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		maxLoss=100; maxYield=0.1; lTakeProfit=300; sTakeProfit=300; takeProfit=300; pr=300; stopLoss=0; magicEA=124; lTrailingStop=15; sTrailingStop=15; clOpenBuy=Black; clCloseBuy=Black; clOpenSell=Black; clCloseSell=Black; clModiBuy=Black; clModiSell=Black; Slippage=3; nameEA=""FarhadCrab6.mq4"";
Bars in test	1515	Ticks modelled	13947	Modelling quality	n/a
Mismatched charts errors	2
Initial deposit	10000.00
Total net profit	-862.11	Gross profit	1774.51	Gross loss	-2636.62
Profit factor	0.67	Expected payoff	-25.36
Absolute drawdown	1395.95	Maximal drawdown	1536.75 (15.15%)	Relative drawdown	15.15% (1536.75)
Total trades	34	Short positions (won %)	3 (100.00%)	Long positions (won %)	31 (22.58%)
		Profit trades (% of total)	10 (29.41%)	Loss trades (% of total)	24 (70.59%)
Largest		profit trade	520.25	loss trade	-115.78
Average		profit trade	177.45	loss trade	-109.86
Maximum		consecutive wins (profit in money)	6 (134.00)	consecutive losses (loss in money)	12 (-1282.90)
Maximal		consecutive profit (count of wins)	520.25 (1)	consecutive loss (count of losses)	-1282.90 (12)
Average		consecutive wins	2	consecutive losses	6

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.29 08:35	buy	1	1.00	1.03256	0.00000	1.03556
2	2009.12.29 08:37	close	1	1.00	1.03279	0.00000	1.03556	22.27	10022.27
3	2009.12.29 09:15	buy	2	1.00	1.03014	0.00000	1.03314
4	2009.12.29 10:20	close	2	1.00	1.03025	0.00000	1.03314	10.68	10032.95
5	2009.12.29 11:17	sell	3	1.00	1.03029	0.00000	1.02729
6	2009.12.29 12:45	close	3	1.00	1.03007	0.00000	1.02729	21.36	10054.31
7	2009.12.29 12:50	buy	4	1.00	1.02908	0.00000	1.03208
8	2009.12.29 12:52	close	4	1.00	1.02943	0.00000	1.03208	34.00	10088.31
9	2009.12.29 13:20	buy	5	1.00	1.02796	0.00000	1.03096
10	2009.12.29 13:22	close	5	1.00	1.02816	0.00000	1.03096	19.45	10107.76
11	2009.12.29 13:50	sell	6	1.00	1.02941	0.00000	1.02641
12	2009.12.29 13:57	close	6	1.00	1.02914	0.00000	1.02641	26.24	10134.00
13	2009.12.29 14:03	sell	7	1.00	1.03000	0.00000	1.02700
14	2009.12.29 17:42	buy	8	2.00	1.03806	1.03746	1.04106
15	2009.12.29 17:45	s/l	8	2.00	1.03746	1.03746	1.04106	-115.70	10018.30
16	2009.12.29 17:57	buy	9	2.00	1.03733	1.03673	1.04033
17	2009.12.29 17:59	s/l	9	2.00	1.03673	1.03673	1.04033	-115.78	9902.52
18	2009.12.29 18:12	buy	10	1.80	1.03626	1.03566	1.03926
19	2009.12.30 04:32	t/p	10	1.80	1.03926	1.03566	1.03926	520.25	10422.77
20	2009.12.30 04:47	buy	11	2.00	1.03912	1.03852	1.04212
21	2009.12.30 05:15	s/l	11	2.00	1.03852	1.03852	1.04212	-115.56	10307.21
22	2009.12.30 05:27	buy	12	2.00	1.03838	1.03778	1.04138
23	2009.12.30 07:20	s/l	12	2.00	1.03778	1.03778	1.04138	-115.65	10191.56
24	2009.12.30 07:27	buy	13	2.00	1.03814	1.03754	1.04114
25	2009.12.30 07:50	s/l	13	2.00	1.03754	1.03754	1.04114	-115.70	10075.86
