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		mTimeFrame=3; mPeriod=9; cRisk=10; lTakeProfit=10; sTakeProfit=10; lTrailingStop=30; sTrailingStop=30; cFRI=6; cSL_P=21; ÄÎÕÎÄ_ÏÈÏÑ=2; iTF_ôðàêòàëû=30; iTF_EMA=0; Slippage=4; Lots=0.1;
Bars in test	1953	Ticks modelled	24825	Modelling quality	n/a
Mismatched charts errors	0
Initial deposit	10000.00
Total net profit	-2260.41	Gross profit	271.55	Gross loss	-2531.96
Profit factor	0.11	Expected payoff	-53.82
Absolute drawdown	2511.21	Maximal drawdown	2787.16 (27.12%)	Relative drawdown	27.12% (2787.16)
Total trades	42	Short positions (won %)	24 (95.83%)	Long positions (won %)	18 (83.33%)
		Profit trades (% of total)	38 (90.48%)	Loss trades (% of total)	4 (9.52%)
Largest		profit trade	20.10	loss trade	-843.42
Average		profit trade	7.15	loss trade	-632.99
Maximum		consecutive wins (profit in money)	38 (271.55)	consecutive losses (loss in money)	4 (-2531.96)
Maximal		consecutive profit (count of wins)	271.55 (38)	consecutive loss (count of losses)	-2531.96 (4)
Average		consecutive wins	38	consecutive losses	4

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.01.04 09:30	sell	1	0.10	1.61271	0.00000	0.00000
2	2010.01.04 09:30	sell	2	0.10	1.61271	0.00000	0.00000
3	2010.01.04 09:30	sell	3	0.10	1.61271	0.00000	0.00000
4	2010.01.04 16:50	close	1	0.10	1.61161	0.00000	0.00000	11.00	10011.00
5	2010.01.04 16:50	close	3	0.10	1.61161	0.00000	0.00000	11.00	10022.00
6	2010.01.04 16:52	close	2	0.10	1.61217	0.00000	0.00000	5.40	10027.40
7	2010.01.05 00:20	sell	4	0.10	1.61102	0.00000	0.00000
8	2010.01.05 00:20	sell	5	0.10	1.61102	0.00000	0.00000
9	2010.01.05 00:20	sell	6	0.10	1.61102	0.00000	0.00000
10	2010.01.05 00:22	close	4	0.10	1.61072	0.00000	0.00000	3.00	10030.40
11	2010.01.05 00:22	close	6	0.10	1.61072	0.00000	0.00000	3.00	10033.40
12	2010.01.05 00:27	close	5	0.10	1.61024	0.00000	0.00000	7.80	10041.20
13	2010.01.05 00:45	sell	7	0.10	1.61088	0.00000	0.00000
14	2010.01.05 00:45	sell	8	0.10	1.61088	0.00000	0.00000
15	2010.01.05 00:45	sell	9	0.10	1.61088	0.00000	0.00000
16	2010.01.05 01:50	close	7	0.10	1.61030	0.00000	0.00000	5.80	10047.00
17	2010.01.05 01:50	close	9	0.10	1.61030	0.00000	0.00000	5.80	10052.80
18	2010.01.05 01:55	close	8	0.10	1.61050	0.00000	0.00000	3.80	10056.60
19	2010.01.05 01:57	sell	10	0.10	1.61092	0.00000	0.00000
20	2010.01.05 01:57	sell	11	0.10	1.61092	0.00000	0.00000
21	2010.01.05 01:57	sell	12	0.10	1.61092	0.00000	0.00000
22	2010.01.05 01:59	close	10	0.10	1.61051	0.00000	0.00000	4.10	10060.70
23	2010.01.05 01:59	close	12	0.10	1.61051	0.00000	0.00000	4.10	10064.80
24	2010.01.05 02:00	close	11	0.10	1.61055	0.00000	0.00000	3.70	10068.50
25	2010.01.05 02:07	sell	13	0.10	1.61038	0.00000	0.00000
26	2010.01.05 02:07	sell	14	0.10	1.61038	0.00000	0.00000
27	2010.01.05 02:07	sell	15	0.10	1.61038	0.00000	0.00000
28	2010.01.05 02:10	close	13	0.10	1.60916	0.00000	0.00000	12.20	10080.70
29	2010.01.05 02:10	close	15	0.10	1.60916	0.00000	0.00000	12.20	10092.90
30	2010.01.05 02:12	close	14	0.10	1.60951	0.00000	0.00000	8.70	10101.60
31	2010.01.05 05:00	buy	16	0.10	1.60879	0.00000	0.00000
32	2010.01.05 05:00	buy	17	0.10	1.60879	0.00000	0.00000
33	2010.01.05 05:00	buy	18	0.10	1.60879	0.00000	0.00000
34	2010.01.05 05:10	close	16	0.10	1.60933	0.00000	0.00000	5.40	10107.00
