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		SMA_Filter_Period=200; RSI_Filter_Period=45;
Bars in test	1124	Ticks modelled	25909	Modelling quality	n/a
Mismatched charts errors	3
Initial deposit	10000.00
Total net profit	77.95	Gross profit	77.95	Gross loss	0.00
Profit factor		Expected payoff	6.50
Absolute drawdown	79.70	Maximal drawdown	105.70 (1.05%)	Relative drawdown	1.05% (105.70)
Total trades	12	Short positions (won %)	4 (100.00%)	Long positions (won %)	8 (100.00%)
		Profit trades (% of total)	12 (100.00%)	Loss trades (% of total)	0 (0.00%)
Largest		profit trade	6.50	loss trade	0.00
Average		profit trade	6.50	loss trade	0.00
Maximum		consecutive wins (profit in money)	12 (77.95)	consecutive losses (loss in money)	0 (0.00)
Maximal		consecutive profit (count of wins)	77.95 (12)	consecutive loss (count of losses)	0.00 (0)
Average		consecutive wins	12	consecutive losses	0

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.08.03 01:10	buy	1	0.10	1.42686	0.00000	1.42751
2	2009.08.03 01:15	t/p	1	0.10	1.42751	0.00000	1.42751	6.50	10006.50
3	2009.08.19 16:15	buy	2	0.10	1.41836	0.00000	1.41901
4	2009.08.19 16:25	t/p	2	0.10	1.41901	0.00000	1.41901	6.50	10013.00
5	2009.08.21 09:50	buy	3	0.10	1.43015	0.00000	1.43080
6	2009.08.21 11:20	t/p	3	0.10	1.43080	0.00000	1.43080	6.50	10019.50
7	2009.08.31 16:20	buy	4	0.10	1.43322	0.00000	1.43387
8	2009.08.31 16:26	t/p	4	0.10	1.43387	0.00000	1.43387	6.50	10026.00
9	2009.09.10 14:50	buy	5	0.10	1.46075	0.00000	1.46140
10	2009.09.11 06:45	t/p	5	0.10	1.46140	0.00000	1.46140	6.45	10032.45
11	2009.09.11 18:00	sell	6	0.10	1.45848	0.00000	1.45783
12	2009.09.11 18:20	t/p	6	0.10	1.45783	0.00000	1.45783	6.50	10038.95
13	2009.09.14 15:40	buy	7	0.10	1.46066	0.00000	1.46131
14	2009.09.14 15:45	t/p	7	0.10	1.46131	0.00000	1.46131	6.50	10045.45
15	2009.09.15 10:00	sell	8	0.10	1.45997	0.00000	1.45932
16	2009.09.15 11:15	t/p	8	0.10	1.45932	0.00000	1.45932	6.50	10051.95
17	2009.09.15 19:15	buy	9	0.10	1.46456	0.00000	1.46521
18	2009.09.15 19:40	t/p	9	0.10	1.46521	0.00000	1.46521	6.50	10058.45
19	2009.09.28 03:00	sell	10	0.10	1.46441	0.00000	1.46376
20	2009.09.28 03:15	t/p	10	0.10	1.46376	0.00000	1.46376	6.50	10064.95
21	2009.09.28 16:20	buy	11	0.10	1.46707	0.00000	1.46772
22	2009.09.28 18:20	t/p	11	0.10	1.46772	0.00000	1.46772	6.50	10071.45
23	2009.09.29 03:00	sell	12	0.10	1.45938	0.00000	1.45873
24	2009.09.29 03:02	t/p	12	0.10	1.45873	0.00000	1.45873	6.50	10077.95