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		MA_length=10; MA_timeframe=30; MAtype=0; Percent=0.1; TradeOnFriday=1; slip=100; Lots=0.01; TakeProfit=30; Stoploss=500; Fast_Period=23; Fast_Price=0; Slow_Period=84; Slow_Price=0; DivergenceLimit=7; PipStep=30; IncreasementType=0; PipsLoss=500; MAXTrades=3; GMT=2; DST=0; OpeningHour=0; ClosingHour=23; writelog=0;
Bars in test	1515	Ticks modelled	13777	Modelling quality	n/a
Mismatched charts errors	2
Initial deposit	10000.00
Total net profit	-12.68	Gross profit	15.65	Gross loss	-28.33
Profit factor	0.55	Expected payoff	-0.21
Absolute drawdown	20.60	Maximal drawdown	22.89 (0.23%)	Relative drawdown	0.23% (22.89)
Total trades	61	Short positions (won %)	25 (84.00%)	Long positions (won %)	36 (94.44%)
		Profit trades (% of total)	55 (90.16%)	Loss trades (% of total)	6 (9.84%)
Largest		profit trade	0.29	loss trade	-4.78
Average		profit trade	0.28	loss trade	-4.72
Maximum		consecutive wins (profit in money)	29 (8.18)	consecutive losses (loss in money)	3 (-14.08)
Maximal		consecutive profit (count of wins)	8.18 (29)	consecutive loss (count of losses)	-14.08 (3)
Average		consecutive wins	11	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.02 08:20	sell	1	0.01	1.04620	1.05120	1.04590
2	2009.12.02 08:32	sell	2	0.01	1.04660	1.05160	1.04630
3	2009.12.02 08:50	t/p	2	0.01	1.04630	1.05160	1.04630	0.29	10000.29
4	2009.12.02 09:02	sell	3	0.01	1.04664	1.05164	1.04634
5	2009.12.02 09:15	t/p	1	0.01	1.04590	1.05120	1.04590	0.29	10000.58
6	2009.12.02 09:15	t/p	3	0.01	1.04634	1.05164	1.04634	0.29	10000.87
7	2009.12.02 10:20	sell	4	0.01	1.04592	1.05092	1.04562
8	2009.12.02 10:40	t/p	4	0.01	1.04562	1.05092	1.04562	0.29	10001.16
9	2009.12.02 17:17	sell	5	0.01	1.04718	1.05218	1.04688
10	2009.12.02 17:50	t/p	5	0.01	1.04688	1.05218	1.04688	0.29	10001.45
11	2009.12.02 18:10	sell	6	0.01	1.04764	1.05264	1.04734
12	2009.12.02 18:15	sell	7	0.01	1.04860	1.05360	1.04830
13	2009.12.03 05:50	sell	8	0.01	1.05008	1.05508	1.04978
14	2009.12.03 07:20	t/p	8	0.01	1.04978	1.05508	1.04978	0.28	10001.73
15	2009.12.03 07:50	t/p	7	0.01	1.04830	1.05360	1.04830	0.28	10002.01
16	2009.12.03 08:26	t/p	6	0.01	1.04734	1.05264	1.04734	0.28	10002.29
17	2009.12.04 15:10	buy	9	0.01	1.05025	1.04525	1.05055
18	2009.12.04 15:32	s/l	9	0.01	1.04525	1.04525	1.05055	-4.78	9997.51
19	2009.12.04 16:00	buy	10	0.01	1.04739	1.04239	1.04769
20	2009.12.04 16:10	t/p	10	0.01	1.04769	1.04239	1.04769	0.29	9997.80
21	2009.12.04 16:12	buy	11	0.01	1.04883	1.04383	1.04913
22	2009.12.04 16:15	t/p	11	0.01	1.04913	1.04383	1.04913	0.29	9998.09
23	2009.12.07 02:02	buy	12	0.01	1.05572	1.05072	1.05602
24	2009.12.07 03:15	buy	13	0.01	1.05514	1.05014	1.05544
25	2009.12.07 03:20	buy	14	0.01	1.05443	1.04943	1.05473
26	2009.12.07 04:45	t/p	14	0.01	1.05473	1.04943	1.05473	0.28	9998.37
27	2009.12.07 06:45	t/p	13	0.01	1.05544	1.05014	1.05544	0.29	9998.66
28	2009.12.07 08:20	t/p	12	0.01	1.05602	1.05072	1.05602	0.29	9998.95
