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		ExtDepth=17; ExtDeviation=7; ExtBackstep=5; Lot=0.1;
Bars in test	1124	Ticks modelled	25909	Modelling quality	n/a
Mismatched charts errors	7
Initial deposit	10000.00
Total net profit	-745.36	Gross profit	869.48	Gross loss	-1614.84
Profit factor	0.54	Expected payoff	-13.80
Absolute drawdown	818.52	Maximal drawdown	973.42 (9.59%)	Relative drawdown	9.59% (973.42)
Total trades	54	Short positions (won %)	27 (25.93%)	Long positions (won %)	27 (48.15%)
		Profit trades (% of total)	20 (37.04%)	Loss trades (% of total)	34 (62.96%)
Largest		profit trade	176.21	loss trade	-119.90
Average		profit trade	43.47	loss trade	-47.50
Maximum		consecutive wins (profit in money)	3 (80.37)	consecutive losses (loss in money)	4 (-214.01)
Maximal		consecutive profit (count of wins)	176.21 (1)	consecutive loss (count of losses)	-214.01 (4)
Average		consecutive wins	1	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.08.03 02:00	buy	1	0.10	1.42887	0.00000	0.00000
2	2009.08.04 14:00	close	1	0.10	1.43777	0.00000	0.00000	88.97	10088.97
3	2009.08.04 14:00	sell	2	0.10	1.43777	0.00000	0.00000
4	2009.08.05 14:00	close	2	0.10	1.44187	0.00000	0.00000	-41.17	10047.80
5	2009.08.05 14:00	buy	3	0.10	1.44187	0.00000	0.00000
6	2009.08.05 17:00	close	3	0.10	1.43849	0.00000	0.00000	-33.80	10014.00
7	2009.08.05 17:00	sell	4	0.10	1.43849	0.00000	0.00000
8	2009.08.05 21:00	close	4	0.10	1.44314	0.00000	0.00000	-46.50	9967.50
9	2009.08.05 21:00	buy	5	0.10	1.44314	0.00000	0.00000
10	2009.08.06 13:00	close	5	0.10	1.43807	0.00000	0.00000	-50.79	9916.71
11	2009.08.06 13:00	sell	6	0.10	1.43807	0.00000	0.00000
12	2009.08.07 11:00	close	6	0.10	1.43624	0.00000	0.00000	18.13	9934.84
13	2009.08.07 11:00	buy	7	0.10	1.43624	0.00000	0.00000
14	2009.08.07 15:00	close	7	0.10	1.43227	0.00000	0.00000	-39.70	9895.14
15	2009.08.07 17:00	sell	8	0.10	1.42067	0.00000	0.00000
16	2009.08.11 10:00	close	8	0.10	1.41690	0.00000	0.00000	37.36	9932.50
17	2009.08.11 10:00	buy	9	0.10	1.41690	0.00000	0.00000
18	2009.08.11 16:00	close	9	0.10	1.41270	0.00000	0.00000	-42.00	9890.50
19	2009.08.11 16:00	sell	10	0.10	1.41270	0.00000	0.00000
20	2009.08.12 13:00	close	10	0.10	1.41652	0.00000	0.00000	-38.37	9852.13
21	2009.08.12 13:00	buy	11	0.10	1.41652	0.00000	0.00000
22	2009.08.14 08:00	close	11	0.10	1.42720	0.00000	0.00000	106.68	9958.81
23	2009.08.14 08:00	sell	12	0.10	1.42720	0.00000	0.00000
24	2009.08.14 14:00	close	12	0.10	1.43011	0.00000	0.00000	-29.10	9929.71
25	2009.08.14 14:00	buy	13	0.10	1.43011	0.00000	0.00000
26	2009.08.14 16:00	close	13	0.10	1.42474	0.00000	0.00000	-53.70	9876.01
27	2009.08.14 16:00	sell	14	0.10	1.42474	0.00000	0.00000
