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=5; Pips=60; TakeProfit=45; TrailingStop=0; InitialStop=0; Note1=""TF"; MACDTimeFrame=0; RSIOMA=3; RSIOMA_MODE=0; RSIOMA_PRICE=0; Ma_RSIOMA=21; Ma_RSIOMA_MODE=1; BuyTrigger=70; SellTrigger=30; 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	-9832.52	Gross profit	7381.88	Gross loss	-17214.41
Profit factor	0.43	Expected payoff	-89.39
Absolute drawdown	9832.52	Maximal drawdown	12081.23 (98.63%)	Relative drawdown	98.63% (12081.23)
Total trades	110	Short positions (won %)	0 (0.00%)	Long positions (won %)	110 (44.55%)
		Profit trades (% of total)	49 (44.55%)	Loss trades (% of total)	61 (55.45%)
Largest		profit trade	1111.43	loss trade	-7232.01
Average		profit trade	150.65	loss trade	-282.20
Maximum		consecutive wins (profit in money)	5 (400.70)	consecutive losses (loss in money)	6 (-11710.54)
Maximal		consecutive profit (count of wins)	1190.49 (3)	consecutive loss (count of losses)	-11710.54 (6)
Average		consecutive wins	2	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 07:00	buy	1	0.10	1.05612	0.00000	0.00000
2	2009.12.01 07:50	buy	2	0.30	1.05519	0.00000	0.00000
3	2009.12.01 08:03	buy	3	0.90	1.05435	0.00000	0.00000
4	2009.12.01 08:10	buy	4	2.70	1.05337	0.00000	0.00000
5	2009.12.01 08:16	buy	5	8.10	1.05207	0.00000	0.00000
6	2009.12.01 08:26	close	5	8.10	1.05273	0.00000	0.00000	507.82	10507.82
7	2009.12.01 08:26	close	4	2.70	1.05207	0.00000	0.00000	-333.63	10174.19
8	2009.12.01 08:26	close	3	0.90	1.05207	0.00000	0.00000	-195.04	9979.15
9	2009.12.01 08:26	close	2	0.30	1.05207	0.00000	0.00000	-88.97	9890.18
10	2009.12.01 08:26	close	1	0.10	1.05207	0.00000	0.00000	-38.50	9851.68
11	2009.12.01 22:00	buy	6	16.40	1.04728	0.00000	0.00000
12	2009.12.02 14:45	close	6	16.40	1.04734	0.00000	0.00000	76.99	9928.67
13	2009.12.02 14:47	buy	7	16.50	1.04768	0.00000	0.00000
14	2009.12.02 14:50	close	7	16.50	1.04823	0.00000	0.00000	865.75	10794.42
15	2009.12.02 14:52	buy	8	0.20	1.04828	0.00000	0.00000
16	2009.12.02 15:20	buy	9	0.60	1.04727	0.00000	0.00000
17	2009.12.02 15:26	buy	10	1.80	1.04647	0.00000	0.00000
18	2009.12.02 15:32	buy	11	5.40	1.04572	0.00000	0.00000
19	2009.12.02 15:45	close	11	5.40	1.04620	0.00000	0.00000	247.75	11042.17
20	2009.12.02 15:47	close	10	1.80	1.04604	0.00000	0.00000	-73.99	10968.18
21	2009.12.02 15:47	close	9	0.60	1.04604	0.00000	0.00000	-70.55	10897.63
22	2009.12.02 15:47	close	8	0.20	1.04604	0.00000	0.00000	-42.83	10854.80
23	2009.12.02 15:50	buy	12	0.20	1.04732	0.00000	0.00000
24	2009.12.02 15:57	buy	13	0.60	1.04668	0.00000	0.00000
25	2009.12.02 16:15	buy	14	1.80	1.04558	0.00000	0.00000
