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		HeikenTF=1440; MA_length=10; MA_timeframe=15; MAtype=0; Percent=0.1; TradeOnFriday=1; slip=100; Lots=0.1; TakeProfit=500; Stoploss=3000; Fast_Period=23; Fast_Price=0; Slow_Period=84; Slow_Price=0; DivergenceLimit=0.005; Use_V63D_Divergence=false; PipStep=40; IncreasementType=0; DVLimit=10; PipsGoal=50; PipsLoss=300; GMT=0; DST=0; OpeningHour=0; ClosingHour=23; writelog=0;
Bars in test	1515	Ticks modelled	13777	Modelling quality	n/a
Mismatched charts errors	2
Initial deposit	10000.00
Total net profit	1485.39	Gross profit	1833.64	Gross loss	-348.25
Profit factor	5.27	Expected payoff	35.37
Absolute drawdown	1736.86	Maximal drawdown	2685.14 (24.53%)	Relative drawdown	24.53% (2685.14)
Total trades	42	Short positions (won %)	40 (95.00%)	Long positions (won %)	2 (100.00%)
		Profit trades (% of total)	40 (95.24%)	Loss trades (% of total)	2 (4.76%)
Largest		profit trade	48.22	loss trade	-279.32
Average		profit trade	45.84	loss trade	-174.12
Maximum		consecutive wins (profit in money)	24 (1069.37)	consecutive losses (loss in money)	1 (-279.32)
Maximal		consecutive profit (count of wins)	1069.37 (24)	consecutive loss (count of losses)	-279.32 (1)
Average		consecutive wins	20	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 00:00	sell	1	0.10	1.05597	1.08597	1.05097
2	2009.12.01 05:50	sell	2	0.10	1.05655	1.08655	1.05155
3	2009.12.01 08:32	t/p	2	0.10	1.05155	1.08655	1.05155	47.55	10047.55
4	2009.12.01 09:10	t/p	1	0.10	1.05097	1.08597	1.05097	47.63	10095.18
5	2009.12.01 09:10	sell	3	0.10	1.04979	1.07979	1.04479
6	2009.12.01 11:20	t/p	3	0.10	1.04479	1.07979	1.04479	47.86	10143.04
7	2009.12.01 11:20	sell	4	0.10	1.04461	1.07461	1.03961
8	2009.12.01 11:27	sell	5	0.10	1.04526	1.07526	1.04026
9	2009.12.01 11:50	sell	6	0.10	1.04574	1.07574	1.04074
10	2009.12.01 12:15	sell	7	0.10	1.04649	1.07649	1.04149
11	2009.12.01 12:20	sell	8	0.10	1.04689	1.07689	1.04189
12	2009.12.01 17:15	t/p	8	0.10	1.04189	1.07689	1.04189	48.00	10191.04
13	2009.12.01 17:20	t/p	6	0.10	1.04074	1.07574	1.04074	48.05	10239.09
14	2009.12.01 17:20	t/p	7	0.10	1.04149	1.07649	1.04149	48.05	10287.14
15	2009.12.02 05:33	sell	9	0.10	1.04575	1.07575	1.04075
16	2009.12.02 08:20	sell	10	0.10	1.04620	1.07620	1.04120
17	2009.12.02 08:32	sell	11	0.10	1.04660	1.07660	1.04160
18	2009.12.02 17:17	sell	12	0.10	1.04718	1.07718	1.04218
19	2009.12.02 18:10	sell	13	0.10	1.04764	1.07764	1.04264
20	2009.12.02 18:15	sell	14	0.10	1.04860	1.07860	1.04360
21	2009.12.03 00:00	sell	15	0.10	1.05092	1.08092	1.04592
22	2009.12.03 17:15	sell	16	0.10	1.05231	1.08231	1.04731
23	2009.12.03 17:42	sell	17	0.10	1.05312	1.08312	1.04812
24	2009.12.03 21:15	sell	18	0.10	1.05355	1.08355	1.04855
25	2009.12.03 21:40	sell	19	0.10	1.05408	1.08408	1.04908
26	2009.12.03 21:45	sell	20	0.10	1.05460	1.08460	1.04960
27	2009.12.03 21:50	sell	21	0.10	1.05511	1.08511	1.05011
28	2009.12.03 22:40	sell	22	0.10	1.05607	1.08607	1.05107
29	2009.12.03 22:47	sell	23	0.10	1.05655	1.08655	1.05155
30	2009.12.04 13:03	t/p	22	0.10	1.05107	1.08607	1.05107	47.60	10334.74
31	2009.12.04 13:03	t/p	23	0.10	1.05155	1.08655	1.05155	47.60	10382.34
32	2009.12.04 13:10	t/p	19	0.10	1.04908	1.08408	1.04908	47.66	10430.00
33	2009.12.04 13:10	t/p	20	0.10	1.04960	1.08460	1.04960	47.66	10477.66
34	2009.12.04 13:10	t/p	21	0.10	1.05011	1.08511	1.05011	47.66	10525.32
