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		COG="---------------- Center Of Gravity"; bars_back=120; m=4; kstd1=1.4; kstd2=2.4; kstd3=3.4; CAN="---------------- Center Of Gravity"; Length=3; H_period=3; L_period=3; C_period=3; LM="---------------- Lot Management"; Lots=0.1; MM=false; Risk=10; TSTB="---------------- TP SL TS BE"; SL=0; TP=0; TS=0; TS_Step=1; BE=0; EXT="---------------- Extras"; Reverse=false; Add_Positions=false; MaxOrders=100; Magic=0;
Bars in test	1515	Ticks modelled	13947	Modelling quality	n/a
Mismatched charts errors	2
Initial deposit	10000.00
Total net profit	-106.38	Gross profit	321.16	Gross loss	-427.55
Profit factor	0.75	Expected payoff	-4.43
Absolute drawdown	179.31	Maximal drawdown	273.11 (2.71%)	Relative drawdown	2.71% (273.11)
Total trades	24	Short positions (won %)	14 (50.00%)	Long positions (won %)	10 (40.00%)
		Profit trades (% of total)	11 (45.83%)	Loss trades (% of total)	13 (54.17%)
Largest		profit trade	58.21	loss trade	-72.65
Average		profit trade	29.20	loss trade	-32.89
Maximum		consecutive wins (profit in money)	2 (81.34)	consecutive losses (loss in money)	5 (-144.46)
Maximal		consecutive profit (count of wins)	81.34 (2)	consecutive loss (count of losses)	-144.46 (5)
Average		consecutive wins	2	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.03 15:20	sell	1	0.10	1.00107	0.00000	0.00000
2	2009.12.04 03:50	close	1	0.10	1.00019	0.00000	0.00000	8.73	10008.73
3	2009.12.04 14:30	buy	2	0.10	0.99772	0.00000	0.00000
4	2009.12.04 14:40	close	2	0.10	1.00266	0.00000	0.00000	49.27	10058.00
5	2009.12.04 16:00	sell	3	0.10	1.00835	0.00000	0.00000
6	2009.12.07 00:00	close	3	0.10	1.01553	0.00000	0.00000	-70.77	9987.23
7	2009.12.07 03:20	buy	4	0.10	1.01458	0.00000	0.00000
8	2009.12.07 09:35	close	4	0.10	1.02052	0.00000	0.00000	58.21	10045.44
9	2009.12.07 17:00	buy	5	0.10	1.01938	0.00000	0.00000
10	2009.12.08 04:02	close	5	0.10	1.01906	0.00000	0.00000	-3.09	10042.35
11	2009.12.08 09:03	sell	6	0.10	1.02182	0.00000	0.00000
12	2009.12.09 04:32	close	6	0.10	1.02522	0.00000	0.00000	-33.23	10009.12
13	2009.12.11 14:50	sell	7	0.10	1.02868	0.00000	0.00000
14	2009.12.11 22:07	close	7	0.10	1.03405	0.00000	0.00000	-51.93	9957.19
15	2009.12.14 04:03	buy	8	0.10	1.03272	0.00000	0.00000
16	2009.12.14 23:15	close	8	0.10	1.03171	0.00000	0.00000	-9.79	9947.40
17	2009.12.15 07:00	sell	9	0.10	1.03348	0.00000	0.00000
18	2009.12.15 16:20	close	9	0.10	1.03830	0.00000	0.00000	-46.42	9900.98
19	2009.12.15 17:45	sell	10	0.10	1.04230	0.00000	0.00000
20	2009.12.15 20:15	close	10	0.10	1.04131	0.00000	0.00000	9.51	9910.49
21	2009.12.16 12:20	buy	11	0.10	1.03772	0.00000	0.00000
22	2009.12.16 19:02	close	11	0.10	1.03799	0.00000	0.00000	2.60	9913.09
23	2009.12.17 02:33	sell	12	0.10	1.04119	0.00000	0.00000
24	2009.12.17 15:10	close	12	0.10	1.04881	0.00000	0.00000	-72.65	9840.44
25	2009.12.17 20:20	buy	13	0.10	1.04482	0.00000	0.00000
26	2009.12.18 00:20	close	13	0.10	1.04953	0.00000	0.00000	44.93	9885.37
27	2009.12.18 01:20	buy	14	0.10	1.04330	0.00000	0.00000
28	2009.12.18 07:20	close	14	0.10	1.04245	0.00000	0.00000	-8.15	9877.22
29	2009.12.18 16:45	sell	15	0.10	1.04589	0.00000	0.00000
30	2009.12.18 20:50	close	15	0.10	1.04274	0.00000	0.00000	30.21	9907.43
31	2009.12.21 17:32	sell	16	0.10	1.04596	0.00000	0.00000
32	2009.12.22 01:50	close	16	0.10	1.04523	0.00000	0.00000	6.91	9914.34
33	2009.12.23 13:50	buy	17	0.10	1.04241	0.00000	0.00000
34	2009.12.23 20:00	close	17	0.10	1.03763	0.00000	0.00000	-46.07	9868.27
35	2009.12.23 22:00	sell	18	0.10	1.03945	0.00000	0.00000
36	2009.12.24 11:20	close	18	0.10	1.03443	0.00000	0.00000	48.32	9916.59
37	2009.12.24 16:00	sell	19	0.10	1.03779	0.00000	0.00000
38	2009.12.28 02:50	close	19	0.10	1.03436	0.00000	0.00000	33.02	9949.62
39	2009.12.28 12:50	buy	20	0.10	1.03353	0.00000	0.00000
40	2009.12.29 15:40	close	20	0.10	1.03131	0.00000	0.00000	-21.48	9928.13
41	2009.12.29 17:10	sell	21	0.10	1.03467	0.00000	0.00000
42	2009.12.30 07:20	close	21	0.10	1.03774	0.00000	0.00000	-29.65	9898.49
43	2009.12.30 16:50	sell	22	0.10	1.04211	0.00000	0.00000
44	2009.12.30 17:46	close	22	0.10	1.03905	0.00000	0.00000	29.45	9927.94
45	2009.12.31 07:40	buy	23	0.10	1.03133	0.00000	0.00000
46	2009.12.31 12:50	close	23	0.10	1.03050	0.00000	0.00000	-8.05	9919.89
47	2009.12.31 15:45	sell	24	0.10	1.03252	0.00000	0.00000
48	2009.12.31 18:57	close at stop	24	0.10	1.03524	0.00000	0.00000	-26.27	9893.62