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		Lots=1; MaximumRisk=0.053; DecreaseFactor=5000; Stop=1; MAPeriod=11; Lm=0.14; Lb=0.86;
Bars in test	1953	Ticks modelled	24825	Modelling quality	n/a
Mismatched charts errors	0
Initial deposit	10000.00
Total net profit	-2596.45	Gross profit	2072.20	Gross loss	-4668.65
Profit factor	0.44	Expected payoff	-34.16
Absolute drawdown	3502.55	Maximal drawdown	3927.15 (37.67%)	Relative drawdown	37.67% (3927.15)
Total trades	76	Short positions (won %)	37 (91.89%)	Long positions (won %)	39 (94.87%)
		Profit trades (% of total)	71 (93.42%)	Loss trades (% of total)	5 (6.58%)
Largest		profit trade	239.80	loss trade	-1794.65
Average		profit trade	29.19	loss trade	-933.73
Maximum		consecutive wins (profit in money)	22 (554.00)	consecutive losses (loss in money)	1 (-1794.65)
Maximal		consecutive profit (count of wins)	592.10 (17)	consecutive loss (count of losses)	-1794.65 (1)
Average		consecutive wins	12	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.01.04 14:10	sell	1	1.10	1.61512	0.00000	0.00000
2	2010.01.04 14:32	close	1	1.10	1.61495	0.00000	0.00000	18.70	10018.70
3	2010.01.04 14:40	sell	2	1.10	1.61572	0.00000	0.00000
4	2010.01.04 16:20	close	2	1.10	1.61354	0.00000	0.00000	239.80	10258.50
5	2010.01.05 01:50	buy	3	1.10	1.61068	0.00000	0.00000
6	2010.01.05 01:57	close	3	1.10	1.61092	0.00000	0.00000	26.40	10284.90
7	2010.01.05 01:59	buy	4	1.10	1.61089	0.00000	0.00000
8	2010.01.05 05:32	close	4	1.10	1.61124	0.00000	0.00000	38.50	10323.40
9	2010.01.06 12:27	sell	5	1.10	1.60023	0.00000	0.00000
10	2010.01.06 12:40	close	5	1.10	1.60006	0.00000	0.00000	18.70	10342.10
11	2010.01.07 04:50	sell	6	1.10	1.60148	0.00000	0.00000
12	2010.01.07 05:02	close	6	1.10	1.60146	0.00000	0.00000	2.20	10344.30
13	2010.01.07 22:22	sell	7	1.10	1.59302	0.00000	0.00000
14	2010.01.07 23:40	close	7	1.10	1.59301	0.00000	0.00000	1.10	10345.40
15	2010.01.08 03:02	sell	8	1.10	1.59359	0.00000	0.00000
16	2010.01.08 03:15	close	8	1.10	1.59344	0.00000	0.00000	16.50	10361.90
17	2010.01.08 05:07	buy	9	1.10	1.59362	0.00000	0.00000
18	2010.01.08 05:10	close	9	1.10	1.59379	0.00000	0.00000	18.70	10380.60
19	2010.01.08 07:02	sell	10	1.10	1.59358	0.00000	0.00000
20	2010.01.08 07:50	close	10	1.10	1.59318	0.00000	0.00000	44.00	10424.60
21	2010.01.08 08:10	sell	11	1.10	1.59410	0.00000	0.00000
22	2010.01.11 21:00	close	11	1.10	1.61039	0.00000	0.00000	-1794.65	8629.95
23	2010.01.12 10:35	sell	12	1.00	1.61013	0.00000	0.00000
24	2010.01.12 10:37	close	12	1.00	1.60986	0.00000	0.00000	27.00	8656.95
25	2010.01.13 03:00	buy	13	1.00	1.61665	0.00000	0.00000
26	2010.01.13 04:50	close	13	1.00	1.61693	0.00000	0.00000	28.00	8684.95
27	2010.01.14 10:45	buy	14	1.00	1.62892	0.00000	0.00000
