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		StopLoss=50; BreakEven=9; TrailingStop=10; MAfilter=10; UseOptimizedValues=false; Lots=0.1;
Bars in test	1515	Ticks modelled	13777	Modelling quality	n/a
Mismatched charts errors	2
Initial deposit	10000.00
Total net profit	-24.31	Gross profit	18.20	Gross loss	-42.51
Profit factor	0.43	Expected payoff	-1.87
Absolute drawdown	40.46	Maximal drawdown	66.43 (0.66%)	Relative drawdown	0.66% (66.43)
Total trades	13	Short positions (won %)	7 (42.86%)	Long positions (won %)	6 (16.67%)
		Profit trades (% of total)	4 (30.77%)	Loss trades (% of total)	9 (69.23%)
Largest		profit trade	17.91	loss trade	-4.78
Average		profit trade	4.55	loss trade	-4.72
Maximum		consecutive wins (profit in money)	2 (0.20)	consecutive losses (loss in money)	4 (-19.03)
Maximal		consecutive profit (count of wins)	17.91 (1)	consecutive loss (count of losses)	-19.03 (4)
Average		consecutive wins	1	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.02 17:05	buy limit	1	0.10	1.04566	1.04516	1.04753
2	2009.12.02 17:37	expiration	1	0.10	1.04566	1.04516	1.04753
3	2009.12.02 17:52	buy limit	2	0.10	1.04573	1.04523	1.04788
4	2009.12.02 18:22	expiration	2	0.10	1.04573	1.04523	1.04788
5	2009.12.07 11:10	buy limit	3	0.10	1.05926	1.05876	1.06116
6	2009.12.07 11:37	buy	3	0.10	1.05926	1.05876	1.06116
7	2009.12.07 11:40	modify	3	0.10	1.05926	1.05927	1.06116
8	2009.12.07 11:50	t/p	3	0.10	1.06116	1.05927	1.06116	17.91	10017.91
9	2009.12.07 14:02	buy limit	4	0.10	1.05926	1.05876	1.06134
10	2009.12.07 14:20	buy	4	0.10	1.05926	1.05876	1.06134
11	2009.12.07 14:22	s/l	4	0.10	1.05876	1.05876	1.06134	-4.72	10013.19
12	2009.12.08 12:15	buy limit	5	0.10	1.05249	1.05199	1.05487
13	2009.12.08 12:47	expiration	5	0.10	1.05249	1.05199	1.05487
14	2009.12.09 09:07	buy limit	6	0.10	1.06345	1.06295	1.06538
15	2009.12.09 09:10	buy	6	0.10	1.06345	1.06295	1.06538
16	2009.12.09 09:12	s/l	6	0.10	1.06295	1.06295	1.06538	-4.71	10008.48
17	2009.12.09 11:15	sell limit	7	0.10	1.06228	1.06278	1.06035
18	2009.12.09 11:47	expiration	7	0.10	1.06228	1.06278	1.06035
19	2009.12.09 16:10	sell limit	8	0.10	1.06158	1.06208	1.05962
20	2009.12.09 16:42	expiration	8	0.10	1.06158	1.06208	1.05962
21	2009.12.16 15:50	sell limit	9	0.10	1.05987	1.06037	1.05579
22	2009.12.16 16:20	sell	9	0.10	1.05987	1.06037	1.05579
23	2009.12.16 16:33	modify	9	0.10	1.05987	1.05986	1.05579
24	2009.12.16 17:07	s/l	9	0.10	1.05986	1.05986	1.05579	0.09	10008.57
25	2009.12.17 16:07	buy limit	10	0.10	1.07014	1.06964	1.07227
26	2009.12.17 16:10	buy	10	0.10	1.07014	1.06964	1.07227
27	2009.12.17 16:12	s/l	10	0.10	1.06964	1.06964	1.07227	-4.68	10003.89
28	2009.12.17 17:15	buy limit	11	0.10	1.07014	1.06964	1.07213
29	2009.12.17 17:47	expiration	11	0.10	1.07014	1.06964	1.07213
30	2009.12.18 15:15	sell limit	12	0.10	1.06666	1.06716	1.06439
