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=50; Lots=0.1; TrailingStop=30; MATrendPeriod=3; timeInter=55; timeBeforeNow=5;
Bars in test	1515	Ticks modelled	13947	Modelling quality	n/a
Mismatched charts errors	2
Initial deposit	10000.00
Total net profit	-311.45	Gross profit	87.34	Gross loss	-398.79
Profit factor	0.22	Expected payoff	-2.91
Absolute drawdown	313.67	Maximal drawdown	314.17 (3.14%)	Relative drawdown	3.14% (314.17)
Total trades	107	Short positions (won %)	54 (22.22%)	Long positions (won %)	53 (28.30%)
		Profit trades (% of total)	27 (25.23%)	Loss trades (% of total)	80 (74.77%)
Largest		profit trade	5.00	loss trade	-13.16
Average		profit trade	3.23	loss trade	-4.98
Maximum		consecutive wins (profit in money)	3 (12.39)	consecutive losses (loss in money)	12 (-24.06)
Maximal		consecutive profit (count of wins)	12.39 (3)	consecutive loss (count of losses)	-70.84 (11)
Average		consecutive wins	2	consecutive losses	5

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 00:00	buy	1	0.10	1.00514	0.00000	1.00564
2	2009.12.01 00:33	close	1	0.10	1.00430	0.00000	1.00564	-8.36	9991.64
3	2009.12.01 03:10	buy	2	0.10	1.00504	0.00000	1.00554
4	2009.12.01 03:20	t/p	2	0.10	1.00554	0.00000	1.00554	4.97	9996.61
5	2009.12.01 03:20	buy	3	0.10	1.00575	0.00000	1.00625
6	2009.12.01 03:27	close	3	0.10	1.00509	0.00000	1.00625	-6.57	9990.04
7	2009.12.01 03:27	buy	4	0.10	1.00525	0.00000	1.00575
8	2009.12.01 03:45	close	4	0.10	1.00458	0.00000	1.00575	-6.67	9983.37
9	2009.12.01 03:47	buy	5	0.10	1.00486	0.00000	1.00536
10	2009.12.01 03:50	close	5	0.10	1.00417	0.00000	1.00536	-6.87	9976.50
11	2009.12.01 03:52	buy	6	0.10	1.00455	0.00000	1.00505
12	2009.12.01 04:02	t/p	6	0.10	1.00505	0.00000	1.00505	4.98	9981.48
13	2009.12.01 22:00	buy	7	0.10	0.99944	0.00000	0.99994
14	2009.12.01 22:20	close	7	0.10	0.99873	0.00000	0.99994	-7.11	9974.37
15	2009.12.01 22:22	buy	8	0.10	0.99904	0.00000	0.99954
16	2009.12.01 23:45	t/p	8	0.10	0.99954	0.00000	0.99954	5.00	9979.37
17	2009.12.02 09:00	buy	9	0.10	0.99941	0.00000	0.99991
18	2009.12.02 09:15	close	9	0.10	0.99874	0.00000	0.99991	-6.71	9972.66
19	2009.12.02 09:17	buy	10	0.10	0.99906	0.00000	0.99956
20	2009.12.02 09:20	close	10	0.10	0.99819	0.00000	0.99956	-8.72	9963.94
21	2009.12.02 14:02	buy	11	0.10	0.99936	0.00000	0.99986
22	2009.12.02 14:15	close	11	0.10	0.99865	0.00000	0.99986	-7.11	9956.83
23	2009.12.02 14:17	buy	12	0.10	0.99892	0.00000	0.99942
24	2009.12.02 14:20	close	12	0.10	0.99830	0.00000	0.99942	-6.21	9950.62
