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; StopLoss=0;
Bars in test	1515	Ticks modelled	13777	Modelling quality	n/a
Mismatched charts errors	2
Initial deposit	10000.00
Total net profit	-1054.10	Gross profit	521.53	Gross loss	-1575.63
Profit factor	0.33	Expected payoff	-28.49
Absolute drawdown	1574.84	Maximal drawdown	1574.84 (15.75%)	Relative drawdown	15.75% (1574.84)
Total trades	37	Short positions (won %)	17 (23.53%)	Long positions (won %)	20 (20.00%)
		Profit trades (% of total)	8 (21.62%)	Loss trades (% of total)	29 (78.38%)
Largest		profit trade	335.95	loss trade	-229.68
Average		profit trade	65.19	loss trade	-54.33
Maximum		consecutive wins (profit in money)	2 (52.55)	consecutive losses (loss in money)	9 (-602.29)
Maximal		consecutive profit (count of wins)	335.95 (1)	consecutive loss (count of losses)	-602.29 (9)
Average		consecutive wins	1	consecutive losses	4

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.02 18:00	sell	1	0.40	1.04651	0.00000	0.00000
2	2009.12.02 21:00	close	1	0.40	1.05177	0.00000	0.00000	-200.04	9799.96
3	2009.12.02 21:00	buy	2	0.20	1.05177	0.00000	0.00000
4	2009.12.03 01:00	close	2	0.20	1.04918	0.00000	0.00000	-49.99	9749.97
5	2009.12.03 01:00	sell	3	0.40	1.04918	0.00000	0.00000
6	2009.12.03 02:00	close	3	0.40	1.04970	0.00000	0.00000	-19.82	9730.15
7	2009.12.03 03:00	buy	4	0.20	1.05014	0.00000	0.00000
8	2009.12.03 05:00	close	4	0.20	1.04833	0.00000	0.00000	-34.53	9695.62
9	2009.12.03 05:00	sell	5	0.30	1.04833	0.00000	0.00000
10	2009.12.03 06:00	close	5	0.30	1.05076	0.00000	0.00000	-69.38	9626.24
11	2009.12.03 06:00	buy	6	0.20	1.05076	0.00000	0.00000
12	2009.12.03 10:00	close	6	0.20	1.04761	0.00000	0.00000	-60.14	9566.10
13	2009.12.03 10:00	sell	7	0.30	1.04761	0.00000	0.00000
14	2009.12.03 12:00	close	7	0.30	1.05020	0.00000	0.00000	-73.99	9492.11
15	2009.12.03 12:00	buy	8	0.20	1.05020	0.00000	0.00000
16	2009.12.04 15:00	close	8	0.20	1.04867	0.00000	0.00000	-29.39	9462.72
17	2009.12.04 15:00	sell	9	0.20	1.04867	0.00000	0.00000
18	2009.12.04 18:00	close	9	0.20	1.05209	0.00000	0.00000	-65.01	9397.71
19	2009.12.04 18:00	buy	10	0.30	1.05209	0.00000	0.00000
20	2009.12.07 21:00	close	10	0.30	1.05268	0.00000	0.00000	16.50	9414.21
21	2009.12.08 00:00	sell	11	0.20	1.05128	0.00000	0.00000
22	2009.12.08 09:00	close	11	0.20	1.05576	0.00000	0.00000	-84.87	9329.34
23	2009.12.08 09:00	buy	12	0.30	1.05576	0.00000	0.00000
24	2009.12.08 12:00	close	12	0.30	1.05148	0.00000	0.00000	-122.11	9207.23
25	2009.12.08 12:00	sell	13	0.30	1.05148	0.00000	0.00000
26	2009.12.08 13:00	close	13	0.30	1.05509	0.00000	0.00000	-102.65	9104.58
27	2009.12.08 13:00	buy	14	0.20	1.05509	0.00000	0.00000
28	2009.12.11 17:00	close	14	0.20	1.05482	0.00000	0.00000	-6.15	9098.43
29	2009.12.11 17:00	sell	15	0.20	1.05482	0.00000	0.00000
30	2009.12.11 18:00	close	15	0.20	1.05896	0.00000	0.00000	-78.19	9020.24
