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		whichmethod=2; Lots=0.1; MaximumRisk=0.4; DecreaseFactor=0.3; tp=200; sl=100; Leverage=100;
Bars in test	1515	Ticks modelled	13947	Modelling quality	n/a
Mismatched charts errors	2
Initial deposit	10000.00
Total net profit	-306.41	Gross profit	5894.79	Gross loss	-6201.20
Profit factor	0.95	Expected payoff	-4.94
Absolute drawdown	2371.41	Maximal drawdown	4540.70 (37.31%)	Relative drawdown	37.31% (4540.70)
Total trades	62	Short positions (won %)	35 (28.57%)	Long positions (won %)	27 (11.11%)
		Profit trades (% of total)	13 (20.97%)	Loss trades (% of total)	49 (79.03%)
Largest		profit trade	1586.12	loss trade	-461.04
Average		profit trade	453.45	loss trade	-126.56
Maximum		consecutive wins (profit in money)	4 (594.16)	consecutive losses (loss in money)	28 (-884.64)
Maximal		consecutive profit (count of wins)	1586.12 (1)	consecutive loss (count of losses)	-1071.46 (3)
Average		consecutive wins	1	consecutive losses	5

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 08:00	sell	1	4.00	1.00395	1.00495	0.00000
2	2009.12.01 12:00	close	1	4.00	1.00042	1.00495	0.00000	1411.41	11411.41
3	2009.12.01 15:00	buy	2	4.60	1.00100	1.00000	0.00000
4	2009.12.01 15:15	s/l	2	4.60	1.00000	1.00000	0.00000	-460.10	10951.31
5	2009.12.01 16:00	sell	3	4.40	0.99982	1.00082	0.00000
6	2009.12.01 18:00	close	3	4.40	0.99853	1.00082	0.00000	568.44	11519.75
7	2009.12.01 19:00	buy	4	4.60	0.99888	0.99788	0.00000
8	2009.12.01 19:20	s/l	4	4.60	0.99788	0.99788	0.00000	-461.04	11058.71
9	2009.12.02 02:00	sell	5	4.40	0.99867	0.99967	0.00000
10	2009.12.02 02:20	s/l	5	4.40	0.99967	0.99967	0.00000	-440.11	10618.60
11	2009.12.02 08:00	buy	6	1.70	0.99923	0.99823	0.00000
12	2009.12.02 09:20	s/l	6	1.70	0.99823	0.99823	0.00000	-170.31	10448.29
13	2009.12.02 13:00	buy	7	0.40	0.99924	0.99824	0.00000
14	2009.12.02 23:00	close	7	0.40	1.00186	0.99824	0.00000	104.61	10552.90
15	2009.12.03 07:00	buy	8	4.20	1.00000	0.99900	0.00000
16	2009.12.03 07:20	s/l	8	4.20	0.99900	0.99900	0.00000	-420.42	10132.48
17	2009.12.03 20:00	sell	9	4.10	0.99856	0.99956	0.00000
18	2009.12.03 21:45	s/l	9	4.10	0.99956	0.99956	0.00000	-410.12	9722.36
19	2009.12.03 22:00	buy	10	1.60	0.99992	0.99892	0.00000
20	2009.12.04 01:00	close	10	1.60	0.99985	0.99892	0.00000	-10.41	9711.95
21	2009.12.04 08:00	sell	11	0.40	0.99996	1.00096	0.00000
22	2009.12.04 10:00	close	11	0.40	1.00025	1.00096	0.00000	-11.60	9700.35
23	2009.12.04 13:00	buy	12	0.10	0.99981	0.99881	0.00000
24	2009.12.04 14:26	s/l	12	0.10	0.99881	0.99881	0.00000	-10.02	9690.33
25	2009.12.04 22:00	sell	13	0.10	1.01682	1.01782	0.00000
26	2009.12.07 03:00	close	13	0.10	1.01602	1.01782	0.00000	7.80	9698.13
27	2009.12.08 11:00	sell	14	3.90	1.01766	1.01866	0.00000
28	2009.12.08 11:40	s/l	14	3.90	1.01866	1.01866	0.00000	-382.76	9315.37
29	2009.12.08 23:00	sell	15	3.70	1.02685	1.02785	0.00000
30	2009.12.09 00:20	s/l	15	3.70	1.02785	1.02785	0.00000	-362.37	8953.00
31	2009.12.09 10:00	sell	16	1.40	1.02446	1.02546	0.00000
