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=0.1; MaximumRisk=0.02; DecreaseFactor=3; MovingPeriod=12; MovingShift=6;
Bars in test	1124	Ticks modelled	25909	Modelling quality	n/a
Mismatched charts errors	7
Initial deposit	10000.00
Total net profit	-601.51	Gross profit	1256.94	Gross loss	-1858.45
Profit factor	0.68	Expected payoff	-8.98
Absolute drawdown	619.31	Maximal drawdown	1247.04 (11.73%)	Relative drawdown	11.73% (1247.04)
Total trades	67	Short positions (won %)	42 (16.67%)	Long positions (won %)	25 (24.00%)
		Profit trades (% of total)	13 (19.40%)	Loss trades (% of total)	54 (80.60%)
Largest		profit trade	376.52	loss trade	-151.48
Average		profit trade	96.69	loss trade	-34.42
Maximum		consecutive wins (profit in money)	2 (403.65)	consecutive losses (loss in money)	9 (-314.65)
Maximal		consecutive profit (count of wins)	403.65 (2)	consecutive loss (count of losses)	-314.65 (9)
Average		consecutive wins	1	consecutive losses	5

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.08.03 11:00	buy	1	0.20	1.42764	0.00000	0.00000
2	2009.08.04 06:00	close	1	0.20	1.43893	0.00000	0.00000	225.74	10225.74
3	2009.08.04 09:00	buy	2	0.20	1.44188	0.00000	0.00000
4	2009.08.04 10:00	close	2	0.20	1.44025	0.00000	0.00000	-32.60	10193.14
5	2009.08.04 12:00	sell	3	0.20	1.44040	0.00000	0.00000
6	2009.08.04 16:00	close	3	0.20	1.44099	0.00000	0.00000	-11.80	10181.34
7	2009.08.04 17:00	sell	4	0.10	1.43957	0.00000	0.00000
8	2009.08.04 22:00	close	4	0.10	1.43992	0.00000	0.00000	-3.50	10177.84
9	2009.08.05 00:00	sell	5	0.10	1.43976	0.00000	0.00000
10	2009.08.05 02:00	close	5	0.10	1.44171	0.00000	0.00000	-19.50	10158.34
11	2009.08.05 08:00	sell	6	0.10	1.43833	0.00000	0.00000
12	2009.08.05 14:00	close	6	0.10	1.44187	0.00000	0.00000	-35.40	10122.94
13	2009.08.05 15:00	sell	7	0.10	1.43967	0.00000	0.00000
14	2009.08.05 19:00	close	7	0.10	1.44187	0.00000	0.00000	-22.00	10100.94
15	2009.08.06 05:00	sell	8	0.10	1.43945	0.00000	0.00000
16	2009.08.07 09:00	close	8	0.10	1.43672	0.00000	0.00000	27.13	10128.07
17	2009.08.07 14:00	sell	9	0.20	1.43562	0.00000	0.00000
18	2009.08.11 09:00	close	9	0.20	1.41676	0.00000	0.00000	376.52	10504.59
19	2009.08.11 15:00	sell	10	0.20	1.41288	0.00000	0.00000
20	2009.08.11 19:00	close	10	0.20	1.41612	0.00000	0.00000	-64.80	10439.79
21	2009.08.11 20:00	sell	11	0.20	1.41502	0.00000	0.00000
22	2009.08.11 22:00	close	11	0.20	1.41527	0.00000	0.00000	-5.00	10434.79
23	2009.08.11 23:00	sell	12	0.10	1.41503	0.00000	0.00000
24	2009.08.12 01:00	close	12	0.10	1.41562	0.00000	0.00000	-6.07	10428.72
25	2009.08.12 02:00	sell	13	0.10	1.41505	0.00000	0.00000
26	2009.08.12 03:00	close	13	0.10	1.41602	0.00000	0.00000	-9.70	10419.02
27	2009.08.12 05:00	sell	14	0.10	1.41432	0.00000	0.00000
28	2009.08.12 07:00	close	14	0.10	1.41505	0.00000	0.00000	-7.30	10411.72
29	2009.08.12 08:00	sell	15	0.10	1.41355	0.00000	0.00000
30	2009.08.12 13:00	close	15	0.10	1.41652	0.00000	0.00000	-29.70	10382.02
31	2009.08.12 14:00	sell	16	0.10	1.41432	0.00000	0.00000
32	2009.08.14 03:00	close	16	0.10	1.42940	0.00000	0.00000	-151.48	10230.54
33	2009.08.14 05:00	sell	17	0.10	1.42694	0.00000	0.00000
34	2009.08.14 11:00	close	17	0.10	1.42847	0.00000	0.00000	-15.30	10215.24
35	2009.08.14 12:00	sell	18	0.10	1.42758	0.00000	0.00000
