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; Slippage=3; FastP=5; SlowP=20;
Bars in test	1124	Ticks modelled	25909	Modelling quality	n/a
Mismatched charts errors	7
Initial deposit	10000.00
Total net profit	-681.56	Gross profit	1148.01	Gross loss	-1829.57
Profit factor	0.63	Expected payoff	-10.49
Absolute drawdown	743.26	Maximal drawdown	1150.04 (11.05%)	Relative drawdown	11.05% (1150.04)
Total trades	65	Short positions (won %)	32 (18.75%)	Long positions (won %)	33 (30.30%)
		Profit trades (% of total)	16 (24.62%)	Loss trades (% of total)	49 (75.38%)
Largest		profit trade	230.42	loss trade	-90.30
Average		profit trade	71.75	loss trade	-37.34
Maximum		consecutive wins (profit in money)	3 (120.46)	consecutive losses (loss in money)	10 (-365.71)
Maximal		consecutive profit (count of wins)	230.42 (1)	consecutive loss (count of losses)	-365.71 (10)
Average		consecutive wins	1	consecutive losses	4

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.08.03 01:00	buy	1	0.10	1.42529	0.00000	0.00000
2	2009.08.05 09:00	close	1	0.10	1.43816	0.00000	0.00000	128.64	10128.64
3	2009.08.05 09:00	sell	2	0.10	1.43816	0.00000	0.00000
4	2009.08.05 14:00	close	2	0.10	1.44187	0.00000	0.00000	-37.10	10091.54
5	2009.08.05 14:00	buy	3	0.10	1.44187	0.00000	0.00000
6	2009.08.05 16:00	close	3	0.10	1.43865	0.00000	0.00000	-32.20	10059.34
7	2009.08.05 16:00	sell	4	0.10	1.43865	0.00000	0.00000
8	2009.08.05 19:00	close	4	0.10	1.44187	0.00000	0.00000	-32.20	10027.14
9	2009.08.05 19:00	buy	5	0.10	1.44187	0.00000	0.00000
10	2009.08.06 06:00	close	5	0.10	1.43986	0.00000	0.00000	-20.19	10006.95
11	2009.08.06 06:00	sell	6	0.10	1.43986	0.00000	0.00000
12	2009.08.11 11:00	close	6	0.10	1.41783	0.00000	0.00000	219.79	10226.74
13	2009.08.11 11:00	buy	7	0.10	1.41783	0.00000	0.00000
14	2009.08.11 15:00	close	7	0.10	1.41288	0.00000	0.00000	-49.50	10177.24
15	2009.08.11 15:00	sell	8	0.10	1.41288	0.00000	0.00000
16	2009.08.12 03:00	close	8	0.10	1.41602	0.00000	0.00000	-31.57	10145.67
17	2009.08.12 03:00	buy	9	0.10	1.41602	0.00000	0.00000
18	2009.08.12 05:00	close	9	0.10	1.41432	0.00000	0.00000	-17.00	10128.67
19	2009.08.12 05:00	sell	10	0.10	1.41432	0.00000	0.00000
20	2009.08.12 15:00	close	10	0.10	1.41562	0.00000	0.00000	-13.00	10115.67
21	2009.08.12 15:00	buy	11	0.10	1.41562	0.00000	0.00000
22	2009.08.14 16:00	close	11	0.10	1.42474	0.00000	0.00000	91.08	10206.75
23	2009.08.14 16:00	sell	12	0.10	1.42474	0.00000	0.00000
24	2009.08.18 05:00	close	12	0.10	1.41131	0.00000	0.00000	133.96	10340.71
25	2009.08.18 05:00	buy	13	0.10	1.41131	0.00000	0.00000
26	2009.08.18 07:00	close	13	0.10	1.40997	0.00000	0.00000	-13.40	10327.31
27	2009.08.18 07:00	sell	14	0.10	1.40997	0.00000	0.00000
28	2009.08.18 08:00	close	14	0.10	1.41157	0.00000	0.00000	-16.00	10311.31
29	2009.08.18 08:00	buy	15	0.10	1.41157	0.00000	0.00000
30	2009.08.18 15:00	close	15	0.10	1.40798	0.00000	0.00000	-35.90	10275.41
31	2009.08.18 15:00	sell	16	0.10	1.40798	0.00000	0.00000
32	2009.08.18 18:00	close	16	0.10	1.41290	0.00000	0.00000	-49.20	10226.21
33	2009.08.18 18:00	buy	17	0.10	1.41290	0.00000	0.00000
34	2009.08.19 09:00	close	17	0.10	1.41021	0.00000	0.00000	-26.93	10199.28
