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=60; TrailingStop=0; TakeProfit=0; InitialStopLoss=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	-3841.30	Gross profit	6530.80	Gross loss	-10372.10
Profit factor	0.63	Expected payoff	-64.02
Absolute drawdown	4019.30	Maximal drawdown	5040.10 (45.73%)	Relative drawdown	45.73% (5040.10)
Total trades	60	Short positions (won %)	23 (17.39%)	Long positions (won %)	37 (24.32%)
		Profit trades (% of total)	13 (21.67%)	Loss trades (% of total)	47 (78.33%)
Largest		profit trade	1782.10	loss trade	-599.00
Average		profit trade	502.37	loss trade	-220.68
Maximum		consecutive wins (profit in money)	2 (957.20)	consecutive losses (loss in money)	8 (-1326.00)
Maximal		consecutive profit (count of wins)	1782.10 (1)	consecutive loss (count of losses)	-2010.70 (6)
Average		consecutive wins	1	consecutive losses	4

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.08.03 01:00	buy	1	1.00	1.42515	0.00000	0.00000
2	2009.08.03 03:00	close	1	1.00	1.42518	0.00000	0.00000	3.00	10003.00
3	2009.08.04 13:00	sell	2	1.00	1.43838	0.00000	0.00000
4	2009.08.04 16:00	close	2	1.00	1.44085	0.00000	0.00000	-247.00	9756.00
5	2009.08.05 16:00	sell	3	1.00	1.43865	0.00000	0.00000
6	2009.08.05 19:00	close	3	1.00	1.44173	0.00000	0.00000	-308.00	9448.00
7	2009.08.05 19:00	buy	4	1.00	1.44173	0.00000	0.00000
8	2009.08.06 03:00	close	4	1.00	1.44107	0.00000	0.00000	-67.50	9380.50
9	2009.08.06 04:00	buy	5	1.00	1.44185	0.00000	0.00000
10	2009.08.06 05:00	close	5	1.00	1.43945	0.00000	0.00000	-240.00	9140.50
11	2009.08.06 05:00	sell	6	1.00	1.43945	0.00000	0.00000
12	2009.08.07 02:00	close	6	1.00	1.43713	0.00000	0.00000	231.10	9371.60
13	2009.08.07 16:00	sell	7	1.00	1.42747	0.00000	0.00000
14	2009.08.10 03:00	close	7	1.00	1.42020	0.00000	0.00000	726.10	10097.70
15	2009.08.11 09:00	buy	8	1.00	1.41662	0.00000	0.00000
16	2009.08.11 15:00	close	8	1.00	1.41288	0.00000	0.00000	-374.00	9723.70
17	2009.08.12 01:00	buy	9	1.00	1.41548	0.00000	0.00000
18	2009.08.12 04:00	close	9	1.00	1.41490	0.00000	0.00000	-58.00	9665.70
19	2009.08.14 04:00	buy	10	1.00	1.42932	0.00000	0.00000
20	2009.08.14 05:00	close	10	1.00	1.42694	0.00000	0.00000	-238.00	9427.70
21	2009.08.14 05:00	sell	11	1.00	1.42694	0.00000	0.00000
22	2009.08.14 14:00	close	11	1.00	1.42997	0.00000	0.00000	-303.00	9124.70
23	2009.08.14 14:00	buy	12	1.00	1.42997	0.00000	0.00000
24	2009.08.14 15:00	close	12	1.00	1.42676	0.00000	0.00000	-321.00	8803.70
25	2009.08.14 15:00	sell	13	1.00	1.42676	0.00000	0.00000
26	2009.08.17 20:00	close	13	1.00	1.40893	0.00000	0.00000	1782.10	10585.80
27	2009.08.17 21:00	sell	14	1.00	1.40798	0.00000	0.00000
28	2009.08.17 22:00	close	14	1.00	1.40832	0.00000	0.00000	-34.00	10551.80
29	2009.08.18 20:00	buy	15	1.00	1.41344	0.00000	0.00000
30	2009.08.19 04:00	close	15	1.00	1.41328	0.00000	0.00000	-16.50	10535.30
31	2009.08.19 05:00	buy	16	1.00	1.41415	0.00000	0.00000
