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=0.1; TakeProfit=30; Stoploss=300; 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=0; 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	-139.80	Gross profit	255.80	Gross loss	-395.60
Profit factor	0.65	Expected payoff	-1.34
Absolute drawdown	201.49	Maximal drawdown	251.28 (2.50%)	Relative drawdown	2.50% (251.28)
Total trades	104	Short positions (won %)	80 (82.50%)	Long positions (won %)	24 (100.00%)
		Profit trades (% of total)	90 (86.54%)	Loss trades (% of total)	14 (13.46%)
Largest		profit trade	2.86	loss trade	-28.43
Average		profit trade	2.84	loss trade	-28.26
Maximum		consecutive wins (profit in money)	22 (62.17)	consecutive losses (loss in money)	5 (-140.85)
Maximal		consecutive profit (count of wins)	62.17 (22)	consecutive loss (count of losses)	-140.85 (5)
Average		consecutive wins	13	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 03:50	buy	1	0.10	1.05448	1.05148	1.05478
2	2009.12.01 03:57	t/p	1	0.10	1.05478	1.05148	1.05478	2.85	10002.85
3	2009.12.01 05:50	sell	2	0.10	1.05655	1.05955	1.05625
4	2009.12.01 05:57	t/p	2	0.10	1.05625	1.05955	1.05625	2.84	10005.69
5	2009.12.01 06:10	sell	3	0.10	1.05641	1.05941	1.05611
6	2009.12.01 06:17	sell	4	0.10	1.05682	1.05982	1.05652
7	2009.12.01 06:45	t/p	4	0.10	1.05652	1.05982	1.05652	2.84	10008.53
8	2009.12.01 06:50	t/p	3	0.10	1.05611	1.05941	1.05611	2.84	10011.37
9	2009.12.03 19:43	buy	5	0.10	1.05306	1.05006	1.05336
10	2009.12.03 19:50	buy	6	0.10	1.05271	1.04971	1.05301
11	2009.12.03 19:59	buy	7	0.10	1.05225	1.04925	1.05255
12	2009.12.03 20:15	t/p	7	0.10	1.05255	1.04925	1.05255	2.85	10014.22
13	2009.12.03 20:45	t/p	6	0.10	1.05301	1.04971	1.05301	2.85	10017.07
14	2009.12.03 20:50	t/p	5	0.10	1.05336	1.05006	1.05336	2.85	10019.92
15	2009.12.03 21:45	sell	8	0.10	1.05460	1.05760	1.05430
16	2009.12.03 21:50	sell	9	0.10	1.05511	1.05811	1.05481
17	2009.12.03 21:57	t/p	9	0.10	1.05481	1.05811	1.05481	2.84	10022.76
18	2009.12.03 22:10	sell	10	0.10	1.05494	1.05794	1.05464
19	2009.12.03 22:20	sell	11	0.10	1.05550	1.05850	1.05520
20	2009.12.03 22:27	t/p	11	0.10	1.05520	1.05850	1.05520	2.84	10025.60
21	2009.12.03 22:35	sell	12	0.10	1.05536	1.05836	1.05506
22	2009.12.03 22:37	t/p	12	0.10	1.05506	1.05836	1.05506	2.84	10028.44
23	2009.12.03 22:40	sell	13	0.10	1.05607	1.05907	1.05577
24	2009.12.03 22:47	sell	14	0.10	1.05655	1.05955	1.05625
25	2009.12.03 22:50	s/l	8	0.10	1.05760	1.05760	1.05430	-28.36	10000.08
26	2009.12.04 00:20	t/p	14	0.10	1.05625	1.05955	1.05625	2.83	10002.91
27	2009.12.04 00:50	t/p	13	0.10	1.05577	1.05907	1.05577	2.83	10005.74
28	2009.12.04 01:03	sell	15	0.10	1.05644	1.05944	1.05614
29	2009.12.04 01:10	sell	16	0.10	1.05678	1.05978	1.05648
30	2009.12.04 01:16	sell	17	0.10	1.05713	1.06013	1.05683
31	2009.12.04 01:26	t/p	17	0.10	1.05683	1.06013	1.05683	2.84	10008.58
