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		MaxReqSwing=90; Margin=20; DeadBand=20; StopLoss=66; TakeProfit=34; MinLots=0.01; MaxLots=10; RiskFactor=0.075; SL_Reverse=false; TriggerTime=17; ExpirationTime="23:00"; magicno=888;
Bars in test	1753	Ticks modelled	19953	Modelling quality	n/a
Mismatched charts errors	3
Initial deposit	10000.00
Total net profit	-127.30	Gross profit	1527.00	Gross loss	-1654.30
Profit factor	0.92	Expected payoff	-9.09
Absolute drawdown	910.00	Maximal drawdown	1106.05 (10.85%)	Relative drawdown	10.85% (1106.05)
Total trades	14	Short positions (won %)	10 (70.00%)	Long positions (won %)	4 (50.00%)
		Profit trades (% of total)	9 (64.29%)	Loss trades (% of total)	5 (35.71%)
Largest		profit trade	170.00	loss trade	-331.35
Average		profit trade	169.67	loss trade	-330.86
Maximum		consecutive wins (profit in money)	5 (847.90)	consecutive losses (loss in money)	3 (-991.60)
Maximal		consecutive profit (count of wins)	847.90 (5)	consecutive loss (count of losses)	-991.60 (3)
Average		consecutive wins	3	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.03 17:00	buy stop	1	0.50	1.51208	1.50548	1.51548
2	2009.12.03 17:00	sell stop	2	0.50	1.50516	1.51176	1.50176
3	2009.12.03 22:50	sell	2	0.50	1.50516	1.51176	1.50176
4	2009.12.03 23:02	expiration	1	0.50	1.51208	1.50548	1.51548
5	2009.12.04 14:45	t/p	2	0.50	1.50176	1.51176	1.50176	169.55	10169.55
6	2009.12.07 17:00	buy stop	3	0.50	1.48842	1.48182	1.49182
7	2009.12.07 17:00	sell stop	4	0.50	1.47757	1.48417	1.47417
8	2009.12.07 19:20	buy	3	0.50	1.48842	1.48182	1.49182
9	2009.12.07 20:50	s/l	3	0.50	1.48182	1.48182	1.49182	-330.00	9839.55
10	2009.12.07 23:02	expiration	4	0.50	1.47757	1.48417	1.47417
11	2009.12.09 17:00	buy stop	5	0.50	1.47617	1.46957	1.47957
12	2009.12.09 17:00	sell stop	6	0.50	1.46878	1.47538	1.46538
13	2009.12.09 18:20	sell	6	0.50	1.46878	1.47538	1.46538
14	2009.12.09 23:03	expiration	5	0.50	1.47617	1.46957	1.47957
15	2009.12.10 01:32	s/l	6	0.50	1.47538	1.47538	1.46538	-331.35	9508.20
16	2009.12.11 17:00	buy stop	7	0.50	1.47555	1.46895	1.47895
17	2009.12.14 00:00	expiration	7	0.50	1.47555	1.46895	1.47895
18	2009.12.14 17:00	buy stop	8	0.50	1.46648	1.45988	1.46988
19	2009.12.14 17:00	sell stop	9	0.50	1.46056	1.46716	1.45716
20	2009.12.14 18:46	buy	8	0.50	1.46648	1.45988	1.46988
21	2009.12.14 23:02	expiration	9	0.50	1.46056	1.46716	1.45716
22	2009.12.15 09:10	s/l	8	0.50	1.45988	1.45988	1.46988	-330.25	9177.95
23	2009.12.15 17:00	buy stop	10	0.50	1.46450	1.45790	1.46790
24	2009.12.15 17:00	sell stop	11	0.50	1.45420	1.46080	1.45080
25	2009.12.15 17:15	sell	11	0.50	1.45420	1.46080	1.45080
26	2009.12.15 17:50	t/p	11	0.50	1.45080	1.46080	1.45080	170.00	9347.95
27	2009.12.15 23:05	expiration	10	0.50	1.46450	1.45790	1.46790
28	2009.12.21 17:00	buy stop	12	0.50	1.43525	1.42865	1.43865
