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		StopLoss=0; TakeProfit=0; Lots=1; MoneyManagement=false; MarginPercent=20;
Bars in test	1515	Ticks modelled	13777	Modelling quality	n/a
Mismatched charts errors	2
Initial deposit	10000.00
Total net profit	-3392.59	Gross profit	2837.79	Gross loss	-6230.38
Profit factor	0.46	Expected payoff	-199.56
Absolute drawdown	5482.24	Maximal drawdown	6936.85 (60.56%)	Relative drawdown	60.56% (6936.85)
Total trades	17	Short positions (won %)	9 (33.33%)	Long positions (won %)	8 (25.00%)
		Profit trades (% of total)	5 (29.41%)	Loss trades (% of total)	12 (70.59%)
Largest		profit trade	1561.94	loss trade	-1211.81
Average		profit trade	567.56	loss trade	-519.20
Maximum		consecutive wins (profit in money)	3 (1935.06)	consecutive losses (loss in money)	10 (-5191.90)
Maximal		consecutive profit (count of wins)	1935.06 (3)	consecutive loss (count of losses)	-5191.90 (10)
Average		consecutive wins	2	consecutive losses	6

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 00:00	sell	1	1.00	1.05597	0.00000	0.00000
2	2009.12.02 22:00	close	1	1.00	1.05043	0.00000	0.00000	527.02	10527.02
3	2009.12.02 22:00	buy	2	1.00	1.05043	0.00000	0.00000
4	2009.12.04 16:00	close	2	1.00	1.04673	0.00000	0.00000	-356.11	10170.91
5	2009.12.04 16:00	sell	3	1.00	1.04673	0.00000	0.00000
6	2009.12.04 21:00	close	3	1.00	1.05957	0.00000	0.00000	-1211.81	8959.10
7	2009.12.04 21:00	buy	4	1.00	1.05957	0.00000	0.00000
8	2009.12.07 19:00	close	4	1.00	1.04978	0.00000	0.00000	-933.24	8025.86
9	2009.12.07 19:00	sell	5	1.00	1.04978	0.00000	0.00000
10	2009.12.08 16:00	close	5	1.00	1.05975	0.00000	0.00000	-941.17	7084.70
11	2009.12.08 16:00	buy	6	1.00	1.05975	0.00000	0.00000
12	2009.12.09 19:00	close	6	1.00	1.05600	0.00000	0.00000	-355.77	6728.93
13	2009.12.09 19:00	sell	7	1.00	1.05600	0.00000	0.00000
14	2009.12.11 19:00	close	7	1.00	1.05895	0.00000	0.00000	-280.08	6448.85
15	2009.12.11 19:00	buy	8	1.00	1.05895	0.00000	0.00000
16	2009.12.15 06:00	close	8	1.00	1.05559	0.00000	0.00000	-319.63	6129.22
17	2009.12.15 06:00	sell	9	1.00	1.05559	0.00000	0.00000
18	2009.12.15 11:00	close	9	1.00	1.06167	0.00000	0.00000	-572.68	5556.54
19	2009.12.15 11:00	buy	10	1.00	1.06167	0.00000	0.00000
20	2009.12.16 15:00	close	10	1.00	1.06040	0.00000	0.00000	-120.43	5436.11
21	2009.12.16 15:00	sell	11	1.00	1.06040	0.00000	0.00000
22	2009.12.17 00:00	close	11	1.00	1.06146	0.00000	0.00000	-100.99	5335.12
23	2009.12.17 00:00	buy	12	1.00	1.06146	0.00000	0.00000
24	2009.12.18 12:00	close	12	1.00	1.06547	0.00000	0.00000	375.70	5710.83
25	2009.12.18 12:00	sell	13	1.00	1.06547	0.00000	0.00000
26	2009.12.21 10:00	close	13	1.00	1.06967	0.00000	0.00000	-393.02	5317.81
27	2009.12.21 10:00	buy	14	1.00	1.06967	0.00000	0.00000
28	2009.12.21 12:00	close	14	1.00	1.06281	0.00000	0.00000	-645.46	4672.35
29	2009.12.21 12:00	sell	15	1.00	1.06281	0.00000	0.00000
30	2009.12.30 03:00	close	15	1.00	1.04643	0.00000	0.00000	1561.94	6234.29
31	2009.12.30 03:00	buy	16	1.00	1.04643	0.00000	0.00000
32	2009.12.31 16:00	close	16	1.00	1.04855	0.00000	0.00000	200.21	6434.49
33	2009.12.31 16:00	sell	17	1.00	1.04855	0.00000	0.00000
34	2009.12.31 18:57	close at stop	17	1.00	1.04674	0.00000	0.00000	172.92	6607.41