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		BeginSession1=6; LengthSession1=4; BeginSession2=10; LengthSession2=4; Lots=0.1; LocalTimeZone=1; DestTimeZone=1; ClsOnlUnprTX=1; ProtectYourInvestments=1; Type_TS_Calc=1; FactorTSCalculation=0.5;
Bars in test	1515	Ticks modelled	13777	Modelling quality	n/a
Mismatched charts errors	2
Initial deposit	10000.00
Total net profit	24.77	Gross profit	228.27	Gross loss	-203.50
Profit factor	1.12	Expected payoff	0.39
Absolute drawdown	10.31	Maximal drawdown	119.41 (1.18%)	Relative drawdown	1.18% (119.41)
Total trades	64	Short positions (won %)	32 (28.13%)	Long positions (won %)	32 (37.50%)
		Profit trades (% of total)	21 (32.81%)	Loss trades (% of total)	43 (67.19%)
Largest		profit trade	11.56	loss trade	-4.79
Average		profit trade	10.87	loss trade	-4.73
Maximum		consecutive wins (profit in money)	4 (45.66)	consecutive losses (loss in money)	22 (-103.68)
Maximal		consecutive profit (count of wins)	45.66 (4)	consecutive loss (count of losses)	-103.68 (22)
Average		consecutive wins	2	consecutive losses	4

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 10:00	buy stop	1	0.10	1.05642	1.05592	1.05762
2	2009.12.01 14:00	buy stop	2	0.10	1.04694	1.04644	1.04814
3	2009.12.01 14:00	sell stop	3	0.10	1.04454	1.04504	1.04334
4	2009.12.01 14:15	sell	3	0.10	1.04454	1.04504	1.04334
5	2009.12.01 14:20	t/p	3	0.10	1.04334	1.04504	1.04334	11.51	10011.51
6	2009.12.01 21:46	buy	2	0.10	1.04694	1.04644	1.04814
7	2009.12.01 21:56	s/l	2	0.10	1.04644	1.04644	1.04814	-4.78	10006.73
8	2009.12.01 23:59	expiration	1	0.10	1.05642	1.05592	1.05762
9	2009.12.02 10:00	buy stop	4	0.10	1.04696	1.04646	1.04816
10	2009.12.02 10:00	sell stop	5	0.10	1.04337	1.04387	1.04217
11	2009.12.02 11:02	sell	5	0.10	1.04337	1.04387	1.04217
12	2009.12.02 11:15	s/l	5	0.10	1.04387	1.04387	1.04217	-4.79	10001.94
13	2009.12.02 14:00	buy stop	6	0.10	1.04669	1.04619	1.04789
14	2009.12.02 14:00	sell stop	7	0.10	1.04303	1.04353	1.04183
15	2009.12.02 14:45	buy	4	0.10	1.04696	1.04646	1.04816
16	2009.12.02 14:45	buy	6	0.10	1.04669	1.04619	1.04789
17	2009.12.02 14:50	t/p	4	0.10	1.04816	1.04646	1.04816	11.45	10013.39
18	2009.12.02 14:50	t/p	6	0.10	1.04789	1.04619	1.04789	11.45	10024.84
19	2009.12.02 23:59	expiration	7	0.10	1.04303	1.04353	1.04183
20	2009.12.03 10:00	buy stop	8	0.10	1.05103	1.05053	1.05223
21	2009.12.03 10:00	sell stop	9	0.10	1.04610	1.04660	1.04490
22	2009.12.03 11:46	buy	8	0.10	1.05103	1.05053	1.05223
23	2009.12.03 11:56	s/l	8	0.10	1.05053	1.05053	1.05223	-4.76	10020.08
