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		AccountIsMini=false; MoneyManagement=false; TradeSizePercent=5; Lots=1; MaxLots=100; StopLoss=0; TrailingStop=15; UseTrailingStop=false; TrailingStopType=2; FirstMove=20; TrailingStop1=20; SecondMove=30; TrailingStop2=20; ThirdMove=40; TrailingStop3=20; TakeProfit=20; MarginCutoff=300; Slippage=3; UseMACD=false; MACD_Price=1; UseMA_Cross=false; MA_SlowPeriod=21; MA_FastPeriod=2; MA_Shift=1; MA_Mode=2; MA_Price=5; UseMomentum=false; UsePSAR=false; MomentumPeriod=14; MomentumPrice=1; MomentumHigh=100; MomentumLow=100; UseStochLevel=false; Stoch_Mode=0; StochPrice=0; StochHigh=60; StochLow=35; UseStochCross=false; SignalCandle=0; SignalTimeFrame=0;
Bars in test	1515	Ticks modelled	13947	Modelling quality	n/a
Mismatched charts errors	2
Initial deposit	10000.00
Total net profit	-2042.68	Gross profit	259.90	Gross loss	-2302.58
Profit factor	0.11	Expected payoff	-145.91
Absolute drawdown	3486.29	Maximal drawdown	3726.44 (36.39%)	Relative drawdown	36.39% (3726.44)
Total trades	14	Short positions (won %)	7 (85.71%)	Long positions (won %)	7 (100.00%)
		Profit trades (% of total)	13 (92.86%)	Loss trades (% of total)	1 (7.14%)
Largest		profit trade	21.79	loss trade	-2302.58
Average		profit trade	19.99	loss trade	-2302.58
Maximum		consecutive wins (profit in money)	13 (259.90)	consecutive losses (loss in money)	1 (-2302.58)
Maximal		consecutive profit (count of wins)	259.90 (13)	consecutive loss (count of losses)	-2302.58 (1)
Average		consecutive wins	13	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 00:00	buy	1	1.00	1.00522	0.00000	1.00542
2	2009.12.01 00:00	sell	2	1.00	1.00496	0.00000	1.00476
3	2009.12.01 00:33	t/p	2	1.00	1.00476	0.00000	1.00476	19.91	10019.91
4	2009.12.01 03:20	t/p	1	1.00	1.00542	0.00000	1.00542	19.89	10039.80
5	2009.12.01 03:20	buy	3	1.00	1.00583	0.00000	1.00603
6	2009.12.01 03:20	sell	4	1.00	1.00557	0.00000	1.00537
7	2009.12.01 03:27	t/p	4	1.00	1.00537	0.00000	1.00537	19.89	10059.69
8	2009.12.01 06:15	t/p	3	1.00	1.00603	0.00000	1.00603	19.87	10079.56
9	2009.12.01 06:15	buy	5	1.00	1.00683	0.00000	1.00703
10	2009.12.01 06:15	sell	6	1.00	1.00657	0.00000	1.00637
11	2009.12.01 06:20	t/p	5	1.00	1.00703	0.00000	1.00703	19.85	10099.41
12	2009.12.01 06:27	t/p	6	1.00	1.00637	0.00000	1.00637	19.87	10119.28
13	2009.12.01 06:27	buy	7	1.00	1.00637	0.00000	1.00657
14	2009.12.01 06:27	sell	8	1.00	1.00611	0.00000	1.00591
15	2009.12.01 06:45	t/p	8	1.00	1.00591	0.00000	1.00591	19.89	10139.17
16	2009.12.04 14:50	t/p	7	1.00	1.00657	0.00000	1.00657	21.79	10160.96
17	2009.12.04 14:50	buy	9	1.00	1.00994	0.00000	1.01014
18	2009.12.04 14:50	sell	10	1.00	1.00968	0.00000	1.00948
19	2009.12.04 14:52	t/p	10	1.00	1.00948	0.00000	1.00948	19.85	10180.81
20	2009.12.04 15:20	t/p	9	1.00	1.01014	0.00000	1.01014	19.78	10200.59
21	2009.12.04 15:20	buy	11	1.00	1.01145	0.00000	1.01165
22	2009.12.04 15:20	sell	12	1.00	1.01119	0.00000	1.01099
23	2009.12.04 15:22	t/p	12	1.00	1.01099	0.00000	1.01099	19.79	10220.38
24	2009.12.04 16:40	t/p	11	1.00	1.01165	0.00000	1.01165	19.77	10240.15
25	2009.12.04 16:40	buy	13	1.00	1.01199	0.00000	1.01219
26	2009.12.04 16:40	sell	14	1.00	1.01173	0.00000	1.01153
27	2009.12.04 16:45	t/p	13	1.00	1.01219	0.00000	1.01219	19.75	10259.90
28	2009.12.31 18:57	close at stop	14	1.00	1.03532	0.00000	1.01153	-2302.58	7957.32