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		fast_ema_period=12; slow_ema_period=26; lwmaper1=4; lwmaper2=8; mn=1; MG=564651; Lots=0.01; maxpos=1;
Bars in test	1515	Ticks modelled	13947	Modelling quality	n/a
Mismatched charts errors	2
Initial deposit	10000.00
Total net profit	-6.98	Gross profit	70.03	Gross loss	-77.01
Profit factor	0.91	Expected payoff	-0.10
Absolute drawdown	21.54	Maximal drawdown	35.78 (0.36%)	Relative drawdown	0.36% (35.78)
Total trades	71	Short positions (won %)	41 (21.95%)	Long positions (won %)	30 (36.67%)
		Profit trades (% of total)	20 (28.17%)	Loss trades (% of total)	51 (71.83%)
Largest		profit trade	8.53	loss trade	-7.78
Average		profit trade	3.50	loss trade	-1.51
Maximum		consecutive wins (profit in money)	3 (2.19)	consecutive losses (loss in money)	12 (-12.41)
Maximal		consecutive profit (count of wins)	12.75 (2)	consecutive loss (count of losses)	-12.41 (12)
Average		consecutive wins	1	consecutive losses	4

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 07:00	buy	1	0.01	1.00535	0.00000	0.00000
2	2009.12.01 08:00	sell	2	0.01	1.00395	0.00000	0.00000
3	2009.12.01 08:00	close	1	0.01	1.00395	0.00000	0.00000	-1.39	9998.61
4	2009.12.01 21:00	close	2	0.01	0.99899	0.00000	0.00000	4.97	10003.58
5	2009.12.01 23:00	buy	3	0.01	0.99958	0.00000	0.00000
6	2009.12.02 12:00	close	3	0.01	0.99817	0.00000	0.00000	-1.41	10002.17
7	2009.12.02 15:00	buy	4	0.01	0.99982	0.00000	0.00000
8	2009.12.03 01:00	sell	5	0.01	1.00049	0.00000	0.00000
9	2009.12.03 01:00	close	4	0.01	1.00049	0.00000	0.00000	0.68	10002.85
10	2009.12.03 15:00	buy	6	0.01	0.99947	0.00000	0.00000
11	2009.12.03 15:00	close	5	0.01	0.99947	0.00000	0.00000	1.02	10003.87
12	2009.12.04 08:00	sell	7	0.01	0.99996	0.00000	0.00000
13	2009.12.04 08:00	close	6	0.01	0.99996	0.00000	0.00000	0.49	10004.36
14	2009.12.04 10:00	close	7	0.01	1.00037	0.00000	0.00000	-0.41	10003.95
15	2009.12.04 15:00	buy	8	0.01	1.00860	0.00000	0.00000
16	2009.12.07 01:00	sell	9	0.01	1.01570	0.00000	0.00000
17	2009.12.07 01:00	close	8	0.01	1.01570	0.00000	0.00000	6.99	10010.95
18	2009.12.07 10:00	close	9	0.01	1.02366	0.00000	0.00000	-7.78	10003.17
19	2009.12.07 15:00	sell	10	0.01	1.02144	0.00000	0.00000
20	2009.12.08 09:00	close	10	0.01	1.02117	0.00000	0.00000	0.25	10003.42
21	2009.12.08 10:00	sell	11	0.01	1.01926	0.00000	0.00000
22	2009.12.08 13:00	buy	12	0.01	1.02166	0.00000	0.00000
23	2009.12.08 13:00	close	11	0.01	1.02166	0.00000	0.00000	-2.35	10001.07
24	2009.12.09 00:00	sell	13	0.01	1.02674	0.00000	0.00000
