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		COG="---------------- Center Of Gravity"; bars_back=120; m=4; kstd1=1.4; kstd2=2.4; kstd3=3.4; CAN="---------------- Center Of Gravity"; Length=3; H_period=3; L_period=3; C_period=3; LM="---------------- Lot Management"; Lots=0.1; MM=false; Risk=10; TSTB="---------------- TP SL TS BE"; SL=0; TP=0; TS=0; TS_Step=1; BE=0; EXT="---------------- Extras"; Reverse=false; Add_Positions=false; MaxOrders=100; Magic=0;
Bars in test	1753	Ticks modelled	19953	Modelling quality	n/a
Mismatched charts errors	1
Initial deposit	10000.00
Total net profit	-180.53	Gross profit	595.23	Gross loss	-775.76
Profit factor	0.77	Expected payoff	-5.16
Absolute drawdown	271.23	Maximal drawdown	353.55 (3.51%)	Relative drawdown	3.51% (353.55)
Total trades	35	Short positions (won %)	16 (62.50%)	Long positions (won %)	19 (42.11%)
		Profit trades (% of total)	18 (51.43%)	Loss trades (% of total)	17 (48.57%)
Largest		profit trade	80.80	loss trade	-117.60
Average		profit trade	33.07	loss trade	-45.63
Maximum		consecutive wins (profit in money)	5 (200.89)	consecutive losses (loss in money)	4 (-150.12)
Maximal		consecutive profit (count of wins)	200.89 (5)	consecutive loss (count of losses)	-150.12 (4)
Average		consecutive wins	2	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.03 15:20	buy	1	0.10	1.50642	0.00000	0.00000
2	2009.12.04 04:00	close	1	0.10	1.50617	0.00000	0.00000	-2.54	9997.46
3	2009.12.04 08:50	sell	2	0.10	1.50906	0.00000	0.00000
4	2009.12.04 14:26	close	2	0.10	1.50426	0.00000	0.00000	48.00	10045.46
5	2009.12.04 14:45	buy	3	0.10	1.49822	0.00000	0.00000
6	2009.12.07 00:00	close	3	0.10	1.48691	0.00000	0.00000	-113.14	9932.32
7	2009.12.07 01:50	sell	4	0.10	1.48976	0.00000	0.00000
8	2009.12.07 09:40	close	4	0.10	1.48168	0.00000	0.00000	80.80	10013.12
9	2009.12.07 17:00	sell	5	0.10	1.48277	0.00000	0.00000
10	2009.12.08 03:32	close	5	0.10	1.48258	0.00000	0.00000	1.73	10014.85
11	2009.12.08 13:00	buy	6	0.10	1.47946	0.00000	0.00000
12	2009.12.09 02:20	close	6	0.10	1.47326	0.00000	0.00000	-62.04	9952.81
13	2009.12.09 11:32	sell	7	0.10	1.47802	0.00000	0.00000
14	2009.12.09 15:20	close	7	0.10	1.47013	0.00000	0.00000	78.90	10031.71
15	2009.12.11 15:20	buy	8	0.10	1.46824	0.00000	0.00000
16	2009.12.11 22:00	close	8	0.10	1.46284	0.00000	0.00000	-54.00	9977.71
17	2009.12.14 04:02	sell	9	0.10	1.46415	0.00000	0.00000
18	2009.12.14 23:20	close	9	0.10	1.46492	0.00000	0.00000	-7.70	9970.01
19	2009.12.15 08:40	buy	10	0.10	1.46290	0.00000	0.00000
20	2009.12.15 16:20	close	10	0.10	1.45714	0.00000	0.00000	-57.60	9912.41
21	2009.12.15 17:50	buy	11	0.10	1.45058	0.00000	0.00000
22	2009.12.15 20:15	close	11	0.10	1.45250	0.00000	0.00000	19.20	9931.61
23	2009.12.16 13:16	sell	12	0.10	1.45835	0.00000	0.00000
24	2009.12.16 14:37	close	12	0.10	1.45360	0.00000	0.00000	47.50	9979.11
25	2009.12.17 02:40	buy	13	0.10	1.44831	0.00000	0.00000
