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		MA_length=10; Percent=0.3; TradeOnFriday=1; MAtype=1; slip=100; Lots=0.1; TakeProfit=30; Stoploss=200; PipStep=30; IncreasementType=0;
Bars in test	1515	Ticks modelled	13947	Modelling quality	n/a
Mismatched charts errors	2
Initial deposit	10000.00
Total net profit	-202.63	Gross profit	127.76	Gross loss	-330.39
Profit factor	0.39	Expected payoff	-3.32
Absolute drawdown	227.14	Maximal drawdown	237.36 (2.37%)	Relative drawdown	2.37% (237.36)
Total trades	61	Short positions (won %)	47 (68.09%)	Long positions (won %)	14 (85.71%)
		Profit trades (% of total)	44 (72.13%)	Loss trades (% of total)	17 (27.87%)
Largest		profit trade	4.01	loss trade	-19.71
Average		profit trade	2.90	loss trade	-19.43
Maximum		consecutive wins (profit in money)	12 (34.81)	consecutive losses (loss in money)	6 (-117.90)
Maximal		consecutive profit (count of wins)	34.81 (12)	consecutive loss (count of losses)	-117.90 (6)
Average		consecutive wins	5	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 09:50	buy	1	0.10	1.00018	0.99818	1.00048
2	2009.12.01 09:57	t/p	1	0.10	1.00048	0.99818	1.00048	2.99	10002.99
3	2009.12.04 14:45	sell	2	0.10	1.00617	1.00817	1.00587
4	2009.12.04 14:47	t/p	2	0.10	1.00587	1.00817	1.00587	2.99	10005.98
5	2009.12.04 16:47	sell	3	0.10	1.01224	1.01424	1.01194
6	2009.12.04 16:50	sell	4	0.10	1.01328	1.01528	1.01298
7	2009.12.04 16:52	t/p	4	0.10	1.01298	1.01528	1.01298	2.96	10008.94
8	2009.12.04 17:20	s/l	3	0.10	1.01424	1.01424	1.01194	-19.71	9989.23
9	2009.12.04 19:20	sell	5	0.10	1.01546	1.01746	1.01516
10	2009.12.04 19:23	sell	6	0.10	1.01525	1.01725	1.01495
11	2009.12.04 19:26	sell	7	0.10	1.01610	1.01810	1.01580
12	2009.12.04 19:35	sell	8	0.10	1.01646	1.01846	1.01616
13	2009.12.04 19:40	sell	9	0.10	1.01704	1.01904	1.01674
14	2009.12.04 19:45	s/l	5	0.10	1.01746	1.01746	1.01516	-19.65	9969.58
15	2009.12.04 19:45	s/l	6	0.10	1.01725	1.01725	1.01495	-19.65	9949.93
16	2009.12.04 19:50	s/l	7	0.10	1.01810	1.01810	1.01580	-19.64	9930.29
17	2009.12.04 20:45	s/l	8	0.10	1.01846	1.01846	1.01616	-19.63	9910.66
18	2009.12.04 20:50	s/l	9	0.10	1.01904	1.01904	1.01674	-19.62	9891.04
19	2009.12.07 09:35	sell	10	0.10	1.02052	1.02252	1.02022
20	2009.12.07 09:40	t/p	10	0.10	1.02022	1.02252	1.02022	2.94	9893.98
21	2009.12.07 11:59	sell	11	0.10	1.02088	1.02288	1.02058
22	2009.12.07 12:40	sell	12	0.10	1.02143	1.02343	1.02113
23	2009.12.07 12:45	sell	13	0.10	1.02180	1.02380	1.02150
24	2009.12.07 12:50	sell	14	0.10	1.02217	1.02417	1.02187
25	2009.12.07 12:57	t/p	14	0.10	1.02187	1.02417	1.02187	2.93	9896.91
26	2009.12.07 13:20	s/l	11	0.10	1.02288	1.02288	1.02058	-19.55	9877.36
27	2009.12.07 14:40	t/p	13	0.10	1.02150	1.02380	1.02150	2.94	9880.30
28	2009.12.07 14:45	t/p	12	0.10	1.02113	1.02343	1.02113	2.94	9883.24
29	2009.12.07 18:50	buy	15	0.10	1.01547	1.01347	1.01577
30	2009.12.07 18:52	t/p	15	0.10	1.01577	1.01347	1.01577	2.95	9886.19
31	2009.12.08 14:15	sell	16	0.10	1.02473	1.02673	1.02443
