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		whichmethod=2; Lots=0.1; MaximumRisk=0.4; DecreaseFactor=0.3; tp=200; sl=100; Leverage=100;
Bars in test	1515	Ticks modelled	13777	Modelling quality	n/a
Mismatched charts errors	2
Initial deposit	10000.00
Total net profit	-4514.41	Gross profit	1137.08	Gross loss	-5651.49
Profit factor	0.20	Expected payoff	-64.49
Absolute drawdown	4514.41	Maximal drawdown	4514.41 (45.14%)	Relative drawdown	45.14% (4514.41)
Total trades	70	Short positions (won %)	34 (11.76%)	Long positions (won %)	36 (11.11%)
		Profit trades (% of total)	8 (11.43%)	Loss trades (% of total)	62 (88.57%)
Largest		profit trade	847.59	loss trade	-379.04
Average		profit trade	142.14	loss trade	-91.15
Maximum		consecutive wins (profit in money)	1 (847.59)	consecutive losses (loss in money)	21 (-839.44)
Maximal		consecutive profit (count of wins)	847.59 (1)	consecutive loss (count of losses)	-978.02 (10)
Average		consecutive wins	1	consecutive losses	7

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 01:00	sell	1	4.00	1.05391	1.05491	0.00000
2	2009.12.01 01:43	s/l	1	4.00	1.05491	1.05491	0.00000	-379.04	9620.96
3	2009.12.01 04:00	sell	2	3.80	1.05467	1.05567	0.00000
4	2009.12.01 04:45	s/l	2	3.80	1.05567	1.05567	0.00000	-359.82	9261.14
5	2009.12.01 14:00	buy	3	1.50	1.04632	1.04532	0.00000
6	2009.12.01 14:10	s/l	3	1.50	1.04532	1.04532	0.00000	-143.56	9117.58
7	2009.12.01 16:00	sell	4	0.40	1.04277	1.04377	0.00000
8	2009.12.01 16:10	s/l	4	0.40	1.04377	1.04377	0.00000	-38.33	9079.25
9	2009.12.01 18:00	buy	5	0.10	1.04333	1.04233	0.00000
10	2009.12.01 18:37	s/l	5	0.10	1.04233	1.04233	0.00000	-9.59	9069.66
11	2009.12.02 09:00	buy	6	0.10	1.04622	1.04522	0.00000
12	2009.12.02 09:15	s/l	6	0.10	1.04522	1.04522	0.00000	-9.57	9060.09
13	2009.12.02 11:00	sell	7	0.10	1.04365	1.04465	0.00000
14	2009.12.02 11:35	s/l	7	0.10	1.04465	1.04465	0.00000	-9.57	9050.52
15	2009.12.03 06:00	buy	8	0.10	1.05047	1.04947	0.00000
16	2009.12.03 07:20	s/l	8	0.10	1.04947	1.04947	0.00000	-9.53	9040.99
17	2009.12.03 08:00	sell	9	0.10	1.04819	1.04919	0.00000
18	2009.12.03 10:15	s/l	9	0.10	1.04919	1.04919	0.00000	-9.53	9031.46
19	2009.12.03 17:00	sell	10	0.10	1.05437	1.05537	0.00000
20	2009.12.03 17:50	s/l	10	0.10	1.05537	1.05537	0.00000	-9.48	9021.98
21	2009.12.03 22:00	buy	11	0.10	1.05499	1.05399	0.00000
22	2009.12.04 01:00	close	11	0.10	1.05586	1.05399	0.00000	8.21	9030.19
23	2009.12.04 04:00	sell	12	3.60	1.05631	1.05731	0.00000
24	2009.12.04 06:00	close	12	3.60	1.05663	1.05731	0.00000	-109.03	8921.16
