Desynced Forex

MetaTrader Indicators and Expert Advisors Repository

Symbol		EURUSD (Euro vs US Dollar)
Period		1 Hour (H1) 2010.04.01 00:00 - 2010.04.30 00:00 (2010.04.01 - 2010.04.30)
Model		Control points (a very crude method, the results must not be considered)
Parameters		fast_ema_period=12; slow_ema_period=26; lwmaper1=4; lwmaper2=8; mn=1; MG=564651; Lots=0.01; maxpos=1;
Bars in test	1501	Ticks modelled	13438	Modelling quality	n/a
Mismatched charts errors	0
Initial deposit	10000.00
Total net profit	-24.52	Gross profit	82.58	Gross loss	-107.10
Profit factor	0.77	Expected payoff	-0.37
Absolute drawdown	25.38	Maximal drawdown	45.95 (0.46%)	Relative drawdown	0.46% (45.95)
Total trades	66	Short positions (won %)	35 (37.14%)	Long positions (won %)	31 (25.81%)
		Profit trades (% of total)	21 (31.82%)	Loss trades (% of total)	45 (68.18%)
Largest		profit trade	19.40	loss trade	-7.08
Average		profit trade	3.93	loss trade	-2.38
Maximum		consecutive wins (profit in money)	4 (16.72)	consecutive losses (loss in money)	9 (-16.91)
Maximal		consecutive profit (count of wins)	21.47 (2)	consecutive loss (count of losses)	-19.69 (5)
Average		consecutive wins	1	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.04.01 02:00	buy	1	0.01	1.35275	0.00000	0.00000
2	2010.04.01 04:00	sell	2	0.01	1.35066	0.00000	0.00000
3	2010.04.01 04:00	close	1	0.01	1.35066	0.00000	0.00000	-2.09	9997.91
4	2010.04.01 16:00	buy	3	0.01	1.35158	0.00000	0.00000
5	2010.04.01 16:00	close	2	0.01	1.35158	0.00000	0.00000	-0.92	9996.99
6	2010.04.02 03:00	sell	4	0.01	1.35719	0.00000	0.00000
7	2010.04.02 03:00	close	3	0.01	1.35719	0.00000	0.00000	5.60	10002.59
8	2010.04.05 00:00	buy	5	0.01	1.34930	0.00000	0.00000
9	2010.04.05 00:00	close	4	0.01	1.34930	0.00000	0.00000	7.88	10010.47
10	2010.04.05 07:00	sell	6	0.01	1.35071	0.00000	0.00000
11	2010.04.05 07:00	close	5	0.01	1.35071	0.00000	0.00000	1.41	10011.88
12	2010.04.05 15:00	close	6	0.01	1.34888	0.00000	0.00000	1.83	10013.71
13	2010.04.05 16:00	buy	7	0.01	1.35251	0.00000	0.00000
14	2010.04.05 18:00	sell	8	0.01	1.34851	0.00000	0.00000
15	2010.04.05 18:00	close	7	0.01	1.34851	0.00000	0.00000	-4.00	10009.71
16	2010.04.05 19:00	close	8	0.01	1.35084	0.00000	0.00000	-2.33	10007.38
17	2010.04.05 20:00	sell	9	0.01	1.34856	0.00000	0.00000
18	2010.04.06 01:00	close	9	0.01	1.34882	0.00000	0.00000	-0.27	10007.12
19	2010.04.06 21:00	buy	10	0.01	1.33941	0.00000	0.00000
20	2010.04.07 03:00	close	10	0.01	1.33746	0.00000	0.00000	-1.96	10005.16
21	2010.04.07 07:00	buy	11	0.01	1.33825	0.00000	0.00000
22	2010.04.07 08:00	sell	12	0.01	1.33625	0.00000	0.00000
23	2010.04.07 08:00	close	11	0.01	1.33625	0.00000	0.00000	-2.00	10003.16
24	2010.04.07 09:00	close	12	0.01	1.33742	0.00000	0.00000	-1.17	10001.99
25	2010.04.07 11:00	buy	13	0.01	1.33892	0.00000	0.00000
26	2010.04.07 13:00	sell	14	0.01	1.33510	0.00000	0.00000
27	2010.04.07 13:00	close	13	0.01	1.33510	0.00000	0.00000	-3.82	9998.17
28	2010.04.07 16:00	close	14	0.01	1.33600	0.00000	0.00000	-0.90	9997.27
29	2010.04.07 19:00	buy	15	0.01	1.33579	0.00000	0.00000
30	2010.04.07 22:00	sell	16	0.01	1.33533	0.00000	0.00000
31	2010.04.07 22:00	close	15	0.01	1.33533	0.00000	0.00000	-0.46	9996.81
32	2010.04.08 01:00	close	16	0.01	1.33452	0.00000	0.00000	0.79	9997.59
