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		Lots=0.1; TakeProfit=100; RiskPercent=1; SignalLifeBars=24; PVoffset=2;
Bars in test	1124	Ticks modelled	25909	Modelling quality	n/a
Mismatched charts errors	7
Initial deposit	10000.00
Total net profit	-263.03	Gross profit	1008.10	Gross loss	-1271.13
Profit factor	0.79	Expected payoff	-6.74
Absolute drawdown	835.09	Maximal drawdown	1064.19 (10.40%)	Relative drawdown	10.40% (1064.19)
Total trades	39	Short positions (won %)	13 (0.00%)	Long positions (won %)	26 (46.15%)
		Profit trades (% of total)	12 (30.77%)	Loss trades (% of total)	27 (69.23%)
Largest		profit trade	260.50	loss trade	-91.69
Average		profit trade	84.01	loss trade	-47.08
Maximum		consecutive wins (profit in money)	3 (523.80)	consecutive losses (loss in money)	13 (-563.17)
Maximal		consecutive profit (count of wins)	523.80 (3)	consecutive loss (count of losses)	-563.17 (13)
Average		consecutive wins	2	consecutive losses	4

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.08.03 17:00	buy	1	0.10	1.44173	0.00000	0.00000
2	2009.08.04 19:00	buy	2	0.10	1.44302	0.00000	0.00000
3	2009.08.05 02:00	buy	3	0.10	1.44157	0.00000	0.00000
4	2009.08.05 10:00	buy	4	0.10	1.44014	0.00000	0.00000
5	2009.08.05 14:00	buy	5	0.10	1.44173	0.00000	0.00000
6	2009.08.05 19:00	buy	6	0.10	1.44173	0.00000	0.00000
7	2009.08.06 11:00	close	1	0.10	1.44017	0.00000	0.00000	-15.85	9984.15
8	2009.08.06 11:00	close	3	0.10	1.44017	0.00000	0.00000	-14.15	9970.00
9	2009.08.06 11:00	close	5	0.10	1.44017	0.00000	0.00000	-15.75	9954.25
10	2009.08.06 12:00	close	2	0.10	1.43988	0.00000	0.00000	-31.60	9922.65
11	2009.08.06 12:00	close	6	0.10	1.43988	0.00000	0.00000	-18.65	9904.00
12	2009.08.06 13:00	close	4	0.10	1.43807	0.00000	0.00000	-20.85	9883.15
13	2009.08.10 14:00	sell	7	0.10	1.41922	0.00000	0.00000
14	2009.08.10 16:00	sell	8	0.10	1.41672	0.00000	0.00000
15	2009.08.11 15:00	sell	9	0.10	1.41288	0.00000	0.00000
16	2009.08.12 04:00	sell	10	0.10	1.41490	0.00000	0.00000
17	2009.08.12 05:00	sell	11	0.10	1.41432	0.00000	0.00000
18	2009.08.12 19:00	close	7	0.10	1.42204	0.00000	0.00000	-28.38	9854.77
19	2009.08.12 19:00	close	9	0.10	1.42204	0.00000	0.00000	-91.69	9763.08
20	2009.08.12 19:00	close	11	0.10	1.42204	0.00000	0.00000	-77.20	9685.88
21	2009.08.12 20:00	close	8	0.10	1.42206	0.00000	0.00000	-53.58	9632.30
22	2009.08.12 21:00	close	10	0.10	1.42107	0.00000	0.00000	-61.70	9570.60
23	2009.08.17 11:00	sell	12	0.10	1.41098	0.00000	0.00000
24	2009.08.18 15:00	sell	13	0.10	1.40798	0.00000	0.00000
25	2009.08.19 02:00	close	12	0.10	1.41669	0.00000	0.00000	-57.28	9513.32
26	2009.08.19 03:00	close	13	0.10	1.41562	0.00000	0.00000	-76.49	9436.83
27	2009.08.20 23:00	buy	14	0.10	1.42537	0.00000	0.00000
28	2009.08.21 09:00	buy	15	0.10	1.42437	0.00000	0.00000
29	2009.08.21 10:00	buy	16	0.10	1.42960	0.00000	0.00000
30	2009.08.21 22:00	buy	17	0.10	1.43364	0.00000	0.00000
31	2009.08.24 14:00	buy	18	0.10	1.43281	0.00000	0.00000
32	2009.08.25 06:00	close	14	0.10	1.43002	0.00000	0.00000	46.35	9483.18
