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		Lot1=0.1; Lot2=0.2; StopLoss=10; TakeProfit=10; TrailingStop=10; MinBodySum=10;
Bars in test	1515	Ticks modelled	13777	Modelling quality	n/a
Mismatched charts errors	2
Initial deposit	10000.00
Total net profit	-348.92	Gross profit	106.23	Gross loss	-455.15
Profit factor	0.23	Expected payoff	-4.53
Absolute drawdown	428.25	Maximal drawdown	474.08 (4.72%)	Relative drawdown	4.72% (474.08)
Total trades	77	Short positions (won %)	45 (57.78%)	Long positions (won %)	32 (78.13%)
		Profit trades (% of total)	51 (66.23%)	Loss trades (% of total)	26 (33.77%)
Largest		profit trade	68.80	loss trade	-115.64
Average		profit trade	2.08	loss trade	-17.51
Maximum		consecutive wins (profit in money)	9 (0.00)	consecutive losses (loss in money)	4 (-23.69)
Maximal		consecutive profit (count of wins)	68.80 (3)	consecutive loss (count of losses)	-115.64 (1)
Average		consecutive wins	3	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 12:00	sell	1	0.10	1.04554	1.05234	0.00000
2	2009.12.01 14:10	modify	1	0.10	1.04554	1.04554	0.00000
3	2009.12.01 21:33	s/l	1	0.10	1.04554	1.04554	0.00000	0.00	10000.00
4	2009.12.02 22:00	buy	2	0.10	1.05037	0.99990	0.00000
5	2009.12.02 22:15	modify	2	0.10	1.05037	1.05037	0.00000
6	2009.12.03 00:03	s/l	2	0.10	1.05037	1.05037	0.00000	-0.20	9999.80
7	2009.12.03 00:03	buy	3	0.10	1.05045	0.99990	0.00000
8	2009.12.03 06:59	modify	3	0.10	1.05045	1.05045	0.00000
9	2009.12.03 07:10	s/l	3	0.10	1.05045	1.05045	0.00000	0.00	9999.80
10	2009.12.04 01:00	buy	4	0.10	1.05609	0.99990	0.00000
11	2009.12.04 01:10	modify	4	0.10	1.05609	1.05609	0.00000
12	2009.12.04 02:20	s/l	4	0.10	1.05609	1.05609	0.00000	0.00	9999.80
13	2009.12.04 02:20	buy	5	0.10	1.05623	0.99990	0.00000
14	2009.12.04 03:20	modify	5	0.10	1.05623	1.05623	0.00000
15	2009.12.04 03:50	s/l	5	0.10	1.05623	1.05623	0.00000	0.00	9999.80
16	2009.12.04 03:50	buy	6	0.10	1.05626	0.99990	0.00000
17	2009.12.04 04:02	modify	6	0.10	1.05626	1.05626	0.00000
18	2009.12.04 04:20	s/l	6	0.10	1.05626	1.05626	0.00000	0.00	9999.80
19	2009.12.04 04:20	buy	7	0.10	1.05638	0.99990	0.00000
20	2009.12.04 05:37	modify	7	0.10	1.05638	1.05638	0.00000
21	2009.12.04 05:50	s/l	7	0.10	1.05638	1.05638	0.00000	0.00	9999.80
22	2009.12.04 05:50	buy	8	0.10	1.05648	0.99990	0.00000
23	2009.12.04 06:45	modify	8	0.10	1.05648	1.05648	0.00000
24	2009.12.04 07:20	s/l	8	0.10	1.05648	1.05648	0.00000	0.00	9999.80
25	2009.12.07 00:00	buy	9	0.10	1.05584	0.99990	0.00000
26	2009.12.07 00:05	modify	9	0.10	1.05584	1.05584	0.00000
27	2009.12.07 01:07	s/l	9	0.10	1.05584	1.05584	0.00000	0.00	9999.80
28	2009.12.07 01:07	buy	10	0.10	1.05595	0.99990	0.00000
29	2009.12.07 01:10	modify	10	0.10	1.05595	1.05595	0.00000
30	2009.12.07 01:35	s/l	10	0.10	1.05595	1.05595	0.00000	0.00	9999.80
31	2009.12.07 01:35	buy	11	0.10	1.05606	0.99990	0.00000
