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		Delta=140; CurLoDist=70; PrevHiDist=30; SL=60; TP=100;
Bars in test	1515	Ticks modelled	13777	Modelling quality	n/a
Mismatched charts errors	2
Initial deposit	10000.00
Total net profit	-191.53	Gross profit	661.90	Gross loss	-853.43
Profit factor	0.78	Expected payoff	-8.71
Absolute drawdown	261.61	Maximal drawdown	302.39 (3.01%)	Relative drawdown	3.01% (302.39)
Total trades	22	Short positions (won %)	11 (18.18%)	Long positions (won %)	11 (45.45%)
		Profit trades (% of total)	7 (31.82%)	Loss trades (% of total)	15 (68.18%)
Largest		profit trade	95.43	loss trade	-57.49
Average		profit trade	94.56	loss trade	-56.90
Maximum		consecutive wins (profit in money)	2 (189.33)	consecutive losses (loss in money)	4 (-228.80)
Maximal		consecutive profit (count of wins)	189.33 (2)	consecutive loss (count of losses)	-228.80 (4)
Average		consecutive wins	1	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 02:20	buy	1	1.00	1.05627	1.05567	1.05727
2	2009.12.01 03:40	s/l	1	1.00	1.05567	1.05567	1.05727	-56.84	9943.16
3	2009.12.02 04:32	sell	2	1.00	1.04424	1.04484	1.04324
4	2009.12.02 04:50	s/l	2	1.00	1.04484	1.04484	1.04324	-57.42	9885.74
5	2009.12.03 01:20	sell	3	1.00	1.04810	1.04870	1.04710
6	2009.12.03 01:27	s/l	3	1.00	1.04870	1.04870	1.04710	-57.21	9828.53
7	2009.12.04 08:03	sell	4	1.00	1.05458	1.05518	1.05358
8	2009.12.04 08:16	t/p	4	1.00	1.05358	1.05518	1.05358	94.91	9923.44
9	2009.12.07 09:03	buy	5	1.00	1.05701	1.05641	1.05801
10	2009.12.07 09:16	t/p	5	1.00	1.05801	1.05641	1.05801	94.42	10017.86
11	2009.12.08 02:26	sell	6	1.00	1.04877	1.04937	1.04777
12	2009.12.08 02:50	s/l	6	1.00	1.04937	1.04937	1.04777	-57.18	9960.68
13	2009.12.09 03:15	sell	7	1.00	1.06197	1.06257	1.06097
14	2009.12.09 07:20	s/l	7	1.00	1.06257	1.06257	1.06097	-56.44	9904.24
15	2009.12.10 05:10	buy	8	1.00	1.05647	1.05587	1.05747
16	2009.12.10 05:20	t/p	8	1.00	1.05747	1.05587	1.05747	94.56	9998.80
17	2009.12.11 08:02	buy	9	1.00	1.05322	1.05262	1.05422
18	2009.12.11 08:10	s/l	9	1.00	1.05262	1.05262	1.05422	-57.01	9941.79
19	2009.12.14 02:07	buy	10	1.00	1.06055	1.05995	1.06155
20	2009.12.14 02:10	s/l	10	1.00	1.05995	1.05995	1.06155	-56.63	9885.16
21	2009.12.15 09:10	buy	11	1.00	1.06056	1.05996	1.06156
22	2009.12.15 09:20	t/p	11	1.00	1.06156	1.05996	1.06156	94.17	9979.33
23	2009.12.16 10:20	sell	12	1.00	1.05855	1.05915	1.05755
24	2009.12.16 10:27	s/l	12	1.00	1.05915	1.05915	1.05755	-56.64	9922.69
25	2009.12.17 02:15	buy	13	1.00	1.06294	1.06234	1.06394
26	2009.12.17 02:45	t/p	13	1.00	1.06394	1.06234	1.06394	93.98	10016.67
27	2009.12.18 01:50	sell	14	1.00	1.06890	1.06950	1.06790
28	2009.12.18 01:52	s/l	14	1.00	1.06950	1.06950	1.06790	-56.10	9960.57
29	2009.12.21 08:10	sell	15	1.00	1.06538	1.06598	1.06438
30	2009.12.21 08:13	s/l	15	1.00	1.06598	1.06598	1.06438	-56.26	9904.31
31	2009.12.22 08:15	sell	16	1.00	1.06001	1.06061	1.05901
32	2009.12.22 08:32	t/p	16	1.00	1.05901	1.06061	1.05901	94.43	9998.74
33	2009.12.23 04:02	buy	17	1.00	1.05764	1.05704	1.05864
34	2009.12.23 04:15	s/l	17	1.00	1.05704	1.05704	1.05864	-56.78	9941.96
35	2009.12.24 11:10	sell	18	1.00	1.04601	1.04661	1.04501
36	2009.12.24 11:40	s/l	18	1.00	1.04661	1.04661	1.04501	-57.32	9884.64
37	2009.12.28 01:10	buy	19	1.00	1.04928	1.04868	1.05028
38	2009.12.28 01:26	s/l	19	1.00	1.04868	1.04868	1.05028	-57.21	9827.43
39	2009.12.29 03:20	buy	20	1.00	1.04426	1.04366	1.04526
40	2009.12.29 03:27	s/l	20	1.00	1.04366	1.04366	1.04526	-57.49	9769.94
41	2009.12.30 02:20	buy	21	1.00	1.04616	1.04556	1.04716
42	2009.12.30 04:40	t/p	21	1.00	1.04716	1.04556	1.04716	95.43	9865.37
43	2009.12.31 00:20	sell	22	1.00	1.05392	1.05452	1.05292
44	2009.12.31 00:27	s/l	22	1.00	1.05452	1.05452	1.05292	-56.90	9808.47