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		Lastrange=71; Hours2Check=8; CloseHour=9; EarliestOpenHour=14; Days2Check=10; ChannelK=2.1; CheckHour_8=8; ProfitK_8=2.1; LossK_8=2.7; OffsetK_8=2.5; CheckHour_12=12; ProfitK_12=2.1; LossK_12=1.5; OffsetK_12=2.4; FilterDay=0; DoubleDay=5; UseMM=false; TradesPerDayAllowed=2;
Bars in test	1124	Ticks modelled	25909	Modelling quality	n/a
Mismatched charts errors	7
Initial deposit	10000.00
Total net profit	379.26	Gross profit	695.74	Gross loss	-316.48
Profit factor	2.20	Expected payoff	18.96
Absolute drawdown	45.20	Maximal drawdown	252.04 (2.45%)	Relative drawdown	2.45% (252.04)
Total trades	20	Short positions (won %)	10 (50.00%)	Long positions (won %)	10 (40.00%)
		Profit trades (% of total)	9 (45.00%)	Loss trades (% of total)	11 (55.00%)
Largest		profit trade	160.86	loss trade	-86.66
Average		profit trade	77.30	loss trade	-28.77
Maximum		consecutive wins (profit in money)	2 (321.72)	consecutive losses (loss in money)	3 (-120.26)
Maximal		consecutive profit (count of wins)	321.72 (2)	consecutive loss (count of losses)	-123.74 (2)
Average		consecutive wins	2	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.08.07 16:00	sell	1	0.20	1.42747	1.43420	0.50000
2	2009.08.07 16:00	sell	2	0.20	1.42747	1.43920	0.50000
3	2009.08.07 17:00	close	1	0.20	1.42091	1.43420	0.50000	131.20	10131.20
4	2009.08.07 17:00	close	2	0.20	1.42091	1.43920	0.50000	131.20	10262.40
5	2009.08.10 20:00	sell	3	0.10	1.41073	1.41880	0.50000
6	2009.08.10 20:00	sell	4	0.10	1.41073	1.42510	0.50000
7	2009.08.11 10:00	close	3	0.10	1.41690	1.41880	0.50000	-61.87	10200.53
8	2009.08.11 10:00	close	4	0.10	1.41690	1.42510	0.50000	-61.87	10138.66
9	2009.08.12 17:00	buy	5	0.10	1.42140	1.40760	1.50000
10	2009.08.13 09:00	close	5	0.10	1.42371	1.40760	1.50000	23.01	10161.67
11	2009.08.13 15:00	buy	6	0.10	1.43039	1.42250	1.50000
12	2009.08.14 11:00	close	6	0.10	1.42823	1.42250	1.50000	-21.63	10140.04
13	2009.08.14 20:00	sell	7	0.20	1.41928	1.42710	0.50000
14	2009.08.14 20:00	sell	8	0.20	1.41928	1.43250	0.50000
15	2009.08.17 11:00	close	7	0.20	1.41122	1.42710	0.50000	160.86	10300.90
16	2009.08.17 11:00	close	8	0.20	1.41122	1.43250	0.50000	160.86	10461.76
17	2009.08.19 17:00	buy	9	0.10	1.42182	1.40900	1.50000
18	2009.08.20 09:00	close	9	0.10	1.42137	1.40900	1.50000	-4.59	10457.17
19	2009.08.21 21:00	buy	10	0.20	1.43382	1.42630	1.50000
20	2009.08.24 09:00	close	10	0.20	1.42949	1.42630	1.50000	-86.66	10370.51
21	2009.08.26 17:00	sell	11	0.10	1.42307	1.43510	0.50000
22	2009.08.27 09:00	close	11	0.10	1.42592	1.43510	0.50000	-29.01	10341.50
23	2009.08.28 21:00	sell	12	0.20	1.42862	1.43590	0.50000
24	2009.08.31 09:00	close	12	0.20	1.42641	1.43590	0.50000	43.86	10385.36
25	2009.08.31 17:00	buy	13	0.10	1.43510	1.42320	1.50000
26	2009.09.01 10:00	close	13	0.10	1.43672	1.42320	1.50000	16.17	10401.53
27	2009.09.01 18:00	sell	14	0.10	1.42338	1.43040	0.50000
28	2009.09.01 18:00	sell	15	0.10	1.42338	1.43550	0.50000
29	2009.09.02 09:00	close	14	0.10	1.42439	1.43040	0.50000	-10.27	10391.26
30	2009.09.02 09:00	close	15	0.10	1.42439	1.43550	0.50000	-10.27	10380.99
31	2009.09.02 19:00	buy	16	0.10	1.42922	1.42170	1.50000
32	2009.09.03 09:00	close	16	0.10	1.43037	1.42170	1.50000	11.41	10392.40
33	2009.09.08 15:00	buy	17	0.10	1.44977	1.44280	1.50000
34	2009.09.09 09:00	close	17	0.10	1.44831	1.44280	1.50000	-14.63	10377.77
35	2009.09.09 16:00	buy	18	0.10	1.45747	1.45000	1.50000
36	2009.09.09 17:00	buy	19	0.10	1.45822	1.44440	1.50000
37	2009.09.10 09:00	close	18	0.10	1.45707	1.45000	1.50000	-4.09	10373.68
38	2009.09.10 09:00	close	19	0.10	1.45707	1.44440	1.50000	-11.59	10362.09
39	2009.09.22 14:00	buy	20	0.10	1.47860	1.47200	1.50000
40	2009.09.23 10:00	close	20	0.10	1.48032	1.47200	1.50000	17.17	10379.26