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		_tmp1_="""; N=3; Lots=0.1; StopLoss=70; TakeProfit=120; Slippage=3; Magic=50607; _tmp2_="""; clBuy=Black; clSell=Black;
Bars in test	1515	Ticks modelled	13777	Modelling quality	n/a
Mismatched charts errors	2
Initial deposit	10000.00
Total net profit	-55.44	Gross profit	250.03	Gross loss	-305.47
Profit factor	0.82	Expected payoff	-0.82
Absolute drawdown	72.45	Maximal drawdown	139.72 (1.39%)	Relative drawdown	1.39% (139.72)
Total trades	68	Short positions (won %)	33 (45.45%)	Long positions (won %)	35 (20.00%)
		Profit trades (% of total)	22 (32.35%)	Loss trades (% of total)	46 (67.65%)
Largest		profit trade	11.52	loss trade	-6.73
Average		profit trade	11.37	loss trade	-6.64
Maximum		consecutive wins (profit in money)	3 (34.13)	consecutive losses (loss in money)	9 (-59.40)
Maximal		consecutive profit (count of wins)	34.13 (3)	consecutive loss (count of losses)	-59.40 (9)
Average		consecutive wins	1	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 10:00	buy	1	0.10	1.04706	1.04636	1.04826
2	2009.12.01 10:03	s/l	1	0.10	1.04636	1.04636	1.04826	-6.69	9993.31
3	2009.12.01 10:03	buy	2	0.10	1.04627	1.04557	1.04747
4	2009.12.01 10:10	s/l	2	0.10	1.04557	1.04557	1.04747	-6.70	9986.61
5	2009.12.01 10:10	buy	3	0.10	1.04568	1.04498	1.04688
6	2009.12.01 10:16	s/l	3	0.10	1.04498	1.04498	1.04688	-6.70	9979.91
7	2009.12.01 10:16	buy	4	0.10	1.04489	1.04419	1.04609
8	2009.12.01 10:50	t/p	4	0.10	1.04609	1.04419	1.04609	11.47	9991.38
9	2009.12.01 10:50	buy	5	0.10	1.04650	1.04580	1.04770
10	2009.12.01 11:10	s/l	5	0.10	1.04580	1.04580	1.04770	-6.70	9984.68
11	2009.12.03 23:00	sell	6	0.10	1.05714	1.05784	1.05594
12	2009.12.03 23:07	s/l	6	0.10	1.05784	1.05784	1.05594	-6.62	9978.06
13	2009.12.03 23:07	sell	7	0.10	1.05774	1.05844	1.05654
14	2009.12.04 00:20	t/p	7	0.10	1.05654	1.05844	1.05654	11.31	9989.37
15	2009.12.08 09:00	sell	8	0.10	1.05512	1.05582	1.05392
16	2009.12.08 09:03	s/l	8	0.10	1.05582	1.05582	1.05392	-6.63	9982.74
17	2009.12.08 09:03	sell	9	0.10	1.05571	1.05641	1.05451
18	2009.12.08 09:20	t/p	9	0.10	1.05451	1.05641	1.05451	11.38	9994.12
19	2009.12.08 09:20	sell	10	0.10	1.05393	1.05463	1.05273
20	2009.12.08 09:45	t/p	10	0.10	1.05273	1.05463	1.05273	11.41	10005.53
21	2009.12.08 09:45	sell	11	0.10	1.05210	1.05280	1.05090
22	2009.12.08 10:02	s/l	11	0.10	1.05280	1.05280	1.05090	-6.65	9998.88
23	2009.12.08 21:00	sell	12	0.10	1.06683	1.06753	1.06563