32	2009.12.04 01:40	sell	18	0.10	1.05727	1.06027	1.05697
33	2009.12.04 01:46	sell	19	0.10	1.05758	1.06058	1.05728
34	2009.12.04 01:59	t/p	19	0.10	1.05728	1.06058	1.05728	2.83	10011.41
35	2009.12.04 02:15	t/p	18	0.10	1.05697	1.06027	1.05697	2.84	10014.25
36	2009.12.04 02:20	t/p	16	0.10	1.05648	1.05978	1.05648	2.84	10017.09
37	2009.12.04 02:50	t/p	15	0.10	1.05614	1.05944	1.05614	2.84	10019.93
38	2009.12.04 08:10	t/p	10	0.10	1.05464	1.05794	1.05464	2.84	10022.77
39	2009.12.08 02:00	buy	20	0.10	1.04956	1.04656	1.04986
40	2009.12.08 02:20	buy	21	0.10	1.04922	1.04622	1.04952
41	2009.12.08 02:32	buy	22	0.10	1.04880	1.04580	1.04910
42	2009.12.08 02:50	t/p	22	0.10	1.04910	1.04580	1.04910	2.86	10025.63
43	2009.12.08 03:03	t/p	20	0.10	1.04986	1.04656	1.04986	2.85	10028.48
44	2009.12.08 03:03	t/p	21	0.10	1.04952	1.04622	1.04952	2.85	10031.33
45	2009.12.08 06:26	sell	23	0.10	1.05128	1.05428	1.05098
46	2009.12.08 06:45	t/p	23	0.10	1.05098	1.05428	1.05098	2.86	10034.19
47	2009.12.08 07:15	sell	24	0.10	1.05141	1.05441	1.05111
48	2009.12.08 07:20	sell	25	0.10	1.05201	1.05501	1.05171
49	2009.12.08 07:27	t/p	25	0.10	1.05171	1.05501	1.05171	2.86	10037.05
50	2009.12.08 07:30	sell	26	0.10	1.05179	1.05479	1.05149
51	2009.12.08 07:33	t/p	26	0.10	1.05149	1.05479	1.05149	2.85	10039.90
52	2009.12.08 07:40	t/p	24	0.10	1.05111	1.05441	1.05111	2.86	10042.76
53	2009.12.08 08:15	sell	27	0.10	1.05229	1.05529	1.05199
54	2009.12.08 08:20	sell	28	0.10	1.05288	1.05588	1.05258
55	2009.12.08 08:27	t/p	28	0.10	1.05258	1.05588	1.05258	2.85	10045.61
56	2009.12.08 08:35	sell	29	0.10	1.05259	1.05559	1.05229
57	2009.12.08 08:37	t/p	29	0.10	1.05229	1.05559	1.05229	2.85	10048.46
58	2009.12.08 08:42	sell	30	0.10	1.05321	1.05621	1.05291
59	2009.12.08 08:50	s/l	27	0.10	1.05529	1.05529	1.05199	-28.42	10020.04
60	2009.12.08 09:30	t/p	30	0.10	1.05291	1.05621	1.05291	2.85	10022.89
61	2009.12.08 10:20	buy	31	0.10	1.05061	1.04761	1.05091
62	2009.12.08 10:27	t/p	31	0.10	1.05091	1.04761	1.05091	2.86	10025.75
63	2009.12.08 10:40	buy	32	0.10	1.05079	1.04779	1.05109
64	2009.12.08 10:45	buy	33	0.10	1.05009	1.04709	1.05039
65	2009.12.08 10:50	buy	34	0.10	1.04915	1.04615	1.04945
66	2009.12.08 10:57	t/p	34	0.10	1.04945	1.04615	1.04945	2.86	10028.61
67	2009.12.08 11:02	t/p	33	0.10	1.05039	1.04709	1.05039	2.86	10031.47
68	2009.12.08 11:07	t/p	32	0.10	1.05109	1.04779	1.05109	2.85	10034.32
69	2009.12.08 18:00	sell	35	0.10	1.05988	1.06288	1.05958
70	2009.12.08 18:03	sell	36	0.10	1.06077	1.06377	1.06047
71	2009.12.08 18:10	sell	37	0.10	1.06130	1.06430	1.06100
72	2009.12.08 18:16	sell	38	0.10	1.06183	1.06483	1.06153
73	2009.12.08 18:26	t/p	38	0.10	1.06153	1.06483	1.06153	2.82	10037.14
74	2009.12.08 18:30	sell	39	0.10	1.06163	1.06463	1.06133
75	2009.12.08 18:42	sell	40	0.10	1.06195	1.06495	1.06165
76	2009.12.08 18:50	t/p	39	0.10	1.06133	1.06463	1.06133	2.83	10039.97
