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		BeginSession1=6; EndSession1=10; BeginSession2=10; EndSession2=14; Spread=4; ClsOnlUnprTX=1; AtMarketIfPendingImpossible=1; TrailingStop=0; TakeProfit=0; InitialStopLoss=0;
Bars in test	1124	Ticks modelled	25909	Modelling quality	n/a
Mismatched charts errors	7
Initial deposit	10000.00
Total net profit	-1704.00	Gross profit	13184.50	Gross loss	-14888.50
Profit factor	0.89	Expected payoff	-39.63
Absolute drawdown	2321.00	Maximal drawdown	9553.00 (55.44%)	Relative drawdown	55.44% (9553.00)
Total trades	43	Short positions (won %)	13 (84.62%)	Long positions (won %)	30 (90.00%)
		Profit trades (% of total)	38 (88.37%)	Loss trades (% of total)	5 (11.63%)
Largest		profit trade	1754.00	loss trade	-5957.00
Average		profit trade	346.96	loss trade	-2977.70
Maximum		consecutive wins (profit in money)	22 (4525.00)	consecutive losses (loss in money)	4 (-14885.00)
Maximal		consecutive profit (count of wins)	8659.50 (16)	consecutive loss (count of losses)	-14885.00 (4)
Average		consecutive wins	19	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.08.03 10:00	buy stop	1	1.00	1.42550	0.00000	0.00000
2	2009.08.03 10:00	sell stop	2	1.00	1.42055	0.00000	0.00000
3	2009.08.03 10:40	buy	1	1.00	1.42550	0.00000	0.00000
4	2009.08.03 14:00	buy stop	3	1.00	1.43248	0.00000	0.00000
5	2009.08.03 14:00	sell stop	4	1.00	1.42638	0.00000	0.00000
6	2009.08.03 14:37	buy	3	1.00	1.43248	0.00000	0.00000
7	2009.08.03 23:59	expiration	2	1.00	1.42055	0.00000	0.00000
8	2009.08.03 23:59	expiration	4	1.00	1.42638	0.00000	0.00000
9	2009.08.04 00:00	close	3	1.00	1.44186	0.00000	0.00000	937.50	10937.50
10	2009.08.04 00:00	close	1	1.00	1.44186	0.00000	0.00000	1635.50	12573.00
11	2009.08.04 10:00	buy stop	5	1.00	1.44238	0.00000	0.00000
12	2009.08.04 10:00	sell stop	6	1.00	1.43753	0.00000	0.00000
13	2009.08.04 11:07	buy	5	1.00	1.44238	0.00000	0.00000
14	2009.08.04 13:50	sell	6	1.00	1.43753	0.00000	0.00000
15	2009.08.04 14:00	buy stop	7	1.00	1.44232	0.00000	0.00000
16	2009.08.04 14:00	sell stop	8	1.00	1.43732	0.00000	0.00000
17	2009.08.04 14:02	sell	8	1.00	1.43732	0.00000	0.00000
18	2009.08.04 16:02	buy	7	1.00	1.44232	0.00000	0.00000
19	2009.08.05 20:00	close	7	1.00	1.44237	0.00000	0.00000	4.50	12577.50
20	2009.08.05 21:00	close	5	1.00	1.44290	0.00000	0.00000	51.50	12629.00
21	2009.08.06 10:00	buy stop	9	1.00	1.44223	0.00000	0.00000
22	2009.08.06 14:00	buy stop	10	1.00	1.44070	0.00000	0.00000
23	2009.08.06 16:00	close	8	1.00	1.43686	0.00000	0.00000	42.00	12671.00
24	2009.08.06 16:00	close	6	1.00	1.43686	0.00000	0.00000	63.00	12734.00
25	2009.08.06 23:59	expiration	9	1.00	1.44223	0.00000	0.00000
26	2009.08.06 23:59	expiration	10	1.00	1.44070	0.00000	0.00000
27	2009.08.07 10:00	buy stop	11	1.00	1.43724	0.00000	0.00000
