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		MAPeriod=14; TrailingStop=0; TakeProfit=0; InitialStopLoss=0; Type=1; FridayNightHour=16;
Bars in test	1124	Ticks modelled	25909	Modelling quality	n/a
Mismatched charts errors	7
Initial deposit	10000.00
Total net profit	-3605.00	Gross profit	13802.50	Gross loss	-17407.50
Profit factor	0.79	Expected payoff	-43.96
Absolute drawdown	3783.00	Maximal drawdown	5362.00 (46.31%)	Relative drawdown	46.31% (5362.00)
Total trades	82	Short positions (won %)	40 (25.00%)	Long positions (won %)	42 (30.95%)
		Profit trades (% of total)	23 (28.05%)	Loss trades (% of total)	59 (71.95%)
Largest		profit trade	1842.00	loss trade	-967.00
Average		profit trade	600.11	loss trade	-295.04
Maximum		consecutive wins (profit in money)	2 (1157.00)	consecutive losses (loss in money)	7 (-2028.00)
Maximal		consecutive profit (count of wins)	1842.00 (1)	consecutive loss (count of losses)	-2028.00 (7)
Average		consecutive wins	1	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.08.03 01:00	buy	1	1.00	1.42516	0.00000	0.00000
2	2009.08.03 04:00	close	1	1.00	1.42410	0.00000	0.00000	-106.00	9894.00
3	2009.08.03 11:00	buy	2	1.00	1.42751	0.00000	0.00000
4	2009.08.04 02:00	close	2	1.00	1.44083	0.00000	0.00000	1331.50	11225.50
5	2009.08.04 09:00	buy	3	1.00	1.44175	0.00000	0.00000
6	2009.08.04 13:00	close	3	1.00	1.43838	0.00000	0.00000	-337.00	10888.50
7	2009.08.04 13:00	sell	4	1.00	1.43838	0.00000	0.00000
8	2009.08.04 16:00	close	4	1.00	1.44086	0.00000	0.00000	-248.00	10640.50
9	2009.08.04 16:00	buy	5	1.00	1.44086	0.00000	0.00000
10	2009.08.05 08:00	close	5	1.00	1.43833	0.00000	0.00000	-253.50	10387.00
11	2009.08.05 08:00	sell	6	1.00	1.43833	0.00000	0.00000
12	2009.08.05 14:00	close	6	1.00	1.44174	0.00000	0.00000	-341.00	10046.00
13	2009.08.05 14:00	buy	7	1.00	1.44174	0.00000	0.00000
14	2009.08.05 16:00	close	7	1.00	1.43865	0.00000	0.00000	-309.00	9737.00
15	2009.08.05 16:00	sell	8	1.00	1.43865	0.00000	0.00000
16	2009.08.05 19:00	close	8	1.00	1.44174	0.00000	0.00000	-309.00	9428.00
17	2009.08.05 19:00	buy	9	1.00	1.44174	0.00000	0.00000
18	2009.08.06 05:00	close	9	1.00	1.43945	0.00000	0.00000	-230.50	9197.50
19	2009.08.06 05:00	sell	10	1.00	1.43945	0.00000	0.00000
20	2009.08.07 02:00	close	10	1.00	1.43714	0.00000	0.00000	230.00	9427.50
21	2009.08.07 02:00	buy	11	1.00	1.43714	0.00000	0.00000
22	2009.08.07 16:00	close	11	1.00	1.42747	0.00000	0.00000	-967.00	8460.50
23	2009.08.07 16:00	sell	12	1.00	1.42747	0.00000	0.00000
24	2009.08.10 04:00	close	12	1.00	1.42028	0.00000	0.00000	718.00	9178.50
25	2009.08.10 10:00	sell	13	1.00	1.41922	0.00000	0.00000
26	2009.08.11 03:00	close	13	1.00	1.41482	0.00000	0.00000	439.00	9617.50
27	2009.08.11 07:00	sell	14	1.00	1.41323	0.00000	0.00000
28	2009.08.11 09:00	close	14	1.00	1.41663	0.00000	0.00000	-340.00	9277.50
29	2009.08.11 09:00	buy	15	1.00	1.41663	0.00000	0.00000
30	2009.08.11 15:00	close	15	1.00	1.41288	0.00000	0.00000	-375.00	8902.50
