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		TakeProfit=100; TrailingStop=35; StopLoss=45;
Bars in test	1515	Ticks modelled	13947	Modelling quality	n/a
Mismatched charts errors	2
Initial deposit	10000.00
Total net profit	-558.36	Gross profit	385.30	Gross loss	-943.66
Profit factor	0.41	Expected payoff	-27.92
Absolute drawdown	658.32	Maximal drawdown	816.19 (8.04%)	Relative drawdown	8.04% (816.19)
Total trades	20	Short positions (won %)	20 (20.00%)	Long positions (won %)	0 (0.00%)
		Profit trades (% of total)	4 (20.00%)	Loss trades (% of total)	16 (80.00%)
Largest		profit trade	97.07	loss trade	-59.22
Average		profit trade	96.32	loss trade	-58.98
Maximum		consecutive wins (profit in money)	1 (97.07)	consecutive losses (loss in money)	8 (-471.66)
Maximal		consecutive profit (count of wins)	97.07 (1)	consecutive loss (count of losses)	-471.66 (8)
Average		consecutive wins	1	consecutive losses	5

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.18 22:00	sell	1	1.00	1.04284	1.04345	1.04184
2	2009.12.18 22:37	t/p	1	1.00	1.04184	1.04345	1.04184	95.99	10095.99
3	2009.12.18 22:37	sell	2	1.00	1.04166	1.04227	1.04066
4	2009.12.18 22:40	s/l	2	1.00	1.04227	1.04227	1.04066	-58.52	10037.47
5	2009.12.18 22:40	sell	3	1.00	1.04217	1.04278	1.04117
6	2009.12.18 22:50	s/l	3	1.00	1.04278	1.04278	1.04117	-58.49	9978.98
7	2009.12.18 22:50	sell	4	1.00	1.04279	1.04340	1.04179
8	2009.12.21 00:00	t/p	4	1.00	1.04179	1.04340	1.04179	95.19	10074.17
9	2009.12.21 01:00	sell	5	1.00	1.04025	1.04086	1.03925
10	2009.12.21 01:20	s/l	5	1.00	1.04086	1.04086	1.03925	-58.61	10015.56
11	2009.12.21 01:20	sell	6	1.00	1.04073	1.04134	1.03973
12	2009.12.21 01:45	s/l	6	1.00	1.04134	1.04134	1.03973	-58.57	9956.99
13	2009.12.21 01:45	sell	7	1.00	1.04137	1.04198	1.04037
14	2009.12.21 02:02	s/l	7	1.00	1.04198	1.04198	1.04037	-58.53	9898.46
15	2009.12.29 10:00	sell	8	1.00	1.02953	1.03014	1.02853
16	2009.12.29 10:15	s/l	8	1.00	1.03014	1.03014	1.02853	-59.22	9839.24
17	2009.12.29 10:15	sell	9	1.00	1.03003	1.03064	1.02903
18	2009.12.29 11:20	s/l	9	1.00	1.03064	1.03064	1.02903	-59.18	9780.06
19	2009.12.29 14:00	sell	10	1.00	1.02896	1.02957	1.02796
20	2009.12.29 14:03	s/l	10	1.00	1.02957	1.02957	1.02796	-59.22	9720.84
21	2009.12.29 14:03	sell	11	1.00	1.03000	1.03061	1.02900
22	2009.12.29 14:10	s/l	11	1.00	1.03061	1.03061	1.02900	-59.18	9661.66
23	2009.12.29 14:10	sell	12	1.00	1.03062	1.03123	1.02962
24	2009.12.29 14:16	s/l	12	1.00	1.03123	1.03123	1.02962	-59.15	9602.51
25	2009.12.29 14:16	sell	13	1.00	1.03124	1.03185	1.03024
26	2009.12.29 14:32	t/p	13	1.00	1.03024	1.03185	1.03024	97.07	9699.58
27	2009.12.29 14:32	sell	14	1.00	1.03004	1.03065	1.02904
28	2009.12.29 14:45	s/l	14	1.00	1.03065	1.03065	1.02904	-59.18	9640.40
29	2009.12.29 14:45	sell	15	1.00	1.03066	1.03127	1.02966
30	2009.12.29 15:40	s/l	15	1.00	1.03127	1.03127	1.02966	-59.14	9581.26
31	2009.12.31 08:00	sell	16	1.00	1.02923	1.02984	1.02823
32	2009.12.31 08:03	s/l	16	1.00	1.02984	1.02984	1.02823	-59.21	9522.05
33	2009.12.31 08:03	sell	17	1.00	1.03005	1.03066	1.02905
34	2009.12.31 08:10	s/l	17	1.00	1.03066	1.03066	1.02905	-59.18	9462.87
35	2009.12.31 08:10	sell	18	1.00	1.03054	1.03115	1.02954
36	2009.12.31 08:16	s/l	18	1.00	1.03115	1.03115	1.02954	-59.15	9403.72
37	2009.12.31 08:16	sell	19	1.00	1.03103	1.03164	1.03003
38	2009.12.31 08:50	s/l	19	1.00	1.03164	1.03164	1.03003	-59.13	9344.59
39	2009.12.31 08:50	sell	20	1.00	1.03149	1.03210	1.03049
40	2009.12.31 09:02	t/p	20	1.00	1.03049	1.03210	1.03049	97.05	9441.64