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		MaxReqSwing=90; Margin=20; DeadBand=20; StopLoss=66; TakeProfit=34; MinLots=0.01; MaxLots=10; RiskFactor=0.075; SL_Reverse=false; TriggerTime=17; ExpirationTime="23:00"; magicno=888;
Bars in test	1124	Ticks modelled	25909	Modelling quality	n/a
Mismatched charts errors	3
Initial deposit	10000.00
Total net profit	-374.90	Gross profit	1358.55	Gross loss	-1733.45
Profit factor	0.78	Expected payoff	-26.78
Absolute drawdown	1030.40	Maximal drawdown	1209.45 (11.88%)	Relative drawdown	11.88% (1209.45)
Total trades	14	Short positions (won %)	3 (66.67%)	Long positions (won %)	11 (54.55%)
		Profit trades (% of total)	8 (57.14%)	Loss trades (% of total)	6 (42.86%)
Largest		profit trade	170.00	loss trade	-330.45
Average		profit trade	169.82	loss trade	-288.91
Maximum		consecutive wins (profit in money)	6 (1019.25)	consecutive losses (loss in money)	2 (-660.70)
Maximal		consecutive profit (count of wins)	1019.25 (6)	consecutive loss (count of losses)	-660.70 (2)
Average		consecutive wins	3	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.08.06 17:00	buy stop	1	0.50	1.44267	1.43607	1.44607
2	2009.08.06 17:00	sell stop	2	0.50	1.43576	1.44236	1.43236
3	2009.08.06 17:20	sell	2	0.50	1.43576	1.44236	1.43236
4	2009.08.06 23:02	expiration	1	0.50	1.44267	1.43607	1.44607
5	2009.08.07 14:45	t/p	2	0.50	1.43236	1.44236	1.43236	169.55	10169.55
6	2009.08.13 17:00	buy stop	3	0.50	1.43068	1.42408	1.43408
7	2009.08.13 17:00	sell stop	4	0.50	1.41413	1.42073	1.41073
8	2009.08.13 19:37	buy	3	0.50	1.43068	1.42408	1.43408
9	2009.08.13 23:02	expiration	4	0.50	1.41413	1.42073	1.41073
10	2009.08.14 15:50	s/l	3	0.50	1.42408	1.42408	1.43408	-330.25	9839.30
11	2009.08.17 17:00	buy stop	5	0.50	1.42277	1.41617	1.42617
12	2009.08.17 17:00	sell stop	6	0.50	1.40648	1.41308	1.40308
13	2009.08.17 17:02	sell	6	0.50	1.40648	1.41308	1.40308
14	2009.08.17 23:02	expiration	5	0.50	1.42277	1.41617	1.42617
15	2009.08.18 04:20	s/l	6	0.50	1.41308	1.41308	1.40308	-330.45	9508.85
16	2009.08.18 17:00	buy stop	7	0.50	1.41321	1.40661	1.41661
17	2009.08.18 17:00	sell stop	8	0.50	1.40807	1.41467	1.40467
18	2009.08.18 17:45	buy	7	0.50	1.41321	1.40661	1.41661
19	2009.08.18 23:02	expiration	8	0.50	1.40807	1.41467	1.40467
20	2009.08.19 01:50	t/p	7	0.50	1.41661	1.40661	1.41661	169.75	9678.60
21	2009.08.21 17:00	buy stop	9	0.50	1.43552	1.42892	1.43892
22	2009.08.21 17:00	sell stop	10	0.50	1.42277	1.42937	1.41937
23	2009.08.24 00:00	expiration	9	0.50	1.43552	1.42892	1.43892
24	2009.08.24 00:00	expiration	10	0.50	1.42277	1.42937	1.41937
25	2009.08.25 17:00	buy stop	11	0.50	1.43408	1.42748	1.43748
26	2009.08.25 17:00	sell stop	12	0.50	1.42723	1.43383	1.42383
27	2009.08.25 17:20	buy	11	0.50	1.43408	1.42748	1.43748
28	2009.08.25 23:02	expiration	12	0.50	1.42723	1.43383	1.42383
29	2009.08.26 13:20	s/l	11	0.50	1.42748	1.42748	1.43748	-330.25	9348.35
30	2009.08.26 17:00	buy stop	13	0.50	1.43294	1.42634	1.43634
31	2009.08.26 23:02	expiration	13	0.50	1.43294	1.42634	1.43634
32	2009.08.28 17:00	buy stop	14	0.50	1.43857	1.43197	1.44197
33	2009.08.28 17:00	sell stop	15	0.50	1.42767	1.43427	1.42427
34	2009.08.31 00:00	expiration	14	0.50	1.43857	1.43197	1.44197
35	2009.08.31 00:00	expiration	15	0.50	1.42767	1.43427	1.42427
36	2009.08.31 17:00	buy stop	16	0.50	1.43647	1.42987	1.43987
37	2009.08.31 17:00	sell stop	17	0.50	1.42757	1.43417	1.42417
38	2009.08.31 18:02	buy	16	0.50	1.43647	1.42987	1.43987
