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		CrossSignals1=1; CrossSignals2=1; CrossSignals3=1; KijunSignals=1;
Bars in test	1124	Ticks modelled	25909	Modelling quality	n/a
Mismatched charts errors	7
Initial deposit	10000.00
Total net profit	-9832.70	Gross profit	11586.70	Gross loss	-21419.40
Profit factor	0.54	Expected payoff	-280.93
Absolute drawdown	9832.70	Maximal drawdown	14504.80 (98.86%)	Relative drawdown	98.86% (14504.80)
Total trades	35	Short positions (won %)	9 (55.56%)	Long positions (won %)	26 (38.46%)
		Profit trades (% of total)	15 (42.86%)	Loss trades (% of total)	20 (57.14%)
Largest		profit trade	1000.00	loss trade	-4424.90
Average		profit trade	772.45	loss trade	-1070.97
Maximum		consecutive wins (profit in money)	5 (4082.50)	consecutive losses (loss in money)	5 (-1623.90)
Maximal		consecutive profit (count of wins)	4082.50 (5)	consecutive loss (count of losses)	-15520.20 (4)
Average		consecutive wins	2	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.08.04 19:00	sell	1	1.00	1.44292	0.00000	1.43292
2	2009.08.05 00:00	buy	2	1.00	1.44000	0.00000	1.45000
3	2009.08.05 03:00	buy	3	1.00	1.44175	0.00000	1.45175
4	2009.08.05 09:00	close	2	1.00	1.43816	0.00000	1.45000	-184.00	9816.00
5	2009.08.05 09:02	close	3	1.00	1.43707	0.00000	1.45175	-468.00	9348.00
6	2009.08.05 14:00	buy	4	1.00	1.44187	0.00000	1.45187
7	2009.08.05 17:00	close	4	1.00	1.43849	0.00000	1.45187	-338.00	9010.00
8	2009.08.05 20:00	buy	5	1.00	1.44261	0.00000	1.45261
9	2009.08.06 02:00	buy	6	1.00	1.44120	0.00000	1.45120
10	2009.08.06 13:00	sell	7	1.00	1.43807	0.00000	1.42807
11	2009.08.06 13:00	close	5	1.00	1.43807	0.00000	1.45261	-454.90	8555.10
12	2009.08.06 13:03	close	6	1.00	1.43941	0.00000	1.45120	-179.00	8376.10
13	2009.08.07 14:45	t/p	1	1.00	1.43292	0.00000	1.43292	991.50	9367.60
14	2009.08.07 14:50	t/p	7	1.00	1.42807	0.00000	1.42807	998.30	10365.90
15	2009.08.10 01:00	sell	8	1.00	1.41928	0.00000	1.40928
16	2009.08.11 15:00	buy	9	1.00	1.41312	0.00000	1.42312
17	2009.08.11 16:00	close	9	1.00	1.41270	0.00000	1.42312	-42.00	10323.90
18	2009.08.11 17:00	buy	10	1.00	1.41425	0.00000	1.42425
19	2009.08.11 21:00	sell	11	1.00	1.41472	0.00000	1.40472
20	2009.08.11 23:00	close	10	1.00	1.41503	0.00000	1.42425	78.00	10401.90
21	2009.08.12 03:00	buy	12	1.00	1.41602	0.00000	1.42602
22	2009.08.12 05:00	close	12	1.00	1.41432	0.00000	1.42602	-170.00	10231.90
23	2009.08.12 09:20	t/p	8	1.00	1.40928	0.00000	1.40928	996.60	11228.50
24	2009.08.12 09:20	sell	13	1.00	1.40878	0.00000	1.39878
25	2009.08.12 19:00	buy	14	1.00	1.42218	0.00000	1.43218
26	2009.08.13 15:02	t/p	14	1.00	1.43218	0.00000	1.43218	999.10	12227.60
27	2009.08.14 11:00	sell	15	1.00	1.42823	0.00000	1.41823
28	2009.08.14 20:26	t/p	15	1.00	1.41823	0.00000	1.41823	1000.00	13227.60