28	2009.08.07 10:00	sell stop	12	1.00	1.43396	0.00000	0.00000
29	2009.08.07 10:45	buy	11	1.00	1.43724	0.00000	0.00000
30	2009.08.07 14:00	buy stop	13	1.00	1.43704	0.00000	0.00000
31	2009.08.07 14:00	sell stop	14	1.00	1.43495	0.00000	0.00000
32	2009.08.07 14:30	buy	13	1.00	1.43704	0.00000	0.00000
33	2009.08.07 14:40	sell	14	1.00	1.43495	0.00000	0.00000
34	2009.08.07 14:45	sell	12	1.00	1.43396	0.00000	0.00000
35	2009.08.10 00:00	close	14	1.00	1.41740	0.00000	0.00000	1754.00	14488.00
36	2009.08.10 00:00	close	12	1.00	1.41740	0.00000	0.00000	1655.00	16143.00
37	2009.08.10 10:00	sell stop	15	1.00	1.41803	0.00000	0.00000
38	2009.08.10 10:20	sell	15	1.00	1.41803	0.00000	0.00000
39	2009.08.10 14:00	sell stop	16	1.00	1.41833	0.00000	0.00000
40	2009.08.10 14:33	sell	16	1.00	1.41833	0.00000	0.00000
41	2009.08.11 00:00	close	16	1.00	1.41478	0.00000	0.00000	354.00	16497.00
42	2009.08.11 00:00	close	15	1.00	1.41478	0.00000	0.00000	324.00	16821.00
43	2009.08.11 10:00	sell stop	17	1.00	1.41282	0.00000	0.00000
44	2009.08.11 14:00	sell stop	18	1.00	1.41462	0.00000	0.00000
45	2009.08.11 14:59	sell	18	1.00	1.41462	0.00000	0.00000
46	2009.08.11 15:15	sell	17	1.00	1.41282	0.00000	0.00000
47	2009.08.12 05:00	close	18	1.00	1.41460	0.00000	0.00000	1.00	16822.00
48	2009.08.12 09:00	close	17	1.00	1.41200	0.00000	0.00000	81.00	16903.00
49	2009.08.12 10:00	sell stop	19	1.00	1.40853	0.00000	0.00000
50	2009.08.12 14:00	sell stop	20	1.00	1.41103	0.00000	0.00000
51	2009.08.12 23:59	expiration	19	1.00	1.40853	0.00000	0.00000
52	2009.08.12 23:59	expiration	20	1.00	1.41103	0.00000	0.00000
53	2009.08.13 10:00	sell stop	21	1.00	1.42132	0.00000	0.00000
54	2009.08.13 14:00	sell stop	22	1.00	1.42416	0.00000	0.00000
55	2009.08.13 23:59	expiration	21	1.00	1.42132	0.00000	0.00000
56	2009.08.13 23:59	expiration	22	1.00	1.42416	0.00000	0.00000
57	2009.08.14 10:00	sell stop	23	1.00	1.42509	0.00000	0.00000
58	2009.08.14 14:00	sell stop	24	1.00	1.42661	0.00000	0.00000
59	2009.08.14 14:50	sell	24	1.00	1.42661	0.00000	0.00000
60	2009.08.14 15:50	sell	23	1.00	1.42509	0.00000	0.00000
61	2009.08.17 00:00	close	24	1.00	1.41918	0.00000	0.00000	742.00	17645.00
62	2009.08.17 00:00	close	23	1.00	1.41918	0.00000	0.00000	590.00	18235.00
63	2009.08.17 10:00	sell stop	25	1.00	1.41139	0.00000	0.00000
64	2009.08.17 10:02	sell	25	1.00	1.41139	0.00000	0.00000
65	2009.08.17 14:00	sell stop	26	1.00	1.40480	0.00000	0.00000
66	2009.08.17 16:20	sell	26	1.00	1.40480	0.00000	0.00000
67	2009.08.18 00:00	close	25	1.00	1.40730	0.00000	0.00000	408.00	18643.00
68	2009.08.18 10:00	sell stop	27	1.00	1.40981	0.00000	0.00000
69	2009.08.18 14:20	sell	27	1.00	1.40981	0.00000	0.00000
70	2009.08.28 16:00	close	13	1.00	1.43731	0.00000	0.00000	16.50	18659.50
71	2009.08.28 16:00	close	11	1.00	1.43731	0.00000	0.00000	-3.50	18656.00
