Desynced Forex

MetaTrader Indicators and Expert Advisors Repository

Symbol		EURUSD (Euro vs US Dollar)
Period		1 Hour (H1) 2009.11.02 00:00 - 2009.11.27 22:00 (2009.11.01 - 2009.11.30)
Model		Every tick (the most precise method based on all available least timeframes)
Parameters		StopLoss=50; BreakEven=9; TrailingStop=10; MAfilter=10; UseOptimizedValues=false; Lots=0.1;
Bars in test	1478	Ticks modelled	734909	Modelling quality	n/a
Mismatched charts errors	378
Initial deposit	10000.00
Total net profit	-31.60	Gross profit	58.30	Gross loss	-89.90
Profit factor	0.65	Expected payoff	-1.02
Absolute drawdown	40.00	Maximal drawdown	62.20 (0.62%)	Relative drawdown	0.62% (62.20)
Total trades	31	Short positions (won %)	19 (36.84%)	Long positions (won %)	12 (50.00%)
		Profit trades (% of total)	13 (41.94%)	Loss trades (% of total)	18 (58.06%)
Largest		profit trade	14.80	loss trade	-5.30
Average		profit trade	4.48	loss trade	-4.99
Maximum		consecutive wins (profit in money)	3 (15.00)	consecutive losses (loss in money)	7 (-35.30)
Maximal		consecutive profit (count of wins)	15.00 (3)	consecutive loss (count of losses)	-35.30 (7)
Average		consecutive wins	2	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.11.02 15:25	buy limit	1	0.10	1.47651	1.47601	1.47791
2	2009.11.02 16:00	expiration	1	0.10	1.47651	1.47601	1.47791
3	2009.11.04 14:00	buy limit	2	0.10	1.47492	1.47442	1.47635
4	2009.11.04 14:02	buy	2	0.10	1.47492	1.47442	1.47635
5	2009.11.04 14:02	modify	2	0.10	1.47492	1.47493	1.47635
6	2009.11.04 14:03	s/l	2	0.10	1.47493	1.47493	1.47635	0.10	10000.10
7	2009.11.04 14:05	buy limit	3	0.10	1.47492	1.47442	1.47633
8	2009.11.04 14:07	buy	3	0.10	1.47492	1.47442	1.47633
9	2009.11.04 14:12	modify	3	0.10	1.47492	1.47493	1.47633
10	2009.11.04 14:14	t/p	3	0.10	1.47633	1.47493	1.47633	14.10	10014.20
11	2009.11.05 18:38	buy limit	4	0.10	1.48646	1.48596	1.48792
12	2009.11.05 18:38	buy	4	0.10	1.48646	1.48596	1.48792
13	2009.11.05 18:48	s/l	4	0.10	1.48596	1.48596	1.48792	-5.00	10009.20
14	2009.11.06 08:11	sell limit	5	0.10	1.48684	1.48734	1.48532
15	2009.11.06 08:16	sell	5	0.10	1.48684	1.48734	1.48532
16	2009.11.06 08:16	s/l	5	0.10	1.48734	1.48734	1.48532	-5.00	10004.20
17	2009.11.06 12:47	sell limit	6	0.10	1.48821	1.48871	1.48627
18	2009.11.06 13:17	expiration	6	0.10	1.48821	1.48871	1.48627
19	2009.11.06 13:30	buy limit	7	0.10	1.48843	1.48793	1.48984
20	2009.11.06 13:30	buy	7	0.10	1.48843	1.48793	1.48984
21	2009.11.06 13:33	s/l	7	0.10	1.48793	1.48793	1.48984	-5.00	9999.20
22	2009.11.06 14:45	sell limit	8	0.10	1.48628	1.48678	1.48487
23	2009.11.06 15:11	sell	8	0.10	1.48628	1.48678	1.48487
24	2009.11.06 15:11	s/l	8	0.10	1.48678	1.48678	1.48487	-5.00	9994.20
25	2009.11.10 08:24	sell limit	9	0.10	1.49809	1.49859	1.49665
26	2009.11.10 08:24	sell	9	0.10	1.49809	1.49859	1.49665
27	2009.11.10 08:25	modify	9	0.10	1.49809	1.49808	1.49665
