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=100; TakeProfit2=36; Stoploss=82; Lots=0.1; TrailingStop=30; per=18; per2=8; chas=2; totalt=1000; mm=0; risk=10;
Bars in test	1515	Ticks modelled	13947	Modelling quality	n/a
Mismatched charts errors	2
Initial deposit	10000.00
Total net profit	-27.56	Gross profit	117.67	Gross loss	-145.23
Profit factor	0.81	Expected payoff	-0.71
Absolute drawdown	38.38	Maximal drawdown	72.80 (0.73%)	Relative drawdown	0.73% (72.80)
Total trades	39	Short positions (won %)	21 (66.67%)	Long positions (won %)	18 (55.56%)
		Profit trades (% of total)	24 (61.54%)	Loss trades (% of total)	15 (38.46%)
Largest		profit trade	9.83	loss trade	-10.01
Average		profit trade	4.90	loss trade	-9.68
Maximum		consecutive wins (profit in money)	6 (36.15)	consecutive losses (loss in money)	6 (-57.41)
Maximal		consecutive profit (count of wins)	36.15 (6)	consecutive loss (count of losses)	-57.41 (6)
Average		consecutive wins	3	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 21:00	buy	1	0.10	0.99891	0.99791	0.99991
2	2009.12.01 21:02	buy	2	0.10	0.99882	0.99782	0.99982
3	2009.12.01 21:20	close	1	0.10	0.99933	0.99791	0.99991	4.20	10004.20
4	2009.12.01 21:22	close	2	0.10	0.99919	0.99782	0.99982	3.70	10007.90
5	2009.12.02 21:00	sell	3	0.10	1.00237	1.00337	1.00137
6	2009.12.02 21:02	sell	4	0.10	1.00233	1.00333	1.00133
7	2009.12.02 21:45	close	3	0.10	1.00199	1.00337	1.00137	3.79	10011.69
8	2009.12.02 21:50	close	4	0.10	1.00167	1.00333	1.00133	6.59	10018.28
9	2009.12.03 21:00	sell	5	0.10	0.99856	0.99956	0.99756
10	2009.12.03 21:02	sell	6	0.10	0.99818	0.99918	0.99718
11	2009.12.03 21:40	s/l	6	0.10	0.99918	0.99918	0.99718	-10.01	10008.27
12	2009.12.03 21:45	s/l	5	0.10	0.99956	0.99956	0.99756	-10.00	9998.27
13	2009.12.04 21:00	sell	7	0.10	1.01859	1.01959	1.01759
14	2009.12.04 21:02	sell	8	0.10	1.01840	1.01940	1.01740
15	2009.12.04 21:10	close	7	0.10	1.01795	1.01959	1.01759	6.29	10004.56
16	2009.12.04 21:15	t/p	8	0.10	1.01740	1.01940	1.01740	9.83	10014.39
17	2009.12.07 21:00	buy	9	0.10	1.01951	1.01851	1.02051
18	2009.12.07 21:02	buy	10	0.10	1.01905	1.01805	1.02005
19	2009.12.07 21:15	close	10	0.10	1.01954	1.01805	1.02005	4.81	10019.20
20	2009.12.07 21:40	close	9	0.10	1.02001	1.01851	1.02051	4.90	10024.10
21	2009.12.08 21:00	sell	11	0.10	1.02830	1.02930	1.02730
22	2009.12.08 21:03	sell	12	0.10	1.02789	1.02889	1.02689
23	2009.12.08 21:10	close	11	0.10	1.02777	1.02930	1.02730	5.16	10029.26
24	2009.12.08 21:16	close	12	0.10	1.02736	1.02889	1.02689	5.16	10034.42
25	2009.12.09 21:00	buy	13	0.10	1.02699	1.02599	1.02799
26	2009.12.09 21:02	buy	14	0.10	1.02692	1.02592	1.02792
27	2009.12.09 21:15	s/l	13	0.10	1.02599	1.02599	1.02799	-9.75	10024.67
28	2009.12.09 21:20	s/l	14	0.10	1.02592	1.02592	1.02792	-9.75	10014.92
29	2009.12.10 21:00	sell	15	0.10	1.02656	1.02756	1.02556
30	2009.12.10 21:02	sell	16	0.10	1.02653	1.02753	1.02553
31	2009.12.10 21:20	close	15	0.10	1.02596	1.02756	1.02556	5.85	10020.77
