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		MagicNumber=0; SignalMail=false; EachTickMode=false; Lots=1; Slippage=3; UseStopLoss=false; StopLoss=20; UseTakeProfit=false; TakeProfit=120; UseTrailingStop=false; TrailingStop=10;
Bars in test	1515	Ticks modelled	13777	Modelling quality	n/a
Mismatched charts errors	2
Initial deposit	10000.00
Total net profit	-2837.77	Gross profit	2537.81	Gross loss	-5375.58
Profit factor	0.47	Expected payoff	-81.08
Absolute drawdown	2975.93	Maximal drawdown	3642.94 (34.15%)	Relative drawdown	34.15% (3642.94)
Total trades	35	Short positions (won %)	20 (20.00%)	Long positions (won %)	15 (40.00%)
		Profit trades (% of total)	10 (28.57%)	Loss trades (% of total)	25 (71.43%)
Largest		profit trade	529.93	loss trade	-502.71
Average		profit trade	253.78	loss trade	-215.02
Maximum		consecutive wins (profit in money)	2 (726.34)	consecutive losses (loss in money)	7 (-1338.51)
Maximal		consecutive profit (count of wins)	726.34 (2)	consecutive loss (count of losses)	-1338.51 (7)
Average		consecutive wins	1	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.02 21:00	buy	1	1.00	1.05177	0.00000	0.00000
2	2009.12.02 23:00	close	1	1.00	1.05084	0.00000	0.00000	-88.50	9911.50
3	2009.12.03 07:00	buy	2	1.00	1.05159	0.00000	0.00000
4	2009.12.03 09:00	close	2	1.00	1.04633	0.00000	0.00000	-502.71	9408.79
5	2009.12.03 13:00	buy	3	1.00	1.05119	0.00000	0.00000
6	2009.12.03 18:00	close	3	1.00	1.05384	0.00000	0.00000	251.46	9660.25
7	2009.12.03 23:00	buy	4	1.00	1.05778	0.00000	0.00000
8	2009.12.04 03:00	close	4	1.00	1.05621	0.00000	0.00000	-149.67	9510.58
9	2009.12.04 09:00	sell	5	1.00	1.05421	0.00000	0.00000
10	2009.12.04 10:00	close	5	1.00	1.05537	0.00000	0.00000	-109.91	9400.67
11	2009.12.04 11:00	sell	6	1.00	1.05468	0.00000	0.00000
12	2009.12.04 17:00	close	6	1.00	1.05063	0.00000	0.00000	385.48	9786.15
13	2009.12.07 09:00	buy	7	1.00	1.05548	0.00000	0.00000
14	2009.12.07 14:00	close	7	1.00	1.05909	0.00000	0.00000	340.86	10127.01
15	2009.12.08 02:00	sell	8	1.00	1.04938	0.00000	0.00000
16	2009.12.08 05:00	close	8	1.00	1.05106	0.00000	0.00000	-159.84	9967.17
17	2009.12.09 12:00	sell	9	1.00	1.05987	0.00000	0.00000
18	2009.12.09 16:00	close	9	1.00	1.06267	0.00000	0.00000	-263.49	9703.68
19	2009.12.09 17:00	sell	10	1.00	1.05478	0.00000	0.00000
20	2009.12.09 20:00	close	10	1.00	1.05871	0.00000	0.00000	-371.21	9332.47
21	2009.12.09 21:00	sell	11	1.00	1.05378	0.00000	0.00000
22	2009.12.09 23:00	close	11	1.00	1.05519	0.00000	0.00000	-133.63	9198.84
23	2009.12.14 08:00	sell	12	1.00	1.05811	0.00000	0.00000
24	2009.12.14 10:00	close	12	1.00	1.06220	0.00000	0.00000	-385.05	8813.79
25	2009.12.14 11:00	buy	13	1.00	1.06282	0.00000	0.00000
26	2009.12.14 15:00	close	13	1.00	1.06544	0.00000	0.00000	245.91	9059.70
27	2009.12.15 03:00	sell	14	1.00	1.05860	0.00000	0.00000
