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		x="Íàñòðîéêè öåíîâûõ EMA:"; perema1=13; perema2=21; persma3=55; x1="Íàñòðîéêè MACD:"; lowema4=5; fastema4=200; x2="Íàñòðîéêè MACD Bolinger:"; bbper=20; bbotcl=1; x3="Íàñòðîéêè MACD SMA:"; smaper=3; x4="Íàñòðîéêè RSI:"; rsiper=21; rsiur=50; x5="Íàñòðîéêè ñèëû äâèæåíèÿ:"; sila=100; x6="Íàñòðîéêè ParabolicSar:"; step=0.02; maximum=0.2; x7="Íàñòðîéêè âûáîðà StopLoss:"; StopLossParabolic=false; StopLossEMA=true; otstup=0; x8="Íàñòðîéêè âûáîðà TakeProfit:"; TakeProfitParabolic=true; TakeProfitRSI=true; rsitpurbuy=65; rsitpursell=35;
Bars in test	1953	Ticks modelled	24825	Modelling quality	n/a
Mismatched charts errors	0
Initial deposit	10000.00
Total net profit	-122.40	Gross profit	480.34	Gross loss	-602.74
Profit factor	0.80	Expected payoff	-4.22
Absolute drawdown	382.25	Maximal drawdown	469.55 (4.65%)	Relative drawdown	4.65% (469.55)
Total trades	29	Short positions (won %)	19 (52.63%)	Long positions (won %)	10 (50.00%)
		Profit trades (% of total)	15 (51.72%)	Loss trades (% of total)	14 (48.28%)
Largest		profit trade	120.08	loss trade	-113.20
Average		profit trade	32.02	loss trade	-43.05
Maximum		consecutive wins (profit in money)	4 (206.60)	consecutive losses (loss in money)	4 (-75.80)
Maximal		consecutive profit (count of wins)	206.60 (4)	consecutive loss (count of losses)	-187.05 (2)
Average		consecutive wins	2	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.01.04 10:00	buy	1	0.10	1.61534	1.60680	0.00000
2	2010.01.05 02:20	s/l	1	0.10	1.60680	1.60680	0.00000	-85.39	9914.61
3	2010.01.05 17:00	sell	2	0.10	1.60310	1.60800	0.00000
4	2010.01.06 09:00	close	2	0.05	1.60169	1.60800	0.00000	6.92	9921.53
5	2010.01.06 09:00	sell	3	0.05	1.60310	1.60800	0.00000
6	2010.01.06 10:20	close	3	0.05	1.60187	1.60800	0.00000	6.03	9927.56
7	2010.01.07 16:00	sell	4	0.10	1.59194	1.59930	0.00000
8	2010.01.08 09:40	s/l	4	0.10	1.59930	1.59930	0.00000	-73.85	9853.71
9	2010.01.08 15:00	buy	5	0.10	1.60912	1.59780	0.00000
10	2010.01.08 16:20	s/l	5	0.10	1.59780	1.59780	0.00000	-113.20	9740.51
11	2010.01.11 16:00	buy	6	0.10	1.61269	1.60450	0.00000
12	2010.01.12 10:50	close	6	0.05	1.61387	1.60450	0.00000	5.91	9746.41
13	2010.01.12 10:50	buy	7	0.05	1.61269	1.60450	0.00000
14	2010.01.15 12:00	close	7	0.05	1.62857	1.60450	0.00000	79.43	9825.84
15	2010.01.18 09:00	buy	8	0.10	1.63235	1.62800	0.00000
16	2010.01.18 23:00	close	8	0.05	1.63369	1.62800	0.00000	6.70	9832.54
17	2010.01.18 23:00	buy	9	0.05	1.63235	1.62800	0.00000
18	2010.01.19 13:00	close	9	0.05	1.63380	1.62800	0.00000	7.25	9839.80
