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; StopLoss=0; TrailingStop=0; TakeProfit=40; mafastperiod=5; mafastshift=-1; mafastmethod=0; mafastprice=0; maslowperiod=8; maslowshift=0; maslowmethod=0; maslowprice=1;
Bars in test	1515	Ticks modelled	13777	Modelling quality	n/a
Mismatched charts errors	2
Initial deposit	10000.00
Total net profit	-331.03	Gross profit	151.50	Gross loss	-482.53
Profit factor	0.31	Expected payoff	-6.13
Absolute drawdown	350.04	Maximal drawdown	399.46 (3.97%)	Relative drawdown	3.97% (399.46)
Total trades	54	Short positions (won %)	28 (78.57%)	Long positions (won %)	26 (69.23%)
		Profit trades (% of total)	40 (74.07%)	Loss trades (% of total)	14 (25.93%)
Largest		profit trade	3.84	loss trade	-102.44
Average		profit trade	3.79	loss trade	-34.47
Maximum		consecutive wins (profit in money)	15 (56.96)	consecutive losses (loss in money)	3 (-65.20)
Maximal		consecutive profit (count of wins)	56.96 (15)	consecutive loss (count of losses)	-102.44 (1)
Average		consecutive wins	4	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 06:00	buy	1	0.10	1.05609	0.00000	1.05649
2	2009.12.01 06:15	t/p	1	0.10	1.05649	0.00000	1.05649	3.78	10003.78
3	2009.12.01 07:00	sell	2	0.10	1.05548	0.00000	1.05508
4	2009.12.01 08:03	t/p	2	0.10	1.05508	0.00000	1.05508	3.80	10007.58
5	2009.12.02 05:00	sell	3	0.10	1.04454	0.00000	1.04414
6	2009.12.02 07:20	t/p	3	0.10	1.04414	0.00000	1.04414	3.83	10011.41
7	2009.12.02 14:00	sell	4	0.10	1.04487	0.00000	1.04447
8	2009.12.02 14:07	t/p	4	0.10	1.04447	0.00000	1.04447	3.83	10015.24
9	2009.12.03 03:00	sell	5	0.10	1.04950	0.00000	1.04910
10	2009.12.03 03:50	t/p	5	0.10	1.04910	0.00000	1.04910	3.82	10019.06
11	2009.12.03 07:00	buy	6	0.10	1.05159	0.00000	1.05199
12	2009.12.03 13:00	buy	7	0.10	1.05119	0.00000	1.05159
13	2009.12.03 14:40	t/p	7	0.10	1.05159	0.00000	1.05159	3.80	10022.86
14	2009.12.03 14:45	t/p	6	0.10	1.05199	0.00000	1.05199	3.79	10026.65
15	2009.12.04 06:00	sell	8	0.10	1.05628	0.00000	1.05588
16	2009.12.04 07:46	t/p	8	0.10	1.05588	0.00000	1.05588	3.79	10030.44
17	2009.12.07 04:00	sell	9	0.10	1.05434	0.00000	1.05394
18	2009.12.07 15:00	sell	10	0.10	1.05543	0.00000	1.05503
19	2009.12.07 16:20	t/p	10	0.10	1.05503	0.00000	1.05503	3.80	10034.24
20	2009.12.07 16:26	t/p	9	0.10	1.05394	0.00000	1.05394	3.80	10038.04
21	2009.12.08 00:00	buy	11	0.10	1.05192	0.00000	1.05232
22	2009.12.08 07:00	buy	12	0.10	1.05109	0.00000	1.05149
23	2009.12.08 07:20	t/p	12	0.10	1.05149	0.00000	1.05149	3.81	10041.85
24	2009.12.08 08:20	t/p	11	0.10	1.05232	0.00000	1.05232	3.80	10045.65
25	2009.12.09 03:00	sell	13	0.10	1.06296	0.00000	1.06256
