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		block_01="""; lots=0.25; SL=200; TP=41; kCCI=27; block_02="""; AllPositions=false; ProfitTrailing=false; TrailingStop=30; TrailingStep=8; UseSound=false; block_03="""; uplot=false; lotmin=0.1; lotmax=0.7; lotstep=0.1; lastprofit=1;
Bars in test	1478	Ticks modelled	12947	Modelling quality	n/a
Mismatched charts errors	1
Initial deposit	10000.00
Total net profit	-40.35	Gross profit	92.25	Gross loss	-132.60
Profit factor	0.70	Expected payoff	-1.92
Absolute drawdown	73.60	Maximal drawdown	76.85 (0.77%)	Relative drawdown	0.77% (76.85)
Total trades	21	Short positions (won %)	10 (40.00%)	Long positions (won %)	11 (45.45%)
		Profit trades (% of total)	9 (42.86%)	Loss trades (% of total)	12 (57.14%)
Largest		profit trade	10.25	loss trade	-11.60
Average		profit trade	10.25	loss trade	-11.05
Maximum		consecutive wins (profit in money)	3 (30.75)	consecutive losses (loss in money)	4 (-44.60)
Maximal		consecutive profit (count of wins)	30.75 (3)	consecutive loss (count of losses)	-44.60 (4)
Average		consecutive wins	2	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.05.04 00:59	buy	1	0.25	1.31996	1.31796	1.32037
2	2010.05.04 00:59	modify	1	0.25	1.31996	1.31952	1.32037
3	2010.05.04 01:20	s/l	1	0.25	1.31952	1.31952	1.32037	-11.00	9989.00
4	2010.05.05 16:59	buy	2	0.25	1.28676	1.28476	1.28717
5	2010.05.05 16:59	modify	2	0.25	1.28676	1.28632	1.28717
6	2010.05.05 17:02	s/l	2	0.25	1.28632	1.28632	1.28717	-11.00	9978.00
7	2010.05.06 15:59	buy	3	0.25	1.27481	1.27281	1.27522
8	2010.05.06 15:59	modify	3	0.25	1.27481	1.27437	1.27522
9	2010.05.06 16:02	t/p	3	0.25	1.27522	1.27437	1.27522	10.25	9988.25
10	2010.05.07 13:59	sell	4	0.25	1.27309	1.27509	1.27268
11	2010.05.07 13:59	modify	4	0.25	1.27309	1.27353	1.27268
12	2010.05.07 14:13	s/l	4	0.25	1.27353	1.27353	1.27268	-11.00	9977.25
13	2010.05.07 17:59	buy	5	0.25	1.27192	1.26992	1.27233
14	2010.05.07 17:59	modify	5	0.25	1.27192	1.27148	1.27233
15	2010.05.07 18:07	s/l	5	0.25	1.27148	1.27148	1.27233	-11.00	9966.25
16	2010.05.10 11:59	sell	6	0.25	1.30338	1.30538	1.30297
17	2010.05.10 11:59	modify	6	0.25	1.30338	1.30382	1.30297
18	2010.05.10 12:05	t/p	6	0.25	1.30297	1.30382	1.30297	10.25	9976.50
19	2010.05.12 01:59	buy	7	0.25	1.26406	1.26206	1.26447
20	2010.05.12 01:59	modify	7	0.25	1.26406	1.26362	1.26447
21	2010.05.12 02:03	t/p	7	0.25	1.26447	1.26362	1.26447	10.25	9986.75
22	2010.05.12 07:59	buy	8	0.25	1.26454	1.26254	1.26495
23	2010.05.12 07:59	modify	8	0.25	1.26454	1.26410	1.26495
