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		UsePct=0; MaxLots=100; TrailingStop=20; ProfitTarget=100; Slippage=3;
Bars in test	1515	Ticks modelled	13947	Modelling quality	n/a
Mismatched charts errors	2
Initial deposit	10000.00
Total net profit	-311.85	Gross profit	410.64	Gross loss	-722.49
Profit factor	0.57	Expected payoff	-9.45
Absolute drawdown	427.33	Maximal drawdown	427.33 (4.27%)	Relative drawdown	4.27% (427.33)
Total trades	33	Short positions (won %)	17 (29.41%)	Long positions (won %)	16 (43.75%)
		Profit trades (% of total)	12 (36.36%)	Loss trades (% of total)	21 (63.64%)
Largest		profit trade	72.65	loss trade	-98.98
Average		profit trade	34.22	loss trade	-34.40
Maximum		consecutive wins (profit in money)	3 (64.25)	consecutive losses (loss in money)	5 (-247.00)
Maximal		consecutive profit (count of wins)	93.92 (2)	consecutive loss (count of losses)	-247.00 (5)
Average		consecutive wins	1	consecutive losses	2

#	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 07:10	close	1	0.10	1.00554	0.00000	0.00000	-22.87	9977.13
3	2009.12.01 07:12	buy	2	0.10	1.00545	0.00000	0.00000
4	2009.12.01 12:00	close	2	0.10	1.00028	0.00000	0.00000	-51.69	9925.44
5	2009.12.01 12:02	sell	3	0.10	1.00023	0.00000	0.00000
6	2009.12.02 03:00	close	3	0.10	0.99965	0.00000	0.00000	5.73	9931.17
7	2009.12.02 03:02	buy	4	0.10	0.99959	0.00000	0.00000
8	2009.12.04 09:00	close	4	0.10	0.99905	0.00000	0.00000	-5.21	9925.96
9	2009.12.04 09:02	sell	5	0.10	0.99904	0.00000	0.00000
10	2009.12.04 15:00	close	5	0.10	1.00863	0.00000	0.00000	-95.08	9830.88
11	2009.12.04 15:02	buy	6	0.10	1.00777	0.00000	0.00000
12	2009.12.07 07:00	close	6	0.10	1.01514	0.00000	0.00000	72.65	9903.53
13	2009.12.07 07:02	sell	7	0.10	1.01504	0.00000	0.00000
14	2009.12.07 13:00	close	7	0.10	1.02215	0.00000	0.00000	-69.56	9833.97
15	2009.12.07 13:02	buy	8	0.10	1.02208	0.00000	0.00000
16	2009.12.07 19:00	close	8	0.10	1.01810	0.00000	0.00000	-39.09	9794.88
17	2009.12.07 19:03	sell	9	0.10	1.01674	0.00000	0.00000
18	2009.12.09 02:00	close	9	0.10	1.02689	0.00000	0.00000	-98.98	9695.90
19	2009.12.09 02:03	buy	10	0.10	1.02794	0.00000	0.00000
20	2009.12.09 07:00	close	10	0.10	1.02541	0.00000	0.00000	-24.67	9671.23
21	2009.12.09 07:02	sell	11	0.10	1.02546	0.00000	0.00000
22	2009.12.09 23:00	close	11	0.10	1.02697	0.00000	0.00000	-14.70	9656.53
23	2009.12.09 23:03	buy	12	0.10	1.02660	0.00000	0.00000
24	2009.12.10 05:00	close	12	0.10	1.02663	0.00000	0.00000	0.44	9656.97
25	2009.12.10 05:02	sell	13	0.10	1.02641	0.00000	0.00000
26	2009.12.10 17:15	close	13	0.10	1.02736	0.00000	0.00000	-9.25	9647.72
