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=0.1; MaximumRisk=0.02; DecreaseFactor=3; MovingPeriod=12; MovingShift=0; MovingPeriod1=4; AtrPer=6; SndMl=false;
Bars in test	1515	Ticks modelled	13947	Modelling quality	n/a
Mismatched charts errors	2
Initial deposit	10000.00
Total net profit	-453.02	Gross profit	362.08	Gross loss	-815.11
Profit factor	0.44	Expected payoff	-10.30
Absolute drawdown	551.51	Maximal drawdown	565.85 (5.65%)	Relative drawdown	5.65% (565.85)
Total trades	44	Short positions (won %)	21 (19.05%)	Long positions (won %)	23 (26.09%)
		Profit trades (% of total)	10 (22.73%)	Loss trades (% of total)	34 (77.27%)
Largest		profit trade	88.06	loss trade	-57.77
Average		profit trade	36.21	loss trade	-23.97
Maximum		consecutive wins (profit in money)	2 (128.17)	consecutive losses (loss in money)	13 (-272.99)
Maximal		consecutive profit (count of wins)	128.17 (2)	consecutive loss (count of losses)	-272.99 (13)
Average		consecutive wins	1	consecutive losses	4

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 02:00	sell	1	0.20	1.00463	1.00620	0.00000
2	2009.12.01 06:15	s/l	1	0.20	1.00620	1.00620	0.00000	-31.18	9968.82
3	2009.12.02 01:00	buy	2	0.20	0.99907	0.99798	0.00000
4	2009.12.02 04:32	s/l	2	0.20	0.99798	0.99798	0.00000	-21.85	9946.97
5	2009.12.02 07:00	sell	3	0.10	0.99873	0.99995	0.00000
6	2009.12.02 08:15	s/l	3	0.10	0.99995	0.99995	0.00000	-12.20	9934.77
7	2009.12.02 15:00	buy	4	0.10	0.99981	0.99844	0.00000
8	2009.12.02 16:20	s/l	4	0.10	0.99844	0.99844	0.00000	-13.72	9921.05
9	2009.12.03 03:00	sell	5	0.10	0.99981	1.00092	0.00000
10	2009.12.03 15:20	s/l	5	0.10	1.00092	1.00092	0.00000	-11.09	9909.96
11	2009.12.03 16:00	buy	6	0.10	0.99986	0.99786	0.00000
12	2009.12.03 17:20	s/l	6	0.10	0.99786	0.99786	0.00000	-20.04	9889.92
13	2009.12.04 09:00	sell	7	0.10	0.99905	1.00018	0.00000
14	2009.12.04 09:20	s/l	7	0.10	1.00018	1.00018	0.00000	-11.29	9878.63
15	2009.12.04 15:00	buy	8	0.10	1.00859	1.00545	0.00000
16	2009.12.07 05:00	close	8	0.10	1.01442	1.00545	0.00000	57.52	9936.15
17	2009.12.07 10:00	buy	9	0.20	1.02365	1.02111	0.00000
18	2009.12.07 10:50	s/l	9	0.20	1.02111	1.02111	0.00000	-49.76	9886.39
19	2009.12.07 19:00	sell	10	0.20	1.01810	1.02105	0.00000
20	2009.12.07 21:50	s/l	10	0.20	1.02105	1.02105	0.00000	-57.77	9828.62
21	2009.12.08 09:00	buy	11	0.10	1.02116	1.01939	0.00000
22	2009.12.08 09:45	s/l	11	0.10	1.01939	1.01939	0.00000	-17.37	9811.25
23	2009.12.09 04:00	sell	12	0.10	1.02529	1.02754	0.00000
24	2009.12.09 07:20	s/l	12	0.10	1.02754	1.02754	0.00000	-21.89	9789.36
25	2009.12.09 16:00	buy	13	0.10	1.02720	1.02492	0.00000
26	2009.12.09 16:50	s/l	13	0.10	1.02492	1.02492	0.00000	-22.26	9767.10
27	2009.12.10 00:00	sell	14	0.10	1.02578	1.02741	0.00000
28	2009.12.10 05:15	s/l	14	0.10	1.02741	1.02741	0.00000	-15.86	9751.24
29	2009.12.10 07:00	buy	15	0.10	1.02880	1.02750	0.00000
30	2009.12.10 07:16	s/l	15	0.10	1.02750	1.02750	0.00000	-12.65	9738.59
31	2009.12.10 12:00	sell	16	0.10	1.02507	1.02715	0.00000
32	2009.12.10 16:20	s/l	16	0.10	1.02715	1.02715	0.00000	-20.24	9718.35
33	2009.12.10 20:00	buy	17	0.10	1.02694	1.02502	0.00000
34	2009.12.11 01:00	close	17	0.10	1.02605	1.02502	0.00000	-8.62	9709.73
35	2009.12.11 06:00	buy	18	0.10	1.02661	1.02559	0.00000
36	2009.12.11 06:50	s/l	18	0.10	1.02559	1.02559	0.00000	-9.95	9699.78
