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		SMA1=9; SMA2=14; SMA3=29; lots=0.1; SMAspread=0; StopLoss=0; Slippage=4;
Bars in test	1124	Ticks modelled	25909	Modelling quality	n/a
Mismatched charts errors	7
Initial deposit	10000.00
Total net profit	-133.86	Gross profit	1140.60	Gross loss	-1274.46
Profit factor	0.89	Expected payoff	-2.06
Absolute drawdown	190.96	Maximal drawdown	561.16 (5.41%)	Relative drawdown	5.41% (561.16)
Total trades	65	Short positions (won %)	25 (36.00%)	Long positions (won %)	40 (42.50%)
		Profit trades (% of total)	26 (40.00%)	Loss trades (% of total)	39 (60.00%)
Largest		profit trade	194.66	loss trade	-120.20
Average		profit trade	43.87	loss trade	-32.68
Maximum		consecutive wins (profit in money)	4 (276.44)	consecutive losses (loss in money)	8 (-365.35)
Maximal		consecutive profit (count of wins)	276.44 (4)	consecutive loss (count of losses)	-365.35 (8)
Average		consecutive wins	2	consecutive losses	3

#	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	2009.08.03 08:00	close	1	0.10	1.42348	0.00000	0.00000	-18.10	9981.90
3	2009.08.03 14:00	buy	2	0.10	1.43204	0.00000	0.00000
4	2009.08.04 06:00	close	2	0.10	1.43893	0.00000	0.00000	68.87	10050.77
5	2009.08.04 17:00	buy	3	0.10	1.43981	0.00000	0.00000
6	2009.08.04 18:00	close	3	0.10	1.43992	0.00000	0.00000	1.10	10051.87
7	2009.08.04 20:00	sell	4	0.10	1.43921	0.00000	0.00000
8	2009.08.04 23:00	close	4	0.10	1.44096	0.00000	0.00000	-17.50	10034.37
9	2009.08.05 06:00	buy	5	0.10	1.44135	0.00000	0.00000
10	2009.08.05 11:00	close	5	0.10	1.43905	0.00000	0.00000	-23.00	10011.37
11	2009.08.05 17:00	sell	6	0.10	1.43849	0.00000	0.00000
12	2009.08.05 20:00	close	6	0.10	1.44261	0.00000	0.00000	-41.20	9970.17
13	2009.08.06 00:00	buy	7	0.10	1.44154	0.00000	0.00000
14	2009.08.06 06:00	close	7	0.10	1.43986	0.00000	0.00000	-16.80	9953.37
15	2009.08.06 14:00	sell	8	0.10	1.43813	0.00000	0.00000
16	2009.08.07 05:00	close	8	0.10	1.43601	0.00000	0.00000	21.03	9974.40
17	2009.08.07 14:00	sell	9	0.10	1.43562	0.00000	0.00000
18	2009.08.10 07:00	close	9	0.10	1.42113	0.00000	0.00000	144.73	10119.13
19	2009.08.10 15:00	sell	10	0.10	1.41761	0.00000	0.00000
20	2009.08.11 06:00	close	10	0.10	1.41441	0.00000	0.00000	31.83	10150.96
21	2009.08.11 18:00	buy	11	0.10	1.41423	0.00000	0.00000
22	2009.08.11 20:00	close	11	0.10	1.41502	0.00000	0.00000	7.90	10158.86
23	2009.08.12 02:00	buy	12	0.10	1.41529	0.00000	0.00000
24	2009.08.12 07:00	close	12	0.10	1.41481	0.00000	0.00000	-4.80	10154.06
25	2009.08.12 09:00	sell	13	0.10	1.41172	0.00000	0.00000
26	2009.08.12 17:00	close	13	0.10	1.42140	0.00000	0.00000	-96.80	10057.26
27	2009.08.12 18:00	buy	14	0.10	1.42157	0.00000	0.00000
28	2009.08.13 05:00	close	14	0.10	1.42254	0.00000	0.00000	9.61	10066.87
29	2009.08.13 08:00	buy	15	0.10	1.42202	0.00000	0.00000
30	2009.08.14 03:00	close	15	0.10	1.42916	0.00000	0.00000	71.37	10138.24
31	2009.08.14 06:00	buy	16	0.10	1.42712	0.00000	0.00000
32	2009.08.14 08:00	close	16	0.10	1.42720	0.00000	0.00000	0.80	10139.04
33	2009.08.14 15:00	sell	17	0.10	1.42676	0.00000	0.00000
34	2009.08.18 00:00	close	17	0.10	1.40726	0.00000	0.00000	194.66	10333.70
