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		S1="---------------- Entry Settings"; VIX_Period=22; VIX_BuyLevel=1; VIX_SellLevel=1; S2="---------------- Money Management"; Lots=0.1; RiskMM=false; RiskPercent=1; Martingale=false; Multiplier=2; MinLots=0.01; MaxLots=100; S3="---------------- Order Management"; StopLoss=0; TakeProfit=0; HideSL=false; HideTP=false; TrailingStop=0; TrailingStep=0; TrailingProfit=0; BreakEven=0; MaxOrders=100; Slippage=3; Magic=2009; S6="---------------- Extras"; Hedge=false; HedgeSL=0; HedgeTP=0; ReverseSystem=false;
Bars in test	1753	Ticks modelled	19953	Modelling quality	n/a
Mismatched charts errors	1
Initial deposit	10000.00
Total net profit	-736.20	Gross profit	391.24	Gross loss	-1127.44
Profit factor	0.35	Expected payoff	-21.03
Absolute drawdown	862.74	Maximal drawdown	1091.40 (10.67%)	Relative drawdown	10.67% (1091.40)
Total trades	35	Short positions (won %)	18 (22.22%)	Long positions (won %)	17 (17.65%)
		Profit trades (% of total)	7 (20.00%)	Loss trades (% of total)	28 (80.00%)
Largest		profit trade	140.86	loss trade	-126.38
Average		profit trade	55.89	loss trade	-40.27
Maximum		consecutive wins (profit in money)	3 (157.12)	consecutive losses (loss in money)	17 (-759.28)
Maximal		consecutive profit (count of wins)	157.12 (3)	consecutive loss (count of losses)	-759.28 (17)
Average		consecutive wins	1	consecutive losses	6

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.04 15:00	sell	1	0.10	1.49426	0.00000	0.00000
2	2009.12.07 15:00	buy	2	0.10	1.48017	0.00000	0.00000
3	2009.12.07 15:00	close	1	0.10	1.48017	0.00000	0.00000	140.86	10140.86
4	2009.12.08 15:00	sell	3	0.10	1.47557	0.00000	0.00000
5	2009.12.08 15:00	close	2	0.10	1.47557	0.00000	0.00000	-45.98	10094.88
6	2009.12.08 16:00	buy	4	0.10	1.47680	0.00000	0.00000
7	2009.12.08 16:00	close	3	0.10	1.47680	0.00000	0.00000	-12.30	10082.58
8	2009.12.08 17:00	sell	5	0.10	1.47357	0.00000	0.00000
9	2009.12.08 17:00	close	4	0.10	1.47357	0.00000	0.00000	-32.30	10050.28
10	2009.12.08 18:00	buy	6	0.10	1.47408	0.00000	0.00000
11	2009.12.08 18:00	close	5	0.10	1.47408	0.00000	0.00000	-5.10	10045.18
12	2009.12.08 20:00	sell	7	0.10	1.46981	0.00000	0.00000
13	2009.12.08 20:00	close	6	0.10	1.46981	0.00000	0.00000	-42.70	10002.48
14	2009.12.09 04:00	buy	8	0.10	1.47336	0.00000	0.00000
15	2009.12.09 04:00	close	7	0.10	1.47336	0.00000	0.00000	-35.54	9966.94
16	2009.12.09 08:00	sell	9	0.10	1.46986	0.00000	0.00000
17	2009.12.09 08:00	close	8	0.10	1.46986	0.00000	0.00000	-35.00	9931.94
18	2009.12.09 10:00	buy	10	0.10	1.47438	0.00000	0.00000
19	2009.12.09 10:00	close	9	0.10	1.47438	0.00000	0.00000	-45.20	9886.74
20	2009.12.11 17:00	sell	11	0.10	1.46201	0.00000	0.00000
21	2009.12.11 17:00	close	10	0.10	1.46201	0.00000	0.00000	-123.62	9763.12
22	2009.12.14 04:00	buy	12	0.10	1.46357	0.00000	0.00000
23	2009.12.14 04:00	close	11	0.10	1.46357	0.00000	0.00000	-15.64	9747.48
24	2009.12.14 05:00	sell	13	0.10	1.46247	0.00000	0.00000
