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		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	-230.38	Gross profit	388.33	Gross loss	-618.71
Profit factor	0.63	Expected payoff	-15.36
Absolute drawdown	482.34	Maximal drawdown	488.74 (4.88%)	Relative drawdown	4.88% (488.74)
Total trades	15	Short positions (won %)	7 (28.57%)	Long positions (won %)	8 (37.50%)
		Profit trades (% of total)	5 (33.33%)	Loss trades (% of total)	10 (66.67%)
Largest		profit trade	136.32	loss trade	-105.70
Average		profit trade	77.67	loss trade	-61.87
Maximum		consecutive wins (profit in money)	2 (167.65)	consecutive losses (loss in money)	4 (-346.06)
Maximal		consecutive profit (count of wins)	167.65 (2)	consecutive loss (count of losses)	-346.06 (4)
Average		consecutive wins	1	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.03.01 00:00	buy	1	0.10	1.36475	0.00000	0.00000
2	2010.03.01 13:00	close	1	0.10	1.35418	0.00000	0.00000	-105.70	9894.30
3	2010.03.01 13:00	sell	2	0.10	1.35418	0.00000	0.00000
4	2010.03.01 20:00	close	2	0.10	1.35825	0.00000	0.00000	-40.70	9853.60
5	2010.03.01 20:00	buy	3	0.10	1.35825	0.00000	0.00000
6	2010.03.02 10:00	close	3	0.10	1.34849	0.00000	0.00000	-97.66	9755.94
7	2010.03.02 10:00	sell	4	0.10	1.34849	0.00000	0.00000
8	2010.03.02 14:00	close	4	0.10	1.35869	0.00000	0.00000	-102.00	9653.94
9	2010.03.02 14:00	buy	5	0.10	1.35869	0.00000	0.00000
10	2010.03.04 08:00	close	5	0.10	1.36539	0.00000	0.00000	66.76	9720.70
11	2010.03.04 08:00	sell	6	0.10	1.36539	0.00000	0.00000
12	2010.03.08 01:00	close	6	0.10	1.36614	0.00000	0.00000	-7.68	9713.02
13	2010.03.08 01:00	buy	7	0.10	1.36614	0.00000	0.00000
14	2010.03.08 18:00	close	7	0.10	1.36121	0.00000	0.00000	-49.30	9663.72
15	2010.03.08 18:00	sell	8	0.10	1.36121	0.00000	0.00000
16	2010.03.10 17:00	close	8	0.10	1.36893	0.00000	0.00000	-77.38	9586.34
17	2010.03.10 17:00	buy	9	0.10	1.36893	0.00000	0.00000
18	2010.03.15 11:00	close	9	0.10	1.37072	0.00000	0.00000	17.60	9603.94
19	2010.03.15 11:00	sell	10	0.10	1.37072	0.00000	0.00000
20	2010.03.16 14:00	close	10	0.10	1.37434	0.00000	0.00000	-36.29	9567.65
21	2010.03.16 14:00	buy	11	0.10	1.37434	0.00000	0.00000
22	2010.03.18 02:00	close	11	0.10	1.37238	0.00000	0.00000	-19.84	9547.81
23	2010.03.18 02:00	sell	12	0.10	1.37238	0.00000	0.00000
24	2010.03.22 18:00	close	12	0.10	1.35873	0.00000	0.00000	136.32	9684.13
25	2010.03.22 18:00	buy	13	0.10	1.35873	0.00000	0.00000
26	2010.03.23 12:00	close	13	0.10	1.35052	0.00000	0.00000	-82.16	9601.97
27	2010.03.23 12:00	sell	14	0.10	1.35052	0.00000	0.00000
28	2010.03.26 07:00	close	14	0.10	1.33724	0.00000	0.00000	132.35	9734.32
29	2010.03.26 07:00	buy	15	0.10	1.33724	0.00000	0.00000
30	2010.03.26 21:57	close at stop	15	0.10	1.34077	0.00000	0.00000	35.30	9769.62