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; TrailingStop=0;
Bars in test	1515	Ticks modelled	13947	Modelling quality	n/a
Mismatched charts errors	2
Initial deposit	10000.00
Total net profit	-114.06	Gross profit	134.53	Gross loss	-248.59
Profit factor	0.54	Expected payoff	-7.60
Absolute drawdown	226.05	Maximal drawdown	226.05 (2.26%)	Relative drawdown	2.26% (226.05)
Total trades	15	Short positions (won %)	8 (12.50%)	Long positions (won %)	7 (14.29%)
		Profit trades (% of total)	2 (13.33%)	Loss trades (% of total)	13 (86.67%)
Largest		profit trade	78.38	loss trade	-28.37
Average		profit trade	67.27	loss trade	-19.12
Maximum		consecutive wins (profit in money)	1 (78.38)	consecutive losses (loss in money)	11 (-208.03)
Maximal		consecutive profit (count of wins)	78.38 (1)	consecutive loss (count of losses)	-208.03 (11)
Average		consecutive wins	1	consecutive losses	7

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 00:00	buy limit	1	0.10	1.00120	0.99927	1.00743
2	2009.12.01 09:45	buy	1	0.10	1.00120	0.99927	1.00743
3	2009.12.01 11:20	s/l	1	0.10	0.99927	0.99927	1.00743	-19.32	9980.68
4	2009.12.02 00:00	sell limit	2	0.10	1.00491	1.00738	0.99692
5	2009.12.03 00:00	buy limit	3	0.10	0.99893	0.99782	1.00254
6	2009.12.03 05:07	buy	3	0.10	0.99893	0.99782	1.00254
7	2009.12.03 07:50	s/l	3	0.10	0.99782	0.99782	1.00254	-11.13	9969.55
8	2009.12.04 14:45	sell	2	0.10	1.00491	1.00738	0.99692
9	2009.12.04 14:50	s/l	2	0.10	1.00738	1.00738	0.99692	-24.46	9945.09
10	2009.12.07 00:00	buy limit	4	0.10	1.00207	0.99681	1.01909
11	2009.12.08 00:00	buy limit	5	0.10	1.01615	1.01360	1.02439
12	2009.12.09 00:00	buy limit	6	0.10	1.01922	1.01633	1.02858
13	2009.12.10 00:00	sell limit	7	0.10	1.02799	1.02991	1.02179
14	2009.12.10 05:45	sell	7	0.10	1.02799	1.02991	1.02179
15	2009.12.10 09:32	s/l	7	0.10	1.02991	1.02991	1.02179	-18.64	9926.45
16	2009.12.11 00:00	sell limit	8	0.10	1.02858	1.03010	1.02367
17	2009.12.11 14:50	sell	8	0.10	1.02858	1.03010	1.02367
18	2009.12.11 15:20	s/l	8	0.10	1.03010	1.03010	1.02367	-14.75	9911.70
19	2009.12.14 00:00	buy limit	9	0.10	1.02654	1.02340	1.03669
20	2009.12.15 00:00	sell limit	10	0.10	1.03390	1.03533	1.02929
21	2009.12.15 06:50	sell	10	0.10	1.03390	1.03533	1.02929
22	2009.12.15 08:46	s/l	10	0.10	1.03533	1.03533	1.02929	-13.81	9897.89
23	2009.12.16 00:00	buy limit	11	0.10	1.03383	1.03105	1.04283
24	2009.12.17 00:00	sell limit	12	0.10	1.04052	1.04244	1.03429
25	2009.12.17 02:33	sell	12	0.10	1.04052	1.04244	1.03429
26	2009.12.17 02:46	s/l	12	0.10	1.04244	1.04244	1.03429	-18.41	9879.48
27	2009.12.18 00:00	buy limit	13	0.10	1.04114	1.03818	1.05072
28	2009.12.18 03:10	buy	13	0.10	1.04114	1.03818	1.05072
29	2009.12.21 00:00	sell limit	14	0.10	1.04696	1.04953	1.03862
30	2009.12.21 09:50	sell	14	0.10	1.04696	1.04953	1.03862
31	2009.12.22 00:00	buy limit	15	0.10	1.04129	1.03918	1.04812
32	2009.12.22 13:50	s/l	14	0.10	1.04953	1.04953	1.03862	-24.55	9854.93
33	2009.12.23 00:00	buy limit	16	0.10	1.04555	1.04406	1.05038
34	2009.12.23 13:40	buy	16	0.10	1.04555	1.04406	1.05038
35	2009.12.23 13:45	s/l	16	0.10	1.04406	1.04406	1.05038	-14.28	9840.65
36	2009.12.23 14:07	buy	15	0.10	1.04129	1.03918	1.04812
37	2009.12.23 16:20	s/l	15	0.10	1.03918	1.03918	1.04812	-20.31	9820.34
38	2009.12.23 16:40	s/l	13	0.10	1.03818	1.03818	1.05072	-28.37	9791.97
39	2009.12.24 00:00	sell limit	17	0.10	1.04643	1.04970	1.03584
40	2009.12.24 12:50	buy	11	0.10	1.03383	1.03105	1.04283
41	2009.12.28 00:00	sell limit	18	0.10	1.03777	1.03956	1.03197
42	2009.12.28 01:20	sell	18	0.10	1.03777	1.03956	1.03197
43	2009.12.29 00:00	sell limit	19	0.10	1.03738	1.03880	1.03279
44	2009.12.29 08:45	t/p	18	0.10	1.03197	1.03956	1.03197	56.15	9848.12
45	2009.12.29 08:50	s/l	11	0.10	1.03105	1.03105	1.04283	-26.82	9821.30
46	2009.12.29 17:20	sell	19	0.10	1.03738	1.03880	1.03279
47	2009.12.30 00:00	buy limit	20	0.10	1.03033	1.02782	1.03847
48	2009.12.30 01:50	s/l	19	0.10	1.03880	1.03880	1.03279	-13.74	9807.56
49	2009.12.31 00:00	sell limit	21	0.10	1.04045	1.04211	1.03507
50	2009.12.31 07:46	buy	20	0.10	1.03033	1.02782	1.03847
51	2009.12.31 16:37	t/p	20	0.10	1.03847	1.02782	1.03847	78.38	9885.94