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		Period_PCh=20; TP=20; Ìíîæèòåëü=20;
Bars in test	1515	Ticks modelled	13777	Modelling quality	n/a
Mismatched charts errors	2
Initial deposit	10000.00
Total net profit	-171.90	Gross profit	44.10	Gross loss	-215.99
Profit factor	0.20	Expected payoff	-2.12
Absolute drawdown	290.12	Maximal drawdown	291.41 (2.91%)	Relative drawdown	2.91% (291.41)
Total trades	81	Short positions (won %)	56 (89.29%)	Long positions (won %)	25 (88.00%)
		Profit trades (% of total)	72 (88.89%)	Loss trades (% of total)	9 (11.11%)
Largest		profit trade	4.72	loss trade	-162.69
Average		profit trade	0.61	loss trade	-24.00
Maximum		consecutive wins (profit in money)	21 (7.67)	consecutive losses (loss in money)	2 (-170.30)
Maximal		consecutive profit (count of wins)	7.89 (10)	consecutive loss (count of losses)	-170.30 (2)
Average		consecutive wins	8	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 02:00	sell	1	0.01	1.05580	0.00000	1.05560
2	2009.12.01 03:50	t/p	1	0.01	1.05560	0.00000	1.05560	0.19	10000.19
3	2009.12.01 05:00	sell	2	0.01	1.05535	0.00000	1.05515
4	2009.12.01 05:37	t/p	2	0.01	1.05515	0.00000	1.05515	0.19	10000.38
5	2009.12.01 06:00	sell	3	0.01	1.05545	0.00000	1.05525
6	2009.12.01 07:50	t/p	3	0.01	1.05525	0.00000	1.05525	0.19	10000.57
7	2009.12.01 13:00	sell	4	0.01	1.04561	0.00000	1.04541
8	2009.12.01 14:15	t/p	4	0.01	1.04541	0.00000	1.04541	0.19	10000.76
9	2009.12.01 17:00	sell	5	0.01	1.04315	0.00000	1.04295
10	2009.12.01 17:10	t/p	5	0.01	1.04295	0.00000	1.04295	0.19	10000.95
11	2009.12.01 17:52	sell	6	0.01	1.04310	0.00000	1.04295
12	2009.12.01 18:37	t/p	6	0.01	1.04295	0.00000	1.04295	0.14	10001.09
13	2009.12.01 19:00	sell	7	0.01	1.04403	0.00000	1.04383
14	2009.12.01 19:20	t/p	7	0.01	1.04383	0.00000	1.04383	0.20	10001.29
15	2009.12.01 21:00	sell	8	0.01	1.04367	0.00000	1.04347
16	2009.12.02 15:13	modify	8	0.01	1.04367	1.04833	0.00000
17	2009.12.02 17:20	s/l	8	0.01	1.04833	1.04833	0.00000	-4.44	9996.85
18	2009.12.03 01:27	buy	9	0.20	1.04920	0.00000	1.04938
19	2009.12.03 02:10	t/p	9	0.20	1.04938	0.00000	1.04938	3.43	10000.28
20	2009.12.03 04:16	buy	10	0.01	1.04884	0.00000	1.04908
21	2009.12.03 05:15	t/p	10	0.01	1.04908	0.00000	1.04908	0.23	10000.51
22	2009.12.03 10:00	sell	11	0.01	1.04761	0.00000	1.04741
23	2009.12.03 15:02	modify	11	0.01	1.04761	1.05517	0.00000
24	2009.12.03 15:15	s/l	11	0.01	1.05517	1.05517	0.00000	-7.15	9993.36
25	2009.12.03 17:05	buy	12	0.20	1.05443	0.00000	1.05457
26	2009.12.03 17:50	t/p	12	0.20	1.05457	0.00000	1.05457	2.65	9996.01
27	2009.12.03 18:07	buy	13	0.01	1.05380	0.00000	1.05404
28	2009.12.03 18:10	t/p	13	0.01	1.05404	0.00000	1.05404	0.22	9996.23
29	2009.12.04 00:22	buy	14	0.01	1.05691	0.00000	1.05710
30	2009.12.04 01:16	t/p	14	0.01	1.05710	0.00000	1.05710	0.18	9996.41
31	2009.12.04 12:00	sell	15	0.01	1.05483	0.00000	1.05463
32	2009.12.04 12:20	t/p	15	0.01	1.05463	0.00000	1.05463	0.19	9996.60
33	2009.12.04 15:00	sell	16	0.01	1.04867	0.00000	1.04847
