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		StopLoss=0; TakeProfit=0; Lots=1; MoneyManagement=false; MarginPercent=20;
Bars in test	1515	Ticks modelled	13947	Modelling quality	n/a
Mismatched charts errors	2
Initial deposit	10000.00
Total net profit	-294.11	Gross profit	3359.20	Gross loss	-3653.31
Profit factor	0.92	Expected payoff	-18.38
Absolute drawdown	1072.59	Maximal drawdown	2936.62 (24.12%)	Relative drawdown	24.12% (2936.62)
Total trades	16	Short positions (won %)	8 (25.00%)	Long positions (won %)	8 (37.50%)
		Profit trades (% of total)	5 (31.25%)	Loss trades (% of total)	11 (68.75%)
Largest		profit trade	2343.23	loss trade	-706.19
Average		profit trade	671.84	loss trade	-332.12
Maximum		consecutive wins (profit in money)	1 (2343.23)	consecutive losses (loss in money)	4 (-1505.03)
Maximal		consecutive profit (count of wins)	2343.23 (1)	consecutive loss (count of losses)	-1505.03 (4)
Average		consecutive wins	1	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 00:00	buy	1	1.00	1.00510	0.00000	0.00000
2	2009.12.01 09:00	close	1	1.00	1.00342	0.00000	0.00000	-167.43	9832.57
3	2009.12.01 09:00	sell	2	1.00	1.00342	0.00000	0.00000
4	2009.12.02 21:00	close	2	1.00	1.00251	0.00000	0.00000	89.98	9922.55
5	2009.12.02 21:00	buy	3	1.00	1.00251	0.00000	0.00000
6	2009.12.03 05:00	close	3	1.00	0.99890	0.00000	0.00000	-360.21	9562.34
7	2009.12.03 05:00	sell	4	1.00	0.99890	0.00000	0.00000
8	2009.12.04 00:00	close	4	1.00	1.00102	0.00000	0.00000	-212.57	9349.76
9	2009.12.04 00:00	buy	5	1.00	1.00102	0.00000	0.00000
10	2009.12.11 12:00	close	5	1.00	1.02501	0.00000	0.00000	2343.23	11693.00
11	2009.12.11 12:00	sell	6	1.00	1.02501	0.00000	0.00000
12	2009.12.11 16:00	close	6	1.00	1.03230	0.00000	0.00000	-706.19	10986.81
13	2009.12.11 16:00	buy	7	1.00	1.03230	0.00000	0.00000
14	2009.12.16 18:00	close	7	1.00	1.03549	0.00000	0.00000	309.26	11296.06
15	2009.12.16 18:00	sell	8	1.00	1.03549	0.00000	0.00000
16	2009.12.17 02:00	close	8	1.00	1.03927	0.00000	0.00000	-366.10	10929.97
17	2009.12.17 02:00	buy	9	1.00	1.03927	0.00000	0.00000
18	2009.12.18 05:00	close	9	1.00	1.03938	0.00000	0.00000	10.98	10940.94
19	2009.12.18 05:00	sell	10	1.00	1.03938	0.00000	0.00000
20	2009.12.18 20:00	close	10	1.00	1.04424	0.00000	0.00000	-465.41	10475.53
21	2009.12.18 20:00	buy	11	1.00	1.04424	0.00000	0.00000
22	2009.12.21 00:00	close	11	1.00	1.04067	0.00000	0.00000	-342.65	10132.88
23	2009.12.21 00:00	sell	12	1.00	1.04067	0.00000	0.00000
24	2009.12.21 20:00	close	12	1.00	1.04556	0.00000	0.00000	-467.69	9665.19
25	2009.12.21 20:00	buy	13	1.00	1.04556	0.00000	0.00000
26	2009.12.23 15:00	close	13	1.00	1.04316	0.00000	0.00000	-229.28	9435.91
27	2009.12.23 15:00	sell	14	1.00	1.04316	0.00000	0.00000
28	2009.12.29 22:00	close	14	1.00	1.03683	0.00000	0.00000	605.76	10041.67
29	2009.12.29 22:00	buy	15	1.00	1.03683	0.00000	0.00000
30	2009.12.31 03:00	close	15	1.00	1.03427	0.00000	0.00000	-245.94	9795.73
31	2009.12.31 03:00	sell	16	1.00	1.03427	0.00000	0.00000
32	2009.12.31 18:57	close at stop	16	1.00	1.03520	0.00000	0.00000	-89.84	9705.89