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		Kperiod=5; Dperiod=3; slowPeriod=3; UpLevel=90; DownLevel=10; StopLoss=100; TakeProfit=100; Lots=0.1;
Bars in test	1515	Ticks modelled	13947	Modelling quality	n/a
Mismatched charts errors	2
Initial deposit	10000.00
Total net profit	-344.36	Gross profit	107.62	Gross loss	-451.98
Profit factor	0.24	Expected payoff	-6.62
Absolute drawdown	344.36	Maximal drawdown	421.18 (4.18%)	Relative drawdown	4.18% (421.18)
Total trades	52	Short positions (won %)	26 (53.85%)	Long positions (won %)	26 (0.00%)
		Profit trades (% of total)	14 (26.92%)	Loss trades (% of total)	38 (73.08%)
Largest		profit trade	7.69	loss trade	-12.00
Average		profit trade	7.69	loss trade	-11.89
Maximum		consecutive wins (profit in money)	14 (107.62)	consecutive losses (loss in money)	32 (-379.98)
Maximal		consecutive profit (count of wins)	107.62 (14)	consecutive loss (count of losses)	-379.98 (32)
Average		consecutive wins	14	consecutive losses	19

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.07 00:00	sell	1	0.10	1.01535	1.01657	1.01457
2	2009.12.07 00:02	sell	2	0.10	1.01526	1.01648	1.01448
3	2009.12.07 00:05	sell	3	0.10	1.01532	1.01654	1.01454
4	2009.12.07 00:07	sell	4	0.10	1.01519	1.01641	1.01441
5	2009.12.07 00:10	sell	5	0.10	1.01552	1.01674	1.01474
6	2009.12.07 00:12	sell	6	0.10	1.01546	1.01668	1.01468
7	2009.12.07 00:15	sell	7	0.10	1.01572	1.01694	1.01494
8	2009.12.07 00:17	sell	8	0.10	1.01565	1.01687	1.01487
9	2009.12.07 00:20	sell	9	0.10	1.01592	1.01714	1.01514
10	2009.12.07 00:22	sell	10	0.10	1.01579	1.01701	1.01501
11	2009.12.07 00:25	sell	11	0.10	1.01585	1.01707	1.01507
12	2009.12.07 00:27	sell	12	0.10	1.01565	1.01687	1.01487
13	2009.12.07 00:27	sell	13	0.10	1.01585	1.01707	1.01507
14	2009.12.07 00:30	sell	14	0.10	1.01584	1.01706	1.01506
15	2009.12.07 00:32	s/l	1	0.10	1.01657	1.01657	1.01457	-12.00	9988.00
16	2009.12.07 00:32	s/l	2	0.10	1.01648	1.01648	1.01448	-12.00	9976.00
17	2009.12.07 00:32	s/l	3	0.10	1.01654	1.01654	1.01454	-12.00	9964.00
18	2009.12.07 00:32	s/l	4	0.10	1.01641	1.01641	1.01441	-12.00	9952.00
19	2009.12.07 00:32	s/l	6	0.10	1.01668	1.01668	1.01468	-12.00	9940.00
20	2009.12.07 00:32	sell	15	0.10	1.01647	1.01769	1.01569
21	2009.12.07 00:35	sell	16	0.10	1.01638	1.01760	1.01560
22	2009.12.07 00:37	s/l	5	0.10	1.01674	1.01674	1.01474	-12.00	9928.00
23	2009.12.07 00:37	sell	17	0.10	1.01656	1.01778	1.01578
24	2009.12.07 00:40	sell	18	0.10	1.01620	1.01742	1.01542
25	2009.12.07 00:42	sell	19	0.10	1.01629	1.01751	1.01551
