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		MAPeriod=60; TrailingStop=0; TakeProfit=0; InitialStopLoss=0; ADXLimit=25; FridayNightHour=16;
Bars in test	1953	Ticks modelled	24825	Modelling quality	n/a
Mismatched charts errors	0
Initial deposit	10000.00
Total net profit	-3200.30	Gross profit	14888.30	Gross loss	-18088.60
Profit factor	0.82	Expected payoff	-43.25
Absolute drawdown	5474.30	Maximal drawdown	6418.50 (58.65%)	Relative drawdown	58.65% (6418.50)
Total trades	74	Short positions (won %)	40 (35.00%)	Long positions (won %)	34 (32.35%)
		Profit trades (% of total)	25 (33.78%)	Loss trades (% of total)	49 (66.22%)
Largest		profit trade	1860.70	loss trade	-923.00
Average		profit trade	595.53	loss trade	-369.16
Maximum		consecutive wins (profit in money)	4 (1856.00)	consecutive losses (loss in money)	10 (-2513.20)
Maximal		consecutive profit (count of wins)	2526.80 (3)	consecutive loss (count of losses)	-2513.20 (10)
Average		consecutive wins	1	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.01.04 10:00	buy	1	1.00	1.61546	0.00000	0.00000
2	2010.01.04 17:00	close	1	1.00	1.61191	0.00000	0.00000	-355.00	9645.00
3	2010.01.04 23:00	sell	2	1.00	1.60815	0.00000	0.00000
4	2010.01.05 07:00	close	2	1.00	1.61341	0.00000	0.00000	-528.30	9116.70
5	2010.01.05 07:00	buy	3	1.00	1.61341	0.00000	0.00000
6	2010.01.05 10:00	close	3	1.00	1.60436	0.00000	0.00000	-905.00	8211.70
7	2010.01.05 10:00	sell	4	1.00	1.60436	0.00000	0.00000
8	2010.01.06 03:00	close	4	1.00	1.59938	0.00000	0.00000	495.70	8707.40
9	2010.01.06 10:00	buy	5	1.00	1.60425	0.00000	0.00000
10	2010.01.06 13:00	close	5	1.00	1.59816	0.00000	0.00000	-609.00	8098.40
11	2010.01.06 13:00	sell	6	1.00	1.59816	0.00000	0.00000
12	2010.01.06 22:00	close	6	1.00	1.60218	0.00000	0.00000	-402.00	7696.40
13	2010.01.07 02:00	buy	7	1.00	1.60338	0.00000	0.00000
14	2010.01.07 04:00	close	7	1.00	1.60006	0.00000	0.00000	-332.00	7364.40
15	2010.01.07 04:00	sell	8	1.00	1.60006	0.00000	0.00000
16	2010.01.07 19:00	close	8	1.00	1.59438	0.00000	0.00000	568.00	7932.40
17	2010.01.08 04:00	sell	9	1.00	1.59200	0.00000	0.00000
18	2010.01.08 09:00	close	9	1.00	1.59720	0.00000	0.00000	-520.00	7412.40
19	2010.01.08 10:00	buy	10	1.00	1.60171	0.00000	0.00000
20	2010.01.08 17:00	close	10	1.00	1.59612	0.00000	0.00000	-559.00	6853.40
21	2010.01.11 00:00	buy	11	1.00	1.60599	0.00000	0.00000
22	2010.01.11 19:00	close	11	1.00	1.61159	0.00000	0.00000	560.00	7413.40
23	2010.01.12 08:00	buy	12	1.00	1.61182	0.00000	0.00000
24	2010.01.13 01:00	close	12	1.00	1.61503	0.00000	0.00000	321.00	7734.40
25	2010.01.13 06:00	buy	13	1.00	1.61887	0.00000	0.00000
26	2010.01.14 12:00	close	13	1.00	1.62792	0.00000	0.00000	905.00	8639.40
