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		TP=15; MarginRatio=0.025; PositionSize=0.1; MagicNObase=10000; DDistCriteria=100; HDistCriteria=15; breath=2; SessionStart=21; SessionEnd=6;
Bars in test	1515	Ticks modelled	13947	Modelling quality	n/a
Mismatched charts errors	2
Initial deposit	10000.00
Total net profit	-2484.87	Gross profit	227.69	Gross loss	-2712.56
Profit factor	0.08	Expected payoff	-82.83
Absolute drawdown	4367.55	Maximal drawdown	4610.11 (45.01%)	Relative drawdown	45.01% (4610.11)
Total trades	30	Short positions (won %)	26 (50.00%)	Long positions (won %)	4 (100.00%)
		Profit trades (% of total)	17 (56.67%)	Loss trades (% of total)	13 (43.33%)
Largest		profit trade	13.61	loss trade	-220.38
Average		profit trade	13.39	loss trade	-208.66
Maximum		consecutive wins (profit in money)	17 (227.69)	consecutive losses (loss in money)	13 (-2712.56)
Maximal		consecutive profit (count of wins)	227.69 (17)	consecutive loss (count of losses)	-2712.56 (13)
Average		consecutive wins	17	consecutive losses	13

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.03 01:50	buy	1	0.10	1.00025	0.00000	1.00161
2	2009.12.03 01:52	buy	2	0.10	1.00045	0.00000	1.00181
3	2009.12.03 01:55	buy	3	0.10	1.00035	0.00000	1.00171
4	2009.12.03 02:40	buy	4	0.10	1.00032	0.00000	1.00168
5	2009.12.03 23:02	t/p	1	0.10	1.00161	0.00000	1.00161	13.58	10013.58
6	2009.12.03 23:02	t/p	4	0.10	1.00168	0.00000	1.00168	13.58	10027.16
7	2009.12.03 23:07	t/p	3	0.10	1.00171	0.00000	1.00171	13.57	10040.73
8	2009.12.04 14:40	t/p	2	0.10	1.00181	0.00000	1.00181	13.61	10054.34
9	2009.12.04 21:00	sell	5	0.10	1.01859	0.00000	1.01723
10	2009.12.04 21:02	sell	6	0.10	1.01840	0.00000	1.01704
11	2009.12.04 21:05	sell	7	0.10	1.01819	0.00000	1.01683
12	2009.12.04 21:07	sell	8	0.10	1.01861	0.00000	1.01725
13	2009.12.04 21:10	sell	9	0.10	1.01777	0.00000	1.01641
14	2009.12.04 21:12	sell	10	0.10	1.01798	0.00000	1.01662
15	2009.12.04 21:15	sell	11	0.10	1.01713	0.00000	1.01577
16	2009.12.04 21:17	sell	12	0.10	1.01734	0.00000	1.01598
17	2009.12.04 21:20	sell	13	0.10	1.01629	0.00000	1.01493
18	2009.12.04 21:22	sell	14	0.10	1.01671	0.00000	1.01535
19	2009.12.04 21:25	sell	15	0.10	1.01650	0.00000	1.01514
20	2009.12.04 21:27	sell	16	0.10	1.01713	0.00000	1.01577
21	2009.12.04 21:30	sell	17	0.10	1.01655	0.00000	1.01519
22	2009.12.04 22:20	t/p	5	0.10	1.01723	0.00000	1.01723	13.37	10067.71
23	2009.12.04 22:20	t/p	8	0.10	1.01725	0.00000	1.01725	13.37	10081.08
24	2009.12.04 22:20	sell	18	0.10	1.01596	0.00000	1.01460
25	2009.12.04 22:22	sell	19	0.10	1.01614	0.00000	1.01478
26	2009.12.04 22:37	t/p	6	0.10	1.01704	0.00000	1.01704	13.38	10094.46
27	2009.12.04 22:37	sell	20	0.10	1.01582	0.00000	1.01446
28	2009.12.07 00:00	t/p	7	0.10	1.01683	0.00000	1.01683	13.31	10107.77
29	2009.12.07 00:00	t/p	10	0.10	1.01662	0.00000	1.01662	13.31	10121.08
30	2009.12.07 00:00	sell	21	0.10	1.01535	0.00000	1.01399
31	2009.12.07 00:02	sell	22	0.10	1.01526	0.00000	1.01390
32	2009.12.07 00:07	t/p	9	0.10	1.01641	0.00000	1.01641	13.31	10134.39
33	2009.12.07 00:07	sell	23	0.10	1.01519	0.00000	1.01383
34	2009.12.07 01:07	t/p	12	0.10	1.01598	0.00000	1.01598	13.32	10147.71
35	2009.12.07 01:07	sell	24	0.10	1.01473	0.00000	1.01337
36	2009.12.07 01:50	t/p	11	0.10	1.01577	0.00000	1.01577	13.33	10161.04
37	2009.12.07 01:50	t/p	14	0.10	1.01535	0.00000	1.01535	13.33	10174.37
38	2009.12.07 01:50	t/p	16	0.10	1.01577	0.00000	1.01577	13.33	10187.70
39	2009.12.07 01:50	sell	25	0.10	1.01406	0.00000	1.01270
40	2009.12.07 01:52	sell	26	0.10	1.01439	0.00000	1.01303
41	2009.12.07 01:55	sell	27	0.10	1.01422	0.00000	1.01286
42	2009.12.07 05:32	t/p	17	0.10	1.01519	0.00000	1.01519	13.32	10201.03
43	2009.12.07 05:32	sell	28	0.10	1.01398	0.00000	1.01262
44	2009.12.07 05:37	t/p	15	0.10	1.01514	0.00000	1.01514	13.33	10214.36
45	2009.12.07 05:37	sell	29	0.10	1.01391	0.00000	1.01255
46	2009.12.07 06:37	t/p	13	0.10	1.01493	0.00000	1.01493	13.33	10227.69
47	2009.12.07 06:37	sell	30	0.10	1.01360	0.00000	1.01224
48	2009.12.31 18:57	close at stop	30	0.10	1.03625	0.00000	1.01224	-220.38	10007.30
49	2009.12.31 18:57	close at stop	29	0.10	1.03625	0.00000	1.01255	-217.39	9789.91
50	2009.12.31 18:57	close at stop	28	0.10	1.03625	0.00000	1.01262	-216.71	9573.20
51	2009.12.31 18:57	close at stop	27	0.10	1.03625	0.00000	1.01286	-214.39	9358.81
52	2009.12.31 18:57	close at stop	26	0.10	1.03625	0.00000	1.01303	-212.75	9146.06
53	2009.12.31 18:57	close at stop	25	0.10	1.03625	0.00000	1.01270	-215.94	8930.12
54	2009.12.31 18:57	close at stop	24	0.10	1.03625	0.00000	1.01337	-209.47	8720.64
55	2009.12.31 18:57	close at stop	23	0.10	1.03625	0.00000	1.01383	-205.03	8515.61
56	2009.12.31 18:57	close at stop	22	0.10	1.03625	0.00000	1.01390	-204.36	8311.25
57	2009.12.31 18:57	close at stop	21	0.10	1.03625	0.00000	1.01399	-203.49	8107.76
58	2009.12.31 18:57	close at stop	20	0.10	1.03625	0.00000	1.01446	-199.02	7908.74
59	2009.12.31 18:57	close at stop	19	0.10	1.03625	0.00000	1.01478	-195.94	7712.80
60	2009.12.31 18:57	close at stop	18	0.10	1.03625	0.00000	1.01460	-197.67	7515.13