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		TrailingStop=60; StopLoss=100; Lots=0.1; magicnumber=777; PolLots=false; MaxOrders=1; slippage=15;
Bars in test	1515	Ticks modelled	13947	Modelling quality	n/a
Mismatched charts errors	2
Initial deposit	10000.00
Total net profit	-104.16	Gross profit	101.81	Gross loss	-205.97
Profit factor	0.49	Expected payoff	-2.98
Absolute drawdown	104.16	Maximal drawdown	111.37 (1.11%)	Relative drawdown	1.11% (111.37)
Total trades	35	Short positions (won %)	34 (47.06%)	Long positions (won %)	1 (100.00%)
		Profit trades (% of total)	17 (48.57%)	Loss trades (% of total)	18 (51.43%)
Largest		profit trade	20.39	loss trade	-11.81
Average		profit trade	5.99	loss trade	-11.44
Maximum		consecutive wins (profit in money)	3 (11.67)	consecutive losses (loss in money)	4 (-45.63)
Maximal		consecutive profit (count of wins)	22.51 (2)	consecutive loss (count of losses)	-45.63 (4)
Average		consecutive wins	2	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 10:00	sell	1	0.10	1.00012	1.00130	0.00000
2	2009.12.01 11:20	modify	1	0.10	1.00012	1.00000	0.00000
3	2009.12.01 11:40	s/l	1	0.10	1.00000	1.00000	0.00000	1.20	10001.20
4	2009.12.01 18:00	sell	2	0.10	0.99839	0.99957	0.00000
5	2009.12.01 18:37	modify	2	0.10	0.99839	0.99839	0.00000
6	2009.12.01 18:45	s/l	2	0.10	0.99839	0.99839	0.00000	0.00	10001.20
7	2009.12.02 12:00	sell	3	0.10	0.99817	0.99935	0.00000
8	2009.12.02 12:20	s/l	3	0.10	0.99935	0.99935	0.00000	-11.81	9989.39
9	2009.12.03 02:00	sell	4	0.10	0.99953	1.00071	0.00000
10	2009.12.03 05:07	modify	4	0.10	0.99953	0.99950	0.00000
11	2009.12.03 05:20	s/l	4	0.10	0.99950	0.99950	0.00000	0.30	9989.69
12	2009.12.03 13:00	sell	5	0.10	0.99704	0.99822	0.00000
13	2009.12.03 14:32	modify	5	0.10	0.99704	0.99698	0.00000
14	2009.12.03 14:37	modify	5	0.10	0.99704	0.99660	0.00000
15	2009.12.03 14:40	s/l	5	0.10	0.99660	0.99660	0.00000	4.41	9994.10
16	2009.12.07 17:00	sell	6	0.10	1.01920	1.02038	0.00000
17	2009.12.07 17:16	s/l	6	0.10	1.02038	1.02038	0.00000	-11.56	9982.54
18	2009.12.08 01:00	sell	7	0.10	1.01840	1.01958	0.00000
19	2009.12.08 01:10	s/l	7	0.10	1.01958	1.01958	0.00000	-11.57	9970.97
20	2009.12.09 00:00	sell	8	0.10	1.02674	1.02792	0.00000
21	2009.12.09 00:02	modify	8	0.10	1.02674	1.02672	0.00000
22	2009.12.09 00:07	modify	8	0.10	1.02674	1.02649	0.00000
23	2009.12.09 00:10	s/l	8	0.10	1.02649	1.02649	0.00000	2.43	9973.40
24	2009.12.09 04:00	sell	9	0.10	1.02529	1.02647	0.00000
25	2009.12.09 07:15	s/l	9	0.10	1.02647	1.02647	0.00000	-11.49	9961.91
26	2009.12.09 11:00	sell	10	0.10	1.02383	1.02501	0.00000
27	2009.12.09 11:20	modify	10	0.10	1.02383	1.02345	0.00000
28	2009.12.09 11:32	modify	10	0.10	1.02383	1.02269	0.00000
29	2009.12.09 11:37	modify	10	0.10	1.02383	1.02257	0.00000
30	2009.12.09 11:45	s/l	10	0.10	1.02257	1.02257	0.00000	12.32	9974.23
31	2009.12.09 12:00	sell	11	0.10	1.02282	1.02400	0.00000
32	2009.12.09 12:15	s/l	11	0.10	1.02400	1.02400	0.00000	-11.52	9962.71
33	2009.12.10 22:00	sell	12	0.10	1.02601	1.02719	0.00000
34	2009.12.11 03:15	s/l	12	0.10	1.02719	1.02719	0.00000	-11.57	9951.14
35	2009.12.11 12:00	sell	13	0.10	1.02501	1.02619	0.00000
36	2009.12.11 12:20	modify	13	0.10	1.02501	1.02476	0.00000
37	2009.12.11 12:50	s/l	13	0.10	1.02476	1.02476	0.00000	2.44	9953.58
38	2009.12.11 13:00	sell	14	0.10	1.02437	1.02555	0.00000
39	2009.12.11 13:20	modify	14	0.10	1.02437	1.02422	0.00000
40	2009.12.11 13:37	modify	14	0.10	1.02437	1.02418	0.00000
41	2009.12.11 13:45	s/l	14	0.10	1.02418	1.02418	0.00000	1.86	9955.44
42	2009.12.11 14:00	sell	15	0.10	1.02407	1.02525	0.00000
43	2009.12.11 14:40	s/l	15	0.10	1.02525	1.02525	0.00000	-11.50	9943.94
