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		MovingPeriod=23; Magic_¹=1; MaximumRisk=0.05; Lots=0.1; DecreaseFactor=0;
Bars in test	1953	Ticks modelled	24825	Modelling quality	n/a
Mismatched charts errors	0
Initial deposit	10000.00
Total net profit	1537.20	Gross profit	5174.40	Gross loss	-3637.20
Profit factor	1.42	Expected payoff	76.86
Absolute drawdown	625.50	Maximal drawdown	2923.40 (23.77%)	Relative drawdown	23.77% (2923.40)
Total trades	20	Short positions (won %)	10 (60.00%)	Long positions (won %)	10 (20.00%)
		Profit trades (% of total)	8 (40.00%)	Loss trades (% of total)	12 (60.00%)
Largest		profit trade	1126.60	loss trade	-675.60
Average		profit trade	646.80	loss trade	-303.10
Maximum		consecutive wins (profit in money)	3 (889.00)	consecutive losses (loss in money)	5 (-1910.20)
Maximal		consecutive profit (count of wins)	1126.60 (1)	consecutive loss (count of losses)	-1910.20 (5)
Average		consecutive wins	1	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.01.04 00:00	buy	1	0.50	1.61237	0.00000	0.00000
2	2010.01.05 07:00	close	1	0.50	1.61321	0.00000	0.00000	42.00	10042.00
3	2010.01.05 09:00	sell	2	0.50	1.60993	0.00000	0.00000
4	2010.01.08 15:00	close	2	0.50	1.60920	0.00000	0.00000	30.50	10072.50
5	2010.01.08 15:02	buy	3	0.50	1.60949	0.00000	0.00000
6	2010.01.15 21:00	close	3	0.50	1.62582	0.00000	0.00000	816.50	10889.00
7	2010.01.15 21:02	sell	4	0.50	1.62676	0.00000	0.00000
8	2010.01.18 15:00	close	4	0.50	1.63072	0.00000	0.00000	-199.20	10689.80
9	2010.01.18 16:00	buy	5	0.50	1.63188	0.00000	0.00000
10	2010.01.20 06:00	close	5	0.50	1.63136	0.00000	0.00000	-26.00	10663.80
11	2010.01.20 06:02	sell	6	0.50	1.63152	0.00000	0.00000
12	2010.01.25 22:00	close	6	0.50	1.62413	0.00000	0.00000	363.50	11027.30
13	2010.01.25 22:02	buy	7	0.60	1.62351	0.00000	0.00000
14	2010.01.26 19:00	close	7	0.60	1.61530	0.00000	0.00000	-492.60	10534.70
15	2010.01.26 19:02	sell	8	0.50	1.61521	0.00000	0.00000
16	2010.01.27 19:00	close	8	0.50	1.61825	0.00000	0.00000	-153.20	10381.50
17	2010.01.27 19:02	buy	9	0.50	1.61916	0.00000	0.00000
18	2010.01.29 03:00	close	9	0.50	1.61421	0.00000	0.00000	-247.50	10134.00
19	2010.01.29 03:02	sell	10	0.50	1.61465	0.00000	0.00000
20	2010.02.03 01:00	close	10	0.50	1.59896	0.00000	0.00000	780.90	10914.90
21	2010.02.03 01:02	buy	11	0.50	1.59854	0.00000	0.00000
22	2010.02.04 00:00	close	11	0.50	1.59006	0.00000	0.00000	-424.00	10490.90
23	2010.02.04 00:02	sell	12	0.50	1.58984	0.00000	0.00000
24	2010.02.09 21:00	close	12	0.50	1.56880	0.00000	0.00000	1048.40	11539.30
25	2010.02.09 21:03	buy	13	0.60	1.56960	0.00000	0.00000
26	2010.02.10 22:00	close	13	0.60	1.55834	0.00000	0.00000	-675.60	10863.70
27	2010.02.10 22:03	sell	14	0.50	1.55790	0.00000	0.00000
28	2010.02.11 23:00	close	14	0.50	1.57028	0.00000	0.00000	-622.60	10241.10
29	2010.02.11 23:02	buy	15	0.50	1.57033	0.00000	0.00000
30	2010.02.15 00:00	close	15	0.50	1.56667	0.00000	0.00000	-183.00	10058.10
31	2010.02.15 02:00	sell	16	0.50	1.56624	0.00000	0.00000
32	2010.02.15 13:00	close	16	0.50	1.57064	0.00000	0.00000	-220.00	9838.10
33	2010.02.15 13:02	buy	17	0.50	1.57198	0.00000	0.00000
34	2010.02.18 01:00	close	17	0.50	1.56780	0.00000	0.00000	-209.00	9629.10
35	2010.02.18 01:02	sell	18	0.50	1.56853	0.00000	0.00000
36	2010.02.22 12:00	close	18	0.50	1.54595	0.00000	0.00000	1126.60	10755.70
37	2010.02.22 13:00	buy	19	0.50	1.54724	0.00000	0.00000
38	2010.02.23 20:00	close	19	0.50	1.54355	0.00000	0.00000	-184.50	10571.20
39	2010.02.23 20:02	sell	20	0.50	1.54314	0.00000	0.00000
40	2010.02.26 22:56	close at stop	20	0.50	1.52370	0.00000	0.00000	966.00	11537.20