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		Debug=false; AccountIsMini=false; MoneyManagement=false; TradeSizePercent=10; Lots=0.1; MaxLots=30; StopLoss=0; UseTrailingStop=false; TrailingStopType=1; TrailingStop=20; Slippage=10; TakeProfit=0; Margincutoff=800; SignalTimeFrame=60; MA_Period=34; m=""--Moving"; m0="""; m1="""; m2="""; m3="""; m4="""; MA_Type=1; p=""--Applied"; p0="""; p1="""; p2="""; p3="""; p4="""; p5="""; p6="""; MA_AppliedPrice=0; EntryAngle_Threshold=10; ExitAngle_Threshold=2; PrevMAShift=3; CurMAShift=1; UseTradingHours=false; StartHour=2; StopHour=15;
Bars in test	1753	Ticks modelled	19953	Modelling quality	n/a
Mismatched charts errors	1
Initial deposit	10000.00
Total net profit	-2647.40	Gross profit	5102.00	Gross loss	-7749.40
Profit factor	0.66	Expected payoff	-94.55
Absolute drawdown	3270.40	Maximal drawdown	5998.20 (47.13%)	Relative drawdown	47.13% (5998.20)
Total trades	28	Short positions (won %)	17 (17.65%)	Long positions (won %)	11 (36.36%)
		Profit trades (% of total)	7 (25.00%)	Loss trades (% of total)	21 (75.00%)
Largest		profit trade	1755.80	loss trade	-933.00
Average		profit trade	728.86	loss trade	-369.02
Maximum		consecutive wins (profit in money)	1 (1755.80)	consecutive losses (loss in money)	5 (-2971.40)
Maximal		consecutive profit (count of wins)	1755.80 (1)	consecutive loss (count of losses)	-2971.40 (5)
Average		consecutive wins	1	consecutive losses	4

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 10:00	buy	1	1.00	1.50687	0.00000	0.00000
2	2009.12.02 16:00	close	1	1.00	1.50737	0.00000	0.00000	50.20	10050.20
3	2009.12.03 09:00	buy	2	1.00	1.51162	0.00000	0.00000
4	2009.12.03 16:00	close	2	1.00	1.50770	0.00000	0.00000	-392.00	9658.20
5	2009.12.04 15:00	sell	3	1.00	1.49426	0.00000	0.00000
6	2009.12.09 12:00	close	3	1.00	1.47669	0.00000	0.00000	1755.80	11414.00
7	2009.12.09 19:00	sell	4	1.00	1.46942	0.00000	0.00000
8	2009.12.10 01:00	close	4	1.00	1.47362	0.00000	0.00000	-421.20	10992.80
9	2009.12.11 16:00	sell	5	1.00	1.46533	0.00000	0.00000
10	2009.12.14 07:00	close	5	1.00	1.46767	0.00000	0.00000	-234.40	10758.40
11	2009.12.14 13:00	sell	6	1.00	1.46298	0.00000	0.00000
12	2009.12.14 23:00	close	6	1.00	1.46576	0.00000	0.00000	-278.00	10480.40
13	2009.12.15 10:00	sell	7	1.00	1.45666	0.00000	0.00000
14	2009.12.16 13:00	close	7	1.00	1.45697	0.00000	0.00000	-31.40	10449.00
15	2009.12.16 22:00	sell	8	1.00	1.45320	0.00000	0.00000
16	2009.12.18 11:00	close	8	1.00	1.43998	0.00000	0.00000	1320.40	11769.40
17	2009.12.18 14:00	sell	9	1.00	1.43356	0.00000	0.00000
18	2009.12.21 05:00	close	9	1.00	1.43535	0.00000	0.00000	-179.40	11590.00
19	2009.12.21 10:00	sell	10	1.00	1.42914	0.00000	0.00000
20	2009.12.21 13:00	close	10	1.00	1.43431	0.00000	0.00000	-517.00	11073.00
21	2009.12.21 20:00	sell	11	1.00	1.42940	0.00000	0.00000
22	2009.12.22 10:00	close	11	1.00	1.43217	0.00000	0.00000	-277.40	10795.60
23	2009.12.22 14:00	sell	12	1.00	1.42729	0.00000	0.00000
24	2009.12.23 14:00	close	12	1.00	1.42816	0.00000	0.00000	-87.40	10708.20
25	2009.12.23 18:00	buy	13	1.00	1.43397	0.00000	0.00000
26	2009.12.28 22:00	close	13	1.00	1.43772	0.00000	0.00000	376.00	11084.20
27	2009.12.29 10:00	buy	14	1.00	1.44346	0.00000	0.00000
28	2009.12.29 18:00	close	14	1.00	1.43539	0.00000	0.00000	-807.00	10277.20
29	2009.12.29 19:00	sell	15	1.00	1.43453	0.00000	0.00000
30	2009.12.30 12:00	close	15	1.00	1.43579	0.00000	0.00000	-126.40	10150.80
31	2009.12.30 16:00	sell	16	1.00	1.42973	0.00000	0.00000
32	2009.12.30 23:00	close	16	1.00	1.43391	0.00000	0.00000	-418.00	9732.80
33	2009.12.31 08:00	buy	17	1.00	1.44398	0.00000	0.00000
34	2009.12.31 17:00	close	17	1.00	1.43465	0.00000	0.00000	-933.00	8799.80
35	2010.01.04 00:00	sell	18	1.00	1.43261	0.00000	0.00000
36	2010.01.04 11:00	close	18	1.00	1.43948	0.00000	0.00000	-687.00	8112.80
37	2010.01.04 12:00	buy	19	1.00	1.43756	0.00000	0.00000
38	2010.01.05 16:00	close	19	1.00	1.44036	0.00000	0.00000	280.20	8393.00
39	2010.01.05 21:00	sell	20	1.00	1.43680	0.00000	0.00000
40	2010.01.06 12:00	close	20	1.00	1.43762	0.00000	0.00000	-82.40	8310.60
41	2010.01.07 03:00	buy	21	1.00	1.44255	0.00000	0.00000
42	2010.01.07 07:00	close	21	1.00	1.43902	0.00000	0.00000	-353.00	7957.60
43	2010.01.07 12:00	sell	22	1.00	1.43489	0.00000	0.00000
44	2010.01.08 15:00	close	22	1.00	1.44036	0.00000	0.00000	-547.40	7410.20
45	2010.01.08 16:00	buy	23	1.00	1.43567	0.00000	0.00000
46	2010.01.08 18:00	close	23	1.00	1.43551	0.00000	0.00000	-16.00	7394.20
47	2010.01.08 19:00	buy	24	1.00	1.43935	0.00000	0.00000
48	2010.01.12 05:00	close	24	1.00	1.44727	0.00000	0.00000	792.40	8186.60
49	2010.01.12 17:00	buy	25	1.00	1.45390	0.00000	0.00000
50	2010.01.12 21:00	close	25	1.00	1.44973	0.00000	0.00000	-417.00	7769.60
51	2010.01.13 13:00	buy	26	1.00	1.45468	0.00000	0.00000
52	2010.01.13 18:00	close	26	1.00	1.44908	0.00000	0.00000	-560.00	7209.60
53	2010.01.14 17:00	sell	27	1.00	1.44732	0.00000	0.00000
54	2010.01.14 20:00	close	27	1.00	1.45116	0.00000	0.00000	-384.00	6825.60
55	2010.01.15 03:00	sell	28	1.00	1.44380	0.00000	0.00000
56	2010.01.15 22:57	close at stop	28	1.00	1.43853	0.00000	0.00000	527.00	7352.60