72	2009.08.31 10:00	buy stop	28	1.00	1.42902	0.00000	0.00000
73	2009.08.31 10:07	buy	28	1.00	1.42902	0.00000	0.00000
74	2009.08.31 14:00	buy stop	29	1.00	1.42963	0.00000	0.00000
75	2009.08.31 15:50	buy	29	1.00	1.42963	0.00000	0.00000
76	2009.09.01 00:00	close	29	1.00	1.43303	0.00000	0.00000	339.50	18995.50
77	2009.09.01 00:00	close	28	1.00	1.43303	0.00000	0.00000	400.50	19396.00
78	2009.09.01 10:00	buy stop	30	1.00	1.43776	0.00000	0.00000
79	2009.09.01 14:00	buy stop	31	1.00	1.43521	0.00000	0.00000
80	2009.09.01 23:59	expiration	30	1.00	1.43776	0.00000	0.00000
81	2009.09.01 23:59	expiration	31	1.00	1.43521	0.00000	0.00000
82	2009.09.02 10:00	buy stop	32	1.00	1.42468	0.00000	0.00000
83	2009.09.02 14:00	buy stop	33	1.00	1.42426	0.00000	0.00000
84	2009.09.02 16:50	buy	33	1.00	1.42426	0.00000	0.00000
85	2009.09.02 17:15	buy	32	1.00	1.42468	0.00000	0.00000
86	2009.09.03 00:00	close	33	1.00	1.42612	0.00000	0.00000	184.50	19580.50
87	2009.09.03 00:00	close	32	1.00	1.42612	0.00000	0.00000	142.50	19723.00
88	2009.09.03 10:00	buy stop	34	1.00	1.43134	0.00000	0.00000
89	2009.09.03 12:20	buy	34	1.00	1.43134	0.00000	0.00000
90	2009.09.03 14:00	buy stop	35	1.00	1.43477	0.00000	0.00000
91	2009.09.03 23:59	expiration	35	1.00	1.43477	0.00000	0.00000
92	2009.09.04 14:00	buy stop	36	1.00	1.42842	0.00000	0.00000
93	2009.09.04 18:05	buy	36	1.00	1.42842	0.00000	0.00000
94	2009.09.07 00:00	close	36	1.00	1.43052	0.00000	0.00000	209.50	19932.50
95	2009.09.07 01:00	close	34	1.00	1.43137	0.00000	0.00000	2.00	19934.50
96	2009.09.07 10:00	buy stop	37	1.00	1.43604	0.00000	0.00000
97	2009.09.07 10:20	buy	37	1.00	1.43604	0.00000	0.00000
98	2009.09.07 14:00	buy stop	38	1.00	1.43562	0.00000	0.00000
99	2009.09.07 23:59	expiration	38	1.00	1.43562	0.00000	0.00000
100	2009.09.08 09:00	close	37	1.00	1.43868	0.00000	0.00000	263.50	20198.00
101	2009.09.08 10:00	buy stop	39	1.00	1.44262	0.00000	0.00000
102	2009.09.08 10:10	buy	39	1.00	1.44262	0.00000	0.00000
103	2009.09.08 14:00	buy stop	40	1.00	1.44980	0.00000	0.00000
104	2009.09.08 14:50	buy	40	1.00	1.44980	0.00000	0.00000
105	2009.09.09 00:00	close	39	1.00	1.44935	0.00000	0.00000	672.50	20870.50
106	2009.09.09 01:00	close	40	1.00	1.44994	0.00000	0.00000	13.50	20884.00
107	2009.09.09 10:00	buy stop	41	1.00	1.45171	0.00000	0.00000
108	2009.09.09 13:45	buy	41	1.00	1.45171	0.00000	0.00000
109	2009.09.09 14:00	buy stop	42	1.00	1.45280	0.00000	0.00000
110	2009.09.09 14:10	buy	42	1.00	1.45280	0.00000	0.00000
111	2009.09.10 00:00	close	42	1.00	1.45639	0.00000	0.00000	357.50	21241.50
112	2009.09.10 00:00	close	41	1.00	1.45639	0.00000	0.00000	466.50	21708.00
113	2009.09.10 10:00	buy stop	43	1.00	1.45861	0.00000	0.00000
114	2009.09.10 14:00	buy	44	1.00	1.45636	0.00000	0.00000