24	2009.12.08 21:15	t/p	12	0.10	1.06563	1.06753	1.06563	11.26	10010.14
25	2009.12.08 21:15	sell	13	0.10	1.06529	1.06599	1.06409
26	2009.12.08 21:45	t/p	13	0.10	1.06409	1.06599	1.06409	11.28	10021.42
27	2009.12.08 21:45	sell	14	0.10	1.06390	1.06460	1.06270
28	2009.12.08 22:20	t/p	14	0.10	1.06270	1.06460	1.06270	11.29	10032.71
29	2009.12.09 20:00	sell	15	0.10	1.05807	1.05877	1.05687
30	2009.12.09 20:07	s/l	15	0.10	1.05877	1.05877	1.05687	-6.61	10026.10
31	2009.12.09 20:07	sell	16	0.10	1.05888	1.05958	1.05768
32	2009.12.09 20:15	t/p	16	0.10	1.05768	1.05958	1.05768	11.36	10037.46
33	2009.12.09 20:15	sell	17	0.10	1.05649	1.05719	1.05529
34	2009.12.09 20:45	t/p	17	0.10	1.05529	1.05719	1.05529	11.38	10048.84
35	2009.12.09 20:45	sell	18	0.10	1.05444	1.05514	1.05324
36	2009.12.09 21:03	t/p	18	0.10	1.05324	1.05514	1.05324	11.39	10060.23
37	2009.12.11 11:00	buy	19	0.10	1.05028	1.04958	1.05148
38	2009.12.11 11:50	s/l	19	0.10	1.04958	1.04958	1.05148	-6.67	10053.56
39	2009.12.11 11:50	buy	20	0.10	1.04967	1.04897	1.05087
40	2009.12.11 13:16	s/l	20	0.10	1.04897	1.04897	1.05087	-6.68	10046.88
41	2009.12.11 17:00	sell	21	0.10	1.05482	1.05552	1.05362
42	2009.12.11 17:10	s/l	21	0.10	1.05552	1.05552	1.05362	-6.62	10040.26
43	2009.12.11 17:10	sell	22	0.10	1.05699	1.05769	1.05579
44	2009.12.11 17:15	s/l	22	0.10	1.05769	1.05769	1.05579	-6.61	10033.65
45	2009.12.11 17:15	sell	23	0.10	1.05885	1.05955	1.05765
46	2009.12.11 17:20	s/l	23	0.10	1.05955	1.05955	1.05765	-6.60	10027.05
47	2009.12.11 17:20	sell	24	0.10	1.06071	1.06141	1.05951
48	2009.12.11 17:27	t/p	24	0.10	1.05951	1.06141	1.05951	11.34	10038.39
49	2009.12.11 17:27	sell	25	0.10	1.05823	1.05893	1.05703
50	2009.12.11 17:27	s/l	25	0.10	1.05893	1.05893	1.05703	-6.61	10031.78
51	2009.12.11 17:27	sell	26	0.10	1.05933	1.06003	1.05813
52	2009.12.11 17:50	t/p	26	0.10	1.05813	1.06003	1.05813	11.35	10043.13
53	2009.12.11 17:50	sell	27	0.10	1.05741	1.05811	1.05621
54	2009.12.11 17:57	s/l	27	0.10	1.05811	1.05811	1.05621	-6.61	10036.52
55	2009.12.11 17:57	sell	28	0.10	1.05821	1.05891	1.05701
56	2009.12.11 18:07	t/p	28	0.10	1.05701	1.05891	1.05701	11.36	10047.88
57	2009.12.11 18:07	sell	29	0.10	1.05670	1.05740	1.05550
58	2009.12.11 18:10	s/l	29	0.10	1.05740	1.05740	1.05550	-6.62	10041.26
59	2009.12.11 18:10	sell	30	0.10	1.05776	1.05846	1.05656
60	2009.12.11 18:15	s/l	30	0.10	1.05846	1.05846	1.05656	-6.62	10034.64
