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		StopLoss$=10; MagicNumber=1913;
Bars in test	1515	Ticks modelled	13947	Modelling quality	n/a
Mismatched charts errors	2
Initial deposit	10000.00
Total net profit	-14.29	Gross profit	288.78	Gross loss	-303.07
Profit factor	0.95	Expected payoff	-0.36
Absolute drawdown	39.31	Maximal drawdown	95.10 (0.95%)	Relative drawdown	0.95% (95.10)
Total trades	40	Short positions (won %)	25 (36.00%)	Long positions (won %)	15 (53.33%)
		Profit trades (% of total)	17 (42.50%)	Loss trades (% of total)	23 (57.50%)
Largest		profit trade	40.64	loss trade	-35.68
Average		profit trade	16.99	loss trade	-13.18
Maximum		consecutive wins (profit in money)	4 (51.47)	consecutive losses (loss in money)	6 (-78.66)
Maximal		consecutive profit (count of wins)	78.61 (2)	consecutive loss (count of losses)	-78.66 (6)
Average		consecutive wins	2	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 12:15	sell	1	0.10	1.00108	0.00000	0.00000
2	2009.12.01 14:15	close	1	0.10	0.99974	0.00000	0.00000	13.40	10013.40
3	2009.12.01 15:07	sell	2	0.10	1.00131	0.00000	0.00000
4	2009.12.01 15:20	close	2	0.10	0.99900	0.00000	0.00000	23.12	10036.52
5	2009.12.02 09:20	buy	3	0.10	0.99827	0.00000	0.00000
6	2009.12.02 12:20	close	3	0.10	0.99933	0.00000	0.00000	10.61	10047.13
7	2009.12.03 14:40	sell	4	0.10	0.99772	0.00000	0.00000
8	2009.12.03 14:45	close	4	0.10	0.99893	0.00000	0.00000	-12.11	10035.02
9	2009.12.04 00:20	buy	5	0.10	0.99988	0.00000	0.00000
10	2009.12.04 02:07	close	5	0.10	1.00087	0.00000	0.00000	9.89	10044.91
11	2009.12.04 14:40	sell	6	0.10	1.00266	0.00000	0.00000
12	2009.12.04 14:45	close	6	0.10	1.00625	0.00000	0.00000	-35.68	10009.23
13	2009.12.07 06:20	sell	7	0.10	1.01484	0.00000	0.00000
14	2009.12.07 06:32	close	7	0.10	1.01383	0.00000	0.00000	9.96	10019.19
15	2009.12.07 07:00	sell	8	0.10	1.01514	0.00000	0.00000
16	2009.12.07 08:20	close	8	0.10	1.01640	0.00000	0.00000	-12.40	10006.79
17	2009.12.08 10:20	buy	9	0.10	1.01843	0.00000	0.00000
18	2009.12.08 10:50	close	9	0.10	1.01704	0.00000	0.00000	-13.67	9993.12
19	2009.12.08 12:03	sell	10	0.10	1.01948	0.00000	0.00000
20	2009.12.08 12:16	close	10	0.10	1.02053	0.00000	0.00000	-10.29	9982.83
21	2009.12.09 20:50	buy	11	0.10	1.02662	0.00000	0.00000
22	2009.12.09 21:20	close	11	0.10	1.02549	0.00000	0.00000	-11.02	9971.81
23	2009.12.10 09:50	buy	12	0.10	1.02636	0.00000	0.00000
24	2009.12.10 11:20	close	12	0.10	1.02522	0.00000	0.00000	-11.12	9960.69
25	2009.12.10 13:20	sell	13	0.10	1.02671	0.00000	0.00000
26	2009.12.10 14:50	close	13	0.10	1.02460	0.00000	0.00000	20.59	9981.28
27	2009.12.10 16:10	sell	14	0.10	1.02604	0.00000	0.00000
28	2009.12.10 16:20	close	14	0.10	1.02771	0.00000	0.00000	-16.25	9965.03
29	2009.12.11 14:20	sell	15	0.10	1.02498	0.00000	0.00000
30	2009.12.11 14:37	close	15	0.10	1.02363	0.00000	0.00000	13.19	9978.22
31	2009.12.14 09:15	sell	16	0.10	1.03197	0.00000	0.00000
32	2009.12.14 11:45	close	16	0.10	1.03330	0.00000	0.00000	-12.87	9965.35
33	2009.12.15 08:16	buy	17	0.10	1.03239	0.00000	0.00000
