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		LotExponent=1.59; slip=3; Lots=0.01; lotdecimal=2; TakeProfit=10; Stoploss=500; TrailStart=10; TrailStop=10; PipStep=30; MaxTrades=10; UseEquityStop=false; TotalEquityRisk=20; UseTrailingStop=false; UseTimeOut=false; MaxTradeOpenHours=48;
Bars in test	1515	Ticks modelled	13947	Modelling quality	n/a
Mismatched charts errors	2
Initial deposit	10000.00
Total net profit	17.05	Gross profit	93.15	Gross loss	-76.10
Profit factor	1.22	Expected payoff	0.33
Absolute drawdown	84.95	Maximal drawdown	93.94 (0.94%)	Relative drawdown	0.94% (93.94)
Total trades	52	Short positions (won %)	42 (42.86%)	Long positions (won %)	10 (50.00%)
		Profit trades (% of total)	23 (44.23%)	Loss trades (% of total)	29 (55.77%)
Largest		profit trade	29.67	loss trade	-14.25
Average		profit trade	4.05	loss trade	-2.62
Maximum		consecutive wins (profit in money)	3 (10.00)	consecutive losses (loss in money)	4 (-40.20)
Maximal		consecutive profit (count of wins)	42.62 (2)	consecutive loss (count of losses)	-40.20 (4)
Average		consecutive wins	1	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 00:00	sell	1	0.01	1.00496	0.00000	0.00000
2	2009.12.04 15:00	sell	2	0.02	1.00834	0.00000	0.00000
3	2009.12.04 15:00	modify	2	0.02	1.00834	0.00000	1.00711
4	2009.12.04 15:00	modify	1	0.01	1.00496	0.00000	1.00711
5	2009.12.04 17:00	sell	3	0.03	1.01293	0.00000	0.00000
6	2009.12.04 17:00	modify	3	0.03	1.01293	0.00000	1.00997
7	2009.12.04 17:00	modify	2	0.02	1.00834	0.00000	1.00997
8	2009.12.04 17:00	modify	1	0.01	1.00496	0.00000	1.00997
9	2009.12.04 18:00	sell	4	0.04	1.01364	0.00000	0.00000
10	2009.12.04 18:00	modify	4	0.04	1.01364	0.00000	1.01140
11	2009.12.04 18:00	modify	3	0.03	1.01293	0.00000	1.01140
12	2009.12.04 18:00	modify	2	0.02	1.00834	0.00000	1.01140
13	2009.12.04 18:00	modify	1	0.01	1.00496	0.00000	1.01140
14	2009.12.04 20:00	sell	5	0.06	1.01777	0.00000	0.00000
15	2009.12.04 20:00	modify	5	0.06	1.01777	0.00000	1.01375
16	2009.12.04 20:00	modify	4	0.04	1.01364	0.00000	1.01375
17	2009.12.04 20:00	modify	3	0.03	1.01293	0.00000	1.01375
18	2009.12.04 20:00	modify	2	0.02	1.00834	0.00000	1.01375
19	2009.12.04 20:00	modify	1	0.01	1.00496	0.00000	1.01375
20	2009.12.04 21:00	sell	6	0.10	1.01859	0.00000	0.00000
21	2009.12.04 21:00	modify	6	0.10	1.01859	0.00000	1.01557
22	2009.12.04 21:00	modify	5	0.06	1.01777	0.00000	1.01557
23	2009.12.04 21:00	modify	4	0.04	1.01364	0.00000	1.01557
24	2009.12.04 21:00	modify	3	0.03	1.01293	0.00000	1.01557
25	2009.12.04 21:00	modify	2	0.02	1.00834	0.00000	1.01557
26	2009.12.04 21:00	modify	1	0.01	1.00496	0.00000	1.01557