34	2009.12.04 15:20	t/p	16	0.01	1.04847	0.00000	1.04847	0.19	9996.79
35	2009.12.04 17:00	sell	17	0.01	1.04999	0.00000	1.04979
36	2009.12.04 17:02	t/p	17	0.01	1.04979	0.00000	1.04979	0.19	9996.98
37	2009.12.04 18:00	sell	18	0.01	1.05145	0.00000	1.05125
38	2009.12.04 21:15	modify	18	0.01	1.05145	1.05951	0.00000
39	2009.12.04 21:50	s/l	18	0.01	1.05951	1.05951	0.00000	-7.61	9989.37
40	2009.12.07 14:22	buy	19	0.20	1.05912	0.00000	1.05929
41	2009.12.07 17:05	modify	19	0.20	1.05912	1.05058	0.00000
42	2009.12.07 18:45	s/l	19	0.20	1.05058	1.05058	0.00000	-162.69	9826.68
43	2009.12.07 20:00	sell	20	0.20	1.05065	0.00000	1.05045
44	2009.12.08 00:40	t/p	20	0.20	1.05045	0.00000	1.05045	3.79	9830.47
45	2009.12.08 04:00	sell	21	0.01	1.05070	0.00000	1.05050
46	2009.12.08 06:50	t/p	21	0.01	1.05050	0.00000	1.05050	0.19	9830.66
47	2009.12.08 07:00	sell	22	0.01	1.05045	0.00000	1.05025
48	2009.12.08 10:50	t/p	22	0.01	1.05025	0.00000	1.05025	0.19	9830.85
49	2009.12.08 12:00	sell	23	0.01	1.05148	0.00000	1.05128
50	2009.12.08 15:00	modify	23	0.01	1.05148	1.05908	0.00000
51	2009.12.08 15:15	s/l	23	0.01	1.05908	1.05908	0.00000	-7.17	9823.68
52	2009.12.08 22:17	buy	24	0.20	1.06364	0.00000	1.06388
53	2009.12.09 00:15	t/p	24	0.20	1.06388	0.00000	1.06388	4.30	9827.98
54	2009.12.09 02:47	buy	25	0.01	1.06351	0.00000	1.06376
55	2009.12.09 07:40	t/p	25	0.01	1.06376	0.00000	1.06376	0.23	9828.21
56	2009.12.09 09:12	buy	26	0.01	1.06317	0.00000	1.06343
57	2009.12.09 10:20	t/p	26	0.01	1.06343	0.00000	1.06343	0.24	9828.45
58	2009.12.09 11:00	sell	27	0.01	1.06261	0.00000	1.06241
59	2009.12.09 11:15	t/p	27	0.01	1.06241	0.00000	1.06241	0.19	9828.64
60	2009.12.09 14:00	sell	28	0.01	1.06074	0.00000	1.06054
61	2009.12.09 14:15	t/p	28	0.01	1.06054	0.00000	1.06054	0.19	9828.83
62	2009.12.09 14:50	sell	29	0.01	1.06074	0.00000	1.06054
63	2009.12.09 16:15	t/p	29	0.01	1.06054	0.00000	1.06054	0.19	9829.02
64	2009.12.09 18:00	sell	30	0.01	1.05500	0.00000	1.05480
65	2009.12.09 20:50	t/p	30	0.01	1.05480	0.00000	1.05480	0.19	9829.21
66	2009.12.09 22:00	sell	31	0.01	1.05427	0.00000	1.05407
67	2009.12.09 23:32	t/p	31	0.01	1.05407	0.00000	1.05407	0.19	9829.40
68	2009.12.09 23:45	sell	32	0.01	1.05454	0.00000	1.05435
69	2009.12.10 00:20	t/p	32	0.01	1.05435	0.00000	1.05435	0.18	9829.58
70	2009.12.10 00:35	sell	33	0.01	1.05479	0.00000	1.05461
71	2009.12.10 01:20	t/p	33	0.01	1.05461	0.00000	1.05461	0.17	9829.75
72	2009.12.10 03:00	sell	34	0.01	1.05487	0.00000	1.05467
73	2009.12.10 03:32	t/p	34	0.01	1.05467	0.00000	1.05467	0.19	9829.94
74	2009.12.10 03:52	sell	35	0.01	1.05482	0.00000	1.05467
75	2009.12.10 04:20	t/p	35	0.01	1.05467	0.00000	1.05467	0.14	9830.08
76	2009.12.10 05:00	sell	36	0.01	1.05541	0.00000	1.05521
77	2009.12.10 08:15	t/p	36	0.01	1.05521	0.00000	1.05521	0.19	9830.27
78	2009.12.10 09:00	sell	37	0.01	1.05672	0.00000	1.05652
79	2009.12.10 09:15	t/p	37	0.01	1.05652	0.00000	1.05652	0.19	9830.46
80	2009.12.10 09:40	sell	38	0.01	1.05669	0.00000	1.05652