26	2009.12.07 00:45	sell	20	0.10	1.01593	1.01715	1.01515
27	2009.12.07 00:47	sell	21	0.10	1.01602	1.01724	1.01524
28	2009.12.07 00:50	sell	22	0.10	1.01557	1.01679	1.01479
29	2009.12.07 00:52	sell	23	0.10	1.01575	1.01697	1.01497
30	2009.12.07 00:55	sell	24	0.10	1.01566	1.01688	1.01488
31	2009.12.07 00:57	sell	25	0.10	1.01593	1.01715	1.01515
32	2009.12.07 00:59	sell	26	0.10	1.01563	1.01685	1.01485
33	2009.12.07 01:02	t/p	15	0.10	1.01569	1.01769	1.01569	7.68	9935.68
34	2009.12.07 01:02	t/p	16	0.10	1.01560	1.01760	1.01560	7.68	9943.36
35	2009.12.07 01:02	t/p	17	0.10	1.01578	1.01778	1.01578	7.69	9951.05
36	2009.12.07 01:02	t/p	18	0.10	1.01542	1.01742	1.01542	7.68	9958.73
37	2009.12.07 01:02	t/p	19	0.10	1.01551	1.01751	1.01551	7.69	9966.42
38	2009.12.07 01:02	t/p	21	0.10	1.01524	1.01724	1.01524	7.69	9974.11
39	2009.12.07 01:07	t/p	9	0.10	1.01514	1.01714	1.01514	7.69	9981.80
40	2009.12.07 01:07	t/p	10	0.10	1.01501	1.01701	1.01501	7.69	9989.49
41	2009.12.07 01:07	t/p	11	0.10	1.01507	1.01707	1.01507	7.69	9997.18
42	2009.12.07 01:07	t/p	13	0.10	1.01507	1.01707	1.01507	7.69	10004.87
43	2009.12.07 01:07	t/p	14	0.10	1.01506	1.01706	1.01506	7.69	10012.56
44	2009.12.07 01:07	t/p	20	0.10	1.01515	1.01715	1.01515	7.69	10020.25
45	2009.12.07 01:07	t/p	23	0.10	1.01497	1.01697	1.01497	7.68	10027.93
46	2009.12.07 01:07	t/p	25	0.10	1.01515	1.01715	1.01515	7.69	10035.62
47	2009.12.07 01:15	s/l	22	0.10	1.01679	1.01679	1.01479	-12.00	10023.62
48	2009.12.07 01:20	s/l	7	0.10	1.01694	1.01694	1.01494	-11.99	10011.63
49	2009.12.07 01:20	s/l	8	0.10	1.01687	1.01687	1.01487	-11.99	9999.64
50	2009.12.07 01:20	s/l	12	0.10	1.01687	1.01687	1.01487	-11.99	9987.65
51	2009.12.07 01:20	s/l	24	0.10	1.01688	1.01688	1.01488	-11.99	9975.66
52	2009.12.07 01:20	s/l	26	0.10	1.01685	1.01685	1.01485	-11.99	9963.67
53	2009.12.29 12:00	buy	27	0.10	1.03208	1.03086	1.03286
54	2009.12.29 12:02	buy	28	0.10	1.03263	1.03141	1.03341
55	2009.12.29 12:05	buy	29	0.10	1.03254	1.03132	1.03332
56	2009.12.29 12:07	buy	30	0.10	1.03271	1.03149	1.03349
57	2009.12.29 12:10	buy	31	0.10	1.03238	1.03116	1.03316
58	2009.12.29 12:12	buy	32	0.10	1.03246	1.03124	1.03324
59	2009.12.29 12:15	buy	33	0.10	1.03212	1.03090	1.03290
60	2009.12.29 12:17	buy	34	0.10	1.03221	1.03099	1.03299
61	2009.12.29 12:20	buy	35	0.10	1.03179	1.03057	1.03257
62	2009.12.29 12:22	buy	36	0.10	1.03196	1.03074	1.03274
63	2009.12.29 12:25	buy	37	0.10	1.03187	1.03065	1.03265
64	2009.12.29 12:27	buy	38	0.10	1.03212	1.03090	1.03290
65	2009.12.29 12:27	buy	39	0.10	1.03183	1.03061	1.03261
66	2009.12.29 12:30	buy	40	0.10	1.03182	1.03060	1.03260