28	2009.08.18 04:00	close	14	0.10	1.41195	0.00000	0.00000	127.56	10003.57
29	2009.08.18 04:00	buy	15	0.10	1.41195	0.00000	0.00000
30	2009.08.19 11:00	close	15	0.10	1.40983	0.00000	0.00000	-21.23	9982.34
31	2009.08.19 11:00	sell	16	0.10	1.40983	0.00000	0.00000
32	2009.08.19 17:00	close	16	0.10	1.42182	0.00000	0.00000	-119.90	9862.44
33	2009.08.19 17:00	buy	17	0.10	1.42182	0.00000	0.00000
34	2009.08.20 16:00	close	17	0.10	1.42303	0.00000	0.00000	12.01	9874.45
35	2009.08.20 16:00	sell	18	0.10	1.42303	0.00000	0.00000
36	2009.08.20 21:00	close	18	0.10	1.42561	0.00000	0.00000	-25.80	9848.65
37	2009.08.20 21:00	buy	19	0.10	1.42561	0.00000	0.00000
38	2009.08.25 04:00	close	19	0.10	1.42871	0.00000	0.00000	30.91	9879.56
39	2009.08.25 04:00	sell	20	0.10	1.42871	0.00000	0.00000
40	2009.08.25 14:00	close	20	0.10	1.43355	0.00000	0.00000	-48.40	9831.16
41	2009.08.25 14:00	buy	21	0.10	1.43355	0.00000	0.00000
42	2009.08.26 14:00	close	21	0.10	1.42778	0.00000	0.00000	-57.73	9773.43
43	2009.08.26 14:00	sell	22	0.10	1.42778	0.00000	0.00000
44	2009.08.27 09:00	close	22	0.10	1.42592	0.00000	0.00000	18.09	9791.52
45	2009.08.27 09:00	buy	23	0.10	1.42592	0.00000	0.00000
46	2009.08.28 19:00	close	23	0.10	1.43266	0.00000	0.00000	67.37	9858.89
47	2009.08.28 19:00	sell	24	0.10	1.43266	0.00000	0.00000
48	2009.08.31 17:00	close	24	0.10	1.43510	0.00000	0.00000	-24.57	9834.32
49	2009.08.31 17:00	buy	25	0.10	1.43510	0.00000	0.00000
50	2009.09.01 13:00	close	25	0.10	1.42873	0.00000	0.00000	-63.73	9770.59
51	2009.09.01 13:00	sell	26	0.10	1.42873	0.00000	0.00000
52	2009.09.02 18:00	close	26	0.10	1.42466	0.00000	0.00000	40.53	9811.12
53	2009.09.02 18:00	buy	27	0.10	1.42466	0.00000	0.00000
54	2009.09.03 17:00	close	27	0.10	1.42577	0.00000	0.00000	11.01	9822.13
55	2009.09.03 17:00	sell	28	0.10	1.42577	0.00000	0.00000
56	2009.09.04 09:00	close	28	0.10	1.42896	0.00000	0.00000	-32.07	9790.06
57	2009.09.04 09:00	buy	29	0.10	1.42896	0.00000	0.00000
58	2009.09.04 15:00	close	29	0.10	1.42181	0.00000	0.00000	-71.50	9718.56
59	2009.09.04 15:00	sell	30	0.10	1.42181	0.00000	0.00000
60	2009.09.04 19:00	close	30	0.10	1.43084	0.00000	0.00000	-90.30	9628.26
61	2009.09.04 19:00	buy	31	0.10	1.43084	0.00000	0.00000
62	2009.09.09 10:00	close	31	0.10	1.44847	0.00000	0.00000	176.21	9804.47
63	2009.09.09 10:00	sell	32	0.10	1.44847	0.00000	0.00000
64	2009.09.09 14:00	close	32	0.10	1.45240	0.00000	0.00000	-39.30	9765.17
65	2009.09.09 14:00	buy	33	0.10	1.45240	0.00000	0.00000
66	2009.09.10 12:00	close	33	0.10	1.45378	0.00000	0.00000	13.71	9778.88
67	2009.09.10 12:00	sell	34	0.10	1.45378	0.00000	0.00000
