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		mn=818; tp=2000; sl=1000; TrailingStop=300; lots=0.1; Risk=0.005; multilot=0; closeby=false; sh2=3; sh3=3; sh4=3; sh5=3; per_rsi=3; sars1=0.02; sars2=0.03;
Bars in test	1124	Ticks modelled	25909	Modelling quality	n/a
Mismatched charts errors	7
Initial deposit	10000.00
Total net profit	86.10	Gross profit	1009.28	Gross loss	-923.18
Profit factor	1.09	Expected payoff	4.10
Absolute drawdown	144.30	Maximal drawdown	566.58 (5.37%)	Relative drawdown	5.37% (566.58)
Total trades	21	Short positions (won %)	11 (54.55%)	Long positions (won %)	10 (60.00%)
		Profit trades (% of total)	12 (57.14%)	Loss trades (% of total)	9 (42.86%)
Largest		profit trade	197.60	loss trade	-103.10
Average		profit trade	84.11	loss trade	-102.58
Maximum		consecutive wins (profit in money)	5 (467.26)	consecutive losses (loss in money)	3 (-308.60)
Maximal		consecutive profit (count of wins)	467.26 (5)	consecutive loss (count of losses)	-308.60 (3)
Average		consecutive wins	2	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.08.03 04:00	sell	1	0.10	1.42410	1.43434	1.40434
2	2009.08.03 15:32	s/l	1	0.10	1.43434	1.43434	1.40434	-102.40	9897.60
3	2009.08.03 21:00	sell	2	0.10	1.44074	1.45098	1.42098
4	2009.08.06 19:00	modify	2	0.10	1.44074	1.43726	1.42098
5	2009.08.06 21:00	modify	2	0.10	1.44074	1.43714	1.42098
6	2009.08.07 01:50	s/l	2	0.10	1.43714	1.43714	1.42098	35.40	9933.00
7	2009.08.07 05:00	sell	3	0.10	1.43577	1.44601	1.41601
8	2009.08.07 16:00	modify	3	0.10	1.43577	1.43071	1.41601
9	2009.08.07 17:00	modify	3	0.10	1.43577	1.42391	1.41601
10	2009.08.07 18:00	modify	3	0.10	1.43577	1.42106	1.41601
11	2009.08.07 18:20	t/p	3	0.10	1.41601	1.42106	1.41601	197.60	10130.60
12	2009.08.10 08:00	buy	4	0.10	1.42162	1.41138	1.44138
13	2009.08.10 19:20	s/l	4	0.10	1.41138	1.41138	1.44138	-102.40	10028.20
14	2009.08.10 23:00	buy	5	0.10	1.41415	1.40391	1.43391
15	2009.08.12 17:00	modify	5	0.10	1.41415	1.41816	1.43391
16	2009.08.12 18:00	modify	5	0.10	1.41415	1.41833	1.43391
17	2009.08.12 19:00	modify	5	0.10	1.41415	1.41894	1.43391
18	2009.08.12 20:00	modify	5	0.10	1.41415	1.41896	1.43391
19	2009.08.12 20:15	s/l	5	0.10	1.41896	1.41896	1.43391	48.02	10076.22
20	2009.08.12 23:00	buy	6	0.10	1.41878	1.40854	1.43854
21	2009.08.13 11:00	modify	6	0.10	1.41878	1.42254	1.43854
22	2009.08.13 12:00	modify	6	0.10	1.41878	1.42402	1.43854
23	2009.08.13 15:00	modify	6	0.10	1.41878	1.42715	1.43854
24	2009.08.13 15:50	s/l	6	0.10	1.42715	1.42715	1.43854	83.58	10159.80
25	2009.08.17 00:00	buy	7	0.10	1.41914	1.40890	1.43890
26	2009.08.17 12:15	s/l	7	0.10	1.40890	1.40890	1.43890	-102.40	10057.40
27	2009.08.18 09:00	buy	8	0.10	1.41309	1.40285	1.43285
28	2009.08.19 17:00	modify	8	0.10	1.41309	1.41858	1.43285
29	2009.08.19 18:00	modify	8	0.10	1.41309	1.42318	1.43285
30	2009.08.19 21:20	s/l	8	0.10	1.42318	1.42318	1.43285	100.86	10158.26
