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		block_01="""; lots=0.25; SL=200; TP=41; kCCI=27; block_02="""; AllPositions=false; ProfitTrailing=false; TrailingStop=30; TrailingStep=8; UseSound=false; block_03="""; uplot=false; lotmin=0.1; lotmax=0.7; lotstep=0.1; lastprofit=1;
Bars in test	1515	Ticks modelled	13777	Modelling quality	n/a
Mismatched charts errors	2
Initial deposit	10000.00
Total net profit	-100.23	Gross profit	184.15	Gross loss	-284.38
Profit factor	0.65	Expected payoff	-4.01
Absolute drawdown	181.19	Maximal drawdown	220.31 (2.19%)	Relative drawdown	2.19% (220.31)
Total trades	25	Short positions (won %)	12 (83.33%)	Long positions (won %)	13 (69.23%)
		Profit trades (% of total)	19 (76.00%)	Loss trades (% of total)	6 (24.00%)
Largest		profit trade	9.86	loss trade	-47.57
Average		profit trade	9.69	loss trade	-47.40
Maximum		consecutive wins (profit in money)	10 (96.61)	consecutive losses (loss in money)	1 (-47.57)
Maximal		consecutive profit (count of wins)	96.61 (10)	consecutive loss (count of losses)	-47.57 (1)
Average		consecutive wins	3	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 07:59	sell	1	0.25	1.05500	1.05700	1.05459
2	2009.12.01 08:03	t/p	1	0.25	1.05459	1.05700	1.05459	9.73	10009.73
3	2009.12.02 05:59	buy	2	0.25	1.04517	1.04317	1.04558
4	2009.12.02 06:07	t/p	2	0.25	1.04558	1.04317	1.04558	9.80	10019.53
5	2009.12.02 08:59	buy	3	0.25	1.04601	1.04401	1.04642
6	2009.12.02 09:02	t/p	3	0.25	1.04642	1.04401	1.04642	9.80	10029.33
7	2009.12.03 07:59	sell	4	0.25	1.04818	1.05018	1.04777
8	2009.12.03 08:20	t/p	4	0.25	1.04777	1.05018	1.04777	9.79	10039.12
9	2009.12.03 13:59	sell	5	0.25	1.04926	1.05126	1.04885
10	2009.12.03 14:40	s/l	5	0.25	1.05126	1.05126	1.04885	-47.52	9991.60
11	2009.12.03 16:59	sell	6	0.25	1.05438	1.05638	1.05397
12	2009.12.03 17:10	t/p	6	0.25	1.05397	1.05638	1.05397	9.73	10001.33
13	2009.12.07 07:59	sell	7	0.25	1.05404	1.05604	1.05363
14	2009.12.07 08:20	s/l	7	0.25	1.05604	1.05604	1.05363	-47.32	9954.01
15	2009.12.08 21:59	sell	8	0.25	1.06372	1.06572	1.06331
16	2009.12.08 22:15	t/p	8	0.25	1.06331	1.06572	1.06331	9.64	9963.65
17	2009.12.09 13:59	buy	9	0.25	1.06099	1.05899	1.06140
18	2009.12.09 14:20	s/l	9	0.25	1.05899	1.05899	1.06140	-47.24	9916.41
19	2009.12.10 15:59	buy	10	0.25	1.05068	1.04868	1.05109
20	2009.12.10 16:10	t/p	10	0.25	1.05109	1.04868	1.05109	9.74	9926.15
21	2009.12.14 13:59	sell	11	0.25	1.06388	1.06588	1.06347
22	2009.12.14 14:02	t/p	11	0.25	1.06347	1.06588	1.06347	9.64	9935.79
23	2009.12.14 19:59	buy	12	0.25	1.05954	1.05754	1.05995
24	2009.12.15 05:03	s/l	12	0.25	1.05754	1.05754	1.05995	-47.56	9888.23
25	2009.12.15 14:59	sell	13	0.25	1.06084	1.06284	1.06043
26	2009.12.15 15:10	t/p	13	0.25	1.06043	1.06284	1.06043	9.67	9897.90
27	2009.12.16 11:59	buy	14	0.25	1.06206	1.06006	1.06247
28	2009.12.16 12:50	s/l	14	0.25	1.06006	1.06006	1.06247	-47.17	9850.73
29	2009.12.16 14:59	buy	15	0.25	1.06057	1.05857	1.06098
30	2009.12.16 15:03	t/p	15	0.25	1.06098	1.05857	1.06098	9.66	9860.39
31	2009.12.16 18:59	buy	16	0.25	1.05986	1.05786	1.06027
32	2009.12.16 20:15	t/p	16	0.25	1.06027	1.05786	1.06027	9.66	9870.05
33	2009.12.17 19:59	sell	17	0.25	1.07091	1.07291	1.07050
34	2009.12.17 20:15	t/p	17	0.25	1.07050	1.07291	1.07050	9.58	9879.63
35	2009.12.18 06:59	buy	18	0.25	1.06782	1.06582	1.06823
36	2009.12.18 07:02	t/p	18	0.25	1.06823	1.06582	1.06823	9.60	9889.23
37	2009.12.18 22:59	buy	19	0.25	1.06644	1.06444	1.06685
38	2009.12.21 00:00	t/p	19	0.25	1.06685	1.06444	1.06685	9.34	9898.57
39	2009.12.21 10:59	sell	20	0.25	1.06522	1.06722	1.06481
40	2009.12.21 11:15	t/p	20	0.25	1.06481	1.06722	1.06481	9.64	9908.21
41	2009.12.22 17:59	sell	21	0.25	1.05533	1.05733	1.05492
42	2009.12.22 18:07	t/p	21	0.25	1.05492	1.05733	1.05492	9.72	9917.93
43	2009.12.24 14:59	buy	22	0.25	1.04857	1.04657	1.04898
44	2009.12.24 15:07	t/p	22	0.25	1.04898	1.04657	1.04898	9.77	9927.70
45	2009.12.29 15:59	buy	23	0.25	1.03921	1.03721	1.03962
46	2009.12.29 16:15	t/p	23	0.25	1.03962	1.03721	1.03962	9.86	9937.56
47	2009.12.30 07:59	sell	24	0.25	1.04889	1.05089	1.04848
48	2009.12.30 08:15	t/p	24	0.25	1.04848	1.05089	1.04848	9.78	9947.34
49	2009.12.31 06:59	buy	25	0.25	1.05367	1.05167	1.05408
50	2009.12.31 07:45	s/l	25	0.25	1.05167	1.05167	1.05408	-47.57	9899.77