Desynced Forex

MetaTrader Indicators and Expert Advisors Repository

Symbol		EURUSD (Euro vs US Dollar)
Period		1 Hour (H1) 2010.06.01 00:00 - 2010.06.30 00:00 (2010.06.01 - 2010.06.30)
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	1501	Ticks modelled	13529	Modelling quality	n/a
Mismatched charts errors	0
Initial deposit	10000.00
Total net profit	535.60	Gross profit	700.23	Gross loss	-164.63
Profit factor	4.25	Expected payoff	35.71
Absolute drawdown	0.00	Maximal drawdown	534.62 (4.88%)	Relative drawdown	4.88% (534.62)
Total trades	15	Short positions (won %)	7 (71.43%)	Long positions (won %)	8 (62.50%)
		Profit trades (% of total)	10 (66.67%)	Loss trades (% of total)	5 (33.33%)
Largest		profit trade	150.53	loss trade	-96.72
Average		profit trade	70.02	loss trade	-32.93
Maximum		consecutive wins (profit in money)	6 (398.12)	consecutive losses (loss in money)	3 (-137.28)
Maximal		consecutive profit (count of wins)	398.12 (6)	consecutive loss (count of losses)	-137.28 (3)
Average		consecutive wins	3	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.06.01 13:00	buy	1	0.10	1.21366	0.00000	0.00000
2	2010.06.04 12:00	sell	2	0.10	1.21872	0.00000	0.00000
3	2010.06.04 12:00	close	1	0.10	1.21872	0.00000	0.00000	50.05	10050.05
4	2010.06.04 16:00	buy	3	0.10	1.20514	0.00000	0.00000
5	2010.06.04 16:00	close	2	0.10	1.20514	0.00000	0.00000	135.80	10185.85
6	2010.06.09 17:00	sell	4	0.10	1.20569	0.00000	0.00000
7	2010.06.09 17:00	close	3	0.10	1.20569	0.00000	0.00000	5.17	10191.02
8	2010.06.11 20:00	buy	5	0.10	1.20633	0.00000	0.00000
9	2010.06.11 20:00	close	4	0.10	1.20633	0.00000	0.00000	-7.08	10183.94
10	2010.06.14 03:00	sell	6	0.10	1.21745	0.00000	0.00000
11	2010.06.14 03:00	close	5	0.10	1.21745	0.00000	0.00000	111.09	10295.03
12	2010.06.15 10:00	buy	7	0.10	1.21946	0.00000	0.00000
13	2010.06.15 10:00	close	6	0.10	1.21946	0.00000	0.00000	-20.27	10274.76
14	2010.06.15 15:00	sell	8	0.10	1.22676	0.00000	0.00000
15	2010.06.15 15:00	close	7	0.10	1.22676	0.00000	0.00000	73.00	10347.76
16	2010.06.17 13:00	sell	9	0.10	1.23722	0.00000	0.00000
17	2010.06.21 02:00	sell	10	0.10	1.24156	0.00000	0.00000
18	2010.06.22 14:00	buy	11	0.10	1.22649	0.00000	0.00000
19	2010.06.22 14:00	close	8	0.10	1.22649	0.00000	0.00000	1.51	10349.27
20	2010.06.22 14:00	close	10	0.10	1.22649	0.00000	0.00000	150.53	10499.80
21	2010.06.22 14:00	close	9	0.10	1.22649	0.00000	0.00000	106.79	10606.59
22	2010.06.23 11:00	sell	12	0.10	1.22777	0.00000	0.00000
23	2010.06.23 11:00	close	11	0.10	1.22777	0.00000	0.00000	12.69	10619.28
24	2010.06.23 18:00	buy	13	0.10	1.22241	0.00000	0.00000
25	2010.06.23 18:00	close	12	0.10	1.22241	0.00000	0.00000	53.60	10672.88
26	2010.06.25 13:00	buy	14	0.10	1.22850	0.00000	0.00000
27	2010.06.29 12:00	buy	15	0.10	1.21928	0.00000	0.00000
28	2010.06.29 23:59	close at stop	15	0.10	1.21885	0.00000	0.00000	-4.30	10668.58
29	2010.06.29 23:59	close at stop	14	0.10	1.21885	0.00000	0.00000	-96.72	10571.86
30	2010.06.29 23:59	close at stop	13	0.10	1.21885	0.00000	0.00000	-36.26	10535.60