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		ema1_period=10; ema2_period=25; ema3_period=50; stepfast=0.02; stepfast15m=0.02; maximumfast=0.2; mn=1; MG=564651; Lots=0.01; maxpos=1;
Bars in test	1953	Ticks modelled	24825	Modelling quality	n/a
Mismatched charts errors	0
Initial deposit	10000.00
Total net profit	4.91	Gross profit	91.05	Gross loss	-86.14
Profit factor	1.06	Expected payoff	0.26
Absolute drawdown	19.79	Maximal drawdown	48.70 (0.49%)	Relative drawdown	0.49% (48.70)
Total trades	19	Short positions (won %)	9 (66.67%)	Long positions (won %)	10 (20.00%)
		Profit trades (% of total)	8 (42.11%)	Loss trades (% of total)	11 (57.89%)
Largest		profit trade	15.00	loss trade	-12.11
Average		profit trade	11.38	loss trade	-7.83
Maximum		consecutive wins (profit in money)	2 (15.69)	consecutive losses (loss in money)	5 (-30.63)
Maximal		consecutive profit (count of wins)	15.69 (2)	consecutive loss (count of losses)	-32.89 (3)
Average		consecutive wins	1	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.01.05 10:00	sell	1	0.01	1.60436	1.61936	1.58936
2	2010.01.08 11:00	buy	2	0.01	1.60360	1.58860	1.61860
3	2010.01.08 11:00	close	1	0.01	1.60360	1.61936	1.58936	0.64	10000.64
4	2010.01.11 12:26	t/p	2	0.01	1.61860	1.58860	1.61860	15.00	10015.64
5	2010.01.18 02:00	sell	3	0.01	1.62597	1.64097	1.61097
6	2010.01.18 07:00	buy	4	0.01	1.63109	1.61609	1.64609
7	2010.01.18 07:00	close	3	0.01	1.63109	1.64097	1.61097	-5.12	10010.52
8	2010.01.20 05:00	sell	5	0.01	1.63185	1.64685	1.61685
9	2010.01.20 05:00	close	4	0.01	1.63185	1.61609	1.64609	0.76	10011.28
10	2010.01.21 10:45	t/p	5	0.01	1.61685	1.64685	1.61685	14.93	10026.20
11	2010.01.25 18:00	buy	6	0.01	1.62407	1.60907	1.63907
12	2010.01.26 12:00	sell	7	0.01	1.61196	1.62696	1.59696
13	2010.01.26 12:00	close	6	0.01	1.61196	1.60907	1.63907	-12.11	10014.09
14	2010.01.27 13:00	buy	8	0.01	1.62311	1.60811	1.63811
15	2010.01.27 13:00	close	7	0.01	1.62311	1.62696	1.59696	-11.18	10002.92
16	2010.01.28 19:00	sell	9	0.01	1.61350	1.62850	1.59850
17	2010.01.28 19:00	close	8	0.01	1.61350	1.60811	1.63811	-9.61	9993.31
18	2010.01.29 22:50	t/p	9	0.01	1.59850	1.62850	1.59850	14.98	10008.29
19	2010.02.03 02:00	buy	10	0.01	1.59984	1.58484	1.61484
20	2010.02.03 17:00	sell	11	0.01	1.59348	1.60848	1.57848
21	2010.02.03 17:00	close	10	0.01	1.59348	1.58484	1.61484	-6.36	10001.93
22	2010.02.04 16:15	t/p	11	0.01	1.57848	1.60848	1.57848	14.93	10016.85
23	2010.02.09 20:00	buy	12	0.01	1.57017	1.55517	1.58517
24	2010.02.10 16:00	sell	13	0.01	1.56113	1.57613	1.54613
25	2010.02.10 16:00	close	12	0.01	1.56113	1.55517	1.58517	-9.04	10007.81
26	2010.02.11 19:00	buy	14	0.01	1.56840	1.55340	1.58340
27	2010.02.11 19:00	close	13	0.01	1.56840	1.57613	1.54613	-7.34	10000.47
28	2010.02.12 14:00	close	14	0.01	1.56001	1.55340	1.58340	-8.39	9992.08
29	2010.02.12 22:00	buy	15	0.01	1.56758	1.55258	1.58258
30	2010.02.15 08:00	close	15	0.01	1.56403	1.55258	1.58258	-3.55	9988.53
31	2010.02.15 13:00	buy	16	0.01	1.57104	1.55604	1.58604
32	2010.02.17 21:00	close	16	0.01	1.56873	1.55604	1.58604	-2.31	9986.22
33	2010.02.17 23:00	sell	17	0.01	1.56737	1.58237	1.55237
34	2010.02.18 22:50	t/p	17	0.01	1.55237	1.58237	1.55237	14.93	10001.15
35	2010.02.23 05:00	buy	18	0.01	1.55239	1.53739	1.56739
36	2010.02.23 12:00	sell	19	0.01	1.54125	1.55625	1.52625
37	2010.02.23 12:00	close	18	0.01	1.54125	1.53739	1.56739	-11.14	9990.01
38	2010.02.25 14:50	t/p	19	0.01	1.52625	1.55625	1.52625	14.90	10004.91