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=8; TakeProfit=55; InitialStopLoss=0; FridayNightHour=22;
Bars in test	1953	Ticks modelled	24825	Modelling quality	n/a
Mismatched charts errors	0
Initial deposit	10000.00
Total net profit	-3870.00	Gross profit	3144.00	Gross loss	-7014.00
Profit factor	0.45	Expected payoff	-65.59
Absolute drawdown	4706.00	Maximal drawdown	7879.00 (59.81%)	Relative drawdown	59.81% (7879.00)
Total trades	59	Short positions (won %)	25 (100.00%)	Long positions (won %)	34 (97.06%)
		Profit trades (% of total)	58 (98.31%)	Loss trades (% of total)	1 (1.69%)
Largest		profit trade	55.00	loss trade	-7014.00
Average		profit trade	54.21	loss trade	-7014.00
Maximum		consecutive wins (profit in money)	58 (3144.00)	consecutive losses (loss in money)	1 (-7014.00)
Maximal		consecutive profit (count of wins)	3144.00 (58)	consecutive loss (count of losses)	-7014.00 (1)
Average		consecutive wins	58	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.01.04 02:00	buy	1	1.00	1.61218	0.00000	1.61273
2	2010.01.04 09:15	t/p	1	1.00	1.61273	0.00000	1.61273	55.00	10055.00
3	2010.01.04 11:00	sell	2	1.00	1.62035	0.00000	1.61980
4	2010.01.04 11:07	t/p	2	1.00	1.61980	0.00000	1.61980	55.00	10110.00
5	2010.01.04 12:00	sell	3	1.00	1.61740	0.00000	1.61685
6	2010.01.04 13:20	t/p	3	1.00	1.61685	0.00000	1.61685	55.00	10165.00
7	2010.01.04 14:00	sell	4	1.00	1.61466	0.00000	1.61411
8	2010.01.04 16:20	t/p	4	1.00	1.61411	0.00000	1.61411	55.00	10220.00
9	2010.01.04 20:00	buy	5	1.00	1.60996	0.00000	1.61051
10	2010.01.04 20:10	t/p	5	1.00	1.61051	0.00000	1.61051	55.00	10275.00
11	2010.01.04 21:00	buy	6	1.00	1.60947	0.00000	1.61002
12	2010.01.04 21:45	t/p	6	1.00	1.61002	0.00000	1.61002	55.00	10330.00
13	2010.01.04 22:00	buy	7	1.00	1.61024	0.00000	1.61079
14	2010.01.05 00:20	t/p	7	1.00	1.61079	0.00000	1.61079	55.00	10385.00
15	2010.01.05 01:00	buy	8	1.00	1.61137	0.00000	1.61192
16	2010.01.05 01:10	t/p	8	1.00	1.61192	0.00000	1.61192	55.00	10440.00
17	2010.01.05 02:00	buy	9	1.00	1.61057	0.00000	1.61112
18	2010.01.05 05:32	t/p	9	1.00	1.61112	0.00000	1.61112	55.00	10495.00
19	2010.01.05 06:00	buy	10	1.00	1.60880	0.00000	1.60935
20	2010.01.05 06:20	t/p	10	1.00	1.60935	0.00000	1.60935	55.00	10550.00
21	2010.01.05 07:00	sell	11	1.00	1.61321	0.00000	1.61266
22	2010.01.05 07:15	t/p	11	1.00	1.61266	0.00000	1.61266	55.00	10605.00
23	2010.01.05 08:00	sell	12	1.00	1.61496	0.00000	1.61441
24	2010.01.05 08:10	t/p	12	1.00	1.61441	0.00000	1.61441	55.00	10660.00
25	2010.01.05 09:00	sell	13	1.00	1.60993	0.00000	1.60938
26	2010.01.05 09:05	t/p	13	1.00	1.60938	0.00000	1.60938	55.00	10715.00
27	2010.01.05 10:00	buy	14	1.00	1.60456	0.00000	1.60511
28	2010.01.05 10:10	t/p	14	1.00	1.60511	0.00000	1.60511	55.00	10770.00
29	2010.01.05 11:00	buy	15	1.00	1.60506	0.00000	1.60561
30	2010.01.05 16:15	t/p	15	1.00	1.60561	0.00000	1.60561	55.00	10825.00
