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		x="Íàñòðîéêè öåíîâûõ EMA:"; perema1=13; perema2=21; persma3=55; x1="Íàñòðîéêè MACD:"; lowema4=5; fastema4=200; x2="Íàñòðîéêè MACD Bolinger:"; bbper=20; bbotcl=1; x3="Íàñòðîéêè MACD SMA:"; smaper=3; x4="Íàñòðîéêè RSI:"; rsiper=21; rsiur=50; x5="Íàñòðîéêè ñèëû äâèæåíèÿ:"; sila=100; x6="Íàñòðîéêè ParabolicSar:"; step=0.02; maximum=0.2; x7="Íàñòðîéêè âûáîðà StopLoss:"; StopLossParabolic=false; StopLossEMA=true; otstup=0; x8="Íàñòðîéêè âûáîðà TakeProfit:"; TakeProfitParabolic=true; TakeProfitRSI=true; rsitpurbuy=65; rsitpursell=35;
Bars in test	1124	Ticks modelled	25909	Modelling quality	n/a
Mismatched charts errors	7
Initial deposit	10000.00
Total net profit	-184.50	Gross profit	248.49	Gross loss	-432.99
Profit factor	0.57	Expected payoff	-5.95
Absolute drawdown	250.36	Maximal drawdown	260.68 (2.60%)	Relative drawdown	2.60% (260.68)
Total trades	31	Short positions (won %)	11 (27.27%)	Long positions (won %)	20 (60.00%)
		Profit trades (% of total)	15 (48.39%)	Loss trades (% of total)	16 (51.61%)
Largest		profit trade	119.91	loss trade	-63.00
Average		profit trade	16.57	loss trade	-27.06
Maximum		consecutive wins (profit in money)	4 (29.81)	consecutive losses (loss in money)	6 (-94.30)
Maximal		consecutive profit (count of wins)	128.61 (3)	consecutive loss (count of losses)	-126.40 (3)
Average		consecutive wins	2	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.08.04 19:00	buy	1	0.10	1.44316	1.43250	0.00000
2	2009.08.05 13:37	close	1	0.05	1.44372	1.43250	0.00000	2.78	10002.79
3	2009.08.05 13:37	buy	2	0.05	1.44316	1.43250	0.00000
4	2009.08.07 14:45	s/l	2	0.05	1.43250	1.43250	0.00000	-53.38	9949.41
5	2009.08.13 21:00	buy	3	0.10	1.42663	1.42190	0.00000
6	2009.08.14 02:00	close	3	0.05	1.42736	1.42190	0.00000	3.63	9953.05
7	2009.08.14 02:00	buy	4	0.05	1.42663	1.42190	0.00000
8	2009.08.14 17:26	s/l	4	0.05	1.42190	1.42190	0.00000	-23.66	9929.38
9	2009.08.18 14:00	sell	5	0.10	1.41053	1.41400	0.00000
10	2009.08.18 18:02	s/l	5	0.10	1.41400	1.41400	0.00000	-34.70	9894.68
11	2009.08.20 03:00	buy	6	0.10	1.42235	1.41650	0.00000
12	2009.08.20 09:20	close	6	0.05	1.42304	1.41650	0.00000	3.45	9898.13
13	2009.08.20 09:20	buy	7	0.05	1.42235	1.41650	0.00000
14	2009.08.21 07:50	close	7	0.05	1.42374	1.41650	0.00000	6.94	9905.07
15	2009.08.21 10:00	buy	8	0.10	1.42974	1.42160	0.00000
16	2009.08.21 13:00	close	8	0.05	1.43261	1.42160	0.00000	14.35	9919.42
17	2009.08.21 13:00	buy	9	0.05	1.42974	1.42160	0.00000
18	2009.08.25 13:10	close	9	0.05	1.43076	1.42160	0.00000	5.07	9924.49
19	2009.08.26 10:00	buy	10	0.10	1.43388	1.43000	0.00000
20	2009.08.26 12:20	s/l	10	0.10	1.43000	1.43000	0.00000	-38.80	9885.69
