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		Lots=200; StopLoss=2000; TakeProfit=0; TradeAtCloseBar=false; TrailingStop=0; TrailingStep=1; BreakEven=0; MagicNumber=0; Repeat=3; Periods=5; UseAlert=false; SendEmail=true; TradeLog="MasterMind3"; Slippage=3; Indicator_Setting="---------- Indicator Setting"; Crash=false; TimeFrame=0; Length=5; Method=3; Smoothing=1; Filter=5; RealTime=false; Steady=false; Color=false; Alerts=false; EmailON=false; SignalPrice=false; SignalPriceBUY=Black; SignalPriceSELL=Black; CountBars=1485;
Bars in test	1515	Ticks modelled	13947	Modelling quality	n/a
Mismatched charts errors	2
Initial deposit	10000.00
Total net profit	-151.91	Gross profit	11168.75	Gross loss	-11320.66
Profit factor	0.99	Expected payoff	-5.43
Absolute drawdown	5864.62	Maximal drawdown	12902.25 (75.73%)	Relative drawdown	75.73% (12902.25)
Total trades	28	Short positions (won %)	14 (57.14%)	Long positions (won %)	14 (78.57%)
		Profit trades (% of total)	19 (67.86%)	Loss trades (% of total)	9 (32.14%)
Largest		profit trade	1816.02	loss trade	-4282.69
Average		profit trade	587.83	loss trade	-1257.85
Maximum		consecutive wins (profit in money)	7 (3314.93)	consecutive losses (loss in money)	6 (-10367.84)
Maximal		consecutive profit (count of wins)	5914.80 (6)	consecutive loss (count of losses)	-10367.84 (6)
Average		consecutive wins	6	consecutive losses	5

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 06:20	sell	1	1.30	1.00737	1.02737	0.00000
2	2009.12.01 11:20	close	1	1.30	0.99934	1.02737	0.00000	1044.59	11044.59
3	2009.12.01 14:20	buy	2	1.50	0.99894	0.97894	0.00000
4	2009.12.01 16:50	buy	3	1.40	0.99862	0.97862	0.00000
5	2009.12.01 17:10	buy	4	1.40	0.99833	0.97833	0.00000
6	2009.12.02 17:20	close	2	1.50	1.00230	0.97894	0.00000	503.43	11548.02
7	2009.12.02 18:20	close	3	1.40	1.00261	0.97862	0.00000	557.70	12105.73
8	2009.12.03 07:50	buy	5	1.60	0.99746	0.97746	0.00000
9	2009.12.03 08:15	buy	6	1.50	0.99746	0.97746	0.00000
10	2009.12.04 14:40	close	4	1.40	1.00266	0.97833	0.00000	607.36	12713.09
11	2009.12.04 14:45	close	5	1.60	1.00617	0.97746	0.00000	1385.68	14098.77
12	2009.12.04 14:50	close	6	1.50	1.00968	0.97746	0.00000	1816.02	15914.80
13	2009.12.04 15:15	sell	7	2.20	1.01008	1.03008	0.00000
14	2009.12.04 15:20	sell	8	2.10	1.01119	1.03119	0.00000
15	2009.12.04 16:40	sell	9	2.00	1.01173	1.03173	0.00000
16	2009.12.10 09:37	s/l	7	2.20	1.03008	1.03008	0.00000	-4282.69	11632.11
17	2009.12.10 09:37	sell	10	0.40	1.03010	1.05010	0.00000
18	2009.12.11 13:20	close	8	2.10	1.02356	1.03119	0.00000	-2551.01	9081.10
19	2009.12.11 13:37	close	9	2.00	1.02352	1.03173	0.00000	-2316.28	6764.82
20	2009.12.11 15:13	sell	11	0.90	1.02942	1.04942	0.00000
21	2009.12.11 15:20	sell	12	0.80	1.03037	1.05037	0.00000
22	2009.12.16 15:50	close	10	0.40	1.03617	1.05010	0.00000	-235.75	6529.07
23	2009.12.16 16:02	close	11	0.90	1.03588	1.04942	0.00000	-563.67	5965.40
24	2009.12.16 16:07	close	12	0.80	1.03576	1.05037	0.00000	-418.45	5546.96
25	2009.12.16 16:46	buy	13	0.70	1.03548	1.01548	0.00000
26	2009.12.16 17:15	buy	14	0.70	1.03508	1.01508	0.00000
27	2009.12.16 17:20	buy	15	0.70	1.03441	1.01441	0.00000
28	2009.12.17 02:46	close	13	0.70	1.04321	1.01548	0.00000	519.52	6066.48
29	2009.12.17 03:02	close	14	0.70	1.04366	1.01508	0.00000	576.30	6642.78
30	2009.12.17 03:07	close	15	0.70	1.04382	1.01441	0.00000	631.88	7274.66
31	2009.12.17 03:45	sell	16	1.00	1.04467	1.06467	0.00000
32	2009.12.17 03:50	sell	17	0.90	1.04570	1.06570	0.00000
33	2009.12.17 04:10	sell	18	0.90	1.04611	1.06611	0.00000
34	2009.12.21 14:07	close	16	1.00	1.03930	1.06467	0.00000	514.91	7789.57
35	2009.12.22 12:59	sell	19	0.90	1.04834	1.06834	0.00000
36	2009.12.23 13:45	close	17	0.90	1.04378	1.06570	0.00000	162.34	7951.91
37	2009.12.23 13:50	close	18	0.90	1.04235	1.06611	0.00000	321.44	8273.35
38	2009.12.23 14:02	close	19	0.90	1.04152	1.06834	0.00000	588.53	8861.88
39	2009.12.23 14:07	buy	20	1.20	1.04123	1.02123	0.00000
40	2009.12.23 15:20	buy	21	1.20	1.04118	1.02118	0.00000
41	2009.12.23 16:15	buy	22	1.10	1.04046	1.02046	0.00000
42	2009.12.29 17:20	close	20	1.20	1.03763	1.02123	0.00000	-413.48	8448.40
43	2009.12.29 17:32	close	21	1.20	1.03829	1.02118	0.00000	-331.16	8117.24
44	2009.12.29 17:37	close	22	1.10	1.03847	1.02046	0.00000	-208.18	7909.07
45	2009.12.30 01:45	sell	23	1.10	1.03852	1.05852	0.00000
46	2009.12.30 01:50	sell	24	1.00	1.03888	1.05888	0.00000
47	2009.12.30 02:32	sell	25	1.00	1.03905	1.05905	0.00000
48	2009.12.31 02:20	close	23	1.10	1.03506	1.05852	0.00000	364.77	8273.84
49	2009.12.31 02:40	close	24	1.00	1.03489	1.05888	0.00000	382.88	8656.71
50	2009.12.31 02:45	close	25	1.00	1.03457	1.05905	0.00000	430.36	9087.07
51	2009.12.31 02:50	buy	26	1.20	1.03414	1.01414	0.00000
52	2009.12.31 07:33	buy	27	1.20	1.03289	1.01289	0.00000
53	2009.12.31 07:40	buy	28	1.10	1.03127	1.01127	0.00000
54	2009.12.31 18:57	close at stop	28	1.10	1.03506	1.01127	0.00000	402.78	9489.85
55	2009.12.31 18:57	close at stop	27	1.20	1.03506	1.01289	0.00000	251.58	9741.43
56	2009.12.31 18:57	close at stop	26	1.20	1.03506	1.01414	0.00000	106.66	9848.09