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		In_BUY=true; Count_buy=24; w_price=0.18; w_trend=0.18; SL_buy=62; Risk_buy=0; In_SELL=true; Count_sell=24; m_price=0.18; m_trend=0.18; SL_sell=62; Risk_sell=0;
Bars in test	1515	Ticks modelled	13947	Modelling quality	n/a
Mismatched charts errors	2
Initial deposit	10000.00
Total net profit	-20.51	Gross profit	81.07	Gross loss	-101.58
Profit factor	0.80	Expected payoff	-0.39
Absolute drawdown	22.09	Maximal drawdown	28.89 (0.29%)	Relative drawdown	0.29% (28.89)
Total trades	52	Short positions (won %)	28 (57.14%)	Long positions (won %)	24 (79.17%)
		Profit trades (% of total)	35 (67.31%)	Loss trades (% of total)	17 (32.69%)
Largest		profit trade	5.63	loss trade	-6.41
Average		profit trade	2.32	loss trade	-5.98
Maximum		consecutive wins (profit in money)	8 (12.53)	consecutive losses (loss in money)	3 (-19.08)
Maximal		consecutive profit (count of wins)	12.53 (8)	consecutive loss (count of losses)	-19.08 (3)
Average		consecutive wins	3	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 01:00	buy	1	0.01	1.00349	0.99704	1.00568
2	2009.12.01 06:10	t/p	1	0.01	1.00568	0.99704	1.00568	2.18	10002.18
3	2009.12.01 10:00	buy	2	0.01	1.00037	0.99392	1.00350
4	2009.12.01 21:00	sell	3	0.01	0.99873	1.00518	0.99746
5	2009.12.03 08:20	t/p	3	0.01	0.99746	1.00518	0.99746	1.25	10003.43
6	2009.12.03 15:00	sell	4	0.01	0.99921	1.00566	0.99677
7	2009.12.04 14:45	t/p	2	0.01	1.00350	0.99392	1.00350	3.13	10006.57
8	2009.12.04 14:45	s/l	4	0.01	1.00566	1.00566	0.99677	-6.41	10000.16
9	2009.12.04 15:00	sell	5	0.01	1.00834	1.01479	1.00162
10	2009.12.04 17:37	s/l	5	0.01	1.01479	1.01479	1.00162	-6.36	9993.80
11	2009.12.04 18:00	sell	6	0.01	1.01364	1.02009	1.00814
12	2009.12.07 00:00	buy	7	0.01	1.01560	1.00915	1.01891
13	2009.12.07 09:35	s/l	6	0.01	1.02009	1.02009	1.00814	-6.32	9987.48
14	2009.12.07 09:35	t/p	7	0.01	1.01891	1.00915	1.01891	3.24	9990.72
15	2009.12.07 10:00	sell	8	0.01	1.02340	1.02985	1.01946
16	2009.12.07 11:40	t/p	8	0.01	1.01946	1.02985	1.01946	3.86	9994.58
17	2009.12.07 17:00	buy	9	0.01	1.01945	1.01300	1.02200
18	2009.12.08 09:00	sell	10	0.01	1.02091	1.02736	1.01796
19	2009.12.08 09:10	t/p	9	0.01	1.02200	1.01300	1.02200	2.49	9997.08
20	2009.12.08 10:50	t/p	10	0.01	1.01796	1.02736	1.01796	2.90	9999.98
21	2009.12.08 13:00	sell	11	0.01	1.02140	1.02785	1.01900
22	2009.12.08 19:20	s/l	11	0.01	1.02785	1.02785	1.01900	-6.27	9993.71
23	2009.12.08 20:00	sell	12	0.01	1.02766	1.03411	1.02590
24	2009.12.08 23:00	buy	13	0.01	1.02710	1.02065	1.02847
