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		MovingPeriod=23; Magic_¹=1; MaximumRisk=0.05; Lots=0.1; DecreaseFactor=0;
Bars in test	1753	Ticks modelled	19953	Modelling quality	n/a
Mismatched charts errors	1
Initial deposit	10000.00
Total net profit	-978.75	Gross profit	4468.30	Gross loss	-5447.05
Profit factor	0.82	Expected payoff	-46.61
Absolute drawdown	1786.35	Maximal drawdown	4159.10 (33.62%)	Relative drawdown	33.62% (4159.10)
Total trades	21	Short positions (won %)	9 (44.44%)	Long positions (won %)	12 (25.00%)
		Profit trades (% of total)	7 (33.33%)	Loss trades (% of total)	14 (66.67%)
Largest		profit trade	1589.00	loss trade	-856.20
Average		profit trade	638.33	loss trade	-389.07
Maximum		consecutive wins (profit in money)	2 (1967.10)	consecutive losses (loss in money)	8 (-4020.90)
Maximal		consecutive profit (count of wins)	1967.10 (2)	consecutive loss (count of losses)	-4020.90 (8)
Average		consecutive wins	2	consecutive losses	4

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 01:00	buy	1	0.50	1.50373	0.00000	0.00000
2	2009.12.01 08:00	close	1	0.50	1.50198	0.00000	0.00000	-87.50	9912.50
3	2009.12.01 13:00	buy	2	0.50	1.50666	0.00000	0.00000
4	2009.12.03 01:00	close	2	0.50	1.50665	0.00000	0.00000	-1.50	9911.00
5	2009.12.03 13:00	buy	3	0.50	1.51252	0.00000	0.00000
6	2009.12.04 06:00	close	3	0.50	1.50571	0.00000	0.00000	-340.75	9570.25
7	2009.12.04 06:02	sell	4	0.50	1.50585	0.00000	0.00000
8	2009.12.11 07:00	close	4	0.50	1.47400	0.00000	0.00000	1589.00	11159.25
9	2009.12.11 07:03	buy	5	0.60	1.47409	0.00000	0.00000
10	2009.12.11 11:00	close	5	0.60	1.47527	0.00000	0.00000	70.80	11230.05
11	2009.12.11 12:00	buy	6	0.60	1.47579	0.00000	0.00000
12	2009.12.11 20:00	close	6	0.60	1.46152	0.00000	0.00000	-856.20	10373.85
13	2009.12.11 20:02	sell	7	0.50	1.46144	0.00000	0.00000
14	2009.12.23 22:00	close	7	0.50	1.43269	0.00000	0.00000	1432.50	11806.35
15	2009.12.23 22:02	buy	8	0.60	1.43273	0.00000	0.00000
16	2009.12.29 09:00	close	8	0.60	1.44167	0.00000	0.00000	534.60	12340.95
17	2009.12.29 14:00	buy	9	0.60	1.44517	0.00000	0.00000
18	2009.12.30 05:00	close	9	0.60	1.43171	0.00000	0.00000	-807.90	11533.05
19	2009.12.30 05:02	sell	10	0.60	1.43177	0.00000	0.00000
20	2009.12.31 10:00	close	10	0.60	1.44145	0.00000	0.00000	-582.60	10950.45
21	2009.12.31 10:02	buy	11	0.50	1.44113	0.00000	0.00000
22	2010.01.04 08:00	close	11	0.50	1.42952	0.00000	0.00000	-581.00	10369.45
23	2010.01.04 08:02	sell	12	0.50	1.42955	0.00000	0.00000
24	2010.01.04 21:00	close	12	0.50	1.44139	0.00000	0.00000	-592.00	9777.45
25	2010.01.04 21:02	buy	13	0.50	1.44110	0.00000	0.00000
26	2010.01.06 03:00	close	13	0.50	1.43672	0.00000	0.00000	-219.50	9557.95
27	2010.01.06 03:02	sell	14	0.50	1.43657	0.00000	0.00000
28	2010.01.07 03:00	close	14	0.50	1.44273	0.00000	0.00000	-309.50	9248.45
29	2010.01.07 03:03	buy	15	0.50	1.44174	0.00000	0.00000
30	2010.01.07 18:00	close	15	0.50	1.43126	0.00000	0.00000	-524.00	8724.45
31	2010.01.07 18:02	sell	16	0.40	1.43137	0.00000	0.00000
32	2010.01.11 00:00	close	16	0.40	1.44146	0.00000	0.00000	-404.40	8320.05
33	2010.01.11 00:03	buy	17	0.40	1.44214	0.00000	0.00000
34	2010.01.12 19:00	close	17	0.40	1.45063	0.00000	0.00000	339.40	8659.45
35	2010.01.12 20:00	sell	18	0.40	1.44970	0.00000	0.00000
36	2010.01.12 22:00	close	18	0.40	1.44916	0.00000	0.00000	21.60	8681.05
37	2010.01.13 06:00	sell	19	0.40	1.44878	0.00000	0.00000
38	2010.01.13 17:00	close	19	0.40	1.45106	0.00000	0.00000	-91.20	8589.85
39	2010.01.13 21:00	buy	20	0.40	1.45145	0.00000	0.00000
40	2010.01.14 21:00	close	20	0.40	1.45024	0.00000	0.00000	-49.00	8540.85
41	2010.01.14 21:02	sell	21	0.40	1.45073	0.00000	0.00000
42	2010.01.15 22:57	close at stop	21	0.40	1.43871	0.00000	0.00000	480.40	9021.25