61	2009.12.11 18:15	sell	31	0.10	1.05839	1.05909	1.05719
62	2009.12.11 18:20	s/l	31	0.10	1.05909	1.05909	1.05719	-6.61	10028.03
63	2009.12.11 18:20	sell	32	0.10	1.05903	1.05973	1.05783
64	2009.12.11 19:15	s/l	32	0.10	1.05973	1.05973	1.05783	-6.60	10021.43
65	2009.12.15 06:00	buy	33	0.10	1.05576	1.05506	1.05696
66	2009.12.15 06:50	t/p	33	0.10	1.05696	1.05506	1.05696	11.35	10032.78
67	2009.12.15 06:50	buy	34	0.10	1.05728	1.05658	1.05848
68	2009.12.15 06:59	s/l	34	0.10	1.05658	1.05658	1.05848	-6.62	10026.16
69	2009.12.15 06:59	buy	35	0.10	1.05656	1.05586	1.05776
70	2009.12.15 07:02	s/l	35	0.10	1.05586	1.05586	1.05776	-6.63	10019.53
71	2009.12.15 10:00	sell	36	0.10	1.06192	1.06262	1.06072
72	2009.12.15 10:07	t/p	36	0.10	1.06072	1.06262	1.06072	11.31	10030.84
73	2009.12.15 10:07	sell	37	0.10	1.06046	1.06116	1.05926
74	2009.12.15 10:10	s/l	37	0.10	1.06116	1.06116	1.05926	-6.59	10024.25
75	2009.12.15 10:10	sell	38	0.10	1.06170	1.06240	1.06050
76	2009.12.15 10:15	s/l	38	0.10	1.06240	1.06240	1.06050	-6.58	10017.67
77	2009.12.15 10:15	sell	39	0.10	1.06244	1.06314	1.06124
78	2009.12.15 10:20	s/l	39	0.10	1.06314	1.06314	1.06124	-6.59	10011.08
79	2009.12.15 10:20	sell	40	0.10	1.06318	1.06388	1.06198
80	2009.12.15 10:45	t/p	40	0.10	1.06198	1.06388	1.06198	11.30	10022.38
81	2009.12.15 10:45	sell	41	0.10	1.06160	1.06230	1.06040
82	2009.12.15 11:02	s/l	41	0.10	1.06230	1.06230	1.06040	-6.59	10015.79
83	2009.12.18 02:00	buy	42	0.10	1.06931	1.06861	1.07051
84	2009.12.18 03:03	s/l	42	0.10	1.06861	1.06861	1.07051	-6.56	10009.23
85	2009.12.21 05:00	buy	43	0.10	1.06633	1.06563	1.06753
86	2009.12.21 08:03	s/l	43	0.10	1.06563	1.06563	1.06753	-6.57	10002.66
87	2009.12.22 07:00	buy	44	0.10	1.06156	1.06086	1.06276
88	2009.12.22 07:50	s/l	44	0.10	1.06086	1.06086	1.06276	-6.60	9996.06
89	2009.12.22 07:50	buy	45	0.10	1.06063	1.05993	1.06183
90	2009.12.22 08:20	s/l	45	0.10	1.05993	1.05993	1.06183	-6.61	9989.45
91	2009.12.22 08:20	buy	46	0.10	1.05957	1.05887	1.06077
92	2009.12.22 08:32	s/l	46	0.10	1.05887	1.05887	1.06077	-6.61	9982.84
93	2009.12.22 08:32	buy	47	0.10	1.05898	1.05828	1.06018
94	2009.12.22 09:20	s/l	47	0.10	1.05828	1.05828	1.06018	-6.61	9976.23
95	2009.12.22 09:20	buy	48	0.10	1.05815	1.05745	1.05935
96	2009.12.22 10:20	s/l	48	0.10	1.05745	1.05745	1.05935	-6.62	9969.61
97	2009.12.22 10:20	buy	49	0.10	1.05739	1.05669	1.05859
98	2009.12.22 11:20	s/l	49	0.10	1.05669	1.05669	1.05859	-6.63	9962.98