31	2010.01.05 17:00	buy	16	1.00	1.60330	0.00000	1.60385
32	2010.01.05 17:02	t/p	16	1.00	1.60385	0.00000	1.60385	55.00	10880.00
33	2010.01.05 18:00	buy	17	1.00	1.60088	0.00000	1.60143
34	2010.01.06 08:45	t/p	17	1.00	1.60143	0.00000	1.60143	55.00	10935.00
35	2010.01.06 10:00	sell	18	1.00	1.60405	0.00000	1.60350
36	2010.01.06 10:20	t/p	18	1.00	1.60350	0.00000	1.60350	55.00	10990.00
37	2010.01.06 11:00	sell	19	1.00	1.60222	0.00000	1.60167
38	2010.01.06 11:15	t/p	19	1.00	1.60167	0.00000	1.60167	55.00	11045.00
39	2010.01.06 12:00	sell	20	1.00	1.60105	0.00000	1.60050
40	2010.01.06 12:10	t/p	20	1.00	1.60050	0.00000	1.60050	55.00	11100.00
41	2010.01.06 15:00	buy	21	1.00	1.59700	0.00000	1.59755
42	2010.01.06 15:15	t/p	21	1.00	1.59755	0.00000	1.59755	55.00	11155.00
43	2010.01.06 16:00	buy	22	1.00	1.59488	0.00000	1.59543
44	2010.01.06 16:10	t/p	22	1.00	1.59543	0.00000	1.59543	55.00	11210.00
45	2010.01.06 17:00	buy	23	1.00	1.59999	0.00000	1.60054
46	2010.01.06 17:10	t/p	23	1.00	1.60054	0.00000	1.60054	55.00	11265.00
47	2010.01.06 19:00	buy	24	1.00	1.59966	0.00000	1.60021
48	2010.01.06 20:10	t/p	24	1.00	1.60021	0.00000	1.60021	55.00	11320.00
49	2010.01.06 21:00	buy	25	1.00	1.59976	0.00000	1.60031
50	2010.01.06 21:10	t/p	25	1.00	1.60031	0.00000	1.60031	55.00	11375.00
51	2010.01.06 23:00	sell	26	1.00	1.60166	0.00000	1.60111
52	2010.01.06 23:20	t/p	26	1.00	1.60111	0.00000	1.60111	55.00	11430.00
53	2010.01.07 00:00	sell	27	1.00	1.60055	0.00000	1.60000
54	2010.01.07 03:50	t/p	27	1.00	1.60000	0.00000	1.60000	55.00	11485.00
55	2010.01.07 07:00	buy	28	1.00	1.59755	0.00000	1.59810
56	2010.01.07 07:32	t/p	28	1.00	1.59810	0.00000	1.59810	55.00	11540.00
57	2010.01.07 08:00	buy	29	1.00	1.59693	0.00000	1.59748
58	2010.01.07 08:20	t/p	29	1.00	1.59748	0.00000	1.59748	55.00	11595.00
59	2010.01.07 09:00	buy	30	1.00	1.59534	0.00000	1.59589
60	2010.01.07 09:02	t/p	30	1.00	1.59589	0.00000	1.59589	55.00	11650.00
61	2010.01.07 10:00	buy	31	1.00	1.59251	0.00000	1.59306
62	2010.01.07 10:15	t/p	31	1.00	1.59306	0.00000	1.59306	55.00	11705.00
63	2010.01.07 11:00	buy	32	1.00	1.59352	0.00000	1.59407
64	2010.01.07 11:02	t/p	32	1.00	1.59407	0.00000	1.59407	55.00	11760.00
65	2010.01.07 12:00	buy	33	1.00	1.59234	0.00000	1.59289
66	2010.01.07 12:07	t/p	33	1.00	1.59289	0.00000	1.59289	55.00	11815.00
67	2010.01.07 13:00	buy	34	1.00	1.59088	0.00000	1.59143
68	2010.01.07 13:20	t/p	34	1.00	1.59143	0.00000	1.59143	55.00	11870.00
69	2010.01.07 14:00	buy	35	1.00	1.59058	0.00000	1.59113
70	2010.01.07 14:15	t/p	35	1.00	1.59113	0.00000	1.59113	55.00	11925.00
71	2010.01.07 15:00	buy	36	1.00	1.59247	0.00000	1.59302
72	2010.01.07 15:10	t/p	36	1.00	1.59302	0.00000	1.59302	55.00	11980.00
73	2010.01.07 16:00	buy	37	1.00	1.59214	0.00000	1.59269
74	2010.01.07 16:15	t/p	37	1.00	1.59269	0.00000	1.59269	55.00	12035.00
