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		MagicNumber=0; SignalMail=false; EachTickMode=false; Lots=1; Slippage=3; UseStopLoss=false; StopLoss=30; UseTakeProfit=false; TakeProfit=60; UseTrailingStop=false; TrailingStop=30;
Bars in test	1515	Ticks modelled	13947	Modelling quality	n/a
Mismatched charts errors	2
Initial deposit	10000.00
Total net profit	-2084.78	Gross profit	2082.82	Gross loss	-4167.60
Profit factor	0.50	Expected payoff	-57.91
Absolute drawdown	2137.23	Maximal drawdown	2489.17 (24.05%)	Relative drawdown	24.05% (2489.17)
Total trades	36	Short positions (won %)	0 (0.00%)	Long positions (won %)	36 (27.78%)
		Profit trades (% of total)	10 (27.78%)	Loss trades (% of total)	26 (72.22%)
Largest		profit trade	758.27	loss trade	-380.49
Average		profit trade	208.28	loss trade	-160.29
Maximum		consecutive wins (profit in money)	2 (572.01)	consecutive losses (loss in money)	8 (-1576.02)
Maximal		consecutive profit (count of wins)	758.27 (1)	consecutive loss (count of losses)	-1576.02 (8)
Average		consecutive wins	1	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.08 17:00	buy	1	1.00	1.02496	0.00000	0.00000
2	2009.12.08 23:00	close	1	1.00	1.02685	0.00000	0.00000	184.06	10184.06
3	2009.12.09 08:00	buy	2	1.00	1.02767	0.00000	0.00000
4	2009.12.09 10:00	close	2	1.00	1.02446	0.00000	0.00000	-313.34	9870.72
5	2009.12.09 16:00	buy	3	1.00	1.02717	0.00000	0.00000
6	2009.12.09 17:00	close	3	1.00	1.02476	0.00000	0.00000	-235.18	9635.54
7	2009.12.09 20:00	buy	4	1.00	1.02961	0.00000	0.00000
8	2009.12.09 21:00	close	4	1.00	1.02681	0.00000	0.00000	-272.69	9362.85
9	2009.12.10 05:00	buy	5	1.00	1.02685	0.00000	0.00000
10	2009.12.10 08:00	close	5	1.00	1.02727	0.00000	0.00000	40.89	9403.74
11	2009.12.10 09:00	buy	6	1.00	1.02812	0.00000	0.00000
12	2009.12.10 12:00	close	6	1.00	1.02507	0.00000	0.00000	-297.54	9106.20
13	2009.12.10 18:00	buy	7	1.00	1.02716	0.00000	0.00000
14	2009.12.10 21:00	close	7	1.00	1.02656	0.00000	0.00000	-58.45	9047.75
15	2009.12.11 05:00	buy	8	1.00	1.02629	0.00000	0.00000
16	2009.12.11 07:00	close	8	1.00	1.02557	0.00000	0.00000	-70.20	8977.55
17	2009.12.11 08:00	buy	9	1.00	1.02690	0.00000	0.00000
18	2009.12.11 10:00	close	9	1.00	1.02595	0.00000	0.00000	-92.60	8884.95
19	2009.12.11 15:00	buy	10	1.00	1.02887	0.00000	0.00000
20	2009.12.11 19:00	close	10	1.00	1.03388	0.00000	0.00000	484.58	9369.53
21	2009.12.11 21:00	buy	11	1.00	1.03441	0.00000	0.00000
22	2009.12.14 00:00	close	11	1.00	1.03531	0.00000	0.00000	87.43	9456.95
23	2009.12.14 12:00	buy	12	1.00	1.03387	0.00000	0.00000
24	2009.12.14 14:00	close	12	1.00	1.03284	0.00000	0.00000	-99.73	9357.22
25	2009.12.14 15:00	buy	13	1.00	1.03325	0.00000	0.00000
26	2009.12.14 16:00	close	13	1.00	1.03198	0.00000	0.00000	-123.06	9234.16
27	2009.12.14 22:00	buy	14	1.00	1.03215	0.00000	0.00000
28	2009.12.14 23:00	close	14	1.00	1.03146	0.00000	0.00000	-66.90	9167.26
