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=15; MAtype=0; Percent=0.1; TradeOnFriday=1; slip=100; UseMM=false; Risk=2; Lots=0.01; TakeProfit=50; Stoploss=300; TrailingStop=30; Fast_Period=23; Fast_Price=0; Slow_Period=84; Slow_Price=0; DivergenceLimit=0.002; Use_V63D_Divergence=true; PipStep=40; IncreasementType=0; DVLimit=10; PipsGoal=500; PipsLoss=500; GMT=0; DST=0; OpeningHour=0; ClosingHour=24; writelog=0;
Bars in test	1515	Ticks modelled	13947	Modelling quality	n/a
Mismatched charts errors	2
Initial deposit	10000.00
Total net profit	-1.07	Gross profit	25.27	Gross loss	-26.34
Profit factor	0.96	Expected payoff	-0.02
Absolute drawdown	14.14	Maximal drawdown	17.20 (0.17%)	Relative drawdown	0.17% (17.20)
Total trades	61	Short positions (won %)	42 (83.33%)	Long positions (won %)	19 (89.47%)
		Profit trades (% of total)	52 (85.25%)	Loss trades (% of total)	9 (14.75%)
Largest		profit trade	0.50	loss trade	-3.00
Average		profit trade	0.49	loss trade	-2.93
Maximum		consecutive wins (profit in money)	23 (11.02)	consecutive losses (loss in money)	3 (-8.94)
Maximal		consecutive profit (count of wins)	11.02 (23)	consecutive loss (count of losses)	-8.94 (3)
Average		consecutive wins	9	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 00:00	sell	1	0.01	1.00496	1.00796	1.00446
2	2009.12.01 00:33	t/p	1	0.01	1.00446	1.00796	1.00446	0.50	10000.50
3	2009.12.01 00:33	sell	2	0.01	1.00430	1.00730	1.00380
4	2009.12.01 00:46	t/p	2	0.01	1.00380	1.00730	1.00380	0.50	10001.00
5	2009.12.01 00:46	sell	3	0.01	1.00294	1.00594	1.00244
6	2009.12.01 00:56	sell	4	0.01	1.00372	1.00672	1.00322
7	2009.12.01 01:45	sell	5	0.01	1.00447	1.00747	1.00397
8	2009.12.01 01:50	sell	6	0.01	1.00489	1.00789	1.00439
9	2009.12.01 02:20	t/p	6	0.01	1.00439	1.00789	1.00439	0.50	10001.50
10	2009.12.01 02:32	sell	7	0.01	1.00513	1.00813	1.00463
11	2009.12.01 02:50	t/p	7	0.01	1.00463	1.00813	1.00463	0.50	10002.00
12	2009.12.01 03:15	sell	8	0.01	1.00521	1.00821	1.00471
13	2009.12.01 03:50	t/p	8	0.01	1.00471	1.00821	1.00471	0.50	10002.50
14	2009.12.01 04:02	sell	9	0.01	1.00515	1.00815	1.00465
15	2009.12.01 04:20	t/p	9	0.01	1.00465	1.00815	1.00465	0.50	10003.00
16	2009.12.01 04:32	sell	10	0.01	1.00510	1.00810	1.00460
17	2009.12.01 04:45	t/p	10	0.01	1.00460	1.00810	1.00460	0.50	10003.50
18	2009.12.01 04:50	t/p	5	0.01	1.00397	1.00747	1.00397	0.50	10004.00
19	2009.12.01 04:57	sell	11	0.01	1.00423	1.00723	1.00373
20	2009.12.01 06:10	sell	12	0.01	1.00576	1.00876	1.00526
21	2009.12.01 06:15	s/l	3	0.01	1.00594	1.00594	1.00244	-2.98	10001.02
22	2009.12.01 06:20	s/l	4	0.01	1.00672	1.00672	1.00322	-2.98	9998.04
23	2009.12.01 06:20	s/l	11	0.01	1.00723	1.00723	1.00373	-2.98	9995.06
24	2009.12.01 06:50	t/p	12	0.01	1.00526	1.00876	1.00526	0.50	9995.56
25	2009.12.01 07:50	buy	13	0.01	1.00375	1.00075	1.00425
26	2009.12.01 07:57	t/p	13	0.01	1.00425	1.00075	1.00425	0.50	9996.06
27	2009.12.01 07:59	buy	14	0.01	1.00409	1.00109	1.00459
28	2009.12.01 09:45	s/l	14	0.01	1.00109	1.00109	1.00459	-3.00	9993.06