31	2009.12.18 15:47	expiration	12	0.10	1.06666	1.06716	1.06439
32	2009.12.18 18:20	sell limit	13	0.10	1.06638	1.06688	1.06406
33	2009.12.18 18:32	sell	13	0.10	1.06638	1.06688	1.06406
34	2009.12.18 18:35	s/l	13	0.10	1.06688	1.06688	1.06406	-4.68	9999.21
35	2009.12.18 18:50	sell limit	14	0.10	1.06638	1.06688	1.06449
36	2009.12.18 19:15	sell	14	0.10	1.06638	1.06688	1.06449
37	2009.12.18 19:17	s/l	14	0.10	1.06688	1.06688	1.06449	-4.69	9994.52
38	2009.12.22 17:20	sell limit	15	0.10	1.05860	1.05910	1.05616
39	2009.12.22 17:27	sell	15	0.10	1.05860	1.05910	1.05616
40	2009.12.22 17:27	modify	15	0.10	1.05860	1.05859	1.05616
41	2009.12.22 17:37	s/l	15	0.10	1.05859	1.05859	1.05616	0.10	9994.62
42	2009.12.22 17:40	sell limit	16	0.10	1.05860	1.05910	1.05586
43	2009.12.22 18:12	expiration	16	0.10	1.05860	1.05910	1.05586
44	2009.12.23 09:47	sell limit	17	0.10	1.05568	1.05618	1.05371
45	2009.12.23 10:07	sell	17	0.10	1.05568	1.05618	1.05371
46	2009.12.23 10:15	modify	17	0.10	1.05568	1.05567	1.05371
47	2009.12.23 10:40	s/l	17	0.10	1.05567	1.05567	1.05371	0.10	9994.72
48	2009.12.23 11:20	sell limit	18	0.10	1.05567	1.05617	1.05383
49	2009.12.23 11:50	sell	18	0.10	1.05567	1.05617	1.05383
50	2009.12.23 11:55	s/l	18	0.10	1.05617	1.05617	1.05383	-4.73	9989.99
51	2009.12.28 08:26	buy limit	19	0.10	1.04799	1.04749	1.04999
52	2009.12.28 08:59	expiration	19	0.10	1.04799	1.04749	1.04999
53	2009.12.28 13:59	sell limit	20	0.10	1.04752	1.04802	1.04526
54	2009.12.28 14:30	expiration	20	0.10	1.04752	1.04802	1.04526
55	2009.12.30 10:02	buy limit	21	0.10	1.04777	1.04727	1.04984
56	2009.12.30 10:32	expiration	21	0.10	1.04777	1.04727	1.04984
57	2009.12.30 10:32	buy limit	22	0.10	1.04777	1.04727	1.05008
58	2009.12.30 10:50	buy	22	0.10	1.04777	1.04727	1.05008
59	2009.12.30 10:55	s/l	22	0.10	1.04727	1.04727	1.05008	-4.78	9985.21
60	2009.12.30 11:37	buy limit	23	0.10	1.04825	1.04775	1.05015
61	2009.12.30 11:45	buy	23	0.10	1.04825	1.04775	1.05015
62	2009.12.30 11:47	s/l	23	0.10	1.04775	1.04775	1.05015	-4.77	9980.44
63	2009.12.30 12:45	buy limit	24	0.10	1.04871	1.04821	1.05104
64	2009.12.30 13:17	expiration	24	0.10	1.04871	1.04821	1.05104
65	2009.12.30 14:15	buy limit	25	0.10	1.04893	1.04843	1.05091
66	2009.12.30 14:47	expiration	25	0.10	1.04893	1.04843	1.05091
67	2009.12.30 15:05	buy limit	26	0.10	1.04893	1.04843	1.05121
68	2009.12.30 15:37	expiration	26	0.10	1.04893	1.04843	1.05121
69	2009.12.30 17:10	buy limit	27	0.10	1.05197	1.05147	1.05410
70	2009.12.30 17:42	expiration	27	0.10	1.05197	1.05147	1.05410
71	2009.12.31 14:20	sell limit	28	0.10	1.05030	1.05080	1.04798
72	2009.12.31 14:32	sell	28	0.10	1.05030	1.05080	1.04798
73	2009.12.31 14:35	s/l	28	0.10	1.05080	1.05080	1.04798	-4.75	9975.69
74	2009.12.31 14:50	sell limit	29	0.10	1.05030	1.05080	1.04745
75	2009.12.31 15:22	expiration	29	0.10	1.05030	1.05080	1.04745