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=0.1; MaximumRisk=0.02; DecreaseFactor=3; MovingPeriod=12; MovingShift=6; PeriodWATR=10; Kwatr=1; highlow=0; cbars=1000; from=0; maP=50; lots=0.1; SMAspread=0; StopLoss=0; Slippage=4;
Bars in test	1474	Ticks modelled	12836	Modelling quality	n/a
Mismatched charts errors	8
Initial deposit	10000.00
Total net profit	292.61	Gross profit	671.33	Gross loss	-378.72
Profit factor	1.77	Expected payoff	18.29
Absolute drawdown	112.70	Maximal drawdown	276.96 (2.68%)	Relative drawdown	2.68% (276.96)
Total trades	16	Short positions (won %)	9 (33.33%)	Long positions (won %)	7 (42.86%)
		Profit trades (% of total)	6 (37.50%)	Loss trades (% of total)	10 (62.50%)
Largest		profit trade	184.18	loss trade	-63.20
Average		profit trade	111.89	loss trade	-37.87
Maximum		consecutive wins (profit in money)	3 (256.55)	consecutive losses (loss in money)	3 (-101.16)
Maximal		consecutive profit (count of wins)	256.55 (3)	consecutive loss (count of losses)	-114.56 (2)
Average		consecutive wins	2	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.03.01 05:00	buy	1	0.20	1.36123	0.00000	0.00000
2	2010.03.01 12:00	close	1	0.20	1.35939	0.00000	0.00000	-36.80	9963.20
3	2010.03.02 04:00	buy	2	0.20	1.35397	0.00000	0.00000
4	2010.03.02 05:00	close	2	0.20	1.35258	0.00000	0.00000	-27.80	9935.40
5	2010.03.02 14:00	buy	3	0.10	1.35622	0.00000	0.00000
6	2010.03.03 14:00	close	3	0.10	1.36222	0.00000	0.00000	59.93	9995.33
7	2010.03.03 15:00	buy	4	0.20	1.36556	0.00000	0.00000
8	2010.03.04 05:00	close	4	0.20	1.36831	0.00000	0.00000	54.58	10049.91
9	2010.03.04 15:00	sell	5	0.20	1.36799	0.00000	0.00000
10	2010.03.05 17:00	close	5	0.20	1.36088	0.00000	0.00000	142.04	10191.95
11	2010.03.08 14:00	buy	6	0.20	1.36676	0.00000	0.00000
12	2010.03.08 17:00	close	6	0.20	1.36529	0.00000	0.00000	-29.40	10162.55
13	2010.03.09 21:00	sell	7	0.20	1.35895	0.00000	0.00000
14	2010.03.10 13:00	close	7	0.20	1.36155	0.00000	0.00000	-52.16	10110.39
15	2010.03.11 10:00	buy	8	0.10	1.36556	0.00000	0.00000
16	2010.03.11 16:00	close	8	0.10	1.36360	0.00000	0.00000	-19.60	10090.79
17	2010.03.11 17:00	buy	9	0.10	1.36737	0.00000	0.00000
18	2010.03.15 02:00	close	9	0.10	1.37500	0.00000	0.00000	76.16	10166.95
19	2010.03.16 09:00	sell	10	0.20	1.36632	0.00000	0.00000
20	2010.03.16 10:00	close	10	0.20	1.36785	0.00000	0.00000	-30.60	10136.35
21	2010.03.19 06:00	sell	11	0.20	1.36197	0.00000	0.00000
22	2010.03.22 10:00	close	11	0.20	1.35424	0.00000	0.00000	154.44	10290.79
23	2010.03.22 11:00	sell	12	0.20	1.35150	0.00000	0.00000
24	2010.03.22 12:00	close	12	0.20	1.35284	0.00000	0.00000	-26.80	10263.99
25	2010.03.22 13:00	sell	13	0.20	1.35032	0.00000	0.00000
26	2010.03.22 16:00	close	13	0.20	1.35237	0.00000	0.00000	-41.00	10222.99
27	2010.03.23 18:00	sell	14	0.10	1.35170	0.00000	0.00000
28	2010.03.25 10:00	close	14	0.10	1.33325	0.00000	0.00000	184.18	10407.17
29	2010.03.25 15:00	sell	15	0.20	1.33250	0.00000	0.00000
30	2010.03.25 16:00	close	15	0.20	1.33566	0.00000	0.00000	-63.20	10343.97
31	2010.03.25 19:00	sell	16	0.20	1.33046	0.00000	0.00000
32	2010.03.26 04:00	close	16	0.20	1.33302	0.00000	0.00000	-51.36	10292.61