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	-4861.85	Gross profit	1835.10	Gross loss	-6696.95
Profit factor	0.27	Expected payoff	-71.50
Absolute drawdown	4861.85	Maximal drawdown	4912.34 (48.88%)	Relative drawdown	48.88% (4912.34)
Total trades	68	Short positions (won %)	34 (17.65%)	Long positions (won %)	34 (17.65%)
		Profit trades (% of total)	12 (17.65%)	Loss trades (% of total)	56 (82.35%)
Largest		profit trade	901.82	loss trade	-379.12
Average		profit trade	152.93	loss trade	-119.59
Maximum		consecutive wins (profit in money)	2 (378.64)	consecutive losses (loss in money)	10 (-729.93)
Maximal		consecutive profit (count of wins)	901.82 (1)	consecutive loss (count of losses)	-968.69 (9)
Average		consecutive wins	1	consecutive losses	5

#	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	-379.12	9620.88
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	-359.90	9260.98
5	2009.12.01 14:00	buy	3	1.50	1.04610	1.04510	0.00000
6	2009.12.01 14:10	s/l	3	1.50	1.04510	1.04510	0.00000	-143.56	9117.42
7	2009.12.01 16:00	sell	4	0.40	1.04277	1.04377	0.00000
8	2009.12.01 16:15	s/l	4	0.40	1.04377	1.04377	0.00000	-38.31	9079.11
9	2009.12.01 18:00	buy	5	0.10	1.04311	1.04211	0.00000
10	2009.12.01 19:50	s/l	5	0.10	1.04211	1.04211	0.00000	-9.60	9069.51
11	2009.12.02 09:00	buy	6	0.10	1.04600	1.04500	0.00000
12	2009.12.02 09:20	s/l	6	0.10	1.04500	1.04500	0.00000	-9.58	9059.93
13	2009.12.02 11:00	sell	7	0.10	1.04365	1.04465	0.00000
14	2009.12.02 11:40	s/l	7	0.10	1.04465	1.04465	0.00000	-9.57	9050.36
15	2009.12.03 06:00	buy	8	0.10	1.05025	1.04925	0.00000
16	2009.12.03 07:20	s/l	8	0.10	1.04925	1.04925	0.00000	-9.53	9040.83
17	2009.12.03 08:00	sell	9	0.10	1.04819	1.04919	0.00000
18	2009.12.03 10:30	s/l	9	0.10	1.04919	1.04919	0.00000	-9.52	9031.31
19	2009.12.03 17:00	sell	10	0.10	1.05437	1.05537	0.00000
20	2009.12.03 21:00	close	10	0.10	1.05349	1.05537	0.00000	8.35	9039.66
21	2009.12.03 22:00	buy	11	3.60	1.05477	1.05377	0.00000
22	2009.12.04 01:00	close	11	3.60	1.05586	1.05377	0.00000	370.29	9409.95
23	2009.12.04 04:00	sell	12	3.80	1.05631	1.05731	0.00000
24	2009.12.04 06:00	close	12	3.80	1.05641	1.05731	0.00000	-35.97	9373.98
25	2009.12.07 01:00	sell	13	3.70	1.05600	1.05700	0.00000
26	2009.12.07 01:15	s/l	13	3.70	1.05700	1.05700	0.00000	-349.98	9024.00
27	2009.12.07 07:00	buy	14	1.40	1.05585	1.05485	0.00000
28	2009.12.07 07:15	s/l	14	1.40	1.05485	1.05485	0.00000	-132.76	8891.24
29	2009.12.07 14:00	sell	15	0.40	1.05909	1.06009	0.00000
30	2009.12.07 21:00	close	15	0.40	1.05281	1.06009	0.00000	238.60	9129.84
31	2009.12.08 05:00	buy	16	3.70	1.05055	1.04955	0.00000
32	2009.12.08 06:00	close	16	3.70	1.05040	1.04955	0.00000	-52.84	9077.00
33	2009.12.08 11:00	sell	17	3.60	1.05018	1.05118	0.00000
34	2009.12.08 11:07	s/l	17	3.60	1.05118	1.05118	0.00000	-342.46	8734.54
35	2009.12.08 23:00	sell	18	1.40	1.06372	1.06472	0.00000
36	2009.12.09 00:20	s/l	18	1.40	1.06472	1.06472	0.00000	-131.39	8603.15
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	8574.93
39	2009.12.10 00:00	buy	20	0.10	1.05494	1.05394	0.00000