31	2009.08.11 15:00	sell	16	1.00	1.41288	0.00000	0.00000
32	2009.08.12 01:00	close	16	1.00	1.41549	0.00000	0.00000	-262.00	8640.50
33	2009.08.12 01:00	buy	17	1.00	1.41549	0.00000	0.00000
34	2009.08.12 04:00	close	17	1.00	1.41490	0.00000	0.00000	-59.00	8581.50
35	2009.08.12 04:00	sell	18	1.00	1.41490	0.00000	0.00000
36	2009.08.12 13:00	close	18	1.00	1.41639	0.00000	0.00000	-149.00	8432.50
37	2009.08.12 13:00	buy	19	1.00	1.41639	0.00000	0.00000
38	2009.08.13 21:00	close	19	1.00	1.42639	0.00000	0.00000	998.50	9431.00
39	2009.08.13 21:00	sell	20	1.00	1.42639	0.00000	0.00000
40	2009.08.14 14:00	close	20	1.00	1.42998	0.00000	0.00000	-360.00	9071.00
41	2009.08.14 14:00	buy	21	1.00	1.42998	0.00000	0.00000
42	2009.08.14 15:00	close	21	1.00	1.42676	0.00000	0.00000	-322.00	8749.00
43	2009.08.14 15:00	sell	22	1.00	1.42676	0.00000	0.00000
44	2009.08.17 22:00	close	22	1.00	1.40833	0.00000	0.00000	1842.00	10591.00
45	2009.08.18 14:00	sell	23	1.00	1.41053	0.00000	0.00000
46	2009.08.18 20:00	close	23	1.00	1.41345	0.00000	0.00000	-292.00	10299.00
47	2009.08.18 20:00	buy	24	1.00	1.41345	0.00000	0.00000
48	2009.08.19 08:00	close	24	1.00	1.41170	0.00000	0.00000	-175.50	10123.50
49	2009.08.19 08:00	sell	25	1.00	1.41170	0.00000	0.00000
50	2009.08.19 16:00	close	25	1.00	1.41496	0.00000	0.00000	-326.00	9797.50
51	2009.08.19 16:00	buy	26	1.00	1.41496	0.00000	0.00000
52	2009.08.20 03:00	close	26	1.00	1.42211	0.00000	0.00000	713.50	10511.00
53	2009.08.20 20:00	buy	27	1.00	1.42502	0.00000	0.00000
54	2009.08.21 04:00	close	27	1.00	1.42424	0.00000	0.00000	-78.50	10432.50
55	2009.08.21 04:00	sell	28	1.00	1.42424	0.00000	0.00000
56	2009.08.21 10:00	close	28	1.00	1.42961	0.00000	0.00000	-537.00	9895.50
57	2009.08.21 10:00	buy	29	1.00	1.42961	0.00000	0.00000
58	2009.08.24 07:00	close	29	1.00	1.43338	0.00000	0.00000	376.50	10272.00
59	2009.08.24 14:00	buy	30	1.00	1.43282	0.00000	0.00000
60	2009.08.24 20:00	close	30	1.00	1.42996	0.00000	0.00000	-286.00	9986.00
61	2009.08.24 20:00	sell	31	1.00	1.42996	0.00000	0.00000
62	2009.08.25 06:00	close	31	1.00	1.43013	0.00000	0.00000	-18.00	9968.00
63	2009.08.25 06:00	buy	32	1.00	1.43013	0.00000	0.00000
64	2009.08.25 09:00	close	32	1.00	1.42635	0.00000	0.00000	-378.00	9590.00
65	2009.08.25 09:00	sell	33	1.00	1.42635	0.00000	0.00000
66	2009.08.25 12:00	close	33	1.00	1.42949	0.00000	0.00000	-314.00	9276.00
67	2009.08.25 12:00	buy	34	1.00	1.42949	0.00000	0.00000
68	2009.08.25 23:00	close	34	1.00	1.42960	0.00000	0.00000	11.00	9287.00
69	2009.08.25 23:00	sell	35	1.00	1.42960	0.00000	0.00000
70	2009.08.26 08:00	close	35	1.00	1.43167	0.00000	0.00000	-208.00	9079.00
71	2009.08.26 08:00	buy	36	1.00	1.43167	0.00000	0.00000
72	2009.08.26 13:00	close	36	1.00	1.42968	0.00000	0.00000	-199.00	8880.00
73	2009.08.26 13:00	sell	37	1.00	1.42968	0.00000	0.00000
74	2009.08.27 01:00	close	37	1.00	1.42467	0.00000	0.00000	498.00	9378.00
75	2009.08.27 03:00	sell	38	1.00	1.42264	0.00000	0.00000
