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		Period_MA_Long=100; Period_BB=25; reserve=50; deviation=1.5; 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	-190.11	Gross profit	217.57	Gross loss	-407.68
Profit factor	0.53	Expected payoff	-13.58
Absolute drawdown	321.17	Maximal drawdown	400.90 (3.98%)	Relative drawdown	3.98% (400.90)
Total trades	14	Short positions (won %)	14 (28.57%)	Long positions (won %)	0 (0.00%)
		Profit trades (% of total)	4 (28.57%)	Loss trades (% of total)	10 (71.43%)
Largest		profit trade	131.41	loss trade	-104.01
Average		profit trade	54.39	loss trade	-40.77
Maximum		consecutive wins (profit in money)	1 (131.41)	consecutive losses (loss in money)	5 (-177.92)
Maximal		consecutive profit (count of wins)	131.41 (1)	consecutive loss (count of losses)	-177.92 (5)
Average		consecutive wins	1	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 01:00	sell	1	0.10	1.05391	1.05884	0.00000
2	2009.12.01 03:00	close	1	0.10	1.05671	1.05884	0.00000	-26.50	9973.50
3	2009.12.01 09:00	sell	2	0.10	1.05224	1.05808	0.00000
4	2009.12.02 09:00	close	2	0.10	1.04651	1.05808	0.00000	54.74	10028.24
5	2009.12.04 14:00	sell	3	0.10	1.04658	1.05860	0.00000
6	2009.12.04 20:00	close	3	0.10	1.05758	1.05860	0.00000	-104.01	9924.23
7	2009.12.07 19:00	sell	4	0.10	1.04978	1.06175	0.00000
8	2009.12.08 09:00	close	4	0.10	1.05576	1.06175	0.00000	-56.65	9867.58
9	2009.12.09 17:00	sell	5	0.10	1.05478	1.06597	0.00000
10	2009.12.11 08:00	close	5	0.10	1.05290	1.06597	0.00000	17.82	9885.40
11	2009.12.11 14:00	sell	6	0.10	1.04922	1.05292	0.00000
12	2009.12.11 15:15	s/l	6	0.10	1.05292	1.05292	0.00000	-35.14	9850.26
13	2009.12.15 06:00	sell	7	0.10	1.05559	1.06425	0.00000
14	2009.12.15 10:00	close	7	0.10	1.06256	1.06425	0.00000	-65.60	9784.66
15	2009.12.16 10:00	sell	8	0.10	1.05972	1.06320	0.00000
16	2009.12.16 11:50	s/l	8	0.10	1.06320	1.06320	0.00000	-32.72	9751.94
17	2009.12.16 14:00	sell	9	0.10	1.05899	1.06295	0.00000
18	2009.12.16 20:20	s/l	9	0.10	1.06295	1.06295	0.00000	-37.24	9714.70
19	2009.12.18 04:00	sell	10	0.10	1.06684	1.07291	0.00000
20	2009.12.21 01:00	close	10	0.10	1.06761	1.07291	0.00000	-7.22	9707.48
21	2009.12.21 12:00	sell	11	0.10	1.06281	1.06873	0.00000
22	2009.12.24 15:00	close	11	0.10	1.04902	1.06873	0.00000	131.41	9838.90
23	2009.12.28 04:00	sell	12	0.10	1.04630	1.04999	0.00000
24	2009.12.28 09:00	close	12	0.10	1.04982	1.04999	0.00000	-33.53	9805.37
25	2009.12.28 15:00	sell	13	0.10	1.04523	1.04973	0.00000
26	2009.12.29 21:00	close	13	0.10	1.04381	1.04973	0.00000	13.59	9818.96
27	2009.12.31 18:00	sell	14	0.10	1.04614	1.05609	0.00000
28	2009.12.31 18:57	close at stop	14	0.10	1.04709	1.05609	0.00000	-9.07	9809.89