27	2009.12.07 00:00	t/p	1	0.01	1.01557	0.00000	1.01557	-10.49	9989.51
28	2009.12.07 00:00	t/p	2	0.02	1.01557	0.00000	1.01557	-14.25	9975.25
29	2009.12.07 00:00	t/p	3	0.03	1.01557	0.00000	1.01557	-7.82	9967.43
30	2009.12.07 00:00	t/p	4	0.04	1.01557	0.00000	1.01557	-7.64	9959.80
31	2009.12.07 00:00	t/p	5	0.06	1.01557	0.00000	1.01557	12.95	9972.74
32	2009.12.07 00:00	t/p	6	0.10	1.01557	0.00000	1.01557	29.67	10002.42
33	2009.12.07 00:00	sell	7	0.01	1.01535	0.00000	0.00000
34	2009.12.07 01:00	sell	8	0.02	1.01570	0.00000	0.00000
35	2009.12.07 10:00	sell	9	0.03	1.02340	0.00000	0.00000
36	2009.12.07 10:00	modify	9	0.03	1.02340	0.00000	1.01939
37	2009.12.07 10:00	modify	8	0.02	1.01570	0.00000	1.01939
38	2009.12.07 10:00	modify	7	0.01	1.01535	0.00000	1.01939
39	2009.12.07 11:40	t/p	7	0.01	1.01939	0.00000	1.01939	-3.97	9998.45
40	2009.12.07 11:40	t/p	8	0.02	1.01939	0.00000	1.01939	-7.24	9991.21
41	2009.12.07 11:40	t/p	9	0.03	1.01939	0.00000	1.01939	11.80	10003.01
42	2009.12.07 12:00	sell	10	0.01	1.02083	0.00000	0.00000
43	2009.12.07 13:00	sell	11	0.02	1.02186	0.00000	0.00000
44	2009.12.07 13:00	modify	11	0.02	1.02186	0.00000	1.02142
45	2009.12.07 13:00	modify	10	0.01	1.02083	0.00000	1.02142
46	2009.12.07 14:00	sell	12	0.03	1.02245	0.00000	0.00000
47	2009.12.07 14:00	modify	12	0.03	1.02245	0.00000	1.02188
48	2009.12.07 14:00	modify	11	0.02	1.02186	0.00000	1.02188
49	2009.12.07 14:00	modify	10	0.01	1.02083	0.00000	1.02188
50	2009.12.07 14:20	t/p	10	0.01	1.02188	0.00000	1.02188	-1.03	10001.98
51	2009.12.07 14:20	t/p	11	0.02	1.02188	0.00000	1.02188	-0.04	10001.94
52	2009.12.07 14:20	t/p	12	0.03	1.02188	0.00000	1.02188	1.68	10003.62
53	2009.12.07 15:00	sell	13	0.01	1.02144	0.00000	0.00000
54	2009.12.08 14:00	sell	14	0.02	1.02191	0.00000	0.00000
55	2009.12.08 14:00	modify	14	0.02	1.02191	0.00000	1.02165
56	2009.12.08 14:00	modify	13	0.01	1.02144	0.00000	1.02165
57	2009.12.08 15:00	sell	15	0.03	1.02414	0.00000	0.00000
58	2009.12.08 15:00	modify	15	0.03	1.02414	0.00000	1.02285
59	2009.12.08 15:00	modify	14	0.02	1.02191	0.00000	1.02285
60	2009.12.08 15:00	modify	13	0.01	1.02144	0.00000	1.02285
61	2009.12.08 15:20	t/p	13	0.01	1.02285	0.00000	1.02285	-1.39	10002.23
62	2009.12.08 15:20	t/p	14	0.02	1.02285	0.00000	1.02285	-1.84	10000.39
63	2009.12.08 15:20	t/p	15	0.03	1.02285	0.00000	1.02285	3.79	10004.18
64	2009.12.08 16:00	sell	16	0.01	1.02295	0.00000	0.00000
65	2009.12.08 17:00	sell	17	0.02	1.02474	0.00000	0.00000
66	2009.12.08 17:00	modify	17	0.02	1.02474	0.00000	1.02404
67	2009.12.08 17:00	modify	16	0.01	1.02295	0.00000	1.02404
