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		StopLoss=50; BreakEven=9; TrailingStop=10; MAfilter=10; UseOptimizedValues=false; Lots=0.1;
Bars in test	1515	Ticks modelled	13947	Modelling quality	n/a
Mismatched charts errors	2
Initial deposit	10000.00
Total net profit	-27.13	Gross profit	31.73	Gross loss	-58.86
Profit factor	0.54	Expected payoff	-1.51
Absolute drawdown	58.00	Maximal drawdown	58.00 (0.58%)	Relative drawdown	0.58% (58.00)
Total trades	18	Short positions (won %)	6 (16.67%)	Long positions (won %)	12 (41.67%)
		Profit trades (% of total)	6 (33.33%)	Loss trades (% of total)	12 (66.67%)
Largest		profit trade	15.81	loss trade	-5.01
Average		profit trade	5.29	loss trade	-4.91
Maximum		consecutive wins (profit in money)	2 (0.20)	consecutive losses (loss in money)	5 (-25.01)
Maximal		consecutive profit (count of wins)	15.81 (1)	consecutive loss (count of losses)	-25.01 (5)
Average		consecutive wins	1	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 07:15	buy limit	1	0.10	1.00516	1.00466	1.00691
2	2009.12.01 07:45	buy	1	0.10	1.00516	1.00466	1.00691
3	2009.12.01 07:47	s/l	1	0.10	1.00466	1.00466	1.00691	-4.98	9995.02
4	2009.12.02 08:57	buy limit	2	0.10	0.99930	0.99880	1.00104
5	2009.12.02 09:15	buy	2	0.10	0.99930	0.99880	1.00104
6	2009.12.02 09:20	s/l	2	0.10	0.99880	0.99880	1.00104	-5.01	9990.01
7	2009.12.02 13:20	buy limit	3	0.10	0.99926	0.99876	1.00087
8	2009.12.02 13:45	buy	3	0.10	0.99926	0.99876	1.00087
9	2009.12.02 13:50	s/l	3	0.10	0.99876	0.99876	1.00087	-5.01	9985.00
10	2009.12.02 14:40	buy limit	4	0.10	0.99926	0.99876	1.00118
11	2009.12.02 15:12	expiration	4	0.10	0.99926	0.99876	1.00118
12	2009.12.03 17:20	sell limit	5	0.10	0.99845	0.99895	0.99663
13	2009.12.03 17:40	sell	5	0.10	0.99845	0.99895	0.99663
14	2009.12.03 17:45	s/l	5	0.10	0.99895	0.99895	0.99663	-5.01	9979.99
15	2009.12.04 14:37	sell limit	6	0.10	0.99902	0.99952	0.99561
16	2009.12.04 14:40	sell	6	0.10	0.99902	0.99952	0.99561
17	2009.12.04 14:42	s/l	6	0.10	0.99952	0.99952	0.99561	-5.00	9974.99
18	2009.12.07 17:03	buy limit	7	0.10	1.01928	1.01878	1.02111
19	2009.12.07 17:35	expiration	7	0.10	1.01928	1.01878	1.02111
20	2009.12.07 18:10	buy limit	8	0.10	1.02011	1.01961	1.02194
21	2009.12.07 18:35	buy	8	0.10	1.02011	1.01961	1.02194
22	2009.12.07 18:37	modify	8	0.10	1.02011	1.02012	1.02194
23	2009.12.07 18:40	s/l	8	0.10	1.02012	1.02012	1.02194	0.10	9975.09
24	2009.12.08 12:03	buy limit	9	0.10	1.01924	1.01874	1.02085
25	2009.12.08 12:35	expiration	9	0.10	1.01924	1.01874	1.02085
26	2009.12.09 07:20	buy limit	10	0.10	1.02667	1.02617	1.02867
27	2009.12.09 07:52	expiration	10	0.10	1.02667	1.02617	1.02867
28	2009.12.09 14:10	sell limit	11	0.10	1.02494	1.02544	1.02280
29	2009.12.09 14:26	sell	11	0.10	1.02494	1.02544	1.02280
30	2009.12.09 14:32	modify	11	0.10	1.02494	1.02493	1.02280
31	2009.12.09 14:45	s/l	11	0.10	1.02493	1.02493	1.02280	0.10	9975.19
32	2009.12.09 16:50	sell limit	12	0.10	1.02494	1.02544	1.02294
33	2009.12.09 16:57	sell	12	0.10	1.02494	1.02544	1.02294
34	2009.12.09 17:10	s/l	12	0.10	1.02544	1.02544	1.02294	-4.88	9970.31
35	2009.12.10 10:15	buy limit	13	0.10	1.02735	1.02685	1.02912
36	2009.12.10 10:30	buy	13	0.10	1.02735	1.02685	1.02912
