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		TakeProfit=50; StopLoss=50; TrailingStop=11; Lots=0.1; per_SMA5=5; per_SMA20=20; per_SMA40=40; per_SMA60=60;
Bars in test	1124	Ticks modelled	25909	Modelling quality	n/a
Mismatched charts errors	7
Initial deposit	10000.00
Total net profit	-315.40	Gross profit	210.00	Gross loss	-525.40
Profit factor	0.40	Expected payoff	-2.79
Absolute drawdown	350.40	Maximal drawdown	350.40 (3.50%)	Relative drawdown	3.50% (350.40)
Total trades	113	Short positions (won %)	35 (31.43%)	Long positions (won %)	78 (39.74%)
		Profit trades (% of total)	42 (37.17%)	Loss trades (% of total)	71 (62.83%)
Largest		profit trade	5.00	loss trade	-7.40
Average		profit trade	5.00	loss trade	-7.40
Maximum		consecutive wins (profit in money)	10 (50.00)	consecutive losses (loss in money)	15 (-111.00)
Maximal		consecutive profit (count of wins)	50.00 (10)	consecutive loss (count of losses)	-111.00 (15)
Average		consecutive wins	4	consecutive losses	7

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.08.12 18:30	buy	1	0.10	1.42342	1.42268	1.42392
2	2009.08.12 18:32	buy	2	0.10	1.42341	1.42267	1.42391
3	2009.08.12 18:35	buy	3	0.10	1.42324	1.42250	1.42374
4	2009.08.12 18:37	buy	4	0.10	1.42357	1.42283	1.42407
5	2009.08.12 18:40	s/l	1	0.10	1.42268	1.42268	1.42392	-7.40	9992.60
6	2009.08.12 18:40	s/l	4	0.10	1.42283	1.42283	1.42407	-7.40	9985.20
7	2009.08.12 18:40	buy	5	0.10	1.42292	1.42218	1.42342
8	2009.08.12 18:42	buy	6	0.10	1.42308	1.42234	1.42358
9	2009.08.12 18:45	s/l	2	0.10	1.42267	1.42267	1.42391	-7.40	9977.80
10	2009.08.12 18:45	s/l	3	0.10	1.42250	1.42250	1.42374	-7.40	9970.40
11	2009.08.12 18:45	s/l	5	0.10	1.42218	1.42218	1.42342	-7.40	9963.00
12	2009.08.12 18:45	s/l	6	0.10	1.42234	1.42234	1.42358	-7.40	9955.60
13	2009.08.12 18:45	buy	7	0.10	1.42242	1.42168	1.42292
14	2009.08.12 18:47	buy	8	0.10	1.42259	1.42185	1.42309
15	2009.08.12 18:50	s/l	7	0.10	1.42168	1.42168	1.42292	-7.40	9948.20
16	2009.08.12 18:50	s/l	8	0.10	1.42185	1.42185	1.42309	-7.40	9940.80
17	2009.08.12 18:50	buy	9	0.10	1.42177	1.42103	1.42227
18	2009.08.12 18:52	buy	10	0.10	1.42210	1.42136	1.42260
19	2009.08.12 18:55	buy	11	0.10	1.42193	1.42119	1.42243
20	2009.08.12 18:57	buy	12	0.10	1.42242	1.42168	1.42292
21	2009.08.12 18:59	buy	13	0.10	1.42217	1.42143	1.42267
22	2009.08.12 19:02	s/l	10	0.10	1.42136	1.42136	1.42260	-7.40	9933.40
23	2009.08.12 19:02	s/l	12	0.10	1.42168	1.42168	1.42292	-7.40	9926.00
24	2009.08.12 19:02	s/l	13	0.10	1.42143	1.42143	1.42267	-7.40	9918.60
25	2009.08.12 19:20	t/p	9	0.10	1.42227	1.42103	1.42227	5.00	9923.60
