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=1; MaximumRisk=0.053; DecreaseFactor=5000; Stop=1; MAPeriod=11; Lm=0.14; Lb=0.86;
Bars in test	1474	Ticks modelled	12836	Modelling quality	n/a
Mismatched charts errors	8
Initial deposit	10000.00
Total net profit	-180.96	Gross profit	1478.40	Gross loss	-1659.36
Profit factor	0.89	Expected payoff	-4.41
Absolute drawdown	1132.32	Maximal drawdown	2061.72 (18.86%)	Relative drawdown	18.86% (2061.72)
Total trades	41	Short positions (won %)	23 (100.00%)	Long positions (won %)	18 (94.44%)
		Profit trades (% of total)	40 (97.56%)	Loss trades (% of total)	1 (2.44%)
Largest		profit trade	158.00	loss trade	-1659.36
Average		profit trade	36.96	loss trade	-1659.36
Maximum		consecutive wins (profit in money)	27 (929.40)	consecutive losses (loss in money)	1 (-1659.36)
Maximal		consecutive profit (count of wins)	929.40 (27)	consecutive loss (count of losses)	-1659.36 (1)
Average		consecutive wins	20	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.03.01 07:00	buy	1	1.10	1.36181	0.00000	0.00000
2	2010.03.01 08:45	close	1	1.10	1.36183	0.00000	0.00000	2.20	10002.20
3	2010.03.02 01:22	sell	2	1.10	1.35522	0.00000	0.00000
4	2010.03.02 01:45	close	2	1.10	1.35447	0.00000	0.00000	82.50	10084.70
5	2010.03.02 16:40	sell	3	1.10	1.35433	0.00000	0.00000
6	2010.03.02 16:42	close	3	1.10	1.35400	0.00000	0.00000	36.30	10121.00
7	2010.03.02 16:45	sell	4	1.10	1.35597	0.00000	0.00000
8	2010.03.02 16:47	close	4	1.10	1.35563	0.00000	0.00000	37.40	10158.40
9	2010.03.03 11:15	buy	5	1.10	1.36247	0.00000	0.00000
10	2010.03.03 11:45	close	5	1.10	1.36270	0.00000	0.00000	25.30	10183.70
11	2010.03.03 11:47	buy	6	1.10	1.36277	0.00000	0.00000
12	2010.03.03 11:50	close	6	1.10	1.36311	0.00000	0.00000	37.40	10221.10
13	2010.03.03 11:57	buy	7	1.10	1.36277	0.00000	0.00000
14	2010.03.03 12:10	close	7	1.10	1.36347	0.00000	0.00000	77.00	10298.10
15	2010.03.05 06:00	sell	8	1.10	1.35900	0.00000	0.00000
16	2010.03.05 07:10	close	8	1.10	1.35863	0.00000	0.00000	40.70	10338.80
17	2010.03.05 08:50	sell	9	1.10	1.35911	0.00000	0.00000
18	2010.03.05 08:52	close	9	1.10	1.35897	0.00000	0.00000	15.40	10354.20
19	2010.03.05 08:55	sell	10	1.10	1.35893	0.00000	0.00000
20	2010.03.05 08:57	close	10	1.10	1.35861	0.00000	0.00000	35.20	10389.40
21	2010.03.05 08:59	sell	11	1.10	1.35901	0.00000	0.00000
22	2010.03.05 09:15	close	11	1.10	1.35858	0.00000	0.00000	47.30	10436.70
23	2010.03.05 09:40	sell	12	1.10	1.35924	0.00000	0.00000
24	2010.03.05 09:43	close	12	1.10	1.35923	0.00000	0.00000	1.10	10437.80
25	2010.03.05 09:56	sell	13	1.10	1.35902	0.00000	0.00000
26	2010.03.05 11:15	close	13	1.10	1.35898	0.00000	0.00000	4.40	10442.20
27	2010.03.08 14:10	buy	14	1.10	1.36648	0.00000	0.00000
28	2010.03.08 14:50	close	14	1.10	1.36669	0.00000	0.00000	23.10	10465.30
29	2010.03.08 15:07	buy	15	1.10	1.36640	0.00000	0.00000
30	2010.03.08 15:10	close	15	1.10	1.36738	0.00000	0.00000	107.80	10573.10
31	2010.03.09 05:15	buy	16	1.10	1.36258	0.00000	0.00000
32	2010.03.09 09:02	close	16	1.10	1.36265	0.00000	0.00000	7.70	10580.80
33	2010.03.09 09:15	buy	17	1.10	1.36209	0.00000	0.00000
34	2010.03.09 09:32	close	17	1.10	1.36216	0.00000	0.00000	7.70	10588.50