25	2009.12.02 14:33	buy	13	0.10	0.99957	0.00000	1.00007
26	2009.12.02 14:46	t/p	13	0.10	1.00007	0.00000	1.00007	5.00	9955.62
27	2009.12.02 14:46	buy	14	0.10	1.00040	0.00000	1.00090
28	2009.12.02 14:56	close	14	0.10	0.99967	0.00000	1.00090	-7.30	9948.32
29	2009.12.02 14:59	buy	15	0.10	0.99975	0.00000	1.00025
30	2009.12.02 15:02	t/p	15	0.10	1.00025	0.00000	1.00025	5.00	9953.32
31	2009.12.09 00:07	sell	16	0.10	1.02571	0.00000	1.02521
32	2009.12.09 00:10	close	16	0.10	1.02702	0.00000	1.02521	-12.76	9940.56
33	2009.12.09 00:12	sell	17	0.10	1.02662	0.00000	1.02612
34	2009.12.09 00:15	close	17	0.10	1.02770	0.00000	1.02612	-10.51	9930.05
35	2009.12.09 03:00	sell	18	0.10	1.02615	0.00000	1.02565
36	2009.12.09 03:02	close	18	0.10	1.02630	0.00000	1.02565	-1.46	9928.59
37	2009.12.09 03:05	sell	19	0.10	1.02604	0.00000	1.02554
38	2009.12.09 03:07	close	19	0.10	1.02638	0.00000	1.02554	-3.31	9925.28
39	2009.12.09 03:10	sell	20	0.10	1.02588	0.00000	1.02538
40	2009.12.09 03:12	close	20	0.10	1.02614	0.00000	1.02538	-2.53	9922.75
41	2009.12.09 03:15	sell	21	0.10	1.02563	0.00000	1.02513
42	2009.12.09 03:17	close	21	0.10	1.02589	0.00000	1.02513	-2.53	9920.22
43	2009.12.09 03:20	sell	22	0.10	1.02531	0.00000	1.02481
44	2009.12.09 03:22	close	22	0.10	1.02565	0.00000	1.02481	-3.31	9916.91
45	2009.12.09 03:25	sell	23	0.10	1.02539	0.00000	1.02489
46	2009.12.09 03:27	close	23	0.10	1.02581	0.00000	1.02489	-4.09	9912.82
47	2009.12.09 03:27	sell	24	0.10	1.02537	0.00000	1.02487
48	2009.12.09 03:30	close	24	0.10	1.02559	0.00000	1.02487	-2.15	9910.67
49	2009.12.09 03:32	sell	25	0.10	1.02575	0.00000	1.02525
50	2009.12.09 03:35	close	25	0.10	1.02587	0.00000	1.02525	-1.17	9909.50
51	2009.12.09 03:37	sell	26	0.10	1.02580	0.00000	1.02530
52	2009.12.09 03:40	close	26	0.10	1.02576	0.00000	1.02530	0.39	9909.89
53	2009.12.09 03:42	sell	27	0.10	1.02564	0.00000	1.02514
54	2009.12.09 03:45	close	27	0.10	1.02560	0.00000	1.02514	0.39	9910.28
55	2009.12.09 03:47	sell	28	0.10	1.02547	0.00000	1.02497
56	2009.12.09 03:50	close	28	0.10	1.02538	0.00000	1.02497	0.88	9911.16
57	2009.12.09 03:52	sell	29	0.10	1.02531	0.00000	1.02481
58	2009.12.09 03:55	close	29	0.10	1.02543	0.00000	1.02481	-1.17	9909.99
59	2009.12.09 03:57	sell	30	0.10	1.02542	0.00000	1.02492
60	2009.12.09 03:59	close	30	0.10	1.02549	0.00000	1.02492	-0.68	9909.31
61	2009.12.09 22:00	sell	31	0.10	1.02632	0.00000	1.02582
62	2009.12.09 22:02	close	31	0.10	1.02627	0.00000	1.02582	0.49	9909.80
