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		TakeProfit=150; StopLoss=100; TrailingStop=100; SmartClose=false; current=0; Kperiod1=5; Kperiod2=125; Kperiod3=14; Dperiod=3; slowing=3; Sto5Buy=20; Sto5Sell=80; Sto125Buy=50; Sto125Sell=50; CloseBuy=80; CloseSell=20; MoneyManagment=false; Risk=5; Lots=1; MaxTrades=1; UseHourTrade=false; FromHourTrade=0; ToHourTrade=0; Magic=0;
Bars in test	1474	Ticks modelled	12836	Modelling quality	n/a
Mismatched charts errors	8
Initial deposit	10000.00
Total net profit	-1602.00	Gross profit	1200.00	Gross loss	-2802.00
Profit factor	0.43	Expected payoff	-36.41
Absolute drawdown	1602.00	Maximal drawdown	1782.00 (17.50%)	Relative drawdown	17.50% (1782.00)
Total trades	44	Short positions (won %)	27 (29.63%)	Long positions (won %)	17 (41.18%)
		Profit trades (% of total)	15 (34.09%)	Loss trades (% of total)	29 (65.91%)
Largest		profit trade	150.00	loss trade	-101.00
Average		profit trade	80.00	loss trade	-96.62
Maximum		consecutive wins (profit in money)	3 (150.00)	consecutive losses (loss in money)	5 (-501.00)
Maximal		consecutive profit (count of wins)	150.00 (3)	consecutive loss (count of losses)	-501.00 (5)
Average		consecutive wins	2	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.03.01 23:00	sell	1	1.00	1.35593	1.35693	1.35443
2	2010.03.01 23:20	s/l	1	1.00	1.35693	1.35693	1.35443	-100.00	9900.00
3	2010.03.01 23:20	sell	2	1.00	1.35706	1.35806	1.35556
4	2010.03.01 23:32	modify	2	1.00	1.35706	1.35706	1.35556
5	2010.03.02 00:32	s/l	2	1.00	1.35706	1.35706	1.35556	-1.00	9899.00
6	2010.03.02 16:00	sell	3	1.00	1.35459	1.35559	1.35309
7	2010.03.02 16:15	t/p	3	1.00	1.35309	1.35559	1.35309	150.00	10049.00
8	2010.03.02 16:15	sell	4	1.00	1.35282	1.35382	1.35132
9	2010.03.02 16:20	modify	4	1.00	1.35282	1.35282	1.35132
10	2010.03.02 16:27	s/l	4	1.00	1.35282	1.35282	1.35132	0.00	10049.00
11	2010.03.02 16:27	sell	5	1.00	1.35282	1.35382	1.35132
12	2010.03.02 16:37	modify	5	1.00	1.35282	1.35282	1.35132
13	2010.03.02 16:40	s/l	5	1.00	1.35282	1.35282	1.35132	0.00	10049.00
14	2010.03.02 16:40	sell	6	1.00	1.35433	1.35533	1.35283
15	2010.03.02 16:45	s/l	6	1.00	1.35533	1.35533	1.35283	-100.00	9949.00
16	2010.03.04 00:15	buy	7	1.00	1.37053	1.36953	1.37203
17	2010.03.04 01:15	s/l	7	1.00	1.36953	1.36953	1.37203	-100.00	9849.00
18	2010.03.04 01:15	buy	8	1.00	1.36943	1.36843	1.37093
19	2010.03.04 02:20	modify	8	1.00	1.36943	1.36943	1.37093
20	2010.03.04 03:15	t/p	8	1.00	1.37093	1.36943	1.37093	150.00	9999.00
21	2010.03.04 06:50	buy	9	1.00	1.36817	1.36717	1.36967