24	2009.12.03 14:00	buy stop	10	0.10	1.05109	1.05059	1.05229
25	2009.12.03 14:00	sell stop	11	0.10	1.04848	1.04898	1.04728
26	2009.12.03 14:40	buy	10	0.10	1.05109	1.05059	1.05229
27	2009.12.03 14:45	t/p	10	0.10	1.05229	1.05059	1.05229	11.39	10031.47
28	2009.12.03 23:59	expiration	9	0.10	1.04610	1.04660	1.04490
29	2009.12.03 23:59	expiration	11	0.10	1.04848	1.04898	1.04728
30	2009.12.04 10:00	buy stop	12	0.10	1.05725	1.05675	1.05845
31	2009.12.04 10:00	sell stop	13	0.10	1.05328	1.05378	1.05208
32	2009.12.04 12:50	sell	13	0.10	1.05328	1.05378	1.05208
33	2009.12.04 13:00	modify	13	0.10	1.05328	1.05328	1.05208
34	2009.12.04 13:03	t/p	13	0.10	1.05208	1.05328	1.05208	11.42	10042.89
35	2009.12.04 14:00	buy stop	14	0.10	1.05562	1.05512	1.05682
36	2009.12.04 14:00	sell stop	15	0.10	1.04562	1.04612	1.04442
37	2009.12.04 14:32	sell	15	0.10	1.04562	1.04612	1.04442
38	2009.12.04 14:37	t/p	15	0.10	1.04442	1.04612	1.04442	11.50	10054.39
39	2009.12.04 19:40	buy	14	0.10	1.05562	1.05512	1.05682
40	2009.12.04 19:50	t/p	14	0.10	1.05682	1.05512	1.05682	11.35	10065.74
41	2009.12.04 19:50	buy	12	0.10	1.05725	1.05675	1.05845
42	2009.12.04 19:57	s/l	12	0.10	1.05675	1.05675	1.05845	-4.73	10061.01
43	2009.12.07 10:00	sell stop	16	0.10	1.05360	1.05410	1.05240
44	2009.12.07 14:00	buy stop	17	0.10	1.06318	1.06268	1.06438
45	2009.12.07 14:00	sell stop	18	0.10	1.05806	1.05856	1.05686
46	2009.12.07 14:30	sell	18	0.10	1.05806	1.05856	1.05686
47	2009.12.07 14:33	t/p	18	0.10	1.05686	1.05856	1.05686	11.36	10072.37
48	2009.12.07 14:46	sell	16	0.10	1.05360	1.05410	1.05240
49	2009.12.07 14:50	s/l	16	0.10	1.05410	1.05410	1.05240	-4.74	10067.63
50	2009.12.07 23:59	expiration	17	0.10	1.06318	1.06268	1.06438
51	2009.12.08 10:00	buy stop	19	0.10	1.05606	1.05556	1.05726
52	2009.12.08 10:00	sell stop	20	0.10	1.04975	1.05025	1.04855
53	2009.12.08 10:50	sell	20	0.10	1.04975	1.05025	1.04855
54	2009.12.08 10:59	s/l	20	0.10	1.05025	1.05025	1.04855	-4.76	10062.87
55	2009.12.08 14:00	buy stop	21	0.10	1.05556	1.05506	1.05676
56	2009.12.08 14:00	sell stop	22	0.10	1.04935	1.04985	1.04815
57	2009.12.08 14:10	buy	21	0.10	1.05556	1.05506	1.05676
58	2009.12.08 14:15	buy	19	0.10	1.05606	1.05556	1.05726
59	2009.12.08 14:20	t/p	19	0.10	1.05726	1.05556	1.05726	11.35	10074.22
60	2009.12.08 14:20	t/p	21	0.10	1.05676	1.05506	1.05676	11.35	10085.57
61	2009.12.08 23:59	expiration	22	0.10	1.04935	1.04985	1.04815
62	2009.12.09 10:00	buy stop	23	0.10	1.06477	1.06427	1.06597
63	2009.12.09 10:00	sell stop	24	0.10	1.05978	1.06028	1.05858