26	2009.12.09 03:25	t/p	13	0.10	1.06256	0.00000	1.06256	3.77	10049.42
27	2009.12.09 08:00	buy	14	0.10	1.06528	0.00000	1.06568
28	2009.12.09 09:00	buy	15	0.10	1.06387	0.00000	1.06427
29	2009.12.09 10:00	buy	16	0.10	1.06271	0.00000	1.06311
30	2009.12.09 10:20	t/p	16	0.10	1.06311	0.00000	1.06311	3.76	10053.18
31	2009.12.10 05:00	buy	17	0.10	1.05605	0.00000	1.05645
32	2009.12.10 05:15	t/p	17	0.10	1.05645	0.00000	1.05645	3.78	10056.96
33	2009.12.10 11:00	close	14	0.10	1.05451	0.00000	1.06568	-102.44	9954.52
34	2009.12.10 11:00	sell	18	0.10	1.05451	0.00000	1.05411
35	2009.12.10 11:15	t/p	18	0.10	1.05411	0.00000	1.05411	3.80	9958.32
36	2009.12.10 19:00	buy	19	0.10	1.05407	0.00000	1.05447
37	2009.12.10 19:02	t/p	19	0.10	1.05447	0.00000	1.05447	3.80	9962.12
38	2009.12.11 04:00	buy	20	0.10	1.05160	0.00000	1.05200
39	2009.12.11 07:59	t/p	20	0.10	1.05200	0.00000	1.05200	3.80	9965.92
40	2009.12.11 16:00	buy	21	0.10	1.05312	0.00000	1.05352
41	2009.12.11 16:10	t/p	21	0.10	1.05352	0.00000	1.05352	3.79	9969.71
42	2009.12.14 03:00	close	15	0.10	1.05949	0.00000	1.06427	-41.86	9927.85
43	2009.12.14 03:00	sell	22	0.10	1.05949	0.00000	1.05909
44	2009.12.14 05:20	t/p	22	0.10	1.05909	0.00000	1.05909	3.78	9931.63
45	2009.12.14 17:00	sell	23	0.10	1.06083	0.00000	1.06043
46	2009.12.14 17:15	t/p	23	0.10	1.06043	0.00000	1.06043	3.77	9935.40
47	2009.12.15 17:00	sell	24	0.10	1.05977	0.00000	1.05937
48	2009.12.16 06:00	close	24	0.10	1.06148	0.00000	1.05937	-16.12	9919.28
49	2009.12.16 06:00	buy	25	0.10	1.06148	0.00000	1.06188
50	2009.12.16 06:15	t/p	25	0.10	1.06188	0.00000	1.06188	3.77	9923.05
51	2009.12.16 10:00	sell	26	0.10	1.05972	0.00000	1.05932
52	2009.12.16 10:20	t/p	26	0.10	1.05932	0.00000	1.05932	3.77	9926.82
53	2009.12.16 12:00	buy	27	0.10	1.06250	0.00000	1.06290
54	2009.12.16 20:45	t/p	27	0.10	1.06290	0.00000	1.06290	3.76	9930.58
55	2009.12.17 19:00	sell	28	0.10	1.07114	0.00000	1.07074
56	2009.12.17 20:15	t/p	28	0.10	1.07074	0.00000	1.07074	3.74	9934.32
57	2009.12.18 00:00	buy	29	0.10	1.07132	0.00000	1.07172
58	2009.12.18 00:20	t/p	29	0.10	1.07172	0.00000	1.07172	3.73	9938.05
59	2009.12.18 10:00	buy	30	0.10	1.06856	0.00000	1.06896
60	2009.12.18 10:15	t/p	30	0.10	1.06896	0.00000	1.06896	3.74	9941.79
61	2009.12.18 11:00	sell	31	0.10	1.06631	0.00000	1.06591
62	2009.12.18 12:20	t/p	31	0.10	1.06591	0.00000	1.06591	3.75	9945.54
63	2009.12.18 22:00	sell	32	0.10	1.06578	0.00000	1.06538
64	2009.12.21 00:00	close	32	0.10	1.06823	0.00000	1.06538	-22.95	9922.59
65	2009.12.21 00:00	buy	33	0.10	1.06823	0.00000	1.06863
66	2009.12.21 06:00	close	33	0.10	1.06618	0.00000	1.06863	-19.23	9903.36
67	2009.12.21 06:00	sell	34	0.10	1.06618	0.00000	1.06578
