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		ExtDepth=17; ExtDeviation=7; ExtBackstep=5; Lot=0.1;
Bars in test	1515	Ticks modelled	13947	Modelling quality	n/a
Mismatched charts errors	2
Initial deposit	10000.00
Total net profit	-161.46	Gross profit	465.37	Gross loss	-626.83
Profit factor	0.74	Expected payoff	-7.02
Absolute drawdown	224.60	Maximal drawdown	399.76 (3.93%)	Relative drawdown	3.93% (399.76)
Total trades	23	Short positions (won %)	11 (27.27%)	Long positions (won %)	12 (25.00%)
		Profit trades (% of total)	6 (26.09%)	Loss trades (% of total)	17 (73.91%)
Largest		profit trade	221.39	loss trade	-63.31
Average		profit trade	77.56	loss trade	-36.87
Maximum		consecutive wins (profit in money)	2 (39.28)	consecutive losses (loss in money)	8 (-301.79)
Maximal		consecutive profit (count of wins)	221.39 (1)	consecutive loss (count of losses)	-301.79 (8)
Average		consecutive wins	1	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 07:00	buy	1	0.10	1.00526	0.00000	0.00000
2	2009.12.01 10:00	close	1	0.10	1.00012	0.00000	0.00000	-51.39	9948.61
3	2009.12.01 10:00	sell	2	0.10	1.00012	0.00000	0.00000
4	2009.12.02 09:00	close	2	0.10	0.99940	0.00000	0.00000	7.11	9955.72
5	2009.12.02 09:00	buy	3	0.10	0.99940	0.00000	0.00000
6	2009.12.03 08:00	close	3	0.10	0.99773	0.00000	0.00000	-16.62	9939.10
7	2009.12.03 08:00	sell	4	0.10	0.99773	0.00000	0.00000
8	2009.12.03 23:00	close	4	0.10	1.00118	0.00000	0.00000	-34.46	9904.64
9	2009.12.03 23:00	buy	5	0.10	1.00118	0.00000	0.00000
10	2009.12.09 11:00	close	5	0.10	1.02383	0.00000	0.00000	221.39	10126.03
11	2009.12.09 11:00	sell	6	0.10	1.02383	0.00000	0.00000
12	2009.12.09 19:00	close	6	0.10	1.02852	0.00000	0.00000	-45.60	10080.43
13	2009.12.09 19:00	buy	7	0.10	1.02852	0.00000	0.00000
14	2009.12.10 15:00	close	7	0.10	1.02518	0.00000	0.00000	-32.46	10047.97
15	2009.12.10 15:00	sell	8	0.10	1.02518	0.00000	0.00000
16	2009.12.11 15:00	close	8	0.10	1.02882	0.00000	0.00000	-35.47	10012.50
17	2009.12.11 15:00	buy	9	0.10	1.02882	0.00000	0.00000
18	2009.12.16 11:00	close	9	0.10	1.03948	0.00000	0.00000	102.67	10115.17
19	2009.12.16 11:00	sell	10	0.10	1.03948	0.00000	0.00000
20	2009.12.17 03:00	close	10	0.10	1.04321	0.00000	0.00000	-36.03	10079.14
21	2009.12.17 03:00	buy	11	0.10	1.04321	0.00000	0.00000
22	2009.12.18 02:00	close	11	0.10	1.04287	0.00000	0.00000	-3.22	10075.92
23	2009.12.18 02:00	sell	12	0.10	1.04287	0.00000	0.00000
24	2009.12.18 18:00	close	12	0.10	1.04536	0.00000	0.00000	-23.82	10052.10
25	2009.12.18 18:00	buy	13	0.10	1.04536	0.00000	0.00000
26	2009.12.21 01:00	close	13	0.10	1.04025	0.00000	0.00000	-49.08	10003.02
27	2009.12.21 01:00	sell	14	0.10	1.04025	0.00000	0.00000
28	2009.12.21 10:00	close	14	0.10	1.04645	0.00000	0.00000	-59.25	9943.77
29	2009.12.21 10:00	buy	15	0.10	1.04645	0.00000	0.00000
30	2009.12.21 15:00	close	15	0.10	1.04052	0.00000	0.00000	-56.99	9886.78
31	2009.12.21 15:00	sell	16	0.10	1.04052	0.00000	0.00000
32	2009.12.22 12:00	close	16	0.10	1.04714	0.00000	0.00000	-63.31	9823.47
33	2009.12.22 12:00	buy	17	0.10	1.04714	0.00000	0.00000
34	2009.12.23 12:00	close	17	0.10	1.04608	0.00000	0.00000	-10.09	9813.38
35	2009.12.23 12:00	sell	18	0.10	1.04608	0.00000	0.00000
36	2009.12.29 05:00	close	18	0.10	1.03619	0.00000	0.00000	94.92	9908.29
37	2009.12.29 05:00	buy	19	0.10	1.03619	0.00000	0.00000
38	2009.12.29 09:00	close	19	0.10	1.03098	0.00000	0.00000	-50.53	9857.76
39	2009.12.29 09:00	sell	20	0.10	1.03098	0.00000	0.00000
40	2009.12.29 18:00	close	20	0.10	1.03666	0.00000	0.00000	-54.79	9802.97
41	2009.12.29 18:00	buy	21	0.10	1.03666	0.00000	0.00000
42	2009.12.30 19:00	close	21	0.10	1.03627	0.00000	0.00000	-3.72	9799.25
43	2009.12.30 19:00	sell	22	0.10	1.03627	0.00000	0.00000
44	2009.12.31 17:00	close	22	0.10	1.03362	0.00000	0.00000	25.37	9824.63
45	2009.12.31 17:00	buy	23	0.10	1.03362	0.00000	0.00000
46	2009.12.31 18:57	close at stop	23	0.10	1.03506	0.00000	0.00000	13.91	9838.54