26	2009.12.02 16:20	buy	15	5.40	1.04472	0.00000	0.00000
27	2009.12.02 16:40	close	15	5.40	1.04537	0.00000	0.00000	335.77	11190.57
28	2009.12.02 16:42	close	14	1.80	1.04525	0.00000	0.00000	-56.83	11133.74
29	2009.12.02 16:42	close	13	0.60	1.04525	0.00000	0.00000	-82.09	11051.65
30	2009.12.02 16:42	close	12	0.20	1.04525	0.00000	0.00000	-39.61	11012.04
31	2009.12.02 16:45	buy	16	0.20	1.04639	0.00000	0.00000
32	2009.12.02 16:59	buy	17	0.60	1.04577	0.00000	0.00000
33	2009.12.02 17:10	close	17	0.60	1.04659	0.00000	0.00000	47.01	11059.05
34	2009.12.02 17:12	close	16	0.20	1.04629	0.00000	0.00000	-1.91	11057.14
35	2009.12.02 17:20	buy	18	0.20	1.04902	0.00000	0.00000
36	2009.12.02 17:22	buy	19	0.60	1.04842	0.00000	0.00000
37	2009.12.02 17:40	buy	20	1.80	1.04770	0.00000	0.00000
38	2009.12.02 17:45	buy	21	5.40	1.04709	0.00000	0.00000
39	2009.12.02 17:50	buy	22	16.20	1.04627	0.00000	0.00000
40	2009.12.02 18:05	close	22	16.20	1.04667	0.00000	0.00000	619.11	11676.25
41	2009.12.02 18:07	close	21	5.40	1.04603	0.00000	0.00000	-547.21	11129.04
42	2009.12.02 18:07	close	20	1.80	1.04603	0.00000	0.00000	-287.37	10841.67
43	2009.12.02 18:07	close	19	0.60	1.04603	0.00000	0.00000	-137.09	10704.58
44	2009.12.02 18:07	close	18	0.20	1.04603	0.00000	0.00000	-57.17	10647.41
45	2009.12.02 18:10	buy	23	0.20	1.04828	0.00000	0.00000
46	2009.12.02 18:15	close	23	0.20	1.04860	0.00000	0.00000	6.10	10653.51
47	2009.12.02 18:17	buy	24	0.20	1.04892	0.00000	0.00000
48	2009.12.02 18:20	close	24	0.20	1.04957	0.00000	0.00000	12.39	10665.90
49	2009.12.02 18:22	buy	25	0.20	1.04957	0.00000	0.00000
50	2009.12.02 18:27	buy	26	0.60	1.04892	0.00000	0.00000
51	2009.12.02 18:27	close	26	0.60	1.04943	0.00000	0.00000	29.16	10695.06
52	2009.12.02 18:30	close	25	0.20	1.04944	0.00000	0.00000	-2.48	10692.58
53	2009.12.02 18:32	buy	27	0.20	1.05118	0.00000	0.00000
54	2009.12.02 18:45	buy	28	0.60	1.05039	0.00000	0.00000
55	2009.12.02 19:02	buy	29	1.80	1.04949	0.00000	0.00000
56	2009.12.02 19:20	close	29	1.80	1.04998	0.00000	0.00000	84.00	10776.58
57	2009.12.02 19:22	close	28	0.60	1.04975	0.00000	0.00000	-36.58	10740.00
58	2009.12.02 19:22	close	27	0.20	1.04975	0.00000	0.00000	-27.24	10712.76
59	2009.12.02 19:25	buy	30	0.20	1.05051	0.00000	0.00000
60	2009.12.02 19:45	buy	31	0.60	1.04963	0.00000	0.00000
61	2009.12.02 20:15	close	31	0.60	1.04997	0.00000	0.00000	19.43	10732.19
62	2009.12.02 20:17	close	30	0.20	1.04982	0.00000	0.00000	-13.15	10719.04
63	2009.12.02 20:20	buy	32	0.20	1.05107	0.00000	0.00000
64	2009.12.02 20:27	buy	33	0.60	1.05046	0.00000	0.00000