64	2009.12.09 11:50	sell	24	0.10	1.05978	1.06028	1.05858
65	2009.12.09 12:15	s/l	24	0.10	1.06028	1.06028	1.05858	-4.71	10080.86
66	2009.12.09 14:00	buy stop	25	0.10	1.06306	1.06256	1.06426
67	2009.12.09 14:00	sell stop	26	0.10	1.05911	1.05961	1.05791
68	2009.12.09 14:20	sell	26	0.10	1.05911	1.05961	1.05791
69	2009.12.09 14:27	s/l	26	0.10	1.05961	1.05961	1.05791	-4.72	10076.14
70	2009.12.09 15:20	buy	25	0.10	1.06306	1.06256	1.06426
71	2009.12.09 15:27	s/l	25	0.10	1.06256	1.06256	1.06426	-4.71	10071.43
72	2009.12.09 23:59	expiration	23	0.10	1.06477	1.06427	1.06597
73	2009.12.10 10:00	buy stop	27	0.10	1.05823	1.05773	1.05943
74	2009.12.10 10:00	sell stop	28	0.10	1.05323	1.05373	1.05203
75	2009.12.10 11:15	sell	28	0.10	1.05323	1.05373	1.05203
76	2009.12.10 11:45	t/p	28	0.10	1.05203	1.05373	1.05203	11.41	10082.84
77	2009.12.10 14:00	buy stop	29	0.10	1.05462	1.05412	1.05582
78	2009.12.10 14:00	sell stop	30	0.10	1.04964	1.05014	1.04844
79	2009.12.10 14:40	sell	30	0.10	1.04964	1.05014	1.04844
80	2009.12.10 14:50	t/p	30	0.10	1.04844	1.05014	1.04844	11.45	10094.29
81	2009.12.10 18:20	buy	29	0.10	1.05462	1.05412	1.05582
82	2009.12.10 18:27	s/l	29	0.10	1.05412	1.05412	1.05582	-4.74	10089.55
83	2009.12.10 23:59	expiration	27	0.10	1.05823	1.05773	1.05943
84	2009.12.11 10:00	buy stop	31	0.10	1.05325	1.05275	1.05445
85	2009.12.11 10:00	sell stop	32	0.10	1.04999	1.05049	1.04879
86	2009.12.11 10:20	sell	32	0.10	1.04999	1.05049	1.04879
87	2009.12.11 10:50	s/l	32	0.10	1.05049	1.05049	1.04879	-4.76	10084.79
88	2009.12.11 14:00	buy stop	33	0.10	1.05107	1.05057	1.05227
89	2009.12.11 14:00	sell stop	34	0.10	1.04842	1.04892	1.04722
90	2009.12.11 14:20	sell	34	0.10	1.04842	1.04892	1.04722
91	2009.12.11 14:27	s/l	34	0.10	1.04892	1.04892	1.04722	-4.76	10080.03
92	2009.12.11 15:10	buy	33	0.10	1.05107	1.05057	1.05227
93	2009.12.11 15:15	t/p	33	0.10	1.05227	1.05057	1.05227	11.40	10091.43
94	2009.12.11 15:20	buy	31	0.10	1.05325	1.05275	1.05445
95	2009.12.11 15:22	s/l	31	0.10	1.05275	1.05275	1.05445	-4.75	10086.68
96	2009.12.14 10:00	buy stop	35	0.10	1.06346	1.06296	1.06466
97	2009.12.14 10:00	sell stop	36	0.10	1.05648	1.05698	1.05528
98	2009.12.14 11:45	buy	35	0.10	1.06346	1.06296	1.06466
99	2009.12.14 12:00	modify	35	0.10	1.06346	1.06346	1.06466
100	2009.12.14 12:10	t/p	35	0.10	1.06466	1.06346	1.06466	11.27	10097.95
101	2009.12.14 14:00	buy stop	37	0.10	1.06586	1.06536	1.06706
102	2009.12.14 14:00	sell stop	38	0.10	1.06125	1.06175	1.06005
103	2009.12.14 14:45	buy	37	0.10	1.06586	1.06536	1.06706
104	2009.12.14 15:03	s/l	37	0.10	1.06536	1.06536	1.06706	-4.69	10093.26
