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		Lots=1; TakeProfit=100; Stoploss=0; TrailingStop=60; Slippage=5; StopYear=2005; MM=0; Leverage=1; AcctSize=10000;
Bars in test	1515	Ticks modelled	13947	Modelling quality	n/a
Mismatched charts errors	2
Initial deposit	10000.00
Total net profit	-260.03	Gross profit	1858.10	Gross loss	-2118.13
Profit factor	0.88	Expected payoff	-11.82
Absolute drawdown	1150.48	Maximal drawdown	1249.14 (12.37%)	Relative drawdown	12.37% (1249.14)
Total trades	22	Short positions (won %)	13 (30.77%)	Long positions (won %)	9 (44.44%)
		Profit trades (% of total)	8 (36.36%)	Loss trades (% of total)	14 (63.64%)
Largest		profit trade	663.68	loss trade	-266.86
Average		profit trade	232.26	loss trade	-151.30
Maximum		consecutive wins (profit in money)	2 (250.53)	consecutive losses (loss in money)	4 (-730.59)
Maximal		consecutive profit (count of wins)	663.68 (1)	consecutive loss (count of losses)	-730.59 (4)
Average		consecutive wins	1	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 00:00	sell stop	1	1.00	1.00447	1.00529	1.00347
2	2009.12.01 00:33	sell	1	1.00	1.00447	1.00529	1.00347
3	2009.12.01 01:50	s/l	1	1.00	1.00529	1.00529	1.00347	-81.56	9918.44
4	2009.12.01 02:00	sell stop	2	1.00	1.00317	1.00490	1.00217
5	2009.12.01 03:00	modify	2	1.00	1.00391	1.00523	1.00217
6	2009.12.01 04:50	sell	2	1.00	1.00391	1.00523	1.00217
7	2009.12.01 05:15	s/l	2	1.00	1.00523	1.00523	1.00217	-131.30	9787.14
8	2009.12.01 06:00	sell stop	3	1.00	1.00390	1.00512	1.00290
9	2009.12.01 07:00	modify	3	1.00	1.00441	1.00738	1.00290
10	2009.12.01 07:50	sell	3	1.00	1.00441	1.00738	1.00290
11	2009.12.01 08:16	t/p	3	1.00	1.00290	1.00738	1.00290	150.59	9937.73
12	2009.12.01 09:00	sell stop	4	1.00	1.00222	1.00405	1.00122
13	2009.12.01 09:10	sell	4	1.00	1.00222	1.00405	1.00122
14	2009.12.01 09:50	t/p	4	1.00	1.00122	1.00405	1.00122	99.94	10037.67
15	2009.12.01 11:00	sell stop	5	1.00	0.99954	1.00098	0.99854
16	2009.12.01 11:20	sell	5	1.00	0.99954	1.00098	0.99854
17	2009.12.01 12:10	s/l	5	1.00	1.00098	1.00098	0.99854	-143.82	9893.85
18	2009.12.01 13:00	sell stop	6	1.00	1.00010	1.00153	0.99910
19	2009.12.01 13:20	sell	6	1.00	1.00010	1.00153	0.99910
20	2009.12.01 13:50	s/l	6	1.00	1.00153	1.00153	0.99910	-142.74	9751.11
21	2009.12.01 14:00	sell stop	7	1.00	1.00001	1.00128	0.99901
22	2009.12.01 14:15	sell	7	1.00	1.00001	1.00128	0.99901
23	2009.12.01 14:50	s/l	7	1.00	1.00128	1.00128	0.99901	-126.80	9624.31
24	2009.12.01 15:00	sell stop	8	1.00	0.99881	1.00115	0.99781
25	2009.12.01 16:00	modify	8	1.00	0.99891	1.00132	0.99781
26	2009.12.01 16:50	sell	8	1.00	0.99891	1.00132	0.99781
27	2009.12.01 17:20	t/p	8	1.00	0.99781	1.00132	0.99781	110.28	9734.59
28	2009.12.01 18:00	sell stop	9	1.00	0.99691	0.99904	0.99591
29	2009.12.01 19:00	modify	9	1.00	0.99760	0.99880	0.99591
30	2009.12.01 19:45	sell	9	1.00	0.99760	0.99880	0.99591
31	2009.12.01 20:45	s/l	9	1.00	0.99880	0.99880	0.99591	-120.12	9614.47
32	2009.12.01 21:00	sell stop	10	1.00	0.99739	0.99884	0.99639
33	2009.12.01 22:00	modify	10	1.00	0.99856	0.99980	0.99639
34	2009.12.01 23:00	modify	10	1.00	0.99872	0.99943	0.99639
35	2009.12.02 00:00	modify	10	1.00	0.99899	0.99973	0.99639
36	2009.12.02 00:20	sell	10	1.00	0.99899	0.99973	0.99639
37	2009.12.02 01:20	s/l	10	1.00	0.99973	0.99973	0.99639	-74.01	9540.46
