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		fast_ema_period=12; slow_ema_period=26; lwmaper1=4; lwmaper2=8; mn=1; MG=564651; Lots=0.01; maxpos=1;
Bars in test	1515	Ticks modelled	13777	Modelling quality	n/a
Mismatched charts errors	2
Initial deposit	10000.00
Total net profit	-7.08	Gross profit	77.98	Gross loss	-85.06
Profit factor	0.92	Expected payoff	-0.10
Absolute drawdown	21.19	Maximal drawdown	30.93 (0.31%)	Relative drawdown	0.31% (30.93)
Total trades	69	Short positions (won %)	35 (28.57%)	Long positions (won %)	34 (26.47%)
		Profit trades (% of total)	19 (27.54%)	Loss trades (% of total)	50 (72.46%)
Largest		profit trade	7.99	loss trade	-5.06
Average		profit trade	4.10	loss trade	-1.70
Maximum		consecutive wins (profit in money)	3 (11.21)	consecutive losses (loss in money)	10 (-18.33)
Maximal		consecutive profit (count of wins)	11.21 (3)	consecutive loss (count of losses)	-18.33 (10)
Average		consecutive wins	1	consecutive losses	4

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 05:00	buy	1	0.01	1.05555	0.00000	0.00000
2	2009.12.01 09:00	close	1	0.01	1.05224	0.00000	0.00000	-3.15	9996.85
3	2009.12.01 22:00	buy	2	0.01	1.04684	0.00000	0.00000
4	2009.12.02 11:00	sell	3	0.01	1.04365	0.00000	0.00000
5	2009.12.02 11:00	close	2	0.01	1.04365	0.00000	0.00000	-3.07	9993.78
6	2009.12.02 12:00	close	3	0.01	1.04462	0.00000	0.00000	-0.93	9992.85
7	2009.12.02 13:00	buy	4	0.01	1.04605	0.00000	0.00000
8	2009.12.03 01:00	sell	5	0.01	1.04918	0.00000	0.00000
9	2009.12.03 01:00	close	4	0.01	1.04918	0.00000	0.00000	2.95	9995.80
10	2009.12.03 06:00	close	5	0.01	1.05032	0.00000	0.00000	-1.09	9994.71
11	2009.12.03 07:00	buy	6	0.01	1.05115	0.00000	0.00000
12	2009.12.03 08:00	sell	7	0.01	1.04819	0.00000	0.00000
13	2009.12.03 08:00	close	6	0.01	1.04819	0.00000	0.00000	-2.82	9991.89
14	2009.12.03 11:00	close	7	0.01	1.04911	0.00000	0.00000	-0.88	9991.01
15	2009.12.03 12:00	buy	8	0.01	1.04976	0.00000	0.00000
16	2009.12.03 14:00	sell	9	0.01	1.04926	0.00000	0.00000
17	2009.12.03 14:00	close	8	0.01	1.04926	0.00000	0.00000	-0.48	9990.53
18	2009.12.03 15:00	close	9	0.01	1.05460	0.00000	0.00000	-5.06	9985.47
19	2009.12.03 19:00	sell	10	0.01	1.05288	0.00000	0.00000
20	2009.12.03 21:00	close	10	0.01	1.05356	0.00000	0.00000	-0.65	9984.82
21	2009.12.03 23:00	buy	11	0.01	1.05734	0.00000	0.00000
22	2009.12.04 03:00	sell	12	0.01	1.05621	0.00000	0.00000
23	2009.12.04 03:00	close	11	0.01	1.05621	0.00000	0.00000	-1.08	9983.74
24	2009.12.04 07:00	buy	13	0.01	1.05738	0.00000	0.00000