35	2009.12.04 13:16	t/p	16	0.10	1.04731	1.08231	1.04731	47.76	10573.08
36	2009.12.04 13:16	t/p	17	0.10	1.04812	1.08312	1.04812	47.75	10620.83
37	2009.12.04 13:16	t/p	18	0.10	1.04855	1.08355	1.04855	47.75	10668.58
38	2009.12.04 13:50	t/p	15	0.10	1.04592	1.08092	1.04592	47.80	10716.39
39	2009.12.04 14:37	t/p	14	0.10	1.04360	1.07860	1.04360	47.88	10764.27
40	2009.12.11 02:00	sell	24	0.10	1.05101	1.08101	1.04601
41	2009.12.11 02:15	sell	25	0.10	1.05158	1.08158	1.04658
42	2009.12.11 03:15	sell	26	0.10	1.05225	1.08225	1.04725
43	2009.12.17 14:20	s/l	4	0.10	1.07461	1.07461	1.03961	-279.32	10484.95
44	2009.12.22 12:50	sell	27	0.10	1.05845	1.08845	1.05345
45	2009.12.23 12:20	t/p	27	0.10	1.05345	1.08845	1.05345	47.46	10532.41
46	2009.12.23 15:50	sell	28	0.10	1.05314	1.08314	1.04814
47	2009.12.23 17:50	t/p	26	0.10	1.04725	1.08225	1.04725	47.66	10580.07
48	2009.12.23 17:50	t/p	28	0.10	1.04814	1.08314	1.04814	47.75	10627.82
49	2009.12.24 11:03	t/p	25	0.10	1.04658	1.08158	1.04658	47.66	10675.47
50	2009.12.24 11:16	t/p	24	0.10	1.04601	1.08101	1.04601	47.70	10723.17
51	2009.12.28 08:26	sell	29	0.10	1.04815	1.07815	1.04315
52	2009.12.28 08:35	sell	30	0.10	1.04863	1.07863	1.04363
53	2009.12.28 16:50	t/p	30	0.10	1.04363	1.07863	1.04363	47.93	10771.10
54	2009.12.28 17:13	t/p	29	0.10	1.04315	1.07815	1.04315	47.93	10819.03
55	2009.12.28 17:26	t/p	13	0.10	1.04264	1.07764	1.04264	47.73	10866.76
56	2009.12.28 17:30	t/p	12	0.10	1.04218	1.07718	1.04218	47.74	10914.49
57	2009.12.29 09:15	t/p	11	0.10	1.04160	1.07660	1.04160	47.75	10962.24
58	2009.12.29 09:20	t/p	10	0.10	1.04120	1.07620	1.04120	47.77	11010.00
59	2009.12.29 09:45	t/p	9	0.10	1.04075	1.07575	1.04075	47.80	11057.80
60	2009.12.29 09:50	t/p	5	0.10	1.04026	1.07526	1.04026	47.82	11105.62
61	2009.12.29 11:50	sell	31	0.10	1.04215	1.07215	1.03715
62	2009.12.29 14:50	t/p	31	0.10	1.03715	1.07215	1.03715	48.22	11153.84
63	2009.12.29 15:50	sell	32	0.10	1.03940	1.06940	1.03440
64	2009.12.30 12:20	sell	33	0.10	1.04871	1.07871	1.04371
65	2009.12.30 12:45	sell	34	0.10	1.04920	1.07920	1.04420
66	2009.12.30 12:50	sell	35	0.10	1.04980	1.07980	1.04480
67	2009.12.30 15:10	sell	36	0.10	1.05077	1.08077	1.04577
68	2009.12.30 15:15	sell	37	0.10	1.05218	1.08218	1.04718
69	2009.12.30 15:20	sell	38	0.10	1.05358	1.08358	1.04858
70	2009.12.30 15:40	sell	39	0.10	1.05486	1.08486	1.04986
71	2009.12.30 15:47	sell	40	0.10	1.05579	1.08579	1.05079
72	2009.12.30 17:00	t/p	40	0.10	1.05079	1.08579	1.05079	47.58	11201.42
73	2009.12.30 17:07	t/p	39	0.10	1.04986	1.08486	1.04986	47.63	11249.05
74	2009.12.31 09:45	t/p	38	0.10	1.04858	1.08358	1.04858	47.66	11296.71
75	2009.12.31 11:50	buy	41	0.10	1.04808	1.01808	1.05308
76	2009.12.31 12:20	buy	42	0.10	1.04732	1.01732	1.05232
77	2009.12.31 12:37	t/p	37	0.10	1.04718	1.08218	1.04718	47.72	11344.43
78	2009.12.31 16:32	t/p	42	0.10	1.05232	1.01732	1.05232	47.49	11391.92
79	2009.12.31 16:37	t/p	41	0.10	1.05308	1.01808	1.05308	47.47	11439.39
80	2009.12.31 18:57	close at stop	36	0.10	1.04661	1.08077	1.04577	39.72	11479.11
81	2009.12.31 18:57	close at stop	35	0.10	1.04661	1.07980	1.04480	30.45	11509.56
82	2009.12.31 18:57	close at stop	34	0.10	1.04661	1.07920	1.04420	24.72	11534.29
83	2009.12.31 18:57	close at stop	33	0.10	1.04661	1.07871	1.04371	20.03	11554.32
84	2009.12.31 18:57	close at stop	32	0.10	1.04661	1.06940	1.03440	-68.93	11485.39