65	2009.12.02 20:45	close	33	0.60	1.05099	0.00000	0.00000	30.26	10749.30
66	2009.12.02 20:47	close	32	0.20	1.05085	0.00000	0.00000	-4.19	10745.11
67	2009.12.02 20:50	buy	34	0.20	1.05206	0.00000	0.00000
68	2009.12.02 21:15	buy	35	0.60	1.05126	0.00000	0.00000
69	2009.12.03 00:10	buy	36	1.80	1.05034	0.00000	0.00000
70	2009.12.03 00:16	buy	37	5.40	1.04964	0.00000	0.00000
71	2009.12.03 01:20	buy	38	16.20	1.04874	0.00000	0.00000
72	2009.12.03 02:10	close	38	16.20	1.04946	0.00000	0.00000	1111.43	11856.54
73	2009.12.03 02:12	close	37	5.40	1.04935	0.00000	0.00000	-149.24	11707.30
74	2009.12.03 02:12	close	36	1.80	1.04935	0.00000	0.00000	-169.82	11537.48
75	2009.12.03 02:12	close	35	0.60	1.04935	0.00000	0.00000	-111.07	11426.41
76	2009.12.03 02:12	close	34	0.20	1.04935	0.00000	0.00000	-52.27	11374.14
77	2009.12.03 07:00	buy	39	0.20	1.05159	0.00000	0.00000
78	2009.12.03 07:10	buy	40	0.60	1.05094	0.00000	0.00000
79	2009.12.03 07:20	buy	41	1.80	1.04974	0.00000	0.00000
80	2009.12.03 07:45	buy	42	5.40	1.04883	0.00000	0.00000
81	2009.12.03 07:50	buy	43	16.20	1.04809	0.00000	0.00000
82	2009.12.03 08:03	close	43	16.20	1.04857	0.00000	0.00000	741.58	12115.72
83	2009.12.03 08:06	close	42	5.40	1.04834	0.00000	0.00000	-252.40	11863.32
84	2009.12.03 08:06	close	41	1.80	1.04834	0.00000	0.00000	-240.38	11622.94
85	2009.12.03 08:06	close	40	0.60	1.04834	0.00000	0.00000	-148.81	11474.13
86	2009.12.03 08:06	close	39	0.20	1.04834	0.00000	0.00000	-62.00	11412.13
87	2009.12.03 13:00	buy	44	0.20	1.05119	0.00000	0.00000
88	2009.12.03 13:15	buy	45	0.60	1.05059	0.00000	0.00000
89	2009.12.03 13:50	buy	46	1.80	1.04977	0.00000	0.00000
90	2009.12.03 14:15	close	46	1.80	1.05039	0.00000	0.00000	106.25	11518.38
91	2009.12.03 14:17	close	45	0.60	1.05025	0.00000	0.00000	-19.42	11498.96
92	2009.12.03 14:17	close	44	0.20	1.05025	0.00000	0.00000	-17.90	11481.06
93	2009.12.03 14:20	buy	47	0.20	1.05147	0.00000	0.00000
94	2009.12.03 14:27	buy	48	0.60	1.05061	0.00000	0.00000
95	2009.12.03 14:40	close	48	0.60	1.05198	0.00000	0.00000	78.14	11559.20
96	2009.12.03 14:42	close	47	0.20	1.05147	0.00000	0.00000	0.00	11559.20
97	2009.12.03 14:45	buy	49	0.20	1.05417	0.00000	0.00000
98	2009.12.03 14:50	close	49	0.20	1.05507	0.00000	0.00000	17.06	11576.26
99	2009.12.03 14:52	buy	50	0.20	1.05468	0.00000	0.00000
100	2009.12.03 14:57	buy	51	0.60	1.05365	0.00000	0.00000
101	2009.12.03 14:59	close	51	0.60	1.05441	0.00000	0.00000	43.25	11619.51
102	2009.12.03 15:00	close	50	0.20	1.05440	0.00000	0.00000	-5.31	11614.20
103	2009.12.03 15:02	buy	52	0.20	1.05401	0.00000	0.00000