29	2009.12.01 12:20	sell	15	0.01	1.00144	1.00444	1.00094
30	2009.12.01 13:05	t/p	15	0.01	1.00094	1.00444	1.00094	0.50	9993.56
31	2009.12.01 15:22	buy	16	0.01	0.99949	0.99649	0.99999
32	2009.12.01 15:50	t/p	16	0.01	0.99999	0.99649	0.99999	0.50	9994.06
33	2009.12.03 11:37	buy	17	0.01	0.99654	0.99354	0.99704
34	2009.12.03 11:45	t/p	17	0.01	0.99704	0.99354	0.99704	0.50	9994.56
35	2009.12.03 14:37	buy	18	0.01	0.99596	0.99296	0.99646
36	2009.12.03 14:40	t/p	18	0.01	0.99646	0.99296	0.99646	0.50	9995.06
37	2009.12.03 17:20	buy	19	0.01	0.99797	0.99497	0.99847
38	2009.12.03 17:40	t/p	19	0.01	0.99847	0.99497	0.99847	0.50	9995.56
39	2009.12.04 10:20	sell	20	0.01	1.00082	1.00382	1.00032
40	2009.12.04 10:40	t/p	20	0.01	1.00032	1.00382	1.00032	0.50	9996.06
41	2009.12.11 09:20	buy	21	0.01	1.02525	1.02225	1.02575
42	2009.12.11 09:27	t/p	21	0.01	1.02575	1.02225	1.02575	0.49	9996.55
43	2009.12.11 09:50	buy	22	0.01	1.02515	1.02215	1.02565
44	2009.12.11 09:59	t/p	22	0.01	1.02565	1.02215	1.02565	0.49	9997.04
45	2009.12.11 14:40	sell	23	0.01	1.02588	1.02888	1.02538
46	2009.12.11 15:13	s/l	23	0.01	1.02888	1.02888	1.02538	-2.91	9994.13
47	2009.12.18 17:15	sell	24	0.01	1.04601	1.04901	1.04551
48	2009.12.18 17:20	t/p	24	0.01	1.04551	1.04901	1.04551	0.48	9994.61
49	2009.12.18 17:20	sell	25	0.01	1.04498	1.04798	1.04448
50	2009.12.18 17:22	sell	26	0.01	1.04550	1.04850	1.04500
51	2009.12.18 17:27	sell	27	0.01	1.04601	1.04901	1.04551
52	2009.12.18 17:27	t/p	27	0.01	1.04551	1.04901	1.04551	0.48	9995.09
53	2009.12.18 17:32	sell	28	0.01	1.04602	1.04902	1.04552
54	2009.12.18 17:45	t/p	28	0.01	1.04552	1.04902	1.04552	0.48	9995.57
55	2009.12.18 18:10	t/p	26	0.01	1.04500	1.04850	1.04500	0.48	9996.05
56	2009.12.18 18:15	t/p	25	0.01	1.04448	1.04798	1.04448	0.48	9996.53
57	2009.12.21 01:50	sell	29	0.01	1.04181	1.04481	1.04131
58	2009.12.21 02:32	t/p	29	0.01	1.04131	1.04481	1.04131	0.48	9997.01
59	2009.12.21 02:50	sell	30	0.01	1.04212	1.04512	1.04162
60	2009.12.21 03:15	sell	31	0.01	1.04274	1.04574	1.04224
61	2009.12.21 04:20	t/p	31	0.01	1.04224	1.04574	1.04224	0.48	9997.49
62	2009.12.21 04:45	t/p	30	0.01	1.04162	1.04512	1.04162	0.48	9997.97
63	2009.12.21 08:20	buy	32	0.01	1.04058	1.03758	1.04108
64	2009.12.21 08:45	t/p	32	0.01	1.04108	1.03758	1.04108	0.48	9998.45
65	2009.12.21 11:30	buy	33	0.01	1.04297	1.03997	1.04347
66	2009.12.21 11:50	buy	34	0.01	1.04242	1.03942	1.04292
67	2009.12.21 12:07	t/p	34	0.01	1.04292	1.03942	1.04292	0.47	9998.92
68	2009.12.21 13:45	s/l	33	0.01	1.03997	1.03997	1.04347	-2.88	9996.04
69	2009.12.21 15:15	sell	35	0.01	1.04177	1.04477	1.04127
70	2009.12.21 15:20	sell	36	0.01	1.04246	1.04546	1.04196
71	2009.12.21 15:27	t/p	36	0.01	1.04196	1.04546	1.04196	0.48	9996.52
72	2009.12.21 15:27	sell	37	0.01	1.04228	1.04528	1.04178
73	2009.12.21 15:45	sell	38	0.01	1.04296	1.04596	1.04246
74	2009.12.21 16:37	s/l	35	0.01	1.04477	1.04477	1.04127	-2.87	9993.65
75	2009.12.21 17:16	s/l	37	0.01	1.04528	1.04528	1.04178	-2.87	9990.78
