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=0.002; PipStep=30; IncreasementType=0; DVLimit=10; PipsGoal=500; PipsLoss=500; 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	-6.29	Gross profit	26.62	Gross loss	-32.91
Profit factor	0.81	Expected payoff	-0.06
Absolute drawdown	15.95	Maximal drawdown	24.74 (0.25%)	Relative drawdown	0.25% (24.74)
Total trades	101	Short positions (won %)	74 (90.54%)	Long positions (won %)	27 (100.00%)
		Profit trades (% of total)	94 (93.07%)	Loss trades (% of total)	7 (6.93%)
Largest		profit trade	0.29	loss trade	-4.73
Average		profit trade	0.28	loss trade	-4.70
Maximum		consecutive wins (profit in money)	35 (9.92)	consecutive losses (loss in money)	3 (-14.19)
Maximal		consecutive profit (count of wins)	9.92 (35)	consecutive loss (count of losses)	-14.19 (3)
Average		consecutive wins	24	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 03:50	buy	1	0.01	1.05446	1.04946	1.05476
2	2009.12.01 03:57	t/p	1	0.01	1.05476	1.04946	1.05476	0.28	10000.28
3	2009.12.01 05:50	sell	2	0.01	1.05655	1.06155	1.05625
4	2009.12.01 05:57	t/p	2	0.01	1.05625	1.06155	1.05625	0.29	10000.57
5	2009.12.01 06:10	sell	3	0.01	1.05641	1.06141	1.05611
6	2009.12.01 06:17	sell	4	0.01	1.05682	1.06182	1.05652
7	2009.12.01 06:45	t/p	4	0.01	1.05652	1.06182	1.05652	0.29	10000.86
8	2009.12.01 06:50	t/p	3	0.01	1.05611	1.06141	1.05611	0.28	10001.14
9	2009.12.03 19:07	buy	5	0.01	1.05294	1.04794	1.05324
10	2009.12.03 19:10	t/p	5	0.01	1.05324	1.04794	1.05324	0.28	10001.42
11	2009.12.03 19:36	buy	6	0.01	1.05327	1.04827	1.05357
12	2009.12.03 19:50	buy	7	0.01	1.05269	1.04769	1.05299
13	2009.12.03 19:59	buy	8	0.01	1.05223	1.04723	1.05253
14	2009.12.03 20:15	t/p	8	0.01	1.05253	1.04723	1.05253	0.28	10001.70
15	2009.12.03 20:40	t/p	7	0.01	1.05299	1.04769	1.05299	0.28	10001.98
16	2009.12.03 20:50	t/p	6	0.01	1.05357	1.04827	1.05357	0.29	10002.27
17	2009.12.03 21:45	sell	9	0.01	1.05460	1.05960	1.05430
18	2009.12.03 21:50	sell	10	0.01	1.05511	1.06011	1.05481
19	2009.12.03 21:57	t/p	10	0.01	1.05481	1.06011	1.05481	0.28	10002.55
20	2009.12.03 22:10	sell	11	0.01	1.05494	1.05994	1.05464
21	2009.12.03 22:20	sell	12	0.01	1.05550	1.06050	1.05520
22	2009.12.03 22:27	t/p	12	0.01	1.05520	1.06050	1.05520	0.28	10002.83
23	2009.12.03 22:35	sell	13	0.01	1.05536	1.06036	1.05506
24	2009.12.03 22:37	t/p	13	0.01	1.05506	1.06036	1.05506	0.28	10003.11
25	2009.12.03 22:40	sell	14	0.01	1.05607	1.06107	1.05577
26	2009.12.03 22:47	sell	15	0.01	1.05655	1.06155	1.05625
27	2009.12.04 00:20	t/p	15	0.01	1.05625	1.06155	1.05625	0.28	10003.39
28	2009.12.04 00:50	t/p	14	0.01	1.05577	1.06107	1.05577	0.28	10003.67
29	2009.12.04 08:10	t/p	9	0.01	1.05430	1.05960	1.05430	0.29	10003.96
30	2009.12.04 08:10	t/p	11	0.01	1.05464	1.05994	1.05464	0.28	10004.24