104	2009.12.03 15:10	close	52	0.20	1.05451	0.00000	0.00000	9.48	11623.68
105	2009.12.03 15:12	buy	53	0.20	1.05487	0.00000	0.00000
106	2009.12.03 15:15	close	53	0.20	1.05537	0.00000	0.00000	9.48	11633.16
107	2009.12.03 15:17	buy	54	0.20	1.05572	0.00000	0.00000
108	2009.12.03 15:20	close	54	0.20	1.05623	0.00000	0.00000	9.66	11642.82
109	2009.12.03 15:22	buy	55	0.20	1.05630	0.00000	0.00000
110	2009.12.03 15:40	buy	56	0.60	1.05565	0.00000	0.00000
111	2009.12.03 15:45	buy	57	1.80	1.05481	0.00000	0.00000
112	2009.12.03 15:50	buy	58	5.40	1.05368	0.00000	0.00000
113	2009.12.03 15:57	close	58	5.40	1.05417	0.00000	0.00000	251.00	11893.82
114	2009.12.03 15:59	close	57	1.80	1.05552	0.00000	0.00000	121.08	12014.90
115	2009.12.03 15:59	close	56	0.60	1.05552	0.00000	0.00000	-7.39	12007.51
116	2009.12.03 15:59	close	55	0.20	1.05552	0.00000	0.00000	-14.78	11992.73
117	2009.12.03 16:00	buy	59	0.20	1.05610	0.00000	0.00000
118	2009.12.03 16:10	close	59	0.20	1.05672	0.00000	0.00000	11.73	12004.46
119	2009.12.03 16:12	buy	60	0.20	1.05710	0.00000	0.00000
120	2009.12.03 16:15	close	60	0.20	1.05750	0.00000	0.00000	7.57	12012.03
121	2009.12.03 16:17	buy	61	0.20	1.05788	0.00000	0.00000
122	2009.12.03 16:20	close	61	0.20	1.05827	0.00000	0.00000	7.37	12019.40
123	2009.12.03 16:22	buy	62	0.20	1.05839	0.00000	0.00000
124	2009.12.03 16:27	buy	63	0.60	1.05773	0.00000	0.00000
125	2009.12.03 16:40	buy	64	1.80	1.05697	0.00000	0.00000
126	2009.12.03 16:45	buy	65	5.40	1.05598	0.00000	0.00000
127	2009.12.03 16:50	buy	66	16.20	1.05467	0.00000	0.00000
128	2009.12.03 16:57	close	66	16.20	1.05534	0.00000	0.00000	1028.48	13047.88
129	2009.12.03 16:59	close	65	5.40	1.05438	0.00000	0.00000	-819.44	12228.44
130	2009.12.03 16:59	close	64	1.80	1.05438	0.00000	0.00000	-442.16	11786.28
131	2009.12.03 16:59	close	63	0.60	1.05438	0.00000	0.00000	-190.63	11595.65
132	2009.12.03 16:59	close	62	0.20	1.05438	0.00000	0.00000	-76.06	11519.59
133	2009.12.03 17:50	buy	67	0.20	1.05567	0.00000	0.00000
134	2009.12.03 17:57	buy	68	0.60	1.05458	0.00000	0.00000
135	2009.12.03 18:07	buy	69	1.80	1.05380	0.00000	0.00000
136	2009.12.03 18:15	close	69	1.80	1.05467	0.00000	0.00000	148.48	11668.07
137	2009.12.03 18:17	close	68	0.60	1.05448	0.00000	0.00000	-5.69	11662.38
138	2009.12.03 18:17	close	67	0.20	1.05448	0.00000	0.00000	-22.57	11639.81
139	2009.12.03 23:00	buy	70	0.20	1.05778	0.00000	0.00000
140	2009.12.03 23:50	buy	71	0.60	1.05714	0.00000	0.00000
141	2009.12.04 00:45	buy	72	1.80	1.05649	0.00000	0.00000
142	2009.12.04 01:10	close	72	1.80	1.05678	0.00000	0.00000	49.40	11689.21
143	2009.12.04 01:13	close	71	0.60	1.05667	0.00000	0.00000	-27.31	11661.90
