Desynced Forex

MetaTrader Indicators and Expert Advisors Repository

Symbol		EURUSD (Euro vs US Dollar)
Period		1 Hour (H1) 2009.08.03 01:00 - 2009.10.01 00:00 (2009.08.01 - 2009.10.01)
Model		Control points (a very crude method, the results must not be considered)
Parameters		Lots=0.3; Slippage=3; Order_Comment=""EL"; Order_Arrow_Color=Black; PercentMargin=0.005; NOGOVolatility=200; SMALLGOVolatility=100; SSP=34; SSK=29; StopLoss=0;
Bars in test	1124	Ticks modelled	25909	Modelling quality	n/a
Mismatched charts errors	7
Initial deposit	10000.00
Total net profit	-67.69	Gross profit	2638.11	Gross loss	-2705.80
Profit factor	0.97	Expected payoff	-1.30
Absolute drawdown	1101.33	Maximal drawdown	1566.03 (14.96%)	Relative drawdown	14.96% (1566.03)
Total trades	52	Short positions (won %)	23 (39.13%)	Long positions (won %)	29 (44.83%)
		Profit trades (% of total)	22 (42.31%)	Loss trades (% of total)	30 (57.69%)
Largest		profit trade	507.44	loss trade	-967.96
Average		profit trade	119.91	loss trade	-90.19
Maximum		consecutive wins (profit in money)	5 (377.46)	consecutive losses (loss in money)	5 (-258.33)
Maximal		consecutive profit (count of wins)	507.44 (1)	consecutive loss (count of losses)	-985.30 (3)
Average		consecutive wins	1	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.08.03 02:00	buy	1	0.30	1.42887	0.00000	0.00000
2	2009.08.05 08:00	close	1	0.30	1.43833	0.00000	0.00000	283.62	10283.62
3	2009.08.05 08:00	sell	2	0.20	1.43833	0.00000	0.00000
4	2009.08.06 05:00	close	2	0.20	1.43969	0.00000	0.00000	-28.22	10255.40
5	2009.08.06 05:00	buy	3	0.30	1.43969	0.00000	0.00000
6	2009.08.06 06:00	close	3	0.30	1.43986	0.00000	0.00000	5.10	10260.50
7	2009.08.06 06:00	sell	4	0.20	1.43986	0.00000	0.00000
8	2009.08.06 07:00	close	4	0.20	1.44071	0.00000	0.00000	-17.00	10243.50
9	2009.08.06 07:00	buy	5	0.40	1.44071	0.00000	0.00000
10	2009.08.11 09:00	close	5	0.40	1.41652	0.00000	0.00000	-967.96	9275.54
11	2009.08.11 09:00	sell	6	0.20	1.41652	0.00000	0.00000
12	2009.08.12 13:00	close	6	0.20	1.41652	0.00000	0.00000	-0.34	9275.20
13	2009.08.12 13:00	buy	7	0.20	1.41652	0.00000	0.00000
14	2009.08.14 15:00	close	7	0.20	1.42676	0.00000	0.00000	204.56	9479.76
15	2009.08.14 15:00	sell	8	0.30	1.42676	0.00000	0.00000
16	2009.08.14 18:00	close	8	0.30	1.42173	0.00000	0.00000	150.90	9630.66
17	2009.08.14 18:00	buy	9	0.30	1.42173	0.00000	0.00000
18	2009.08.14 22:00	close	9	0.30	1.41887	0.00000	0.00000	-85.80	9544.86
19	2009.08.14 22:00	sell	10	0.20	1.41887	0.00000	0.00000
20	2009.08.19 02:00	close	10	0.20	1.41683	0.00000	0.00000	39.78	9584.64
21	2009.08.19 02:00	buy	11	0.20	1.41683	0.00000	0.00000
22	2009.08.19 03:00	close	11	0.20	1.41552	0.00000	0.00000	-26.20	9558.44
