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		Lot1=0.1; Lot2=0.2; StopLoss=10; TakeProfit=10; TrailingStop=10; MinBodySum=10;
Bars in test	1515	Ticks modelled	13947	Modelling quality	n/a
Mismatched charts errors	2
Initial deposit	10000.00
Total net profit	-257.65	Gross profit	70.75	Gross loss	-328.40
Profit factor	0.22	Expected payoff	-4.86
Absolute drawdown	308.62	Maximal drawdown	340.41 (3.39%)	Relative drawdown	3.39% (340.41)
Total trades	53	Short positions (won %)	26 (61.54%)	Long positions (won %)	27 (81.48%)
		Profit trades (% of total)	38 (71.70%)	Loss trades (% of total)	15 (28.30%)
Largest		profit trade	70.45	loss trade	-63.41
Average		profit trade	1.86	loss trade	-21.89
Maximum		consecutive wins (profit in money)	8 (0.15)	consecutive losses (loss in money)	3 (-77.62)
Maximal		consecutive profit (count of wins)	70.45 (3)	consecutive loss (count of losses)	-77.62 (3)
Average		consecutive wins	4	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 11:00	sell	1	0.10	1.00054	1.00414	0.00000
2	2009.12.01 11:15	modify	1	0.10	1.00054	1.00054	0.00000
3	2009.12.01 11:46	s/l	1	0.10	1.00054	1.00054	0.00000	0.00	10000.00
4	2009.12.01 11:46	sell	2	0.10	1.00034	1.00414	0.00000
5	2009.12.01 14:15	modify	2	0.10	1.00034	1.00034	0.00000
6	2009.12.01 14:45	s/l	2	0.10	1.00034	1.00034	0.00000	0.00	10000.00
7	2009.12.01 14:45	sell	3	0.10	1.00049	1.00162	0.00000
8	2009.12.01 15:15	modify	3	0.10	1.00049	1.00049	0.00000
9	2009.12.01 16:02	s/l	3	0.10	1.00049	1.00049	0.00000	0.00	10000.00
10	2009.12.01 16:02	sell	4	0.10	1.00030	1.00141	0.00000
11	2009.12.01 16:15	modify	4	0.10	1.00030	1.00030	0.00000
12	2009.12.02 08:20	s/l	4	0.10	1.00030	1.00030	0.00000	-0.07	9999.93
13	2009.12.02 21:00	buy	5	0.10	1.00258	0.99990	0.00000
14	2009.12.03 00:50	s/l	5	0.10	0.99990	0.99990	0.00000	-26.65	9973.28
15	2009.12.03 00:59	buy	6	0.10	1.00071	0.99990	0.00000
16	2009.12.03 01:15	s/l	6	0.10	0.99990	0.99990	0.00000	-8.10	9965.18
17	2009.12.03 04:00	sell	7	0.10	0.99932	1.00072	0.00000
18	2009.12.03 07:40	modify	7	0.10	0.99932	0.99932	0.00000
19	2009.12.03 14:50	s/l	7	0.10	0.99932	0.99932	0.00000	0.00	9965.18
20	2009.12.04 18:00	buy	8	0.10	1.01385	0.99990	0.00000
21	2009.12.04 18:20	modify	8	0.10	1.01385	1.01385	0.00000
22	2009.12.04 18:27	s/l	8	0.10	1.01385	1.01385	0.00000	0.00	9965.18
23	2009.12.04 18:27	buy	9	0.10	1.01401	0.99990	0.00000
24	2009.12.04 19:13	modify	9	0.10	1.01401	1.01401	0.00000
25	2009.12.07 05:32	s/l	9	0.10	1.01401	1.01401	0.00000	0.05	9965.23