68	2009.12.08 17:20	t/p	16	0.01	1.02404	0.00000	1.02404	-1.06	10003.12
69	2009.12.08 17:20	t/p	17	0.02	1.02404	0.00000	1.02404	1.37	10004.49
70	2009.12.08 18:00	sell	18	0.01	1.02447	0.00000	0.00000
71	2009.12.08 19:00	sell	19	0.02	1.02607	0.00000	0.00000
72	2009.12.08 19:00	modify	19	0.02	1.02607	0.00000	1.02544
73	2009.12.08 19:00	modify	18	0.01	1.02447	0.00000	1.02544
74	2009.12.08 20:00	sell	20	0.03	1.02766	0.00000	0.00000
75	2009.12.08 20:00	modify	20	0.03	1.02766	0.00000	1.02650
76	2009.12.08 20:00	modify	19	0.02	1.02607	0.00000	1.02650
77	2009.12.08 20:00	modify	18	0.01	1.02447	0.00000	1.02650
78	2009.12.08 21:00	sell	21	0.04	1.02830	0.00000	0.00000
79	2009.12.08 21:00	modify	21	0.04	1.02830	0.00000	1.02718
80	2009.12.08 21:00	modify	20	0.03	1.02766	0.00000	1.02718
81	2009.12.08 21:00	modify	19	0.02	1.02607	0.00000	1.02718
82	2009.12.08 21:00	modify	18	0.01	1.02447	0.00000	1.02718
83	2009.12.08 21:50	t/p	18	0.01	1.02718	0.00000	1.02718	-2.64	10001.85
84	2009.12.08 21:50	t/p	19	0.02	1.02718	0.00000	1.02718	-2.16	9999.69
85	2009.12.08 21:50	t/p	20	0.03	1.02718	0.00000	1.02718	1.40	10001.09
86	2009.12.08 21:50	t/p	21	0.04	1.02718	0.00000	1.02718	4.37	10005.46
87	2009.12.08 22:00	sell	22	0.01	1.02689	0.00000	0.00000
88	2009.12.09 01:00	sell	23	0.02	1.02746	0.00000	0.00000
89	2009.12.09 01:00	modify	23	0.02	1.02746	0.00000	1.02717
90	2009.12.09 01:00	modify	22	0.01	1.02689	0.00000	1.02717
91	2009.12.09 01:20	t/p	22	0.01	1.02717	0.00000	1.02717	-0.29	10005.17
92	2009.12.09 01:20	t/p	23	0.02	1.02717	0.00000	1.02717	0.57	10005.74
93	2009.12.09 02:00	sell	24	0.01	1.02660	0.00000	0.00000
94	2009.12.09 08:00	sell	25	0.02	1.02745	0.00000	0.00000
95	2009.12.09 08:00	modify	25	0.02	1.02745	0.00000	1.02707
96	2009.12.09 08:00	modify	24	0.01	1.02660	0.00000	1.02707
97	2009.12.09 08:15	t/p	24	0.01	1.02707	0.00000	1.02707	-0.46	10005.28
98	2009.12.09 08:15	t/p	25	0.02	1.02707	0.00000	1.02707	0.74	10006.02
99	2009.12.09 09:00	sell	26	0.01	1.02634	0.00000	0.00000
100	2009.12.09 16:00	sell	27	0.02	1.02695	0.00000	0.00000
101	2009.12.09 16:00	modify	27	0.02	1.02695	0.00000	1.02665
102	2009.12.09 16:00	modify	26	0.01	1.02634	0.00000	1.02665
103	2009.12.09 16:10	t/p	26	0.01	1.02665	0.00000	1.02665	-0.30	10005.72
104	2009.12.09 16:10	t/p	27	0.02	1.02665	0.00000	1.02665	0.58	10006.30
105	2009.12.09 17:00	sell	28	0.01	1.02476	0.00000	0.00000
106	2009.12.09 18:00	sell	29	0.02	1.02615	0.00000	0.00000
107	2009.12.09 18:00	modify	29	0.02	1.02615	0.00000	1.02559
108	2009.12.09 18:00	modify	28	0.01	1.02476	0.00000	1.02559
109	2009.12.09 19:00	sell	30	0.03	1.02835	0.00000	0.00000