22	2010.03.04 07:26	s/l	9	1.00	1.36717	1.36717	1.36967	-100.00	9899.00
23	2010.03.04 08:15	buy	10	1.00	1.36651	1.36551	1.36801
24	2010.03.04 08:40	s/l	10	1.00	1.36551	1.36551	1.36801	-100.00	9799.00
25	2010.03.04 09:20	buy	11	1.00	1.36613	1.36513	1.36763
26	2010.03.04 09:27	s/l	11	1.00	1.36513	1.36513	1.36763	-100.00	9699.00
27	2010.03.04 09:40	buy	12	1.00	1.36586	1.36486	1.36736
28	2010.03.04 09:50	modify	12	1.00	1.36586	1.36586	1.36736
29	2010.03.04 10:15	s/l	12	1.00	1.36586	1.36586	1.36736	0.00	9699.00
30	2010.03.08 13:10	buy	13	1.00	1.36556	1.36456	1.36706
31	2010.03.08 13:20	modify	13	1.00	1.36556	1.36556	1.36706
32	2010.03.08 13:32	s/l	13	1.00	1.36556	1.36556	1.36706	0.00	9699.00
33	2010.03.08 13:32	buy	14	1.00	1.36563	1.36463	1.36713
34	2010.03.08 13:50	modify	14	1.00	1.36563	1.36563	1.36713
35	2010.03.08 14:20	s/l	14	1.00	1.36563	1.36563	1.36713	0.00	9699.00
36	2010.03.09 21:00	sell	15	1.00	1.35895	1.35995	1.35745
37	2010.03.09 21:45	s/l	15	1.00	1.35995	1.35995	1.35745	-100.00	9599.00
38	2010.03.09 21:45	sell	16	1.00	1.35993	1.36093	1.35843
39	2010.03.10 00:45	s/l	16	1.00	1.36093	1.36093	1.35843	-101.00	9498.00
40	2010.03.10 15:02	sell	17	1.00	1.36079	1.36179	1.35929
41	2010.03.10 15:15	s/l	17	1.00	1.36179	1.36179	1.35929	-100.00	9398.00
42	2010.03.10 15:45	sell	18	1.00	1.36189	1.36289	1.36039
43	2010.03.10 16:15	s/l	18	1.00	1.36289	1.36289	1.36039	-100.00	9298.00
44	2010.03.11 03:00	buy	19	1.00	1.36419	1.36319	1.36569
45	2010.03.11 03:20	s/l	19	1.00	1.36319	1.36319	1.36569	-100.00	9198.00
46	2010.03.11 03:27	buy	20	1.00	1.36370	1.36270	1.36520
47	2010.03.11 03:50	modify	20	1.00	1.36370	1.36370	1.36520
48	2010.03.11 04:20	s/l	20	1.00	1.36370	1.36370	1.36520	0.00	9198.00
49	2010.03.15 06:00	buy	21	1.00	1.37370	1.37270	1.37520
50	2010.03.15 07:59	t/p	21	1.00	1.37520	1.37270	1.37520	150.00	9348.00
51	2010.03.15 13:00	buy	22	1.00	1.37197	1.37097	1.37347
52	2010.03.15 13:20	s/l	22	1.00	1.37097	1.37097	1.37347	-100.00	9248.00
53	2010.03.15 13:45	buy	23	1.00	1.37156	1.37056	1.37306
54	2010.03.15 14:20	s/l	23	1.00	1.37056	1.37056	1.37306	-100.00	9148.00
55	2010.03.17 16:00	buy	24	1.00	1.37502	1.37402	1.37652
56	2010.03.17 16:15	s/l	24	1.00	1.37402	1.37402	1.37652	-100.00	9048.00
57	2010.03.17 16:40	buy	25	1.00	1.37367	1.37267	1.37517
58	2010.03.17 16:50	modify	25	1.00	1.37367	1.37367	1.37517
59	2010.03.17 17:15	t/p	25	1.00	1.37517	1.37367	1.37517	150.00	9198.00
60	2010.03.18 01:00	buy	26	1.00	1.37377	1.37277	1.37527
61	2010.03.18 01:33	s/l	26	1.00	1.37277	1.37277	1.37527	-100.00	9098.00