105	2009.12.14 16:50	sell	38	0.10	1.06125	1.06175	1.06005
106	2009.12.14 17:15	t/p	38	0.10	1.06005	1.06175	1.06005	11.33	10104.59
107	2009.12.14 23:59	expiration	36	0.10	1.05648	1.05698	1.05528
108	2009.12.15 10:00	buy stop	39	0.10	1.06270	1.06220	1.06390
109	2009.12.15 10:00	sell stop	40	0.10	1.05516	1.05566	1.05396
110	2009.12.15 10:20	buy	39	0.10	1.06270	1.06220	1.06390
111	2009.12.15 10:27	s/l	39	0.10	1.06220	1.06220	1.06390	-4.71	10099.88
112	2009.12.15 14:00	buy stop	41	0.10	1.06515	1.06465	1.06635
113	2009.12.15 14:00	sell stop	42	0.10	1.06070	1.06120	1.05950
114	2009.12.15 14:50	sell	42	0.10	1.06070	1.06120	1.05950
115	2009.12.15 14:57	s/l	42	0.10	1.06120	1.06120	1.05950	-4.71	10095.17
116	2009.12.15 23:59	expiration	40	0.10	1.05516	1.05566	1.05396
117	2009.12.15 23:59	expiration	41	0.10	1.06515	1.06465	1.06635
118	2009.12.16 10:00	buy stop	43	0.10	1.06279	1.06229	1.06399
119	2009.12.16 10:00	sell stop	44	0.10	1.05926	1.05976	1.05806
120	2009.12.16 10:15	sell	44	0.10	1.05926	1.05976	1.05806
121	2009.12.16 10:32	s/l	44	0.10	1.05976	1.05976	1.05806	-4.71	10090.46
122	2009.12.16 11:50	buy	43	0.10	1.06279	1.06229	1.06399
123	2009.12.16 11:57	s/l	43	0.10	1.06229	1.06229	1.06399	-4.71	10085.75
124	2009.12.16 14:00	buy stop	45	0.10	1.06278	1.06228	1.06398
125	2009.12.16 14:00	sell stop	46	0.10	1.05821	1.05871	1.05701
126	2009.12.16 15:50	sell	46	0.10	1.05821	1.05871	1.05701
127	2009.12.16 15:57	s/l	46	0.10	1.05871	1.05871	1.05701	-4.72	10081.03
128	2009.12.16 20:20	buy	45	0.10	1.06278	1.06228	1.06398
129	2009.12.16 20:22	s/l	45	0.10	1.06228	1.06228	1.06398	-4.71	10076.32
130	2009.12.17 10:00	buy stop	47	0.10	1.07047	1.06997	1.07167
131	2009.12.17 10:00	sell stop	48	0.10	1.06570	1.06620	1.06450
132	2009.12.17 10:45	buy	47	0.10	1.07047	1.06997	1.07167
133	2009.12.17 11:07	s/l	47	0.10	1.06997	1.06997	1.07167	-4.67	10071.65
134	2009.12.17 14:00	buy stop	49	0.10	1.07373	1.07323	1.07493
135	2009.12.17 14:00	sell stop	50	0.10	1.06961	1.07011	1.06841
136	2009.12.17 14:15	buy	49	0.10	1.07373	1.07323	1.07493
137	2009.12.17 14:27	s/l	49	0.10	1.07323	1.07323	1.07493	-4.67	10066.98
138	2009.12.17 15:32	sell	50	0.10	1.06961	1.07011	1.06841
139	2009.12.17 15:45	s/l	50	0.10	1.07011	1.07011	1.06841	-4.67	10062.31
140	2009.12.17 23:59	expiration	48	0.10	1.06570	1.06620	1.06450
141	2009.12.18 10:00	buy stop	51	0.10	1.06927	1.06877	1.07047
142	2009.12.18 10:00	sell stop	52	0.10	1.06567	1.06617	1.06447
143	2009.12.18 10:15	buy	51	0.10	1.06927	1.06877	1.07047