35	2009.08.19 09:00	sell	18	0.10	1.41021	0.00000	0.00000
36	2009.08.19 16:00	close	18	0.10	1.41509	0.00000	0.00000	-48.80	10150.48
37	2009.08.19 16:00	buy	19	0.10	1.41509	0.00000	0.00000
38	2009.08.21 07:00	close	19	0.10	1.42134	0.00000	0.00000	62.38	10212.86
39	2009.08.21 07:00	sell	20	0.10	1.42134	0.00000	0.00000
40	2009.08.21 10:00	close	20	0.10	1.42974	0.00000	0.00000	-84.00	10128.86
41	2009.08.21 10:00	buy	21	0.10	1.42974	0.00000	0.00000
42	2009.08.24 10:00	close	21	0.10	1.42977	0.00000	0.00000	0.27	10129.13
43	2009.08.24 10:00	sell	22	0.10	1.42977	0.00000	0.00000
44	2009.08.24 15:00	close	22	0.10	1.43316	0.00000	0.00000	-33.90	10095.23
45	2009.08.24 15:00	buy	23	0.10	1.43316	0.00000	0.00000
46	2009.08.24 20:00	close	23	0.10	1.42996	0.00000	0.00000	-32.00	10063.23
47	2009.08.24 20:00	sell	24	0.10	1.42996	0.00000	0.00000
48	2009.08.25 14:00	close	24	0.10	1.43355	0.00000	0.00000	-36.07	10027.16
49	2009.08.25 14:00	buy	25	0.10	1.43355	0.00000	0.00000
50	2009.08.25 23:00	close	25	0.10	1.42960	0.00000	0.00000	-39.50	9987.66
51	2009.08.25 23:00	sell	26	0.10	1.42960	0.00000	0.00000
52	2009.08.26 08:00	close	26	0.10	1.43180	0.00000	0.00000	-22.17	9965.49
53	2009.08.26 08:00	buy	27	0.10	1.43180	0.00000	0.00000
54	2009.08.26 14:00	close	27	0.10	1.42778	0.00000	0.00000	-40.20	9925.29
55	2009.08.26 14:00	sell	28	0.10	1.42778	0.00000	0.00000
56	2009.08.27 13:00	close	28	0.10	1.42572	0.00000	0.00000	20.09	9945.38
57	2009.08.27 13:00	buy	29	0.10	1.42572	0.00000	0.00000
58	2009.08.27 16:00	close	29	0.10	1.42291	0.00000	0.00000	-28.10	9917.28
59	2009.08.27 16:00	sell	30	0.10	1.42291	0.00000	0.00000
60	2009.08.27 19:00	close	30	0.10	1.42690	0.00000	0.00000	-39.90	9877.38
61	2009.08.27 19:00	buy	31	0.10	1.42690	0.00000	0.00000
62	2009.08.28 21:00	close	31	0.10	1.42862	0.00000	0.00000	17.17	9894.55
63	2009.08.28 21:00	sell	32	0.10	1.42862	0.00000	0.00000
64	2009.08.31 17:00	close	32	0.10	1.43510	0.00000	0.00000	-64.97	9829.58
65	2009.08.31 17:00	buy	33	0.10	1.43510	0.00000	0.00000
66	2009.09.01 13:00	close	33	0.10	1.42873	0.00000	0.00000	-63.73	9765.85
67	2009.09.01 13:00	sell	34	0.10	1.42873	0.00000	0.00000
68	2009.09.02 19:00	close	34	0.10	1.42922	0.00000	0.00000	-5.07	9760.78
69	2009.09.02 19:00	buy	35	0.10	1.42922	0.00000	0.00000
70	2009.09.03 19:00	close	35	0.10	1.42585	0.00000	0.00000	-33.79	9726.99
71	2009.09.03 19:00	sell	36	0.10	1.42585	0.00000	0.00000
72	2009.09.04 09:00	close	36	0.10	1.42896	0.00000	0.00000	-31.27	9695.72
73	2009.09.04 09:00	buy	37	0.10	1.42896	0.00000	0.00000
74	2009.09.04 15:00	close	37	0.10	1.42181	0.00000	0.00000	-71.50	9624.22
75	2009.09.04 15:00	sell	38	0.10	1.42181	0.00000	0.00000
76	2009.09.04 19:00	close	38	0.10	1.43084	0.00000	0.00000	-90.30	9533.92
77	2009.09.04 19:00	buy	39	0.10	1.43084	0.00000	0.00000
78	2009.09.10 13:00	close	39	0.10	1.45390	0.00000	0.00000	230.42	9764.34
79	2009.09.10 13:00	sell	40	0.10	1.45390	0.00000	0.00000
80	2009.09.10 14:00	close	40	0.10	1.45632	0.00000	0.00000	-24.20	9740.14
81	2009.09.10 14:00	buy	41	0.10	1.45632	0.00000	0.00000
82	2009.09.10 16:00	close	41	0.10	1.45330	0.00000	0.00000	-30.20	9709.94