81	2009.12.10 09:45	t/p	38	0.01	1.05652	0.00000	1.05652	0.16	9830.62
82	2009.12.10 16:00	sell	39	0.01	1.05053	0.00000	1.05033
83	2009.12.11 10:20	t/p	39	0.01	1.05033	0.00000	1.05033	0.19	9830.81
84	2009.12.11 13:00	sell	40	0.01	1.05023	0.00000	1.05003
85	2009.12.11 13:10	t/p	40	0.01	1.05003	0.00000	1.05003	0.19	9831.00
86	2009.12.11 15:00	sell	41	0.01	1.05048	0.00000	1.05028
87	2009.12.11 17:00	modify	41	0.01	1.05048	1.05631	0.00000
88	2009.12.11 17:10	s/l	41	0.01	1.05631	1.05631	0.00000	-5.51	9825.49
89	2009.12.14 01:25	buy	42	0.20	1.05861	0.00000	1.05886
90	2009.12.14 01:45	t/p	42	0.20	1.05886	0.00000	1.05886	4.72	9830.21
91	2009.12.14 06:05	buy	43	0.01	1.05927	0.00000	1.05951
92	2009.12.14 08:50	t/p	43	0.01	1.05951	0.00000	1.05951	0.22	9830.43
93	2009.12.14 14:02	buy	44	0.01	1.06380	0.00000	1.06403
94	2009.12.14 14:10	t/p	44	0.01	1.06403	0.00000	1.06403	0.22	9830.65
95	2009.12.14 16:47	buy	45	0.01	1.06239	0.00000	1.06261
96	2009.12.15 06:00	modify	45	0.01	1.06239	1.05498	0.00000
97	2009.12.16 16:00	modify	45	0.01	1.06239	1.05689	0.00000
98	2009.12.18 04:00	modify	45	0.01	1.06239	1.06421	0.00000
99	2009.12.18 12:32	s/l	45	0.01	1.06421	1.06421	0.00000	1.66	9832.31
100	2009.12.18 15:00	sell	46	0.01	1.06673	0.00000	1.06653
101	2009.12.18 15:15	t/p	46	0.01	1.06653	0.00000	1.06653	0.19	9832.50
102	2009.12.18 17:00	sell	47	0.01	1.06732	0.00000	1.06712
103	2009.12.18 18:15	t/p	47	0.01	1.06712	0.00000	1.06712	0.18	9832.68
104	2009.12.18 20:00	sell	48	0.01	1.06624	0.00000	1.06604
105	2009.12.18 20:40	t/p	48	0.01	1.06604	0.00000	1.06604	0.18	9832.86
106	2009.12.21 00:00	sell	49	0.01	1.06759	0.00000	1.06739
107	2009.12.21 00:20	t/p	49	0.01	1.06739	0.00000	1.06739	0.19	9833.05
108	2009.12.21 01:22	buy	50	0.01	1.06697	0.00000	1.06717
109	2009.12.21 01:45	t/p	50	0.01	1.06717	0.00000	1.06717	0.19	9833.24
110	2009.12.21 03:50	buy	51	0.01	1.06737	0.00000	1.06752
111	2009.12.21 08:40	t/p	51	0.01	1.06752	0.00000	1.06752	0.14	9833.38
112	2009.12.21 11:10	buy	52	0.01	1.06528	0.00000	1.06544
113	2009.12.21 12:00	modify	52	0.01	1.06528	1.06108	0.00000
114	2009.12.21 12:45	s/l	52	0.01	1.06108	1.06108	0.00000	-3.96	9829.42
115	2009.12.21 17:00	sell	53	0.20	1.05769	0.00000	1.05749
116	2009.12.22 11:20	t/p	53	0.20	1.05749	0.00000	1.05749	3.76	9833.18
117	2009.12.22 13:00	sell	54	0.01	1.05795	0.00000	1.05775
118	2009.12.22 13:50	t/p	54	0.01	1.05775	0.00000	1.05775	0.19	9833.37
119	2009.12.22 16:00	sell	55	0.01	1.05859	0.00000	1.05839
120	2009.12.22 17:20	t/p	55	0.01	1.05839	0.00000	1.05839	0.19	9833.56
121	2009.12.22 19:00	sell	56	0.01	1.05574	0.00000	1.05554
122	2009.12.22 19:45	t/p	56	0.01	1.05554	0.00000	1.05554	0.18	9833.74
123	2009.12.22 21:00	sell	57	0.01	1.05554	0.00000	1.05534
124	2009.12.23 09:20	t/p	57	0.01	1.05534	0.00000	1.05534	0.18	9833.92
125	2009.12.23 11:00	sell	58	0.01	1.05575	0.00000	1.05555
126	2009.12.23 11:32	t/p	58	0.01	1.05555	0.00000	1.05555	0.19	9834.11
127	2009.12.23 11:50	sell	59	0.01	1.05577	0.00000	1.05555
