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=120; TrailingStop=0; TakeProfit=0; InitialStopLoss=0; Type=5; SignalOfFullCandle=0; FridayNightHour=16;
Bars in test	1124	Ticks modelled	25909	Modelling quality	n/a
Mismatched charts errors	7
Initial deposit	10000.00
Total net profit	-3774.00	Gross profit	2447.00	Gross loss	-6221.00
Profit factor	0.39	Expected payoff	-96.77
Absolute drawdown	4506.00	Maximal drawdown	4953.00 (47.41%)	Relative drawdown	47.41% (4953.00)
Total trades	39	Short positions (won %)	24 (12.50%)	Long positions (won %)	15 (26.67%)
		Profit trades (% of total)	7 (17.95%)	Loss trades (% of total)	32 (82.05%)
Largest		profit trade	1232.50	loss trade	-543.00
Average		profit trade	349.57	loss trade	-194.41
Maximum		consecutive wins (profit in money)	1 (1232.50)	consecutive losses (loss in money)	8 (-1752.00)
Maximal		consecutive profit (count of wins)	1232.50 (1)	consecutive loss (count of losses)	-1752.00 (8)
Average		consecutive wins	1	consecutive losses	5

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.08.03 03:00	sell	1	1.00	1.42518	0.00000	0.00000
2	2009.08.03 11:00	close	1	1.00	1.42751	0.00000	0.00000	-233.00	9767.00
3	2009.08.04 02:00	sell	2	1.00	1.44083	0.00000	0.00000
4	2009.08.04 09:00	close	2	1.00	1.44175	0.00000	0.00000	-92.00	9675.00
5	2009.08.06 03:00	sell	3	1.00	1.44107	0.00000	0.00000
6	2009.08.06 04:00	close	3	1.00	1.44186	0.00000	0.00000	-79.00	9596.00
7	2009.08.10 03:00	buy	4	1.00	1.42021	0.00000	0.00000
8	2009.08.10 10:00	close	4	1.00	1.41922	0.00000	0.00000	-99.00	9497.00
9	2009.08.11 03:00	buy	5	1.00	1.41482	0.00000	0.00000
10	2009.08.11 07:00	close	5	1.00	1.41323	0.00000	0.00000	-159.00	9338.00
11	2009.08.13 21:00	sell	6	1.00	1.42639	0.00000	0.00000
12	2009.08.14 04:00	close	6	1.00	1.42933	0.00000	0.00000	-295.00	9043.00
13	2009.08.17 20:00	buy	7	1.00	1.40894	0.00000	0.00000
14	2009.08.17 21:00	close	7	1.00	1.40798	0.00000	0.00000	-96.00	8947.00
15	2009.08.17 22:00	buy	8	1.00	1.40833	0.00000	0.00000
16	2009.08.18 14:00	close	8	1.00	1.41053	0.00000	0.00000	219.50	9166.50
17	2009.08.19 04:00	sell	9	1.00	1.41328	0.00000	0.00000
18	2009.08.19 05:00	close	9	1.00	1.41416	0.00000	0.00000	-88.00	9078.50
19	2009.08.20 01:00	sell	10	1.00	1.42232	0.00000	0.00000
20	2009.08.20 02:00	close	10	1.00	1.42498	0.00000	0.00000	-266.00	8812.50
21	2009.08.20 03:00	sell	11	1.00	1.42211	0.00000	0.00000
22	2009.08.20 17:00	close	11	1.00	1.42362	0.00000	0.00000	-151.00	8661.50
23	2009.08.20 18:00	sell	12	1.00	1.42338	0.00000	0.00000
24	2009.08.20 20:00	close	12	1.00	1.42502	0.00000	0.00000	-164.00	8497.50
25	2009.08.21 03:00	sell	13	1.00	1.42418	0.00000	0.00000
26	2009.08.21 10:00	close	13	1.00	1.42961	0.00000	0.00000	-543.00	7954.50
27	2009.08.24 07:00	sell	14	1.00	1.43338	0.00000	0.00000
28	2009.08.24 14:00	close	14	1.00	1.43282	0.00000	0.00000	56.00	8010.50
29	2009.08.25 06:00	buy	15	1.00	1.43013	0.00000	0.00000
30	2009.08.25 09:00	close	15	1.00	1.42635	0.00000	0.00000	-378.00	7632.50
31	2009.08.25 20:00	sell	16	1.00	1.43066	0.00000	0.00000