110	2009.12.09 19:00	modify	30	0.03	1.02835	0.00000	1.02692
111	2009.12.09 19:00	modify	29	0.02	1.02615	0.00000	1.02692
112	2009.12.09 19:00	modify	28	0.01	1.02476	0.00000	1.02692
113	2009.12.09 20:00	sell	31	0.04	1.02939	0.00000	0.00000
114	2009.12.09 20:00	modify	31	0.04	1.02939	0.00000	1.02787
115	2009.12.09 20:00	modify	30	0.03	1.02835	0.00000	1.02787
116	2009.12.09 20:00	modify	29	0.02	1.02615	0.00000	1.02787
117	2009.12.09 20:00	modify	28	0.01	1.02476	0.00000	1.02787
118	2009.12.09 20:40	t/p	28	0.01	1.02787	0.00000	1.02787	-3.03	10003.27
119	2009.12.09 20:40	t/p	29	0.02	1.02787	0.00000	1.02787	-3.35	9999.92
120	2009.12.09 20:40	t/p	30	0.03	1.02787	0.00000	1.02787	1.40	10001.32
121	2009.12.09 20:40	t/p	31	0.04	1.02787	0.00000	1.02787	5.92	10007.24
122	2009.12.09 21:00	sell	32	0.01	1.02681	0.00000	0.00000
123	2009.12.10 06:00	sell	33	0.02	1.02762	0.00000	0.00000
124	2009.12.10 06:00	modify	33	0.02	1.02762	0.00000	1.02725
125	2009.12.10 06:00	modify	32	0.01	1.02681	0.00000	1.02725
126	2009.12.10 07:00	sell	34	0.03	1.02855	0.00000	0.00000
127	2009.12.10 07:00	modify	34	0.03	1.02855	0.00000	1.02785
128	2009.12.10 07:00	modify	33	0.02	1.02762	0.00000	1.02785
129	2009.12.10 07:00	modify	32	0.01	1.02681	0.00000	1.02785
130	2009.12.10 07:16	t/p	32	0.01	1.02785	0.00000	1.02785	-1.03	10006.21
131	2009.12.10 07:16	t/p	33	0.02	1.02785	0.00000	1.02785	-0.45	10005.76
132	2009.12.10 07:16	t/p	34	0.03	1.02785	0.00000	1.02785	2.05	10007.81
133	2009.12.10 08:00	sell	35	0.01	1.02727	0.00000	0.00000
134	2009.12.10 09:00	sell	36	0.02	1.02790	0.00000	0.00000
135	2009.12.10 09:00	modify	36	0.02	1.02790	0.00000	1.02759
136	2009.12.10 09:00	modify	35	0.01	1.02727	0.00000	1.02759
137	2009.12.10 09:02	t/p	35	0.01	1.02759	0.00000	1.02759	-0.31	10007.50
138	2009.12.10 09:02	t/p	36	0.02	1.02759	0.00000	1.02759	0.60	10008.10
139	2009.12.10 10:00	sell	37	0.01	1.02662	0.00000	0.00000
140	2009.12.10 11:00	sell	38	0.02	1.02705	0.00000	0.00000
141	2009.12.10 11:00	modify	38	0.02	1.02705	0.00000	1.02681
142	2009.12.10 11:00	modify	37	0.01	1.02662	0.00000	1.02681
143	2009.12.10 11:10	t/p	37	0.01	1.02681	0.00000	1.02681	-0.18	10007.92
144	2009.12.10 11:10	t/p	38	0.02	1.02681	0.00000	1.02681	0.47	10008.39
145	2009.12.10 12:00	sell	39	0.01	1.02507	0.00000	0.00000
146	2009.12.10 14:00	sell	40	0.02	1.02596	0.00000	0.00000
147	2009.12.10 14:00	modify	40	0.02	1.02596	0.00000	1.02556
148	2009.12.10 14:00	modify	39	0.01	1.02507	0.00000	1.02556
149	2009.12.10 14:45	t/p	39	0.01	1.02556	0.00000	1.02556	-0.48	10007.91
150	2009.12.10 14:45	t/p	40	0.02	1.02556	0.00000	1.02556	0.78	10008.69
151	2009.12.10 15:00	sell	41	0.01	1.02518	0.00000	0.00000
