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		FastPeriod=13; SlowPeriod=34; MomPeriod=14; MomFilter=0.1; PercentCapital=10; Lots=0.1; Slippage=3; StopLoss=20; TakeProfit=200; Patr=9; Prange=5; Kstop=1.5; kts=2; Vts=2; MaximumRisk=0.05; DecreaseFactor=10;
Bars in test	1515	Ticks modelled	13947	Modelling quality	n/a
Mismatched charts errors	2
Initial deposit	10000.00
Total net profit	-1089.71	Gross profit	392.60	Gross loss	-1482.31
Profit factor	0.26	Expected payoff	-99.06
Absolute drawdown	1244.28	Maximal drawdown	1443.42 (14.15%)	Relative drawdown	14.15% (1443.42)
Total trades	11	Short positions (won %)	6 (50.00%)	Long positions (won %)	5 (40.00%)
		Profit trades (% of total)	5 (45.45%)	Loss trades (% of total)	6 (54.55%)
Largest		profit trade	99.87	loss trade	-380.42
Average		profit trade	78.52	loss trade	-247.05
Maximum		consecutive wins (profit in money)	2 (199.14)	consecutive losses (loss in money)	4 (-1146.36)
Maximal		consecutive profit (count of wins)	199.14 (2)	consecutive loss (count of losses)	-1146.36 (4)
Average		consecutive wins	2	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 02:00	buy	1	0.50	1.00477	0.00000	1.00677
2	2009.12.01 02:02	modify	1	0.50	1.00477	1.00073	1.00677
3	2009.12.01 06:20	t/p	1	0.50	1.00677	1.00073	1.00677	99.27	10099.27
4	2009.12.01 08:00	sell	2	0.50	1.00395	0.00000	1.00195
5	2009.12.01 08:03	modify	2	0.50	1.00395	1.00790	1.00195
6	2009.12.01 09:16	t/p	2	0.50	1.00195	1.00790	1.00195	99.87	10199.14
7	2009.12.02 21:00	buy	3	0.50	1.00251	0.00000	1.00451
8	2009.12.02 21:02	modify	3	0.50	1.00251	0.99863	1.00451
9	2009.12.03 07:40	s/l	3	0.50	0.99863	0.99863	1.00451	-193.56	10005.58
10	2009.12.11 11:00	sell	4	0.50	1.02503	0.00000	1.02303
11	2009.12.11 11:02	modify	4	0.50	1.02503	1.02796	1.02303
12	2009.12.11 14:50	s/l	4	0.50	1.02796	1.02796	1.02303	-142.39	9863.19
13	2009.12.11 15:00	buy	5	0.40	1.02879	0.00000	1.03079
14	2009.12.11 15:03	modify	5	0.40	1.02879	1.02336	1.03079
15	2009.12.11 15:30	t/p	5	0.40	1.03079	1.02336	1.03079	77.57	9940.76
16	2009.12.16 18:00	sell	6	0.50	1.03549	0.00000	1.03349
17	2009.12.16 18:02	modify	6	0.50	1.03549	1.04341	1.03349
18	2009.12.17 03:02	s/l	6	0.50	1.04341	1.04341	1.03349	-380.42	9560.34
19	2009.12.18 05:00	sell	7	0.50	1.03938	0.00000	1.03738
20	2009.12.18 05:02	modify	7	0.50	1.03938	1.04722	1.03738
21	2009.12.18 16:50	s/l	7	0.50	1.04722	1.04722	1.03738	-374.29	9186.05
22	2009.12.18 17:00	buy	8	0.40	1.04727	0.00000	1.04927
23	2009.12.18 17:02	modify	8	0.40	1.04727	1.04160	1.04927
24	2009.12.21 00:00	s/l	8	0.40	1.04160	1.04160	1.04927	-217.73	8968.32
25	2009.12.21 10:00	buy	9	0.30	1.04642	0.00000	1.04842
26	2009.12.21 10:02	modify	9	0.30	1.04642	1.04039	1.04842
27	2009.12.21 13:16	s/l	9	0.30	1.04039	1.04039	1.04842	-173.92	8794.40
28	2009.12.23 14:00	sell	10	0.20	1.04255	0.00000	1.04055
29	2009.12.23 14:02	modify	10	0.20	1.04255	1.04545	1.04055
30	2009.12.23 16:15	t/p	10	0.20	1.04055	1.04545	1.04055	38.44	8832.84
31	2009.12.31 02:00	sell	11	0.40	1.03538	0.00000	1.03338
32	2009.12.31 02:02	modify	11	0.40	1.03538	1.04493	1.03338
33	2009.12.31 07:33	t/p	11	0.40	1.03338	1.04493	1.03338	77.45	8910.29