26	2009.12.07 13:00	buy	10	0.10	1.02207	0.99990	0.00000
27	2009.12.07 13:15	modify	10	0.10	1.02207	1.02207	0.00000
28	2009.12.07 13:50	s/l	10	0.10	1.02207	1.02207	0.00000	0.00	9965.23
29	2009.12.07 13:50	buy	11	0.10	1.02176	0.99990	0.00000
30	2009.12.07 13:59	modify	11	0.10	1.02176	1.02176	0.00000
31	2009.12.07 14:20	s/l	11	0.10	1.02176	1.02176	0.00000	0.00	9965.23
32	2009.12.07 14:20	buy	12	0.10	1.02183	0.99990	0.00000
33	2009.12.07 15:20	modify	12	0.10	1.02183	1.02183	0.00000
34	2009.12.07 15:40	s/l	12	0.10	1.02183	1.02183	0.00000	0.00	9965.23
35	2009.12.07 15:40	buy	13	0.10	1.02172	0.99990	0.00000
36	2009.12.08 13:02	modify	13	0.10	1.02172	1.02172	0.00000
37	2009.12.08 13:15	s/l	13	0.10	1.02172	1.02172	0.00000	0.05	9965.28
38	2009.12.08 16:00	buy	14	0.10	1.02316	0.99990	0.00000
39	2009.12.08 16:15	modify	14	0.10	1.02316	1.02316	0.00000
40	2009.12.09 10:20	s/l	14	0.10	1.02316	1.02316	0.00000	0.05	9965.33
41	2009.12.09 13:00	sell	15	0.10	1.02421	1.02544	0.00000
42	2009.12.09 13:40	s/l	15	0.10	1.02544	1.02544	0.00000	-12.00	9953.33
43	2009.12.10 03:20	sell	16	0.10	1.02571	1.02646	0.00000
44	2009.12.10 03:50	s/l	16	0.10	1.02646	1.02646	0.00000	-7.31	9946.02
45	2009.12.11 13:00	sell	17	0.10	1.02437	1.02610	0.00000
46	2009.12.11 13:20	modify	17	0.10	1.02437	1.02437	0.00000
47	2009.12.11 13:50	s/l	17	0.10	1.02437	1.02437	0.00000	0.00	9946.02
48	2009.12.11 13:50	sell	18	0.10	1.02425	1.02610	0.00000
49	2009.12.11 14:37	modify	18	0.10	1.02425	1.02425	0.00000
50	2009.12.11 14:40	s/l	18	0.10	1.02425	1.02425	0.00000	0.00	9946.02
51	2009.12.11 18:00	buy	19	0.10	1.03575	0.99990	0.00000
52	2009.12.14 09:00	close	19	0.10	1.03040	0.99990	0.00000	-51.87	9894.15
53	2009.12.14 09:00	sell	20	0.10	1.03040	1.03238	0.00000
54	2009.12.14 09:20	s/l	20	0.10	1.03238	1.03238	0.00000	-19.16	9874.99
55	2009.12.14 09:27	sell	21	0.10	1.03170	1.03238	0.00000
56	2009.12.14 09:32	s/l	21	0.10	1.03238	1.03238	0.00000	-6.59	9868.40
57	2009.12.14 09:45	sell	22	0.10	1.03157	1.03238	0.00000
58	2009.12.14 10:15	modify	22	0.10	1.03157	1.03157	0.00000
59	2009.12.14 10:32	s/l	22	0.10	1.03157	1.03157	0.00000	0.00	9868.40
60	2009.12.15 05:00	buy	23	0.10	1.03259	0.99990	0.00000
61	2009.12.15 06:15	modify	23	0.10	1.03259	1.03259	0.00000
62	2009.12.15 08:16	s/l	23	0.10	1.03259	1.03259	0.00000	0.00	9868.40
63	2009.12.15 12:00	buy	24	0.10	1.03977	0.99990	0.00000
64	2009.12.15 12:15	modify	24	0.10	1.03977	1.03977	0.00000
65	2009.12.15 12:27	s/l	24	0.10	1.03977	1.03977	0.00000	0.00	9868.40
