Desynced Forex

MetaTrader Indicators and Expert Advisors Repository

Symbol		EURUSD (Euro vs US Dollar)
Period		1 Hour (H1) 2010.03.01 00:00 - 2010.03.26 21:00 (2010.03.01 - 2010.03.27)
Model		Control points (a very crude method, the results must not be considered)
Parameters		Lots=0.3; Slippage=3; Order_Comment=""EL"; Order_Arrow_Color=Black; PercentMargin=0.005; NOGOVolatility=200; SMALLGOVolatility=100; SSP=34; SSK=29; StopLoss=0;
Bars in test	1474	Ticks modelled	12836	Modelling quality	n/a
Mismatched charts errors	8
Initial deposit	10000.00
Total net profit	-942.01	Gross profit	843.82	Gross loss	-1785.83
Profit factor	0.47	Expected payoff	-25.46
Absolute drawdown	1049.61	Maximal drawdown	1476.17 (14.16%)	Relative drawdown	14.16% (1476.17)
Total trades	37	Short positions (won %)	19 (42.11%)	Long positions (won %)	18 (27.78%)
		Profit trades (% of total)	13 (35.14%)	Loss trades (% of total)	24 (64.86%)
Largest		profit trade	317.32	loss trade	-377.50
Average		profit trade	64.91	loss trade	-74.41
Maximum		consecutive wins (profit in money)	3 (438.22)	consecutive losses (loss in money)	8 (-621.97)
Maximal		consecutive profit (count of wins)	438.22 (3)	consecutive loss (count of losses)	-621.97 (8)
Average		consecutive wins	2	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.03.01 06:00	sell	1	0.20	1.36048	0.00000	0.00000
2	2010.03.01 13:00	close	1	0.20	1.35427	0.00000	0.00000	124.20	10124.20
3	2010.03.01 13:00	buy	2	0.20	1.35427	0.00000	0.00000
4	2010.03.01 15:00	close	2	0.20	1.35314	0.00000	0.00000	-22.60	10101.60
5	2010.03.01 21:00	buy	3	0.30	1.35754	0.00000	0.00000
6	2010.03.01 23:00	close	3	0.30	1.35593	0.00000	0.00000	-48.30	10053.30
7	2010.03.01 23:00	sell	4	0.30	1.35593	0.00000	0.00000
8	2010.03.02 14:00	close	4	0.30	1.35624	0.00000	0.00000	-9.54	10043.76
9	2010.03.02 14:00	buy	5	0.30	1.35624	0.00000	0.00000
10	2010.03.02 15:00	close	5	0.30	1.35869	0.00000	0.00000	73.50	10117.26
11	2010.03.02 16:00	buy	6	0.20	1.35468	0.00000	0.00000
12	2010.03.02 18:00	close	6	0.20	1.35621	0.00000	0.00000	30.60	10147.86
13	2010.03.02 18:00	sell	7	0.20	1.35621	0.00000	0.00000
14	2010.03.04 17:00	close	7	0.20	1.36070	0.00000	0.00000	-90.44	10057.42
15	2010.03.04 17:00	buy	8	0.30	1.36070	0.00000	0.00000
16	2010.03.04 18:00	close	8	0.30	1.35703	0.00000	0.00000	-110.10	9947.32
17	2010.03.04 18:00	sell	9	0.20	1.35703	0.00000	0.00000
18	2010.03.08 00:00	close	9	0.20	1.36431	0.00000	0.00000	-145.92	9801.40
19	2010.03.08 00:00	buy	10	0.30	1.36431	0.00000	0.00000
20	2010.03.08 01:00	close	10	0.30	1.36360	0.00000	0.00000	-21.30	9780.10
21	2010.03.08 01:00	sell	11	0.30	1.36360	0.00000	0.00000
22	2010.03.08 18:00	close	11	0.30	1.36130	0.00000	0.00000	69.00	9849.10
23	2010.03.08 18:00	buy	12	0.30	1.36130	0.00000	0.00000
24	2010.03.08 20:00	close	12	0.30	1.36285	0.00000	0.00000	46.50	9895.60
25	2010.03.09 01:00	sell	13	0.20	1.36186	0.00000	0.00000
26	2010.03.09 03:00	close	13	0.20	1.36176	0.00000	0.00000	2.00	9897.60
27	2010.03.09 03:00	buy	14	0.40	1.36176	0.00000	0.00000