25	2009.12.09 00:00	close	12	0.01	1.02674	0.00000	0.00000	4.95	10006.02
26	2009.12.09 08:00	buy	14	0.01	1.02771	0.00000	0.00000
27	2009.12.09 08:00	close	13	0.01	1.02771	0.00000	0.00000	-0.94	10005.08
28	2009.12.09 09:00	sell	15	0.01	1.02634	0.00000	0.00000
29	2009.12.09 09:00	close	14	0.01	1.02634	0.00000	0.00000	-1.33	10003.75
30	2009.12.09 14:00	close	15	0.01	1.02629	0.00000	0.00000	0.05	10003.80
31	2009.12.09 15:00	buy	16	0.01	1.02612	0.00000	0.00000
32	2009.12.09 17:00	sell	17	0.01	1.02476	0.00000	0.00000
33	2009.12.09 17:00	close	16	0.01	1.02476	0.00000	0.00000	-1.33	10002.47
34	2009.12.09 18:00	close	17	0.01	1.02641	0.00000	0.00000	-1.61	10000.86
35	2009.12.09 21:00	sell	18	0.01	1.02681	0.00000	0.00000
36	2009.12.10 06:00	close	18	0.01	1.02788	0.00000	0.00000	-1.06	9999.80
37	2009.12.10 08:00	sell	19	0.01	1.02727	0.00000	0.00000
38	2009.12.10 09:00	close	19	0.01	1.02816	0.00000	0.00000	-0.87	9998.93
39	2009.12.10 10:00	sell	20	0.01	1.02662	0.00000	0.00000
40	2009.12.10 17:00	buy	21	0.01	1.02669	0.00000	0.00000
41	2009.12.10 17:00	close	20	0.01	1.02669	0.00000	0.00000	-0.07	9998.86
42	2009.12.10 22:00	sell	22	0.01	1.02601	0.00000	0.00000
43	2009.12.10 22:00	close	21	0.01	1.02601	0.00000	0.00000	-0.66	9998.20
44	2009.12.11 03:00	buy	23	0.01	1.02660	0.00000	0.00000
45	2009.12.11 03:00	close	22	0.01	1.02660	0.00000	0.00000	-0.58	9997.63
46	2009.12.11 05:00	sell	24	0.01	1.02607	0.00000	0.00000
47	2009.12.11 05:00	close	23	0.01	1.02607	0.00000	0.00000	-0.52	9997.11
48	2009.12.11 06:00	close	24	0.01	1.02662	0.00000	0.00000	-0.54	9996.57
49	2009.12.11 07:00	sell	25	0.01	1.02557	0.00000	0.00000
50	2009.12.11 08:00	buy	26	0.01	1.02694	0.00000	0.00000
51	2009.12.11 08:00	close	25	0.01	1.02694	0.00000	0.00000	-1.33	9995.24
52	2009.12.11 10:00	sell	27	0.01	1.02595	0.00000	0.00000
53	2009.12.11 10:00	close	26	0.01	1.02595	0.00000	0.00000	-0.96	9994.28
54	2009.12.11 15:00	buy	28	0.01	1.02891	0.00000	0.00000
55	2009.12.11 15:00	close	27	0.01	1.02891	0.00000	0.00000	-2.88	9991.40
56	2009.12.14 02:00	close	28	0.01	1.03380	0.00000	0.00000	4.73	9996.13
57	2009.12.14 12:00	buy	29	0.01	1.03391	0.00000	0.00000
58	2009.12.14 14:00	sell	30	0.01	1.03284	0.00000	0.00000
59	2009.12.14 14:00	close	29	0.01	1.03284	0.00000	0.00000	-1.04	9995.09
60	2009.12.15 03:00	buy	31	0.01	1.03238	0.00000	0.00000
61	2009.12.15 03:00	close	30	0.01	1.03238	0.00000	0.00000	0.44	9995.53
62	2009.12.15 17:00	sell	32	0.01	1.03890	0.00000	0.00000
63	2009.12.15 17:00	close	31	0.01	1.03890	0.00000	0.00000	6.28	10001.81
64	2009.12.15 18:00	buy	33	0.01	1.04231	0.00000	0.00000