75	2010.01.07 17:00	buy	38	1.00	1.59370	0.00000	1.59425
76	2010.01.07 18:45	t/p	38	1.00	1.59425	0.00000	1.59425	55.00	12090.00
77	2010.01.07 21:00	sell	39	1.00	1.59421	0.00000	1.59366
78	2010.01.07 21:15	t/p	39	1.00	1.59366	0.00000	1.59366	55.00	12145.00
79	2010.01.07 22:00	sell	40	1.00	1.59385	0.00000	1.59330
80	2010.01.07 22:20	t/p	40	1.00	1.59330	0.00000	1.59330	55.00	12200.00
81	2010.01.07 23:00	sell	41	1.00	1.59292	0.00000	1.59237
82	2010.01.07 23:50	t/p	41	1.00	1.59237	0.00000	1.59237	55.00	12255.00
83	2010.01.08 00:00	sell	42	1.00	1.59249	0.00000	1.59194
84	2010.01.08 03:50	t/p	42	1.00	1.59194	0.00000	1.59194	55.00	12310.00
85	2010.01.08 07:00	buy	43	1.00	1.59361	0.00000	1.59416
86	2010.01.08 07:10	t/p	43	1.00	1.59416	0.00000	1.59416	55.00	12365.00
87	2010.01.08 09:00	sell	44	1.00	1.59700	0.00000	1.59645
88	2010.01.08 09:07	t/p	44	1.00	1.59645	0.00000	1.59645	55.00	12420.00
89	2010.01.08 10:00	sell	45	1.00	1.60151	0.00000	1.60096
90	2010.01.08 11:50	t/p	45	1.00	1.60096	0.00000	1.60096	55.00	12475.00
91	2010.01.08 12:00	sell	46	1.00	1.60151	0.00000	1.60096
92	2010.01.08 12:20	t/p	46	1.00	1.60096	0.00000	1.60096	55.00	12530.00
93	2010.01.08 13:00	sell	47	1.00	1.60075	0.00000	1.60020
94	2010.01.08 13:15	t/p	47	1.00	1.60020	0.00000	1.60020	55.00	12585.00
95	2010.01.08 14:00	sell	48	1.00	1.59787	0.00000	1.59732
96	2010.01.08 14:07	t/p	48	1.00	1.59732	0.00000	1.59732	55.00	12640.00
97	2010.01.08 15:00	sell	49	1.00	1.60904	0.00000	1.60849
98	2010.01.08 15:15	t/p	49	1.00	1.60849	0.00000	1.60849	55.00	12695.00
99	2010.01.08 16:00	sell	50	1.00	1.60299	0.00000	1.60244
100	2010.01.08 16:05	t/p	50	1.00	1.60244	0.00000	1.60244	55.00	12750.00
101	2010.01.11 00:00	sell	51	1.00	1.60579	0.00000	1.60524
102	2010.01.29 15:15	t/p	51	1.00	1.60524	0.00000	1.60524	9.00	12759.00
103	2010.01.29 16:00	buy	52	1.00	1.60487	0.00000	1.60542
104	2010.01.29 16:20	t/p	52	1.00	1.60542	0.00000	1.60542	55.00	12814.00
105	2010.01.29 17:00	buy	53	1.00	1.60265	0.00000	1.60320
106	2010.01.29 17:02	t/p	53	1.00	1.60320	0.00000	1.60320	55.00	12869.00
107	2010.01.29 18:00	buy	54	1.00	1.60082	0.00000	1.60137
108	2010.01.29 18:20	t/p	54	1.00	1.60137	0.00000	1.60137	55.00	12924.00
109	2010.01.29 19:00	buy	55	1.00	1.60134	0.00000	1.60189
110	2010.02.03 07:15	t/p	55	1.00	1.60189	0.00000	1.60189	55.00	12979.00
111	2010.02.03 08:00	sell	56	1.00	1.60249	0.00000	1.60194
112	2010.02.03 10:50	t/p	56	1.00	1.60194	0.00000	1.60194	55.00	13034.00
113	2010.02.03 11:00	sell	57	1.00	1.60251	0.00000	1.60196
114	2010.02.03 11:15	t/p	57	1.00	1.60196	0.00000	1.60196	55.00	13089.00
115	2010.02.03 14:00	buy	58	1.00	1.59652	0.00000	1.59707
116	2010.02.03 16:07	t/p	58	1.00	1.59707	0.00000	1.59707	55.00	13144.00
117	2010.02.03 17:00	buy	59	1.00	1.59368	0.00000	1.59423
118	2010.02.26 22:56	close at stop	59	1.00	1.52354	0.00000	1.59423	-7014.00	6130.00