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		MA1_Period=3; MA2_Period=13; MA1_Method=0; MA2_Method=3; MA1_Price=0; MA2_Price=4; MA1_Shift=0; MA2_Shift=0; Lot=0.1; slippage=0;
Bars in test	1515	Ticks modelled	13947	Modelling quality	n/a
Mismatched charts errors	2
Initial deposit	10000.00
Total net profit	-1103.63	Gross profit	285.60	Gross loss	-1389.23
Profit factor	0.21	Expected payoff	-14.72
Absolute drawdown	1158.13	Maximal drawdown	1158.13 (11.58%)	Relative drawdown	11.58% (1158.13)
Total trades	75	Short positions (won %)	35 (8.57%)	Long positions (won %)	40 (20.00%)
		Profit trades (% of total)	11 (14.67%)	Loss trades (% of total)	64 (85.33%)
Largest		profit trade	71.75	loss trade	-58.07
Average		profit trade	25.96	loss trade	-21.71
Maximum		consecutive wins (profit in money)	2 (5.75)	consecutive losses (loss in money)	22 (-396.93)
Maximal		consecutive profit (count of wins)	71.75 (1)	consecutive loss (count of losses)	-422.38 (21)
Average		consecutive wins	1	consecutive losses	8

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 01:00	sell	1	0.10	1.00324	0.00000	0.00000
2	2009.12.01 03:12	close	1	0.10	1.00593	0.00000	0.00000	-26.74	9973.26
3	2009.12.01 07:00	buy	2	0.10	1.00628	0.00000	0.00000
4	2009.12.01 09:52	close	2	0.10	1.00047	0.00000	0.00000	-58.07	9915.19
5	2009.12.01 22:00	buy	3	0.10	1.00045	0.00000	0.00000
6	2009.12.02 02:00	sell	4	0.10	0.99867	0.00000	0.00000
7	2009.12.02 02:02	close	3	0.10	0.99857	0.00000	0.00000	-18.78	9896.41
8	2009.12.02 03:00	buy	5	0.10	1.00055	0.00000	0.00000
9	2009.12.02 03:02	close	4	0.10	1.00049	0.00000	0.00000	-18.19	9878.22
10	2009.12.02 03:22	close	5	0.10	0.99863	0.00000	0.00000	-19.23	9858.99
11	2009.12.02 05:00	sell	6	0.10	0.99863	0.00000	0.00000
12	2009.12.02 06:05	close	6	0.10	1.00035	0.00000	0.00000	-17.19	9841.80
13	2009.12.02 14:00	buy	7	0.10	1.00002	0.00000	0.00000
14	2009.12.03 01:00	sell	8	0.10	1.00049	0.00000	0.00000
15	2009.12.03 01:02	close	7	0.10	1.00051	0.00000	0.00000	5.05	9846.85
16	2009.12.03 14:52	close	8	0.10	1.00042	0.00000	0.00000	0.70	9847.55
17	2009.12.03 15:00	buy	9	0.10	1.00040	0.00000	0.00000
18	2009.12.03 20:35	close	9	0.10	0.99819	0.00000	0.00000	-22.14	9825.41
19	2009.12.03 21:00	sell	10	0.10	0.99856	0.00000	0.00000
20	2009.12.04 08:00	sell	11	0.10	0.99996	0.00000	0.00000
21	2009.12.04 14:42	close	11	0.10	1.00268	0.00000	0.00000	-27.13	9798.28
22	2009.12.04 14:42	close	10	0.10	1.00268	0.00000	0.00000	-41.16	9757.12
23	2009.12.07 17:00	sell	12	0.10	1.01920	0.00000	0.00000
24	2009.12.07 22:00	buy	13	0.10	1.02102	0.00000	0.00000
25	2009.12.07 22:02	close	12	0.10	1.02125	0.00000	0.00000	-20.07	9737.05
26	2009.12.08 00:12	close	13	0.10	1.01931	0.00000	0.00000	-16.73	9720.32