29	2009.08.17 16:20	t/p	11	1.00	1.40472	0.00000	1.40472	989.80	14217.40
30	2009.08.18 06:00	sell	16	1.00	1.41046	0.00000	1.40046
31	2009.08.18 10:00	buy	17	1.00	1.41281	0.00000	1.42281
32	2009.08.18 21:00	sell	18	1.00	1.41378	0.00000	1.40378
33	2009.08.18 21:00	close	17	1.00	1.41378	0.00000	1.42281	97.00	14314.40
34	2009.08.19 01:00	buy	19	1.00	1.41310	0.00000	1.42310
35	2009.08.19 10:00	close	19	1.00	1.40967	0.00000	1.42310	-343.00	13971.40
36	2009.08.19 17:00	buy	20	1.00	1.42182	0.00000	1.43182
37	2009.08.19 19:00	close	20	1.00	1.42530	0.00000	1.43182	348.00	14319.40
38	2009.08.19 20:00	buy	21	1.00	1.42577	0.00000	1.43577
39	2009.08.20 19:00	sell	22	1.00	1.42352	0.00000	1.41352
40	2009.08.20 19:00	close	21	1.00	1.42352	0.00000	1.43577	-225.90	14093.50
41	2009.08.20 21:00	buy	23	1.00	1.42561	0.00000	1.43561
42	2009.08.21 01:00	buy	24	1.00	1.42553	0.00000	1.43553
43	2009.08.21 16:02	t/p	23	1.00	1.43561	0.00000	1.43561	999.70	15093.20
44	2009.08.21 16:02	t/p	24	1.00	1.43553	0.00000	1.43553	1000.00	16093.20
45	2009.08.21 19:00	buy	25	1.00	1.43218	0.00000	1.44218
46	2009.08.24 13:00	close	25	1.00	1.43075	0.00000	1.44218	-143.30	15949.90
47	2009.08.25 19:00	buy	26	1.00	1.43225	0.00000	1.44225
48	2009.08.26 04:00	close	26	1.00	1.42964	0.00000	1.44225	-261.30	15688.60
49	2009.08.26 10:00	buy	27	1.00	1.43388	0.00000	1.44388
50	2009.08.26 14:00	close	27	1.00	1.42778	0.00000	1.44388	-610.00	15078.60
51	2009.08.27 15:00	buy	28	1.00	1.42583	0.00000	1.43583
52	2009.08.27 20:15	t/p	28	1.00	1.43583	0.00000	1.43583	1000.00	16078.60
53	2009.08.27 22:00	buy	29	1.00	1.43594	0.00000	1.44594
54	2009.08.28 22:00	close	29	1.00	1.43001	0.00000	1.44594	-593.30	15485.30
55	2009.08.31 18:00	buy	30	1.00	1.43550	0.00000	1.44550
56	2009.08.31 21:00	buy	31	1.00	1.43314	0.00000	1.44314
57	2009.09.01 13:00	close	31	1.00	1.42873	0.00000	1.44314	-441.30	15044.00
58	2009.09.01 18:00	close	30	1.00	1.42338	0.00000	1.44550	-1212.30	13831.70
59	2009.09.02 20:00	buy	32	1.00	1.42809	0.00000	1.43809
60	2009.09.03 17:00	close	32	1.00	1.42577	0.00000	1.43809	-232.90	13598.80
61	2009.09.07 02:00	buy	33	1.00	1.43234	0.00000	1.44234
62	2009.09.08 04:00	close	33	1.00	1.43323	0.00000	1.44234	88.70	13687.50
63	2009.09.08 09:00	buy	34	1.00	1.43892	0.00000	1.44892
64	2009.09.08 10:00	buy	35	1.00	1.44172	0.00000	1.45172
65	2009.09.08 12:20	t/p	34	1.00	1.44892	0.00000	1.44892	1000.00	14687.50
66	2009.09.08 16:50	t/p	35	1.00	1.45172	0.00000	1.45172	1000.00	15687.50
67	2009.09.08 17:15	close at stop	22	1.00	1.45257	0.00000	1.41352	-2933.90	12753.60
68	2009.09.08 17:15	close at stop	18	1.00	1.45257	0.00000	1.40378	-3914.70	8838.90
69	2009.09.08 17:15	close at stop	16	1.00	1.45257	0.00000	1.40046	-4246.70	4592.20
70	2009.09.08 17:15	close at stop	13	1.00	1.45257	0.00000	1.39878	-4424.90	167.30