39	2009.08.31 23:03	expiration	17	0.50	1.42757	1.43417	1.42417
40	2009.09.01 12:40	s/l	16	0.50	1.42987	1.42987	1.43987	-330.25	9018.10
41	2009.09.04 17:00	buy stop	18	0.50	1.42688	1.42028	1.43028
42	2009.09.04 17:00	sell stop	19	0.50	1.42106	1.42766	1.41766
43	2009.09.04 17:50	buy	18	0.50	1.42688	1.42028	1.43028
44	2009.09.04 18:15	t/p	18	0.50	1.43028	1.42028	1.43028	170.00	9188.10
45	2009.09.07 00:00	expiration	19	0.50	1.42106	1.42766	1.41766
46	2009.09.07 17:00	buy stop	20	0.50	1.43399	1.42739	1.43739
47	2009.09.07 17:00	sell stop	21	0.50	1.42395	1.43055	1.42055
48	2009.09.07 17:15	buy	20	0.50	1.43399	1.42739	1.43739
49	2009.09.07 23:02	expiration	21	0.50	1.42395	1.43055	1.42055
50	2009.09.08 08:20	t/p	20	0.50	1.43739	1.42739	1.43739	169.75	9357.85
51	2009.09.10 17:00	buy stop	22	0.50	1.45868	1.45208	1.46208
52	2009.09.10 17:00	sell stop	23	0.50	1.45218	1.45878	1.44878
53	2009.09.10 18:45	buy	22	0.50	1.45868	1.45208	1.46208
54	2009.09.10 23:02	expiration	23	0.50	1.45218	1.45878	1.44878
55	2009.09.11 07:20	t/p	22	0.50	1.46208	1.45208	1.46208	169.75	9527.60
56	2009.09.16 17:00	buy stop	24	0.50	1.46930	1.46270	1.47270
57	2009.09.16 17:00	sell stop	25	0.50	1.46237	1.46897	1.45897
58	2009.09.16 17:02	buy	24	0.50	1.46930	1.46270	1.47270
59	2009.09.16 18:20	t/p	24	0.50	1.47270	1.46270	1.47270	170.00	9697.60
60	2009.09.16 23:02	expiration	25	0.50	1.46237	1.46897	1.45897
61	2009.09.18 17:00	buy stop	26	0.50	1.47334	1.46674	1.47674
62	2009.09.18 17:00	sell stop	27	0.50	1.46663	1.47323	1.46323
63	2009.09.21 00:00	expiration	26	0.50	1.47334	1.46674	1.47674
64	2009.09.21 00:00	expiration	27	0.50	1.46663	1.47323	1.46323
65	2009.09.21 17:00	buy stop	28	0.50	1.47107	1.46447	1.47447
66	2009.09.21 17:00	sell stop	29	0.50	1.46307	1.46967	1.45967
67	2009.09.21 23:02	expiration	28	0.50	1.47107	1.46447	1.47447
68	2009.09.21 23:02	expiration	29	0.50	1.46307	1.46967	1.45967
69	2009.09.22 17:00	buy stop	30	0.50	1.48007	1.47347	1.48347
70	2009.09.22 17:00	sell stop	31	0.50	1.46886	1.47546	1.46546
71	2009.09.22 17:15	buy	30	0.50	1.48007	1.47347	1.48347
72	2009.09.22 23:02	expiration	31	0.50	1.46886	1.47546	1.46546
73	2009.09.23 01:20	t/p	30	0.50	1.48347	1.47347	1.48347	169.75	9867.35
74	2009.09.24 17:00	buy stop	32	0.50	1.48228	1.47568	1.48568
75	2009.09.24 17:00	sell stop	33	0.50	1.46969	1.47629	1.46629
76	2009.09.24 17:15	sell	33	0.50	1.46969	1.47629	1.46629
77	2009.09.24 19:45	t/p	33	0.50	1.46629	1.47629	1.46629	170.00	10037.35
78	2009.09.24 23:02	expiration	32	0.50	1.48228	1.47568	1.48568
79	2009.09.25 17:00	buy stop	34	0.50	1.46996	1.46336	1.47336
80	2009.09.25 17:00	sell stop	35	0.50	1.46338	1.46998	1.45998
81	2009.09.25 17:13	buy	34	0.50	1.46996	1.46336	1.47336
82	2009.09.28 00:00	expiration	35	0.50	1.46338	1.46998	1.45998
83	2009.09.28 03:20	s/l	34	0.50	1.46336	1.46336	1.47336	-330.25	9707.10
84	2009.09.28 17:00	buy stop	36	0.50	1.47039	1.46379	1.47379
85	2009.09.28 17:00	sell stop	37	0.50	1.45836	1.46496	1.45496
86	2009.09.28 23:03	expiration	36	0.50	1.47039	1.46379	1.47379
87	2009.09.28 23:03	expiration	37	0.50	1.45836	1.46496	1.45496
88	2009.09.30 17:00	buy stop	38	0.50	1.46529	1.45869	1.46869
89	2009.09.30 17:00	sell stop	39	0.50	1.45563	1.46223	1.45223
90	2009.09.30 18:20	buy	38	0.50	1.46529	1.45869	1.46869
91	2009.09.30 23:02	expiration	39	0.50	1.45563	1.46223	1.45223
92	2009.09.30 23:59	close at stop	38	0.50	1.46365	1.45869	1.46869	-82.00	9625.10