25	2009.12.04 07:00	close	12	0.01	1.05738	0.00000	0.00000	-1.11	9982.63
26	2009.12.04 08:00	sell	14	0.01	1.05529	0.00000	0.00000
27	2009.12.04 08:00	close	13	0.01	1.05529	0.00000	0.00000	-1.98	9980.65
28	2009.12.04 18:00	close	14	0.01	1.05165	0.00000	0.00000	3.46	9984.11
29	2009.12.04 19:00	buy	15	0.01	1.05199	0.00000	0.00000
30	2009.12.07 02:00	sell	16	0.01	1.05542	0.00000	0.00000
31	2009.12.07 02:00	close	15	0.01	1.05542	0.00000	0.00000	3.24	9987.35
32	2009.12.07 07:00	close	16	0.01	1.05592	0.00000	0.00000	-0.47	9986.88
33	2009.12.07 10:00	buy	17	0.01	1.06407	0.00000	0.00000
34	2009.12.07 14:00	sell	18	0.01	1.05909	0.00000	0.00000
35	2009.12.07 14:00	close	17	0.01	1.05909	0.00000	0.00000	-4.70	9982.18
36	2009.12.08 04:00	close	18	0.01	1.05090	0.00000	0.00000	7.79	9989.97
37	2009.12.08 06:00	buy	19	0.01	1.05060	0.00000	0.00000
38	2009.12.08 11:00	sell	20	0.01	1.05018	0.00000	0.00000
39	2009.12.08 11:00	close	19	0.01	1.05018	0.00000	0.00000	-0.40	9989.57
40	2009.12.08 12:00	close	20	0.01	1.05168	0.00000	0.00000	-1.43	9988.14
41	2009.12.08 13:00	buy	21	0.01	1.05465	0.00000	0.00000
42	2009.12.09 00:00	sell	22	0.01	1.06315	0.00000	0.00000
43	2009.12.09 00:00	close	21	0.01	1.06315	0.00000	0.00000	7.99	9996.13
44	2009.12.09 01:00	close	22	0.01	1.06485	0.00000	0.00000	-1.60	9994.53
45	2009.12.09 08:00	buy	23	0.01	1.06484	0.00000	0.00000
46	2009.12.09 09:00	sell	24	0.01	1.06323	0.00000	0.00000
47	2009.12.09 09:00	close	23	0.01	1.06323	0.00000	0.00000	-1.51	9993.02
48	2009.12.10 03:00	close	24	0.01	1.05507	0.00000	0.00000	7.73	10000.74
49	2009.12.10 04:00	buy	25	0.01	1.05457	0.00000	0.00000
50	2009.12.10 10:00	sell	26	0.01	1.05506	0.00000	0.00000
51	2009.12.10 10:00	close	25	0.01	1.05506	0.00000	0.00000	0.46	10001.20
52	2009.12.10 17:00	close	26	0.01	1.05188	0.00000	0.00000	3.02	10004.22
53	2009.12.10 18:00	buy	27	0.01	1.05194	0.00000	0.00000
54	2009.12.10 21:00	sell	28	0.01	1.05013	0.00000	0.00000
55	2009.12.10 21:00	close	27	0.01	1.05013	0.00000	0.00000	-1.72	10002.50
56	2009.12.10 22:00	close	28	0.01	1.05064	0.00000	0.00000	-0.49	10002.01
57	2009.12.11 02:00	buy	29	0.01	1.05121	0.00000	0.00000
58	2009.12.11 11:00	sell	30	0.01	1.05011	0.00000	0.00000
59	2009.12.11 11:00	close	29	0.01	1.05011	0.00000	0.00000	-1.05	10000.96
60	2009.12.11 15:00	close	30	0.01	1.05068	0.00000	0.00000	-0.54	10000.42
61	2009.12.11 16:00	buy	31	0.01	1.05268	0.00000	0.00000
62	2009.12.14 05:00	close	31	0.01	1.05997	0.00000	0.00000	6.87	10007.29
