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		Lots=0.1; MaximumRisk=0.02; DecreaseFactor=3; MovingPeriod=12; MovingShift=6;
Bars in test	1124	Ticks modelled	25909	Modelling quality	n/a
Mismatched charts errors	7
Initial deposit	10000.00
Total net profit	-444.00	Gross profit	1286.40	Gross loss	-1730.40
Profit factor	0.74	Expected payoff	-6.63
Absolute drawdown	461.80	Maximal drawdown	1111.80 (10.44%)	Relative drawdown	10.44% (1111.80)
Total trades	67	Short positions (won %)	42 (16.67%)	Long positions (won %)	25 (24.00%)
		Profit trades (% of total)	13 (19.40%)	Loss trades (% of total)	54 (80.60%)
Largest		profit trade	380.20	loss trade	-149.50
Average		profit trade	98.95	loss trade	-32.04
Maximum		consecutive wins (profit in money)	2 (409.10)	consecutive losses (loss in money)	9 (-295.60)
Maximal		consecutive profit (count of wins)	409.10 (2)	consecutive loss (count of losses)	-295.60 (9)
Average		consecutive wins	1	consecutive losses	5

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.08.03 11:00	buy	1	0.20	1.42747	0.00000	0.00000
2	2009.08.04 06:00	close	1	0.20	1.43893	0.00000	0.00000	229.10	10229.10
3	2009.08.04 09:00	buy	2	0.20	1.44171	0.00000	0.00000
4	2009.08.04 10:00	close	2	0.20	1.44025	0.00000	0.00000	-29.20	10199.90
5	2009.08.04 12:00	sell	3	0.20	1.44040	0.00000	0.00000
6	2009.08.04 16:00	close	3	0.20	1.44082	0.00000	0.00000	-8.40	10191.50
7	2009.08.04 17:00	sell	4	0.10	1.43957	0.00000	0.00000
8	2009.08.04 22:00	close	4	0.10	1.43975	0.00000	0.00000	-1.80	10189.70
9	2009.08.05 00:00	sell	5	0.10	1.43976	0.00000	0.00000
10	2009.08.05 02:00	close	5	0.10	1.44154	0.00000	0.00000	-17.80	10171.90
11	2009.08.05 08:00	sell	6	0.10	1.43833	0.00000	0.00000
12	2009.08.05 14:00	close	6	0.10	1.44170	0.00000	0.00000	-33.70	10138.20
13	2009.08.05 15:00	sell	7	0.10	1.43967	0.00000	0.00000
14	2009.08.05 19:00	close	7	0.10	1.44170	0.00000	0.00000	-20.30	10117.90
15	2009.08.06 05:00	sell	8	0.10	1.43945	0.00000	0.00000
16	2009.08.07 09:00	close	8	0.10	1.43655	0.00000	0.00000	28.90	10146.80
17	2009.08.07 14:00	sell	9	0.20	1.43562	0.00000	0.00000
18	2009.08.11 09:00	close	9	0.20	1.41659	0.00000	0.00000	380.20	10527.00
19	2009.08.11 15:00	sell	10	0.20	1.41288	0.00000	0.00000
20	2009.08.11 19:00	close	10	0.20	1.41595	0.00000	0.00000	-61.40	10465.60
21	2009.08.11 20:00	sell	11	0.20	1.41502	0.00000	0.00000
22	2009.08.11 22:00	close	11	0.20	1.41510	0.00000	0.00000	-1.60	10464.00
23	2009.08.11 23:00	sell	12	0.10	1.41503	0.00000	0.00000
24	2009.08.12 01:00	close	12	0.10	1.41545	0.00000	0.00000	-4.30	10459.70
25	2009.08.12 02:00	sell	13	0.10	1.41505	0.00000	0.00000
26	2009.08.12 03:00	close	13	0.10	1.41585	0.00000	0.00000	-8.00	10451.70
27	2009.08.12 05:00	sell	14	0.10	1.41432	0.00000	0.00000
28	2009.08.12 07:00	close	14	0.10	1.41488	0.00000	0.00000	-5.60	10446.10
29	2009.08.12 08:00	sell	15	0.10	1.41355	0.00000	0.00000
30	2009.08.12 13:00	close	15	0.10	1.41635	0.00000	0.00000	-28.00	10418.10
31	2009.08.12 14:00	sell	16	0.10	1.41432	0.00000	0.00000
32	2009.08.14 03:00	close	16	0.10	1.42923	0.00000	0.00000	-149.50	10268.60
33	2009.08.14 05:00	sell	17	0.10	1.42694	0.00000	0.00000
34	2009.08.14 11:00	close	17	0.10	1.42830	0.00000	0.00000	-13.60	10255.00
35	2009.08.14 12:00	sell	18	0.10	1.42758	0.00000	0.00000
