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		Lots=0.2; RiskManagement=true; RiskPercent=20; StopLose=0; TakeProfit=12; TrailingStop=0; WPRSell=10; WPRBuy=90; S=80; B=40;
Bars in test	1515	Ticks modelled	13777	Modelling quality	n/a
Mismatched charts errors	2
Initial deposit	10000.00
Total net profit	61.30	Gross profit	379.38	Gross loss	-318.09
Profit factor	1.19	Expected payoff	1.70
Absolute drawdown	981.55	Maximal drawdown	1360.93 (13.11%)	Relative drawdown	13.11% (1360.93)
Total trades	36	Short positions (won %)	17 (94.12%)	Long positions (won %)	19 (100.00%)
		Profit trades (% of total)	35 (97.22%)	Loss trades (% of total)	1 (2.78%)
Largest		profit trade	11.38	loss trade	-318.09
Average		profit trade	10.84	loss trade	-318.09
Maximum		consecutive wins (profit in money)	35 (379.38)	consecutive losses (loss in money)	1 (-318.09)
Maximal		consecutive profit (count of wins)	379.38 (35)	consecutive loss (count of losses)	-318.09 (1)
Average		consecutive wins	35	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.02 15:00	sell	1	0.95	1.04774	0.00000	1.04762
2	2009.12.02 15:20	t/p	1	0.95	1.04762	0.00000	1.04762	10.88	10010.88
3	2009.12.02 15:20	sell	2	0.95	1.04663	0.00000	1.04651
4	2009.12.02 15:32	t/p	2	0.95	1.04651	0.00000	1.04651	10.90	10021.78
5	2009.12.02 15:32	sell	3	0.95	1.04508	0.00000	1.04496
6	2009.12.02 16:20	t/p	3	0.95	1.04496	0.00000	1.04496	10.91	10032.69
7	2009.12.02 21:00	sell	4	0.95	1.05113	0.00000	1.05101
8	2009.12.02 21:50	t/p	4	0.95	1.05101	0.00000	1.05101	10.85	10043.54
9	2009.12.02 21:50	sell	5	0.95	1.05003	0.00000	1.04991
10	2009.12.03 00:16	t/p	5	0.95	1.04991	0.00000	1.04991	9.52	10053.06
11	2009.12.03 00:16	sell	6	0.95	1.04900	0.00000	1.04888
12	2009.12.03 01:20	t/p	6	0.95	1.04888	0.00000	1.04888	10.87	10063.93
13	2009.12.03 07:00	sell	7	0.95	1.05095	0.00000	1.05083
14	2009.12.03 07:15	t/p	7	0.95	1.05083	0.00000	1.05083	10.85	10074.78
15	2009.12.03 07:15	sell	8	0.95	1.04978	0.00000	1.04966
16	2009.12.03 07:40	t/p	8	0.95	1.04966	0.00000	1.04966	10.86	10085.64
17	2009.12.03 07:40	sell	9	0.96	1.04875	0.00000	1.04863
18	2009.12.03 07:50	t/p	9	0.96	1.04863	0.00000	1.04863	10.99	10096.63
19	2009.12.03 07:50	sell	10	0.96	1.04745	0.00000	1.04733
20	2009.12.03 08:26	t/p	10	0.96	1.04733	0.00000	1.04733	11.00	10107.63
21	2009.12.03 15:00	sell	11	0.95	1.05440	0.00000	1.05428
22	2009.12.03 15:02	t/p	11	0.95	1.05428	0.00000	1.05428	10.81	10118.44
23	2009.12.03 15:02	sell	12	0.95	1.05337	0.00000	1.05325
24	2009.12.03 17:15	t/p	12	0.95	1.05325	0.00000	1.05325	10.83	10129.27
25	2009.12.03 23:00	sell	13	0.95	1.05714	0.00000	1.05702
26	2009.12.04 00:20	t/p	13	0.95	1.05702	0.00000	1.05702	10.34	10139.61
27	2009.12.04 00:20	sell	14	0.95	1.05604	0.00000	1.05592
28	2009.12.04 07:46	t/p	14	0.95	1.05592	0.00000	1.05592	10.80	10150.41