26	2009.08.12 19:20	t/p	11	0.10	1.42243	1.42119	1.42243	5.00	9928.60
27	2009.09.01 20:00	sell	14	0.10	1.42097	1.42171	1.42047
28	2009.09.01 20:02	sell	15	0.10	1.42125	1.42199	1.42075
29	2009.09.01 20:05	sell	16	0.10	1.42104	1.42178	1.42054
30	2009.09.01 20:07	sell	17	0.10	1.42146	1.42220	1.42096
31	2009.09.01 20:10	t/p	17	0.10	1.42096	1.42220	1.42096	5.00	9933.60
32	2009.09.01 20:10	sell	18	0.10	1.42062	1.42136	1.42012
33	2009.09.01 20:12	sell	19	0.10	1.42083	1.42157	1.42033
34	2009.09.01 20:15	t/p	14	0.10	1.42047	1.42171	1.42047	5.00	9938.60
35	2009.09.01 20:15	t/p	15	0.10	1.42075	1.42199	1.42075	5.00	9943.60
36	2009.09.01 20:15	t/p	16	0.10	1.42054	1.42178	1.42054	5.00	9948.60
37	2009.09.01 20:15	t/p	19	0.10	1.42033	1.42157	1.42033	5.00	9953.60
38	2009.09.01 20:15	sell	20	0.10	1.42000	1.42074	1.41950
39	2009.09.01 20:17	sell	21	0.10	1.42021	1.42095	1.41971
40	2009.09.01 20:20	t/p	18	0.10	1.42012	1.42136	1.42012	5.00	9958.60
41	2009.09.01 20:20	t/p	20	0.10	1.41950	1.42074	1.41950	5.00	9963.60
42	2009.09.01 20:20	t/p	21	0.10	1.41971	1.42095	1.41971	5.00	9968.60
43	2009.09.01 20:20	sell	22	0.10	1.41916	1.41990	1.41866
44	2009.09.01 20:22	sell	23	0.10	1.41958	1.42032	1.41908
45	2009.09.01 20:25	sell	24	0.10	1.41937	1.42011	1.41887
46	2009.09.01 20:27	s/l	22	0.10	1.41990	1.41990	1.41866	-7.40	9961.20
47	2009.09.01 20:27	s/l	24	0.10	1.42011	1.42011	1.41887	-7.40	9953.80
48	2009.09.01 20:27	sell	25	0.10	1.42000	1.42074	1.41950
49	2009.09.01 20:27	sell	26	0.10	1.41965	1.42039	1.41915
50	2009.09.01 20:37	t/p	25	0.10	1.41950	1.42074	1.41950	5.00	9958.80
51	2009.09.01 20:40	s/l	23	0.10	1.42032	1.42032	1.41908	-7.40	9951.40
52	2009.09.01 20:40	s/l	26	0.10	1.42039	1.42039	1.41915	-7.40	9944.00
53	2009.09.04 21:30	buy	27	0.10	1.43036	1.42962	1.43086
54	2009.09.04 21:32	buy	28	0.10	1.42999	1.42925	1.43049
55	2009.09.04 21:35	buy	29	0.10	1.43008	1.42934	1.43058
56	2009.09.04 21:37	buy	30	0.10	1.42989	1.42915	1.43039
57	2009.09.04 21:40	buy	31	0.10	1.43037	1.42963	1.43087
58	2009.09.04 21:42	buy	32	0.10	1.43027	1.42953	1.43077
59	2009.09.04 21:45	t/p	30	0.10	1.43039	1.42915	1.43039	5.00	9949.00
60	2009.09.04 21:45	buy	33	0.10	1.43065	1.42991	1.43115
61	2009.09.04 21:47	buy	34	0.10	1.43056	1.42982	1.43106
62	2009.09.04 21:50	t/p	28	0.10	1.43049	1.42925	1.43049	5.00	9954.00
63	2009.09.04 21:50	t/p	29	0.10	1.43058	1.42934	1.43058	5.00	9959.00
64	2009.09.04 21:50	buy	35	0.10	1.43094	1.43020	1.43144
65	2009.09.04 21:52	buy	36	0.10	1.43075	1.43001	1.43125
66	2009.09.04 21:55	buy	37	0.10	1.43084	1.43010	1.43134
