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		MaxTrades=20; Pips=20; TakeProfit=240; TrailingStop=220; InitialStop=810; Note1=""TF"; MACDTimeFrame=0;
Bars in test	1515	Ticks modelled	13947	Modelling quality	n/a
Mismatched charts errors	2
Initial deposit	10000.00
Total net profit	-8555.83	Gross profit	7127.38	Gross loss	-15683.21
Profit factor	0.45	Expected payoff	-194.45
Absolute drawdown	8555.83	Maximal drawdown	13383.02 (90.26%)	Relative drawdown	90.26% (13383.02)
Total trades	44	Short positions (won %)	0 (0.00%)	Long positions (won %)	44 (50.00%)
		Profit trades (% of total)	22 (50.00%)	Loss trades (% of total)	22 (50.00%)
Largest		profit trade	1217.64	loss trade	-4380.87
Average		profit trade	323.97	loss trade	-712.87
Maximum		consecutive wins (profit in money)	4 (1607.53)	consecutive losses (loss in money)	5 (-13288.36)
Maximal		consecutive profit (count of wins)	1607.53 (4)	consecutive loss (count of losses)	-13288.36 (5)
Average		consecutive wins	2	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 00:00	buy	1	2.50	1.00513	0.99703	1.00753
2	2009.12.01 00:02	buy	2	3.75	1.00488	0.99678	1.00728
3	2009.12.01 00:15	close	2	3.75	1.00505	0.99678	1.00728	63.43	10063.43
4	2009.12.01 00:17	close	1	2.50	1.00500	0.99703	1.00753	-32.34	10031.09
5	2009.12.01 00:20	buy	3	2.50	1.00536	0.99726	1.00776
6	2009.12.01 00:33	buy	4	3.76	1.00447	0.99637	1.00687
7	2009.12.01 00:40	buy	5	5.64	1.00389	0.99579	1.00629
8	2009.12.01 00:46	buy	6	8.46	1.00311	0.99501	1.00551
9	2009.12.01 01:40	close	6	8.46	1.00406	0.99501	1.00551	800.45	10831.54
10	2009.12.01 01:42	close	5	5.64	1.00392	0.99579	1.00629	16.85	10848.39
11	2009.12.01 01:42	close	4	3.76	1.00392	0.99637	1.00687	-205.99	10642.40
12	2009.12.01 01:42	close	3	2.50	1.00392	0.99726	1.00776	-358.59	10283.81
13	2009.12.01 01:45	buy	7	2.57	1.00464	0.99654	1.00704
14	2009.12.01 01:50	close	7	2.57	1.00489	0.99654	1.00704	63.94	10347.75
15	2009.12.01 01:52	buy	8	2.58	1.00478	0.99668	1.00718
16	2009.12.01 01:57	buy	9	3.88	1.00450	0.99640	1.00690
17	2009.12.01 01:59	close	9	3.88	1.00468	0.99640	1.00690	69.51	10417.26
18	2009.12.01 02:00	close	8	2.58	1.00463	0.99668	1.00718	-38.52	10378.74
19	2009.12.01 02:02	buy	10	2.59	1.00505	0.99695	1.00745
20	2009.12.01 02:10	buy	11	3.89	1.00476	0.99666	1.00716
21	2009.12.01 02:15	buy	12	5.84	1.00448	0.99638	1.00688
22	2009.12.01 02:20	buy	13	8.76	1.00409	0.99599	1.00649
23	2009.12.01 02:32	close	13	8.76	1.00513	0.99599	1.00649	906.39	11285.13
24	2009.12.01 02:35	close	12	5.84	1.00504	0.99638	1.00688	325.40	11610.53
25	2009.12.01 02:35	close	11	3.89	1.00504	0.99666	1.00716	108.37	11718.90
26	2009.12.01 02:35	close	10	2.59	1.00504	0.99695	1.00745	-2.58	11716.32
27	2009.12.01 02:37	buy	14	2.92	1.00539	0.99729	1.00779
28	2009.12.01 02:40	buy	15	4.39	1.00502	0.99692	1.00742
29	2009.12.01 02:45	buy	16	6.59	1.00475	0.99665	1.00715
30	2009.12.01 02:50	buy	17	9.89	1.00438	0.99628	1.00678
31	2009.12.01 03:10	close	17	9.89	1.00486	0.99628	1.00678	472.42	12188.74
32	2009.12.01 03:12	close	16	6.59	1.00474	0.99665	1.00715	-6.56	12182.18
33	2009.12.01 03:12	close	15	4.39	1.00474	0.99692	1.00742	-122.34	12059.84
34	2009.12.01 03:12	close	14	2.92	1.00474	0.99729	1.00779	-188.90	11870.94
35	2009.12.01 03:15	buy	18	2.96	1.00538	0.99728	1.00778
36	2009.12.01 03:20	close	18	2.96	1.00557	0.99728	1.00778	55.93	11926.87
37	2009.12.01 03:22	buy	19	2.98	1.00550	0.99740	1.00790