35	2010.01.05 05:10	close	18	0.10	1.60933	0.00000	0.00000	5.40	10112.40
36	2010.01.05 05:12	close	17	0.10	1.60916	0.00000	0.00000	3.70	10116.10
37	2010.01.05 06:30	buy	19	0.10	1.60929	0.00000	0.00000
38	2010.01.05 06:30	buy	20	0.10	1.60929	0.00000	0.00000
39	2010.01.05 06:30	buy	21	0.10	1.60929	0.00000	0.00000
40	2010.01.05 06:32	close	19	0.10	1.60953	0.00000	0.00000	2.40	10118.50
41	2010.01.05 06:32	close	21	0.10	1.60953	0.00000	0.00000	2.40	10120.90
42	2010.01.05 06:35	close	20	0.10	1.60997	0.00000	0.00000	6.80	10127.70
43	2010.01.05 06:37	buy	22	0.10	1.60927	0.00000	0.00000
44	2010.01.05 06:37	buy	23	0.10	1.60927	0.00000	0.00000
45	2010.01.05 06:37	buy	24	0.10	1.60927	0.00000	0.00000
46	2010.01.05 06:40	close	22	0.10	1.61128	0.00000	0.00000	20.10	10147.80
47	2010.01.05 06:40	close	24	0.10	1.61128	0.00000	0.00000	20.10	10167.90
48	2010.01.05 06:42	close	23	0.10	1.61084	0.00000	0.00000	15.70	10183.60
49	2010.01.05 09:00	buy	25	0.10	1.61011	0.00000	0.00000
50	2010.01.05 09:00	buy	26	0.10	1.61011	0.00000	0.00000
51	2010.01.05 09:00	buy	27	0.10	1.61011	0.00000	0.00000
52	2010.01.05 09:07	close	25	0.10	1.61033	0.00000	0.00000	2.20	10185.80
53	2010.01.05 09:07	close	27	0.10	1.61033	0.00000	0.00000	2.20	10188.00
54	2010.01.08 14:50	close	26	0.10	1.61098	0.00000	0.00000	8.75	10196.75
55	2010.01.08 16:15	buy	28	0.10	1.59976	0.00000	0.00000
56	2010.01.08 16:15	buy	29	0.10	1.59976	0.00000	0.00000
57	2010.01.08 16:15	buy	30	0.10	1.59976	0.00000	0.00000
58	2010.01.08 16:17	close	28	0.10	1.60008	0.00000	0.00000	3.20	10199.95
59	2010.01.08 16:17	close	30	0.10	1.60008	0.00000	0.00000	3.20	10203.15
60	2010.01.08 18:15	close	29	0.10	1.60057	0.00000	0.00000	8.10	10211.25
61	2010.01.11 01:00	sell	31	0.10	1.60867	0.00000	0.00000
62	2010.01.11 01:00	sell	32	0.10	1.60867	0.00000	0.00000
63	2010.01.11 01:00	sell	33	0.10	1.60867	0.00000	0.00000
64	2010.01.11 01:20	close	31	0.10	1.60783	0.00000	0.00000	8.40	10219.65
65	2010.01.11 01:20	close	33	0.10	1.60783	0.00000	0.00000	8.40	10228.05
66	2010.01.11 01:22	close	32	0.10	1.60830	0.00000	0.00000	3.70	10231.75
67	2010.01.11 01:25	sell	34	0.10	1.60789	0.00000	0.00000
68	2010.01.11 01:25	sell	35	0.10	1.60789	0.00000	0.00000
69	2010.01.11 01:25	sell	36	0.10	1.60789	0.00000	0.00000
70	2010.01.11 02:02	close	34	0.10	1.60679	0.00000	0.00000	11.00	10242.75
71	2010.01.11 02:02	close	36	0.10	1.60679	0.00000	0.00000	11.00	10253.75
72	2010.01.11 02:05	close	35	0.10	1.60699	0.00000	0.00000	9.00	10262.75
73	2010.01.11 02:07	sell	37	0.10	1.60642	0.00000	0.00000
74	2010.01.11 02:07	sell	38	0.10	1.60642	0.00000	0.00000
75	2010.01.11 02:07	sell	39	0.10	1.60642	0.00000	0.00000
76	2010.01.29 14:50	close	37	0.10	1.60548	0.00000	0.00000	4.40	10267.15
77	2010.01.29 14:50	close	39	0.10	1.60548	0.00000	0.00000	4.40	10271.55
78	2010.01.29 14:55	close	38	0.10	1.60609	0.00000	0.00000	-1.70	10269.85
79	2010.01.29 14:57	buy	40	0.10	1.60791	0.00000	0.00000
80	2010.01.29 14:57	buy	41	0.10	1.60791	0.00000	0.00000
81	2010.01.29 14:57	buy	42	0.10	1.60791	0.00000	0.00000
82	2010.02.26 22:56	close at stop	42	0.10	1.52354	0.00000	0.00000	-843.42	9426.43
83	2010.02.26 22:56	close at stop	41	0.10	1.52354	0.00000	0.00000	-843.42	8583.01
84	2010.02.26 22:56	close at stop	40	0.10	1.52354	0.00000	0.00000	-843.42	7739.59