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=14; TrailingStop=0; TakeProfit=0; InitialStopLoss=0; Type=1; FridayNightHour=16;
Bars in test	1753	Ticks modelled	19953	Modelling quality	n/a
Mismatched charts errors	1
Initial deposit	10000.00
Total net profit	-3764.50	Gross profit	10147.50	Gross loss	-13912.00
Profit factor	0.73	Expected payoff	-59.75
Absolute drawdown	4398.50	Maximal drawdown	4926.50 (46.79%)	Relative drawdown	46.79% (4926.50)
Total trades	63	Short positions (won %)	34 (44.12%)	Long positions (won %)	29 (24.14%)
		Profit trades (% of total)	22 (34.92%)	Loss trades (% of total)	41 (65.08%)
Largest		profit trade	1754.00	loss trade	-1275.00
Average		profit trade	461.25	loss trade	-339.32
Maximum		consecutive wins (profit in money)	3 (1319.00)	consecutive losses (loss in money)	6 (-1605.00)
Maximal		consecutive profit (count of wins)	1754.00 (1)	consecutive loss (count of losses)	-2034.00 (4)
Average		consecutive wins	1	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 00:00	sell	1	1.00	1.50074	0.00000	0.00000
2	2009.12.01 01:00	close	1	1.00	1.50355	0.00000	0.00000	-281.00	9719.00
3	2009.12.01 01:00	buy	2	1.00	1.50355	0.00000	0.00000
4	2009.12.02 00:00	close	2	1.00	1.50748	0.00000	0.00000	392.50	10111.50
5	2009.12.02 00:00	sell	3	1.00	1.50748	0.00000	0.00000
6	2009.12.02 11:00	close	3	1.00	1.51006	0.00000	0.00000	-258.00	9853.50
7	2009.12.02 11:00	buy	4	1.00	1.51006	0.00000	0.00000
8	2009.12.02 15:00	close	4	1.00	1.50750	0.00000	0.00000	-256.00	9597.50
9	2009.12.02 15:00	sell	5	1.00	1.50750	0.00000	0.00000
10	2009.12.03 02:00	close	5	1.00	1.50788	0.00000	0.00000	-41.00	9556.50
11	2009.12.03 02:00	buy	6	1.00	1.50788	0.00000	0.00000
12	2009.12.03 15:00	close	6	1.00	1.50890	0.00000	0.00000	102.00	9658.50
13	2009.12.03 15:00	sell	7	1.00	1.50890	0.00000	0.00000
14	2009.12.04 08:00	close	7	1.00	1.50701	0.00000	0.00000	188.00	9846.50
15	2009.12.04 08:00	buy	8	1.00	1.50701	0.00000	0.00000
16	2009.12.04 15:00	close	8	1.00	1.49426	0.00000	0.00000	-1275.00	8571.50
17	2009.12.04 15:00	sell	9	1.00	1.49426	0.00000	0.00000
18	2009.12.07 04:00	close	9	1.00	1.48894	0.00000	0.00000	531.00	9102.50
19	2009.12.07 10:00	sell	10	1.00	1.47670	0.00000	0.00000
20	2009.12.07 19:00	close	10	1.00	1.48483	0.00000	0.00000	-813.00	8289.50
21	2009.12.07 19:00	buy	11	1.00	1.48483	0.00000	0.00000
22	2009.12.07 22:00	close	11	1.00	1.48119	0.00000	0.00000	-364.00	7925.50
23	2009.12.07 22:00	sell	12	1.00	1.48119	0.00000	0.00000
24	2009.12.08 11:00	close	12	1.00	1.48455	0.00000	0.00000	-337.00	7588.50
25	2009.12.08 11:00	buy	13	1.00	1.48455	0.00000	0.00000
26	2009.12.08 13:00	close	13	1.00	1.47935	0.00000	0.00000	-520.00	7068.50
27	2009.12.08 13:00	sell	14	1.00	1.47935	0.00000	0.00000
28	2009.12.09 03:00	close	14	1.00	1.47218	0.00000	0.00000	716.00	7784.50
29	2009.12.09 16:00	sell	15	1.00	1.47127	0.00000	0.00000
30	2009.12.10 00:00	close	15	1.00	1.47390	0.00000	0.00000	-266.00	7518.50
31	2009.12.10 00:00	buy	16	1.00	1.47390	0.00000	0.00000
32	2009.12.10 06:00	close	16	1.00	1.47112	0.00000	0.00000	-278.00	7240.50