27	2009.12.08 01:00	sell	14	0.10	1.01840	0.00000	0.00000
28	2009.12.08 01:20	close	14	0.10	1.02077	0.00000	0.00000	-23.22	9697.10
29	2009.12.08 11:00	sell	15	0.10	1.01766	0.00000	0.00000
30	2009.12.08 12:13	close	15	0.10	1.02100	0.00000	0.00000	-32.71	9664.39
31	2009.12.09 03:00	sell	16	0.10	1.02615	0.00000	0.00000
32	2009.12.09 07:22	close	16	0.10	1.02812	0.00000	0.00000	-19.16	9645.23
33	2009.12.09 08:00	buy	17	0.10	1.02864	0.00000	0.00000
34	2009.12.09 08:22	close	17	0.10	1.02593	0.00000	0.00000	-26.42	9618.81
35	2009.12.09 10:00	sell	18	0.10	1.02446	0.00000	0.00000
36	2009.12.09 14:00	buy	19	0.10	1.02722	0.00000	0.00000
37	2009.12.09 14:03	close	18	0.10	1.02606	0.00000	0.00000	-15.59	9603.22
38	2009.12.09 22:00	sell	20	0.10	1.02632	0.00000	0.00000
39	2009.12.09 22:02	close	19	0.10	1.02609	0.00000	0.00000	-11.01	9592.21
40	2009.12.10 04:52	close	20	0.10	1.02771	0.00000	0.00000	-13.74	9578.47
41	2009.12.10 05:00	buy	21	0.10	1.02782	0.00000	0.00000
42	2009.12.10 10:10	close	21	0.10	1.02731	0.00000	0.00000	-4.96	9573.51
43	2009.12.10 11:00	sell	22	0.10	1.02705	0.00000	0.00000
44	2009.12.10 17:22	close	22	0.10	1.02844	0.00000	0.00000	-13.52	9559.99
45	2009.12.10 18:00	buy	23	0.10	1.02813	0.00000	0.00000
46	2009.12.10 22:00	sell	24	0.10	1.02601	0.00000	0.00000
47	2009.12.10 22:03	close	23	0.10	1.02584	0.00000	0.00000	-22.32	9537.67
48	2009.12.10 23:00	sell	25	0.10	1.02585	0.00000	0.00000
49	2009.12.11 03:12	close	25	0.10	1.02779	0.00000	0.00000	-18.95	9518.72
50	2009.12.11 03:12	close	24	0.10	1.02779	0.00000	0.00000	-17.39	9501.33
51	2009.12.11 04:00	buy	26	0.10	1.02747	0.00000	0.00000
52	2009.12.11 05:00	sell	27	0.10	1.02607	0.00000	0.00000
53	2009.12.11 05:02	close	26	0.10	1.02635	0.00000	0.00000	-10.91	9490.42
54	2009.12.11 07:52	close	27	0.10	1.02772	0.00000	0.00000	-16.05	9474.37
55	2009.12.11 08:00	buy	28	0.10	1.02787	0.00000	0.00000
56	2009.12.11 08:10	close	28	0.10	1.02672	0.00000	0.00000	-11.20	9463.17
57	2009.12.11 11:00	sell	29	0.10	1.02503	0.00000	0.00000
58	2009.12.11 14:52	close	29	0.10	1.02894	0.00000	0.00000	-38.00	9425.17
59	2009.12.11 15:00	buy	30	0.10	1.02984	0.00000	0.00000
60	2009.12.14 02:17	close	30	0.10	1.03330	0.00000	0.00000	33.53	9458.70
61	2009.12.14 05:00	buy	31	0.10	1.03564	0.00000	0.00000
62	2009.12.14 12:00	buy	32	0.10	1.03484	0.00000	0.00000
63	2009.12.14 16:52	close	32	0.10	1.03148	0.00000	0.00000	-32.57	9426.13
64	2009.12.14 16:52	close	31	0.10	1.03148	0.00000	0.00000	-40.33	9385.80
65	2009.12.14 17:00	sell	33	0.10	1.03145	0.00000	0.00000
66	2009.12.15 02:22	close	33	0.10	1.03341	0.00000	0.00000	-19.04	9366.76
67	2009.12.15 03:00	buy	34	0.10	1.03331	0.00000	0.00000
68	2009.12.15 22:00	sell	35	0.10	1.04021	0.00000	0.00000
