Desynced Forex

MetaTrader Indicators and Expert Advisors Repository

Symbol		EURUSD (Euro vs US Dollar)
Period		1 Hour (H1) 2009.12.01 00:00 - 2010.01.15 22:00 (2009.12.01 - 2010.01.17)
Model		Control points (a very crude method, the results must not be considered)
Parameters		FastPeriod=13; SlowPeriod=34; MomPeriod=14; MomFilter=0.1; PercentCapital=10; Lots=0.1; Slippage=3; StopLoss=20; TakeProfit=200; Patr=9; Prange=5; Kstop=1.5; kts=2; Vts=2; MaximumRisk=0.05; DecreaseFactor=10;
Bars in test	1753	Ticks modelled	19953	Modelling quality	n/a
Mismatched charts errors	1
Initial deposit	10000.00
Total net profit	534.90	Gross profit	999.40	Gross loss	-464.50
Profit factor	2.15	Expected payoff	48.63
Absolute drawdown	202.70	Maximal drawdown	521.50 (4.72%)	Relative drawdown	4.72% (521.50)
Total trades	11	Short positions (won %)	7 (85.71%)	Long positions (won %)	4 (100.00%)
		Profit trades (% of total)	10 (90.91%)	Loss trades (% of total)	1 (9.09%)
Largest		profit trade	100.00	loss trade	-464.50
Average		profit trade	99.94	loss trade	-464.50
Maximum		consecutive wins (profit in money)	10 (999.40)	consecutive losses (loss in money)	1 (-464.50)
Maximal		consecutive profit (count of wins)	999.40 (10)	consecutive loss (count of losses)	-464.50 (1)
Average		consecutive wins	10	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.03 23:00	sell	1	0.50	1.50510	0.00000	1.50310
2	2009.12.03 23:02	modify	1	0.50	1.50510	1.51724	1.50310
3	2009.12.04 14:40	t/p	1	0.50	1.50310	1.51724	1.50310	99.80	10099.80
4	2009.12.11 10:00	buy	2	0.50	1.47406	0.00000	1.47606
5	2009.12.11 10:02	modify	2	0.50	1.47406	1.46978	1.47606
6	2009.12.11 10:32	t/p	2	0.50	1.47606	1.46978	1.47606	100.00	10199.80
7	2009.12.11 16:00	sell	3	0.50	1.46533	0.00000	1.46333
8	2009.12.11 16:02	modify	3	0.50	1.46533	1.47411	1.46333
9	2009.12.11 16:15	t/p	3	0.50	1.46333	1.47411	1.46333	100.00	10299.80
10	2009.12.23 17:00	buy	4	0.50	1.43337	0.00000	1.43537
11	2009.12.23 17:02	modify	4	0.50	1.43337	1.42817	1.43537
12	2009.12.23 18:20	t/p	4	0.50	1.43537	1.42817	1.43537	100.00	10399.80
13	2009.12.29 21:00	sell	5	0.50	1.43517	0.00000	1.43317
14	2009.12.29 21:05	modify	5	0.50	1.43517	1.44325	1.43317
15	2009.12.30 01:45	t/p	5	0.50	1.43317	1.44325	1.43317	99.80	10499.60
16	2010.01.04 01:00	sell	6	0.50	1.43154	0.00000	1.42954
17	2010.01.04 01:02	modify	6	0.50	1.43154	1.44026	1.42954
18	2010.01.04 01:20	t/p	6	0.50	1.42954	1.44026	1.42954	100.00	10599.60
19	2010.01.04 13:00	buy	7	0.50	1.43890	0.00000	1.44090
20	2010.01.04 13:02	modify	7	0.50	1.43890	1.43264	1.44090
21	2010.01.04 14:40	t/p	7	0.50	1.44090	1.43264	1.44090	100.00	10699.60
22	2010.01.05 21:00	sell	8	0.50	1.43680	0.00000	1.43480
23	2010.01.05 21:02	modify	8	0.50	1.43680	1.44708	1.43480
24	2010.01.06 01:20	t/p	8	0.50	1.43480	1.44708	1.43480	99.80	10799.40
25	2010.01.07 11:00	sell	9	0.50	1.43524	0.00000	1.43324
26	2010.01.07 11:02	modify	9	0.50	1.43524	1.44242	1.43324
27	2010.01.07 12:20	t/p	9	0.50	1.43324	1.44242	1.43324	100.00	10899.40
28	2010.01.08 19:00	buy	10	0.50	1.43934	0.00000	1.44134
29	2010.01.08 19:02	modify	10	0.50	1.43934	1.41648	1.44134
30	2010.01.08 19:15	t/p	10	0.50	1.44134	1.41648	1.44134	100.00	10999.40
31	2010.01.13 02:00	sell	11	0.50	1.44680	0.00000	1.44480
32	2010.01.13 02:02	modify	11	0.50	1.44680	1.45609	1.44480
33	2010.01.13 13:15	s/l	11	0.50	1.45609	1.45609	1.44480	-464.50	10534.90