32	2009.12.09 10:07	s/l	16	1.40	1.02546	1.02546	0.00000	-136.52	8816.48
33	2009.12.09 14:00	buy	17	0.40	1.02617	1.02517	0.00000
34	2009.12.09 14:03	s/l	17	0.40	1.02517	1.02517	0.00000	-39.03	8777.45
35	2009.12.09 18:00	sell	18	0.10	1.02615	1.02715	0.00000
36	2009.12.09 18:10	s/l	18	0.10	1.02715	1.02715	0.00000	-9.73	8767.72
37	2009.12.09 21:00	sell	19	0.10	1.02681	1.02781	0.00000
38	2009.12.10 02:00	close	19	0.10	1.02592	1.02781	0.00000	8.47	8776.19
39	2009.12.10 04:00	buy	20	3.50	1.02621	1.02521	0.00000
40	2009.12.10 08:00	close	20	3.50	1.02727	1.02521	0.00000	361.15	9137.34
41	2009.12.10 17:00	buy	21	3.70	1.02657	1.02557	0.00000
42	2009.12.10 19:00	close	21	3.70	1.02683	1.02557	0.00000	93.69	9231.03
43	2009.12.10 21:00	sell	22	3.70	1.02656	1.02756	0.00000
44	2009.12.11 01:00	close	22	3.70	1.02619	1.02756	0.00000	130.85	9361.88
45	2009.12.11 03:00	buy	23	3.70	1.02648	1.02548	0.00000
46	2009.12.11 05:00	close	23	3.70	1.02607	1.02548	0.00000	-147.85	9214.03
47	2009.12.11 10:00	sell	24	3.70	1.02595	1.02695	0.00000
48	2009.12.11 14:45	s/l	24	3.70	1.02695	1.02695	0.00000	-360.12	8853.91
49	2009.12.11 21:00	sell	25	1.40	1.03419	1.03519	0.00000
50	2009.12.14 00:00	s/l	25	1.40	1.03519	1.03519	0.00000	-136.18	8717.73
51	2009.12.14 00:00	buy	26	0.40	1.03545	1.03445	0.00000
52	2009.12.14 00:20	s/l	26	0.40	1.03445	1.03445	0.00000	-38.69	8679.04
53	2009.12.14 01:00	buy	27	0.10	1.03437	1.03337	0.00000
54	2009.12.14 01:20	s/l	27	0.10	1.03337	1.03337	0.00000	-9.68	8669.36
55	2009.12.14 05:00	buy	28	0.10	1.03459	1.03359	0.00000
56	2009.12.14 05:15	s/l	28	0.10	1.03359	1.03359	0.00000	-9.68	8659.68
57	2009.12.14 16:00	sell	29	0.10	1.03198	1.03298	0.00000
58	2009.12.14 16:20	s/l	29	0.10	1.03298	1.03298	0.00000	-9.67	8650.01
59	2009.12.15 03:00	buy	30	0.10	1.03226	1.03126	0.00000
60	2009.12.15 06:00	close	30	0.10	1.03225	1.03126	0.00000	-0.10	8649.91
61	2009.12.15 13:00	sell	31	0.10	1.03951	1.04051	0.00000
62	2009.12.15 13:15	s/l	31	0.10	1.04051	1.04051	0.00000	-9.61	8640.30
63	2009.12.15 16:00	sell	32	0.10	1.04009	1.04109	0.00000
64	2009.12.15 17:15	s/l	32	0.10	1.04109	1.04109	0.00000	-9.61	8630.69
65	2009.12.15 19:00	buy	33	0.10	1.04170	1.04070	0.00000
66	2009.12.15 20:00	close	33	0.10	1.04129	1.04070	0.00000	-3.94	8626.75
67	2009.12.16 03:00	buy	34	0.10	1.04051	1.03951	0.00000
68	2009.12.16 04:00	close	34	0.10	1.04037	1.03951	0.00000	-1.35	8625.40
69	2009.12.16 19:00	buy	35	0.10	1.03788	1.03688	0.00000
70	2009.12.16 19:20	s/l	35	0.10	1.03688	1.03688	0.00000	-9.65	8615.75
71	2009.12.17 08:00	sell	36	0.10	1.04548	1.04648	0.00000
72	2009.12.17 08:45	s/l	36	0.10	1.04648	1.04648	0.00000	-9.55	8606.20
73	2009.12.17 19:00	buy	37	0.10	1.04840	1.04740	0.00000
74	2009.12.17 19:40	s/l	37	0.10	1.04740	1.04740	0.00000	-9.55	8596.65
75	2009.12.18 08:00	buy	38	0.10	1.04235	1.04135	0.00000
76	2009.12.18 08:50	s/l	38	0.10	1.04135	1.04135	0.00000	-9.61	8587.04
77	2009.12.18 11:00	sell	39	0.10	1.04115	1.04215	0.00000
78	2009.12.18 11:20	s/l	39	0.10	1.04215	1.04215	0.00000	-9.59	8577.45