67	2009.09.04 21:57	buy	38	0.10	1.43056	1.42982	1.43106
68	2009.09.04 21:59	buy	39	0.10	1.43051	1.42977	1.43101
69	2009.09.04 22:02	s/l	35	0.10	1.43020	1.43020	1.43144	-7.40	9951.60
70	2009.09.04 22:07	s/l	37	0.10	1.43010	1.43010	1.43134	-7.40	9944.20
71	2009.09.04 22:15	t/p	32	0.10	1.43077	1.42953	1.43077	5.00	9949.20
72	2009.09.04 22:20	t/p	27	0.10	1.43086	1.42962	1.43086	5.00	9954.20
73	2009.09.04 22:20	t/p	31	0.10	1.43087	1.42963	1.43087	5.00	9959.20
74	2009.09.04 22:20	t/p	34	0.10	1.43106	1.42982	1.43106	5.00	9964.20
75	2009.09.04 22:20	t/p	38	0.10	1.43106	1.42982	1.43106	5.00	9969.20
76	2009.09.04 22:20	t/p	39	0.10	1.43101	1.42977	1.43101	5.00	9974.20
77	2009.09.04 22:40	s/l	33	0.10	1.42991	1.42991	1.43115	-7.40	9966.80
78	2009.09.04 22:40	s/l	36	0.10	1.43001	1.43001	1.43125	-7.40	9959.40
79	2009.09.08 10:30	buy	40	0.10	1.44316	1.44242	1.44366
80	2009.09.08 10:32	buy	41	0.10	1.44345	1.44271	1.44395
81	2009.09.08 10:35	buy	42	0.10	1.44329	1.44255	1.44379
82	2009.09.08 10:37	buy	43	0.10	1.44361	1.44287	1.44411
83	2009.09.08 10:40	s/l	43	0.10	1.44287	1.44287	1.44411	-7.40	9952.00
84	2009.09.08 10:40	buy	44	0.10	1.44298	1.44224	1.44348
85	2009.09.08 10:42	buy	45	0.10	1.44314	1.44240	1.44364
86	2009.09.08 10:45	s/l	40	0.10	1.44242	1.44242	1.44366	-7.40	9944.60
87	2009.09.08 10:45	s/l	41	0.10	1.44271	1.44271	1.44395	-7.40	9937.20
88	2009.09.08 10:45	s/l	42	0.10	1.44255	1.44255	1.44379	-7.40	9929.80
89	2009.09.08 10:45	s/l	45	0.10	1.44240	1.44240	1.44364	-7.40	9922.40
90	2009.09.08 10:45	buy	46	0.10	1.44250	1.44176	1.44300
91	2009.09.08 10:47	buy	47	0.10	1.44266	1.44192	1.44316
92	2009.09.08 10:50	s/l	44	0.10	1.44224	1.44224	1.44348	-7.40	9915.00
93	2009.09.08 10:50	s/l	46	0.10	1.44176	1.44176	1.44300	-7.40	9907.60
94	2009.09.08 10:50	s/l	47	0.10	1.44192	1.44192	1.44316	-7.40	9900.20
95	2009.09.08 10:50	buy	48	0.10	1.44187	1.44113	1.44237
96	2009.09.08 10:52	buy	49	0.10	1.44219	1.44145	1.44269
97	2009.09.08 10:55	buy	50	0.10	1.44203	1.44129	1.44253
98	2009.09.08 10:57	buy	51	0.10	1.44250	1.44176	1.44300
99	2009.09.08 10:59	buy	52	0.10	1.44234	1.44160	1.44284
100	2009.09.08 11:00	buy	53	0.10	1.44232	1.44158	1.44282
101	2009.09.08 11:02	s/l	51	0.10	1.44176	1.44176	1.44300	-7.40	9892.80
102	2009.09.08 11:02	s/l	52	0.10	1.44160	1.44160	1.44284	-7.40	9885.40
103	2009.09.08 11:02	s/l	53	0.10	1.44158	1.44158	1.44282	-7.40	9878.00
104	2009.09.08 11:02	buy	54	0.10	1.44173	1.44099	1.44223
105	2009.09.08 11:05	buy	55	0.10	1.44195	1.44121	1.44245
106	2009.09.08 11:07	s/l	49	0.10	1.44145	1.44145	1.44269	-7.40	9870.60
107	2009.09.08 11:07	s/l	50	0.10	1.44129	1.44129	1.44253	-7.40	9863.20