76	2009.08.27 05:00	close	38	1.00	1.42522	0.00000	0.00000	-258.00	9120.00
77	2009.08.27 05:00	buy	39	1.00	1.42522	0.00000	0.00000
78	2009.08.27 16:00	close	39	1.00	1.42291	0.00000	0.00000	-231.00	8889.00
79	2009.08.27 16:00	sell	40	1.00	1.42291	0.00000	0.00000
80	2009.08.27 18:00	close	40	1.00	1.42725	0.00000	0.00000	-434.00	8455.00
81	2009.08.27 18:00	buy	41	1.00	1.42725	0.00000	0.00000
82	2009.08.28 09:00	close	41	1.00	1.43288	0.00000	0.00000	562.50	9017.50
83	2009.08.28 09:00	sell	42	1.00	1.43288	0.00000	0.00000
84	2009.08.28 14:00	close	42	1.00	1.43709	0.00000	0.00000	-421.00	8596.50
85	2009.08.28 14:00	buy	43	1.00	1.43709	0.00000	0.00000
86	2009.08.28 19:00	close	43	1.00	1.43266	0.00000	0.00000	-443.00	8153.50
87	2009.09.01 03:00	sell	44	1.00	1.43211	0.00000	0.00000
88	2009.09.01 06:00	close	44	1.00	1.43552	0.00000	0.00000	-341.00	7812.50
89	2009.09.01 06:00	buy	45	1.00	1.43552	0.00000	0.00000
90	2009.09.01 12:00	close	45	1.00	1.43346	0.00000	0.00000	-206.00	7606.50
91	2009.09.01 12:00	sell	46	1.00	1.43346	0.00000	0.00000
92	2009.09.02 08:00	close	46	1.00	1.42254	0.00000	0.00000	1091.00	8697.50
93	2009.09.02 14:00	sell	47	1.00	1.42167	0.00000	0.00000
94	2009.09.02 17:00	close	47	1.00	1.42388	0.00000	0.00000	-221.00	8476.50
95	2009.09.02 17:00	buy	48	1.00	1.42388	0.00000	0.00000
96	2009.09.03 15:00	close	48	1.00	1.42895	0.00000	0.00000	505.50	8982.00
97	2009.09.03 15:00	sell	49	1.00	1.42895	0.00000	0.00000
98	2009.09.04 07:00	close	49	1.00	1.42563	0.00000	0.00000	331.00	9313.00
99	2009.09.04 15:00	sell	50	1.00	1.42181	0.00000	0.00000
100	2009.09.04 18:00	close	50	1.00	1.42778	0.00000	0.00000	-597.00	8716.00
101	2009.09.08 06:00	buy	51	1.00	1.43416	0.00000	0.00000
102	2009.09.08 23:00	close	51	1.00	1.44772	0.00000	0.00000	1356.00	10072.00
103	2009.09.09 14:00	buy	52	1.00	1.45227	0.00000	0.00000
104	2009.09.10 02:00	close	52	1.00	1.45479	0.00000	0.00000	250.50	10322.50
105	2009.09.10 06:00	buy	53	1.00	1.45755	0.00000	0.00000
106	2009.09.10 11:00	close	53	1.00	1.45517	0.00000	0.00000	-238.00	10084.50
107	2009.09.10 11:00	sell	54	1.00	1.45517	0.00000	0.00000
108	2009.09.10 19:00	close	54	1.00	1.45922	0.00000	0.00000	-405.00	9679.50
109	2009.09.10 19:00	buy	55	1.00	1.45922	0.00000	0.00000
110	2009.09.11 03:00	close	55	1.00	1.45715	0.00000	0.00000	-207.50	9472.00
111	2009.09.11 03:00	sell	56	1.00	1.45715	0.00000	0.00000
112	2009.09.11 05:00	close	56	1.00	1.46038	0.00000	0.00000	-323.00	9149.00
113	2009.09.11 05:00	buy	57	1.00	1.46038	0.00000	0.00000
114	2009.09.11 11:00	close	57	1.00	1.45838	0.00000	0.00000	-200.00	8949.00
115	2009.09.11 11:00	sell	58	1.00	1.45838	0.00000	0.00000
116	2009.09.11 17:00	close	58	1.00	1.46137	0.00000	0.00000	-299.00	8650.00
117	2009.09.14 14:00	buy	59	1.00	1.45648	0.00000	0.00000
118	2009.09.15 09:00	close	59	1.00	1.46148	0.00000	0.00000	499.50	9149.50
119	2009.09.15 09:00	sell	60	1.00	1.46148	0.00000	0.00000
120	2009.09.15 18:00	close	60	1.00	1.46173	0.00000	0.00000	-25.00	9124.50
