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=0.1;
Bars in test	1515	Ticks modelled	13947	Modelling quality	n/a
Mismatched charts errors	2
Initial deposit	10000.00
Total net profit	-393.38	Gross profit	388.46	Gross loss	-781.84
Profit factor	0.50	Expected payoff	-6.15
Absolute drawdown	413.10	Maximal drawdown	468.61 (4.66%)	Relative drawdown	4.66% (468.61)
Total trades	64	Short positions (won %)	32 (12.50%)	Long positions (won %)	32 (15.63%)
		Profit trades (% of total)	9 (14.06%)	Loss trades (% of total)	55 (85.94%)
Largest		profit trade	168.86	loss trade	-46.29
Average		profit trade	43.16	loss trade	-14.22
Maximum		consecutive wins (profit in money)	2 (104.02)	consecutive losses (loss in money)	15 (-154.82)
Maximal		consecutive profit (count of wins)	168.86 (1)	consecutive loss (count of losses)	-219.40 (9)
Average		consecutive wins	1	consecutive losses	6

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 01:00	sell	1	0.10	1.00324	0.00000	0.00000
2	2009.12.01 02:00	close	1	0.10	1.00475	0.00000	0.00000	-15.03	9984.97
3	2009.12.01 02:00	buy	2	0.10	1.00475	0.00000	0.00000
4	2009.12.01 10:00	close	2	0.10	1.00012	0.00000	0.00000	-46.29	9938.68
5	2009.12.01 10:00	sell	3	0.10	1.00012	0.00000	0.00000
6	2009.12.02 15:00	close	3	0.10	0.99968	0.00000	0.00000	4.33	9943.01
7	2009.12.02 15:00	buy	4	0.10	0.99968	0.00000	0.00000
8	2009.12.03 02:00	close	4	0.10	0.99953	0.00000	0.00000	-1.35	9941.66
9	2009.12.03 02:00	sell	5	0.10	0.99953	0.00000	0.00000
10	2009.12.03 03:00	close	5	0.10	0.99993	0.00000	0.00000	-4.00	9937.66
11	2009.12.03 03:00	buy	6	0.10	0.99993	0.00000	0.00000
12	2009.12.03 04:00	close	6	0.10	0.99932	0.00000	0.00000	-6.10	9931.56
13	2009.12.03 04:00	sell	7	0.10	0.99932	0.00000	0.00000
14	2009.12.03 07:00	close	7	0.10	0.99998	0.00000	0.00000	-6.60	9924.96
15	2009.12.03 07:00	buy	8	0.10	0.99998	0.00000	0.00000
16	2009.12.03 08:00	close	8	0.10	0.99773	0.00000	0.00000	-22.55	9902.41
17	2009.12.03 08:00	sell	9	0.10	0.99773	0.00000	0.00000
18	2009.12.03 16:00	close	9	0.10	0.99973	0.00000	0.00000	-20.01	9882.40
19	2009.12.03 16:00	buy	10	0.10	0.99973	0.00000	0.00000
20	2009.12.03 17:00	close	10	0.10	0.99854	0.00000	0.00000	-11.92	9870.48
21	2009.12.03 17:00	sell	11	0.10	0.99854	0.00000	0.00000
22	2009.12.03 18:00	close	11	0.10	0.99964	0.00000	0.00000	-11.00	9859.48
23	2009.12.03 18:00	buy	12	0.10	0.99964	0.00000	0.00000
24	2009.12.03 19:00	close	12	0.10	0.99879	0.00000	0.00000	-8.51	9850.97
25	2009.12.03 19:00	sell	13	0.10	0.99879	0.00000	0.00000
26	2009.12.03 22:00	close	13	0.10	0.99990	0.00000	0.00000	-11.10	9839.87
27	2009.12.03 22:00	buy	14	0.10	0.99990	0.00000	0.00000
28	2009.12.04 09:00	close	14	0.10	0.99905	0.00000	0.00000	-8.46	9831.41
29	2009.12.04 09:00	sell	15	0.10	0.99905	0.00000	0.00000
30	2009.12.04 10:00	close	15	0.10	1.00023	0.00000	0.00000	-11.80	9819.61
31	2009.12.04 10:00	buy	16	0.10	1.00023	0.00000	0.00000
32	2009.12.08 02:00	close	16	0.10	1.01740	0.00000	0.00000	168.86	9988.47
33	2009.12.08 02:00	sell	17	0.10	1.01740	0.00000	0.00000
34	2009.12.08 04:00	close	17	0.10	1.01850	0.00000	0.00000	-10.80	9977.67