144	2009.12.18 10:40	s/l	51	0.10	1.06877	1.06877	1.07047	-4.68	10057.63
145	2009.12.18 11:50	sell	52	0.10	1.06567	1.06617	1.06447
146	2009.12.18 12:02	s/l	52	0.10	1.06617	1.06617	1.06447	-4.69	10052.94
147	2009.12.18 14:00	buy stop	53	0.10	1.06822	1.06772	1.06942
148	2009.12.18 14:00	sell stop	54	0.10	1.06322	1.06372	1.06202
149	2009.12.18 16:02	sell	54	0.10	1.06322	1.06372	1.06202
150	2009.12.18 16:10	s/l	54	0.10	1.06372	1.06372	1.06202	-4.69	10048.25
151	2009.12.18 16:45	buy	53	0.10	1.06822	1.06772	1.06942
152	2009.12.18 16:59	s/l	53	0.10	1.06772	1.06772	1.06942	-4.69	10043.56
153	2009.12.21 10:00	sell stop	55	0.10	1.06533	1.06583	1.06413
154	2009.12.21 10:59	sell	55	0.10	1.06533	1.06583	1.06413
155	2009.12.21 11:07	s/l	55	0.10	1.06583	1.06583	1.06413	-4.69	10038.87
156	2009.12.21 14:00	buy stop	56	0.10	1.06582	1.06532	1.06702
157	2009.12.21 14:00	sell stop	57	0.10	1.05454	1.05504	1.05334
158	2009.12.21 14:20	sell	57	0.10	1.05454	1.05504	1.05334
159	2009.12.21 14:27	s/l	57	0.10	1.05504	1.05504	1.05334	-4.73	10034.14
160	2009.12.21 23:59	expiration	56	0.10	1.06582	1.06532	1.06702
161	2009.12.22 10:00	buy stop	58	0.10	1.06201	1.06151	1.06321
162	2009.12.22 10:00	sell stop	59	0.10	1.05746	1.05796	1.05626
163	2009.12.22 10:20	sell	59	0.10	1.05746	1.05796	1.05626
164	2009.12.22 10:27	s/l	59	0.10	1.05796	1.05796	1.05626	-4.73	10029.41
165	2009.12.22 14:00	buy stop	60	0.10	1.05850	1.05800	1.05970
166	2009.12.22 14:00	sell stop	61	0.10	1.05535	1.05585	1.05415
167	2009.12.22 14:15	buy	60	0.10	1.05850	1.05800	1.05970
168	2009.12.22 14:40	s/l	60	0.10	1.05800	1.05800	1.05970	-4.73	10024.68
169	2009.12.22 17:50	sell	61	0.10	1.05535	1.05585	1.05415
170	2009.12.22 17:52	s/l	61	0.10	1.05585	1.05585	1.05415	-4.74	10019.94
171	2009.12.22 23:59	expiration	58	0.10	1.06201	1.06151	1.06321
172	2009.12.23 10:00	buy stop	62	0.10	1.05669	1.05619	1.05789
173	2009.12.23 10:00	sell stop	63	0.10	1.05366	1.05416	1.05246
174	2009.12.23 11:02	buy	62	0.10	1.05669	1.05619	1.05789
175	2009.12.23 11:10	s/l	62	0.10	1.05619	1.05619	1.05789	-4.73	10015.21
176	2009.12.23 12:20	sell	63	0.10	1.05366	1.05416	1.05246
177	2009.12.23 12:27	s/l	63	0.10	1.05416	1.05416	1.05246	-4.75	10010.46
178	2009.12.23 14:00	buy stop	64	0.10	1.05675	1.05625	1.05795
179	2009.12.23 23:59	expiration	64	0.10	1.05675	1.05625	1.05795
180	2009.12.24 10:00	buy stop	65	0.10	1.04907	1.04857	1.05027
181	2009.12.24 10:00	sell stop	66	0.10	1.04702	1.04752	1.04582
182	2009.12.24 10:20	sell	66	0.10	1.04702	1.04752	1.04582
183	2009.12.24 10:27	s/l	66	0.10	1.04752	1.04752	1.04582	-4.77	10005.69