40	2009.12.10 00:20	s/l	20	0.10	1.05394	1.05394	0.00000	-9.49	8565.44
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	8555.97
43	2009.12.10 16:00	buy	22	0.10	1.05066	1.04966	0.00000
44	2009.12.10 20:00	close	22	0.10	1.05153	1.04966	0.00000	8.27	8564.24
45	2009.12.10 21:00	sell	23	3.40	1.05013	1.05113	0.00000
46	2009.12.10 22:40	s/l	23	3.40	1.05113	1.05113	0.00000	-323.45	8240.79
47	2009.12.10 23:00	buy	24	3.30	1.05160	1.05060	0.00000
48	2009.12.10 23:32	s/l	24	3.30	1.05060	1.05060	0.00000	-314.29	7926.50
49	2009.12.11 10:00	sell	25	1.30	1.05111	1.05211	0.00000
50	2009.12.11 13:00	close	25	1.30	1.05036	1.05211	0.00000	92.83	8019.33
51	2009.12.11 22:00	sell	26	3.20	1.05967	1.06067	0.00000
52	2009.12.11 22:15	s/l	26	3.20	1.06067	1.06067	0.00000	-301.62	7717.71
53	2009.12.14 00:00	sell	27	3.10	1.06018	1.06118	0.00000
54	2009.12.14 03:00	close	27	3.10	1.05962	1.06118	0.00000	163.83	7881.54
55	2009.12.14 04:00	buy	28	3.20	1.05991	1.05891	0.00000
56	2009.12.14 05:20	s/l	28	3.20	1.05891	1.05891	0.00000	-302.44	7579.10
57	2009.12.14 06:00	sell	29	3.00	1.05931	1.06031	0.00000
58	2009.12.14 09:00	close	29	3.00	1.06015	1.06031	0.00000	-237.70	7341.40
59	2009.12.15 15:00	sell	30	1.20	1.06083	1.06183	0.00000
60	2009.12.15 16:07	s/l	30	1.20	1.06183	1.06183	0.00000	-112.99	7228.41
61	2009.12.15 19:00	buy	31	0.30	1.06207	1.06107	0.00000
62	2009.12.15 20:50	s/l	31	0.30	1.06107	1.06107	0.00000	-28.28	7200.13
63	2009.12.15 23:00	sell	32	0.10	1.06090	1.06190	0.00000
64	2009.12.16 03:00	close	32	0.10	1.06105	1.06190	0.00000	-1.41	7198.72
65	2009.12.16 04:00	buy	33	0.10	1.06076	1.05976	0.00000
66	2009.12.16 09:50	s/l	33	0.10	1.05976	1.05976	0.00000	-9.44	7189.28
67	2009.12.16 12:00	buy	34	0.10	1.06199	1.06099	0.00000
68	2009.12.16 12:10	s/l	34	0.10	1.06099	1.06099	0.00000	-9.43	7179.85
69	2009.12.16 13:00	buy	35	0.10	1.06017	1.05917	0.00000
70	2009.12.16 13:20	s/l	35	0.10	1.05917	1.05917	0.00000	-9.45	7170.40
71	2009.12.16 20:00	buy	36	0.10	1.05985	1.05885	0.00000
72	2009.12.16 20:02	s/l	36	0.10	1.05885	1.05885	0.00000	-9.44	7160.96
73	2009.12.17 08:00	sell	37	0.10	1.06863	1.06963	0.00000
74	2009.12.17 10:40	s/l	37	0.10	1.06963	1.06963	0.00000	-9.35	7151.61
75	2009.12.17 11:00	buy	38	0.10	1.07062	1.06962	0.00000
76	2009.12.17 13:00	close	38	0.10	1.07074	1.06962	0.00000	1.12	7152.73
77	2009.12.17 19:00	buy	39	2.90	1.07127	1.07027	0.00000
78	2009.12.17 20:00	close	39	2.90	1.07092	1.07027	0.00000	-94.78	7057.95
79	2009.12.18 08:00	buy	40	2.80	1.06821	1.06721	0.00000
80	2009.12.18 08:50	s/l	40	2.80	1.06721	1.06721	0.00000	-262.39	6795.56
81	2009.12.18 09:00	sell	41	1.10	1.06824	1.06924	0.00000
82	2009.12.18 10:15	s/l	41	1.10	1.06924	1.06924	0.00000	-102.85	6692.71
83	2009.12.18 15:00	buy	42	0.30	1.06686	1.06586	0.00000
84	2009.12.18 15:15	s/l	42	0.30	1.06586	1.06586	0.00000	-28.15	6664.56
85	2009.12.21 05:00	sell	43	0.10	1.06616	1.06716	0.00000
86	2009.12.21 07:00	close	43	0.10	1.06705	1.06716	0.00000	-8.34	6656.22
87	2009.12.21 08:00	buy	44	0.10	1.06640	1.06540	0.00000
88	2009.12.21 08:10	s/l	44	0.10	1.06540	1.06540	0.00000	-9.38	6646.84
89	2009.12.21 17:00	buy	45	0.10	1.05782	1.05682	0.00000