31	2009.12.08 02:00	buy	16	0.01	1.04954	1.04454	1.04984
32	2009.12.08 02:20	buy	17	0.01	1.04920	1.04420	1.04950
33	2009.12.08 02:32	buy	18	0.01	1.04878	1.04378	1.04908
34	2009.12.08 02:50	t/p	18	0.01	1.04908	1.04378	1.04908	0.28	10004.52
35	2009.12.08 03:03	t/p	16	0.01	1.04984	1.04454	1.04984	0.29	10004.81
36	2009.12.08 03:03	t/p	17	0.01	1.04950	1.04420	1.04950	0.28	10005.09
37	2009.12.08 06:26	sell	19	0.01	1.05128	1.05628	1.05098
38	2009.12.08 06:45	t/p	19	0.01	1.05098	1.05628	1.05098	0.28	10005.37
39	2009.12.08 07:15	sell	20	0.01	1.05141	1.05641	1.05111
40	2009.12.08 07:20	sell	21	0.01	1.05201	1.05701	1.05171
41	2009.12.08 07:27	t/p	21	0.01	1.05171	1.05701	1.05171	0.29	10005.66
42	2009.12.08 07:30	sell	22	0.01	1.05179	1.05679	1.05149
43	2009.12.08 07:33	t/p	22	0.01	1.05149	1.05679	1.05149	0.28	10005.94
44	2009.12.08 07:40	t/p	20	0.01	1.05111	1.05641	1.05111	0.28	10006.22
45	2009.12.08 08:15	sell	23	0.01	1.05229	1.05729	1.05199
46	2009.12.08 08:20	sell	24	0.01	1.05288	1.05788	1.05258
47	2009.12.08 08:27	t/p	24	0.01	1.05258	1.05788	1.05258	0.29	10006.51
48	2009.12.08 08:35	sell	25	0.01	1.05259	1.05759	1.05229
49	2009.12.08 08:37	t/p	25	0.01	1.05229	1.05759	1.05229	0.29	10006.80
50	2009.12.08 08:42	sell	26	0.01	1.05321	1.05821	1.05291
51	2009.12.08 09:26	t/p	26	0.01	1.05291	1.05821	1.05291	0.28	10007.08
52	2009.12.08 09:50	t/p	23	0.01	1.05199	1.05729	1.05199	0.28	10007.36
53	2009.12.08 10:20	buy	27	0.01	1.05059	1.04559	1.05089
54	2009.12.08 10:27	t/p	27	0.01	1.05089	1.04559	1.05089	0.28	10007.64
55	2009.12.08 10:40	buy	28	0.01	1.05077	1.04577	1.05107
56	2009.12.08 10:45	buy	29	0.01	1.05007	1.04507	1.05037
57	2009.12.08 10:50	buy	30	0.01	1.04913	1.04413	1.04943
58	2009.12.08 10:52	t/p	30	0.01	1.04943	1.04413	1.04943	0.29	10007.93
59	2009.12.08 10:52	buy	31	0.01	1.04960	1.04460	1.04990
60	2009.12.08 10:57	t/p	31	0.01	1.04990	1.04460	1.04990	0.29	10008.22
61	2009.12.08 11:02	t/p	29	0.01	1.05037	1.04507	1.05037	0.29	10008.51
62	2009.12.08 11:07	t/p	28	0.01	1.05107	1.04577	1.05107	0.28	10008.79
63	2009.12.08 18:00	sell	32	0.01	1.05988	1.06488	1.05958
64	2009.12.08 18:03	sell	33	0.01	1.06077	1.06577	1.06047
65	2009.12.08 18:10	sell	34	0.01	1.06130	1.06630	1.06100
66	2009.12.08 18:16	sell	35	0.01	1.06183	1.06683	1.06153
67	2009.12.08 18:26	t/p	35	0.01	1.06153	1.06683	1.06153	0.28	10009.07
68	2009.12.08 18:30	sell	36	0.01	1.06163	1.06663	1.06133
69	2009.12.08 18:42	sell	37	0.01	1.06195	1.06695	1.06165
70	2009.12.08 18:50	t/p	36	0.01	1.06133	1.06663	1.06133	0.29	10009.36
71	2009.12.08 18:50	t/p	37	0.01	1.06165	1.06695	1.06165	0.28	10009.64
72	2009.12.08 19:05	sell	38	0.01	1.06166	1.06666	1.06136
73	2009.12.08 19:07	t/p	38	0.01	1.06136	1.06666	1.06136	0.28	10009.92
74	2009.12.08 19:10	sell	39	0.01	1.06265	1.06765	1.06235
