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		ema1_period=10; ema2_period=25; ema3_period=50; stepfast=0.02; stepfast15m=0.02; maximumfast=0.2; mn=1; MG=564651; Lots=0.01; maxpos=1;
Bars in test	2762	Ticks modelled	44844	Modelling quality	n/a
Mismatched charts errors	9
Initial deposit	10000.00
Total net profit	-57.29	Gross profit	166.78	Gross loss	-224.07
Profit factor	0.74	Expected payoff	-1.55
Absolute drawdown	69.46	Maximal drawdown	89.39 (0.89%)	Relative drawdown	0.89% (89.39)
Total trades	37	Short positions (won %)	17 (41.18%)	Long positions (won %)	20 (25.00%)
		Profit trades (% of total)	12 (32.43%)	Loss trades (% of total)	25 (67.57%)
Largest		profit trade	15.00	loss trade	-15.00
Average		profit trade	13.90	loss trade	-8.96
Maximum		consecutive wins (profit in money)	3 (45.00)	consecutive losses (loss in money)	6 (-60.54)
Maximal		consecutive profit (count of wins)	45.00 (3)	consecutive loss (count of losses)	-60.54 (6)
Average		consecutive wins	1	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.01.05 10:00	sell	1	0.01	1.60436	1.61936	1.58936
2	2010.01.08 11:00	buy	2	0.01	1.60585	1.59085	1.62085
3	2010.01.08 11:00	close	1	0.01	1.60585	1.61936	1.58936	-1.60	9998.40
4	2010.01.13 07:40	t/p	2	0.01	1.62085	1.59085	1.62085	15.00	10013.40
5	2010.01.18 02:00	sell	3	0.01	1.62597	1.64097	1.61097
6	2010.01.18 07:00	buy	4	0.01	1.63334	1.61834	1.64834
7	2010.01.18 07:00	close	3	0.01	1.63334	1.64097	1.61097	-7.37	10006.03
8	2010.01.20 05:00	sell	5	0.01	1.63185	1.64685	1.61685
9	2010.01.20 05:00	close	4	0.01	1.63185	1.61834	1.64834	-1.49	10004.53
10	2010.01.21 11:50	t/p	5	0.01	1.61685	1.64685	1.61685	14.93	10019.47
11	2010.01.25 18:00	buy	6	0.01	1.62632	1.61132	1.64132
12	2010.01.26 11:20	s/l	6	0.01	1.61132	1.61132	1.64132	-15.00	10004.47
13	2010.01.26 12:00	sell	7	0.01	1.61196	1.62696	1.59696
14	2010.01.27 13:00	buy	8	0.01	1.62536	1.61036	1.64036
15	2010.01.27 13:00	close	7	0.01	1.62536	1.62696	1.59696	-13.42	9991.05
16	2010.01.28 19:00	sell	9	0.01	1.61350	1.62850	1.59850
17	2010.01.28 19:00	close	8	0.01	1.61350	1.61036	1.64036	-11.86	9979.18
18	2010.02.01 00:00	t/p	9	0.01	1.59850	1.62850	1.59850	14.96	9994.14
19	2010.02.03 02:00	buy	10	0.01	1.60209	1.58709	1.61709
20	2010.02.03 17:00	sell	11	0.01	1.59348	1.60848	1.57848
21	2010.02.03 17:00	close	10	0.01	1.59348	1.58709	1.61709	-8.61	9985.53
22	2010.02.04 17:16	t/p	11	0.01	1.57848	1.60848	1.57848	14.93	10000.46
23	2010.02.09 20:00	buy	12	0.01	1.57242	1.55742	1.58742
24	2010.02.10 16:00	sell	13	0.01	1.56113	1.57613	1.54613
25	2010.02.10 16:00	close	12	0.01	1.56113	1.55742	1.58742	-11.29	9989.17
26	2010.02.11 19:00	buy	14	0.01	1.57065	1.55565	1.58565
27	2010.02.11 19:00	close	13	0.01	1.57065	1.57613	1.54613	-9.59	9979.59
28	2010.02.12 14:00	close	14	0.01	1.56001	1.55565	1.58565	-10.64	9968.94
29	2010.02.12 22:00	buy	15	0.01	1.56983	1.55483	1.58483