28	2010.01.14 11:02	close	14	1.00	1.62894	0.00000	0.00000	2.00	8686.95
29	2010.01.15 05:03	buy	15	1.00	1.63234	0.00000	0.00000
30	2010.01.15 05:13	close	15	1.00	1.63238	0.00000	0.00000	4.00	8690.95
31	2010.01.15 09:45	sell	16	1.00	1.63322	0.00000	0.00000
32	2010.01.15 10:10	close	16	1.00	1.63299	0.00000	0.00000	23.00	8713.95
33	2010.01.15 14:05	buy	17	1.00	1.63190	0.00000	0.00000
34	2010.01.15 14:37	close	17	1.00	1.63195	0.00000	0.00000	5.00	8718.95
35	2010.01.15 14:40	buy	18	1.00	1.63127	0.00000	0.00000
36	2010.01.18 03:00	close	18	1.00	1.62705	0.00000	0.00000	-421.90	8297.05
37	2010.01.18 19:37	buy	19	1.00	1.63328	0.00000	0.00000
38	2010.01.18 19:40	close	19	1.00	1.63332	0.00000	0.00000	4.00	8301.05
39	2010.01.18 22:45	sell	20	1.00	1.63366	0.00000	0.00000
40	2010.01.19 13:15	close	20	1.00	1.63301	0.00000	0.00000	62.50	8363.55
41	2010.01.19 16:15	buy	21	1.00	1.63758	0.00000	0.00000
42	2010.01.19 16:45	close	21	1.00	1.63791	0.00000	0.00000	33.00	8396.55
43	2010.01.19 16:59	buy	22	1.00	1.63765	0.00000	0.00000
44	2010.01.19 18:20	close	22	1.00	1.63789	0.00000	0.00000	24.00	8420.55
45	2010.01.19 21:45	sell	23	1.00	1.63771	0.00000	0.00000
46	2010.01.19 22:16	close	23	1.00	1.63737	0.00000	0.00000	34.00	8454.55
47	2010.01.20 16:40	buy	24	1.00	1.62805	0.00000	0.00000
48	2010.01.20 17:10	close	24	1.00	1.62821	0.00000	0.00000	16.00	8470.55
49	2010.01.20 20:12	sell	25	1.00	1.62833	0.00000	0.00000
50	2010.01.20 20:32	close	25	1.00	1.62831	0.00000	0.00000	2.00	8472.55
51	2010.01.21 02:15	sell	26	1.00	1.62895	0.00000	0.00000
52	2010.01.21 02:45	close	26	1.00	1.62885	0.00000	0.00000	10.00	8482.55
53	2010.01.21 21:22	sell	27	1.00	1.61969	0.00000	0.00000
54	2010.01.21 22:20	close	27	1.00	1.61964	0.00000	0.00000	5.00	8487.55
55	2010.01.21 22:32	sell	28	1.00	1.61996	0.00000	0.00000
56	2010.01.21 22:50	close	28	1.00	1.61967	0.00000	0.00000	29.00	8516.55
57	2010.01.22 11:10	sell	29	1.00	1.62295	0.00000	0.00000
58	2010.01.22 12:15	close	29	1.00	1.62206	0.00000	0.00000	89.00	8605.55
59	2010.01.25 14:20	sell	30	1.00	1.61434	0.00000	0.00000
60	2010.01.25 14:27	close	30	1.00	1.61425	0.00000	0.00000	9.00	8614.55
61	2010.01.25 14:40	sell	31	1.00	1.61441	0.00000	0.00000
62	2010.01.26 07:00	close	31	1.00	1.62111	0.00000	0.00000	-672.50	7942.05
63	2010.01.26 08:15	buy	32	1.00	1.62358	0.00000	0.00000
64	2010.01.26 09:15	close	32	1.00	1.62383	0.00000	0.00000	25.00	7967.05
65	2010.01.26 22:50	sell	33	1.00	1.61466	0.00000	0.00000
66	2010.01.26 23:02	close	33	1.00	1.61463	0.00000	0.00000	3.00	7970.05
67	2010.01.27 17:15	sell	34	1.00	1.61950	0.00000	0.00000
68	2010.01.27 18:20	close	34	1.00	1.61910	0.00000	0.00000	40.00	8010.05
69	2010.01.28 00:00	buy	35	1.00	1.61832	0.00000	0.00000