27	2010.01.14 15:00	buy	14	1.00	1.63129	0.00000	0.00000
28	2010.01.15 02:00	close	14	1.00	1.63199	0.00000	0.00000	70.00	8709.40
29	2010.01.15 06:00	buy	15	1.00	1.63362	0.00000	0.00000
30	2010.01.15 11:00	close	15	1.00	1.63054	0.00000	0.00000	-308.00	8401.40
31	2010.01.18 00:00	sell	16	1.00	1.62693	0.00000	0.00000
32	2010.01.18 01:00	close	16	1.00	1.62898	0.00000	0.00000	-205.00	8196.40
33	2010.01.18 01:00	buy	17	1.00	1.62898	0.00000	0.00000
34	2010.01.19 10:00	close	17	1.00	1.63870	0.00000	0.00000	972.00	9168.40
35	2010.01.19 11:00	buy	18	1.00	1.64168	0.00000	0.00000
36	2010.01.19 12:00	close	18	1.00	1.63826	0.00000	0.00000	-342.00	8826.40
37	2010.01.19 14:00	sell	19	1.00	1.63330	0.00000	0.00000
38	2010.01.19 20:00	close	19	1.00	1.63825	0.00000	0.00000	-495.00	8331.40
39	2010.01.19 20:00	buy	20	1.00	1.63825	0.00000	0.00000
40	2010.01.19 21:00	close	20	1.00	1.63613	0.00000	0.00000	-212.00	8119.40
41	2010.01.19 22:00	buy	21	1.00	1.63830	0.00000	0.00000
42	2010.01.20 03:00	close	21	1.00	1.63240	0.00000	0.00000	-590.00	7529.40
43	2010.01.20 03:00	sell	22	1.00	1.63240	0.00000	0.00000
44	2010.01.20 21:00	close	22	1.00	1.62908	0.00000	0.00000	332.00	7861.40
45	2010.01.20 22:00	sell	23	1.00	1.62850	0.00000	0.00000
46	2010.01.21 00:00	close	23	1.00	1.62967	0.00000	0.00000	-123.90	7737.50
47	2010.01.21 03:00	sell	24	1.00	1.62725	0.00000	0.00000
48	2010.01.21 18:00	close	24	1.00	1.62131	0.00000	0.00000	594.00	8331.50
49	2010.01.22 09:00	buy	25	1.00	1.62506	0.00000	0.00000
50	2010.01.22 13:00	close	25	1.00	1.61762	0.00000	0.00000	-744.00	7587.50
51	2010.01.22 13:00	sell	26	1.00	1.61762	0.00000	0.00000
52	2010.01.25 08:00	close	26	1.00	1.61319	0.00000	0.00000	440.70	8028.20
53	2010.01.25 16:00	buy	27	1.00	1.61849	0.00000	0.00000
54	2010.01.26 04:00	close	27	1.00	1.62381	0.00000	0.00000	532.00	8560.20
55	2010.01.26 11:00	sell	28	1.00	1.61371	0.00000	0.00000
56	2010.01.26 19:00	close	28	1.00	1.61550	0.00000	0.00000	-179.00	8381.20
57	2010.01.27 01:00	sell	29	1.00	1.61425	0.00000	0.00000
58	2010.01.27 08:00	close	29	1.00	1.61430	0.00000	0.00000	-5.00	8376.20
59	2010.01.27 10:00	sell	30	1.00	1.61178	0.00000	0.00000
60	2010.01.27 11:00	close	30	1.00	1.61878	0.00000	0.00000	-700.00	7676.20
61	2010.01.27 11:00	buy	31	1.00	1.61878	0.00000	0.00000
62	2010.01.27 19:00	close	31	1.00	1.61809	0.00000	0.00000	-69.00	7607.20
63	2010.01.27 20:00	sell	32	1.00	1.61717	0.00000	0.00000
64	2010.01.28 04:00	close	32	1.00	1.62081	0.00000	0.00000	-370.90	7236.30
65	2010.01.28 04:00	buy	33	1.00	1.62081	0.00000	0.00000
66	2010.01.28 16:00	close	33	1.00	1.62080	0.00000	0.00000	-1.00	7235.30
67	2010.01.28 17:00	sell	34	1.00	1.61352	0.00000	0.00000
