0.00000
64	2009.12.30 14:00	close	32	1.00	1.43408	0.00000	0.00000	-152.00	10483.50
65	2009.12.30 15:00	sell	33	1.00	1.43218	0.00000	0.00000
66	2009.12.30 19:00	close	33	1.00	1.43388	0.00000	0.00000	-170.00	10313.50
67	2009.12.31 02:00	buy	34	1.00	1.43543	0.00000	0.00000
68	2009.12.31 16:00	close	34	1.00	1.43688	0.00000	0.00000	145.00	10458.50
69	2009.12.31 17:00	sell	35	1.00	1.43465	0.00000	0.00000
70	2010.01.04 09:00	close	35	1.00	1.43047	0.00000	0.00000	416.20	10874.70
71	2010.01.04 11:00	buy	36	1.00	1.43949	0.00000	0.00000
72	2010.01.04 23:00	close	36	1.00	1.44120	0.00000	0.00000	171.00	11045.70
73	2010.01.05 07:00	buy	37	1.00	1.44646	0.00000	0.00000
74	2010.01.05 10:00	close	37	1.00	1.44186	0.00000	0.00000	-460.00	10585.70
75	2010.01.05 19:00	sell	38	1.00	1.43911	0.00000	0.00000
76	2010.01.06 10:00	close	38	1.00	1.43527	0.00000	0.00000	383.10	10968.80
77	2010.01.06 11:00	buy	39	1.00	1.43782	0.00000	0.00000
78	2010.01.07 04:00	close	39	1.00	1.44034	0.00000	0.00000	250.50	11219.30
79	2010.01.07 08:00	sell	40	1.00	1.43678	0.00000	0.00000
80	2010.01.08 10:00	close	40	1.00	1.43299	0.00000	0.00000	378.10	11597.40
81	2010.01.08 14:00	sell	41	1.00	1.42878	0.00000	0.00000
82	2010.01.08 15:00	close	41	1.00	1.44037	0.00000	0.00000	-1159.00	10438.40
83	2010.01.08 15:00	buy	42	1.00	1.44037	0.00000	0.00000
84	2010.01.11 19:00	close	42	1.00	1.45081	0.00000	0.00000	1043.50	11481.90
85	2010.01.12 08:00	buy	43	1.00	1.45012	0.00000	0.00000
86	2010.01.12 15:00	close	43	1.00	1.44703	0.00000	0.00000	-309.00	11172.90
87	2010.01.12 16:00	buy	44	1.00	1.45088	0.00000	0.00000
88	2010.01.12 22:00	close	44	1.00	1.44888	0.00000	0.00000	-200.00	10972.90
89	2010.01.13 02:00	sell	45	1.00	1.44680	0.00000	0.00000
90	2010.01.13 06:00	close	45	1.00	1.44889	0.00000	0.00000	-209.00	10763.90
91	2010.01.13 06:00	buy	46	1.00	1.44889	0.00000	0.00000
92	2010.01.13 18:00	close	46	1.00	1.44908	0.00000	0.00000	19.00	10782.90
93	2010.01.14 01:00	buy	47	1.00	1.45234	0.00000	0.00000
94	2010.01.14 10:00	close	47	1.00	1.45210	0.00000	0.00000	-24.00	10758.90
95	2010.01.14 13:00	sell	48	1.00	1.44912	0.00000	0.00000
96	2010.01.14 20:00	close	48	1.00	1.45117	0.00000	0.00000	-205.00	10553.90
97	2010.01.14 20:00	buy	49	1.00	1.45117	0.00000	0.00000
98	2010.01.15 02:00	close	49	1.00	1.44742	0.00000	0.00000	-375.50	10178.40
99	2010.01.15 02:00	sell	50	1.00	1.44742	0.00000	0.00000
100	2010.01.15 22:00	close	50	1.00	1.43808	0.00000	0.00000	934.00	11112.40