75	2009.12.08 19:46	sell	40	0.01	1.06296	1.06796	1.06266
76	2009.12.08 20:15	s/l	32	0.01	1.06488	1.06488	1.05958	-4.70	10005.22
77	2009.12.08 20:20	s/l	33	0.01	1.06577	1.06577	1.06047	-4.69	10000.53
78	2009.12.08 20:50	s/l	34	0.01	1.06630	1.06630	1.06100	-4.68	9995.85
79	2009.12.08 22:20	t/p	40	0.01	1.06266	1.06796	1.06266	0.28	9996.13
80	2009.12.08 22:37	t/p	39	0.01	1.06235	1.06765	1.06235	0.28	9996.41
81	2009.12.10 08:15	buy	41	0.01	1.05421	1.04921	1.05451
82	2009.12.10 08:20	buy	42	0.01	1.05344	1.04844	1.05374
83	2009.12.10 08:27	t/p	42	0.01	1.05374	1.04844	1.05374	0.29	9996.70
84	2009.12.10 08:33	t/p	41	0.01	1.05451	1.04921	1.05451	0.28	9996.98
85	2009.12.10 09:20	buy	43	0.01	1.05467	1.04967	1.05497
86	2009.12.10 09:22	t/p	43	0.01	1.05497	1.04967	1.05497	0.29	9997.27
87	2009.12.10 09:50	buy	44	0.01	1.05423	1.04923	1.05453
88	2009.12.10 09:52	t/p	44	0.01	1.05453	1.04923	1.05453	0.29	9997.56
89	2009.12.10 09:52	buy	45	0.01	1.05498	1.04998	1.05528
90	2009.12.10 09:55	buy	46	0.01	1.05460	1.04960	1.05490
91	2009.12.10 09:57	t/p	45	0.01	1.05528	1.04998	1.05528	0.28	9997.84
92	2009.12.10 09:57	t/p	46	0.01	1.05490	1.04960	1.05490	0.28	9998.12
93	2009.12.14 04:10	sell	47	0.01	1.06046	1.06546	1.06016
94	2009.12.14 04:15	sell	48	0.01	1.06132	1.06632	1.06102
95	2009.12.14 04:20	sell	49	0.01	1.06218	1.06718	1.06188
96	2009.12.14 04:22	t/p	49	0.01	1.06188	1.06718	1.06188	0.29	9998.41
97	2009.12.14 04:25	sell	50	0.01	1.06189	1.06689	1.06159
98	2009.12.14 04:27	t/p	50	0.01	1.06159	1.06689	1.06159	0.28	9998.69
99	2009.12.14 04:27	sell	51	0.01	1.06197	1.06697	1.06167
100	2009.12.14 04:33	t/p	51	0.01	1.06167	1.06697	1.06167	0.28	9998.97
101	2009.12.14 04:40	t/p	48	0.01	1.06102	1.06632	1.06102	0.28	9999.25
102	2009.12.14 04:46	t/p	47	0.01	1.06016	1.06546	1.06016	0.29	9999.54
103	2009.12.14 05:02	sell	52	0.01	1.06076	1.06576	1.06046
104	2009.12.14 05:10	t/p	52	0.01	1.06046	1.06576	1.06046	0.28	9999.82
105	2009.12.14 08:59	sell	53	0.01	1.06000	1.06500	1.05970
106	2009.12.14 09:02	t/p	53	0.01	1.05970	1.06500	1.05970	0.28	10000.10
107	2009.12.16 20:07	buy	54	0.01	1.05826	1.05326	1.05856
108	2009.12.16 20:10	t/p	54	0.01	1.05856	1.05326	1.05856	0.28	10000.38
109	2009.12.17 08:45	buy	55	0.01	1.06715	1.06215	1.06745
110	2009.12.17 08:52	buy	56	0.01	1.06653	1.06153	1.06683
111	2009.12.17 08:57	t/p	56	0.01	1.06683	1.06153	1.06683	0.28	10000.66
112	2009.12.17 08:59	buy	57	0.01	1.06657	1.06157	1.06687
113	2009.12.17 09:15	t/p	57	0.01	1.06687	1.06157	1.06687	0.29	10000.95
114	2009.12.17 09:20	t/p	55	0.01	1.06745	1.06215	1.06745	0.28	10001.23
115	2009.12.17 10:40	sell	58	0.01	1.06955	1.07455	1.06925
116	2009.12.17 10:45	sell	59	0.01	1.07032	1.07532	1.07002
117	2009.12.17 10:50	sell	60	0.01	1.07109	1.07609	1.07079
