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		TakeProfit=83; StopLoss=98; Value_At_Risk=1; TrailingStop=60; price_deviation=-7; _server_time=1; _time_shift=0; revenge=true; counter_trade=true; _trailing_stop_percentage=0.75; user_lot_size=1; cci_check=80; cci_period=11; opt_active_time=6; _mid_range_factor=0.31; account_risk_control=true;
Bars in test	1515	Ticks modelled	13777	Modelling quality	n/a
Mismatched charts errors	2
Initial deposit	10000.00
Total net profit	263.11	Gross profit	1081.73	Gross loss	-818.62
Profit factor	1.32	Expected payoff	9.40
Absolute drawdown	184.92	Maximal drawdown	414.22 (3.91%)	Relative drawdown	3.91% (414.22)
Total trades	28	Short positions (won %)	21 (71.43%)	Long positions (won %)	7 (71.43%)
		Profit trades (% of total)	20 (71.43%)	Loss trades (% of total)	8 (28.57%)
Largest		profit trade	103.09	loss trade	-115.77
Average		profit trade	54.09	loss trade	-102.33
Maximum		consecutive wins (profit in money)	14 (718.58)	consecutive losses (loss in money)	3 (-295.08)
Maximal		consecutive profit (count of wins)	718.58 (14)	consecutive loss (count of losses)	-295.08 (3)
Average		consecutive wins	3	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 12:15	sell	1	1.10	1.04649	1.04747	1.04566
2	2009.12.01 12:50	t/p	1	1.10	1.04566	1.04747	1.04566	87.32	10087.32
3	2009.12.02 12:15	sell	2	1.10	1.04555	1.04653	1.04472
4	2009.12.02 12:32	s/l	2	1.10	1.04653	1.04653	1.04472	-103.00	9984.32
5	2009.12.02 12:32	buy	3	0.30	1.04669	1.04308	1.05030
6	2009.12.02 18:20	modify	3	0.30	1.04669	1.04686	1.05030
7	2009.12.02 18:32	t/p	3	0.30	1.05030	1.04686	1.05030	103.09	10087.41
8	2009.12.03 12:15	sell	4	0.60	1.04914	1.05091	1.04831
9	2009.12.03 12:50	s/l	4	0.60	1.05091	1.05091	1.04831	-101.03	9986.38
10	2009.12.03 12:50	buy	5	0.40	1.05120	1.04853	1.05387
11	2009.12.03 14:45	modify	5	0.40	1.05120	1.05153	1.05387
12	2009.12.03 14:50	t/p	5	0.40	1.05387	1.05153	1.05387	101.23	10087.61
13	2009.12.04 12:15	sell	6	0.80	1.05430	1.05557	1.05347
14	2009.12.04 12:50	t/p	6	0.80	1.05347	1.05557	1.05347	63.04	10150.65
15	2009.12.07 12:15	sell	7	1.10	1.06047	1.06145	1.05964
16	2009.12.07 12:40	s/l	7	1.10	1.06145	1.06145	1.05964	-101.53	10049.12
17	2009.12.07 12:40	buy	8	0.30	1.06179	1.05857	1.06501
18	2009.12.07 13:50	s/l	8	0.30	1.05857	1.05857	1.06501	-91.30	9957.82
19	2009.12.08 12:15	sell	9	1.10	1.05303	1.05401	1.05220
20	2009.12.08 12:40	s/l	9	1.10	1.05401	1.05401	1.05220	-102.25	9855.57
21	2009.12.08 12:40	buy	10	0.20	1.05424	1.04940	1.05908
22	2009.12.08 14:32	modify	10	0.20	1.05424	1.05507	1.05908
23	2009.12.08 14:37	modify	10	0.20	1.05424	1.05535	1.05908
24	2009.12.08 15:20	t/p	10	0.20	1.05908	1.05535	1.05908	91.36	9946.93
25	2009.12.09 12:15	sell	11	0.40	1.06030	1.06301	1.05947
