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	134.62	Gross profit	256.11	Gross loss	-121.49
Profit factor	2.11	Expected payoff	33.65
Absolute drawdown	137.18	Maximal drawdown	213.40 (2.08%)	Relative drawdown	2.08% (213.40)
Total trades	4	Short positions (won %)	1 (0.00%)	Long positions (won %)	3 (33.33%)
		Profit trades (% of total)	1 (25.00%)	Loss trades (% of total)	3 (75.00%)
Largest		profit trade	256.11	loss trade	-85.31
Average		profit trade	256.11	loss trade	-40.50
Maximum		consecutive wins (profit in money)	1 (256.11)	consecutive losses (loss in money)	3 (-121.49)
Maximal		consecutive profit (count of wins)	256.11 (1)	consecutive loss (count of losses)	-121.49 (3)
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	0.10	1.00531	0.00000	0.00000
2	2009.12.01 01:00	close	1	0.10	1.00324	0.00000	0.00000	-20.63	9979.37
3	2009.12.01 02:00	buy	2	0.10	1.00498	0.00000	0.00000
4	2009.12.01 09:00	close	2	0.10	1.00342	0.00000	0.00000	-15.55	9963.82
5	2009.12.01 10:00	sell	3	0.10	1.00012	0.00000	0.00000
6	2009.12.04 15:00	close	3	0.10	1.00869	0.00000	0.00000	-85.31	9878.51
7	2009.12.04 15:00	buy	4	0.10	1.00869	0.00000	0.00000
8	2009.12.31 18:57	close at stop	4	0.10	1.03506	0.00000	0.00000	256.11	10134.62