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	-383.87	Gross profit	5810.00	Gross loss	-6193.87
Profit factor	0.94	Expected payoff	-6.19
Absolute drawdown	2448.17	Maximal drawdown	4592.15 (37.81%)	Relative drawdown	37.81% (4592.15)
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	1577.04	loss trade	-461.04
Average		profit trade	446.92	loss trade	-126.41
Maximum		consecutive wins (profit in money)	4 (559.77)	consecutive losses (loss in money)	28 (-896.59)
Maximal		consecutive profit (count of wins)	1577.04 (1)	consecutive loss (count of losses)	-1071.44 (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	1.00045	1.00495	0.00000	1399.37	11399.37
3	2009.12.01 15:00	buy	2	4.60	1.00103	1.00003	0.00000
4	2009.12.01 15:15	s/l	2	4.60	1.00003	1.00003	0.00000	-460.10	10939.27
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	0.99856	1.00082	0.00000	555.20	11494.47
7	2009.12.01 19:00	buy	4	4.60	0.99891	0.99791	0.00000
8	2009.12.01 19:20	s/l	4	4.60	0.99791	0.99791	0.00000	-461.04	11033.43
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	-440.09	10593.34
11	2009.12.02 08:00	buy	6	1.70	0.99926	0.99826	0.00000
12	2009.12.02 09:20	s/l	6	1.70	0.99826	0.99826	0.00000	-170.31	10423.03
13	2009.12.02 13:00	buy	7	0.40	0.99927	0.99827	0.00000
14	2009.12.02 23:00	close	7	0.40	1.00186	0.99827	0.00000	103.41	10526.44
15	2009.12.03 07:00	buy	8	4.20	1.00003	0.99903	0.00000
16	2009.12.03 07:20	s/l	8	4.20	0.99903	0.99903	0.00000	-420.42	10106.02
17	2009.12.03 20:00	sell	9	4.00	0.99856	0.99956	0.00000
18	2009.12.03 21:45	s/l	9	4.00	0.99956	0.99956	0.00000	-400.11	9705.91
19	2009.12.03 22:00	buy	10	1.60	0.99995	0.99895	0.00000
20	2009.12.04 01:00	close	10	1.60	0.99985	0.99895	0.00000	-15.21	9690.70
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	1.00028	1.00096	0.00000	-12.80	9677.90
23	2009.12.04 13:00	buy	12	0.10	0.99984	0.99884	0.00000
24	2009.12.04 14:26	s/l	12	0.10	0.99884	0.99884	0.00000	-10.02	9667.88
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	1.01605	1.01782	0.00000	7.51	9675.39
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	-382.75	9292.64
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	-362.35	8930.29
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	-136.51	8793.78
33	2009.12.09 14:00	buy	17	0.40	1.02620	1.02520	0.00000
34	2009.12.09 14:03	s/l	17	0.40	1.02520	1.02520	0.00000	-39.03	8754.75
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	-9.74	8745.01
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	1.02595	1.02781	0.00000	8.17	8753.18
39	2009.12.10 04:00	buy	20	3.50	1.02624	1.02524	0.00000
40	2009.12.10 08:00	close	20	3.50	1.02727	1.02524	0.00000	350.93	9104.11
41	2009.12.10 17:00	buy	21	3.60	1.02660	1.02560	0.00000
42	2009.12.10 19:00	close	21	3.60	1.02683	1.02560	0.00000	80.64	9184.75
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	1.02622	1.02756	0.00000	120.03	9304.78
45	2009.12.11 03:00	buy	23	3.70	1.02651	1.02551	0.00000
46	2009.12.11 05:00	close	23	3.70	1.02607	1.02551	0.00000	-158.66	9146.12
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	-360.11	8786.01
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	-136.17	8649.84
51	2009.12.14 00:00	buy	26	0.40	1.03548	1.03448	0.00000
52	2009.12.14 00:20	s/l	26	0.40	1.03448	1.03448	0.00000	-38.69	8611.15
53	2009.12.14 01:00	buy	27	0.10	1.03440	1.03340	0.00000
