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		Lots=1; StopLoss=30; TakeProfit=40; TrailingStop=5;
Bars in test	1515	Ticks modelled	13947	Modelling quality	n/a
Mismatched charts errors	2
Initial deposit	10000.00
Total net profit	-2672.14	Gross profit	122.94	Gross loss	-2795.07
Profit factor	0.04	Expected payoff	-668.03
Absolute drawdown	4109.82	Maximal drawdown	4232.76 (41.81%)	Relative drawdown	41.81% (4232.76)
Total trades	4	Short positions (won %)	3 (66.67%)	Long positions (won %)	1 (100.00%)
		Profit trades (% of total)	3 (75.00%)	Loss trades (% of total)	1 (25.00%)
Largest		profit trade	45.22	loss trade	-2795.07
Average		profit trade	40.98	loss trade	-2795.07
Maximum		consecutive wins (profit in money)	3 (122.94)	consecutive losses (loss in money)	1 (-2795.07)
Maximal		consecutive profit (count of wins)	122.94 (3)	consecutive loss (count of losses)	-2795.07 (1)
Average		consecutive wins	3	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 00:00	sell	1	1.00	1.00496	0.00000	1.00460
2	2009.12.01 00:46	t/p	1	1.00	1.00460	0.00000	1.00460	35.85	10035.85
3	2009.12.01 00:56	sell	2	1.00	1.00372	0.00000	1.00330
4	2009.12.01 09:10	t/p	2	1.00	1.00330	0.00000	1.00330	41.87	10077.72
5	2009.12.01 09:10	buy	3	1.00	1.00317	0.00000	1.00360
6	2009.12.04 14:45	t/p	3	1.00	1.00360	0.00000	1.00360	45.22	10122.94
7	2009.12.04 15:02	sell	4	1.00	1.00748	0.00000	1.00710
8	2009.12.31 18:57	close at stop	4	1.00	1.03625	0.00000	1.00710	-2795.07	7327.86