23	2009.08.19 03:00	sell	12	0.30	1.41552	0.00000	0.00000
24	2009.08.19 09:00	close	12	0.30	1.41045	0.00000	0.00000	152.10	9710.54
25	2009.08.19 09:00	buy	13	0.20	1.41045	0.00000	0.00000
26	2009.08.21 06:00	close	13	0.20	1.42239	0.00000	0.00000	238.56	9949.10
27	2009.08.21 06:00	sell	14	0.20	1.42239	0.00000	0.00000
28	2009.08.25 01:00	close	14	0.20	1.42902	0.00000	0.00000	-133.28	9815.82
29	2009.08.25 01:00	buy	15	0.30	1.42902	0.00000	0.00000
30	2009.08.25 05:00	close	15	0.30	1.42903	0.00000	0.00000	0.30	9816.12
31	2009.08.25 06:00	buy	16	0.30	1.43026	0.00000	0.00000
32	2009.08.25 07:00	close	16	0.30	1.43020	0.00000	0.00000	-1.80	9814.32
33	2009.08.25 08:00	buy	17	0.30	1.42905	0.00000	0.00000
34	2009.08.25 23:00	close	17	0.30	1.42960	0.00000	0.00000	16.50	9830.82
35	2009.08.26 00:00	sell	18	0.20	1.42978	0.00000	0.00000
36	2009.08.26 08:00	close	18	0.20	1.43180	0.00000	0.00000	-40.40	9790.42
37	2009.08.26 08:00	buy	19	0.30	1.43180	0.00000	0.00000
38	2009.08.26 09:00	close	19	0.30	1.43095	0.00000	0.00000	-25.50	9764.92
39	2009.08.26 09:00	sell	20	0.30	1.43095	0.00000	0.00000
40	2009.08.26 13:00	close	20	0.30	1.42992	0.00000	0.00000	30.90	9795.82
41	2009.08.26 13:00	buy	21	0.30	1.42992	0.00000	0.00000
42	2009.08.27 20:00	close	21	0.30	1.42746	0.00000	0.00000	-74.07	9721.75
43	2009.08.27 21:00	buy	22	0.20	1.43726	0.00000	0.00000
44	2009.08.28 22:00	close	22	0.20	1.43001	0.00000	0.00000	-145.06	9576.69
45	2009.08.28 22:00	sell	23	0.20	1.43001	0.00000	0.00000
46	2009.08.31 17:00	close	23	0.20	1.43510	0.00000	0.00000	-102.14	9474.55
47	2009.08.31 17:00	buy	24	0.30	1.43510	0.00000	0.00000
48	2009.09.02 20:00	close	24	0.30	1.42785	0.00000	0.00000	-217.68	9256.87
49	2009.09.02 20:00	sell	25	0.30	1.42785	0.00000	0.00000
50	2009.09.02 21:00	close	25	0.30	1.42734	0.00000	0.00000	15.30	9272.17
51	2009.09.02 22:00	sell	26	0.40	1.42712	0.00000	0.00000
52	2009.09.03 09:00	close	26	0.40	1.43061	0.00000	0.00000	-141.64	9130.53
53	2009.09.03 09:00	buy	27	0.20	1.43061	0.00000	0.00000
54	2009.09.04 08:00	close	27	0.20	1.42658	0.00000	0.00000	-80.66	9049.87
55	2009.09.04 08:00	sell	28	0.20	1.42658	0.00000	0.00000
56	2009.09.04 09:00	close	28	0.20	1.42896	0.00000	0.00000	-47.60	9002.27
57	2009.09.04 09:00	buy	29	0.20	1.42896	0.00000	0.00000
58	2009.09.04 10:00	close	29	0.20	1.42714	0.00000	0.00000	-36.40	8965.87
59	2009.09.04 10:00	sell	30	0.40	1.42714	0.00000	0.00000
60	2009.09.04 12:00	close	30	0.40	1.42656	0.00000	0.00000	23.20	8989.07
61	2009.09.04 12:00	buy	31	0.20	1.42656	0.00000	0.00000
62	2009.09.04 13:00	close	31	0.20	1.42618	0.00000	0.00000	-7.60	8981.47
63	2009.09.04 13:00	sell	32	0.30	1.42618	0.00000	0.00000