77	2009.12.08 18:50	t/p	40	0.10	1.06165	1.06495	1.06165	2.83	10042.80
78	2009.12.08 19:05	sell	41	0.10	1.06166	1.06466	1.06136
79	2009.12.08 19:07	t/p	41	0.10	1.06136	1.06466	1.06136	2.83	10045.63
80	2009.12.08 19:10	sell	42	0.10	1.06265	1.06565	1.06235
81	2009.12.08 19:15	s/l	35	0.10	1.06288	1.06288	1.05958	-28.20	10017.43
82	2009.12.08 19:15	s/l	36	0.10	1.06377	1.06377	1.06047	-28.20	9989.23
83	2009.12.08 19:20	s/l	37	0.10	1.06430	1.06430	1.06100	-28.17	9961.06
84	2009.12.08 19:46	sell	43	0.10	1.06296	1.06596	1.06266
85	2009.12.08 20:20	s/l	42	0.10	1.06565	1.06565	1.06235	-28.15	9932.91
86	2009.12.08 20:45	s/l	43	0.10	1.06596	1.06596	1.06266	-28.13	9904.78
87	2009.12.09 00:20	sell	44	0.10	1.06540	1.06840	1.06510
88	2009.12.09 00:22	t/p	44	0.10	1.06510	1.06840	1.06510	2.81	9907.59
89	2009.12.09 00:25	sell	45	0.10	1.06513	1.06813	1.06483
90	2009.12.09 00:27	t/p	45	0.10	1.06483	1.06813	1.06483	2.82	9910.41
91	2009.12.09 00:27	sell	46	0.10	1.06517	1.06817	1.06487
92	2009.12.09 00:32	sell	47	0.10	1.06582	1.06882	1.06552
93	2009.12.09 00:45	t/p	47	0.10	1.06552	1.06882	1.06552	2.82	9913.23
94	2009.12.09 00:50	t/p	46	0.10	1.06487	1.06817	1.06487	2.82	9916.05
95	2009.12.10 08:15	buy	48	0.10	1.05423	1.05123	1.05453
96	2009.12.10 08:20	buy	49	0.10	1.05346	1.05046	1.05376
97	2009.12.10 08:27	t/p	49	0.10	1.05376	1.05046	1.05376	2.85	9918.90
98	2009.12.10 08:33	t/p	48	0.10	1.05453	1.05123	1.05453	2.84	9921.74
99	2009.12.10 09:20	buy	50	0.10	1.05469	1.05169	1.05499
100	2009.12.10 09:22	t/p	50	0.10	1.05499	1.05169	1.05499	2.84	9924.58
101	2009.12.10 09:50	buy	51	0.10	1.05425	1.05125	1.05455
102	2009.12.10 09:52	t/p	51	0.10	1.05455	1.05125	1.05455	2.84	9927.42
103	2009.12.10 09:52	buy	52	0.10	1.05500	1.05200	1.05530
104	2009.12.10 09:55	buy	53	0.10	1.05462	1.05162	1.05492
105	2009.12.10 09:57	t/p	52	0.10	1.05530	1.05200	1.05530	2.85	9930.27
106	2009.12.10 09:57	t/p	53	0.10	1.05492	1.05162	1.05492	2.85	9933.12
107	2009.12.14 04:10	sell	54	0.10	1.06046	1.06346	1.06016
108	2009.12.14 04:15	sell	55	0.10	1.06132	1.06432	1.06102
109	2009.12.14 04:20	sell	56	0.10	1.06218	1.06518	1.06188
110	2009.12.14 04:22	t/p	56	0.10	1.06188	1.06518	1.06188	2.82	9935.94
111	2009.12.14 04:25	sell	57	0.10	1.06189	1.06489	1.06159
112	2009.12.14 04:27	t/p	57	0.10	1.06159	1.06489	1.06159	2.83	9938.77
113	2009.12.14 04:27	sell	58	0.10	1.06197	1.06497	1.06167
114	2009.12.14 04:33	t/p	58	0.10	1.06167	1.06497	1.06167	2.83	9941.60
115	2009.12.14 04:40	t/p	55	0.10	1.06102	1.06432	1.06102	2.83	9944.43
116	2009.12.14 04:46	t/p	54	0.10	1.06016	1.06346	1.06016	2.83	9947.26
117	2009.12.14 05:02	sell	59	0.10	1.06076	1.06376	1.06046
118	2009.12.14 05:10	t/p	59	0.10	1.06046	1.06376	1.06046	2.83	9950.09
119	2009.12.14 08:59	sell	60	0.10	1.06000	1.06300	1.05970
120	2009.12.14 09:02	t/p	60	0.10	1.05970	1.06300	1.05970	2.83	9952.92