29	2009.12.15 09:00	buy	15	1.00	1.03549	0.00000	0.00000
30	2009.12.15 13:00	close	15	1.00	1.03951	0.00000	0.00000	386.72	9553.98
31	2009.12.15 14:00	buy	16	1.00	1.04096	0.00000	0.00000
32	2009.12.15 16:00	close	16	1.00	1.04009	0.00000	0.00000	-83.65	9470.33
33	2009.12.15 18:00	buy	17	1.00	1.04227	0.00000	0.00000
34	2009.12.15 20:00	close	17	1.00	1.04129	0.00000	0.00000	-94.11	9376.22
35	2009.12.15 23:00	buy	18	1.00	1.04046	0.00000	0.00000
36	2009.12.16 01:00	close	18	1.00	1.04010	0.00000	0.00000	-34.12	9342.11
37	2009.12.16 04:00	buy	19	1.00	1.04059	0.00000	0.00000
38	2009.12.16 05:00	close	19	1.00	1.04166	0.00000	0.00000	102.72	9444.83
39	2009.12.16 07:00	buy	20	1.00	1.04152	0.00000	0.00000
40	2009.12.16 08:00	close	20	1.00	1.03995	0.00000	0.00000	-150.97	9293.86
41	2009.12.16 09:00	buy	21	1.00	1.04215	0.00000	0.00000
42	2009.12.16 11:00	close	21	1.00	1.03948	0.00000	0.00000	-256.86	9037.00
43	2009.12.16 23:00	buy	22	1.00	1.03860	0.00000	0.00000
44	2009.12.17 06:00	close	22	1.00	1.04652	0.00000	0.00000	758.27	9795.27
45	2009.12.17 07:00	buy	23	1.00	1.04671	0.00000	0.00000
46	2009.12.17 08:00	close	23	1.00	1.04548	0.00000	0.00000	-117.65	9677.62
47	2009.12.17 09:00	buy	24	1.00	1.04633	0.00000	0.00000
48	2009.12.17 10:00	close	24	1.00	1.04568	0.00000	0.00000	-62.16	9615.46
49	2009.12.17 11:00	buy	25	1.00	1.04861	0.00000	0.00000
50	2009.12.17 14:00	close	25	1.00	1.04898	0.00000	0.00000	35.27	9650.73
51	2009.12.18 08:00	buy	26	1.00	1.04243	0.00000	0.00000
52	2009.12.18 10:00	close	26	1.00	1.04074	0.00000	0.00000	-162.38	9488.35
53	2009.12.18 13:00	buy	27	1.00	1.04269	0.00000	0.00000
54	2009.12.18 14:00	close	27	1.00	1.04272	0.00000	0.00000	2.88	9491.23
55	2009.12.18 15:00	buy	28	1.00	1.04505	0.00000	0.00000
56	2009.12.18 16:00	close	28	1.00	1.04207	0.00000	0.00000	-285.97	9205.26
57	2009.12.18 17:00	buy	29	1.00	1.04735	0.00000	0.00000
58	2009.12.18 19:00	close	29	1.00	1.04338	0.00000	0.00000	-380.49	8824.77
59	2009.12.18 20:00	buy	30	1.00	1.04432	0.00000	0.00000
60	2009.12.18 21:00	close	30	1.00	1.04285	0.00000	0.00000	-140.96	8683.82
61	2009.12.18 22:00	buy	31	1.00	1.04306	0.00000	0.00000
62	2009.12.21 00:00	close	31	1.00	1.04067	0.00000	0.00000	-229.16	8454.65
63	2009.12.22 08:00	buy	32	1.00	1.04647	0.00000	0.00000
64	2009.12.22 09:00	close	32	1.00	1.04569	0.00000	0.00000	-74.59	8380.06
65	2009.12.22 13:00	buy	33	1.00	1.04857	0.00000	0.00000
66	2009.12.22 15:00	close	33	1.00	1.04607	0.00000	0.00000	-238.99	8141.07
67	2009.12.22 16:00	buy	34	1.00	1.04873	0.00000	0.00000
68	2009.12.22 19:00	close	34	1.00	1.04678	0.00000	0.00000	-186.29	7954.78
69	2009.12.22 22:00	buy	35	1.00	1.04878	0.00000	0.00000
70	2009.12.23 01:00	close	35	1.00	1.04836	0.00000	0.00000	-39.57	7915.22
71	2009.12.23 04:00	buy	36	1.00	1.04909	0.00000	0.00000
72	2009.12.23 06:00	close	36	1.00	1.04909	0.00000	0.00000	0.00	7915.22