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		ExtDepth=17; ExtDeviation=7; ExtBackstep=5; Lot=0.1;
Bars in test	1953	Ticks modelled	24825	Modelling quality	n/a
Mismatched charts errors	1
Initial deposit	10000.00
Total net profit	60.61	Gross profit	1423.80	Gross loss	-1363.19
Profit factor	1.04	Expected payoff	1.48
Absolute drawdown	380.59	Maximal drawdown	484.06 (4.73%)	Relative drawdown	4.73% (484.06)
Total trades	41	Short positions (won %)	21 (42.86%)	Long positions (won %)	20 (30.00%)
		Profit trades (% of total)	15 (36.59%)	Loss trades (% of total)	26 (63.41%)
Largest		profit trade	317.55	loss trade	-101.89
Average		profit trade	94.92	loss trade	-52.43
Maximum		consecutive wins (profit in money)	3 (344.41)	consecutive losses (loss in money)	5 (-268.48)
Maximal		consecutive profit (count of wins)	344.41 (3)	consecutive loss (count of losses)	-268.48 (5)
Average		consecutive wins	2	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.01.04 05:00	sell	1	0.10	1.60863	0.00000	0.00000
2	2010.01.04 12:00	close	1	0.10	1.61796	0.00000	0.00000	-93.30	9906.70
3	2010.01.04 12:00	buy	2	0.10	1.61796	0.00000	0.00000
4	2010.01.05 03:00	close	2	0.10	1.60777	0.00000	0.00000	-101.89	9804.81
5	2010.01.05 03:00	sell	3	0.10	1.60777	0.00000	0.00000
6	2010.01.06 10:00	close	3	0.10	1.60461	0.00000	0.00000	31.35	9836.16
7	2010.01.06 10:00	buy	4	0.10	1.60461	0.00000	0.00000
8	2010.01.06 16:00	close	4	0.10	1.59468	0.00000	0.00000	-99.30	9736.86
9	2010.01.06 16:00	sell	5	0.10	1.59468	0.00000	0.00000
10	2010.01.08 08:00	close	5	0.10	1.59393	0.00000	0.00000	6.50	9743.36
11	2010.01.08 08:00	buy	6	0.10	1.59393	0.00000	0.00000
12	2010.01.12 02:00	close	6	0.10	1.60848	0.00000	0.00000	145.52	9888.88
13	2010.01.12 02:00	sell	7	0.10	1.60848	0.00000	0.00000
14	2010.01.12 12:00	close	7	0.10	1.61512	0.00000	0.00000	-66.40	9822.48
15	2010.01.12 12:00	buy	8	0.10	1.61512	0.00000	0.00000
16	2010.01.14 13:00	close	8	0.10	1.62695	0.00000	0.00000	118.34	9940.82
17	2010.01.14 13:00	sell	9	0.10	1.62695	0.00000	0.00000
18	2010.01.14 15:00	close	9	0.10	1.63165	0.00000	0.00000	-47.00	9893.82
19	2010.01.14 15:00	buy	10	0.10	1.63165	0.00000	0.00000
20	2010.01.15 12:00	close	10	0.10	1.62857	0.00000	0.00000	-30.79	9863.03
21	2010.01.15 12:00	sell	11	0.10	1.62857	0.00000	0.00000
22	2010.01.18 09:00	close	11	0.10	1.63283	0.00000	0.00000	-42.85	9820.18
23	2010.01.18 09:00	buy	12	0.10	1.63283	0.00000	0.00000
24	2010.01.19 14:00	close	12	0.10	1.63330	0.00000	0.00000	4.71	9824.89
25	2010.01.19 14:00	sell	13	0.10	1.63330	0.00000	0.00000
26	2010.01.22 08:00	close	13	0.10	1.62276	0.00000	0.00000	104.15	9929.04
27	2010.01.22 08:00	buy	14	0.10	1.62276	0.00000	0.00000
28	2010.01.22 13:00	close	14	0.10	1.61762	0.00000	0.00000	-51.40	9877.64
29	2010.01.22 13:00	sell	15	0.10	1.61762	0.00000	0.00000
30	2010.01.25 10:00	close	15	0.10	1.61673	0.00000	0.00000	8.65	9886.29
31	2010.01.25 10:00	buy	16	0.10	1.61673	0.00000	0.00000
32	2010.01.26 11:00	close	16	0.10	1.61371	0.00000	0.00000	-30.19	9856.10
33	2010.01.26 11:00	sell	17	0.10	1.61371	0.00000	0.00000
34	2010.01.27 11:00	close	17	0.10	1.61914	0.00000	0.00000	-54.55	9801.55
