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;
Bars in test	1515	Ticks modelled	13947	Modelling quality	n/a
Mismatched charts errors	2
Initial deposit	10000.00
Total net profit	-1360.71	Gross profit	1412.57	Gross loss	-2773.28
Profit factor	0.51	Expected payoff	-37.80
Absolute drawdown	1746.65	Maximal drawdown	2154.06 (20.70%)	Relative drawdown	20.70% (2154.06)
Total trades	36	Short positions (won %)	13 (7.69%)	Long positions (won %)	23 (65.22%)
		Profit trades (% of total)	16 (44.44%)	Loss trades (% of total)	20 (55.56%)
Largest		profit trade	487.66	loss trade	-301.34
Average		profit trade	88.29	loss trade	-138.66
Maximum		consecutive wins (profit in money)	3 (148.65)	consecutive losses (loss in money)	9 (-1075.66)
Maximal		consecutive profit (count of wins)	536.27 (2)	consecutive loss (count of losses)	-1075.66 (9)
Average		consecutive wins	2	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.02 07:37	sell	1	1.00	0.99836	0.99968	0.99087
2	2009.12.02 08:00	close	1	1.00	0.99921	0.99968	0.99087	-85.07	9914.93
3	2009.12.02 14:46	buy	2	1.00	1.00034	0.99760	1.00132
4	2009.12.02 15:00	close	2	1.00	0.99956	0.99760	1.00132	-78.03	9836.90
5	2009.12.02 15:50	buy	3	1.00	1.00017	0.99787	1.00132
6	2009.12.02 17:15	t/p	3	1.00	1.00132	0.99787	1.00132	114.83	9951.73
7	2009.12.03 14:45	buy	4	1.00	0.99897	0.99510	1.00073
8	2009.12.03 15:20	t/p	4	1.00	1.00073	0.99510	1.00073	175.82	10127.55
9	2009.12.04 07:50	sell	5	1.00	0.99972	1.00179	0.99350
10	2009.12.04 14:40	s/l	5	1.00	1.00179	1.00179	0.99350	-206.42	9921.13
11	2009.12.04 14:40	buy	6	1.00	1.00278	0.99599	1.00328
12	2009.12.04 14:45	t/p	6	1.00	1.00328	0.99599	1.00328	49.69	9970.82
13	2009.12.04 14:45	buy	7	1.00	1.00629	0.99581	1.00679
14	2009.12.04 14:50	t/p	7	1.00	1.00679	0.99581	1.00679	49.52	10020.34
15	2009.12.04 14:50	buy	8	1.00	1.00980	0.99564	1.01030
16	2009.12.04 15:20	t/p	8	1.00	1.01030	0.99564	1.01030	49.44	10069.78
17	2009.12.07 18:50	sell	9	1.00	1.01534	1.02318	0.98851
18	2009.12.07 19:00	close	9	1.00	1.01822	1.02318	0.98851	-282.85	9786.93
19	2009.12.08 08:47	buy	10	1.00	1.02053	1.01744	1.02103
20	2009.12.08 08:50	t/p	10	1.00	1.02103	1.01744	1.02103	48.97	9835.90
21	2009.12.08 08:50	buy	11	1.00	1.02124	1.01742	1.02174
22	2009.12.08 09:03	t/p	11	1.00	1.02174	1.01742	1.02174	48.93	9884.83
23	2009.12.08 12:57	buy	12	1.00	1.02113	1.01753	1.02163
24	2009.12.08 13:02	t/p	12	1.00	1.02163	1.01753	1.02163	48.91	9933.74
25	2009.12.09 07:50	buy	13	1.00	1.02780	1.02436	1.02830
26	2009.12.09 08:00	close	13	1.00	1.02745	1.02436	1.02830	-34.06	9899.68
27	2009.12.09 13:50	buy	14	1.00	1.02647	1.02265	1.02697
28	2009.12.09 14:00	close	14	1.00	1.02603	1.02265	1.02697	-42.88	9856.80
29	2009.12.10 05:45	buy	15	1.00	1.02831	1.02563	1.02881
