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		TakeProfit=80; Lots=1; TrailingStop=21; USMA=10; LSMA=8;
Bars in test	1953	Ticks modelled	24825	Modelling quality	n/a
Mismatched charts errors	0
Initial deposit	10000.00
Total net profit	-5741.00	Gross profit	1550.50	Gross loss	-7291.50
Profit factor	0.21	Expected payoff	-273.38
Absolute drawdown	6557.00	Maximal drawdown	8186.50 (70.39%)	Relative drawdown	70.39% (8186.50)
Total trades	21	Short positions (won %)	10 (100.00%)	Long positions (won %)	11 (90.91%)
		Profit trades (% of total)	20 (95.24%)	Loss trades (% of total)	1 (4.76%)
Largest		profit trade	80.30	loss trade	-7291.50
Average		profit trade	77.53	loss trade	-7291.50
Maximum		consecutive wins (profit in money)	20 (1550.50)	consecutive losses (loss in money)	1 (-7291.50)
Maximal		consecutive profit (count of wins)	1550.50 (20)	consecutive loss (count of losses)	-7291.50 (1)
Average		consecutive wins	20	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.01.04 04:00	buy	1	1.00	1.61152	0.00000	1.61232
2	2010.01.04 09:15	t/p	1	1.00	1.61232	0.00000	1.61232	80.00	10080.00
3	2010.01.04 12:00	sell	2	1.00	1.61740	0.00000	1.61660
4	2010.01.04 13:20	t/p	2	1.00	1.61660	0.00000	1.61660	80.00	10160.00
5	2010.01.04 13:20	sell	3	1.00	1.61494	0.00000	1.61414
6	2010.01.04 16:20	t/p	3	1.00	1.61414	0.00000	1.61414	80.00	10240.00
7	2010.01.04 19:00	buy	4	1.00	1.61307	0.00000	1.61387
8	2010.01.05 06:50	t/p	4	1.00	1.61387	0.00000	1.61387	80.10	10320.10
9	2010.01.05 13:00	buy	5	1.00	1.60172	0.00000	1.60252
10	2010.01.05 13:30	t/p	5	1.00	1.60252	0.00000	1.60252	80.00	10400.10
11	2010.01.05 13:30	buy	6	1.00	1.60310	0.00000	1.60390
12	2010.01.05 13:45	t/p	6	1.00	1.60390	0.00000	1.60390	80.00	10480.10
13	2010.01.05 13:45	buy	7	1.00	1.60504	0.00000	1.60584
14	2010.01.05 16:15	t/p	7	1.00	1.60584	0.00000	1.60584	80.00	10560.10
15	2010.01.07 10:00	buy	8	1.00	1.59287	0.00000	1.59367
16	2010.01.07 10:15	t/p	8	1.00	1.59367	0.00000	1.59367	80.00	10640.10
17	2010.01.07 10:15	buy	9	1.00	1.59431	0.00000	1.59511
18	2010.01.07 10:37	t/p	9	1.00	1.59511	0.00000	1.59511	80.00	10720.10
19	2010.01.07 10:37	buy	10	1.00	1.59573	0.00000	1.59653
20	2010.01.08 08:45	t/p	10	1.00	1.59653	0.00000	1.59653	80.10	10800.20
21	2010.01.08 11:00	sell	11	1.00	1.60304	0.00000	1.60224
22	2010.01.08 11:45	t/p	11	1.00	1.60224	0.00000	1.60224	80.00	10880.20
23	2010.01.08 11:45	sell	12	1.00	1.60142	0.00000	1.60062
24	2010.01.08 12:50	t/p	12	1.00	1.60062	0.00000	1.60062	80.00	10960.20
25	2010.01.08 12:50	sell	13	1.00	1.60005	0.00000	1.59925
26	2010.01.08 13:20	t/p	13	1.00	1.59925	0.00000	1.59925	80.00	11040.20
27	2010.01.08 13:20	sell	14	1.00	1.59844	0.00000	1.59764
28	2010.01.08 14:07	t/p	14	1.00	1.59764	0.00000	1.59764	80.00	11120.20
29	2010.01.11 02:00	sell	15	1.00	1.60768	0.00000	1.60688
30	2010.01.11 02:46	t/p	15	1.00	1.60688	0.00000	1.60688	80.00	11200.20
31	2010.01.11 02:46	sell	16	1.00	1.60624	0.00000	1.60544
32	2010.01.29 15:15	t/p	16	1.00	1.60544	0.00000	1.60544	30.00	11230.20
33	2010.01.29 17:00	buy	17	1.00	1.60301	0.00000	1.60381
34	2010.02.03 08:20	t/p	17	1.00	1.60381	0.00000	1.60381	80.30	11310.50
35	2010.02.03 09:00	sell	18	1.00	1.60332	0.00000	1.60252
36	2010.02.03 10:45	t/p	18	1.00	1.60252	0.00000	1.60252	80.00	11390.50
37	2010.02.03 10:45	sell	19	1.00	1.60193	0.00000	1.60113
38	2010.02.03 11:45	t/p	19	1.00	1.60113	0.00000	1.60113	80.00	11470.50
39	2010.02.03 15:00	buy	20	1.00	1.59479	0.00000	1.59559
40	2010.02.03 15:15	t/p	20	1.00	1.59559	0.00000	1.59559	80.00	11550.50
41	2010.02.03 15:15	buy	21	1.00	1.59628	0.00000	1.59708
42	2010.02.26 22:59	close at stop	21	1.00	1.52334	0.00000	1.59708	-7291.50	4259.00