69	2009.12.15 22:02	close	34	0.10	1.04017	0.00000	0.00000	65.95	9432.71
70	2009.12.16 02:22	close	35	0.10	1.04250	0.00000	0.00000	-22.04	9410.67
71	2009.12.16 05:00	buy	36	0.10	1.04285	0.00000	0.00000
72	2009.12.16 07:22	close	36	0.10	1.03989	0.00000	0.00000	-28.46	9382.21
73	2009.12.16 08:00	sell	37	0.10	1.03995	0.00000	0.00000
74	2009.12.16 08:42	close	37	0.10	1.04257	0.00000	0.00000	-25.13	9357.08
75	2009.12.16 20:00	buy	38	0.10	1.03859	0.00000	0.00000
76	2009.12.17 16:52	close	38	0.10	1.04608	0.00000	0.00000	71.75	9428.83
77	2009.12.17 17:00	sell	39	0.10	1.04718	0.00000	0.00000
78	2009.12.17 18:00	buy	40	0.10	1.05028	0.00000	0.00000
79	2009.12.17 18:02	close	39	0.10	1.05123	0.00000	0.00000	-38.53	9390.30
80	2009.12.17 19:00	buy	41	0.10	1.04945	0.00000	0.00000
81	2009.12.17 19:47	close	41	0.10	1.04687	0.00000	0.00000	-24.64	9365.66
82	2009.12.17 19:47	close	40	0.10	1.04687	0.00000	0.00000	-32.57	9333.09
83	2009.12.18 09:00	buy	42	0.10	1.04350	0.00000	0.00000
84	2009.12.18 09:22	close	42	0.10	1.04093	0.00000	0.00000	-24.69	9308.40
85	2009.12.18 10:00	sell	43	0.10	1.04074	0.00000	0.00000
86	2009.12.18 10:20	close	43	0.10	1.04322	0.00000	0.00000	-23.77	9284.63
87	2009.12.18 12:00	buy	44	0.10	1.04289	0.00000	0.00000
88	2009.12.18 20:22	close	44	0.10	1.04343	0.00000	0.00000	5.18	9289.81
89	2009.12.21 07:00	buy	45	0.10	1.04347	0.00000	0.00000
90	2009.12.21 12:22	close	45	0.10	1.04179	0.00000	0.00000	-16.13	9273.68
91	2009.12.21 13:00	sell	46	0.10	1.04216	0.00000	0.00000
92	2009.12.21 16:12	close	46	0.10	1.04460	0.00000	0.00000	-23.36	9250.32
93	2009.12.21 17:00	buy	47	0.10	1.04501	0.00000	0.00000
94	2009.12.22 02:00	sell	48	0.10	1.04523	0.00000	0.00000
95	2009.12.22 02:02	close	47	0.10	1.04520	0.00000	0.00000	1.87	9252.19
96	2009.12.22 07:52	close	48	0.10	1.04783	0.00000	0.00000	-24.81	9227.38
97	2009.12.22 08:00	buy	49	0.10	1.04744	0.00000	0.00000
98	2009.12.22 09:17	close	49	0.10	1.04483	0.00000	0.00000	-24.98	9202.40
99	2009.12.22 10:00	sell	50	0.10	1.04473	0.00000	0.00000
100	2009.12.22 11:00	buy	51	0.10	1.04738	0.00000	0.00000
101	2009.12.22 11:02	close	50	0.10	1.04730	0.00000	0.00000	-24.54	9177.86
102	2009.12.22 19:00	sell	52	0.10	1.04678	0.00000	0.00000
103	2009.12.22 19:02	close	51	0.10	1.04694	0.00000	0.00000	-4.20	9173.66
104	2009.12.22 21:22	close	52	0.10	1.04956	0.00000	0.00000	-26.49	9147.17
105	2009.12.22 22:00	buy	53	0.10	1.04975	0.00000	0.00000
106	2009.12.23 01:00	sell	54	0.10	1.04836	0.00000	0.00000
107	2009.12.23 01:03	close	53	0.10	1.04834	0.00000	0.00000	-13.40	9133.77
108	2009.12.23 02:00	buy	55	0.10	1.04961	0.00000	0.00000
109	2009.12.23 02:02	close	54	0.10	1.04986	0.00000	0.00000	-14.29	9119.48
