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		Lots=0.1; TrailingStop=0;
Bars in test	1515	Ticks modelled	13777	Modelling quality	n/a
Mismatched charts errors	2
Initial deposit	10000.00
Total net profit	-280.19	Gross profit	131.94	Gross loss	-412.13
Profit factor	0.32	Expected payoff	-15.57
Absolute drawdown	288.13	Maximal drawdown	339.88 (3.38%)	Relative drawdown	3.38% (339.88)
Total trades	18	Short positions (won %)	8 (0.00%)	Long positions (won %)	10 (20.00%)
		Profit trades (% of total)	2 (11.11%)	Loss trades (% of total)	16 (88.89%)
Largest		profit trade	71.83	loss trade	-41.50
Average		profit trade	65.97	loss trade	-25.76
Maximum		consecutive wins (profit in money)	1 (71.83)	consecutive losses (loss in money)	9 (-194.42)
Maximal		consecutive profit (count of wins)	71.83 (1)	consecutive loss (count of losses)	-194.42 (9)
Average		consecutive wins	1	consecutive losses	5

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 00:00	sell limit	1	0.10	1.05928	1.06117	1.05317
2	2009.12.02 00:00	sell limit	2	0.10	1.05367	1.05773	1.04054
3	2009.12.03 00:00	buy limit	3	0.10	1.04508	1.04313	1.05140
4	2009.12.03 14:50	sell	2	0.10	1.05367	1.05773	1.04054
5	2009.12.03 16:20	s/l	2	0.10	1.05773	1.05773	1.04054	-38.36	9961.64
6	2009.12.04 00:00	buy limit	4	0.10	1.04901	1.04615	1.05827
7	2009.12.04 13:10	buy	4	0.10	1.04901	1.04615	1.05827
8	2009.12.04 13:50	s/l	4	0.10	1.04615	1.04615	1.05827	-27.35	9934.29
9	2009.12.04 14:32	buy	3	0.10	1.04508	1.04313	1.05140
10	2009.12.04 15:07	t/p	3	0.10	1.05140	1.04313	1.05140	60.11	9994.40
11	2009.12.04 20:50	sell	1	0.10	1.05928	1.06117	1.05317
12	2009.12.07 00:00	buy limit	5	0.10	1.04709	1.04327	1.05947
13	2009.12.07 09:33	s/l	1	0.10	1.06117	1.06117	1.05317	-17.81	9976.59
14	2009.12.08 00:00	sell limit	6	0.10	1.06091	1.06486	1.04813
15	2009.12.08 16:15	sell	6	0.10	1.06091	1.06486	1.04813
16	2009.12.08 20:15	s/l	6	0.10	1.06486	1.06486	1.04813	-37.08	9939.51
17	2009.12.09 00:00	buy limit	7	0.10	1.05291	1.04857	1.06695
18	2009.12.09 21:10	buy	7	0.10	1.05291	1.04857	1.06695
19	2009.12.10 00:00	sell limit	8	0.10	1.06253	1.06598	1.05138
20	2009.12.10 14:50	s/l	7	0.10	1.04857	1.04857	1.06695	-41.50	9898.01
21	2009.12.11 00:00	sell limit	9	0.10	1.05572	1.05818	1.04777
22	2009.12.11 16:20	sell	9	0.10	1.05572	1.05818	1.04777
23	2009.12.11 17:15	s/l	9	0.10	1.05818	1.05818	1.04777	-23.23	9874.78
24	2009.12.14 00:00	buy limit	10	0.10	1.05145	1.04815	1.06214
25	2009.12.14 09:32	sell	8	0.10	1.06253	1.06598	1.05138
26	2009.12.14 12:20	s/l	8	0.10	1.06598	1.06598	1.05138	-32.37	9842.41
27	2009.12.15 00:00	sell limit	11	0.10	1.06386	1.06613	1.05653
28	2009.12.15 12:15	sell	11	0.10	1.06386	1.06613	1.05653
29	2009.12.16 00:00	buy limit	12	0.10	1.05744	1.05508	1.06510
30	2009.12.16 15:50	buy	12	0.10	1.05744	1.05508	1.06510
31	2009.12.17 00:00	buy limit	13	0.10	1.05869	1.05699	1.06418
32	2009.12.17 03:07	t/p	12	0.10	1.06510	1.05508	1.06510	71.83	9914.23
33	2009.12.17 03:50	s/l	11	0.10	1.06613	1.06613	1.05653	-21.28	9892.95
34	2009.12.18 00:00	buy limit	14	0.10	1.06414	1.06094	1.07452
35	2009.12.18 12:32	buy	14	0.10	1.06414	1.06094	1.07452
36	2009.12.21 00:00	sell limit	15	0.10	1.07012	1.07241	1.06271
37	2009.12.21 12:50	s/l	14	0.10	1.06094	1.06094	1.07452	-30.20	9862.75
38	2009.12.21 13:15	buy	13	0.10	1.05869	1.05699	1.06418
39	2009.12.21 13:20	s/l	13	0.10	1.05699	1.05699	1.06418	-16.10	9846.65
40	2009.12.22 00:00	sell limit	16	0.10	1.06589	1.06972	1.05349
41	2009.12.23 00:00	sell limit	17	0.10	1.06111	1.06330	1.05403
42	2009.12.23 13:35	buy	10	0.10	1.05145	1.04815	1.06214
43	2009.12.23 17:50	s/l	10	0.10	1.04815	1.04815	1.06214	-31.51	9815.14
44	2009.12.24 00:00	sell limit	18	0.10	1.05511	1.05764	1.04691
45	2009.12.24 10:50	buy	5	0.10	1.04709	1.04327	1.05947
46	2009.12.28 00:00	buy limit	19	0.10	1.04601	1.04462	1.05049
47	2009.12.28 04:20	buy	19	0.10	1.04601	1.04462	1.05049
48	2009.12.28 14:50	s/l	19	0.10	1.04462	1.04462	1.05049	-13.31	9801.83
49	2009.12.28 16:50	s/l	5	0.10	1.04327	1.04327	1.05947	-36.68	9765.16
50	2009.12.29 00:00	sell limit	20	0.10	1.04794	1.04987	1.04171
51	2009.12.30 00:00	buy limit	21	0.10	1.03837	1.03652	1.04435
52	2009.12.30 04:45	sell	20	0.10	1.04794	1.04987	1.04171
53	2009.12.30 04:50	s/l	20	0.10	1.04987	1.04987	1.04171	-18.38	9746.78
54	2009.12.30 15:45	sell	18	0.10	1.05511	1.05764	1.04691
55	2009.12.30 15:50	s/l	18	0.10	1.05764	1.05764	1.04691	-23.91	9722.87
56	2009.12.31 00:00	buy limit	22	0.10	1.04677	1.04341	1.05765
57	2009.12.31 17:20	buy	22	0.10	1.04677	1.04341	1.05765
58	2009.12.31 18:57	close at stop	22	0.10	1.04645	1.04341	1.05765	-3.06	9719.81