121	2009.12.17 08:45	buy	61	0.10	1.06717	1.06417	1.06747
122	2009.12.17 08:52	buy	62	0.10	1.06655	1.06355	1.06685
123	2009.12.17 08:57	t/p	62	0.10	1.06685	1.06355	1.06685	2.81	9955.73
124	2009.12.17 08:59	buy	63	0.10	1.06659	1.06359	1.06689
125	2009.12.17 09:15	t/p	63	0.10	1.06689	1.06359	1.06689	2.81	9958.54
126	2009.12.17 09:20	t/p	61	0.10	1.06747	1.06417	1.06747	2.81	9961.35
127	2009.12.17 10:40	sell	64	0.10	1.06955	1.07255	1.06925
128	2009.12.17 10:45	sell	65	0.10	1.07032	1.07332	1.07002
129	2009.12.17 10:50	sell	66	0.10	1.07109	1.07409	1.07079
130	2009.12.17 10:52	t/p	66	0.10	1.07079	1.07409	1.07079	2.80	9964.15
131	2009.12.17 10:55	sell	67	0.10	1.07083	1.07383	1.07053
132	2009.12.17 10:57	t/p	67	0.10	1.07053	1.07383	1.07053	2.80	9966.95
133	2009.12.17 11:45	s/l	64	0.10	1.07255	1.07255	1.06925	-27.97	9938.98
134	2009.12.17 11:50	s/l	65	0.10	1.07332	1.07332	1.07002	-27.95	9911.03
135	2009.12.21 10:59	buy	68	0.10	1.06540	1.06240	1.06570
136	2009.12.21 11:07	t/p	68	0.10	1.06570	1.06240	1.06570	2.81	9913.84
137	2009.12.21 16:10	buy	69	0.10	1.05647	1.05347	1.05677
138	2009.12.21 16:15	t/p	69	0.10	1.05677	1.05347	1.05677	2.84	9916.68
139	2009.12.21 16:15	buy	70	0.10	1.05719	1.05419	1.05749
140	2009.12.21 16:20	t/p	70	0.10	1.05749	1.05419	1.05749	2.84	9919.52
141	2009.12.21 16:27	buy	71	0.10	1.05695	1.05395	1.05725
142	2009.12.21 16:30	t/p	71	0.10	1.05725	1.05395	1.05725	2.84	9922.36
143	2009.12.30 12:45	sell	72	0.10	1.04920	1.05220	1.04890
144	2009.12.30 12:50	sell	73	0.10	1.04980	1.05280	1.04950
145	2009.12.30 12:57	t/p	73	0.10	1.04950	1.05280	1.04950	2.86	9925.22
146	2009.12.30 13:02	t/p	72	0.10	1.04890	1.05220	1.04890	2.86	9928.08
147	2009.12.30 13:10	sell	74	0.10	1.04888	1.05188	1.04858
148	2009.12.30 13:15	sell	75	0.10	1.04933	1.05233	1.04903
149	2009.12.30 13:20	sell	76	0.10	1.04978	1.05278	1.04948
150	2009.12.30 13:27	t/p	76	0.10	1.04948	1.05278	1.04948	2.86	9930.94
151	2009.12.30 13:27	sell	77	0.10	1.04963	1.05263	1.04933
152	2009.12.30 13:45	t/p	77	0.10	1.04933	1.05263	1.04933	2.86	9933.80
153	2009.12.30 13:50	t/p	75	0.10	1.04903	1.05233	1.04903	2.86	9936.66
154	2009.12.30 14:02	t/p	74	0.10	1.04858	1.05188	1.04858	2.86	9939.52
155	2009.12.30 14:20	sell	78	0.10	1.04948	1.05248	1.04918
156	2009.12.30 14:27	t/p	78	0.10	1.04918	1.05248	1.04918	2.86	9942.38
157	2009.12.30 14:32	sell	79	0.10	1.04946	1.05246	1.04916
158	2009.12.30 14:45	t/p	79	0.10	1.04916	1.05246	1.04916	2.86	9945.24
159	2009.12.30 15:05	sell	80	0.10	1.04937	1.05237	1.04907
160	2009.12.30 15:07	t/p	80	0.10	1.04907	1.05237	1.04907	2.86	9948.10
161	2009.12.30 15:10	sell	81	0.10	1.05077	1.05377	1.05047
162	2009.12.30 15:15	sell	82	0.10	1.05218	1.05518	1.05188
163	2009.12.30 15:20	sell	83	0.10	1.05358	1.05658	1.05328
164	2009.12.30 15:22	t/p	83	0.10	1.05328	1.05658	1.05328	2.85	9950.95