64	2009.09.04 18:00	close	32	0.30	1.42791	0.00000	0.00000	-51.90	8929.57
65	2009.09.04 18:00	buy	33	0.20	1.42791	0.00000	0.00000
66	2009.09.10 16:00	close	33	0.20	1.45330	0.00000	0.00000	507.44	9437.01
67	2009.09.10 16:00	sell	34	0.20	1.45330	0.00000	0.00000
68	2009.09.14 03:00	close	34	0.20	1.45407	0.00000	0.00000	-16.08	9420.93
69	2009.09.14 03:00	buy	35	0.30	1.45407	0.00000	0.00000
70	2009.09.14 05:00	close	35	0.30	1.45424	0.00000	0.00000	5.10	9426.03
71	2009.09.14 16:00	buy	36	0.30	1.46236	0.00000	0.00000
72	2009.09.18 03:00	close	36	0.30	1.47255	0.00000	0.00000	305.16	9731.19
73	2009.09.18 03:00	sell	37	0.20	1.47255	0.00000	0.00000
74	2009.09.18 04:00	close	37	0.20	1.47006	0.00000	0.00000	49.80	9780.99
75	2009.09.18 04:00	buy	38	0.30	1.47006	0.00000	0.00000
76	2009.09.18 05:00	close	38	0.30	1.47020	0.00000	0.00000	4.20	9785.19
77	2009.09.18 06:00	buy	39	0.40	1.47192	0.00000	0.00000
78	2009.09.18 07:00	close	39	0.40	1.47225	0.00000	0.00000	13.20	9798.39
79	2009.09.18 09:00	buy	40	0.30	1.47002	0.00000	0.00000
80	2009.09.18 10:00	close	40	0.30	1.46659	0.00000	0.00000	-102.90	9695.49
81	2009.09.18 10:00	sell	41	0.20	1.46659	0.00000	0.00000
82	2009.09.18 12:00	close	41	0.20	1.47081	0.00000	0.00000	-84.40	9611.09
83	2009.09.18 12:00	buy	42	0.40	1.47081	0.00000	0.00000
84	2009.09.21 02:00	close	42	0.40	1.47019	0.00000	0.00000	-24.92	9586.17
85	2009.09.21 18:00	buy	43	0.30	1.46920	0.00000	0.00000
86	2009.09.21 20:00	close	43	0.30	1.46816	0.00000	0.00000	-31.20	9554.97
87	2009.09.21 20:00	sell	44	0.30	1.46816	0.00000	0.00000
88	2009.09.22 01:00	close	44	0.30	1.46864	0.00000	0.00000	-14.91	9540.06
89	2009.09.22 01:00	buy	45	0.30	1.46864	0.00000	0.00000
90	2009.09.23 13:00	close	45	0.30	1.47714	0.00000	0.00000	254.91	9794.97
91	2009.09.23 13:00	sell	46	0.20	1.47714	0.00000	0.00000
92	2009.09.24 12:00	close	46	0.20	1.47840	0.00000	0.00000	-26.22	9768.75
93	2009.09.24 12:00	buy	47	0.20	1.47840	0.00000	0.00000
94	2009.09.28 02:00	close	47	0.20	1.47081	0.00000	0.00000	-151.92	9616.83
95	2009.09.28 02:00	sell	48	0.30	1.47081	0.00000	0.00000
96	2009.09.30 05:00	close	48	0.30	1.46324	0.00000	0.00000	226.08	9842.91
97	2009.09.30 05:00	buy	49	0.20	1.46324	0.00000	0.00000
98	2009.09.30 08:00	close	49	0.20	1.46319	0.00000	0.00000	-1.00	9841.91
99	2009.09.30 08:00	sell	50	0.20	1.46319	0.00000	0.00000
100	2009.09.30 16:00	close	50	0.20	1.46023	0.00000	0.00000	59.20	9901.11
101	2009.09.30 16:00	buy	51	0.20	1.46023	0.00000	0.00000
102	2009.09.30 18:00	close	51	0.20	1.46284	0.00000	0.00000	52.20	9953.31
103	2009.09.30 18:00	sell	52	0.20	1.46284	0.00000	0.00000
104	2009.09.30 23:59	close at stop	52	0.20	1.46389	0.00000	0.00000	-21.00	9932.31