19	2010.01.22 03:00	sell	10	0.10	1.62148	1.62490	0.00000
20	2010.01.22 08:26	s/l	10	0.10	1.62490	1.62490	0.00000	-34.20	9805.60
21	2010.01.25 01:00	sell	11	0.10	1.61139	1.61990	0.00000
22	2010.01.25 16:45	s/l	11	0.10	1.61990	1.61990	0.00000	-85.10	9720.50
23	2010.01.26 10:00	buy	12	0.10	1.62385	1.62030	0.00000
24	2010.01.26 10:20	s/l	12	0.10	1.62030	1.62030	0.00000	-35.50	9685.00
25	2010.01.26 17:00	sell	13	0.10	1.61459	1.61860	0.00000
26	2010.01.27 02:00	close	13	0.05	1.61308	1.61860	0.00000	7.42	9692.42
27	2010.01.27 02:00	sell	14	0.05	1.61459	1.61860	0.00000
28	2010.01.27 10:50	s/l	14	0.05	1.61860	1.61860	0.00000	-20.18	9672.25
29	2010.01.28 08:00	buy	15	0.10	1.62026	1.61780	0.00000
30	2010.01.28 16:15	s/l	15	0.10	1.61780	1.61780	0.00000	-24.60	9647.65
31	2010.02.02 07:00	sell	16	0.10	1.59410	1.59970	0.00000
32	2010.02.02 16:02	close	16	0.05	1.59276	1.59970	0.00000	6.70	9654.35
33	2010.02.02 16:02	sell	17	0.05	1.59410	1.59970	0.00000
34	2010.02.03 01:45	s/l	17	0.05	1.59970	1.59970	0.00000	-28.13	9626.22
35	2010.02.04 09:00	sell	18	0.10	1.58808	1.59460	0.00000
36	2010.02.04 11:00	close	18	0.05	1.58390	1.59460	0.00000	20.90	9647.12
37	2010.02.04 11:00	sell	19	0.05	1.58808	1.59460	0.00000
38	2010.02.09 08:00	close	19	0.05	1.56399	1.59460	0.00000	120.08	9767.20
39	2010.02.11 01:00	sell	20	0.10	1.56068	1.56420	0.00000
40	2010.02.11 01:50	s/l	20	0.10	1.56420	1.56420	0.00000	-35.20	9732.00
41	2010.02.11 12:00	sell	21	0.10	1.56018	1.56340	0.00000
42	2010.02.11 12:45	s/l	21	0.10	1.56340	1.56340	0.00000	-32.20	9699.80
43	2010.02.11 12:47	sell	22	0.10	1.56298	1.56340	0.00000
44	2010.02.11 12:50	s/l	22	0.10	1.56340	1.56340	0.00000	-4.20	9695.60
45	2010.02.11 12:57	sell	23	0.10	1.56298	1.56340	0.00000
46	2010.02.11 13:02	s/l	23	0.10	1.56340	1.56340	0.00000	-4.20	9691.40
47	2010.02.17 08:00	buy	24	0.10	1.57676	1.57140	0.00000
48	2010.02.17 11:02	close	24	0.05	1.57804	1.57140	0.00000	6.40	9697.80
49	2010.02.17 11:02	buy	25	0.05	1.57676	1.57140	0.00000
50	2010.02.17 16:50	s/l	25	0.05	1.57140	1.57140	0.00000	-26.80	9671.00
51	2010.02.18 09:00	sell	26	0.10	1.56204	1.57010	0.00000
52	2010.02.18 11:00	close	26	0.05	1.55771	1.57010	0.00000	21.65	9692.65
53	2010.02.18 11:00	sell	27	0.05	1.56204	1.57010	0.00000
54	2010.02.22 16:00	close	27	0.05	1.54863	1.57010	0.00000	66.80	9759.45
55	2010.02.23 18:00	sell	28	0.10	1.54631	1.54860	0.00000
56	2010.02.24 05:00	close	28	0.05	1.54522	1.54860	0.00000	5.33	9764.77
57	2010.02.24 05:00	sell	29	0.05	1.54631	1.54860	0.00000
58	2010.02.26 22:56	close at stop	29	0.05	1.52362	1.54860	0.00000	112.83	9877.60