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		Lots=1;
Bars in test	1515	Ticks modelled	13777	Modelling quality	n/a
Mismatched charts errors	2
Initial deposit	10000.00
Total net profit	-885.86	Gross profit	3259.36	Gross loss	-4145.23
Profit factor	0.79	Expected payoff	-25.31
Absolute drawdown	2067.12	Maximal drawdown	2300.65 (22.48%)	Relative drawdown	22.48% (2300.65)
Total trades	35	Short positions (won %)	11 (45.45%)	Long positions (won %)	24 (62.50%)
		Profit trades (% of total)	20 (57.14%)	Loss trades (% of total)	15 (42.86%)
Largest		profit trade	738.29	loss trade	-561.50
Average		profit trade	162.97	loss trade	-276.35
Maximum		consecutive wins (profit in money)	5 (1055.31)	consecutive losses (loss in money)	5 (-1046.39)
Maximal		consecutive profit (count of wins)	1055.31 (5)	consecutive loss (count of losses)	-1046.39 (5)
Average		consecutive wins	3	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.03 07:40	sell	1	1.00	1.04875	1.05173	1.04013
2	2009.12.03 14:40	s/l	1	1.00	1.05173	1.05173	1.04013	-283.23	9716.77
3	2009.12.04 07:50	sell	2	1.00	1.05538	1.05800	1.04172
4	2009.12.04 09:42	close	2	1.00	1.05656	1.05800	1.04172	-111.68	9605.09
5	2009.12.07 09:36	buy	3	1.00	1.06083	1.05363	1.06133
6	2009.12.07 09:40	t/p	3	1.00	1.06133	1.05363	1.06133	47.05	9652.14
7	2009.12.07 09:40	buy	4	1.00	1.06283	1.05356	1.06333
8	2009.12.07 09:46	t/p	4	1.00	1.06333	1.05356	1.06333	46.98	9699.12
9	2009.12.07 09:46	buy	5	1.00	1.06432	1.05348	1.06482
10	2009.12.07 10:07	t/p	5	1.00	1.06482	1.05348	1.06482	46.95	9746.07
11	2009.12.07 14:46	sell	6	1.00	1.05340	1.06161	1.03728
12	2009.12.08 08:35	close	6	1.00	1.05275	1.06161	1.03728	61.74	9807.81
13	2009.12.08 08:37	buy	7	1.00	1.05213	1.04978	1.05474
14	2009.12.08 08:50	t/p	7	1.00	1.05474	1.04978	1.05474	247.30	10055.11
15	2009.12.08 08:50	buy	8	1.00	1.05555	1.04966	1.05605
16	2009.12.08 10:50	s/l	8	1.00	1.04966	1.04966	1.05605	-561.50	9493.61
17	2009.12.08 12:47	buy	9	1.00	1.05472	1.04993	1.05522
18	2009.12.08 12:50	t/p	9	1.00	1.05522	1.04993	1.05522	47.38	9540.99
19	2009.12.08 12:50	buy	10	1.00	1.05567	1.04989	1.05617
20	2009.12.08 14:15	t/p	10	1.00	1.05617	1.04989	1.05617	47.31	9588.30
21	2009.12.09 07:50	buy	11	1.00	1.06482	1.06034	1.06532
22	2009.12.09 09:20	s/l	11	1.00	1.06034	1.06034	1.06532	-422.71	9165.59
23	2009.12.10 05:35	buy	12	1.00	1.05722	1.05411	1.05772
24	2009.12.10 08:15	s/l	12	1.00	1.05411	1.05411	1.05772	-295.05	8870.54
25	2009.12.11 15:40	buy	13	1.00	1.05352	1.04891	1.05402
26	2009.12.11 16:10	t/p	13	1.00	1.05402	1.04891	1.05402	47.44	8917.98
27	2009.12.14 05:32	sell	14	1.00	1.05785	1.06223	1.04270
28	2009.12.14 06:00	close	14	1.00	1.05947	1.06223	1.04270	-152.91	8765.07