110	2009.12.23 04:00	buy	56	0.10	1.05006	0.00000	0.00000
111	2009.12.23 05:00	buy	57	0.10	1.05010	0.00000	0.00000
112	2009.12.23 08:00	sell	58	0.10	1.04866	0.00000	0.00000
113	2009.12.23 08:02	close	57	0.10	1.04887	0.00000	0.00000	-11.73	9107.75
114	2009.12.23 08:02	close	56	0.10	1.04887	0.00000	0.00000	-11.35	9096.40
115	2009.12.23 08:02	close	55	0.10	1.04887	0.00000	0.00000	-7.06	9089.34
116	2009.12.23 09:05	close	58	0.10	1.05004	0.00000	0.00000	-13.14	9076.20
117	2009.12.24 01:00	buy	59	0.10	1.04025	0.00000	0.00000
118	2009.12.24 02:22	close	59	0.10	1.03879	0.00000	0.00000	-14.05	9062.15
119	2009.12.24 03:00	sell	60	0.10	1.03862	0.00000	0.00000
120	2009.12.24 06:00	buy	61	0.10	1.04033	0.00000	0.00000
121	2009.12.24 06:02	close	60	0.10	1.04036	0.00000	0.00000	-16.72	9045.43
122	2009.12.24 07:17	close	61	0.10	1.03842	0.00000	0.00000	-18.39	9027.04
123	2009.12.24 08:00	sell	62	0.10	1.03821	0.00000	0.00000
124	2009.12.24 16:00	buy	63	0.10	1.03898	0.00000	0.00000
125	2009.12.24 16:03	close	62	0.10	1.03842	0.00000	0.00000	-2.02	9025.02
126	2009.12.28 02:52	close	63	0.10	1.03491	0.00000	0.00000	-39.23	8985.79
127	2009.12.28 03:00	sell	64	0.10	1.03443	0.00000	0.00000
128	2009.12.28 06:00	buy	65	0.10	1.03797	0.00000	0.00000
129	2009.12.28 06:02	close	64	0.10	1.03790	0.00000	0.00000	-33.43	8952.36
130	2009.12.28 09:00	buy	66	0.10	1.03824	0.00000	0.00000
131	2009.12.28 10:00	buy	67	0.10	1.03682	0.00000	0.00000
132	2009.12.28 10:17	close	67	0.10	1.03503	0.00000	0.00000	-17.29	8935.07
133	2009.12.28 10:17	close	66	0.10	1.03503	0.00000	0.00000	-31.01	8904.06
134	2009.12.28 10:17	close	65	0.10	1.03503	0.00000	0.00000	-28.40	8875.66
135	2009.12.28 11:00	sell	68	0.10	1.03505	0.00000	0.00000
136	2009.12.28 19:00	buy	69	0.10	1.03556	0.00000	0.00000
137	2009.12.28 19:02	close	68	0.10	1.03561	0.00000	0.00000	-5.41	8870.25
138	2009.12.28 19:17	close	69	0.10	1.03401	0.00000	0.00000	-14.99	8855.26
139	2009.12.29 07:00	sell	70	0.10	1.03538	0.00000	0.00000
140	2009.12.29 16:00	buy	71	0.10	1.03266	0.00000	0.00000
141	2009.12.29 16:02	close	70	0.10	1.03256	0.00000	0.00000	27.31	8882.57
142	2009.12.30 08:00	sell	72	0.10	1.03766	0.00000	0.00000
143	2009.12.30 08:03	close	71	0.10	1.03724	0.00000	0.00000	44.21	8926.78
144	2009.12.30 13:00	buy	73	0.10	1.03983	0.00000	0.00000
145	2009.12.30 13:02	close	72	0.10	1.03977	0.00000	0.00000	-20.29	8906.49
146	2009.12.30 19:00	sell	74	0.10	1.03627	0.00000	0.00000
147	2009.12.30 19:02	close	73	0.10	1.03567	0.00000	0.00000	-40.17	8866.32
148	2009.12.31 15:52	close	74	0.10	1.03393	0.00000	0.00000	22.42	8888.74
149	2009.12.31 16:00	buy	75	0.10	1.03427	0.00000	0.00000
150	2009.12.31 18:57	close at stop	75	0.10	1.03506	0.00000	0.00000	7.63	8896.37