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		ExtDepth=17; ExtDeviation=7; ExtBackstep=5; Lot=0.1;
Bars in test	1753	Ticks modelled	19953	Modelling quality	n/a
Mismatched charts errors	1
Initial deposit	10000.00
Total net profit	-479.80	Gross profit	900.94	Gross loss	-1380.74
Profit factor	0.65	Expected payoff	-13.71
Absolute drawdown	616.16	Maximal drawdown	870.50 (8.49%)	Relative drawdown	8.49% (870.50)
Total trades	35	Short positions (won %)	18 (33.33%)	Long positions (won %)	17 (23.53%)
		Profit trades (% of total)	10 (28.57%)	Loss trades (% of total)	25 (71.43%)
Largest		profit trade	295.94	loss trade	-115.90
Average		profit trade	90.09	loss trade	-55.23
Maximum		consecutive wins (profit in money)	2 (56.28)	consecutive losses (loss in money)	6 (-445.12)
Maximal		consecutive profit (count of wins)	295.94 (1)	consecutive loss (count of losses)	-445.12 (6)
Average		consecutive wins	1	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 07:00	sell	1	0.10	1.50001	0.00000	0.00000
2	2009.12.01 10:00	close	1	0.10	1.50688	0.00000	0.00000	-68.70	9931.30
3	2009.12.01 10:00	buy	2	0.10	1.50688	0.00000	0.00000
4	2009.12.02 09:00	close	2	0.10	1.50867	0.00000	0.00000	17.92	9949.22
5	2009.12.02 09:00	sell	3	0.10	1.50867	0.00000	0.00000
6	2009.12.03 08:00	close	3	0.10	1.51072	0.00000	0.00000	-20.62	9928.60
7	2009.12.03 08:00	buy	4	0.10	1.51072	0.00000	0.00000
8	2009.12.03 23:00	close	4	0.10	1.50510	0.00000	0.00000	-56.20	9872.40
9	2009.12.03 23:00	sell	5	0.10	1.50510	0.00000	0.00000
10	2009.12.09 11:00	close	5	0.10	1.47549	0.00000	0.00000	295.94	10168.34
11	2009.12.09 11:00	buy	6	0.10	1.47549	0.00000	0.00000
12	2009.12.09 19:00	close	6	0.10	1.46942	0.00000	0.00000	-60.70	10107.64
13	2009.12.09 19:00	sell	7	0.10	1.46942	0.00000	0.00000
14	2009.12.10 16:00	close	7	0.10	1.47433	0.00000	0.00000	-49.22	10058.42
15	2009.12.10 16:00	buy	8	0.10	1.47433	0.00000	0.00000
16	2009.12.11 16:00	close	8	0.10	1.46533	0.00000	0.00000	-89.98	9968.44
17	2009.12.11 16:00	sell	9	0.10	1.46533	0.00000	0.00000
18	2009.12.16 12:00	close	9	0.10	1.45530	0.00000	0.00000	100.18	10068.62
19	2009.12.16 12:00	buy	10	0.10	1.45530	0.00000	0.00000
20	2009.12.16 21:00	close	10	0.10	1.45148	0.00000	0.00000	-38.20	10030.42
21	2009.12.16 21:00	sell	11	0.10	1.45148	0.00000	0.00000
22	2009.12.18 04:00	close	11	0.10	1.43797	0.00000	0.00000	134.94	10165.36
23	2009.12.18 04:00	buy	12	0.10	1.43797	0.00000	0.00000
24	2009.12.18 17:00	close	12	0.10	1.42737	0.00000	0.00000	-106.00	10059.36
25	2009.12.18 17:00	sell	13	0.10	1.42737	0.00000	0.00000
26	2009.12.21 14:00	close	13	0.10	1.43594	0.00000	0.00000	-85.74	9973.62
27	2009.12.21 14:00	buy	14	0.10	1.43594	0.00000	0.00000
28	2009.12.21 22:00	close	14	0.10	1.42848	0.00000	0.00000	-74.60	9899.02
