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		Expert_Name=""----"; LotSize=0.3; RiskPercent=2; UseMoneyMgmt=false; BrokerPermitsFractionalLots=false; mi="--Moving Average settings--"; MaTrend_Period=200; m=""--Moving"; m0="""; m1="""; m2="""; m3="""; MA_Type=0; ri="--RSI settings--"; RSI_Period=4; UseOptimizedSettings=false; BuyWhenRsiBelow=65; SellWhenRsiAbove=35; RSI_Overbought_Value=75; RSI_Oversold_Value=25; u1="--RSI turnup/down confirmation--"; UseTurnUpDown=1; l1="--RSI 14 confirmation--"; UseRSI_Confirmation=1; RSI_ConfirmPeriod=14; BuyConfirmLevel=35; SellConfirmLevel=65; Use200EMA_Exit=1; ex1="--New Trade Exit Method--"; ex2=" 1. None"; ex3=" 2. RSI "; ex4=" 3. CCI "; ExitMethod=2; RSI_Exit_Period=14; RSI_BuyExitLevel=50; RSI_SellExitLevel=50; CCI_Exit_Period=50; CCI_BuyExitLevel=0; CCI_SellExitLevel=0; st1="--Signal_TimeFrame--"; Signal_TimeFrame=0; hd="""; UseDelay=1; MaxTrades=1; ai="--HMA filter settings--"; a2=" Set switch to 1 to use filter"; UseFilter=1; HMA_Period=200; Separation=1; Filter_TimeFrame=0; st6=""--Profit"; StopLoss=0; TakeProfit=0; Slippage=3; tsp0=""--Trailing"; tsp1="""; tsp2="""; tsp3="""; tsp4="""; tsp5="""; tsp6="""; tsp7="""; tsp8="""; UseTrailingStop=false; TrailingStopType=8; ts2=""Settings"; TrailingStop=15; ts3=""Settings"; FirstMove=20; FirstStopLoss=50; SecondMove=30; SecondStopLoss=30; ThirdMove=40; TrailingStop3=20; ts4=""Settings"; BreakEven=30; LockInPips=1; ts5=""Settings"; eTrailingStop=10; eTrailingStep=2; ts6=""Settings"; EMATimeFrame=30; Price=0; EMAPeriod=13; EMAShift=2; InitialStop=0; ts7=""Settings"; pi="--pSAR settings--"; StepParabolic=0.02; MaxParabolic=0.2; Interval=5; ts8=""Settings"; pi2="--pSAR settings--"; SarStep=0.02; SarMax=0.2;
Bars in test	1953	Ticks modelled	24825	Modelling quality	n/a
Mismatched charts errors	0
Initial deposit	10000.00
Total net profit	1045.62	Gross profit	2404.59	Gross loss	-1358.97
Profit factor	1.77	Expected payoff	45.46
Absolute drawdown	929.73	Maximal drawdown	1020.63 (10.11%)	Relative drawdown	10.11% (1020.63)
Total trades	23	Short positions (won %)	13 (46.15%)	Long positions (won %)	10 (30.00%)
		Profit trades (% of total)	9 (39.13%)	Loss trades (% of total)	14 (60.87%)
Largest		profit trade	1035.15	loss trade	-197.85
Average		profit trade	267.18	loss trade	-97.07
Maximum		consecutive wins (profit in money)	2 (487.80)	consecutive losses (loss in money)	4 (-361.65)
Maximal		consecutive profit (count of wins)	1035.15 (1)	consecutive loss (count of losses)	-361.65 (4)
Average		consecutive wins	1	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.01.04 04:00	buy	1	0.30	1.61152	0.00000	0.00000
2	2010.01.04 05:00	close	1	0.30	1.60863	0.00000	0.00000	-86.70	9913.30
3	2010.01.05 00:00	buy	2	0.30	1.60936	0.00000	0.00000