68	2009.12.21 09:00	close	34	0.10	1.06864	0.00000	1.06578	-23.02	9880.34
69	2009.12.21 09:00	buy	35	0.10	1.06864	0.00000	1.06904
70	2009.12.21 09:26	t/p	35	0.10	1.06904	0.00000	1.06904	3.74	9884.08
71	2009.12.21 11:00	sell	36	0.10	1.06524	0.00000	1.06484
72	2009.12.21 11:15	t/p	36	0.10	1.06484	0.00000	1.06484	3.76	9887.84
73	2009.12.21 20:00	buy	37	0.10	1.06253	0.00000	1.06293
74	2009.12.21 21:20	t/p	37	0.10	1.06293	0.00000	1.06293	3.76	9891.60
75	2009.12.22 06:00	sell	38	0.10	1.06175	0.00000	1.06135
76	2009.12.22 07:50	t/p	38	0.10	1.06135	0.00000	1.06135	3.77	9895.37
77	2009.12.22 17:00	buy	39	0.10	1.06072	0.00000	1.06112
78	2009.12.23 01:00	buy	40	0.10	1.05762	0.00000	1.05802
79	2009.12.23 03:00	close	39	0.10	1.05586	0.00000	1.06112	-46.13	9849.24
80	2009.12.23 03:00	sell	41	0.10	1.05586	0.00000	1.05546
81	2009.12.23 05:00	close	40	0.10	1.05665	0.00000	1.05802	-9.18	9840.06
82	2009.12.23 05:00	sell	42	0.10	1.05665	0.00000	1.05625
83	2009.12.23 06:00	close	41	0.10	1.05788	0.00000	1.05546	-19.09	9820.97
84	2009.12.23 06:00	buy	43	0.10	1.05788	0.00000	1.05828
85	2009.12.23 08:20	t/p	42	0.10	1.05625	0.00000	1.05625	3.78	9824.75
86	2009.12.24 01:00	buy	44	0.10	1.04924	0.00000	1.04964
87	2009.12.24 05:00	close	43	0.10	1.04822	0.00000	1.05828	-92.47	9732.28
88	2009.12.24 05:00	sell	45	0.10	1.04822	0.00000	1.04782
89	2009.12.24 07:00	close	44	0.10	1.04868	0.00000	1.04964	-5.34	9726.94
90	2009.12.24 07:00	sell	46	0.10	1.04868	0.00000	1.04828
91	2009.12.24 08:40	t/p	46	0.10	1.04828	0.00000	1.04828	3.81	9730.75
92	2009.12.24 08:50	t/p	45	0.10	1.04782	0.00000	1.04782	3.82	9734.57
93	2009.12.28 04:00	sell	47	0.10	1.04630	0.00000	1.04590
94	2009.12.28 09:00	close	47	0.10	1.04982	0.00000	1.04590	-33.53	9701.04
95	2009.12.28 09:00	buy	48	0.10	1.04982	0.00000	1.05022
96	2009.12.28 14:00	close	48	0.10	1.04647	0.00000	1.05022	-32.01	9669.03
97	2009.12.28 14:00	sell	49	0.10	1.04647	0.00000	1.04607
98	2009.12.28 14:45	t/p	49	0.10	1.04607	0.00000	1.04607	3.82	9672.85
99	2009.12.29 08:00	sell	50	0.10	1.04276	0.00000	1.04236
100	2009.12.29 08:50	t/p	50	0.10	1.04236	0.00000	1.04236	3.83	9676.68
101	2009.12.29 18:00	buy	51	0.10	1.04075	0.00000	1.04115
102	2009.12.29 18:15	t/p	51	0.10	1.04115	0.00000	1.04115	3.84	9680.52
103	2009.12.30 11:00	sell	52	0.10	1.04725	0.00000	1.04685
104	2009.12.30 15:00	close	52	0.10	1.04926	0.00000	1.04685	-19.16	9661.36
105	2009.12.30 15:00	buy	53	0.10	1.04926	0.00000	1.04966
106	2009.12.30 15:10	t/p	53	0.10	1.04966	0.00000	1.04966	3.81	9665.17
107	2009.12.31 02:00	sell	54	0.10	1.05358	0.00000	1.05318
108	2009.12.31 02:40	t/p	54	0.10	1.05318	0.00000	1.05318	3.80	9668.97