35	2010.01.27 11:00	buy	18	0.10	1.61914	0.00000	0.00000
36	2010.01.28 17:00	close	18	0.10	1.61352	0.00000	0.00000	-56.17	9745.38
37	2010.01.28 17:00	sell	19	0.10	1.61352	0.00000	0.00000
38	2010.01.29 10:00	close	19	0.10	1.61765	0.00000	0.00000	-41.55	9703.83
39	2010.01.29 10:00	buy	20	0.10	1.61765	0.00000	0.00000
40	2010.01.29 14:00	close	20	0.10	1.61102	0.00000	0.00000	-66.30	9637.53
41	2010.01.29 14:00	sell	21	0.10	1.61102	0.00000	0.00000
42	2010.02.01 00:00	close	21	0.10	1.59500	0.00000	0.00000	159.95	9797.48
43	2010.02.01 00:00	buy	22	0.10	1.59500	0.00000	0.00000
44	2010.02.01 00:02	close	22	0.10	1.59389	0.00000	0.00000	-11.10	9786.38
45	2010.02.01 00:02	sell	23	0.10	1.59389	0.00000	0.00000
46	2010.02.02 05:00	close	23	0.10	1.59375	0.00000	0.00000	1.15	9787.53
47	2010.02.02 05:00	buy	24	0.10	1.59375	0.00000	0.00000
48	2010.02.03 14:00	close	24	0.10	1.59632	0.00000	0.00000	25.71	9813.24
49	2010.02.03 14:00	sell	25	0.10	1.59632	0.00000	0.00000
50	2010.02.08 17:00	close	25	0.10	1.56444	0.00000	0.00000	317.55	10130.79
51	2010.02.08 17:00	buy	26	0.10	1.56444	0.00000	0.00000
52	2010.02.09 13:00	close	26	0.10	1.55776	0.00000	0.00000	-66.79	10064.00
53	2010.02.09 13:00	sell	27	0.10	1.55776	0.00000	0.00000
54	2010.02.09 17:00	close	27	0.10	1.56136	0.00000	0.00000	-36.00	10028.00
55	2010.02.09 17:00	buy	28	0.10	1.56136	0.00000	0.00000
56	2010.02.10 14:00	close	28	0.10	1.56204	0.00000	0.00000	6.81	10034.81
57	2010.02.10 14:00	sell	29	0.10	1.56204	0.00000	0.00000
58	2010.02.11 18:00	close	29	0.10	1.56773	0.00000	0.00000	-57.65	9977.16
59	2010.02.11 18:00	buy	30	0.10	1.56773	0.00000	0.00000
60	2010.02.12 11:00	close	30	0.10	1.56542	0.00000	0.00000	-23.09	9954.07
61	2010.02.12 11:00	sell	31	0.10	1.56542	0.00000	0.00000
62	2010.02.15 14:00	close	31	0.10	1.56935	0.00000	0.00000	-39.55	9914.52
63	2010.02.15 14:00	buy	32	0.10	1.56935	0.00000	0.00000
64	2010.02.16 16:00	close	32	0.10	1.56412	0.00000	0.00000	-52.29	9862.23
65	2010.02.16 16:00	sell	33	0.10	1.56412	0.00000	0.00000
66	2010.02.16 18:00	close	33	0.10	1.57371	0.00000	0.00000	-95.90	9766.33
67	2010.02.16 18:00	buy	34	0.10	1.57371	0.00000	0.00000
68	2010.02.17 11:00	close	34	0.10	1.57708	0.00000	0.00000	33.71	9800.04
69	2010.02.17 11:00	sell	35	0.10	1.57708	0.00000	0.00000
70	2010.02.19 20:00	close	35	0.10	1.54620	0.00000	0.00000	307.80	10107.84
71	2010.02.19 20:00	buy	36	0.10	1.54620	0.00000	0.00000
72	2010.02.23 12:00	close	36	0.10	1.54125	0.00000	0.00000	-49.48	10058.36
73	2010.02.23 12:00	sell	37	0.10	1.54125	0.00000	0.00000
74	2010.02.24 12:00	close	37	0.10	1.54598	0.00000	0.00000	-47.55	10010.81
75	2010.02.24 12:00	buy	38	0.10	1.54598	0.00000	0.00000
76	2010.02.24 15:00	close	38	0.10	1.54131	0.00000	0.00000	-46.70	9964.11
77	2010.02.24 15:00	sell	39	0.10	1.54131	0.00000	0.00000
78	2010.02.26 11:00	close	39	0.10	1.52602	0.00000	0.00000	151.90	10116.01
79	2010.02.26 11:00	buy	40	0.10	1.52602	0.00000	0.00000
80	2010.02.26 13:00	close	40	0.10	1.52219	0.00000	0.00000	-38.30	10077.71
81	2010.02.26 13:00	sell	41	0.10	1.52219	0.00000	0.00000
82	2010.02.26 22:59	close at stop	41	0.10	1.52390	0.00000	0.00000	-17.10	10060.61