26	2009.12.09 12:50	modify	11	0.40	1.06030	1.06019	1.05947
27	2009.12.09 13:03	modify	11	0.40	1.06030	1.06010	1.05947
28	2009.12.09 13:10	t/p	11	0.40	1.05947	1.06010	1.05947	31.34	9978.27
29	2009.12.10 12:15	sell	12	0.30	1.05101	1.05457	1.05018
30	2009.12.10 12:45	modify	12	0.30	1.05101	1.05097	1.05018
31	2009.12.10 12:50	t/p	12	0.30	1.05018	1.05097	1.05018	23.72	10001.99
32	2009.12.11 12:15	sell	13	1.00	1.04996	1.05102	1.04913
33	2009.12.11 13:10	modify	13	1.00	1.04996	1.04989	1.04913
34	2009.12.11 13:16	t/p	13	1.00	1.04913	1.04989	1.04913	79.15	10081.14
35	2009.12.14 12:15	sell	14	1.10	1.06535	1.06633	1.06452
36	2009.12.14 13:15	t/p	14	1.10	1.06452	1.06633	1.06452	85.78	10166.92
37	2009.12.15 12:15	sell	15	1.10	1.06420	1.06518	1.06337
38	2009.12.15 12:50	t/p	15	1.10	1.06337	1.06518	1.06337	85.89	10252.81
39	2009.12.16 12:16	sell	16	0.50	1.06038	1.06273	1.05955
40	2009.12.16 13:15	t/p	16	0.50	1.05955	1.06273	1.05955	39.17	10291.98
41	2009.12.17 12:15	sell	17	1.10	1.07345	1.07443	1.07262
42	2009.12.17 12:33	t/p	17	1.10	1.07262	1.07443	1.07262	85.14	10377.12
43	2009.12.18 12:20	sell	18	0.40	1.06512	1.06817	1.06385
44	2009.12.18 12:32	t/p	18	0.40	1.06385	1.06817	1.06385	47.76	10424.88
45	2009.12.21 12:45	sell	19	0.20	1.06103	1.06577	1.05854
46	2009.12.21 13:15	t/p	19	0.20	1.05854	1.06577	1.05854	47.06	10471.94
47	2009.12.22 17:50	sell	20	0.20	1.05516	1.06179	1.05318
48	2009.12.23 12:20	modify	20	0.20	1.05516	1.05484	1.05318
49	2009.12.23 12:45	t/p	20	0.20	1.05318	1.05484	1.05318	37.51	10509.45
50	2009.12.23 12:45	sell	21	0.30	1.05299	1.05670	1.05193
51	2009.12.23 13:15	modify	21	0.30	1.05299	1.05286	1.05193
52	2009.12.23 13:20	t/p	21	0.30	1.05193	1.05286	1.05193	30.23	10539.68
53	2009.12.24 12:45	sell	22	0.50	1.04554	1.04764	1.04461
54	2009.12.24 14:20	modify	22	0.50	1.04554	1.04548	1.04461
55	2009.12.24 14:32	s/l	22	0.50	1.04548	1.04548	1.04461	2.87	10542.55
56	2009.12.28 14:45	sell	23	0.30	1.04529	1.04857	1.04419
57	2009.12.28 16:45	t/p	23	0.30	1.04419	1.04857	1.04419	31.60	10574.15
58	2009.12.29 12:40	buy	24	0.90	1.03981	1.03853	1.04109
59	2009.12.29 12:50	s/l	24	0.90	1.03853	1.03853	1.04109	-111.06	10463.09
60	2009.12.29 12:50	sell	25	0.20	1.03732	1.04215	1.03620
61	2009.12.29 17:10	s/l	25	0.20	1.04215	1.04215	1.03620	-92.68	10370.41
62	2009.12.30 15:15	buy	26	0.20	1.05234	1.04797	1.05397
63	2009.12.30 15:20	modify	26	0.20	1.05234	1.05235	1.05397
64	2009.12.30 15:27	s/l	26	0.20	1.05235	1.05235	1.05397	0.19	10370.60
65	2009.12.31 12:20	sell	27	0.40	1.04716	1.05020	1.04539
66	2009.12.31 13:15	s/l	27	0.40	1.05020	1.05020	1.04539	-115.77	10254.83
67	2009.12.31 13:15	buy	28	0.30	1.05036	1.04688	1.05384
68	2009.12.31 16:37	modify	28	0.30	1.05036	1.05065	1.05384
69	2009.12.31 16:45	s/l	28	0.30	1.05065	1.05065	1.05384	8.28	10263.11