26	2009.12.17 13:20	close	13	0.10	1.43655	0.00000	0.00000	-117.60	9861.51
27	2009.12.17 20:20	sell	14	0.10	1.43632	0.00000	0.00000
28	2009.12.18 08:16	close	14	0.10	1.43498	0.00000	0.00000	13.23	9874.74
29	2009.12.18 16:45	buy	15	0.10	1.42861	0.00000	0.00000
30	2009.12.18 20:50	close	15	0.10	1.43268	0.00000	0.00000	40.70	9915.44
31	2009.12.21 09:50	buy	16	0.10	1.42810	0.00000	0.00000
32	2009.12.21 13:03	close	16	0.10	1.43519	0.00000	0.00000	70.90	9986.34
33	2009.12.21 19:50	buy	17	0.10	1.42869	0.00000	0.00000
34	2009.12.22 04:00	close	17	0.10	1.42937	0.00000	0.00000	6.76	9993.10
35	2009.12.22 09:26	sell	18	0.10	1.43298	0.00000	0.00000
36	2009.12.22 16:20	close	18	0.10	1.42605	0.00000	0.00000	69.30	10062.40
37	2009.12.23 16:20	sell	19	0.10	1.43250	0.00000	0.00000
38	2009.12.23 20:59	close	19	0.10	1.43348	0.00000	0.00000	-9.80	10052.60
39	2009.12.24 16:00	buy	20	0.10	1.43662	0.00000	0.00000
40	2009.12.28 03:50	close	20	0.10	1.43955	0.00000	0.00000	29.22	10081.82
41	2009.12.29 07:15	sell	21	0.10	1.43743	0.00000	0.00000
42	2009.12.29 16:20	close	21	0.10	1.44118	0.00000	0.00000	-37.50	10044.32
43	2009.12.29 17:15	buy	22	0.10	1.43689	0.00000	0.00000
44	2009.12.30 06:20	close	22	0.10	1.43279	0.00000	0.00000	-41.04	10003.28
45	2009.12.30 15:50	buy	23	0.10	1.42908	0.00000	0.00000
46	2009.12.30 18:02	close	23	0.10	1.43167	0.00000	0.00000	25.90	10029.18
47	2009.12.31 07:40	sell	24	0.10	1.44198	0.00000	0.00000
48	2009.12.31 10:50	close	24	0.10	1.43983	0.00000	0.00000	21.50	10050.68
49	2009.12.31 14:50	buy	25	0.10	1.43743	0.00000	0.00000
50	2010.01.04 08:50	close	25	0.10	1.43073	0.00000	0.00000	-67.08	9983.60
51	2010.01.04 10:20	sell	26	0.10	1.43556	0.00000	0.00000
52	2010.01.04 21:02	close	26	0.10	1.44093	0.00000	0.00000	-53.70	9929.90
53	2010.01.05 19:45	buy	27	0.10	1.43574	0.00000	0.00000
54	2010.01.06 00:02	close	27	0.10	1.43682	0.00000	0.00000	10.76	9940.66
55	2010.01.06 10:40	sell	28	0.10	1.43749	0.00000	0.00000
56	2010.01.07 03:16	close	28	0.10	1.43983	0.00000	0.00000	-23.91	9916.75
57	2010.01.07 12:50	buy	29	0.10	1.43287	0.00000	0.00000
58	2010.01.07 21:00	close	29	0.10	1.43261	0.00000	0.00000	-2.60	9914.15
59	2010.01.08 18:40	sell	30	0.10	1.43900	0.00000	0.00000
60	2010.01.11 07:15	close	30	0.10	1.45064	0.00000	0.00000	-116.57	9797.58
61	2010.01.11 21:00	buy	31	0.10	1.45199	0.00000	0.00000
62	2010.01.12 08:40	close	31	0.10	1.45129	0.00000	0.00000	-7.04	9790.54
63	2010.01.12 16:15	sell	32	0.10	1.45183	0.00000	0.00000
64	2010.01.13 16:20	close	32	0.10	1.44973	0.00000	0.00000	20.83	9811.37
65	2010.01.14 10:00	buy	33	0.10	1.45221	0.00000	0.00000
66	2010.01.14 19:50	close	33	0.10	1.45202	0.00000	0.00000	-1.90	9809.47
67	2010.01.15 02:50	buy	34	0.10	1.44284	0.00000	0.00000
68	2010.01.15 06:45	close	34	0.10	1.44359	0.00000	0.00000	7.50	9816.97
69	2010.01.15 15:15	sell	35	0.10	1.43879	0.00000	0.00000
70	2010.01.15 22:57	close at stop	35	0.10	1.43854	0.00000	0.00000	2.50	9819.47