Desynced Forex

MetaTrader Indicators and Expert Advisors Repository

Symbol		USDCHF (US Dollar vs Swiss Franc)
Period		1 Hour (H1) 2009.12.01 00:00 - 2009.12.31 18:00 (2009.12.01 - 2010.01.01)
Model		Control points (a very crude method, the results must not be considered)
Parameters		Lots=0.3; Slippage=3; Order_Comment=""EL"; Order_Arrow_Color=Black; PercentMargin=0.005; NOGOVolatility=200; SMALLGOVolatility=100; SSP=34; SSK=29;
Bars in test	1515	Ticks modelled	13947	Modelling quality	n/a
Mismatched charts errors	2
Initial deposit	10000.00
Total net profit	-310.75	Gross profit	88.99	Gross loss	-399.74
Profit factor	0.22	Expected payoff	-20.72
Absolute drawdown	356.85	Maximal drawdown	451.25 (4.47%)	Relative drawdown	4.47% (451.25)
Total trades	15	Short positions (won %)	6 (0.00%)	Long positions (won %)	9 (33.33%)
		Profit trades (% of total)	3 (20.00%)	Loss trades (% of total)	12 (80.00%)
Largest		profit trade	72.67	loss trade	-111.85
Average		profit trade	29.66	loss trade	-33.31
Maximum		consecutive wins (profit in money)	2 (73.84)	consecutive losses (loss in money)	6 (-135.38)
Maximal		consecutive profit (count of wins)	73.84 (2)	consecutive loss (count of losses)	-213.98 (4)
Average		consecutive wins	2	consecutive losses	4

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.02 22:00	sell	1	0.30	1.00157	0.00000	0.00000
2	2009.12.02 23:00	close	1	0.30	1.00200	0.00000	0.00000	-12.87	9987.13
3	2009.12.03 17:00	sell	2	0.30	0.99854	0.00000	0.00000
4	2009.12.03 18:00	close	2	0.30	0.99966	0.00000	0.00000	-33.61	9953.52
5	2009.12.03 19:00	sell	3	0.30	0.99879	0.00000	0.00000
6	2009.12.03 22:00	close	3	0.30	0.99992	0.00000	0.00000	-33.90	9919.62
7	2009.12.04 09:00	sell	4	0.30	0.99905	0.00000	0.00000
8	2009.12.04 10:00	close	4	0.30	1.00025	0.00000	0.00000	-35.99	9883.63
9	2009.12.11 01:00	buy	5	0.30	1.02619	0.00000	0.00000
10	2009.12.11 02:00	close	5	0.30	1.02574	0.00000	0.00000	-13.16	9870.47
11	2009.12.11 03:00	buy	6	0.30	1.02648	0.00000	0.00000
12	2009.12.11 04:00	close	6	0.30	1.02628	0.00000	0.00000	-5.85	9864.62
13	2009.12.11 08:00	buy	7	0.30	1.02682	0.00000	0.00000
14	2009.12.11 09:00	close	7	0.30	1.02686	0.00000	0.00000	1.17	9865.79
15	2009.12.11 15:00	buy	8	0.30	1.02879	0.00000	0.00000
16	2009.12.15 01:00	close	8	0.30	1.03128	0.00000	0.00000	72.67	9938.46
17	2009.12.16 19:00	buy	9	0.30	1.03788	0.00000	0.00000
18	2009.12.16 20:00	close	9	0.30	1.03740	0.00000	0.00000	-13.88	9924.58
19	2009.12.18 14:00	buy	10	0.30	1.04286	0.00000	0.00000
20	2009.12.18 16:00	close	10	0.30	1.04207	0.00000	0.00000	-22.74	9901.84
21	2009.12.18 17:00	buy	11	0.30	1.04727	0.00000	0.00000
22	2009.12.18 19:00	close	11	0.30	1.04338	0.00000	0.00000	-111.85	9789.99
23	2009.12.21 10:00	buy	12	0.30	1.04642	0.00000	0.00000
24	2009.12.21 11:00	close	12	0.30	1.04414	0.00000	0.00000	-65.51	9724.48
25	2009.12.21 20:00	buy	13	0.30	1.04556	0.00000	0.00000
26	2009.12.23 12:00	close	13	0.30	1.04608	0.00000	0.00000	15.15	9739.63
27	2009.12.29 06:00	sell	14	0.30	1.03527	0.00000	0.00000
28	2009.12.29 18:00	close	14	0.30	1.03663	0.00000	0.00000	-39.36	9700.27
29	2009.12.31 03:00	sell	15	0.30	1.03427	0.00000	0.00000
30	2009.12.31 04:00	close	15	0.30	1.03465	0.00000	0.00000	-11.02	9689.25