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		mTimeFrame=3; mPeriod=9; cRisk=10; lTakeProfit=10; sTakeProfit=10; lTrailingStop=30; sTrailingStop=30; cFRI=6; cSL_P=21; ÄÎÕÎÄ_ÏÈÏÑ=2; iTF_ôðàêòàëû=30; iTF_EMA=0; Slippage=4; Lots=0.1;
Bars in test	2762	Ticks modelled	44844	Modelling quality	n/a
Mismatched charts errors	9
Initial deposit	10000.00
Total net profit	-1745.66	Gross profit	159.82	Gross loss	-1905.48
Profit factor	0.08	Expected payoff	-72.74
Absolute drawdown	3815.45	Maximal drawdown	3981.37 (39.16%)	Relative drawdown	39.16% (3981.37)
Total trades	24	Short positions (won %)	15 (100.00%)	Long positions (won %)	9 (66.67%)
		Profit trades (% of total)	21 (87.50%)	Loss trades (% of total)	3 (12.50%)
Largest		profit trade	20.10	loss trade	-635.16
Average		profit trade	7.61	loss trade	-635.16
Maximum		consecutive wins (profit in money)	21 (159.82)	consecutive losses (loss in money)	3 (-1905.48)
Maximal		consecutive profit (count of wins)	159.82 (21)	consecutive loss (count of losses)	-1905.48 (3)
Average		consecutive wins	21	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.01.04 09:30	sell	1	0.10	1.61271	0.00000	0.00000
2	2010.01.04 09:30	sell	2	0.10	1.61271	0.00000	0.00000
3	2010.01.04 09:30	sell	3	0.10	1.61271	0.00000	0.00000
4	2010.01.04 17:20	close	1	0.10	1.61121	0.00000	0.00000	15.00	10015.00
5	2010.01.04 17:20	close	3	0.10	1.61121	0.00000	0.00000	15.00	10030.00
6	2010.01.04 17:22	close	2	0.10	1.61207	0.00000	0.00000	6.40	10036.40
7	2010.01.05 00:20	sell	4	0.10	1.61102	0.00000	0.00000
8	2010.01.05 00:20	sell	5	0.10	1.61102	0.00000	0.00000
9	2010.01.05 00:20	sell	6	0.10	1.61102	0.00000	0.00000
10	2010.01.05 02:15	close	4	0.10	1.61073	0.00000	0.00000	2.90	10039.30
11	2010.01.05 02:15	close	6	0.10	1.61073	0.00000	0.00000	2.90	10042.20
12	2010.01.05 02:20	close	5	0.10	1.60933	0.00000	0.00000	16.90	10059.10
13	2010.01.05 05:00	buy	7	0.10	1.61142	0.00000	0.00000
14	2010.01.05 05:00	buy	8	0.10	1.61142	0.00000	0.00000
15	2010.01.05 05:00	buy	9	0.10	1.61142	0.00000	0.00000
16	2010.01.05 06:45	close	7	0.10	1.61260	0.00000	0.00000	11.80	10070.90
17	2010.01.05 06:45	close	9	0.10	1.61260	0.00000	0.00000	11.80	10082.70
18	2010.01.05 06:47	close	8	0.10	1.61216	0.00000	0.00000	7.40	10090.10
19	2010.01.05 09:00	buy	10	0.10	1.61274	0.00000	0.00000
20	2010.01.05 09:00	buy	11	0.10	1.61274	0.00000	0.00000
21	2010.01.05 09:00	buy	12	0.10	1.61274	0.00000	0.00000
22	2010.01.11 08:20	close	10	0.10	1.61353	0.00000	0.00000	7.84	10097.94
23	2010.01.11 08:20	close	12	0.10	1.61353	0.00000	0.00000	7.84	10105.78
24	2010.01.11 08:25	close	11	0.10	1.61295	0.00000	0.00000	2.04	10107.82
25	2010.01.11 08:27	sell	13	0.10	1.61120	0.00000	0.00000
26	2010.01.11 08:27	sell	14	0.10	1.61120	0.00000	0.00000
27	2010.01.11 08:27	sell	15	0.10	1.61120	0.00000	0.00000
28	2010.01.12 01:50	close	13	0.10	1.61079	0.00000	0.00000	3.88	10111.70
29	2010.01.12 01:50	close	15	0.10	1.61079	0.00000	0.00000	3.88	10115.58
30	2010.01.12 02:02	close	14	0.10	1.61097	0.00000	0.00000	2.08	10117.66
31	2010.01.12 07:30	sell	16	0.10	1.61139	0.00000	0.00000
32	2010.01.12 07:30	sell	17	0.10	1.61139	0.00000	0.00000
33	2010.01.12 07:30	sell	18	0.10	1.61139	0.00000	0.00000
34	2010.01.12 08:20	close	16	0.10	1.61099	0.00000	0.00000	4.00	10121.66
35	2010.01.12 08:20	close	18	0.10	1.61099	0.00000	0.00000	4.00	10125.66
36	2010.01.12 09:02	close	17	0.10	1.60938	0.00000	0.00000	20.10	10145.76
37	2010.01.12 09:15	sell	19	0.10	1.60920	0.00000	0.00000
38	2010.01.12 09:15	sell	20	0.10	1.60920	0.00000	0.00000
39	2010.01.12 09:15	sell	21	0.10	1.60920	0.00000	0.00000
40	2010.01.29 14:50	close	19	0.10	1.60811	0.00000	0.00000	6.72	10152.48
41	2010.01.29 14:50	close	21	0.10	1.60811	0.00000	0.00000	6.72	10159.20
42	2010.01.29 14:55	close	20	0.10	1.60872	0.00000	0.00000	0.62	10159.82
43	2010.01.29 14:57	buy	22	0.10	1.61054	0.00000	0.00000
44	2010.01.29 14:57	buy	23	0.10	1.61054	0.00000	0.00000
45	2010.01.29 14:57	buy	24	0.10	1.61054	0.00000	0.00000
46	2010.04.15 23:59	close at stop	24	0.10	1.54710	0.00000	0.00000	-635.16	9524.66
47	2010.04.15 23:59	close at stop	23	0.10	1.54710	0.00000	0.00000	-635.16	8889.50
48	2010.04.15 23:59	close at stop	22	0.10	1.54710	0.00000	0.00000	-635.16	8254.34