32	2009.08.19 08:00	close	16	1.00	1.41170	0.00000	0.00000	-245.00	10290.30
33	2009.08.19 08:00	sell	17	1.00	1.41170	0.00000	0.00000
34	2009.08.19 16:00	close	17	1.00	1.41495	0.00000	0.00000	-325.00	9965.30
35	2009.08.20 02:00	buy	18	1.00	1.42497	0.00000	0.00000
36	2009.08.20 03:00	close	18	1.00	1.42211	0.00000	0.00000	-286.00	9679.30
37	2009.08.20 17:00	buy	19	1.00	1.42361	0.00000	0.00000
38	2009.08.20 18:00	close	19	1.00	1.42338	0.00000	0.00000	-23.00	9656.30
39	2009.08.20 20:00	buy	20	1.00	1.42501	0.00000	0.00000
40	2009.08.21 03:00	close	20	1.00	1.42418	0.00000	0.00000	-83.50	9572.80
41	2009.08.25 09:00	sell	21	1.00	1.42635	0.00000	0.00000
42	2009.08.25 12:00	close	21	1.00	1.42948	0.00000	0.00000	-313.00	9259.80
43	2009.08.25 21:00	buy	22	1.00	1.43095	0.00000	0.00000
44	2009.08.25 22:00	close	22	1.00	1.43123	0.00000	0.00000	28.00	9287.80
45	2009.08.26 08:00	buy	23	1.00	1.43166	0.00000	0.00000
46	2009.08.26 13:00	close	23	1.00	1.42968	0.00000	0.00000	-198.00	9089.80
47	2009.08.27 03:00	sell	24	1.00	1.42264	0.00000	0.00000
48	2009.08.27 05:00	close	24	1.00	1.42521	0.00000	0.00000	-257.00	8832.80
49	2009.08.27 05:00	buy	25	1.00	1.42521	0.00000	0.00000
50	2009.08.27 16:00	close	25	1.00	1.42291	0.00000	0.00000	-230.00	8602.80
51	2009.08.27 18:00	buy	26	1.00	1.42724	0.00000	0.00000
52	2009.08.28 09:00	close	26	1.00	1.43288	0.00000	0.00000	563.50	9166.30
53	2009.08.28 09:00	sell	27	1.00	1.43288	0.00000	0.00000
54	2009.08.28 14:00	close	27	1.00	1.43708	0.00000	0.00000	-420.00	8746.30
55	2009.09.01 03:00	sell	28	1.00	1.43211	0.00000	0.00000
56	2009.09.01 06:00	close	28	1.00	1.43551	0.00000	0.00000	-340.00	8406.30
57	2009.09.01 06:00	buy	29	1.00	1.43551	0.00000	0.00000
58	2009.09.01 12:00	close	29	1.00	1.43346	0.00000	0.00000	-205.00	8201.30
59	2009.09.02 08:00	buy	30	1.00	1.42253	0.00000	0.00000
60	2009.09.02 14:00	close	30	1.00	1.42167	0.00000	0.00000	-86.00	8115.30
61	2009.09.02 17:00	buy	31	1.00	1.42387	0.00000	0.00000
62	2009.09.03 03:00	close	31	1.00	1.42607	0.00000	0.00000	218.50	8333.80
63	2009.09.03 04:00	buy	32	1.00	1.42648	0.00000	0.00000
64	2009.09.03 15:00	close	32	1.00	1.42895	0.00000	0.00000	247.00	8580.80
65	2009.09.07 23:00	sell	33	1.00	1.43312	0.00000	0.00000
66	2009.09.08 03:00	close	33	1.00	1.43402	0.00000	0.00000	-90.90	8489.90
67	2009.09.08 03:00	buy	34	1.00	1.43402	0.00000	0.00000
68	2009.09.08 04:00	close	34	1.00	1.43323	0.00000	0.00000	-79.00	8410.90
69	2009.09.08 04:00	sell	35	1.00	1.43323	0.00000	0.00000
70	2009.09.08 06:00	close	35	1.00	1.43415	0.00000	0.00000	-92.00	8318.90
71	2009.09.08 06:00	buy	36	1.00	1.43415	0.00000	0.00000
72	2009.09.08 23:00	close	36	1.00	1.44772	0.00000	0.00000	1357.00	9675.90
73	2009.09.09 04:00	buy	37	1.00	1.45068	0.00000	0.00000
74	2009.09.09 05:00	close	37	1.00	1.44932	0.00000	0.00000	-136.00	9539.90
75	2009.09.09 05:00	sell	38	1.00	1.44932	0.00000	0.00000
76	2009.09.09 08:00	close	38	1.00	1.45148	0.00000	0.00000	-216.00	9323.90
