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		MaxTrades=20; Pips=20; TakeProfit=240; TrailingStop=220; InitialStop=810; Note1=""TF"; MACDTimeFrame=0;
Bars in test	1515	Ticks modelled	13777	Modelling quality	n/a
Mismatched charts errors	2
Initial deposit	10000.00
Total net profit	-10445.04	Gross profit	6450.58	Gross loss	-16895.62
Profit factor	0.38	Expected payoff	-237.39
Absolute drawdown	10445.04	Maximal drawdown	13346.91 (103.45%)	Relative drawdown	103.45% (13346.91)
Total trades	44	Short positions (won %)	0 (0.00%)	Long positions (won %)	44 (45.45%)
		Profit trades (% of total)	20 (45.45%)	Loss trades (% of total)	24 (54.55%)
Largest		profit trade	1346.20	loss trade	-3684.13
Average		profit trade	322.53	loss trade	-703.98
Maximum		consecutive wins (profit in money)	4 (1543.54)	consecutive losses (loss in money)	7 (-13303.85)
Maximal		consecutive profit (count of wins)	1543.54 (4)	consecutive loss (count of losses)	-13303.85 (7)
Average		consecutive wins	2	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 00:00	buy	1	2.50	1.05609	1.04799	1.05849
2	2009.12.01 00:15	buy	2	3.75	1.05587	1.04777	1.05827
3	2009.12.01 00:33	buy	3	5.63	1.05517	1.04707	1.05757
4	2009.12.01 00:40	buy	4	8.45	1.05459	1.04649	1.05699
5	2009.12.01 00:46	buy	5	12.68	1.05382	1.04572	1.05622
6	2009.12.01 01:43	close	5	12.68	1.05494	1.04572	1.05622	1346.20	11346.20
7	2009.12.01 01:46	close	4	8.45	1.05480	1.04649	1.05699	168.23	11514.43
8	2009.12.01 01:46	close	3	5.63	1.05480	1.04707	1.05757	-197.49	11316.94
9	2009.12.01 01:46	close	2	3.75	1.05480	1.04777	1.05827	-380.40	10936.54
10	2009.12.01 01:46	close	1	2.50	1.05480	1.04799	1.05849	-305.75	10630.79
11	2009.12.01 01:50	buy	6	2.65	1.05548	1.04738	1.05788
12	2009.12.01 01:59	close	6	2.65	1.05579	1.04738	1.05788	77.81	10708.60
13	2009.12.01 02:00	buy	7	2.67	1.05592	1.04782	1.05832
14	2009.12.01 02:07	buy	8	4.02	1.05568	1.04758	1.05808
15	2009.12.01 02:15	close	8	4.02	1.05593	1.04758	1.05808	95.18	10803.78
16	2009.12.01 02:17	close	7	2.67	1.05588	1.04782	1.05832	-10.11	10793.67
17	2009.12.01 02:20	buy	9	2.69	1.05619	1.04809	1.05859
18	2009.12.01 02:40	close	9	2.69	1.05640	1.04809	1.05859	53.47	10847.14
19	2009.12.01 02:43	buy	10	2.71	1.05646	1.04836	1.05886
20	2009.12.01 02:46	close	10	2.71	1.05658	1.04836	1.05886	30.78	10877.92
21	2009.12.01 02:50	buy	11	2.71	1.05658	1.04848	1.05898
22	2009.12.01 02:59	buy	12	4.08	1.05627	1.04817	1.05867
23	2009.12.01 03:20	close	12	4.08	1.05655	1.04817	1.05867	108.13	10986.05
24	2009.12.01 03:22	close	11	2.71	1.05645	1.04848	1.05898	-33.35	10952.70
25	2009.12.01 03:25	buy	13	2.73	1.05662	1.04852	1.05902
26	2009.12.01 03:27	buy	14	4.11	1.05637	1.04827	1.05877
27	2009.12.01 03:35	buy	15	6.17	1.05605	1.04795	1.05845
28	2009.12.01 03:40	buy	16	9.26	1.05569	1.04759	1.05809
29	2009.12.01 03:45	buy	17	13.89	1.05514	1.04704	1.05754
30	2009.12.01 04:45	close	17	13.89	1.05573	1.04704	1.05754	776.25	11728.95
31	2009.12.01 04:47	close	16	9.26	1.05557	1.04759	1.05809	-105.27	11623.68
32	2009.12.01 04:47	close	15	6.17	1.05557	1.04795	1.05845	-280.57	11343.11
33	2009.12.01 04:47	close	14	4.11	1.05557	1.04827	1.05877	-311.49	11031.62
34	2009.12.01 04:47	close	13	2.73	1.05557	1.04852	1.05902	-271.56	10760.06
35	2009.12.01 04:50	buy	18	2.69	1.05633	1.04823	1.05873
36	2009.12.01 04:52	buy	19	4.04	1.05601	1.04791	1.05841
37	2009.12.01 04:57	buy	20	6.06	1.05569	1.04759	1.05809
