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; Patr=9; Prange=5; Kstop=1.5; kts=2; Vts=2; MaximumRisk=0.05; DecreaseFactor=10;
Bars in test	1953	Ticks modelled	24825	Modelling quality	n/a
Mismatched charts errors	0
Initial deposit	10000.00
Total net profit	-473.30	Gross profit	1375.20	Gross loss	-1848.50
Profit factor	0.74	Expected payoff	-26.29
Absolute drawdown	1104.10	Maximal drawdown	1142.60 (11.38%)	Relative drawdown	11.38% (1142.60)
Total trades	18	Short positions (won %)	10 (80.00%)	Long positions (won %)	8 (75.00%)
		Profit trades (% of total)	14 (77.78%)	Loss trades (% of total)	4 (22.22%)
Largest		profit trade	100.00	loss trade	-552.00
Average		profit trade	98.23	loss trade	-462.13
Maximum		consecutive wins (profit in money)	6 (580.00)	consecutive losses (loss in money)	2 (-914.50)
Maximal		consecutive profit (count of wins)	580.00 (6)	consecutive loss (count of losses)	-914.50 (2)
Average		consecutive wins	5	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.01.05 03:00	sell	1	0.50	1.60777	0.00000	1.60577
2	2010.01.05 03:02	modify	1	0.50	1.60777	1.61502	1.60577
3	2010.01.05 07:50	s/l	1	0.50	1.61502	1.61502	1.60577	-362.50	9637.50
4	2010.01.05 08:00	buy	2	0.50	1.61508	0.00000	1.61708
5	2010.01.05 08:05	modify	2	0.50	1.61508	1.60404	1.61708
6	2010.01.05 09:20	s/l	2	0.50	1.60404	1.60404	1.61708	-552.00	9085.50
7	2010.01.05 09:20	sell	3	0.40	1.60367	0.00000	1.60167
8	2010.01.05 09:22	modify	3	0.40	1.60367	1.62094	1.60167
9	2010.01.05 11:45	t/p	3	0.40	1.60167	1.62094	1.60167	80.00	9165.50
10	2010.01.08 10:00	buy	4	0.50	1.60163	0.00000	1.60363
11	2010.01.08 10:02	modify	4	0.50	1.60163	1.59532	1.60363
12	2010.01.08 10:50	t/p	4	0.50	1.60363	1.59532	1.60363	100.00	9265.50
13	2010.01.15 17:00	sell	5	0.50	1.62545	0.00000	1.62345
14	2010.01.15 17:03	modify	5	0.50	1.62545	1.63877	1.62345
15	2010.01.15 17:26	t/p	5	0.50	1.62345	1.63877	1.62345	100.00	9365.50
16	2010.01.18 08:00	buy	6	0.50	1.63065	0.00000	1.63265
17	2010.01.18 08:02	modify	6	0.50	1.63065	1.62267	1.63265
18	2010.01.18 09:10	t/p	6	0.50	1.63265	1.62267	1.63265	100.00	9465.50
19	2010.01.25 17:00	buy	7	0.50	1.62080	0.00000	1.62280
20	2010.01.25 17:02	modify	7	0.50	1.62080	1.61253	1.62280
21	2010.01.25 17:20	t/p	7	0.50	1.62280	1.61253	1.62280	100.00	9565.50
22	2010.01.26 12:00	sell	8	0.50	1.61196	0.00000	1.60996
23	2010.01.26 12:02	modify	8	0.50	1.61196	1.62299	1.60996
24	2010.01.26 15:02	t/p	8	0.50	1.60996	1.62299	1.60996	100.00	9665.50
25	2010.01.27 13:00	buy	9	0.50	1.62267	0.00000	1.62467
26	2010.01.27 13:02	modify	9	0.50	1.62267	1.61483	1.62467
27	2010.01.27 20:20	s/l	9	0.50	1.61483	1.61483	1.62467	-392.00	9273.50
28	2010.01.28 19:00	sell	10	0.50	1.61350	0.00000	1.61150
29	2010.01.28 19:02	modify	10	0.50	1.61350	1.62124	1.61150
30	2010.01.28 20:20	t/p	10	0.50	1.61150	1.62124	1.61150	100.00	9373.50
31	2010.02.03 17:00	sell	11	0.50	1.59348	0.00000	1.59148
32	2010.02.03 17:02	modify	11	0.50	1.59348	1.60762	1.59148
33	2010.02.03 17:50	t/p	11	0.50	1.59148	1.60762	1.59148	100.00	9473.50
34	2010.02.09 18:00	buy	12	0.50	1.56777	0.00000	1.56977
35	2010.02.09 18:02	modify	12	0.50	1.56777	1.55535	1.56977
36	2010.02.09 18:10	t/p	12	0.50	1.56977	1.55535	1.56977	100.00	9573.50
37	2010.02.10 16:00	sell	13	0.50	1.56113	0.00000	1.55913
38	2010.02.10 16:02	modify	13	0.50	1.56113	1.57853	1.55913
39	2010.02.10 16:15	t/p	13	0.50	1.55913	1.57853	1.55913	100.00	9673.50
40	2010.02.11 19:00	buy	14	0.50	1.56796	0.00000	1.56996
41	2010.02.11 19:02	modify	14	0.50	1.56796	1.55331	1.56996
42	2010.02.11 20:15	t/p	14	0.50	1.56996	1.55331	1.56996	100.00	9773.50
43	2010.02.12 14:00	sell	15	0.50	1.56001	0.00000	1.55801
44	2010.02.12 14:02	modify	15	0.50	1.56001	1.57085	1.55801
45	2010.02.12 22:16	s/l	15	0.50	1.57085	1.57085	1.55801	-542.00	9231.50
46	2010.02.17 20:00	sell	16	0.50	1.56815	0.00000	1.56615
47	2010.02.17 20:02	modify	16	0.50	1.56815	1.57844	1.56615
48	2010.02.18 01:45	t/p	16	0.50	1.56615	1.57844	1.56615	96.40	9327.90
49	2010.02.23 00:00	buy	17	0.50	1.54827	0.00000	1.55027
50	2010.02.23 00:02	modify	17	0.50	1.54827	1.53915	1.55027
51	2010.02.23 01:10	t/p	17	0.50	1.55027	1.53915	1.55027	100.00	9427.90
52	2010.02.23 12:00	sell	18	0.50	1.54125	0.00000	1.53925
53	2010.02.23 12:02	modify	18	0.50	1.54125	1.55135	1.53925
54	2010.02.24 20:50	t/p	18	0.50	1.53925	1.55135	1.53925	98.80	9526.70