62	2010.03.18 01:59	buy	27	1.00	1.37240	1.37140	1.37390
63	2010.03.18 02:20	s/l	27	1.00	1.37140	1.37140	1.37390	-100.00	8998.00
64	2010.03.19 04:02	sell	28	1.00	1.36177	1.36277	1.36027
65	2010.03.19 07:32	t/p	28	1.00	1.36027	1.36277	1.36027	150.00	9148.00
66	2010.03.19 07:32	sell	29	1.00	1.36002	1.36102	1.35852
67	2010.03.19 07:45	s/l	29	1.00	1.36102	1.36102	1.35852	-100.00	9048.00
68	2010.03.19 07:45	sell	30	1.00	1.36125	1.36225	1.35975
69	2010.03.19 08:32	s/l	30	1.00	1.36225	1.36225	1.35975	-100.00	8948.00
70	2010.03.22 20:00	sell	31	1.00	1.35426	1.35526	1.35276
71	2010.03.22 20:16	s/l	31	1.00	1.35526	1.35526	1.35276	-100.00	8848.00
72	2010.03.22 20:20	sell	32	1.00	1.35512	1.35612	1.35362
73	2010.03.22 22:40	s/l	32	1.00	1.35612	1.35612	1.35362	-100.00	8748.00
74	2010.03.23 01:05	sell	33	1.00	1.35654	1.35754	1.35504
75	2010.03.23 01:40	modify	33	1.00	1.35654	1.35654	1.35504
76	2010.03.23 01:50	t/p	33	1.00	1.35504	1.35654	1.35504	150.00	8898.00
77	2010.03.23 01:50	sell	34	1.00	1.35440	1.35540	1.35290
78	2010.03.23 02:50	s/l	34	1.00	1.35540	1.35540	1.35290	-100.00	8798.00
79	2010.03.25 12:50	sell	35	1.00	1.33520	1.33620	1.33370
80	2010.03.25 13:20	modify	35	1.00	1.33520	1.33520	1.33370
81	2010.03.25 13:45	s/l	35	1.00	1.33520	1.33520	1.33370	0.00	8798.00
82	2010.03.25 14:00	sell	36	1.00	1.33530	1.33630	1.33380
83	2010.03.25 14:07	s/l	36	1.00	1.33630	1.33630	1.33380	-100.00	8698.00
84	2010.03.25 14:07	sell	37	1.00	1.33633	1.33733	1.33483
85	2010.03.25 14:15	modify	37	1.00	1.33633	1.33633	1.33483
86	2010.03.25 14:20	t/p	37	1.00	1.33483	1.33633	1.33483	150.00	8848.00
87	2010.03.25 14:20	sell	38	1.00	1.33385	1.33485	1.33235
88	2010.03.25 14:27	s/l	38	1.00	1.33485	1.33485	1.33235	-100.00	8748.00
89	2010.03.25 14:27	sell	39	1.00	1.33475	1.33575	1.33325
90	2010.03.25 14:45	modify	39	1.00	1.33475	1.33475	1.33325
91	2010.03.25 14:50	t/p	39	1.00	1.33325	1.33475	1.33325	150.00	8898.00
92	2010.03.25 14:50	sell	40	1.00	1.33240	1.33340	1.33090
93	2010.03.25 15:02	s/l	40	1.00	1.33340	1.33340	1.33090	-100.00	8798.00
94	2010.03.26 03:00	sell	41	1.00	1.33120	1.33220	1.32970
95	2010.03.26 03:20	s/l	41	1.00	1.33220	1.33220	1.32970	-100.00	8698.00
96	2010.03.26 07:20	sell	42	1.00	1.33360	1.33460	1.33210
97	2010.03.26 07:32	s/l	42	1.00	1.33460	1.33460	1.33210	-100.00	8598.00
98	2010.03.26 07:50	sell	43	1.00	1.33359	1.33459	1.33209
99	2010.03.26 08:02	s/l	43	1.00	1.33459	1.33459	1.33209	-100.00	8498.00
100	2010.03.26 11:50	sell	44	1.00	1.33726	1.33826	1.33576
101	2010.03.26 12:10	s/l	44	1.00	1.33826	1.33826	1.33576	-100.00	8398.00