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=180; StopLoss=50; MaximumRisk=0.03;
Bars in test	1515	Ticks modelled	13947	Modelling quality	n/a
Mismatched charts errors	2
Initial deposit	10000.00
Total net profit	-1425.37	Gross profit	53.93	Gross loss	-1479.30
Profit factor	0.04	Expected payoff	-40.72
Absolute drawdown	1425.37	Maximal drawdown	1425.37 (14.25%)	Relative drawdown	14.25% (1425.37)
Total trades	35	Short positions (won %)	18 (22.22%)	Long positions (won %)	17 (5.88%)
		Profit trades (% of total)	5 (14.29%)	Loss trades (% of total)	30 (85.71%)
Largest		profit trade	53.93	loss trade	-50.65
Average		profit trade	10.79	loss trade	-49.31
Maximum		consecutive wins (profit in money)	2 (0.00)	consecutive losses (loss in money)	14 (-694.88)
Maximal		consecutive profit (count of wins)	53.93 (1)	consecutive loss (count of losses)	-694.88 (14)
Average		consecutive wins	1	consecutive losses	6

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 00:00	buy	1	0.30	1.00615	1.00446	1.00795
2	2009.12.01 00:33	s/l	1	0.30	1.00446	1.00446	1.00795	-50.48	9949.52
3	2009.12.01 01:00	sell	2	0.30	1.00324	1.00493	1.00144
4	2009.12.01 01:20	s/l	2	0.30	1.00493	1.00493	1.00144	-50.45	9899.07
5	2009.12.01 07:00	buy	3	0.30	1.00628	1.00459	1.00808
6	2009.12.01 07:45	s/l	3	0.30	1.00459	1.00459	1.00808	-50.47	9848.60
7	2009.12.01 09:00	sell	4	0.30	1.00342	1.00511	1.00162
8	2009.12.01 09:50	t/p	4	0.30	1.00162	1.00511	1.00162	53.93	9902.53
9	2009.12.04 09:00	sell	5	0.30	0.99905	1.00074	0.99725
10	2009.12.04 09:15	s/l	5	0.30	1.00074	1.00074	0.99725	-50.65	9851.88
11	2009.12.04 15:00	buy	6	0.30	1.00953	1.00784	1.01133
12	2009.12.04 15:02	s/l	6	0.30	1.00784	1.00784	1.01133	-50.32	9801.56
13	2009.12.07 07:00	sell	7	0.30	1.01514	1.01683	1.01334
14	2009.12.07 08:15	s/l	7	0.30	1.01683	1.01683	1.01334	-49.85	9751.71
15	2009.12.07 17:00	buy	8	0.30	1.02039	1.01870	1.02219
16	2009.12.07 18:45	s/l	8	0.30	1.01870	1.01870	1.02219	-49.83	9701.88
17	2009.12.07 21:00	sell	9	0.30	1.01933	1.02102	1.01753
18	2009.12.07 21:40	s/l	9	0.30	1.02102	1.02102	1.01753	-49.65	9652.23
19	2009.12.08 09:00	buy	10	0.30	1.02210	1.02041	1.02390
20	2009.12.08 09:20	s/l	10	0.30	1.02041	1.02041	1.02390	-49.68	9602.55
21	2009.12.09 06:00	sell	11	0.30	1.02593	1.02762	1.02413
22	2009.12.09 07:15	s/l	11	0.30	1.02762	1.02762	1.02413	-49.32	9553.23
23	2009.12.09 16:00	buy	12	0.30	1.02814	1.02645	1.02994
24	2009.12.09 16:10	s/l	12	0.30	1.02645	1.02645	1.02994	-49.39	9503.84
25	2009.12.10 05:00	sell	13	0.30	1.02663	1.02832	1.02483
26	2009.12.10 05:15	s/l	13	0.30	1.02832	1.02832	1.02483	-49.30	9454.54
27	2009.12.10 10:00	buy	14	0.30	1.02781	1.02612	1.02961
28	2009.12.10 11:15	s/l	14	0.30	1.02612	1.02612	1.02961	-49.42	9405.12
29	2009.12.10 13:00	sell	15	0.30	1.02533	1.02702	1.02353
30	2009.12.10 13:10	s/l	15	0.30	1.02702	1.02702	1.02353	-49.36	9355.76