28	2009.11.10 08:27	s/l	9	0.10	1.49808	1.49808	1.49665	0.10	9994.30
29	2009.11.10 08:28	sell limit	10	0.10	1.49809	1.49859	1.49668
30	2009.11.10 08:31	sell	10	0.10	1.49809	1.49859	1.49668
31	2009.11.10 08:33	modify	10	0.10	1.49809	1.49808	1.49668
32	2009.11.10 08:34	s/l	10	0.10	1.49808	1.49808	1.49668	0.10	9994.40
33	2009.11.10 08:36	sell limit	11	0.10	1.49809	1.49859	1.49664
34	2009.11.10 08:37	sell	11	0.10	1.49809	1.49859	1.49664
35	2009.11.10 08:39	s/l	11	0.10	1.49859	1.49859	1.49664	-5.00	9989.40
36	2009.11.10 08:42	sell limit	12	0.10	1.49809	1.49859	1.49668
37	2009.11.10 09:12	expiration	12	0.10	1.49809	1.49859	1.49668
38	2009.11.10 13:17	sell limit	13	0.10	1.49848	1.49898	1.49707
39	2009.11.10 13:17	sell	13	0.10	1.49848	1.49898	1.49707
40	2009.11.10 13:19	modify	13	0.10	1.49848	1.49847	1.49707
41	2009.11.10 13:20	s/l	13	0.10	1.49847	1.49847	1.49707	0.10	9989.50
42	2009.11.10 13:22	sell limit	14	0.10	1.49848	1.49898	1.49706
43	2009.11.10 13:52	expiration	14	0.10	1.49848	1.49898	1.49706
44	2009.11.11 08:39	buy limit	15	0.10	1.49908	1.49858	1.50051
45	2009.11.11 08:40	buy	15	0.10	1.49908	1.49858	1.50051
46	2009.11.11 08:40	modify	15	0.10	1.49908	1.49909	1.50051
47	2009.11.11 08:41	s/l	15	0.10	1.49909	1.49909	1.50051	0.10	9989.60
48	2009.11.11 16:43	sell limit	16	0.10	1.50078	1.50128	1.49857
49	2009.11.11 17:13	expiration	16	0.10	1.50078	1.50128	1.49857
50	2009.11.13 14:30	buy limit	17	0.10	1.48775	1.48725	1.48923
51	2009.11.13 14:31	buy	17	0.10	1.48775	1.48725	1.48923
52	2009.11.13 14:32	modify	17	0.10	1.48775	1.48776	1.48923
53	2009.11.13 14:36	t/p	17	0.10	1.48923	1.48776	1.48923	14.80	10004.40
54	2009.11.13 14:47	buy limit	18	0.10	1.48775	1.48725	1.48918
55	2009.11.13 14:48	buy	18	0.10	1.48775	1.48725	1.48918
56	2009.11.13 14:48	s/l	18	0.10	1.48725	1.48725	1.48918	-5.00	9999.40
57	2009.11.13 14:59	buy limit	19	0.10	1.48775	1.48725	1.48915
58	2009.11.13 15:01	buy	19	0.10	1.48775	1.48725	1.48915
59	2009.11.13 15:01	s/l	19	0.10	1.48725	1.48725	1.48915	-5.00	9994.40
60	2009.11.16 12:39	buy limit	20	0.10	1.49634	1.49584	1.49774
61	2009.11.16 12:43	buy	20	0.10	1.49634	1.49584	1.49774
62	2009.11.16 12:44	modify	20	0.10	1.49634	1.49635	1.49774
63	2009.11.16 12:45	s/l	20	0.10	1.49635	1.49635	1.49774	0.10	9994.50
64	2009.11.16 12:45	buy limit	21	0.10	1.49634	1.49584	1.49779
65	2009.11.16 12:58	buy	21	0.10	1.49634	1.49584	1.49779
66	2009.11.16 13:09	modify	21	0.10	1.49634	1.49635	1.49779
67	2009.11.16 13:48	t/p	21	0.10	1.49779	1.49635	1.49779	14.50	10009.00
68	2009.11.16 18:35	sell limit	22	0.10	1.49348	1.49398	1.49207
69	2009.11.16 18:36	sell	22	0.10	1.49348	1.49398	1.49207
70	2009.11.16 18:36	modify	22	0.10	1.49348	1.49347	1.49207
71	2009.11.16 18:43	s/l	22	0.10	1.49347	1.49347	1.49207	0.10	10009.10
72	2009.11.16 18:43	sell	23	0.10	1.49352	1.49398	1.49232
73	2009.11.16 18:44	s/l	23	0.10	1.49398	1.49398	1.49232	-4.60	10004.50