118	2009.12.17 10:52	t/p	60	0.01	1.07079	1.07609	1.07079	0.28	10001.51
119	2009.12.17 10:55	sell	61	0.01	1.07083	1.07583	1.07053
120	2009.12.17 10:57	t/p	61	0.01	1.07053	1.07583	1.07053	0.28	10001.79
121	2009.12.17 13:07	t/p	59	0.01	1.07002	1.07532	1.07002	0.28	10002.07
122	2009.12.17 14:20	s/l	58	0.01	1.07455	1.07455	1.06925	-4.65	9997.42
123	2009.12.21 10:59	buy	62	0.01	1.06538	1.06038	1.06568
124	2009.12.21 11:07	t/p	62	0.01	1.06568	1.06038	1.06568	0.29	9997.71
125	2009.12.21 16:10	buy	63	0.01	1.05645	1.05145	1.05675
126	2009.12.21 16:15	t/p	63	0.01	1.05675	1.05145	1.05675	0.28	9997.99
127	2009.12.21 16:15	buy	64	0.01	1.05717	1.05217	1.05747
128	2009.12.21 16:20	t/p	64	0.01	1.05747	1.05217	1.05747	0.28	9998.27
129	2009.12.21 16:27	buy	65	0.01	1.05693	1.05193	1.05723
130	2009.12.21 16:30	t/p	65	0.01	1.05723	1.05193	1.05723	0.28	9998.55
131	2009.12.30 12:45	sell	66	0.01	1.04920	1.05420	1.04890
132	2009.12.30 12:50	sell	67	0.01	1.04980	1.05480	1.04950
133	2009.12.30 12:57	t/p	67	0.01	1.04950	1.05480	1.04950	0.29	9998.84
134	2009.12.30 13:02	t/p	66	0.01	1.04890	1.05420	1.04890	0.28	9999.12
135	2009.12.30 13:10	sell	68	0.01	1.04888	1.05388	1.04858
136	2009.12.30 13:15	sell	69	0.01	1.04933	1.05433	1.04903
137	2009.12.30 13:20	sell	70	0.01	1.04978	1.05478	1.04948
138	2009.12.30 13:27	t/p	70	0.01	1.04948	1.05478	1.04948	0.29	9999.41
139	2009.12.30 13:27	sell	71	0.01	1.04963	1.05463	1.04933
140	2009.12.30 13:45	t/p	71	0.01	1.04933	1.05463	1.04933	0.29	9999.70
141	2009.12.30 13:50	t/p	69	0.01	1.04903	1.05433	1.04903	0.29	9999.99
142	2009.12.30 14:02	t/p	68	0.01	1.04858	1.05388	1.04858	0.28	10000.27
143	2009.12.30 14:20	sell	72	0.01	1.04948	1.05448	1.04918
144	2009.12.30 14:27	t/p	72	0.01	1.04918	1.05448	1.04918	0.28	10000.55
145	2009.12.30 14:32	sell	73	0.01	1.04946	1.05446	1.04916
146	2009.12.30 14:45	t/p	73	0.01	1.04916	1.05446	1.04916	0.29	10000.84
147	2009.12.30 15:05	sell	74	0.01	1.04937	1.05437	1.04907
148	2009.12.30 15:07	t/p	74	0.01	1.04907	1.05437	1.04907	0.28	10001.12
149	2009.12.30 15:10	sell	75	0.01	1.05077	1.05577	1.05047
150	2009.12.30 15:12	t/p	75	0.01	1.05047	1.05577	1.05047	0.29	10001.41
151	2009.12.30 15:12	sell	76	0.01	1.05030	1.05530	1.05000
152	2009.12.30 15:15	sell	77	0.01	1.05218	1.05718	1.05188
153	2009.12.30 15:17	t/p	77	0.01	1.05188	1.05718	1.05188	0.28	10001.69
154	2009.12.30 15:17	sell	78	0.01	1.05171	1.05671	1.05141
155	2009.12.30 15:20	sell	79	0.01	1.05358	1.05858	1.05328
156	2009.12.30 15:22	t/p	79	0.01	1.05328	1.05858	1.05328	0.28	10001.97
157	2009.12.30 15:22	sell	80	0.01	1.05264	1.05764	1.05234
158	2009.12.30 15:25	sell	81	0.01	1.05311	1.05811	1.05281
159	2009.12.30 15:27	t/p	80	0.01	1.05234	1.05764	1.05234	0.28	10002.25