36	2009.08.14 14:00	close	18	0.10	1.43011	0.00000	0.00000	-25.30	10189.94
37	2009.08.14 15:00	sell	19	0.10	1.42676	0.00000	0.00000
38	2009.08.18 02:00	close	19	0.10	1.41092	0.00000	0.00000	158.06	10348.00
39	2009.08.18 15:00	sell	20	0.20	1.40798	0.00000	0.00000
40	2009.08.18 18:00	close	20	0.20	1.41290	0.00000	0.00000	-98.40	10249.60
41	2009.08.19 08:00	sell	21	0.20	1.41170	0.00000	0.00000
42	2009.08.19 16:00	close	21	0.20	1.41509	0.00000	0.00000	-67.80	10181.80
43	2009.08.20 06:00	buy	22	0.10	1.42246	0.00000	0.00000
44	2009.08.20 07:00	close	22	0.10	1.42179	0.00000	0.00000	-6.70	10175.10
45	2009.08.20 08:00	buy	23	0.10	1.42361	0.00000	0.00000
46	2009.08.20 13:00	close	23	0.10	1.42241	0.00000	0.00000	-12.00	10163.10
47	2009.08.20 14:00	buy	24	0.10	1.42387	0.00000	0.00000
48	2009.08.21 06:00	close	24	0.10	1.42239	0.00000	0.00000	-14.83	10148.27
49	2009.08.21 10:00	buy	25	0.10	1.42974	0.00000	0.00000
50	2009.08.24 09:00	close	25	0.10	1.42949	0.00000	0.00000	-2.53	10145.74
51	2009.08.24 17:00	sell	26	0.10	1.43188	0.00000	0.00000
52	2009.08.24 19:00	close	26	0.10	1.43286	0.00000	0.00000	-9.80	10135.94
53	2009.08.24 20:00	sell	27	0.10	1.42996	0.00000	0.00000
54	2009.08.25 12:00	close	27	0.10	1.42962	0.00000	0.00000	3.23	10139.17
55	2009.08.25 13:00	sell	28	0.20	1.42865	0.00000	0.00000
56	2009.08.25 14:00	close	28	0.20	1.43355	0.00000	0.00000	-98.00	10041.17
57	2009.08.25 23:00	sell	29	0.20	1.42960	0.00000	0.00000
58	2009.08.26 08:00	close	29	0.20	1.43180	0.00000	0.00000	-44.34	9996.83
59	2009.08.26 13:00	sell	30	0.10	1.42968	0.00000	0.00000
60	2009.08.27 05:00	close	30	0.10	1.42535	0.00000	0.00000	42.79	10039.62
61	2009.08.27 06:00	sell	31	0.20	1.42421	0.00000	0.00000
62	2009.08.27 11:00	close	31	0.20	1.42477	0.00000	0.00000	-11.20	10028.42
63	2009.08.27 16:00	sell	32	0.20	1.42291	0.00000	0.00000
64	2009.08.27 18:00	close	32	0.20	1.42738	0.00000	0.00000	-89.40	9939.02
65	2009.08.28 11:00	buy	33	0.10	1.43591	0.00000	0.00000
66	2009.08.28 19:00	close	33	0.10	1.43266	0.00000	0.00000	-32.50	9906.52
67	2009.08.31 16:00	buy	34	0.10	1.42930	0.00000	0.00000
68	2009.09.01 12:00	close	34	0.10	1.43346	0.00000	0.00000	41.57	9948.09
69	2009.09.02 10:00	sell	35	0.20	1.42128	0.00000	0.00000
70	2009.09.02 11:00	close	35	0.20	1.42293	0.00000	0.00000	-33.00	9915.09
71	2009.09.02 15:00	sell	36	0.20	1.42103	0.00000	0.00000
72	2009.09.02 17:00	close	36	0.20	1.42401	0.00000	0.00000	-59.60	9855.49
73	2009.09.03 17:00	sell	37	0.10	1.42577	0.00000	0.00000
74	2009.09.04 08:00	close	37	0.10	1.42682	0.00000	0.00000	-10.67	9844.82
75	2009.09.04 15:00	sell	38	0.10	1.42181	0.00000	0.00000
76	2009.09.04 18:00	close	38	0.10	1.42791	0.00000	0.00000	-61.00	9783.82
77	2009.09.07 21:00	buy	39	0.10	1.43392	0.00000	0.00000
78	2009.09.07 23:00	close	39	0.10	1.43312	0.00000	0.00000	-8.00	9775.82
79	2009.09.08 00:00	buy	40	0.10	1.43389	0.00000	0.00000
80	2009.09.08 04:00	close	40	0.10	1.43323	0.00000	0.00000	-6.60	9769.22
81	2009.09.08 05:00	buy	41	0.10	1.43395	0.00000	0.00000
82	2009.09.08 07:00	close	41	0.10	1.43341	0.00000	0.00000	-5.40	9763.82
83	2009.09.08 08:00	buy	42	0.10	1.43491	0.00000	0.00000
84	2009.09.09 05:00	close	42	0.10	1.44932	0.00000	0.00000	144.07	9907.89
85	2009.09.09 08:00	buy	43	0.20	1.45162	0.00000	0.00000