44	2009.12.15 17:00	sell	16	0.10	1.03890	1.04008	0.00000
45	2009.12.15 17:10	s/l	16	0.10	1.04008	1.04008	0.00000	-11.35	9932.59
46	2009.12.15 21:00	sell	17	0.10	1.04077	1.04195	0.00000
47	2009.12.16 01:37	modify	17	0.10	1.04077	1.04071	0.00000
48	2009.12.16 01:45	s/l	17	0.10	1.04071	1.04071	0.00000	0.49	9933.08
49	2009.12.16 12:00	sell	18	0.10	1.03920	1.04038	0.00000
50	2009.12.16 12:15	modify	18	0.10	1.03920	1.03895	0.00000
51	2009.12.16 12:20	modify	18	0.10	1.03920	1.03832	0.00000
52	2009.12.16 12:27	s/l	18	0.10	1.03832	1.03832	0.00000	8.48	9941.56
53	2009.12.16 13:00	sell	19	0.10	1.03777	1.03895	0.00000
54	2009.12.16 13:20	modify	19	0.10	1.03777	1.03749	0.00000
55	2009.12.16 13:40	s/l	19	0.10	1.03749	1.03749	0.00000	2.70	9944.26
56	2009.12.16 18:00	sell	20	0.10	1.03549	1.03667	0.00000
57	2009.12.16 18:20	s/l	20	0.10	1.03667	1.03667	0.00000	-11.38	9932.88
58	2009.12.17 21:00	sell	21	0.10	1.04640	1.04758	0.00000
59	2009.12.17 22:50	s/l	21	0.10	1.04758	1.04758	0.00000	-11.27	9921.61
60	2009.12.18 03:00	sell	22	0.10	1.04152	1.04270	0.00000
61	2009.12.18 03:10	modify	22	0.10	1.04152	1.04136	0.00000
62	2009.12.18 03:15	modify	22	0.10	1.04152	1.04052	0.00000
63	2009.12.18 03:20	modify	22	0.10	1.04152	1.03940	0.00000
64	2009.12.18 03:27	s/l	22	0.10	1.03940	1.03940	0.00000	20.39	9942.00
65	2009.12.18 04:00	sell	23	0.10	1.04026	1.04144	0.00000
66	2009.12.18 04:20	s/l	23	0.10	1.04144	1.04144	0.00000	-11.32	9930.68
67	2009.12.21 13:00	sell	24	0.10	1.04216	1.04334	0.00000
68	2009.12.21 13:10	modify	24	0.10	1.04216	1.04166	0.00000
69	2009.12.21 13:16	modify	24	0.10	1.04216	1.04093	0.00000
70	2009.12.21 13:26	s/l	24	0.10	1.04093	1.04093	0.00000	11.82	9942.50
71	2009.12.21 14:00	sell	25	0.10	1.04008	1.04126	0.00000
72	2009.12.21 14:07	modify	25	0.10	1.04008	1.03996	0.00000
73	2009.12.21 14:10	s/l	25	0.10	1.03996	1.03996	0.00000	1.16	9943.66
74	2009.12.22 02:00	sell	26	0.10	1.04523	1.04641	0.00000
75	2009.12.22 02:20	s/l	26	0.10	1.04641	1.04641	0.00000	-11.28	9932.38
76	2009.12.22 13:00	buy	27	0.10	1.04853	1.04735	0.00000
77	2009.12.22 13:45	modify	27	0.10	1.04853	1.04872	0.00000
78	2009.12.22 13:50	modify	27	0.10	1.04853	1.04912	0.00000
79	2009.12.22 14:02	modify	27	0.10	1.04853	1.04958	0.00000
80	2009.12.22 14:07	modify	27	0.10	1.04853	1.04978	0.00000
81	2009.12.22 14:10	s/l	27	0.10	1.04978	1.04978	0.00000	11.91	9944.29
82	2009.12.23 18:00	sell	28	0.10	1.03799	1.03917	0.00000
83	2009.12.23 18:15	modify	28	0.10	1.03799	1.03768	0.00000
84	2009.12.23 18:20	modify	28	0.10	1.03799	1.03689	0.00000
85	2009.12.23 18:27	s/l	28	0.10	1.03689	1.03689	0.00000	10.60	9954.89
86	2009.12.23 19:00	sell	29	0.10	1.03739	1.03857	0.00000
87	2009.12.23 19:37	s/l	29	0.10	1.03857	1.03857	0.00000	-11.36	9943.53
88	2009.12.24 09:00	sell	30	0.10	1.03747	1.03865	0.00000
89	2009.12.24 09:50	s/l	30	0.10	1.03865	1.03865	0.00000	-11.36	9932.17
90	2009.12.24 13:00	sell	31	0.10	1.03371	1.03489	0.00000
91	2009.12.24 13:45	modify	31	0.10	1.03371	1.03352	0.00000
92	2009.12.24 13:50	modify	31	0.10	1.03371	1.03275	0.00000
93	2009.12.24 13:57	s/l	31	0.10	1.03275	1.03275	0.00000	9.30	9941.47
94	2009.12.24 14:00	sell	32	0.10	1.03270	1.03388	0.00000
95	2009.12.24 14:40	s/l	32	0.10	1.03388	1.03388	0.00000	-11.41	9930.06
96	2009.12.28 15:00	sell	33	0.10	1.03307	1.03425	0.00000
97	2009.12.28 16:10	s/l	33	0.10	1.03425	1.03425	0.00000	-11.41	9918.65
98	2009.12.29 10:00	sell	34	0.10	1.02953	1.03071	0.00000
99	2009.12.29 11:20	s/l	34	0.10	1.03071	1.03071	0.00000	-11.44	9907.21
100	2009.12.30 09:00	sell	35	0.10	1.03640	1.03758	0.00000
101	2009.12.30 09:15	s/l	35	0.10	1.03758	1.03758	0.00000	-11.37	9895.84