83	2009.09.10 16:00	sell	42	0.10	1.45330	0.00000	0.00000
84	2009.09.10 17:00	close	42	0.10	1.45631	0.00000	0.00000	-30.10	9679.84
85	2009.09.10 17:00	buy	43	0.10	1.45631	0.00000	0.00000
86	2009.09.11 19:00	close	43	0.10	1.45742	0.00000	0.00000	11.07	9690.91
87	2009.09.11 19:00	sell	44	0.10	1.45742	0.00000	0.00000
88	2009.09.14 16:00	close	44	0.10	1.46236	0.00000	0.00000	-49.57	9641.34
89	2009.09.14 16:00	buy	45	0.10	1.46236	0.00000	0.00000
90	2009.09.15 12:00	close	45	0.10	1.45891	0.00000	0.00000	-34.53	9606.81
91	2009.09.15 12:00	sell	46	0.10	1.45891	0.00000	0.00000
92	2009.09.15 19:00	close	46	0.10	1.46387	0.00000	0.00000	-49.60	9557.21
93	2009.09.15 19:00	buy	47	0.10	1.46387	0.00000	0.00000
94	2009.09.18 04:00	close	47	0.10	1.46982	0.00000	0.00000	59.35	9616.56
95	2009.09.18 04:00	sell	48	0.10	1.46982	0.00000	0.00000
96	2009.09.18 19:00	close	48	0.10	1.47259	0.00000	0.00000	-27.70	9588.86
97	2009.09.18 19:00	buy	49	0.10	1.47259	0.00000	0.00000
98	2009.09.18 22:00	close	49	0.10	1.47010	0.00000	0.00000	-24.90	9563.96
99	2009.09.18 22:00	sell	50	0.10	1.47010	0.00000	0.00000
100	2009.09.21 23:00	close	50	0.10	1.46811	0.00000	0.00000	19.73	9583.69
101	2009.09.21 23:00	buy	51	0.10	1.46811	0.00000	0.00000
102	2009.09.23 13:00	close	51	0.10	1.47714	0.00000	0.00000	90.24	9673.93
103	2009.09.23 13:00	sell	52	0.10	1.47714	0.00000	0.00000
104	2009.09.24 11:00	close	52	0.10	1.47604	0.00000	0.00000	10.49	9684.42
105	2009.09.24 11:00	buy	53	0.10	1.47604	0.00000	0.00000
106	2009.09.24 17:00	close	53	0.10	1.47068	0.00000	0.00000	-53.60	9630.82
107	2009.09.24 17:00	sell	54	0.10	1.47068	0.00000	0.00000
108	2009.09.25 12:00	close	54	0.10	1.46938	0.00000	0.00000	12.83	9643.65
109	2009.09.25 12:00	buy	55	0.10	1.46938	0.00000	0.00000
110	2009.09.25 15:00	close	55	0.10	1.46430	0.00000	0.00000	-50.80	9592.85
111	2009.09.25 15:00	sell	56	0.10	1.46430	0.00000	0.00000
112	2009.09.28 01:00	close	56	0.10	1.47054	0.00000	0.00000	-62.57	9530.28
113	2009.09.28 01:00	buy	57	0.10	1.47054	0.00000	0.00000
114	2009.09.28 03:00	close	57	0.10	1.46441	0.00000	0.00000	-61.30	9468.98
115	2009.09.28 03:00	sell	58	0.10	1.46441	0.00000	0.00000
116	2009.09.28 16:00	close	58	0.10	1.46541	0.00000	0.00000	-10.00	9458.98
117	2009.09.28 16:00	buy	59	0.10	1.46541	0.00000	0.00000
118	2009.09.28 17:00	close	59	0.10	1.46288	0.00000	0.00000	-25.30	9433.68
119	2009.09.28 17:00	sell	60	0.10	1.46288	0.00000	0.00000
120	2009.09.28 18:00	close	60	0.10	1.46506	0.00000	0.00000	-21.80	9411.88
121	2009.09.28 18:00	buy	61	0.10	1.46506	0.00000	0.00000
122	2009.09.28 19:00	close	61	0.10	1.46150	0.00000	0.00000	-35.60	9376.28
123	2009.09.28 19:00	sell	62	0.10	1.46150	0.00000	0.00000
124	2009.09.29 07:00	close	62	0.10	1.46360	0.00000	0.00000	-21.17	9355.11
125	2009.09.29 07:00	buy	63	0.10	1.46360	0.00000	0.00000
126	2009.09.29 10:00	close	63	0.10	1.45775	0.00000	0.00000	-58.50	9296.61
127	2009.09.29 10:00	sell	64	0.10	1.45775	0.00000	0.00000
128	2009.09.30 02:00	close	64	0.10	1.45960	0.00000	0.00000	-18.67	9277.94
129	2009.09.30 02:00	buy	65	0.10	1.45960	0.00000	0.00000
130	2009.09.30 23:59	close at stop	65	0.10	1.46365	0.00000	0.00000	40.50	9318.44