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		MagicNumber=0; SignalMail=false; EachTickMode=false; Lots=1; Slippage=3; StopLossMode=false; StopLoss=40; TakeProfitMode=false; TakeProfit=80; TrailingStopMode=false; TrailingStop=20;
Bars in test	1515	Ticks modelled	13947	Modelling quality	n/a
Mismatched charts errors	2
Initial deposit	10000.00
Total net profit	-2699.18	Gross profit	2170.15	Gross loss	-4869.33
Profit factor	0.45	Expected payoff	-72.95
Absolute drawdown	3889.89	Maximal drawdown	4284.01 (41.22%)	Relative drawdown	41.22% (4284.01)
Total trades	37	Short positions (won %)	37 (21.62%)	Long positions (won %)	0 (0.00%)
		Profit trades (% of total)	8 (21.62%)	Loss trades (% of total)	29 (78.38%)
Largest		profit trade	854.40	loss trade	-931.14
Average		profit trade	271.27	loss trade	-167.91
Maximum		consecutive wins (profit in money)	2 (387.80)	consecutive losses (loss in money)	13 (-2090.74)
Maximal		consecutive profit (count of wins)	854.40 (1)	consecutive loss (count of losses)	-2090.74 (13)
Average		consecutive wins	1	consecutive losses	5

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 01:00	sell	1	1.00	1.00324	0.00000	0.00000
2	2009.12.01 04:00	close	1	1.00	1.00465	0.00000	0.00000	-140.35	9859.65
3	2009.12.01 05:00	sell	2	1.00	1.00411	0.00000	0.00000
4	2009.12.01 07:00	close	2	1.00	1.00519	0.00000	0.00000	-107.44	9752.21
5	2009.12.01 09:00	sell	3	1.00	1.00342	0.00000	0.00000
6	2009.12.02 00:00	close	3	1.00	0.99975	0.00000	0.00000	366.40	10118.61
7	2009.12.02 02:00	sell	4	1.00	0.99867	0.00000	0.00000
8	2009.12.02 09:00	close	4	1.00	0.99933	0.00000	0.00000	-66.04	10052.57
9	2009.12.02 11:00	sell	5	1.00	0.99842	0.00000	0.00000
10	2009.12.02 15:00	close	5	1.00	0.99966	0.00000	0.00000	-124.04	9928.53
11	2009.12.03 02:00	sell	6	1.00	0.99953	0.00000	0.00000
12	2009.12.03 16:00	close	6	1.00	0.99971	0.00000	0.00000	-18.01	9910.52
13	2009.12.03 21:00	sell	7	1.00	0.99856	0.00000	0.00000
14	2009.12.03 22:00	close	7	1.00	0.99988	0.00000	0.00000	-132.02	9778.50
15	2009.12.04 09:00	sell	8	1.00	0.99905	0.00000	0.00000
16	2009.12.04 15:00	close	8	1.00	1.00844	0.00000	0.00000	-931.14	8847.36
17	2009.12.07 06:00	sell	9	1.00	1.01466	0.00000	0.00000
18	2009.12.07 08:00	close	9	1.00	1.01473	0.00000	0.00000	-6.90	8840.46
19	2009.12.07 18:00	sell	10	1.00	1.01986	0.00000	0.00000
20	2009.12.07 23:00	close	10	1.00	1.01962	0.00000	0.00000	23.54	8864.00
21	2009.12.08 01:00	sell	11	1.00	1.01840	0.00000	0.00000
22	2009.12.08 09:00	close	11	1.00	1.02101	0.00000	0.00000	-255.63	8608.37
23	2009.12.08 12:00	sell	12	1.00	1.01868	0.00000	0.00000
24	2009.12.08 13:00	close	12	1.00	1.02150	0.00000	0.00000	-276.06	8332.31
25	2009.12.09 04:00	sell	13	1.00	1.02529	0.00000	0.00000
26	2009.12.09 08:00	close	13	1.00	1.02755	0.00000	0.00000	-219.94	8112.37
27	2009.12.09 11:00	sell	14	1.00	1.02383	0.00000	0.00000
28	2009.12.09 15:00	close	14	1.00	1.02596	0.00000	0.00000	-207.61	7904.76
29	2009.12.09 23:00	sell	15	1.00	1.02668	0.00000	0.00000