30	2010.02.15 08:00	close	15	0.01	1.56403	1.55483	1.58483	-5.80	9963.14
31	2010.02.15 13:00	buy	16	0.01	1.57329	1.55829	1.58829
32	2010.02.17 21:00	close	16	0.01	1.56873	1.55829	1.58829	-4.56	9958.58
33	2010.02.17 23:00	sell	17	0.01	1.56737	1.58237	1.55237
34	2010.02.18 22:50	t/p	17	0.01	1.55237	1.58237	1.55237	14.93	9973.52
35	2010.02.23 05:00	buy	18	0.01	1.55464	1.53964	1.56964
36	2010.02.23 11:37	s/l	18	0.01	1.53964	1.53964	1.56964	-15.00	9958.52
37	2010.02.23 12:00	sell	19	0.01	1.54125	1.55625	1.52625
38	2010.02.25 17:15	t/p	19	0.01	1.52625	1.55625	1.52625	14.91	9973.43
39	2010.03.03 15:00	buy	20	0.01	1.50809	1.49309	1.52309
40	2010.03.04 20:00	sell	21	0.01	1.50264	1.51764	1.48764
41	2010.03.04 20:00	close	20	0.01	1.50264	1.49309	1.52309	-5.45	9967.97
42	2010.03.05 17:00	buy	22	0.01	1.51286	1.49786	1.52786
43	2010.03.05 17:00	close	21	0.01	1.51286	1.51764	1.48764	-10.24	9957.73
44	2010.03.08 21:00	close	22	0.01	1.50700	1.49786	1.52786	-5.86	9951.87
45	2010.03.09 00:00	sell	23	0.01	1.50537	1.52037	1.49037
46	2010.03.10 11:50	t/p	23	0.01	1.49037	1.52037	1.49037	14.98	9966.85
47	2010.03.11 12:00	buy	24	0.01	1.50791	1.49291	1.52291
48	2010.03.15 14:00	close	24	0.01	1.50528	1.49291	1.52291	-2.63	9964.22
49	2010.03.15 17:00	sell	25	0.01	1.50418	1.51918	1.48918
50	2010.03.16 13:00	buy	26	0.01	1.51652	1.50152	1.53152
51	2010.03.16 13:00	close	25	0.01	1.51652	1.51918	1.48918	-12.36	9951.86
52	2010.03.17 10:50	t/p	26	0.01	1.53152	1.50152	1.53152	15.00	9966.85
53	2010.03.19 04:00	sell	27	0.01	1.52398	1.53898	1.50898
54	2010.03.19 15:20	t/p	27	0.01	1.50898	1.53898	1.50898	15.00	9981.85
55	2010.03.29 02:00	buy	28	0.01	1.49404	1.47904	1.50904
56	2010.03.30 12:20	t/p	28	0.01	1.50904	1.47904	1.50904	15.00	9996.85
57	2010.04.05 03:00	buy	29	0.01	1.52992	1.51492	1.54492
58	2010.04.06 09:00	close	29	0.01	1.52421	1.51492	1.54492	-5.71	9991.14
59	2010.04.06 10:00	sell	30	0.01	1.51891	1.53391	1.50391
60	2010.04.06 22:00	buy	31	0.01	1.53056	1.51556	1.54556
61	2010.04.06 22:00	close	30	0.01	1.53056	1.53391	1.50391	-11.65	9979.49
62	2010.04.07 12:50	s/l	31	0.01	1.51556	1.51556	1.54556	-15.00	9964.49
63	2010.04.07 13:00	sell	32	0.01	1.51537	1.53037	1.50037
64	2010.04.07 19:50	s/l	32	0.01	1.53037	1.53037	1.50037	-15.00	9949.49
65	2010.04.08 03:00	buy	33	0.01	1.52624	1.51124	1.54124
66	2010.04.08 05:00	close	33	0.01	1.52234	1.51124	1.54124	-3.90	9945.59
67	2010.04.08 09:00	sell	34	0.01	1.51874	1.53374	1.50374
68	2010.04.08 19:00	buy	35	0.01	1.52802	1.51302	1.54302
69	2010.04.08 19:00	close	34	0.01	1.52802	1.53374	1.50374	-9.28	9936.31
70	2010.04.12 00:00	t/p	35	0.01	1.54302	1.51302	1.54302	15.00	9951.31
71	2010.04.13 06:00	sell	36	0.01	1.53422	1.54922	1.51922
72	2010.04.13 13:00	buy	37	0.01	1.54496	1.52996	1.55996
73	2010.04.13 13:00	close	36	0.01	1.54496	1.54922	1.51922	-10.74	9940.57
74	2010.04.15 23:59	close at stop	37	0.01	1.54710	1.52996	1.55996	2.14	9942.71