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		In_BUY=true; Count_buy=24; w_price=0.18; w_trend=0.18; SL_buy=62; Risk_buy=0; In_SELL=true; Count_sell=24; m_price=0.18; m_trend=0.18; SL_sell=62; Risk_sell=0;
Bars in test	1515	Ticks modelled	13777	Modelling quality	n/a
Mismatched charts errors	2
Initial deposit	10000.00
Total net profit	-23.63	Gross profit	108.64	Gross loss	-132.27
Profit factor	0.82	Expected payoff	-0.34
Absolute drawdown	33.98	Maximal drawdown	35.61 (0.36%)	Relative drawdown	0.36% (35.61)
Total trades	69	Short positions (won %)	37 (72.97%)	Long positions (won %)	32 (62.50%)
		Profit trades (% of total)	47 (68.12%)	Loss trades (% of total)	22 (31.88%)
Largest		profit trade	7.26	loss trade	-6.11
Average		profit trade	2.31	loss trade	-6.01
Maximum		consecutive wins (profit in money)	5 (8.19)	consecutive losses (loss in money)	2 (-12.11)
Maximal		consecutive profit (count of wins)	13.34 (2)	consecutive loss (count of losses)	-12.11 (2)
Average		consecutive wins	2	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 01:00	buy	1	0.01	1.05405	1.04771	1.05577
2	2009.12.01 01:59	t/p	1	0.01	1.05577	1.04771	1.05577	1.63	10001.63
3	2009.12.01 09:00	buy	2	0.01	1.05238	1.04604	1.05430
4	2009.12.01 10:10	s/l	2	0.01	1.04604	1.04604	1.05430	-6.06	9995.57
5	2009.12.01 11:00	buy	3	0.01	1.04601	1.03967	1.05066
6	2009.12.01 18:00	sell	4	0.01	1.04298	1.04932	1.04136
7	2009.12.02 18:20	s/l	4	0.01	1.04932	1.04932	1.04136	-6.04	9989.53
8	2009.12.02 18:37	t/p	3	0.01	1.05066	1.03967	1.05066	4.42	9993.95
9	2009.12.02 19:00	sell	5	0.01	1.04932	1.05566	1.04662
10	2009.12.03 01:00	buy	6	0.01	1.04932	1.04298	1.05097
11	2009.12.03 07:07	t/p	6	0.01	1.05097	1.04298	1.05097	1.57	9995.52
12	2009.12.03 08:00	buy	7	0.01	1.04833	1.04199	1.05053
13	2009.12.03 08:26	t/p	5	0.01	1.04662	1.05566	1.04662	2.57	9998.09
14	2009.12.03 11:46	t/p	7	0.01	1.05053	1.04199	1.05053	2.10	10000.19
15	2009.12.03 13:00	sell	8	0.01	1.05055	1.05689	1.04913
16	2009.12.03 16:15	s/l	8	0.01	1.05689	1.05689	1.04913	-5.99	9994.20
17	2009.12.03 17:00	sell	9	0.01	1.05437	1.06071	1.05226
18	2009.12.03 17:20	t/p	9	0.01	1.05226	1.06071	1.05226	2.01	9996.21
19	2009.12.03 20:00	buy	10	0.01	1.05228	1.04594	1.05366
20	2009.12.03 20:50	t/p	10	0.01	1.05366	1.04594	1.05366	1.31	9997.52
21	2009.12.03 23:00	sell	11	0.01	1.05714	1.06348	1.05561
22	2009.12.04 04:00	buy	12	0.01	1.05645	1.05011	1.05783
23	2009.12.04 06:02	t/p	11	0.01	1.05561	1.06348	1.05561	1.45	9998.96