29	2009.12.04 14:00	buy	15	0.96	1.04736	0.00000	1.04748
30	2009.12.04 14:15	t/p	15	0.96	1.04748	0.00000	1.04748	10.99	10161.40
31	2009.12.04 14:15	buy	16	0.96	1.04830	0.00000	1.04842
32	2009.12.04 14:50	t/p	16	0.96	1.04842	0.00000	1.04842	10.97	10172.37
33	2009.12.04 14:50	buy	17	0.96	1.05052	0.00000	1.05064
34	2009.12.04 15:02	t/p	17	0.96	1.05064	0.00000	1.05064	10.96	10183.33
35	2009.12.07 17:00	buy	18	0.96	1.05161	0.00000	1.05173
36	2009.12.07 17:15	t/p	18	0.96	1.05173	0.00000	1.05173	10.95	10194.28
37	2009.12.07 17:15	buy	19	0.96	1.05267	0.00000	1.05279
38	2009.12.07 18:16	t/p	19	0.96	1.05279	0.00000	1.05279	10.94	10205.22
39	2009.12.07 18:16	buy	20	0.96	1.05384	0.00000	1.05396
40	2009.12.08 08:45	t/p	20	0.96	1.05396	0.00000	1.05396	10.30	10215.52
41	2009.12.09 13:00	buy	21	0.96	1.06043	0.00000	1.06055
42	2009.12.09 13:26	t/p	21	0.96	1.06055	0.00000	1.06055	10.86	10226.38
43	2009.12.09 13:26	buy	22	0.96	1.06171	0.00000	1.06183
44	2009.12.09 15:15	t/p	22	0.96	1.06183	0.00000	1.06183	10.84	10237.22
45	2009.12.09 17:00	buy	23	0.96	1.05556	0.00000	1.05568
46	2009.12.09 17:20	t/p	23	0.96	1.05568	0.00000	1.05568	10.91	10248.13
47	2009.12.09 17:20	buy	24	0.96	1.05675	0.00000	1.05687
48	2009.12.09 18:16	t/p	24	0.96	1.05687	0.00000	1.05687	10.90	10259.03
49	2009.12.09 18:16	buy	25	0.96	1.05776	0.00000	1.05788
50	2009.12.09 19:45	t/p	25	0.96	1.05788	0.00000	1.05788	10.89	10269.92
51	2009.12.09 21:00	buy	26	0.97	1.05456	0.00000	1.05468
52	2009.12.09 22:20	t/p	26	0.97	1.05468	0.00000	1.05468	11.04	10280.96
53	2009.12.10 12:00	buy	27	0.97	1.05197	0.00000	1.05209
54	2009.12.10 16:15	t/p	27	0.97	1.05209	0.00000	1.05209	11.05	10292.01
55	2009.12.11 20:00	sell	28	0.96	1.06049	0.00000	1.06037
56	2009.12.11 21:50	t/p	28	0.96	1.06037	0.00000	1.06037	10.87	10302.88
57	2009.12.15 05:00	buy	29	0.97	1.05859	0.00000	1.05871
58	2009.12.15 08:50	t/p	29	0.97	1.05871	0.00000	1.05871	10.98	10313.86
59	2009.12.18 16:00	buy	30	0.96	1.06466	0.00000	1.06478
60	2009.12.18 16:15	t/p	30	0.96	1.06478	0.00000	1.06478	10.81	10324.67
61	2009.12.18 16:15	buy	31	0.96	1.06636	0.00000	1.06648
62	2009.12.18 16:20	t/p	31	0.96	1.06648	0.00000	1.06648	10.80	10335.47
63	2009.12.18 16:20	buy	32	0.96	1.06743	0.00000	1.06755
64	2009.12.18 16:45	t/p	32	0.96	1.06755	0.00000	1.06755	10.79	10346.26
65	2009.12.18 16:45	buy	33	0.96	1.06882	0.00000	1.06894
66	2009.12.18 17:15	t/p	33	0.96	1.06894	0.00000	1.06894	10.78	10357.04
67	2009.12.21 13:00	buy	34	0.97	1.06163	0.00000	1.06175
68	2009.12.21 19:10	t/p	34	0.97	1.06175	0.00000	1.06175	10.96	10368.00
69	2009.12.29 22:00	sell	35	0.99	1.04370	0.00000	1.04358
70	2009.12.29 23:15	t/p	35	0.99	1.04358	0.00000	1.04358	11.38	10379.38
71	2009.12.30 00:00	sell	36	0.99	1.04388	0.00000	1.04376
72	2009.12.31 18:57	close at stop	36	0.99	1.04723	0.00000	1.04376	-318.09	10061.30