31	2009.12.11 18:00	buy	16	0.30	1.05896	0.00000	0.00000
32	2009.12.15 02:00	close	16	0.30	1.05872	0.00000	0.00000	-7.42	9012.82
33	2009.12.15 02:00	sell	17	0.20	1.05872	0.00000	0.00000
34	2009.12.15 06:00	close	17	0.20	1.05623	0.00000	0.00000	47.15	9059.97
35	2009.12.15 06:00	buy	18	0.30	1.05623	0.00000	0.00000
36	2009.12.15 07:00	close	18	0.30	1.05642	0.00000	0.00000	5.40	9065.37
37	2009.12.15 09:00	buy	19	0.30	1.05979	0.00000	0.00000
38	2009.12.15 17:00	close	19	0.30	1.05977	0.00000	0.00000	-0.57	9064.80
39	2009.12.15 17:00	sell	20	0.20	1.05977	0.00000	0.00000
40	2009.12.16 01:00	close	20	0.20	1.06118	0.00000	0.00000	-26.59	9038.21
41	2009.12.16 01:00	buy	21	0.30	1.06118	0.00000	0.00000
42	2009.12.16 15:00	close	21	0.30	1.06040	0.00000	0.00000	-22.07	9016.14
43	2009.12.16 15:00	sell	22	0.20	1.06040	0.00000	0.00000
44	2009.12.16 21:00	close	22	0.20	1.06355	0.00000	0.00000	-59.24	8956.90
45	2009.12.16 21:00	buy	23	0.30	1.06355	0.00000	0.00000
46	2009.12.18 05:00	close	23	0.30	1.06619	0.00000	0.00000	73.04	9029.94
47	2009.12.18 06:00	buy	24	0.30	1.06632	0.00000	0.00000
48	2009.12.18 11:00	close	24	0.30	1.06631	0.00000	0.00000	-0.28	9029.66
49	2009.12.18 11:00	sell	25	0.20	1.06631	0.00000	0.00000
50	2009.12.18 12:00	close	25	0.20	1.06611	0.00000	0.00000	3.75	9033.41
51	2009.12.18 12:00	buy	26	0.30	1.06611	0.00000	0.00000
52	2009.12.18 13:00	close	26	0.30	1.06529	0.00000	0.00000	-23.09	9010.32
53	2009.12.18 15:00	buy	27	0.40	1.06737	0.00000	0.00000
54	2009.12.18 18:00	close	27	0.40	1.06774	0.00000	0.00000	13.86	9024.18
55	2009.12.18 18:00	sell	28	0.20	1.06774	0.00000	0.00000
56	2009.12.18 19:00	close	28	0.20	1.06636	0.00000	0.00000	25.88	9050.06
57	2009.12.18 19:00	buy	29	0.30	1.06636	0.00000	0.00000
58	2009.12.18 21:00	close	29	0.30	1.06579	0.00000	0.00000	-16.04	9034.02
59	2009.12.18 21:00	sell	30	0.20	1.06579	0.00000	0.00000
60	2009.12.21 00:00	close	30	0.20	1.06823	0.00000	0.00000	-45.70	8988.32
61	2009.12.21 00:00	buy	31	0.30	1.06823	0.00000	0.00000
62	2009.12.21 01:00	close	31	0.30	1.06697	0.00000	0.00000	-35.43	8952.89
63	2009.12.21 01:00	sell	32	0.20	1.06697	0.00000	0.00000
64	2009.12.21 10:00	close	32	0.20	1.07002	0.00000	0.00000	-57.01	8895.88
65	2009.12.21 10:00	buy	33	0.30	1.07002	0.00000	0.00000
66	2009.12.21 20:00	close	33	0.30	1.06189	0.00000	0.00000	-229.68	8666.20
67	2009.12.21 20:00	sell	34	0.20	1.06189	0.00000	0.00000
68	2009.12.29 22:00	close	34	0.20	1.04434	0.00000	0.00000	335.95	9002.15
69	2009.12.29 22:00	buy	35	0.20	1.04434	0.00000	0.00000
70	2009.12.30 01:00	close	35	0.20	1.04426	0.00000	0.00000	-1.74	9000.41
71	2009.12.30 01:00	sell	36	0.20	1.04426	0.00000	0.00000
72	2009.12.31 18:00	close	36	0.20	1.04678	0.00000	0.00000	-48.21	8952.21
73	2009.12.31 18:00	buy	37	0.20	1.04678	0.00000	0.00000
74	2009.12.31 18:57	close at stop	37	0.20	1.04645	0.00000	0.00000	-6.31	8945.90