67	2009.12.29 12:32	s/l	28	0.10	1.03141	1.03141	1.03341	-11.83	9951.84
68	2009.12.29 12:32	s/l	30	0.10	1.03149	1.03149	1.03349	-11.83	9940.01
69	2009.12.29 12:32	buy	41	0.10	1.03162	1.03040	1.03240
70	2009.12.29 12:35	s/l	29	0.10	1.03132	1.03132	1.03332	-11.83	9928.18
71	2009.12.29 12:35	s/l	31	0.10	1.03116	1.03116	1.03316	-11.83	9916.35
72	2009.12.29 12:35	s/l	32	0.10	1.03124	1.03124	1.03324	-11.83	9904.52
73	2009.12.29 12:35	buy	42	0.10	1.03138	1.03016	1.03216
74	2009.12.29 12:37	buy	43	0.10	1.03187	1.03065	1.03265
75	2009.12.29 12:40	s/l	27	0.10	1.03086	1.03086	1.03286	-11.84	9892.68
76	2009.12.29 12:40	s/l	33	0.10	1.03090	1.03090	1.03290	-11.84	9880.84
77	2009.12.29 12:40	s/l	34	0.10	1.03099	1.03099	1.03299	-11.84	9869.00
78	2009.12.29 12:40	s/l	36	0.10	1.03074	1.03074	1.03274	-11.83	9857.17
79	2009.12.29 12:40	s/l	38	0.10	1.03090	1.03090	1.03290	-11.84	9845.33
80	2009.12.29 12:40	buy	44	0.10	1.03088	1.02966	1.03166
81	2009.12.29 12:42	buy	45	0.10	1.03113	1.02991	1.03191
82	2009.12.29 12:45	s/l	35	0.10	1.03057	1.03057	1.03257	-11.85	9833.48
83	2009.12.29 12:45	s/l	37	0.10	1.03065	1.03065	1.03265	-11.85	9821.63
84	2009.12.29 12:45	s/l	39	0.10	1.03061	1.03061	1.03261	-11.85	9809.78
85	2009.12.29 12:45	s/l	40	0.10	1.03060	1.03060	1.03260	-11.84	9797.94
86	2009.12.29 12:45	s/l	41	0.10	1.03040	1.03040	1.03240	-11.85	9786.09
87	2009.12.29 12:45	s/l	42	0.10	1.03016	1.03016	1.03216	-11.85	9774.24
88	2009.12.29 12:45	s/l	43	0.10	1.03065	1.03065	1.03265	-11.85	9762.39
89	2009.12.29 12:45	buy	46	0.10	1.03015	1.02893	1.03093
90	2009.12.29 12:47	buy	47	0.10	1.03039	1.02917	1.03117
91	2009.12.29 12:50	s/l	44	0.10	1.02966	1.02966	1.03166	-11.85	9750.54
92	2009.12.29 12:50	s/l	45	0.10	1.02991	1.02991	1.03191	-11.85	9738.69
93	2009.12.29 12:50	s/l	47	0.10	1.02917	1.02917	1.03117	-11.85	9726.84
94	2009.12.29 12:50	buy	48	0.10	1.02916	1.02794	1.02994
95	2009.12.29 12:52	buy	49	0.10	1.02965	1.02843	1.03043
96	2009.12.29 12:55	buy	50	0.10	1.02941	1.02819	1.03019
97	2009.12.29 12:57	buy	51	0.10	1.03015	1.02893	1.03093
98	2009.12.29 12:59	buy	52	0.10	1.02925	1.02803	1.03003
99	2009.12.29 13:15	s/l	46	0.10	1.02893	1.02893	1.03093	-11.86	9714.98
100	2009.12.29 13:15	s/l	51	0.10	1.02893	1.02893	1.03093	-11.86	9703.12
101	2009.12.29 13:20	s/l	48	0.10	1.02794	1.02794	1.02994	-11.87	9691.25
102	2009.12.29 13:20	s/l	49	0.10	1.02843	1.02843	1.03043	-11.87	9679.38
103	2009.12.29 13:20	s/l	50	0.10	1.02819	1.02819	1.03019	-11.87	9667.51
104	2009.12.29 13:20	s/l	52	0.10	1.02803	1.02803	1.03003	-11.87	9655.64