24	2009.12.04 13:10	s/l	12	0.01	1.05011	1.05011	1.05783	-6.05	9992.91
25	2009.12.04 14:00	buy	13	0.01	1.04672	1.04038	1.05304
26	2009.12.04 17:32	t/p	13	0.01	1.05304	1.04038	1.05304	5.99	9998.90
27	2009.12.04 18:00	sell	14	0.01	1.05145	1.05779	1.04904
28	2009.12.04 20:20	s/l	14	0.01	1.05779	1.05779	1.04904	-5.99	9992.91
29	2009.12.04 21:00	sell	15	0.01	1.05928	1.06562	1.05165
30	2009.12.07 04:00	buy	16	0.01	1.05448	1.04814	1.05618
31	2009.12.07 08:20	t/p	16	0.01	1.05618	1.04814	1.05618	1.61	9994.52
32	2009.12.07 14:00	buy	17	0.01	1.05923	1.05289	1.06085
33	2009.12.07 16:35	s/l	17	0.01	1.05289	1.05289	1.06085	-6.02	9988.50
34	2009.12.07 16:50	t/p	15	0.01	1.05165	1.06562	1.05165	7.26	9995.76
35	2009.12.07 17:00	buy	18	0.01	1.05097	1.04463	1.05741
36	2009.12.08 04:00	sell	19	0.01	1.05070	1.05704	1.04820
37	2009.12.08 14:20	t/p	18	0.01	1.05741	1.04463	1.05741	6.08	10001.84
38	2009.12.08 14:20	s/l	19	0.01	1.05704	1.05704	1.04820	-5.99	9995.85
39	2009.12.08 15:00	sell	20	0.01	1.05709	1.06343	1.05393
40	2009.12.08 19:15	s/l	20	0.01	1.06343	1.06343	1.05393	-5.96	9989.89
41	2009.12.08 20:00	sell	21	0.01	1.06415	1.07049	1.06165
42	2009.12.08 23:00	buy	22	0.01	1.06386	1.05752	1.06590
43	2009.12.09 00:37	t/p	22	0.01	1.06590	1.05752	1.06590	1.90	9991.80
44	2009.12.09 01:00	buy	23	0.01	1.06479	1.05845	1.06704
45	2009.12.09 03:25	t/p	21	0.01	1.06165	1.07049	1.06165	2.36	9994.15
46	2009.12.09 14:20	s/l	23	0.01	1.05845	1.05845	1.06704	-5.99	9988.16
47	2009.12.09 17:00	buy	24	0.01	1.05492	1.04858	1.05919
48	2009.12.09 20:00	sell	25	0.01	1.05807	1.06441	1.05670
49	2009.12.09 20:15	t/p	25	0.01	1.05670	1.06441	1.05670	1.29	9989.45
50	2009.12.10 03:00	sell	26	0.01	1.05487	1.06121	1.05242
51	2009.12.10 11:20	t/p	26	0.01	1.05242	1.06121	1.05242	2.33	9991.78
52	2009.12.10 14:50	s/l	24	0.01	1.04858	1.04858	1.05919	-6.07	9985.71
53	2009.12.10 15:00	buy	27	0.01	1.04868	1.04234	1.05150
54	2009.12.10 16:10	t/p	27	0.01	1.05150	1.04234	1.05150	2.68	9988.39
55	2009.12.10 18:00	sell	28	0.01	1.05174	1.05808	1.05034
56	2009.12.10 20:45	t/p	28	0.01	1.05034	1.05808	1.05034	1.33	9989.72
57	2009.12.10 23:00	sell	29	0.01	1.05147	1.05781	1.04991
58	2009.12.11 10:20	t/p	29	0.01	1.04991	1.05781	1.04991	1.49	9991.21
59	2009.12.11 16:00	sell	30	0.01	1.05248	1.05882	1.05058
60	2009.12.11 17:15	s/l	30	0.01	1.05882	1.05882	1.05058	-5.99	9985.22
61	2009.12.11 18:00	sell	31	0.01	1.05832	1.06466	1.05307
