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=1; TakeProfit=100; Stoploss=0; TrailingStop=60; Slippage=5; StopYear=2005; MM=0; Leverage=1; AcctSize=10000;
Bars in test	1515	Ticks modelled	13947	Modelling quality	n/a
Mismatched charts errors	2
Initial deposit	10000.00
Total net profit	-1891.16	Gross profit	1132.82	Gross loss	-3023.98
Profit factor	0.37	Expected payoff	-94.56
Absolute drawdown	1891.16	Maximal drawdown	1891.16 (18.91%)	Relative drawdown	18.91% (1891.16)
Total trades	20	Short positions (won %)	10 (20.00%)	Long positions (won %)	10 (30.00%)
		Profit trades (% of total)	5 (25.00%)	Loss trades (% of total)	15 (75.00%)
Largest		profit trade	663.77	loss trade	-437.08
Average		profit trade	226.56	loss trade	-201.60
Maximum		consecutive wins (profit in money)	2 (193.32)	consecutive losses (loss in money)	4 (-1012.24)
Maximal		consecutive profit (count of wins)	663.77 (1)	consecutive loss (count of losses)	-1012.24 (4)
Average		consecutive wins	1	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 00:00	sell stop	1	1.00	1.00447	1.00529	1.00347
2	2009.12.01 00:33	sell	1	1.00	1.00447	1.00529	1.00347
3	2009.12.01 00:36	s/l	1	1.00	1.00529	1.00529	1.00347	-81.54	9918.46
4	2009.12.01 02:00	sell stop	2	1.00	1.00317	1.00490	1.00217
5	2009.12.01 03:00	modify	2	1.00	1.00391	1.00523	1.00217
6	2009.12.01 04:50	sell	2	1.00	1.00391	1.00523	1.00217
7	2009.12.01 04:57	s/l	2	1.00	1.00523	1.00523	1.00217	-131.29	9787.17
8	2009.12.01 05:00	sell stop	3	1.00	1.00365	1.00525	1.00265
9	2009.12.01 06:00	modify	3	1.00	1.00390	1.00512	1.00265
10	2009.12.01 07:00	modify	3	1.00	1.00441	1.00738	1.00265
11	2009.12.01 07:50	sell	3	1.00	1.00441	1.00738	1.00265
12	2009.12.01 09:16	t/p	3	1.00	1.00265	1.00738	1.00265	175.59	9962.76
13	2009.12.01 11:00	sell stop	4	1.00	0.99954	1.00098	0.99854
14	2009.12.01 11:20	sell	4	1.00	0.99954	1.00098	0.99854
15	2009.12.01 11:27	s/l	4	1.00	1.00098	1.00098	0.99854	-143.86	9818.90
16	2009.12.01 12:00	sell stop	5	1.00	0.99921	1.00081	0.99821
17	2009.12.01 13:00	modify	5	1.00	1.00010	1.00153	0.99821
18	2009.12.01 13:20	sell	5	1.00	1.00010	1.00153	0.99821
19	2009.12.01 13:27	s/l	5	1.00	1.00153	1.00153	0.99821	-142.78	9676.12
20	2009.12.01 14:00	sell stop	6	1.00	1.00001	1.00128	0.99901
21	2009.12.01 14:15	sell	6	1.00	1.00001	1.00128	0.99901
22	2009.12.01 14:45	s/l	6	1.00	1.00128	1.00128	0.99901	-126.79	9549.33
23	2009.12.01 15:00	sell stop	7	1.00	0.99881	1.00115	0.99781
24	2009.12.01 16:00	modify	7	1.00	0.99891	1.00132	0.99781
25	2009.12.01 16:50	sell	7	1.00	0.99891	1.00132	0.99781
26	2009.12.02 08:20	s/l	7	1.00	1.00132	1.00132	0.99781	-241.28	9308.05
27	2009.12.03 01:00	sell stop	8	1.00	0.99984	1.00183	0.99884
28	2009.12.03 01:20	sell	8	1.00	0.99984	1.00183	0.99884
29	2009.12.03 07:50	t/p	8	1.00	0.99884	1.00183	0.99884	100.14	9408.19
30	2009.12.03 08:00	sell stop	9	1.00	0.99733	1.00000	0.99633
