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=5; TakeProfit=40; TrailingStop=20; InitialStop=250; 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	-9990.11	Gross profit	21017.94	Gross loss	-31008.05
Profit factor	0.68	Expected payoff	-89.20
Absolute drawdown	9990.11	Maximal drawdown	15412.85 (99.94%)	Relative drawdown	99.94% (15412.85)
Total trades	112	Short positions (won %)	67 (77.61%)	Long positions (won %)	45 (75.56%)
		Profit trades (% of total)	86 (76.79%)	Loss trades (% of total)	26 (23.21%)
Largest		profit trade	813.33	loss trade	-5539.75
Average		profit trade	244.39	loss trade	-1192.62
Maximum		consecutive wins (profit in money)	26 (10126.46)	consecutive losses (loss in money)	4 (-1701.97)
Maximal		consecutive profit (count of wins)	10126.46 (26)	consecutive loss (count of losses)	-9235.36 (2)
Average		consecutive wins	7	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 00:00	buy	1	10.00	1.05623	1.05373	1.05663
2	2009.12.01 00:05	buy	2	15.00	1.05618	1.05368	1.05658
3	2009.12.01 00:46	s/l	1	10.00	1.05373	1.05373	1.05663	-2372.59	7627.41
4	2009.12.01 01:43	buy	3	11.44	1.05520	1.05270	1.05560
5	2009.12.01 01:59	t/p	3	11.44	1.05560	1.05270	1.05560	433.42	8060.83
6	2009.12.01 02:46	t/p	2	15.00	1.05658	1.05368	1.05658	567.87	8628.70
7	2009.12.01 02:46	sell	4	8.62	1.05658	1.05908	1.05618
8	2009.12.01 03:40	t/p	4	8.62	1.05618	1.05908	1.05618	326.56	8955.26
9	2009.12.01 03:40	sell	5	8.95	1.05557	1.05807	1.05517
10	2009.12.01 03:42	sell	6	13.43	1.05575	1.05825	1.05535
11	2009.12.01 03:45	t/p	6	13.43	1.05535	1.05825	1.05535	509.05	9464.31
12	2009.12.01 03:50	t/p	5	8.95	1.05517	1.05807	1.05517	339.48	9803.79
13	2009.12.01 03:50	sell	7	9.80	1.05430	1.05680	1.05390
14	2009.12.01 03:52	sell	8	14.71	1.05466	1.05716	1.05426
15	2009.12.01 05:50	s/l	7	9.80	1.05680	1.05680	1.05390	-2318.30	7485.49
16	2009.12.01 05:57	sell	9	11.23	1.05579	1.05829	1.05539
17	2009.12.01 06:15	s/l	8	14.71	1.05716	1.05716	1.05426	-3478.23	4007.26
18	2009.12.01 06:45	sell	10	6.01	1.05601	1.05851	1.05561
19	2009.12.01 07:45	t/p	10	6.01	1.05561	1.05851	1.05561	227.76	4235.02
20	2009.12.01 07:50	t/p	9	11.23	1.05539	1.05829	1.05539	425.85	4660.87
21	2009.12.01 07:50	sell	11	4.66	1.05455	1.05705	1.05415
22	2009.12.01 07:52	sell	12	6.99	1.05488	1.05738	1.05448
23	2009.12.01 08:03	t/p	11	4.66	1.05415	1.05705	1.05415	176.86	4837.73
24	2009.12.01 08:03	t/p	12	6.99	1.05448	1.05738	1.05448	265.28	5103.01
25	2009.12.01 08:03	sell	13	5.10	1.05371	1.05621	1.05331
26	2009.12.01 08:06	sell	14	7.65	1.05403	1.05653	1.05363
