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		Lots=1; MaximumRisk=0.053; DecreaseFactor=5000; Stop=1; MAPeriod=11; Lm=0.14; Lb=0.86;
Bars in test	2762	Ticks modelled	44844	Modelling quality	n/a
Mismatched charts errors	9
Initial deposit	10000.00
Total net profit	-9951.74	Gross profit	1517.00	Gross loss	-11468.74
Profit factor	0.13	Expected payoff	-207.33
Absolute drawdown	9951.74	Maximal drawdown	10204.74 (99.53%)	Relative drawdown	99.53% (10204.74)
Total trades	48	Short positions (won %)	24 (58.33%)	Long positions (won %)	24 (66.67%)
		Profit trades (% of total)	30 (62.50%)	Loss trades (% of total)	18 (37.50%)
Largest		profit trade	297.00	loss trade	-2336.00
Average		profit trade	50.57	loss trade	-637.15
Maximum		consecutive wins (profit in money)	7 (523.00)	consecutive losses (loss in money)	4 (-1346.30)
Maximal		consecutive profit (count of wins)	523.00 (7)	consecutive loss (count of losses)	-3079.14 (3)
Average		consecutive wins	3	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.01.04 14:10	sell	1	1.10	1.61512	0.00000	0.00000
2	2010.01.04 16:50	close	1	1.10	1.61424	0.00000	0.00000	96.80	10096.80
3	2010.01.05 01:50	buy	2	1.10	1.61293	0.00000	0.00000
4	2010.01.05 06:50	close	2	1.10	1.61391	0.00000	0.00000	107.80	10204.60
5	2010.01.06 12:27	sell	3	1.10	1.60023	0.00000	0.00000
6	2010.01.06 13:20	close	3	1.10	1.60006	0.00000	0.00000	18.70	10223.30
7	2010.01.07 04:50	sell	4	1.10	1.60148	0.00000	0.00000
8	2010.01.07 06:40	close	4	1.10	1.60121	0.00000	0.00000	29.70	10253.00
9	2010.01.07 22:22	sell	5	1.10	1.59302	0.00000	0.00000
10	2010.01.08 05:07	close	5	1.10	1.59587	0.00000	0.00000	-315.92	9937.08
11	2010.01.08 07:02	sell	6	1.10	1.59358	0.00000	0.00000
12	2010.01.11 21:00	close	6	1.10	1.61264	0.00000	0.00000	-2099.02	7838.06
13	2010.01.12 10:35	sell	7	1.00	1.61013	0.00000	0.00000
14	2010.01.13 02:20	close	7	1.00	1.61675	0.00000	0.00000	-664.20	7173.86
15	2010.01.13 03:00	buy	8	1.00	1.61890	0.00000	0.00000
16	2010.01.13 05:20	close	8	1.00	1.61916	0.00000	0.00000	26.00	7199.86
17	2010.01.14 10:45	buy	9	1.00	1.63117	0.00000	0.00000
18	2010.01.14 14:50	close	9	1.00	1.63242	0.00000	0.00000	125.00	7324.86
19	2010.01.15 05:03	buy	10	1.00	1.63459	0.00000	0.00000
20	2010.01.15 05:45	close	10	1.00	1.63490	0.00000	0.00000	31.00	7355.86
21	2010.01.15 09:45	sell	11	1.00	1.63322	0.00000	0.00000
22	2010.01.15 11:02	close	11	1.00	1.63315	0.00000	0.00000	7.00	7362.86
23	2010.01.15 14:05	buy	12	1.00	1.63415	0.00000	0.00000
24	2010.01.18 03:00	close	12	1.00	1.62705	0.00000	0.00000	-710.10	6652.76
25	2010.01.18 19:37	buy	13	1.00	1.63553	0.00000	0.00000
26	2010.01.18 21:45	close	13	1.00	1.63343	0.00000	0.00000	-210.00	6442.76
27	2010.01.18 22:45	sell	14	1.00	1.63366	0.00000	0.00000
28	2010.01.19 14:02	close	14	1.00	1.63534	0.00000	0.00000	-170.20	6272.56
29	2010.01.19 16:15	buy	15	1.00	1.63983	0.00000	0.00000
30	2010.01.19 21:40	close	15	1.00	1.63727	0.00000	0.00000	-256.00	6016.56
31	2010.01.19 21:45	sell	16	1.00	1.63771	0.00000	0.00000
32	2010.01.20 00:32	close	16	1.00	1.63747	0.00000	0.00000	21.80	6038.36
33	2010.01.20 16:40	buy	17	1.00	1.63030	0.00000	0.00000
34	2010.01.20 20:02	close	17	1.00	1.62797	0.00000	0.00000	-233.00	5805.36
35	2010.01.20 20:12	sell	18	1.00	1.62833	0.00000	0.00000
36	2010.01.21 03:20	close	18	1.00	1.62800	0.00000	0.00000	26.40	5831.76
37	2010.01.21 21:22	sell	19	1.00	1.61969	0.00000	0.00000
38	2010.01.22 01:15	close	19	1.00	1.62182	0.00000	0.00000	-215.20	5616.56
39	2010.01.22 11:10	sell	20	1.00	1.62295	0.00000	0.00000
40	2010.01.22 12:20	close	20	1.00	1.62245	0.00000	0.00000	50.00	5666.56