33	2010.04.08 08:00	buy	17	0.01	1.33381	0.00000	0.00000
34	2010.04.08 09:00	sell	18	0.01	1.33196	0.00000	0.00000
35	2010.04.08 09:00	close	17	0.01	1.33196	0.00000	0.00000	-1.85	9995.74
36	2010.04.08 12:00	close	18	0.01	1.33098	0.00000	0.00000	0.98	9996.72
37	2010.04.08 15:00	buy	19	0.01	1.33277	0.00000	0.00000
38	2010.04.09 05:00	sell	20	0.01	1.33550	0.00000	0.00000
39	2010.04.09 05:00	close	19	0.01	1.33550	0.00000	0.00000	2.72	9999.45
40	2010.04.09 06:00	close	20	0.01	1.33630	0.00000	0.00000	-0.80	9998.65
41	2010.04.09 09:00	buy	21	0.01	1.33900	0.00000	0.00000
42	2010.04.09 14:00	sell	22	0.01	1.33940	0.00000	0.00000
43	2010.04.09 14:00	close	21	0.01	1.33940	0.00000	0.00000	0.40	9999.05
44	2010.04.09 16:00	buy	23	0.01	1.34388	0.00000	0.00000
45	2010.04.09 16:00	close	22	0.01	1.34388	0.00000	0.00000	-4.48	9994.57
46	2010.04.12 09:00	sell	24	0.01	1.36329	0.00000	0.00000
47	2010.04.12 09:00	close	23	0.01	1.36329	0.00000	0.00000	19.40	10013.97
48	2010.04.13 09:00	buy	25	0.01	1.36121	0.00000	0.00000
49	2010.04.13 09:00	close	24	0.01	1.36121	0.00000	0.00000	2.07	10016.04
50	2010.04.13 10:00	sell	26	0.01	1.35959	0.00000	0.00000
51	2010.04.13 10:00	close	25	0.01	1.35959	0.00000	0.00000	-1.62	10014.42
52	2010.04.13 13:00	close	26	0.01	1.35943	0.00000	0.00000	0.16	10014.58
53	2010.04.13 15:00	buy	27	0.01	1.36137	0.00000	0.00000
54	2010.04.13 16:00	sell	28	0.01	1.35755	0.00000	0.00000
55	2010.04.13 16:00	close	27	0.01	1.35755	0.00000	0.00000	-3.82	10010.76
56	2010.04.13 20:00	close	28	0.01	1.35907	0.00000	0.00000	-1.52	10009.24
57	2010.04.13 21:00	buy	29	0.01	1.35943	0.00000	0.00000
58	2010.04.13 22:00	sell	30	0.01	1.35869	0.00000	0.00000
59	2010.04.13 22:00	close	29	0.01	1.35869	0.00000	0.00000	-0.74	10008.50
60	2010.04.13 23:00	close	30	0.01	1.36143	0.00000	0.00000	-2.74	10005.76
61	2010.04.14 09:00	sell	31	0.01	1.36292	0.00000	0.00000
62	2010.04.14 18:00	close	31	0.01	1.36669	0.00000	0.00000	-3.77	10001.99
63	2010.04.14 23:00	sell	32	0.01	1.36523	0.00000	0.00000
64	2010.04.15 17:00	buy	33	0.01	1.35663	0.00000	0.00000
65	2010.04.15 17:00	close	32	0.01	1.35663	0.00000	0.00000	8.58	10010.57
66	2010.04.15 18:00	sell	34	0.01	1.35390	0.00000	0.00000
67	2010.04.15 18:00	close	33	0.01	1.35390	0.00000	0.00000	-2.73	10007.84
68	2010.04.15 19:00	close	34	0.01	1.35698	0.00000	0.00000	-3.08	10004.76
69	2010.04.16 11:00	buy	35	0.01	1.35613	0.00000	0.00000
70	2010.04.16 13:00	sell	36	0.01	1.35270	0.00000	0.00000
71	2010.04.16 13:00	close	35	0.01	1.35270	0.00000	0.00000	-3.43	10001.33
72	2010.04.16 14:00	close	36	0.01	1.35371	0.00000	0.00000	-1.01	10000.32
73	2010.04.16 22:00	buy	37	0.01	1.35099	0.00000	0.00000
74	2010.04.19 00:00	sell	38	0.01	1.34756	0.00000	0.00000
75	2010.04.19 00:00	close	37	0.01	1.34756	0.00000	0.00000	-3.44	9996.88
76	2010.04.19 07:00	close	38	0.01	1.34687	0.00000	0.00000	0.69	9997.57
77	2010.04.19 08:00	buy	39	0.01	1.34722	0.00000	0.00000
78	2010.04.19 09:00	sell	40	0.01	1.34464	0.00000	0.00000
79	2010.04.19 09:00	close	39	0.01	1.34464	0.00000	0.00000	-2.58	9994.99
80	2010.04.19 10:00	close	40	0.01	1.34552	0.00000	0.00000	-0.88	9994.11
81	2010.04.19 16:00	buy	41	0.01	1.34541	0.00000	0.00000
82	2010.04.20 04:00	sell	42	0.01	1.34736	0.00000	0.00000