27	2009.12.01 08:10	t/p	13	5.10	1.05331	1.05621	1.05331	193.73	5296.74
28	2009.12.01 08:10	t/p	14	7.65	1.05363	1.05653	1.05363	290.60	5587.34
29	2009.12.01 08:10	sell	15	5.58	1.05273	1.05523	1.05233
30	2009.12.01 08:13	sell	16	8.38	1.05306	1.05556	1.05266
31	2009.12.01 08:16	t/p	15	5.58	1.05233	1.05523	1.05233	212.23	5799.57
32	2009.12.01 08:16	t/p	16	8.38	1.05266	1.05556	1.05266	318.72	6118.29
33	2009.12.01 08:16	sell	17	6.11	1.05143	1.05393	1.05103
34	2009.12.01 08:20	sell	18	9.18	1.05208	1.05458	1.05168
35	2009.12.01 08:32	t/p	18	9.18	1.05168	1.05458	1.05168	349.22	6467.51
36	2009.12.01 08:45	sell	19	9.70	1.05258	1.05508	1.05218
37	2009.12.01 09:03	t/p	19	9.70	1.05218	1.05508	1.05218	369.14	6836.65
38	2009.12.01 09:10	t/p	17	6.11	1.05103	1.05393	1.05103	232.75	7069.40
39	2009.12.01 09:10	sell	20	7.06	1.04979	1.05229	1.04939
40	2009.12.01 09:13	sell	21	10.60	1.05014	1.05264	1.04974
41	2009.12.01 09:16	t/p	20	7.06	1.04939	1.05229	1.04939	269.30	7338.70
42	2009.12.01 09:16	t/p	21	10.60	1.04974	1.05264	1.04974	404.33	7743.03
43	2009.12.01 09:16	sell	22	7.74	1.04839	1.05089	1.04799
44	2009.12.01 09:20	sell	23	11.61	1.04909	1.05159	1.04869
45	2009.12.01 09:40	t/p	23	11.61	1.04869	1.05159	1.04869	442.84	8185.87
46	2009.12.01 09:42	sell	24	12.28	1.04866	1.05116	1.04826
47	2009.12.01 09:45	t/p	22	7.74	1.04799	1.05089	1.04799	295.43	8481.30
48	2009.12.01 09:45	t/p	24	12.28	1.04826	1.05116	1.04826	468.71	8950.01
49	2009.12.01 09:45	sell	25	8.95	1.04771	1.05021	1.04731
50	2009.12.01 09:47	sell	26	13.43	1.04795	1.05045	1.04755
51	2009.12.01 09:50	t/p	25	8.95	1.04731	1.05021	1.04731	341.93	9291.94
52	2009.12.01 09:50	t/p	26	13.43	1.04755	1.05045	1.04755	513.08	9805.02
53	2009.12.01 09:50	sell	27	9.80	1.04675	1.04925	1.04635
54	2009.12.01 09:52	sell	28	14.71	1.04723	1.04973	1.04683
55	2009.12.01 10:03	t/p	28	14.71	1.04683	1.04973	1.04683	562.33	10367.35
56	2009.12.01 10:10	t/p	27	9.80	1.04635	1.04925	1.04635	374.85	10742.20
57	2009.12.01 10:10	sell	29	10.74	1.04551	1.04801	1.04511
58	2009.12.01 10:13	sell	30	16.11	1.04571	1.04821	1.04531
59	2009.12.01 10:16	t/p	29	10.74	1.04511	1.04801	1.04511	411.11	11153.31
60	2009.12.01 10:16	t/p	30	16.11	1.04531	1.04821	1.04531	616.66	11769.97
61	2009.12.01 10:16	sell	31	11.76	1.04472	1.04722	1.04432
62	2009.12.01 10:20	sell	32	17.65	1.04511	1.04761	1.04471
63	2009.12.01 14:15	t/p	31	11.76	1.04432	1.04722	1.04432	450.57	12220.54
64	2009.12.01 14:15	t/p	32	17.65	1.04471	1.04761	1.04471	676.23	12896.77
65	2009.12.01 14:15	sell	33	12.89	1.04376	1.04626	1.04336
66	2009.12.01 14:17	sell	34	19.35	1.04413	1.04663	1.04373