160	2009.12.30 15:27	t/p	81	0.01	1.05281	1.05811	1.05281	0.29	10002.54
161	2009.12.30 15:27	sell	82	0.01	1.05264	1.05764	1.05234
162	2009.12.30 15:32	sell	83	0.01	1.05300	1.05800	1.05270
163	2009.12.30 15:35	sell	84	0.01	1.05346	1.05846	1.05316
164	2009.12.30 15:37	t/p	83	0.01	1.05270	1.05800	1.05270	0.28	10002.82
165	2009.12.30 15:37	t/p	84	0.01	1.05316	1.05846	1.05316	0.28	10003.10
166	2009.12.30 15:40	sell	85	0.01	1.05486	1.05986	1.05456
167	2009.12.30 15:42	t/p	85	0.01	1.05456	1.05986	1.05456	0.28	10003.38
168	2009.12.30 15:42	sell	86	0.01	1.05439	1.05939	1.05409
169	2009.12.30 15:45	s/l	76	0.01	1.05530	1.05530	1.05000	-4.73	9998.65
170	2009.12.30 15:47	sell	87	0.01	1.05579	1.06079	1.05549
171	2009.12.30 15:50	s/l	78	0.01	1.05671	1.05671	1.05141	-4.73	9993.92
172	2009.12.30 15:50	s/l	82	0.01	1.05764	1.05764	1.05234	-4.73	9989.19
173	2009.12.30 15:59	t/p	86	0.01	1.05409	1.05939	1.05409	0.29	9989.48
174	2009.12.30 15:59	t/p	87	0.01	1.05549	1.06079	1.05549	0.29	9989.77
175	2009.12.30 15:59	sell	88	0.01	1.05321	1.05821	1.05291
176	2009.12.30 16:02	sell	89	0.01	1.05373	1.05873	1.05343
177	2009.12.30 16:15	t/p	89	0.01	1.05343	1.05873	1.05343	0.28	9990.05
178	2009.12.30 16:20	t/p	88	0.01	1.05291	1.05821	1.05291	0.28	9990.33
179	2009.12.30 16:20	sell	90	0.01	1.05230	1.05730	1.05200
180	2009.12.30 16:27	sell	91	0.01	1.05287	1.05787	1.05257
181	2009.12.30 16:32	sell	92	0.01	1.05443	1.05943	1.05413
182	2009.12.30 16:37	sell	93	0.01	1.05480	1.05980	1.05450
183	2009.12.30 16:40	t/p	92	0.01	1.05413	1.05943	1.05413	0.28	9990.61
184	2009.12.30 16:40	t/p	93	0.01	1.05450	1.05980	1.05450	0.28	9990.89
185	2009.12.30 16:40	sell	94	0.01	1.05332	1.05832	1.05302
186	2009.12.30 16:42	sell	95	0.01	1.05369	1.05869	1.05339
187	2009.12.30 16:45	t/p	91	0.01	1.05257	1.05787	1.05257	0.29	9991.18
188	2009.12.30 16:45	t/p	94	0.01	1.05302	1.05832	1.05302	0.28	9991.46
189	2009.12.30 16:45	t/p	95	0.01	1.05339	1.05869	1.05339	0.28	9991.74
190	2009.12.30 16:50	t/p	90	0.01	1.05200	1.05730	1.05200	0.28	9992.02
191	2009.12.30 16:52	sell	96	0.01	1.05147	1.05647	1.05117
192	2009.12.30 16:57	sell	97	0.01	1.05221	1.05721	1.05191
193	2009.12.30 16:59	t/p	96	0.01	1.05117	1.05647	1.05117	0.28	9992.30
194	2009.12.30 16:59	t/p	97	0.01	1.05191	1.05721	1.05191	0.29	9992.59
195	2009.12.30 17:10	sell	98	0.01	1.05226	1.05726	1.05196
196	2009.12.30 17:12	t/p	98	0.01	1.05196	1.05726	1.05196	0.28	9992.87
197	2009.12.30 17:12	sell	99	0.01	1.05173	1.05673	1.05143
198	2009.12.30 17:50	sell	100	0.01	1.05219	1.05719	1.05189
199	2009.12.30 17:55	sell	101	0.01	1.05253	1.05753	1.05223
200	2009.12.30 18:02	t/p	100	0.01	1.05189	1.05719	1.05189	0.28	9993.15
201	2009.12.30 18:02	t/p	101	0.01	1.05223	1.05753	1.05223	0.28	9993.43
202	2009.12.31 02:50	t/p	99	0.01	1.05143	1.05673	1.05143	0.29	9993.71