77	2009.09.09 08:00	buy	39	1.00	1.45148	0.00000	0.00000
78	2009.09.09 09:00	close	39	1.00	1.44831	0.00000	0.00000	-317.00	9006.90
79	2009.09.09 09:00	sell	40	1.00	1.44831	0.00000	0.00000
80	2009.09.09 14:00	close	40	1.00	1.45226	0.00000	0.00000	-395.00	8611.90
81	2009.09.09 14:00	buy	41	1.00	1.45226	0.00000	0.00000
82	2009.09.10 02:00	close	41	1.00	1.45479	0.00000	0.00000	251.50	8863.40
83	2009.09.10 02:00	sell	42	1.00	1.45479	0.00000	0.00000
84	2009.09.10 06:00	close	42	1.00	1.45754	0.00000	0.00000	-275.00	8588.40
85	2009.09.10 06:00	buy	43	1.00	1.45754	0.00000	0.00000
86	2009.09.10 11:00	close	43	1.00	1.45517	0.00000	0.00000	-237.00	8351.40
87	2009.09.10 19:00	buy	44	1.00	1.45921	0.00000	0.00000
88	2009.09.11 03:00	close	44	1.00	1.45715	0.00000	0.00000	-206.50	8144.90
89	2009.09.11 05:00	buy	45	1.00	1.46037	0.00000	0.00000
90	2009.09.11 11:00	close	45	1.00	1.45838	0.00000	0.00000	-199.00	7945.90
91	2009.09.14 11:00	sell	46	1.00	1.45471	0.00000	0.00000
92	2009.09.14 14:00	close	46	1.00	1.45647	0.00000	0.00000	-176.00	7769.90
93	2009.09.14 14:00	buy	47	1.00	1.45647	0.00000	0.00000
94	2009.09.15 05:00	close	47	1.00	1.46128	0.00000	0.00000	480.50	8250.40
95	2009.09.15 05:00	sell	48	1.00	1.46128	0.00000	0.00000
96	2009.09.15 06:00	close	48	1.00	1.46217	0.00000	0.00000	-89.00	8161.40
97	2009.09.15 06:00	buy	49	1.00	1.46217	0.00000	0.00000
98	2009.09.15 09:00	close	49	1.00	1.46148	0.00000	0.00000	-69.00	8092.40
99	2009.09.15 09:00	sell	50	1.00	1.46148	0.00000	0.00000
100	2009.09.15 18:00	close	50	1.00	1.46172	0.00000	0.00000	-24.00	8068.40
101	2009.09.16 18:00	buy	51	1.00	1.46977	0.00000	0.00000
102	2009.09.17 13:00	close	51	1.00	1.47263	0.00000	0.00000	284.50	8352.90
103	2009.09.17 17:00	buy	52	1.00	1.47438	0.00000	0.00000
104	2009.09.18 04:00	close	52	1.00	1.46982	0.00000	0.00000	-456.50	7896.40
105	2009.09.18 04:00	sell	53	1.00	1.46982	0.00000	0.00000
106	2009.09.18 12:00	close	53	1.00	1.47067	0.00000	0.00000	-85.00	7811.40
107	2009.09.21 05:00	sell	54	1.00	1.46921	0.00000	0.00000
108	2009.09.21 17:00	close	54	1.00	1.46563	0.00000	0.00000	358.00	8169.40
109	2009.09.23 01:00	buy	55	1.00	1.47962	0.00000	0.00000
110	2009.09.23 03:00	close	55	1.00	1.47932	0.00000	0.00000	-30.00	8139.40
111	2009.09.23 22:00	sell	56	1.00	1.47418	0.00000	0.00000
112	2009.09.24 09:00	close	56	1.00	1.47639	0.00000	0.00000	-223.70	7915.70
113	2009.09.24 09:00	buy	57	1.00	1.47639	0.00000	0.00000
114	2009.09.24 17:00	close	57	1.00	1.47068	0.00000	0.00000	-571.00	7344.70
115	2009.09.28 01:00	buy	58	1.00	1.47040	0.00000	0.00000
116	2009.09.28 03:00	close	58	1.00	1.46441	0.00000	0.00000	-599.00	6745.70
117	2009.09.29 06:00	buy	59	1.00	1.46269	0.00000	0.00000
118	2009.09.29 10:00	close	59	1.00	1.45775	0.00000	0.00000	-494.00	6251.70
119	2009.09.30 21:00	buy	60	1.00	1.46458	0.00000	0.00000
120	2009.09.30 23:59	close at stop	60	1.00	1.46365	0.00000	0.00000	-93.00	6158.70