62	2009.12.14 01:00	buy	32	0.01	1.05880	1.05246	1.06068
63	2009.12.14 04:15	t/p	32	0.01	1.06068	1.05246	1.06068	1.77	9986.99
64	2009.12.14 05:00	buy	33	0.01	1.06011	1.05377	1.06224
65	2009.12.14 09:20	t/p	33	0.01	1.06224	1.05377	1.06224	2.00	9988.99
66	2009.12.14 11:50	s/l	31	0.01	1.06466	1.06466	1.05307	-5.96	9983.03
67	2009.12.14 12:00	sell	34	0.01	1.06449	1.07083	1.06244
68	2009.12.14 15:50	t/p	34	0.01	1.06244	1.07083	1.06244	1.93	9984.96
69	2009.12.14 16:00	buy	35	0.01	1.06255	1.05621	1.06419
70	2009.12.15 05:16	s/l	35	0.01	1.05621	1.05621	1.06419	-6.02	9978.94
71	2009.12.15 09:00	sell	36	0.01	1.05915	1.06549	1.05621
72	2009.12.15 17:00	buy	37	0.01	1.05991	1.05357	1.06208
73	2009.12.15 17:50	t/p	37	0.01	1.06208	1.05357	1.06208	2.04	9980.98
74	2009.12.15 23:00	buy	38	0.01	1.06104	1.05470	1.06244
75	2009.12.16 06:20	t/p	38	0.01	1.06244	1.05470	1.06244	1.31	9982.29
76	2009.12.17 03:45	s/l	36	0.01	1.06549	1.06549	1.05621	-5.97	9976.33
77	2009.12.17 04:00	sell	39	0.01	1.06639	1.07273	1.06325
78	2009.12.17 09:00	buy	40	0.01	1.06653	1.06019	1.06882
79	2009.12.17 10:40	t/p	40	0.01	1.06882	1.06019	1.06882	2.14	9978.47
80	2009.12.17 11:45	s/l	39	0.01	1.07273	1.07273	1.06325	-5.91	9972.56
81	2009.12.17 12:00	sell	41	0.01	1.07314	1.07948	1.07156
82	2009.12.17 12:40	t/p	41	0.01	1.07156	1.07948	1.07156	1.48	9974.04
83	2009.12.17 16:00	buy	42	0.01	1.07016	1.06382	1.07363
84	2009.12.18 09:00	sell	43	0.01	1.06824	1.07458	1.06672
85	2009.12.18 09:20	t/p	43	0.01	1.06672	1.07458	1.06672	1.42	9975.46
86	2009.12.18 12:32	s/l	42	0.01	1.06382	1.06382	1.07363	-5.97	9969.49
87	2009.12.18 15:00	sell	44	0.01	1.06673	1.07307	1.06517
88	2009.12.18 15:20	t/p	44	0.01	1.06517	1.07307	1.06517	1.47	9970.96
89	2009.12.18 17:00	sell	45	0.01	1.06732	1.07366	1.06487
90	2009.12.18 20:50	t/p	45	0.01	1.06487	1.07366	1.06487	2.30	9973.26
91	2009.12.21 00:00	sell	46	0.01	1.06759	1.07393	1.06558
92	2009.12.21 08:10	t/p	46	0.01	1.06558	1.07393	1.06558	1.88	9975.14
93	2009.12.21 10:00	sell	47	0.01	1.06938	1.07572	1.06766
94	2009.12.21 10:43	t/p	47	0.01	1.06766	1.07572	1.06766	1.61	9976.75
95	2009.12.21 11:00	buy	48	0.01	1.06538	1.05904	1.06730
96	2009.12.21 13:15	s/l	48	0.01	1.05904	1.05904	1.06730	-5.99	9970.76
97	2009.12.21 14:00	buy	49	0.01	1.05608	1.04974	1.06290
98	2009.12.21 18:00	sell	50	0.01	1.05899	1.06533	1.05698
99	2009.12.21 19:20	t/p	49	0.01	1.06290	1.04974	1.06290	6.41	9977.17
100	2009.12.22 09:00	buy	51	0.01	1.06021	1.05387	1.06201