35	2009.12.08 04:00	buy	18	0.10	1.01850	0.00000	0.00000
36	2009.12.08 05:00	close	18	0.10	1.01812	0.00000	0.00000	-3.73	9973.94
37	2009.12.08 05:00	sell	19	0.10	1.01812	0.00000	0.00000
38	2009.12.08 08:00	close	19	0.10	1.01854	0.00000	0.00000	-4.12	9969.82
39	2009.12.08 08:00	buy	20	0.10	1.01854	0.00000	0.00000
40	2009.12.08 11:00	close	20	0.10	1.01766	0.00000	0.00000	-8.65	9961.17
41	2009.12.08 11:00	sell	21	0.10	1.01766	0.00000	0.00000
42	2009.12.08 13:00	close	21	0.10	1.02152	0.00000	0.00000	-37.79	9923.38
43	2009.12.08 13:00	buy	22	0.10	1.02152	0.00000	0.00000
44	2009.12.09 11:00	close	22	0.10	1.02383	0.00000	0.00000	22.61	9945.99
45	2009.12.09 11:00	sell	23	0.10	1.02383	0.00000	0.00000
46	2009.12.09 14:00	close	23	0.10	1.02615	0.00000	0.00000	-22.61	9923.38
47	2009.12.09 14:00	buy	24	0.10	1.02615	0.00000	0.00000
48	2009.12.09 17:00	close	24	0.10	1.02476	0.00000	0.00000	-13.56	9909.82
49	2009.12.09 17:00	sell	25	0.10	1.02476	0.00000	0.00000
50	2009.12.09 18:00	close	25	0.10	1.02627	0.00000	0.00000	-14.71	9895.11
51	2009.12.09 18:00	buy	26	0.10	1.02627	0.00000	0.00000
52	2009.12.10 00:00	close	26	0.10	1.02578	0.00000	0.00000	-4.63	9890.48
53	2009.12.10 00:00	sell	27	0.10	1.02578	0.00000	0.00000
54	2009.12.10 04:00	close	27	0.10	1.02619	0.00000	0.00000	-4.00	9886.48
55	2009.12.10 04:00	buy	28	0.10	1.02619	0.00000	0.00000
56	2009.12.10 12:00	close	28	0.10	1.02507	0.00000	0.00000	-10.93	9875.55
57	2009.12.10 12:00	sell	29	0.10	1.02507	0.00000	0.00000
58	2009.12.10 17:00	close	29	0.10	1.02655	0.00000	0.00000	-14.42	9861.13
59	2009.12.10 17:00	buy	30	0.10	1.02655	0.00000	0.00000
60	2009.12.10 22:00	close	30	0.10	1.02601	0.00000	0.00000	-5.26	9855.87
61	2009.12.10 22:00	sell	31	0.10	1.02601	0.00000	0.00000
62	2009.12.11 03:00	close	31	0.10	1.02646	0.00000	0.00000	-4.45	9851.42
63	2009.12.11 03:00	buy	32	0.10	1.02646	0.00000	0.00000
64	2009.12.11 04:00	close	32	0.10	1.02628	0.00000	0.00000	-1.75	9849.67
65	2009.12.11 04:00	sell	33	0.10	1.02628	0.00000	0.00000
66	2009.12.11 06:00	close	33	0.10	1.02648	0.00000	0.00000	-1.95	9847.72
67	2009.12.11 06:00	buy	34	0.10	1.02648	0.00000	0.00000
68	2009.12.11 07:00	close	34	0.10	1.02557	0.00000	0.00000	-8.87	9838.85
69	2009.12.11 07:00	sell	35	0.10	1.02557	0.00000	0.00000
70	2009.12.11 08:00	close	35	0.10	1.02680	0.00000	0.00000	-11.98	9826.87
71	2009.12.11 08:00	buy	36	0.10	1.02680	0.00000	0.00000
72	2009.12.11 10:00	close	36	0.10	1.02595	0.00000	0.00000	-8.29	9818.58
73	2009.12.11 10:00	sell	37	0.10	1.02595	0.00000	0.00000
74	2009.12.11 15:00	close	37	0.10	1.02877	0.00000	0.00000	-27.41	9791.17
75	2009.12.11 15:00	buy	38	0.10	1.02877	0.00000	0.00000
76	2009.12.14 17:00	close	38	0.10	1.03145	0.00000	0.00000	26.03	9817.20
77	2009.12.14 17:00	sell	39	0.10	1.03145	0.00000	0.00000
78	2009.12.14 18:00	close	39	0.10	1.03218	0.00000	0.00000	-7.07	9810.13
79	2009.12.14 18:00	buy	40	0.10	1.03218	0.00000	0.00000
80	2009.12.14 19:00	close	40	0.10	1.03153	0.00000	0.00000	-6.30	9803.83
81	2009.12.14 19:00	sell	41	0.10	1.03153	0.00000	0.00000
