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		MaximumRisk=0.5; DecreaseFactor=2; TrendSMA=21; AddStopLoss=false;
Bars in test	1753	Ticks modelled	19953	Modelling quality	n/a
Mismatched charts errors	1
Initial deposit	10000.00
Total net profit	-5287.34	Gross profit	1087.76	Gross loss	-6375.10
Profit factor	0.17	Expected payoff	-264.37
Absolute drawdown	6452.04	Maximal drawdown	8092.04 (69.52%)	Relative drawdown	69.52% (8092.04)
Total trades	20	Short positions (won %)	11 (18.18%)	Long positions (won %)	9 (11.11%)
		Profit trades (% of total)	3 (15.00%)	Loss trades (% of total)	17 (85.00%)
Largest		profit trade	982.30	loss trade	-1929.60
Average		profit trade	362.59	loss trade	-375.01
Maximum		consecutive wins (profit in money)	1 (982.30)	consecutive losses (loss in money)	12 (-2819.76)
Maximal		consecutive profit (count of wins)	982.30 (1)	consecutive loss (count of losses)	-2819.76 (12)
Average		consecutive wins	1	consecutive losses	6

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 16:00	buy	1	5.00	1.50836	0.00000	0.00000
2	2009.12.02 00:00	close	1	5.00	1.50748	0.00000	0.00000	-438.50	9561.50
3	2009.12.03 09:00	buy	2	4.80	1.51172	0.00000	0.00000
4	2009.12.03 16:00	close	2	4.80	1.50770	0.00000	0.00000	-1929.60	7631.90
5	2009.12.04 06:10	sell	3	0.10	1.50547	0.00000	0.00000
6	2009.12.04 09:00	close	3	0.10	1.50864	0.00000	0.00000	-31.70	7600.20
7	2009.12.04 17:00	sell	4	0.10	1.48879	0.00000	0.00000
8	2009.12.07 06:00	close	4	0.10	1.48890	0.00000	0.00000	-1.14	7599.06
9	2009.12.08 13:00	sell	5	0.10	1.47935	0.00000	0.00000
10	2009.12.09 04:00	close	5	0.10	1.47345	0.00000	0.00000	58.96	7658.02
11	2009.12.09 19:00	sell	6	3.80	1.46942	0.00000	0.00000
12	2009.12.10 00:00	close	6	3.80	1.47400	0.00000	0.00000	-1744.96	5913.06
13	2009.12.22 17:00	sell	7	3.00	1.42309	0.00000	0.00000
14	2009.12.23 04:00	close	7	3.00	1.42545	0.00000	0.00000	-709.20	5203.86
15	2009.12.23 11:00	sell	8	0.10	1.42453	0.00000	0.00000
16	2009.12.23 14:00	close	8	0.10	1.42826	0.00000	0.00000	-37.30	5166.56
17	2009.12.24 11:00	buy	9	0.10	1.43838	0.00000	0.00000
18	2009.12.24 17:00	close	9	0.10	1.43561	0.00000	0.00000	-27.70	5138.86
19	2009.12.28 13:00	buy	10	0.10	1.44068	0.00000	0.00000
20	2009.12.28 18:00	close	10	0.10	1.43899	0.00000	0.00000	-16.90	5121.96
21	2009.12.29 14:00	buy	11	0.10	1.44509	0.00000	0.00000
22	2009.12.29 18:00	close	11	0.10	1.43539	0.00000	0.00000	-97.00	5024.96
23	2009.12.30 02:00	sell	12	0.10	1.43239	0.00000	0.00000
24	2009.12.30 09:00	close	12	0.10	1.43567	0.00000	0.00000	-32.80	4992.16
25	2009.12.30 15:00	sell	13	0.10	1.43218	0.00000	0.00000
26	2009.12.30 20:00	close	13	0.10	1.43389	0.00000	0.00000	-17.10	4975.06
27	2010.01.05 06:00	buy	14	0.10	1.44273	0.00000	0.00000
28	2010.01.05 12:00	close	14	0.10	1.44176	0.00000	0.00000	-9.70	4965.36
29	2010.01.06 08:00	sell	15	0.10	1.43114	0.00000	0.00000
30	2010.01.06 12:00	close	15	0.10	1.43772	0.00000	0.00000	-65.80	4899.56
31	2010.01.07 02:00	buy	16	0.10	1.44250	0.00000	0.00000
32	2010.01.07 07:00	close	16	0.10	1.43902	0.00000	0.00000	-34.80	4864.76
33	2010.01.08 00:00	sell	17	0.10	1.43043	0.00000	0.00000
34	2010.01.08 10:00	close	17	0.10	1.43308	0.00000	0.00000	-26.50	4838.26
35	2010.01.11 01:00	buy	18	0.10	1.44656	0.00000	0.00000
36	2010.01.11 23:00	close	18	0.10	1.45121	0.00000	0.00000	46.50	4884.76
37	2010.01.14 07:00	buy	19	2.40	1.45529	0.00000	0.00000
38	2010.01.14 11:00	close	19	2.40	1.45048	0.00000	0.00000	-1154.40	3730.36
39	2010.01.15 03:00	sell	20	1.90	1.44380	0.00000	0.00000
40	2010.01.15 22:57	close at stop	20	1.90	1.43863	0.00000	0.00000	982.30	4712.66