25	2009.12.14 05:00	close	12	0.10	1.46247	0.00000	0.00000	-11.00	9736.48
26	2009.12.14 07:00	buy	14	0.10	1.46768	0.00000	0.00000
27	2009.12.14 07:00	close	13	0.10	1.46768	0.00000	0.00000	-52.10	9684.38
28	2009.12.14 12:00	sell	15	0.10	1.46258	0.00000	0.00000
29	2009.12.14 12:00	close	14	0.10	1.46258	0.00000	0.00000	-51.00	9633.38
30	2009.12.14 14:00	buy	16	0.10	1.46390	0.00000	0.00000
31	2009.12.14 14:00	close	15	0.10	1.46390	0.00000	0.00000	-13.20	9620.18
32	2009.12.15 18:00	sell	17	0.10	1.45126	0.00000	0.00000
33	2009.12.15 18:00	close	16	0.10	1.45126	0.00000	0.00000	-126.38	9493.80
34	2009.12.15 21:00	buy	18	0.10	1.45280	0.00000	0.00000
35	2009.12.15 21:00	close	17	0.10	1.45280	0.00000	0.00000	-15.40	9478.40
36	2009.12.17 04:00	sell	19	0.10	1.44311	0.00000	0.00000
37	2009.12.17 04:00	close	18	0.10	1.44311	0.00000	0.00000	-96.82	9381.58
38	2009.12.18 02:00	buy	20	0.10	1.43443	0.00000	0.00000
39	2009.12.18 02:00	close	19	0.10	1.43443	0.00000	0.00000	86.76	9468.34
40	2009.12.18 18:00	sell	21	0.10	1.42808	0.00000	0.00000
41	2009.12.18 18:00	close	20	0.10	1.42808	0.00000	0.00000	-63.50	9404.84
42	2009.12.18 19:00	buy	22	0.10	1.43131	0.00000	0.00000
43	2009.12.18 19:00	close	21	0.10	1.43131	0.00000	0.00000	-32.30	9372.54
44	2009.12.30 03:00	sell	23	0.10	1.43166	0.00000	0.00000
45	2009.12.30 03:00	close	22	0.10	1.43166	0.00000	0.00000	3.70	9376.24
46	2009.12.30 06:00	buy	24	0.10	1.43185	0.00000	0.00000
47	2009.12.30 06:00	close	23	0.10	1.43185	0.00000	0.00000	-1.90	9374.34
48	2010.01.04 02:00	sell	25	0.10	1.42886	0.00000	0.00000
49	2010.01.04 02:00	close	24	0.10	1.42886	0.00000	0.00000	-29.80	9344.54
50	2010.01.04 10:00	buy	26	0.10	1.43382	0.00000	0.00000
51	2010.01.04 10:00	close	25	0.10	1.43382	0.00000	0.00000	-49.60	9294.94
52	2010.01.06 08:00	sell	27	0.10	1.43114	0.00000	0.00000
53	2010.01.06 08:00	close	26	0.10	1.43114	0.00000	0.00000	-26.76	9268.18
54	2010.01.06 10:00	buy	28	0.10	1.43527	0.00000	0.00000
55	2010.01.06 10:00	close	27	0.10	1.43527	0.00000	0.00000	-41.30	9226.88
56	2010.01.08 15:00	sell	29	0.10	1.44026	0.00000	0.00000
57	2010.01.08 15:00	close	28	0.10	1.44026	0.00000	0.00000	49.98	9276.86
58	2010.01.08 16:00	buy	30	0.10	1.43568	0.00000	0.00000
59	2010.01.08 16:00	close	29	0.10	1.43568	0.00000	0.00000	45.80	9322.66
60	2010.01.15 06:00	sell	31	0.10	1.44180	0.00000	0.00000
61	2010.01.15 06:00	close	30	0.10	1.44180	0.00000	0.00000	61.34	9384.00
62	2010.01.15 07:00	buy	32	0.10	1.44350	0.00000	0.00000
63	2010.01.15 07:00	close	31	0.10	1.44350	0.00000	0.00000	-17.00	9367.00
64	2010.01.15 13:00	sell	33	0.10	1.43858	0.00000	0.00000
65	2010.01.15 13:00	close	32	0.10	1.43858	0.00000	0.00000	-49.20	9317.80
66	2010.01.15 19:00	buy	34	0.10	1.43830	0.00000	0.00000
67	2010.01.15 19:00	close	33	0.10	1.43830	0.00000	0.00000	2.80	9320.60
68	2010.01.15 21:00	sell	35	0.10	1.43558	0.00000	0.00000
69	2010.01.15 21:00	close	34	0.10	1.43558	0.00000	0.00000	-27.20	9293.40
70	2010.01.15 22:57	close at stop	35	0.10	1.43854	0.00000	0.00000	-29.60	9263.80