82	2009.12.15 04:00	close	41	0.10	1.03264	0.00000	0.00000	-10.82	9793.01
83	2009.12.15 04:00	buy	42	0.10	1.03264	0.00000	0.00000
84	2009.12.15 06:00	close	42	0.10	1.03225	0.00000	0.00000	-3.78	9789.23
85	2009.12.15 06:00	sell	43	0.10	1.03225	0.00000	0.00000
86	2009.12.15 07:00	close	43	0.10	1.03360	0.00000	0.00000	-13.06	9776.17
87	2009.12.15 07:00	buy	44	0.10	1.03360	0.00000	0.00000
88	2009.12.16 11:00	close	44	0.10	1.03948	0.00000	0.00000	56.62	9832.79
89	2009.12.16 11:00	sell	45	0.10	1.03948	0.00000	0.00000
90	2009.12.16 21:00	close	45	0.10	1.03977	0.00000	0.00000	-2.79	9830.00
91	2009.12.16 21:00	buy	46	0.10	1.03977	0.00000	0.00000
92	2009.12.16 22:00	close	46	0.10	1.03845	0.00000	0.00000	-12.71	9817.29
93	2009.12.16 22:00	sell	47	0.10	1.03845	0.00000	0.00000
94	2009.12.17 03:00	close	47	0.10	1.04316	0.00000	0.00000	-45.36	9771.93
95	2009.12.17 03:00	buy	48	0.10	1.04316	0.00000	0.00000
96	2009.12.18 02:00	close	48	0.10	1.04287	0.00000	0.00000	-2.73	9769.20
97	2009.12.18 02:00	sell	49	0.10	1.04287	0.00000	0.00000
98	2009.12.18 17:00	close	49	0.10	1.04725	0.00000	0.00000	-41.82	9727.38
99	2009.12.18 17:00	buy	50	0.10	1.04725	0.00000	0.00000
100	2009.12.18 19:00	close	50	0.10	1.04338	0.00000	0.00000	-37.09	9690.29
101	2009.12.18 19:00	sell	51	0.10	1.04338	0.00000	0.00000
102	2009.12.21 10:00	close	51	0.10	1.04640	0.00000	0.00000	-28.93	9661.36
103	2009.12.21 10:00	buy	52	0.10	1.04640	0.00000	0.00000
104	2009.12.21 13:00	close	52	0.10	1.04216	0.00000	0.00000	-40.68	9620.68
105	2009.12.21 13:00	sell	53	0.10	1.04216	0.00000	0.00000
106	2009.12.21 16:00	close	53	0.10	1.04292	0.00000	0.00000	-7.29	9613.39
107	2009.12.21 16:00	buy	54	0.10	1.04292	0.00000	0.00000
108	2009.12.23 12:00	close	54	0.10	1.04608	0.00000	0.00000	30.31	9643.70
109	2009.12.23 12:00	sell	55	0.10	1.04608	0.00000	0.00000
110	2009.12.28 02:00	close	55	0.10	1.03839	0.00000	0.00000	73.71	9717.41
111	2009.12.28 02:00	buy	56	0.10	1.03839	0.00000	0.00000
112	2009.12.28 03:00	close	56	0.10	1.03443	0.00000	0.00000	-38.28	9679.13
113	2009.12.28 03:00	sell	57	0.10	1.03443	0.00000	0.00000
114	2009.12.28 09:00	close	57	0.10	1.03717	0.00000	0.00000	-26.42	9652.71
115	2009.12.28 09:00	buy	58	0.10	1.03717	0.00000	0.00000
116	2009.12.28 10:00	close	58	0.10	1.03563	0.00000	0.00000	-14.87	9637.84
117	2009.12.28 10:00	sell	59	0.10	1.03563	0.00000	0.00000
118	2009.12.29 00:00	close	59	0.10	1.03541	0.00000	0.00000	2.05	9639.89
119	2009.12.29 00:00	buy	60	0.10	1.03541	0.00000	0.00000
120	2009.12.29 08:00	close	60	0.10	1.03464	0.00000	0.00000	-7.44	9632.45
121	2009.12.29 08:00	sell	61	0.10	1.03464	0.00000	0.00000
122	2009.12.29 18:00	close	61	0.10	1.03661	0.00000	0.00000	-19.00	9613.45
123	2009.12.29 18:00	buy	62	0.10	1.03661	0.00000	0.00000
124	2009.12.30 19:00	close	62	0.10	1.03627	0.00000	0.00000	-3.23	9610.22
125	2009.12.30 19:00	sell	63	0.10	1.03627	0.00000	0.00000
126	2009.12.31 18:00	close	63	0.10	1.03584	0.00000	0.00000	3.94	9614.16
127	2009.12.31 18:00	buy	64	0.10	1.03584	0.00000	0.00000
128	2009.12.31 18:57	close at stop	64	0.10	1.03506	0.00000	0.00000	-7.54	9606.62