63	2009.12.09 22:05	sell	32	0.10	1.02615	0.00000	1.02565
64	2009.12.09 22:07	close	32	0.10	1.02622	0.00000	1.02565	-0.68	9909.12
65	2009.12.09 22:10	sell	33	0.10	1.02631	0.00000	1.02581
66	2009.12.09 22:12	close	33	0.10	1.02643	0.00000	1.02581	-1.17	9907.95
67	2009.12.09 22:15	sell	34	0.10	1.02647	0.00000	1.02597
68	2009.12.09 22:17	close	34	0.10	1.02660	0.00000	1.02597	-1.27	9906.68
69	2009.12.09 22:20	sell	35	0.10	1.02663	0.00000	1.02613
70	2009.12.09 22:22	close	35	0.10	1.02670	0.00000	1.02613	-0.68	9906.00
71	2009.12.09 22:25	sell	36	0.10	1.02658	0.00000	1.02608
72	2009.12.09 22:27	close	36	0.10	1.02660	0.00000	1.02608	-0.19	9905.81
73	2009.12.09 22:27	sell	37	0.10	1.02632	0.00000	1.02582
74	2009.12.09 22:30	close	37	0.10	1.02651	0.00000	1.02582	-1.85	9903.96
75	2009.12.09 22:32	sell	38	0.10	1.02637	0.00000	1.02587
76	2009.12.09 22:35	close	38	0.10	1.02660	0.00000	1.02587	-2.24	9901.72
77	2009.12.09 22:37	sell	39	0.10	1.02632	0.00000	1.02582
78	2009.12.09 22:40	close	39	0.10	1.02676	0.00000	1.02582	-4.29	9897.43
79	2009.12.09 22:42	sell	40	0.10	1.02653	0.00000	1.02603
80	2009.12.09 22:45	close	40	0.10	1.02691	0.00000	1.02603	-3.70	9893.73
81	2009.12.09 22:47	sell	41	0.10	1.02668	0.00000	1.02618
82	2009.12.09 22:50	close	41	0.10	1.02707	0.00000	1.02618	-3.80	9889.93
83	2009.12.09 22:52	sell	42	0.10	1.02679	0.00000	1.02629
84	2009.12.09 22:55	close	42	0.10	1.02702	0.00000	1.02629	-2.24	9887.69
85	2009.12.09 22:57	sell	43	0.10	1.02668	0.00000	1.02618
86	2009.12.09 22:59	close	43	0.10	1.02688	0.00000	1.02618	-1.95	9885.74
87	2009.12.11 03:00	buy	44	0.10	1.02652	0.00000	1.02702
88	2009.12.11 03:15	t/p	44	0.10	1.02702	0.00000	1.02702	4.87	9890.61
89	2009.12.11 03:15	buy	45	0.10	1.02724	0.00000	1.02774
90	2009.12.11 03:45	close	45	0.10	1.02645	0.00000	1.02774	-7.70	9882.91
91	2009.12.11 03:47	buy	46	0.10	1.02674	0.00000	1.02724
92	2009.12.11 03:50	close	46	0.10	1.02603	0.00000	1.02724	-6.92	9875.99
93	2009.12.11 03:52	buy	47	0.10	1.02642	0.00000	1.02692
94	2009.12.11 04:07	t/p	47	0.10	1.02692	0.00000	1.02692	4.87	9880.86
95	2009.12.15 17:00	sell	48	0.10	1.03890	0.00000	1.03840
96	2009.12.15 17:02	close	48	0.10	1.03926	0.00000	1.03840	-3.46	9877.40
97	2009.12.15 17:05	sell	49	0.10	1.03936	0.00000	1.03886
98	2009.12.15 17:10	close	49	0.10	1.04038	0.00000	1.03886	-9.80	9867.60
99	2009.12.15 21:00	sell	50	0.10	1.04077	0.00000	1.04027
100	2009.12.15 21:02	close	50	0.10	1.04092	0.00000	1.04027	-1.44	9866.16