26	2009.12.30 07:52	buy	14	2.00	1.03752	1.03692	1.04052
27	2009.12.30 08:45	s/l	14	2.00	1.03692	1.03692	1.04052	-115.73	9960.13
28	2009.12.30 08:57	buy	15	1.80	1.03702	1.03642	1.04002
29	2009.12.30 08:59	s/l	15	1.80	1.03642	1.03642	1.04002	-104.21	9855.92
30	2009.12.30 09:00	buy	16	1.80	1.03654	1.03594	1.03954
31	2009.12.30 09:07	s/l	16	1.80	1.03594	1.03594	1.03954	-104.26	9751.66
32	2009.12.30 09:07	buy	17	1.80	1.03598	1.03538	1.03898
33	2009.12.30 12:50	t/p	17	1.80	1.03898	1.03538	1.03898	519.74	10271.40
34	2009.12.30 13:05	buy	18	2.00	1.03859	1.03799	1.04159
35	2009.12.30 13:15	s/l	18	2.00	1.03799	1.03799	1.04159	-115.63	10155.77
36	2009.12.30 13:15	buy	19	2.00	1.03794	1.03734	1.04094
37	2009.12.30 13:20	s/l	19	2.00	1.03734	1.03734	1.04094	-115.69	10040.08
38	2009.12.30 13:42	buy	20	2.00	1.03836	1.03776	1.04136
39	2009.12.30 13:50	s/l	20	2.00	1.03776	1.03776	1.04136	-115.65	9924.43
40	2009.12.30 13:50	buy	21	1.80	1.03775	1.03715	1.04075
41	2009.12.30 14:10	s/l	21	1.80	1.03715	1.03715	1.04075	-104.16	9820.27
42	2009.12.30 15:17	buy	22	1.80	1.03841	1.03781	1.04141
43	2009.12.30 16:50	t/p	22	1.80	1.04141	1.03781	1.04141	518.18	10338.45
44	2009.12.30 16:57	buy	23	2.00	1.04094	1.04034	1.04394
45	2009.12.30 17:02	s/l	23	2.00	1.04034	1.04034	1.04394	-115.39	10223.06
46	2009.12.30 17:02	buy	24	2.00	1.04007	1.03947	1.04307
47	2009.12.30 17:46	s/l	24	2.00	1.03947	1.03947	1.04307	-115.51	10107.55
48	2009.12.30 17:56	buy	25	2.00	1.03990	1.03930	1.04290
49	2009.12.30 17:59	s/l	25	2.00	1.03930	1.03930	1.04290	-115.49	9992.06
50	2009.12.30 17:59	buy	26	1.80	1.03919	1.03859	1.04219
51	2009.12.30 18:05	s/l	26	1.80	1.03859	1.03859	1.04219	-104.00	9888.06
52	2009.12.30 18:07	buy	27	1.80	1.03940	1.03880	1.04240
53	2009.12.30 18:10	s/l	27	1.80	1.03880	1.03880	1.04240	-104.07	9783.99
54	2009.12.30 18:10	buy	28	1.80	1.03788	1.03728	1.04088
55	2009.12.30 18:15	s/l	28	1.80	1.03728	1.03728	1.04088	-104.18	9679.81
56	2009.12.30 18:15	buy	29	1.80	1.03673	1.03613	1.03973
57	2009.12.30 18:20	s/l	29	1.80	1.03613	1.03613	1.03973	-104.34	9575.47
58	2009.12.30 18:22	buy	30	1.80	1.03597	1.03537	1.03897
59	2009.12.31 01:50	s/l	30	1.80	1.03537	1.03537	1.03897	-102.18	9473.29
60	2009.12.31 01:50	buy	31	1.80	1.03542	1.03482	1.03842
61	2009.12.31 02:40	s/l	31	1.80	1.03482	1.03482	1.03842	-104.37	9368.92
62	2009.12.31 04:50	buy	32	1.80	1.03518	1.03458	1.03818
63	2009.12.31 05:20	s/l	32	1.80	1.03458	1.03458	1.03818	-104.39	9264.53
64	2009.12.31 06:32	buy	33	1.80	1.03517	1.03457	1.03817
65	2009.12.31 06:50	s/l	33	1.80	1.03457	1.03457	1.03817	-104.41	9160.12
66	2009.12.31 07:20	buy	34	1.80	1.03523	1.03463	1.03823
67	2009.12.31 07:33	s/l	34	1.80	1.03463	1.03463	1.03823	-104.57	9055.55
68	2009.12.31 07:46	close	7	1.00	1.02912	0.00000	1.02700	82.34	9137.89