25	2009.12.07 01:00	sell	13	3.60	1.05600	1.05700	0.00000
26	2009.12.07 01:15	s/l	13	3.60	1.05700	1.05700	0.00000	-340.45	8580.71
27	2009.12.07 07:00	buy	14	1.40	1.05607	1.05507	0.00000
28	2009.12.07 07:10	s/l	14	1.40	1.05507	1.05507	0.00000	-132.69	8448.02
29	2009.12.07 14:00	sell	15	0.30	1.05909	1.06009	0.00000
30	2009.12.07 21:00	close	15	0.30	1.05303	1.06009	0.00000	172.64	8620.66
31	2009.12.08 05:00	buy	16	3.40	1.05077	1.04977	0.00000
32	2009.12.08 06:00	close	16	3.40	1.05040	1.04977	0.00000	-119.76	8500.90
33	2009.12.08 11:00	sell	17	3.40	1.05018	1.05118	0.00000
34	2009.12.08 11:02	s/l	17	3.40	1.05118	1.05118	0.00000	-323.41	8177.49
35	2009.12.08 23:00	sell	18	1.30	1.06372	1.06472	0.00000
36	2009.12.09 00:15	s/l	18	1.30	1.06472	1.06472	0.00000	-122.07	8055.42
37	2009.12.09 10:00	sell	19	0.30	1.06207	1.06307	0.00000
38	2009.12.09 10:15	s/l	19	0.30	1.06307	1.06307	0.00000	-28.22	8027.20
39	2009.12.10 00:00	buy	20	0.10	1.05516	1.05416	0.00000
40	2009.12.10 00:20	s/l	20	0.10	1.05416	1.05416	0.00000	-9.49	8017.71
41	2009.12.10 10:00	sell	21	0.10	1.05506	1.05606	0.00000
42	2009.12.10 10:10	s/l	21	0.10	1.05606	1.05606	0.00000	-9.47	8008.24
43	2009.12.10 16:00	buy	22	0.10	1.05088	1.04988	0.00000
44	2009.12.10 20:00	close	22	0.10	1.05153	1.04988	0.00000	6.18	8014.42
45	2009.12.10 21:00	sell	23	3.20	1.05013	1.05113	0.00000
46	2009.12.10 21:20	s/l	23	3.20	1.05113	1.05113	0.00000	-304.42	7710.00
47	2009.12.10 23:00	buy	24	3.10	1.05182	1.05082	0.00000
48	2009.12.10 23:20	s/l	24	3.10	1.05082	1.05082	0.00000	-295.04	7414.96
49	2009.12.11 10:00	sell	25	1.20	1.05111	1.05211	0.00000
50	2009.12.11 13:00	close	25	1.20	1.05058	1.05211	0.00000	60.54	7475.50
51	2009.12.11 22:00	sell	26	3.00	1.05967	1.06067	0.00000
52	2009.12.11 22:15	s/l	26	3.00	1.06067	1.06067	0.00000	-282.71	7192.79
53	2009.12.14 00:00	sell	27	2.90	1.06018	1.06118	0.00000
54	2009.12.14 00:07	s/l	27	2.90	1.06118	1.06118	0.00000	-273.25	6919.54
55	2009.12.14 04:00	buy	28	1.10	1.06013	1.05913	0.00000
56	2009.12.14 04:07	s/l	28	1.10	1.05913	1.05913	0.00000	-103.87	6815.67
57	2009.12.14 06:00	sell	29	0.30	1.05931	1.06031	0.00000
58	2009.12.14 08:59	s/l	29	0.30	1.06031	1.06031	0.00000	-28.29	6787.38
59	2009.12.14 09:00	buy	30	0.10	1.06037	1.05937	0.00000
60	2009.12.14 09:07	s/l	30	0.10	1.05937	1.05937	0.00000	-9.44	6777.94
61	2009.12.15 15:00	sell	31	0.10	1.06083	1.06183	0.00000
62	2009.12.15 15:50	s/l	31	0.10	1.06183	1.06183	0.00000	-9.41	6768.53