79	2009.12.18 19:00	sell	40	0.10	1.04338	1.04438	0.00000
80	2009.12.18 20:02	s/l	40	0.10	1.04438	1.04438	0.00000	-9.57	8567.88
81	2009.12.21 06:00	sell	41	0.10	1.04153	1.04253	0.00000
82	2009.12.21 06:50	s/l	41	0.10	1.04253	1.04253	0.00000	-9.59	8558.29
83	2009.12.21 08:00	sell	42	0.10	1.04113	1.04213	0.00000
84	2009.12.21 08:07	s/l	42	0.10	1.04213	1.04213	0.00000	-9.60	8548.69
85	2009.12.21 09:00	sell	43	0.10	1.04132	1.04232	0.00000
86	2009.12.21 09:20	s/l	43	0.10	1.04232	1.04232	0.00000	-9.59	8539.10
87	2009.12.21 13:00	sell	44	0.10	1.04216	1.04316	0.00000
88	2009.12.21 15:50	s/l	44	0.10	1.04316	1.04316	0.00000	-9.58	8529.52
89	2009.12.22 10:00	sell	45	0.10	1.04473	1.04573	0.00000
90	2009.12.22 10:03	s/l	45	0.10	1.04573	1.04573	0.00000	-9.56	8519.96
91	2009.12.22 15:00	sell	46	0.10	1.04607	1.04707	0.00000
92	2009.12.22 15:15	s/l	46	0.10	1.04707	1.04707	0.00000	-9.54	8510.42
93	2009.12.22 17:00	buy	47	0.10	1.04909	1.04809	0.00000
94	2009.12.22 18:15	s/l	47	0.10	1.04809	1.04809	0.00000	-9.54	8500.88
95	2009.12.23 05:00	buy	48	0.10	1.04905	1.04805	0.00000
96	2009.12.23 07:00	close	48	0.10	1.04858	1.04805	0.00000	-4.48	8496.40
97	2009.12.23 08:00	sell	49	0.10	1.04866	1.04966	0.00000
98	2009.12.23 09:50	s/l	49	0.10	1.04966	1.04966	0.00000	-9.53	8486.87
99	2009.12.24 06:00	buy	50	0.10	1.03928	1.03828	0.00000
100	2009.12.24 07:20	s/l	50	0.10	1.03828	1.03828	0.00000	-9.63	8477.24
101	2009.12.24 08:00	sell	51	0.10	1.03821	1.03921	0.00000
102	2009.12.24 15:00	close	51	0.10	1.03458	1.03921	0.00000	35.09	8512.33
103	2009.12.28 03:00	sell	52	3.40	1.03443	1.03543	0.00000
104	2009.12.28 03:32	s/l	52	3.40	1.03543	1.03543	0.00000	-328.26	8184.07
105	2009.12.28 05:00	buy	53	3.30	1.03583	1.03483	0.00000
106	2009.12.28 07:00	close	53	3.30	1.03532	1.03483	0.00000	-162.56	8021.51
107	2009.12.28 11:00	sell	54	1.30	1.03505	1.03605	0.00000
108	2009.12.28 16:00	close	54	1.30	1.03404	1.03605	0.00000	126.98	8148.49
109	2009.12.28 17:00	buy	55	3.30	1.03418	1.03318	0.00000
110	2009.12.28 17:32	s/l	55	3.30	1.03318	1.03318	0.00000	-319.41	7829.08
111	2009.12.29 06:00	sell	56	3.10	1.03527	1.03627	0.00000
112	2009.12.29 11:00	close	56	3.10	1.03000	1.03627	0.00000	1586.12	9415.20
113	2009.12.29 12:00	buy	57	3.80	1.03200	1.03100	0.00000
114	2009.12.29 12:40	s/l	57	3.80	1.03100	1.03100	0.00000	-368.69	9046.51
115	2009.12.29 14:00	sell	58	3.60	1.02896	1.02996	0.00000
116	2009.12.29 14:03	s/l	58	3.60	1.02996	1.02996	0.00000	-349.47	8697.04
117	2009.12.29 23:00	sell	59	1.40	1.03658	1.03758	0.00000
118	2009.12.30 00:46	s/l	59	1.40	1.03758	1.03758	0.00000	-135.85	8561.19
119	2009.12.30 06:00	sell	60	0.30	1.03884	1.03984	0.00000
120	2009.12.30 11:00	close	60	0.30	1.03675	1.03984	0.00000	60.48	8621.67
121	2009.12.30 13:00	buy	61	3.40	1.03878	1.03778	0.00000
122	2009.12.30 13:20	s/l	61	3.40	1.03778	1.03778	0.00000	-327.78	8293.89
123	2009.12.30 18:00	sell	62	3.30	1.03906	1.04006	0.00000
124	2009.12.31 04:00	close	62	3.30	1.03465	1.04006	0.00000	1399.70	9693.59