144	2009.12.04 01:13	close	70	0.20	1.05667	0.00000	0.00000	-21.22	11640.68
145	2009.12.04 01:40	buy	73	0.20	1.05791	0.00000	0.00000
146	2009.12.04 02:15	buy	74	0.60	1.05714	0.00000	0.00000
147	2009.12.04 02:50	buy	75	1.80	1.05651	0.00000	0.00000
148	2009.12.04 05:37	close	75	1.80	1.05680	0.00000	0.00000	49.39	11690.07
149	2009.12.04 05:40	close	74	0.60	1.05660	0.00000	0.00000	-30.66	11659.41
150	2009.12.04 05:40	close	73	0.20	1.05660	0.00000	0.00000	-24.80	11634.61
151	2009.12.04 19:00	buy	76	0.20	1.05243	0.00000	0.00000
152	2009.12.04 19:10	close	76	0.20	1.05328	0.00000	0.00000	16.14	11650.75
153	2009.12.04 19:12	buy	77	0.20	1.05361	0.00000	0.00000
154	2009.12.04 19:15	close	77	0.20	1.05422	0.00000	0.00000	11.57	11662.32
155	2009.12.04 19:17	buy	78	0.20	1.05455	0.00000	0.00000
156	2009.12.04 19:20	close	78	0.20	1.05515	0.00000	0.00000	11.37	11673.69
157	2009.12.04 19:22	buy	79	0.20	1.05517	0.00000	0.00000
158	2009.12.04 19:27	buy	80	0.60	1.05455	0.00000	0.00000
159	2009.12.04 19:27	close	80	0.60	1.05488	0.00000	0.00000	18.77	11692.46
160	2009.12.04 19:30	close	79	0.20	1.05489	0.00000	0.00000	-5.31	11687.15
161	2009.12.04 19:32	buy	81	0.20	1.05537	0.00000	0.00000
162	2009.12.04 19:40	close	81	0.20	1.05575	0.00000	0.00000	7.20	11694.35
163	2009.12.04 19:42	buy	82	0.20	1.05613	0.00000	0.00000
164	2009.12.04 19:45	close	82	0.20	1.05651	0.00000	0.00000	7.19	11701.54
165	2009.12.04 19:47	buy	83	0.20	1.05690	0.00000	0.00000
166	2009.12.04 19:50	close	83	0.20	1.05728	0.00000	0.00000	7.19	11708.73
167	2009.12.04 19:52	buy	84	0.20	1.05741	0.00000	0.00000
168	2009.12.04 20:20	close	84	0.20	1.05798	0.00000	0.00000	10.78	11719.51
169	2009.12.04 20:22	buy	85	0.20	1.05836	0.00000	0.00000
170	2009.12.04 20:32	buy	86	0.60	1.05710	0.00000	0.00000
171	2009.12.04 20:40	close	86	0.60	1.05764	0.00000	0.00000	30.63	11750.14
172	2009.12.04 20:42	close	85	0.20	1.05734	0.00000	0.00000	-19.29	11730.85
173	2009.12.04 20:45	buy	87	0.20	1.05916	0.00000	0.00000
174	2009.12.04 21:07	close	87	0.20	1.05947	0.00000	0.00000	5.85	11736.70
175	2009.12.04 21:10	buy	88	0.20	1.05913	0.00000	0.00000
176	2009.12.04 21:15	buy	89	0.60	1.05839	0.00000	0.00000
177	2009.12.04 21:20	buy	90	1.80	1.05741	0.00000	0.00000
178	2009.12.04 21:40	close	90	1.80	1.05782	0.00000	0.00000	69.77	11806.47
179	2009.12.04 21:42	close	89	0.60	1.05762	0.00000	0.00000	-43.68	11762.79
180	2009.12.04 21:42	close	88	0.20	1.05762	0.00000	0.00000	-28.55	11734.24
181	2009.12.04 21:45	buy	91	0.20	1.05906	0.00000	0.00000
182	2009.12.04 22:03	buy	92	0.60	1.05818	0.00000	0.00000
