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		TakeProfit=50; Lots=0.1; InitialStop=30; TrailingStop=20;
Bars in test	1515	Ticks modelled	13947	Modelling quality	n/a
Mismatched charts errors	2
Initial deposit	10000.00
Total net profit	39.38	Gross profit	494.73	Gross loss	-455.35
Profit factor	1.09	Expected payoff	1.04
Absolute drawdown	195.49	Maximal drawdown	263.47 (2.62%)	Relative drawdown	2.62% (263.47)
Total trades	38	Short positions (won %)	19 (31.58%)	Long positions (won %)	19 (36.84%)
		Profit trades (% of total)	13 (34.21%)	Loss trades (% of total)	25 (65.79%)
Largest		profit trade	84.45	loss trade	-92.50
Average		profit trade	38.06	loss trade	-18.21
Maximum		consecutive wins (profit in money)	3 (95.62)	consecutive losses (loss in money)	11 (-175.57)
Maximal		consecutive profit (count of wins)	95.62 (3)	consecutive loss (count of losses)	-175.57 (11)
Average		consecutive wins	2	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 09:00	sell	1	0.10	1.00342	0.00000	0.00000
2	2009.12.01 21:00	close	1	0.10	0.99899	0.00000	0.00000	44.34	10044.34
3	2009.12.02 16:00	buy	2	0.10	1.00024	0.00000	0.00000
4	2009.12.03 01:00	close	2	0.10	1.00049	0.00000	0.00000	2.65	10046.99
5	2009.12.03 03:00	sell	3	0.10	0.99981	0.00000	0.00000
6	2009.12.03 07:00	close	3	0.10	1.00012	0.00000	0.00000	-3.10	10043.89
7	2009.12.03 18:00	buy	4	0.10	0.99978	0.00000	0.00000
8	2009.12.03 19:00	close	4	0.10	0.99879	0.00000	0.00000	-9.91	10033.98
9	2009.12.03 19:00	sell	5	0.10	0.99879	0.00000	0.00000
10	2009.12.03 22:00	close	5	0.10	1.00004	0.00000	0.00000	-12.50	10021.48
11	2009.12.03 22:00	buy	6	0.10	1.00004	0.00000	0.00000
12	2009.12.04 01:00	close	6	0.10	0.99985	0.00000	0.00000	-1.85	10019.63
13	2009.12.04 14:00	sell	7	0.10	0.99927	0.00000	0.00000
14	2009.12.04 15:00	close	7	0.10	1.00860	0.00000	0.00000	-92.50	9927.13
15	2009.12.04 15:00	buy	8	0.10	1.00860	0.00000	0.00000
16	2009.12.07 01:00	close	8	0.10	1.01570	0.00000	0.00000	69.95	9997.08
17	2009.12.08 03:00	sell	9	0.10	1.01726	0.00000	0.00000
18	2009.12.08 08:00	close	9	0.10	1.01868	0.00000	0.00000	-13.94	9983.14
19	2009.12.08 08:00	buy	10	0.10	1.01868	0.00000	0.00000
20	2009.12.08 11:00	close	10	0.10	1.01766	0.00000	0.00000	-10.02	9973.12
21	2009.12.09 12:00	sell	11	0.10	1.02282	0.00000	0.00000
22	2009.12.09 14:00	close	11	0.10	1.02629	0.00000	0.00000	-33.81	9939.31
23	2009.12.09 14:00	buy	12	0.10	1.02629	0.00000	0.00000
24	2009.12.09 17:00	close	12	0.10	1.02476	0.00000	0.00000	-14.93	9924.38
25	2009.12.10 12:00	sell	13	0.10	1.02507	0.00000	0.00000
26	2009.12.10 17:00	close	13	0.10	1.02669	0.00000	0.00000	-15.78	9908.60
27	2009.12.10 18:00	buy	14	0.10	1.02720	0.00000	0.00000
28	2009.12.10 22:00	close	14	0.10	1.02601	0.00000	0.00000	-11.60	9897.00
29	2009.12.10 23:00	sell	15	0.10	1.02585	0.00000	0.00000
30	2009.12.11 01:00	close	15	0.10	1.02631	0.00000	0.00000	-4.55	9892.45
31	2009.12.11 06:00	buy	16	0.10	1.02662	0.00000	0.00000