67	2009.12.01 14:20	t/p	33	12.89	1.04336	1.04626	1.04336	494.55	13391.32
68	2009.12.01 14:20	t/p	34	19.35	1.04373	1.04663	1.04373	742.40	14133.72
69	2009.12.01 14:20	sell	35	14.13	1.04231	1.04481	1.04191
70	2009.12.01 14:22	sell	36	21.20	1.04304	1.04554	1.04264
71	2009.12.01 15:02	s/l	35	14.13	1.04481	1.04481	1.04191	-3380.15	10753.57
72	2009.12.01 15:10	sell	37	16.13	1.04428	1.04678	1.04388
73	2009.12.01 15:20	t/p	37	16.13	1.04388	1.04678	1.04388	618.42	11371.99
74	2009.12.01 15:36	sell	38	17.06	1.04461	1.04711	1.04421
75	2009.12.01 15:50	t/p	38	17.06	1.04421	1.04711	1.04421	653.73	12025.72
76	2009.12.01 16:37	t/p	36	21.20	1.04264	1.04554	1.04264	813.33	12839.05
77	2009.12.01 16:37	sell	39	12.83	1.04236	1.04486	1.04196
78	2009.12.01 16:40	sell	40	19.26	1.04321	1.04571	1.04281
79	2009.12.01 17:10	t/p	40	19.26	1.04281	1.04571	1.04281	739.02	13578.07
80	2009.12.01 17:15	t/p	39	12.83	1.04196	1.04486	1.04196	492.63	14070.70
81	2009.12.01 17:15	sell	41	14.07	1.04149	1.04399	1.04109
82	2009.12.01 17:17	sell	42	21.11	1.04173	1.04423	1.04133
83	2009.12.01 17:20	t/p	41	14.07	1.04109	1.04399	1.04109	540.74	14611.44
84	2009.12.01 17:20	t/p	42	21.11	1.04133	1.04423	1.04133	811.30	15422.74
85	2009.12.01 17:20	sell	43	15.42	1.04054	1.04304	1.04014
86	2009.12.01 17:22	sell	44	23.13	1.04102	1.04352	1.04062
87	2009.12.01 17:45	s/l	43	15.42	1.04304	1.04304	1.04014	-3695.61	11727.13
88	2009.12.01 17:50	s/l	44	23.13	1.04352	1.04352	1.04062	-5539.75	6187.38
89	2009.12.01 17:50	sell	45	6.18	1.04356	1.04606	1.04316
90	2009.12.01 17:57	t/p	45	6.18	1.04316	1.04606	1.04316	237.03	6424.41
91	2009.12.01 17:57	sell	46	6.42	1.04264	1.04514	1.04224
92	2009.12.01 17:59	sell	47	9.64	1.04299	1.04549	1.04259
93	2009.12.01 18:37	t/p	47	9.64	1.04259	1.04549	1.04259	369.86	6794.27
94	2009.12.01 18:40	sell	48	10.19	1.04310	1.04560	1.04270
95	2009.12.01 19:45	t/p	48	10.19	1.04270	1.04560	1.04270	390.94	7185.21
96	2009.12.01 19:50	t/p	46	6.42	1.04224	1.04514	1.04224	246.44	7431.65
97	2009.12.01 19:50	sell	49	7.43	1.04178	1.04428	1.04138
98	2009.12.01 19:52	sell	50	11.15	1.04207	1.04457	1.04167
99	2009.12.01 21:10	s/l	49	7.43	1.04428	1.04428	1.04138	-1778.41	5653.24
100	2009.12.01 21:15	s/l	50	11.15	1.04457	1.04457	1.04167	-2667.64	2985.60
101	2009.12.01 21:15	sell	51	2.98	1.04467	1.04717	1.04427
102	2009.12.01 21:20	sell	52	4.48	1.04513	1.04763	1.04473
103	2009.12.01 21:46	s/l	51	2.98	1.04717	1.04717	1.04427	-711.34	2274.26
104	2009.12.01 21:56	sell	53	3.41	1.04621	1.04871	1.04581
105	2009.12.01 22:50	t/p	53	3.41	1.04581	1.04871	1.04581	130.44	2404.70