36	2009.08.14 14:00	close	18	0.10	1.42994	0.00000	0.00000	-23.60	10231.40
37	2009.08.14 15:00	sell	19	0.10	1.42676	0.00000	0.00000
38	2009.08.18 02:00	close	19	0.10	1.41075	0.00000	0.00000	159.90	10391.30
39	2009.08.18 15:00	sell	20	0.20	1.40798	0.00000	0.00000
40	2009.08.18 18:00	close	20	0.20	1.41273	0.00000	0.00000	-95.00	10296.30
41	2009.08.19 08:00	sell	21	0.20	1.41170	0.00000	0.00000
42	2009.08.19 16:00	close	21	0.20	1.41492	0.00000	0.00000	-64.40	10231.90
43	2009.08.20 06:00	buy	22	0.10	1.42229	0.00000	0.00000
44	2009.08.20 07:00	close	22	0.10	1.42179	0.00000	0.00000	-5.00	10226.90
45	2009.08.20 08:00	buy	23	0.10	1.42344	0.00000	0.00000
46	2009.08.20 13:00	close	23	0.10	1.42241	0.00000	0.00000	-10.30	10216.60
47	2009.08.20 14:00	buy	24	0.10	1.42370	0.00000	0.00000
48	2009.08.21 06:00	close	24	0.10	1.42239	0.00000	0.00000	-13.15	10203.45
49	2009.08.21 10:00	buy	25	0.10	1.42957	0.00000	0.00000
50	2009.08.24 09:00	close	25	0.10	1.42949	0.00000	0.00000	-0.85	10202.60
51	2009.08.24 17:00	sell	26	0.10	1.43188	0.00000	0.00000
52	2009.08.24 19:00	close	26	0.10	1.43269	0.00000	0.00000	-8.10	10194.50
53	2009.08.24 20:00	sell	27	0.10	1.42996	0.00000	0.00000
54	2009.08.25 12:00	close	27	0.10	1.42945	0.00000	0.00000	5.00	10199.50
55	2009.08.25 13:00	sell	28	0.20	1.42865	0.00000	0.00000
56	2009.08.25 14:00	close	28	0.20	1.43338	0.00000	0.00000	-94.60	10104.90
57	2009.08.25 23:00	sell	29	0.20	1.42960	0.00000	0.00000
58	2009.08.26 08:00	close	29	0.20	1.43163	0.00000	0.00000	-40.80	10064.10
59	2009.08.26 13:00	sell	30	0.10	1.42968	0.00000	0.00000
60	2009.08.27 05:00	close	30	0.10	1.42518	0.00000	0.00000	44.70	10108.80
61	2009.08.27 06:00	sell	31	0.20	1.42421	0.00000	0.00000
62	2009.08.27 11:00	close	31	0.20	1.42460	0.00000	0.00000	-7.80	10101.00
63	2009.08.27 16:00	sell	32	0.20	1.42291	0.00000	0.00000
64	2009.08.27 18:00	close	32	0.20	1.42721	0.00000	0.00000	-86.00	10015.00
65	2009.08.28 11:00	buy	33	0.10	1.43574	0.00000	0.00000
66	2009.08.28 19:00	close	33	0.10	1.43266	0.00000	0.00000	-30.80	9984.20
67	2009.08.31 16:00	buy	34	0.10	1.42913	0.00000	0.00000
68	2009.09.01 12:00	close	34	0.10	1.43346	0.00000	0.00000	43.25	10027.45
69	2009.09.02 10:00	sell	35	0.20	1.42128	0.00000	0.00000
70	2009.09.02 11:00	close	35	0.20	1.42276	0.00000	0.00000	-29.60	9997.85
71	2009.09.02 15:00	sell	36	0.20	1.42103	0.00000	0.00000
72	2009.09.02 17:00	close	36	0.20	1.42384	0.00000	0.00000	-56.20	9941.65
73	2009.09.03 17:00	sell	37	0.10	1.42577	0.00000	0.00000
74	2009.09.04 08:00	close	37	0.10	1.42665	0.00000	0.00000	-8.90	9932.75
75	2009.09.04 15:00	sell	38	0.10	1.42181	0.00000	0.00000
76	2009.09.04 18:00	close	38	0.10	1.42774	0.00000	0.00000	-59.30	9873.45
77	2009.09.07 21:00	buy	39	0.10	1.43375	0.00000	0.00000
78	2009.09.07 23:00	close	39	0.10	1.43312	0.00000	0.00000	-6.30	9867.15
79	2009.09.08 00:00	buy	40	0.10	1.43372	0.00000	0.00000
80	2009.09.08 04:00	close	40	0.10	1.43323	0.00000	0.00000	-4.90	9862.25
81	2009.09.08 05:00	buy	41	0.10	1.43378	0.00000	0.00000
82	2009.09.08 07:00	close	41	0.10	1.43341	0.00000	0.00000	-3.70	9858.55
83	2009.09.08 08:00	buy	42	0.10	1.43474	0.00000	0.00000
84	2009.09.09 05:00	close	42	0.10	1.44932	0.00000	0.00000	145.75	10004.30
85	2009.09.09 08:00	buy	43	0.20	1.45145	0.00000	0.00000