32	2009.08.25 21:00	close	16	1.00	1.43096	0.00000	0.00000	-30.00	7602.50
33	2009.08.25 22:00	sell	17	1.00	1.43123	0.00000	0.00000
34	2009.08.26 08:00	close	17	1.00	1.43167	0.00000	0.00000	-45.00	7557.50
35	2009.08.27 00:00	buy	18	1.00	1.42423	0.00000	0.00000
36	2009.08.27 03:00	close	18	1.00	1.42264	0.00000	0.00000	-159.00	7398.50
37	2009.08.27 05:00	buy	19	1.00	1.42522	0.00000	0.00000
38	2009.08.27 16:00	close	19	1.00	1.42291	0.00000	0.00000	-231.00	7167.50
39	2009.08.31 15:00	buy	20	1.00	1.42891	0.00000	0.00000
40	2009.09.01 03:00	close	20	1.00	1.43211	0.00000	0.00000	319.50	7487.00
41	2009.09.01 03:00	sell	21	1.00	1.43211	0.00000	0.00000
42	2009.09.01 06:00	close	21	1.00	1.43552	0.00000	0.00000	-341.00	7146.00
43	2009.09.02 08:00	buy	22	1.00	1.42254	0.00000	0.00000
44	2009.09.02 14:00	close	22	1.00	1.42167	0.00000	0.00000	-87.00	7059.00
45	2009.09.03 03:00	sell	23	1.00	1.42607	0.00000	0.00000
46	2009.09.03 04:00	close	23	1.00	1.42649	0.00000	0.00000	-42.00	7017.00
47	2009.09.03 15:00	sell	24	1.00	1.42895	0.00000	0.00000
48	2009.09.04 07:00	close	24	1.00	1.42563	0.00000	0.00000	331.00	7348.00
49	2009.09.04 07:00	buy	25	1.00	1.42563	0.00000	0.00000
50	2009.09.04 15:00	close	25	1.00	1.42181	0.00000	0.00000	-382.00	6966.00
51	2009.09.07 15:00	sell	26	1.00	1.43318	0.00000	0.00000
52	2009.09.07 22:00	close	26	1.00	1.43421	0.00000	0.00000	-103.00	6863.00
53	2009.09.08 23:00	sell	27	1.00	1.44772	0.00000	0.00000
54	2009.09.09 04:00	close	27	1.00	1.45069	0.00000	0.00000	-298.00	6565.00
55	2009.09.09 05:00	sell	28	1.00	1.44932	0.00000	0.00000
56	2009.09.09 08:00	close	28	1.00	1.45149	0.00000	0.00000	-217.00	6348.00
57	2009.09.10 02:00	sell	29	1.00	1.45479	0.00000	0.00000
58	2009.09.10 06:00	close	29	1.00	1.45755	0.00000	0.00000	-276.00	6072.00
59	2009.09.15 05:00	sell	30	1.00	1.46128	0.00000	0.00000
60	2009.09.15 06:00	close	30	1.00	1.46218	0.00000	0.00000	-90.00	5982.00
61	2009.09.16 13:00	sell	31	1.00	1.46768	0.00000	0.00000
62	2009.09.16 18:00	close	31	1.00	1.46978	0.00000	0.00000	-210.00	5772.00
63	2009.09.17 13:00	sell	32	1.00	1.47263	0.00000	0.00000
64	2009.09.17 17:00	close	32	1.00	1.47439	0.00000	0.00000	-176.00	5596.00
65	2009.09.21 17:00	buy	33	1.00	1.46564	0.00000	0.00000
66	2009.09.22 19:00	close	33	1.00	1.47797	0.00000	0.00000	1232.50	6828.50
67	2009.09.22 19:00	sell	34	1.00	1.47797	0.00000	0.00000
68	2009.09.23 01:00	close	34	1.00	1.47963	0.00000	0.00000	-167.00	6661.50
69	2009.09.23 03:00	sell	35	1.00	1.47932	0.00000	0.00000
70	2009.09.23 20:00	close	35	1.00	1.47867	0.00000	0.00000	65.00	6726.50
71	2009.09.23 20:00	buy	36	1.00	1.47867	0.00000	0.00000
72	2009.09.23 22:00	close	36	1.00	1.47418	0.00000	0.00000	-449.00	6277.50
73	2009.09.25 05:00	buy	37	1.00	1.46572	0.00000	0.00000
74	2009.09.25 15:00	close	37	1.00	1.46430	0.00000	0.00000	-142.00	6135.50
75	2009.09.28 11:00	buy	38	1.00	1.46283	0.00000	0.00000
76	2009.09.28 19:00	close	38	1.00	1.46150	0.00000	0.00000	-133.00	6002.50
77	2009.09.29 19:00	buy	39	1.00	1.45810	0.00000	0.00000
78	2009.09.30 15:00	close	39	1.00	1.46034	0.00000	0.00000	223.50	6226.00