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=8; Pips=5; TakeProfit=40; TrailingStop=20; InitialStop=350; Note1=""TF"; MACDTimeFrame=0; RSIOMA=14; RSIOMA_MODE=0; RSIOMA_PRICE=0; Ma_RSIOMA=21; Ma_RSIOMA_MODE=1; BuyTrigger=80; SellTrigger=20; MainTrendLong=50; MainTrendShort=50;
Bars in test	1515	Ticks modelled	13777	Modelling quality	n/a
Mismatched charts errors	2
Initial deposit	10000.00
Total net profit	-7026.72	Gross profit	35794.08	Gross loss	-42820.80
Profit factor	0.84	Expected payoff	-86.75
Absolute drawdown	7026.72	Maximal drawdown	40113.67 (93.10%)	Relative drawdown	93.10% (40113.67)
Total trades	81	Short positions (won %)	77 (92.21%)	Long positions (won %)	4 (100.00%)
		Profit trades (% of total)	75 (92.59%)	Loss trades (% of total)	6 (7.41%)
Largest		profit trade	2080.71	loss trade	-14558.21
Average		profit trade	477.25	loss trade	-7136.80
Maximum		consecutive wins (profit in money)	58 (29134.31)	consecutive losses (loss in money)	4 (-39742.74)
Maximal		consecutive profit (count of wins)	29134.31 (58)	consecutive loss (count of losses)	-39742.74 (4)
Average		consecutive wins	25	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 00:00	buy	1	1.66	1.05614	1.05264	1.05654
2	2009.12.01 00:05	buy	2	3.33	1.05609	1.05259	1.05649
3	2009.12.01 00:10	buy	3	6.66	1.05602	1.05252	1.05642
4	2009.12.01 00:15	buy	4	13.32	1.05592	1.05242	1.05632
5	2009.12.01 02:40	t/p	4	13.32	1.05632	1.05242	1.05632	504.36	10504.36
6	2009.12.01 02:46	t/p	1	1.66	1.05654	1.05264	1.05654	62.85	10567.21
7	2009.12.01 02:46	t/p	2	3.33	1.05649	1.05259	1.05649	126.06	10693.27
8	2009.12.01 02:46	t/p	3	6.66	1.05642	1.05252	1.05642	252.14	10945.41
9	2009.12.01 02:46	sell	5	1.82	1.05658	1.06008	1.05618
10	2009.12.01 03:07	t/p	5	1.82	1.05618	1.06008	1.05618	68.93	11014.34
11	2009.12.01 03:07	sell	6	1.83	1.05600	1.05950	1.05560
12	2009.12.01 03:10	sell	7	3.67	1.05625	1.05975	1.05585
13	2009.12.01 03:15	sell	8	7.34	1.05640	1.05990	1.05600
14	2009.12.01 03:20	sell	9	14.68	1.05655	1.06005	1.05615
15	2009.12.01 03:35	t/p	9	14.68	1.05615	1.06005	1.05615	556.01	11570.35
16	2009.12.01 03:40	t/p	7	3.67	1.05585	1.05975	1.05585	139.05	11709.40
17	2009.12.01 03:40	t/p	8	7.34	1.05600	1.05990	1.05600	278.10	11987.50
18	2009.12.01 03:45	t/p	6	1.83	1.05560	1.05950	1.05560	69.37	12056.87
19	2009.12.01 03:45	sell	10	2.00	1.05502	1.05852	1.05462
20	2009.12.01 03:47	sell	11	4.02	1.05520	1.05870	1.05480
21	2009.12.01 03:50	t/p	10	2.00	1.05462	1.05852	1.05462	75.87	12132.74
22	2009.12.01 03:50	t/p	11	4.02	1.05480	1.05870	1.05480	152.49	12285.23
23	2009.12.01 03:50	sell	12	2.04	1.05430	1.05780	1.05390
24	2009.12.01 03:52	sell	13	4.10	1.05466	1.05816	1.05426
25	2009.12.01 03:57	sell	14	8.20	1.05502	1.05852	1.05462
26	2009.12.01 04:15	t/p	14	8.20	1.05462	1.05852	1.05462	311.02	12596.25
27	2009.12.01 04:40	sell	15	8.40	1.05526	1.05876	1.05486
28	2009.12.01 04:45	sell	16	16.80	1.05573	1.05923	1.05533
