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		CrossSignals1=1; CrossSignals2=1; CrossSignals3=1; KijunSignals=1;
Bars in test	1474	Ticks modelled	12836	Modelling quality	n/a
Mismatched charts errors	8
Initial deposit	10000.00
Total net profit	7749.10	Gross profit	11707.90	Gross loss	-3958.80
Profit factor	2.96	Expected payoff	387.45
Absolute drawdown	3455.10	Maximal drawdown	6255.20 (48.87%)	Relative drawdown	48.87% (6255.20)
Total trades	20	Short positions (won %)	9 (77.78%)	Long positions (won %)	11 (54.55%)
		Profit trades (% of total)	13 (65.00%)	Loss trades (% of total)	7 (35.00%)
Largest		profit trade	1000.00	loss trade	-987.00
Average		profit trade	900.61	loss trade	-565.54
Maximum		consecutive wins (profit in money)	7 (6371.80)	consecutive losses (loss in money)	2 (-1844.80)
Maximal		consecutive profit (count of wins)	6371.80 (7)	consecutive loss (count of losses)	-1844.80 (2)
Average		consecutive wins	3	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.03.01 11:00	buy	1	1.00	1.36399	0.00000	1.37399
2	2010.03.01 13:00	sell	2	1.00	1.35418	0.00000	1.34418
3	2010.03.01 13:00	close	1	1.00	1.35418	0.00000	1.37399	-981.00	9019.00
4	2010.03.02 02:00	sell	3	1.00	1.35340	0.00000	1.34340
5	2010.03.02 10:20	t/p	2	1.00	1.34418	0.00000	1.34418	999.20	10018.20
6	2010.03.02 20:00	buy	4	1.00	1.36163	0.00000	1.37163
7	2010.03.03 17:15	t/p	4	1.00	1.37163	0.00000	1.37163	999.30	11017.50
8	2010.03.04 13:00	sell	5	1.00	1.36788	0.00000	1.35788
9	2010.03.04 17:45	t/p	5	1.00	1.35788	0.00000	1.35788	1000.00	12017.50
10	2010.03.08 01:00	buy	6	1.00	1.36381	0.00000	1.37381
11	2010.03.08 22:00	sell	7	1.00	1.36307	0.00000	1.35307
12	2010.03.08 22:00	close	6	1.00	1.36307	0.00000	1.37381	-74.00	11943.50
13	2010.03.10 01:00	buy	8	1.00	1.36077	0.00000	1.37077
14	2010.03.10 10:00	sell	9	1.00	1.35689	0.00000	1.34689
15	2010.03.10 10:00	close	8	1.00	1.35689	0.00000	1.37077	-388.00	11555.50
16	2010.03.10 13:00	buy	10	1.00	1.36169	0.00000	1.37169
17	2010.03.10 18:00	close	10	1.00	1.36569	0.00000	1.37169	400.00	11955.50
18	2010.03.10 19:00	buy	11	1.00	1.36506	0.00000	1.37506
19	2010.03.11 18:00	buy	12	1.00	1.36742	0.00000	1.37742
20	2010.03.12 10:45	t/p	11	1.00	1.37506	0.00000	1.37506	997.20	12952.70
21	2010.03.12 11:15	t/p	12	1.00	1.37742	0.00000	1.37742	999.30	13952.00
22	2010.03.15 11:00	sell	13	1.00	1.37072	0.00000	1.36072
23	2010.03.16 13:00	buy	14	1.00	1.37160	0.00000	1.38160
24	2010.03.17 08:20	t/p	14	1.00	1.38160	0.00000	1.38160	999.30	14951.30
25	2010.03.18 16:40	t/p	13	1.00	1.36072	0.00000	1.36072	996.00	15947.30
26	2010.03.19 14:50	t/p	7	1.00	1.35307	0.00000	1.35307	989.60	16936.90
27	2010.03.22 14:02	t/p	9	1.00	1.34689	0.00000	1.34689	990.40	17927.30
28	2010.03.23 00:00	buy	15	1.00	1.35602	0.00000	1.36602
29	2010.03.23 02:00	close	15	1.00	1.35465	0.00000	1.36602	-137.00	17790.30
30	2010.03.23 17:00	sell	16	1.00	1.35337	0.00000	1.34337
31	2010.03.24 06:15	t/p	3	1.00	1.34340	0.00000	1.34340	982.40	18772.70
32	2010.03.24 06:15	t/p	16	1.00	1.34337	0.00000	1.34337	999.20	19771.90
33	2010.03.25 15:00	sell	17	1.00	1.33250	0.00000	1.32250
34	2010.03.25 16:00	buy	18	1.00	1.33580	0.00000	1.34580
35	2010.03.25 19:00	close	18	1.00	1.33046	0.00000	1.34580	-534.00	19237.90
36	2010.03.26 03:00	sell	19	1.00	1.33120	0.00000	1.32120
37	2010.03.26 10:00	buy	20	1.00	1.33730	0.00000	1.34730
38	2010.03.26 21:59	close at stop	20	1.00	1.34086	0.00000	1.34730	356.00	19593.90
39	2010.03.26 21:59	close at stop	19	1.00	1.34107	0.00000	1.32120	-987.00	18606.90
40	2010.03.26 21:59	close at stop	17	1.00	1.34107	0.00000	1.32250	-857.80	17749.10