21	2009.08.27 16:00	sell	11	0.10	1.42291	1.42670	0.00000
22	2009.08.27 17:45	s/l	11	0.10	1.42670	1.42670	0.00000	-37.90	9847.79
23	2009.08.28 09:00	buy	12	0.10	1.43312	1.43000	0.00000
24	2009.08.28 19:10	close	12	0.05	1.43365	1.43000	0.00000	2.65	9850.44
25	2009.08.28 19:10	buy	13	0.05	1.43312	1.43000	0.00000
26	2009.08.28 20:16	s/l	13	0.05	1.43000	1.43000	0.00000	-15.60	9834.84
27	2009.08.31 11:00	sell	14	0.10	1.42898	1.43060	0.00000
28	2009.08.31 16:13	s/l	14	0.10	1.43060	1.43060	0.00000	-16.20	9818.64
29	2009.09.01 03:00	buy	15	0.10	1.43235	1.43140	0.00000
30	2009.09.01 12:20	s/l	15	0.10	1.43140	1.43140	0.00000	-9.50	9809.14
31	2009.09.02 17:00	sell	16	0.10	1.42377	1.42610	0.00000
32	2009.09.02 17:20	s/l	16	0.10	1.42610	1.42610	0.00000	-23.30	9785.84
33	2009.09.03 15:00	buy	17	0.10	1.42919	1.42730	0.00000
34	2009.09.03 16:10	s/l	17	0.10	1.42730	1.42730	0.00000	-18.90	9766.94
35	2009.09.04 07:00	sell	18	0.10	1.42552	1.42660	0.00000
36	2009.09.04 07:45	s/l	18	0.10	1.42660	1.42660	0.00000	-10.80	9756.14
37	2009.09.07 15:00	buy	19	0.10	1.43342	1.42960	0.00000
38	2009.09.07 18:02	close	19	0.05	1.43462	1.42960	0.00000	6.00	9762.14
39	2009.09.07 18:02	buy	20	0.05	1.43342	1.42960	0.00000
40	2009.09.11 19:00	close	20	0.05	1.45742	1.42960	0.00000	119.91	9882.05
41	2009.09.15 04:00	buy	21	0.10	1.46215	1.45820	0.00000
42	2009.09.15 07:45	close	21	0.05	1.46269	1.45820	0.00000	2.70	9884.75
43	2009.09.15 07:45	buy	22	0.05	1.46215	1.45820	0.00000
44	2009.09.15 11:20	s/l	22	0.05	1.45820	1.45820	0.00000	-19.75	9865.00
45	2009.09.15 19:00	buy	23	0.10	1.46387	1.45930	0.00000
46	2009.09.16 15:00	close	23	0.05	1.46854	1.45930	0.00000	23.34	9888.33
47	2009.09.16 15:00	buy	24	0.05	1.46387	1.45930	0.00000
48	2009.09.18 04:00	close	24	0.05	1.46982	1.45930	0.00000	29.68	9918.01
49	2009.09.23 03:00	buy	25	0.10	1.47956	1.47400	0.00000
50	2009.09.23 17:50	s/l	25	0.10	1.47400	1.47400	0.00000	-55.60	9862.41
51	2009.09.25 15:00	sell	26	0.10	1.46430	1.47060	0.00000
52	2009.09.25 16:20	s/l	26	0.10	1.47060	1.47060	0.00000	-63.00	9799.41
53	2009.09.25 16:27	sell	27	0.10	1.46982	1.47060	0.00000
54	2009.09.25 16:32	s/l	27	0.10	1.47060	1.47060	0.00000	-7.80	9791.61
55	2009.09.25 16:40	sell	28	0.10	1.46978	1.47060	0.00000
56	2009.09.25 17:00	close	28	0.05	1.46919	1.47060	0.00000	2.95	9794.56
57	2009.09.25 17:00	sell	29	0.05	1.46978	1.47060	0.00000
58	2009.09.25 17:20	s/l	29	0.05	1.47060	1.47060	0.00000	-4.10	9790.46
59	2009.09.28 23:00	sell	30	0.10	1.46218	1.46560	0.00000
60	2009.09.29 19:00	close	30	0.05	1.45823	1.46560	0.00000	19.66	9810.12
61	2009.09.29 19:00	sell	31	0.05	1.46218	1.46560	0.00000
62	2009.09.30 09:15	close	31	0.05	1.46107	1.46560	0.00000	5.38	9815.50