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; Slippage=3; Magic=20051006; LngPeriod=20; ShtPeriod=10; Entry_Stop=50;
Bars in test	1515	Ticks modelled	13777	Modelling quality	n/a
Mismatched charts errors	2
Initial deposit	10000.00
Total net profit	-974.45	Gross profit	648.90	Gross loss	-1623.35
Profit factor	0.40	Expected payoff	-57.32
Absolute drawdown	974.45	Maximal drawdown	2083.77 (18.76%)	Relative drawdown	18.76% (2083.77)
Total trades	17	Short positions (won %)	15 (13.33%)	Long positions (won %)	2 (0.00%)
		Profit trades (% of total)	2 (11.76%)	Loss trades (% of total)	15 (88.24%)
Largest		profit trade	557.76	loss trade	-109.83
Average		profit trade	324.45	loss trade	-108.22
Maximum		consecutive wins (profit in money)	1 (557.76)	consecutive losses (loss in money)	13 (-1406.17)
Maximal		consecutive profit (count of wins)	557.76 (1)	consecutive loss (count of losses)	-1406.17 (13)
Average		consecutive wins	1	consecutive losses	8

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 08:10	sell	1	1.00	1.05273	1.05387	0.00000
2	2009.12.01 18:00	modify	1	1.00	1.05273	1.05224	0.00000
3	2009.12.01 19:00	modify	1	1.00	1.05273	1.04689	0.00000
4	2009.12.01 21:40	s/l	1	1.00	1.04689	1.04689	0.00000	557.76	10557.76
5	2009.12.02 18:22	buy	2	1.00	1.04957	1.04843	0.00000
6	2009.12.02 18:27	s/l	2	1.00	1.04843	1.04843	0.00000	-108.75	10449.01
7	2009.12.04 13:03	sell	3	1.00	1.05021	1.05135	0.00000
8	2009.12.04 13:06	s/l	3	1.00	1.05135	1.05135	0.00000	-108.43	10340.58
9	2009.12.07 16:32	sell	4	1.00	1.05304	1.05418	0.00000
10	2009.12.08 02:00	modify	4	1.00	1.05304	1.05349	0.00000
11	2009.12.08 07:00	modify	4	1.00	1.05304	1.05286	0.00000
12	2009.12.08 08:00	modify	4	1.00	1.05304	1.05208	0.00000
13	2009.12.08 08:10	s/l	4	1.00	1.05208	1.05208	0.00000	91.14	10431.72
14	2009.12.08 17:55	buy	5	1.00	1.06158	1.06044	0.00000
15	2009.12.08 17:59	s/l	5	1.00	1.06044	1.06044	0.00000	-107.55	10324.17
16	2009.12.09 20:50	sell	6	1.00	1.05342	1.05456	0.00000
17	2009.12.09 20:52	s/l	6	1.00	1.05456	1.05456	0.00000	-108.10	10216.07
18	2009.12.11 12:37	sell	7	1.00	1.04942	1.05056	0.00000
19	2009.12.11 12:45	s/l	7	1.00	1.05056	1.05056	0.00000	-108.49	10107.58
20	2009.12.15 05:10	sell	8	1.00	1.05631	1.05745	0.00000
21	2009.12.15 06:50	s/l	8	1.00	1.05745	1.05745	0.00000	-107.78	9999.80
22	2009.12.16 15:50	sell	9	1.00	1.05699	1.05813	0.00000
23	2009.12.16 15:52	s/l	9	1.00	1.05813	1.05813	0.00000	-107.70	9892.10
24	2009.12.18 03:16	sell	10	1.00	1.06431	1.06545	0.00000
25	2009.12.18 03:20	s/l	10	1.00	1.06545	1.06545	0.00000	-106.96	9785.14
26	2009.12.21 11:20	sell	11	1.00	1.06267	1.06381	0.00000
27	2009.12.21 11:22	s/l	11	1.00	1.06381	1.06381	0.00000	-107.16	9677.98
28	2009.12.22 12:02	sell	12	1.00	1.05557	1.05671	0.00000
29	2009.12.22 12:10	s/l	12	1.00	1.05671	1.05671	0.00000	-107.86	9570.12
30	2009.12.23 12:20	sell	13	1.00	1.05320	1.05434	0.00000
31	2009.12.23 12:27	s/l	13	1.00	1.05434	1.05434	0.00000	-108.09	9462.03
32	2009.12.24 12:50	sell	14	1.00	1.04481	1.04595	0.00000
33	2009.12.24 12:57	s/l	14	1.00	1.04595	1.04595	0.00000	-108.97	9353.06
34	2009.12.28 14:50	sell	15	1.00	1.04438	1.04552	0.00000
35	2009.12.28 14:57	s/l	15	1.00	1.04552	1.04552	0.00000	-108.99	9244.07
36	2009.12.29 14:50	sell	16	1.00	1.03662	1.03776	0.00000
37	2009.12.29 14:57	s/l	16	1.00	1.03776	1.03776	0.00000	-109.83	9134.24
38	2009.12.31 09:50	sell	17	1.00	1.04749	1.04863	0.00000
39	2009.12.31 09:57	s/l	17	1.00	1.04863	1.04863	0.00000	-108.69	9025.55