32	2009.12.08 14:17	sell	17	0.10	1.02435	1.02635	1.02405
33	2009.12.08 14:20	sell	18	0.10	1.02588	1.02788	1.02558
34	2009.12.08 14:22	t/p	18	0.10	1.02558	1.02788	1.02558	2.92	9889.11
35	2009.12.08 14:32	s/l	17	0.10	1.02635	1.02635	1.02405	-19.49	9869.62
36	2009.12.08 14:50	t/p	16	0.10	1.02443	1.02673	1.02443	2.93	9872.55
37	2009.12.08 18:32	sell	19	0.10	1.02658	1.02858	1.02628
38	2009.12.08 18:37	sell	20	0.10	1.02667	1.02867	1.02637
39	2009.12.08 18:45	t/p	19	0.10	1.02628	1.02858	1.02628	2.92	9875.47
40	2009.12.08 18:45	t/p	20	0.10	1.02637	1.02867	1.02637	2.92	9878.39
41	2009.12.08 20:45	sell	21	0.10	1.02814	1.03014	1.02784
42	2009.12.08 20:50	sell	22	0.10	1.02858	1.03058	1.02828
43	2009.12.08 20:57	t/p	22	0.10	1.02828	1.03058	1.02828	2.92	9881.31
44	2009.12.08 21:10	t/p	21	0.10	1.02784	1.03014	1.02784	2.92	9884.23
45	2009.12.09 19:20	sell	23	0.10	1.02991	1.03191	1.02961
46	2009.12.09 19:27	t/p	23	0.10	1.02961	1.03191	1.02961	2.92	9887.15
47	2009.12.11 15:20	sell	24	0.10	1.03037	1.03237	1.03007
48	2009.12.11 15:23	sell	25	0.10	1.03005	1.03205	1.02975
49	2009.12.11 15:30	sell	26	0.10	1.03133	1.03333	1.03103
50	2009.12.11 15:40	s/l	25	0.10	1.03205	1.03205	1.02975	-19.38	9867.77
51	2009.12.11 15:45	s/l	24	0.10	1.03237	1.03237	1.03007	-19.36	9848.41
52	2009.12.11 15:50	s/l	26	0.10	1.03333	1.03333	1.03103	-19.35	9829.06
53	2009.12.11 17:50	sell	27	0.10	1.03623	1.03823	1.03593
54	2009.12.11 17:52	sell	28	0.10	1.03596	1.03796	1.03566
55	2009.12.11 17:57	t/p	27	0.10	1.03593	1.03823	1.03593	2.89	9831.95
56	2009.12.11 17:59	t/p	28	0.10	1.03566	1.03796	1.03566	2.90	9834.85
57	2009.12.11 19:59	sell	29	0.10	1.03428	1.03628	1.03398
58	2009.12.11 20:20	t/p	29	0.10	1.03398	1.03628	1.03398	2.90	9837.75
59	2009.12.15 09:03	sell	30	0.10	1.03696	1.03896	1.03666
60	2009.12.15 09:10	sell	31	0.10	1.03797	1.03997	1.03767
61	2009.12.15 09:16	s/l	30	0.10	1.03896	1.03896	1.03666	-19.25	9818.50
62	2009.12.15 10:20	s/l	31	0.10	1.03997	1.03997	1.03767	-19.23	9799.27
63	2009.12.15 12:20	sell	32	0.10	1.04065	1.04265	1.04035
64	2009.12.15 12:22	sell	33	0.10	1.04042	1.04242	1.04012
65	2009.12.15 12:27	t/p	32	0.10	1.04035	1.04265	1.04035	2.89	9802.16
66	2009.12.15 12:27	t/p	33	0.10	1.04012	1.04242	1.04012	2.88	9805.04
67	2009.12.15 14:37	sell	34	0.10	1.04127	1.04327	1.04097
68	2009.12.15 14:40	t/p	34	0.10	1.04097	1.04327	1.04097	2.88	9807.92
69	2009.12.17 02:40	sell	35	0.10	1.04220	1.04420	1.04190
70	2009.12.17 02:46	sell	36	0.10	1.04321	1.04521	1.04291
71	2009.12.17 02:50	t/p	36	0.10	1.04291	1.04521	1.04291	2.88	9810.80
72	2009.12.17 03:45	s/l	35	0.10	1.04420	1.04420	1.04190	-19.15	9791.65
73	2009.12.17 05:45	sell	37	0.10	1.04740	1.04940	1.04710
74	2009.12.17 05:47	sell	38	0.10	1.04715	1.04915	1.04685
75	2009.12.17 05:50	sell	39	0.10	1.04813	1.05013	1.04783
76	2009.12.17 05:52	t/p	39	0.10	1.04783	1.05013	1.04783	2.87	9794.52
77	2009.12.17 05:52	modify	37	0.10	1.04740	1.04828	1.04698
78	2009.12.17 05:52	modify	38	0.10	1.04715	1.04828	1.04698
