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		TakeProfit=150; TrailingStop=40; StopLoss=150; HedgeLevel=6; UseClose=true; UseMACD=true; Expiration=7200; ShortEma=4; LongEma=24; CurrentBar=1; 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	17.43	Gross profit	104.03	Gross loss	-86.60
Profit factor	1.20	Expected payoff	0.87
Absolute drawdown	58.15	Maximal drawdown	62.68 (0.63%)	Relative drawdown	0.63% (62.68)
Total trades	20	Short positions (won %)	15 (66.67%)	Long positions (won %)	5 (60.00%)
		Profit trades (% of total)	13 (65.00%)	Loss trades (% of total)	7 (35.00%)
Largest		profit trade	14.36	loss trade	-14.33
Average		profit trade	8.00	loss trade	-12.37
Maximum		consecutive wins (profit in money)	6 (61.90)	consecutive losses (loss in money)	2 (-28.64)
Maximal		consecutive profit (count of wins)	61.90 (6)	consecutive loss (count of losses)	-28.64 (2)
Average		consecutive wins	3	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.02 17:00	sell	1	0.10	1.04518	1.04668	1.04368
2	2009.12.02 17:10	s/l	1	0.10	1.04668	1.04668	1.04368	-14.33	9985.67
3	2009.12.02 17:10	sell	2	0.10	1.04659	1.04809	1.04509
4	2009.12.02 17:20	s/l	2	0.10	1.04809	1.04809	1.04509	-14.31	9971.36
5	2009.12.02 17:20	sell	3	0.10	1.04838	1.04988	1.04688
6	2009.12.02 17:27	modify	3	0.10	1.04838	1.04780	1.04688
7	2009.12.02 17:32	s/l	3	0.10	1.04780	1.04780	1.04688	5.53	9976.89
8	2009.12.02 17:32	sell	4	0.10	1.04768	1.04918	1.04618
9	2009.12.02 17:45	modify	4	0.10	1.04768	1.04707	1.04618
10	2009.12.02 17:50	t/p	4	0.10	1.04618	1.04707	1.04618	14.34	9991.23
11	2009.12.02 17:50	sell	5	0.10	1.04563	1.04713	1.04413
12	2009.12.02 18:00	close	5	0.10	1.04673	1.04713	1.04413	-10.51	9980.72
13	2009.12.03 12:00	buy	6	0.10	1.04978	1.04828	1.05128
14	2009.12.03 12:45	modify	6	0.10	1.04978	1.05007	1.05128
15	2009.12.03 12:50	modify	6	0.10	1.04978	1.05064	1.05128
16	2009.12.03 12:57	s/l	6	0.10	1.05064	1.05064	1.05128	8.19	9988.91
17	2009.12.03 12:57	buy	7	0.10	1.05050	1.04900	1.05200
18	2009.12.03 14:40	modify	7	0.10	1.05050	1.05158	1.05200
19	2009.12.03 14:42	s/l	7	0.10	1.05158	1.05158	1.05200	10.28	9999.19
20	2009.12.08 11:00	sell	8	0.10	1.05018	1.05168	1.04868
21	2009.12.08 11:20	modify	8	0.10	1.05018	1.05002	1.04868
22	2009.12.08 11:27	s/l	8	0.10	1.05002	1.05002	1.04868	1.52	10000.71
23	2009.12.08 11:27	sell	9	0.10	1.05001	1.05151	1.04851
24	2009.12.08 11:50	s/l	9	0.10	1.05151	1.05151	1.04851	-14.26	9986.45
25	2009.12.08 11:50	sell	10	0.10	1.05181	1.05331	1.05031
26	2009.12.08 11:57	modify	10	0.10	1.05181	1.05159	1.05031
27	2009.12.08 11:59	s/l	10	0.10	1.05159	1.05159	1.05031	2.09	9988.54
28	2009.12.08 11:59	sell	11	0.10	1.05145	1.05295	1.04995
29	2009.12.08 12:15	s/l	11	0.10	1.05295	1.05295	1.04995	-14.24	9974.30
30	2009.12.16 12:00	buy	12	0.10	1.06208	1.06058	1.06358
31	2009.12.16 12:16	s/l	12	0.10	1.06058	1.06058	1.06358	-14.14	9960.16
32	2009.12.16 12:16	buy	13	0.10	1.06060	1.05910	1.06210
33	2009.12.16 12:37	modify	13	0.10	1.06060	1.06062	1.06210
34	2009.12.16 12:45	s/l	13	0.10	1.06062	1.06062	1.06210	0.18	9960.34
35	2009.12.16 12:45	buy	14	0.10	1.06055	1.05905	1.06205
36	2009.12.16 13:00	close	14	0.10	1.06004	1.05905	1.06205	-4.81	9955.53
37	2009.12.21 05:00	sell	15	0.10	1.06616	1.06766	1.06466
38	2009.12.21 08:10	modify	15	0.10	1.06616	1.06600	1.06466
39	2009.12.21 08:13	s/l	15	0.10	1.06600	1.06600	1.06466	1.50	9957.03
40	2009.12.21 12:00	sell	16	0.10	1.06281	1.06431	1.06131
41	2009.12.21 12:15	modify	16	0.10	1.06281	1.06278	1.06131
42	2009.12.21 12:20	modify	16	0.10	1.06281	1.06204	1.06131
43	2009.12.21 12:27	s/l	16	0.10	1.06204	1.06204	1.06131	7.25	9964.28
44	2009.12.21 12:27	sell	17	0.10	1.06216	1.06366	1.06066
45	2009.12.21 12:27	modify	17	0.10	1.06216	1.06214	1.06066
46	2009.12.21 12:40	modify	17	0.10	1.06216	1.06194	1.06066
47	2009.12.21 12:45	modify	17	0.10	1.06216	1.06165	1.06066
48	2009.12.21 12:50	modify	17	0.10	1.06216	1.06126	1.06066
49	2009.12.21 13:05	t/p	17	0.10	1.06066	1.06126	1.06066	14.14	9978.42
50	2009.12.28 03:00	sell	18	0.10	1.04765	1.04915	1.04615
51	2009.12.28 03:20	modify	18	0.10	1.04765	1.04759	1.04615
52	2009.12.28 03:35	modify	18	0.10	1.04765	1.04757	1.04615
53	2009.12.28 03:40	modify	18	0.10	1.04765	1.04738	1.04615
54	2009.12.28 03:45	modify	18	0.10	1.04765	1.04708	1.04615
55	2009.12.28 03:50	modify	18	0.10	1.04765	1.04669	1.04615
56	2009.12.28 04:15	t/p	18	0.10	1.04615	1.04669	1.04615	14.34	9992.76
57	2009.12.28 13:00	sell	19	0.10	1.04765	1.04915	1.04615
58	2009.12.28 13:45	modify	19	0.10	1.04765	1.04752	1.04615
59	2009.12.28 13:50	modify	19	0.10	1.04765	1.04657	1.04615
60	2009.12.28 13:52	s/l	19	0.10	1.04657	1.04657	1.04615	10.31	10003.07
61	2009.12.28 13:52	sell	20	0.10	1.04643	1.04793	1.04493
62	2009.12.28 14:45	modify	20	0.10	1.04643	1.04591	1.04493
63	2009.12.28 14:50	t/p	20	0.10	1.04493	1.04591	1.04493	14.36	10017.43