101	2009.12.15 21:05	sell	51	0.10	1.04068	0.00000	1.04018
102	2009.12.15 21:07	close	51	0.10	1.04099	0.00000	1.04018	-2.98	9863.18
103	2009.12.15 21:10	sell	52	0.10	1.04054	0.00000	1.04004
104	2009.12.15 21:12	close	52	0.10	1.04079	0.00000	1.04004	-2.40	9860.78
105	2009.12.15 21:15	sell	53	0.10	1.04035	0.00000	1.03985
106	2009.12.15 21:17	close	53	0.10	1.04059	0.00000	1.03985	-2.31	9858.47
107	2009.12.15 21:20	sell	54	0.10	1.04008	0.00000	1.03958
108	2009.12.15 21:22	close	54	0.10	1.04039	0.00000	1.03958	-2.98	9855.49
109	2009.12.15 21:25	sell	55	0.10	1.04015	0.00000	1.03965
110	2009.12.15 21:27	close	55	0.10	1.04053	0.00000	1.03965	-3.65	9851.84
111	2009.12.15 21:27	sell	56	0.10	1.04027	0.00000	1.03977
112	2009.12.15 21:30	close	56	0.10	1.04046	0.00000	1.03977	-1.83	9850.01
113	2009.12.15 21:32	sell	57	0.10	1.04090	0.00000	1.04040
114	2009.12.15 21:35	close	57	0.10	1.04099	0.00000	1.04040	-0.86	9849.15
115	2009.12.15 21:37	sell	58	0.10	1.04099	0.00000	1.04049
116	2009.12.15 21:40	close	58	0.10	1.04081	0.00000	1.04049	1.73	9850.88
117	2009.12.15 21:42	sell	59	0.10	1.04072	0.00000	1.04022
118	2009.12.15 21:45	close	59	0.10	1.04055	0.00000	1.04022	1.63	9852.51
119	2009.12.15 21:47	sell	60	0.10	1.04046	0.00000	1.03996
120	2009.12.15 21:50	close	60	0.10	1.04019	0.00000	1.03996	2.60	9855.11
121	2009.12.15 21:52	sell	61	0.10	1.04019	0.00000	1.03969
122	2009.12.15 21:55	close	61	0.10	1.04028	0.00000	1.03969	-0.87	9854.24
123	2009.12.15 21:57	sell	62	0.10	1.04037	0.00000	1.03987
124	2009.12.15 21:59	close	62	0.10	1.04041	0.00000	1.03987	-0.38	9853.86
125	2009.12.18 08:00	buy	63	0.10	1.04239	0.00000	1.04289
126	2009.12.18 08:10	t/p	63	0.10	1.04289	0.00000	1.04289	4.80	9858.66
127	2009.12.18 08:10	buy	64	0.10	1.04330	0.00000	1.04380
128	2009.12.18 08:20	t/p	64	0.10	1.04380	0.00000	1.04380	4.79	9863.45
129	2009.12.18 08:20	buy	65	0.10	1.04443	0.00000	1.04493
130	2009.12.18 08:22	close	65	0.10	1.04387	0.00000	1.04493	-5.36	9858.09
131	2009.12.18 08:25	buy	66	0.10	1.04424	0.00000	1.04474
132	2009.12.18 08:27	close	66	0.10	1.04349	0.00000	1.04474	-7.19	9850.90
133	2009.12.18 08:27	buy	67	0.10	1.04335	0.00000	1.04385
134	2009.12.18 08:40	close	67	0.10	1.04265	0.00000	1.04385	-6.71	9844.19
135	2009.12.18 08:42	buy	68	0.10	1.04307	0.00000	1.04357
136	2009.12.18 08:45	close	68	0.10	1.04193	0.00000	1.04357	-10.94	9833.25
137	2009.12.18 08:47	buy	69	0.10	1.04235	0.00000	1.04285
138	2009.12.18 08:50	close	69	0.10	1.04098	0.00000	1.04285	-13.16	9820.09