86	2009.09.09 09:00	close	43	0.20	1.44831	0.00000	0.00000	-62.80	9941.50
87	2009.09.09 13:00	sell	44	0.20	1.44936	0.00000	0.00000
88	2009.09.09 14:00	close	44	0.20	1.45223	0.00000	0.00000	-57.40	9884.10
89	2009.09.10 11:00	sell	45	0.10	1.45517	0.00000	0.00000
90	2009.09.10 15:00	close	45	0.10	1.45731	0.00000	0.00000	-21.40	9862.70
91	2009.09.10 16:00	sell	46	0.10	1.45330	0.00000	0.00000
92	2009.09.10 17:00	close	46	0.10	1.45614	0.00000	0.00000	-28.40	9834.30
93	2009.09.11 11:00	sell	47	0.10	1.45838	0.00000	0.00000
94	2009.09.11 13:00	close	47	0.10	1.46065	0.00000	0.00000	-22.70	9811.60
95	2009.09.11 15:00	sell	48	0.10	1.45852	0.00000	0.00000
96	2009.09.11 16:00	close	48	0.10	1.46084	0.00000	0.00000	-23.20	9788.40
97	2009.09.11 18:00	sell	49	0.10	1.45848	0.00000	0.00000
98	2009.09.14 14:00	close	49	0.10	1.45644	0.00000	0.00000	20.30	9808.70
99	2009.09.15 08:00	buy	50	0.20	1.46293	0.00000	0.00000
100	2009.09.15 09:00	close	50	0.20	1.46148	0.00000	0.00000	-29.00	9779.70
101	2009.09.15 18:00	buy	51	0.20	1.46169	0.00000	0.00000
102	2009.09.16 16:00	close	51	0.20	1.46613	0.00000	0.00000	88.70	9868.40
103	2009.09.16 17:00	buy	52	0.20	1.46868	0.00000	0.00000
104	2009.09.17 14:00	close	52	0.20	1.47103	0.00000	0.00000	46.70	9915.10
105	2009.09.17 16:00	buy	53	0.20	1.47400	0.00000	0.00000
106	2009.09.17 19:00	close	53	0.20	1.47147	0.00000	0.00000	-50.60	9864.50
107	2009.09.17 21:00	buy	54	0.20	1.47494	0.00000	0.00000
108	2009.09.18 03:00	close	54	0.20	1.47255	0.00000	0.00000	-47.90	9816.60
109	2009.09.18 17:00	buy	55	0.10	1.47188	0.00000	0.00000
110	2009.09.18 18:00	close	55	0.10	1.47021	0.00000	0.00000	-16.70	9799.90
111	2009.09.18 19:00	buy	56	0.10	1.47242	0.00000	0.00000
112	2009.09.18 22:00	close	56	0.10	1.47010	0.00000	0.00000	-23.20	9776.70
113	2009.09.21 00:00	buy	57	0.10	1.46933	0.00000	0.00000
114	2009.09.23 09:00	close	57	0.10	1.47855	0.00000	0.00000	92.10	9868.80
115	2009.09.23 10:00	buy	58	0.20	1.48039	0.00000	0.00000
116	2009.09.23 11:00	close	58	0.20	1.47934	0.00000	0.00000	-21.00	9847.80
117	2009.09.23 21:00	buy	59	0.20	1.47975	0.00000	0.00000
118	2009.09.23 22:00	close	59	0.20	1.47418	0.00000	0.00000	-111.40	9736.40
119	2009.09.24 09:00	buy	60	0.10	1.47636	0.00000	0.00000
120	2009.09.24 17:00	close	60	0.10	1.47068	0.00000	0.00000	-56.80	9679.60
121	2009.09.25 15:00	sell	61	0.10	1.46430	0.00000	0.00000
122	2009.09.25 16:00	close	61	0.10	1.46792	0.00000	0.00000	-36.20	9643.40
123	2009.09.25 20:00	sell	62	0.10	1.46683	0.00000	0.00000
124	2009.09.28 00:00	close	62	0.10	1.46940	0.00000	0.00000	-25.80	9617.60
125	2009.09.28 03:00	sell	63	0.10	1.46441	0.00000	0.00000
126	2009.09.28 14:00	close	63	0.10	1.46423	0.00000	0.00000	1.80	9619.40
127	2009.09.29 02:00	sell	64	0.20	1.46212	0.00000	0.00000
128	2009.09.29 06:00	close	64	0.20	1.46266	0.00000	0.00000	-10.80	9608.60
129	2009.09.29 10:00	sell	65	0.20	1.45775	0.00000	0.00000
130	2009.09.29 23:00	close	65	0.20	1.45878	0.00000	0.00000	-20.60	9588.00
131	2009.09.30 15:00	sell	66	0.10	1.46034	0.00000	0.00000
132	2009.09.30 18:00	close	66	0.10	1.46291	0.00000	0.00000	-25.70	9562.30
133	2009.09.30 19:00	buy	67	0.10	1.46428	0.00000	0.00000
134	2009.09.30 23:59	close at stop	67	0.10	1.46365	0.00000	0.00000	-6.30	9556.00