68	2010.01.29 01:00	close	34	1.00	1.61431	0.00000	0.00000	-81.30	7154.00
69	2010.01.29 02:00	sell	35	1.00	1.61328	0.00000	0.00000
70	2010.01.29 03:00	close	35	1.00	1.61441	0.00000	0.00000	-113.00	7041.00
71	2010.01.29 07:00	sell	36	1.00	1.61141	0.00000	0.00000
72	2010.01.29 08:00	close	36	1.00	1.61508	0.00000	0.00000	-367.00	6674.00
73	2010.01.29 10:00	buy	37	1.00	1.61729	0.00000	0.00000
74	2010.01.29 14:00	close	37	1.00	1.61102	0.00000	0.00000	-627.00	6047.00
75	2010.01.29 14:00	sell	38	1.00	1.61102	0.00000	0.00000
76	2010.02.01 18:00	close	38	1.00	1.59239	0.00000	0.00000	1860.70	7907.70
77	2010.02.02 05:00	sell	39	1.00	1.59319	0.00000	0.00000
78	2010.02.02 16:00	close	39	1.00	1.59527	0.00000	0.00000	-208.00	7699.70
79	2010.02.03 01:00	buy	40	1.00	1.59900	0.00000	0.00000
80	2010.02.03 12:00	close	40	1.00	1.59969	0.00000	0.00000	69.00	7768.70
81	2010.02.03 13:00	sell	41	1.00	1.59784	0.00000	0.00000
82	2010.02.04 04:00	close	41	1.00	1.59110	0.00000	0.00000	667.10	8435.80
83	2010.02.04 05:00	sell	42	1.00	1.59012	0.00000	0.00000
84	2010.02.05 13:00	close	42	1.00	1.57219	0.00000	0.00000	1790.70	10226.50
85	2010.02.05 14:00	sell	43	1.00	1.56932	0.00000	0.00000
86	2010.02.05 15:00	close	43	1.00	1.57220	0.00000	0.00000	-288.00	9938.50
87	2010.02.05 16:00	sell	44	1.00	1.56376	0.00000	0.00000
88	2010.02.08 10:00	close	44	1.00	1.56201	0.00000	0.00000	172.70	10111.20
89	2010.02.08 22:00	sell	45	1.00	1.55990	0.00000	0.00000
90	2010.02.09 06:00	close	45	1.00	1.56184	0.00000	0.00000	-196.30	9914.90
91	2010.02.09 10:00	sell	46	1.00	1.55869	0.00000	0.00000
92	2010.02.09 14:00	close	46	1.00	1.56359	0.00000	0.00000	-490.00	9424.90
93	2010.02.09 18:00	buy	47	1.00	1.56785	0.00000	0.00000
94	2010.02.10 04:00	close	47	1.00	1.56803	0.00000	0.00000	18.00	9442.90
95	2010.02.10 09:00	sell	48	1.00	1.56633	0.00000	0.00000
96	2010.02.10 11:00	close	48	1.00	1.57289	0.00000	0.00000	-656.00	8786.90
97	2010.02.10 11:00	buy	49	1.00	1.57289	0.00000	0.00000
98	2010.02.10 13:00	close	49	1.00	1.56572	0.00000	0.00000	-717.00	8069.90
99	2010.02.10 13:00	sell	50	1.00	1.56572	0.00000	0.00000
100	2010.02.11 03:00	close	50	1.00	1.56397	0.00000	0.00000	168.10	8238.00
101	2010.02.11 06:00	buy	51	1.00	1.56537	0.00000	0.00000
102	2010.02.11 09:00	close	51	1.00	1.56061	0.00000	0.00000	-476.00	7762.00
103	2010.02.11 09:00	sell	52	1.00	1.56061	0.00000	0.00000
104	2010.02.11 13:00	close	52	1.00	1.56319	0.00000	0.00000	-258.00	7504.00
105	2010.02.11 18:00	buy	53	1.00	1.56737	0.00000	0.00000
106	2010.02.12 02:00	close	53	1.00	1.56758	0.00000	0.00000	21.00	7525.00
107	2010.02.12 03:00	buy	54	1.00	1.56890	0.00000	0.00000
108	2010.02.12 05:00	close	54	1.00	1.56753	0.00000	0.00000	-137.00	7388.00