32	2009.12.07 08:20	modify	11	0.10	1.05606	1.05606	0.00000
33	2009.12.07 08:22	s/l	11	0.10	1.05606	1.05606	0.00000	0.00	9999.80
34	2009.12.07 13:00	buy	12	0.10	1.06280	0.99990	0.00000
35	2009.12.07 20:00	close	12	0.10	1.05065	0.99990	0.00000	-115.64	9884.16
36	2009.12.07 20:00	sell	13	0.10	1.05065	1.05316	0.00000
37	2009.12.07 20:07	modify	13	0.10	1.05065	1.05065	0.00000
38	2009.12.07 20:10	s/l	13	0.10	1.05065	1.05065	0.00000	0.00	9884.16
39	2009.12.07 20:10	sell	14	0.10	1.05076	1.05316	0.00000
40	2009.12.07 20:50	s/l	14	0.10	1.05316	1.05316	0.00000	-22.77	9861.39
41	2009.12.07 21:00	sell	15	0.10	1.05268	1.05353	0.00000
42	2009.12.07 21:20	s/l	15	0.10	1.05353	1.05353	0.00000	-8.07	9853.32
43	2009.12.07 21:40	sell	16	0.10	1.05284	1.05353	0.00000
44	2009.12.07 22:15	modify	16	0.10	1.05284	1.05284	0.00000
45	2009.12.08 08:20	s/l	16	0.10	1.05284	1.05284	0.00000	-0.05	9853.28
46	2009.12.08 17:00	buy	17	0.10	1.06041	0.99990	0.00000
47	2009.12.08 17:02	modify	17	0.10	1.06041	1.06041	0.00000
48	2009.12.08 17:15	s/l	17	0.10	1.06041	1.06041	0.00000	0.00	9853.28
49	2009.12.08 17:15	buy	18	0.10	1.06023	0.99990	0.00000
50	2009.12.08 17:45	modify	18	0.10	1.06023	1.06023	0.00000
51	2009.12.08 17:59	s/l	18	0.10	1.06023	1.06023	0.00000	0.00	9853.28
52	2009.12.08 17:59	buy	19	0.10	1.06020	0.99990	0.00000
53	2009.12.08 18:03	modify	19	0.10	1.06020	1.06020	0.00000
54	2009.12.09 09:20	s/l	19	0.10	1.06020	1.06020	0.00000	-0.07	9853.21
55	2009.12.09 15:02	sell	20	0.10	1.06063	1.06126	0.00000
56	2009.12.09 15:10	s/l	20	0.10	1.06126	1.06126	0.00000	-5.94	9847.27
57	2009.12.09 15:50	sell	21	0.10	1.06038	1.06126	0.00000
58	2009.12.09 15:57	s/l	21	0.10	1.06126	1.06126	0.00000	-8.29	9838.98
59	2009.12.10 00:15	sell	22	0.10	1.05417	1.05516	0.00000
60	2009.12.10 00:37	s/l	22	0.10	1.05516	1.05516	0.00000	-9.39	9829.59
61	2009.12.10 00:45	sell	23	0.10	1.05437	1.05516	0.00000
62	2009.12.10 01:35	modify	23	0.10	1.05437	1.05437	0.00000
63	2009.12.10 02:20	s/l	23	0.10	1.05437	1.05437	0.00000	0.00	9829.59
64	2009.12.10 02:20	sell	24	0.10	1.05426	1.05516	0.00000
65	2009.12.10 02:50	s/l	24	0.10	1.05516	1.05516	0.00000	-8.53	9821.06
66	2009.12.10 03:20	sell	25	0.10	1.05437	1.05522	0.00000
67	2009.12.10 03:50	s/l	25	0.10	1.05522	1.05522	0.00000	-8.05	9813.01
68	2009.12.10 03:59	sell	26	0.10	1.05437	1.05522	0.00000
69	2009.12.10 04:02	s/l	26	0.10	1.05522	1.05522	0.00000	-8.05	9804.96
70	2009.12.10 04:15	sell	27	0.10	1.05445	1.05522	0.00000
71	2009.12.10 04:32	modify	27	0.10	1.05445	1.05445	0.00000
72	2009.12.10 04:40	s/l	27	0.10	1.05445	1.05445	0.00000	0.00	9804.96
73	2009.12.10 04:40	sell	28	0.10	1.05446	1.05522	0.00000
74	2009.12.10 04:45	s/l	28	0.10	1.05522	1.05522	0.00000	-7.20	9797.76
75	2009.12.10 14:00	sell	29	0.10	1.05017	1.05467	0.00000
76	2009.12.10 14:40	modify	29	0.10	1.05017	1.05017	0.00000
