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		BeginSession1=6; EndSession1=10; BeginSession2=10; EndSession2=14; Lots=0.1; PipsForEntry=5; LocalTimeZone=1; DestTimeZone=1; ClsOnlUnprTX=1; ProtectYourInvestments=0; Type_TS_Calc=1; FactorTSCalculation=0.5; TrailingStop=40; TakeProfit=120; InitialStopLoss=50;
Bars in test	1515	Ticks modelled	13777	Modelling quality	n/a
Mismatched charts errors	2
Initial deposit	10000.00
Total net profit	-222.59	Gross profit	57.15	Gross loss	-279.74
Profit factor	0.20	Expected payoff	-3.48
Absolute drawdown	222.87	Maximal drawdown	234.38 (2.34%)	Relative drawdown	2.34% (234.38)
Total trades	64	Short positions (won %)	32 (9.38%)	Long positions (won %)	32 (6.25%)
		Profit trades (% of total)	5 (7.81%)	Loss trades (% of total)	59 (92.19%)
Largest		profit trade	11.51	loss trade	-4.82
Average		profit trade	11.43	loss trade	-4.74
Maximum		consecutive wins (profit in money)	1 (11.51)	consecutive losses (loss in money)	36 (-170.05)
Maximal		consecutive profit (count of wins)	11.51 (1)	consecutive loss (count of losses)	-170.05 (36)
Average		consecutive wins	1	consecutive losses	12

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 10:00	buy stop	1	0.10	1.05642	1.05592	1.05762
2	2009.12.01 14:00	sell stop	2	0.10	1.04454	1.04504	1.04334
3	2009.12.01 14:15	sell	2	0.10	1.04454	1.04504	1.04334
4	2009.12.01 14:20	t/p	2	0.10	1.04334	1.04504	1.04334	11.51	10011.51
5	2009.12.01 23:59	expiration	1	0.10	1.05642	1.05592	1.05762
6	2009.12.02 10:00	buy stop	3	0.10	1.04696	1.04646	1.04816
7	2009.12.02 10:00	sell stop	4	0.10	1.04337	1.04387	1.04217
8	2009.12.02 11:02	sell	4	0.10	1.04337	1.04387	1.04217
9	2009.12.02 11:05	s/l	4	0.10	1.04387	1.04387	1.04217	-4.79	10006.72
10	2009.12.02 12:32	buy	3	0.10	1.04696	1.04646	1.04816
11	2009.12.02 12:35	s/l	3	0.10	1.04646	1.04646	1.04816	-4.77	10001.95
12	2009.12.02 14:00	buy stop	5	0.10	1.04669	1.04619	1.04789
13	2009.12.02 14:00	sell stop	6	0.10	1.04303	1.04353	1.04183
14	2009.12.02 14:40	buy	5	0.10	1.04669	1.04619	1.04789
15	2009.12.02 14:42	s/l	5	0.10	1.04619	1.04619	1.04789	-4.78	9997.17
16	2009.12.02 23:59	expiration	6	0.10	1.04303	1.04353	1.04183
17	2009.12.03 10:00	buy stop	7	0.10	1.05103	1.05053	1.05223
18	2009.12.03 10:00	sell stop	8	0.10	1.04610	1.04660	1.04490
19	2009.12.03 11:40	buy	7	0.10	1.05103	1.05053	1.05223
20	2009.12.03 11:43	s/l	7	0.10	1.05053	1.05053	1.05223	-4.76	9992.41
21	2009.12.03 14:00	buy stop	9	0.10	1.05109	1.05059	1.05229
22	2009.12.03 14:00	sell stop	10	0.10	1.04848	1.04898	1.04728
23	2009.12.03 14:20	buy	9	0.10	1.05109	1.05059	1.05229