152	2009.12.10 17:00	sell	42	0.02	1.02643	0.00000	0.00000
153	2009.12.10 17:00	modify	42	0.02	1.02643	0.00000	1.02591
154	2009.12.10 17:00	modify	41	0.01	1.02518	0.00000	1.02591
155	2009.12.10 17:07	t/p	41	0.01	1.02591	0.00000	1.02591	-0.71	10007.98
156	2009.12.10 17:07	t/p	42	0.02	1.02591	0.00000	1.02591	1.01	10008.99
157	2009.12.10 18:00	buy	43	0.01	1.02711	0.00000	0.00000
158	2009.12.10 21:00	buy	44	0.02	1.02673	0.00000	0.00000
159	2009.12.10 21:00	modify	44	0.02	1.02673	0.00000	1.02696
160	2009.12.10 21:00	modify	43	0.01	1.02711	0.00000	1.02696
161	2009.12.10 22:00	buy	45	0.03	1.02618	0.00000	0.00000
162	2009.12.10 22:00	modify	45	0.03	1.02618	0.00000	1.02662
163	2009.12.10 22:00	modify	44	0.02	1.02673	0.00000	1.02662
164	2009.12.10 22:00	modify	43	0.01	1.02711	0.00000	1.02662
165	2009.12.11 02:16	t/p	43	0.01	1.02662	0.00000	1.02662	-0.48	10008.52
166	2009.12.11 02:16	t/p	44	0.02	1.02662	0.00000	1.02662	-0.21	10008.31
167	2009.12.11 02:16	t/p	45	0.03	1.02662	0.00000	1.02662	1.29	10009.60
168	2009.12.11 03:00	buy	46	0.01	1.02651	0.00000	0.00000
169	2009.12.11 07:00	buy	47	0.02	1.02574	0.00000	0.00000
170	2009.12.11 07:00	modify	47	0.02	1.02574	0.00000	1.02610
171	2009.12.11 07:00	modify	46	0.01	1.02651	0.00000	1.02610
172	2009.12.11 07:45	t/p	46	0.01	1.02610	0.00000	1.02610	-0.40	10009.20
173	2009.12.11 07:45	t/p	47	0.02	1.02610	0.00000	1.02610	0.71	10009.91
174	2009.12.11 08:00	buy	48	0.01	1.02685	0.00000	0.00000
175	2009.12.11 10:00	buy	49	0.02	1.02612	0.00000	0.00000
176	2009.12.11 10:00	modify	49	0.02	1.02612	0.00000	1.02646
177	2009.12.11 10:00	modify	48	0.01	1.02685	0.00000	1.02646
178	2009.12.11 11:00	buy	50	0.03	1.02520	0.00000	0.00000
179	2009.12.11 11:00	modify	50	0.03	1.02520	0.00000	1.02588
180	2009.12.11 11:00	modify	49	0.02	1.02612	0.00000	1.02588
181	2009.12.11 11:00	modify	48	0.01	1.02685	0.00000	1.02588
182	2009.12.11 13:00	buy	51	0.04	1.02454	0.00000	0.00000
183	2009.12.11 13:00	modify	51	0.04	1.02454	0.00000	1.02539
184	2009.12.11 13:00	modify	50	0.03	1.02520	0.00000	1.02539
185	2009.12.11 13:00	modify	49	0.02	1.02612	0.00000	1.02539
186	2009.12.11 13:00	modify	48	0.01	1.02685	0.00000	1.02539
187	2009.12.11 14:40	t/p	48	0.01	1.02539	0.00000	1.02539	-1.43	10008.48
188	2009.12.11 14:40	t/p	49	0.02	1.02539	0.00000	1.02539	-1.43	10007.05
189	2009.12.11 14:40	t/p	50	0.03	1.02539	0.00000	1.02539	0.56	10007.61
190	2009.12.11 14:40	t/p	51	0.04	1.02539	0.00000	1.02539	3.31	10010.92
191	2009.12.11 15:00	buy	52	0.01	1.02882	0.00000	0.00000
192	2009.12.31 18:57	close at stop	52	0.01	1.03506	0.00000	0.00000	6.13	10017.05