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		lots=0.01; MM=false; risk=1; MinLots=0.1; MAXLots=10; slippage=10; hourtoclose=20;
Bars in test	1515	Ticks modelled	13947	Modelling quality	n/a
Mismatched charts errors	2
Initial deposit	10000.00
Total net profit	-105.42	Gross profit	19.49	Gross loss	-124.91
Profit factor	0.16	Expected payoff	-2.85
Absolute drawdown	107.33	Maximal drawdown	111.21 (1.11%)	Relative drawdown	1.11% (111.21)
Total trades	37	Short positions (won %)	19 (10.53%)	Long positions (won %)	18 (27.78%)
		Profit trades (% of total)	7 (18.92%)	Loss trades (% of total)	30 (81.08%)
Largest		profit trade	5.69	loss trade	-6.75
Average		profit trade	2.78	loss trade	-4.16
Maximum		consecutive wins (profit in money)	1 (5.69)	consecutive losses (loss in money)	10 (-34.77)
Maximal		consecutive profit (count of wins)	5.69 (1)	consecutive loss (count of losses)	-34.77 (10)
Average		consecutive wins	1	consecutive losses	4

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 09:10	sell	1	0.01	1.00198	1.00728	0.00000
2	2009.12.01 20:00	close	1	0.01	0.99866	1.00728	0.00000	3.32	10003.32
3	2009.12.03 08:20	sell	2	0.01	0.99673	1.00123	0.00000
4	2009.12.03 15:15	s/l	2	0.01	1.00123	1.00123	0.00000	-4.49	9998.83
5	2009.12.03 15:15	buy	3	0.01	1.00137	0.99687	0.00000
6	2009.12.03 20:00	close	3	0.01	0.99856	0.99687	0.00000	-2.81	9996.02
7	2009.12.04 14:37	sell	4	0.01	0.99681	1.00119	0.00000
8	2009.12.04 14:40	s/l	4	0.01	1.00119	1.00119	0.00000	-4.36	9991.66
9	2009.12.04 14:40	buy	5	0.01	1.00385	0.99947	0.00000
10	2009.12.04 14:50	modify	5	0.01	1.00385	1.00530	0.00000
11	2009.12.04 14:57	s/l	5	0.01	1.00530	1.00530	0.00000	1.44	9993.10
12	2009.12.07 09:35	buy	6	0.01	1.02171	1.01487	0.00000
13	2009.12.07 19:16	s/l	6	0.01	1.01487	1.01487	0.00000	-6.75	9986.35
14	2009.12.07 19:16	sell	7	0.01	1.01437	1.02121	0.00000
15	2009.12.07 20:00	close	7	0.01	1.01778	1.02121	0.00000	-3.35	9983.00
16	2009.12.08 09:03	buy	8	0.01	1.02301	1.01755	0.00000
17	2009.12.08 10:50	s/l	8	0.01	1.01755	1.01755	0.00000	-5.37	9977.63
18	2009.12.08 10:50	sell	9	0.01	1.01704	1.02250	0.00000
19	2009.12.08 12:50	s/l	9	0.01	1.02250	1.02250	0.00000	-5.34	9972.29
20	2009.12.09 10:20	sell	10	0.01	1.02312	1.02891	0.00000
21	2009.12.09 15:20	s/l	10	0.01	1.02891	1.02891	0.00000	-5.62	9966.67
22	2009.12.09 15:20	buy	11	0.01	1.02906	1.02327	0.00000
23	2009.12.09 20:00	close	11	0.01	1.02939	1.02327	0.00000	0.32	9966.99
24	2009.12.10 09:37	buy	12	0.01	1.03129	1.02600	0.00000
25	2009.12.10 11:15	s/l	12	0.01	1.02600	1.02600	0.00000	-5.15	9961.84
26	2009.12.10 11:15	sell	13	0.01	1.02590	1.03119	0.00000
27	2009.12.10 20:00	close	13	0.01	1.02788	1.03119	0.00000	-1.93	9959.91
28	2009.12.11 14:50	buy	14	0.01	1.02987	1.02494	0.00000
29	2009.12.11 16:20	modify	14	0.01	1.02987	1.03062	0.00000
30	2009.12.11 16:45	modify	14	0.01	1.02987	1.03064	0.00000
31	2009.12.11 16:50	modify	14	0.01	1.02987	1.03128	0.00000
32	2009.12.11 17:20	modify	14	0.01	1.02987	1.03176	0.00000
33	2009.12.11 20:00	close	14	0.01	1.03425	1.03176	0.00000	4.23	9964.14
34	2009.12.14 08:20	sell	15	0.01	1.02940	1.03498	0.00000
35	2009.12.14 12:32	s/l	15	0.01	1.03498	1.03498	0.00000	-5.39	9958.75
36	2009.12.14 12:32	buy	16	0.01	1.03542	1.02984	0.00000
37	2009.12.14 20:00	close	16	0.01	1.03186	1.02984	0.00000	-3.45	9955.30
38	2009.12.15 09:03	buy	17	0.01	1.03815	1.03365	0.00000
