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		TakeProfit=83; StopLoss=98; Value_At_Risk=1; TrailingStop=60; price_deviation=-7; _server_time=1; _time_shift=0; revenge=true; counter_trade=true; _trailing_stop_percentage=0.75; user_lot_size=1; cci_check=80; cci_period=11; opt_active_time=6; _mid_range_factor=0.31; account_risk_control=true;
Bars in test	1953	Ticks modelled	24825	Modelling quality	n/a
Mismatched charts errors	0
Initial deposit	10000.00
Total net profit	-627.44	Gross profit	1279.16	Gross loss	-1906.60
Profit factor	0.67	Expected payoff	-13.07
Absolute drawdown	802.04	Maximal drawdown	842.30 (8.39%)	Relative drawdown	8.39% (842.30)
Total trades	48	Short positions (won %)	24 (50.00%)	Long positions (won %)	24 (70.83%)
		Profit trades (% of total)	29 (60.42%)	Loss trades (% of total)	19 (39.58%)
Largest		profit trade	111.00	loss trade	-140.50
Average		profit trade	44.11	loss trade	-100.35
Maximum		consecutive wins (profit in money)	9 (266.20)	consecutive losses (loss in money)	4 (-450.00)
Maximal		consecutive profit (count of wins)	328.80 (5)	consecutive loss (count of losses)	-450.00 (4)
Average		consecutive wins	3	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.01.05 17:50	sell	1	0.10	1.59855	1.60695	1.59357
2	2010.01.06 01:50	modify	1	0.10	1.59855	1.59824	1.59357
3	2010.01.06 02:15	s/l	1	0.10	1.59824	1.59824	1.59357	2.86	10002.86
4	2010.01.06 15:50	sell	2	0.20	1.59367	1.59909	1.59031
5	2010.01.06 16:20	s/l	2	0.20	1.59909	1.59909	1.59031	-108.40	9894.46
6	2010.01.06 16:20	buy	3	0.20	1.59945	1.59367	1.60523
7	2010.01.06 17:20	modify	3	0.20	1.59945	1.59997	1.60523
8	2010.01.06 18:15	s/l	3	0.20	1.59997	1.59997	1.60523	10.40	9904.86
9	2010.01.07 12:45	sell	4	0.30	1.59052	1.59447	1.58719
10	2010.01.07 15:15	s/l	4	0.30	1.59447	1.59447	1.58719	-118.50	9786.36
11	2010.01.07 15:15	buy	5	0.20	1.59471	1.58958	1.59984
12	2010.01.08 09:20	modify	5	0.20	1.59471	1.59493	1.59984
13	2010.01.08 09:40	modify	5	0.20	1.59471	1.59570	1.59984
14	2010.01.08 09:45	t/p	5	0.20	1.59984	1.59570	1.59984	102.60	9888.96
15	2010.01.08 14:40	sell	6	0.30	1.60533	1.60904	1.60192
16	2010.01.08 14:50	s/l	6	0.30	1.60904	1.60904	1.60192	-111.30	9777.66
17	2010.01.08 14:50	buy	7	0.10	1.61113	1.59708	1.62518
18	2010.01.08 16:45	s/l	7	0.10	1.59708	1.59708	1.62518	-140.50	9637.16
19	2010.01.11 12:20	buy	8	0.20	1.61854	1.61403	1.62199
20	2010.01.11 15:15	s/l	8	0.20	1.61403	1.61403	1.62199	-90.20	9546.96
21	2010.01.11 15:15	sell	9	0.30	1.61362	1.61722	1.61032
22	2010.01.11 16:50	s/l	9	0.30	1.61722	1.61722	1.61032	-108.00	9438.96
23	2010.01.12 13:32	buy	10	0.20	1.61708	1.61106	1.62022
24	2010.01.13 07:15	modify	10	0.20	1.61708	1.61745	1.62022
25	2010.01.13 07:20	t/p	10	0.20	1.62022	1.61745	1.62022	62.80	9501.76
26	2010.01.13 12:20	buy	11	0.20	1.62708	1.62292	1.63042
27	2010.01.13 18:20	modify	11	0.20	1.62708	1.62748	1.63042
28	2010.01.13 18:32	modify	11	0.20	1.62708	1.62783	1.63042
29	2010.01.13 18:37	t/p	11	0.20	1.63042	1.62783	1.63042	66.80	9568.56
30	2010.01.14 12:20	buy	12	0.70	1.62631	1.62485	1.62777
31	2010.01.14 12:45	modify	12	0.70	1.62631	1.62656	1.62777
32	2010.01.14 12:50	t/p	12	0.70	1.62777	1.62656	1.62777	102.20	9670.76
