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		rsiperiod=8; bbperiod=14; bbotcl=1; SL=50; TP=135; MG=564651; Lots=0.1; mn=10; otstup=105; rsiup=30; rsidw=70; SARstep=0.003; SARmax=0.2; SarTrailingStop=1; TrailingStep=5;
Bars in test	1515	Ticks modelled	13947	Modelling quality	n/a
Mismatched charts errors	2
Initial deposit	10000.00
Total net profit	-12.40	Gross profit	131.69	Gross loss	-144.09
Profit factor	0.91	Expected payoff	-3.10
Absolute drawdown	12.40	Maximal drawdown	144.09 (1.42%)	Relative drawdown	1.42% (144.09)
Total trades	4	Short positions (won %)	1 (0.00%)	Long positions (won %)	3 (33.33%)
		Profit trades (% of total)	1 (25.00%)	Loss trades (% of total)	3 (75.00%)
Largest		profit trade	131.69	loss trade	-48.14
Average		profit trade	131.69	loss trade	-48.03
Maximum		consecutive wins (profit in money)	1 (131.69)	consecutive losses (loss in money)	3 (-144.09)
Maximal		consecutive profit (count of wins)	131.69 (1)	consecutive loss (count of losses)	-144.09 (3)
Average		consecutive wins	1	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 05:00	sell stop	1	0.10	0.99244	0.99744	0.97894
2	2009.12.01 22:00	buy stop	2	0.10	1.01181	1.00681	1.02531
3	2009.12.02 19:00	delete	1	0.10	0.99244	0.99744	0.97894
4	2009.12.03 01:00	sell stop	3	0.10	0.98726	0.99226	0.97376
5	2009.12.03 09:00	delete	2	0.10	1.01181	1.00681	1.02531
6	2009.12.03 18:00	buy stop	4	0.10	1.01157	1.00657	1.02507
7	2009.12.04 15:00	delete	3	0.10	0.98726	0.99226	0.97376
8	2009.12.04 16:40	buy	4	0.10	1.01157	1.00657	1.02507
9	2009.12.07 04:00	sell stop	5	0.10	1.00356	1.00856	0.99006
10	2009.12.07 10:00	delete	5	0.10	1.00356	1.00856	0.99006
11	2009.12.07 15:00	modify	4	0.10	1.01157	1.00719	1.02507
12	2009.12.07 16:00	modify	4	0.10	1.01157	1.00776	1.02507
13	2009.12.07 17:00	sell stop	6	0.10	1.00310	1.00810	0.98960
14	2009.12.07 17:00	modify	4	0.10	1.01157	1.00830	1.02507
15	2009.12.07 18:00	modify	4	0.10	1.01157	1.00884	1.02507
16	2009.12.07 19:00	modify	4	0.10	1.01157	1.00935	1.02507
17	2009.12.07 21:00	modify	4	0.10	1.01157	1.01033	1.02507
18	2009.12.07 23:00	modify	4	0.10	1.01157	1.01124	1.02507
19	2009.12.08 01:00	modify	4	0.10	1.01157	1.01209	1.02507
20	2009.12.08 03:00	modify	4	0.10	1.01157	1.01289	1.02507
21	2009.12.08 05:00	modify	4	0.10	1.01157	1.01364	1.02507
22	2009.12.08 07:00	modify	4	0.10	1.01157	1.01433	1.02507
23	2009.12.08 09:00	modify	4	0.10	1.01157	1.01499	1.02507
24	2009.12.08 11:00	modify	4	0.10	1.01157	1.01560	1.02507
25	2009.12.08 13:00	modify	4	0.10	1.01157	1.01617	1.02507
26	2009.12.08 14:20	t/p	4	0.10	1.02507	1.01617	1.02507	131.69	10131.69
27	2009.12.08 15:00	delete	6	0.10	1.00310	1.00810	0.98960
28	2009.12.09 02:00	sell stop	7	0.10	1.01383	1.01883	1.00033
29	2009.12.11 16:00	delete	7	0.10	1.01383	1.01883	1.00033
30	2009.12.14 11:00	sell stop	8	0.10	1.01879	1.02379	1.00529
31	2009.12.15 03:00	buy stop	9	0.10	1.04283	1.03783	1.05633
32	2009.12.15 09:00	delete	8	0.10	1.01879	1.02379	1.00529
33	2009.12.15 17:50	buy	9	0.10	1.04283	1.03783	1.05633
34	2009.12.15 20:00	sell stop	10	0.10	1.02762	1.03262	1.01412
35	2009.12.16 05:00	delete	10	0.10	1.02762	1.03262	1.01412
36	2009.12.16 08:00	sell stop	11	0.10	1.02943	1.03443	1.01593
37	2009.12.16 12:20	s/l	9	0.10	1.03783	1.03783	1.05633	-48.14	10083.55
38	2009.12.16 21:00	buy stop	12	0.10	1.05092	1.04592	1.06442
39	2009.12.17 03:00	delete	11	0.10	1.02943	1.03443	1.01593
40	2009.12.17 11:50	buy	12	0.10	1.05092	1.04592	1.06442
41	2009.12.17 16:00	sell stop	13	0.10	1.03446	1.03946	1.02096
42	2009.12.17 16:50	s/l	12	0.10	1.04592	1.04592	1.06442	-47.82	10035.73
43	2009.12.18 13:00	buy stop	14	0.10	1.05475	1.04975	1.06825
44	2009.12.22 13:00	delete	13	0.10	1.03446	1.03946	1.02096
45	2009.12.22 15:00	sell stop	15	0.10	1.03356	1.03856	1.02006
46	2009.12.23 12:00	delete	14	0.10	1.05475	1.04975	1.06825
47	2009.12.24 05:00	buy stop	16	0.10	1.05035	1.04535	1.06385
48	2009.12.24 09:00	delete	16	0.10	1.05035	1.04535	1.06385
49	2009.12.24 13:40	sell	15	0.10	1.03356	1.03856	1.02006
50	2009.12.24 16:00	buy stop	17	0.10	1.05000	1.04500	1.06350
51	2009.12.24 16:46	s/l	15	0.10	1.03856	1.03856	1.02006	-48.13	9987.60
52	2009.12.29 09:00	delete	17	0.10	1.05000	1.04500	1.06350
53	2009.12.29 20:00	buy stop	18	0.10	1.04897	1.04397	1.06247
54	2009.12.30 08:00	sell stop	19	0.10	1.02532	1.03032	1.01182
55	2009.12.30 17:00	delete	19	0.10	1.02532	1.03032	1.01182
56	2009.12.30 19:00	sell stop	20	0.10	1.02534	1.03034	1.01184
57	2009.12.31 03:00	delete	18	0.10	1.04897	1.04397	1.06247
58	2009.12.31 15:00	buy stop	21	0.10	1.04559	1.04059	1.05909