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		Lots=0.1; MaximumRisk=0.02; DecreaseFactor=3; MovingPeriod=12; MovingShift=6; PeriodWATR=10; Kwatr=1; highlow=0; cbars=1000; from=0; maP=50; lots=0.1; SMAspread=0; StopLoss=0; Slippage=4;
Bars in test	1478	Ticks modelled	734909	Modelling quality	n/a
Mismatched charts errors	378
Initial deposit	10000.00
Total net profit	197.30	Gross profit	622.48	Gross loss	-425.18
Profit factor	1.46	Expected payoff	11.61
Absolute drawdown	92.64	Maximal drawdown	330.60 (3.20%)	Relative drawdown	3.20% (330.60)
Total trades	17	Short positions (won %)	2 (50.00%)	Long positions (won %)	15 (26.67%)
		Profit trades (% of total)	5 (29.41%)	Loss trades (% of total)	12 (70.59%)
Largest		profit trade	293.20	loss trade	-70.20
Average		profit trade	124.50	loss trade	-35.43
Maximum		consecutive wins (profit in money)	2 (162.92)	consecutive losses (loss in money)	5 (-148.86)
Maximal		consecutive profit (count of wins)	293.20 (1)	consecutive loss (count of losses)	-156.92 (4)
Average		consecutive wins	1	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.11.03 02:00	buy	1	0.20	1.47989	0.00000	0.00000
2	2009.11.03 09:00	close	1	0.20	1.47638	0.00000	0.00000	-70.20	9929.80
3	2009.11.03 22:00	buy	2	0.20	1.47126	0.00000	0.00000
4	2009.11.06 03:00	close	2	0.20	1.48593	0.00000	0.00000	293.20	10223.00
5	2009.11.06 04:00	buy	3	0.20	1.48718	0.00000	0.00000
6	2009.11.06 14:00	close	3	0.20	1.48697	0.00000	0.00000	-4.20	10218.80
7	2009.11.06 16:00	buy	4	0.20	1.48931	0.00000	0.00000
8	2009.11.06 17:00	close	4	0.20	1.48706	0.00000	0.00000	-45.00	10173.80
9	2009.11.09 02:00	buy	5	0.10	1.48959	0.00000	0.00000
10	2009.11.10 02:00	close	5	0.10	1.49877	0.00000	0.00000	91.78	10265.58
11	2009.11.10 08:00	buy	6	0.20	1.50011	0.00000	0.00000
12	2009.11.10 09:00	close	6	0.20	1.49709	0.00000	0.00000	-60.40	10205.18
13	2009.11.10 11:00	buy	7	0.20	1.50006	0.00000	0.00000
14	2009.11.10 14:00	close	7	0.20	1.49724	0.00000	0.00000	-56.40	10148.78
15	2009.11.10 23:00	buy	8	0.10	1.49938	0.00000	0.00000
16	2009.11.11 08:00	close	8	0.10	1.49755	0.00000	0.00000	-18.32	10130.46
17	2009.11.11 09:00	buy	9	0.10	1.50097	0.00000	0.00000
18	2009.11.11 17:00	close	9	0.10	1.49879	0.00000	0.00000	-21.80	10108.66
19	2009.11.12 09:00	sell	10	0.10	1.49627	0.00000	0.00000
20	2009.11.13 17:00	close	10	0.10	1.48881	0.00000	0.00000	74.58	10183.24
21	2009.11.16 20:00	buy	11	0.20	1.49744	0.00000	0.00000
22	2009.11.16 23:00	close	11	0.20	1.49696	0.00000	0.00000	-9.60	10173.64
23	2009.11.17 01:00	buy	12	0.20	1.49845	0.00000	0.00000
24	2009.11.17 03:00	close	12	0.20	1.49620	0.00000	0.00000	-45.00	10128.64
25	2009.11.18 03:00	sell	13	0.10	1.48715	0.00000	0.00000
26	2009.11.19 18:00	close	13	0.10	1.49060	0.00000	0.00000	-34.56	10094.08
27	2009.11.20 05:00	buy	14	0.10	1.49165	0.00000	0.00000
28	2009.11.20 10:00	close	14	0.10	1.49010	0.00000	0.00000	-15.50	10078.58
29	2009.11.24 14:00	buy	15	0.10	1.49796	0.00000	0.00000
30	2009.11.24 18:00	close	15	0.10	1.49354	0.00000	0.00000	-44.20	10034.38
31	2009.11.24 19:00	buy	16	0.10	1.49507	0.00000	0.00000
32	2009.11.26 07:00	close	16	0.10	1.51005	0.00000	0.00000	149.72	10184.10
33	2009.11.27 17:00	buy	17	0.20	1.49787	0.00000	0.00000
34	2009.11.27 22:59	close at stop	17	0.20	1.49853	0.00000	0.00000	13.20	10197.30