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		period=200; period1=6; period2=6; stopmax=200; stopmin=100; Hours=72; Hours1=72; lot=0.1; magicBUY=101; magicSELL=201; magicBUY1=102; magicSELL1=202;
Bars in test	1515	Ticks modelled	13947	Modelling quality	n/a
Mismatched charts errors	2
Initial deposit	10000.00
Total net profit	272.36	Gross profit	657.59	Gross loss	-385.23
Profit factor	1.71	Expected payoff	10.89
Absolute drawdown	98.97	Maximal drawdown	229.05 (2.20%)	Relative drawdown	2.20% (229.05)
Total trades	25	Short positions (won %)	0 (0.00%)	Long positions (won %)	25 (28.00%)
		Profit trades (% of total)	7 (28.00%)	Loss trades (% of total)	18 (72.00%)
Largest		profit trade	181.52	loss trade	-22.03
Average		profit trade	93.94	loss trade	-21.40
Maximum		consecutive wins (profit in money)	2 (284.50)	consecutive losses (loss in money)	4 (-87.82)
Maximal		consecutive profit (count of wins)	284.50 (2)	consecutive loss (count of losses)	-87.82 (4)
Average		consecutive wins	1	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 00:00	buy	1	0.10	1.00516	1.00296	0.00000
2	2009.12.01 00:46	s/l	1	0.10	1.00296	1.00296	0.00000	-21.93	9978.07
3	2009.12.01 00:46	buy	2	0.10	1.00314	1.00094	0.00000
4	2009.12.01 09:45	s/l	2	0.10	1.00094	1.00094	0.00000	-21.98	9956.09
5	2009.12.01 09:45	buy	3	0.10	1.00108	0.99888	0.00000
6	2009.12.01 14:20	s/l	3	0.10	0.99888	0.99888	0.00000	-22.03	9934.06
7	2009.12.01 14:20	buy	4	0.10	0.99902	0.99682	0.00000
8	2009.12.03 08:20	s/l	4	0.10	0.99682	0.99682	0.00000	-21.88	9912.18
9	2009.12.03 08:20	buy	5	0.10	0.99693	0.99473	0.00000
10	2009.12.07 00:00	close	5	0.10	1.01535	0.99473	0.00000	181.52	10093.70
11	2009.12.07 00:02	buy	6	0.10	1.01546	1.01326	0.00000
12	2009.12.10 01:00	close	6	0.10	1.02600	1.01326	0.00000	102.98	10196.67
13	2009.12.10 01:02	buy	7	0.10	1.02634	1.02414	0.00000
14	2009.12.10 15:20	s/l	7	0.10	1.02414	1.02414	0.00000	-21.49	10175.18
15	2009.12.10 15:20	buy	8	0.10	1.02387	1.02167	0.00000
16	2009.12.14 00:00	close	8	0.10	1.03531	1.02167	0.00000	110.60	10285.78
17	2009.12.14 00:02	buy	9	0.10	1.03540	1.03320	0.00000
18	2009.12.14 01:32	s/l	9	0.10	1.03320	1.03320	0.00000	-21.30	10264.48
19	2009.12.14 01:32	buy	10	0.10	1.03314	1.03094	0.00000
20	2009.12.14 07:20	s/l	10	0.10	1.03094	1.03094	0.00000	-21.34	10243.14
21	2009.12.14 07:20	buy	11	0.10	1.03103	1.02883	0.00000
22	2009.12.17 08:00	close	11	0.10	1.04548	1.02883	0.00000	138.46	10381.60
23	2009.12.17 08:02	buy	12	0.10	1.04533	1.04313	0.00000
24	2009.12.18 01:20	s/l	12	0.10	1.04313	1.04313	0.00000	-21.04	10360.56
25	2009.12.18 01:20	buy	13	0.10	1.04332	1.04112	0.00000
26	2009.12.18 01:50	s/l	13	0.10	1.04112	1.04112	0.00000	-21.13	10339.43
27	2009.12.18 01:50	buy	14	0.10	1.04125	1.03905	0.00000
28	2009.12.18 03:20	s/l	14	0.10	1.03905	1.03905	0.00000	-21.18	10318.25
29	2009.12.18 03:20	buy	15	0.10	1.03882	1.03662	0.00000
30	2009.12.21 04:00	close	15	0.10	1.04240	1.03662	0.00000	34.39	10352.64
31	2009.12.21 04:02	buy	16	0.10	1.04303	1.04083	0.00000
32	2009.12.21 08:20	s/l	16	0.10	1.04083	1.04083	0.00000	-21.14	10331.50
33	2009.12.21 08:20	buy	17	0.10	1.04064	1.03844	0.00000
34	2009.12.23 16:40	s/l	17	0.10	1.03844	1.03844	0.00000	-21.10	10310.40
35	2009.12.23 16:40	buy	18	0.10	1.03816	1.03596	0.00000
36	2009.12.23 18:37	s/l	18	0.10	1.03596	1.03596	0.00000	-21.24	10289.16
37	2009.12.23 18:37	buy	19	0.10	1.03604	1.03384	0.00000
38	2009.12.24 11:37	s/l	19	0.10	1.03384	1.03384	0.00000	-21.14	10268.02
39	2009.12.24 11:37	buy	20	0.10	1.03396	1.03176	0.00000
40	2009.12.28 00:00	close	20	0.10	1.03617	1.03176	0.00000	21.43	10289.45
41	2009.12.28 00:02	buy	21	0.10	1.03642	1.03422	0.00000
42	2009.12.28 02:50	s/l	21	0.10	1.03422	1.03422	0.00000	-21.27	10268.18
43	2009.12.28 02:50	buy	22	0.10	1.03438	1.03218	0.00000
44	2009.12.29 08:40	s/l	22	0.10	1.03218	1.03218	0.00000	-21.26	10246.92
45	2009.12.29 08:40	buy	23	0.10	1.03224	1.03004	0.00000
46	2009.12.29 09:15	s/l	23	0.10	1.03004	1.03004	0.00000	-21.36	10225.56
47	2009.12.29 09:15	buy	24	0.10	1.03020	1.02800	0.00000
48	2009.12.29 13:20	s/l	24	0.10	1.02800	1.02800	0.00000	-21.41	10204.15
49	2009.12.29 13:20	buy	25	0.10	1.02802	1.02582	0.00000
50	2009.12.31 18:57	close at stop	25	0.10	1.03506	1.02582	0.00000	68.22	10272.36