33	2009.12.10 06:00	sell	17	1.00	1.47112	0.00000	0.00000
34	2009.12.10 12:00	close	17	1.00	1.47418	0.00000	0.00000	-306.00	6934.50
35	2009.12.10 12:00	buy	18	1.00	1.47418	0.00000	0.00000
36	2009.12.10 19:00	close	18	1.00	1.47096	0.00000	0.00000	-322.00	6612.50
37	2009.12.10 19:00	sell	19	1.00	1.47096	0.00000	0.00000
38	2009.12.11 01:00	close	19	1.00	1.47299	0.00000	0.00000	-204.00	6408.50
39	2009.12.11 01:00	buy	20	1.00	1.47299	0.00000	0.00000
40	2009.12.11 15:00	close	20	1.00	1.47070	0.00000	0.00000	-229.00	6179.50
41	2009.12.11 15:00	sell	21	1.00	1.47070	0.00000	0.00000
42	2009.12.14 03:00	close	21	1.00	1.46377	0.00000	0.00000	692.00	6871.50
43	2009.12.14 12:00	sell	22	1.00	1.46258	0.00000	0.00000
44	2009.12.14 19:00	close	22	1.00	1.46578	0.00000	0.00000	-320.00	6551.50
45	2009.12.14 19:00	buy	23	1.00	1.46578	0.00000	0.00000
46	2009.12.15 07:00	close	23	1.00	1.46374	0.00000	0.00000	-204.50	6347.00
47	2009.12.15 07:00	sell	24	1.00	1.46374	0.00000	0.00000
48	2009.12.16 03:00	close	24	1.00	1.45460	0.00000	0.00000	913.00	7260.00
49	2009.12.16 03:00	buy	25	1.00	1.45460	0.00000	0.00000
50	2009.12.16 09:00	close	25	1.00	1.45182	0.00000	0.00000	-278.00	6982.00
51	2009.12.16 09:00	sell	26	1.00	1.45182	0.00000	0.00000
52	2009.12.16 10:00	close	26	1.00	1.45479	0.00000	0.00000	-297.00	6685.00
53	2009.12.16 10:00	buy	27	1.00	1.45479	0.00000	0.00000
54	2009.12.16 19:00	close	27	1.00	1.45366	0.00000	0.00000	-113.00	6572.00
55	2009.12.16 19:00	sell	28	1.00	1.45366	0.00000	0.00000
56	2009.12.18 03:00	close	28	1.00	1.43608	0.00000	0.00000	1754.00	8326.00
57	2009.12.18 03:00	buy	29	1.00	1.43608	0.00000	0.00000
58	2009.12.18 14:00	close	29	1.00	1.43356	0.00000	0.00000	-252.00	8074.00
59	2009.12.18 14:00	sell	30	1.00	1.43356	0.00000	0.00000
60	2009.12.21 00:00	close	30	1.00	1.43125	0.00000	0.00000	230.00	8304.00
61	2009.12.21 09:00	sell	31	1.00	1.43236	0.00000	0.00000
62	2009.12.21 12:00	close	31	1.00	1.43387	0.00000	0.00000	-151.00	8153.00
63	2009.12.21 12:00	buy	32	1.00	1.43387	0.00000	0.00000
64	2009.12.21 20:00	close	32	1.00	1.42940	0.00000	0.00000	-447.00	7706.00
65	2009.12.21 20:00	sell	33	1.00	1.42940	0.00000	0.00000
66	2009.12.22 05:00	close	33	1.00	1.42916	0.00000	0.00000	23.00	7729.00
67	2009.12.22 13:00	sell	34	1.00	1.42810	0.00000	0.00000
68	2009.12.23 03:00	close	34	1.00	1.42726	0.00000	0.00000	83.00	7812.00
69	2009.12.23 03:00	buy	35	1.00	1.42726	0.00000	0.00000
70	2009.12.23 06:00	close	35	1.00	1.42470	0.00000	0.00000	-256.00	7556.00
71	2009.12.23 06:00	sell	36	1.00	1.42470	0.00000	0.00000
72	2009.12.23 14:00	close	36	1.00	1.42816	0.00000	0.00000	-346.00	7210.00
73	2009.12.23 14:00	buy	37	1.00	1.42816	0.00000	0.00000
74	2009.12.24 16:00	close	37	1.00	1.43651	0.00000	0.00000	833.50	8043.50
75	2009.12.24 16:00	sell	38	1.00	1.43651	0.00000	0.00000
76	2009.12.28 04:00	close	38	1.00	1.43958	0.00000	0.00000	-309.00	7734.50
77	2009.12.28 04:00	buy	39	1.00	1.43958	0.00000	0.00000
78	2009.12.28 19:00	close	39	1.00	1.43829	0.00000	0.00000	-129.00	7605.50
79	2009.12.28 19:00	sell	40	1.00	1.43829	0.00000	0.00000