34	2009.12.15 08:40	close	17	0.10	1.03462	0.00000	0.00000	21.55	9986.90
35	2009.12.16 01:10	sell	18	0.10	1.04062	0.00000	0.00000
36	2009.12.16 01:32	close	18	0.10	1.04010	0.00000	0.00000	5.00	9991.90
37	2009.12.16 02:15	sell	19	0.10	1.04118	0.00000	0.00000
38	2009.12.16 07:10	close	19	0.10	1.04079	0.00000	0.00000	3.75	9995.65
39	2009.12.16 08:40	sell	20	0.10	1.04153	0.00000	0.00000
40	2009.12.16 10:02	close	20	0.10	1.03933	0.00000	0.00000	21.17	10016.82
41	2009.12.16 14:15	sell	21	0.10	1.03943	0.00000	0.00000
42	2009.12.16 14:37	close	21	0.10	1.04050	0.00000	0.00000	-10.28	10006.54
43	2009.12.16 18:20	sell	22	0.10	1.03678	0.00000	0.00000
44	2009.12.16 18:50	close	22	0.10	1.03785	0.00000	0.00000	-10.31	9996.23
45	2009.12.18 06:20	sell	23	0.10	1.04128	0.00000	0.00000
46	2009.12.18 07:20	close	23	0.10	1.04253	0.00000	0.00000	-11.99	9984.24
47	2009.12.18 15:50	buy	24	0.10	1.04164	0.00000	0.00000
48	2009.12.18 16:02	buy	25	0.10	1.04149	0.00000	0.00000
49	2009.12.18 16:45	close	24	0.10	1.04589	0.00000	0.00000	40.64	10024.88
50	2009.12.18 16:47	close	25	0.10	1.04546	0.00000	0.00000	37.97	10062.85
51	2009.12.18 18:50	buy	26	0.10	1.04274	0.00000	0.00000
52	2009.12.18 22:37	close	26	0.10	1.04166	0.00000	0.00000	-10.37	10052.48
53	2009.12.21 02:00	sell	27	0.10	1.04169	0.00000	0.00000
54	2009.12.21 03:15	close	27	0.10	1.04282	0.00000	0.00000	-10.84	10041.64
55	2009.12.21 15:15	sell	28	0.10	1.04177	0.00000	0.00000
56	2009.12.21 15:45	close	28	0.10	1.04304	0.00000	0.00000	-12.18	10029.46
57	2009.12.22 00:45	buy	29	0.10	1.04557	0.00000	0.00000
58	2009.12.22 06:16	close	29	0.10	1.04568	0.00000	0.00000	1.05	10030.51
59	2009.12.22 10:16	sell	30	0.10	1.04671	0.00000	0.00000
60	2009.12.22 11:50	close	30	0.10	1.04792	0.00000	0.00000	-11.55	10018.96
61	2009.12.22 14:40	buy	31	0.10	1.04675	0.00000	0.00000
62	2009.12.22 14:46	close	31	0.10	1.04555	0.00000	0.00000	-11.48	10007.48
63	2009.12.22 15:00	buy	32	0.10	1.04615	0.00000	0.00000
64	2009.12.22 16:02	close	32	0.10	1.04983	0.00000	0.00000	35.05	10042.53
65	2009.12.23 06:45	buy	33	0.10	1.04854	0.00000	0.00000
66	2009.12.23 09:07	close	33	0.10	1.04904	0.00000	0.00000	4.77	10047.30
67	2009.12.24 09:50	sell	34	0.10	1.03868	0.00000	0.00000
68	2009.12.24 10:15	close	34	0.10	1.03691	0.00000	0.00000	17.07	10064.37
69	2009.12.24 14:50	sell	35	0.10	1.03505	0.00000	0.00000
70	2009.12.24 15:20	close	35	0.10	1.03663	0.00000	0.00000	-15.24	10049.13
71	2009.12.28 15:20	sell	36	0.10	1.03390	0.00000	0.00000
72	2009.12.28 20:20	close	36	0.10	1.03510	0.00000	0.00000	-11.59	10037.54
73	2009.12.29 05:20	buy	37	0.10	1.03558	0.00000	0.00000
74	2009.12.29 07:50	close	37	0.10	1.03404	0.00000	0.00000	-14.89	10022.65
75	2009.12.29 11:33	sell	38	0.10	1.03119	0.00000	0.00000
76	2009.12.29 12:02	close	38	0.10	1.03249	0.00000	0.00000	-12.59	10010.06
77	2009.12.29 14:16	sell	39	0.10	1.03124	0.00000	0.00000
78	2009.12.29 15:50	close	39	0.10	1.03242	0.00000	0.00000	-11.43	9998.63
79	2009.12.30 05:15	buy	40	0.10	1.03853	0.00000	0.00000
80	2009.12.30 07:50	close	40	0.10	1.03719	0.00000	0.00000	-12.92	9985.71