106	2009.12.01 23:10	sell	54	3.61	1.04628	1.04878	1.04588
107	2009.12.02 01:40	t/p	54	3.61	1.04588	1.04878	1.04588	138.08	2542.78
108	2009.12.02 02:15	sell	55	3.81	1.04656	1.04906	1.04616
109	2009.12.02 03:05	t/p	55	3.81	1.04616	1.04906	1.04616	145.68	2688.46
110	2009.12.02 04:20	t/p	52	4.48	1.04473	1.04763	1.04473	171.55	2860.01
111	2009.12.02 04:20	buy	56	2.86	1.04459	1.04209	1.04499
112	2009.12.02 04:32	buy	57	4.29	1.04450	1.04200	1.04490
113	2009.12.02 05:15	t/p	56	2.86	1.04499	1.04209	1.04499	109.46	2969.47
114	2009.12.02 05:15	t/p	57	4.29	1.04490	1.04200	1.04490	164.19	3133.66
115	2009.12.02 05:15	buy	58	3.13	1.04537	1.04287	1.04577
116	2009.12.02 05:17	buy	59	4.70	1.04527	1.04277	1.04567
117	2009.12.02 05:33	t/p	59	4.70	1.04567	1.04277	1.04567	179.77	3313.43
118	2009.12.02 05:40	t/p	58	3.13	1.04577	1.04287	1.04577	119.71	3433.14
119	2009.12.02 05:40	buy	60	3.43	1.04609	1.04359	1.04649
120	2009.12.02 05:43	buy	61	5.15	1.04578	1.04328	1.04618
121	2009.12.02 07:20	s/l	60	3.43	1.04359	1.04359	1.04649	-821.82	2611.32
122	2009.12.02 07:45	buy	62	3.92	1.04456	1.04206	1.04496
123	2009.12.02 08:10	t/p	62	3.92	1.04496	1.04206	1.04496	150.03	2761.35
124	2009.12.02 08:20	t/p	61	5.15	1.04618	1.04328	1.04618	196.90	2958.25
125	2009.12.02 08:20	buy	63	2.95	1.04646	1.04396	1.04686
126	2009.12.02 08:22	buy	64	4.44	1.04611	1.04361	1.04651
127	2009.12.02 08:32	t/p	64	4.44	1.04651	1.04361	1.04651	169.69	3127.94
128	2009.12.02 08:50	buy	65	4.69	1.04566	1.04316	1.04606
129	2009.12.02 09:02	t/p	65	4.69	1.04606	1.04316	1.04606	179.24	3307.18
130	2009.12.02 09:07	t/p	63	2.95	1.04686	1.04396	1.04686	112.71	3419.89
131	2009.12.02 09:07	buy	66	3.41	1.04717	1.04467	1.04757
132	2009.12.02 09:10	buy	67	5.13	1.04609	1.04359	1.04649
133	2009.12.02 09:20	s/l	66	3.41	1.04467	1.04467	1.04757	-816.61	2603.28
134	2009.12.02 09:22	buy	68	3.90	1.04475	1.04225	1.04515
135	2009.12.02 09:50	t/p	68	3.90	1.04515	1.04225	1.04515	149.22	2752.50
136	2009.12.02 10:47	buy	69	4.13	1.04462	1.04212	1.04502
137	2009.12.02 10:50	s/l	67	5.13	1.04359	1.04359	1.04649	-1229.18	1523.32
138	2009.12.02 10:57	buy	70	2.28	1.04443	1.04193	1.04483
139	2009.12.02 11:40	t/p	70	2.28	1.04483	1.04193	1.04483	87.28	1610.60
140	2009.12.02 11:45	t/p	69	4.13	1.04502	1.04212	1.04502	158.02	1768.62
141	2009.12.02 11:45	sell	71	1.76	1.04549	1.04799	1.04509
142	2009.12.02 11:50	sell	72	2.65	1.04605	1.04855	1.04565
143	2009.12.02 11:57	t/p	72	2.65	1.04565	1.04855	1.04565	101.38	1870.00
144	2009.12.02 11:59	t/p	71	1.76	1.04509	1.04799	1.04509	67.39	1937.39
