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		k=5; period=24; exp=0; open.close=0; SL_pp=0; visualize=true;
Bars in test	1124	Ticks modelled	25909	Modelling quality	n/a
Mismatched charts errors	7
Initial deposit	10000.00
Total net profit	-4269.50	Gross profit	7031.50	Gross loss	-11301.00
Profit factor	0.62	Expected payoff	-203.31
Absolute drawdown	7594.00	Maximal drawdown	8886.00 (78.69%)	Relative drawdown	78.69% (8886.00)
Total trades	21	Short positions (won %)	10 (30.00%)	Long positions (won %)	11 (27.27%)
		Profit trades (% of total)	6 (28.57%)	Loss trades (% of total)	15 (71.43%)
Largest		profit trade	3461.00	loss trade	-1388.00
Average		profit trade	1171.92	loss trade	-753.40
Maximum		consecutive wins (profit in money)	2 (1580.00)	consecutive losses (loss in money)	9 (-6664.50)
Maximal		consecutive profit (count of wins)	3461.00 (1)	consecutive loss (count of losses)	-6664.50 (9)
Average		consecutive wins	2	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.08.03 16:20	buy	1	1.00	1.44148	0.00000	0.00000
2	2009.08.07 14:45	close	1	1.00	1.43158	0.00000	0.00000	-993.00	9007.00
3	2009.08.07 14:45	sell	2	1.00	1.43158	0.00000	0.00000
4	2009.08.12 15:46	close	2	1.00	1.41984	0.00000	0.00000	1171.00	10178.00
5	2009.08.12 15:46	buy	3	1.00	1.41984	0.00000	0.00000
6	2009.08.12 20:32	close	3	1.00	1.41313	0.00000	0.00000	-671.00	9507.00
7	2009.08.12 20:32	sell	4	1.00	1.41313	0.00000	0.00000
8	2009.08.13 08:20	close	4	1.00	1.42698	0.00000	0.00000	-1388.00	8119.00
9	2009.08.13 08:20	buy	5	1.00	1.42698	0.00000	0.00000
10	2009.08.14 17:26	close	5	1.00	1.42137	0.00000	0.00000	-561.50	7557.50
11	2009.08.14 17:26	sell	6	1.00	1.42137	0.00000	0.00000
12	2009.08.19 01:45	close	6	1.00	1.41647	0.00000	0.00000	487.00	8044.50
13	2009.08.19 01:45	buy	7	1.00	1.41647	0.00000	0.00000
14	2009.08.25 03:02	close	7	1.00	1.42743	0.00000	0.00000	1093.00	9137.50
15	2009.08.25 03:02	sell	8	1.00	1.42743	0.00000	0.00000
16	2009.08.25 15:20	close	8	1.00	1.43620	0.00000	0.00000	-877.00	8260.50
17	2009.08.25 15:20	buy	9	1.00	1.43620	0.00000	0.00000
18	2009.08.26 15:20	close	9	1.00	1.42449	0.00000	0.00000	-1171.50	7089.00
19	2009.08.26 15:20	sell	10	1.00	1.42449	0.00000	0.00000
20	2009.08.27 20:10	close	10	1.00	1.43306	0.00000	0.00000	-860.00	6229.00
21	2009.08.27 20:10	buy	11	1.00	1.43306	0.00000	0.00000
22	2009.08.31 00:50	close	11	1.00	1.42814	0.00000	0.00000	-493.00	5736.00
23	2009.08.31 00:50	sell	12	1.00	1.42814	0.00000	0.00000
24	2009.09.01 07:32	close	12	1.00	1.43604	0.00000	0.00000	-791.00	4945.00
25	2009.09.01 07:32	buy	13	1.00	1.43604	0.00000	0.00000
26	2009.09.01 17:15	close	13	1.00	1.42618	0.00000	0.00000	-986.00	3959.00
27	2009.09.01 17:15	sell	14	1.00	1.42618	0.00000	0.00000
28	2009.09.03 08:16	close	14	1.00	1.42909	0.00000	0.00000	-295.00	3664.00
29	2009.09.03 08:16	buy	15	1.00	1.42909	0.00000	0.00000
30	2009.09.03 20:37	close	15	1.00	1.42357	0.00000	0.00000	-552.00	3112.00
31	2009.09.03 20:37	sell	16	1.00	1.42357	0.00000	0.00000
32	2009.09.04 18:10	close	16	1.00	1.42995	0.00000	0.00000	-639.00	2473.00
33	2009.09.04 18:10	buy	17	1.00	1.42995	0.00000	0.00000
34	2009.09.18 10:07	close	17	1.00	1.46463	0.00000	0.00000	3461.00	5934.00
35	2009.09.18 10:07	sell	18	1.00	1.46463	0.00000	0.00000
36	2009.09.22 08:15	close	18	1.00	1.47260	0.00000	0.00000	-799.00	5135.00
37	2009.09.22 08:15	buy	19	1.00	1.47260	0.00000	0.00000
38	2009.09.23 17:50	close	19	1.00	1.47338	0.00000	0.00000	77.50	5212.50
39	2009.09.23 17:50	sell	20	1.00	1.47338	0.00000	0.00000
40	2009.09.30 11:15	close	20	1.00	1.46589	0.00000	0.00000	742.00	5954.50
41	2009.09.30 11:15	buy	21	1.00	1.46589	0.00000	0.00000
42	2009.09.30 23:59	close at stop	21	1.00	1.46365	0.00000	0.00000	-224.00	5730.50