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		per_MA=21; per_ADX=14; porog_ADX=16; TakeProfit_Buy=1300; StopLoss_Buy=30; TrailingStop_Buy=270; TakeProfit_Sell=160; StopLoss_Sell=50; TrailingStop_Sell=20; Lots=0.1;
Bars in test	1515	Ticks modelled	13777	Modelling quality	n/a
Mismatched charts errors	2
Initial deposit	10000.00
Total net profit	-153.22	Gross profit	30.40	Gross loss	-183.62
Profit factor	0.17	Expected payoff	-8.06
Absolute drawdown	153.22	Maximal drawdown	153.22 (1.53%)	Relative drawdown	1.53% (153.22)
Total trades	19	Short positions (won %)	19 (10.53%)	Long positions (won %)	0 (0.00%)
		Profit trades (% of total)	2 (10.53%)	Loss trades (% of total)	17 (89.47%)
Largest		profit trade	15.25	loss trade	-10.91
Average		profit trade	15.20	loss trade	-10.80
Maximum		consecutive wins (profit in money)	1 (15.25)	consecutive losses (loss in money)	10 (-107.93)
Maximal		consecutive profit (count of wins)	15.25 (1)	consecutive loss (count of losses)	-107.93 (10)
Average		consecutive wins	1	consecutive losses	6

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.03 05:00	sell	1	0.10	1.04833	1.04947	1.04673
2	2009.12.03 05:10	s/l	1	0.10	1.04947	1.04947	1.04673	-10.87	9989.13
3	2009.12.03 08:00	sell	2	0.10	1.04819	1.04933	1.04659
4	2009.12.03 08:10	s/l	2	0.10	1.04933	1.04933	1.04659	-10.87	9978.26
5	2009.12.04 13:00	sell	3	0.10	1.05225	1.05339	1.05065
6	2009.12.04 13:10	t/p	3	0.10	1.05065	1.05339	1.05065	15.25	9993.51
7	2009.12.07 16:00	sell	4	0.10	1.05485	1.05599	1.05325
8	2009.12.07 16:03	s/l	4	0.10	1.05599	1.05599	1.05325	-10.79	9982.72
9	2009.12.08 10:00	sell	5	0.10	1.05231	1.05345	1.05071
10	2009.12.08 10:07	s/l	5	0.10	1.05345	1.05345	1.05071	-10.82	9971.90
11	2009.12.09 17:00	sell	6	0.10	1.05478	1.05592	1.05318
12	2009.12.09 17:15	s/l	6	0.10	1.05592	1.05592	1.05318	-10.80	9961.10
13	2009.12.10 08:00	sell	7	0.10	1.05532	1.05646	1.05372
14	2009.12.10 08:40	s/l	7	0.10	1.05646	1.05646	1.05372	-10.78	9950.32
15	2009.12.14 19:00	sell	8	0.10	1.05763	1.05877	1.05603
16	2009.12.14 19:10	s/l	8	0.10	1.05877	1.05877	1.05603	-10.76	9939.56
17	2009.12.15 04:00	sell	9	0.10	1.05849	1.05963	1.05689
18	2009.12.15 05:16	t/p	9	0.10	1.05689	1.05963	1.05689	15.15	9954.71
19	2009.12.16 10:00	sell	10	0.10	1.05972	1.06086	1.05812
20	2009.12.16 10:07	s/l	10	0.10	1.06086	1.06086	1.05812	-10.75	9943.96
21	2009.12.16 13:00	sell	11	0.10	1.06004	1.06118	1.05844
22	2009.12.16 14:20	s/l	11	0.10	1.06118	1.06118	1.05844	-10.74	9933.22
23	2009.12.16 16:00	sell	12	0.10	1.05904	1.06018	1.05744
24	2009.12.16 16:20	s/l	12	0.10	1.06018	1.06018	1.05744	-10.75	9922.47
25	2009.12.18 04:00	sell	13	0.10	1.06684	1.06798	1.06524
26	2009.12.18 04:15	s/l	13	0.10	1.06798	1.06798	1.06524	-10.67	9911.80
27	2009.12.18 11:00	sell	14	0.10	1.06631	1.06745	1.06471
28	2009.12.18 11:10	s/l	14	0.10	1.06745	1.06745	1.06471	-10.68	9901.12
29	2009.12.29 23:00	sell	15	0.10	1.04317	1.04431	1.04157
30	2009.12.29 23:45	s/l	15	0.10	1.04431	1.04431	1.04157	-10.91	9890.21
31	2009.12.31 08:00	sell	16	0.10	1.04964	1.05078	1.04804
32	2009.12.31 08:10	s/l	16	0.10	1.05078	1.05078	1.04804	-10.85	9879.36
33	2009.12.31 10:00	sell	17	0.10	1.04783	1.04897	1.04623
34	2009.12.31 10:05	s/l	17	0.10	1.04897	1.04897	1.04623	-10.86	9868.50
35	2009.12.31 12:00	sell	18	0.10	1.04815	1.04929	1.04655
36	2009.12.31 13:05	s/l	18	0.10	1.04929	1.04929	1.04655	-10.87	9857.63
37	2009.12.31 15:00	sell	19	0.10	1.04896	1.05010	1.04736
38	2009.12.31 15:02	s/l	19	0.10	1.05010	1.05010	1.04736	-10.85	9846.78