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		block_01="""; LotSize=1; MM=false; LotExponent=7; LotExponentStart=1; LotExponentMax=3; SL=200; TP=41; kCCI=27; block_02="""; AllPositions=false; ProfitTrailing=false; TrailingStop=30; TrailingStep=8; UseSound=false; block_03="""; uplot=false; lotmin=0.1; lotmax=0.7; lotstep=0.1; lastprofit=1;
Bars in test	1515	Ticks modelled	13947	Modelling quality	n/a
Mismatched charts errors	2
Initial deposit	10000.00
Total net profit	538.00	Gross profit	1120.54	Gross loss	-582.54
Profit factor	1.92	Expected payoff	17.35
Absolute drawdown	121.49	Maximal drawdown	358.29 (3.40%)	Relative drawdown	3.40% (358.29)
Total trades	31	Short positions (won %)	17 (82.35%)	Long positions (won %)	14 (100.00%)
		Profit trades (% of total)	28 (90.32%)	Loss trades (% of total)	3 (9.68%)
Largest		profit trade	41.09	loss trade	-199.69
Average		profit trade	40.02	loss trade	-194.18
Maximum		consecutive wins (profit in money)	15 (604.25)	consecutive losses (loss in money)	1 (-199.69)
Maximal		consecutive profit (count of wins)	604.25 (15)	consecutive loss (count of losses)	-199.69 (1)
Average		consecutive wins	7	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 07:59	sell	1	1.00	1.00395	1.00595	1.00354
2	2009.12.01 08:03	t/p	1	1.00	1.00354	1.00595	1.00354	40.86	10040.86
3	2009.12.02 02:59	buy	2	1.00	0.99945	0.99745	0.99986
4	2009.12.02 08:15	t/p	2	1.00	0.99986	0.99745	0.99986	41.00	10081.86
5	2009.12.02 12:59	buy	3	1.00	0.99921	0.99721	0.99962
6	2009.12.02 14:40	t/p	3	1.00	0.99962	0.99721	0.99962	41.01	10122.87
7	2009.12.02 16:59	sell	4	1.00	0.99937	1.00137	0.99896
8	2009.12.02 17:15	s/l	4	1.00	1.00137	1.00137	0.99896	-199.69	9923.18
9	2009.12.03 09:59	buy	5	1.00	0.99792	0.99592	0.99833
10	2009.12.03 10:20	t/p	5	1.00	0.99833	0.99592	0.99833	41.07	9964.25
11	2009.12.03 16:59	sell	6	1.00	0.99859	1.00059	0.99818
12	2009.12.03 17:20	t/p	6	1.00	0.99818	1.00059	0.99818	41.09	10005.34
13	2009.12.04 07:59	sell	7	1.00	0.99991	1.00191	0.99950
14	2009.12.04 08:15	t/p	7	1.00	0.99950	1.00191	0.99950	41.02	10046.36
15	2009.12.04 14:59	buy	8	1.00	1.00845	1.00645	1.00886
16	2009.12.04 15:10	t/p	8	1.00	1.00886	1.00645	1.00886	40.64	10087.00
17	2009.12.07 14:59	sell	9	1.00	1.02145	1.02345	1.02104
18	2009.12.07 15:07	t/p	9	1.00	1.02104	1.02345	1.02104	40.15	10127.15
19	2009.12.07 20:59	buy	10	1.00	1.01940	1.01740	1.01981
20	2009.12.07 21:20	t/p	10	1.00	1.01981	1.01740	1.01981	40.20	10167.35
21	2009.12.08 03:59	buy	11	1.00	1.01847	1.01647	1.01888
22	2009.12.08 04:02	t/p	11	1.00	1.01888	1.01647	1.01888	40.24	10207.59
