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		MovingPeriod=23; Magic_¹=1; MaximumRisk=0.05; Lots=0.1; DecreaseFactor=0;
Bars in test	1124	Ticks modelled	25909	Modelling quality	n/a
Mismatched charts errors	7
Initial deposit	10000.00
Total net profit	144.40	Gross profit	4227.95	Gross loss	-4083.55
Profit factor	1.04	Expected payoff	6.88
Absolute drawdown	381.60	Maximal drawdown	3366.45 (25.93%)	Relative drawdown	25.93% (3366.45)
Total trades	21	Short positions (won %)	10 (30.00%)	Long positions (won %)	11 (36.36%)
		Profit trades (% of total)	7 (33.33%)	Loss trades (% of total)	14 (66.67%)
Largest		profit trade	1151.25	loss trade	-649.20
Average		profit trade	603.99	loss trade	-291.68
Maximum		consecutive wins (profit in money)	2 (1274.70)	consecutive losses (loss in money)	9 (-2742.05)
Maximal		consecutive profit (count of wins)	1274.70 (2)	consecutive loss (count of losses)	-2742.05 (9)
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	0.50	1.42533	0.00000	0.00000
2	2009.08.06 18:00	close	1	0.50	1.43568	0.00000	0.00000	516.25	10516.25
3	2009.08.06 18:02	sell	2	0.50	1.43561	0.00000	0.00000
4	2009.08.12 21:00	close	2	0.50	1.42125	0.00000	0.00000	716.00	11232.25
5	2009.08.12 21:02	buy	3	0.60	1.42025	0.00000	0.00000
6	2009.08.17 00:00	close	3	0.60	1.41890	0.00000	0.00000	-82.50	11149.75
7	2009.08.17 00:02	sell	4	0.60	1.41879	0.00000	0.00000
8	2009.08.18 22:00	close	4	0.60	1.41301	0.00000	0.00000	346.20	11495.95
9	2009.08.18 22:02	buy	5	0.60	1.41268	0.00000	0.00000
10	2009.08.25 03:00	close	5	0.60	1.42819	0.00000	0.00000	928.50	12424.45
11	2009.08.25 03:02	sell	6	0.60	1.42743	0.00000	0.00000
12	2009.08.25 23:00	close	6	0.60	1.42988	0.00000	0.00000	-147.00	12277.45
13	2009.08.26 05:00	buy	7	0.60	1.43064	0.00000	0.00000
14	2009.08.26 14:00	close	7	0.60	1.42778	0.00000	0.00000	-171.60	12105.85
15	2009.08.26 14:02	sell	8	0.60	1.42813	0.00000	0.00000
16	2009.08.28 00:00	close	8	0.60	1.43503	0.00000	0.00000	-416.40	11689.45
17	2009.08.28 00:02	buy	9	0.60	1.43490	0.00000	0.00000
18	2009.08.31 07:00	close	9	0.60	1.42810	0.00000	0.00000	-408.30	11281.15
19	2009.08.31 07:02	sell	10	0.60	1.42787	0.00000	0.00000
20	2009.09.01 03:00	close	10	0.60	1.43239	0.00000	0.00000	-271.80	11009.35
21	2009.09.01 03:02	buy	11	0.60	1.43246	0.00000	0.00000
22	2009.09.01 22:00	close	11	0.60	1.42164	0.00000	0.00000	-649.20	10360.15
23	2009.09.01 22:02	sell	12	0.50	1.42141	0.00000	0.00000
24	2009.09.03 04:00	close	12	0.50	1.42666	0.00000	0.00000	-264.50	10095.65
25	2009.09.03 04:02	buy	13	0.50	1.42653	0.00000	0.00000
26	2009.09.04 06:00	close	13	0.50	1.42507	0.00000	0.00000	-73.25	10022.40
27	2009.09.04 06:02	sell	14	0.50	1.42486	0.00000	0.00000
28	2009.09.07 01:00	close	14	0.50	1.43165	0.00000	0.00000	-340.00	9682.40
29	2009.09.07 01:02	buy	15	0.50	1.43151	0.00000	0.00000
30	2009.09.14 07:00	close	15	0.50	1.45457	0.00000	0.00000	1151.25	10833.65
31	2009.09.14 07:02	sell	16	0.50	1.45471	0.00000	0.00000
32	2009.09.15 00:00	close	16	0.50	1.46303	0.00000	0.00000	-416.50	10417.15
33	2009.09.15 00:02	buy	17	0.50	1.46321	0.00000	0.00000
34	2009.09.18 14:00	close	17	0.50	1.47093	0.00000	0.00000	384.75	10801.90
35	2009.09.18 14:02	sell	18	0.50	1.47133	0.00000	0.00000
36	2009.09.22 10:00	close	18	0.50	1.47811	0.00000	0.00000	-340.00	10461.90
37	2009.09.22 10:02	buy	19	0.50	1.47772	0.00000	0.00000
38	2009.09.24 01:00	close	19	0.50	1.47107	0.00000	0.00000	-333.50	10128.40
39	2009.09.24 01:02	sell	20	0.50	1.47048	0.00000	0.00000
40	2009.09.30 12:00	close	20	0.50	1.46674	0.00000	0.00000	185.00	10313.40
41	2009.09.30 12:02	buy	21	0.50	1.46703	0.00000	0.00000
42	2009.09.30 23:59	close at stop	21	0.50	1.46365	0.00000	0.00000	-169.00	10144.40