139	2009.12.18 08:52	buy	70	0.10	1.04164	0.00000	1.04214
140	2009.12.18 08:59	t/p	70	0.10	1.04214	0.00000	1.04214	4.80	9824.89
141	2009.12.18 08:59	buy	71	0.10	1.04242	0.00000	1.04292
142	2009.12.18 09:10	close	71	0.10	1.04184	0.00000	1.04292	-5.57	9819.32
143	2009.12.23 22:00	buy	72	0.10	1.03963	0.00000	1.04013
144	2009.12.23 22:15	close	72	0.10	1.03902	0.00000	1.04013	-5.87	9813.45
145	2009.12.23 22:17	buy	73	0.10	1.03927	0.00000	1.03977
146	2009.12.23 22:20	close	73	0.10	1.03875	0.00000	1.03977	-5.01	9808.44
147	2009.12.23 22:22	buy	74	0.10	1.03906	0.00000	1.03956
148	2009.12.23 22:50	close	74	0.10	1.03840	0.00000	1.03956	-6.36	9802.08
149	2009.12.24 06:00	buy	75	0.10	1.03932	0.00000	1.03982
150	2009.12.24 06:20	close	75	0.10	1.03879	0.00000	1.03982	-5.10	9796.98
151	2009.12.24 06:22	buy	76	0.10	1.03905	0.00000	1.03955
152	2009.12.24 07:15	close	76	0.10	1.03831	0.00000	1.03955	-7.13	9789.85
153	2009.12.24 16:00	buy	77	0.10	1.03797	0.00000	1.03847
154	2009.12.24 16:03	close	77	0.10	1.03723	0.00000	1.03847	-7.13	9782.72
155	2009.12.24 16:06	buy	78	0.10	1.03755	0.00000	1.03805
156	2009.12.24 16:10	close	78	0.10	1.03681	0.00000	1.03805	-7.14	9775.58
157	2009.12.24 16:13	buy	79	0.10	1.03713	0.00000	1.03763
158	2009.12.24 16:16	close	79	0.10	1.03625	0.00000	1.03763	-8.49	9767.09
159	2009.12.24 16:20	buy	80	0.10	1.03671	0.00000	1.03721
160	2009.12.24 16:33	t/p	80	0.10	1.03721	0.00000	1.03721	4.82	9771.91
161	2009.12.24 16:33	buy	81	0.10	1.03799	0.00000	1.03849
162	2009.12.24 16:46	t/p	81	0.10	1.03849	0.00000	1.03849	4.82	9776.73
163	2009.12.24 16:46	buy	82	0.10	1.03877	0.00000	1.03927
164	2009.12.24 16:56	close	82	0.10	1.03807	0.00000	1.03927	-6.74	9769.99
165	2009.12.24 16:59	buy	83	0.10	1.03840	0.00000	1.03890
166	2009.12.24 17:05	close	83	0.10	1.03789	0.00000	1.03890	-4.91	9765.08
167	2009.12.28 06:00	buy	84	0.10	1.03696	0.00000	1.03746
168	2009.12.28 06:10	close	84	0.10	1.03643	0.00000	1.03746	-5.11	9759.97
169	2009.12.28 06:12	buy	85	0.10	1.03670	0.00000	1.03720
170	2009.12.28 06:15	close	85	0.10	1.03615	0.00000	1.03720	-5.31	9754.66
171	2009.12.28 06:17	buy	86	0.10	1.03642	0.00000	1.03692
172	2009.12.28 06:20	close	86	0.10	1.03578	0.00000	1.03692	-6.18	9748.48
173	2009.12.28 06:22	buy	87	0.10	1.03615	0.00000	1.03665
174	2009.12.28 06:45	close	87	0.10	1.03552	0.00000	1.03665	-6.08	9742.40
175	2009.12.28 06:47	buy	88	0.10	1.03579	0.00000	1.03629
176	2009.12.28 06:50	close	88	0.10	1.03517	0.00000	1.03629	-5.99	9736.41
