Desynced Forex

MetaTrader Indicators and Expert Advisors Repository

Symbol		USDCAD (US Dollar vs Canadian Dollar)
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=0.2; Slippage=10; UseStopLoss=false; StopLoss=50000; UseTakeProfit=false; TakeProfit=50000; UseTrailingStop=false; TrailingStop=30;
Bars in test	1515	Ticks modelled	13777	Modelling quality	n/a
Mismatched charts errors	2
Initial deposit	10000.00
Total net profit	-145.73	Gross profit	795.99	Gross loss	-941.73
Profit factor	0.85	Expected payoff	-6.34
Absolute drawdown	651.64	Maximal drawdown	905.51 (8.83%)	Relative drawdown	8.83% (905.51)
Total trades	23	Short positions (won %)	12 (33.33%)	Long positions (won %)	11 (45.45%)
		Profit trades (% of total)	9 (39.13%)	Loss trades (% of total)	14 (60.87%)
Largest		profit trade	325.37	loss trade	-199.04
Average		profit trade	88.44	loss trade	-67.27
Maximum		consecutive wins (profit in money)	3 (454.76)	consecutive losses (loss in money)	4 (-454.65)
Maximal		consecutive profit (count of wins)	454.76 (3)	consecutive loss (count of losses)	-454.65 (4)
Average		consecutive wins	2	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 01:00	sell	1	0.20	1.05391	0.00000	0.00000
2	2009.12.02 19:00	close	1	0.20	1.04948	0.00000	0.00000	84.40	10084.40
3	2009.12.02 20:00	buy	2	0.20	1.04911	0.00000	0.00000
4	2009.12.03 09:00	close	2	0.20	1.04633	0.00000	0.00000	-53.76	10030.64
5	2009.12.03 10:00	sell	3	0.20	1.04761	0.00000	0.00000
6	2009.12.03 12:00	close	3	0.20	1.04972	0.00000	0.00000	-40.20	9990.44
7	2009.12.03 13:00	buy	4	0.20	1.05071	0.00000	0.00000
8	2009.12.04 13:00	close	4	0.20	1.05225	0.00000	0.00000	29.06	10019.50
9	2009.12.04 14:00	sell	5	0.20	1.04658	0.00000	0.00000
10	2009.12.04 20:00	close	5	0.20	1.05710	0.00000	0.00000	-199.04	9820.46
11	2009.12.04 21:00	buy	6	0.20	1.05944	0.00000	0.00000
12	2009.12.07 16:00	close	6	0.20	1.05485	0.00000	0.00000	-87.24	9733.23
13	2009.12.07 17:00	sell	7	0.20	1.05083	0.00000	0.00000
14	2009.12.08 09:00	close	7	0.20	1.05528	0.00000	0.00000	-84.36	9648.87
15	2009.12.08 11:00	sell	8	0.20	1.05018	0.00000	0.00000
16	2009.12.08 13:00	close	8	0.20	1.05461	0.00000	0.00000	-84.01	9564.86
17	2009.12.08 14:00	buy	9	0.20	1.05410	0.00000	0.00000
18	2009.12.09 17:00	close	9	0.20	1.05478	0.00000	0.00000	12.68	9577.54
19	2009.12.09 18:00	sell	10	0.20	1.05500	0.00000	0.00000
20	2009.12.10 07:00	close	10	0.20	1.05742	0.00000	0.00000	-45.83	9531.72
21	2009.12.10 08:00	sell	11	0.20	1.05532	0.00000	0.00000
22	2009.12.11 16:00	close	11	0.20	1.05264	0.00000	0.00000	50.90	9582.62
23	2009.12.11 17:00	buy	12	0.20	1.05498	0.00000	0.00000
24	2009.12.14 19:00	close	12	0.20	1.05763	0.00000	0.00000	49.90	9632.52
25	2009.12.15 04:00	sell	13	0.20	1.05849	0.00000	0.00000
26	2009.12.15 10:00	close	13	0.20	1.06208	0.00000	0.00000	-67.60	9564.92
27	2009.12.15 11:00	buy	14	0.20	1.06154	0.00000	0.00000
28	2009.12.16 10:00	close	14	0.20	1.05972	0.00000	0.00000	-34.56	9530.36
29	2009.12.16 11:00	sell	15	0.20	1.05894	0.00000	0.00000
30	2009.12.16 21:00	close	15	0.20	1.06307	0.00000	0.00000	-77.70	9452.66
31	2009.12.16 22:00	buy	16	0.20	1.06070	0.00000	0.00000
32	2009.12.18 04:00	close	16	0.20	1.06684	0.00000	0.00000	114.28	9566.95
33	2009.12.18 05:00	sell	17	0.20	1.06619	0.00000	0.00000
34	2009.12.21 02:00	close	17	0.20	1.06764	0.00000	0.00000	-27.18	9539.77
35	2009.12.21 03:00	buy	18	0.20	1.06748	0.00000	0.00000
36	2009.12.21 06:00	close	18	0.20	1.06618	0.00000	0.00000	-24.39	9515.38
37	2009.12.21 07:00	buy	19	0.20	1.06708	0.00000	0.00000
38	2009.12.21 08:00	close	19	0.20	1.06627	0.00000	0.00000	-15.19	9500.19
39	2009.12.21 09:00	buy	20	0.20	1.06816	0.00000	0.00000
40	2009.12.21 12:00	close	20	0.20	1.06281	0.00000	0.00000	-100.68	9399.51
41	2009.12.21 13:00	sell	21	0.20	1.06085	0.00000	0.00000
42	2009.12.29 22:00	close	21	0.20	1.04386	0.00000	0.00000	325.37	9724.88
43	2009.12.30 00:00	buy	22	0.20	1.04404	0.00000	0.00000
44	2009.12.31 08:00	close	22	0.20	1.04964	0.00000	0.00000	106.08	9830.96
45	2009.12.31 10:00	sell	23	0.20	1.04783	0.00000	0.00000
46	2009.12.31 18:57	close at stop	23	0.20	1.04661	0.00000	0.00000	23.31	9854.27