31	2009.08.20 04:00	sell	9	0.10	1.42307	1.43331	1.40331
32	2009.08.21 12:20	s/l	9	0.10	1.43331	1.43331	1.40331	-102.50	10055.76
33	2009.08.24 18:00	sell	10	0.10	1.43186	1.44210	1.41210
34	2009.08.26 16:00	modify	10	0.10	1.43186	1.42470	1.41210
35	2009.08.26 20:32	s/l	10	0.10	1.42470	1.42470	1.41210	71.40	10127.16
36	2009.08.28 04:00	sell	11	0.10	1.43657	1.44681	1.41681
37	2009.08.28 21:00	modify	11	0.10	1.43657	1.43186	1.41681
38	2009.08.31 01:00	modify	11	0.10	1.43657	1.43158	1.41681
39	2009.08.31 02:50	s/l	11	0.10	1.43158	1.43158	1.41681	49.80	10176.96
40	2009.08.31 21:00	sell	12	0.10	1.43290	1.44314	1.41314
41	2009.09.01 18:00	modify	12	0.10	1.43290	1.42662	1.41314
42	2009.09.01 19:00	modify	12	0.10	1.43290	1.42641	1.41314
43	2009.09.01 20:00	modify	12	0.10	1.43290	1.42421	1.41314
44	2009.09.02 02:00	modify	12	0.10	1.43290	1.42399	1.41314
45	2009.09.02 03:00	modify	12	0.10	1.43290	1.42292	1.41314
46	2009.09.02 08:20	s/l	12	0.10	1.42292	1.42292	1.41314	99.60	10276.56
47	2009.09.02 18:00	buy	13	0.10	1.42466	1.41442	1.44442
48	2009.09.03 14:00	modify	13	0.10	1.42466	1.42957	1.44442
49	2009.09.03 14:50	s/l	13	0.10	1.42957	1.42957	1.44442	48.98	10325.54
50	2009.09.03 19:00	buy	14	0.10	1.42609	1.41585	1.44585
51	2009.09.07 02:00	modify	14	0.10	1.42609	1.42910	1.44585
52	2009.09.07 03:00	modify	14	0.10	1.42609	1.42946	1.44585
53	2009.09.07 05:00	modify	14	0.10	1.42609	1.42993	1.44585
54	2009.09.07 06:00	modify	14	0.10	1.42609	1.43019	1.44585
55	2009.09.07 07:00	modify	14	0.10	1.42609	1.43041	1.44585
56	2009.09.07 09:00	modify	14	0.10	1.42609	1.43052	1.44585
57	2009.09.07 10:00	modify	14	0.10	1.42609	1.43156	1.44585
58	2009.09.07 12:00	modify	14	0.10	1.42609	1.43207	1.44585
59	2009.09.08 09:00	modify	14	0.10	1.42609	1.43568	1.44585
60	2009.09.08 10:00	modify	14	0.10	1.42609	1.43848	1.44585
61	2009.09.08 11:00	modify	14	0.10	1.42609	1.43908	1.44585
62	2009.09.08 11:45	t/p	14	0.10	1.44585	1.43908	1.44585	197.48	10523.02
63	2009.09.08 21:00	sell	15	0.10	1.44887	1.45911	1.42911
64	2009.09.09 16:20	s/l	15	0.10	1.45911	1.45911	1.42911	-102.50	10420.52
65	2009.09.09 19:00	sell	16	0.10	1.45724	1.46748	1.43748
66	2009.09.15 19:50	s/l	16	0.10	1.46748	1.46748	1.43748	-103.00	10317.52
67	2009.09.15 22:00	sell	17	0.10	1.46745	1.47769	1.44769
68	2009.09.22 09:20	s/l	17	0.10	1.47769	1.47769	1.44769	-103.10	10214.42
69	2009.09.22 15:00	sell	18	0.10	1.47933	1.48957	1.45957
70	2009.09.24 00:00	modify	18	0.10	1.47933	1.47245	1.45957
71	2009.09.24 01:40	s/l	18	0.10	1.47245	1.47245	1.45957	68.40	10282.82
72	2009.09.24 03:00	buy	19	0.10	1.47529	1.46505	1.49505
73	2009.09.24 19:50	s/l	19	0.10	1.46505	1.46505	1.49505	-102.40	10180.42
74	2009.09.24 23:00	buy	20	0.10	1.46672	1.45648	1.48648
75	2009.09.28 06:07	s/l	20	0.10	1.45648	1.45648	1.48648	-102.48	10077.94
76	2009.09.29 06:00	buy	21	0.10	1.46283	1.45259	1.48259
77	2009.09.30 23:59	close at stop	21	0.10	1.46365	1.45259	1.48259	8.16	10086.10