109	2010.02.12 07:00	buy	55	1.00	1.56973	0.00000	0.00000
110	2010.02.12 11:00	close	55	1.00	1.56542	0.00000	0.00000	-431.00	6957.00
111	2010.02.12 11:00	sell	56	1.00	1.56542	0.00000	0.00000
112	2010.02.12 19:00	close	56	1.00	1.56722	0.00000	0.00000	-180.00	6777.00
113	2010.02.15 00:00	buy	57	1.00	1.56687	0.00000	0.00000
114	2010.02.15 03:00	close	57	1.00	1.56618	0.00000	0.00000	-69.00	6708.00
115	2010.02.15 04:00	buy	58	1.00	1.56680	0.00000	0.00000
116	2010.02.15 05:00	close	58	1.00	1.56640	0.00000	0.00000	-40.00	6668.00
117	2010.02.15 06:00	sell	59	1.00	1.56445	0.00000	0.00000
118	2010.02.15 10:00	close	59	1.00	1.56758	0.00000	0.00000	-313.00	6355.00
119	2010.02.15 10:00	buy	60	1.00	1.56758	0.00000	0.00000
120	2010.02.15 17:00	close	60	1.00	1.56523	0.00000	0.00000	-235.00	6120.00
121	2010.02.15 17:00	sell	61	1.00	1.56523	0.00000	0.00000
122	2010.02.16 00:00	close	61	1.00	1.56681	0.00000	0.00000	-160.30	5959.70
123	2010.02.16 00:00	buy	62	1.00	1.56681	0.00000	0.00000
124	2010.02.16 01:00	close	62	1.00	1.56638	0.00000	0.00000	-43.00	5916.70
125	2010.02.16 02:00	buy	63	1.00	1.56673	0.00000	0.00000
126	2010.02.16 11:00	close	63	1.00	1.56838	0.00000	0.00000	165.00	6081.70
127	2010.02.16 16:00	sell	64	1.00	1.56412	0.00000	0.00000
128	2010.02.16 18:00	close	64	1.00	1.57335	0.00000	0.00000	-923.00	5158.70
129	2010.02.16 18:00	buy	65	1.00	1.57335	0.00000	0.00000
130	2010.02.17 03:00	close	65	1.00	1.57659	0.00000	0.00000	324.00	5482.70
131	2010.02.17 09:00	buy	66	1.00	1.58011	0.00000	0.00000
132	2010.02.17 17:00	close	66	1.00	1.57235	0.00000	0.00000	-776.00	4706.70
133	2010.02.17 17:00	sell	67	1.00	1.57235	0.00000	0.00000
134	2010.02.18 16:00	close	67	1.00	1.56493	0.00000	0.00000	735.10	5441.80
135	2010.02.18 18:00	sell	68	1.00	1.55807	0.00000	0.00000
136	2010.02.19 16:00	close	68	1.00	1.54194	0.00000	0.00000	1610.70	7052.50
137	2010.02.22 10:00	sell	69	1.00	1.54605	0.00000	0.00000
138	2010.02.23 01:00	close	69	1.00	1.55018	0.00000	0.00000	-415.30	6637.20
139	2010.02.23 02:00	sell	70	1.00	1.54865	0.00000	0.00000
140	2010.02.23 04:00	close	70	1.00	1.55138	0.00000	0.00000	-273.00	6364.20
141	2010.02.23 04:00	buy	71	1.00	1.55138	0.00000	0.00000
142	2010.02.23 11:00	close	71	1.00	1.54315	0.00000	0.00000	-823.00	5541.20
143	2010.02.23 11:00	sell	72	1.00	1.54315	0.00000	0.00000
144	2010.02.24 03:00	close	72	1.00	1.54550	0.00000	0.00000	-237.30	5303.90
145	2010.02.24 09:00	sell	73	1.00	1.54275	0.00000	0.00000
146	2010.02.26 03:00	close	73	1.00	1.52798	0.00000	0.00000	1467.80	6771.70
147	2010.02.26 09:00	sell	74	1.00	1.52475	0.00000	0.00000
148	2010.02.26 20:00	close	74	1.00	1.52447	0.00000	0.00000	28.00	6799.70