29	2009.12.01 05:15	t/p	16	16.80	1.05533	1.05923	1.05533	636.80	13233.05
30	2009.12.01 05:20	t/p	15	8.40	1.05486	1.05876	1.05486	318.57	13551.62
31	2009.12.01 05:45	sell	17	9.04	1.05598	1.05948	1.05558
32	2009.12.01 05:50	sell	18	18.08	1.05655	1.06005	1.05615
33	2009.12.01 05:57	t/p	18	18.08	1.05615	1.06005	1.05615	684.87	14236.49
34	2009.12.01 06:07	t/p	17	9.04	1.05558	1.05948	1.05558	342.57	14579.06
35	2009.12.01 06:15	sell	19	9.72	1.05703	1.06053	1.05663
36	2009.12.01 06:20	s/l	12	2.04	1.05780	1.05780	1.05390	-674.97	13904.09
37	2009.12.01 06:20	sell	20	9.26	1.05765	1.06115	1.05725
38	2009.12.01 06:27	t/p	20	9.26	1.05725	1.06115	1.05725	350.43	14254.52
39	2009.12.01 06:45	t/p	19	9.72	1.05663	1.06053	1.05663	368.12	14622.64
40	2009.12.01 08:03	t/p	13	4.10	1.05426	1.05816	1.05426	155.62	14778.26
41	2009.12.01 08:03	sell	21	2.46	1.05371	1.05721	1.05331
42	2009.12.01 08:06	sell	22	4.93	1.05403	1.05753	1.05363
43	2009.12.01 08:10	t/p	21	2.46	1.05331	1.05721	1.05331	93.46	14871.72
44	2009.12.01 08:10	t/p	22	4.93	1.05363	1.05753	1.05363	187.29	15059.01
45	2009.12.01 08:10	sell	23	2.50	1.05273	1.05623	1.05233
46	2009.12.01 08:13	sell	24	5.02	1.05306	1.05656	1.05266
47	2009.12.01 08:16	t/p	23	2.50	1.05233	1.05623	1.05233	95.09	15154.10
48	2009.12.01 08:16	t/p	24	5.02	1.05266	1.05656	1.05266	190.95	15345.05
49	2009.12.01 08:16	sell	25	2.55	1.05143	1.05493	1.05103
50	2009.12.01 08:20	sell	26	5.12	1.05208	1.05558	1.05168
51	2009.12.01 08:26	sell	27	10.24	1.05273	1.05623	1.05233
52	2009.12.01 08:26	t/p	27	10.24	1.05233	1.05623	1.05233	389.27	15734.32
53	2009.12.01 08:32	t/p	26	5.12	1.05168	1.05558	1.05168	194.79	15929.11
54	2009.12.01 08:45	sell	28	5.31	1.05258	1.05608	1.05218
55	2009.12.01 08:50	sell	29	10.62	1.05317	1.05667	1.05277
56	2009.12.01 08:57	t/p	29	10.62	1.05277	1.05667	1.05277	403.59	16332.70
57	2009.12.01 09:03	t/p	25	2.55	1.05103	1.05493	1.05103	97.05	16429.75
58	2009.12.01 09:03	t/p	28	5.31	1.05218	1.05608	1.05218	202.09	16631.84
59	2009.12.01 09:03	sell	30	2.77	1.05084	1.05434	1.05044
60	2009.12.01 09:06	sell	31	5.54	1.05119	1.05469	1.05079
61	2009.12.01 09:10	t/p	30	2.77	1.05044	1.05434	1.05044	105.53	16737.37
62	2009.12.01 09:10	t/p	31	5.54	1.05079	1.05469	1.05079	211.06	16948.43
63	2009.12.01 09:10	sell	32	2.82	1.04979	1.05329	1.04939
64	2009.12.01 09:13	sell	33	5.65	1.05014	1.05364	1.04974
65	2009.12.01 09:16	t/p	32	2.82	1.04939	1.05329	1.04939	107.58	17056.01
66	2009.12.01 09:16	t/p	33	5.65	1.04974	1.05364	1.04974	215.54	17271.55
67	2009.12.01 09:16	sell	34	2.87	1.04839	1.05189	1.04799
68	2009.12.01 09:20	sell	35	5.76	1.04909	1.05259	1.04869
69	2009.12.01 09:26	sell	36	11.52	1.04979	1.05329	1.04939
70	2009.12.01 09:30	t/p	36	11.52	1.04939	1.05329	1.04939	439.24	17710.79
71	2009.12.01 09:37	sell	37	11.80	1.04938	1.05288	1.04898
72	2009.12.01 09:40	t/p	35	5.76	1.04869	1.05259	1.04869	219.72	17930.51
73	2009.12.01 09:40	t/p	37	11.80	1.04898	1.05288	1.04898	450.12	18380.63
74	2009.12.01 09:42	sell	38	6.13	1.04866	1.05216	1.04826