80	2009.12.29 08:00	close	40	1.00	1.43817	0.00000	0.00000	11.00	7616.50
81	2009.12.29 08:00	buy	41	1.00	1.43817	0.00000	0.00000
82	2009.12.29 18:00	close	41	1.00	1.43539	0.00000	0.00000	-278.00	7338.50
83	2009.12.29 18:00	sell	42	1.00	1.43539	0.00000	0.00000
84	2009.12.30 09:00	close	42	1.00	1.43557	0.00000	0.00000	-19.00	7319.50
85	2009.12.30 09:00	buy	43	1.00	1.43557	0.00000	0.00000
86	2009.12.30 15:00	close	43	1.00	1.43218	0.00000	0.00000	-339.00	6980.50
87	2009.12.30 15:00	sell	44	1.00	1.43218	0.00000	0.00000
88	2009.12.30 19:00	close	44	1.00	1.43387	0.00000	0.00000	-169.00	6811.50
89	2009.12.30 19:00	buy	45	1.00	1.43387	0.00000	0.00000
90	2009.12.31 16:00	close	45	1.00	1.43688	0.00000	0.00000	299.50	7111.00
91	2009.12.31 16:00	sell	46	1.00	1.43688	0.00000	0.00000
92	2010.01.04 10:00	close	46	1.00	1.43381	0.00000	0.00000	305.00	7416.00
93	2010.01.04 10:00	buy	47	1.00	1.43381	0.00000	0.00000
94	2010.01.05 00:00	close	47	1.00	1.44096	0.00000	0.00000	714.50	8130.50
95	2010.01.05 07:00	buy	48	1.00	1.44645	0.00000	0.00000
96	2010.01.05 10:00	close	48	1.00	1.44186	0.00000	0.00000	-459.00	7671.50
97	2010.01.05 10:00	sell	49	1.00	1.44186	0.00000	0.00000
98	2010.01.06 10:00	close	49	1.00	1.43526	0.00000	0.00000	659.00	8330.50
99	2010.01.08 10:00	buy	50	1.00	1.43298	0.00000	0.00000
100	2010.01.08 14:00	close	50	1.00	1.42878	0.00000	0.00000	-420.00	7910.50
101	2010.01.08 14:00	sell	51	1.00	1.42878	0.00000	0.00000
102	2010.01.08 15:00	close	51	1.00	1.44036	0.00000	0.00000	-1158.00	6752.50
103	2010.01.08 15:00	buy	52	1.00	1.44036	0.00000	0.00000
104	2010.01.11 19:00	close	52	1.00	1.45081	0.00000	0.00000	1044.50	7797.00
105	2010.01.11 19:00	sell	53	1.00	1.45081	0.00000	0.00000
106	2010.01.12 09:00	close	53	1.00	1.45065	0.00000	0.00000	15.00	7812.00
107	2010.01.12 09:00	buy	54	1.00	1.45065	0.00000	0.00000
108	2010.01.12 15:00	close	54	1.00	1.44703	0.00000	0.00000	-362.00	7450.00
109	2010.01.12 15:00	sell	55	1.00	1.44703	0.00000	0.00000
110	2010.01.12 16:00	close	55	1.00	1.45087	0.00000	0.00000	-384.00	7066.00
111	2010.01.12 16:00	buy	56	1.00	1.45087	0.00000	0.00000
112	2010.01.12 22:00	close	56	1.00	1.44888	0.00000	0.00000	-199.00	6867.00
113	2010.01.12 22:00	sell	57	1.00	1.44888	0.00000	0.00000
114	2010.01.13 06:00	close	57	1.00	1.44888	0.00000	0.00000	-1.00	6866.00
115	2010.01.13 06:00	buy	58	1.00	1.44888	0.00000	0.00000
116	2010.01.13 18:00	close	58	1.00	1.44908	0.00000	0.00000	20.00	6886.00
117	2010.01.13 18:00	sell	59	1.00	1.44908	0.00000	0.00000
118	2010.01.14 02:00	close	59	1.00	1.45325	0.00000	0.00000	-420.00	6466.00
119	2010.01.14 02:00	buy	60	1.00	1.45325	0.00000	0.00000
120	2010.01.14 10:00	close	60	1.00	1.45210	0.00000	0.00000	-115.00	6351.00
121	2010.01.14 10:00	sell	61	1.00	1.45210	0.00000	0.00000
122	2010.01.14 20:00	close	61	1.00	1.45116	0.00000	0.00000	94.00	6445.00
123	2010.01.14 20:00	buy	62	1.00	1.45116	0.00000	0.00000
124	2010.01.15 03:00	close	62	1.00	1.44380	0.00000	0.00000	-736.50	5708.50
125	2010.01.15 03:00	sell	63	1.00	1.44380	0.00000	0.00000
126	2010.01.15 22:57	close at stop	63	1.00	1.43853	0.00000	0.00000	527.00	6235.50