33	2009.08.25 06:00	close	16	0.10	1.43002	0.00000	0.00000	4.10	9487.28
34	2009.08.25 06:00	close	18	0.10	1.43002	0.00000	0.00000	-27.95	9459.33
35	2009.08.25 07:00	close	15	0.10	1.43020	0.00000	0.00000	58.20	9517.53
36	2009.08.25 08:00	close	17	0.10	1.42881	0.00000	0.00000	-48.40	9469.13
37	2009.08.28 16:00	buy	19	0.10	1.43741	0.00000	0.00000
38	2009.08.31 04:00	close	19	0.10	1.43062	0.00000	0.00000	-67.95	9401.18
39	2009.09.01 06:00	buy	20	0.10	1.43551	0.00000	0.00000
40	2009.09.01 17:00	close	20	0.10	1.43036	0.00000	0.00000	-51.50	9349.68
41	2009.09.02 09:00	sell	21	0.10	1.42415	0.00000	0.00000
42	2009.09.03 09:00	close	21	0.10	1.43047	0.00000	0.00000	-63.47	9286.21
43	2009.09.04 15:00	sell	22	0.10	1.42181	0.00000	0.00000
44	2009.09.04 21:00	close	22	0.10	1.43095	0.00000	0.00000	-91.40	9194.81
45	2009.09.07 06:00	buy	23	0.10	1.43329	0.00000	0.00000
46	2009.09.07 10:00	buy	24	0.10	1.43466	0.00000	0.00000
47	2009.09.08 08:00	buy	25	0.10	1.43477	0.00000	0.00000
48	2009.09.09 14:00	buy	26	0.10	1.45226	0.00000	0.00000
49	2009.09.10 07:00	buy	27	0.10	1.45761	0.00000	0.00000
50	2009.09.10 18:00	buy	28	0.10	1.45676	0.00000	0.00000
51	2009.09.11 05:00	buy	29	0.10	1.46037	0.00000	0.00000
52	2009.09.11 17:00	buy	30	0.10	1.46136	0.00000	0.00000
53	2009.09.11 21:00	close	23	0.10	1.45937	0.00000	0.00000	260.50	9455.31
54	2009.09.11 21:00	close	25	0.10	1.45937	0.00000	0.00000	245.75	9701.06
55	2009.09.11 21:00	close	27	0.10	1.45937	0.00000	0.00000	17.55	9718.61
56	2009.09.11 21:00	close	29	0.10	1.45937	0.00000	0.00000	-10.00	9708.61
57	2009.09.11 22:00	close	24	0.10	1.45815	0.00000	0.00000	234.60	9943.21
58	2009.09.11 22:00	close	28	0.10	1.45815	0.00000	0.00000	13.85	9957.06
59	2009.09.14 00:00	close	26	0.10	1.45946	0.00000	0.00000	71.75	10028.81
60	2009.09.14 01:00	close	30	0.10	1.45819	0.00000	0.00000	-31.75	9997.06
61	2009.09.16 10:00	buy	31	0.10	1.47032	0.00000	0.00000
62	2009.09.16 19:00	buy	32	0.10	1.47011	0.00000	0.00000
63	2009.09.17 06:00	buy	33	0.10	1.47277	0.00000	0.00000
64	2009.09.17 18:00	buy	34	0.10	1.47348	0.00000	0.00000
65	2009.09.17 21:00	buy	35	0.10	1.47497	0.00000	0.00000
66	2009.09.18 02:00	close	31	0.10	1.47312	0.00000	0.00000	27.80	10024.86
67	2009.09.18 02:00	close	33	0.10	1.47312	0.00000	0.00000	3.45	10028.31
68	2009.09.18 02:00	close	35	0.10	1.47312	0.00000	0.00000	-18.55	10009.76
69	2009.09.18 03:00	close	32	0.10	1.47255	0.00000	0.00000	24.20	10033.96
70	2009.09.18 04:00	close	34	0.10	1.46982	0.00000	0.00000	-36.65	9997.31
71	2009.09.28 08:00	sell	36	0.10	1.45920	0.00000	0.00000
72	2009.09.28 19:00	sell	37	0.10	1.46150	0.00000	0.00000
73	2009.09.29 03:00	sell	38	0.10	1.45938	0.00000	0.00000
74	2009.09.29 10:00	sell	39	0.10	1.45775	0.00000	0.00000
75	2009.09.30 12:00	close	36	0.10	1.46656	0.00000	0.00000	-73.78	9923.53
76	2009.09.30 12:00	close	38	0.10	1.46656	0.00000	0.00000	-71.89	9851.64
77	2009.09.30 13:00	close	37	0.10	1.46640	0.00000	0.00000	-49.18	9802.46
78	2009.09.30 14:00	close	39	0.10	1.46429	0.00000	0.00000	-65.49	9736.97