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		StopLoss=0; TakeProfit=10; TrailingStop=0; Lots=0.1; Slippage=3; OpenLevel=0; CloseLevel=1; TF1=15; TF2=60; TF3=240; maTrendPeriodv_1=5; maTrendPeriodv_2=8; maTrendPeriodv_3=13; maTrendPeriodv_4=21; maTrendPeriodv_5=34;
Bars in test	1515	Ticks modelled	13947	Modelling quality	n/a
Mismatched charts errors	2
Initial deposit	10000.00
Total net profit	-379.76	Gross profit	2.00	Gross loss	-381.76
Profit factor	0.01	Expected payoff	-126.59
Absolute drawdown	522.01	Maximal drawdown	524.01 (5.24%)	Relative drawdown	5.24% (524.01)
Total trades	3	Short positions (won %)	3 (66.67%)	Long positions (won %)	0 (0.00%)
		Profit trades (% of total)	2 (66.67%)	Loss trades (% of total)	1 (33.33%)
Largest		profit trade	1.00	loss trade	-381.76
Average		profit trade	1.00	loss trade	-381.76
Maximum		consecutive wins (profit in money)	2 (2.00)	consecutive losses (loss in money)	1 (-381.76)
Maximal		consecutive profit (count of wins)	2.00 (2)	consecutive loss (count of losses)	-381.76 (1)
Average		consecutive wins	2	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 16:00	sell	1	0.10	0.99982	0.00000	0.99972
2	2009.12.01 16:50	t/p	1	0.10	0.99972	0.00000	0.99972	1.00	10001.00
3	2009.12.01 16:50	sell	2	0.10	0.99850	0.00000	0.99840
4	2009.12.01 17:20	t/p	2	0.10	0.99840	0.00000	0.99840	1.00	10002.00
5	2009.12.01 17:20	sell	3	0.10	0.99692	0.00000	0.99682
6	2009.12.31 18:57	close at stop	3	0.10	1.03625	0.00000	0.99682	-381.76	9620.24