65	2009.12.15 18:00	close	32	0.01	1.04231	0.00000	0.00000	-3.27	9998.54
66	2009.12.15 20:00	sell	34	0.01	1.04129	0.00000	0.00000
67	2009.12.15 20:00	close	33	0.01	1.04129	0.00000	0.00000	-0.98	9997.56
68	2009.12.16 05:00	close	34	0.01	1.04192	0.00000	0.00000	-0.61	9996.96
69	2009.12.16 06:00	sell	35	0.01	1.04093	0.00000	0.00000
70	2009.12.16 09:00	buy	36	0.01	1.04219	0.00000	0.00000
71	2009.12.16 09:00	close	35	0.01	1.04219	0.00000	0.00000	-1.21	9995.75
72	2009.12.16 10:00	sell	37	0.01	1.03986	0.00000	0.00000
73	2009.12.16 10:00	close	36	0.01	1.03986	0.00000	0.00000	-2.24	9993.51
74	2009.12.16 21:00	buy	38	0.01	1.03991	0.00000	0.00000
75	2009.12.16 21:00	close	37	0.01	1.03991	0.00000	0.00000	-0.05	9993.46
76	2009.12.17 16:00	sell	39	0.01	1.04791	0.00000	0.00000
77	2009.12.17 16:00	close	38	0.01	1.04791	0.00000	0.00000	7.64	10001.09
78	2009.12.18 09:00	close	39	0.01	1.04257	0.00000	0.00000	5.11	10006.21
79	2009.12.18 10:00	sell	40	0.01	1.04074	0.00000	0.00000
80	2009.12.18 12:00	close	40	0.01	1.04196	0.00000	0.00000	-1.17	10005.04
81	2009.12.18 16:00	sell	41	0.01	1.04207	0.00000	0.00000
82	2009.12.18 17:00	close	41	0.01	1.04739	0.00000	0.00000	-5.08	9999.96
83	2009.12.18 19:00	sell	42	0.01	1.04338	0.00000	0.00000
84	2009.12.18 20:00	close	42	0.01	1.04436	0.00000	0.00000	-0.94	9999.02
85	2009.12.18 21:00	sell	43	0.01	1.04285	0.00000	0.00000
86	2009.12.21 04:00	close	43	0.01	1.04266	0.00000	0.00000	0.17	9999.19
87	2009.12.21 06:00	sell	44	0.01	1.04153	0.00000	0.00000
88	2009.12.21 07:00	close	44	0.01	1.04254	0.00000	0.00000	-0.97	9998.22
89	2009.12.21 08:00	sell	45	0.01	1.04113	0.00000	0.00000
90	2009.12.21 10:00	buy	46	0.01	1.04654	0.00000	0.00000
91	2009.12.21 10:00	close	45	0.01	1.04654	0.00000	0.00000	-5.17	9993.05
92	2009.12.21 12:00	sell	47	0.01	1.04262	0.00000	0.00000
93	2009.12.21 12:00	close	46	0.01	1.04262	0.00000	0.00000	-3.76	9989.29
94	2009.12.21 16:00	close	47	0.01	1.04306	0.00000	0.00000	-0.42	9988.87
95	2009.12.21 17:00	buy	48	0.01	1.04408	0.00000	0.00000
96	2009.12.22 02:00	sell	49	0.01	1.04523	0.00000	0.00000
97	2009.12.22 02:00	close	48	0.01	1.04523	0.00000	0.00000	1.10	9989.97
98	2009.12.22 08:00	buy	50	0.01	1.04651	0.00000	0.00000
99	2009.12.22 08:00	close	49	0.01	1.04651	0.00000	0.00000	-1.22	9988.75
100	2009.12.22 09:00	sell	51	0.01	1.04569	0.00000	0.00000
101	2009.12.22 09:00	close	50	0.01	1.04569	0.00000	0.00000	-0.78	9987.97
102	2009.12.22 11:00	buy	52	0.01	1.04645	0.00000	0.00000
103	2009.12.22 11:00	close	51	0.01	1.04645	0.00000	0.00000	-0.73	9987.24