77	2009.12.10 15:45	s/l	29	0.10	1.05017	1.05017	0.00000	0.00	9797.76
78	2009.12.10 15:45	sell	30	0.10	1.04997	1.05186	0.00000
79	2009.12.10 16:10	s/l	30	0.10	1.05186	1.05186	0.00000	-17.96	9779.80
80	2009.12.11 19:00	buy	31	0.10	1.05889	0.99990	0.00000
81	2009.12.11 19:10	modify	31	0.10	1.05889	1.05889	0.00000
82	2009.12.14 00:15	s/l	31	0.10	1.05889	1.05889	0.00000	-0.07	9779.73
83	2009.12.14 00:15	buy	32	0.10	1.05872	0.99990	0.00000
84	2009.12.14 01:07	modify	32	0.10	1.05872	1.05872	0.00000
85	2009.12.14 01:10	s/l	32	0.10	1.05872	1.05872	0.00000	0.00	9779.73
86	2009.12.14 13:00	buy	33	0.10	1.06505	0.99990	0.00000
87	2009.12.14 14:20	modify	33	0.10	1.06505	1.06505	0.00000
88	2009.12.14 14:27	s/l	33	0.10	1.06505	1.06505	0.00000	0.00	9779.73
89	2009.12.14 14:27	buy	34	0.10	1.06484	0.99990	0.00000
90	2009.12.14 14:27	modify	34	0.10	1.06484	1.06484	0.00000
91	2009.12.14 15:10	s/l	34	0.10	1.06484	1.06484	0.00000	0.00	9779.73
92	2009.12.14 15:10	buy	35	0.10	1.06465	0.99990	0.00000
93	2009.12.14 20:00	close	35	0.10	1.05933	0.99990	0.00000	-50.22	9729.51
94	2009.12.14 20:00	sell	36	0.10	1.05933	1.06113	0.00000
95	2009.12.14 20:32	modify	36	0.10	1.05933	1.05933	0.00000
96	2009.12.14 20:45	s/l	36	0.10	1.05933	1.05933	0.00000	0.00	9729.51
97	2009.12.14 20:45	sell	37	0.10	1.05928	1.06113	0.00000
98	2009.12.14 21:20	modify	37	0.10	1.05928	1.05928	0.00000
99	2009.12.14 21:40	s/l	37	0.10	1.05928	1.05928	0.00000	0.00	9729.51
100	2009.12.14 21:40	sell	38	0.10	1.05912	1.05978	0.00000
101	2009.12.14 22:02	s/l	38	0.10	1.05978	1.05978	0.00000	-6.23	9723.28
102	2009.12.14 22:10	sell	39	0.10	1.05919	1.05982	0.00000
103	2009.12.14 22:20	modify	39	0.10	1.05919	1.05919	0.00000
104	2009.12.14 22:50	s/l	39	0.10	1.05919	1.05919	0.00000	0.00	9723.28
105	2009.12.14 22:50	sell	40	0.10	1.05912	1.05982	0.00000
106	2009.12.14 23:02	modify	40	0.10	1.05912	1.05912	0.00000
107	2009.12.14 23:15	s/l	40	0.10	1.05912	1.05912	0.00000	0.00	9723.28
108	2009.12.14 23:15	sell	41	0.10	1.05899	1.05987	0.00000
109	2009.12.14 23:50	s/l	41	0.10	1.05987	1.05987	0.00000	-8.30	9714.98
110	2009.12.15 00:10	sell	42	0.10	1.05920	1.05987	0.00000
111	2009.12.15 01:20	modify	42	0.10	1.05920	1.05920	0.00000
112	2009.12.15 01:40	s/l	42	0.10	1.05920	1.05920	0.00000	0.00	9714.98
113	2009.12.15 01:40	sell	43	0.10	1.05900	1.05987	0.00000
114	2009.12.15 01:50	s/l	43	0.10	1.05987	1.05987	0.00000	-8.21	9706.77
115	2009.12.15 01:59	sell	44	0.10	1.05872	1.05987	0.00000
116	2009.12.15 04:40	modify	44	0.10	1.05872	1.05872	0.00000
117	2009.12.15 08:50	s/l	44	0.10	1.05872	1.05872	0.00000	0.00	9706.77
118	2009.12.15 12:00	buy	45	0.10	1.06291	0.99990	0.00000
119	2009.12.15 12:10	modify	45	0.10	1.06291	1.06291	0.00000
120	2009.12.15 12:50	s/l	45	0.10	1.06291	1.06291	0.00000	0.00	9706.77
121	2009.12.15 12:50	buy	46	0.10	1.06303	0.99990	0.00000