70	2010.01.28 03:40	close	35	1.00	1.61856	0.00000	0.00000	24.00	8034.05
71	2010.01.28 07:15	sell	36	1.00	1.61907	0.00000	0.00000
72	2010.01.28 07:37	close	36	1.00	1.61894	0.00000	0.00000	13.00	8047.05
73	2010.01.29 08:15	buy	37	1.00	1.61339	0.00000	0.00000
74	2010.01.29 08:45	close	37	1.00	1.61341	0.00000	0.00000	2.00	8049.05
75	2010.02.02 07:32	buy	38	1.00	1.59510	0.00000	0.00000
76	2010.02.02 07:45	close	38	1.00	1.59545	0.00000	0.00000	35.00	8084.05
77	2010.02.02 08:10	buy	39	1.00	1.59500	0.00000	0.00000
78	2010.02.02 08:40	close	39	1.00	1.59532	0.00000	0.00000	32.00	8116.05
79	2010.02.02 13:07	buy	40	1.00	1.59409	0.00000	0.00000
80	2010.02.02 13:10	close	40	1.00	1.59413	0.00000	0.00000	4.00	8120.05
81	2010.02.02 13:50	buy	41	1.00	1.59399	0.00000	0.00000
82	2010.02.02 14:10	close	41	1.00	1.59433	0.00000	0.00000	34.00	8154.05
83	2010.02.02 14:45	buy	42	1.00	1.59393	0.00000	0.00000
84	2010.02.02 14:59	close	42	1.00	1.59420	0.00000	0.00000	27.00	8181.05
85	2010.02.08 10:45	buy	43	1.00	1.55936	0.00000	0.00000
86	2010.02.08 13:59	close	43	1.00	1.56028	0.00000	0.00000	92.00	8273.05
87	2010.02.09 03:50	buy	44	1.00	1.56009	0.00000	0.00000
88	2010.02.09 04:46	close	44	1.00	1.56018	0.00000	0.00000	9.00	8282.05
89	2010.02.09 17:40	sell	45	1.00	1.56298	0.00000	0.00000
90	2010.02.09 17:42	close	45	1.00	1.56266	0.00000	0.00000	32.00	8314.05
91	2010.02.10 08:00	buy	46	1.00	1.56882	0.00000	0.00000
92	2010.02.10 08:02	close	46	1.00	1.56923	0.00000	0.00000	41.00	8355.05
93	2010.02.10 08:15	buy	47	1.00	1.56856	0.00000	0.00000
94	2010.02.10 08:37	close	47	1.00	1.56860	0.00000	0.00000	4.00	8359.05
95	2010.02.10 08:40	buy	48	1.00	1.56818	0.00000	0.00000
96	2010.02.10 09:46	close	48	1.00	1.56861	0.00000	0.00000	43.00	8402.05
97	2010.02.11 08:02	sell	49	1.00	1.56354	0.00000	0.00000
98	2010.02.11 08:10	close	49	1.00	1.56352	0.00000	0.00000	2.00	8404.05
99	2010.02.11 08:12	sell	50	1.00	1.56315	0.00000	0.00000
100	2010.02.11 08:15	close	50	1.00	1.56293	0.00000	0.00000	22.00	8426.05
101	2010.02.12 16:15	buy	51	1.00	1.56458	0.00000	0.00000
102	2010.02.12 16:50	close	51	1.00	1.56489	0.00000	0.00000	31.00	8457.05
103	2010.02.12 16:52	buy	52	1.00	1.56511	0.00000	0.00000
104	2010.02.12 17:20	close	52	1.00	1.56548	0.00000	0.00000	37.00	8494.05
105	2010.02.15 00:03	sell	53	1.00	1.56590	0.00000	0.00000
106	2010.02.15 00:10	close	53	1.00	1.56588	0.00000	0.00000	2.00	8496.05
107	2010.02.15 00:26	sell	54	1.00	1.56584	0.00000	0.00000
108	2010.02.15 05:13	close	54	1.00	1.56682	0.00000	0.00000	-98.00	8398.05
109	2010.02.15 05:16	buy	55	1.00	1.56692	0.00000	0.00000
110	2010.02.15 09:20	close	55	1.00	1.56759	0.00000	0.00000	67.00	8465.05
111	2010.02.15 15:37	sell	56	1.00	1.56748	0.00000	0.00000
