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		TakeProfit=50; Lots=0.1; TrailingStop=30; MACDOpenLevel=3; MACDCloseLevel=2; MATrendPeriod=26;
Bars in test	1515	Ticks modelled	13947	Modelling quality	n/a
Mismatched charts errors	2
Initial deposit	10000.00
Total net profit	51.71	Gross profit	87.57	Gross loss	-35.86
Profit factor	2.44	Expected payoff	2.59
Absolute drawdown	69.74	Maximal drawdown	131.03 (1.30%)	Relative drawdown	1.30% (131.03)
Total trades	20	Short positions (won %)	9 (100.00%)	Long positions (won %)	11 (81.82%)
		Profit trades (% of total)	18 (90.00%)	Loss trades (% of total)	2 (10.00%)
Largest		profit trade	5.02	loss trade	-20.71
Average		profit trade	4.87	loss trade	-17.93
Maximum		consecutive wins (profit in money)	11 (53.20)	consecutive losses (loss in money)	1 (-20.71)
Maximal		consecutive profit (count of wins)	53.20 (11)	consecutive loss (count of losses)	-20.71 (1)
Average		consecutive wins	6	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 04:45	sell	1	0.10	1.00423	0.00000	1.00373
2	2009.12.01 08:03	t/p	1	0.10	1.00373	0.00000	1.00373	4.99	10004.99
3	2009.12.03 02:00	sell	2	0.10	0.99953	0.00000	0.99903
4	2009.12.03 05:07	t/p	2	0.10	0.99903	0.00000	0.99903	5.01	10010.00
5	2009.12.03 15:00	buy	3	0.10	0.99946	0.00000	0.99996
6	2009.12.03 15:15	t/p	3	0.10	0.99996	0.00000	0.99996	5.00	10015.00
7	2009.12.03 15:15	buy	4	0.10	1.00043	0.00000	1.00093
8	2009.12.03 15:20	t/p	4	0.10	1.00093	0.00000	1.00093	4.99	10019.99
9	2009.12.03 15:20	buy	5	0.10	1.00132	0.00000	1.00182
10	2009.12.04 08:05	close	5	0.10	0.99980	0.00000	1.00182	-15.15	10004.84
11	2009.12.04 08:10	sell	6	0.10	0.99959	0.00000	0.99909
12	2009.12.04 08:50	t/p	6	0.10	0.99909	0.00000	0.99909	5.01	10009.85
13	2009.12.04 08:50	sell	7	0.10	0.99871	0.00000	0.99821
14	2009.12.04 14:30	t/p	7	0.10	0.99821	0.00000	0.99821	5.01	10014.86
15	2009.12.09 23:32	sell	8	0.10	1.02558	0.00000	1.02508
16	2009.12.10 01:32	t/p	8	0.10	1.02508	0.00000	1.02508	4.58	10019.44
17	2009.12.10 08:20	sell	9	0.10	1.02609	0.00000	1.02559
18	2009.12.10 11:20	t/p	9	0.10	1.02559	0.00000	1.02559	4.88	10024.32
19	2009.12.10 20:20	sell	10	0.10	1.02558	0.00000	1.02508
20	2009.12.11 10:20	t/p	10	0.10	1.02508	0.00000	1.02508	4.78	10029.10
21	2009.12.11 14:50	buy	11	0.10	1.02893	0.00000	1.02943
22	2009.12.11 15:20	t/p	11	0.10	1.02943	0.00000	1.02943	4.86	10033.96
23	2009.12.16 22:07	buy	12	0.10	1.03889	0.00000	1.03939
24	2009.12.17 02:10	t/p	12	0.10	1.03939	0.00000	1.03939	4.96	10038.92
25	2009.12.18 12:50	buy	13	0.10	1.04357	0.00000	1.04407
26	2009.12.18 14:45	t/p	13	0.10	1.04407	0.00000	1.04407	4.78	10043.70
27	2009.12.21 07:02	buy	14	0.10	1.04311	0.00000	1.04361
28	2009.12.21 09:40	t/p	14	0.10	1.04361	0.00000	1.04361	4.79	10048.49
29	2009.12.21 09:40	buy	15	0.10	1.04487	0.00000	1.04537
30	2009.12.21 09:45	t/p	15	0.10	1.04537	0.00000	1.04537	4.78	10053.27
31	2009.12.21 09:45	buy	16	0.10	1.04662	0.00000	1.04712
32	2009.12.21 09:50	t/p	16	0.10	1.04712	0.00000	1.04712	4.77	10058.04
33	2009.12.21 09:52	buy	17	0.10	1.04720	0.00000	1.04770
34	2009.12.22 04:02	close	17	0.10	1.04503	0.00000	1.04770	-20.71	10037.33
35	2009.12.24 16:46	buy	18	0.10	1.03884	0.00000	1.03934
36	2009.12.30 04:32	t/p	18	0.10	1.03934	0.00000	1.03934	5.02	10042.35
37	2009.12.30 08:50	sell	19	0.10	1.03604	0.00000	1.03554
38	2009.12.30 18:20	t/p	19	0.10	1.03554	0.00000	1.03554	4.83	10047.18
39	2009.12.30 18:20	sell	20	0.10	1.03507	0.00000	1.03457
40	2009.12.31 02:50	t/p	20	0.10	1.03457	0.00000	1.03457	4.53	10051.71