122	2009.12.15 12:57	modify	46	0.10	1.06303	1.06303	0.00000
123	2009.12.15 13:02	s/l	46	0.10	1.06303	1.06303	0.00000	0.00	9706.77
124	2009.12.15 13:02	buy	47	0.10	1.06314	0.99990	0.00000
125	2009.12.15 13:10	modify	47	0.10	1.06314	1.06314	0.00000
126	2009.12.15 14:10	s/l	47	0.10	1.06314	1.06314	0.00000	0.00	9706.77
127	2009.12.15 14:10	buy	48	0.10	1.06334	0.99990	0.00000
128	2009.12.16 20:50	modify	48	0.10	1.06334	1.06334	0.00000
129	2009.12.16 20:57	s/l	48	0.10	1.06334	1.06334	0.00000	-0.07	9706.71
130	2009.12.17 05:00	buy	49	0.10	1.06762	0.99990	0.00000
131	2009.12.17 05:15	modify	49	0.10	1.06762	1.06762	0.00000
132	2009.12.17 08:07	s/l	49	0.10	1.06762	1.06762	0.00000	0.00	9706.71
133	2009.12.17 08:07	buy	50	0.10	1.06778	0.99990	0.00000
134	2009.12.17 08:10	modify	50	0.10	1.06778	1.06778	0.00000
135	2009.12.17 08:45	s/l	50	0.10	1.06778	1.06778	0.00000	0.00	9706.71
136	2009.12.17 08:45	buy	51	0.10	1.06722	0.99990	0.00000
137	2009.12.17 09:50	modify	51	0.10	1.06722	1.06722	0.00000
138	2009.12.17 09:57	s/l	51	0.10	1.06722	1.06722	0.00000	0.00	9706.71
139	2009.12.17 13:00	buy	52	0.10	1.07097	0.99990	0.00000
140	2009.12.17 13:15	modify	52	0.10	1.07097	1.07097	0.00000
141	2009.12.17 15:15	s/l	52	0.10	1.07097	1.07097	0.00000	0.00	9706.71
142	2009.12.17 15:15	buy	53	0.10	1.07114	0.99990	0.00000
143	2009.12.17 17:50	modify	53	0.10	1.07114	1.07114	0.00000
144	2009.12.17 17:57	s/l	53	0.10	1.07114	1.07114	0.00000	0.00	9706.71
145	2009.12.18 06:00	sell	54	0.10	1.06568	1.06912	0.00000
146	2009.12.18 08:20	s/l	54	0.10	1.06912	1.06912	0.00000	-32.16	9674.55
147	2009.12.21 14:00	sell	55	0.10	1.05594	1.06587	0.00000
148	2009.12.21 14:15	modify	55	0.10	1.05594	1.05594	0.00000
149	2009.12.21 14:45	s/l	55	0.10	1.05594	1.05594	0.00000	0.00	9674.55
150	2009.12.21 14:45	sell	56	0.10	1.05595	1.06587	0.00000
151	2009.12.21 15:20	modify	56	0.10	1.05595	1.05595	0.00000
152	2009.12.21 15:37	s/l	56	0.10	1.05595	1.05595	0.00000	0.00	9674.55
153	2009.12.21 15:37	sell	57	0.10	1.05592	1.06355	0.00000
154	2009.12.21 15:40	modify	57	0.10	1.05592	1.05592	0.00000
155	2009.12.21 16:10	s/l	57	0.10	1.05592	1.05592	0.00000	0.00	9674.55
156	2009.12.21 16:10	sell	58	0.10	1.05629	1.06126	0.00000
157	2009.12.21 17:37	s/l	58	0.10	1.06126	1.06126	0.00000	-46.83	9627.72
158	2009.12.22 01:00	buy	59	0.10	1.06175	0.99990	0.00000
159	2009.12.22 01:15	modify	59	0.10	1.06175	1.06175	0.00000
160	2009.12.22 01:50	s/l	59	0.10	1.06175	1.06175	0.00000	0.00	9627.72
161	2009.12.22 01:50	buy	60	0.10	1.06191	0.99990	0.00000
162	2009.12.22 02:10	modify	60	0.10	1.06191	1.06191	0.00000
163	2009.12.22 02:50	s/l	60	0.10	1.06191	1.06191	0.00000	0.00	9627.72
164	2009.12.22 11:00	sell	61	0.10	1.05794	1.06117	0.00000
165	2009.12.22 11:15	modify	61	0.10	1.05794	1.05794	0.00000
166	2009.12.22 12:45	s/l	61	0.10	1.05794	1.05794	0.00000	0.00	9627.72