23	2009.12.08 07:59	buy	12	1.00	1.01853	1.01653	1.01894
24	2009.12.08 08:10	t/p	12	1.00	1.01894	1.01653	1.01894	40.23	10247.82
25	2009.12.09 12:59	buy	13	1.00	1.02432	1.02232	1.02473
26	2009.12.09 13:20	t/p	13	1.00	1.02473	1.02232	1.02473	40.00	10287.82
27	2009.12.09 20:59	sell	14	1.00	1.02679	1.02879	1.02638
28	2009.12.09 21:15	t/p	14	1.00	1.02638	1.02879	1.02638	39.96	10327.78
29	2009.12.10 07:59	sell	15	1.00	1.02729	1.02929	1.02688
30	2009.12.10 08:15	t/p	15	1.00	1.02688	1.02929	1.02688	39.93	10367.71
31	2009.12.10 16:59	buy	16	1.00	1.02655	1.02455	1.02696
32	2009.12.10 17:15	t/p	16	1.00	1.02696	1.02455	1.02696	39.92	10407.63
33	2009.12.11 04:59	sell	17	1.00	1.02607	1.02807	1.02566
34	2009.12.11 06:50	t/p	17	1.00	1.02566	1.02807	1.02566	39.98	10447.61
35	2009.12.11 09:59	sell	18	1.00	1.02591	1.02791	1.02550
36	2009.12.11 10:15	t/p	18	1.00	1.02550	1.02791	1.02550	39.99	10487.60
37	2009.12.11 14:59	buy	19	1.00	1.02871	1.02671	1.02912
38	2009.12.11 15:13	t/p	19	1.00	1.02912	1.02671	1.02912	39.83	10527.43
39	2009.12.17 23:59	sell	20	1.00	1.04677	1.04877	1.04636
40	2009.12.18 00:15	s/l	20	1.00	1.04877	1.04877	1.04636	-191.58	10335.85
41	2009.12.21 01:59	buy	21	1.00	1.04178	1.03978	1.04219
42	2009.12.21 02:07	t/p	21	1.00	1.04219	1.03978	1.04219	39.34	10375.19
43	2009.12.21 04:59	sell	22	1.00	1.04144	1.04344	1.04103
44	2009.12.21 08:20	t/p	22	1.00	1.04103	1.04344	1.04103	39.40	10414.59
45	2009.12.21 18:59	sell	23	1.00	1.04345	1.04545	1.04304
46	2009.12.21 19:45	s/l	23	1.00	1.04545	1.04545	1.04304	-191.27	10223.32
47	2009.12.22 14:59	sell	24	1.00	1.04608	1.04808	1.04567
48	2009.12.22 15:07	t/p	24	1.00	1.04567	1.04808	1.04567	39.22	10262.54
49	2009.12.22 17:59	sell	25	1.00	1.04850	1.05050	1.04809
50	2009.12.22 18:15	t/p	25	1.00	1.04809	1.05050	1.04809	39.13	10301.67
51	2009.12.22 23:59	sell	26	1.00	1.04814	1.05014	1.04773
52	2009.12.23 02:40	t/p	26	1.00	1.04773	1.05014	1.04773	38.24	10339.91
53	2009.12.24 14:59	buy	27	1.00	1.03453	1.03253	1.03494
54	2009.12.24 15:10	t/p	27	1.00	1.03494	1.03253	1.03494	39.60	10379.51
55	2009.12.28 15:59	buy	28	1.00	1.03410	1.03210	1.03451
56	2009.12.28 16:20	t/p	28	1.00	1.03451	1.03210	1.03451	39.63	10419.14
57	2009.12.29 05:59	sell	29	1.00	1.03526	1.03726	1.03485
58	2009.12.29 06:32	t/p	29	1.00	1.03485	1.03726	1.03485	39.62	10458.76
59	2009.12.29 14:59	buy	30	1.00	1.03072	1.02872	1.03113
60	2009.12.29 15:40	t/p	30	1.00	1.03113	1.02872	1.03113	39.76	10498.52
61	2009.12.30 17:59	sell	31	1.00	1.03905	1.04105	1.03864
62	2009.12.30 18:05	t/p	31	1.00	1.03864	1.04105	1.03864	39.48	10538.00