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		GrafOpen=5; GrafOpenSize=100; GrafOpenEnable=1; GrafClose=6; GrafCloseSize=100; GrafCloseEnable=1; GrafMon1=6; GrafMon1Size=100; GrafMon1Enable=1; GrafMon2=7; GrafMon2Size=100; GrafMon2Enable=1; SLTimeFream=7; SL=0; TPTimeFream=7; TP=0; Lots=0.1; mn=1; MG=564651;
Bars in test	1515	Ticks modelled	13777	Modelling quality	n/a
Mismatched charts errors	2
Initial deposit	10000.00
Total net profit	1.80	Gross profit	72.13	Gross loss	-70.33
Profit factor	1.03	Expected payoff	0.10
Absolute drawdown	25.73	Maximal drawdown	36.14 (0.36%)	Relative drawdown	0.36% (36.14)
Total trades	18	Short positions (won %)	5 (60.00%)	Long positions (won %)	13 (46.15%)
		Profit trades (% of total)	9 (50.00%)	Loss trades (% of total)	9 (50.00%)
Largest		profit trade	9.26	loss trade	-9.27
Average		profit trade	8.01	loss trade	-7.81
Maximum		consecutive wins (profit in money)	3 (23.12)	consecutive losses (loss in money)	4 (-30.35)
Maximal		consecutive profit (count of wins)	23.12 (3)	consecutive loss (count of losses)	-30.35 (4)
Average		consecutive wins	2	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.07 01:00	buy	1	0.10	1.05621	1.05541	1.05701
2	2009.12.07 01:15	t/p	1	0.10	1.05701	1.05541	1.05701	7.57	10007.57
3	2009.12.07 01:15	buy	2	0.10	1.05728	1.05648	1.05808
4	2009.12.07 01:27	s/l	2	0.10	1.05648	1.05648	1.05808	-7.58	9999.99
5	2009.12.07 01:27	buy	3	0.10	1.05645	1.05565	1.05725
6	2009.12.07 01:40	s/l	3	0.10	1.05565	1.05565	1.05725	-7.58	9992.41
7	2009.12.07 01:40	buy	4	0.10	1.05542	1.05462	1.05622
8	2009.12.07 01:45	s/l	4	0.10	1.05462	1.05462	1.05622	-7.59	9984.82
9	2009.12.07 01:45	buy	5	0.10	1.05449	1.05369	1.05529
10	2009.12.07 01:50	s/l	5	0.10	1.05369	1.05369	1.05529	-7.60	9977.22
11	2009.12.07 01:50	buy	6	0.10	1.05325	1.05245	1.05405
12	2009.12.07 01:57	t/p	6	0.10	1.05405	1.05245	1.05405	7.59	9984.81
13	2009.12.07 01:57	buy	7	0.10	1.05449	1.05369	1.05529
14	2009.12.07 01:59	t/p	7	0.10	1.05529	1.05369	1.05529	7.58	9992.39
15	2009.12.07 01:59	buy	8	0.10	1.05564	1.05484	1.05644
16	2009.12.07 03:15	s/l	8	0.10	1.05484	1.05484	1.05644	-7.59	9984.80
17	2009.12.07 03:15	buy	9	0.10	1.05469	1.05389	1.05549
18	2009.12.07 03:20	s/l	9	0.10	1.05389	1.05389	1.05549	-7.59	9977.21
19	2009.12.07 03:20	buy	10	0.10	1.05398	1.05318	1.05478
20	2009.12.07 04:45	t/p	10	0.10	1.05478	1.05318	1.05478	7.59	9984.80
21	2009.12.15 04:00	sell	11	0.10	1.05849	1.05931	1.05767
22	2009.12.15 05:03	t/p	11	0.10	1.05767	1.05931	1.05767	7.76	9992.56
23	2009.12.15 05:03	sell	12	0.10	1.05695	1.05777	1.05613
24	2009.12.15 05:16	t/p	12	0.10	1.05613	1.05777	1.05613	7.77	10000.33
25	2009.12.15 05:16	sell	13	0.10	1.05545	1.05627	1.05463
26	2009.12.15 05:26	s/l	13	0.10	1.05627	1.05627	1.05463	-7.76	9992.57
27	2009.12.15 05:26	sell	14	0.10	1.05631	1.05713	1.05549
28	2009.12.15 05:50	t/p	14	0.10	1.05549	1.05713	1.05549	7.77	10000.34
29	2009.12.15 05:50	sell	15	0.10	1.05508	1.05590	1.05426
30	2009.12.15 06:05	s/l	15	0.10	1.05590	1.05590	1.05426	-7.77	9992.57
31	2009.12.28 08:00	buy	16	0.10	1.04686	1.04589	1.04783
32	2009.12.28 08:26	t/p	16	0.10	1.04783	1.04589	1.04783	9.26	10001.83
33	2009.12.28 08:26	buy	17	0.10	1.04836	1.04739	1.04933
34	2009.12.28 09:02	t/p	17	0.10	1.04933	1.04739	1.04933	9.24	10011.07
35	2009.12.28 11:00	buy	18	0.10	1.04861	1.04764	1.04958
36	2009.12.28 12:20	s/l	18	0.10	1.04764	1.04764	1.04958	-9.27	10001.80