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		trade=true; C1="EURUSD"; C2="USDCHF"; C3="GBPUSD"; C4="AUDUSD"; show_profit=true; enable_profit=false; enable_loss=false; enable_emergency_trading=true; emergency_loss=60; profit=80; loss=40; MagicNumber1=243; MagicNumber2=244; MagicNumber3=245; MagicNumber4=256; E_MagicNumber=257; lot=0.01;
Bars in test	1515	Ticks modelled	13947	Modelling quality	n/a
Mismatched charts errors	2
Initial deposit	10000.00
Total net profit	7.49	Gross profit	43.01	Gross loss	-35.52
Profit factor	1.21	Expected payoff	0.42
Absolute drawdown	7.99	Maximal drawdown	23.57 (0.24%)	Relative drawdown	0.24% (23.57)
Total trades	18	Short positions (won %)	11 (54.55%)	Long positions (won %)	7 (57.14%)
		Profit trades (% of total)	10 (55.56%)	Loss trades (% of total)	8 (44.44%)
Largest		profit trade	18.22	loss trade	-8.33
Average		profit trade	4.30	loss trade	-4.44
Maximum		consecutive wins (profit in money)	3 (20.87)	consecutive losses (loss in money)	4 (-13.90)
Maximal		consecutive profit (count of wins)	20.87 (3)	consecutive loss (count of losses)	-13.90 (4)
Average		consecutive wins	2	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 00:05	buy	1	0.01	1.00489	0.00000	0.00000
2	2009.12.01 23:00	close	1	0.01	0.99932	0.00000	0.00000	-5.57	9994.43
3	2009.12.02 00:05	buy	2	0.01	0.99963	0.00000	0.00000
4	2009.12.02 23:00	close	2	0.01	1.00186	0.00000	0.00000	2.23	9996.66
5	2009.12.03 00:05	sell	3	0.01	1.00156	0.00000	0.00000
6	2009.12.03 23:00	close	3	0.01	1.00114	0.00000	0.00000	0.42	9997.08
7	2009.12.04 00:05	buy	4	0.01	1.00094	0.00000	0.00000
8	2009.12.07 23:00	close	4	0.01	1.01952	0.00000	0.00000	18.22	10015.30
9	2009.12.08 00:05	sell	5	0.01	1.01937	0.00000	0.00000
10	2009.12.08 23:00	close	5	0.01	1.02698	0.00000	0.00000	-7.41	10007.89
11	2009.12.09 00:05	sell	6	0.01	1.02616	0.00000	0.00000
12	2009.12.09 23:00	close	6	0.01	1.02681	0.00000	0.00000	-0.63	10007.26
13	2009.12.10 00:05	buy	7	0.01	1.02597	0.00000	0.00000
14	2009.12.10 23:00	close	7	0.01	1.02585	0.00000	0.00000	-0.12	10007.14
15	2009.12.11 00:05	sell	8	0.01	1.02568	0.00000	0.00000
16	2009.12.14 23:00	close	8	0.01	1.03159	0.00000	0.00000	-5.74	10001.41
17	2009.12.15 00:05	buy	9	0.01	1.03182	0.00000	0.00000
18	2009.12.15 23:00	close	9	0.01	1.04024	0.00000	0.00000	8.09	10009.50
19	2009.12.16 00:05	sell	10	0.01	1.04038	0.00000	0.00000
20	2009.12.16 23:00	close	10	0.01	1.03851	0.00000	0.00000	1.80	10011.30
21	2009.12.17 00:05	sell	11	0.01	1.03883	0.00000	0.00000
22	2009.12.17 23:00	close	11	0.01	1.04756	0.00000	0.00000	-8.33	10002.97
23	2009.12.18 00:05	sell	12	0.01	1.04700	0.00000	0.00000
24	2009.12.21 23:00	close	12	0.01	1.04610	0.00000	0.00000	0.85	10003.82
25	2009.12.22 00:05	sell	13	0.01	1.04589	0.00000	0.00000
26	2009.12.22 23:00	close	13	0.01	1.04898	0.00000	0.00000	-2.95	10000.87
27	2009.12.23 00:06	sell	14	0.01	1.04813	0.00000	0.00000
28	2009.12.23 23:00	close	14	0.01	1.03885	0.00000	0.00000	8.93	10009.80
29	2009.12.24 00:05	buy	15	0.01	1.03956	0.00000	0.00000
30	2009.12.28 23:00	close	15	0.01	1.03461	0.00000	0.00000	-4.77	10005.03
31	2009.12.29 00:05	buy	16	0.01	1.03537	0.00000	0.00000
32	2009.12.29 23:00	close	16	0.01	1.03658	0.00000	0.00000	1.17	10006.20
33	2009.12.30 00:05	sell	17	0.01	1.03668	0.00000	0.00000
34	2009.12.30 23:00	close	17	0.01	1.03660	0.00000	0.00000	0.08	10006.28
35	2009.12.31 00:05	sell	18	0.01	1.03644	0.00000	0.00000
36	2009.12.31 18:57	close at stop	18	0.01	1.03519	0.00000	0.00000	1.21	10007.49