104	2009.12.22 15:00	sell	53	0.01	1.04607	0.00000	0.00000
105	2009.12.22 15:00	close	52	0.01	1.04607	0.00000	0.00000	-0.36	9986.88
106	2009.12.22 16:00	close	53	0.01	1.04877	0.00000	0.00000	-2.57	9984.31
107	2009.12.22 19:00	sell	54	0.01	1.04678	0.00000	0.00000
108	2009.12.22 22:00	buy	55	0.01	1.04882	0.00000	0.00000
109	2009.12.22 22:00	close	54	0.01	1.04882	0.00000	0.00000	-1.95	9982.36
110	2009.12.23 00:00	sell	56	0.01	1.04824	0.00000	0.00000
111	2009.12.23 00:00	close	55	0.01	1.04824	0.00000	0.00000	-0.55	9981.82
112	2009.12.23 04:00	close	56	0.01	1.04913	0.00000	0.00000	-0.85	9980.97
113	2009.12.23 05:00	buy	57	0.01	1.04917	0.00000	0.00000
114	2009.12.23 07:00	sell	58	0.01	1.04858	0.00000	0.00000
115	2009.12.23 07:00	close	57	0.01	1.04858	0.00000	0.00000	-0.56	9980.41
116	2009.12.23 22:00	close	58	0.01	1.03971	0.00000	0.00000	8.53	9988.94
117	2009.12.24 07:00	buy	59	0.01	1.03930	0.00000	0.00000
118	2009.12.24 09:00	sell	60	0.01	1.03747	0.00000	0.00000
119	2009.12.24 09:00	close	59	0.01	1.03747	0.00000	0.00000	-1.76	9987.18
120	2009.12.24 10:00	close	60	0.01	1.03800	0.00000	0.00000	-0.51	9986.67
121	2009.12.24 16:00	buy	61	0.01	1.03805	0.00000	0.00000
122	2009.12.28 03:00	sell	62	0.01	1.03443	0.00000	0.00000
123	2009.12.28 03:00	close	61	0.01	1.03443	0.00000	0.00000	-3.49	9983.17
124	2009.12.28 05:00	close	62	0.01	1.03595	0.00000	0.00000	-1.47	9981.70
125	2009.12.28 09:00	buy	63	0.01	1.03731	0.00000	0.00000
126	2009.12.28 11:00	sell	64	0.01	1.03505	0.00000	0.00000
127	2009.12.28 11:00	close	63	0.01	1.03505	0.00000	0.00000	-2.18	9979.52
128	2009.12.28 12:00	close	64	0.01	1.03543	0.00000	0.00000	-0.37	9979.15
129	2009.12.28 18:00	buy	65	0.01	1.03432	0.00000	0.00000
130	2009.12.29 08:00	close	65	0.01	1.03464	0.00000	0.00000	0.31	9979.47
131	2009.12.29 16:00	buy	66	0.01	1.03173	0.00000	0.00000
132	2009.12.30 07:00	sell	67	0.01	1.03857	0.00000	0.00000
133	2009.12.30 07:00	close	66	0.01	1.03857	0.00000	0.00000	6.59	9986.06
134	2009.12.30 13:00	buy	68	0.01	1.03890	0.00000	0.00000
135	2009.12.30 13:00	close	67	0.01	1.03890	0.00000	0.00000	-0.32	9985.74
136	2009.12.30 14:00	sell	69	0.01	1.03791	0.00000	0.00000
137	2009.12.30 14:00	close	68	0.01	1.03791	0.00000	0.00000	-0.95	9984.79
138	2009.12.30 16:00	close	69	0.01	1.03944	0.00000	0.00000	-1.47	9983.32
139	2009.12.30 18:00	sell	70	0.01	1.03906	0.00000	0.00000
140	2009.12.31 15:00	close	70	0.01	1.03075	0.00000	0.00000	8.04	9991.36
141	2009.12.31 16:00	buy	71	0.01	1.03334	0.00000	0.00000
142	2009.12.31 18:57	close at stop	71	0.01	1.03506	0.00000	0.00000	1.66	9993.02