121	2009.09.15 18:00	buy	61	1.00	1.46173	0.00000	0.00000
122	2009.09.16 13:00	close	61	1.00	1.46768	0.00000	0.00000	594.50	9719.00
123	2009.09.16 18:00	buy	62	1.00	1.46978	0.00000	0.00000
124	2009.09.17 13:00	close	62	1.00	1.47263	0.00000	0.00000	283.50	10002.50
125	2009.09.17 13:00	sell	63	1.00	1.47263	0.00000	0.00000
126	2009.09.17 17:00	close	63	1.00	1.47439	0.00000	0.00000	-176.00	9826.50
127	2009.09.17 17:00	buy	64	1.00	1.47439	0.00000	0.00000
128	2009.09.18 04:00	close	64	1.00	1.46982	0.00000	0.00000	-457.50	9369.00
129	2009.09.18 04:00	sell	65	1.00	1.46982	0.00000	0.00000
130	2009.09.18 13:00	close	65	1.00	1.47096	0.00000	0.00000	-114.00	9255.00
131	2009.09.18 13:00	buy	66	1.00	1.47096	0.00000	0.00000
132	2009.09.21 05:00	close	66	1.00	1.46921	0.00000	0.00000	-175.50	9079.50
133	2009.09.21 05:00	sell	67	1.00	1.46921	0.00000	0.00000
134	2009.09.21 17:00	close	67	1.00	1.46564	0.00000	0.00000	357.00	9436.50
135	2009.09.23 01:00	buy	68	1.00	1.47963	0.00000	0.00000
136	2009.09.23 03:00	close	68	1.00	1.47932	0.00000	0.00000	-31.00	9405.50
137	2009.09.23 20:00	buy	69	1.00	1.47867	0.00000	0.00000
138	2009.09.23 22:00	close	69	1.00	1.47418	0.00000	0.00000	-449.00	8956.50
139	2009.09.23 22:00	sell	70	1.00	1.47418	0.00000	0.00000
140	2009.09.24 09:00	close	70	1.00	1.47640	0.00000	0.00000	-225.00	8731.50
141	2009.09.24 09:00	buy	71	1.00	1.47640	0.00000	0.00000
142	2009.09.24 17:00	close	71	1.00	1.47068	0.00000	0.00000	-572.00	8159.50
143	2009.09.24 17:00	sell	72	1.00	1.47068	0.00000	0.00000
144	2009.09.25 05:00	close	72	1.00	1.46572	0.00000	0.00000	495.00	8654.50
145	2009.09.25 15:00	sell	73	1.00	1.46430	0.00000	0.00000
146	2009.09.28 01:00	close	73	1.00	1.47041	0.00000	0.00000	-612.00	8042.50
147	2009.09.28 01:00	buy	74	1.00	1.47041	0.00000	0.00000
148	2009.09.28 03:00	close	74	1.00	1.46441	0.00000	0.00000	-600.00	7442.50
149	2009.09.28 03:00	sell	75	1.00	1.46441	0.00000	0.00000
150	2009.09.28 12:00	close	75	1.00	1.46346	0.00000	0.00000	95.00	7537.50
151	2009.09.28 12:00	buy	76	1.00	1.46346	0.00000	0.00000
152	2009.09.28 19:00	close	76	1.00	1.46150	0.00000	0.00000	-196.00	7341.50
153	2009.09.28 19:00	sell	77	1.00	1.46150	0.00000	0.00000
154	2009.09.29 06:00	close	77	1.00	1.46270	0.00000	0.00000	-121.00	7220.50
155	2009.09.29 06:00	buy	78	1.00	1.46270	0.00000	0.00000
156	2009.09.29 10:00	close	78	1.00	1.45775	0.00000	0.00000	-495.00	6725.50
157	2009.09.29 10:00	sell	79	1.00	1.45775	0.00000	0.00000
158	2009.09.29 19:00	close	79	1.00	1.45810	0.00000	0.00000	-35.00	6690.50
159	2009.09.29 19:00	buy	80	1.00	1.45810	0.00000	0.00000
160	2009.09.30 15:00	close	80	1.00	1.46034	0.00000	0.00000	223.50	6914.00
161	2009.09.30 15:00	sell	81	1.00	1.46034	0.00000	0.00000
162	2009.09.30 21:00	close	81	1.00	1.46459	0.00000	0.00000	-425.00	6489.00
163	2009.09.30 21:00	buy	82	1.00	1.46459	0.00000	0.00000
164	2009.09.30 23:59	close at stop	82	1.00	1.46365	0.00000	0.00000	-94.00	6395.00