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		levels=8; Multiplier=2; PS=20; TP=30; Level1TP=40; UseStopLoss=true; SL=1000; MM=true; LotsDigit=2; nonMMlot=0.01; EF=1000000; MaxLot=100; MinLot=0.01; magiclong=800111; magicshort=800222;
Bars in test	1515	Ticks modelled	13777	Modelling quality	n/a
Mismatched charts errors	2
Initial deposit	10000.00
Total net profit	-26.47	Gross profit	9.64	Gross loss	-36.11
Profit factor	0.27	Expected payoff	-0.95
Absolute drawdown	26.79	Maximal drawdown	26.79 (0.27%)	Relative drawdown	0.27% (26.79)
Total trades	28	Short positions (won %)	13 (92.31%)	Long positions (won %)	15 (93.33%)
		Profit trades (% of total)	26 (92.86%)	Loss trades (% of total)	2 (7.14%)
Largest		profit trade	0.39	loss trade	-26.77
Average		profit trade	0.37	loss trade	-18.05
Maximum		consecutive wins (profit in money)	26 (9.64)	consecutive losses (loss in money)	2 (-36.11)
Maximal		consecutive profit (count of wins)	9.64 (26)	consecutive loss (count of losses)	-36.11 (2)
Average		consecutive wins	26	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 00:00	buy	1	0.01	1.05661	0.97661	1.05701
2	2009.12.01 00:02	sell	2	0.01	1.05596	1.13596	1.05556
3	2009.12.01 00:40	t/p	2	0.01	1.05556	1.13596	1.05556	0.38	10000.38
4	2009.12.01 00:40	sell	3	0.01	1.05447	1.13447	1.05407
5	2009.12.01 06:15	t/p	1	0.01	1.05701	0.97661	1.05701	0.38	10000.76
6	2009.12.01 06:15	buy	4	0.01	1.05767	0.97767	1.05807
7	2009.12.01 08:10	t/p	3	0.01	1.05407	1.13447	1.05407	0.38	10001.14
8	2009.12.01 08:10	sell	5	0.01	1.05273	1.13273	1.05233
9	2009.12.01 08:16	t/p	5	0.01	1.05233	1.13273	1.05233	0.38	10001.52
10	2009.12.01 08:16	sell	6	0.01	1.05143	1.13143	1.05103
11	2009.12.01 09:10	t/p	6	0.01	1.05103	1.13143	1.05103	0.38	10001.90
12	2009.12.01 09:10	sell	7	0.01	1.04979	1.12979	1.04939
13	2009.12.01 09:16	t/p	7	0.01	1.04939	1.12979	1.04939	0.38	10002.28
14	2009.12.01 09:16	sell	8	0.01	1.04839	1.12839	1.04799
15	2009.12.01 09:50	t/p	8	0.01	1.04799	1.12839	1.04799	0.38	10002.66
16	2009.12.01 09:50	sell	9	0.01	1.04675	1.12675	1.04635
17	2009.12.01 10:10	t/p	9	0.01	1.04635	1.12675	1.04635	0.38	10003.04
18	2009.12.01 10:10	sell	10	0.01	1.04551	1.12551	1.04511
19	2009.12.01 14:15	t/p	10	0.01	1.04511	1.12551	1.04511	0.38	10003.42
20	2009.12.01 14:15	sell	11	0.01	1.04376	1.12376	1.04336
21	2009.12.01 14:20	t/p	11	0.01	1.04336	1.12376	1.04336	0.39	10003.81
22	2009.12.01 14:20	sell	12	0.01	1.04231	1.12231	1.04191
23	2009.12.01 17:20	t/p	12	0.01	1.04191	1.12231	1.04191	0.39	10004.20
24	2009.12.01 17:20	sell	13	0.01	1.04054	1.12054	1.04014
25	2009.12.03 16:20	t/p	4	0.01	1.05807	0.97767	1.05807	0.34	10004.54
26	2009.12.03 16:20	buy	14	0.01	1.05891	0.97891	1.05931
27	2009.12.04 20:50	t/p	14	0.01	1.05931	0.97891	1.05931	0.37	10004.91
28	2009.12.04 20:50	buy	15	0.01	1.06005	0.98005	1.06045
29	2009.12.07 09:33	t/p	15	0.01	1.06045	0.98005	1.06045	0.37	10005.28
30	2009.12.07 09:33	buy	16	0.01	1.06181	0.98181	1.06221
31	2009.12.07 09:40	t/p	16	0.01	1.06221	0.98181	1.06221	0.38	10005.66
32	2009.12.07 09:40	buy	17	0.01	1.06331	0.98331	1.06371
33	2009.12.07 09:46	t/p	17	0.01	1.06371	0.98331	1.06371	0.38	10006.04
34	2009.12.07 09:46	buy	18	0.01	1.06480	0.98480	1.06520
35	2009.12.08 20:20	t/p	18	0.01	1.06520	0.98480	1.06520	0.37	10006.41
36	2009.12.08 20:20	buy	19	0.01	1.06626	0.98626	1.06666
37	2009.12.08 20:50	t/p	19	0.01	1.06666	0.98626	1.06666	0.38	10006.79
38	2009.12.08 20:50	buy	20	0.01	1.06759	0.98759	1.06799
39	2009.12.17 05:15	t/p	20	0.01	1.06799	0.98759	1.06799	0.27	10007.05
40	2009.12.17 05:15	buy	21	0.01	1.06890	0.98890	1.06930
41	2009.12.17 06:50	t/p	21	0.01	1.06930	0.98890	1.06930	0.37	10007.42
42	2009.12.17 06:50	buy	22	0.01	1.06996	0.98996	1.07036
43	2009.12.17 07:20	t/p	22	0.01	1.07036	0.98996	1.07036	0.37	10007.79
44	2009.12.17 07:20	buy	23	0.01	1.07106	0.99106	1.07146
45	2009.12.17 11:20	t/p	23	0.01	1.07146	0.99106	1.07146	0.37	10008.16
46	2009.12.17 11:20	buy	24	0.01	1.07217	0.99217	1.07257
47	2009.12.17 11:45	t/p	24	0.01	1.07257	0.99217	1.07257	0.37	10008.53
48	2009.12.17 11:45	buy	25	0.01	1.07327	0.99327	1.07367
49	2009.12.17 12:20	t/p	25	0.01	1.07367	0.99327	1.07367	0.37	10008.90
50	2009.12.17 12:20	buy	26	0.01	1.07432	0.99432	1.07472
51	2009.12.29 12:45	t/p	13	0.01	1.04014	1.12054	1.04014	0.35	10009.26
52	2009.12.29 12:45	sell	27	0.01	1.03865	1.11865	1.03825
53	2009.12.29 12:50	t/p	27	0.01	1.03825	1.11865	1.03825	0.38	10009.64
54	2009.12.29 12:50	sell	28	0.01	1.03732	1.11732	1.03692
55	2009.12.31 18:57	close at stop	28	0.01	1.04709	1.11732	1.03692	-9.33	10000.30
56	2009.12.31 18:57	close at stop	26	0.01	1.04645	0.99432	1.07472	-26.77	9973.53