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		ExtDepth=17; ExtDeviation=7; ExtBackstep=5; Lot=0.1;
Bars in test	1474	Ticks modelled	12836	Modelling quality	n/a
Mismatched charts errors	8
Initial deposit	10000.00
Total net profit	408.96	Gross profit	745.75	Gross loss	-336.79
Profit factor	2.21	Expected payoff	22.72
Absolute drawdown	80.18	Maximal drawdown	241.08 (2.28%)	Relative drawdown	2.28% (241.08)
Total trades	18	Short positions (won %)	9 (55.56%)	Long positions (won %)	9 (66.67%)
		Profit trades (% of total)	11 (61.11%)	Loss trades (% of total)	7 (38.89%)
Largest		profit trade	192.70	loss trade	-73.28
Average		profit trade	67.80	loss trade	-48.11
Maximum		consecutive wins (profit in money)	4 (419.40)	consecutive losses (loss in money)	2 (-131.98)
Maximal		consecutive profit (count of wins)	419.40 (4)	consecutive loss (count of losses)	-131.98 (2)
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	2010.03.01 16:00	close	1	0.10	1.35079	0.00000	0.00000	33.90	10033.90
3	2010.03.01 16:00	buy	2	0.10	1.35079	0.00000	0.00000
4	2010.03.01 16:02	close	2	0.10	1.35289	0.00000	0.00000	21.00	10054.90
5	2010.03.01 16:02	sell	3	0.10	1.35289	0.00000	0.00000
6	2010.03.02 15:00	close	3	0.10	1.35890	0.00000	0.00000	-60.18	9994.72
7	2010.03.02 15:00	buy	4	0.10	1.35890	0.00000	0.00000
8	2010.03.04 16:00	close	4	0.10	1.36368	0.00000	0.00000	47.52	10042.24
9	2010.03.04 16:00	sell	5	0.10	1.36368	0.00000	0.00000
10	2010.03.05 11:00	close	5	0.10	1.35921	0.00000	0.00000	44.62	10086.86
11	2010.03.05 11:00	buy	6	0.10	1.35921	0.00000	0.00000
12	2010.03.05 15:00	close	6	0.10	1.35582	0.00000	0.00000	-33.90	10052.96
13	2010.03.05 15:00	sell	7	0.10	1.35582	0.00000	0.00000
14	2010.03.05 17:00	close	7	0.10	1.36102	0.00000	0.00000	-52.00	10000.96
15	2010.03.05 17:00	buy	8	0.10	1.36102	0.00000	0.00000
16	2010.03.08 18:00	close	8	0.10	1.36121	0.00000	0.00000	1.83	10002.79
17	2010.03.08 18:00	sell	9	0.10	1.36121	0.00000	0.00000
18	2010.03.10 13:00	close	9	0.10	1.36169	0.00000	0.00000	-4.96	9997.83
19	2010.03.10 13:00	buy	10	0.10	1.36169	0.00000	0.00000
20	2010.03.15 05:00	close	10	0.10	1.37328	0.00000	0.00000	115.55	10113.38
21	2010.03.15 05:00	sell	11	0.10	1.37328	0.00000	0.00000
22	2010.03.16 12:00	close	11	0.10	1.36893	0.00000	0.00000	43.42	10156.80
23	2010.03.16 12:00	buy	12	0.10	1.36893	0.00000	0.00000
24	2010.03.17 14:00	close	12	0.10	1.37571	0.00000	0.00000	67.73	10224.53
25	2010.03.17 14:00	sell	13	0.10	1.37571	0.00000	0.00000
26	2010.03.22 18:00	close	13	0.10	1.35640	0.00000	0.00000	192.70	10417.23
27	2010.03.22 18:00	buy	14	0.10	1.35640	0.00000	0.00000
28	2010.03.23 09:00	close	14	0.10	1.35103	0.00000	0.00000	-53.77	10363.46
29	2010.03.23 09:00	sell	15	0.10	1.35103	0.00000	0.00000
30	2010.03.25 12:00	close	15	0.10	1.33633	0.00000	0.00000	146.68	10510.14
31	2010.03.25 12:00	buy	16	0.10	1.33633	0.00000	0.00000
32	2010.03.25 19:00	close	16	0.10	1.33046	0.00000	0.00000	-58.70	10451.44
33	2010.03.25 19:00	sell	17	0.10	1.33046	0.00000	0.00000
34	2010.03.26 11:00	close	17	0.10	1.33778	0.00000	0.00000	-73.28	10378.16
35	2010.03.26 11:00	buy	18	0.10	1.33778	0.00000	0.00000
36	2010.03.26 21:59	close at stop	18	0.10	1.34086	0.00000	0.00000	30.80	10408.96