29	2009.12.21 22:00	sell	15	0.10	1.42848	0.00000	0.00000
30	2009.12.22 10:00	close	15	0.10	1.43218	0.00000	0.00000	-37.04	9861.98
31	2009.12.22 10:00	buy	16	0.10	1.43218	0.00000	0.00000
32	2009.12.22 17:00	close	16	0.10	1.42309	0.00000	0.00000	-90.90	9771.08
33	2009.12.22 17:00	sell	17	0.10	1.42309	0.00000	0.00000
34	2009.12.23 14:00	close	17	0.10	1.42817	0.00000	0.00000	-50.84	9720.24
35	2009.12.23 14:00	buy	18	0.10	1.42817	0.00000	0.00000
36	2009.12.29 00:00	close	18	0.10	1.43727	0.00000	0.00000	91.12	9811.36
37	2009.12.29 00:00	sell	19	0.10	1.43727	0.00000	0.00000
38	2009.12.29 09:00	close	19	0.10	1.44178	0.00000	0.00000	-45.10	9766.26
39	2009.12.29 09:00	buy	20	0.10	1.44178	0.00000	0.00000
40	2009.12.29 18:00	close	20	0.10	1.43539	0.00000	0.00000	-63.90	9702.36
41	2009.12.29 18:00	sell	21	0.10	1.43539	0.00000	0.00000
42	2009.12.31 03:00	close	21	0.10	1.43699	0.00000	0.00000	-16.16	9686.20
43	2009.12.31 03:00	buy	22	0.10	1.43699	0.00000	0.00000
44	2009.12.31 17:00	close	22	0.10	1.43465	0.00000	0.00000	-23.40	9662.80
45	2009.12.31 17:00	sell	23	0.10	1.43465	0.00000	0.00000
46	2010.01.04 13:00	close	23	0.10	1.43892	0.00000	0.00000	-42.78	9620.02
47	2010.01.04 13:00	buy	24	0.10	1.43892	0.00000	0.00000
48	2010.01.05 13:00	close	24	0.10	1.44169	0.00000	0.00000	27.72	9647.74
49	2010.01.05 13:00	sell	25	0.10	1.44169	0.00000	0.00000
50	2010.01.06 17:00	close	25	0.10	1.43883	0.00000	0.00000	28.56	9676.30
51	2010.01.06 17:00	buy	26	0.10	1.43883	0.00000	0.00000
52	2010.01.07 11:00	close	26	0.10	1.43524	0.00000	0.00000	-35.84	9640.46
53	2010.01.07 11:00	sell	27	0.10	1.43524	0.00000	0.00000
54	2010.01.08 09:00	close	27	0.10	1.43189	0.00000	0.00000	33.46	9673.92
55	2010.01.08 09:00	buy	28	0.10	1.43189	0.00000	0.00000
56	2010.01.08 14:00	close	28	0.10	1.42878	0.00000	0.00000	-31.10	9642.82
57	2010.01.08 14:00	sell	29	0.10	1.42878	0.00000	0.00000
58	2010.01.08 15:00	close	29	0.10	1.44037	0.00000	0.00000	-115.90	9526.92
59	2010.01.08 20:00	buy	30	0.10	1.44244	0.00000	0.00000
60	2010.01.12 03:00	close	30	0.10	1.44897	0.00000	0.00000	65.34	9592.26
61	2010.01.12 03:00	sell	31	0.10	1.44897	0.00000	0.00000
62	2010.01.12 17:00	close	31	0.10	1.45391	0.00000	0.00000	-49.40	9542.86
63	2010.01.12 17:00	buy	32	0.10	1.45391	0.00000	0.00000
64	2010.01.13 03:00	close	32	0.10	1.44763	0.00000	0.00000	-62.78	9480.08
65	2010.01.13 03:00	sell	33	0.10	1.44763	0.00000	0.00000
66	2010.01.13 12:00	close	33	0.10	1.45166	0.00000	0.00000	-40.30	9439.78
67	2010.01.13 12:00	buy	34	0.10	1.45166	0.00000	0.00000
68	2010.01.14 13:00	close	34	0.10	1.44912	0.00000	0.00000	-25.34	9414.44
69	2010.01.14 13:00	sell	35	0.10	1.44912	0.00000	0.00000
70	2010.01.15 22:57	close at stop	35	0.10	1.43854	0.00000	0.00000	105.76	9520.20