38	2009.12.01 03:27	buy	20	4.47	1.00526	0.99716	1.00766
39	2009.12.01 03:40	buy	21	6.71	1.00505	0.99695	1.00745
40	2009.12.01 03:45	buy	22	10.07	1.00475	0.99665	1.00715
41	2009.12.01 03:50	buy	23	15.11	1.00434	0.99624	1.00674
42	2009.12.01 04:02	close	23	15.11	1.00515	0.99624	1.00674	1217.64	13144.51
43	2009.12.01 04:05	close	22	10.07	1.00507	0.99665	1.00715	320.61	13465.12
44	2009.12.01 04:05	close	21	6.71	1.00507	0.99695	1.00745	13.35	13478.47
45	2009.12.01 04:05	close	20	4.47	1.00507	0.99716	1.00766	-84.50	13393.97
46	2009.12.01 04:05	close	19	2.98	1.00507	0.99740	1.00790	-127.49	13266.48
47	2009.12.01 04:07	buy	24	3.31	1.00540	0.99730	1.00780
48	2009.12.01 04:10	buy	25	4.97	1.00508	0.99698	1.00748
49	2009.12.01 04:15	buy	26	7.46	1.00485	0.99675	1.00725
50	2009.12.01 04:20	buy	27	11.19	1.00453	0.99643	1.00693
51	2009.12.01 04:32	close	27	11.19	1.00510	0.99643	1.00693	634.59	13901.07
52	2009.12.01 04:35	close	26	7.46	1.00495	0.99675	1.00725	74.23	13975.30
53	2009.12.01 04:35	close	25	4.97	1.00495	0.99698	1.00748	-64.29	13911.01
54	2009.12.01 04:35	close	24	3.31	1.00495	0.99730	1.00780	-148.22	13762.79
55	2009.12.01 04:37	buy	28	3.44	1.00541	0.99731	1.00781
56	2009.12.01 04:40	buy	29	5.16	1.00484	0.99674	1.00724
57	2009.12.01 04:45	buy	30	7.74	1.00440	0.99630	1.00680
58	2009.12.01 04:50	buy	31	11.61	1.00383	0.99573	1.00623
59	2009.12.01 05:10	close	31	11.61	1.00453	0.99573	1.00623	809.04	14571.83
60	2009.12.01 05:12	close	30	7.74	1.00444	0.99630	1.00680	30.82	14602.65
61	2009.12.01 05:12	close	29	5.16	1.00444	0.99674	1.00724	-205.49	14397.16
62	2009.12.01 05:12	close	28	3.44	1.00444	0.99731	1.00781	-332.21	14064.95
63	2009.12.01 05:15	buy	32	3.51	1.00499	0.99689	1.00739
64	2009.12.01 05:20	close	32	3.51	1.00511	0.99689	1.00739	41.91	14106.86
65	2009.12.01 05:22	buy	33	3.52	1.00509	0.99699	1.00749
66	2009.12.01 05:27	buy	34	5.29	1.00464	0.99654	1.00704
67	2009.12.01 05:32	buy	35	7.94	1.00417	0.99607	1.00657
68	2009.12.01 05:45	close	35	7.94	1.00462	0.99607	1.00657	355.66	14462.52
69	2009.12.01 05:47	close	34	5.29	1.00453	0.99654	1.00704	-57.93	14404.59
70	2009.12.01 05:47	close	33	3.52	1.00453	0.99699	1.00749	-196.23	14208.36
71	2009.12.01 05:50	buy	36	3.55	1.00505	0.99695	1.00745
72	2009.12.01 05:57	buy	37	5.33	1.00470	0.99660	1.00710
73	2009.12.01 06:05	close	37	5.33	1.00496	0.99660	1.00710	137.90	14346.26
74	2009.12.01 06:07	close	36	3.55	1.00442	0.99695	1.00745	-222.67	14123.59
75	2009.12.01 06:10	buy	38	3.53	1.00593	0.99783	1.00833
76	2009.12.01 06:12	buy	39	5.30	1.00566	0.99756	1.00806
77	2009.12.01 06:15	close	39	5.30	1.00657	0.99756	1.00806	479.15	14602.74
78	2009.12.01 06:17	close	38	3.53	1.00630	0.99783	1.00833	129.79	14732.53
79	2009.12.01 06:20	buy	40	3.68	1.00754	0.99944	1.00994
80	2009.12.01 06:22	buy	41	5.52	1.00700	0.99890	1.00940
81	2009.12.01 06:27	buy	42	8.28	1.00647	0.99837	1.00887
82	2009.12.01 06:35	buy	43	12.42	1.00623	0.99813	1.00863
83	2009.12.01 06:40	buy	44	18.63	1.00597	0.99787	1.00837
84	2009.12.01 07:50	close at stop	44	18.63	1.00361	0.99787	1.00837	-4380.87	10351.66
85	2009.12.01 07:50	close at stop	43	12.42	1.00361	0.99813	1.00863	-3242.34	7109.32
86	2009.12.01 07:50	close at stop	42	8.28	1.00361	0.99837	1.00887	-2359.56	4749.76
87	2009.12.01 07:50	close at stop	41	5.52	1.00361	0.99890	1.00940	-1864.55	2885.21
88	2009.12.01 07:50	close at stop	40	3.68	1.00361	0.99944	1.00994	-1441.04	1444.17