177	2009.12.28 09:00	buy	89	0.10	1.03723	0.00000	1.03773
178	2009.12.28 09:02	close	89	0.10	1.03659	0.00000	1.03773	-6.17	9730.24
179	2009.12.28 09:05	buy	90	0.10	1.03683	0.00000	1.03733
180	2009.12.28 09:50	close	90	0.10	1.03621	0.00000	1.03733	-5.98	9724.26
181	2009.12.28 09:53	buy	91	0.10	1.03652	0.00000	1.03702
182	2009.12.28 09:59	close	91	0.10	1.03569	0.00000	1.03702	-8.01	9716.25
183	2009.12.28 17:00	buy	92	0.10	1.03422	0.00000	1.03472
184	2009.12.28 17:32	close	92	0.10	1.03315	0.00000	1.03472	-10.36	9705.89
185	2009.12.29 16:00	buy	93	0.10	1.03165	0.00000	1.03215
186	2009.12.29 16:15	t/p	93	0.10	1.03215	0.00000	1.03215	4.84	9710.73
187	2009.12.29 16:15	buy	94	0.10	1.03240	0.00000	1.03290
188	2009.12.29 16:30	close	94	0.10	1.03184	0.00000	1.03290	-5.43	9705.30
189	2009.12.29 16:32	buy	95	0.10	1.03192	0.00000	1.03242
190	2009.12.29 16:50	t/p	95	0.10	1.03242	0.00000	1.03242	4.85	9710.15
191	2009.12.29 16:50	buy	96	0.10	1.03265	0.00000	1.03315
192	2009.12.29 17:05	t/p	96	0.10	1.03315	0.00000	1.03315	4.84	9714.99
193	2009.12.30 19:00	sell	97	0.10	1.03627	0.00000	1.03577
194	2009.12.30 19:05	close	97	0.10	1.03599	0.00000	1.03577	2.70	9717.69
195	2009.12.30 19:07	sell	98	0.10	1.03554	0.00000	1.03504
196	2009.12.30 19:10	close	98	0.10	1.03638	0.00000	1.03504	-8.11	9709.58
197	2009.12.30 19:12	sell	99	0.10	1.03607	0.00000	1.03557
198	2009.12.30 19:15	close	99	0.10	1.03678	0.00000	1.03557	-6.85	9702.73
199	2009.12.30 19:17	sell	100	0.10	1.03647	0.00000	1.03597
200	2009.12.30 19:20	close	100	0.10	1.03718	0.00000	1.03597	-6.85	9695.88
201	2009.12.30 19:22	sell	101	0.10	1.03673	0.00000	1.03623
202	2009.12.30 19:25	close	101	0.10	1.03705	0.00000	1.03623	-3.09	9692.79
203	2009.12.30 19:27	sell	102	0.10	1.03647	0.00000	1.03597
204	2009.12.30 19:27	close	102	0.10	1.03714	0.00000	1.03597	-6.46	9686.33
205	2009.12.30 19:30	sell	103	0.10	1.03695	0.00000	1.03645
206	2009.12.30 19:33	close	103	0.10	1.03688	0.00000	1.03645	0.68	9687.01
207	2009.12.30 19:36	sell	104	0.10	1.03676	0.00000	1.03626
208	2009.12.30 19:40	close	104	0.10	1.03668	0.00000	1.03626	0.77	9687.78
209	2009.12.30 19:43	sell	105	0.10	1.03657	0.00000	1.03607
210	2009.12.30 19:46	close	105	0.10	1.03643	0.00000	1.03607	1.35	9689.13
211	2009.12.30 19:50	sell	106	0.10	1.03638	0.00000	1.03588
212	2009.12.30 19:53	close	106	0.10	1.03649	0.00000	1.03588	-1.06	9688.07
213	2009.12.30 19:56	sell	107	0.10	1.03650	0.00000	1.03600
214	2009.12.30 19:59	close	107	0.10	1.03645	0.00000	1.03600	0.48	9688.55