37	2009.12.11 07:00	sell	19	0.10	1.02557	1.02665	0.00000
38	2009.12.11 07:45	s/l	19	0.10	1.02665	1.02665	0.00000	-10.52	9689.26
39	2009.12.11 08:00	buy	20	0.10	1.02693	1.02580	0.00000
40	2009.12.11 09:20	s/l	20	0.10	1.02580	1.02580	0.00000	-11.02	9678.24
41	2009.12.11 12:00	sell	21	0.10	1.02501	1.02656	0.00000
42	2009.12.11 14:45	s/l	21	0.10	1.02656	1.02656	0.00000	-15.08	9663.16
43	2009.12.11 16:00	buy	22	0.10	1.03241	1.02977	0.00000
44	2009.12.14 04:00	close	22	0.10	1.03307	1.02977	0.00000	6.44	9669.60
45	2009.12.14 14:00	buy	23	0.20	1.03309	1.03103	0.00000
46	2009.12.14 18:50	s/l	23	0.20	1.03103	1.03103	0.00000	-39.96	9629.64
47	2009.12.14 19:00	sell	24	0.20	1.03153	1.03310	0.00000
48	2009.12.15 03:20	s/l	24	0.20	1.03310	1.03310	0.00000	-30.53	9599.11
49	2009.12.15 04:00	buy	25	0.10	1.03277	1.03176	0.00000
50	2009.12.16 00:00	close	25	0.10	1.04034	1.03176	0.00000	72.81	9671.92
51	2009.12.16 06:00	buy	26	0.20	1.04118	1.03990	0.00000
52	2009.12.16 07:20	s/l	26	0.20	1.03990	1.03990	0.00000	-24.63	9647.29
53	2009.12.16 11:00	sell	27	0.20	1.03948	1.04126	0.00000
54	2009.12.16 22:00	close	27	0.20	1.03870	1.04126	0.00000	15.02	9662.31
55	2009.12.17 20:00	sell	28	0.20	1.04651	1.04883	0.00000
56	2009.12.18 00:15	s/l	28	0.20	1.04883	1.04883	0.00000	-44.37	9617.94
57	2009.12.18 13:00	buy	29	0.20	1.04272	1.04077	0.00000
58	2009.12.18 22:00	close	29	0.20	1.04284	1.04077	0.00000	2.30	9620.24
59	2009.12.21 10:00	buy	30	0.20	1.04653	1.04405	0.00000
60	2009.12.21 11:10	s/l	30	0.20	1.04405	1.04405	0.00000	-47.52	9572.72
61	2009.12.21 14:00	sell	31	0.20	1.04008	1.04306	0.00000
62	2009.12.21 15:45	s/l	31	0.20	1.04306	1.04306	0.00000	-57.13	9515.59
63	2009.12.21 18:00	buy	32	0.10	1.04435	1.04199	0.00000
64	2009.12.22 05:00	close	32	0.10	1.04540	1.04199	0.00000	10.09	9525.68
65	2009.12.22 09:00	buy	33	0.20	1.04594	1.04468	0.00000
66	2009.12.22 09:20	s/l	33	0.20	1.04468	1.04468	0.00000	-24.13	9501.55
67	2009.12.22 22:00	sell	34	0.20	1.04856	1.05006	0.00000
68	2009.12.22 23:00	close	34	0.20	1.04910	1.05006	0.00000	-10.29	9491.26
69	2009.12.23 03:00	sell	35	0.10	1.04759	1.04877	0.00000
70	2009.12.23 03:45	s/l	35	0.10	1.04877	1.04877	0.00000	-11.24	9480.02
71	2009.12.23 04:00	buy	36	0.10	1.04912	1.04786	0.00000
72	2009.12.23 08:20	s/l	36	0.10	1.04786	1.04786	0.00000	-12.02	9468.00
73	2009.12.23 11:00	sell	37	0.10	1.04804	1.04946	0.00000
74	2009.12.24 03:00	close	37	0.10	1.03887	1.04946	0.00000	88.06	9556.06
75	2009.12.24 06:00	sell	38	0.20	1.03914	1.04015	0.00000
76	2009.12.24 18:00	close	38	0.20	1.03706	1.04015	0.00000	40.11	9596.17
77	2009.12.28 05:00	sell	39	0.20	1.03569	1.03788	0.00000
78	2009.12.28 08:50	s/l	39	0.20	1.03788	1.03788	0.00000	-42.20	9553.97
79	2009.12.28 21:00	buy	40	0.20	1.03521	1.03395	0.00000
80	2009.12.29 08:13	s/l	40	0.20	1.03395	1.03395	0.00000	-24.28	9529.69
81	2009.12.29 09:00	sell	41	0.10	1.03098	1.03261	0.00000
82	2009.12.29 12:02	s/l	41	0.10	1.03261	1.03261	0.00000	-15.79	9513.90
83	2009.12.29 18:00	buy	42	0.10	1.03674	1.03411	0.00000
84	2009.12.30 10:00	close	42	0.10	1.03767	1.03411	0.00000	9.01	9522.91
85	2009.12.30 16:00	buy	43	0.20	1.03943	1.03753	0.00000
86	2009.12.30 18:15	s/l	43	0.20	1.03753	1.03753	0.00000	-36.66	9486.25
87	2009.12.30 21:00	sell	44	0.20	1.03686	1.03918	0.00000
88	2009.12.31 17:00	close	44	0.20	1.03370	1.03918	0.00000	60.72	9546.98