29	2009.12.21 17:00	sell stop	13	0.50	1.42806	1.43466	1.42466
30	2009.12.21 21:15	sell	13	0.50	1.42806	1.43466	1.42466
31	2009.12.21 23:02	expiration	12	0.50	1.43525	1.42865	1.43865
32	2009.12.22 16:50	t/p	13	0.50	1.42466	1.43466	1.42466	169.55	9517.50
33	2009.12.24 17:00	buy stop	14	0.50	1.43974	1.43314	1.44314
34	2009.12.24 17:00	sell stop	15	0.50	1.43422	1.44082	1.43082
35	2009.12.28 00:00	expiration	14	0.50	1.43974	1.43314	1.44314
36	2009.12.28 00:00	expiration	15	0.50	1.43422	1.44082	1.43082
37	2009.12.29 17:00	buy stop	16	0.50	1.44379	1.43719	1.44719
38	2009.12.29 17:00	sell stop	17	0.50	1.43734	1.44394	1.43394
39	2009.12.29 17:15	sell	17	0.50	1.43734	1.44394	1.43394
40	2009.12.29 17:32	t/p	17	0.50	1.43394	1.44394	1.43394	170.00	9687.50
41	2009.12.29 23:02	expiration	16	0.50	1.44379	1.43719	1.44719
42	2009.12.30 17:00	buy stop	18	0.50	1.43457	1.42797	1.43797
43	2009.12.30 17:00	sell stop	19	0.50	1.42927	1.43587	1.42587
44	2009.12.30 17:20	sell	19	0.50	1.42927	1.43587	1.42587
45	2009.12.30 18:15	buy	18	0.50	1.43457	1.42797	1.43797
46	2009.12.31 02:15	s/l	19	0.50	1.43587	1.43587	1.42587	-331.35	9356.15
47	2009.12.31 07:33	t/p	18	0.50	1.43797	1.42797	1.43797	169.25	9525.40
48	2009.12.31 17:00	buy stop	20	0.50	1.44196	1.43536	1.44536
49	2009.12.31 17:00	sell stop	21	0.50	1.43255	1.43915	1.42915
50	2009.12.31 17:50	sell	21	0.50	1.43255	1.43915	1.42915
51	2010.01.04 00:00	expiration	20	0.50	1.44196	1.43536	1.44536
52	2010.01.04 01:20	t/p	21	0.50	1.42915	1.43915	1.42915	169.10	9694.50
53	2010.01.05 17:00	buy stop	22	0.50	1.44632	1.43972	1.44972
54	2010.01.05 17:00	sell stop	23	0.50	1.44060	1.44720	1.43720
55	2010.01.05 17:20	sell	23	0.50	1.44060	1.44720	1.43720
56	2010.01.05 19:20	t/p	23	0.50	1.43720	1.44720	1.43720	170.00	9864.50
57	2010.01.05 23:02	expiration	22	0.50	1.44632	1.43972	1.44972
58	2010.01.07 17:00	buy stop	24	0.50	1.44269	1.43609	1.44609
59	2010.01.07 17:00	sell stop	25	0.50	1.43186	1.43846	1.42846
60	2010.01.07 17:15	sell	25	0.50	1.43186	1.43846	1.42846
61	2010.01.07 23:02	expiration	24	0.50	1.44269	1.43609	1.44609
62	2010.01.08 13:16	t/p	25	0.50	1.42846	1.43846	1.42846	169.55	10034.05
63	2010.01.08 17:00	buy stop	26	0.50	1.43948	1.43288	1.44288
64	2010.01.08 17:00	sell stop	27	0.50	1.42830	1.43490	1.42490
65	2010.01.08 18:45	buy	26	0.50	1.43948	1.43288	1.44288
66	2010.01.08 19:20	t/p	26	0.50	1.44288	1.43288	1.44288	170.00	10204.05
67	2010.01.11 00:00	expiration	27	0.50	1.42830	1.43490	1.42490
68	2010.01.13 17:00	buy stop	28	0.50	1.45588	1.44928	1.45928
69	2010.01.13 17:00	sell stop	29	0.50	1.44757	1.45417	1.44417
70	2010.01.13 17:16	sell	29	0.50	1.44757	1.45417	1.44417
71	2010.01.13 23:02	expiration	28	0.50	1.45588	1.44928	1.45928
72	2010.01.14 03:10	s/l	29	0.50	1.45417	1.45417	1.44417	-331.35	9872.70