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		MAPeriod=14; TrailingStop=0; TakeProfit=0; InitialStopLoss=0; Type=1; FridayNightHour=16;
Bars in test	1515	Ticks modelled	13947	Modelling quality	n/a
Mismatched charts errors	2
Initial deposit	10000.00
Total net profit	-3371.68	Gross profit	4569.25	Gross loss	-7940.93
Profit factor	0.58	Expected payoff	-67.43
Absolute drawdown	3795.54	Maximal drawdown	4345.94 (41.19%)	Relative drawdown	41.19% (4345.94)
Total trades	50	Short positions (won %)	23 (30.43%)	Long positions (won %)	27 (29.63%)
		Profit trades (% of total)	15 (30.00%)	Loss trades (% of total)	35 (70.00%)
Largest		profit trade	831.11	loss trade	-857.62
Average		profit trade	304.62	loss trade	-226.88
Maximum		consecutive wins (profit in money)	2 (967.99)	consecutive losses (loss in money)	7 (-1720.05)
Maximal		consecutive profit (count of wins)	967.99 (2)	consecutive loss (count of losses)	-1885.00 (4)
Average		consecutive wins	1	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 00:00	buy	1	1.00	1.00523	0.00000	0.00000
2	2009.12.01 08:00	close	1	1.00	1.00395	0.00000	0.00000	-127.50	9872.50
3	2009.12.01 08:00	sell	2	1.00	1.00395	0.00000	0.00000
4	2009.12.02 03:00	close	2	1.00	0.99963	0.00000	0.00000	431.47	10303.97
5	2009.12.02 11:00	sell	3	1.00	0.99842	0.00000	0.00000
6	2009.12.02 16:00	close	3	1.00	1.00025	0.00000	0.00000	-182.95	10121.02
7	2009.12.02 16:00	buy	4	1.00	1.00025	0.00000	0.00000
8	2009.12.03 02:00	close	4	1.00	0.99953	0.00000	0.00000	-70.55	10050.47
9	2009.12.03 02:00	sell	5	1.00	0.99953	0.00000	0.00000
10	2009.12.03 15:00	close	5	1.00	0.99948	0.00000	0.00000	5.00	10055.47
11	2009.12.03 15:00	buy	6	1.00	0.99948	0.00000	0.00000
12	2009.12.04 08:00	close	6	1.00	0.99996	0.00000	0.00000	48.49	10103.97
13	2009.12.04 08:00	sell	7	1.00	0.99996	0.00000	0.00000
14	2009.12.04 15:00	close	7	1.00	1.00861	0.00000	0.00000	-857.62	9246.35
15	2009.12.04 15:00	buy	8	1.00	1.00861	0.00000	0.00000
16	2009.12.07 04:00	close	8	1.00	1.01468	0.00000	0.00000	598.72	9845.06
17	2009.12.07 10:00	buy	9	1.00	1.02367	0.00000	0.00000
18	2009.12.07 20:00	close	9	1.00	1.01659	0.00000	0.00000	-696.45	9148.61
19	2009.12.07 20:00	sell	10	1.00	1.01659	0.00000	0.00000
20	2009.12.08 09:00	close	10	1.00	1.02118	0.00000	0.00000	-450.17	8698.44
21	2009.12.08 09:00	buy	11	1.00	1.02118	0.00000	0.00000
22	2009.12.08 11:00	close	11	1.00	1.01766	0.00000	0.00000	-345.89	8352.55
23	2009.12.08 11:00	sell	12	1.00	1.01766	0.00000	0.00000
24	2009.12.08 13:00	close	12	1.00	1.02167	0.00000	0.00000	-392.49	7960.06
25	2009.12.08 13:00	buy	13	1.00	1.02167	0.00000	0.00000
26	2009.12.09 04:00	close	13	1.00	1.02529	0.00000	0.00000	353.57	8313.62
27	2009.12.09 04:00	sell	14	1.00	1.02529	0.00000	0.00000
28	2009.12.09 16:00	close	14	1.00	1.02722	0.00000	0.00000	-187.89	8125.73
29	2009.12.09 16:00	buy	15	1.00	1.02722	0.00000	0.00000
30	2009.12.10 00:00	close	15	1.00	1.02578	0.00000	0.00000	-138.89	7986.84
31	2009.12.10 00:00	sell	16	1.00	1.02578	0.00000	0.00000
32	2009.12.10 06:00	close	16	1.00	1.02789	0.00000	0.00000	-205.27	7781.57
33	2009.12.10 06:00	buy	17	1.00	1.02789	0.00000	0.00000
34	2009.12.10 12:00	close	17	1.00	1.02507	0.00000	0.00000	-275.10	7506.47
35	2009.12.10 12:00	sell	18	1.00	1.02507	0.00000	0.00000
36	2009.12.11 09:00	close	18	1.00	1.02713	0.00000	0.00000	-201.25	7305.22
37	2009.12.11 09:00	buy	19	1.00	1.02713	0.00000	0.00000
38	2009.12.11 13:00	close	19	1.00	1.02437	0.00000	0.00000	-269.43	7035.79
39	2009.12.11 13:00	sell	20	1.00	1.02437	0.00000	0.00000
40	2009.12.11 15:00	close	20	1.00	1.02892	0.00000	0.00000	-442.21	6593.58
41	2009.12.11 15:00	buy	21	1.00	1.02892	0.00000	0.00000
42	2009.12.14 03:00	close	21	1.00	1.03307	0.00000	0.00000	402.22	6995.79
43	2009.12.14 05:00	buy	22	1.00	1.03472	0.00000	0.00000
