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		Lots=1; Stop_Loss=1000; Take_Profit=1000; Trailing_Stop=0; Vlim=50; fper=12; sper=26; sigper=9; stop=300; hedg=1; kh=10; lok=0; rpr=1; ttime=900; hstop=-3000;
Bars in test	1953	Ticks modelled	24825	Modelling quality	n/a
Mismatched charts errors	0
Initial deposit	10000.00
Total net profit	-9803.50	Gross profit	10463.50	Gross loss	-20267.00
Profit factor	0.52	Expected payoff	-653.57
Absolute drawdown	9803.50	Maximal drawdown	14510.00 (98.66%)	Relative drawdown	98.66% (14510.00)
Total trades	15	Short positions (won %)	9 (88.89%)	Long positions (won %)	6 (16.67%)
		Profit trades (% of total)	9 (60.00%)	Loss trades (% of total)	6 (40.00%)
Largest		profit trade	2380.00	loss trade	-10000.00
Average		profit trade	1162.61	loss trade	-3377.83
Maximum		consecutive wins (profit in money)	5 (4320.50)	consecutive losses (loss in money)	3 (-11473.00)
Maximal		consecutive profit (count of wins)	4400.00 (2)	consecutive loss (count of losses)	-11473.00 (3)
Average		consecutive wins	2	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.01.11 23:20	sell	1	1.00	1.60999	1.61999	1.59999
2	2010.01.12 01:50	sell	2	10.00	1.60798	1.61798	1.59798
3	2010.01.12 03:15	close	2	10.00	1.60729	1.61798	1.59798	690.00	10690.00
4	2010.01.12 03:15	close	1	1.00	1.60729	1.61999	1.59999	267.50	10957.50
5	2010.01.14 02:15	sell	3	1.00	1.62899	1.63899	1.61899
6	2010.01.14 07:20	sell	4	10.00	1.62708	1.63708	1.61708
7	2010.01.14 12:20	close	4	10.00	1.62636	1.63708	1.61708	720.00	11677.50
8	2010.01.14 12:20	close	3	1.00	1.62636	1.63899	1.61899	263.00	11940.50
9	2010.02.01 11:00	buy	5	1.00	1.59208	1.58208	1.60208
10	2010.02.01 11:15	sell	6	10.00	1.58841	1.59841	1.57841
11	2010.02.01 11:20	close	6	10.00	1.58603	1.59841	1.57841	2380.00	14320.50
12	2010.02.01 11:20	close	5	1.00	1.58583	1.58208	1.60208	-625.00	13695.50
13	2010.02.04 06:02	buy	7	1.00	1.58981	1.57981	1.59981
14	2010.02.04 09:20	sell	8	10.00	1.58659	1.59659	1.57659
15	2010.02.04 10:20	close	8	10.00	1.58528	1.59659	1.57659	1310.00	15005.50
16	2010.02.04 10:20	close	7	1.00	1.58508	1.57981	1.59981	-473.00	14532.50
17	2010.02.05 07:00	buy	9	1.00	1.57283	1.56283	1.58283
18	2010.02.05 08:20	buy	10	10.00	1.57477	1.56477	1.58477
19	2010.02.05 15:45	s/l	10	10.00	1.56477	1.56477	1.58477	-10000.00	4532.50
20	2010.02.05 15:45	sell	11	10.00	1.56395	1.57395	1.55395
21	2010.02.05 15:50	s/l	9	1.00	1.56283	1.56283	1.58283	-1000.00	3532.50
22	2010.02.05 15:50	close	11	10.00	1.56166	1.57395	1.55395	2290.00	5822.50
23	2010.02.08 02:00	buy	12	1.00	1.56199	1.55199	1.57199
24	2010.02.08 06:50	sell	13	10.00	1.55841	1.56841	1.54841
25	2010.02.08 07:16	close	13	10.00	1.55630	1.56841	1.54841	2110.00	7932.50
26	2010.02.08 07:16	close	12	1.00	1.55610	1.55199	1.57199	-589.00	7343.50
27	2010.02.08 12:00	buy	14	1.00	1.55795	1.54795	1.56795
28	2010.02.08 13:20	sell	15	10.00	1.55490	1.56490	1.54490
29	2010.02.08 16:20	close at stop	15	10.00	1.56248	1.56490	1.54490	-7580.00	-236.50
30	2010.02.08 16:20	close at stop	14	1.00	1.56228	1.54795	1.56795	433.00	196.50