145	2009.12.02 11:59	sell	73	1.93	1.04441	1.04691	1.04401
146	2009.12.02 12:10	sell	74	2.91	1.04496	1.04746	1.04456
147	2009.12.02 14:02	t/p	74	2.91	1.04456	1.04746	1.04456	111.47	2048.86
148	2009.12.02 14:20	sell	75	3.07	1.04537	1.04787	1.04497
149	2009.12.02 14:45	s/l	73	1.93	1.04691	1.04691	1.04401	-460.58	1588.28
150	2009.12.02 14:50	s/l	75	3.07	1.04787	1.04787	1.04497	-732.00	856.28
151	2009.12.02 14:50	buy	76	0.85	1.04849	1.04599	1.04889
152	2009.12.02 14:52	buy	77	1.28	1.04790	1.04540	1.04830
153	2009.12.02 15:26	s/l	76	0.85	1.04599	1.04599	1.04889	-203.19	653.09
154	2009.12.02 15:32	s/l	77	1.28	1.04540	1.04540	1.04830	-306.20	346.89
155	2009.12.02 15:32	sell	78	0.34	1.04508	1.04758	1.04468
156	2009.12.02 15:35	sell	79	0.52	1.04524	1.04774	1.04484
157	2009.12.02 16:20	t/p	78	0.34	1.04468	1.04758	1.04468	13.02	359.91
158	2009.12.02 16:20	t/p	79	0.52	1.04484	1.04774	1.04484	19.91	379.82
159	2009.12.02 16:20	sell	80	0.37	1.04408	1.04658	1.04368
160	2009.12.02 16:22	sell	81	0.57	1.04451	1.04701	1.04411
161	2009.12.02 17:10	s/l	80	0.37	1.04658	1.04658	1.04368	-88.36	291.46
162	2009.12.02 17:15	s/l	81	0.57	1.04701	1.04701	1.04411	-136.01	155.45
163	2009.12.02 17:15	buy	82	0.15	1.04774	1.04524	1.04814
164	2009.12.02 17:17	buy	83	0.23	1.04744	1.04494	1.04784
165	2009.12.02 17:20	t/p	82	0.15	1.04814	1.04524	1.04814	5.73	161.18
166	2009.12.02 17:20	t/p	83	0.23	1.04784	1.04494	1.04784	8.77	169.95
167	2009.12.02 17:20	buy	84	0.16	1.04864	1.04614	1.04904
168	2009.12.02 17:22	buy	85	0.25	1.04804	1.04554	1.04844
169	2009.12.02 17:50	s/l	84	0.16	1.04614	1.04614	1.04904	-38.26	131.69
170	2009.12.02 17:57	buy	86	0.20	1.04671	1.04421	1.04711
171	2009.12.02 18:10	t/p	86	0.20	1.04711	1.04421	1.04711	7.63	139.32
172	2009.12.02 18:10	buy	87	0.21	1.04790	1.04540	1.04830
173	2009.12.02 18:15	t/p	85	0.25	1.04844	1.04554	1.04844	9.54	148.86
174	2009.12.02 18:15	t/p	87	0.21	1.04830	1.04540	1.04830	8.01	156.87
175	2009.12.02 18:15	buy	88	0.15	1.04886	1.04636	1.04926
176	2009.12.02 18:17	buy	89	0.24	1.04854	1.04604	1.04894
177	2009.12.02 18:20	t/p	88	0.15	1.04926	1.04636	1.04926	5.72	162.59
178	2009.12.02 18:20	t/p	89	0.24	1.04894	1.04604	1.04894	9.14	171.73
179	2009.12.02 18:20	buy	90	0.17	1.04983	1.04733	1.05023
180	2009.12.02 18:22	buy	91	0.26	1.04919	1.04669	1.04959
181	2009.12.02 18:32	t/p	90	0.17	1.05023	1.04733	1.05023	6.47	178.20
182	2009.12.02 18:32	t/p	91	0.26	1.04959	1.04669	1.04959	9.90	188.10
183	2009.12.02 18:32	buy	92	0.18	1.05080	1.04830	1.05120
184	2009.12.02 18:35	buy	93	0.28	1.05067	1.04817	1.05107
