Desynced Forex

MetaTrader Indicators and Expert Advisors Repository

Symbol		EURUSD (Euro vs US Dollar)
Period		1 Hour (H1) 2010.05.03 00:00 - 2010.05.31 00:00 (2010.05.01 - 2010.05.31)
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	1478	Ticks modelled	12947	Modelling quality	n/a
Mismatched charts errors	1
Initial deposit	10000.00
Total net profit	68.06	Gross profit	185.18	Gross loss	-117.12
Profit factor	1.58	Expected payoff	1.26
Absolute drawdown	8.78	Maximal drawdown	46.63 (0.46%)	Relative drawdown	0.46% (46.63)
Total trades	54	Short positions (won %)	29 (44.83%)	Long positions (won %)	25 (24.00%)
		Profit trades (% of total)	19 (35.19%)	Loss trades (% of total)	35 (64.81%)
Largest		profit trade	25.98	loss trade	-15.08
Average		profit trade	9.75	loss trade	-3.35
Maximum		consecutive wins (profit in money)	2 (50.41)	consecutive losses (loss in money)	6 (-29.94)
Maximal		consecutive profit (count of wins)	50.41 (2)	consecutive loss (count of losses)	-29.94 (6)
Average		consecutive wins	1	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.05.03 00:00	sell	1	0.01	1.33296	0.00000	0.00000
2	2010.05.03 01:00	close	1	0.01	1.33212	0.00000	0.00000	0.84	10000.84
3	2010.05.03 02:00	sell	2	0.01	1.33110	0.00000	0.00000
4	2010.05.03 14:00	close	2	0.01	1.32370	0.00000	0.00000	7.40	10008.24
5	2010.05.04 00:00	sell	3	0.01	1.31889	0.00000	0.00000
6	2010.05.04 01:00	close	3	0.01	1.32004	0.00000	0.00000	-1.15	10007.09
7	2010.05.04 03:00	buy	4	0.01	1.32113	0.00000	0.00000
8	2010.05.04 08:00	sell	5	0.01	1.31793	0.00000	0.00000
9	2010.05.04 08:00	close	4	0.01	1.31793	0.00000	0.00000	-3.20	10003.89
10	2010.05.05 02:00	close	5	0.01	1.29792	0.00000	0.00000	20.00	10023.89
11	2010.05.05 08:00	buy	6	0.01	1.29719	0.00000	0.00000
12	2010.05.05 14:00	close	6	0.01	1.29262	0.00000	0.00000	-4.57	10019.32
13	2010.05.06 03:00	buy	7	0.01	1.28379	0.00000	0.00000
14	2010.05.06 09:00	sell	8	0.01	1.27439	0.00000	0.00000
15	2010.05.06 09:00	close	7	0.01	1.27439	0.00000	0.00000	-9.40	10009.92
16	2010.05.06 10:00	close	8	0.01	1.27972	0.00000	0.00000	-5.33	10004.59
17	2010.05.07 02:00	buy	9	0.01	1.26559	0.00000	0.00000
18	2010.05.07 03:00	sell	10	0.01	1.26128	0.00000	0.00000
19	2010.05.07 03:00	close	9	0.01	1.26128	0.00000	0.00000	-4.31	10000.28
20	2010.05.07 04:00	close	10	0.01	1.26504	0.00000	0.00000	-3.76	9996.52
21	2010.05.07 15:00	sell	11	0.01	1.27057	0.00000	0.00000
22	2010.05.07 18:00	close	11	0.01	1.27203	0.00000	0.00000	-1.46	9995.06
23	2010.05.07 20:00	buy	12	0.01	1.27341	0.00000	0.00000
24	2010.05.10 13:00	sell	13	0.01	1.29940	0.00000	0.00000
25	2010.05.10 13:00	close	12	0.01	1.29940	0.00000	0.00000	25.98	10021.04