74	2009.11.20 18:23	sell limit	24	0.10	1.48591	1.48641	1.48450
75	2009.11.20 18:24	sell	24	0.10	1.48591	1.48641	1.48450
76	2009.11.20 18:31	modify	24	0.10	1.48591	1.48590	1.48450
77	2009.11.20 18:43	s/l	24	0.10	1.48590	1.48590	1.48450	0.10	10004.60
78	2009.11.20 18:43	sell limit	25	0.10	1.48591	1.48641	1.48446
79	2009.11.20 19:13	expiration	25	0.10	1.48591	1.48641	1.48446
80	2009.11.23 18:03	buy limit	26	0.10	1.49766	1.49716	1.49907
81	2009.11.23 18:31	buy	26	0.10	1.49766	1.49716	1.49907
82	2009.11.23 18:33	s/l	26	0.10	1.49716	1.49716	1.49907	-5.00	9999.60
83	2009.11.23 18:37	buy limit	27	0.10	1.49766	1.49716	1.49906
84	2009.11.23 19:07	expiration	27	0.10	1.49766	1.49716	1.49906
85	2009.11.24 17:16	sell limit	28	0.10	1.49379	1.49429	1.49239
86	2009.11.24 17:46	expiration	28	0.10	1.49379	1.49429	1.49239
87	2009.11.24 17:51	sell limit	29	0.10	1.49379	1.49429	1.49239
88	2009.11.24 17:59	sell	29	0.10	1.49379	1.49429	1.49239
89	2009.11.24 18:07	s/l	29	0.10	1.49429	1.49429	1.49239	-5.00	9994.60
90	2009.11.26 07:37	buy	30	0.10	1.51181	1.51128	1.51301
91	2009.11.26 07:37	s/l	30	0.10	1.51128	1.51128	1.51301	-5.30	9989.30
92	2009.11.27 12:18	sell limit	31	0.10	1.48961	1.49011	1.48818
93	2009.11.27 12:19	sell	31	0.10	1.48961	1.49011	1.48818
94	2009.11.27 12:19	s/l	31	0.10	1.49011	1.49011	1.48818	-5.00	9984.30
95	2009.11.27 12:20	sell limit	32	0.10	1.48961	1.49011	1.48821
96	2009.11.27 12:20	sell	32	0.10	1.48961	1.49011	1.48821
97	2009.11.27 12:20	s/l	32	0.10	1.49011	1.49011	1.48821	-5.00	9979.30
98	2009.11.27 12:21	sell limit	33	0.10	1.48961	1.49011	1.48820
99	2009.11.27 12:33	sell	33	0.10	1.48961	1.49011	1.48820
100	2009.11.27 12:34	s/l	33	0.10	1.49011	1.49011	1.48820	-5.00	9974.30
101	2009.11.27 12:37	sell limit	34	0.10	1.48961	1.49011	1.48819
102	2009.11.27 12:38	sell	34	0.10	1.48961	1.49011	1.48819
103	2009.11.27 12:40	s/l	34	0.10	1.49011	1.49011	1.48819	-5.00	9969.30
104	2009.11.27 13:32	sell	35	0.10	1.48904	1.48953	1.48784
105	2009.11.27 13:33	modify	35	0.10	1.48904	1.48903	1.48784
106	2009.11.27 13:38	s/l	35	0.10	1.48903	1.48903	1.48784	0.10	9969.40
107	2009.11.27 13:38	sell	36	0.10	1.48903	1.48953	1.48783
108	2009.11.27 13:40	s/l	36	0.10	1.48953	1.48953	1.48783	-5.00	9964.40
109	2009.11.27 15:04	sell limit	37	0.10	1.48846	1.48896	1.48706
110	2009.11.27 15:17	sell	37	0.10	1.48846	1.48896	1.48706
111	2009.11.27 15:24	modify	37	0.10	1.48846	1.48845	1.48706
112	2009.11.27 15:30	t/p	37	0.10	1.48706	1.48845	1.48706	14.00	9978.40
113	2009.11.27 15:32	sell limit	38	0.10	1.48846	1.48896	1.48706
114	2009.11.27 15:33	sell	38	0.10	1.48846	1.48896	1.48706
115	2009.11.27 15:34	s/l	38	0.10	1.48896	1.48896	1.48706	-5.00	9973.40
116	2009.11.27 15:39	sell limit	39	0.10	1.48846	1.48896	1.48703
117	2009.11.27 15:39	sell	39	0.10	1.48846	1.48896	1.48703
118	2009.11.27 15:40	s/l	39	0.10	1.48896	1.48896	1.48703	-5.00	9968.40