30	2009.12.10 09:20	t/p	15	1.00	1.02881	1.02563	1.02881	48.58	9905.38
31	2009.12.11 08:50	buy	16	1.00	1.02715	1.02553	1.02765
32	2009.12.11 09:20	s/l	16	1.00	1.02553	1.02553	1.02765	-158.03	9747.35
33	2009.12.11 09:45	sell	17	1.00	1.02545	1.02755	1.02004
34	2009.12.11 10:00	close	17	1.00	1.02607	1.02755	1.02004	-60.42	9686.93
35	2009.12.11 14:45	buy	18	1.00	1.02740	1.02278	1.02790
36	2009.12.11 14:50	t/p	18	1.00	1.02790	1.02278	1.02790	48.60	9735.53
37	2009.12.11 14:50	buy	19	1.00	1.02880	1.02271	1.02930
38	2009.12.11 15:13	t/p	19	1.00	1.02930	1.02271	1.02930	48.57	9784.10
39	2009.12.14 04:42	buy	20	1.00	1.03509	1.03164	1.03559
40	2009.12.14 05:42	close	20	1.00	1.03206	1.03164	1.03559	-293.59	9490.51
41	2009.12.14 05:45	sell	21	1.00	1.03157	1.03572	1.01820
42	2009.12.14 11:55	close	21	1.00	1.03371	1.03572	1.01820	-207.02	9283.49
43	2009.12.14 11:59	buy	22	1.00	1.03379	1.02949	1.03429
44	2009.12.14 12:37	t/p	22	1.00	1.03429	1.02949	1.03429	48.34	9331.83
45	2009.12.16 04:45	buy	23	1.00	1.04149	1.03969	1.04199
46	2009.12.16 05:07	t/p	23	1.00	1.04199	1.03969	1.04199	47.99	9379.82
47	2009.12.16 07:35	sell	24	1.00	1.03968	1.04187	1.02630
48	2009.12.16 08:45	s/l	24	1.00	1.04187	1.04187	1.02630	-210.15	9169.67
49	2009.12.16 08:45	buy	25	1.00	1.04210	1.03897	1.04260
50	2009.12.16 11:15	s/l	25	1.00	1.03897	1.03897	1.04260	-301.34	8868.33
51	2009.12.17 16:57	sell	26	1.00	1.04652	1.04921	1.03030
52	2009.12.17 17:00	close	26	1.00	1.04730	1.04921	1.03030	-74.48	8793.85
53	2009.12.18 15:55	sell	27	1.00	1.04173	1.04623	1.03268
54	2009.12.18 16:00	close	27	1.00	1.04219	1.04623	1.03268	-44.14	8749.71
55	2009.12.22 14:46	sell	28	1.00	1.04555	1.05135	1.03547
56	2009.12.22 15:00	close	28	1.00	1.04619	1.05135	1.03547	-61.17	8688.54
57	2009.12.23 02:46	sell	29	1.00	1.04742	1.04940	1.04121
58	2009.12.23 04:15	s/l	29	1.00	1.04940	1.04940	1.04121	-188.65	8499.89
59	2009.12.23 06:50	sell	30	1.00	1.04810	1.04994	1.04121
60	2009.12.23 07:00	close	30	1.00	1.04870	1.04994	1.04121	-57.21	8442.68
61	2009.12.28 08:50	buy	31	1.00	1.03782	1.03454	1.03832
62	2009.12.28 09:00	close	31	1.00	1.03705	1.03454	1.03832	-74.25	8368.43
63	2009.12.28 20:50	buy	32	1.00	1.03523	1.03327	1.03676
64	2009.12.29 07:57	close	32	1.00	1.03456	1.03327	1.03676	-64.27	8304.17
65	2009.12.29 07:59	sell	33	1.00	1.03464	1.03590	1.02962
66	2009.12.29 09:20	t/p	33	1.00	1.02962	1.03590	1.02962	487.66	8791.83
67	2009.12.29 17:37	buy	34	1.00	1.03859	1.03084	1.03909
68	2009.12.30 02:37	t/p	34	1.00	1.03909	1.03084	1.03909	48.61	8840.44
69	2009.12.30 08:59	sell	35	1.00	1.03635	1.03894	1.02366
70	2009.12.30 12:50	s/l	35	1.00	1.03894	1.03894	1.02366	-249.25	8591.19
71	2009.12.30 12:59	buy	36	1.00	1.03875	1.03535	1.03925
72	2009.12.30 15:45	t/p	36	1.00	1.03925	1.03535	1.03925	48.10	8639.29