185	2009.12.02 20:50	t/p	92	0.18	1.05120	1.04830	1.05120	6.84	194.94
186	2009.12.02 20:50	t/p	93	0.28	1.05107	1.04817	1.05107	10.65	205.59
187	2009.12.02 20:50	buy	94	0.20	1.05168	1.04918	1.05208
188	2009.12.02 20:52	buy	95	0.31	1.05139	1.04889	1.05179
189	2009.12.03 00:16	s/l	94	0.20	1.04918	1.04918	1.05208	-47.84	157.75
190	2009.12.03 00:50	s/l	95	0.31	1.04889	1.04889	1.05179	-74.16	83.59
191	2009.12.03 00:50	buy	96	0.08	1.04900	1.04650	1.04940
192	2009.12.03 01:02	t/p	96	0.08	1.04940	1.04650	1.04940	3.05	86.64
193	2009.12.03 01:02	buy	97	0.08	1.04967	1.04717	1.05007
194	2009.12.03 01:05	buy	98	0.13	1.04954	1.04704	1.04994
195	2009.12.03 02:20	t/p	97	0.08	1.05007	1.04717	1.05007	3.05	89.69
196	2009.12.03 02:20	t/p	98	0.13	1.04994	1.04704	1.04994	4.95	94.64
197	2009.12.03 02:20	buy	99	0.09	1.05041	1.04791	1.05081
198	2009.12.03 02:22	buy	100	0.14	1.05018	1.04768	1.05058
199	2009.12.03 06:20	t/p	100	0.14	1.05058	1.04768	1.05058	5.33	99.97
200	2009.12.03 06:59	t/p	99	0.09	1.05081	1.04791	1.05081	3.42	103.39
201	2009.12.03 06:59	buy	101	0.10	1.05119	1.04869	1.05159
202	2009.12.03 07:02	buy	102	0.16	1.05107	1.04857	1.05147
203	2009.12.03 07:45	s/l	101	0.10	1.04869	1.04869	1.05159	-23.85	79.54
204	2009.12.03 07:45	s/l	102	0.16	1.04857	1.04857	1.05147	-38.16	41.38
205	2009.12.03 07:45	buy	103	0.04	1.04845	1.04595	1.04885
206	2009.12.03 07:50	buy	104	0.06	1.04771	1.04521	1.04811
207	2009.12.03 07:57	t/p	104	0.06	1.04811	1.04521	1.04811	2.29	43.67
208	2009.12.03 08:20	buy	105	0.07	1.04748	1.04498	1.04788
209	2009.12.03 09:20	t/p	105	0.07	1.04788	1.04498	1.04788	2.67	46.34
210	2009.12.03 09:27	buy	106	0.07	1.04662	1.04412	1.04702
211	2009.12.03 09:45	t/p	106	0.07	1.04702	1.04412	1.04702	2.68	49.02
212	2009.12.03 10:15	t/p	103	0.04	1.04885	1.04595	1.04885	1.53	50.55
213	2009.12.03 10:15	sell	107	0.05	1.04899	1.05149	1.04859
214	2009.12.03 10:30	sell	108	0.08	1.04951	1.05201	1.04911
215	2009.12.03 10:50	t/p	108	0.08	1.04911	1.05201	1.04911	3.05	53.60
216	2009.12.03 11:20	sell	109	0.08	1.04982	1.05232	1.04942
217	2009.12.03 12:15	t/p	109	0.08	1.04942	1.05232	1.04942	3.05	56.65
218	2009.12.03 12:40	sell	110	0.08	1.04991	1.05241	1.04951
219	2009.12.03 13:50	t/p	110	0.08	1.04951	1.05241	1.04951	3.05	59.70
220	2009.12.03 14:10	sell	111	0.09	1.04996	1.05246	1.04956
221	2009.12.03 14:40	s/l	107	0.05	1.05149	1.05149	1.04859	-11.88	47.82
222	2009.12.03 14:42	sell	112	0.07	1.05147	1.05397	1.05107
223	2009.12.03 14:45	s/l	111	0.09	1.05246	1.05246	1.04956	-21.35	26.47
224	2009.12.03 14:50	s/l	112	0.07	1.05397	1.05397	1.05107	-16.58	9.89