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; TakeProfit=100; RiskPercent=1; SignalLifeBars=24; PVoffset=2;
Bars in test	1753	Ticks modelled	19953	Modelling quality	n/a
Mismatched charts errors	1
Initial deposit	10000.00
Total net profit	-722.31	Gross profit	275.08	Gross loss	-997.39
Profit factor	0.28	Expected payoff	-27.78
Absolute drawdown	850.91	Maximal drawdown	1356.07 (12.91%)	Relative drawdown	12.91% (1356.07)
Total trades	26	Short positions (won %)	13 (30.77%)	Long positions (won %)	13 (0.00%)
		Profit trades (% of total)	4 (15.38%)	Loss trades (% of total)	22 (84.62%)
Largest		profit trade	131.30	loss trade	-115.90
Average		profit trade	68.77	loss trade	-45.34
Maximum		consecutive wins (profit in money)	2 (187.44)	consecutive losses (loss in money)	19 (-894.97)
Maximal		consecutive profit (count of wins)	187.44 (2)	consecutive loss (count of losses)	-894.97 (19)
Average		consecutive wins	1	consecutive losses	6

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.02 11:00	buy	1	0.10	1.51016	0.00000	0.00000
2	2009.12.02 22:00	close	1	0.10	1.50452	0.00000	0.00000	-56.40	9943.60
3	2009.12.07 01:00	sell	2	0.10	1.48704	0.00000	0.00000
4	2009.12.07 10:00	sell	3	0.10	1.47670	0.00000	0.00000
5	2009.12.08 09:00	sell	4	0.10	1.47952	0.00000	0.00000
6	2009.12.08 13:00	sell	5	0.10	1.47935	0.00000	0.00000
7	2009.12.09 16:00	sell	6	0.10	1.47127	0.00000	0.00000
8	2009.12.10 06:00	sell	7	0.10	1.47112	0.00000	0.00000
9	2009.12.10 13:00	close	2	0.10	1.47389	0.00000	0.00000	131.30	10074.90
10	2009.12.10 13:00	close	4	0.10	1.47389	0.00000	0.00000	56.14	10131.04
11	2009.12.10 13:00	close	6	0.10	1.47389	0.00000	0.00000	-26.32	10104.72
12	2009.12.10 14:00	close	3	0.10	1.47309	0.00000	0.00000	35.90	10140.62
13	2009.12.10 14:00	close	7	0.10	1.47309	0.00000	0.00000	-19.70	10120.92
14	2009.12.10 15:00	close	5	0.10	1.47416	0.00000	0.00000	51.74	10172.66
15	2009.12.14 12:00	sell	8	0.10	1.46258	0.00000	0.00000
16	2009.12.14 18:00	close	8	0.10	1.46458	0.00000	0.00000	-20.00	10152.66
17	2009.12.15 18:00	sell	9	0.10	1.45126	0.00000	0.00000
18	2009.12.16 16:00	close	9	0.10	1.45787	0.00000	0.00000	-66.14	10086.52
19	2009.12.18 14:00	sell	10	0.10	1.43356	0.00000	0.00000
20	2009.12.21 08:00	close	10	0.10	1.43360	0.00000	0.00000	-0.44	10086.08
21	2009.12.30 15:00	sell	11	0.10	1.43218	0.00000	0.00000
22	2009.12.31 03:00	close	11	0.10	1.43708	0.00000	0.00000	-49.12	10036.96
23	2010.01.05 06:00	buy	12	0.10	1.44273	0.00000	0.00000
24	2010.01.05 07:00	buy	13	0.10	1.44655	0.00000	0.00000
25	2010.01.06 02:00	close	12	0.10	1.43469	0.00000	0.00000	-80.37	9956.59
26	2010.01.06 03:00	close	13	0.10	1.43672	0.00000	0.00000	-98.27	9858.32
27	2010.01.06 15:00	sell	14	0.10	1.43587	0.00000	0.00000
28	2010.01.06 18:00	buy	15	0.10	1.44040	0.00000	0.00000
29	2010.01.06 19:00	close	15	0.10	1.44036	0.00000	0.00000	-0.40	9857.92
30	2010.01.06 23:00	close	14	0.10	1.44085	0.00000	0.00000	-49.80	9808.12
31	2010.01.07 02:00	buy	16	0.10	1.44250	0.00000	0.00000
32	2010.01.07 13:00	close	16	0.10	1.43339	0.00000	0.00000	-91.10	9717.02
33	2010.01.07 16:00	sell	17	0.10	1.43186	0.00000	0.00000
34	2010.01.08 13:00	sell	18	0.10	1.43017	0.00000	0.00000
35	2010.01.08 21:00	close	17	0.10	1.44167	0.00000	0.00000	-98.14	9618.88
36	2010.01.08 22:00	close	18	0.10	1.44176	0.00000	0.00000	-115.90	9502.98
37	2010.01.11 05:00	buy	19	0.10	1.45239	0.00000	0.00000
38	2010.01.12 09:00	buy	20	0.10	1.45075	0.00000	0.00000
39	2010.01.12 12:00	buy	21	0.10	1.45065	0.00000	0.00000
40	2010.01.12 14:00	buy	22	0.10	1.45007	0.00000	0.00000
41	2010.01.12 16:00	buy	23	0.10	1.45097	0.00000	0.00000
42	2010.01.12 17:00	buy	24	0.10	1.45400	0.00000	0.00000
43	2010.01.13 06:00	buy	25	0.10	1.44898	0.00000	0.00000
44	2010.01.13 09:00	close	19	0.10	1.44838	0.00000	0.00000	-40.04	9462.94
45	2010.01.13 09:00	close	21	0.10	1.44838	0.00000	0.00000	-22.67	9440.27
46	2010.01.13 09:00	close	23	0.10	1.44838	0.00000	0.00000	-25.87	9414.40
47	2010.01.13 09:00	close	25	0.10	1.44838	0.00000	0.00000	-6.00	9408.40
48	2010.01.13 10:00	close	20	0.10	1.44821	0.00000	0.00000	-25.37	9383.03
49	2010.01.13 10:00	close	24	0.10	1.44821	0.00000	0.00000	-57.87	9325.16
50	2010.01.13 11:00	close	22	0.10	1.45003	0.00000	0.00000	-0.37	9324.79
51	2010.01.14 02:00	buy	26	0.10	1.45335	0.00000	0.00000
52	2010.01.14 14:00	close	26	0.10	1.44864	0.00000	0.00000	-47.10	9277.69