183	2009.12.07 00:00	buy	93	1.80	1.05625	0.00000	0.00000
184	2009.12.07 00:25	close	93	1.80	1.05703	0.00000	0.00000	132.82	11867.06
185	2009.12.07 00:30	close	92	0.60	1.05714	0.00000	0.00000	-59.65	11807.41
186	2009.12.07 00:30	close	91	0.20	1.05714	0.00000	0.00000	-36.53	11770.89
187	2009.12.07 10:00	buy	94	0.20	1.06451	0.00000	0.00000
188	2009.12.07 10:07	close	94	0.20	1.06486	0.00000	0.00000	6.57	11777.46
189	2009.12.07 10:10	buy	95	0.20	1.06392	0.00000	0.00000
190	2009.12.07 10:15	buy	96	0.60	1.06273	0.00000	0.00000
191	2009.12.07 10:20	buy	97	1.80	1.06115	0.00000	0.00000
192	2009.12.07 10:27	close	97	1.80	1.06209	0.00000	0.00000	159.31	11936.77
193	2009.12.07 10:27	close	96	0.60	1.06091	0.00000	0.00000	-102.93	11833.84
194	2009.12.07 10:27	close	95	0.20	1.06091	0.00000	0.00000	-56.74	11777.10
195	2009.12.07 10:30	buy	98	0.20	1.06156	0.00000	0.00000
196	2009.12.07 10:45	buy	99	0.60	1.06038	0.00000	0.00000
197	2009.12.07 10:50	buy	100	1.80	1.05942	0.00000	0.00000
198	2009.12.07 11:20	close	100	1.80	1.05991	0.00000	0.00000	83.21	11860.31
199	2009.12.07 11:22	close	99	0.60	1.05971	0.00000	0.00000	-37.93	11822.38
200	2009.12.07 11:22	close	98	0.20	1.05971	0.00000	0.00000	-34.92	11787.46
201	2009.12.07 11:25	buy	101	0.20	1.06045	0.00000	0.00000
202	2009.12.07 11:27	buy	102	0.60	1.05983	0.00000	0.00000
203	2009.12.07 11:37	buy	103	1.80	1.05921	0.00000	0.00000
204	2009.12.07 11:40	close	103	1.80	1.05984	0.00000	0.00000	107.00	11894.46
205	2009.12.07 11:42	close	102	0.60	1.05958	0.00000	0.00000	-14.16	11880.30
206	2009.12.07 11:42	close	101	0.20	1.05958	0.00000	0.00000	-16.42	11863.88
207	2009.12.07 11:45	buy	104	0.20	1.06124	0.00000	0.00000
208	2009.12.07 12:20	buy	105	0.60	1.06063	0.00000	0.00000
209	2009.12.07 12:35	close	105	0.60	1.06088	0.00000	0.00000	14.14	11878.02
210	2009.12.07 12:37	close	104	0.20	1.06038	0.00000	0.00000	-16.22	11861.80
211	2009.12.07 13:00	buy	106	0.20	1.06321	0.00000	0.00000
212	2009.12.07 13:15	buy	107	0.60	1.06226	0.00000	0.00000
213	2009.12.07 13:20	buy	108	1.80	1.06150	0.00000	0.00000
214	2009.12.07 13:40	buy	109	5.40	1.06053	0.00000	0.00000
215	2009.12.07 13:45	buy	110	16.20	1.05977	0.00000	0.00000
216	2009.12.07 14:40	close at stop	110	16.20	1.05506	0.00000	0.00000	-7232.01	4629.79
217	2009.12.07 14:40	close at stop	109	5.40	1.05506	0.00000	0.00000	-2799.65	1830.14
218	2009.12.07 14:40	close at stop	108	1.80	1.05506	0.00000	0.00000	-1098.71	731.43
219	2009.12.07 14:40	close at stop	107	0.60	1.05506	0.00000	0.00000	-409.46	321.97
220	2009.12.07 14:40	close at stop	106	0.20	1.05506	0.00000	0.00000	-154.49	167.48