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=4; StopLoss=100; TakeProfit=140; MaximumRisk=0.4; RSI1=7; RSI2=20; slip=5; popitka=5; bar1=1; bar0=0; m2=0; m1=2;
Bars in test	1515	Ticks modelled	13947	Modelling quality	n/a
Mismatched charts errors	2
Initial deposit	10000.00
Total net profit	-765.43	Gross profit	452.88	Gross loss	-1218.31
Profit factor	0.37	Expected payoff	-153.09
Absolute drawdown	1989.89	Maximal drawdown	2442.77 (23.37%)	Relative drawdown	23.37% (2442.77)
Total trades	5	Short positions (won %)	1 (0.00%)	Long positions (won %)	4 (100.00%)
		Profit trades (% of total)	4 (80.00%)	Loss trades (% of total)	1 (20.00%)
Largest		profit trade	113.90	loss trade	-1218.31
Average		profit trade	113.22	loss trade	-1218.31
Maximum		consecutive wins (profit in money)	4 (452.88)	consecutive losses (loss in money)	1 (-1218.31)
Maximal		consecutive profit (count of wins)	452.88 (4)	consecutive loss (count of losses)	-1218.31 (1)
Average		consecutive wins	4	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 09:00	buy	1	0.80	1.00461	0.00000	1.00601
2	2009.12.04 14:45	t/p	1	0.80	1.00601	0.00000	1.00601	113.29	10113.29
3	2009.12.04 14:45	buy	2	0.81	1.00736	0.00000	1.00876
4	2009.12.04 14:50	t/p	2	0.81	1.00876	0.00000	1.00876	112.31	10225.60
5	2009.12.04 14:50	buy	3	0.82	1.01087	0.00000	1.01227
6	2009.12.04 16:45	t/p	3	0.82	1.01227	0.00000	1.01227	113.38	10338.98
7	2009.12.08 02:00	buy	4	0.83	1.01859	0.00000	1.01999
8	2009.12.08 08:20	t/p	4	0.83	1.01999	0.00000	1.01999	113.90	10452.88
9	2009.12.08 13:00	sell	5	0.84	1.02140	0.00000	1.02000
10	2009.12.31 18:57	close at stop	5	0.84	1.03625	0.00000	1.02000	-1218.31	9234.57