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		ExpertID=994488; TakeProfit=300; StopLoss=50; LotSize=0.1; useStopLoss=false; Slippage=10; BuyComment=""Join"; SellComment=""Join";
Bars in test	1515	Ticks modelled	13947	Modelling quality	n/a
Mismatched charts errors	2
Initial deposit	10000.00
Total net profit	254.38	Gross profit	378.67	Gross loss	-124.30
Profit factor	3.05	Expected payoff	15.90
Absolute drawdown	14.78	Maximal drawdown	155.95 (1.52%)	Relative drawdown	1.52% (155.95)
Total trades	16	Short positions (won %)	6 (66.67%)	Long positions (won %)	10 (90.00%)
		Profit trades (% of total)	13 (81.25%)	Loss trades (% of total)	3 (18.75%)
Largest		profit trade	29.81	loss trade	-58.77
Average		profit trade	29.13	loss trade	-41.43
Maximum		consecutive wins (profit in money)	9 (263.29)	consecutive losses (loss in money)	2 (-104.69)
Maximal		consecutive profit (count of wins)	263.29 (9)	consecutive loss (count of losses)	-104.69 (2)
Average		consecutive wins	7	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.04 14:40	buy	1	0.10	1.00297	0.00000	1.00597
2	2009.12.04 14:45	t/p	1	0.10	1.00597	0.00000	1.00597	29.81	10029.81
3	2009.12.04 14:45	buy	2	0.10	1.00648	0.00000	1.00948
4	2009.12.04 14:50	t/p	2	0.10	1.00948	0.00000	1.00948	29.71	10059.52
5	2009.12.04 14:50	buy	3	0.10	1.00999	0.00000	1.01299
6	2009.12.04 16:50	t/p	3	0.10	1.01299	0.00000	1.01299	29.61	10089.13
7	2009.12.07 00:00	buy	4	0.10	1.01566	0.00000	1.01866
8	2009.12.07 09:35	t/p	4	0.10	1.01866	0.00000	1.01866	29.39	10118.52
9	2009.12.07 18:45	buy	5	0.10	1.01761	0.00000	1.02061
10	2009.12.07 21:50	t/p	5	0.10	1.02061	0.00000	1.02061	29.38	10147.90
11	2009.12.10 19:20	sell	6	0.10	1.02835	0.00000	1.02535
12	2009.12.11 09:50	t/p	6	0.10	1.02535	0.00000	1.02535	29.19	10177.09
13	2009.12.14 01:20	buy	7	0.10	1.03357	0.00000	1.03657
14	2009.12.15 09:03	t/p	7	0.10	1.03657	0.00000	1.03657	28.98	10206.07
15	2009.12.17 16:20	buy	8	0.10	1.04682	0.00000	1.04982
16	2009.12.17 18:02	t/p	8	0.10	1.04982	0.00000	1.04982	28.57	10234.64
17	2009.12.17 20:15	buy	9	0.10	1.04568	0.00000	1.04868
18	2009.12.18 00:15	t/p	9	0.10	1.04868	0.00000	1.04868	28.65	10263.29
19	2009.12.18 08:50	sell	10	0.10	1.04098	0.00000	1.03798
20	2009.12.23 13:35	close	10	0.10	1.04576	0.00000	1.03798	-45.92	10217.37
21	2009.12.23 13:35	buy	11	0.10	1.04576	0.00000	1.04876
22	2009.12.23 21:02	close	11	0.10	1.03965	0.00000	1.04876	-58.77	10158.60
23	2009.12.23 21:02	sell	12	0.10	1.03965	0.00000	1.03665
24	2009.12.24 10:20	t/p	12	0.10	1.03665	0.00000	1.03665	28.73	10187.33
25	2009.12.24 16:46	sell	13	0.10	1.03859	0.00000	1.03559
26	2009.12.28 02:50	t/p	13	0.10	1.03559	0.00000	1.03559	28.86	10216.20
27	2009.12.28 20:15	sell	14	0.10	1.03485	0.00000	1.03185
28	2009.12.29 08:45	t/p	14	0.10	1.03185	0.00000	1.03185	29.01	10245.21
29	2009.12.30 07:15	buy	15	0.10	1.03831	0.00000	1.04131
30	2009.12.30 16:50	t/p	15	0.10	1.04131	0.00000	1.04131	28.78	10273.99
31	2009.12.31 16:02	sell	16	0.10	1.03334	0.00000	1.03034
32	2009.12.31 18:57	close at stop	16	0.10	1.03537	0.00000	1.03034	-19.61	10254.38