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=0.1; ProfitMade=19; LotLimit=12.8;
Bars in test	1515	Ticks modelled	13777	Modelling quality	n/a
Mismatched charts errors	2
Initial deposit	10000.00
Total net profit	-11072.25	Gross profit	2071.91	Gross loss	-13144.16
Profit factor	0.16	Expected payoff	-553.61
Absolute drawdown	11072.25	Maximal drawdown	11072.25 (110.72%)	Relative drawdown	110.72% (11072.25)
Total trades	20	Short positions (won %)	10 (40.00%)	Long positions (won %)	10 (40.00%)
		Profit trades (% of total)	8 (40.00%)	Loss trades (% of total)	12 (60.00%)
Largest		profit trade	754.65	loss trade	-5652.86
Average		profit trade	258.99	loss trade	-1095.35
Maximum		consecutive wins (profit in money)	1 (754.65)	consecutive losses (loss in money)	3 (-2383.19)
Maximal		consecutive profit (count of wins)	754.65 (1)	consecutive loss (count of losses)	-5652.86 (1)
Average		consecutive wins	1	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 00:00	buy	1	0.10	1.05675	0.00000	0.00000
2	2009.12.01 00:00	sell	2	0.10	1.05597	0.00000	0.00000
3	2009.12.01 00:40	close	2	0.10	1.05525	0.00000	0.00000	6.82	10006.82
4	2009.12.01 01:00	close	1	0.10	1.05391	0.00000	0.00000	-26.95	9979.87
5	2009.12.01 01:00	buy	3	0.20	1.05469	0.00000	0.00000
6	2009.12.01 01:00	sell	4	0.20	1.05391	0.00000	0.00000
7	2009.12.01 01:43	close	3	0.20	1.05494	0.00000	0.00000	4.74	9984.61
8	2009.12.01 02:00	close	4	0.20	1.05658	0.00000	0.00000	-50.54	9934.07
9	2009.12.01 02:00	buy	5	0.40	1.05658	0.00000	0.00000
10	2009.12.01 02:00	sell	6	0.40	1.05580	0.00000	0.00000
11	2009.12.01 03:00	close	5	0.40	1.05607	0.00000	0.00000	-19.32	9914.75
12	2009.12.01 03:00	close	6	0.40	1.05685	0.00000	0.00000	-39.74	9875.01
13	2009.12.01 03:00	buy	7	0.80	1.05685	0.00000	0.00000
14	2009.12.01 03:00	sell	8	0.80	1.05607	0.00000	0.00000
15	2009.12.01 03:45	close	8	0.80	1.05580	0.00000	0.00000	20.46	9895.47
16	2009.12.01 04:00	close	7	0.80	1.05467	0.00000	0.00000	-165.36	9730.11
17	2009.12.01 04:00	buy	9	1.60	1.05545	0.00000	0.00000
18	2009.12.01 04:00	sell	10	1.60	1.05467	0.00000	0.00000
19	2009.12.01 04:45	close	9	1.60	1.05573	0.00000	0.00000	42.44	9772.55
20	2009.12.01 05:00	close	10	1.60	1.05613	0.00000	0.00000	-221.18	9551.37
21	2009.12.01 05:00	buy	11	3.20	1.05613	0.00000	0.00000
22	2009.12.01 05:00	sell	12	3.20	1.05535	0.00000	0.00000
23	2009.12.01 05:50	close	11	3.20	1.05655	0.00000	0.00000	127.21	9678.58
24	2009.12.01 06:00	close	12	3.20	1.05623	0.00000	0.00000	-266.61	9411.97
25	2009.12.01 06:00	buy	13	6.40	1.05623	0.00000	0.00000
26	2009.12.01 06:00	sell	14	6.40	1.05545	0.00000	0.00000
27	2009.12.01 06:15	close	13	6.40	1.05703	0.00000	0.00000	484.38	9896.35
28	2009.12.01 07:00	close	14	6.40	1.05626	0.00000	0.00000	-490.79	9405.56
29	2009.12.01 07:00	buy	15	12.80	1.05626	0.00000	0.00000
30	2009.12.01 07:00	sell	16	12.80	1.05548	0.00000	0.00000
31	2009.12.01 08:00	close	15	12.80	1.05501	0.00000	0.00000	-1516.57	7888.99
32	2009.12.01 08:00	close	16	12.80	1.05579	0.00000	0.00000	-375.83	7513.16
33	2009.12.01 08:00	buy	17	12.80	1.05579	0.00000	0.00000
34	2009.12.01 08:00	sell	18	12.80	1.05501	0.00000	0.00000
35	2009.12.01 08:03	close	18	12.80	1.05449	0.00000	0.00000	631.21	8144.37
36	2009.12.01 09:00	close	17	12.80	1.05224	0.00000	0.00000	-4318.41	3825.96
37	2009.12.01 09:00	buy	19	12.80	1.05302	0.00000	0.00000
38	2009.12.01 09:00	sell	20	12.80	1.05224	0.00000	0.00000
39	2009.12.01 09:03	close	20	12.80	1.05162	0.00000	0.00000	754.65	4580.61
40	2009.12.01 09:16	close at stop	19	12.80	1.04839	0.00000	0.00000	-5652.86	-1072.25