99	2009.12.23 14:00	buy	50	0.10	1.04940	1.04870	1.05060
100	2009.12.23 14:40	t/p	50	0.10	1.05060	1.04870	1.05060	11.41	9974.39
101	2009.12.23 14:40	buy	51	0.10	1.05117	1.05047	1.05237
102	2009.12.23 15:15	s/l	51	0.10	1.05047	1.05047	1.05237	-6.67	9967.72
103	2009.12.23 23:00	sell	52	0.10	1.04843	1.04913	1.04723
104	2009.12.23 23:45	s/l	52	0.10	1.04913	1.04913	1.04723	-6.68	9961.04
105	2009.12.23 23:45	sell	53	0.10	1.04912	1.04982	1.04792
106	2009.12.24 08:20	t/p	53	0.10	1.04792	1.04982	1.04792	11.28	9972.32
107	2009.12.28 14:00	buy	54	0.10	1.04664	1.04594	1.04784
108	2009.12.28 14:07	s/l	54	0.10	1.04594	1.04594	1.04784	-6.70	9965.62
109	2009.12.28 14:07	buy	55	0.10	1.04603	1.04533	1.04723
110	2009.12.28 14:45	s/l	55	0.10	1.04533	1.04533	1.04723	-6.70	9958.92
111	2009.12.28 14:45	buy	56	0.10	1.04546	1.04476	1.04666
112	2009.12.28 14:50	s/l	56	0.10	1.04476	1.04476	1.04666	-6.70	9952.22
113	2009.12.28 14:50	buy	57	0.10	1.04455	1.04385	1.04575
114	2009.12.28 15:50	t/p	57	0.10	1.04575	1.04385	1.04575	11.47	9963.69
115	2009.12.29 10:00	buy	58	0.10	1.04066	1.03996	1.04186
116	2009.12.29 10:20	t/p	58	0.10	1.04186	1.03996	1.04186	11.52	9975.21
117	2009.12.29 10:20	buy	59	0.10	1.04215	1.04145	1.04335
118	2009.12.29 10:27	s/l	59	0.10	1.04145	1.04145	1.04335	-6.72	9968.49
119	2009.12.29 10:27	buy	60	0.10	1.04159	1.04089	1.04279
120	2009.12.29 10:45	s/l	60	0.10	1.04089	1.04089	1.04279	-6.73	9961.76
121	2009.12.29 10:45	buy	61	0.10	1.04099	1.04029	1.04219
122	2009.12.29 11:15	s/l	61	0.10	1.04029	1.04029	1.04219	-6.73	9955.03
123	2009.12.31 02:00	buy	62	0.10	1.05375	1.05305	1.05495
124	2009.12.31 02:20	s/l	62	0.10	1.05305	1.05305	1.05495	-6.65	9948.38
125	2009.12.31 02:20	buy	63	0.10	1.05313	1.05243	1.05433
126	2009.12.31 02:40	s/l	63	0.10	1.05243	1.05243	1.05433	-6.65	9941.73
127	2009.12.31 02:40	buy	64	0.10	1.05242	1.05172	1.05362
128	2009.12.31 02:45	s/l	64	0.10	1.05172	1.05172	1.05362	-6.66	9935.07
129	2009.12.31 02:45	buy	65	0.10	1.05173	1.05103	1.05293
130	2009.12.31 02:50	s/l	65	0.10	1.05103	1.05103	1.05293	-6.66	9928.41
131	2009.12.31 02:50	buy	66	0.10	1.05081	1.05011	1.05201
132	2009.12.31 03:16	t/p	66	0.10	1.05201	1.05011	1.05201	11.41	9939.82
133	2009.12.31 03:16	buy	67	0.10	1.05220	1.05150	1.05340
134	2009.12.31 03:45	s/l	67	0.10	1.05150	1.05150	1.05340	-6.66	9933.16
135	2009.12.31 03:45	buy	68	0.10	1.05165	1.05095	1.05285
136	2009.12.31 06:20	t/p	68	0.10	1.05285	1.05095	1.05285	11.40	9944.56