28	2009.12.15 04:00	close	14	1.00	1.05913	0.00000	0.00000	-50.04	9009.66
29	2009.12.15 06:00	sell	15	1.00	1.05559	0.00000	0.00000
30	2009.12.15 09:00	close	15	1.00	1.05979	0.00000	0.00000	-396.30	8613.36
31	2009.12.15 20:00	buy	16	1.00	1.06257	0.00000	0.00000
32	2009.12.16 00:00	close	16	1.00	1.06069	0.00000	0.00000	-178.27	8435.08
33	2009.12.16 07:00	buy	17	1.00	1.06219	0.00000	0.00000
34	2009.12.16 08:00	close	17	1.00	1.06095	0.00000	0.00000	-116.88	8318.20
35	2009.12.16 09:00	buy	18	1.00	1.06259	0.00000	0.00000
36	2009.12.16 10:00	close	18	1.00	1.05972	0.00000	0.00000	-270.83	8047.37
37	2009.12.16 14:00	sell	19	1.00	1.05899	0.00000	0.00000
38	2009.12.16 15:00	close	19	1.00	1.06104	0.00000	0.00000	-193.21	7854.16
39	2009.12.16 17:00	sell	20	1.00	1.05892	0.00000	0.00000
40	2009.12.16 19:00	close	20	1.00	1.06033	0.00000	0.00000	-132.98	7721.18
41	2009.12.17 04:00	buy	21	1.00	1.06703	0.00000	0.00000
42	2009.12.17 08:00	close	21	1.00	1.06863	0.00000	0.00000	149.72	7870.90
43	2009.12.17 13:00	buy	22	1.00	1.07138	0.00000	0.00000
44	2009.12.17 16:00	close	22	1.00	1.07002	0.00000	0.00000	-127.10	7743.80
45	2009.12.18 00:00	sell	23	1.00	1.07068	0.00000	0.00000
46	2009.12.18 02:00	close	23	1.00	1.06978	0.00000	0.00000	84.13	7827.93
47	2009.12.18 03:00	sell	24	1.00	1.06902	0.00000	0.00000
48	2009.12.18 07:00	close	24	1.00	1.06823	0.00000	0.00000	73.95	7901.88
49	2009.12.18 09:00	buy	25	1.00	1.06888	0.00000	0.00000
50	2009.12.18 12:00	close	25	1.00	1.06547	0.00000	0.00000	-320.05	7581.83
51	2009.12.18 16:00	sell	26	1.00	1.06388	0.00000	0.00000
52	2009.12.18 17:00	close	26	1.00	1.06796	0.00000	0.00000	-382.04	7199.79
53	2009.12.21 12:00	sell	27	1.00	1.06281	0.00000	0.00000
54	2009.12.21 17:00	close	27	1.00	1.05833	0.00000	0.00000	423.31	7623.10
55	2009.12.22 19:00	sell	28	1.00	1.05574	0.00000	0.00000
56	2009.12.22 23:00	close	28	1.00	1.05799	0.00000	0.00000	-212.67	7410.43
57	2009.12.23 03:00	sell	29	1.00	1.05586	0.00000	0.00000
58	2009.12.23 05:00	close	29	1.00	1.05729	0.00000	0.00000	-135.25	7275.18
59	2009.12.30 05:00	buy	30	1.00	1.04926	0.00000	0.00000
60	2009.12.30 08:00	close	30	1.00	1.04887	0.00000	0.00000	-37.18	7238.00
61	2009.12.30 15:00	buy	31	1.00	1.04926	0.00000	0.00000
62	2009.12.30 19:00	close	31	1.00	1.05485	0.00000	0.00000	529.93	7767.93
63	2009.12.30 20:00	buy	32	1.00	1.05484	0.00000	0.00000
64	2009.12.30 21:00	close	32	1.00	1.05540	0.00000	0.00000	53.06	7820.99
65	2009.12.31 10:00	sell	33	1.00	1.04783	0.00000	0.00000
66	2009.12.31 11:00	close	33	1.00	1.05068	0.00000	0.00000	-271.25	7549.74
67	2009.12.31 12:00	sell	34	1.00	1.04815	0.00000	0.00000
68	2009.12.31 14:00	close	34	1.00	1.05127	0.00000	0.00000	-296.78	7252.96
69	2009.12.31 18:00	sell	35	1.00	1.04614	0.00000	0.00000
70	2009.12.31 18:57	close at stop	35	1.00	1.04709	0.00000	0.00000	-90.73	7162.23