83	2010.04.20 04:00	close	41	0.01	1.34736	0.00000	0.00000	1.94	9996.05
84	2010.04.20 07:00	close	42	0.01	1.34831	0.00000	0.00000	-0.95	9995.10
85	2010.04.20 11:00	buy	43	0.01	1.34961	0.00000	0.00000
86	2010.04.20 15:00	sell	44	0.01	1.34720	0.00000	0.00000
87	2010.04.20 15:00	close	43	0.01	1.34720	0.00000	0.00000	-2.41	9992.69
88	2010.04.21 08:00	buy	45	0.01	1.34351	0.00000	0.00000
89	2010.04.21 08:00	close	44	0.01	1.34351	0.00000	0.00000	3.68	9996.37
90	2010.04.21 13:00	sell	46	0.01	1.33875	0.00000	0.00000
91	2010.04.21 13:00	close	45	0.01	1.33875	0.00000	0.00000	-4.76	9991.61
92	2010.04.21 16:00	close	46	0.01	1.34033	0.00000	0.00000	-1.58	9990.03
93	2010.04.21 19:00	buy	47	0.01	1.34067	0.00000	0.00000
94	2010.04.21 23:00	sell	48	0.01	1.33873	0.00000	0.00000
95	2010.04.21 23:00	close	47	0.01	1.33873	0.00000	0.00000	-1.94	9988.09
96	2010.04.22 01:00	close	48	0.01	1.33880	0.00000	0.00000	-0.09	9988.00
97	2010.04.22 07:00	buy	49	0.01	1.33933	0.00000	0.00000
98	2010.04.22 12:00	sell	50	0.01	1.33540	0.00000	0.00000
99	2010.04.22 12:00	close	49	0.01	1.33540	0.00000	0.00000	-3.93	9984.07
100	2010.04.22 20:00	buy	51	0.01	1.33221	0.00000	0.00000
101	2010.04.22 20:00	close	50	0.01	1.33221	0.00000	0.00000	3.19	9987.26
102	2010.04.22 23:00	sell	52	0.01	1.32918	0.00000	0.00000
103	2010.04.22 23:00	close	51	0.01	1.32918	0.00000	0.00000	-3.03	9984.23
104	2010.04.23 07:00	close	52	0.01	1.32384	0.00000	0.00000	5.33	9989.56
105	2010.04.23 08:00	buy	53	0.01	1.32401	0.00000	0.00000
106	2010.04.26 01:00	sell	54	0.01	1.33570	0.00000	0.00000
107	2010.04.26 01:00	close	53	0.01	1.33570	0.00000	0.00000	11.68	10001.24
108	2010.04.26 03:00	close	54	0.01	1.33895	0.00000	0.00000	-3.25	9997.99
109	2010.04.26 04:00	buy	55	0.01	1.33838	0.00000	0.00000
110	2010.04.26 05:00	sell	56	0.01	1.33755	0.00000	0.00000
111	2010.04.26 05:00	close	55	0.01	1.33755	0.00000	0.00000	-0.83	9997.16
112	2010.04.26 19:00	close	56	0.01	1.33404	0.00000	0.00000	3.51	10000.67
113	2010.04.26 20:00	sell	57	0.01	1.33332	0.00000	0.00000
114	2010.04.26 21:00	close	57	0.01	1.33430	0.00000	0.00000	-0.98	9999.69
115	2010.04.27 03:00	sell	58	0.01	1.33770	0.00000	0.00000
116	2010.04.27 06:00	close	58	0.01	1.33817	0.00000	0.00000	-0.47	9999.22
117	2010.04.28 04:00	buy	59	0.01	1.31998	0.00000	0.00000
118	2010.04.28 11:00	close	59	0.01	1.31469	0.00000	0.00000	-5.29	9993.93
119	2010.04.28 14:00	buy	60	0.01	1.31990	0.00000	0.00000
120	2010.04.28 18:00	sell	61	0.01	1.31282	0.00000	0.00000
121	2010.04.28 18:00	close	60	0.01	1.31282	0.00000	0.00000	-7.08	9986.85
122	2010.04.28 21:00	close	61	0.01	1.31869	0.00000	0.00000	-5.87	9980.98
123	2010.04.28 22:00	buy	62	0.01	1.32011	0.00000	0.00000
124	2010.04.29 10:00	sell	63	0.01	1.32074	0.00000	0.00000
125	2010.04.29 10:00	close	62	0.01	1.32074	0.00000	0.00000	0.61	9981.59
126	2010.04.29 11:00	close	63	0.01	1.32432	0.00000	0.00000	-3.58	9978.01
127	2010.04.29 16:00	sell	64	0.01	1.32203	0.00000	0.00000
128	2010.04.29 17:00	close	64	0.01	1.32442	0.00000	0.00000	-2.39	9975.62
129	2010.04.29 20:00	buy	65	0.01	1.32476	0.00000	0.00000
130	2010.04.29 21:00	sell	66	0.01	1.32450	0.00000	0.00000
131	2010.04.29 21:00	close	65	0.01	1.32450	0.00000	0.00000	-0.26	9975.36
132	2010.04.29 23:59	close at stop	66	0.01	1.32438	0.00000	0.00000	0.12	9975.48