167	2009.12.22 12:45	sell	62	0.10	1.05805	1.06027	0.00000
168	2009.12.22 13:20	modify	62	0.10	1.05805	1.05805	0.00000
169	2009.12.22 13:27	s/l	62	0.10	1.05805	1.05805	0.00000	0.00	9627.72
170	2009.12.22 13:27	sell	63	0.10	1.05794	1.05894	0.00000
171	2009.12.22 13:45	modify	63	0.10	1.05794	1.05794	0.00000
172	2009.12.22 14:15	s/l	63	0.10	1.05794	1.05794	0.00000	0.00	9627.72
173	2009.12.22 14:40	sell	64	0.10	1.05766	1.05855	0.00000
174	2009.12.22 14:50	modify	64	0.10	1.05766	1.05766	0.00000
175	2009.12.22 15:10	s/l	64	0.10	1.05766	1.05766	0.00000	0.00	9627.72
176	2009.12.22 21:00	sell	65	0.10	1.05554	1.05708	0.00000
177	2009.12.22 21:40	s/l	65	0.10	1.05708	1.05708	0.00000	-14.57	9613.15
178	2009.12.23 16:05	sell	66	0.10	1.05253	1.05324	0.00000
179	2009.12.23 16:20	modify	66	0.10	1.05253	1.05253	0.00000
180	2009.12.28 12:00	close	66	0.10	1.04858	1.05253	0.00000	37.44	9650.58
181	2009.12.28 12:00	buy	67	0.10	1.04858	0.99990	0.00000
182	2009.12.28 17:00	close	67	0.10	1.04338	0.99990	0.00000	-49.84	9600.74
183	2009.12.28 17:00	sell	68	0.10	1.04338	1.04713	0.00000
184	2009.12.28 17:20	modify	68	0.10	1.04338	1.04338	0.00000
185	2009.12.28 17:50	s/l	68	0.10	1.04338	1.04338	0.00000	0.00	9600.74
186	2009.12.28 17:50	sell	69	0.10	1.04321	1.04713	0.00000
187	2009.12.28 18:03	modify	69	0.10	1.04321	1.04321	0.00000
188	2009.12.28 18:50	s/l	69	0.10	1.04321	1.04321	0.00000	0.00	9600.74
189	2009.12.28 18:50	sell	70	0.10	1.04304	1.04615	0.00000
190	2009.12.28 20:20	modify	70	0.10	1.04304	1.04304	0.00000
191	2009.12.28 20:50	s/l	70	0.10	1.04304	1.04304	0.00000	0.00	9600.74
192	2009.12.28 20:52	sell	71	0.10	1.04280	1.04354	0.00000
193	2009.12.28 21:20	modify	71	0.10	1.04280	1.04280	0.00000
194	2009.12.28 21:45	s/l	71	0.10	1.04280	1.04280	0.00000	0.00	9600.74
195	2009.12.28 21:45	sell	72	0.10	1.04261	1.04356	0.00000
196	2009.12.28 22:20	modify	72	0.10	1.04261	1.04261	0.00000
197	2009.12.28 22:45	s/l	72	0.10	1.04261	1.04261	0.00000	0.00	9600.74
198	2009.12.28 22:45	sell	73	0.10	1.04257	1.04356	0.00000
199	2009.12.29 02:45	s/l	73	0.10	1.04356	1.04356	0.00000	-9.53	9591.22
200	2009.12.29 11:00	sell	74	0.10	1.04050	1.04296	0.00000
201	2009.12.29 11:20	modify	74	0.10	1.04050	1.04050	0.00000
202	2009.12.29 11:35	s/l	74	0.10	1.04050	1.04050	0.00000	0.00	9591.22
203	2009.12.29 11:35	sell	75	0.10	1.04035	1.04296	0.00000
204	2009.12.29 12:40	modify	75	0.10	1.04035	1.04035	0.00000
205	2009.12.29 16:33	s/l	75	0.10	1.04035	1.04035	0.00000	0.00	9591.22
206	2009.12.29 22:00	buy	76	0.10	1.04393	0.99990	0.00000
207	2009.12.30 01:15	modify	76	0.10	1.04393	1.04393	0.00000
208	2009.12.31 06:00	close	76	0.10	1.05119	1.04393	0.00000	68.80	9660.01
209	2009.12.31 06:00	sell	77	0.10	1.05119	1.05213	0.00000
210	2009.12.31 06:10	s/l	77	0.10	1.05213	1.05213	0.00000	-8.93	9651.08