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		S1="---------------- Entry Settings"; VIX_Period=22; VIX_BuyLevel=1; VIX_SellLevel=1; S2="---------------- Money Management"; Lots=0.1; RiskMM=false; RiskPercent=1; Martingale=false; Multiplier=2; MinLots=0.01; MaxLots=100; S3="---------------- Order Management"; StopLoss=0; TakeProfit=0; HideSL=false; HideTP=false; TrailingStop=0; TrailingStep=0; TrailingProfit=0; BreakEven=0; MaxOrders=100; Slippage=3; Magic=2009; S6="---------------- Extras"; Hedge=false; HedgeSL=0; HedgeTP=0; ReverseSystem=false;
Bars in test	1124	Ticks modelled	25909	Modelling quality	n/a
Mismatched charts errors	7
Initial deposit	10000.00
Total net profit	439.34	Gross profit	766.16	Gross loss	-326.82
Profit factor	2.34	Expected payoff	24.41
Absolute drawdown	62.88	Maximal drawdown	420.50 (3.91%)	Relative drawdown	3.91% (420.50)
Total trades	18	Short positions (won %)	9 (33.33%)	Long positions (won %)	9 (33.33%)
		Profit trades (% of total)	6 (33.33%)	Loss trades (% of total)	12 (66.67%)
Largest		profit trade	462.84	loss trade	-109.54
Average		profit trade	127.69	loss trade	-27.23
Maximum		consecutive wins (profit in money)	2 (485.24)	consecutive losses (loss in money)	6 (-240.24)
Maximal		consecutive profit (count of wins)	485.24 (2)	consecutive loss (count of losses)	-240.24 (6)
Average		consecutive wins	1	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.08.07 17:00	sell	1	0.10	1.42067	0.00000	0.00000
2	2009.08.10 15:00	buy	2	0.10	1.41776	0.00000	0.00000
3	2009.08.10 15:00	close	1	0.10	1.41776	0.00000	0.00000	29.00	10029.00
4	2009.08.14 21:00	sell	3	0.10	1.41704	0.00000	0.00000
5	2009.08.14 21:00	close	2	0.10	1.41704	0.00000	0.00000	-7.44	10021.56
6	2009.08.14 22:00	buy	4	0.10	1.41902	0.00000	0.00000
7	2009.08.14 22:00	close	3	0.10	1.41902	0.00000	0.00000	-19.80	10001.76
8	2009.08.17 03:00	sell	5	0.10	1.41537	0.00000	0.00000
9	2009.08.17 03:00	close	4	0.10	1.41537	0.00000	0.00000	-36.54	9965.22
10	2009.08.17 18:00	buy	6	0.10	1.40881	0.00000	0.00000
11	2009.08.17 18:00	close	5	0.10	1.40881	0.00000	0.00000	65.60	10030.82
12	2009.08.17 19:00	sell	7	0.10	1.40822	0.00000	0.00000
13	2009.08.17 19:00	close	6	0.10	1.40822	0.00000	0.00000	-5.90	10024.92
14	2009.08.17 20:00	buy	8	0.10	1.40898	0.00000	0.00000
15	2009.08.17 20:00	close	7	0.10	1.40898	0.00000	0.00000	-7.60	10017.32
16	2009.09.01 18:00	sell	9	0.10	1.42338	0.00000	0.00000
17	2009.09.01 18:00	close	8	0.10	1.42338	0.00000	0.00000	143.40	10160.72
18	2009.09.02 09:00	buy	10	0.10	1.42430	0.00000	0.00000
19	2009.09.02 09:00	close	9	0.10	1.42430	0.00000	0.00000	-9.30	10151.42
20	2009.09.24 17:00	sell	11	0.10	1.47068	0.00000	0.00000
21	2009.09.24 17:00	close	10	0.10	1.47068	0.00000	0.00000	462.84	10614.26
22	2009.09.24 19:00	buy	12	0.10	1.46844	0.00000	0.00000
23	2009.09.24 19:00	close	11	0.10	1.46844	0.00000	0.00000	22.40	10636.66
24	2009.09.24 20:00	sell	13	0.10	1.46383	0.00000	0.00000
25	2009.09.24 20:00	close	12	0.10	1.46383	0.00000	0.00000	-46.10	10590.56
26	2009.09.25 08:00	buy	14	0.10	1.46947	0.00000	0.00000
27	2009.09.25 08:00	close	13	0.10	1.46947	0.00000	0.00000	-56.50	10534.06
28	2009.09.28 04:00	sell	15	0.10	1.45852	0.00000	0.00000
29	2009.09.28 04:00	close	14	0.10	1.45852	0.00000	0.00000	-109.54	10424.52
30	2009.09.28 05:00	buy	16	0.10	1.45876	0.00000	0.00000
31	2009.09.28 05:00	close	15	0.10	1.45876	0.00000	0.00000	-2.40	10422.12
32	2009.09.28 06:00	sell	17	0.10	1.45777	0.00000	0.00000
33	2009.09.28 06:00	close	16	0.10	1.45777	0.00000	0.00000	-9.90	10412.22
34	2009.09.28 08:00	buy	18	0.10	1.45935	0.00000	0.00000
35	2009.09.28 08:00	close	17	0.10	1.45935	0.00000	0.00000	-15.80	10396.42
36	2009.09.30 23:59	close at stop	18	0.10	1.46365	0.00000	0.00000	42.92	10439.34