63	2009.12.15 19:00	buy	32	0.10	1.06229	1.06129	0.00000
64	2009.12.15 20:50	s/l	32	0.10	1.06129	1.06129	0.00000	-9.42	6759.11
65	2009.12.15 23:00	sell	33	0.10	1.06090	1.06190	0.00000
66	2009.12.16 01:20	s/l	33	0.10	1.06190	1.06190	0.00000	-9.42	6749.69
67	2009.12.16 03:00	buy	34	0.10	1.06127	1.06027	0.00000
68	2009.12.16 08:02	s/l	34	0.10	1.06027	1.06027	0.00000	-9.44	6740.25
69	2009.12.16 12:00	buy	35	0.10	1.06221	1.06121	0.00000
70	2009.12.16 12:10	s/l	35	0.10	1.06121	1.06121	0.00000	-9.43	6730.82
71	2009.12.16 13:00	buy	36	0.10	1.06039	1.05939	0.00000
72	2009.12.16 13:15	s/l	36	0.10	1.05939	1.05939	0.00000	-9.44	6721.38
73	2009.12.16 20:00	buy	37	0.10	1.06007	1.05907	0.00000
74	2009.12.16 20:02	s/l	37	0.10	1.05907	1.05907	0.00000	-9.44	6711.94
75	2009.12.17 08:00	sell	38	0.10	1.06863	1.06963	0.00000
76	2009.12.17 10:40	s/l	38	0.10	1.06963	1.06963	0.00000	-9.35	6702.59
77	2009.12.17 11:00	buy	39	0.10	1.07084	1.06984	0.00000
78	2009.12.17 13:00	close	39	0.10	1.07074	1.06984	0.00000	-0.93	6701.66
79	2009.12.17 19:00	buy	40	0.10	1.07149	1.07049	0.00000
80	2009.12.17 19:50	s/l	40	0.10	1.07049	1.07049	0.00000	-9.35	6692.31
81	2009.12.18 08:00	buy	41	0.10	1.06843	1.06743	0.00000
82	2009.12.18 08:50	s/l	41	0.10	1.06743	1.06743	0.00000	-9.37	6682.94
83	2009.12.18 09:00	sell	42	0.10	1.06824	1.06924	0.00000
84	2009.12.18 10:15	s/l	42	0.10	1.06924	1.06924	0.00000	-9.35	6673.59
85	2009.12.18 15:00	buy	43	0.10	1.06708	1.06608	0.00000
86	2009.12.18 15:15	s/l	43	0.10	1.06608	1.06608	0.00000	-9.38	6664.21
87	2009.12.21 05:00	sell	44	0.10	1.06616	1.06716	0.00000
88	2009.12.21 06:50	s/l	44	0.10	1.06716	1.06716	0.00000	-9.37	6654.84
89	2009.12.21 07:00	buy	45	0.10	1.06727	1.06627	0.00000
90	2009.12.21 07:50	s/l	45	0.10	1.06627	1.06627	0.00000	-9.39	6645.45
91	2009.12.21 08:00	buy	46	0.10	1.06662	1.06562	0.00000
92	2009.12.21 08:03	s/l	46	0.10	1.06562	1.06562	0.00000	-9.39	6636.06
93	2009.12.21 17:00	buy	47	0.10	1.05804	1.05704	0.00000
94	2009.12.21 22:00	close	47	0.10	1.06124	1.05704	0.00000	30.15	6666.21
95	2009.12.22 02:00	sell	48	2.70	1.06179	1.06279	0.00000
96	2009.12.22 02:15	s/l	48	2.70	1.06279	1.06279	0.00000	-253.96	6412.25
97	2009.12.22 06:00	sell	49	2.60	1.06175	1.06275	0.00000
98	2009.12.22 13:00	close	49	2.60	1.05830	1.06275	0.00000	847.59	7259.84
99	2009.12.22 16:00	buy	50	2.90	1.05894	1.05794	0.00000
100	2009.12.22 16:07	s/l	50	2.90	1.05794	1.05794	0.00000	-274.14	6985.70
101	2009.12.22 19:00	sell	51	2.80	1.05574	1.05674	0.00000
102	2009.12.22 19:15	s/l	51	2.80	1.05674	1.05674	0.00000	-264.90	6720.80