101	2009.12.22 11:20	t/p	50	0.01	1.05698	1.06533	1.05698	1.91	9979.08
102	2009.12.22 16:00	sell	52	0.01	1.05859	1.06493	1.05704
103	2009.12.22 17:45	t/p	52	0.01	1.05704	1.06493	1.05704	1.46	9980.54
104	2009.12.22 22:00	sell	53	0.01	1.05792	1.06426	1.05509
105	2009.12.23 09:15	t/p	53	0.01	1.05509	1.06426	1.05509	2.69	9983.22
106	2009.12.23 09:37	s/l	51	0.01	1.05387	1.05387	1.06201	-6.03	9977.20
107	2009.12.23 13:00	buy	54	0.01	1.05269	1.04635	1.05500
108	2009.12.23 22:00	sell	55	0.01	1.04807	1.05441	1.04647
109	2009.12.24 11:10	s/l	54	0.01	1.04635	1.04635	1.05500	-6.08	9971.12
110	2009.12.24 11:10	t/p	55	0.01	1.04647	1.05441	1.04647	1.52	9972.64
111	2009.12.24 15:00	sell	56	0.01	1.04838	1.05472	1.04681
112	2009.12.28 03:45	t/p	56	0.01	1.04681	1.05472	1.04681	1.49	9974.13
113	2009.12.28 04:00	buy	57	0.01	1.04644	1.04010	1.04795
114	2009.12.28 08:26	t/p	57	0.01	1.04795	1.04010	1.04795	1.44	9975.57
115	2009.12.28 09:00	sell	58	0.01	1.04918	1.05552	1.04738
116	2009.12.28 12:20	t/p	58	0.01	1.04738	1.05552	1.04738	1.72	9977.29
117	2009.12.28 15:00	buy	59	0.01	1.04537	1.03903	1.04708
118	2009.12.29 03:00	sell	60	0.01	1.04370	1.05004	1.04159
119	2009.12.29 09:15	t/p	60	0.01	1.04159	1.05004	1.04159	2.02	9979.31
120	2009.12.29 12:45	s/l	59	0.01	1.03903	1.03903	1.04708	-6.11	9973.20
121	2009.12.29 13:00	buy	61	0.01	1.03863	1.03229	1.04050
122	2009.12.29 16:33	t/p	61	0.01	1.04050	1.03229	1.04050	1.80	9975.00
123	2009.12.29 17:00	sell	62	0.01	1.04153	1.04787	1.03854
124	2009.12.30 04:40	s/l	62	0.01	1.04787	1.04787	1.03854	-6.05	9968.95
125	2009.12.30 05:00	sell	63	0.01	1.04862	1.05496	1.04683
126	2009.12.30 09:00	buy	64	0.01	1.04780	1.04146	1.05060
127	2009.12.30 09:20	t/p	63	0.01	1.04683	1.05496	1.04683	1.71	9970.66
128	2009.12.30 15:10	t/p	64	0.01	1.05060	1.04146	1.05060	2.67	9973.33
129	2009.12.30 16:00	sell	65	0.01	1.05327	1.05961	1.05100
130	2009.12.30 16:50	t/p	65	0.01	1.05100	1.05961	1.05100	2.16	9975.49
131	2009.12.30 19:00	sell	66	0.01	1.05485	1.06119	1.05267
132	2009.12.31 01:00	buy	67	0.01	1.05490	1.04856	1.05632
133	2009.12.31 02:40	t/p	66	0.01	1.05267	1.06119	1.05267	2.06	9977.55
134	2009.12.31 09:45	s/l	67	0.01	1.04856	1.04856	1.05632	-6.04	9971.51
135	2009.12.31 10:00	buy	68	0.01	1.04797	1.04163	1.05085
136	2009.12.31 10:20	t/p	68	0.01	1.05085	1.04163	1.05085	2.74	9974.25
137	2009.12.31 14:00	sell	69	0.01	1.05063	1.05697	1.04841
138	2009.12.31 15:45	t/p	69	0.01	1.04841	1.05697	1.04841	2.12	9976.37