28	2010.03.09 04:00	close	14	0.40	1.36128	0.00000	0.00000	-19.20	9878.40
29	2010.03.09 04:00	sell	15	0.20	1.36128	0.00000	0.00000
30	2010.03.09 05:00	close	15	0.20	1.36324	0.00000	0.00000	-39.20	9839.20
31	2010.03.09 05:00	buy	16	0.30	1.36324	0.00000	0.00000
32	2010.03.09 06:00	close	16	0.30	1.36190	0.00000	0.00000	-40.20	9799.00
33	2010.03.09 07:00	sell	17	0.20	1.36181	0.00000	0.00000
34	2010.03.09 08:00	close	17	0.20	1.36062	0.00000	0.00000	23.80	9822.80
35	2010.03.09 08:00	buy	18	0.30	1.36062	0.00000	0.00000
36	2010.03.10 03:00	close	18	0.30	1.35956	0.00000	0.00000	-32.01	9790.79
37	2010.03.10 03:00	sell	19	0.20	1.35956	0.00000	0.00000
38	2010.03.10 15:00	close	19	0.20	1.36163	0.00000	0.00000	-41.40	9749.39
39	2010.03.10 16:00	sell	20	0.40	1.36144	0.00000	0.00000
40	2010.03.15 11:00	close	20	0.40	1.37081	0.00000	0.00000	-376.40	9372.99
41	2010.03.15 11:00	buy	21	0.30	1.37081	0.00000	0.00000
42	2010.03.15 12:00	close	21	0.30	1.37042	0.00000	0.00000	-11.70	9361.29
43	2010.03.15 12:00	sell	22	0.20	1.37042	0.00000	0.00000
44	2010.03.15 13:00	close	22	0.20	1.37196	0.00000	0.00000	-30.80	9330.49
45	2010.03.15 13:00	buy	23	0.40	1.37196	0.00000	0.00000
46	2010.03.15 14:00	close	23	0.40	1.37173	0.00000	0.00000	-9.20	9321.29
47	2010.03.15 15:00	buy	24	0.30	1.37020	0.00000	0.00000
48	2010.03.15 16:00	close	24	0.30	1.36847	0.00000	0.00000	-51.90	9269.39
49	2010.03.15 16:00	sell	25	0.20	1.36847	0.00000	0.00000
50	2010.03.16 14:00	close	25	0.20	1.37189	0.00000	0.00000	-68.56	9200.83
51	2010.03.16 14:00	buy	26	0.30	1.37189	0.00000	0.00000
52	2010.03.16 19:00	close	26	0.30	1.37270	0.00000	0.00000	24.30	9225.13
53	2010.03.16 19:00	sell	27	0.30	1.37270	0.00000	0.00000
54	2010.03.18 00:00	close	27	0.30	1.37368	0.00000	0.00000	-30.36	9194.77
55	2010.03.18 00:00	buy	28	0.30	1.37368	0.00000	0.00000
56	2010.03.18 01:00	close	28	0.30	1.37367	0.00000	0.00000	-0.30	9194.47
57	2010.03.18 05:00	sell	29	0.20	1.37179	0.00000	0.00000
58	2010.03.23 00:00	close	29	0.20	1.35590	0.00000	0.00000	317.32	9511.79
59	2010.03.23 01:00	sell	30	0.30	1.35667	0.00000	0.00000
60	2010.03.23 02:00	close	30	0.30	1.35474	0.00000	0.00000	57.90	9569.69
61	2010.03.23 04:00	sell	31	0.30	1.35530	0.00000	0.00000
62	2010.03.23 07:00	close	31	0.30	1.35320	0.00000	0.00000	63.00	9632.69
63	2010.03.23 07:00	buy	32	0.20	1.35320	0.00000	0.00000
64	2010.03.23 08:00	close	32	0.20	1.35192	0.00000	0.00000	-25.60	9607.09
65	2010.03.23 08:00	sell	33	0.30	1.35192	0.00000	0.00000
66	2010.03.23 18:00	close	33	0.30	1.35179	0.00000	0.00000	3.90	9610.99
67	2010.03.23 18:00	buy	34	0.20	1.35179	0.00000	0.00000
68	2010.03.26 04:00	close	34	0.20	1.33295	0.00000	0.00000	-377.50	9233.49
69	2010.03.26 04:00	sell	35	0.20	1.33295	0.00000	0.00000
70	2010.03.26 10:00	close	35	0.20	1.33718	0.00000	0.00000	-84.60	9148.89
71	2010.03.26 10:00	buy	36	0.20	1.33718	0.00000	0.00000
72	2010.03.26 11:00	close	36	0.20	1.33757	0.00000	0.00000	7.80	9156.69
73	2010.03.26 11:00	sell	37	0.30	1.33757	0.00000	0.00000
74	2010.03.26 21:57	close at stop	37	0.30	1.34086	0.00000	0.00000	-98.70	9057.99