54	2009.12.14 01:20	s/l	27	0.10	1.03340	1.03340	0.00000	-9.68	8601.47
55	2009.12.14 05:00	buy	28	0.10	1.03462	1.03362	0.00000
56	2009.12.14 05:15	s/l	28	0.10	1.03362	1.03362	0.00000	-9.68	8591.79
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	8582.12
59	2009.12.15 03:00	buy	30	0.10	1.03229	1.03129	0.00000
60	2009.12.15 06:00	close	30	0.10	1.03225	1.03129	0.00000	-0.39	8581.73
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	8572.12
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	8562.51
65	2009.12.15 19:00	buy	33	0.10	1.04173	1.04073	0.00000
66	2009.12.15 20:00	close	33	0.10	1.04129	1.04073	0.00000	-4.23	8558.28
67	2009.12.16 03:00	buy	34	0.10	1.04054	1.03954	0.00000
68	2009.12.16 04:00	close	34	0.10	1.04037	1.03954	0.00000	-1.63	8556.65
69	2009.12.16 19:00	buy	35	0.10	1.03791	1.03691	0.00000
70	2009.12.16 19:20	s/l	35	0.10	1.03691	1.03691	0.00000	-9.65	8547.00
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	-9.56	8537.44
73	2009.12.17 19:00	buy	37	0.10	1.04843	1.04743	0.00000
74	2009.12.17 19:40	s/l	37	0.10	1.04743	1.04743	0.00000	-9.55	8527.89
75	2009.12.18 08:00	buy	38	0.10	1.04238	1.04138	0.00000
76	2009.12.18 08:50	s/l	38	0.10	1.04138	1.04138	0.00000	-9.61	8518.28
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	8508.69
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	-9.58	8499.11
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	8489.52
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	-9.59	8479.93
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	8470.34
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	8460.76
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	8451.20
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	-9.55	8441.65
93	2009.12.22 17:00	buy	47	0.10	1.04912	1.04812	0.00000
94	2009.12.22 18:15	s/l	47	0.10	1.04812	1.04812	0.00000	-9.54	8432.11
95	2009.12.23 05:00	buy	48	0.10	1.04908	1.04808	0.00000
96	2009.12.23 07:00	close	48	0.10	1.04858	1.04808	0.00000	-4.77	8427.34
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	-9.52	8417.82
99	2009.12.24 06:00	buy	50	0.10	1.03931	1.03831	0.00000
100	2009.12.24 07:15	s/l	50	0.10	1.03831	1.03831	0.00000	-9.63	8408.19
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	1.03461	1.03921	0.00000	34.80	8442.99
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	-328.25	8114.74
105	2009.12.28 05:00	buy	53	3.20	1.03586	1.03486	0.00000
106	2009.12.28 07:00	close	53	3.20	1.03532	1.03486	0.00000	-166.90	7947.84
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	1.03407	1.03605	0.00000	123.20	8071.04
109	2009.12.28 17:00	buy	55	3.20	1.03421	1.03321	0.00000
110	2009.12.28 17:32	s/l	55	3.20	1.03321	1.03321	0.00000	-309.74	7761.30
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	1.03003	1.03627	0.00000	1577.04	9338.34
113	2009.12.29 12:00	buy	57	3.70	1.03203	1.03103	0.00000
114	2009.12.29 12:40	s/l	57	3.70	1.03103	1.03103	0.00000	-358.99	8979.35
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	-349.45	8629.90
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	-135.86	8494.04
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	1.03678	1.03984	0.00000	59.61	8553.65
121	2009.12.30 13:00	buy	61	3.40	1.03881	1.03781	0.00000
122	2009.12.30 13:15	s/l	61	3.40	1.03781	1.03781	0.00000	-327.61	8226.04
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	1.03468	1.04006	0.00000	1390.09	9616.13