103	2009.12.22 22:00	buy	52	1.10	1.05827	1.05727	0.00000
104	2009.12.22 22:02	s/l	52	1.10	1.05727	1.05727	0.00000	-104.05	6616.75
105	2009.12.23 05:00	buy	53	0.30	1.05700	1.05600	0.00000
106	2009.12.23 06:50	s/l	53	0.30	1.05600	1.05600	0.00000	-28.42	6588.33
107	2009.12.23 08:00	sell	54	0.10	1.05614	1.05714	0.00000
108	2009.12.23 09:00	close	54	0.10	1.05647	1.05714	0.00000	-3.12	6585.21
109	2009.12.23 17:00	sell	55	0.10	1.04938	1.05038	0.00000
110	2009.12.23 17:20	s/l	55	0.10	1.05038	1.05038	0.00000	-9.52	6575.69
111	2009.12.23 22:00	buy	56	0.10	1.04842	1.04742	0.00000
112	2009.12.24 03:00	close	56	0.10	1.04840	1.04742	0.00000	-0.27	6575.42
113	2009.12.24 04:00	sell	57	0.10	1.04813	1.04913	0.00000
114	2009.12.24 05:20	s/l	57	0.10	1.04913	1.04913	0.00000	-9.53	6565.89
115	2009.12.24 08:00	sell	58	0.10	1.04797	1.04897	0.00000
116	2009.12.24 09:20	s/l	58	0.10	1.04897	1.04897	0.00000	-9.53	6556.36
117	2009.12.24 13:00	buy	59	0.10	1.04603	1.04503	0.00000
118	2009.12.24 14:00	close	59	0.10	1.04569	1.04503	0.00000	-3.25	6553.11
119	2009.12.28 13:00	sell	60	0.10	1.04765	1.04865	0.00000
120	2009.12.28 13:26	s/l	60	0.10	1.04865	1.04865	0.00000	-9.53	6543.58
121	2009.12.28 20:00	buy	61	0.10	1.04354	1.04254	0.00000
122	2009.12.28 20:20	s/l	61	0.10	1.04254	1.04254	0.00000	-9.60	6533.98
123	2009.12.29 00:00	buy	62	0.10	1.04336	1.04236	0.00000
124	2009.12.29 06:00	close	62	0.10	1.04340	1.04236	0.00000	0.38	6534.36
125	2009.12.29 13:00	buy	63	2.60	1.03884	1.03784	0.00000
126	2009.12.29 13:50	s/l	63	2.60	1.03784	1.03784	0.00000	-250.60	6283.76
127	2009.12.30 05:00	sell	64	2.50	1.04862	1.04962	0.00000
128	2009.12.30 05:43	s/l	64	2.50	1.04962	1.04962	0.00000	-238.15	6045.61
129	2009.12.30 07:00	buy	65	1.00	1.05120	1.05020	0.00000
130	2009.12.30 07:15	s/l	65	1.00	1.05020	1.05020	0.00000	-95.26	5950.35
131	2009.12.30 13:00	buy	66	0.20	1.04973	1.04873	0.00000
132	2009.12.30 13:02	s/l	66	0.20	1.04873	1.04873	0.00000	-19.07	5931.28
133	2009.12.30 19:00	buy	67	0.10	1.05520	1.05420	0.00000
134	2009.12.30 19:15	s/l	67	0.10	1.05420	1.05420	0.00000	-9.49	5921.79
135	2009.12.31 00:00	sell	68	0.10	1.05498	1.05598	0.00000
136	2009.12.31 07:00	close	68	0.10	1.05378	1.05598	0.00000	11.39	5933.18
137	2009.12.31 14:00	buy	69	2.40	1.05098	1.04998	0.00000
138	2009.12.31 14:15	s/l	69	2.40	1.04998	1.04998	0.00000	-228.62	5704.56
139	2009.12.31 16:00	sell	70	2.30	1.04855	1.04955	0.00000
140	2009.12.31 16:03	s/l	70	2.30	1.04955	1.04955	0.00000	-218.97	5485.59