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		MagicNumber=0; SignalMail=false; EachTickMode=false; Lots=1; Slippage=3; StopLossMode=false; StopLoss=45; TakeProfitMode=false; TakeProfit=60; TrailingStopMode=false; TrailingStop=30;
Bars in test	1515	Ticks modelled	13947	Modelling quality	n/a
Mismatched charts errors	2
Initial deposit	10000.00
Total net profit	-1858.62	Gross profit	2545.33	Gross loss	-4403.95
Profit factor	0.58	Expected payoff	-64.09
Absolute drawdown	2153.80	Maximal drawdown	2735.42 (25.85%)	Relative drawdown	25.85% (2735.42)
Total trades	29	Short positions (won %)	8 (12.50%)	Long positions (won %)	21 (28.57%)
		Profit trades (% of total)	7 (24.14%)	Loss trades (% of total)	22 (75.86%)
Largest		profit trade	787.83	loss trade	-887.48
Average		profit trade	363.62	loss trade	-200.18
Maximum		consecutive wins (profit in money)	2 (924.86)	consecutive losses (loss in money)	8 (-1644.65)
Maximal		consecutive profit (count of wins)	924.86 (2)	consecutive loss (count of losses)	-1644.65 (8)
Average		consecutive wins	1	consecutive losses	4

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 05:00	sell	1	1.00	1.00411	0.00000	0.00000
2	2009.12.01 07:00	close	1	1.00	1.00522	0.00000	0.00000	-110.42	9889.58
3	2009.12.01 08:00	sell	2	1.00	1.00395	0.00000	0.00000
4	2009.12.01 22:00	close	2	1.00	0.99939	0.00000	0.00000	456.28	10345.86
5	2009.12.03 05:00	sell	3	1.00	0.99890	0.00000	0.00000
6	2009.12.03 07:00	close	3	1.00	0.99999	0.00000	0.00000	-109.00	10236.86
7	2009.12.03 08:00	sell	4	1.00	0.99773	0.00000	0.00000
8	2009.12.03 15:00	close	4	1.00	0.99934	0.00000	0.00000	-161.11	10075.75
9	2009.12.04 09:00	sell	5	1.00	0.99905	0.00000	0.00000
10	2009.12.04 10:00	close	5	1.00	1.00024	0.00000	0.00000	-118.97	9956.78
11	2009.12.04 11:00	sell	6	1.00	0.99952	0.00000	0.00000
12	2009.12.04 15:00	close	6	1.00	1.00847	0.00000	0.00000	-887.48	9069.30
13	2009.12.07 04:00	sell	7	1.00	1.01468	0.00000	0.00000
14	2009.12.07 07:00	close	7	1.00	1.01527	0.00000	0.00000	-58.11	9011.19
15	2009.12.07 17:00	sell	8	1.00	1.01920	0.00000	0.00000
16	2009.12.07 21:00	close	8	1.00	1.01946	0.00000	0.00000	-25.50	8985.69
17	2009.12.10 07:00	buy	9	1.00	1.02868	0.00000	0.00000
18	2009.12.10 10:00	close	9	1.00	1.02662	0.00000	0.00000	-200.66	8785.03
19	2009.12.11 08:00	buy	10	1.00	1.02681	0.00000	0.00000
20	2009.12.11 10:00	close	10	1.00	1.02595	0.00000	0.00000	-83.82	8701.21
21	2009.12.11 15:00	buy	11	1.00	1.02878	0.00000	0.00000
22	2009.12.14 03:00	close	11	1.00	1.03307	0.00000	0.00000	415.67	9116.88
23	2009.12.15 07:00	buy	12	1.00	1.03361	0.00000	0.00000
24	2009.12.15 17:00	close	12	1.00	1.03890	0.00000	0.00000	509.19	9626.07
25	2009.12.15 18:00	buy	13	1.00	1.04218	0.00000	0.00000
26	2009.12.15 22:00	close	13	1.00	1.04021	0.00000	0.00000	-189.38	9436.69
27	2009.12.17 01:00	buy	14	1.00	1.03893	0.00000	0.00000
28	2009.12.17 17:00	close	14	1.00	1.04718	0.00000	0.00000	787.83	10224.52
29	2009.12.18 14:00	buy	15	1.00	1.04285	0.00000	0.00000
30	2009.12.18 16:00	close	15	1.00	1.04207	0.00000	0.00000	-74.85	10149.67
31	2009.12.18 17:00	buy	16	1.00	1.04726	0.00000	0.00000
32	2009.12.18 19:00	close	16	1.00	1.04338	0.00000	0.00000	-371.87	9777.80
33	2009.12.21 10:00	buy	17	1.00	1.04641	0.00000	0.00000
34	2009.12.21 12:00	close	17	1.00	1.04262	0.00000	0.00000	-363.51	9414.29
35	2009.12.21 17:00	buy	18	1.00	1.04395	0.00000	0.00000
36	2009.12.22 02:00	close	18	1.00	1.04523	0.00000	0.00000	122.86	9537.14
37	2009.12.22 12:00	buy	19	1.00	1.04710	0.00000	0.00000
38	2009.12.22 15:00	close	19	1.00	1.04607	0.00000	0.00000	-98.46	9438.68
39	2009.12.22 16:00	buy	20	1.00	1.04864	0.00000	0.00000
40	2009.12.22 19:00	close	20	1.00	1.04678	0.00000	0.00000	-177.69	9260.99
41	2009.12.24 05:00	buy	21	1.00	1.03892	0.00000	0.00000
42	2009.12.24 08:00	close	21	1.00	1.03821	0.00000	0.00000	-68.39	9192.60
43	2009.12.24 17:00	buy	22	1.00	1.03837	0.00000	0.00000
44	2009.12.28 01:00	close	22	1.00	1.03666	0.00000	0.00000	-164.16	9028.44
45	2009.12.28 02:00	buy	23	1.00	1.03840	0.00000	0.00000
46	2009.12.28 03:00	close	23	1.00	1.03443	0.00000	0.00000	-383.79	8644.65
47	2009.12.28 06:00	buy	24	1.00	1.03691	0.00000	0.00000
48	2009.12.28 07:00	close	24	1.00	1.03532	0.00000	0.00000	-153.58	8491.07
49	2009.12.28 09:00	buy	25	1.00	1.03718	0.00000	0.00000
50	2009.12.28 10:00	close	25	1.00	1.03563	0.00000	0.00000	-149.67	8341.40
51	2009.12.28 19:00	buy	26	1.00	1.03450	0.00000	0.00000
52	2009.12.29 06:00	close	26	1.00	1.03527	0.00000	0.00000	74.78	8416.18
53	2009.12.30 01:00	buy	27	1.00	1.03779	0.00000	0.00000
54	2009.12.30 08:00	close	27	1.00	1.03766	0.00000	0.00000	-12.53	8403.65
55	2009.12.30 17:00	buy	28	1.00	1.04084	0.00000	0.00000
56	2009.12.30 19:00	close	28	1.00	1.03627	0.00000	0.00000	-441.00	7962.65
57	2009.12.31 16:00	buy	29	1.00	1.03321	0.00000	0.00000
58	2009.12.31 18:57	close at stop	29	1.00	1.03506	0.00000	0.00000	178.73	8141.38