Desynced Forex

MetaTrader Indicators and Expert Advisors Repository

Symbol		GBPUSD (Great Britain Pound vs US Dollar)
Period		1 Hour (H1) 2010.01.04 00:00 - 2010.02.26 22:00 (2010.01.01 - 2010.02.27)
Model		Control points (a very crude method, the results must not be considered)
Parameters		FastPeriod=13; SlowPeriod=34; MomPeriod=14; MomFilter=0.1; PercentCapital=10; Lots=0.1; Slippage=3; StopLoss=20; TakeProfit=200; ExpertMagicNumber=2002;
Bars in test	1953	Ticks modelled	24825	Modelling quality	n/a
Mismatched charts errors	0
Initial deposit	10000.00
Total net profit	191.50	Gross profit	317.70	Gross loss	-126.20
Profit factor	2.52	Expected payoff	10.64
Absolute drawdown	134.80	Maximal drawdown	236.69 (2.34%)	Relative drawdown	2.34% (236.69)
Total trades	18	Short positions (won %)	10 (90.00%)	Long positions (won %)	8 (87.50%)
		Profit trades (% of total)	16 (88.89%)	Loss trades (% of total)	2 (11.11%)
Largest		profit trade	20.00	loss trade	-73.90
Average		profit trade	19.86	loss trade	-63.10
Maximum		consecutive wins (profit in money)	16 (317.70)	consecutive losses (loss in money)	2 (-126.20)
Maximal		consecutive profit (count of wins)	317.70 (16)	consecutive loss (count of losses)	-126.20 (2)
Average		consecutive wins	16	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.01.05 03:00	sell	1	0.10	1.60777	0.00000	1.60577
2	2010.01.05 08:00	close	1	0.10	1.61516	0.00000	1.60577	-73.90	9926.10
3	2010.01.05 08:00	buy	2	0.10	1.61516	0.00000	1.61716
4	2010.01.05 09:00	close	2	0.10	1.60993	0.00000	1.61716	-52.30	9873.80
5	2010.01.05 09:00	sell	3	0.10	1.60993	0.00000	1.60793
6	2010.01.05 09:15	t/p	3	0.10	1.60793	0.00000	1.60793	20.00	9893.80
7	2010.01.08 10:00	buy	4	0.10	1.60171	0.00000	1.60371
8	2010.01.08 10:50	t/p	4	0.10	1.60371	0.00000	1.60371	20.00	9913.80
9	2010.01.15 17:00	sell	5	0.10	1.62545	0.00000	1.62345
10	2010.01.15 17:26	t/p	5	0.10	1.62345	0.00000	1.62345	20.00	9933.80
11	2010.01.18 08:00	buy	6	0.10	1.63073	0.00000	1.63273
12	2010.01.18 09:10	t/p	6	0.10	1.63273	0.00000	1.63273	20.00	9953.80
13	2010.01.25 17:00	buy	7	0.10	1.62088	0.00000	1.62288
14	2010.01.25 17:20	t/p	7	0.10	1.62288	0.00000	1.62288	20.00	9973.80
15	2010.01.26 12:00	sell	8	0.10	1.61196	0.00000	1.60996
16	2010.01.26 15:02	t/p	8	0.10	1.60996	0.00000	1.60996	20.00	9993.80
17	2010.01.27 13:00	buy	9	0.10	1.62275	0.00000	1.62475
18	2010.01.28 08:50	t/p	9	0.10	1.62475	0.00000	1.62475	20.00	10013.80
19	2010.01.28 19:00	sell	10	0.10	1.61350	0.00000	1.61150
20	2010.01.28 20:20	t/p	10	0.10	1.61150	0.00000	1.61150	20.00	10033.80
21	2010.02.03 17:00	sell	11	0.10	1.59348	0.00000	1.59148
22	2010.02.03 17:50	t/p	11	0.10	1.59148	0.00000	1.59148	20.00	10053.80
23	2010.02.09 18:00	buy	12	0.10	1.56785	0.00000	1.56985
24	2010.02.09 18:10	t/p	12	0.10	1.56985	0.00000	1.56985	20.00	10073.80
25	2010.02.10 16:00	sell	13	0.10	1.56113	0.00000	1.55913
26	2010.02.10 16:15	t/p	13	0.10	1.55913	0.00000	1.55913	20.00	10093.80
27	2010.02.11 19:00	buy	14	0.10	1.56804	0.00000	1.57004
28	2010.02.11 20:15	t/p	14	0.10	1.57004	0.00000	1.57004	20.00	10113.80
29	2010.02.12 14:00	sell	15	0.10	1.56001	0.00000	1.55801
30	2010.02.17 20:00	sell	16	0.10	1.56815	0.00000	1.56615
31	2010.02.18 01:45	t/p	16	0.10	1.56615	0.00000	1.56615	19.31	10133.11
32	2010.02.18 10:46	t/p	15	0.10	1.55801	0.00000	1.55801	18.62	10151.73
33	2010.02.23 00:00	buy	17	0.10	1.54835	0.00000	1.55035
34	2010.02.23 01:10	t/p	17	0.10	1.55035	0.00000	1.55035	20.00	10171.73
35	2010.02.23 12:00	sell	18	0.10	1.54125	0.00000	1.53925
36	2010.02.24 20:50	t/p	18	0.10	1.53925	0.00000	1.53925	19.77	10191.50