35	2009.08.18 10:00	buy	18	0.10	1.41281	0.00000	0.00000
36	2009.08.18 18:00	close	18	0.10	1.41266	0.00000	0.00000	-1.50	10332.20
37	2009.08.19 00:00	buy	19	0.10	1.41338	0.00000	0.00000
38	2009.08.19 11:00	close	19	0.10	1.40983	0.00000	0.00000	-35.50	10296.70
39	2009.08.19 18:00	buy	20	0.10	1.42642	0.00000	0.00000
40	2009.08.20 06:00	close	20	0.10	1.42222	0.00000	0.00000	-42.09	10254.61
41	2009.08.20 15:00	buy	21	0.10	1.42297	0.00000	0.00000
42	2009.08.21 07:00	close	21	0.10	1.42134	0.00000	0.00000	-16.33	10238.28
43	2009.08.21 12:00	buy	22	0.10	1.43102	0.00000	0.00000
44	2009.08.24 02:00	close	22	0.10	1.43386	0.00000	0.00000	28.37	10266.65
45	2009.08.24 03:00	buy	23	0.10	1.43479	0.00000	0.00000
46	2009.08.24 10:00	close	23	0.10	1.42977	0.00000	0.00000	-50.20	10216.45
47	2009.08.24 16:00	sell	24	0.10	1.43337	0.00000	0.00000
48	2009.08.24 20:00	close	24	0.10	1.43020	0.00000	0.00000	31.70	10248.15
49	2009.08.25 00:00	sell	25	0.10	1.42971	0.00000	0.00000
50	2009.08.25 14:00	close	25	0.10	1.43355	0.00000	0.00000	-38.40	10209.75
51	2009.08.25 19:00	buy	26	0.10	1.43225	0.00000	0.00000
52	2009.08.26 01:00	close	26	0.10	1.43009	0.00000	0.00000	-21.63	10188.12
53	2009.08.26 08:00	sell	27	0.10	1.43156	0.00000	0.00000
54	2009.08.26 11:00	close	27	0.10	1.43209	0.00000	0.00000	-5.30	10182.82
55	2009.08.26 16:00	sell	28	0.10	1.42146	0.00000	0.00000
56	2009.08.27 04:00	close	28	0.10	1.42390	0.00000	0.00000	-24.91	10157.91
57	2009.08.27 08:00	sell	29	0.10	1.42457	0.00000	0.00000
58	2009.08.27 12:00	close	29	0.10	1.42677	0.00000	0.00000	-22.00	10135.91
59	2009.08.27 17:00	buy	30	0.10	1.42272	0.00000	0.00000
60	2009.08.28 12:00	close	30	0.10	1.43513	0.00000	0.00000	124.07	10259.98
61	2009.08.28 18:00	buy	31	0.10	1.43588	0.00000	0.00000
62	2009.08.28 22:00	close	31	0.10	1.43001	0.00000	0.00000	-58.70	10201.28
63	2009.08.31 00:00	sell	32	0.10	1.43053	0.00000	0.00000
64	2009.08.31 18:00	close	32	0.10	1.43550	0.00000	0.00000	-49.70	10151.58
65	2009.08.31 23:00	buy	33	0.10	1.43348	0.00000	0.00000
66	2009.09.01 05:00	close	33	0.10	1.43338	0.00000	0.00000	-1.03	10150.55
67	2009.09.01 08:00	buy	34	0.10	1.43590	0.00000	0.00000
68	2009.09.01 15:00	close	34	0.10	1.43023	0.00000	0.00000	-56.70	10093.85
69	2009.09.01 19:00	sell	35	0.10	1.42317	0.00000	0.00000
70	2009.09.02 11:00	close	35	0.10	1.42293	0.00000	0.00000	2.23	10096.08
71	2009.09.02 20:00	buy	36	0.10	1.42809	0.00000	0.00000
72	2009.09.03 07:00	close	36	0.10	1.42741	0.00000	0.00000	-6.89	10089.19
73	2009.09.03 09:00	buy	37	0.10	1.43061	0.00000	0.00000
74	2009.09.03 20:00	close	37	0.10	1.42569	0.00000	0.00000	-49.20	10039.99
75	2009.09.04 01:00	sell	38	0.10	1.42568	0.00000	0.00000
76	2009.09.04 08:00	close	38	0.10	1.42682	0.00000	0.00000	-11.40	10028.59
77	2009.09.04 18:00	sell	39	0.10	1.42767	0.00000	0.00000
78	2009.09.07 00:00	close	39	0.10	1.43076	0.00000	0.00000	-31.07	9997.52
79	2009.09.07 00:00	buy	40	0.10	1.43076	0.00000	0.00000
80	2009.09.07 21:00	close	40	0.10	1.43368	0.00000	0.00000	29.20	10026.72
81	2009.09.08 02:00	buy	41	0.10	1.43355	0.00000	0.00000
82	2009.09.08 07:00	close	41	0.10	1.43341	0.00000	0.00000	-1.40	10025.32
