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; TimeFrame=0; Fast_Period=23; Fast_Price=0; Slow_Period=84; Slow_Price=0; PipStep=30; IncreasementType=0; DVLimit=7; PipsLoss=500; MAXTrades=999; 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	15.42	Gross profit	15.42	Gross loss	0.00
Profit factor		Expected payoff	0.29
Absolute drawdown	1.00	Maximal drawdown	3.83 (0.04%)	Relative drawdown	0.04% (3.83)
Total trades	53	Short positions (won %)	18 (100.00%)	Long positions (won %)	35 (100.00%)
		Profit trades (% of total)	53 (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)	53 (15.42)	consecutive losses (loss in money)	0 (0.00)
Maximal		consecutive profit (count of wins)	15.42 (53)	consecutive loss (count of losses)	0.00 (0)
Average		consecutive wins	53	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	1.01800	1.01300	1.01830
10	2009.12.08 03:00	buy	6	0.01	1.01739	1.01239	1.01769
11	2009.12.08 03:03	t/p	6	0.01	1.01769	1.01239	1.01769	0.29	10001.49
12	2009.12.08 03:16	t/p	5	0.01	1.01830	1.01300	1.01830	0.29	10001.78
13	2009.12.08 10:45	buy	7	0.01	1.01792	1.01292	1.01822
14	2009.12.08 10:50	buy	8	0.01	1.01717	1.01217	1.01747
15	2009.12.08 10:57	t/p	8	0.01	1.01747	1.01217	1.01747	0.30	10002.08
16	2009.12.08 11:33	t/p	7	0.01	1.01822	1.01292	1.01822	0.29	10002.37
17	2009.12.09 09:20	buy	9	0.01	1.02472	1.01972	1.02502
18	2009.12.09 09:27	t/p	9	0.01	1.02502	1.01972	1.02502	0.30	10002.67
19	2009.12.09 09:27	buy	10	0.01	1.02475	1.01975	1.02505
20	2009.12.09 09:32	t/p	10	0.01	1.02505	1.01975	1.02505	0.29	10002.96
21	2009.12.09 09:45	buy	11	0.01	1.02493	1.01993	1.02523
22	2009.12.09 09:50	buy	12	0.01	1.02412	1.01912	1.02442
23	2009.12.09 09:57	t/p	12	0.01	1.02442	1.01912	1.02442	0.29	10003.25
24	2009.12.09 09:59	buy	13	0.01	1.02457	1.01957	1.02487
25	2009.12.09 10:02	t/p	13	0.01	1.02487	1.01957	1.02487	0.30	10003.55
26	2009.12.09 10:07	t/p	11	0.01	1.02523	1.01993	1.02523	0.29	10003.84
27	2009.12.09 14:16	buy	14	0.01	1.02297	1.01797	1.02327
28	2009.12.09 14:20	t/p	14	0.01	1.02327	1.01797	1.02327	0.29	10004.13
29	2009.12.09 16:50	buy	15	0.01	1.02427	1.01927	1.02457
30	2009.12.09 16:52	t/p	15	0.01	1.02457	1.01927	1.02457	0.29	10004.42
31	2009.12.09 21:15	buy	16	0.01	1.02612	1.02112	1.02642
32	2009.12.09 21:20	buy	17	0.01	1.02562	1.02062	1.02592
33	2009.12.09 21:27	t/p	17	0.01	1.02592	1.02062	1.02592	0.29	10004.71
34	2009.12.09 21:37	buy	18	0.01	1.02581	1.02081	1.02611
35	2009.12.09 21:45	t/p	18	0.01	1.02611	1.02081	1.02611	0.30	10005.01
36	2009.12.09 21:50	t/p	16	0.01	1.02642	1.02112	1.02642	0.29	10005.30
37	2009.12.10 22:32	buy	19	0.01	1.02554	1.02054	1.02584
38	2009.12.10 22:50	t/p	19	0.01	1.02584	1.02054	1.02584	0.29	10005.59
39	2009.12.11 09:50	buy	20	0.01	1.02514	1.02014	1.02544
40	2009.12.11 09:57	t/p	20	0.01	1.02544	1.02014	1.02544	0.29	10005.88
41	2009.12.14 17:07	buy	21	0.01	1.03146	1.02646	1.03176
42	2009.12.14 17:10	t/p	21	0.01	1.03176	1.02646	1.03176	0.29	10006.17
43	2009.12.14 18:50	buy	22	0.01	1.03097	1.02597	1.03127
44	2009.12.14 18:59	t/p	22	0.01	1.03127	1.02597	1.03127	0.29	10006.46
45	2009.12.16 09:50	buy	23	0.01	1.03979	1.03479	1.04009
46	2009.12.16 09:57	t/p	23	0.01	1.04009	1.03479	1.04009	0.29	10006.75
47	2009.12.16 20:02	buy	24	0.01	1.03571	1.03071	1.03601
48	2009.12.16 20:05	t/p	24	0.01	1.03601	1.03071	1.03601	0.29	10007.04
49	2009.12.16 20:07	buy	25	0.01	1.03525	1.03025	1.03555
50	2009.12.16 20:10	t/p	25	0.01	1.03555	1.03025	1.03555	0.29	10007.33
51	2009.12.18 06:00	buy	26	0.01	1.03961	1.03461	1.03991