38	2009.12.01 04:59	buy	21	9.09	1.05548	1.04738	1.05788
39	2009.12.01 05:02	close	21	9.09	1.05595	1.04738	1.05788	404.59	11164.65
40	2009.12.01 05:05	close	20	6.06	1.05581	1.04759	1.05809	68.88	11233.53
41	2009.12.01 05:05	close	19	4.04	1.05581	1.04791	1.05841	-76.53	11157.00
42	2009.12.01 05:05	close	18	2.69	1.05581	1.04823	1.05873	-132.49	11024.51
43	2009.12.01 05:07	buy	22	2.75	1.05621	1.04811	1.05861
44	2009.12.01 05:10	buy	23	4.13	1.05565	1.04755	1.05805
45	2009.12.01 05:15	buy	24	6.20	1.05523	1.04713	1.05763
46	2009.12.01 05:20	buy	25	9.30	1.05467	1.04657	1.05707
47	2009.12.01 05:40	close	25	9.30	1.05542	1.04657	1.05707	660.87	11685.38
48	2009.12.01 05:42	close	24	6.20	1.05523	1.04713	1.05763	0.00	11685.38
49	2009.12.01 05:42	close	23	4.13	1.05523	1.04755	1.05805	-164.38	11521.00
50	2009.12.01 05:42	close	22	2.75	1.05523	1.04811	1.05861	-255.39	11265.61
51	2009.12.01 05:45	buy	26	2.81	1.05610	1.04800	1.05850
52	2009.12.01 05:50	close	26	2.81	1.05655	1.04800	1.05850	119.68	11385.29
53	2009.12.01 05:52	buy	27	2.84	1.05629	1.04819	1.05869
54	2009.12.01 05:57	buy	28	4.27	1.05591	1.04781	1.05831
55	2009.12.01 05:59	buy	29	6.41	1.05556	1.04746	1.05796
56	2009.12.01 06:10	close	29	6.41	1.05641	1.04746	1.05796	515.76	11901.05
57	2009.12.01 06:12	close	28	4.27	1.05621	1.04781	1.05831	121.28	12022.33
58	2009.12.01 06:12	close	27	2.84	1.05621	1.04819	1.05869	-21.51	12000.82
59	2009.12.01 06:15	buy	30	3.00	1.05715	1.04905	1.05955
60	2009.12.01 06:17	buy	31	4.50	1.05694	1.04884	1.05934
61	2009.12.01 06:20	close	31	4.50	1.05765	1.04884	1.05934	302.08	12302.90
62	2009.12.01 06:22	close	30	3.00	1.05724	1.04905	1.05955	25.54	12328.44
63	2009.12.01 06:25	buy	32	3.08	1.05756	1.04946	1.05996
64	2009.12.01 06:27	buy	33	4.62	1.05694	1.04884	1.05934
65	2009.12.01 06:40	buy	34	6.93	1.05659	1.04849	1.05899
66	2009.12.01 06:45	buy	35	10.40	1.05613	1.04803	1.05853
67	2009.12.01 06:50	buy	36	15.60	1.05551	1.04741	1.05791
68	2009.12.01 07:20	close	36	15.60	1.05632	1.04741	1.05791	1196.23	13524.67
69	2009.12.01 07:22	close	35	10.40	1.05615	1.04803	1.05853	19.69	13544.36
70	2009.12.01 07:22	close	34	6.93	1.05615	1.04849	1.05899	-288.71	13255.65
71	2009.12.01 07:22	close	33	4.62	1.05615	1.04884	1.05934	-345.58	12910.07
72	2009.12.01 07:22	close	32	3.08	1.05615	1.04946	1.05996	-411.19	12498.88
73	2009.12.01 07:25	buy	37	3.12	1.05635	1.04825	1.05875
74	2009.12.01 07:27	buy	38	4.69	1.05609	1.04799	1.05849
75	2009.12.01 07:27	buy	39	7.04	1.05566	1.04756	1.05806
76	2009.12.01 07:32	close	39	7.04	1.05620	1.04756	1.05806	359.93	12858.81
77	2009.12.01 07:35	close	38	4.69	1.05604	1.04799	1.05849	-22.21	12836.60
78	2009.12.01 07:35	close	37	3.12	1.05604	1.04825	1.05875	-91.59	12745.01
79	2009.12.01 07:37	buy	40	3.18	1.05649	1.04839	1.05889
80	2009.12.01 07:40	buy	41	4.78	1.05583	1.04773	1.05823
81	2009.12.01 07:45	buy	42	7.17	1.05533	1.04723	1.05773
82	2009.12.01 07:50	buy	43	10.76	1.05467	1.04657	1.05707
83	2009.12.01 08:03	buy	44	16.14	1.05383	1.04573	1.05623
84	2009.12.01 08:16	close at stop	44	16.14	1.05143	1.04573	1.05623	-3684.13	9060.88
85	2009.12.01 08:16	close at stop	43	10.76	1.05143	1.04657	1.05707	-3315.71	5745.17
86	2009.12.01 08:16	close at stop	42	7.17	1.05143	1.04723	1.05773	-2659.52	3085.65
87	2009.12.01 08:16	close at stop	41	4.78	1.05143	1.04773	1.05823	-2000.32	1085.33
88	2009.12.01 08:16	close at stop	40	3.18	1.05143	1.04839	1.05889	-1530.37	-445.04