63	2009.12.14 06:00	sell	32	0.01	1.05931	0.00000	0.00000
64	2009.12.14 09:00	close	32	0.01	1.06022	0.00000	0.00000	-0.86	10006.43
65	2009.12.14 10:00	buy	33	0.01	1.06176	0.00000	0.00000
66	2009.12.14 16:00	sell	34	0.01	1.06241	0.00000	0.00000
67	2009.12.14 16:00	close	33	0.01	1.06241	0.00000	0.00000	0.61	10007.04
68	2009.12.15 09:00	buy	35	0.01	1.05935	0.00000	0.00000
69	2009.12.15 09:00	close	34	0.01	1.05935	0.00000	0.00000	2.89	10009.93
70	2009.12.15 15:00	sell	36	0.01	1.06083	0.00000	0.00000
71	2009.12.15 15:00	close	35	0.01	1.06083	0.00000	0.00000	1.40	10011.33
72	2009.12.15 18:00	close	36	0.01	1.06227	0.00000	0.00000	-1.36	10009.97
73	2009.12.15 20:00	buy	37	0.01	1.06213	0.00000	0.00000
74	2009.12.15 21:00	sell	38	0.01	1.06130	0.00000	0.00000
75	2009.12.15 21:00	close	37	0.01	1.06130	0.00000	0.00000	-0.78	10009.19
76	2009.12.16 07:00	close	38	0.01	1.06175	0.00000	0.00000	-0.42	10008.77
77	2009.12.16 08:00	sell	39	0.01	1.06095	0.00000	0.00000
78	2009.12.16 09:00	close	39	0.01	1.06215	0.00000	0.00000	-1.13	10007.64
79	2009.12.16 10:00	sell	40	0.01	1.05972	0.00000	0.00000
80	2009.12.16 12:00	close	40	0.01	1.06206	0.00000	0.00000	-2.20	10005.44
81	2009.12.16 20:00	buy	41	0.01	1.05992	0.00000	0.00000
82	2009.12.17 09:00	sell	42	0.01	1.06639	0.00000	0.00000
83	2009.12.17 09:00	close	41	0.01	1.06639	0.00000	0.00000	6.04	10011.48
84	2009.12.17 11:00	buy	43	0.01	1.07069	0.00000	0.00000
85	2009.12.17 11:00	close	42	0.01	1.07069	0.00000	0.00000	-4.02	10007.46
86	2009.12.17 16:00	sell	44	0.01	1.07002	0.00000	0.00000
87	2009.12.17 16:00	close	43	0.01	1.07002	0.00000	0.00000	-0.63	10006.83
88	2009.12.18 15:00	close	44	0.01	1.06693	0.00000	0.00000	2.90	10009.73
89	2009.12.18 17:00	buy	45	0.01	1.06752	0.00000	0.00000
90	2009.12.18 19:00	sell	46	0.01	1.06572	0.00000	0.00000
91	2009.12.18 19:00	close	45	0.01	1.06572	0.00000	0.00000	-1.69	10008.04
92	2009.12.18 20:00	close	46	0.01	1.06644	0.00000	0.00000	-0.68	10007.36
93	2009.12.18 21:00	sell	47	0.01	1.06579	0.00000	0.00000
94	2009.12.21 00:00	close	47	0.01	1.06779	0.00000	0.00000	-1.87	10005.49
95	2009.12.21 01:00	buy	48	0.01	1.06717	0.00000	0.00000
96	2009.12.21 05:00	sell	49	0.01	1.06616	0.00000	0.00000
97	2009.12.21 05:00	close	48	0.01	1.06616	0.00000	0.00000	-0.95	10004.54
98	2009.12.21 07:00	close	49	0.01	1.06712	0.00000	0.00000	-0.90	10003.64
99	2009.12.21 09:00	buy	50	0.01	1.06820	0.00000	0.00000
100	2009.12.21 11:00	sell	51	0.01	1.06524	0.00000	0.00000
