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=0.1; StopLoss=1000; TakeProfit=150; TrailingStop=0; ZN=1; ZM=0; per=21; d=3; depth=12; deviation=5; backstep=3; mgod=2005; porog=300; test=1; imps=30; impb=-30; k1=30; k2=60;
Bars in test	1515	Ticks modelled	13947	Modelling quality	n/a
Mismatched charts errors	2
Initial deposit	10000.00
Total net profit	344.88	Gross profit	636.67	Gross loss	-291.79
Profit factor	2.18	Expected payoff	19.16
Absolute drawdown	454.35	Maximal drawdown	499.99 (4.98%)	Relative drawdown	4.98% (499.99)
Total trades	18	Short positions (won %)	9 (77.78%)	Long positions (won %)	9 (88.89%)
		Profit trades (% of total)	15 (83.33%)	Loss trades (% of total)	3 (16.67%)
Largest		profit trade	432.93	loss trade	-98.17
Average		profit trade	42.44	loss trade	-97.26
Maximum		consecutive wins (profit in money)	8 (533.73)	consecutive losses (loss in money)	2 (-195.28)
Maximal		consecutive profit (count of wins)	533.73 (8)	consecutive loss (count of losses)	-195.28 (2)
Average		consecutive wins	5	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.02 18:59	sell	1	0.10	1.00188	1.01188	1.00038
2	2009.12.03 00:45	t/p	1	0.10	1.00038	1.01188	1.00038	14.79	10014.79
3	2009.12.03 08:59	buy	2	0.10	0.99719	0.98719	0.99869
4	2009.12.03 14:45	t/p	2	0.10	0.99869	0.98719	0.99869	15.02	10029.81
5	2009.12.04 00:59	sell	3	0.10	0.99983	1.00983	0.99833
6	2009.12.04 14:26	t/p	3	0.10	0.99833	1.00983	0.99833	15.03	10044.84
7	2009.12.04 15:59	sell	4	0.10	1.00837	1.01837	1.00687
8	2009.12.04 20:45	s/l	4	0.10	1.01837	1.01837	1.00687	-98.17	9946.67
9	2009.12.08 15:59	sell	5	0.10	1.02299	1.03299	1.02149
10	2009.12.11 15:50	s/l	5	0.10	1.03299	1.03299	1.02149	-97.11	9849.57
11	2009.12.11 16:59	sell	6	0.10	1.03422	1.04422	1.03272
12	2009.12.14 02:20	t/p	6	0.10	1.03272	1.04422	1.03272	14.46	9864.03
13	2009.12.15 09:59	sell	7	0.10	1.03846	1.04846	1.03696
14	2009.12.16 13:00	buy	8	3.00	1.03786	1.02786	1.03936
15	2009.12.16 13:20	t/p	7	0.10	1.03696	1.04846	1.03696	14.40	9878.43
16	2009.12.16 14:15	t/p	8	3.00	1.03936	1.02786	1.03936	432.93	10311.36
17	2009.12.16 14:59	buy	9	0.10	1.03934	1.02934	1.04084
18	2009.12.17 02:33	t/p	9	0.10	1.04084	1.02934	1.04084	14.56	10325.92
19	2009.12.17 04:59	sell	10	0.10	1.04491	1.05491	1.04341
20	2009.12.18 01:20	t/p	10	0.10	1.04341	1.05491	1.04341	14.31	10340.23
21	2009.12.21 01:59	buy	11	0.10	1.04177	1.03177	1.04327
22	2009.12.21 09:40	t/p	11	0.10	1.04327	1.03177	1.04327	14.36	10354.59
23	2009.12.21 14:59	buy	12	0.10	1.04064	1.03064	1.04214
24	2009.12.21 15:20	t/p	12	0.10	1.04214	1.03064	1.04214	14.39	10368.98
25	2009.12.22 13:59	sell	13	0.10	1.04941	1.05941	1.04791
26	2009.12.22 14:33	t/p	13	0.10	1.04791	1.05941	1.04791	14.32	10383.30
27	2009.12.23 12:59	buy	14	0.10	1.04681	1.03681	1.04831
28	2009.12.23 18:20	s/l	14	0.10	1.03681	1.03681	1.04831	-96.51	10286.79
29	2009.12.24 11:59	buy	15	0.10	1.03516	1.02516	1.03666
30	2009.12.24 15:40	t/p	15	0.10	1.03666	1.02516	1.03666	14.46	10301.25
31	2009.12.29 02:59	sell	16	0.10	1.03554	1.04554	1.03404
32	2009.12.29 08:13	t/p	16	0.10	1.03404	1.04554	1.03404	14.50	10315.75
33	2009.12.29 09:59	buy	17	0.10	1.02961	1.01961	1.03111
34	2009.12.29 11:33	t/p	17	0.10	1.03111	1.01961	1.03111	14.54	10330.29
35	2009.12.30 19:59	buy	18	0.10	1.03636	1.02636	1.03786
36	2009.12.31 16:32	t/p	18	0.10	1.03786	1.02636	1.03786	14.60	10344.88