33	2010.01.15 16:20	sell	13	0.20	1.62623	1.63076	1.62366
34	2010.01.15 17:26	t/p	13	0.20	1.62366	1.63076	1.62366	51.40	9722.16
35	2010.01.19 12:15	sell	14	0.20	1.63746	1.64278	1.63518
36	2010.01.19 12:45	t/p	14	0.20	1.63518	1.64278	1.63518	45.60	9767.76
37	2010.01.20 13:20	sell	15	0.20	1.62435	1.62954	1.62222
38	2010.01.20 15:45	s/l	15	0.20	1.62954	1.62954	1.62222	-103.80	9663.96
39	2010.01.20 15:45	buy	16	0.20	1.62975	1.62519	1.63431
40	2010.01.21 03:20	s/l	16	0.20	1.62519	1.62519	1.63431	-91.20	9572.76
41	2010.01.21 12:15	sell	17	0.20	1.61315	1.61836	1.60824
42	2010.01.21 13:50	s/l	17	0.20	1.61836	1.61836	1.60824	-104.20	9468.56
43	2010.01.21 13:50	buy	18	0.10	1.61892	1.61250	1.62534
44	2010.01.21 17:50	modify	18	0.10	1.61892	1.61903	1.62534
45	2010.01.21 18:32	s/l	18	0.10	1.61903	1.61903	1.62534	1.10	9469.66
46	2010.01.22 12:45	sell	19	0.10	1.61808	1.62586	1.61515
47	2010.01.22 13:15	modify	19	0.10	1.61808	1.61758	1.61515
48	2010.01.22 13:20	t/p	19	0.10	1.61515	1.61758	1.61515	29.30	9498.96
49	2010.01.25 15:45	buy	20	0.20	1.61840	1.61255	1.62083
50	2010.01.25 16:45	modify	20	0.20	1.61840	1.61850	1.62083
51	2010.01.25 16:50	t/p	20	0.20	1.62083	1.61850	1.62083	48.60	9547.56
52	2010.01.26 12:20	buy	21	0.20	1.61034	1.60549	1.61519
53	2010.01.26 13:50	modify	21	0.20	1.61034	1.61066	1.61519
54	2010.01.26 14:02	modify	21	0.20	1.61034	1.61070	1.61519
55	2010.01.26 14:07	modify	21	0.20	1.61034	1.61089	1.61519
56	2010.01.26 14:50	s/l	21	0.20	1.61089	1.61089	1.61519	11.00	9558.56
57	2010.01.27 12:50	sell	22	0.20	1.62290	1.62677	1.61933
58	2010.01.27 15:15	modify	22	0.20	1.62290	1.62264	1.61933
59	2010.01.27 15:20	t/p	22	0.20	1.61933	1.62264	1.61933	71.40	9629.96
60	2010.01.28 16:15	sell	23	0.10	1.61636	1.62551	1.61324
61	2010.01.28 16:20	modify	23	0.10	1.61636	1.61578	1.61324
62	2010.01.28 16:27	s/l	23	0.10	1.61578	1.61578	1.61324	5.80	9635.76
63	2010.01.29 13:45	sell	24	0.20	1.61121	1.61624	1.60929
64	2010.01.29 14:40	modify	24	0.20	1.61121	1.61114	1.60929
65	2010.01.29 14:45	t/p	24	0.20	1.60929	1.61114	1.60929	38.40	9674.16
66	2010.02.02 16:20	sell	25	0.40	1.59732	1.59956	1.59538
67	2010.02.02 16:27	modify	25	0.40	1.59732	1.59707	1.59538
68	2010.02.02 16:40	s/l	25	0.40	1.59707	1.59707	1.59538	10.00	9684.16
69	2010.02.03 12:50	sell	26	0.20	1.59774	1.60264	1.59521
70	2010.02.03 13:37	modify	26	0.20	1.59774	1.59764	1.59521
71	2010.02.03 14:15	modify	26	0.20	1.59774	1.59739	1.59521
72	2010.02.03 14:20	t/p	26	0.20	1.59521	1.59739	1.59521	50.60	9734.76
73	2010.02.04 12:45	sell	27	0.30	1.58212	1.58555	1.57955
74	2010.02.04 13:15	s/l	27	0.30	1.58555	1.58555	1.57955	-102.90	9631.86
75	2010.02.04 13:15	buy	28	0.20	1.58589	1.58051	1.59127
76	2010.02.04 15:50	s/l	28	0.20	1.58051	1.58051	1.59127	-107.60	9524.26
77	2010.02.05 15:20	buy	29	0.30	1.56546	1.56250	1.56842
78	2010.02.05 15:27	modify	29	0.30	1.56546	1.56555	1.56842
79	2010.02.05 15:37	modify	29	0.30	1.56546	1.56608	1.56842
80	2010.02.05 15:40	s/l	29	0.30	1.56608	1.56608	1.56842	18.60	9542.86
81	2010.02.08 16:45	buy	30	0.20	1.56347	1.55819	1.56631
82	2010.02.08 17:20	modify	30	0.20	1.56347	1.56388	1.56631
83	2010.02.08 17:37	s/l	30	0.20	1.56388	1.56388	1.56631	8.20	9551.06