29	2009.12.08 02:00	buy	15	0.01	1.05004	1.04504	1.05034
30	2009.12.08 02:20	buy	16	0.01	1.04970	1.04470	1.05000
31	2009.12.08 02:32	buy	17	0.01	1.04928	1.04428	1.04958
32	2009.12.08 03:03	t/p	17	0.01	1.04958	1.04428	1.04958	0.29	9999.24
33	2009.12.08 03:10	t/p	15	0.01	1.05034	1.04504	1.05034	0.29	9999.53
34	2009.12.08 03:10	t/p	16	0.01	1.05000	1.04470	1.05000	0.28	9999.81
35	2009.12.08 18:00	sell	18	0.01	1.05988	1.06488	1.05958
36	2009.12.08 18:03	sell	19	0.01	1.06077	1.06577	1.06047
37	2009.12.08 18:10	sell	20	0.01	1.06130	1.06630	1.06100
38	2009.12.08 19:20	s/l	18	0.01	1.06488	1.06488	1.05958	-4.70	9995.11
39	2009.12.08 19:46	sell	21	0.01	1.06296	1.06796	1.06266
40	2009.12.08 20:20	s/l	19	0.01	1.06577	1.06577	1.06047	-4.69	9990.42
41	2009.12.08 20:45	s/l	20	0.01	1.06630	1.06630	1.06100	-4.69	9985.73
42	2009.12.08 23:16	t/p	21	0.01	1.06266	1.06796	1.06266	0.28	9986.01
43	2009.12.09 14:20	buy	22	0.01	1.05910	1.05410	1.05940
44	2009.12.09 14:27	t/p	22	0.01	1.05940	1.05410	1.05940	0.29	9986.30
45	2009.12.09 14:32	buy	23	0.01	1.05980	1.05480	1.06010
46	2009.12.09 14:45	t/p	23	0.01	1.06010	1.05480	1.06010	0.28	9986.58
47	2009.12.09 16:20	buy	24	0.01	1.05906	1.05406	1.05936
48	2009.12.09 16:27	t/p	24	0.01	1.05936	1.05406	1.05936	0.28	9986.86
49	2009.12.09 16:27	buy	25	0.01	1.05908	1.05408	1.05938
50	2009.12.09 16:32	t/p	25	0.01	1.05938	1.05408	1.05938	0.28	9987.14
51	2009.12.09 16:40	buy	26	0.01	1.05851	1.05351	1.05881
52	2009.12.09 20:07	t/p	26	0.01	1.05881	1.05351	1.05881	0.28	9987.42
53	2009.12.09 20:20	buy	27	0.01	1.05579	1.05079	1.05609
54	2009.12.09 20:27	t/p	27	0.01	1.05609	1.05079	1.05609	0.28	9987.70
55	2009.12.09 20:45	buy	28	0.01	1.05510	1.05010	1.05540
56	2009.12.09 20:50	buy	29	0.01	1.05408	1.04908	1.05438
57	2009.12.09 20:57	t/p	29	0.01	1.05438	1.04908	1.05438	0.28	9987.98
58	2009.12.09 20:59	buy	30	0.01	1.05449	1.04949	1.05479
59	2009.12.09 21:03	buy	31	0.01	1.05357	1.04857	1.05387
60	2009.12.09 21:45	t/p	31	0.01	1.05387	1.04857	1.05387	0.28	9988.26
61	2009.12.09 22:20	t/p	30	0.01	1.05479	1.04949	1.05479	0.28	9988.54
62	2009.12.10 04:50	t/p	28	0.01	1.05540	1.05010	1.05540	0.27	9988.81
63	2009.12.14 04:10	sell	32	0.01	1.06046	1.06546	1.06016
64	2009.12.14 04:15	sell	33	0.01	1.06132	1.06632	1.06102
65	2009.12.14 04:20	sell	34	0.01	1.06218	1.06718	1.06188
66	2009.12.14 04:27	t/p	34	0.01	1.06188	1.06718	1.06188	0.28	9989.09
67	2009.12.14 04:27	sell	35	0.01	1.06197	1.06697	1.06167
68	2009.12.14 04:33	t/p	35	0.01	1.06167	1.06697	1.06167	0.28	9989.37
69	2009.12.14 04:46	t/p	33	0.01	1.06102	1.06632	1.06102	0.29	9989.66
70	2009.12.14 05:02	sell	36	0.01	1.06076	1.06576	1.06046
71	2009.12.14 05:15	t/p	32	0.01	1.06016	1.06546	1.06016	0.28	9989.94
72	2009.12.14 05:15	t/p	36	0.01	1.06046	1.06576	1.06046	0.29	9990.23
73	2009.12.15 05:10	buy	37	0.01	1.05697	1.05197	1.05727
74	2009.12.15 05:16	buy	38	0.01	1.05611	1.05111	1.05641
75	2009.12.15 05:50	buy	39	0.01	1.05574	1.05074	1.05604
76	2009.12.15 06:10	t/p	39	0.01	1.05604	1.05074	1.05604	0.28	9990.51