76	2009.12.21 17:32	s/l	38	0.01	1.04596	1.04596	1.04246	-2.87	9987.91
77	2009.12.21 18:20	buy	39	0.01	1.04276	1.03976	1.04326
78	2009.12.21 18:35	t/p	39	0.01	1.04326	1.03976	1.04326	0.48	9988.39
79	2009.12.21 19:16	sell	40	0.01	1.04515	1.04815	1.04465
80	2009.12.21 19:45	sell	41	0.01	1.04556	1.04856	1.04506
81	2009.12.21 20:02	sell	42	0.01	1.04615	1.04915	1.04565
82	2009.12.21 20:15	t/p	42	0.01	1.04565	1.04915	1.04565	0.48	9988.87
83	2009.12.21 20:20	t/p	41	0.01	1.04506	1.04856	1.04506	0.48	9989.35
84	2009.12.21 20:50	sell	43	0.01	1.04583	1.04883	1.04533
85	2009.12.22 00:50	t/p	43	0.01	1.04533	1.04883	1.04533	0.47	9989.82
86	2009.12.22 07:45	sell	44	0.01	1.04653	1.04953	1.04603
87	2009.12.22 08:07	sell	45	0.01	1.04694	1.04994	1.04644
88	2009.12.22 08:10	t/p	45	0.01	1.04644	1.04994	1.04644	0.48	9990.30
89	2009.12.22 08:15	t/p	44	0.01	1.04603	1.04953	1.04603	0.48	9990.78
90	2009.12.22 08:32	t/p	40	0.01	1.04465	1.04815	1.04465	0.47	9991.25
91	2009.12.22 10:16	sell	46	0.01	1.04671	1.04971	1.04621
92	2009.12.22 10:26	t/p	46	0.01	1.04621	1.04971	1.04621	0.47	9991.72
93	2009.12.22 10:26	sell	47	0.01	1.04656	1.04956	1.04606
94	2009.12.22 10:45	t/p	47	0.01	1.04606	1.04956	1.04606	0.48	9992.20
95	2009.12.22 14:40	buy	48	0.01	1.04681	1.04381	1.04731
96	2009.12.22 14:46	buy	49	0.01	1.04569	1.04269	1.04619
97	2009.12.22 14:56	t/p	49	0.01	1.04619	1.04269	1.04619	0.48	9992.68
98	2009.12.22 14:59	buy	50	0.01	1.04622	1.04322	1.04672
99	2009.12.22 15:10	t/p	50	0.01	1.04672	1.04322	1.04672	0.48	9993.16
100	2009.12.22 15:15	t/p	48	0.01	1.04731	1.04381	1.04731	0.48	9993.64
101	2009.12.22 16:02	sell	51	0.01	1.04983	1.05283	1.04933
102	2009.12.22 16:15	t/p	51	0.01	1.04933	1.05283	1.04933	0.48	9994.12
103	2009.12.22 16:17	sell	52	0.01	1.04899	1.05199	1.04849
104	2009.12.22 16:20	t/p	52	0.01	1.04849	1.05199	1.04849	0.48	9994.60
105	2009.12.22 16:45	sell	53	0.01	1.04934	1.05234	1.04884
106	2009.12.22 16:50	sell	54	0.01	1.04997	1.05297	1.04947
107	2009.12.22 16:57	t/p	54	0.01	1.04947	1.05297	1.04947	0.48	9995.08
108	2009.12.22 17:20	t/p	53	0.01	1.04884	1.05234	1.04884	0.47	9995.55
109	2009.12.24 03:20	buy	55	0.01	1.03777	1.03477	1.03827
110	2009.12.24 04:15	t/p	55	0.01	1.03827	1.03477	1.03827	0.48	9996.03
111	2009.12.30 12:45	sell	56	0.01	1.03840	1.04140	1.03790
112	2009.12.30 12:50	sell	57	0.01	1.03900	1.04200	1.03850
113	2009.12.30 12:57	t/p	57	0.01	1.03850	1.04200	1.03850	0.49	9996.52
114	2009.12.30 13:20	t/p	56	0.01	1.03790	1.04140	1.03790	0.48	9997.00
115	2009.12.30 13:27	sell	58	0.01	1.03821	1.04121	1.03771
116	2009.12.30 14:03	t/p	58	0.01	1.03771	1.04121	1.03771	0.48	9997.48
117	2009.12.31 10:20	buy	59	0.01	1.02903	1.02603	1.02953
118	2009.12.31 10:40	t/p	59	0.01	1.02953	1.02603	1.02953	0.49	9997.97
119	2009.12.31 11:20	buy	60	0.01	1.02956	1.02656	1.03006
120	2009.12.31 11:50	t/p	60	0.01	1.03006	1.02656	1.03006	0.48	9998.45
121	2009.12.31 12:20	buy	61	0.01	1.02894	1.02594	1.02944
122	2009.12.31 12:45	t/p	61	0.01	1.02944	1.02594	1.02944	0.48	9998.93