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		MaximumRisk=0.5; DecreaseFactor=2; TrendSMA=21; AddStopLoss=false;
Bars in test	1124	Ticks modelled	25909	Modelling quality	n/a
Mismatched charts errors	7
Initial deposit	10000.00
Total net profit	-5642.60	Gross profit	13521.10	Gross loss	-19163.70
Profit factor	0.71	Expected payoff	-188.09
Absolute drawdown	6154.60	Maximal drawdown	13689.30 (78.07%)	Relative drawdown	78.07% (13689.30)
Total trades	30	Short positions (won %)	12 (25.00%)	Long positions (won %)	18 (44.44%)
		Profit trades (% of total)	11 (36.67%)	Loss trades (% of total)	19 (63.33%)
Largest		profit trade	3734.25	loss trade	-3202.50
Average		profit trade	1229.19	loss trade	-1008.62
Maximum		consecutive wins (profit in money)	3 (3846.25)	consecutive losses (loss in money)	7 (-3890.00)
Maximal		consecutive profit (count of wins)	3846.25 (3)	consecutive loss (count of losses)	-3890.00 (7)
Average		consecutive wins	2	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.08.03 13:45	buy	1	5.00	1.43176	0.00000	0.00000
2	2009.08.04 07:00	close	1	5.00	1.43836	0.00000	0.00000	3297.50	13297.50
3	2009.08.05 05:00	buy	2	6.60	1.44191	0.00000	0.00000
4	2009.08.05 08:00	close	2	6.60	1.43833	0.00000	0.00000	-2362.80	10934.70
5	2009.08.06 17:00	sell	3	5.50	1.43640	0.00000	0.00000
6	2009.08.07 03:00	close	3	5.50	1.43623	0.00000	0.00000	88.00	11022.70
7	2009.08.07 16:05	sell	4	5.50	1.42730	0.00000	0.00000
8	2009.08.10 07:00	close	4	5.50	1.42101	0.00000	0.00000	3454.00	14476.70
9	2009.08.10 18:00	sell	5	7.20	1.41418	0.00000	0.00000
10	2009.08.11 09:00	close	5	7.20	1.41664	0.00000	0.00000	-1778.40	12698.30
11	2009.08.12 08:00	sell	6	6.30	1.41355	0.00000	0.00000
12	2009.08.12 14:00	close	6	6.30	1.41444	0.00000	0.00000	-560.70	12137.60
13	2009.08.13 04:00	buy	7	0.10	1.42202	0.00000	0.00000
14	2009.08.14 06:00	close	7	0.10	1.42688	0.00000	0.00000	48.55	12186.15
15	2009.08.14 14:00	buy	8	6.10	1.42999	0.00000	0.00000
16	2009.08.14 16:00	close	8	6.10	1.42474	0.00000	0.00000	-3202.50	8983.65
17	2009.08.17 02:00	sell	9	4.50	1.41654	0.00000	0.00000
18	2009.08.18 02:00	close	9	4.50	1.41080	0.00000	0.00000	2578.50	11562.15
19	2009.08.20 21:00	buy	10	5.80	1.42549	0.00000	0.00000
20	2009.08.21 05:00	close	10	5.80	1.42573	0.00000	0.00000	136.30	11698.45
21	2009.08.25 03:00	sell	11	5.80	1.42819	0.00000	0.00000
22	2009.08.25 07:00	close	11	5.80	1.43032	0.00000	0.00000	-1235.40	10463.05
23	2009.08.28 16:00	buy	12	5.20	1.43743	0.00000	0.00000
24	2009.08.28 19:00	close	12	5.20	1.43266	0.00000	0.00000	-2480.40	7982.65
25	2009.08.31 06:00	sell	13	0.10	1.42871	0.00000	0.00000
26	2009.08.31 17:00	close	13	0.10	1.43498	0.00000	0.00000	-62.70	7919.95
27	2009.09.01 06:00	buy	14	0.10	1.43553	0.00000	0.00000
28	2009.09.01 13:00	close	14	0.10	1.42873	0.00000	0.00000	-68.00	7851.95
29	2009.09.01 18:00	sell	15	0.10	1.42338	0.00000	0.00000
30	2009.09.02 09:00	close	15	0.10	1.42427	0.00000	0.00000	-9.00	7842.95
31	2009.09.03 01:00	buy	16	0.10	1.42730	0.00000	0.00000
32	2009.09.03 17:00	close	16	0.10	1.42577	0.00000	0.00000	-15.30	7827.65
33	2009.09.04 04:00	sell	17	0.10	1.42478	0.00000	0.00000
34	2009.09.04 08:00	close	17	0.10	1.42670	0.00000	0.00000	-19.20	7808.45
35	2009.09.07 02:00	buy	18	0.10	1.43222	0.00000	0.00000
36	2009.09.07 16:00	close	18	0.10	1.43327	0.00000	0.00000	10.50	7818.95
37	2009.09.08 09:00	buy	19	3.90	1.43880	0.00000	0.00000
38	2009.09.09 07:00	close	19	3.90	1.44838	0.00000	0.00000	3734.25	11553.20
39	2009.09.09 15:00	buy	20	5.80	1.45517	0.00000	0.00000
40	2009.09.10 04:00	close	20	5.80	1.45536	0.00000	0.00000	101.50	11654.70
41	2009.09.10 07:00	buy	21	5.80	1.45763	0.00000	0.00000
42	2009.09.10 12:00	close	21	5.80	1.45378	0.00000	0.00000	-2233.00	9421.70
43	2009.09.11 05:00	buy	22	4.70	1.46039	0.00000	0.00000
44	2009.09.11 12:00	close	22	4.70	1.45877	0.00000	0.00000	-761.40	8660.30
45	2009.09.14 08:00	sell	23	0.10	1.45261	0.00000	0.00000
46	2009.09.14 15:00	close	23	0.10	1.45629	0.00000	0.00000	-36.80	8623.50
47	2009.09.15 02:00	buy	24	0.10	1.46403	0.00000	0.00000
48	2009.09.15 06:00	close	24	0.10	1.46207	0.00000	0.00000	-19.60	8603.90
49	2009.09.16 10:00	buy	25	0.10	1.47034	0.00000	0.00000
50	2009.09.16 15:00	close	25	0.10	1.46854	0.00000	0.00000	-18.00	8585.90
51	2009.09.16 19:00	buy	26	0.10	1.47013	0.00000	0.00000
52	2009.09.17 14:00	close	26	0.10	1.47103	0.00000	0.00000	8.85	8594.75
53	2009.09.18 10:00	sell	27	4.30	1.46659	0.00000	0.00000
54	2009.09.18 14:00	close	27	4.30	1.47105	0.00000	0.00000	-1917.80	6676.95
55	2009.09.21 05:45	sell	28	3.30	1.46825	0.00000	0.00000
56	2009.09.21 18:00	close	28	3.30	1.46908	0.00000	0.00000	-273.90	6403.05
57	2009.09.22 09:00	buy	29	0.10	1.47400	0.00000	0.00000
58	2009.09.23 10:00	close	29	0.10	1.48032	0.00000	0.00000	63.15	6466.20
59	2009.09.30 12:00	buy	30	3.20	1.46658	0.00000	0.00000
60	2009.09.30 16:00	close	30	3.20	1.45999	0.00000	0.00000	-2108.80	4357.40