24	2009.12.03 14:22	s/l	9	0.10	1.05059	1.05059	1.05229	-4.76	9987.65
25	2009.12.03 23:59	expiration	8	0.10	1.04610	1.04660	1.04490
26	2009.12.03 23:59	expiration	10	0.10	1.04848	1.04898	1.04728
27	2009.12.04 10:00	buy stop	11	0.10	1.05725	1.05675	1.05845
28	2009.12.04 10:00	sell stop	12	0.10	1.05328	1.05378	1.05208
29	2009.12.04 12:50	sell	12	0.10	1.05328	1.05378	1.05208
30	2009.12.04 12:53	s/l	12	0.10	1.05378	1.05378	1.05208	-4.74	9982.91
31	2009.12.04 14:00	buy stop	13	0.10	1.05562	1.05512	1.05682
32	2009.12.04 14:00	sell stop	14	0.10	1.04562	1.04612	1.04442
33	2009.12.04 14:32	sell	14	0.10	1.04562	1.04612	1.04442
34	2009.12.04 14:37	t/p	14	0.10	1.04442	1.04612	1.04442	11.49	9994.40
35	2009.12.04 19:20	buy	13	0.10	1.05562	1.05512	1.05682
36	2009.12.04 19:22	s/l	13	0.10	1.05512	1.05512	1.05682	-4.75	9989.65
37	2009.12.04 19:50	buy	11	0.10	1.05725	1.05675	1.05845
38	2009.12.04 19:57	s/l	11	0.10	1.05675	1.05675	1.05845	-4.73	9984.92
39	2009.12.07 10:00	sell stop	15	0.10	1.05360	1.05410	1.05240
40	2009.12.07 14:00	buy stop	16	0.10	1.06318	1.06268	1.06438
41	2009.12.07 14:00	sell stop	17	0.10	1.05806	1.05856	1.05686
42	2009.12.07 14:30	sell	17	0.10	1.05806	1.05856	1.05686
43	2009.12.07 14:40	t/p	17	0.10	1.05686	1.05856	1.05686	11.36	9996.28
44	2009.12.07 14:46	sell	15	0.10	1.05360	1.05410	1.05240
45	2009.12.07 14:50	s/l	15	0.10	1.05410	1.05410	1.05240	-4.74	9991.54
46	2009.12.07 23:59	expiration	16	0.10	1.06318	1.06268	1.06438
47	2009.12.08 10:00	buy stop	18	0.10	1.05606	1.05556	1.05726
48	2009.12.08 10:00	sell stop	19	0.10	1.04975	1.05025	1.04855
49	2009.12.08 10:50	sell	19	0.10	1.04975	1.05025	1.04855
50	2009.12.08 10:57	s/l	19	0.10	1.05025	1.05025	1.04855	-4.76	9986.78
51	2009.12.08 12:50	buy	18	0.10	1.05606	1.05556	1.05726
52	2009.12.08 12:52	s/l	18	0.10	1.05556	1.05556	1.05726	-4.74	9982.04
53	2009.12.08 14:00	buy stop	20	0.10	1.05556	1.05506	1.05676
54	2009.12.08 14:00	sell stop	21	0.10	1.04935	1.04985	1.04815
55	2009.12.08 14:10	buy	20	0.10	1.05556	1.05506	1.05676
56	2009.12.08 14:20	t/p	20	0.10	1.05676	1.05506	1.05676	11.35	9993.39
57	2009.12.08 23:59	expiration	21	0.10	1.04935	1.04985	1.04815
58	2009.12.09 10:00	buy stop	22	0.10	1.06477	1.06427	1.06597
59	2009.12.09 10:00	sell stop	23	0.10	1.05978	1.06028	1.05858
60	2009.12.09 11:50	sell	23	0.10	1.05978	1.06028	1.05858
61	2009.12.09 11:52	s/l	23	0.10	1.06028	1.06028	1.05858	-4.72	9988.67
62	2009.12.09 14:00	buy stop	24	0.10	1.06306	1.06256	1.06426
63	2009.12.09 14:00	sell stop	25	0.10	1.05911	1.05961	1.05791
64	2009.12.09 14:20	sell	25	0.10	1.05911	1.05961	1.05791