52	2009.12.18 06:10	t/p	26	0.01	1.03991	1.03461	1.03991	0.28	10007.61
53	2009.12.21 19:16	sell	27	0.01	1.04515	1.05015	1.04485
54	2009.12.21 19:26	t/p	27	0.01	1.04485	1.05015	1.04485	0.29	10007.90
55	2009.12.21 19:40	sell	28	0.01	1.04523	1.05023	1.04493
56	2009.12.21 19:45	sell	29	0.01	1.04556	1.05056	1.04526
57	2009.12.21 19:50	sell	30	0.01	1.04588	1.05088	1.04558
58	2009.12.21 19:57	t/p	30	0.01	1.04558	1.05088	1.04558	0.29	10008.19
59	2009.12.21 20:02	sell	31	0.01	1.04615	1.05115	1.04585
60	2009.12.21 20:15	t/p	31	0.01	1.04585	1.05115	1.04585	0.28	10008.47
61	2009.12.21 20:20	t/p	29	0.01	1.04526	1.05056	1.04526	0.29	10008.76
62	2009.12.21 20:45	sell	32	0.01	1.04561	1.05061	1.04531
63	2009.12.22 00:50	t/p	32	0.01	1.04531	1.05061	1.04531	0.28	10009.04
64	2009.12.22 08:32	t/p	28	0.01	1.04493	1.05023	1.04493	0.27	10009.31
65	2009.12.23 20:20	buy	33	0.01	1.03763	1.03263	1.03793
66	2009.12.23 20:33	t/p	33	0.01	1.03793	1.03263	1.03793	0.29	10009.60
67	2009.12.28 08:40	sell	34	0.01	1.03712	1.04212	1.03682
68	2009.12.28 08:50	sell	35	0.01	1.03770	1.04270	1.03740
69	2009.12.28 08:59	t/p	35	0.01	1.03740	1.04270	1.03740	0.29	10009.89
70	2009.12.28 09:02	t/p	34	0.01	1.03682	1.04212	1.03682	0.29	10010.18
71	2009.12.28 09:20	sell	36	0.01	1.03718	1.04218	1.03688
72	2009.12.28 09:43	t/p	36	0.01	1.03688	1.04218	1.03688	0.29	10010.47
73	2009.12.30 02:02	sell	37	0.01	1.03808	1.04308	1.03778
74	2009.12.30 02:17	sell	38	0.01	1.03850	1.04350	1.03820
75	2009.12.30 03:10	sell	39	0.01	1.03890	1.04390	1.03860
76	2009.12.30 03:20	sell	40	0.01	1.03925	1.04425	1.03895
77	2009.12.30 04:20	t/p	40	0.01	1.03895	1.04425	1.03895	0.28	10010.75
78	2009.12.30 04:32	sell	41	0.01	1.03938	1.04438	1.03908
79	2009.12.30 04:45	t/p	41	0.01	1.03908	1.04438	1.03908	0.29	10011.04
80	2009.12.30 05:15	t/p	39	0.01	1.03860	1.04390	1.03860	0.29	10011.33
81	2009.12.30 07:15	t/p	38	0.01	1.03820	1.04350	1.03820	0.29	10011.62
82	2009.12.30 07:20	t/p	37	0.01	1.03778	1.04308	1.03778	0.29	10011.91
83	2009.12.30 18:20	buy	42	0.01	1.03520	1.03020	1.03550
84	2009.12.30 18:22	t/p	42	0.01	1.03550	1.03020	1.03550	0.29	10012.20
85	2009.12.30 18:22	buy	43	0.01	1.03596	1.03096	1.03626
86	2009.12.30 18:25	buy	44	0.01	1.03558	1.03058	1.03588
87	2009.12.30 18:27	t/p	43	0.01	1.03626	1.03096	1.03626	0.29	10012.49
88	2009.12.30 18:27	t/p	44	0.01	1.03588	1.03058	1.03588	0.29	10012.78
89	2009.12.30 18:27	buy	45	0.01	1.03626	1.03126	1.03656
90	2009.12.30 18:32	buy	46	0.01	1.03576	1.03076	1.03606
91	2009.12.30 18:45	t/p	46	0.01	1.03606	1.03076	1.03606	0.29	10013.07
92	2009.12.30 19:15	t/p	45	0.01	1.03656	1.03126	1.03656	0.29	10013.36
93	2009.12.31 10:00	buy	47	0.01	1.03034	1.02534	1.03064
94	2009.12.31 10:15	buy	48	0.01	1.02963	1.02463	1.02993
95	2009.12.31 10:20	buy	49	0.01	1.02902	1.02402	1.02932
96	2009.12.31 10:27	t/p	49	0.01	1.02932	1.02402	1.02932	0.30	10013.66
97	2009.12.31 10:27	buy	50	0.01	1.02927	1.02427	1.02957
98	2009.12.31 10:40	t/p	48	0.01	1.02993	1.02463	1.02993	0.29	10013.95
99	2009.12.31 10:40	t/p	50	0.01	1.02957	1.02427	1.02957	0.30	10014.25
100	2009.12.31 10:42	buy	51	0.01	1.03003	1.02503	1.03033
101	2009.12.31 10:45	t/p	47	0.01	1.03064	1.02534	1.03064	0.29	10014.54
102	2009.12.31 10:45	t/p	51	0.01	1.03033	1.02503	1.03033	0.29	10014.83
103	2009.12.31 10:45	buy	52	0.01	1.03080	1.02580	1.03110
104	2009.12.31 10:50	t/p	52	0.01	1.03110	1.02580	1.03110	0.29	10015.12
105	2009.12.31 10:57	buy	53	0.01	1.03061	1.02561	1.03091
106	2009.12.31 10:59	t/p	53	0.01	1.03091	1.02561	1.03091	0.30	10015.42