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		ProfitTarget=80; TrailingStop=60; Lots=0.1; MagicNumber=123400; Slippage=5; UseNoTradeDay=false; NoTradeDay=5; volume=200; StopLoss=60; UseMoneyManagement=false; MM_Type=2; StrSep1=""-----MoneyManagementType"; MMRisk=0.15; LossMax=1000; StrSep2=""-----MoneyManagementType"; AccountIsMini=false; TradeSizePercent=35; GMT_Offset=0; sm="--Trading Hours--"; UseTradingHours=false; TradeAsianMarket=false; StartHour1=1; StopHour1=10; TradeEuropeanMarket=false; StartHour2=9; StopHour2=14; TradeNewYorkMarket=false; StartHour3=15; StopHour3=23;
Bars in test	1515	Ticks modelled	13947	Modelling quality	n/a
Mismatched charts errors	2
Initial deposit	10000.00
Total net profit	-293.29	Gross profit	176.81	Gross loss	-470.10
Profit factor	0.38	Expected payoff	-24.44
Absolute drawdown	293.29	Maximal drawdown	293.29 (2.93%)	Relative drawdown	2.93% (293.29)
Total trades	12	Short positions (won %)	5 (20.00%)	Long positions (won %)	7 (42.86%)
		Profit trades (% of total)	4 (33.33%)	Loss trades (% of total)	8 (66.67%)
Largest		profit trade	78.03	loss trade	-60.09
Average		profit trade	44.20	loss trade	-58.76
Maximum		consecutive wins (profit in money)	2 (21.97)	consecutive losses (loss in money)	4 (-238.76)
Maximal		consecutive profit (count of wins)	78.03 (1)	consecutive loss (count of losses)	-238.76 (4)
Average		consecutive wins	1	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.02 01:00	sell	1	1.00	0.99882	0.99942	0.99802
2	2009.12.02 01:20	s/l	1	1.00	0.99942	0.99942	0.99802	-60.03	9939.97
3	2009.12.03 08:00	sell	2	1.00	0.99773	0.99833	0.99693
4	2009.12.03 08:02	s/l	2	1.00	0.99833	0.99833	0.99693	-60.09	9879.88
5	2009.12.04 10:00	buy	3	1.00	1.00023	0.99963	1.00103
6	2009.12.04 10:45	s/l	3	1.00	0.99963	0.99963	1.00103	-60.03	9819.85
7	2009.12.09 13:00	buy	4	1.00	1.02433	1.02373	1.02513
8	2009.12.09 13:07	s/l	4	1.00	1.02373	1.02373	1.02513	-58.61	9761.24
9	2009.12.11 10:00	sell	5	1.00	1.02595	1.02655	1.02515
10	2009.12.11 10:15	t/p	5	1.00	1.02515	1.02655	1.02515	78.03	9839.27
11	2009.12.15 07:00	buy	6	1.00	1.03360	1.03300	1.03440
12	2009.12.15 07:07	s/l	6	1.00	1.03300	1.03300	1.03440	-58.09	9781.18
13	2009.12.16 02:00	buy	7	1.00	1.04069	1.04009	1.04149
14	2009.12.16 02:20	t/p	7	1.00	1.04149	1.04009	1.04149	76.81	9857.99
15	2009.12.18 17:00	buy	8	1.00	1.04725	1.04665	1.04805
16	2009.12.18 17:15	s/l	8	1.00	1.04665	1.04665	1.04805	-57.37	9800.62
17	2009.12.21 20:00	buy	9	1.00	1.04554	1.04494	1.04634
18	2009.12.21 20:02	modify	9	1.00	1.04554	1.04555	1.04634
19	2009.12.21 20:07	modify	9	1.00	1.04554	1.04568	1.04634
20	2009.12.21 20:15	s/l	9	1.00	1.04568	1.04568	1.04634	13.39	9814.01
21	2009.12.23 04:00	buy	10	1.00	1.04899	1.04839	1.04979
22	2009.12.23 04:20	modify	10	1.00	1.04899	1.04908	1.04979
23	2009.12.23 04:45	s/l	10	1.00	1.04908	1.04908	1.04979	8.58	9822.59
24	2009.12.28 03:00	sell	11	1.00	1.03443	1.03503	1.03363
25	2009.12.28 03:15	s/l	11	1.00	1.03503	1.03503	1.03363	-57.96	9764.63
26	2009.12.29 06:00	sell	12	1.00	1.03527	1.03587	1.03447
27	2009.12.29 06:07	s/l	12	1.00	1.03587	1.03587	1.03447	-57.92	9706.71