66	2009.12.15 12:27	buy	25	0.10	1.03985	0.99990	0.00000
67	2009.12.15 13:15	modify	25	0.10	1.03985	1.03985	0.00000
68	2009.12.15 14:20	s/l	25	0.10	1.03985	1.03985	0.00000	0.00	9868.40
69	2009.12.15 14:20	buy	26	0.10	1.03996	0.99990	0.00000
70	2009.12.15 14:30	modify	26	0.10	1.03996	1.03996	0.00000
71	2009.12.15 14:50	s/l	26	0.10	1.03996	1.03996	0.00000	0.00	9868.40
72	2009.12.15 14:50	buy	27	0.10	1.03973	0.99990	0.00000
73	2009.12.15 14:57	modify	27	0.10	1.03973	1.03973	0.00000
74	2009.12.15 15:15	s/l	27	0.10	1.03973	1.03973	0.00000	0.00	9868.40
75	2009.12.15 15:15	buy	28	0.10	1.03943	0.99990	0.00000
76	2009.12.15 15:59	modify	28	0.10	1.03943	1.03943	0.00000
77	2009.12.15 16:15	s/l	28	0.10	1.03943	1.03943	0.00000	0.00	9868.40
78	2009.12.15 16:15	buy	29	0.10	1.03912	0.99990	0.00000
79	2009.12.15 17:10	modify	29	0.10	1.03912	1.03912	0.00000
80	2009.12.16 11:15	s/l	29	0.10	1.03912	1.03912	0.00000	0.05	9868.45
81	2009.12.16 14:00	sell	30	0.10	1.03846	1.03981	0.00000
82	2009.12.16 14:20	s/l	30	0.10	1.03981	1.03981	0.00000	-12.98	9855.47
83	2009.12.16 14:50	sell	31	0.10	1.03895	1.03981	0.00000
84	2009.12.16 15:20	s/l	31	0.10	1.03981	1.03981	0.00000	-8.27	9847.20
85	2009.12.16 19:15	sell	32	0.10	1.03709	1.03787	0.00000
86	2009.12.16 19:32	modify	32	0.10	1.03709	1.03709	0.00000
87	2009.12.16 19:45	s/l	32	0.10	1.03709	1.03709	0.00000	0.00	9847.20
88	2009.12.16 19:45	sell	33	0.10	1.03719	1.03787	0.00000
89	2009.12.16 20:02	modify	33	0.10	1.03719	1.03719	0.00000
90	2009.12.16 20:10	s/l	33	0.10	1.03719	1.03719	0.00000	0.00	9847.20
91	2009.12.17 06:00	buy	34	0.10	1.04673	0.99990	0.00000
92	2009.12.17 10:10	modify	34	0.10	1.04673	1.04673	0.00000
93	2009.12.17 10:26	s/l	34	0.10	1.04673	1.04673	0.00000	0.00	9847.20
94	2009.12.17 10:26	buy	35	0.10	1.04643	0.99990	0.00000
95	2009.12.17 10:40	modify	35	0.10	1.04643	1.04643	0.00000
96	2009.12.17 16:50	s/l	35	0.10	1.04643	1.04643	0.00000	0.00	9847.20
97	2009.12.18 05:00	sell	36	0.10	1.03938	1.04349	0.00000
98	2009.12.18 05:20	modify	36	0.10	1.03938	1.03938	0.00000
99	2009.12.18 05:27	s/l	36	0.10	1.03938	1.03938	0.00000	0.00	9847.20
100	2009.12.18 05:27	sell	37	0.10	1.03927	1.04349	0.00000
101	2009.12.18 08:15	s/l	37	0.10	1.04349	1.04349	0.00000	-40.43	9806.77
102	2009.12.18 08:45	sell	38	0.10	1.04193	1.04255	0.00000
103	2009.12.18 08:50	modify	38	0.10	1.04193	1.04193	0.00000
104	2009.12.18 08:57	s/l	38	0.10	1.04193	1.04193	0.00000	0.00	9806.77
105	2009.12.18 08:57	sell	39	0.10	1.04193	1.04255	0.00000
106	2009.12.18 09:02	s/l	39	0.10	1.04255	1.04255	0.00000	-5.95	9800.82