86	2009.09.09 09:00	close	43	0.20	1.44831	0.00000	0.00000	-66.20	9841.69
87	2009.09.09 13:00	sell	44	0.20	1.44936	0.00000	0.00000
88	2009.09.09 14:00	close	44	0.20	1.45240	0.00000	0.00000	-60.80	9780.89
89	2009.09.10 11:00	sell	45	0.10	1.45517	0.00000	0.00000
90	2009.09.10 15:00	close	45	0.10	1.45748	0.00000	0.00000	-23.10	9757.79
91	2009.09.10 16:00	sell	46	0.10	1.45330	0.00000	0.00000
92	2009.09.10 17:00	close	46	0.10	1.45631	0.00000	0.00000	-30.10	9727.69
93	2009.09.11 11:00	sell	47	0.10	1.45838	0.00000	0.00000
94	2009.09.11 13:00	close	47	0.10	1.46082	0.00000	0.00000	-24.40	9703.29
95	2009.09.11 15:00	sell	48	0.10	1.45852	0.00000	0.00000
96	2009.09.11 16:00	close	48	0.10	1.46101	0.00000	0.00000	-24.90	9678.39
97	2009.09.11 18:00	sell	49	0.10	1.45848	0.00000	0.00000
98	2009.09.14 14:00	close	49	0.10	1.45661	0.00000	0.00000	18.53	9696.92
99	2009.09.15 08:00	buy	50	0.20	1.46310	0.00000	0.00000
100	2009.09.15 09:00	close	50	0.20	1.46148	0.00000	0.00000	-32.40	9664.52
101	2009.09.15 18:00	buy	51	0.20	1.46186	0.00000	0.00000
102	2009.09.16 16:00	close	51	0.20	1.46613	0.00000	0.00000	85.34	9749.86
103	2009.09.16 17:00	buy	52	0.20	1.46885	0.00000	0.00000
104	2009.09.17 14:00	close	52	0.20	1.47103	0.00000	0.00000	43.42	9793.28
105	2009.09.17 16:00	buy	53	0.20	1.47417	0.00000	0.00000
106	2009.09.17 19:00	close	53	0.20	1.47147	0.00000	0.00000	-54.00	9739.28
107	2009.09.17 21:00	buy	54	0.20	1.47511	0.00000	0.00000
108	2009.09.18 03:00	close	54	0.20	1.47255	0.00000	0.00000	-51.26	9688.02
109	2009.09.18 17:00	buy	55	0.10	1.47205	0.00000	0.00000
110	2009.09.18 18:00	close	55	0.10	1.47021	0.00000	0.00000	-18.40	9669.62
111	2009.09.18 19:00	buy	56	0.10	1.47259	0.00000	0.00000
112	2009.09.18 22:00	close	56	0.10	1.47010	0.00000	0.00000	-24.90	9644.72
113	2009.09.21 00:00	buy	57	0.10	1.46950	0.00000	0.00000
114	2009.09.23 09:00	close	57	0.10	1.47855	0.00000	0.00000	90.44	9735.16
115	2009.09.23 10:00	buy	58	0.20	1.48056	0.00000	0.00000
116	2009.09.23 11:00	close	58	0.20	1.47934	0.00000	0.00000	-24.40	9710.76
117	2009.09.23 21:00	buy	59	0.20	1.47992	0.00000	0.00000
118	2009.09.23 22:00	close	59	0.20	1.47418	0.00000	0.00000	-114.80	9595.96
119	2009.09.24 09:00	buy	60	0.10	1.47653	0.00000	0.00000
120	2009.09.24 17:00	close	60	0.10	1.47068	0.00000	0.00000	-58.50	9537.46
121	2009.09.25 15:00	sell	61	0.10	1.46430	0.00000	0.00000
122	2009.09.25 16:00	close	61	0.10	1.46809	0.00000	0.00000	-37.90	9499.56
123	2009.09.25 20:00	sell	62	0.10	1.46683	0.00000	0.00000
124	2009.09.28 00:00	close	62	0.10	1.46957	0.00000	0.00000	-27.57	9471.99
125	2009.09.28 03:00	sell	63	0.10	1.46441	0.00000	0.00000
126	2009.09.28 14:00	close	63	0.10	1.46440	0.00000	0.00000	0.10	9472.09
127	2009.09.29 02:00	sell	64	0.20	1.46212	0.00000	0.00000
128	2009.09.29 06:00	close	64	0.20	1.46283	0.00000	0.00000	-14.20	9457.89
129	2009.09.29 10:00	sell	65	0.20	1.45775	0.00000	0.00000
130	2009.09.29 23:00	close	65	0.20	1.45895	0.00000	0.00000	-24.00	9433.89
131	2009.09.30 15:00	sell	66	0.10	1.46034	0.00000	0.00000
132	2009.09.30 18:00	close	66	0.10	1.46308	0.00000	0.00000	-27.40	9406.49
133	2009.09.30 19:00	buy	67	0.10	1.46445	0.00000	0.00000
134	2009.09.30 23:59	close at stop	67	0.10	1.46365	0.00000	0.00000	-8.00	9398.49