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		lots=0.1; mn=555; tp=100; sl=50; periodos=13; tiempoCierre=15000; TrailingStop=0;
Bars in test	1515	Ticks modelled	13947	Modelling quality	n/a
Mismatched charts errors	2
Initial deposit	10000.00
Total net profit	-106.92	Gross profit	70.21	Gross loss	-177.13
Profit factor	0.40	Expected payoff	-3.05
Absolute drawdown	126.48	Maximal drawdown	126.48 (1.26%)	Relative drawdown	1.26% (126.48)
Total trades	35	Short positions (won %)	21 (23.81%)	Long positions (won %)	14 (28.57%)
		Profit trades (% of total)	9 (25.71%)	Loss trades (% of total)	26 (74.29%)
Largest		profit trade	8.01	loss trade	-7.01
Average		profit trade	7.80	loss trade	-6.81
Maximum		consecutive wins (profit in money)	2 (15.47)	consecutive losses (loss in money)	9 (-60.95)
Maximal		consecutive profit (count of wins)	15.47 (2)	consecutive loss (count of losses)	-60.95 (9)
Average		consecutive wins	1	consecutive losses	4

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 16:00	sell	1	0.10	0.99982	1.00052	0.99902
2	2009.12.01 16:07	s/l	1	0.10	1.00052	1.00052	0.99902	-7.00	9993.00
3	2009.12.02 02:00	sell	2	0.10	0.99867	0.99937	0.99787
4	2009.12.02 02:15	s/l	2	0.10	0.99937	0.99937	0.99787	-7.00	9986.00
5	2009.12.02 03:00	sell	3	0.10	0.99936	1.00006	0.99856
6	2009.12.02 03:37	t/p	3	0.10	0.99856	1.00006	0.99856	8.01	9994.01
7	2009.12.02 11:00	sell	4	0.10	0.99842	0.99912	0.99762
8	2009.12.02 11:32	s/l	4	0.10	0.99912	0.99912	0.99762	-7.01	9987.00
9	2009.12.03 22:00	buy	5	0.10	0.99998	0.99928	1.00078
10	2009.12.03 22:45	t/p	5	0.10	1.00078	0.99928	1.00078	7.99	9994.99
11	2009.12.04 07:00	buy	6	0.10	1.00096	1.00026	1.00176
12	2009.12.04 07:40	s/l	6	0.10	1.00026	1.00026	1.00176	-7.00	9987.99
13	2009.12.07 07:00	buy	7	0.10	1.01534	1.01464	1.01614
14	2009.12.07 07:15	s/l	7	0.10	1.01464	1.01464	1.01614	-6.90	9981.09
15	2009.12.07 08:00	buy	8	0.10	1.01483	1.01413	1.01563
16	2009.12.07 08:15	t/p	8	0.10	1.01563	1.01413	1.01563	7.88	9988.97
17	2009.12.07 22:00	buy	9	0.10	1.02003	1.01933	1.02083
18	2009.12.07 23:50	s/l	9	0.10	1.01933	1.01933	1.02083	-6.86	9982.11
19	2009.12.08 02:00	sell	10	0.10	1.01740	1.01810	1.01660
20	2009.12.08 02:02	s/l	10	0.10	1.01810	1.01810	1.01660	-6.88	9975.23
21	2009.12.08 07:00	sell	11	0.10	1.01771	1.01841	1.01691
22	2009.12.08 07:15	s/l	11	0.10	1.01841	1.01841	1.01691	-6.87	9968.36
23	2009.12.08 12:00	sell	12	0.10	1.01868	1.01938	1.01788
24	2009.12.08 12:03	s/l	12	0.10	1.01938	1.01938	1.01788	-6.87	9961.49
25	2009.12.09 10:00	sell	13	0.10	1.02446	1.02516	1.02366
26	2009.12.09 10:02	s/l	13	0.10	1.02516	1.02516	1.02366	-6.82	9954.67
27	2009.12.09 15:00	buy	14	0.10	1.02606	1.02536	1.02686