32	2009.12.11 07:00	close	16	0.10	1.02557	0.00000	0.00000	-10.24	9882.21
33	2009.12.11 07:00	sell	17	0.10	1.02557	0.00000	0.00000
34	2009.12.11 08:00	close	17	0.10	1.02694	0.00000	0.00000	-13.34	9868.87
35	2009.12.11 08:00	buy	18	0.10	1.02694	0.00000	0.00000
36	2009.12.11 10:00	close	18	0.10	1.02595	0.00000	0.00000	-9.65	9859.22
37	2009.12.11 11:00	sell	19	0.10	1.02503	0.00000	0.00000
38	2009.12.11 15:00	close	19	0.10	1.02891	0.00000	0.00000	-37.71	9821.51
39	2009.12.11 15:00	buy	20	0.10	1.02891	0.00000	0.00000
40	2009.12.14 02:00	close	20	0.10	1.03380	0.00000	0.00000	47.35	9868.86
41	2009.12.14 09:00	sell	21	0.10	1.03040	0.00000	0.00000
42	2009.12.14 12:00	close	21	0.10	1.03391	0.00000	0.00000	-33.95	9834.91
43	2009.12.14 12:00	buy	22	0.10	1.03391	0.00000	0.00000
44	2009.12.14 16:00	close	22	0.10	1.03198	0.00000	0.00000	-18.70	9816.21
45	2009.12.14 19:00	sell	23	0.10	1.03153	0.00000	0.00000
46	2009.12.15 02:00	close	23	0.10	1.03217	0.00000	0.00000	-6.27	9809.94
47	2009.12.15 03:00	buy	24	0.10	1.03238	0.00000	0.00000
48	2009.12.15 17:00	close	24	0.10	1.03890	0.00000	0.00000	62.76	9872.70
49	2009.12.16 12:00	sell	25	0.10	1.03920	0.00000	0.00000
50	2009.12.16 15:00	close	25	0.10	1.03950	0.00000	0.00000	-2.89	9869.81
51	2009.12.17 01:00	buy	26	0.10	1.03906	0.00000	0.00000
52	2009.12.17 16:00	close	26	0.10	1.04791	0.00000	0.00000	84.45	9954.26
53	2009.12.18 02:00	sell	27	0.10	1.04287	0.00000	0.00000
54	2009.12.18 07:00	close	27	0.10	1.04185	0.00000	0.00000	9.79	9964.05
55	2009.12.18 15:00	buy	28	0.10	1.04509	0.00000	0.00000
56	2009.12.18 19:00	close	28	0.10	1.04338	0.00000	0.00000	-16.39	9947.66
57	2009.12.18 22:00	sell	29	0.10	1.04284	0.00000	0.00000
58	2009.12.21 04:00	close	29	0.10	1.04266	0.00000	0.00000	1.66	9949.32
59	2009.12.21 10:00	buy	30	0.10	1.04654	0.00000	0.00000
60	2009.12.21 12:00	close	30	0.10	1.04262	0.00000	0.00000	-37.60	9911.72
61	2009.12.21 14:00	sell	31	0.10	1.04008	0.00000	0.00000
62	2009.12.21 16:00	close	31	0.10	1.04306	0.00000	0.00000	-28.57	9883.15
63	2009.12.21 17:00	buy	32	0.10	1.04408	0.00000	0.00000
64	2009.12.22 01:00	close	32	0.10	1.04548	0.00000	0.00000	13.44	9896.59
65	2009.12.23 12:00	sell	33	0.10	1.04608	0.00000	0.00000
66	2009.12.23 21:00	close	33	0.10	1.03956	0.00000	0.00000	62.72	9959.31
67	2009.12.29 02:00	buy	34	0.10	1.03596	0.00000	0.00000
68	2009.12.29 06:00	close	34	0.10	1.03527	0.00000	0.00000	-6.66	9952.65
69	2009.12.29 08:00	sell	35	0.10	1.03464	0.00000	0.00000
70	2009.12.29 12:00	close	35	0.10	1.03212	0.00000	0.00000	24.42	9977.07
71	2009.12.29 18:00	buy	36	0.10	1.03675	0.00000	0.00000
72	2009.12.30 07:00	close	36	0.10	1.03857	0.00000	0.00000	17.57	9994.64
73	2009.12.30 20:00	sell	37	0.10	1.03630	0.00000	0.00000
74	2009.12.31 15:00	close	37	0.10	1.03075	0.00000	0.00000	53.63	10048.27
75	2009.12.31 18:00	buy	38	0.10	1.03598	0.00000	0.00000
76	2009.12.31 18:57	close at stop	38	0.10	1.03506	0.00000	0.00000	-8.89	10039.38