31	2009.12.03 08:20	sell	9	1.00	0.99733	1.00000	0.99633
32	2009.12.03 14:45	s/l	9	1.00	1.00000	1.00000	0.99633	-266.99	9141.20
33	2009.12.03 15:00	sell stop	10	1.00	0.99581	1.00000	0.99481
34	2009.12.03 16:00	modify	10	1.00	0.99779	1.00108	0.99481
35	2009.12.03 22:00	modify	10	1.00	0.99812	0.99998	0.99481
36	2009.12.03 23:00	modify	10	1.00	0.99960	1.00149	0.99481
37	2009.12.04 00:00	modify	10	1.00	1.00026	1.00180	0.99481
38	2009.12.04 00:15	sell	10	1.00	1.00026	1.00180	0.99481
39	2009.12.04 01:20	s/l	10	1.00	1.00180	1.00180	0.99481	-153.71	8987.49
40	2009.12.21 00:00	buy stop	11	1.00	1.04297	1.04165	1.04397
41	2009.12.21 01:50	buy	11	1.00	1.04297	1.04165	1.04397
42	2009.12.21 01:52	s/l	11	1.00	1.04165	1.04165	1.04397	-126.74	8860.75
43	2009.12.21 08:00	buy stop	12	1.00	1.04300	1.04103	1.04400
44	2009.12.21 08:02	buy	12	1.00	1.04300	1.04103	1.04400
45	2009.12.21 08:15	s/l	12	1.00	1.04103	1.04103	1.04400	-189.24	8671.51
46	2009.12.21 10:00	buy stop	13	1.00	1.04813	1.04085	1.04913
47	2009.12.21 11:00	modify	13	1.00	1.04671	1.04408	1.04913
48	2009.12.21 12:00	modify	13	1.00	1.04444	1.04227	1.04913
49	2009.12.21 14:00	modify	13	1.00	1.04217	1.03934	1.04913
50	2009.12.21 14:32	buy	13	1.00	1.04217	1.03934	1.04913
51	2009.12.22 13:45	t/p	13	1.00	1.04913	1.03934	1.04913	663.77	9335.28
52	2009.12.24 11:00	buy stop	14	1.00	1.03783	1.03508	1.03883
53	2009.12.24 13:00	modify	14	1.00	1.03542	1.03365	1.03883
54	2009.12.24 13:20	buy	14	1.00	1.03542	1.03365	1.03883
55	2009.12.24 13:40	s/l	14	1.00	1.03365	1.03365	1.03883	-171.29	9163.99
56	2009.12.28 00:00	buy stop	15	1.00	1.03881	1.03665	1.03981
57	2009.12.28 01:15	buy	15	1.00	1.03881	1.03665	1.03981
58	2009.12.28 02:45	s/l	15	1.00	1.03665	1.03665	1.03981	-208.56	8955.43
59	2009.12.28 03:00	buy stop	16	1.00	1.03869	1.03417	1.03969
60	2009.12.28 08:50	buy	16	1.00	1.03869	1.03417	1.03969
61	2009.12.28 12:40	s/l	16	1.00	1.03417	1.03417	1.03969	-437.08	8518.35
62	2009.12.29 09:00	buy stop	17	1.00	1.03466	1.03073	1.03566
63	2009.12.29 10:00	modify	17	1.00	1.03126	1.02925	1.03566
64	2009.12.29 10:20	buy	17	1.00	1.03126	1.02925	1.03566
65	2009.12.29 10:32	s/l	17	1.00	1.02925	1.02925	1.03566	-195.31	8323.04
66	2009.12.29 13:00	buy stop	18	1.00	1.03250	1.02893	1.03350
67	2009.12.29 15:40	buy	18	1.00	1.03250	1.02893	1.03350
68	2009.12.29 17:10	t/p	18	1.00	1.03350	1.02893	1.03350	96.65	8419.69
69	2009.12.29 18:00	buy stop	19	1.00	1.03848	1.03219	1.03948
70	2009.12.29 18:45	buy	19	1.00	1.03848	1.03219	1.03948
71	2009.12.30 15:50	t/p	19	1.00	1.03948	1.03219	1.03948	96.67	8516.36
72	2009.12.30 18:00	buy stop	20	1.00	1.04136	1.03886	1.04236
73	2009.12.30 19:00	modify	20	1.00	1.03927	1.03506	1.04236
74	2009.12.31 16:37	buy	20	1.00	1.03927	1.03506	1.04236
75	2009.12.31 16:50	s/l	20	1.00	1.03506	1.03506	1.04236	-407.52	8108.84
76	2009.12.31 17:00	buy stop	21	1.00	1.03856	1.03301	1.03956