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		Confirm=1; length1=3; length2=10; length3=16; lots=0.1; TakeProfit=0; StopLoss=0; UseTrail=false; TrailingAct=10; TrailingStep=40; UseADX=false; ADXthresh=30; UseTimeFilter=false; BeginHour=8; EndHour=18; Reverse=false;
Bars in test	1474	Ticks modelled	12836	Modelling quality	n/a
Mismatched charts errors	8
Initial deposit	10000.00
Total net profit	192.83	Gross profit	506.65	Gross loss	-313.82
Profit factor	1.61	Expected payoff	13.77
Absolute drawdown	57.08	Maximal drawdown	347.92 (3.38%)	Relative drawdown	3.38% (347.92)
Total trades	14	Short positions (won %)	7 (57.14%)	Long positions (won %)	7 (57.14%)
		Profit trades (% of total)	8 (57.14%)	Loss trades (% of total)	6 (42.86%)
Largest		profit trade	163.48	loss trade	-243.42
Average		profit trade	63.33	loss trade	-52.30
Maximum		consecutive wins (profit in money)	2 (188.51)	consecutive losses (loss in money)	2 (-52.40)
Maximal		consecutive profit (count of wins)	188.51 (2)	consecutive loss (count of losses)	-243.42 (1)
Average		consecutive wins	2	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.03.01 13:00	sell	1	0.10	1.35418	0.00000	0.00000
2	2010.03.02 16:00	close	1	0.10	1.35464	0.00000	0.00000	-4.68	9995.32
3	2010.03.02 16:02	buy	2	0.10	1.35500	0.00000	0.00000
4	2010.03.04 10:00	close	2	0.10	1.36659	0.00000	0.00000	115.62	10110.94
5	2010.03.04 10:02	sell	3	0.10	1.36663	0.00000	0.00000
6	2010.03.04 16:00	close	3	0.10	1.36373	0.00000	0.00000	29.00	10139.94
7	2010.03.04 16:02	buy	4	0.10	1.36406	0.00000	0.00000
8	2010.03.08 20:00	close	4	0.10	1.36285	0.00000	0.00000	-12.24	10127.70
9	2010.03.08 20:02	sell	5	0.10	1.36247	0.00000	0.00000
10	2010.03.10 06:00	close	5	0.10	1.36003	0.00000	0.00000	24.24	10151.94
11	2010.03.10 06:02	buy	6	0.10	1.36009	0.00000	0.00000
12	2010.03.10 08:00	close	6	0.10	1.35823	0.00000	0.00000	-18.60	10133.34
13	2010.03.10 08:02	sell	7	0.10	1.35821	0.00000	0.00000
14	2010.03.10 15:00	close	7	0.10	1.36159	0.00000	0.00000	-33.80	10099.54
15	2010.03.10 15:02	buy	8	0.10	1.36084	0.00000	0.00000
16	2010.03.15 11:00	close	8	0.10	1.37072	0.00000	0.00000	98.45	10197.99
17	2010.03.15 11:03	sell	9	0.10	1.37134	0.00000	0.00000
18	2010.03.16 13:00	close	9	0.10	1.37144	0.00000	0.00000	-1.08	10196.91
19	2010.03.16 13:02	buy	10	0.10	1.37187	0.00000	0.00000
20	2010.03.17 18:00	close	10	0.10	1.37622	0.00000	0.00000	43.43	10240.34
21	2010.03.17 18:02	sell	11	0.10	1.37599	0.00000	0.00000
22	2010.03.17 20:00	close	11	0.10	1.37525	0.00000	0.00000	7.40	10247.74
23	2010.03.17 20:02	buy	12	0.10	1.37533	0.00000	0.00000
24	2010.03.23 09:00	close	12	0.10	1.35103	0.00000	0.00000	-243.42	10004.32
25	2010.03.23 09:02	sell	13	0.10	1.35073	0.00000	0.00000
26	2010.03.25 17:00	close	13	0.10	1.33435	0.00000	0.00000	163.48	10167.80
27	2010.03.25 17:02	buy	14	0.10	1.33826	0.00000	0.00000
28	2010.03.26 21:57	close at stop	14	0.10	1.34077	0.00000	0.00000	25.03	10192.83