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; MA_timeframe=30; MAtype=0; Percent=0.1; TradeOnFriday=1; slip=100; Lots=0.01; TakeProfit=30; Stoploss=500; Fast_Period=23; Fast_Price=0; Slow_Period=84; Slow_Price=0; DivergenceLimit=7; PipStep=30; IncreasementType=0; PipsLoss=500; MAXTrades=3; GMT=2; DST=0; OpeningHour=0; ClosingHour=23; writelog=0;
Bars in test	1515	Ticks modelled	13947	Modelling quality	n/a
Mismatched charts errors	2
Initial deposit	10000.00
Total net profit	12.79	Gross profit	12.79	Gross loss	0.00
Profit factor		Expected payoff	0.29
Absolute drawdown	1.02	Maximal drawdown	3.72 (0.04%)	Relative drawdown	0.04% (3.72)
Total trades	44	Short positions (won %)	13 (100.00%)	Long positions (won %)	31 (100.00%)
		Profit trades (% of total)	44 (100.00%)	Loss trades (% of total)	0 (0.00%)
Largest		profit trade	0.30	loss trade	0.00
Average		profit trade	0.29	loss trade	0.00
Maximum		consecutive wins (profit in money)	44 (12.79)	consecutive losses (loss in money)	0 (0.00)
Maximal		consecutive profit (count of wins)	12.79 (44)	consecutive loss (count of losses)	0.00 (0)
Average		consecutive wins	44	consecutive losses	0

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.02 08:15	sell	1	0.01	1.00003	1.00503	0.99973
2	2009.12.02 08:20	sell	2	0.01	1.00052	1.00552	1.00022
3	2009.12.02 08:27	t/p	2	0.01	1.00022	1.00552	1.00022	0.30	10000.30
4	2009.12.02 08:27	sell	3	0.01	1.00045	1.00545	1.00015
5	2009.12.02 08:37	sell	4	0.01	1.00076	1.00576	1.00046
6	2009.12.02 08:40	t/p	4	0.01	1.00046	1.00576	1.00046	0.30	10000.60
7	2009.12.02 08:45	t/p	3	0.01	1.00015	1.00545	1.00015	0.30	10000.90
8	2009.12.02 08:50	t/p	1	0.01	0.99973	1.00503	0.99973	0.30	10001.20
9	2009.12.08 02:05	buy	5	0.01	1.01801	1.01301	1.01831
10	2009.12.08 03:00	buy	6	0.01	1.01740	1.01240	1.01770
11	2009.12.08 03:03	t/p	6	0.01	1.01770	1.01240	1.01770	0.29	10001.49
12	2009.12.08 03:16	t/p	5	0.01	1.01831	1.01301	1.01831	0.29	10001.78
13	2009.12.08 10:45	buy	7	0.01	1.01793	1.01293	1.01823
14	2009.12.08 10:50	buy	8	0.01	1.01718	1.01218	1.01748
15	2009.12.08 10:57	t/p	8	0.01	1.01748	1.01218	1.01748	0.30	10002.08
16	2009.12.08 11:33	t/p	7	0.01	1.01823	1.01293	1.01823	0.29	10002.37
17	2009.12.09 09:50	buy	9	0.01	1.02413	1.01913	1.02443
18	2009.12.09 09:57	t/p	9	0.01	1.02443	1.01913	1.02443	0.29	10002.66
19	2009.12.09 09:59	buy	10	0.01	1.02458	1.01958	1.02488
20	2009.12.09 10:02	t/p	10	0.01	1.02488	1.01958	1.02488	0.30	10002.96
21	2009.12.09 14:16	buy	11	0.01	1.02298	1.01798	1.02328
22	2009.12.09 14:20	t/p	11	0.01	1.02328	1.01798	1.02328	0.29	10003.25
23	2009.12.09 16:50	buy	12	0.01	1.02428	1.01928	1.02458
24	2009.12.09 16:52	t/p	12	0.01	1.02458	1.01928	1.02458	0.29	10003.54
25	2009.12.09 21:15	buy	13	0.01	1.02613	1.02113	1.02643
26	2009.12.09 21:20	buy	14	0.01	1.02563	1.02063	1.02593
27	2009.12.09 21:27	t/p	14	0.01	1.02593	1.02063	1.02593	0.29	10003.83
28	2009.12.09 21:37	buy	15	0.01	1.02582	1.02082	1.02612
29	2009.12.09 21:45	t/p	15	0.01	1.02612	1.02082	1.02612	0.29	10004.12
30	2009.12.09 21:50	t/p	13	0.01	1.02643	1.02113	1.02643	0.29	10004.41
31	2009.12.10 22:32	buy	16	0.01	1.02555	1.02055	1.02585
32	2009.12.10 22:50	t/p	16	0.01	1.02585	1.02055	1.02585	0.29	10004.70
33	2009.12.11 09:50	buy	17	0.01	1.02515	1.02015	1.02545
34	2009.12.11 09:57	t/p	17	0.01	1.02545	1.02015	1.02545	0.29	10004.99
35	2009.12.14 17:07	buy	18	0.01	1.03147	1.02647	1.03177
