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=0.1; SndMl=true; isFloatLots=false; DcF=3; MaxR=0.02; pATR=4; rChannel=20; Trailing=30;
Bars in test	1515	Ticks modelled	13947	Modelling quality	n/a
Mismatched charts errors	2
Initial deposit	10000.00
Total net profit	-594.83	Gross profit	96.14	Gross loss	-690.97
Profit factor	0.14	Expected payoff	-37.18
Absolute drawdown	665.33	Maximal drawdown	706.01 (7.03%)	Relative drawdown	7.03% (706.01)
Total trades	16	Short positions (won %)	12 (8.33%)	Long positions (won %)	4 (25.00%)
		Profit trades (% of total)	2 (12.50%)	Loss trades (% of total)	14 (87.50%)
Largest		profit trade	76.52	loss trade	-74.34
Average		profit trade	48.07	loss trade	-49.36
Maximum		consecutive wins (profit in money)	1 (76.52)	consecutive losses (loss in money)	11 (-514.53)
Maximal		consecutive profit (count of wins)	76.52 (1)	consecutive loss (count of losses)	-514.53 (11)
Average		consecutive wins	1	consecutive losses	7

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 00:00	sell	1	0.10	1.00496	1.00785	0.00000
2	2009.12.01 06:20	s/l	1	0.10	1.00785	1.00785	0.00000	-28.65	9971.35
3	2009.12.01 08:00	sell	2	0.10	1.00395	1.00936	0.00000
4	2009.12.04 14:50	s/l	2	0.10	1.00936	1.00936	0.00000	-53.87	9917.48
5	2009.12.04 19:00	sell	3	0.10	1.01390	1.01782	0.00000
6	2009.12.04 19:40	s/l	3	0.10	1.01782	1.01782	0.00000	-38.49	9878.99
7	2009.12.04 22:00	sell	4	0.10	1.01682	1.02161	0.00000
8	2009.12.07 09:35	s/l	4	0.10	1.02161	1.02161	0.00000	-46.95	9832.04
9	2009.12.07 12:00	sell	5	0.10	1.02083	1.02847	0.00000
10	2009.12.08 19:15	s/l	5	0.10	1.02847	1.02847	0.00000	-74.34	9757.70
11	2009.12.08 22:00	sell	6	0.10	1.02689	1.03058	0.00000
12	2009.12.09 19:20	s/l	6	0.10	1.03058	1.03058	0.00000	-35.86	9721.85
13	2009.12.09 21:00	sell	7	0.10	1.02681	1.03246	0.00000
14	2009.12.11 15:30	s/l	7	0.10	1.03246	1.03246	0.00000	-55.00	9666.85
15	2009.12.11 19:00	sell	8	0.10	1.03388	1.04026	0.00000
16	2009.12.15 09:32	s/l	8	0.10	1.04026	1.04026	0.00000	-61.46	9605.39
17	2009.12.15 13:00	sell	9	0.10	1.03951	1.04367	0.00000
18	2009.12.15 17:50	s/l	9	0.10	1.04367	1.04367	0.00000	-39.85	9565.54
19	2009.12.15 19:00	sell	10	0.10	1.04156	1.04521	0.00000
20	2009.12.17 03:45	s/l	10	0.10	1.04521	1.04521	0.00000	-35.18	9530.36
21	2009.12.17 07:00	sell	11	0.10	1.04649	1.05121	0.00000
22	2009.12.17 11:45	s/l	11	0.10	1.05121	1.05121	0.00000	-44.89	9485.47
23	2009.12.17 13:00	sell	12	0.10	1.04864	1.05318	0.00000
24	2009.12.18 06:00	close	12	0.10	1.04067	1.05318	0.00000	76.52	9561.99
25	2009.12.18 07:00	buy	13	0.10	1.04278	1.03621	0.00000
26	2009.12.23 18:20	s/l	13	0.10	1.03621	1.03621	0.00000	-63.26	9498.73
27	2009.12.23 20:00	buy	14	0.10	1.03882	1.03284	0.00000
28	2009.12.24 13:45	s/l	14	0.10	1.03284	1.03284	0.00000	-57.75	9440.98
29	2009.12.24 15:00	buy	15	0.10	1.03563	1.02991	0.00000
30	2009.12.29 09:20	s/l	15	0.10	1.02991	1.02991	0.00000	-55.43	9385.55
31	2009.12.29 12:00	buy	16	0.10	1.03305	1.02668	0.00000
32	2009.12.31 18:57	close at stop	16	0.10	1.03506	1.02668	0.00000	19.62	9405.17