26	2010.05.11 10:00	close	13	0.01	1.27496	0.00000	0.00000	24.43	10045.47
27	2010.05.11 16:00	buy	14	0.01	1.27308	0.00000	0.00000
28	2010.05.11 21:00	sell	15	0.01	1.26930	0.00000	0.00000
29	2010.05.11 21:00	close	14	0.01	1.26930	0.00000	0.00000	-3.78	10041.69
30	2010.05.12 04:00	close	15	0.01	1.26446	0.00000	0.00000	4.83	10046.52
31	2010.05.12 06:00	buy	16	0.01	1.26363	0.00000	0.00000
32	2010.05.12 07:00	sell	17	0.01	1.26055	0.00000	0.00000
33	2010.05.12 07:00	close	16	0.01	1.26055	0.00000	0.00000	-3.08	10043.44
34	2010.05.12 08:00	close	17	0.01	1.26461	0.00000	0.00000	-4.06	10039.38
35	2010.05.12 10:00	buy	18	0.01	1.26686	0.00000	0.00000
36	2010.05.12 18:00	close	18	0.01	1.26411	0.00000	0.00000	-2.75	10036.63
37	2010.05.13 02:00	buy	19	0.01	1.26475	0.00000	0.00000
38	2010.05.13 10:00	sell	20	0.01	1.26461	0.00000	0.00000
39	2010.05.13 10:00	close	19	0.01	1.26461	0.00000	0.00000	-0.14	10036.49
40	2010.05.13 19:00	close	20	0.01	1.25810	0.00000	0.00000	6.51	10043.00
41	2010.05.13 20:00	buy	21	0.01	1.25853	0.00000	0.00000
42	2010.05.13 21:00	sell	22	0.01	1.25632	0.00000	0.00000
43	2010.05.13 21:00	close	21	0.01	1.25632	0.00000	0.00000	-2.21	10040.79
44	2010.05.14 01:00	close	22	0.01	1.25396	0.00000	0.00000	2.35	10043.13
45	2010.05.14 04:00	buy	23	0.01	1.25379	0.00000	0.00000
46	2010.05.14 10:00	sell	24	0.01	1.25232	0.00000	0.00000
47	2010.05.14 10:00	close	23	0.01	1.25232	0.00000	0.00000	-1.47	10041.66
48	2010.05.14 15:00	close	24	0.01	1.25214	0.00000	0.00000	0.18	10041.84
49	2010.05.17 12:00	buy	25	0.01	1.23012	0.00000	0.00000
50	2010.05.17 18:00	sell	26	0.01	1.22989	0.00000	0.00000
51	2010.05.17 18:00	close	25	0.01	1.22989	0.00000	0.00000	-0.23	10041.61
52	2010.05.17 19:00	close	26	0.01	1.23235	0.00000	0.00000	-2.46	10039.15
53	2010.05.17 21:00	buy	27	0.01	1.23880	0.00000	0.00000
54	2010.05.18 03:00	sell	28	0.01	1.23425	0.00000	0.00000
55	2010.05.18 03:00	close	27	0.01	1.23425	0.00000	0.00000	-4.56	10034.60
56	2010.05.18 08:00	close	28	0.01	1.23659	0.00000	0.00000	-2.34	10032.26
57	2010.05.18 09:00	buy	29	0.01	1.23869	0.00000	0.00000
58	2010.05.18 17:00	sell	30	0.01	1.23730	0.00000	0.00000
59	2010.05.18 17:00	close	29	0.01	1.23730	0.00000	0.00000	-1.39	10030.87
60	2010.05.19 04:00	close	30	0.01	1.21840	0.00000	0.00000	18.89	10049.75
61	2010.05.19 05:00	buy	31	0.01	1.22042	0.00000	0.00000
62	2010.05.20 02:00	sell	32	0.01	1.23844	0.00000	0.00000
63	2010.05.20 02:00	close	31	0.01	1.23844	0.00000	0.00000	18.00	10067.75
64	2010.05.20 09:00	buy	33	0.01	1.24203	0.00000	0.00000
65	2010.05.20 09:00	close	32	0.01	1.24203	0.00000	0.00000	-3.59	10064.16
66	2010.05.20 12:00	sell	34	0.01	1.23612	0.00000	0.00000
67	2010.05.20 12:00	close	33	0.01	1.23612	0.00000	0.00000	-5.91	10058.25
