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	-182.06	Gross profit	232.55	Gross loss	-414.61
Profit factor	0.56	Expected payoff	-6.74
Absolute drawdown	240.22	Maximal drawdown	328.33 (3.25%)	Relative drawdown	3.25% (328.33)
Total trades	27	Short positions (won %)	14 (14.29%)	Long positions (won %)	13 (46.15%)
		Profit trades (% of total)	8 (29.63%)	Loss trades (% of total)	19 (70.37%)
Largest		profit trade	94.83	loss trade	-93.21
Average		profit trade	29.07	loss trade	-21.82
Maximum		consecutive wins (profit in money)	3 (52.64)	consecutive losses (loss in money)	8 (-145.25)
Maximal		consecutive profit (count of wins)	94.83 (1)	consecutive loss (count of losses)	-145.25 (8)
Average		consecutive wins	2	consecutive losses	4

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 02:00	buy	1	0.10	1.00474	0.00000	0.00000
2	2009.12.01 03:00	close	1	0.10	1.00437	0.00000	0.00000	-3.68	9996.32
3	2009.12.01 05:00	sell	2	0.10	1.00411	0.00000	0.00000
4	2009.12.01 07:00	close	2	0.10	1.00520	0.00000	0.00000	-10.84	9985.48
5	2009.12.01 07:00	buy	3	0.10	1.00520	0.00000	0.00000
6	2009.12.01 08:00	close	3	0.10	1.00395	0.00000	0.00000	-12.45	9973.03
7	2009.12.01 08:00	sell	4	0.10	1.00395	0.00000	0.00000
8	2009.12.02 00:00	close	4	0.10	0.99976	0.00000	0.00000	41.84	10014.87
9	2009.12.02 15:00	buy	5	0.10	0.99967	0.00000	0.00000
10	2009.12.03 01:00	close	5	0.10	1.00049	0.00000	0.00000	8.35	10023.22
11	2009.12.03 16:00	buy	6	0.10	0.99972	0.00000	0.00000
12	2009.12.04 08:00	close	6	0.10	0.99996	0.00000	0.00000	2.45	10025.67
13	2009.12.04 09:00	sell	7	0.10	0.99905	0.00000	0.00000
14	2009.12.04 15:00	close	7	0.10	1.00845	0.00000	0.00000	-93.21	9932.46
15	2009.12.04 15:00	buy	8	0.10	1.00845	0.00000	0.00000
16	2009.12.07 19:00	close	8	0.10	1.01810	0.00000	0.00000	94.83	10027.29
17	2009.12.08 11:00	sell	9	0.10	1.01766	0.00000	0.00000
18	2009.12.08 13:00	close	9	0.10	1.02151	0.00000	0.00000	-37.69	9989.60
19	2009.12.09 10:00	sell	10	0.10	1.02446	0.00000	0.00000
20	2009.12.09 14:00	close	10	0.10	1.02614	0.00000	0.00000	-16.37	9973.23
21	2009.12.09 17:00	sell	11	0.10	1.02476	0.00000	0.00000
22	2009.12.10 05:00	close	11	0.10	1.02674	0.00000	0.00000	-19.49	9953.74
23	2009.12.10 12:00	sell	12	0.10	1.02507	0.00000	0.00000
24	2009.12.10 17:00	close	12	0.10	1.02654	0.00000	0.00000	-14.32	9939.42
25	2009.12.10 23:00	sell	13	0.10	1.02585	0.00000	0.00000
26	2009.12.11 03:00	close	13	0.10	1.02645	0.00000	0.00000	-5.92	9933.50
27	2009.12.11 05:00	sell	14	0.10	1.02607	0.00000	0.00000
28	2009.12.11 08:00	close	14	0.10	1.02679	0.00000	0.00000	-7.01	9926.49
29	2009.12.11 08:00	buy	15	0.10	1.02679	0.00000	0.00000
30	2009.12.11 10:00	close	15	0.10	1.02595	0.00000	0.00000	-8.19	9918.30
31	2009.12.11 11:00	sell	16	0.10	1.02503	0.00000	0.00000
32	2009.12.11 15:00	close	16	0.10	1.02876	0.00000	0.00000	-36.26	9882.04
33	2009.12.11 15:00	buy	17	0.10	1.02876	0.00000	0.00000
34	2009.12.14 06:00	close	17	0.10	1.03219	0.00000	0.00000	33.28	9915.32
35	2009.12.14 07:00	sell	18	0.10	1.03129	0.00000	0.00000
36	2009.12.14 12:00	close	18	0.10	1.03376	0.00000	0.00000	-23.89	9891.43
37	2009.12.14 17:00	sell	19	0.10	1.03145	0.00000	0.00000
38	2009.12.15 03:00	close	19	0.10	1.03223	0.00000	0.00000	-7.63	9883.80
39	2009.12.21 10:00	buy	20	0.10	1.04639	0.00000	0.00000
40	2009.12.21 13:00	close	20	0.10	1.04216	0.00000	0.00000	-40.59	9843.21
41	2009.12.21 17:00	buy	21	0.10	1.04393	0.00000	0.00000
42	2009.12.22 10:00	close	21	0.10	1.04473	0.00000	0.00000	7.71	9850.92
43	2009.12.24 17:00	buy	22	0.10	1.03835	0.00000	0.00000
44	2009.12.28 03:00	close	22	0.10	1.03443	0.00000	0.00000	-37.80	9813.12
45	2009.12.28 09:00	buy	23	0.10	1.03716	0.00000	0.00000
46	2009.12.28 10:00	close	23	0.10	1.03563	0.00000	0.00000	-14.77	9798.35
47	2009.12.29 18:00	buy	24	0.10	1.03660	0.00000	0.00000
48	2009.12.30 09:00	close	24	0.10	1.03640	0.00000	0.00000	-1.88	9796.47
49	2009.12.30 09:00	sell	25	0.10	1.03640	0.00000	0.00000
50	2009.12.30 13:00	close	25	0.10	1.03875	0.00000	0.00000	-22.62	9773.85
51	2009.12.30 19:00	sell	26	0.10	1.03627	0.00000	0.00000
52	2009.12.31 16:00	close	26	0.10	1.03319	0.00000	0.00000	29.60	9803.45
53	2009.12.31 17:00	buy	27	0.10	1.03356	0.00000	0.00000
54	2009.12.31 18:57	close at stop	27	0.10	1.03506	0.00000	0.00000	14.49	9817.94