Desynced Forex

MetaTrader Indicators and Expert Advisors Repository

Symbol		EURUSD (Euro vs US Dollar)
Period		1 Hour (H1) 2009.11.02 00:00 - 2009.11.27 22:00 (2009.11.01 - 2009.11.30)
Model		Every tick (the most precise method based on all available least timeframes)
Parameters		Lots=0.1; MaximumRisk=0.02; DecreaseFactor=3; MovingPeriod=12; MovingShift=6;
Bars in test	1478	Ticks modelled	734909	Modelling quality	n/a
Mismatched charts errors	378
Initial deposit	10000.00
Total net profit	6.06	Gross profit	614.06	Gross loss	-608.00
Profit factor	1.01	Expected payoff	0.30
Absolute drawdown	192.44	Maximal drawdown	533.36 (5.16%)	Relative drawdown	5.16% (533.36)
Total trades	20	Short positions (won %)	10 (30.00%)	Long positions (won %)	10 (20.00%)
		Profit trades (% of total)	5 (25.00%)	Loss trades (% of total)	15 (75.00%)
Largest		profit trade	294.10	loss trade	-69.40
Average		profit trade	122.81	loss trade	-40.53
Maximum		consecutive wins (profit in money)	1 (294.10)	consecutive losses (loss in money)	8 (-296.52)
Maximal		consecutive profit (count of wins)	294.10 (1)	consecutive loss (count of losses)	-296.52 (8)
Average		consecutive wins	1	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.11.03 02:00	buy	1	0.20	1.47985	0.00000	0.00000
2	2009.11.03 09:00	close	1	0.20	1.47638	0.00000	0.00000	-69.40	9930.60
3	2009.11.03 22:00	buy	2	0.20	1.47122	0.00000	0.00000
4	2009.11.06 03:00	close	2	0.20	1.48593	0.00000	0.00000	294.10	10224.70
5	2009.11.06 04:00	buy	3	0.20	1.48714	0.00000	0.00000
6	2009.11.06 14:00	close	3	0.20	1.48697	0.00000	0.00000	-3.40	10221.30
7	2009.11.06 16:00	buy	4	0.20	1.48927	0.00000	0.00000
8	2009.11.06 17:00	close	4	0.20	1.48706	0.00000	0.00000	-44.20	10177.10
9	2009.11.09 02:00	buy	5	0.10	1.48955	0.00000	0.00000
10	2009.11.10 02:00	close	5	0.10	1.49877	0.00000	0.00000	92.19	10269.29
11	2009.11.10 08:00	buy	6	0.20	1.50007	0.00000	0.00000
12	2009.11.10 09:00	close	6	0.20	1.49709	0.00000	0.00000	-59.60	10209.69
13	2009.11.10 11:00	buy	7	0.20	1.50002	0.00000	0.00000
14	2009.11.10 14:00	close	7	0.20	1.49724	0.00000	0.00000	-55.60	10154.09
15	2009.11.10 23:00	buy	8	0.10	1.49934	0.00000	0.00000
16	2009.11.11 08:00	close	8	0.10	1.49755	0.00000	0.00000	-17.91	10136.18
17	2009.11.11 09:00	buy	9	0.10	1.50093	0.00000	0.00000
18	2009.11.11 17:00	close	9	0.10	1.49879	0.00000	0.00000	-21.40	10114.78
19	2009.11.12 02:00	buy	10	0.10	1.50116	0.00000	0.00000
20	2009.11.12 09:00	close	10	0.10	1.49627	0.00000	0.00000	-48.90	10065.88
21	2009.11.13 16:00	sell	11	0.10	1.48271	0.00000	0.00000
22	2009.11.13 17:00	close	11	0.10	1.48877	0.00000	0.00000	-60.60	10005.28
23	2009.11.16 19:00	sell	12	0.10	1.49560	0.00000	0.00000
24	2009.11.16 20:00	close	12	0.10	1.49740	0.00000	0.00000	-18.00	9987.28
25	2009.11.16 23:00	sell	13	0.10	1.49696	0.00000	0.00000
26	2009.11.17 01:00	close	13	0.10	1.49841	0.00000	0.00000	-14.51	9972.77
27	2009.11.17 03:00	sell	14	0.10	1.49620	0.00000	0.00000
28	2009.11.18 02:00	close	14	0.10	1.48880	0.00000	0.00000	73.99	10046.76
29	2009.11.18 03:00	sell	15	0.20	1.48715	0.00000	0.00000
30	2009.11.19 18:00	close	15	0.20	1.49056	0.00000	0.00000	-68.26	9978.50
31	2009.11.20 04:00	sell	16	0.20	1.48864	0.00000	0.00000
32	2009.11.20 05:00	close	16	0.20	1.49161	0.00000	0.00000	-59.40	9919.10
33	2009.11.20 10:00	sell	17	0.10	1.49010	0.00000	0.00000
34	2009.11.23 01:00	close	17	0.10	1.48694	0.00000	0.00000	31.59	9950.69
35	2009.11.23 23:01	sell	18	0.20	1.49607	0.00000	0.00000
36	2009.11.24 14:00	close	18	0.20	1.49792	0.00000	0.00000	-37.02	9913.67
37	2009.11.24 18:00	sell	19	0.20	1.49354	0.00000	0.00000
38	2009.11.24 19:00	close	19	0.20	1.49503	0.00000	0.00000	-29.80	9883.87
39	2009.11.26 07:00	sell	20	0.10	1.51005	0.00000	0.00000
40	2009.11.27 17:00	close	20	0.10	1.49783	0.00000	0.00000	122.19	10006.06