84	2010.02.09 16:20	buy	31	0.20	1.56523	1.56078	1.56784
85	2010.02.09 16:50	s/l	31	0.20	1.56078	1.56078	1.56784	-89.00	9462.06
86	2010.02.09 16:50	sell	32	0.20	1.55951	1.56508	1.55705
87	2010.02.09 17:45	s/l	32	0.20	1.56508	1.56508	1.55705	-111.40	9350.66
88	2010.02.10 13:10	sell	33	0.20	1.56463	1.56848	1.56118
89	2010.02.10 13:20	modify	33	0.20	1.56463	1.56462	1.56118
90	2010.02.10 13:50	modify	33	0.20	1.56463	1.56422	1.56118
91	2010.02.10 14:50	t/p	33	0.20	1.56118	1.56422	1.56118	69.00	9419.66
92	2010.02.11 17:50	buy	34	0.10	1.56651	1.55878	1.56963
93	2010.02.11 18:15	modify	34	0.10	1.56651	1.56661	1.56963
94	2010.02.11 18:20	t/p	34	0.10	1.56963	1.56661	1.56963	31.20	9450.86
95	2010.02.12 12:20	sell	35	0.10	1.55840	1.56710	1.55393
96	2010.02.12 16:02	s/l	35	0.10	1.56710	1.56710	1.55393	-87.00	9363.86
97	2010.02.12 16:02	buy	36	0.10	1.56754	1.55798	1.57710
98	2010.02.16 18:03	modify	36	0.10	1.56754	1.56878	1.57710
99	2010.02.16 18:10	t/p	36	0.10	1.57710	1.56878	1.57710	95.60	9459.46
100	2010.02.16 18:10	buy	37	0.10	1.57777	1.56750	1.57960
101	2010.02.16 18:16	modify	37	0.10	1.57777	1.57793	1.57960
102	2010.02.16 18:26	s/l	37	0.10	1.57793	1.57793	1.57960	1.60	9461.06
103	2010.02.17 16:20	sell	38	0.10	1.57185	1.57819	1.56924
104	2010.02.17 17:20	t/p	38	0.10	1.56924	1.57819	1.56924	26.10	9487.16
105	2010.02.18 14:45	sell	39	0.30	1.55694	1.56041	1.55377
106	2010.02.18 15:20	s/l	39	0.30	1.56041	1.56041	1.55377	-104.10	9383.06
107	2010.02.18 15:20	buy	40	0.20	1.56058	1.55560	1.56556
108	2010.02.18 15:45	modify	40	0.20	1.56058	1.56176	1.56556
109	2010.02.18 15:50	t/p	40	0.20	1.56556	1.56176	1.56556	99.60	9482.66
110	2010.02.19 17:20	buy	41	0.10	1.54453	1.53810	1.54752
111	2010.02.19 19:45	modify	41	0.10	1.54453	1.54455	1.54752
112	2010.02.19 19:50	modify	41	0.10	1.54453	1.54513	1.54752
113	2010.02.19 21:50	s/l	41	0.10	1.54513	1.54513	1.54752	6.00	9488.66
114	2010.02.22 15:32	buy	42	0.20	1.55069	1.54688	1.55244
115	2010.02.22 16:07	s/l	42	0.20	1.54688	1.54688	1.55244	-76.20	9412.46
116	2010.02.22 16:07	sell	43	0.20	1.54661	1.55085	1.54501
117	2010.02.22 16:20	s/l	43	0.20	1.55085	1.55085	1.54501	-84.80	9327.66
118	2010.02.23 12:50	buy	44	0.20	1.53949	1.53394	1.54504
119	2010.02.23 14:20	modify	44	0.20	1.53949	1.53952	1.54504
120	2010.02.23 14:45	modify	44	0.20	1.53949	1.53972	1.54504
121	2010.02.23 14:50	modify	44	0.20	1.53949	1.54055	1.54504
122	2010.02.23 15:50	t/p	44	0.20	1.54504	1.54055	1.54504	111.00	9438.66
123	2010.02.24 14:45	sell	45	0.20	1.54104	1.54585	1.53924
124	2010.02.24 16:50	s/l	45	0.20	1.54585	1.54585	1.53924	-96.20	9342.46
125	2010.02.24 16:50	buy	46	0.10	1.54740	1.54027	1.55453
126	2010.02.24 18:46	s/l	46	0.10	1.54027	1.54027	1.55453	-71.30	9271.16
127	2010.02.25 14:20	buy	47	0.30	1.52683	1.52397	1.52969
128	2010.02.25 15:45	modify	47	0.30	1.52683	1.52721	1.52969
129	2010.02.25 15:50	t/p	47	0.30	1.52969	1.52721	1.52969	85.80	9356.96
130	2010.02.26 12:20	sell	48	0.30	1.52370	1.52727	1.52145
131	2010.02.26 12:50	modify	48	0.30	1.52370	1.52364	1.52145
132	2010.02.26 13:02	modify	48	0.30	1.52370	1.52348	1.52145
133	2010.02.26 13:07	modify	48	0.30	1.52370	1.52318	1.52145
134	2010.02.26 13:15	s/l	48	0.30	1.52318	1.52318	1.52145	15.60	9372.56