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		FastPeriod=13; SlowPeriod=34; MomPeriod=14; MomFilter=0.1; PercentCapital=10; Lots=0.1; Slippage=3; StopLoss=20; TakeProfit=200; ExpertMagicNumber=2002;
Bars in test	1124	Ticks modelled	25909	Modelling quality	n/a
Mismatched charts errors	7
Initial deposit	10000.00
Total net profit	-71.00	Gross profit	339.70	Gross loss	-410.70
Profit factor	0.83	Expected payoff	-3.55
Absolute drawdown	263.00	Maximal drawdown	335.30 (3.33%)	Relative drawdown	3.33% (335.30)
Total trades	20	Short positions (won %)	10 (90.00%)	Long positions (won %)	10 (80.00%)
		Profit trades (% of total)	17 (85.00%)	Loss trades (% of total)	3 (15.00%)
Largest		profit trade	20.00	loss trade	-244.70
Average		profit trade	19.98	loss trade	-136.90
Maximum		consecutive wins (profit in money)	10 (199.70)	consecutive losses (loss in money)	1 (-244.70)
Maximal		consecutive profit (count of wins)	199.70 (10)	consecutive loss (count of losses)	-244.70 (1)
Average		consecutive wins	4	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.08.06 13:00	sell	1	0.10	1.43807	0.00000	1.43607
2	2009.08.06 15:50	t/p	1	0.10	1.43607	0.00000	1.43607	20.00	10020.00
3	2009.08.12 17:00	buy	2	0.10	1.42122	0.00000	1.42322
4	2009.08.12 17:50	t/p	2	0.10	1.42322	0.00000	1.42322	20.00	10040.00
5	2009.08.14 18:00	sell	3	0.10	1.42149	0.00000	1.41949
6	2009.08.14 19:16	t/p	3	0.10	1.41949	0.00000	1.41949	20.00	10060.00
7	2009.08.19 10:00	sell	4	0.10	1.40967	0.00000	1.40767
8	2009.08.25 15:00	close	4	0.10	1.43408	0.00000	1.40767	-244.70	9815.30
9	2009.08.25 15:00	buy	5	0.10	1.43408	0.00000	1.43608
10	2009.08.25 15:20	t/p	5	0.10	1.43608	0.00000	1.43608	20.00	9835.30
11	2009.08.26 14:00	sell	6	0.10	1.42778	0.00000	1.42578
12	2009.08.26 14:32	t/p	6	0.10	1.42578	0.00000	1.42578	20.00	9855.30
13	2009.08.27 21:00	buy	7	0.10	1.43708	0.00000	1.43908
14	2009.08.31 01:00	close	7	0.10	1.42834	0.00000	1.43908	-87.50	9767.80
15	2009.08.31 01:00	sell	8	0.10	1.42834	0.00000	1.42634
16	2009.08.31 08:20	t/p	8	0.10	1.42634	0.00000	1.42634	20.00	9787.80
17	2009.08.31 18:00	buy	9	0.10	1.43532	0.00000	1.43732
18	2009.09.01 08:16	t/p	9	0.10	1.43732	0.00000	1.43732	19.95	9807.75
19	2009.09.01 17:00	sell	10	0.10	1.43036	0.00000	1.42836
20	2009.09.01 17:10	t/p	10	0.10	1.42836	0.00000	1.42836	20.00	9827.75
21	2009.09.03 00:00	buy	11	0.10	1.42618	0.00000	1.42818
22	2009.09.03 05:20	t/p	11	0.10	1.42818	0.00000	1.42818	20.00	9847.75
23	2009.09.04 11:00	buy	12	0.10	1.42812	0.00000	1.43012
24	2009.09.04 18:15	t/p	12	0.10	1.43012	0.00000	1.43012	20.00	9867.75
25	2009.09.04 19:00	buy	13	0.10	1.43066	0.00000	1.43266
26	2009.09.07 02:20	t/p	13	0.10	1.43266	0.00000	1.43266	19.95	9887.70
27	2009.09.14 03:00	sell	14	0.10	1.45383	0.00000	1.45183
28	2009.09.14 07:50	t/p	14	0.10	1.45183	0.00000	1.45183	20.00	9907.70
29	2009.09.14 16:00	buy	15	0.10	1.46218	0.00000	1.46418
30	2009.09.14 16:50	t/p	15	0.10	1.46418	0.00000	1.46418	20.00	9927.70
31	2009.09.18 10:00	sell	16	0.10	1.46659	0.00000	1.46459
32	2009.09.18 22:00	sell	17	0.10	1.47010	0.00000	1.46810
33	2009.09.21 05:50	t/p	17	0.10	1.46810	0.00000	1.46810	19.90	9947.60
34	2009.09.21 08:32	t/p	16	0.10	1.46459	0.00000	1.46459	19.90	9967.50
35	2009.09.24 14:00	buy	18	0.10	1.47853	0.00000	1.48053
36	2009.09.24 17:00	close	18	0.10	1.47068	0.00000	1.48053	-78.50	9889.00
37	2009.09.24 17:00	sell	19	0.10	1.47068	0.00000	1.46868
38	2009.09.24 17:50	t/p	19	0.10	1.46868	0.00000	1.46868	20.00	9909.00
39	2009.09.30 06:00	buy	20	0.10	1.46203	0.00000	1.46403
40	2009.09.30 08:02	t/p	20	0.10	1.46403	0.00000	1.46403	20.00	9929.00