Desynced Forex

MetaTrader Indicators and Expert Advisors Repository

Symbol		EURUSD (Euro vs US Dollar)
Period		1 Hour (H1) 2009.11.02 00:00 - 2009.11.27 22:00 (2009.11.01 - 2009.11.30)
Model		Every tick (the most precise method based on all available least timeframes)
Parameters		Confirm=1; length1=3; length2=10; length3=16; lots=0.1; TakeProfit=0; StopLoss=0; UseTrail=false; TrailingAct=10; TrailingStep=40; UseADX=false; ADXthresh=30; UseTimeFilter=false; BeginHour=8; EndHour=18; Reverse=false;
Bars in test	1478	Ticks modelled	734909	Modelling quality	n/a
Mismatched charts errors	378
Initial deposit	10000.00
Total net profit	215.36	Gross profit	477.04	Gross loss	-261.68
Profit factor	1.82	Expected payoff	10.26
Absolute drawdown	76.80	Maximal drawdown	397.06 (3.81%)	Relative drawdown	3.81% (397.06)
Total trades	21	Short positions (won %)	10 (40.00%)	Long positions (won %)	11 (45.45%)
		Profit trades (% of total)	9 (42.86%)	Loss trades (% of total)	12 (57.14%)
Largest		profit trade	163.72	loss trade	-48.40
Average		profit trade	53.00	loss trade	-21.81
Maximum		consecutive wins (profit in money)	4 (309.64)	consecutive losses (loss in money)	4 (-124.68)
Maximal		consecutive profit (count of wins)	309.64 (4)	consecutive loss (count of losses)	-124.68 (4)
Average		consecutive wins	2	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.11.02 13:00	buy	1	0.10	1.47855	0.00000	0.00000
2	2009.11.02 16:00	close	1	0.10	1.47775	0.00000	0.00000	-8.00	9992.00
3	2009.11.02 16:00	sell	2	0.10	1.47776	0.00000	0.00000
4	2009.11.04 05:00	close	2	0.10	1.47267	0.00000	0.00000	50.86	10042.86
5	2009.11.04 05:00	buy	3	0.10	1.47273	0.00000	0.00000
6	2009.11.06 16:00	close	3	0.10	1.48911	0.00000	0.00000	163.72	10206.58
7	2009.11.06 16:00	sell	4	0.10	1.48908	0.00000	0.00000
8	2009.11.09 03:00	close	4	0.10	1.48872	0.00000	0.00000	3.58	10210.16
9	2009.11.09 03:00	buy	5	0.10	1.48875	0.00000	0.00000
10	2009.11.10 16:00	close	5	0.10	1.49790	0.00000	0.00000	91.48	10301.64
11	2009.11.10 16:00	sell	6	0.10	1.49792	0.00000	0.00000
12	2009.11.11 02:00	close	6	0.10	1.50054	0.00000	0.00000	-26.22	10275.42
13	2009.11.11 02:00	buy	7	0.10	1.50057	0.00000	0.00000
14	2009.11.11 20:00	close	7	0.10	1.49573	0.00000	0.00000	-48.40	10227.02
15	2009.11.11 20:00	sell	8	0.10	1.49571	0.00000	0.00000
16	2009.11.12 04:00	close	8	0.10	1.50028	0.00000	0.00000	-45.76	10181.26
17	2009.11.12 04:00	buy	9	0.10	1.50018	0.00000	0.00000
18	2009.11.12 07:00	close	9	0.10	1.49975	0.00000	0.00000	-4.30	10176.96
19	2009.11.12 07:00	sell	10	0.10	1.49970	0.00000	0.00000
20	2009.11.13 19:00	close	10	0.10	1.49288	0.00000	0.00000	68.18	10245.14
21	2009.11.13 19:00	buy	11	0.10	1.49298	0.00000	0.00000
22	2009.11.17 08:00	close	11	0.10	1.49577	0.00000	0.00000	27.86	10273.00
23	2009.11.17 08:00	sell	12	0.10	1.49576	0.00000	0.00000
24	2009.11.18 10:00	close	12	0.10	1.49255	0.00000	0.00000	32.08	10305.08
25	2009.11.18 10:00	buy	13	0.10	1.49254	0.00000	0.00000
26	2009.11.19 06:00	close	13	0.10	1.49100	0.00000	0.00000	-15.46	10289.62
27	2009.11.19 06:00	sell	14	0.10	1.49099	0.00000	0.00000
28	2009.11.19 23:00	close	14	0.10	1.49255	0.00000	0.00000	-15.60	10274.02
29	2009.11.19 23:00	buy	15	0.10	1.49258	0.00000	0.00000
30	2009.11.20 05:00	close	15	0.10	1.49145	0.00000	0.00000	-11.32	10262.70
31	2009.11.20 05:00	sell	16	0.10	1.49143	0.00000	0.00000
32	2009.11.23 04:00	close	16	0.10	1.49263	0.00000	0.00000	-12.02	10250.68
33	2009.11.23 04:00	buy	17	0.10	1.49258	0.00000	0.00000
34	2009.11.24 06:00	close	17	0.10	1.49506	0.00000	0.00000	24.78	10275.46
35	2009.11.24 06:00	sell	18	0.10	1.49510	0.00000	0.00000
36	2009.11.24 15:00	close	18	0.10	1.49768	0.00000	0.00000	-25.80	10249.66
37	2009.11.24 15:00	buy	19	0.10	1.49769	0.00000	0.00000
38	2009.11.24 19:00	close	19	0.10	1.49487	0.00000	0.00000	-28.20	10221.46
39	2009.11.24 19:00	sell	20	0.10	1.49485	0.00000	0.00000
40	2009.11.27 22:00	close	20	0.10	1.49690	0.00000	0.00000	-20.60	10200.86
41	2009.11.27 22:00	buy	21	0.10	1.49708	0.00000	0.00000
42	2009.11.27 22:59	close at stop	21	0.10	1.49853	0.00000	0.00000	14.50	10215.36