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		STO="---------------- Stochs"; First_Stoch_KP=4; Stoch_HLevel=80; Stoch_LLevel=20; 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; Magic=0;
Bars in test	1515	Ticks modelled	13947	Modelling quality	n/a
Mismatched charts errors	2
Initial deposit	10000.00
Total net profit	-502.73	Gross profit	231.88	Gross loss	-734.61
Profit factor	0.32	Expected payoff	-26.46
Absolute drawdown	536.31	Maximal drawdown	567.30 (5.66%)	Relative drawdown	5.66% (567.30)
Total trades	19	Short positions (won %)	10 (10.00%)	Long positions (won %)	9 (22.22%)
		Profit trades (% of total)	3 (15.79%)	Loss trades (% of total)	16 (84.21%)
Largest		profit trade	108.42	loss trade	-135.70
Average		profit trade	77.29	loss trade	-45.91
Maximum		consecutive wins (profit in money)	1 (108.42)	consecutive losses (loss in money)	5 (-244.17)
Maximal		consecutive profit (count of wins)	108.42 (1)	consecutive loss (count of losses)	-244.17 (5)
Average		consecutive wins	1	consecutive losses	4

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 10:00	sell	1	0.10	1.00012	0.00000	0.00000
2	2009.12.02 21:00	close	1	0.10	1.00248	0.00000	0.00000	-23.61	9976.39
3	2009.12.02 21:02	buy	2	0.10	1.00244	0.00000	0.00000
4	2009.12.03 06:00	close	2	0.10	0.99932	0.00000	0.00000	-31.07	9945.32
5	2009.12.03 06:02	sell	3	0.10	0.99930	0.00000	0.00000
6	2009.12.04 17:00	close	3	0.10	1.01304	0.00000	0.00000	-135.70	9809.62
7	2009.12.04 17:02	buy	4	0.10	1.01231	0.00000	0.00000
8	2009.12.09 12:00	close	4	0.10	1.02282	0.00000	0.00000	102.91	9912.53
9	2009.12.09 12:02	sell	5	0.10	1.02290	0.00000	0.00000
10	2009.12.09 20:00	close	5	0.10	1.02950	0.00000	0.00000	-64.11	9848.42
11	2009.12.09 20:02	buy	6	0.10	1.02936	0.00000	0.00000
12	2009.12.10 14:00	close	6	0.10	1.02596	0.00000	0.00000	-32.99	9815.43
13	2009.12.10 14:02	sell	7	0.10	1.02569	0.00000	0.00000
14	2009.12.11 17:00	close	7	0.10	1.03435	0.00000	0.00000	-83.79	9731.64
15	2009.12.11 17:02	buy	8	0.10	1.03445	0.00000	0.00000
16	2009.12.14 08:00	close	8	0.10	1.03172	0.00000	0.00000	-26.41	9705.23
17	2009.12.14 08:02	sell	9	0.10	1.03157	0.00000	0.00000
18	2009.12.15 09:00	close	9	0.10	1.03538	0.00000	0.00000	-36.87	9668.36
19	2009.12.15 09:03	buy	10	0.10	1.03707	0.00000	0.00000
20	2009.12.16 12:00	close	10	0.10	1.03920	0.00000	0.00000	20.55	9688.91
21	2009.12.16 12:02	sell	11	0.10	1.03910	0.00000	0.00000
22	2009.12.17 03:00	close	11	0.10	1.04315	0.00000	0.00000	-39.03	9649.88
23	2009.12.17 03:02	buy	12	0.10	1.04377	0.00000	0.00000
24	2009.12.18 03:00	close	12	0.10	1.04152	0.00000	0.00000	-21.55	9628.33
25	2009.12.18 03:02	sell	13	0.10	1.04142	0.00000	0.00000
26	2009.12.22 13:00	close	13	0.10	1.04846	0.00000	0.00000	-67.29	9561.04
27	2009.12.22 13:03	buy	14	0.10	1.04777	0.00000	0.00000
28	2009.12.23 13:00	close	14	0.10	1.04674	0.00000	0.00000	-9.79	9551.25
29	2009.12.23 13:02	sell	15	0.10	1.04670	0.00000	0.00000
30	2009.12.29 01:00	close	15	0.10	1.03543	0.00000	0.00000	108.42	9659.67
31	2009.12.29 01:03	buy	16	0.10	1.03565	0.00000	0.00000
32	2009.12.29 10:00	close	16	0.10	1.02953	0.00000	0.00000	-59.44	9600.23
33	2009.12.29 10:02	sell	17	0.10	1.02952	0.00000	0.00000
34	2009.12.29 20:00	close	17	0.10	1.03690	0.00000	0.00000	-71.17	9529.06
35	2009.12.29 20:02	buy	18	0.10	1.03671	0.00000	0.00000
36	2009.12.31 03:00	close	18	0.10	1.03427	0.00000	0.00000	-23.39	9505.67
37	2009.12.31 03:02	sell	19	0.10	1.03430	0.00000	0.00000
38	2009.12.31 18:57	close at stop	19	0.10	1.03517	0.00000	0.00000	-8.40	9497.27