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		TakeProfit=83; StopLoss=98; Value_At_Risk=1; TrailingStop=60; price_deviation=-7; _server_time=1; _time_shift=0; revenge=true; counter_trade=true; _trailing_stop_percentage=0.75; user_lot_size=1; cci_check=80; cci_period=11; opt_active_time=6; _mid_range_factor=0.31; account_risk_control=true;
Bars in test	1515	Ticks modelled	13947	Modelling quality	n/a
Mismatched charts errors	2
Initial deposit	10000.00
Total net profit	-190.82	Gross profit	823.79	Gross loss	-1014.61
Profit factor	0.81	Expected payoff	-7.34
Absolute drawdown	423.58	Maximal drawdown	728.91 (7.07%)	Relative drawdown	7.07% (728.91)
Total trades	26	Short positions (won %)	10 (40.00%)	Long positions (won %)	16 (75.00%)
		Profit trades (% of total)	16 (61.54%)	Loss trades (% of total)	10 (38.46%)
Largest		profit trade	105.55	loss trade	-119.16
Average		profit trade	51.49	loss trade	-101.46
Maximum		consecutive wins (profit in money)	6 (262.81)	consecutive losses (loss in money)	3 (-311.58)
Maximal		consecutive profit (count of wins)	262.81 (6)	consecutive loss (count of losses)	-311.58 (3)
Average		consecutive wins	2	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 14:20	buy	1	0.40	0.99893	0.99640	1.00146
2	2009.12.01 14:50	modify	1	0.40	0.99893	0.99916	1.00146
3	2009.12.01 15:02	modify	1	0.40	0.99893	0.99920	1.00146
4	2009.12.01 15:07	modify	1	0.40	0.99893	0.99942	1.00146
5	2009.12.01 15:20	s/l	1	0.40	0.99942	0.99942	1.00146	19.62	10019.62
6	2009.12.02 17:15	buy	2	0.30	1.00158	0.99834	1.00251
7	2009.12.02 17:20	modify	2	0.30	1.00158	1.00160	1.00251
8	2009.12.02 17:27	s/l	2	0.30	1.00160	1.00160	1.00251	0.60	10020.22
9	2009.12.03 14:32	buy	3	0.90	0.99631	0.99520	0.99742
10	2009.12.03 14:40	t/p	3	0.90	0.99742	0.99520	0.99742	100.13	10120.35
11	2009.12.04 14:26	buy	4	1.00	0.99827	0.99729	0.99910
12	2009.12.04 14:35	t/p	4	1.00	0.99910	0.99729	0.99910	83.07	10203.42
13	2009.12.08 13:02	buy	5	0.30	1.02248	1.01868	1.02423
14	2009.12.08 14:15	t/p	5	0.30	1.02423	1.01868	1.02423	51.23	10254.65
15	2009.12.09 18:15	buy	6	0.30	1.02817	1.02452	1.03012
16	2009.12.09 19:20	modify	6	0.30	1.02817	1.02845	1.03012
17	2009.12.09 20:15	s/l	6	0.30	1.02845	1.02845	1.03012	8.16	10262.81
18	2009.12.10 12:20	sell	7	0.40	1.02464	1.02709	1.02318
19	2009.12.10 16:20	s/l	7	0.40	1.02709	1.02709	1.02318	-95.35	10167.46
20	2009.12.10 16:20	buy	8	0.30	1.02774	1.02367	1.03181
21	2009.12.11 13:20	s/l	8	0.30	1.02367	1.02367	1.03181	-119.16	10048.30
22	2009.12.11 13:20	sell	9	0.60	1.02344	1.02510	1.02255
23	2009.12.11 14:40	s/l	9	0.60	1.02510	1.02510	1.02255	-97.07	9951.23
24	2009.12.11 14:40	buy	10	0.40	1.02599	1.02340	1.02858
25	2009.12.11 14:50	t/p	10	0.40	1.02858	1.02340	1.02858	100.71	10051.94