37	2009.12.10 10:50	s/l	13	0.10	1.02685	1.02685	1.02912	-4.87	9965.44
38	2009.12.10 17:20	buy limit	14	0.10	1.02689	1.02639	1.02897
39	2009.12.10 17:32	buy	14	0.10	1.02689	1.02639	1.02897
40	2009.12.10 17:37	s/l	14	0.10	1.02639	1.02639	1.02897	-4.87	9960.57
41	2009.12.10 17:50	buy limit	15	0.10	1.02689	1.02639	1.02865
42	2009.12.10 18:02	buy	15	0.10	1.02689	1.02639	1.02865
43	2009.12.10 18:20	modify	15	0.10	1.02689	1.02690	1.02865
44	2009.12.10 18:50	s/l	15	0.10	1.02690	1.02690	1.02865	0.10	9960.67
45	2009.12.11 07:50	buy limit	16	0.10	1.02638	1.02588	1.02813
46	2009.12.11 08:22	expiration	16	0.10	1.02638	1.02588	1.02813
47	2009.12.14 16:50	sell limit	17	0.10	1.03183	1.03233	1.02994
48	2009.12.14 17:10	sell	17	0.10	1.03183	1.03233	1.02994
49	2009.12.14 17:15	s/l	17	0.10	1.03233	1.03233	1.02994	-4.84	9955.83
50	2009.12.17 17:15	buy limit	18	0.10	1.04784	1.04734	1.04947
51	2009.12.17 17:37	buy	18	0.10	1.04784	1.04734	1.04947
52	2009.12.17 17:40	modify	18	0.10	1.04784	1.04785	1.04947
53	2009.12.17 18:02	t/p	18	0.10	1.04947	1.04785	1.04947	15.52	9971.35
54	2009.12.18 15:50	sell limit	19	0.10	1.04226	1.04276	1.04036
55	2009.12.18 16:15	sell	19	0.10	1.04226	1.04276	1.04036
56	2009.12.18 16:20	s/l	19	0.10	1.04276	1.04276	1.04036	-4.79	9966.56
57	2009.12.18 16:40	buy limit	20	0.10	1.04283	1.04233	1.04598
58	2009.12.18 17:12	expiration	20	0.10	1.04283	1.04233	1.04598
59	2009.12.21 16:15	buy limit	21	0.10	1.04365	1.04315	1.04544
60	2009.12.21 16:47	expiration	21	0.10	1.04365	1.04315	1.04544
61	2009.12.21 17:03	buy limit	22	0.10	1.04365	1.04315	1.04582
62	2009.12.21 17:35	expiration	22	0.10	1.04365	1.04315	1.04582
63	2009.12.22 07:45	buy limit	23	0.10	1.04600	1.04550	1.04790
64	2009.12.22 08:15	buy	23	0.10	1.04600	1.04550	1.04790
65	2009.12.22 08:20	s/l	23	0.10	1.04550	1.04550	1.04790	-4.78	9961.78
66	2009.12.22 15:15	buy limit	24	0.10	1.04722	1.04672	1.04888
67	2009.12.22 15:37	buy	24	0.10	1.04722	1.04672	1.04888
68	2009.12.22 15:40	modify	24	0.10	1.04722	1.04723	1.04888
69	2009.12.22 16:02	t/p	24	0.10	1.04888	1.04723	1.04888	15.81	9977.59
70	2009.12.23 09:45	buy limit	25	0.10	1.04856	1.04806	1.05051
71	2009.12.23 10:17	expiration	25	0.10	1.04856	1.04806	1.05051
72	2009.12.28 08:20	buy limit	26	0.10	1.03649	1.03599	1.03838
73	2009.12.28 08:52	expiration	26	0.10	1.03649	1.03599	1.03838
74	2009.12.30 08:32	buy limit	27	0.10	1.03775	1.03725	1.03951
75	2009.12.30 08:40	buy	27	0.10	1.03775	1.03725	1.03951
76	2009.12.30 08:45	s/l	27	0.10	1.03725	1.03725	1.03951	-4.82	9972.77
77	2009.12.30 12:45	buy limit	28	0.10	1.03765	1.03715	1.03977
78	2009.12.30 13:17	expiration	28	0.10	1.03765	1.03715	1.03977
79	2009.12.30 14:10	sell limit	29	0.10	1.03742	1.03792	1.03569
80	2009.12.30 14:42	expiration	29	0.10	1.03742	1.03792	1.03569
81	2009.12.30 18:10	sell limit	30	0.10	1.03898	1.03948	1.03654
82	2009.12.30 18:42	expiration	30	0.10	1.03898	1.03948	1.03654
83	2009.12.31 16:52	buy limit	31	0.10	1.03351	1.03301	1.03545
84	2009.12.31 17:02	buy	31	0.10	1.03351	1.03301	1.03545
85	2009.12.31 17:10	modify	31	0.10	1.03351	1.03352	1.03545
86	2009.12.31 17:32	s/l	31	0.10	1.03352	1.03352	1.03545	0.10	9972.87
87	2009.12.31 17:40	buy limit	32	0.10	1.03351	1.03301	1.03573
88	2009.12.31 18:12	expiration	32	0.10	1.03351	1.03301	1.03573