38	2009.12.03 01:00	sell stop	11	1.00	0.99984	1.00183	0.99884
39	2009.12.03 01:20	sell	11	1.00	0.99984	1.00183	0.99884
40	2009.12.03 07:45	t/p	11	1.00	0.99884	1.00183	0.99884	100.14	9640.60
41	2009.12.03 08:00	sell stop	12	1.00	0.99733	1.00000	0.99633
42	2009.12.03 08:20	sell	12	1.00	0.99733	1.00000	0.99633
43	2009.12.03 14:50	s/l	12	1.00	1.00000	1.00000	0.99633	-266.86	9373.74
44	2009.12.03 15:00	sell stop	13	1.00	0.99581	1.00000	0.99481
45	2009.12.03 16:00	modify	13	1.00	0.99779	1.00108	0.99481
46	2009.12.03 22:00	modify	13	1.00	0.99812	0.99998	0.99481
47	2009.12.03 23:00	modify	13	1.00	0.99960	1.00149	0.99481
48	2009.12.04 00:00	modify	13	1.00	1.00026	1.00180	0.99481
49	2009.12.04 00:15	sell	13	1.00	1.00026	1.00180	0.99481
50	2009.12.04 14:40	s/l	13	1.00	1.00180	1.00180	0.99481	-153.51	9220.23
51	2009.12.21 00:00	buy stop	14	1.00	1.04297	1.04165	1.04397
52	2009.12.21 03:15	buy	14	1.00	1.04297	1.04165	1.04397
53	2009.12.21 04:45	s/l	14	1.00	1.04165	1.04165	1.04397	-126.75	9093.48
54	2009.12.21 05:00	buy stop	15	1.00	1.04294	1.04103	1.04394
55	2009.12.21 06:50	buy	15	1.00	1.04294	1.04103	1.04394
56	2009.12.21 08:15	s/l	15	1.00	1.04103	1.04103	1.04394	-183.47	8910.01
57	2009.12.21 10:00	buy stop	16	1.00	1.04813	1.04085	1.04913
58	2009.12.21 11:00	modify	16	1.00	1.04671	1.04408	1.04913
59	2009.12.21 12:00	modify	16	1.00	1.04444	1.04227	1.04913
60	2009.12.21 14:00	modify	16	1.00	1.04217	1.03934	1.04913
61	2009.12.21 15:15	buy	16	1.00	1.04217	1.03934	1.04913
62	2009.12.22 13:45	t/p	16	1.00	1.04913	1.03934	1.04913	663.68	9573.69
63	2009.12.24 10:00	buy stop	17	1.00	1.03869	1.03722	1.03969
64	2009.12.24 11:00	modify	17	1.00	1.03783	1.03508	1.03969
65	2009.12.24 13:00	modify	17	1.00	1.03542	1.03365	1.03969
66	2009.12.24 14:00	modify	17	1.00	1.03424	1.03196	1.03969
67	2009.12.24 14:40	buy	17	1.00	1.03424	1.03196	1.03969
68	2009.12.29 08:45	s/l	17	1.00	1.03196	1.03196	1.03969	-219.84	9353.84
69	2009.12.29 09:00	buy stop	18	1.00	1.03466	1.03073	1.03566
70	2009.12.29 10:00	modify	18	1.00	1.03126	1.02925	1.03566
71	2009.12.29 11:33	buy	18	1.00	1.03126	1.02925	1.03566
72	2009.12.29 12:50	s/l	18	1.00	1.02925	1.02925	1.03566	-195.34	9158.50
73	2009.12.29 13:00	buy stop	19	1.00	1.03250	1.02893	1.03350
74	2009.12.29 15:50	buy	19	1.00	1.03250	1.02893	1.03350
75	2009.12.29 17:10	t/p	19	1.00	1.03350	1.02893	1.03350	96.65	9255.15
76	2009.12.29 18:00	buy stop	20	1.00	1.03848	1.03219	1.03948
77	2009.12.29 20:32	buy	20	1.00	1.03848	1.03219	1.03948
78	2009.12.30 15:50	t/p	20	1.00	1.03948	1.03219	1.03948	96.57	9351.72
79	2009.12.30 17:00	buy stop	21	1.00	1.04212	1.03851	1.04312
80	2009.12.30 18:00	modify	21	1.00	1.04136	1.03886	1.04312
81	2009.12.30 19:00	modify	21	1.00	1.03927	1.03506	1.04312
82	2009.12.31 03:00	modify	21	1.00	1.03558	1.03401	1.04312
83	2009.12.31 04:50	buy	21	1.00	1.03558	1.03401	1.04312
84	2009.12.31 07:33	s/l	21	1.00	1.03401	1.03401	1.04312	-152.01	9199.71
85	2009.12.31 08:00	buy stop	22	1.00	1.03510	1.02897	1.03610
86	2009.12.31 12:00	modify	22	1.00	1.03116	1.02941	1.03610
87	2009.12.31 14:00	modify	22	1.00	1.03050	1.02898	1.03610
88	2009.12.31 14:15	buy	22	1.00	1.03050	1.02898	1.03610
89	2009.12.31 16:20	t/p	22	1.00	1.03610	1.02898	1.03610	540.26	9739.97
90	2009.12.31 17:00	buy stop	23	1.00	1.03856	1.03301	1.03956