36	2009.12.14 17:10	t/p	18	0.01	1.03177	1.02647	1.03177	0.29	10005.28
37	2009.12.14 18:50	buy	19	0.01	1.03098	1.02598	1.03128
38	2009.12.14 18:59	t/p	19	0.01	1.03128	1.02598	1.03128	0.29	10005.57
39	2009.12.16 09:50	buy	20	0.01	1.03980	1.03480	1.04010
40	2009.12.16 09:57	t/p	20	0.01	1.04010	1.03480	1.04010	0.29	10005.86
41	2009.12.16 20:02	buy	21	0.01	1.03572	1.03072	1.03602
42	2009.12.16 20:05	t/p	21	0.01	1.03602	1.03072	1.03602	0.29	10006.15
43	2009.12.16 20:07	buy	22	0.01	1.03526	1.03026	1.03556
44	2009.12.16 20:10	t/p	22	0.01	1.03556	1.03026	1.03556	0.29	10006.44
45	2009.12.18 06:00	buy	23	0.01	1.03962	1.03462	1.03992
46	2009.12.18 06:10	t/p	23	0.01	1.03992	1.03462	1.03992	0.29	10006.73
47	2009.12.21 19:45	sell	24	0.01	1.04556	1.05056	1.04526
48	2009.12.21 19:50	sell	25	0.01	1.04588	1.05088	1.04558
49	2009.12.21 19:59	t/p	25	0.01	1.04558	1.05088	1.04558	0.29	10007.02
50	2009.12.21 20:02	sell	26	0.01	1.04615	1.05115	1.04585
51	2009.12.21 20:15	t/p	26	0.01	1.04585	1.05115	1.04585	0.28	10007.30
52	2009.12.21 20:20	t/p	24	0.01	1.04526	1.05056	1.04526	0.29	10007.59
53	2009.12.21 20:22	sell	27	0.01	1.04513	1.05013	1.04483
54	2009.12.21 20:45	sell	28	0.01	1.04561	1.05061	1.04531
55	2009.12.22 00:50	t/p	28	0.01	1.04531	1.05061	1.04531	0.28	10007.87
56	2009.12.22 08:32	t/p	27	0.01	1.04483	1.05013	1.04483	0.28	10008.15
57	2009.12.23 20:20	buy	29	0.01	1.03764	1.03264	1.03794
58	2009.12.23 20:33	t/p	29	0.01	1.03794	1.03264	1.03794	0.29	10008.44
59	2009.12.28 08:45	sell	30	0.01	1.03741	1.04241	1.03711
60	2009.12.28 09:02	t/p	30	0.01	1.03711	1.04241	1.03711	0.29	10008.73
61	2009.12.30 02:02	sell	31	0.01	1.03808	1.04308	1.03778
62	2009.12.30 02:17	sell	32	0.01	1.03850	1.04350	1.03820
63	2009.12.30 03:10	sell	33	0.01	1.03890	1.04390	1.03860
64	2009.12.30 05:15	t/p	33	0.01	1.03860	1.04390	1.03860	0.29	10009.02
65	2009.12.30 07:15	t/p	32	0.01	1.03820	1.04350	1.03820	0.29	10009.31
66	2009.12.30 07:20	t/p	31	0.01	1.03778	1.04308	1.03778	0.29	10009.60
67	2009.12.30 18:20	buy	34	0.01	1.03521	1.03021	1.03551
68	2009.12.30 18:22	t/p	34	0.01	1.03551	1.03021	1.03551	0.29	10009.89
69	2009.12.30 18:22	buy	35	0.01	1.03597	1.03097	1.03627
70	2009.12.30 18:25	buy	36	0.01	1.03559	1.03059	1.03589
71	2009.12.30 18:27	t/p	35	0.01	1.03627	1.03097	1.03627	0.29	10010.18
72	2009.12.30 18:27	t/p	36	0.01	1.03589	1.03059	1.03589	0.28	10010.46
73	2009.12.30 18:32	buy	37	0.01	1.03577	1.03077	1.03607
74	2009.12.30 18:45	t/p	37	0.01	1.03607	1.03077	1.03607	0.29	10010.75
75	2009.12.31 10:00	buy	38	0.01	1.03035	1.02535	1.03065
76	2009.12.31 10:15	buy	39	0.01	1.02964	1.02464	1.02994
77	2009.12.31 10:20	buy	40	0.01	1.02903	1.02403	1.02933
78	2009.12.31 10:27	t/p	40	0.01	1.02933	1.02403	1.02933	0.29	10011.04
79	2009.12.31 10:27	buy	41	0.01	1.02928	1.02428	1.02958
80	2009.12.31 10:40	t/p	39	0.01	1.02994	1.02464	1.02994	0.29	10011.33
81	2009.12.31 10:40	t/p	41	0.01	1.02958	1.02428	1.02958	0.29	10011.62
82	2009.12.31 10:42	buy	42	0.01	1.03004	1.02504	1.03034
83	2009.12.31 10:45	t/p	38	0.01	1.03065	1.02535	1.03065	0.29	10011.91
84	2009.12.31 10:45	t/p	42	0.01	1.03034	1.02504	1.03034	0.29	10012.20
85	2009.12.31 10:45	buy	43	0.01	1.03081	1.02581	1.03111
86	2009.12.31 10:50	t/p	43	0.01	1.03111	1.02581	1.03111	0.29	10012.49
87	2009.12.31 10:57	buy	44	0.01	1.03062	1.02562	1.03092
88	2009.12.31 10:59	t/p	44	0.01	1.03092	1.02562	1.03092	0.30	10012.79