35	2010.03.09 09:35	buy	18	1.10	1.36200	0.00000	0.00000
36	2010.03.09 09:37	close	18	1.10	1.36254	0.00000	0.00000	59.40	10647.90
37	2010.03.10 02:15	sell	19	1.10	1.35980	0.00000	0.00000
38	2010.03.10 02:50	close	19	1.10	1.35946	0.00000	0.00000	37.40	10685.30
39	2010.03.11 04:00	buy	20	1.10	1.36436	0.00000	0.00000
40	2010.03.11 05:37	close	20	1.10	1.36440	0.00000	0.00000	4.40	10689.70
41	2010.03.11 06:00	buy	21	1.10	1.36426	0.00000	0.00000
42	2010.03.11 06:10	close	21	1.10	1.36435	0.00000	0.00000	9.90	10699.60
43	2010.03.11 07:40	buy	22	1.10	1.36410	0.00000	0.00000
44	2010.03.11 08:02	close	22	1.10	1.36420	0.00000	0.00000	11.00	10710.60
45	2010.03.11 08:10	buy	23	1.10	1.36388	0.00000	0.00000
46	2010.03.11 09:26	close	23	1.10	1.36420	0.00000	0.00000	35.20	10745.80
47	2010.03.11 15:07	sell	24	1.10	1.36513	0.00000	0.00000
48	2010.03.11 15:10	close	24	1.10	1.36439	0.00000	0.00000	81.40	10827.20
49	2010.03.15 08:45	buy	25	1.10	1.37459	0.00000	0.00000
50	2010.03.15 09:20	close	25	1.10	1.37481	0.00000	0.00000	24.20	10851.40
51	2010.03.16 08:07	sell	26	1.20	1.36862	0.00000	0.00000
52	2010.03.16 08:10	close	26	1.20	1.36817	0.00000	0.00000	54.00	10905.40
53	2010.03.17 18:00	buy	27	1.20	1.37643	0.00000	0.00000
54	2010.03.17 18:15	close	27	1.20	1.37663	0.00000	0.00000	24.00	10929.40
55	2010.03.17 19:40	buy	28	1.20	1.37577	0.00000	0.00000
56	2010.03.19 06:00	close	28	1.20	1.36197	0.00000	0.00000	-1659.36	9270.04
57	2010.03.19 06:02	sell	29	1.00	1.36168	0.00000	0.00000
58	2010.03.19 06:50	close	29	1.00	1.36161	0.00000	0.00000	7.00	9277.04
59	2010.03.19 06:57	sell	30	1.00	1.36177	0.00000	0.00000
60	2010.03.19 07:15	close	30	1.00	1.36140	0.00000	0.00000	37.00	9314.04
61	2010.03.19 07:50	sell	31	1.00	1.36177	0.00000	0.00000
62	2010.03.19 07:52	close	31	1.00	1.36163	0.00000	0.00000	14.00	9328.04
63	2010.03.19 08:26	sell	32	1.00	1.36192	0.00000	0.00000
64	2010.03.19 08:50	close	32	1.00	1.36151	0.00000	0.00000	41.00	9369.04
65	2010.03.23 02:50	sell	33	1.00	1.35545	0.00000	0.00000
66	2010.03.23 02:57	close	33	1.00	1.35535	0.00000	0.00000	10.00	9379.04
67	2010.03.23 18:02	sell	34	1.00	1.35235	0.00000	0.00000
68	2010.03.23 18:10	close	34	1.00	1.35218	0.00000	0.00000	17.00	9396.04
69	2010.03.23 18:12	sell	35	1.00	1.35210	0.00000	0.00000
70	2010.03.23 18:15	close	35	1.00	1.35181	0.00000	0.00000	29.00	9425.04
71	2010.03.23 18:37	sell	36	1.00	1.35212	0.00000	0.00000
72	2010.03.23 18:40	close	36	1.00	1.35130	0.00000	0.00000	82.00	9507.04
73	2010.03.25 06:07	sell	37	1.00	1.33329	0.00000	0.00000
74	2010.03.25 06:10	close	37	1.00	1.33171	0.00000	0.00000	158.00	9665.04
75	2010.03.25 08:50	buy	38	1.00	1.33158	0.00000	0.00000
76	2010.03.25 08:52	close	38	1.00	1.33193	0.00000	0.00000	35.00	9700.04
77	2010.03.25 08:55	buy	39	1.00	1.33186	0.00000	0.00000
78	2010.03.25 08:57	close	39	1.00	1.33248	0.00000	0.00000	62.00	9762.04
79	2010.03.25 15:45	sell	40	1.00	1.33517	0.00000	0.00000
80	2010.03.25 15:47	close	40	1.00	1.33497	0.00000	0.00000	20.00	9782.04
81	2010.03.25 18:02	sell	41	1.00	1.33443	0.00000	0.00000
82	2010.03.25 18:10	close	41	1.00	1.33406	0.00000	0.00000	37.00	9819.04