24	2010.05.12 08:10	s/l	8	0.25	1.26410	1.26410	1.26495	-11.00	9975.75
25	2010.05.12 23:59	buy	9	0.25	1.26347	1.26147	1.26388
26	2010.05.12 23:59	modify	9	0.25	1.26347	1.26303	1.26388
27	2010.05.13 00:03	s/l	9	0.25	1.26303	1.26303	1.26388	-11.60	9964.15
28	2010.05.13 09:59	sell	10	0.25	1.26468	1.26668	1.26427
29	2010.05.13 09:59	modify	10	0.25	1.26468	1.26512	1.26427
30	2010.05.13 10:02	s/l	10	0.25	1.26512	1.26512	1.26427	-11.00	9953.15
31	2010.05.13 16:59	buy	11	0.25	1.25675	1.25475	1.25716
32	2010.05.13 16:59	modify	11	0.25	1.25675	1.25631	1.25716
33	2010.05.13 17:07	s/l	11	0.25	1.25631	1.25631	1.25716	-11.00	9942.15
34	2010.05.14 18:59	buy	12	0.25	1.24302	1.24102	1.24343
35	2010.05.14 18:59	modify	12	0.25	1.24302	1.24258	1.24343
36	2010.05.14 19:02	t/p	12	0.25	1.24343	1.24258	1.24343	10.25	9952.40
37	2010.05.18 00:59	sell	13	0.25	1.23899	1.24099	1.23858
38	2010.05.18 00:59	modify	13	0.25	1.23899	1.23943	1.23858
39	2010.05.18 01:10	t/p	13	0.25	1.23858	1.23943	1.23858	10.25	9962.65
40	2010.05.20 06:59	sell	14	0.25	1.23520	1.23720	1.23479
41	2010.05.20 06:59	modify	14	0.25	1.23520	1.23564	1.23479
42	2010.05.20 07:02	t/p	14	0.25	1.23479	1.23564	1.23479	10.25	9972.90
43	2010.05.20 10:59	sell	15	0.25	1.23998	1.24198	1.23957
44	2010.05.20 10:59	modify	15	0.25	1.23998	1.24042	1.23957
45	2010.05.20 11:02	s/l	15	0.25	1.24042	1.24042	1.23957	-11.00	9961.90
46	2010.05.26 00:59	sell	16	0.25	1.23432	1.23632	1.23391
47	2010.05.26 00:59	modify	16	0.25	1.23432	1.23476	1.23391
48	2010.05.26 01:10	s/l	16	0.25	1.23476	1.23476	1.23391	-11.00	9950.90
49	2010.05.26 07:59	sell	17	0.25	1.22719	1.22919	1.22678
50	2010.05.26 07:59	modify	17	0.25	1.22719	1.22763	1.22678
51	2010.05.26 08:10	s/l	17	0.25	1.22763	1.22763	1.22678	-11.00	9939.90
52	2010.05.27 09:59	sell	18	0.25	1.22778	1.22978	1.22737
53	2010.05.27 09:59	modify	18	0.25	1.22778	1.22822	1.22737
54	2010.05.27 10:02	s/l	18	0.25	1.22822	1.22822	1.22737	-11.00	9928.90
55	2010.05.27 13:59	sell	19	0.25	1.22637	1.22837	1.22596
56	2010.05.27 13:59	modify	19	0.25	1.22637	1.22681	1.22596
57	2010.05.27 14:02	t/p	19	0.25	1.22596	1.22681	1.22596	10.25	9939.15
58	2010.05.27 16:59	buy	20	0.25	1.22653	1.22453	1.22694
59	2010.05.27 16:59	modify	20	0.25	1.22653	1.22609	1.22694
60	2010.05.27 17:05	t/p	20	0.25	1.22694	1.22609	1.22694	10.25	9949.40
61	2010.05.28 17:59	buy	21	0.25	1.23692	1.23492	1.23733
62	2010.05.28 17:59	modify	21	0.25	1.23692	1.23648	1.23733
63	2010.05.28 18:15	t/p	21	0.25	1.23733	1.23648	1.23733	10.25	9959.65