4	2010.01.05 09:00	close	2	0.30	1.60993	0.00000	0.00000	17.10	9930.40
5	2010.01.07 18:00	sell	3	0.30	1.59099	0.00000	0.00000
6	2010.01.08 09:00	close	3	0.30	1.59756	0.00000	0.00000	-197.85	9732.55
7	2010.01.11 22:00	buy	4	0.30	1.61113	0.00000	0.00000
8	2010.01.12 02:00	close	4	0.30	1.60848	0.00000	0.00000	-79.47	9653.08
9	2010.01.13 00:00	buy	5	0.30	1.61730	0.00000	0.00000
10	2010.01.14 14:00	close	5	0.30	1.62573	0.00000	0.00000	252.99	9906.07
11	2010.01.15 04:00	buy	6	0.30	1.63182	0.00000	0.00000
12	2010.01.15 11:00	close	6	0.30	1.63054	0.00000	0.00000	-38.40	9867.67
13	2010.01.18 01:00	buy	7	0.30	1.62934	0.00000	0.00000
14	2010.01.18 02:00	close	7	0.30	1.62597	0.00000	0.00000	-101.10	9766.57
15	2010.01.19 15:00	buy	8	0.30	1.63470	0.00000	0.00000
16	2010.01.19 21:00	close	8	0.30	1.63613	0.00000	0.00000	42.90	9809.47
17	2010.01.20 00:00	buy	9	0.30	1.63676	0.00000	0.00000
18	2010.01.20 03:00	close	9	0.30	1.63240	0.00000	0.00000	-130.80	9678.67
19	2010.01.21 09:00	sell	10	0.30	1.62300	0.00000	0.00000
20	2010.01.22 08:00	close	10	0.30	1.62276	0.00000	0.00000	6.45	9685.12
21	2010.01.25 07:00	sell	11	0.30	1.61103	0.00000	0.00000
22	2010.01.25 10:00	close	11	0.30	1.61673	0.00000	0.00000	-171.00	9514.12
23	2010.01.26 04:00	sell	12	0.30	1.62381	0.00000	0.00000
24	2010.01.26 08:00	close	12	0.30	1.62383	0.00000	0.00000	-0.60	9513.52
25	2010.01.27 01:00	sell	13	0.30	1.61425	0.00000	0.00000
26	2010.01.27 11:00	close	13	0.30	1.61914	0.00000	0.00000	-146.70	9366.82
27	2010.02.01 08:00	sell	14	0.30	1.59538	0.00000	0.00000
28	2010.02.02 00:00	close	14	0.30	1.59680	0.00000	0.00000	-43.35	9323.47
29	2010.02.03 03:00	sell	15	0.30	1.59907	0.00000	0.00000
30	2010.02.08 17:00	close	15	0.30	1.56444	0.00000	0.00000	1035.15	10358.62
31	2010.02.09 04:00	sell	16	0.30	1.55969	0.00000	0.00000
32	2010.02.09 06:00	close	16	0.30	1.56220	0.00000	0.00000	-75.30	10283.32
33	2010.02.10 04:00	sell	17	0.30	1.56803	0.00000	0.00000
34	2010.02.11 03:00	close	17	0.30	1.56433	0.00000	0.00000	108.75	10392.07
35	2010.02.16 15:00	buy	18	0.30	1.56803	0.00000	0.00000
36	2010.02.16 16:00	close	18	0.30	1.56412	0.00000	0.00000	-117.30	10274.77
37	2010.02.17 05:00	buy	19	0.30	1.57738	0.00000	0.00000
38	2010.02.17 17:00	close	19	0.30	1.57235	0.00000	0.00000	-150.90	10123.87
39	2010.02.18 09:00	sell	20	0.30	1.56204	0.00000	0.00000
40	2010.02.19 21:00	close	20	0.30	1.54690	0.00000	0.00000	453.45	10577.32
41	2010.02.22 01:00	sell	21	0.30	1.54691	0.00000	0.00000
42	2010.02.22 09:00	close	21	0.30	1.54756	0.00000	0.00000	-19.50	10557.82
43	2010.02.23 02:00	sell	22	0.30	1.54865	0.00000	0.00000
44	2010.02.24 07:00	close	22	0.30	1.54669	0.00000	0.00000	58.05	10615.87
45	2010.02.25 02:00	sell	23	0.30	1.53825	0.00000	0.00000
46	2010.02.26 22:59	close at stop	23	0.30	1.52390	0.00000	0.00000	429.75	11045.62