68	2010.05.20 18:00	buy	35	0.01	1.23710	0.00000	0.00000
69	2010.05.20 18:00	close	34	0.01	1.23710	0.00000	0.00000	-0.98	10057.27
70	2010.05.20 19:00	sell	36	0.01	1.23432	0.00000	0.00000
71	2010.05.20 19:00	close	35	0.01	1.23432	0.00000	0.00000	-2.78	10054.49
72	2010.05.20 20:00	close	36	0.01	1.24940	0.00000	0.00000	-15.08	10039.41
73	2010.05.21 00:00	sell	37	0.01	1.24698	0.00000	0.00000
74	2010.05.21 01:00	close	37	0.01	1.24858	0.00000	0.00000	-1.60	10037.81
75	2010.05.21 02:00	buy	38	0.01	1.25417	0.00000	0.00000
76	2010.05.21 09:00	sell	39	0.01	1.25527	0.00000	0.00000
77	2010.05.21 09:00	close	38	0.01	1.25527	0.00000	0.00000	1.10	10038.91
78	2010.05.21 15:00	buy	40	0.01	1.25733	0.00000	0.00000
79	2010.05.21 15:00	close	39	0.01	1.25733	0.00000	0.00000	-2.06	10036.85
80	2010.05.21 17:00	sell	41	0.01	1.25557	0.00000	0.00000
81	2010.05.21 17:00	close	40	0.01	1.25557	0.00000	0.00000	-1.76	10035.09
82	2010.05.21 18:00	close	41	0.01	1.25762	0.00000	0.00000	-2.05	10033.04
83	2010.05.21 19:00	sell	42	0.01	1.25518	0.00000	0.00000
84	2010.05.21 20:00	close	42	0.01	1.25960	0.00000	0.00000	-4.42	10028.62
85	2010.05.21 21:00	sell	43	0.01	1.25838	0.00000	0.00000
86	2010.05.24 18:00	buy	44	0.01	1.24070	0.00000	0.00000
87	2010.05.24 18:00	close	43	0.01	1.24070	0.00000	0.00000	17.67	10046.29
88	2010.05.24 22:00	sell	45	0.01	1.23799	0.00000	0.00000
89	2010.05.24 22:00	close	44	0.01	1.23799	0.00000	0.00000	-2.71	10043.58
90	2010.05.25 07:00	close	45	0.01	1.23048	0.00000	0.00000	7.50	10051.08
91	2010.05.25 16:00	buy	46	0.01	1.22363	0.00000	0.00000
92	2010.05.26 04:00	close	46	0.01	1.22841	0.00000	0.00000	4.77	10055.85
93	2010.05.26 11:00	buy	47	0.01	1.23358	0.00000	0.00000
94	2010.05.26 15:00	sell	48	0.01	1.22620	0.00000	0.00000
95	2010.05.26 15:00	close	47	0.01	1.22620	0.00000	0.00000	-7.38	10048.47
96	2010.05.27 02:00	close	48	0.01	1.21850	0.00000	0.00000	7.66	10056.13
97	2010.05.27 03:00	buy	49	0.01	1.22000	0.00000	0.00000
98	2010.05.27 14:00	sell	50	0.01	1.22633	0.00000	0.00000
99	2010.05.27 14:00	close	49	0.01	1.22633	0.00000	0.00000	6.33	10062.46
100	2010.05.27 17:00	close	50	0.01	1.22660	0.00000	0.00000	-0.27	10062.19
101	2010.05.27 18:00	buy	51	0.01	1.23699	0.00000	0.00000
102	2010.05.28 01:00	sell	52	0.01	1.23451	0.00000	0.00000
103	2010.05.28 01:00	close	51	0.01	1.23451	0.00000	0.00000	-2.49	10059.70
104	2010.05.28 02:00	close	52	0.01	1.23690	0.00000	0.00000	-2.39	10057.31
105	2010.05.28 09:00	buy	53	0.01	1.23514	0.00000	0.00000
106	2010.05.28 15:00	sell	54	0.01	1.23655	0.00000	0.00000
107	2010.05.28 15:00	close	53	0.01	1.23655	0.00000	0.00000	1.41	10058.72
108	2010.05.28 22:59	close at stop	54	0.01	1.22721	0.00000	0.00000	9.34	10068.06