65	2009.12.09 14:27	s/l	25	0.10	1.05961	1.05961	1.05791	-4.72	9983.95
66	2009.12.09 15:20	buy	24	0.10	1.06306	1.06256	1.06426
67	2009.12.09 15:27	s/l	24	0.10	1.06256	1.06256	1.06426	-4.71	9979.24
68	2009.12.09 23:59	expiration	22	0.10	1.06477	1.06427	1.06597
69	2009.12.10 10:00	buy stop	26	0.10	1.05823	1.05773	1.05943
70	2009.12.10 10:00	sell stop	27	0.10	1.05323	1.05373	1.05203
71	2009.12.10 11:15	sell	27	0.10	1.05323	1.05373	1.05203
72	2009.12.10 11:17	s/l	27	0.10	1.05373	1.05373	1.05203	-4.75	9974.49
73	2009.12.10 14:00	buy stop	28	0.10	1.05462	1.05412	1.05582
74	2009.12.10 14:00	sell stop	29	0.10	1.04964	1.05014	1.04844
75	2009.12.10 14:40	sell	29	0.10	1.04964	1.05014	1.04844
76	2009.12.10 14:42	s/l	29	0.10	1.05014	1.05014	1.04844	-4.76	9969.73
77	2009.12.10 16:20	buy	28	0.10	1.05462	1.05412	1.05582
78	2009.12.10 16:22	s/l	28	0.10	1.05412	1.05412	1.05582	-4.74	9964.99
79	2009.12.10 23:59	expiration	26	0.10	1.05823	1.05773	1.05943
80	2009.12.11 10:00	buy stop	30	0.10	1.05325	1.05275	1.05445
81	2009.12.11 10:00	sell stop	31	0.10	1.04999	1.05049	1.04879
82	2009.12.11 10:20	sell	31	0.10	1.04999	1.05049	1.04879
83	2009.12.11 10:27	s/l	31	0.10	1.05049	1.05049	1.04879	-4.76	9960.23
84	2009.12.11 14:00	buy stop	32	0.10	1.05107	1.05057	1.05227
85	2009.12.11 14:00	sell stop	33	0.10	1.04842	1.04892	1.04722
86	2009.12.11 14:20	sell	33	0.10	1.04842	1.04892	1.04722
87	2009.12.11 14:22	s/l	33	0.10	1.04892	1.04892	1.04722	-4.77	9955.46
88	2009.12.11 14:50	buy	32	0.10	1.05107	1.05057	1.05227
89	2009.12.11 14:52	s/l	32	0.10	1.05057	1.05057	1.05227	-4.76	9950.70
90	2009.12.11 15:20	buy	30	0.10	1.05325	1.05275	1.05445
91	2009.12.11 15:22	s/l	30	0.10	1.05275	1.05275	1.05445	-4.75	9945.95
92	2009.12.14 10:00	buy stop	34	0.10	1.06346	1.06296	1.06466
93	2009.12.14 10:00	sell stop	35	0.10	1.05648	1.05698	1.05528
94	2009.12.14 11:02	buy	34	0.10	1.06346	1.06296	1.06466
95	2009.12.14 11:05	s/l	34	0.10	1.06296	1.06296	1.06466	-4.71	9941.24
96	2009.12.14 14:00	buy stop	36	0.10	1.06586	1.06536	1.06706
97	2009.12.14 14:00	sell stop	37	0.10	1.06125	1.06175	1.06005
98	2009.12.14 14:20	buy	36	0.10	1.06586	1.06536	1.06706
99	2009.12.14 14:22	s/l	36	0.10	1.06536	1.06536	1.06706	-4.70	9936.54
100	2009.12.14 16:50	sell	37	0.10	1.06125	1.06175	1.06005
101	2009.12.14 16:57	s/l	37	0.10	1.06175	1.06175	1.06005	-4.71	9931.83
102	2009.12.14 23:59	expiration	35	0.10	1.05648	1.05698	1.05528
103	2009.12.15 10:00	sell stop	38	0.10	1.05516	1.05566	1.05396
104	2009.12.15 14:00	buy stop	39	0.10	1.06515	1.06465	1.06635
105	2009.12.15 14:00	sell stop	40	0.10	1.06070	1.06120	1.05950
