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		MovingPeriod=23; Magic_¹=1; MaximumRisk=0.05; Lots=0.1; DecreaseFactor=0;
Bars in test	1515	Ticks modelled	13947	Modelling quality	n/a
Mismatched charts errors	2
Initial deposit	10000.00
Total net profit	-1323.20	Gross profit	1475.34	Gross loss	-2798.54
Profit factor	0.53	Expected payoff	-101.78
Absolute drawdown	1456.93	Maximal drawdown	2584.18 (23.22%)	Relative drawdown	23.22% (2584.18)
Total trades	13	Short positions (won %)	7 (14.29%)	Long positions (won %)	6 (33.33%)
		Profit trades (% of total)	3 (23.08%)	Loss trades (% of total)	10 (76.92%)
Largest		profit trade	1244.57	loss trade	-470.00
Average		profit trade	491.78	loss trade	-279.85
Maximum		consecutive wins (profit in money)	1 (1244.57)	consecutive losses (loss in money)	7 (-1967.02)
Maximal		consecutive profit (count of wins)	1244.57 (1)	consecutive loss (count of losses)	-1967.02 (7)
Average		consecutive wins	1	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 06:00	buy	1	0.50	1.00456	0.00000	0.00000
2	2009.12.01 15:00	close	1	0.50	1.00086	0.00000	0.00000	-184.84	9815.16
3	2009.12.01 15:02	sell	2	0.50	1.00109	0.00000	0.00000
4	2009.12.03 02:00	close	2	0.50	0.99965	0.00000	0.00000	70.64	9885.80
5	2009.12.03 14:00	sell	3	0.50	0.99721	0.00000	0.00000
6	2009.12.04 07:00	close	3	0.50	1.00088	0.00000	0.00000	-183.69	9702.12
7	2009.12.04 07:02	buy	4	0.50	1.00077	0.00000	0.00000
8	2009.12.11 04:00	close	4	0.50	1.02628	0.00000	0.00000	1244.57	10946.69
9	2009.12.11 05:00	sell	5	0.50	1.02607	0.00000	0.00000
10	2009.12.11 18:00	close	5	0.50	1.03566	0.00000	0.00000	-462.99	10483.70
11	2009.12.11 18:03	buy	6	0.50	1.03507	0.00000	0.00000
12	2009.12.16 23:00	close	6	0.50	1.03838	0.00000	0.00000	160.12	10643.82
13	2009.12.16 23:02	sell	7	0.50	1.03813	0.00000	0.00000
14	2009.12.17 08:00	close	7	0.50	1.04560	0.00000	0.00000	-358.25	10285.57
15	2009.12.17 08:02	buy	8	0.50	1.04525	0.00000	0.00000
16	2009.12.18 11:00	close	8	0.50	1.04115	0.00000	0.00000	-196.65	10088.92
17	2009.12.18 11:02	sell	9	0.50	1.04089	0.00000	0.00000
18	2009.12.22 00:00	close	9	0.50	1.04606	0.00000	0.00000	-247.81	9841.11
19	2009.12.22 00:02	buy	10	0.50	1.04590	0.00000	0.00000
20	2009.12.23 19:00	close	10	0.50	1.03739	0.00000	0.00000	-409.91	9431.19
21	2009.12.23 19:02	sell	11	0.50	1.03715	0.00000	0.00000
22	2009.12.30 05:00	close	11	0.50	1.03889	0.00000	0.00000	-86.17	9345.03
23	2009.12.30 05:02	buy	12	0.50	1.03892	0.00000	0.00000
24	2009.12.31 08:00	close	12	0.50	1.02923	0.00000	0.00000	-470.00	8875.03
25	2009.12.31 08:03	sell	13	0.40	1.03005	0.00000	0.00000
26	2009.12.31 18:57	close at stop	13	0.40	1.03518	0.00000	0.00000	-198.23	8676.80