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		Lots=0.3; Slippage=3; Order_Comment=""EL"; Order_Arrow_Color=Black; PercentMargin=0.005; NOGOVolatility=200; SMALLGOVolatility=100; SSP=34; SSK=29;
Bars in test	1515	Ticks modelled	13777	Modelling quality	n/a
Mismatched charts errors	2
Initial deposit	10000.00
Total net profit	-979.64	Gross profit	73.04	Gross loss	-1052.68
Profit factor	0.07	Expected payoff	-46.65
Absolute drawdown	1021.09	Maximal drawdown	1024.45 (10.24%)	Relative drawdown	10.24% (1024.45)
Total trades	21	Short positions (won %)	8 (0.00%)	Long positions (won %)	13 (7.69%)
		Profit trades (% of total)	1 (4.76%)	Loss trades (% of total)	20 (95.24%)
Largest		profit trade	73.04	loss trade	-140.35
Average		profit trade	73.04	loss trade	-52.63
Maximum		consecutive wins (profit in money)	1 (73.04)	consecutive losses (loss in money)	12 (-627.32)
Maximal		consecutive profit (count of wins)	73.04 (1)	consecutive loss (count of losses)	-627.32 (12)
Average		consecutive wins	1	consecutive losses	10

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.02 22:00	sell	1	0.30	1.05014	0.00000	0.00000
2	2009.12.02 23:00	close	1	0.30	1.05148	0.00000	0.00000	-38.23	9961.77
3	2009.12.03 02:00	sell	2	0.30	1.04906	0.00000	0.00000
4	2009.12.03 03:00	close	2	0.30	1.05014	0.00000	0.00000	-30.85	9930.92
5	2009.12.03 04:00	sell	3	0.30	1.04888	0.00000	0.00000
6	2009.12.03 05:00	close	3	0.30	1.04897	0.00000	0.00000	-2.57	9928.35
7	2009.12.03 08:00	sell	4	0.30	1.04819	0.00000	0.00000
8	2009.12.03 10:00	close	4	0.30	1.04825	0.00000	0.00000	-1.72	9926.63
9	2009.12.04 14:00	sell	5	0.30	1.04658	0.00000	0.00000
10	2009.12.04 15:00	close	5	0.30	1.04931	0.00000	0.00000	-78.05	9848.58
11	2009.12.08 09:00	buy	6	0.30	1.05576	0.00000	0.00000
12	2009.12.08 10:00	close	6	0.30	1.05231	0.00000	0.00000	-98.36	9750.22
13	2009.12.08 14:00	sell	7	0.30	1.05394	0.00000	0.00000
14	2009.12.08 15:00	close	7	0.30	1.05773	0.00000	0.00000	-107.49	9642.73
15	2009.12.09 20:00	buy	8	0.30	1.05871	0.00000	0.00000
16	2009.12.09 21:00	close	8	0.30	1.05378	0.00000	0.00000	-140.35	9502.38
17	2009.12.11 18:00	buy	9	0.30	1.05896	0.00000	0.00000
18	2009.12.15 02:00	close	9	0.30	1.05872	0.00000	0.00000	-7.42	9494.96
19	2009.12.15 09:00	buy	10	0.30	1.05979	0.00000	0.00000
20	2009.12.15 17:00	close	10	0.30	1.05977	0.00000	0.00000	-0.57	9494.39
21	2009.12.16 03:00	buy	11	0.30	1.06156	0.00000	0.00000
22	2009.12.16 10:00	close	11	0.30	1.05972	0.00000	0.00000	-52.09	9442.30
23	2009.12.16 12:00	buy	12	0.30	1.06250	0.00000	0.00000
24	2009.12.16 13:00	close	12	0.30	1.06004	0.00000	0.00000	-69.62	9372.68
25	2009.12.16 21:00	buy	13	0.30	1.06355	0.00000	0.00000
26	2009.12.18 05:00	close	13	0.30	1.06619	0.00000	0.00000	73.04	9445.72
27	2009.12.18 07:00	buy	14	0.30	1.06823	0.00000	0.00000
28	2009.12.18 11:00	close	14	0.30	1.06631	0.00000	0.00000	-54.02	9391.70
29	2009.12.18 15:00	buy	15	0.30	1.06737	0.00000	0.00000
30	2009.12.18 16:00	close	15	0.30	1.06388	0.00000	0.00000	-98.41	9293.29
31	2009.12.18 17:00	buy	16	0.30	1.06796	0.00000	0.00000
32	2009.12.18 18:00	close	16	0.30	1.06774	0.00000	0.00000	-6.18	9287.11
33	2009.12.18 20:00	buy	17	0.30	1.06688	0.00000	0.00000
34	2009.12.18 21:00	close	17	0.30	1.06579	0.00000	0.00000	-30.68	9256.43
35	2009.12.21 00:00	buy	18	0.30	1.06823	0.00000	0.00000
36	2009.12.21 01:00	close	18	0.30	1.06697	0.00000	0.00000	-35.43	9221.00
37	2009.12.21 10:00	buy	19	0.30	1.07002	0.00000	0.00000
38	2009.12.21 11:00	close	19	0.30	1.06524	0.00000	0.00000	-134.62	9086.38
39	2009.12.29 23:00	sell	20	0.30	1.04317	0.00000	0.00000
40	2009.12.30 00:00	close	20	0.30	1.04452	0.00000	0.00000	-38.80	9047.58
41	2009.12.31 18:00	sell	21	0.30	1.04614	0.00000	0.00000
42	2009.12.31 18:57	close at stop	21	0.30	1.04709	0.00000	0.00000	-27.22	9020.36