106	2009.12.15 14:50	sell	40	0.10	1.06070	1.06120	1.05950
107	2009.12.15 14:57	s/l	40	0.10	1.06120	1.06120	1.05950	-4.71	9927.12
108	2009.12.15 23:59	expiration	38	0.10	1.05516	1.05566	1.05396
109	2009.12.15 23:59	expiration	39	0.10	1.06515	1.06465	1.06635
110	2009.12.16 10:00	buy stop	41	0.10	1.06279	1.06229	1.06399
111	2009.12.16 10:00	sell stop	42	0.10	1.05926	1.05976	1.05806
112	2009.12.16 10:15	sell	42	0.10	1.05926	1.05976	1.05806
113	2009.12.16 10:17	s/l	42	0.10	1.05976	1.05976	1.05806	-4.72	9922.40
114	2009.12.16 11:45	buy	41	0.10	1.06279	1.06229	1.06399
115	2009.12.16 11:47	s/l	41	0.10	1.06229	1.06229	1.06399	-4.71	9917.69
116	2009.12.16 14:00	buy stop	43	0.10	1.06278	1.06228	1.06398
117	2009.12.16 14:00	sell stop	44	0.10	1.05821	1.05871	1.05701
118	2009.12.16 15:50	sell	44	0.10	1.05821	1.05871	1.05701
119	2009.12.16 15:57	s/l	44	0.10	1.05871	1.05871	1.05701	-4.72	9912.97
120	2009.12.16 20:20	buy	43	0.10	1.06278	1.06228	1.06398
121	2009.12.16 20:22	s/l	43	0.10	1.06228	1.06228	1.06398	-4.71	9908.26
122	2009.12.17 10:00	buy stop	45	0.10	1.07047	1.06997	1.07167
123	2009.12.17 10:00	sell stop	46	0.10	1.06570	1.06620	1.06450
124	2009.12.17 10:45	buy	45	0.10	1.07047	1.06997	1.07167
125	2009.12.17 11:07	s/l	45	0.10	1.06997	1.06997	1.07167	-4.67	9903.59
126	2009.12.17 14:00	buy stop	47	0.10	1.07373	1.07323	1.07493
127	2009.12.17 14:00	sell stop	48	0.10	1.06961	1.07011	1.06841
128	2009.12.17 14:15	buy	47	0.10	1.07373	1.07323	1.07493
129	2009.12.17 14:27	s/l	47	0.10	1.07323	1.07323	1.07493	-4.67	9898.92
130	2009.12.17 15:32	sell	48	0.10	1.06961	1.07011	1.06841
131	2009.12.17 15:45	s/l	48	0.10	1.07011	1.07011	1.06841	-4.67	9894.25
132	2009.12.17 23:59	expiration	46	0.10	1.06570	1.06620	1.06450
133	2009.12.18 10:00	buy stop	49	0.10	1.06927	1.06877	1.07047
134	2009.12.18 10:00	sell stop	50	0.10	1.06567	1.06617	1.06447
135	2009.12.18 10:10	buy	49	0.10	1.06927	1.06877	1.07047
136	2009.12.18 10:12	s/l	49	0.10	1.06877	1.06877	1.07047	-4.68	9889.57
137	2009.12.18 11:50	sell	50	0.10	1.06567	1.06617	1.06447
138	2009.12.18 11:52	s/l	50	0.10	1.06617	1.06617	1.06447	-4.69	9884.88
139	2009.12.18 14:00	buy stop	51	0.10	1.06822	1.06772	1.06942
140	2009.12.18 14:00	sell stop	52	0.10	1.06322	1.06372	1.06202
141	2009.12.18 14:50	buy	51	0.10	1.06822	1.06772	1.06942
142	2009.12.18 14:52	s/l	51	0.10	1.06772	1.06772	1.06942	-4.69	9880.19
143	2009.12.18 16:02	sell	52	0.10	1.06322	1.06372	1.06202
144	2009.12.18 16:05	s/l	52	0.10	1.06372	1.06372	1.06202	-4.70	9875.49
145	2009.12.21 10:00	sell stop	53	0.10	1.06533	1.06583	1.06413
146	2009.12.21 10:59	sell	53	0.10	1.06533	1.06583	1.06413
