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		CrossSignals1=1; CrossSignals2=1; CrossSignals3=1; KijunSignals=1;
Bars in test	1953	Ticks modelled	24825	Modelling quality	n/a
Mismatched charts errors	0
Initial deposit	10000.00
Total net profit	-9815.10	Gross profit	5685.30	Gross loss	-15500.40
Profit factor	0.37	Expected payoff	-577.36
Absolute drawdown	9815.10	Maximal drawdown	10852.10 (98.32%)	Relative drawdown	98.32% (10852.10)
Total trades	17	Short positions (won %)	6 (33.33%)	Long positions (won %)	11 (45.45%)
		Profit trades (% of total)	7 (41.18%)	Loss trades (% of total)	10 (58.82%)
Largest		profit trade	1000.10	loss trade	-3980.50
Average		profit trade	812.19	loss trade	-1550.04
Maximum		consecutive wins (profit in money)	4 (3289.30)	consecutive losses (loss in money)	4 (-11345.50)
Maximal		consecutive profit (count of wins)	3289.30 (4)	consecutive loss (count of losses)	-11345.50 (4)
Average		consecutive wins	2	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.01.04 06:00	sell	1	1.00	1.60890	0.00000	1.59890
2	2010.01.04 11:00	buy	2	1.00	1.62044	0.00000	1.63044
3	2010.01.04 18:00	buy	3	1.00	1.61068	0.00000	1.62068
4	2010.01.04 23:00	sell	4	1.00	1.60815	0.00000	1.59815
5	2010.01.04 23:00	close	2	1.00	1.60815	0.00000	1.63044	-1229.00	8771.00
6	2010.01.04 23:02	close	3	1.00	1.60827	0.00000	1.62068	-241.00	8530.00
7	2010.01.05 12:07	t/p	1	1.00	1.59890	0.00000	1.59890	997.50	9527.50
8	2010.01.05 19:15	t/p	4	1.00	1.59815	0.00000	1.59815	997.50	10525.00
9	2010.01.07 02:00	buy	5	1.00	1.60327	0.00000	1.61327
10	2010.01.07 07:00	sell	6	1.00	1.59735	0.00000	1.58735
11	2010.01.07 09:00	sell	7	1.00	1.59514	0.00000	1.58514
12	2010.01.07 09:00	close	5	1.00	1.59514	0.00000	1.61327	-813.00	9712.00
13	2010.01.08 10:00	buy	8	1.00	1.60160	0.00000	1.61160
14	2010.01.08 16:00	buy	9	1.00	1.60308	0.00000	1.61308
15	2010.01.08 17:00	close	8	1.00	1.59612	0.00000	1.61160	-548.00	9164.00
16	2010.01.11 08:20	t/p	9	1.00	1.61308	0.00000	1.61308	1000.10	10164.10
17	2010.01.12 03:00	sell	10	1.00	1.60811	0.00000	1.59811
18	2010.01.12 14:00	buy	11	1.00	1.61576	0.00000	1.62576
19	2010.01.12 17:00	buy	12	1.00	1.61909	0.00000	1.62909
20	2010.01.13 10:32	t/p	11	1.00	1.62576	0.00000	1.62576	1000.10	11164.20
21	2010.01.13 13:20	t/p	12	1.00	1.62909	0.00000	1.62909	1000.10	12164.30
22	2010.01.14 16:00	buy	13	1.00	1.62912	0.00000	1.63912
23	2010.01.14 19:00	close	13	1.00	1.63201	0.00000	1.63912	289.00	12453.30
24	2010.01.14 23:00	buy	14	1.00	1.63337	0.00000	1.64337
25	2010.01.15 05:00	buy	15	1.00	1.63240	0.00000	1.64240
26	2010.01.15 17:00	sell	16	1.00	1.62545	0.00000	1.61545
27	2010.01.15 17:00	close	14	1.00	1.62545	0.00000	1.64337	-791.90	11661.40
28	2010.01.15 17:03	close	15	1.00	1.62708	0.00000	1.64240	-532.00	11129.40
29	2010.01.18 07:00	buy	17	1.00	1.63062	0.00000	1.64062
30	2010.01.18 09:45	close at stop	17	1.00	1.63463	0.00000	1.64062	401.00	11530.40
31	2010.01.18 09:45	close at stop	16	1.00	1.63472	0.00000	1.61545	-929.50	10600.90
32	2010.01.18 09:45	close at stop	10	1.00	1.63472	0.00000	1.59811	-2676.00	7924.90
33	2010.01.18 09:45	close at stop	7	1.00	1.63472	0.00000	1.58514	-3980.50	3944.40
34	2010.01.18 09:45	close at stop	6	1.00	1.63472	0.00000	1.58735	-3759.50	184.90