115	2009.09.10 14:45	buy	43	1.00	1.45861	0.00000	0.00000
116	2009.09.11 00:00	close	44	1.00	1.45790	0.00000	0.00000	153.50	21861.50
117	2009.09.11 05:00	close	43	1.00	1.46027	0.00000	0.00000	165.50	22027.00
118	2009.09.11 10:00	buy stop	45	1.00	1.46273	0.00000	0.00000
119	2009.09.11 14:00	buy stop	46	1.00	1.46152	0.00000	0.00000
120	2009.09.11 15:15	buy	46	1.00	1.46152	0.00000	0.00000
121	2009.09.11 15:32	buy	45	1.00	1.46273	0.00000	0.00000
122	2009.09.14 16:00	close	46	1.00	1.46212	0.00000	0.00000	59.50	22086.50
123	2009.09.14 17:00	close	45	1.00	1.46301	0.00000	0.00000	27.50	22114.00
124	2009.09.15 10:00	buy stop	47	1.00	1.46411	0.00000	0.00000
125	2009.09.15 14:00	buy stop	48	1.00	1.46183	0.00000	0.00000
126	2009.09.15 14:32	buy	48	1.00	1.46183	0.00000	0.00000
127	2009.09.15 19:10	buy	47	1.00	1.46411	0.00000	0.00000
128	2009.09.16 00:00	close	48	1.00	1.46601	0.00000	0.00000	417.50	22531.50
129	2009.09.16 00:00	close	47	1.00	1.46601	0.00000	0.00000	189.50	22721.00
130	2009.09.16 10:00	buy stop	49	1.00	1.47083	0.00000	0.00000
131	2009.09.16 10:45	buy	49	1.00	1.47083	0.00000	0.00000
132	2009.09.16 14:00	buy stop	50	1.00	1.47087	0.00000	0.00000
133	2009.09.16 15:07	buy	50	1.00	1.47087	0.00000	0.00000
134	2009.09.17 03:00	close	50	1.00	1.47103	0.00000	0.00000	14.50	22735.50
135	2009.09.17 03:00	close	49	1.00	1.47103	0.00000	0.00000	18.50	22754.00
136	2009.09.17 10:00	buy stop	51	1.00	1.47672	0.00000	0.00000
137	2009.09.17 14:00	buy stop	52	1.00	1.47474	0.00000	0.00000
138	2009.09.17 16:02	buy	52	1.00	1.47474	0.00000	0.00000
139	2009.09.17 23:59	expiration	51	1.00	1.47672	0.00000	0.00000
140	2009.09.18 10:00	buy stop	53	1.00	1.47304	0.00000	0.00000
141	2009.09.18 15:20	buy	53	1.00	1.47304	0.00000	0.00000
142	2009.09.22 09:00	close	53	1.00	1.47388	0.00000	0.00000	83.00	22837.00
143	2009.09.22 10:00	close	52	1.00	1.47783	0.00000	0.00000	307.50	23144.50
144	2009.09.22 10:00	buy stop	54	1.00	1.47915	0.00000	0.00000
145	2009.09.22 10:15	buy	54	1.00	1.47915	0.00000	0.00000
146	2009.09.22 14:00	buy stop	55	1.00	1.48212	0.00000	0.00000
147	2009.09.22 23:59	expiration	55	1.00	1.48212	0.00000	0.00000
148	2009.09.23 01:00	close	54	1.00	1.47952	0.00000	0.00000	36.50	23181.00
149	2009.09.23 10:00	buy stop	56	1.00	1.48202	0.00000	0.00000
150	2009.09.23 14:00	buy stop	57	1.00	1.47994	0.00000	0.00000
151	2009.09.23 20:10	buy	57	1.00	1.47994	0.00000	0.00000
152	2009.09.23 20:15	buy	56	1.00	1.48202	0.00000	0.00000
153	2009.09.30 23:59	close at stop	57	1.00	1.46365	0.00000	0.00000	-1632.50	21548.50
154	2009.09.30 23:59	close at stop	56	1.00	1.46365	0.00000	0.00000	-1840.50	19708.00
155	2009.09.30 23:59	close at stop	27	1.00	1.46393	0.00000	0.00000	-5455.00	14253.00
156	2009.09.30 23:59	close at stop	26	1.00	1.46393	0.00000	0.00000	-5957.00	8296.00