165	2009.12.30 15:22	sell	84	0.10	1.05264	1.05564	1.05234
166	2009.12.30 15:25	sell	85	0.10	1.05311	1.05611	1.05281
167	2009.12.30 15:27	t/p	84	0.10	1.05234	1.05564	1.05234	2.85	9953.80
168	2009.12.30 15:27	t/p	85	0.10	1.05281	1.05611	1.05281	2.85	9956.65
169	2009.12.30 15:27	sell	86	0.10	1.05264	1.05564	1.05234
170	2009.12.30 15:32	sell	87	0.10	1.05300	1.05600	1.05270
171	2009.12.30 15:35	sell	88	0.10	1.05346	1.05646	1.05316
172	2009.12.30 15:37	t/p	88	0.10	1.05316	1.05646	1.05316	2.85	9959.50
173	2009.12.30 15:40	s/l	81	0.10	1.05377	1.05377	1.05047	-28.43	9931.07
174	2009.12.30 15:40	sell	89	0.10	1.05486	1.05786	1.05456
175	2009.12.30 15:45	s/l	82	0.10	1.05518	1.05518	1.05188	-28.40	9902.67
176	2009.12.30 15:45	s/l	86	0.10	1.05564	1.05564	1.05234	-28.40	9874.27
177	2009.12.30 15:45	s/l	87	0.10	1.05600	1.05600	1.05270	-28.40	9845.87
178	2009.12.30 15:47	sell	90	0.10	1.05579	1.05879	1.05549
179	2009.12.30 15:59	t/p	89	0.10	1.05456	1.05786	1.05456	2.84	9848.71
180	2009.12.30 15:59	t/p	90	0.10	1.05549	1.05879	1.05549	2.84	9851.55
181	2009.12.30 15:59	sell	91	0.10	1.05321	1.05621	1.05291
182	2009.12.30 16:02	sell	92	0.10	1.05373	1.05673	1.05343
183	2009.12.30 16:15	t/p	92	0.10	1.05343	1.05673	1.05343	2.85	9854.40
184	2009.12.30 16:20	t/p	91	0.10	1.05291	1.05621	1.05291	2.85	9857.25
185	2009.12.30 16:20	sell	93	0.10	1.05230	1.05530	1.05200
186	2009.12.30 16:27	sell	94	0.10	1.05287	1.05587	1.05257
187	2009.12.30 16:32	sell	95	0.10	1.05443	1.05743	1.05413
188	2009.12.30 16:37	sell	96	0.10	1.05480	1.05780	1.05450
189	2009.12.30 16:40	t/p	95	0.10	1.05413	1.05743	1.05413	2.85	9860.10
190	2009.12.30 16:40	t/p	96	0.10	1.05450	1.05780	1.05450	2.85	9862.95
191	2009.12.30 16:40	sell	97	0.10	1.05332	1.05632	1.05302
192	2009.12.30 16:42	sell	98	0.10	1.05369	1.05669	1.05339
193	2009.12.30 16:45	t/p	94	0.10	1.05257	1.05587	1.05257	2.85	9865.80
194	2009.12.30 16:45	t/p	97	0.10	1.05302	1.05632	1.05302	2.85	9868.65
195	2009.12.30 16:45	t/p	98	0.10	1.05339	1.05669	1.05339	2.85	9871.50
196	2009.12.30 16:50	t/p	93	0.10	1.05200	1.05530	1.05200	2.86	9874.36
197	2009.12.30 16:52	sell	99	0.10	1.05147	1.05447	1.05117
198	2009.12.30 16:57	sell	100	0.10	1.05221	1.05521	1.05191
199	2009.12.30 16:59	t/p	99	0.10	1.05117	1.05447	1.05117	2.85	9877.21
200	2009.12.30 16:59	t/p	100	0.10	1.05191	1.05521	1.05191	2.85	9880.06
201	2009.12.30 17:10	sell	101	0.10	1.05226	1.05526	1.05196
202	2009.12.30 17:12	t/p	101	0.10	1.05196	1.05526	1.05196	2.85	9882.91
203	2009.12.30 17:12	sell	102	0.10	1.05173	1.05473	1.05143
204	2009.12.30 17:20	s/l	102	0.10	1.05473	1.05473	1.05143	-28.42	9854.49
205	2009.12.30 17:50	sell	103	0.10	1.05219	1.05519	1.05189
206	2009.12.30 17:55	sell	104	0.10	1.05253	1.05553	1.05223
207	2009.12.30 18:02	t/p	103	0.10	1.05189	1.05519	1.05189	2.85	9857.34
208	2009.12.30 18:02	t/p	104	0.10	1.05223	1.05553	1.05223	2.86	9860.20