44	2009.12.14 06:00	close	22	1.00	1.03219	0.00000	0.00000	-245.11	6750.68
45	2009.12.14 06:00	sell	23	1.00	1.03219	0.00000	0.00000
46	2009.12.14 12:00	close	23	1.00	1.03392	0.00000	0.00000	-167.32	6583.36
47	2009.12.14 12:00	buy	24	1.00	1.03392	0.00000	0.00000
48	2009.12.14 19:00	close	24	1.00	1.03153	0.00000	0.00000	-231.69	6351.67
49	2009.12.14 19:00	sell	25	1.00	1.03153	0.00000	0.00000
50	2009.12.15 03:00	close	25	1.00	1.03239	0.00000	0.00000	-83.99	6267.68
51	2009.12.15 03:00	buy	26	1.00	1.03239	0.00000	0.00000
52	2009.12.16 03:00	close	26	1.00	1.04037	0.00000	0.00000	767.52	7035.20
53	2009.12.16 05:00	buy	27	1.00	1.04193	0.00000	0.00000
54	2009.12.16 08:00	close	27	1.00	1.03995	0.00000	0.00000	-190.39	6844.81
55	2009.12.16 08:00	sell	28	1.00	1.03995	0.00000	0.00000
56	2009.12.16 09:00	close	28	1.00	1.04220	0.00000	0.00000	-215.89	6628.92
57	2009.12.16 09:00	buy	29	1.00	1.04220	0.00000	0.00000
58	2009.12.16 10:00	close	29	1.00	1.03986	0.00000	0.00000	-225.03	6403.89
59	2009.12.16 10:00	sell	30	1.00	1.03986	0.00000	0.00000
60	2009.12.16 21:00	close	30	1.00	1.03992	0.00000	0.00000	-5.77	6398.12
61	2009.12.16 21:00	buy	31	1.00	1.03992	0.00000	0.00000
62	2009.12.17 20:00	close	31	1.00	1.04651	0.00000	0.00000	631.20	7029.32
63	2009.12.17 20:00	sell	32	1.00	1.04651	0.00000	0.00000
64	2009.12.18 14:00	close	32	1.00	1.04299	0.00000	0.00000	336.80	7366.11
65	2009.12.18 14:00	buy	33	1.00	1.04299	0.00000	0.00000
66	2009.12.18 21:00	close	33	1.00	1.04285	0.00000	0.00000	-13.42	7352.69
67	2009.12.21 07:00	buy	34	1.00	1.04255	0.00000	0.00000
68	2009.12.21 12:00	close	34	1.00	1.04262	0.00000	0.00000	6.71	7359.40
69	2009.12.21 12:00	sell	35	1.00	1.04262	0.00000	0.00000
70	2009.12.21 20:00	close	35	1.00	1.04569	0.00000	0.00000	-293.59	7065.81
71	2009.12.21 20:00	buy	36	1.00	1.04569	0.00000	0.00000
72	2009.12.22 05:00	close	36	1.00	1.04540	0.00000	0.00000	-27.24	7038.57
73	2009.12.22 11:00	buy	37	1.00	1.04646	0.00000	0.00000
74	2009.12.23 03:00	close	37	1.00	1.04759	0.00000	0.00000	108.37	7146.93
75	2009.12.23 03:00	sell	38	1.00	1.04759	0.00000	0.00000
76	2009.12.23 04:00	close	38	1.00	1.04914	0.00000	0.00000	-147.74	6999.19
77	2009.12.23 04:00	buy	39	1.00	1.04914	0.00000	0.00000
78	2009.12.23 11:00	close	39	1.00	1.04804	0.00000	0.00000	-104.96	6894.23
79	2009.12.23 11:00	sell	40	1.00	1.04804	0.00000	0.00000
80	2009.12.24 02:00	close	40	1.00	1.03938	0.00000	0.00000	831.11	7725.35
81	2009.12.24 08:00	sell	41	1.00	1.03821	0.00000	0.00000
82	2009.12.24 16:00	close	41	1.00	1.03806	0.00000	0.00000	14.45	7739.80
83	2009.12.24 16:00	buy	42	1.00	1.03806	0.00000	0.00000
84	2009.12.28 07:00	close	42	1.00	1.03532	0.00000	0.00000	-263.66	7476.14
85	2009.12.28 07:00	sell	43	1.00	1.03532	0.00000	0.00000
86	2009.12.28 21:00	close	43	1.00	1.03523	0.00000	0.00000	8.69	7484.83
87	2009.12.28 21:00	buy	44	1.00	1.03523	0.00000	0.00000
88	2009.12.29 08:00	close	44	1.00	1.03464	0.00000	0.00000	-56.53	7428.30
89	2009.12.29 08:00	sell	45	1.00	1.03464	0.00000	0.00000
90	2009.12.29 18:00	close	45	1.00	1.03676	0.00000	0.00000	-204.48	7223.82
91	2009.12.29 18:00	buy	46	1.00	1.03676	0.00000	0.00000
92	2009.12.30 09:00	close	46	1.00	1.03640	0.00000	0.00000	-34.25	7189.58
93	2009.12.30 09:00	sell	47	1.00	1.03640	0.00000	0.00000
94	2009.12.30 13:00	close	47	1.00	1.03891	0.00000	0.00000	-241.60	6947.98
95	2009.12.30 13:00	buy	48	1.00	1.03891	0.00000	0.00000
96	2009.12.30 19:00	close	48	1.00	1.03627	0.00000	0.00000	-254.76	6693.22
97	2009.12.30 19:00	sell	49	1.00	1.03627	0.00000	0.00000
98	2009.12.31 18:00	close	49	1.00	1.03599	0.00000	0.00000	24.95	6718.17
99	2009.12.31 18:00	buy	50	1.00	1.03599	0.00000	0.00000
100	2009.12.31 18:57	close at stop	50	1.00	1.03506	0.00000	0.00000	-89.85	6628.32