26	2009.12.15 13:20	sell	11	0.40	1.04096	1.04392	1.03822
27	2009.12.15 15:20	modify	11	0.40	1.04096	1.04063	1.03822
28	2009.12.15 16:20	modify	11	0.40	1.04096	1.04028	1.03822
29	2009.12.15 17:10	s/l	11	0.40	1.04028	1.04028	1.03822	26.14	10078.08
30	2009.12.16 12:15	buy	12	0.80	1.03828	1.03695	1.03961
31	2009.12.16 13:20	s/l	12	0.80	1.03695	1.03695	1.03961	-102.63	9975.45
32	2009.12.16 13:20	sell	13	0.40	1.03671	1.03926	1.03549
33	2009.12.16 14:15	s/l	13	0.40	1.03926	1.03926	1.03549	-98.12	9877.33
34	2009.12.18 14:45	buy	14	0.30	1.04433	1.04116	1.04608
35	2009.12.18 16:45	modify	14	0.30	1.04433	1.04458	1.04608
36	2009.12.18 16:50	t/p	14	0.30	1.04608	1.04458	1.04608	50.13	9927.46
37	2009.12.21 13:16	sell	15	0.40	1.04015	1.04303	1.03788
38	2009.12.21 15:45	s/l	15	0.40	1.04303	1.04303	1.03788	-110.45	9817.01
39	2009.12.21 15:45	buy	16	0.30	1.04307	1.03918	1.04696
40	2009.12.21 17:37	modify	16	0.30	1.04307	1.04324	1.04696
41	2009.12.21 18:15	s/l	16	0.30	1.04324	1.04324	1.04696	4.89	9821.90
42	2009.12.22 12:15	buy	17	0.50	1.04788	1.04599	1.04905
43	2009.12.22 13:40	modify	17	0.50	1.04788	1.04805	1.04905
44	2009.12.22 13:45	t/p	17	0.50	1.04905	1.04805	1.04905	55.75	9877.65
45	2009.12.23 13:20	buy	18	0.90	1.04563	1.04443	1.04683
46	2009.12.23 13:45	s/l	18	0.90	1.04443	1.04443	1.04683	-103.48	9774.17
47	2009.12.23 13:45	sell	19	0.30	1.04366	1.04706	1.04257
48	2009.12.23 13:50	t/p	19	0.30	1.04257	1.04706	1.04257	31.37	9805.54
49	2009.12.24 12:50	sell	20	0.50	1.03366	1.03563	1.03199
50	2009.12.24 13:50	modify	20	0.50	1.03366	1.03333	1.03199
51	2009.12.24 14:10	s/l	20	0.50	1.03333	1.03333	1.03199	15.96	9821.50
52	2009.12.28 12:20	buy	21	1.00	1.03440	1.03340	1.03540
53	2009.12.28 12:50	s/l	21	1.00	1.03340	1.03340	1.03540	-96.77	9724.73
54	2009.12.28 12:50	sell	22	0.50	1.03335	1.03543	1.03246
55	2009.12.28 23:40	s/l	22	0.50	1.03543	1.03543	1.03246	-100.44	9624.29
56	2009.12.29 12:50	buy	23	0.40	1.02905	1.02674	1.03136
57	2009.12.29 14:16	modify	23	0.40	1.02905	1.02951	1.03136
58	2009.12.29 15:40	modify	23	0.40	1.02905	1.02958	1.03136
59	2009.12.29 15:45	t/p	23	0.40	1.03136	1.02958	1.03136	89.55	9713.84
60	2009.12.30 12:50	sell	24	1.00	1.03900	1.04006	1.03816
61	2009.12.30 12:57	modify	24	1.00	1.03900	1.03894	1.03816
62	2009.12.30 13:10	modify	24	1.00	1.03900	1.03893	1.03816
63	2009.12.30 13:15	t/p	24	1.00	1.03816	1.03893	1.03816	80.93	9794.77
64	2009.12.31 12:20	sell	25	0.40	1.02880	1.03115	1.02699
65	2009.12.31 14:45	s/l	25	0.40	1.03115	1.03115	1.02699	-91.14	9703.63
66	2009.12.31 14:45	buy	26	0.40	1.03149	1.02876	1.03422
67	2009.12.31 16:05	modify	26	0.40	1.03149	1.03161	1.03422
68	2009.12.31 16:10	t/p	26	0.40	1.03422	1.03161	1.03422	105.55	9809.18