147	2009.12.21 11:00	s/l	53	0.10	1.06583	1.06583	1.06413	-4.69	9870.80
148	2009.12.21 14:00	buy stop	54	0.10	1.06582	1.06532	1.06702
149	2009.12.21 14:00	sell stop	55	0.10	1.05454	1.05504	1.05334
150	2009.12.21 14:20	sell	55	0.10	1.05454	1.05504	1.05334
151	2009.12.21 14:22	s/l	55	0.10	1.05504	1.05504	1.05334	-4.74	9866.06
152	2009.12.21 23:59	expiration	54	0.10	1.06582	1.06532	1.06702
153	2009.12.22 10:00	buy stop	56	0.10	1.06201	1.06151	1.06321
154	2009.12.22 10:00	sell stop	57	0.10	1.05746	1.05796	1.05626
155	2009.12.22 10:20	sell	57	0.10	1.05746	1.05796	1.05626
156	2009.12.22 10:22	s/l	57	0.10	1.05796	1.05796	1.05626	-4.72	9861.34
157	2009.12.22 14:00	buy stop	58	0.10	1.05850	1.05800	1.05970
158	2009.12.22 14:00	sell stop	59	0.10	1.05535	1.05585	1.05415
159	2009.12.22 14:15	buy	58	0.10	1.05850	1.05800	1.05970
160	2009.12.22 14:40	s/l	58	0.10	1.05800	1.05800	1.05970	-4.73	9856.61
161	2009.12.22 16:50	buy	56	0.10	1.06201	1.06151	1.06321
162	2009.12.22 16:52	s/l	56	0.10	1.06151	1.06151	1.06321	-4.71	9851.90
163	2009.12.22 17:50	sell	59	0.10	1.05535	1.05585	1.05415
164	2009.12.22 17:52	s/l	59	0.10	1.05585	1.05585	1.05415	-4.73	9847.17
165	2009.12.23 10:00	buy stop	60	0.10	1.05669	1.05619	1.05789
166	2009.12.23 10:00	sell stop	61	0.10	1.05366	1.05416	1.05246
167	2009.12.23 10:50	buy	60	0.10	1.05669	1.05619	1.05789
168	2009.12.23 10:52	s/l	60	0.10	1.05619	1.05619	1.05789	-4.74	9842.43
169	2009.12.23 12:20	sell	61	0.10	1.05366	1.05416	1.05246
170	2009.12.23 12:22	s/l	61	0.10	1.05416	1.05416	1.05246	-4.75	9837.68
171	2009.12.23 14:00	buy stop	62	0.10	1.05675	1.05625	1.05795
172	2009.12.23 23:59	expiration	62	0.10	1.05675	1.05625	1.05795
173	2009.12.24 10:00	buy stop	63	0.10	1.04907	1.04857	1.05027
174	2009.12.24 10:00	sell stop	64	0.10	1.04702	1.04752	1.04582
175	2009.12.24 10:20	sell	64	0.10	1.04702	1.04752	1.04582
176	2009.12.24 10:22	s/l	64	0.10	1.04752	1.04752	1.04582	-4.78	9832.90
177	2009.12.24 14:00	buy stop	65	0.10	1.04769	1.04719	1.04889
178	2009.12.24 14:00	sell stop	66	0.10	1.04476	1.04526	1.04356
179	2009.12.24 14:20	sell	66	0.10	1.04476	1.04526	1.04356
180	2009.12.24 14:22	s/l	66	0.10	1.04526	1.04526	1.04356	-4.78	9828.12
181	2009.12.24 14:45	buy	65	0.10	1.04769	1.04719	1.04889
182	2009.12.24 14:50	buy	63	0.10	1.04907	1.04857	1.05027
183	2009.12.24 14:52	s/l	63	0.10	1.04857	1.04857	1.05027	-4.78	9823.34
184	2009.12.24 15:00	modify	65	0.10	1.04769	1.04798	1.04889
185	2009.12.24 15:02	t/p	65	0.10	1.04889	1.04798	1.04889	11.44	9834.78
186	2009.12.28 10:00	buy stop	67	0.10	1.04950	1.04900	1.05070