28	2009.12.09 15:15	t/p	14	0.10	1.02686	1.02536	1.02686	7.79	9962.46
29	2009.12.10 22:00	sell	15	0.10	1.02601	1.02671	1.02521
30	2009.12.11 02:16	s/l	15	0.10	1.02671	1.02671	1.02521	-6.91	9955.55
31	2009.12.11 08:00	buy	16	0.10	1.02688	1.02618	1.02768
32	2009.12.11 08:32	s/l	16	0.10	1.02618	1.02618	1.02768	-6.82	9948.73
33	2009.12.11 09:00	buy	17	0.10	1.02706	1.02636	1.02786
34	2009.12.11 09:10	s/l	17	0.10	1.02636	1.02636	1.02786	-6.82	9941.91
35	2009.12.14 05:00	buy	18	0.10	1.03465	1.03395	1.03545
36	2009.12.14 05:10	s/l	18	0.10	1.03395	1.03395	1.03545	-6.77	9935.14
37	2009.12.14 23:00	sell	19	0.10	1.03146	1.03216	1.03066
38	2009.12.14 23:20	s/l	19	0.10	1.03216	1.03216	1.03066	-6.79	9928.35
39	2009.12.15 18:00	buy	20	0.10	1.04225	1.04155	1.04305
40	2009.12.15 18:02	s/l	20	0.10	1.04155	1.04155	1.04305	-6.72	9921.63
41	2009.12.16 08:00	sell	21	0.10	1.03995	1.04065	1.03915
42	2009.12.16 08:20	s/l	21	0.10	1.04065	1.04065	1.03915	-6.72	9914.91
43	2009.12.18 01:00	sell	22	0.10	1.04625	1.04695	1.04545
44	2009.12.18 01:02	s/l	22	0.10	1.04695	1.04695	1.04545	-6.68	9908.23
45	2009.12.18 12:00	sell	23	0.10	1.04170	1.04240	1.04090
46	2009.12.18 12:15	s/l	23	0.10	1.04240	1.04240	1.04090	-6.72	9901.51
47	2009.12.18 14:00	buy	24	0.10	1.04292	1.04222	1.04372
48	2009.12.18 14:45	t/p	24	0.10	1.04372	1.04222	1.04372	7.66	9909.17
49	2009.12.21 08:00	sell	25	0.10	1.04113	1.04183	1.04033
50	2009.12.21 08:02	s/l	25	0.10	1.04183	1.04183	1.04033	-6.71	9902.46
51	2009.12.22 10:00	sell	26	0.10	1.04473	1.04543	1.04393
52	2009.12.22 10:03	s/l	26	0.10	1.04543	1.04543	1.04393	-6.70	9895.76
53	2009.12.22 18:00	buy	27	0.10	1.04870	1.04800	1.04950
54	2009.12.22 18:15	s/l	27	0.10	1.04800	1.04800	1.04950	-6.68	9889.08
55	2009.12.22 22:00	buy	28	0.10	1.04876	1.04806	1.04956
56	2009.12.22 22:32	s/l	28	0.10	1.04806	1.04806	1.04956	-6.68	9882.40
57	2009.12.23 04:00	buy	29	0.10	1.04907	1.04837	1.04987
58	2009.12.23 06:50	s/l	29	0.10	1.04837	1.04837	1.04987	-6.67	9875.73
59	2009.12.24 03:00	sell	30	0.10	1.03862	1.03932	1.03782
60	2009.12.24 03:37	t/p	30	0.10	1.03782	1.03932	1.03782	7.70	9883.43
61	2009.12.24 08:00	sell	31	0.10	1.03821	1.03891	1.03741
62	2009.12.24 08:45	t/p	31	0.10	1.03741	1.03891	1.03741	7.71	9891.14
63	2009.12.29 15:00	sell	32	0.10	1.03057	1.03127	1.02977
64	2009.12.29 15:40	s/l	32	0.10	1.03127	1.03127	1.02977	-6.78	9884.36
65	2009.12.30 19:00	sell	33	0.10	1.03627	1.03697	1.03547
66	2009.12.30 19:20	s/l	33	0.10	1.03697	1.03697	1.03547	-6.75	9877.61
67	2009.12.31 00:00	sell	34	0.10	1.03645	1.03715	1.03565
68	2009.12.31 01:50	t/p	34	0.10	1.03565	1.03715	1.03565	7.73	9885.34
69	2009.12.31 02:00	sell	35	0.10	1.03538	1.03608	1.03458
70	2009.12.31 02:50	t/p	35	0.10	1.03458	1.03608	1.03458	7.74	9893.08