25	2009.12.08 23:32	t/p	12	0.01	1.02590	1.03411	1.02590	1.72	9995.43
26	2009.12.09 00:32	t/p	13	0.01	1.02847	1.02065	1.02847	1.33	9996.76
27	2009.12.09 01:00	buy	14	0.01	1.02771	1.02126	1.02919
28	2009.12.09 14:00	sell	15	0.01	1.02603	1.03248	1.02455
29	2009.12.09 14:10	t/p	15	0.01	1.02455	1.03248	1.02455	1.45	9998.21
30	2009.12.09 15:00	sell	16	0.01	1.02586	1.03231	1.02457
31	2009.12.09 16:50	t/p	16	0.01	1.02457	1.03231	1.02457	1.26	9999.47
32	2009.12.09 19:00	sell	17	0.01	1.02835	1.03480	1.02569
33	2009.12.09 19:15	t/p	14	0.01	1.02919	1.02126	1.02919	1.43	10000.90
34	2009.12.10 01:20	t/p	17	0.01	1.02569	1.03480	1.02569	2.57	10003.47
35	2009.12.10 07:00	sell	18	0.01	1.02855	1.03500	1.02729
36	2009.12.10 08:10	t/p	18	0.01	1.02729	1.03500	1.02729	1.22	10004.69
37	2009.12.10 12:00	buy	19	0.01	1.02532	1.01887	1.02691
38	2009.12.10 16:20	t/p	19	0.01	1.02691	1.01887	1.02691	1.55	10006.24
39	2009.12.11 15:00	sell	20	0.01	1.02865	1.03510	1.02560
40	2009.12.11 16:20	s/l	20	0.01	1.03510	1.03510	1.02560	-6.22	10000.02
41	2009.12.11 17:00	sell	21	0.01	1.03424	1.04069	1.02869
42	2009.12.14 01:00	buy	22	0.01	1.03448	1.02803	1.03614
43	2009.12.15 09:03	t/p	22	0.01	1.03614	1.02803	1.03614	1.60	10001.63
44	2009.12.15 10:32	s/l	21	0.01	1.04069	1.04069	1.02869	-6.20	9995.42
45	2009.12.15 11:00	sell	23	0.01	1.03986	1.04631	1.03603
46	2009.12.15 17:00	buy	24	0.01	1.03915	1.03270	1.04151
47	2009.12.15 17:20	t/p	24	0.01	1.04151	1.03270	1.04151	2.26	9997.68
48	2009.12.15 20:00	buy	25	0.01	1.04154	1.03509	1.04319
49	2009.12.16 16:02	t/p	23	0.01	1.03603	1.04631	1.03603	3.69	10001.38
50	2009.12.16 17:15	s/l	25	0.01	1.03509	1.03509	1.04319	-6.23	9995.15
51	2009.12.16 21:00	sell	26	0.01	1.03965	1.04610	1.03672
52	2009.12.17 04:10	s/l	26	0.01	1.04610	1.04610	1.03672	-6.18	9988.97
53	2009.12.17 05:00	sell	27	0.01	1.04489	1.05134	1.04182
54	2009.12.17 10:00	buy	28	0.01	1.04593	1.03948	1.04725
55	2009.12.17 10:16	t/p	28	0.01	1.04725	1.03948	1.04725	1.26	9990.23
56	2009.12.17 14:00	buy	29	0.01	1.04923	1.04278	1.05062
57	2009.12.18 01:45	s/l	29	0.01	1.04278	1.04278	1.05062	-6.19	9984.05
58	2009.12.18 01:50	t/p	27	0.01	1.04182	1.05134	1.04182	2.94	9986.99
59	2009.12.18 02:00	buy	30	0.01	1.04312	1.03667	1.04629
60	2009.12.18 07:00	sell	31	0.01	1.04159	1.04804	1.04022
61	2009.12.18 16:50	t/p	30	0.01	1.04629	1.03667	1.04629	3.03	9990.02
62	2009.12.18 17:07	s/l	31	0.01	1.04804	1.04804	1.04022	-6.15	9983.87
63	2009.12.18 18:00	sell	32	0.01	1.04519	1.05164	1.04330
64	2009.12.18 18:50	t/p	32	0.01	1.04330	1.05164	1.04330	1.82	9985.69