39	2009.12.15 17:50	modify	17	0.01	1.03815	1.03833	0.00000
40	2009.12.15 20:00	close	17	0.01	1.04129	1.03833	0.00000	3.02	9958.32
41	2009.12.16 13:15	sell	18	0.01	1.03710	1.04231	0.00000
42	2009.12.16 20:00	close	18	0.01	1.03859	1.04231	0.00000	-1.43	9956.89
43	2009.12.17 02:46	buy	19	0.01	1.04440	1.03961	0.00000
44	2009.12.17 10:50	modify	19	0.01	1.04440	1.04443	0.00000
45	2009.12.17 11:40	modify	19	0.01	1.04440	1.04489	0.00000
46	2009.12.17 11:45	modify	19	0.01	1.04440	1.04541	0.00000
47	2009.12.17 11:50	modify	19	0.01	1.04440	1.04593	0.00000
48	2009.12.17 16:50	s/l	19	0.01	1.04593	1.04593	0.00000	1.47	9958.36
49	2009.12.17 16:50	sell	20	0.01	1.04564	1.05043	0.00000
50	2009.12.17 17:50	s/l	20	0.01	1.05043	1.05043	0.00000	-4.56	9953.80
51	2009.12.18 01:20	sell	21	0.01	1.04312	1.04871	0.00000
52	2009.12.18 17:02	s/l	21	0.01	1.04871	1.04871	0.00000	-5.33	9948.47
53	2009.12.18 17:02	buy	22	0.01	1.04875	1.04316	0.00000
54	2009.12.18 18:50	s/l	22	0.01	1.04316	1.04316	0.00000	-5.36	9943.11
55	2009.12.21 09:40	buy	23	0.01	1.04581	1.04062	0.00000
56	2009.12.21 13:16	s/l	23	0.01	1.04062	1.04062	0.00000	-4.99	9938.12
57	2009.12.21 13:16	sell	24	0.01	1.04015	1.04534	0.00000
58	2009.12.21 16:20	s/l	24	0.01	1.04534	1.04534	0.00000	-4.96	9933.16
59	2009.12.22 13:45	buy	25	0.01	1.05051	1.04553	0.00000
60	2009.12.22 15:07	s/l	25	0.01	1.04553	1.04553	0.00000	-4.76	9928.40
61	2009.12.22 15:07	sell	26	0.01	1.04547	1.05045	0.00000
62	2009.12.22 16:02	s/l	26	0.01	1.05045	1.05045	0.00000	-4.74	9923.66
63	2009.12.23 13:40	sell	27	0.01	1.04473	1.04916	0.00000
64	2009.12.23 16:20	modify	27	0.01	1.04473	1.04458	0.00000
65	2009.12.23 16:33	modify	27	0.01	1.04473	1.04414	0.00000
66	2009.12.23 16:40	modify	27	0.01	1.04473	1.04358	0.00000
67	2009.12.23 16:46	modify	27	0.01	1.04473	1.04282	0.00000
68	2009.12.23 18:15	modify	27	0.01	1.04473	1.04252	0.00000
69	2009.12.23 18:20	modify	27	0.01	1.04473	1.04173	0.00000
70	2009.12.23 18:32	modify	27	0.01	1.04473	1.04161	0.00000
71	2009.12.23 18:37	modify	27	0.01	1.04473	1.04146	0.00000
72	2009.12.23 20:00	close	27	0.01	1.03882	1.04146	0.00000	5.69	9929.35
73	2009.12.24 11:32	sell	28	0.01	1.03388	1.03947	0.00000
74	2009.12.24 16:46	s/l	28	0.01	1.03947	1.03947	0.00000	-5.37	9923.98
75	2009.12.24 16:46	buy	29	0.01	1.03978	1.03419	0.00000
76	2009.12.28 02:50	s/l	29	0.01	1.03419	1.03419	0.00000	-5.39	9918.59
77	2009.12.28 02:50	sell	30	0.01	1.03418	1.03882	0.00000
78	2009.12.28 08:50	s/l	30	0.01	1.03882	1.03882	0.00000	-4.46	9914.13
79	2009.12.28 08:50	buy	31	0.01	1.03889	1.03425	0.00000
80	2009.12.28 12:40	s/l	31	0.01	1.03425	1.03425	0.00000	-4.48	9909.65
81	2009.12.29 08:35	sell	32	0.01	1.03242	1.03660	0.00000
82	2009.12.29 17:15	s/l	32	0.01	1.03660	1.03660	0.00000	-4.03	9905.62
83	2009.12.29 17:15	buy	33	0.01	1.03734	1.03316	0.00000
84	2009.12.29 20:00	close	33	0.01	1.03679	1.03316	0.00000	-0.53	9905.09
85	2009.12.30 16:45	buy	34	0.01	1.04232	1.03744	0.00000
86	2009.12.30 18:15	s/l	34	0.01	1.03744	1.03744	0.00000	-4.71	9900.38
87	2009.12.30 18:15	sell	35	0.01	1.03659	1.04147	0.00000
88	2009.12.30 20:00	close	35	0.01	1.03749	1.04147	0.00000	-0.87	9899.51
89	2009.12.31 07:40	sell	36	0.01	1.03115	1.03551	0.00000
90	2009.12.31 16:10	s/l	36	0.01	1.03551	1.03551	0.00000	-4.21	9895.30
91	2009.12.31 16:10	buy	37	0.01	1.03581	1.03145	0.00000
92	2009.12.31 18:57	close at stop	37	0.01	1.03506	1.03145	0.00000	-0.72	9894.58