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		cciper=14; ccUPur=200; ccDWur=-200; SL=0; TP=0; mn=1; MG=564651; Lots=0.1; time=0; starttime=7; stoptime=17;
Bars in test	1478	Ticks modelled	12947	Modelling quality	n/a
Mismatched charts errors	1
Initial deposit	10000.00
Total net profit	-64.11	Gross profit	1314.96	Gross loss	-1379.07
Profit factor	0.95	Expected payoff	-3.77
Absolute drawdown	2644.77	Maximal drawdown	2663.07 (26.58%)	Relative drawdown	26.58% (2663.07)
Total trades	17	Short positions (won %)	5 (80.00%)	Long positions (won %)	12 (50.00%)
		Profit trades (% of total)	10 (58.82%)	Loss trades (% of total)	7 (41.18%)
Largest		profit trade	239.58	loss trade	-368.77
Average		profit trade	131.50	loss trade	-197.01
Maximum		consecutive wins (profit in money)	4 (466.46)	consecutive losses (loss in money)	2 (-624.33)
Maximal		consecutive profit (count of wins)	466.46 (4)	consecutive loss (count of losses)	-624.33 (2)
Average		consecutive wins	2	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.05.03 05:00	buy	1	0.10	1.32348	0.00000	0.00000
2	2010.05.03 19:00	buy	2	0.10	1.31998	0.00000	0.00000
3	2010.05.04 13:00	buy	3	0.10	1.31217	0.00000	0.00000
4	2010.05.05 17:00	buy	4	0.10	1.28670	0.00000	0.00000
5	2010.05.06 10:00	buy	5	0.10	1.27961	0.00000	0.00000
6	2010.05.06 22:00	buy	6	0.10	1.26270	0.00000	0.00000
7	2010.05.10 02:00	sell	7	0.10	1.28668	0.00000	0.00000
8	2010.05.10 02:00	close	1	0.10	1.28668	0.00000	0.00000	-368.77	9631.23
9	2010.05.10 02:00	close	3	0.10	1.28668	0.00000	0.00000	-255.56	9375.67
10	2010.05.10 02:00	close	5	0.10	1.28668	0.00000	0.00000	70.48	9446.15
11	2010.05.10 02:00	close	2	0.10	1.28668	0.00000	0.00000	-333.77	9112.38
12	2010.05.10 02:00	close	6	0.10	1.28668	0.00000	0.00000	239.58	9351.96
13	2010.05.10 02:00	close	4	0.10	1.28668	0.00000	0.00000	-0.75	9351.21
14	2010.05.12 01:00	buy	8	0.10	1.26317	0.00000	0.00000
15	2010.05.12 01:00	close	7	0.10	1.26317	0.00000	0.00000	234.76	9585.97
16	2010.05.12 12:00	sell	9	0.10	1.26969	0.00000	0.00000
17	2010.05.12 12:00	close	8	0.10	1.26969	0.00000	0.00000	65.20	9651.17
18	2010.05.13 13:00	buy	10	0.10	1.25855	0.00000	0.00000
19	2010.05.13 13:00	close	9	0.10	1.25855	0.00000	0.00000	110.89	9762.06
20	2010.05.14 13:00	buy	11	0.10	1.24647	0.00000	0.00000
21	2010.05.18 22:00	buy	12	0.10	1.22098	0.00000	0.00000
22	2010.05.19 17:00	sell	13	0.10	1.23375	0.00000	0.00000
23	2010.05.19 17:00	close	10	0.10	1.23375	0.00000	0.00000	-248.44	9513.62
24	2010.05.19 17:00	close	12	0.10	1.23375	0.00000	0.00000	127.59	9641.21
25	2010.05.19 17:00	close	11	0.10	1.23375	0.00000	0.00000	-127.53	9513.68
26	2010.05.20 22:00	sell	14	0.10	1.25093	0.00000	0.00000
27	2010.05.24 14:00	buy	15	0.10	1.23809	0.00000	0.00000
28	2010.05.24 14:00	close	13	0.10	1.23809	0.00000	0.00000	-44.25	9469.43
29	2010.05.24 14:00	close	14	0.10	1.23809	0.00000	0.00000	128.06	9597.49
30	2010.05.26 19:00	buy	16	0.10	1.22326	0.00000	0.00000
31	2010.05.28 12:00	sell	17	0.10	1.24080	0.00000	0.00000
32	2010.05.28 12:00	close	15	0.10	1.24080	0.00000	0.00000	26.44	9623.93
33	2010.05.28 12:00	close	16	0.10	1.24080	0.00000	0.00000	174.96	9798.89
34	2010.05.28 22:59	close at stop	17	0.10	1.22710	0.00000	0.00000	137.00	9935.89