108	2009.09.08 11:07	buy	56	0.10	1.44151	1.44077	1.44201
109	2009.09.08 11:10	t/p	48	0.10	1.44237	1.44113	1.44237	5.00	9868.20
110	2009.09.08 11:10	t/p	54	0.10	1.44223	1.44099	1.44223	5.00	9873.20
111	2009.09.08 11:10	t/p	56	0.10	1.44201	1.44077	1.44201	5.00	9878.20
112	2009.09.08 11:10	buy	57	0.10	1.44261	1.44187	1.44311
113	2009.09.08 11:12	buy	58	0.10	1.44239	1.44165	1.44289
114	2009.09.08 11:15	t/p	55	0.10	1.44245	1.44121	1.44245	5.00	9883.20
115	2009.09.08 11:15	t/p	58	0.10	1.44289	1.44165	1.44289	5.00	9888.20
116	2009.09.08 11:15	buy	59	0.10	1.44326	1.44252	1.44376
117	2009.09.08 11:17	buy	60	0.10	1.44304	1.44230	1.44354
118	2009.09.08 11:20	t/p	57	0.10	1.44311	1.44187	1.44311	5.00	9893.20
119	2009.09.08 11:20	t/p	60	0.10	1.44354	1.44230	1.44354	5.00	9898.20
120	2009.09.08 11:20	buy	61	0.10	1.44392	1.44318	1.44442
121	2009.09.08 11:22	buy	62	0.10	1.44348	1.44274	1.44398
122	2009.09.08 11:25	buy	63	0.10	1.44370	1.44296	1.44420
123	2009.09.08 11:27	s/l	61	0.10	1.44318	1.44318	1.44442	-7.40	9890.80
124	2009.09.08 11:27	s/l	63	0.10	1.44296	1.44296	1.44420	-7.40	9883.40
125	2009.09.08 11:27	buy	64	0.10	1.44304	1.44230	1.44354
126	2009.09.08 11:27	buy	65	0.10	1.44309	1.44235	1.44359
127	2009.09.08 11:37	s/l	59	0.10	1.44252	1.44252	1.44376	-7.40	9876.00
128	2009.09.08 11:37	s/l	62	0.10	1.44274	1.44274	1.44398	-7.40	9868.60
129	2009.09.08 11:40	t/p	64	0.10	1.44354	1.44230	1.44354	5.00	9873.60
130	2009.09.08 11:40	t/p	65	0.10	1.44359	1.44235	1.44359	5.00	9878.60
131	2009.09.14 05:00	sell	66	0.10	1.45424	1.45498	1.45374
132	2009.09.14 05:03	sell	67	0.10	1.45386	1.45460	1.45336
133	2009.09.14 05:06	sell	68	0.10	1.45395	1.45469	1.45345
134	2009.09.14 05:10	sell	69	0.10	1.45377	1.45451	1.45327
135	2009.09.14 05:13	sell	70	0.10	1.45422	1.45496	1.45372
136	2009.09.14 05:16	sell	71	0.10	1.45413	1.45487	1.45363
137	2009.09.14 05:20	s/l	67	0.10	1.45460	1.45460	1.45336	-7.40	9871.20
138	2009.09.14 05:20	s/l	68	0.10	1.45469	1.45469	1.45345	-7.40	9863.80
139	2009.09.14 05:20	s/l	69	0.10	1.45451	1.45451	1.45327	-7.40	9856.40
140	2009.09.14 05:20	sell	72	0.10	1.45450	1.45524	1.45400
141	2009.09.14 05:23	sell	73	0.10	1.45441	1.45515	1.45391
142	2009.09.14 05:26	s/l	66	0.10	1.45498	1.45498	1.45374	-7.40	9849.00
143	2009.09.14 05:26	s/l	70	0.10	1.45496	1.45496	1.45372	-7.40	9841.60
144	2009.09.14 05:26	s/l	71	0.10	1.45487	1.45487	1.45363	-7.40	9834.20
145	2009.09.14 05:26	sell	74	0.10	1.45477	1.45551	1.45427
146	2009.09.14 05:33	s/l	72	0.10	1.45524	1.45524	1.45400	-7.40	9826.80