128	2009.12.23 12:10	t/p	59	0.01	1.05555	0.00000	1.05555	0.20	9834.31
129	2009.12.23 15:00	sell	60	0.01	1.05148	0.00000	1.05128
130	2009.12.23 15:15	t/p	60	0.01	1.05128	0.00000	1.05128	0.19	9834.50
131	2009.12.23 16:00	sell	61	0.01	1.05264	0.00000	1.05244
132	2009.12.23 16:20	t/p	61	0.01	1.05244	0.00000	1.05244	0.19	9834.69
133	2009.12.23 20:00	sell	62	0.01	1.04771	0.00000	1.04751
134	2009.12.24 10:50	t/p	62	0.01	1.04751	0.00000	1.04751	0.19	9834.88
135	2009.12.24 12:00	sell	63	0.01	1.04703	0.00000	1.04683
136	2009.12.24 12:20	t/p	63	0.01	1.04683	0.00000	1.04683	0.19	9835.07
137	2009.12.24 14:00	sell	64	0.01	1.04569	0.00000	1.04549
138	2009.12.24 14:20	t/p	64	0.01	1.04549	0.00000	1.04549	0.19	9835.26
139	2009.12.24 15:00	sell	65	0.01	1.04838	0.00000	1.04818
140	2009.12.24 15:20	t/p	65	0.01	1.04818	0.00000	1.04818	0.19	9835.45
141	2009.12.24 15:53	sell	66	0.01	1.04843	0.00000	1.04818
142	2009.12.24 16:15	t/p	66	0.01	1.04818	0.00000	1.04818	0.24	9835.69
143	2009.12.24 16:22	buy	67	0.01	1.04777	0.00000	1.04794
144	2009.12.24 16:40	t/p	67	0.01	1.04794	0.00000	1.04794	0.16	9835.85
145	2009.12.28 03:20	buy	68	0.01	1.04761	0.00000	1.04785
146	2009.12.28 08:26	t/p	68	0.01	1.04785	0.00000	1.04785	0.23	9836.08
147	2009.12.28 12:15	buy	69	0.01	1.04829	0.00000	1.04855
148	2009.12.28 13:37	t/p	69	0.01	1.04855	0.00000	1.04855	0.25	9836.33
149	2009.12.28 16:00	sell	70	0.01	1.04584	0.00000	1.04564
150	2009.12.28 16:40	t/p	70	0.01	1.04564	0.00000	1.04564	0.19	9836.52
151	2009.12.28 19:00	sell	71	0.01	1.04299	0.00000	1.04279
152	2009.12.28 20:20	t/p	71	0.01	1.04279	0.00000	1.04279	0.19	9836.71
153	2009.12.28 23:00	sell	72	0.01	1.04274	0.00000	1.04254
154	2009.12.29 08:50	t/p	72	0.01	1.04254	0.00000	1.04254	0.19	9836.89
155	2009.12.29 11:00	sell	73	0.01	1.04050	0.00000	1.04030
156	2009.12.29 12:40	t/p	73	0.01	1.04030	0.00000	1.04030	0.19	9837.08
157	2009.12.29 16:00	sell	74	0.01	1.03905	0.00000	1.03885
158	2009.12.30 05:00	modify	74	0.01	1.03905	1.04980	0.00000
159	2009.12.30 05:43	s/l	74	0.01	1.04980	1.04980	0.00000	-10.24	9826.84
160	2009.12.30 08:17	buy	75	0.20	1.04887	0.00000	1.04907
161	2009.12.30 12:45	t/p	75	0.20	1.04907	0.00000	1.04907	3.81	9830.65
162	2009.12.30 14:07	buy	76	0.01	1.04861	0.00000	1.04881
163	2009.12.30 14:15	t/p	76	0.01	1.04881	0.00000	1.04881	0.19	9830.84
164	2009.12.30 20:07	buy	77	0.01	1.05414	0.00000	1.05440
165	2009.12.30 20:15	t/p	77	0.01	1.05440	0.00000	1.05440	0.25	9831.09
166	2009.12.30 22:20	buy	78	0.01	1.05528	0.00000	1.05553
167	2009.12.30 22:40	t/p	78	0.01	1.05553	0.00000	1.05553	0.23	9831.32
168	2009.12.30 23:10	buy	79	0.01	1.05508	0.00000	1.05527
169	2009.12.30 23:26	t/p	79	0.01	1.05527	0.00000	1.05527	0.18	9831.50
170	2009.12.31 00:15	buy	80	0.01	1.05495	0.00000	1.05518
171	2009.12.31 10:00	modify	80	0.01	1.05495	1.04739	0.00000
172	2009.12.31 12:20	s/l	80	0.01	1.04739	1.04739	0.00000	-7.22	9824.28
173	2009.12.31 13:00	sell	81	0.20	1.04846	0.00000	1.04826
174	2009.12.31 15:50	t/p	81	0.20	1.04826	0.00000	1.04826	3.82	9828.10