75	2009.12.01 09:45	t/p	34	2.87	1.04799	1.05189	1.04799	109.55	18490.18
76	2009.12.01 09:45	t/p	38	6.13	1.04826	1.05216	1.04826	233.99	18724.17
77	2009.12.01 09:45	sell	39	3.12	1.04771	1.05121	1.04731
78	2009.12.01 09:47	sell	40	6.24	1.04795	1.05145	1.04755
79	2009.12.01 09:50	t/p	39	3.12	1.04731	1.05121	1.04731	119.20	18843.37
80	2009.12.01 09:50	t/p	40	6.24	1.04755	1.05145	1.04755	238.42	19081.79
81	2009.12.01 09:50	sell	41	3.18	1.04675	1.05025	1.04635
82	2009.12.01 09:52	sell	42	6.36	1.04723	1.05073	1.04683
83	2009.12.01 09:57	sell	43	12.72	1.04771	1.05121	1.04731
84	2009.12.01 09:59	t/p	43	12.72	1.04731	1.05121	1.04731	485.95	19567.74
85	2009.12.01 10:03	t/p	41	3.18	1.04635	1.05025	1.04635	121.58	19689.32
86	2009.12.01 10:03	t/p	42	6.36	1.04683	1.05073	1.04683	243.15	19932.47
87	2009.12.01 10:03	sell	44	3.32	1.04610	1.04960	1.04570
88	2009.12.01 10:06	sell	45	6.64	1.04630	1.04980	1.04590
89	2009.12.01 10:10	t/p	44	3.32	1.04570	1.04960	1.04570	127.00	20059.47
90	2009.12.01 10:10	t/p	45	6.64	1.04590	1.04980	1.04590	254.00	20313.47
91	2009.12.01 10:10	sell	46	3.38	1.04551	1.04901	1.04511
92	2009.12.01 10:13	sell	47	6.77	1.04571	1.04921	1.04531
93	2009.12.01 10:16	t/p	46	3.38	1.04511	1.04901	1.04511	129.39	20442.86
94	2009.12.01 10:16	t/p	47	6.77	1.04531	1.04921	1.04531	259.17	20702.03
95	2009.12.01 10:16	sell	48	3.45	1.04472	1.04822	1.04432
96	2009.12.01 10:20	sell	49	6.90	1.04511	1.04861	1.04471
97	2009.12.01 10:26	sell	50	13.80	1.04551	1.04901	1.04511
98	2009.12.01 10:40	sell	51	27.60	1.04571	1.04921	1.04531
99	2009.12.01 11:20	t/p	50	13.80	1.04511	1.04901	1.04511	528.34	21230.37
100	2009.12.01 11:20	t/p	51	27.60	1.04531	1.04921	1.04531	1056.69	22287.06
101	2009.12.01 12:10	sell	52	14.86	1.04609	1.04959	1.04569
102	2009.12.01 12:15	sell	53	29.72	1.04649	1.04999	1.04609
103	2009.12.01 12:45	t/p	53	29.72	1.04609	1.04999	1.04609	1136.60	23423.66
104	2009.12.01 12:50	t/p	52	14.86	1.04569	1.04959	1.04569	568.48	23992.14
105	2009.12.01 13:50	sell	54	16.00	1.04660	1.05010	1.04620
106	2009.12.01 13:57	t/p	54	16.00	1.04620	1.05010	1.04620	611.74	24603.88
107	2009.12.01 14:15	t/p	48	3.45	1.04432	1.04822	1.04432	132.19	24736.07
108	2009.12.01 14:15	t/p	49	6.90	1.04471	1.04861	1.04471	264.39	25000.46
109	2009.12.01 14:15	sell	55	4.16	1.04376	1.04726	1.04336
110	2009.12.01 14:17	sell	56	8.33	1.04413	1.04763	1.04373
111	2009.12.01 14:20	t/p	55	4.16	1.04336	1.04726	1.04336	159.62	25160.08
112	2009.12.01 14:20	t/p	56	8.33	1.04373	1.04763	1.04373	319.62	25479.70
113	2009.12.01 14:20	sell	57	4.24	1.04231	1.04581	1.04191
114	2009.12.01 14:22	sell	58	8.49	1.04304	1.04654	1.04264
115	2009.12.01 14:27	sell	59	16.98	1.04376	1.04726	1.04336
116	2009.12.01 14:27	t/p	59	16.98	1.04336	1.04726	1.04336	650.97	26130.67
117	2009.12.01 14:27	sell	60	17.42	1.04319	1.04669	1.04279
118	2009.12.01 14:37	t/p	58	8.49	1.04264	1.04654	1.04264	325.71	26456.38
119	2009.12.01 14:37	t/p	60	17.42	1.04279	1.04669	1.04279	668.31	27124.69
