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		EAName=""TrendStrengthEMA""; magic=2703; SL=0; TP=0; slippage=3; lots=0.1;
Bars in test	1515	Ticks modelled	13947	Modelling quality	n/a
Mismatched charts errors	2
Initial deposit	10000.00
Total net profit	-165.00	Gross profit	295.42	Gross loss	-460.42
Profit factor	0.64	Expected payoff	-11.00
Absolute drawdown	198.50	Maximal drawdown	391.24 (3.84%)	Relative drawdown	3.84% (391.24)
Total trades	15	Short positions (won %)	8 (12.50%)	Long positions (won %)	7 (28.57%)
		Profit trades (% of total)	3 (20.00%)	Loss trades (% of total)	12 (80.00%)
Largest		profit trade	224.15	loss trade	-80.71
Average		profit trade	98.47	loss trade	-38.37
Maximum		consecutive wins (profit in money)	1 (224.15)	consecutive losses (loss in money)	6 (-246.23)
Maximal		consecutive profit (count of wins)	224.15 (1)	consecutive loss (count of losses)	-246.23 (6)
Average		consecutive wins	1	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 09:00	sell	1	0.10	1.00342	0.00000	0.00000
2	2009.12.02 21:00	close	1	0.10	1.00356	0.00000	0.00000	-1.47	9998.53
3	2009.12.02 21:00	buy	2	0.10	1.00356	0.00000	0.00000
4	2009.12.03 05:00	close	2	0.10	0.99890	0.00000	0.00000	-46.50	9952.03
5	2009.12.03 05:00	sell	3	0.10	0.99890	0.00000	0.00000
6	2009.12.04 00:00	close	3	0.10	1.00207	0.00000	0.00000	-31.70	9920.33
7	2009.12.04 00:00	buy	4	0.10	1.00207	0.00000	0.00000
8	2009.12.11 12:00	close	4	0.10	1.02501	0.00000	0.00000	224.15	10144.48
9	2009.12.11 12:00	sell	5	0.10	1.02501	0.00000	0.00000
10	2009.12.11 16:00	close	5	0.10	1.03335	0.00000	0.00000	-80.71	10063.77
11	2009.12.11 16:00	buy	6	0.10	1.03335	0.00000	0.00000
12	2009.12.16 18:00	close	6	0.10	1.03549	0.00000	0.00000	20.82	10084.58
13	2009.12.16 18:00	sell	7	0.10	1.03549	0.00000	0.00000
14	2009.12.17 02:00	close	7	0.10	1.04032	0.00000	0.00000	-46.64	10037.95
15	2009.12.17 02:00	buy	8	0.10	1.04032	0.00000	0.00000
16	2009.12.18 05:00	close	8	0.10	1.03938	0.00000	0.00000	-8.99	10028.96
17	2009.12.18 05:00	sell	9	0.10	1.03938	0.00000	0.00000
18	2009.12.18 20:00	close	9	0.10	1.04529	0.00000	0.00000	-56.54	9972.42
19	2009.12.18 20:00	buy	10	0.10	1.04529	0.00000	0.00000
20	2009.12.21 00:00	close	10	0.10	1.04067	0.00000	0.00000	-44.34	9928.08
21	2009.12.21 00:00	sell	11	0.10	1.04067	0.00000	0.00000
22	2009.12.21 20:00	close	11	0.10	1.04661	0.00000	0.00000	-56.75	9871.33
23	2009.12.21 20:00	buy	12	0.10	1.04661	0.00000	0.00000
24	2009.12.23 15:00	close	12	0.10	1.04316	0.00000	0.00000	-32.97	9838.35
25	2009.12.23 15:00	sell	13	0.10	1.04316	0.00000	0.00000
26	2009.12.29 22:00	close	13	0.10	1.03788	0.00000	0.00000	50.45	9888.81
27	2009.12.29 22:00	buy	14	0.10	1.03788	0.00000	0.00000
28	2009.12.31 03:00	close	14	0.10	1.03427	0.00000	0.00000	-34.70	9854.11
29	2009.12.31 03:00	sell	15	0.10	1.03427	0.00000	0.00000
30	2009.12.31 18:57	close at stop	15	0.10	1.03625	0.00000	0.00000	-19.11	9835.00