32	2009.12.10 21:22	close	16	0.10	1.02611	1.02753	1.02553	4.09	10024.86
33	2009.12.11 21:00	sell	17	0.10	1.03419	1.03519	1.03319
34	2009.12.11 21:02	sell	18	0.10	1.03445	1.03545	1.03345
35	2009.12.11 22:07	close	18	0.10	1.03405	1.03545	1.03345	3.87	10028.73
36	2009.12.14 00:00	s/l	17	0.10	1.03519	1.03519	1.03319	-9.72	10019.01
37	2009.12.14 21:00	buy	19	0.10	1.03204	1.03104	1.03304
38	2009.12.14 21:02	buy	20	0.10	1.03167	1.03067	1.03267
39	2009.12.14 21:15	close	20	0.10	1.03205	1.03067	1.03267	3.68	10022.69
40	2009.12.14 23:07	s/l	19	0.10	1.03104	1.03104	1.03304	-9.70	10012.99
41	2009.12.15 21:00	buy	21	0.10	1.04095	1.03995	1.04195
42	2009.12.15 21:02	buy	22	0.10	1.04092	1.03992	1.04192
43	2009.12.16 01:20	close	21	0.10	1.04137	1.03995	1.04195	4.08	10017.07
44	2009.12.16 02:20	close	22	0.10	1.04158	1.03992	1.04192	6.39	10023.46
45	2009.12.16 21:00	buy	23	0.10	1.03983	1.03883	1.04083
46	2009.12.16 21:02	buy	24	0.10	1.04001	1.03901	1.04101
47	2009.12.16 21:15	s/l	24	0.10	1.03901	1.03901	1.04101	-9.62	10013.84
48	2009.12.16 21:20	s/l	23	0.10	1.03883	1.03883	1.04083	-9.63	10004.21
49	2009.12.17 21:00	buy	25	0.10	1.04658	1.04558	1.04758
50	2009.12.17 21:03	buy	26	0.10	1.04622	1.04522	1.04722
51	2009.12.17 21:20	close	26	0.10	1.04668	1.04522	1.04722	4.39	10008.60
52	2009.12.17 21:26	close	25	0.10	1.04696	1.04558	1.04758	3.63	10012.23
53	2009.12.18 21:00	sell	27	0.10	1.04285	1.04385	1.04185
54	2009.12.18 21:03	sell	28	0.10	1.04248	1.04348	1.04148
55	2009.12.18 21:10	close	27	0.10	1.04237	1.04385	1.04185	4.60	10016.83
56	2009.12.18 21:16	close	28	0.10	1.04200	1.04348	1.04148	4.61	10021.44
57	2009.12.21 21:00	sell	29	0.10	1.04556	1.04656	1.04456
58	2009.12.21 21:02	sell	30	0.10	1.04553	1.04653	1.04453
59	2009.12.21 21:15	s/l	29	0.10	1.04656	1.04656	1.04456	-9.55	10011.89
60	2009.12.21 21:15	s/l	30	0.10	1.04653	1.04653	1.04453	-9.55	10002.34
61	2009.12.22 21:00	sell	31	0.10	1.04804	1.04904	1.04704
62	2009.12.22 21:02	sell	32	0.10	1.04783	1.04883	1.04683
63	2009.12.22 21:50	s/l	32	0.10	1.04883	1.04883	1.04683	-9.53	9992.81
64	2009.12.22 22:50	s/l	31	0.10	1.04904	1.04904	1.04704	-9.53	9983.28
65	2009.12.23 21:00	buy	33	0.10	1.03948	1.03848	1.04048
66	2009.12.23 21:02	buy	34	0.10	1.03983	1.03883	1.04083
67	2009.12.23 21:20	s/l	34	0.10	1.03883	1.03883	1.04083	-9.62	9973.66
68	2009.12.23 22:50	s/l	33	0.10	1.03848	1.03848	1.04048	-9.63	9964.03
69	2009.12.28 21:00	sell	35	0.10	1.03496	1.03596	1.03396
70	2009.12.28 21:20	close	35	0.10	1.03447	1.03596	1.03396	4.74	9968.77
71	2009.12.29 21:00	sell	36	0.10	1.03670	1.03770	1.03570
72	2009.12.29 21:02	sell	37	0.10	1.03675	1.03775	1.03575
73	2009.12.29 21:20	close	36	0.10	1.03614	1.03770	1.03570	5.40	9974.17
74	2009.12.29 21:22	close	37	0.10	1.03630	1.03775	1.03575	4.34	9978.51
75	2009.12.30 21:00	buy	38	0.10	1.03704	1.03604	1.03804
76	2009.12.30 21:03	buy	39	0.10	1.03739	1.03639	1.03839
77	2009.12.30 21:10	close	38	0.10	1.03741	1.03604	1.03804	3.57	9982.08
78	2009.12.30 21:50	s/l	39	0.10	1.03639	1.03639	1.03839	-9.64	9972.44