79	2009.12.17 05:59	t/p	37	0.10	1.04698	1.04828	1.04698	4.01	9798.53
80	2009.12.17 05:59	t/p	38	0.10	1.04698	1.04828	1.04698	1.62	9800.15
81	2009.12.17 10:50	sell	40	0.10	1.04922	1.05122	1.04892
82	2009.12.17 10:52	t/p	40	0.10	1.04892	1.05122	1.04892	2.86	9803.01
83	2009.12.18 01:45	buy	41	0.10	1.04228	1.04028	1.04258
84	2009.12.18 01:59	t/p	41	0.10	1.04258	1.04028	1.04258	2.88	9805.89
85	2009.12.18 03:59	buy	42	0.10	1.04043	1.03843	1.04073
86	2009.12.18 04:10	t/p	42	0.10	1.04073	1.03843	1.04073	2.88	9808.77
87	2009.12.18 16:50	sell	43	0.10	1.04717	1.04917	1.04687
88	2009.12.18 16:52	t/p	43	0.10	1.04687	1.04917	1.04687	2.87	9811.64
89	2009.12.21 09:45	sell	44	0.10	1.04637	1.04837	1.04607
90	2009.12.21 09:47	t/p	44	0.10	1.04607	1.04837	1.04607	2.87	9814.51
91	2009.12.23 13:45	buy	45	0.10	1.04379	1.04179	1.04409
92	2009.12.23 14:02	s/l	45	0.10	1.04179	1.04179	1.04409	-19.21	9795.30
93	2009.12.23 16:10	buy	46	0.10	1.04150	1.03950	1.04180
94	2009.12.23 16:20	s/l	46	0.10	1.03950	1.03950	1.04180	-19.25	9776.05
95	2009.12.23 18:20	buy	47	0.10	1.03624	1.03424	1.03654
96	2009.12.23 18:27	t/p	47	0.10	1.03654	1.03424	1.03654	2.90	9778.95
97	2009.12.24 11:32	buy	48	0.10	1.03401	1.03201	1.03431
98	2009.12.24 11:40	t/p	48	0.10	1.03431	1.03201	1.03431	2.90	9781.85
99	2009.12.24 13:45	buy	49	0.10	1.03287	1.03087	1.03317
100	2009.12.24 14:10	t/p	49	0.10	1.03317	1.03087	1.03317	2.90	9784.75
101	2009.12.29 08:50	buy	50	0.10	1.03087	1.02887	1.03117
102	2009.12.29 08:57	t/p	50	0.10	1.03117	1.02887	1.03117	2.91	9787.66
103	2009.12.29 10:59	buy	51	0.10	1.02998	1.02798	1.03028
104	2009.12.29 11:15	t/p	51	0.10	1.03028	1.02798	1.03028	2.91	9790.57
105	2009.12.29 13:20	buy	52	0.10	1.02795	1.02595	1.02825
106	2009.12.29 13:27	t/p	52	0.10	1.02825	1.02595	1.02825	2.92	9793.49
107	2009.12.29 17:15	sell	53	0.10	1.03615	1.03815	1.03585
108	2009.12.29 17:17	t/p	53	0.10	1.03585	1.03815	1.03585	2.90	9796.39
109	2009.12.29 19:17	sell	54	0.10	1.03690	1.03890	1.03660
110	2009.12.29 19:20	t/p	54	0.10	1.03660	1.03890	1.03660	2.89	9799.28
111	2009.12.30 16:50	sell	55	0.10	1.04211	1.04411	1.04181
112	2009.12.30 16:52	t/p	55	0.10	1.04181	1.04411	1.04181	2.88	9802.16
113	2009.12.31 07:40	buy	56	0.10	1.03128	1.02928	1.03158
114	2009.12.31 07:43	t/p	56	0.10	1.03158	1.02928	1.03158	2.90	9805.06
115	2009.12.31 10:20	buy	57	0.10	1.02902	1.02702	1.02932
116	2009.12.31 10:27	t/p	57	0.10	1.02932	1.02702	1.02932	2.91	9807.97
117	2009.12.31 16:15	sell	58	0.10	1.03559	1.03759	1.03529
118	2009.12.31 16:20	sell	59	0.10	1.03655	1.03855	1.03625
119	2009.12.31 16:22	t/p	59	0.10	1.03625	1.03855	1.03625	2.89	9810.86
120	2009.12.31 16:32	s/l	58	0.10	1.03759	1.03759	1.03529	-19.27	9791.59
121	2009.12.31 18:32	sell	60	0.10	1.03647	1.03847	1.03617
122	2009.12.31 18:37	sell	61	0.10	1.03670	1.03870	1.03640
123	2009.12.31 18:40	t/p	60	0.10	1.03617	1.03847	1.03617	2.89	9794.48
124	2009.12.31 18:40	t/p	61	0.10	1.03640	1.03870	1.03640	2.89	9797.37