83	2009.09.08 08:00	buy	42	0.10	1.43491	0.00000	0.00000
84	2009.09.09 04:00	close	42	0.10	1.45058	0.00000	0.00000	156.67	10181.99
85	2009.09.09 10:00	buy	43	0.10	1.44871	0.00000	0.00000
86	2009.09.09 11:00	close	43	0.10	1.44956	0.00000	0.00000	8.50	10190.49
87	2009.09.09 15:00	buy	44	0.10	1.45529	0.00000	0.00000
88	2009.09.10 03:00	close	44	0.10	1.45551	0.00000	0.00000	2.11	10192.60
89	2009.09.10 07:00	buy	45	0.10	1.45775	0.00000	0.00000
90	2009.09.10 16:00	close	45	0.10	1.45330	0.00000	0.00000	-44.50	10148.10
91	2009.09.10 21:00	buy	46	0.10	1.45852	0.00000	0.00000
92	2009.09.11 17:00	close	46	0.10	1.46126	0.00000	0.00000	27.37	10175.47
93	2009.09.14 01:00	sell	47	0.10	1.45819	0.00000	0.00000
94	2009.09.14 15:00	close	47	0.10	1.45641	0.00000	0.00000	17.80	10193.27
95	2009.09.14 21:00	buy	48	0.10	1.46157	0.00000	0.00000
96	2009.09.15 10:00	close	48	0.10	1.45997	0.00000	0.00000	-16.03	10177.24
97	2009.09.15 17:00	sell	49	0.10	1.45973	0.00000	0.00000
98	2009.09.15 21:00	close	49	0.10	1.46602	0.00000	0.00000	-62.90	10114.34
99	2009.09.15 23:00	buy	50	0.10	1.46615	0.00000	0.00000
100	2009.09.16 20:00	close	50	0.10	1.47179	0.00000	0.00000	56.37	10170.71
101	2009.09.16 22:00	buy	51	0.10	1.47320	0.00000	0.00000
102	2009.09.17 18:00	close	51	0.10	1.47338	0.00000	0.00000	1.71	10172.42
103	2009.09.17 23:00	buy	52	0.10	1.47421	0.00000	0.00000
104	2009.09.18 05:00	close	52	0.10	1.47020	0.00000	0.00000	-40.13	10132.29
105	2009.09.18 07:00	sell	53	0.10	1.47225	0.00000	0.00000
106	2009.09.18 19:00	close	53	0.10	1.47259	0.00000	0.00000	-3.40	10128.89
107	2009.09.21 03:00	sell	54	0.10	1.47027	0.00000	0.00000
108	2009.09.21 21:00	close	54	0.10	1.46780	0.00000	0.00000	24.70	10153.59
109	2009.09.22 05:00	buy	55	0.10	1.47203	0.00000	0.00000
110	2009.09.23 00:00	close	55	0.10	1.47884	0.00000	0.00000	68.07	10221.66
111	2009.09.23 02:00	buy	56	0.10	1.48114	0.00000	0.00000
112	2009.09.23 13:00	close	56	0.10	1.47714	0.00000	0.00000	-40.00	10181.66
113	2009.09.23 18:00	sell	57	0.10	1.47503	0.00000	0.00000
114	2009.09.24 10:00	close	57	0.10	1.47649	0.00000	0.00000	-15.11	10166.55
115	2009.09.24 20:00	sell	58	0.10	1.46383	0.00000	0.00000
116	2009.09.25 09:00	close	58	0.10	1.46901	0.00000	0.00000	-51.97	10114.58
117	2009.09.25 19:00	buy	59	0.10	1.46782	0.00000	0.00000
118	2009.09.25 20:00	close	59	0.10	1.46683	0.00000	0.00000	-9.90	10104.68
119	2009.09.28 01:00	buy	60	0.10	1.47054	0.00000	0.00000
120	2009.09.28 04:00	close	60	0.10	1.45852	0.00000	0.00000	-120.20	9984.48
121	2009.09.28 05:00	sell	61	0.10	1.45861	0.00000	0.00000
122	2009.09.28 16:00	close	61	0.10	1.46541	0.00000	0.00000	-68.00	9916.48
123	2009.09.28 23:00	sell	62	0.10	1.46218	0.00000	0.00000
124	2009.09.29 07:00	close	62	0.10	1.46360	0.00000	0.00000	-14.37	9902.11
125	2009.09.29 07:00	buy	63	0.10	1.46360	0.00000	0.00000
126	2009.09.29 11:00	close	63	0.10	1.45902	0.00000	0.00000	-45.80	9856.31
127	2009.09.29 11:00	sell	64	0.10	1.45902	0.00000	0.00000
128	2009.09.30 00:00	close	64	0.10	1.45858	0.00000	0.00000	4.23	9860.54
129	2009.09.30 07:00	buy	65	0.10	1.46263	0.00000	0.00000
130	2009.09.30 22:00	close	65	0.10	1.46319	0.00000	0.00000	5.60	9866.14