147	2009.09.14 05:33	s/l	73	0.10	1.45515	1.45515	1.45391	-7.40	9819.40
148	2009.09.14 05:33	s/l	74	0.10	1.45551	1.45551	1.45427	-7.40	9812.00
149	2009.09.16 01:30	buy	75	0.10	1.46696	1.46622	1.46746
150	2009.09.16 01:32	buy	76	0.10	1.46650	1.46576	1.46700
151	2009.09.16 01:35	buy	77	0.10	1.46660	1.46586	1.46710
152	2009.09.16 01:37	s/l	75	0.10	1.46622	1.46622	1.46746	-7.40	9804.60
153	2009.09.16 01:37	buy	78	0.10	1.46639	1.46565	1.46689
154	2009.09.16 01:40	buy	79	0.10	1.46693	1.46619	1.46743
155	2009.09.16 01:42	buy	80	0.10	1.46682	1.46608	1.46732
156	2009.09.16 01:45	t/p	76	0.10	1.46700	1.46576	1.46700	5.00	9809.60
157	2009.09.16 01:45	t/p	78	0.10	1.46689	1.46565	1.46689	5.00	9814.60
158	2009.09.16 01:45	buy	81	0.10	1.46725	1.46651	1.46775
159	2009.09.16 01:47	buy	82	0.10	1.46714	1.46640	1.46764
160	2009.09.16 01:50	t/p	77	0.10	1.46710	1.46586	1.46710	5.00	9819.60
161	2009.09.16 01:50	t/p	80	0.10	1.46732	1.46608	1.46732	5.00	9824.60
162	2009.09.16 01:50	buy	83	0.10	1.46757	1.46683	1.46807
163	2009.09.16 01:52	buy	84	0.10	1.46736	1.46662	1.46786
164	2009.09.16 01:55	buy	85	0.10	1.46746	1.46672	1.46796
165	2009.09.16 01:57	buy	86	0.10	1.46714	1.46640	1.46764
166	2009.09.16 01:59	buy	87	0.10	1.46722	1.46648	1.46772
167	2009.09.16 02:02	s/l	83	0.10	1.46683	1.46683	1.46807	-7.40	9817.20
168	2009.09.16 02:02	s/l	84	0.10	1.46662	1.46662	1.46786	-7.40	9809.80
169	2009.09.16 02:02	s/l	85	0.10	1.46672	1.46672	1.46796	-7.40	9802.40
170	2009.09.16 02:07	s/l	81	0.10	1.46651	1.46651	1.46775	-7.40	9795.00
171	2009.09.16 02:07	s/l	87	0.10	1.46648	1.46648	1.46772	-7.40	9787.60
172	2009.09.16 02:15	t/p	79	0.10	1.46743	1.46619	1.46743	5.00	9792.60
173	2009.09.16 02:15	t/p	82	0.10	1.46764	1.46640	1.46764	5.00	9797.60
174	2009.09.16 02:15	t/p	86	0.10	1.46764	1.46640	1.46764	5.00	9802.60
175	2009.09.28 08:30	sell	88	0.10	1.46079	1.46153	1.46029
176	2009.09.28 08:32	t/p	88	0.10	1.46029	1.46153	1.46029	5.00	9807.60
177	2009.09.28 08:32	sell	89	0.10	1.45984	1.46058	1.45934
178	2009.09.28 08:35	sell	90	0.10	1.46005	1.46079	1.45955
179	2009.09.28 08:37	sell	91	0.10	1.45964	1.46038	1.45914
180	2009.09.28 08:40	s/l	89	0.10	1.46058	1.46058	1.45934	-7.40	9800.20
181	2009.09.28 08:40	s/l	90	0.10	1.46079	1.46079	1.45955	-7.40	9792.80
182	2009.09.28 08:40	s/l	91	0.10	1.46038	1.46038	1.45914	-7.40	9785.40
183	2009.09.28 08:40	sell	92	0.10	1.46065	1.46139	1.46015
184	2009.09.28 08:42	sell	93	0.10	1.46045	1.46119	1.45995
185	2009.09.28 08:45	s/l	92	0.10	1.46139	1.46139	1.46015	-7.40	9778.00
186	2009.09.28 08:45	s/l	93	0.10	1.46119	1.46119	1.45995	-7.40	9770.60