68	2009.09.10 15:00	close	34	0.10	1.45748	0.00000	0.00000	-37.00	9741.88
69	2009.09.10 15:00	buy	35	0.10	1.45748	0.00000	0.00000
70	2009.09.10 16:00	close	35	0.10	1.45330	0.00000	0.00000	-41.80	9700.08
71	2009.09.10 16:00	sell	36	0.10	1.45330	0.00000	0.00000
72	2009.09.10 20:00	close	36	0.10	1.46024	0.00000	0.00000	-69.40	9630.68
73	2009.09.10 20:00	buy	37	0.10	1.46024	0.00000	0.00000
74	2009.09.11 17:00	close	37	0.10	1.46126	0.00000	0.00000	10.17	9640.85
75	2009.09.11 17:00	sell	38	0.10	1.46126	0.00000	0.00000
76	2009.09.14 16:00	close	38	0.10	1.46236	0.00000	0.00000	-11.17	9629.68
77	2009.09.14 16:00	buy	39	0.10	1.46236	0.00000	0.00000
78	2009.09.15 10:00	close	39	0.10	1.45997	0.00000	0.00000	-23.93	9605.75
79	2009.09.15 10:00	sell	40	0.10	1.45997	0.00000	0.00000
80	2009.09.15 20:00	close	40	0.10	1.46821	0.00000	0.00000	-82.40	9523.35
81	2009.09.15 20:00	buy	41	0.10	1.46821	0.00000	0.00000
82	2009.09.16 15:00	close	41	0.10	1.46854	0.00000	0.00000	3.27	9526.62
83	2009.09.16 15:00	sell	42	0.10	1.46854	0.00000	0.00000
84	2009.09.16 19:00	close	42	0.10	1.47025	0.00000	0.00000	-17.10	9509.52
85	2009.09.16 19:00	buy	43	0.10	1.47025	0.00000	0.00000
86	2009.09.17 15:00	close	43	0.10	1.47053	0.00000	0.00000	2.71	9512.23
87	2009.09.17 15:00	sell	44	0.10	1.47053	0.00000	0.00000
88	2009.09.22 03:00	close	44	0.10	1.47029	0.00000	0.00000	1.89	9514.12
89	2009.09.22 03:00	buy	45	0.10	1.47029	0.00000	0.00000
90	2009.09.23 12:00	close	45	0.10	1.47787	0.00000	0.00000	75.77	9589.89
91	2009.09.23 12:00	sell	46	0.10	1.47787	0.00000	0.00000
92	2009.09.23 21:00	close	46	0.10	1.47992	0.00000	0.00000	-20.50	9569.39
93	2009.09.23 21:00	buy	47	0.10	1.47992	0.00000	0.00000
94	2009.09.23 22:00	close	47	0.10	1.47418	0.00000	0.00000	-57.40	9511.99
95	2009.09.23 22:00	sell	48	0.10	1.47418	0.00000	0.00000
96	2009.09.24 15:00	close	48	0.10	1.47921	0.00000	0.00000	-50.81	9461.18
97	2009.09.24 15:00	buy	49	0.10	1.47921	0.00000	0.00000
98	2009.09.24 17:00	close	49	0.10	1.47068	0.00000	0.00000	-85.30	9375.88
99	2009.09.24 17:00	sell	50	0.10	1.47068	0.00000	0.00000
100	2009.09.25 13:00	close	50	0.10	1.46955	0.00000	0.00000	11.13	9387.01
101	2009.09.25 13:00	buy	51	0.10	1.46955	0.00000	0.00000
102	2009.09.28 04:00	close	51	0.10	1.45852	0.00000	0.00000	-110.33	9276.68
103	2009.09.28 04:00	sell	52	0.10	1.45852	0.00000	0.00000
104	2009.09.30 03:00	close	52	0.10	1.46007	0.00000	0.00000	-15.84	9260.84
105	2009.09.30 03:00	buy	53	0.10	1.46007	0.00000	0.00000
106	2009.09.30 17:00	close	53	0.10	1.46167	0.00000	0.00000	16.00	9276.84
107	2009.09.30 17:00	sell	54	0.10	1.46167	0.00000	0.00000
108	2009.09.30 23:59	close at stop	54	0.10	1.46389	0.00000	0.00000	-22.20	9254.64