77	2009.12.15 06:15	t/p	38	0.01	1.05641	1.05111	1.05641	0.28	9990.79
78	2009.12.15 08:40	t/p	37	0.01	1.05727	1.05197	1.05727	0.29	9991.08
79	2009.12.15 14:45	buy	40	0.01	1.06174	1.05674	1.06204
80	2009.12.15 17:50	t/p	40	0.01	1.06204	1.05674	1.06204	0.28	9991.36
81	2009.12.16 09:50	buy	41	0.01	1.05997	1.05497	1.06027
82	2009.12.16 11:15	t/p	41	0.01	1.06027	1.05497	1.06027	0.28	9991.64
83	2009.12.16 13:25	buy	42	0.01	1.05942	1.05442	1.05972
84	2009.12.16 14:10	t/p	42	0.01	1.05972	1.05442	1.05972	0.29	9991.93
85	2009.12.18 13:00	buy	43	0.01	1.06595	1.06095	1.06625
86	2009.12.18 13:15	t/p	43	0.01	1.06625	1.06095	1.06625	0.28	9992.21
87	2009.12.18 13:45	buy	44	0.01	1.06555	1.06055	1.06585
88	2009.12.18 13:50	buy	45	0.01	1.06433	1.05933	1.06463
89	2009.12.18 13:57	t/p	45	0.01	1.06463	1.05933	1.06463	0.29	9992.50
90	2009.12.18 14:02	t/p	44	0.01	1.06585	1.06055	1.06585	0.28	9992.78
91	2009.12.18 15:45	buy	46	0.01	1.06457	1.05957	1.06487
92	2009.12.18 15:50	buy	47	0.01	1.06397	1.05897	1.06427
93	2009.12.18 16:10	t/p	47	0.01	1.06427	1.05897	1.06427	0.28	9993.06
94	2009.12.18 16:15	t/p	46	0.01	1.06487	1.05957	1.06487	0.28	9993.34
95	2009.12.18 21:10	buy	48	0.01	1.06546	1.06046	1.06576
96	2009.12.18 21:16	buy	49	0.01	1.06489	1.05989	1.06519
97	2009.12.18 21:40	t/p	49	0.01	1.06519	1.05989	1.06519	0.29	9993.63
98	2009.12.18 21:50	t/p	48	0.01	1.06576	1.06046	1.06576	0.28	9993.91
99	2009.12.21 10:59	buy	50	0.01	1.06588	1.06088	1.06618
100	2009.12.21 12:50	s/l	50	0.01	1.06088	1.06088	1.06618	-4.71	9989.20
101	2009.12.28 08:20	sell	51	0.01	1.04772	1.05272	1.04742
102	2009.12.28 08:26	sell	52	0.01	1.04815	1.05315	1.04785
103	2009.12.28 08:35	sell	53	0.01	1.04863	1.05363	1.04833
104	2009.12.28 12:15	t/p	53	0.01	1.04833	1.05363	1.04833	0.29	9989.49
105	2009.12.28 12:20	t/p	52	0.01	1.04785	1.05315	1.04785	0.29	9989.78
106	2009.12.28 13:50	t/p	51	0.01	1.04742	1.05272	1.04742	0.29	9990.07
107	2009.12.30 03:50	sell	54	0.01	1.04586	1.05086	1.04556
108	2009.12.30 05:59	s/l	54	0.01	1.05086	1.05086	1.04556	-4.76	9985.31
109	2009.12.30 07:22	sell	55	0.01	1.04941	1.05441	1.04911
110	2009.12.30 07:27	sell	56	0.01	1.04975	1.05475	1.04945
111	2009.12.30 07:50	t/p	55	0.01	1.04911	1.05441	1.04911	0.28	9985.59
112	2009.12.30 07:50	t/p	56	0.01	1.04945	1.05475	1.04945	0.29	9985.88
113	2009.12.30 12:45	sell	57	0.01	1.04920	1.05420	1.04890
114	2009.12.30 12:50	sell	58	0.01	1.04980	1.05480	1.04950
115	2009.12.30 13:02	t/p	58	0.01	1.04950	1.05480	1.04950	0.29	9986.17
116	2009.12.30 13:07	t/p	57	0.01	1.04890	1.05420	1.04890	0.29	9986.46
117	2009.12.31 11:20	buy	59	0.01	1.04944	1.04444	1.04974
118	2009.12.31 11:45	buy	60	0.01	1.04905	1.04405	1.04935
119	2009.12.31 11:50	buy	61	0.01	1.04858	1.04358	1.04888
120	2009.12.31 13:10	t/p	60	0.01	1.04935	1.04405	1.04935	0.29	9986.75
121	2009.12.31 13:10	t/p	61	0.01	1.04888	1.04358	1.04888	0.29	9987.04
122	2009.12.31 13:15	t/p	59	0.01	1.04974	1.04444	1.04974	0.28	9987.32