Desynced Forex

MetaTrader Indicators and Expert Advisors Repository

Symbol		GBPUSD (Great Britain Pound vs US Dollar)
Period		1 Hour (H1) 2010.01.04 00:00 - 2010.04.16 00:00 (2010.01.01 - 2010.04.16)
Model		Control points (a very crude method, the results must not be considered)
Parameters		Shift1=0; Shift2=1; Shift3=2; Shift4=3; TrailingStop=30; StopLoss=0; Lots=0.1; RiskManagement=true; RiskPercent=10; magicnumber=777; PolLots=false; MaxOrders=1;
Bars in test	2762	Ticks modelled	44844	Modelling quality	n/a
Mismatched charts errors	9
Initial deposit	10000.00
Total net profit	-1344.31	Gross profit	548.84	Gross loss	-1893.15
Profit factor	0.29	Expected payoff	-51.70
Absolute drawdown	1638.72	Maximal drawdown	2085.23 (19.75%)	Relative drawdown	19.75% (2085.23)
Total trades	26	Short positions (won %)	24 (91.67%)	Long positions (won %)	2 (100.00%)
		Profit trades (% of total)	24 (92.31%)	Loss trades (% of total)	2 (7.69%)
Largest		profit trade	63.92	loss trade	-1892.38
Average		profit trade	22.87	loss trade	-946.58
Maximum		consecutive wins (profit in money)	23 (528.89)	consecutive losses (loss in money)	1 (-1892.38)
Maximal		consecutive profit (count of wins)	528.89 (23)	consecutive loss (count of losses)	-1892.38 (1)
Average		consecutive wins	12	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.01.05 19:00	sell	1	0.31	1.60019	0.00000	0.00000
2	2010.01.05 19:20	modify	1	0.31	1.60019	1.59955	0.00000
3	2010.01.05 19:22	s/l	1	0.31	1.59955	1.59955	0.00000	19.84	10019.84
4	2010.01.05 20:00	sell	2	0.31	1.59750	0.00000	0.00000
5	2010.01.06 01:50	modify	2	0.31	1.59750	1.59746	0.00000
6	2010.01.06 01:52	s/l	2	0.31	1.59746	1.59746	0.00000	0.56	10020.40
7	2010.01.06 13:00	sell	3	0.31	1.59816	0.00000	0.00000
8	2010.01.06 15:50	modify	3	0.31	1.59816	1.59678	0.00000
9	2010.01.06 15:52	s/l	3	0.31	1.59678	1.59678	0.00000	42.78	10063.18
10	2010.01.07 08:00	sell	4	0.31	1.59673	0.00000	0.00000
11	2010.01.07 08:50	modify	4	0.31	1.59673	1.59614	0.00000
12	2010.01.07 08:52	s/l	4	0.31	1.59614	1.59614	0.00000	18.29	10081.47
13	2010.01.07 09:00	sell	5	0.31	1.59514	0.00000	0.00000
14	2010.01.07 09:50	modify	5	0.31	1.59514	1.59415	0.00000
15	2010.01.07 09:52	s/l	5	0.31	1.59415	1.59415	0.00000	30.69	10112.16
16	2010.01.07 10:00	sell	6	0.31	1.59231	0.00000	0.00000
17	2010.02.01 11:15	modify	6	0.31	1.59231	1.59152	0.00000
18	2010.02.01 11:17	s/l	6	0.31	1.59152	1.59152	0.00000	8.80	10120.96
19	2010.02.01 12:00	sell	7	0.31	1.58602	0.00000	0.00000
20	2010.02.04 11:03	modify	7	0.31	1.58602	1.58569	0.00000
21	2010.02.04 11:10	modify	7	0.31	1.58602	1.58542	0.00000
22	2010.02.04 11:13	s/l	7	0.31	1.58542	1.58542	0.00000	15.19	10136.15
23	2010.02.04 17:00	sell	8	0.32	1.57815	0.00000	0.00000
24	2010.02.04 17:45	modify	8	0.32	1.57815	1.57754	0.00000
25	2010.02.04 17:47	s/l	8	0.32	1.57754	1.57754	0.00000	19.52	10155.67
26	2010.02.04 18:00	sell	9	0.32	1.57610	0.00000	0.00000
27	2010.02.05 02:20	modify	9	0.32	1.57610	1.57589	0.00000
28	2010.02.05 02:22	s/l	9	0.32	1.57589	1.57589	0.00000	6.02	10161.69
29	2010.02.05 07:00	sell	10	0.32	1.57263	0.00000	0.00000
30	2010.02.05 08:45	modify	10	0.32	1.57263	1.57241	0.00000
