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		PeriodX=60; Limit=1000; Grid=1500; Amount=40; LockDown=0;
Bars in test	1515	Ticks modelled	13947	Modelling quality	n/a
Mismatched charts errors	2
Initial deposit	10000.00
Total net profit	287.54	Gross profit	584.05	Gross loss	-296.50
Profit factor	1.97	Expected payoff	35.94
Absolute drawdown	1286.45	Maximal drawdown	1350.31 (13.42%)	Relative drawdown	13.42% (1350.31)
Total trades	8	Short positions (won %)	5 (60.00%)	Long positions (won %)	3 (100.00%)
		Profit trades (% of total)	6 (75.00%)	Loss trades (% of total)	2 (25.00%)
Largest		profit trade	383.12	loss trade	-195.97
Average		profit trade	97.34	loss trade	-148.25
Maximum		consecutive wins (profit in money)	4 (150.84)	consecutive losses (loss in money)	2 (-296.50)
Maximal		consecutive profit (count of wins)	433.21 (2)	consecutive loss (count of losses)	-296.50 (2)
Average		consecutive wins	3	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 00:00	buy	1	0.10	1.00615	0.00000	0.00000
2	2009.12.01 00:00	buy limit	2	0.20	0.99115	0.00000	0.00000
3	2009.12.01 00:00	buy limit	3	0.40	0.97615	0.00000	0.00000
4	2009.12.01 00:00	buy limit	4	0.80	0.96115	0.00000	0.00000
5	2009.12.01 00:00	buy limit	5	1.60	0.94615	0.00000	0.00000
6	2009.12.04 15:20	delete	5	1.60	0.94615	0.00000	0.00000
7	2009.12.04 15:20	delete	4	0.80	0.96115	0.00000	0.00000
8	2009.12.04 15:20	delete	3	0.40	0.97615	0.00000	0.00000
9	2009.12.04 15:20	delete	2	0.20	0.99115	0.00000	0.00000
10	2009.12.04 15:20	close	1	0.10	1.01119	0.00000	0.00000	50.09	10050.09
11	2009.12.04 15:22	sell	6	0.10	1.01045	0.00000	0.00000
12	2009.12.04 15:22	sell limit	7	0.20	1.02545	0.00000	0.00000
13	2009.12.04 15:22	sell limit	8	0.40	1.04045	0.00000	0.00000
14	2009.12.04 15:22	sell limit	9	0.80	1.05545	0.00000	0.00000
15	2009.12.04 15:22	sell limit	10	1.61	1.07045	0.00000	0.00000
16	2009.12.08 14:20	sell	7	0.20	1.02545	0.00000	0.00000
17	2009.12.15 10:32	sell	8	0.40	1.04045	0.00000	0.00000
18	2009.12.29 09:20	delete	10	1.61	1.07045	0.00000	0.00000
19	2009.12.29 09:20	delete	9	0.80	1.05545	0.00000	0.00000
20	2009.12.29 09:20	close	8	0.40	1.03048	0.00000	0.00000	383.12	10433.21
21	2009.12.29 09:20	close	7	0.20	1.03048	0.00000	0.00000	-100.53	10332.68
22	2009.12.29 09:20	close	6	0.10	1.03048	0.00000	0.00000	-195.97	10136.70
23	2009.12.29 09:22	buy	11	0.10	1.03084	0.00000	0.00000
24	2009.12.29 09:22	buy limit	12	0.20	1.01584	0.00000	0.00000
25	2009.12.29 09:22	buy limit	13	0.40	1.00084	0.00000	0.00000
26	2009.12.29 09:22	buy limit	14	0.80	0.98584	0.00000	0.00000
27	2009.12.29 09:22	buy limit	15	1.61	0.97084	0.00000	0.00000
28	2009.12.29 17:15	delete	15	1.61	0.97084	0.00000	0.00000
29	2009.12.29 17:15	delete	14	0.80	0.98584	0.00000	0.00000
30	2009.12.29 17:15	delete	13	0.40	1.00084	0.00000	0.00000
31	2009.12.29 17:15	delete	12	0.20	1.01584	0.00000	0.00000
32	2009.12.29 17:15	close	11	0.10	1.03615	0.00000	0.00000	51.25	10187.95
33	2009.12.29 17:32	sell	16	0.10	1.03829	0.00000	0.00000
34	2009.12.29 17:32	sell limit	17	0.20	1.05329	0.00000	0.00000
35	2009.12.29 17:32	sell limit	18	0.40	1.06829	0.00000	0.00000
36	2009.12.29 17:32	sell limit	19	0.81	1.08329	0.00000	0.00000
37	2009.12.29 17:32	sell limit	20	1.63	1.09829	0.00000	0.00000
38	2009.12.31 07:33	delete	20	1.63	1.09829	0.00000	0.00000
39	2009.12.31 07:33	delete	19	0.81	1.08329	0.00000	0.00000
40	2009.12.31 07:33	delete	18	0.40	1.06829	0.00000	0.00000
41	2009.12.31 07:33	delete	17	0.20	1.05329	0.00000	0.00000
42	2009.12.31 07:33	close	16	0.10	1.03396	0.00000	0.00000	41.60	10229.55
43	2009.12.31 07:40	buy	21	0.10	1.03234	0.00000	0.00000
44	2009.12.31 07:40	buy limit	22	0.20	1.01734	0.00000	0.00000
45	2009.12.31 07:40	buy limit	23	0.40	1.00234	0.00000	0.00000
46	2009.12.31 07:40	buy limit	24	0.81	0.98734	0.00000	0.00000
47	2009.12.31 07:40	buy limit	25	1.63	0.97234	0.00000	0.00000
48	2009.12.31 16:20	delete	25	1.63	0.97234	0.00000	0.00000
49	2009.12.31 16:20	delete	24	0.81	0.98734	0.00000	0.00000
50	2009.12.31 16:20	delete	23	0.40	1.00234	0.00000	0.00000
51	2009.12.31 16:20	delete	22	0.20	1.01734	0.00000	0.00000
52	2009.12.31 16:20	close	21	0.10	1.03655	0.00000	0.00000	40.62	10270.17
53	2009.12.31 16:32	sell	26	0.10	1.03805	0.00000	0.00000
54	2009.12.31 16:32	sell limit	27	0.20	1.05305	0.00000	0.00000
55	2009.12.31 16:32	sell limit	28	0.41	1.06805	0.00000	0.00000
56	2009.12.31 16:32	sell limit	29	0.82	1.08305	0.00000	0.00000
57	2009.12.31 16:32	sell limit	30	1.64	1.09805	0.00000	0.00000
58	2009.12.31 18:57	close at stop	26	0.10	1.03625	0.00000	0.00000	17.37	10287.55