65	2009.12.21 00:00	buy	33	0.01	1.04092	1.03447	1.04413
66	2009.12.21 09:40	t/p	33	0.01	1.04413	1.03447	1.04413	3.07	9988.76
67	2009.12.21 10:00	sell	34	0.01	1.04628	1.05273	1.04204
68	2009.12.21 12:20	t/p	34	0.01	1.04204	1.05273	1.04204	4.07	9992.83
69	2009.12.21 14:00	buy	35	0.01	1.04033	1.03388	1.04197
70	2009.12.21 15:20	t/p	35	0.01	1.04197	1.03388	1.04197	1.57	9994.40
71	2009.12.21 17:00	sell	36	0.01	1.04382	1.05027	1.04227
72	2009.12.22 14:02	s/l	36	0.01	1.05027	1.05027	1.04227	-6.15	9988.25
73	2009.12.22 19:00	buy	37	0.01	1.04703	1.04058	1.04843
74	2009.12.22 19:20	t/p	37	0.01	1.04843	1.04058	1.04843	1.33	9989.58
75	2009.12.23 12:00	buy	38	0.01	1.04633	1.03988	1.04815
76	2009.12.23 16:20	s/l	38	0.01	1.03988	1.03988	1.04815	-6.20	9983.38
77	2009.12.23 17:00	buy	39	0.01	1.03900	1.03255	1.04290
78	2009.12.23 21:00	sell	40	0.01	1.03930	1.04575	1.03746
79	2009.12.24 08:45	t/p	40	0.01	1.03746	1.04575	1.03746	1.75	9985.13
80	2009.12.24 13:50	s/l	39	0.01	1.03255	1.03255	1.04290	-6.24	9978.90
81	2009.12.24 14:00	buy	41	0.01	1.03295	1.02650	1.03487
82	2009.12.24 14:50	t/p	41	0.01	1.03487	1.02650	1.03487	1.86	9980.76
83	2009.12.24 16:00	sell	42	0.01	1.03779	1.04424	1.03469
84	2009.12.28 02:50	t/p	42	0.01	1.03469	1.04424	1.03469	2.99	9983.74
85	2009.12.28 03:00	buy	43	0.01	1.03468	1.02823	1.03600
86	2009.12.28 05:10	t/p	43	0.01	1.03600	1.02823	1.03600	1.27	9985.01
87	2009.12.28 21:00	sell	44	0.01	1.03496	1.04141	1.03354
88	2009.12.29 08:26	t/p	44	0.01	1.03354	1.04141	1.03354	1.36	9986.37
89	2009.12.29 09:00	buy	45	0.01	1.03123	1.02478	1.03482
90	2009.12.29 16:00	sell	46	0.01	1.03147	1.03792	1.02948
91	2009.12.29 17:15	t/p	45	0.01	1.03482	1.02478	1.03482	3.47	9989.84
92	2009.12.29 17:32	s/l	46	0.01	1.03792	1.03792	1.02948	-6.21	9983.63
93	2009.12.29 18:00	sell	47	0.01	1.03649	1.04294	1.03066
94	2009.12.30 06:00	buy	48	0.01	1.03909	1.03264	1.04045
95	2009.12.30 16:45	t/p	48	0.01	1.04045	1.03264	1.04045	1.31	9984.94
96	2009.12.30 19:00	buy	49	0.01	1.03652	1.03007	1.03842
97	2009.12.31 07:46	t/p	47	0.01	1.03066	1.04294	1.03066	5.63	9990.58
98	2009.12.31 07:46	s/l	49	0.01	1.03007	1.03007	1.03842	-6.26	9984.32
99	2009.12.31 08:00	buy	50	0.01	1.02948	1.02303	1.03277
100	2009.12.31 15:00	sell	51	0.01	1.03049	1.03694	1.02864
101	2009.12.31 15:50	t/p	50	0.01	1.03277	1.02303	1.03277	3.18	9987.50
102	2009.12.31 16:32	s/l	51	0.01	1.03694	1.03694	1.02864	-6.21	9981.29
103	2009.12.31 17:00	sell	52	0.01	1.03345	1.03990	1.02979
104	2009.12.31 18:57	close at stop	52	0.01	1.03531	1.03990	1.02979	-1.80	9979.49