31	2009.12.11 04:00	buy	16	0.30	1.02747	1.02578	1.02927
32	2009.12.11 06:20	s/l	16	0.30	1.02578	1.02578	1.02927	-49.43	9306.33
33	2009.12.11 11:00	sell	17	0.30	1.02503	1.02672	1.02323
34	2009.12.11 14:40	s/l	17	0.30	1.02672	1.02672	1.02323	-49.37	9256.96
35	2009.12.11 15:00	buy	18	0.30	1.02984	1.02815	1.03164
36	2009.12.11 15:03	s/l	18	0.30	1.02815	1.02815	1.03164	-49.31	9207.65
37	2009.12.14 06:00	sell	19	0.30	1.03219	1.03388	1.03039
38	2009.12.14 09:00	modify	19	0.30	1.03219	1.03219	1.03039
39	2009.12.14 09:10	s/l	19	0.30	1.03219	1.03219	1.03039	0.00	9207.65
40	2009.12.14 13:00	buy	20	0.30	1.03454	1.03285	1.03634
41	2009.12.14 13:15	s/l	20	0.30	1.03285	1.03285	1.03634	-49.10	9158.55
42	2009.12.16 03:00	sell	21	0.30	1.04037	1.04206	1.03857
43	2009.12.16 04:40	s/l	21	0.30	1.04206	1.04206	1.03857	-48.65	9109.90
44	2009.12.16 10:00	buy	22	0.30	1.04105	1.03936	1.04285
45	2009.12.16 10:02	s/l	22	0.30	1.03936	1.03936	1.04285	-48.78	9061.12
46	2009.12.16 11:00	sell	23	0.30	1.03948	1.04117	1.03768
47	2009.12.16 13:00	modify	23	0.30	1.03948	1.03948	1.03768
48	2009.12.16 13:50	s/l	23	0.30	1.03948	1.03948	1.03768	0.00	9061.12
49	2009.12.16 21:00	buy	24	0.30	1.04084	1.03915	1.04264
50	2009.12.16 21:15	s/l	24	0.30	1.03915	1.03915	1.04264	-48.80	9012.32
51	2009.12.18 02:00	sell	25	0.30	1.04287	1.04456	1.04107
52	2009.12.18 02:37	s/l	25	0.30	1.04456	1.04456	1.04107	-48.54	8963.78
53	2009.12.21 10:00	buy	26	0.30	1.04747	1.04578	1.04927
54	2009.12.21 10:20	s/l	26	0.30	1.04578	1.04578	1.04927	-48.49	8915.29
55	2009.12.21 17:00	sell	27	0.30	1.04382	1.04551	1.04202
56	2009.12.21 17:03	s/l	27	0.30	1.04551	1.04551	1.04202	-48.49	8866.80
57	2009.12.21 21:00	buy	28	0.30	1.04675	1.04506	1.04855
58	2009.12.22 00:50	s/l	28	0.30	1.04506	1.04506	1.04855	-48.36	8818.44
59	2009.12.23 12:00	sell	29	0.30	1.04608	1.04777	1.04428
60	2009.12.23 12:15	s/l	29	0.30	1.04777	1.04777	1.04428	-48.39	8770.05
61	2009.12.28 03:00	buy	30	0.30	1.03562	1.03393	1.03742
62	2009.12.28 06:00	modify	30	0.30	1.03562	1.03562	1.03742
63	2009.12.28 06:45	s/l	30	0.30	1.03562	1.03562	1.03742	0.00	8770.05
64	2009.12.28 11:00	sell	31	0.30	1.03505	1.03674	1.03325
65	2009.12.28 14:00	modify	31	0.30	1.03505	1.03505	1.03325
66	2009.12.28 15:20	s/l	31	0.30	1.03505	1.03505	1.03325	0.00	8770.05
67	2009.12.29 00:00	buy	32	0.30	1.03648	1.03479	1.03828
68	2009.12.29 06:32	s/l	32	0.30	1.03479	1.03479	1.03828	-49.00	8721.05
69	2009.12.30 14:00	sell	33	0.30	1.03791	1.03960	1.03611
70	2009.12.30 15:15	s/l	33	0.30	1.03960	1.03960	1.03611	-48.77	8672.28
71	2009.12.30 16:00	buy	34	0.30	1.04037	1.03868	1.04217
72	2009.12.30 16:37	s/l	34	0.30	1.03868	1.03868	1.04217	-48.82	8623.46
73	2009.12.30 19:00	sell	35	0.30	1.03627	1.03796	1.03447
74	2009.12.30 19:20	s/l	35	0.30	1.03796	1.03796	1.03447	-48.83	8574.63