90	2009.12.21 22:00	close	45	0.10	1.06124	1.05682	0.00000	32.23	6679.07
91	2009.12.22 02:00	sell	46	2.70	1.06179	1.06279	0.00000
92	2009.12.22 02:15	s/l	46	2.70	1.06279	1.06279	0.00000	-254.02	6425.05
93	2009.12.22 06:00	sell	47	2.60	1.06175	1.06275	0.00000
94	2009.12.22 13:00	close	47	2.60	1.05808	1.06275	0.00000	901.82	7326.87
95	2009.12.22 16:00	buy	48	2.90	1.05872	1.05772	0.00000
96	2009.12.22 17:20	s/l	48	2.90	1.05772	1.05772	0.00000	-274.26	7052.61
97	2009.12.22 19:00	sell	49	2.80	1.05574	1.05674	0.00000
98	2009.12.22 19:15	s/l	49	2.80	1.05674	1.05674	0.00000	-264.96	6787.65
99	2009.12.22 22:00	buy	50	1.10	1.05805	1.05705	0.00000
100	2009.12.22 22:50	s/l	50	1.10	1.05705	1.05705	0.00000	-104.08	6683.57
101	2009.12.23 05:00	buy	51	0.30	1.05678	1.05578	0.00000
102	2009.12.23 07:00	close	51	0.30	1.05629	1.05578	0.00000	-13.92	6669.65
103	2009.12.23 08:00	sell	52	0.10	1.05614	1.05714	0.00000
104	2009.12.23 09:00	close	52	0.10	1.05625	1.05714	0.00000	-1.04	6668.61
105	2009.12.23 17:00	sell	53	0.10	1.04938	1.05038	0.00000
106	2009.12.23 17:20	s/l	53	0.10	1.05038	1.05038	0.00000	-9.52	6659.09
107	2009.12.23 22:00	buy	54	0.10	1.04820	1.04720	0.00000
108	2009.12.24 03:00	close	54	0.10	1.04840	1.04720	0.00000	1.80	6660.88
109	2009.12.24 04:00	sell	55	2.70	1.04813	1.04913	0.00000
110	2009.12.24 06:07	s/l	55	2.70	1.04913	1.04913	0.00000	-257.36	6403.52
111	2009.12.24 08:00	sell	56	2.60	1.04797	1.04897	0.00000
112	2009.12.24 09:20	s/l	56	2.60	1.04897	1.04897	0.00000	-247.82	6155.70
113	2009.12.24 13:00	buy	57	1.00	1.04581	1.04481	0.00000
114	2009.12.24 14:00	close	57	1.00	1.04569	1.04481	0.00000	-11.48	6144.22
115	2009.12.28 13:00	sell	58	0.30	1.04765	1.04865	0.00000
116	2009.12.28 13:37	s/l	58	0.30	1.04865	1.04865	0.00000	-28.61	6115.61
117	2009.12.28 20:00	buy	59	0.10	1.04332	1.04232	0.00000
118	2009.12.28 20:20	s/l	59	0.10	1.04232	1.04232	0.00000	-9.59	6106.02
119	2009.12.29 00:00	buy	60	0.10	1.04314	1.04214	0.00000
120	2009.12.29 06:00	close	60	0.10	1.04340	1.04214	0.00000	2.49	6108.51
121	2009.12.29 13:00	buy	61	2.40	1.03862	1.03762	0.00000
122	2009.12.29 13:50	s/l	61	2.40	1.03762	1.03762	0.00000	-231.32	5877.19
123	2009.12.30 05:00	sell	62	2.40	1.04862	1.04962	0.00000
124	2009.12.30 05:50	s/l	62	2.40	1.04962	1.04962	0.00000	-228.55	5648.64
125	2009.12.30 07:00	buy	63	0.90	1.05098	1.04998	0.00000
126	2009.12.30 07:15	s/l	63	0.90	1.04998	1.04998	0.00000	-85.73	5562.91
127	2009.12.30 13:00	buy	64	0.20	1.04951	1.04851	0.00000
128	2009.12.30 13:02	s/l	64	0.20	1.04851	1.04851	0.00000	-19.08	5543.83
129	2009.12.30 19:00	buy	65	0.10	1.05498	1.05398	0.00000
130	2009.12.30 19:20	s/l	65	0.10	1.05398	1.05398	0.00000	-9.49	5534.34
131	2009.12.31 00:00	sell	66	0.10	1.05498	1.05598	0.00000
132	2009.12.31 07:00	close	66	0.10	1.05356	1.05598	0.00000	13.48	5547.82
133	2009.12.31 14:00	buy	67	2.20	1.05076	1.04976	0.00000
134	2009.12.31 14:20	s/l	67	2.20	1.04976	1.04976	0.00000	-209.69	5338.13
135	2009.12.31 16:00	sell	68	2.10	1.04855	1.04955	0.00000
136	2009.12.31 16:03	s/l	68	2.10	1.04955	1.04955	0.00000	-199.98	5138.15