31	2010.02.05 08:47	s/l	10	0.32	1.57241	1.57241	0.00000	7.04	10168.73
32	2010.02.08 05:00	sell	11	0.32	1.56052	0.00000	0.00000
33	2010.02.08 07:10	modify	11	0.32	1.56052	1.56033	0.00000
34	2010.02.08 07:16	modify	11	0.32	1.56052	1.55921	0.00000
35	2010.02.08 07:20	s/l	11	0.32	1.55921	1.55921	0.00000	41.92	10210.65
36	2010.02.08 21:00	sell	12	0.32	1.56113	0.00000	0.00000
37	2010.02.08 22:50	modify	12	0.32	1.56113	1.56073	0.00000
38	2010.02.08 22:52	s/l	12	0.32	1.56073	1.56073	0.00000	12.80	10223.45
39	2010.02.08 23:00	sell	13	0.32	1.55825	0.00000	0.00000
40	2010.02.18 22:45	modify	13	0.32	1.55825	1.55723	0.00000
41	2010.02.18 22:47	s/l	13	0.32	1.55723	1.55723	0.00000	24.19	10247.64
42	2010.02.18 23:00	sell	14	0.32	1.55264	0.00000	0.00000
43	2010.02.18 23:45	modify	14	0.32	1.55264	1.55186	0.00000
44	2010.02.18 23:47	s/l	14	0.32	1.55186	1.55186	0.00000	24.96	10272.60
45	2010.02.19 00:00	sell	15	0.33	1.54788	0.00000	0.00000
46	2010.02.19 00:45	modify	15	0.33	1.54788	1.54690	0.00000
47	2010.02.19 00:47	s/l	15	0.33	1.54690	1.54690	0.00000	32.34	10304.94
48	2010.02.19 01:00	sell	16	0.33	1.54256	0.00000	0.00000
49	2010.02.19 07:10	modify	16	0.33	1.54256	1.54244	0.00000
50	2010.02.19 07:13	s/l	16	0.33	1.54244	1.54244	0.00000	3.96	10308.90
51	2010.02.22 04:00	buy	17	0.33	1.55173	0.00000	0.00000
52	2010.02.22 16:20	modify	17	0.33	1.55173	1.55176	0.00000
53	2010.02.22 16:22	s/l	17	0.33	1.55176	1.55176	0.00000	0.99	10309.89
54	2010.02.22 20:00	sell	18	0.33	1.54699	0.00000	0.00000
55	2010.02.23 10:50	modify	18	0.33	1.54699	1.54635	0.00000
56	2010.02.23 10:52	s/l	18	0.33	1.54635	1.54635	0.00000	20.39	10330.28
57	2010.02.23 12:00	sell	19	0.33	1.54125	0.00000	0.00000
58	2010.02.25 02:10	modify	19	0.33	1.54125	1.54121	0.00000
59	2010.02.25 02:15	modify	19	0.33	1.54125	1.54039	0.00000
60	2010.02.25 02:20	modify	19	0.33	1.54125	1.53929	0.00000
61	2010.02.25 02:22	s/l	19	0.33	1.53929	1.53929	0.00000	61.78	10392.06
62	2010.02.25 04:00	sell	20	0.33	1.53563	0.00000	0.00000
63	2010.02.25 05:37	modify	20	0.33	1.53563	1.53558	0.00000
64	2010.02.25 05:40	s/l	20	0.33	1.53558	1.53558	0.00000	1.65	10393.71
65	2010.02.25 08:00	sell	21	0.33	1.53279	0.00000	0.00000
66	2010.02.25 10:15	modify	21	0.33	1.53279	1.53231	0.00000
67	2010.02.25 10:17	s/l	21	0.33	1.53231	1.53231	0.00000	15.84	10409.55
68	2010.02.26 01:00	sell	22	0.34	1.52394	0.00000	0.00000
69	2010.02.26 13:50	modify	22	0.34	1.52394	1.52231	0.00000
70	2010.02.26 13:52	s/l	22	0.34	1.52231	1.52231	0.00000	55.42	10464.97
71	2010.03.01 08:00	sell	23	0.34	1.51169	0.00000	0.00000
72	2010.03.01 11:15	modify	23	0.34	1.51169	1.50981	0.00000
73	2010.03.01 11:17	s/l	23	0.34	1.50981	1.50981	0.00000	63.92	10528.89
74	2010.03.01 13:00	sell	24	0.35	1.48749	0.00000	0.00000
75	2010.03.25 18:15	modify	24	0.35	1.48749	1.48694	0.00000
76	2010.03.25 18:17	s/l	24	0.35	1.48694	1.48694	0.00000	-0.77	10528.12
77	2010.03.29 00:00	buy	25	0.35	1.49833	0.00000	0.00000
78	2010.03.29 09:20	modify	25	0.35	1.49833	1.49890	0.00000
79	2010.03.29 09:22	s/l	25	0.35	1.49890	1.49890	0.00000	19.95	10548.07
80	2010.03.29 19:00	sell	26	0.35	1.49626	0.00000	0.00000
81	2010.04.15 23:59	close at stop	26	0.35	1.54991	0.00000	0.00000	-1892.38	8655.69