187	2009.12.28 10:00	sell stop	68	0.10	1.04595	1.04645	1.04475
188	2009.12.28 10:15	buy	67	0.10	1.04950	1.04900	1.05070
189	2009.12.28 10:17	s/l	67	0.10	1.04900	1.04900	1.05070	-4.77	9830.01
190	2009.12.28 13:50	sell	68	0.10	1.04595	1.04645	1.04475
191	2009.12.28 13:52	s/l	68	0.10	1.04645	1.04645	1.04475	-4.78	9825.23
192	2009.12.28 14:00	buy stop	69	0.10	1.04883	1.04833	1.05003
193	2009.12.28 14:00	sell stop	70	0.10	1.04590	1.04640	1.04470
194	2009.12.28 14:07	sell	70	0.10	1.04590	1.04640	1.04470
195	2009.12.28 14:10	s/l	70	0.10	1.04640	1.04640	1.04470	-4.77	9820.46
196	2009.12.28 23:59	expiration	69	0.10	1.04883	1.04833	1.05003
197	2009.12.29 10:00	buy stop	71	0.10	1.04388	1.04338	1.04508
198	2009.12.29 10:00	sell stop	72	0.10	1.03979	1.04029	1.03859
199	2009.12.29 12:40	sell	72	0.10	1.03979	1.04029	1.03859
200	2009.12.29 12:42	s/l	72	0.10	1.04029	1.04029	1.03859	-4.81	9815.65
201	2009.12.29 14:00	buy stop	73	0.10	1.04220	1.04170	1.04340
202	2009.12.29 14:00	sell stop	74	0.10	1.03727	1.03777	1.03607
203	2009.12.29 14:50	sell	74	0.10	1.03727	1.03777	1.03607
204	2009.12.29 14:57	s/l	74	0.10	1.03777	1.03777	1.03607	-4.82	9810.83
205	2009.12.29 16:46	buy	73	0.10	1.04220	1.04170	1.04340
206	2009.12.29 16:50	s/l	73	0.10	1.04170	1.04170	1.04340	-4.80	9806.03
207	2009.12.29 17:20	buy	71	0.10	1.04388	1.04338	1.04508
208	2009.12.29 17:27	s/l	71	0.10	1.04338	1.04338	1.04508	-4.79	9801.24
209	2009.12.30 10:00	buy stop	75	0.10	1.05099	1.05049	1.05219
210	2009.12.30 10:00	sell stop	76	0.10	1.04624	1.04674	1.04504
211	2009.12.30 14:00	buy stop	77	0.10	1.04987	1.04937	1.05107
212	2009.12.30 14:00	sell stop	78	0.10	1.04671	1.04721	1.04551
213	2009.12.30 14:20	buy	77	0.10	1.04987	1.04937	1.05107
214	2009.12.30 14:22	s/l	77	0.10	1.04937	1.04937	1.05107	-4.77	9796.47
215	2009.12.30 15:10	buy	75	0.10	1.05099	1.05049	1.05219
216	2009.12.30 15:12	s/l	75	0.10	1.05049	1.05049	1.05219	-4.76	9791.71
217	2009.12.30 23:59	expiration	76	0.10	1.04624	1.04674	1.04504
218	2009.12.30 23:59	expiration	78	0.10	1.04671	1.04721	1.04551
219	2009.12.31 10:00	buy stop	79	0.10	1.05376	1.05326	1.05496
220	2009.12.31 14:00	buy stop	80	0.10	1.05195	1.05145	1.05315
221	2009.12.31 14:00	sell stop	81	0.10	1.04683	1.04733	1.04563
222	2009.12.31 14:32	buy	80	0.10	1.05195	1.05145	1.05315
223	2009.12.31 14:40	s/l	80	0.10	1.05145	1.05145	1.05315	-4.76	9786.95
224	2009.12.31 16:37	buy	79	0.10	1.05376	1.05326	1.05496
225	2009.12.31 16:40	s/l	79	0.10	1.05326	1.05326	1.05496	-4.76	9782.19
226	2009.12.31 17:15	sell	81	0.10	1.04683	1.04733	1.04563
227	2009.12.31 17:17	s/l	81	0.10	1.04733	1.04733	1.04563	-4.78	9777.41