30	2009.12.10 05:00	close	15	1.00	1.02673	0.00000	0.00000	-6.95	7897.81
31	2009.12.10 12:00	sell	16	1.00	1.02507	0.00000	0.00000
32	2009.12.10 18:00	close	16	1.00	1.02704	0.00000	0.00000	-191.81	7706.00
33	2009.12.10 23:00	sell	17	1.00	1.02585	0.00000	0.00000
34	2009.12.11 04:00	close	17	1.00	1.02638	0.00000	0.00000	-52.33	7653.67
35	2009.12.11 07:00	sell	18	1.00	1.02557	0.00000	0.00000
36	2009.12.11 08:00	close	18	1.00	1.02678	0.00000	0.00000	-117.84	7535.83
37	2009.12.11 11:00	sell	19	1.00	1.02503	0.00000	0.00000
38	2009.12.11 15:00	close	19	1.00	1.02875	0.00000	0.00000	-361.60	7174.23
39	2009.12.14 04:00	sell	20	1.00	1.03307	0.00000	0.00000
40	2009.12.14 05:00	close	20	1.00	1.03455	0.00000	0.00000	-143.06	7031.17
41	2009.12.14 06:00	sell	21	1.00	1.03219	0.00000	0.00000
42	2009.12.14 12:00	close	21	1.00	1.03375	0.00000	0.00000	-150.91	6880.26
43	2009.12.14 17:00	sell	22	1.00	1.03145	0.00000	0.00000
44	2009.12.15 03:00	close	22	1.00	1.03222	0.00000	0.00000	-75.29	6804.96
45	2009.12.16 00:00	sell	23	1.00	1.04034	0.00000	0.00000
46	2009.12.16 02:00	close	23	1.00	1.04067	0.00000	0.00000	-31.71	6773.25
47	2009.12.16 10:00	sell	24	1.00	1.03986	0.00000	0.00000
48	2009.12.16 21:00	close	24	1.00	1.03975	0.00000	0.00000	10.58	6783.83
49	2009.12.17 20:00	sell	25	1.00	1.04651	0.00000	0.00000
50	2009.12.18 13:00	close	25	1.00	1.04257	0.00000	0.00000	377.22	7161.05
51	2009.12.18 21:00	sell	26	1.00	1.04285	0.00000	0.00000
52	2009.12.21 10:00	close	26	1.00	1.04638	0.00000	0.00000	-338.04	6823.01
53	2009.12.21 14:00	sell	27	1.00	1.04008	0.00000	0.00000
54	2009.12.21 17:00	close	27	1.00	1.04392	0.00000	0.00000	-367.84	6455.17
55	2009.12.22 20:00	sell	28	1.00	1.04757	0.00000	0.00000
56	2009.12.22 22:00	close	28	1.00	1.04866	0.00000	0.00000	-103.94	6351.23
57	2009.12.23 03:00	sell	29	1.00	1.04759	0.00000	0.00000
58	2009.12.23 04:00	close	29	1.00	1.04897	0.00000	0.00000	-131.56	6219.67
59	2009.12.23 09:00	sell	30	1.00	1.04849	0.00000	0.00000
60	2009.12.23 10:00	close	30	1.00	1.04868	0.00000	0.00000	-18.12	6201.55
61	2009.12.23 11:00	sell	31	1.00	1.04804	0.00000	0.00000
62	2009.12.24 07:00	close	31	1.00	1.03914	0.00000	0.00000	854.40	7055.95
63	2009.12.24 08:00	sell	32	1.00	1.03821	0.00000	0.00000
64	2009.12.24 17:00	close	32	1.00	1.03834	0.00000	0.00000	-12.52	7043.43
65	2009.12.28 03:00	sell	33	1.00	1.03443	0.00000	0.00000
66	2009.12.28 10:00	close	33	1.00	1.03573	0.00000	0.00000	-125.52	6917.91
67	2009.12.28 11:00	sell	34	1.00	1.03505	0.00000	0.00000
68	2009.12.28 20:00	close	34	1.00	1.03452	0.00000	0.00000	51.23	6969.14
69	2009.12.29 08:00	sell	35	1.00	1.03464	0.00000	0.00000
70	2009.12.29 17:00	close	35	1.00	1.03234	0.00000	0.00000	222.79	7191.93
71	2009.12.30 09:00	sell	36	1.00	1.03640	0.00000	0.00000
72	2009.12.30 14:00	close	36	1.00	1.03801	0.00000	0.00000	-155.10	7036.83
73	2009.12.30 20:00	sell	37	1.00	1.03630	0.00000	0.00000
74	2009.12.31 17:00	close	37	1.00	1.03355	0.00000	0.00000	263.99	7300.82