101	2009.12.21 11:00	close	50	0.01	1.06524	0.00000	0.00000	-2.78	10000.86
102	2009.12.21 18:00	close	51	0.01	1.05919	0.00000	0.00000	5.71	10006.57
103	2009.12.21 19:00	buy	52	0.01	1.06129	0.00000	0.00000
104	2009.12.22 08:00	close	52	0.01	1.06074	0.00000	0.00000	-0.53	10006.04
105	2009.12.22 17:00	buy	53	0.01	1.06028	0.00000	0.00000
106	2009.12.22 18:00	sell	54	0.01	1.05524	0.00000	0.00000
107	2009.12.22 18:00	close	53	0.01	1.05524	0.00000	0.00000	-4.78	10001.26
108	2009.12.22 22:00	close	54	0.01	1.05812	0.00000	0.00000	-2.72	9998.54
109	2009.12.22 23:00	buy	55	0.01	1.05755	0.00000	0.00000
110	2009.12.23 02:00	sell	56	0.01	1.05566	0.00000	0.00000
111	2009.12.23 02:00	close	55	0.01	1.05566	0.00000	0.00000	-1.80	9996.74
112	2009.12.23 03:00	close	56	0.01	1.05606	0.00000	0.00000	-0.38	9996.36
113	2009.12.23 06:00	buy	57	0.01	1.05744	0.00000	0.00000
114	2009.12.23 10:00	close	57	0.01	1.05561	0.00000	0.00000	-1.73	9994.63
115	2009.12.23 23:00	buy	58	0.01	1.04863	0.00000	0.00000
116	2009.12.24 11:00	close	58	0.01	1.04692	0.00000	0.00000	-1.66	9992.97
117	2009.12.24 16:00	buy	59	0.01	1.04794	0.00000	0.00000
118	2009.12.28 03:00	sell	60	0.01	1.04765	0.00000	0.00000
119	2009.12.28 03:00	close	59	0.01	1.04765	0.00000	0.00000	-0.30	9992.67
120	2009.12.28 09:00	buy	61	0.01	1.04938	0.00000	0.00000
121	2009.12.28 09:00	close	60	0.01	1.04938	0.00000	0.00000	-1.65	9991.02
122	2009.12.28 14:00	sell	62	0.01	1.04647	0.00000	0.00000
123	2009.12.28 14:00	close	61	0.01	1.04647	0.00000	0.00000	-2.78	9988.24
124	2009.12.29 00:00	close	62	0.01	1.04321	0.00000	0.00000	3.12	9991.36
125	2009.12.29 03:00	buy	63	0.01	1.04390	0.00000	0.00000
126	2009.12.29 09:00	close	63	0.01	1.04177	0.00000	0.00000	-2.04	9989.32
127	2009.12.29 17:00	buy	64	0.01	1.04173	0.00000	0.00000
128	2009.12.30 09:00	sell	65	0.01	1.04766	0.00000	0.00000
129	2009.12.30 09:00	close	64	0.01	1.04766	0.00000	0.00000	5.65	9994.97
130	2009.12.30 13:00	close	65	0.01	1.04958	0.00000	0.00000	-1.83	9993.14
131	2009.12.30 15:00	sell	66	0.01	1.04862	0.00000	0.00000
132	2009.12.30 16:00	close	66	0.01	1.05347	0.00000	0.00000	-4.60	9988.54
133	2009.12.31 00:00	sell	67	0.01	1.05498	0.00000	0.00000
134	2009.12.31 14:00	buy	68	0.01	1.05083	0.00000	0.00000
135	2009.12.31 14:00	close	67	0.01	1.05083	0.00000	0.00000	3.95	9992.49
136	2009.12.31 15:00	sell	69	0.01	1.04896	0.00000	0.00000
137	2009.12.31 15:00	close	68	0.01	1.04896	0.00000	0.00000	-1.78	9990.71
138	2009.12.31 18:57	close at stop	69	0.01	1.04665	0.00000	0.00000	2.21	9992.92