41	2010.01.25 14:20	sell	21	1.00	1.61434	0.00000	0.00000
42	2010.01.26 07:00	close	21	1.00	1.62336	0.00000	0.00000	-904.20	4762.36
43	2010.01.26 08:15	buy	22	1.00	1.62583	0.00000	0.00000
44	2010.01.26 09:32	close	22	1.00	1.62603	0.00000	0.00000	20.00	4782.36
45	2010.01.26 22:50	sell	23	1.00	1.61466	0.00000	0.00000
46	2010.01.27 00:03	close	23	1.00	1.61714	0.00000	0.00000	-250.20	4532.16
47	2010.01.27 17:15	sell	24	1.00	1.61950	0.00000	0.00000
48	2010.01.27 19:20	close	24	1.00	1.61879	0.00000	0.00000	71.00	4603.16
49	2010.01.28 00:00	buy	25	1.00	1.62057	0.00000	0.00000
50	2010.01.28 03:50	close	25	1.00	1.62098	0.00000	0.00000	41.00	4644.16
51	2010.01.28 07:15	sell	26	1.00	1.61907	0.00000	0.00000
52	2010.01.28 16:20	close	26	1.00	1.61610	0.00000	0.00000	297.00	4941.16
53	2010.01.29 08:15	buy	27	1.00	1.61564	0.00000	0.00000
54	2010.01.29 09:15	close	27	1.00	1.61620	0.00000	0.00000	56.00	4997.16
55	2010.02.02 07:32	buy	28	1.00	1.59735	0.00000	0.00000
56	2010.02.02 16:45	close	28	1.00	1.59773	0.00000	0.00000	38.00	5035.16
57	2010.02.08 10:45	buy	29	1.00	1.56161	0.00000	0.00000
58	2010.02.08 14:20	close	29	1.00	1.56170	0.00000	0.00000	9.00	5044.16
59	2010.02.09 03:50	buy	30	1.00	1.56234	0.00000	0.00000
60	2010.02.09 06:20	close	30	1.00	1.56245	0.00000	0.00000	11.00	5055.16
61	2010.02.09 17:40	sell	31	1.00	1.56298	0.00000	0.00000
62	2010.02.10 06:15	close	31	1.00	1.56955	0.00000	0.00000	-659.20	4395.96
63	2010.02.10 08:00	buy	32	1.00	1.57107	0.00000	0.00000
64	2010.02.10 10:16	close	32	1.00	1.57122	0.00000	0.00000	15.00	4410.96
65	2010.02.11 08:02	sell	33	1.00	1.56354	0.00000	0.00000
66	2010.02.11 08:45	close	33	1.00	1.56352	0.00000	0.00000	2.00	4412.96
67	2010.02.12 16:15	buy	34	1.00	1.56683	0.00000	0.00000
68	2010.02.12 18:10	close	34	1.00	1.56718	0.00000	0.00000	35.00	4447.96
69	2010.02.15 00:03	sell	35	1.00	1.56590	0.00000	0.00000
70	2010.02.15 05:13	close	35	1.00	1.56907	0.00000	0.00000	-317.00	4130.96
71	2010.02.15 05:16	buy	36	1.00	1.56917	0.00000	0.00000
72	2010.02.15 12:40	close	36	1.00	1.56905	0.00000	0.00000	-12.00	4118.96
73	2010.02.15 15:37	sell	37	1.00	1.56748	0.00000	0.00000
74	2010.02.15 18:50	close	37	1.00	1.56847	0.00000	0.00000	-99.00	4019.96
75	2010.02.15 20:15	buy	38	1.00	1.56937	0.00000	0.00000
76	2010.02.16 04:20	close	38	1.00	1.56827	0.00000	0.00000	-110.10	3909.86
77	2010.02.16 11:15	sell	39	1.00	1.56976	0.00000	0.00000
78	2010.02.16 13:50	close	39	1.00	1.56892	0.00000	0.00000	84.00	3993.86
79	2010.02.17 06:20	buy	40	1.00	1.57989	0.00000	0.00000
80	2010.02.17 08:50	close	40	1.00	1.58078	0.00000	0.00000	89.00	4082.86
81	2010.02.17 11:50	sell	41	1.00	1.57788	0.00000	0.00000
82	2010.02.17 12:15	close	41	1.00	1.57786	0.00000	0.00000	2.00	4084.86
83	2010.02.22 11:10	buy	42	1.00	1.54988	0.00000	0.00000
84	2010.02.22 15:32	close	42	1.00	1.55054	0.00000	0.00000	66.00	4150.86
85	2010.02.22 18:27	sell	43	1.00	1.54759	0.00000	0.00000
86	2010.02.23 10:45	close	43	1.00	1.54738	0.00000	0.00000	18.80	4169.66
87	2010.02.24 11:15	buy	44	1.00	1.54682	0.00000	0.00000
88	2010.02.24 11:46	close	44	1.00	1.54760	0.00000	0.00000	78.00	4247.66
89	2010.02.24 12:15	buy	45	1.00	1.54694	0.00000	0.00000
90	2010.02.24 16:50	close	45	1.00	1.54725	0.00000	0.00000	31.00	4278.66
91	2010.02.24 17:15	buy	46	1.00	1.54609	0.00000	0.00000
92	2010.02.26 04:20	close	46	1.00	1.52702	0.00000	0.00000	-1907.40	2371.26
93	2010.02.26 04:40	sell	47	1.00	1.52698	0.00000	0.00000
94	2010.02.26 09:07	close	47	1.00	1.52685	0.00000	0.00000	13.00	2384.26
95	2010.03.01 10:45	buy	48	1.00	1.51758	0.00000	0.00000
96	2010.03.01 12:20	close at stop	48	1.00	1.49422	0.00000	0.00000	-2336.00	48.26