112	2010.02.15 15:40	close	56	1.00	1.56736	0.00000	0.00000	12.00	8477.05
113	2010.02.15 20:15	buy	57	1.00	1.56712	0.00000	0.00000
114	2010.02.16 02:15	close	57	1.00	1.56762	0.00000	0.00000	50.10	8527.15
115	2010.02.16 11:15	sell	58	1.00	1.56976	0.00000	0.00000
116	2010.02.16 11:45	close	58	1.00	1.56956	0.00000	0.00000	20.00	8547.15
117	2010.02.17 06:20	buy	59	1.00	1.57764	0.00000	0.00000
118	2010.02.17 06:32	close	59	1.00	1.57781	0.00000	0.00000	17.00	8564.15
119	2010.02.17 06:50	buy	60	1.00	1.57753	0.00000	0.00000
120	2010.02.17 07:20	close	60	1.00	1.57763	0.00000	0.00000	10.00	8574.15
121	2010.02.17 07:35	buy	61	1.00	1.57791	0.00000	0.00000
122	2010.02.17 08:40	close	61	1.00	1.57819	0.00000	0.00000	28.00	8602.15
123	2010.02.17 11:50	sell	62	1.00	1.57788	0.00000	0.00000
124	2010.02.17 11:57	close	62	1.00	1.57774	0.00000	0.00000	14.00	8616.15
125	2010.02.22 11:10	buy	63	1.00	1.54763	0.00000	0.00000
126	2010.02.22 12:45	close	63	1.00	1.54793	0.00000	0.00000	30.00	8646.15
127	2010.02.22 12:59	buy	64	1.00	1.54764	0.00000	0.00000
128	2010.02.22 13:02	close	64	1.00	1.54831	0.00000	0.00000	67.00	8713.15
129	2010.02.22 13:15	buy	65	1.00	1.54724	0.00000	0.00000
130	2010.02.22 13:50	close	65	1.00	1.54768	0.00000	0.00000	44.00	8757.15
131	2010.02.22 18:27	sell	66	1.00	1.54759	0.00000	0.00000
132	2010.02.22 18:50	close	66	1.00	1.54735	0.00000	0.00000	24.00	8781.15
133	2010.02.22 19:07	sell	67	1.00	1.54775	0.00000	0.00000
134	2010.02.22 19:10	close	67	1.00	1.54770	0.00000	0.00000	5.00	8786.15
135	2010.02.22 19:50	sell	68	1.00	1.54775	0.00000	0.00000
136	2010.02.22 19:59	close	68	1.00	1.54751	0.00000	0.00000	24.00	8810.15
137	2010.02.24 11:15	buy	69	1.00	1.54457	0.00000	0.00000
138	2010.02.24 11:33	close	69	1.00	1.54536	0.00000	0.00000	79.00	8889.15
139	2010.02.24 12:15	buy	70	1.00	1.54469	0.00000	0.00000
140	2010.02.24 12:45	close	70	1.00	1.54489	0.00000	0.00000	20.00	8909.15
141	2010.02.24 16:15	buy	71	1.00	1.54309	0.00000	0.00000
142	2010.02.24 16:40	close	71	1.00	1.54390	0.00000	0.00000	81.00	8990.15
143	2010.02.24 17:15	buy	72	1.00	1.54384	0.00000	0.00000
144	2010.02.26 04:20	close	72	1.00	1.52702	0.00000	0.00000	-1681.60	7308.55
145	2010.02.26 04:40	sell	73	1.00	1.52698	0.00000	0.00000
146	2010.02.26 07:50	close	73	1.00	1.52664	0.00000	0.00000	34.00	7342.55
147	2010.02.26 08:02	sell	74	1.00	1.52727	0.00000	0.00000
148	2010.02.26 08:10	close	74	1.00	1.52716	0.00000	0.00000	11.00	7353.55
149	2010.02.26 08:12	sell	75	1.00	1.52682	0.00000	0.00000
150	2010.02.26 08:15	close	75	1.00	1.52648	0.00000	0.00000	34.00	7387.55
151	2010.02.26 08:32	sell	76	1.00	1.52687	0.00000	0.00000
152	2010.02.26 08:40	close	76	1.00	1.52671	0.00000	0.00000	16.00	7403.55