107	2009.12.21 01:00	sell	40	0.10	1.04025	1.04306	0.00000
108	2009.12.21 01:02	modify	40	0.10	1.04025	1.04025	0.00000
109	2009.12.21 01:15	s/l	40	0.10	1.04025	1.04025	0.00000	0.00	9800.82
110	2009.12.21 01:15	sell	41	0.10	1.04032	1.04306	0.00000
111	2009.12.21 03:20	s/l	41	0.10	1.04306	1.04306	0.00000	-26.26	9774.56
112	2009.12.21 22:00	buy	42	0.10	1.04601	0.99990	0.00000
113	2009.12.21 23:15	modify	42	0.10	1.04601	1.04601	0.00000
114	2009.12.21 23:50	s/l	42	0.10	1.04601	1.04601	0.00000	0.00	9774.56
115	2009.12.21 23:50	buy	43	0.10	1.04614	0.99990	0.00000
116	2009.12.22 00:15	modify	43	0.10	1.04614	1.04614	0.00000
117	2009.12.22 00:35	s/l	43	0.10	1.04614	1.04614	0.00000	0.05	9774.61
118	2009.12.22 00:35	buy	44	0.10	1.04629	0.99990	0.00000
119	2009.12.22 07:50	modify	44	0.10	1.04629	1.04629	0.00000
120	2009.12.22 07:59	s/l	44	0.10	1.04629	1.04629	0.00000	0.00	9774.61
121	2009.12.22 14:00	buy	45	0.10	1.04963	0.99990	0.00000
122	2009.12.22 14:02	modify	45	0.10	1.04963	1.04963	0.00000
123	2009.12.22 14:10	s/l	45	0.10	1.04963	1.04963	0.00000	0.00	9774.61
124	2009.12.22 14:10	buy	46	0.10	1.04978	0.99990	0.00000
125	2009.12.23 15:00	close	46	0.10	1.04316	0.99990	0.00000	-63.41	9711.20
126	2009.12.23 15:00	sell	47	0.10	1.04316	1.04716	0.00000
127	2009.12.23 15:15	modify	47	0.10	1.04316	1.04316	0.00000
128	2009.12.23 15:50	s/l	47	0.10	1.04316	1.04316	0.00000	0.00	9711.20
129	2009.12.23 15:50	sell	48	0.10	1.04311	1.04716	0.00000
130	2009.12.23 15:57	modify	48	0.10	1.04311	1.04311	0.00000
131	2009.12.29 03:00	close	48	0.10	1.03577	1.04311	0.00000	70.45	9781.65
132	2009.12.29 03:00	buy	49	0.10	1.03577	0.99990	0.00000
133	2009.12.29 04:15	modify	49	0.10	1.03577	1.03577	0.00000
134	2009.12.29 05:15	s/l	49	0.10	1.03577	1.03577	0.00000	0.00	9781.65
135	2009.12.29 05:15	buy	50	0.10	1.03592	0.99990	0.00000
136	2009.12.29 12:00	close	50	0.10	1.03186	0.99990	0.00000	-39.35	9742.30
137	2009.12.29 12:32	sell	51	0.10	1.03140	1.03208	0.00000
138	2009.12.29 12:40	modify	51	0.10	1.03140	1.03140	0.00000
139	2009.12.29 14:16	s/l	51	0.10	1.03140	1.03140	0.00000	0.00	9742.30
140	2009.12.29 21:00	buy	52	0.10	1.03691	0.99990	0.00000
141	2009.12.30 00:40	modify	52	0.10	1.03691	1.03691	0.00000
142	2009.12.30 08:45	s/l	52	0.10	1.03691	1.03691	0.00000	0.05	9742.35
143	2009.12.31 03:00	sell	53	0.10	1.03427	1.03673	0.00000
144	2009.12.31 07:33	modify	53	0.10	1.03427	1.03427	0.00000
145	2009.12.31 16:10	s/l	53	0.10	1.03427	1.03427	0.00000	0.00	9742.35