187	2009.09.28 08:45	sell	94	0.10	1.46126	1.46200	1.46076
188	2009.09.28 08:47	sell	95	0.10	1.46106	1.46180	1.46056
189	2009.09.28 08:50	s/l	94	0.10	1.46200	1.46200	1.46076	-7.40	9763.20
190	2009.09.28 08:50	s/l	95	0.10	1.46180	1.46180	1.46056	-7.40	9755.80
191	2009.09.28 08:50	sell	96	0.10	1.46187	1.46261	1.46137
192	2009.09.28 08:52	sell	97	0.10	1.46146	1.46220	1.46096
193	2009.09.28 08:55	sell	98	0.10	1.46167	1.46241	1.46117
194	2009.09.28 08:57	t/p	96	0.10	1.46137	1.46261	1.46137	5.00	9760.80
195	2009.09.28 08:57	sell	99	0.10	1.46106	1.46180	1.46056
196	2009.09.28 08:59	sell	100	0.10	1.46132	1.46206	1.46082
197	2009.09.28 09:00	s/l	97	0.10	1.46220	1.46220	1.46096	-7.40	9753.40
198	2009.09.28 09:00	s/l	98	0.10	1.46241	1.46241	1.46117	-7.40	9746.00
199	2009.09.28 09:00	s/l	99	0.10	1.46180	1.46180	1.46056	-7.40	9738.60
200	2009.09.28 09:00	s/l	100	0.10	1.46206	1.46206	1.46082	-7.40	9731.20
201	2009.09.30 12:00	buy	101	0.10	1.46670	1.46596	1.46720
202	2009.09.30 12:02	buy	102	0.10	1.46699	1.46625	1.46749
203	2009.09.30 12:05	buy	103	0.10	1.46687	1.46613	1.46737
204	2009.09.30 12:07	buy	104	0.10	1.46712	1.46638	1.46762
205	2009.09.30 12:10	s/l	104	0.10	1.46638	1.46638	1.46762	-7.40	9723.80
206	2009.09.30 12:10	buy	105	0.10	1.46661	1.46587	1.46711
207	2009.09.30 12:12	buy	106	0.10	1.46674	1.46600	1.46724
208	2009.09.30 12:15	s/l	102	0.10	1.46625	1.46625	1.46749	-7.40	9716.40
209	2009.09.30 12:15	s/l	103	0.10	1.46613	1.46613	1.46737	-7.40	9709.00
210	2009.09.30 12:15	s/l	106	0.10	1.46600	1.46600	1.46724	-7.40	9701.60
211	2009.09.30 12:15	buy	107	0.10	1.46623	1.46549	1.46673
212	2009.09.30 12:17	buy	108	0.10	1.46636	1.46562	1.46686
213	2009.09.30 12:20	s/l	101	0.10	1.46596	1.46596	1.46720	-7.40	9694.20
214	2009.09.30 12:20	s/l	105	0.10	1.46587	1.46587	1.46711	-7.40	9686.80
215	2009.09.30 12:20	s/l	107	0.10	1.46549	1.46549	1.46673	-7.40	9679.40
216	2009.09.30 12:20	s/l	108	0.10	1.46562	1.46562	1.46686	-7.40	9672.00
217	2009.09.30 12:20	buy	109	0.10	1.46572	1.46498	1.46622
218	2009.09.30 12:22	buy	110	0.10	1.46597	1.46523	1.46647
219	2009.09.30 12:25	buy	111	0.10	1.46585	1.46511	1.46635
220	2009.09.30 12:27	buy	112	0.10	1.46623	1.46549	1.46673
221	2009.09.30 12:27	buy	113	0.10	1.46584	1.46510	1.46634
222	2009.09.30 12:37	s/l	112	0.10	1.46549	1.46549	1.46673	-7.40	9664.60
223	2009.09.30 12:45	t/p	109	0.10	1.46622	1.46498	1.46622	5.00	9669.60
224	2009.09.30 12:45	t/p	111	0.10	1.46635	1.46511	1.46635	5.00	9674.60
225	2009.09.30 12:45	t/p	113	0.10	1.46634	1.46510	1.46634	5.00	9679.60
226	2009.09.30 12:50	t/p	110	0.10	1.46647	1.46523	1.46647	5.00	9684.60