27	2009.12.10 17:17	buy	14	0.10	1.02719	0.00000	0.00000
28	2009.12.14 06:00	close	14	0.10	1.03219	0.00000	0.00000	48.54	9696.26
29	2009.12.14 06:05	sell	15	0.10	1.03211	0.00000	0.00000
30	2009.12.15 07:00	close	15	0.10	1.03377	0.00000	0.00000	-16.13	9680.13
31	2009.12.15 07:02	buy	16	0.10	1.03331	0.00000	0.00000
32	2009.12.16 01:00	close	16	0.10	1.04010	0.00000	0.00000	65.33	9745.46
33	2009.12.16 01:02	sell	17	0.10	1.04012	0.00000	0.00000
34	2009.12.16 09:00	close	17	0.10	1.04222	0.00000	0.00000	-20.15	9725.31
35	2009.12.16 09:02	buy	18	0.10	1.04211	0.00000	0.00000
36	2009.12.16 13:00	close	18	0.10	1.03777	0.00000	0.00000	-41.82	9683.49
37	2009.12.16 13:02	sell	19	0.10	1.03768	0.00000	0.00000
38	2009.12.16 21:00	close	19	0.10	1.03994	0.00000	0.00000	-21.73	9661.76
39	2009.12.16 21:02	buy	20	0.10	1.04012	0.00000	0.00000
40	2009.12.18 00:00	close	20	0.10	1.04675	0.00000	0.00000	63.54	9725.30
41	2009.12.18 00:02	sell	21	0.10	1.04672	0.00000	0.00000
42	2009.12.18 14:15	close	21	0.10	1.04355	0.00000	0.00000	30.38	9755.68
43	2009.12.18 14:17	buy	22	0.10	1.04344	0.00000	0.00000
44	2009.12.21 03:00	close	22	0.10	1.04195	0.00000	0.00000	-14.25	9741.42
45	2009.12.21 03:02	sell	23	0.10	1.04192	0.00000	0.00000
46	2009.12.21 10:00	close	23	0.10	1.04657	0.00000	0.00000	-44.43	9696.99
47	2009.12.21 10:02	buy	24	0.10	1.04688	0.00000	0.00000
48	2009.12.21 11:15	close	24	0.10	1.04342	0.00000	0.00000	-33.16	9663.83
49	2009.12.21 11:17	sell	25	0.10	1.04356	0.00000	0.00000
50	2009.12.21 17:00	close	25	0.10	1.04411	0.00000	0.00000	-5.27	9658.56
51	2009.12.21 17:03	buy	26	0.10	1.04474	0.00000	0.00000
52	2009.12.22 09:00	close	26	0.10	1.04569	0.00000	0.00000	9.13	9667.69
53	2009.12.22 09:02	sell	27	0.10	1.04556	0.00000	0.00000
54	2009.12.22 13:00	close	27	0.10	1.04864	0.00000	0.00000	-29.37	9638.32
55	2009.12.22 13:03	buy	28	0.10	1.04795	0.00000	0.00000
56	2009.12.23 15:00	close	28	0.10	1.04316	0.00000	0.00000	-45.87	9592.45
57	2009.12.23 15:02	sell	29	0.10	1.04336	0.00000	0.00000
58	2009.12.24 16:00	close	29	0.10	1.03808	0.00000	0.00000	50.65	9643.11
59	2009.12.24 16:03	buy	30	0.10	1.03752	0.00000	0.00000
60	2009.12.28 08:00	close	30	0.10	1.03552	0.00000	0.00000	-19.21	9623.89
61	2009.12.28 08:02	sell	31	0.10	1.03559	0.00000	0.00000
62	2009.12.29 17:00	close	31	0.10	1.03253	0.00000	0.00000	29.57	9653.47
63	2009.12.29 17:02	buy	32	0.10	1.03298	0.00000	0.00000
64	2009.12.30 19:00	close	32	0.10	1.03627	0.00000	0.00000	31.80	9685.27
65	2009.12.30 19:02	sell	33	0.10	1.03567	0.00000	0.00000
66	2009.12.31 18:57	close at stop	33	0.10	1.03535	0.00000	0.00000	2.88	9688.15