120	2009.12.01 14:40	sell	61	9.04	1.04340	1.04690	1.04300
121	2009.12.01 14:45	sell	62	18.08	1.04395	1.04745	1.04355
122	2009.12.01 14:50	sell	63	36.16	1.04451	1.04801	1.04411
123	2009.12.01 14:57	t/p	63	36.16	1.04411	1.04801	1.04411	1385.52	28510.21
124	2009.12.01 15:02	sell	64	38.00	1.04481	1.04831	1.04441
125	2009.12.01 15:15	t/p	64	38.00	1.04441	1.04831	1.04441	1456.05	29966.26
126	2009.12.01 15:20	t/p	62	18.08	1.04355	1.04745	1.04355	693.24	30659.50
127	2009.12.01 15:40	sell	65	20.44	1.04502	1.04852	1.04462
128	2009.12.01 15:43	t/p	65	20.44	1.04462	1.04852	1.04462	782.86	31442.36
129	2009.12.01 15:43	sell	66	20.96	1.04421	1.04771	1.04381
130	2009.12.01 15:46	sell	67	41.92	1.04441	1.04791	1.04401
131	2009.12.01 15:50	t/p	66	20.96	1.04381	1.04771	1.04381	803.25	32245.61
132	2009.12.01 15:50	t/p	67	41.92	1.04401	1.04791	1.04401	1606.50	33852.11
133	2009.12.01 15:50	sell	68	22.56	1.04359	1.04709	1.04319
134	2009.12.01 15:53	sell	69	45.12	1.04380	1.04730	1.04340
135	2009.12.01 15:59	t/p	61	9.04	1.04300	1.04690	1.04300	346.71	34198.82
136	2009.12.01 15:59	t/p	68	22.56	1.04319	1.04709	1.04319	865.24	35064.06
137	2009.12.01 15:59	t/p	69	45.12	1.04340	1.04730	1.04340	1730.47	36794.53
138	2009.12.01 15:59	sell	70	12.26	1.04278	1.04628	1.04238
139	2009.12.01 16:05	sell	71	24.52	1.04289	1.04639	1.04249
140	2009.12.01 16:10	sell	72	49.04	1.04343	1.04693	1.04303
141	2009.12.01 16:32	t/p	72	49.04	1.04303	1.04693	1.04303	1881.27	38675.80
142	2009.12.01 16:45	sell	73	51.56	1.04371	1.04721	1.04331
143	2009.12.01 16:59	t/p	73	51.56	1.04331	1.04721	1.04331	1977.02	40652.82
144	2009.12.01 17:10	t/p	70	12.26	1.04238	1.04628	1.04238	470.46	41123.28
145	2009.12.01 17:10	t/p	71	24.52	1.04249	1.04639	1.04249	940.93	42064.21
146	2009.12.01 17:15	t/p	57	4.24	1.04191	1.04581	1.04191	162.82	42227.03
147	2009.12.01 17:15	sell	74	7.03	1.04149	1.04499	1.04109
148	2009.12.01 17:17	sell	75	14.08	1.04173	1.04523	1.04133
149	2009.12.01 17:20	t/p	74	7.03	1.04109	1.04499	1.04109	270.20	42497.23
150	2009.12.01 17:20	t/p	75	14.08	1.04133	1.04523	1.04133	541.17	43038.40
151	2009.12.01 17:20	sell	76	7.17	1.04054	1.04404	1.04014
152	2009.12.01 17:22	sell	77	14.35	1.04102	1.04452	1.04062
153	2009.12.01 17:27	sell	78	28.70	1.04149	1.04499	1.04109
154	2009.12.01 17:40	sell	79	57.40	1.04219	1.04569	1.04179
155	2009.12.01 18:20	s/l	76	7.17	1.04404	1.04404	1.04014	-2403.09	40635.31
156	2009.12.01 18:32	sell	80	54.20	1.04246	1.04596	1.04206
157	2009.12.01 19:50	t/p	80	54.20	1.04206	1.04596	1.04206	2080.71	42716.02
158	2009.12.01 20:10	sell	81	56.96	1.04279	1.04629	1.04239
159	2009.12.01 21:15	s/l	77	14.35	1.04452	1.04452	1.04062	-4806.96	37909.06
160	2009.12.01 21:15	close at stop	81	56.96	1.04484	1.04629	1.04239	-11175.68	26733.38
161	2009.12.01 21:15	close at stop	79	57.40	1.04484	1.04569	1.04179	-14558.21	12175.17
162	2009.12.01 21:15	close at stop	78	28.70	1.04484	1.04499	1.04109	-9201.89	2973.28