29	2009.12.14 16:55	sell	15	1.00	1.06018	1.06548	1.04270
30	2009.12.15 08:50	close	15	1.00	1.05948	1.06548	1.04270	66.07	8831.14
31	2009.12.15 08:52	buy	16	1.00	1.05884	1.05441	1.06067
32	2009.12.15 09:15	t/p	16	1.00	1.06067	1.05441	1.06067	172.47	9003.61
33	2009.12.16 09:55	sell	17	1.00	1.05951	1.06268	1.05026
34	2009.12.16 11:45	close	17	1.00	1.06256	1.06268	1.05026	-287.04	8716.57
35	2009.12.16 11:47	buy	18	1.00	1.06245	1.05735	1.06295
36	2009.12.16 15:50	s/l	18	1.00	1.05735	1.05735	1.06295	-482.50	8234.07
37	2009.12.16 20:17	buy	19	1.00	1.06117	1.05679	1.06167
38	2009.12.16 20:20	t/p	19	1.00	1.06167	1.05679	1.06167	47.05	8281.12
39	2009.12.16 20:20	buy	20	1.00	1.06284	1.05673	1.06334
40	2009.12.16 20:50	t/p	20	1.00	1.06334	1.05673	1.06334	46.99	8328.11
41	2009.12.16 20:50	buy	21	1.00	1.06434	1.05665	1.06484
42	2009.12.17 03:02	t/p	21	1.00	1.06484	1.05665	1.06484	46.10	8374.21
43	2009.12.18 17:57	buy	22	1.00	1.06850	1.06503	1.06900
44	2009.12.18 18:00	close	22	1.00	1.06774	1.06503	1.06900	-71.18	8303.03
45	2009.12.21 10:59	sell	23	1.00	1.06522	1.07058	1.05742
46	2009.12.21 13:20	t/p	23	1.00	1.05742	1.07058	1.05742	738.29	9041.32
47	2009.12.21 19:53	buy	24	1.00	1.06299	1.05925	1.06712
48	2009.12.22 06:47	close	24	1.00	1.06143	1.05925	1.06712	-147.25	8894.07
49	2009.12.22 06:50	sell	25	1.00	1.06108	1.06297	1.04583
50	2009.12.22 16:45	close	25	1.00	1.06120	1.06297	1.04583	-11.31	8882.76
51	2009.12.22 16:47	buy	26	1.00	1.06095	1.05664	1.06206
52	2009.12.22 17:45	s/l	26	1.00	1.05664	1.05664	1.06206	-408.05	8474.71
53	2009.12.24 07:45	sell	27	1.00	1.04806	1.04920	1.04032
54	2009.12.24 14:55	close	27	1.00	1.04834	1.04920	1.04032	-26.71	8448.00
55	2009.12.24 14:59	buy	28	1.00	1.04853	1.04381	1.05105
56	2009.12.28 16:50	s/l	28	1.00	1.04381	1.04381	1.05105	-453.06	7994.94
57	2009.12.29 07:50	sell	29	1.00	1.04254	1.04432	1.03671
58	2009.12.29 15:07	t/p	29	1.00	1.03671	1.04432	1.03671	562.38	8557.32
59	2009.12.29 16:56	buy	30	1.00	1.04120	1.03761	1.04487
60	2009.12.30 01:40	t/p	30	1.00	1.04487	1.03761	1.04487	350.92	8908.24
61	2009.12.30 15:32	buy	31	1.00	1.05316	1.04737	1.05366
62	2009.12.30 15:40	t/p	31	1.00	1.05366	1.04737	1.05366	47.40	8955.64
63	2009.12.30 15:40	buy	32	1.00	1.05502	1.04730	1.05552
64	2009.12.30 15:45	t/p	32	1.00	1.05552	1.04730	1.05552	47.34	9002.98
65	2009.12.30 15:45	buy	33	1.00	1.05641	1.04723	1.05691
66	2009.12.30 15:50	t/p	33	1.00	1.05691	1.04723	1.05691	47.27	9050.25
67	2009.12.30 15:50	buy	34	1.00	1.05781	1.04716	1.05831
68	2009.12.30 16:00	close	34	1.00	1.05327	1.04716	1.05831	-431.04	8619.21
69	2009.12.31 02:47	sell	35	1.00	1.05179	1.05481	1.03778
70	2009.12.31 18:57	close at stop	35	1.00	1.04661	1.05481	1.03778	494.93	9114.14