184	2009.12.24 14:00	buy stop	67	0.10	1.04769	1.04719	1.04889
185	2009.12.24 14:00	sell stop	68	0.10	1.04476	1.04526	1.04356
186	2009.12.24 14:20	sell	68	0.10	1.04476	1.04526	1.04356
187	2009.12.24 14:27	s/l	68	0.10	1.04526	1.04526	1.04356	-4.78	10000.91
188	2009.12.24 14:45	buy	67	0.10	1.04769	1.04719	1.04889
189	2009.12.24 15:00	modify	67	0.10	1.04769	1.04769	1.04889
190	2009.12.24 15:02	t/p	67	0.10	1.04889	1.04769	1.04889	11.44	10012.35
191	2009.12.24 15:02	buy	65	0.10	1.04907	1.04857	1.05027
192	2009.12.24 15:10	s/l	65	0.10	1.04857	1.04857	1.05027	-4.77	10007.58
193	2009.12.28 10:00	buy stop	69	0.10	1.04950	1.04900	1.05070
194	2009.12.28 10:00	sell stop	70	0.10	1.04595	1.04645	1.04475
195	2009.12.28 10:20	buy	69	0.10	1.04950	1.04900	1.05070
196	2009.12.28 10:27	s/l	69	0.10	1.04900	1.04900	1.05070	-4.77	10002.81
197	2009.12.28 13:50	sell	70	0.10	1.04595	1.04645	1.04475
198	2009.12.28 13:52	s/l	70	0.10	1.04645	1.04645	1.04475	-4.78	9998.03
199	2009.12.28 14:00	buy stop	71	0.10	1.04883	1.04833	1.05003
200	2009.12.28 14:00	sell stop	72	0.10	1.04590	1.04640	1.04470
201	2009.12.28 14:07	sell	72	0.10	1.04590	1.04640	1.04470
202	2009.12.28 14:10	s/l	72	0.10	1.04640	1.04640	1.04470	-4.78	9993.25
203	2009.12.28 23:59	expiration	71	0.10	1.04883	1.04833	1.05003
204	2009.12.29 10:00	buy stop	73	0.10	1.04388	1.04338	1.04508
205	2009.12.29 10:00	sell stop	74	0.10	1.03979	1.04029	1.03859
206	2009.12.29 12:40	sell	74	0.10	1.03979	1.04029	1.03859
207	2009.12.29 12:50	t/p	74	0.10	1.03859	1.04029	1.03859	11.56	10004.81
208	2009.12.29 14:00	buy stop	75	0.10	1.04220	1.04170	1.04340
209	2009.12.29 14:00	sell stop	76	0.10	1.03727	1.03777	1.03607
210	2009.12.29 14:50	sell	76	0.10	1.03727	1.03777	1.03607
211	2009.12.29 15:00	modify	76	0.10	1.03727	1.03727	1.03607
212	2009.12.29 15:10	s/l	76	0.10	1.03727	1.03727	1.03607	0.00	10004.81
213	2009.12.29 17:10	buy	75	0.10	1.04220	1.04170	1.04340
214	2009.12.29 17:20	t/p	75	0.10	1.04340	1.04170	1.04340	11.49	10016.30
215	2009.12.29 17:20	buy	73	0.10	1.04388	1.04338	1.04508
216	2009.12.29 17:27	s/l	73	0.10	1.04338	1.04338	1.04508	-4.79	10011.51
217	2009.12.30 10:00	buy stop	77	0.10	1.05099	1.05049	1.05219
218	2009.12.30 10:00	sell stop	78	0.10	1.04624	1.04674	1.04504
219	2009.12.30 14:00	buy stop	79	0.10	1.04987	1.04937	1.05107
220	2009.12.30 14:00	sell stop	80	0.10	1.04671	1.04721	1.04551
221	2009.12.30 15:10	buy	79	0.10	1.04987	1.04937	1.05107
222	2009.12.30 15:15	t/p	79	0.10	1.05107	1.04937	1.05107	11.40	10022.91
223	2009.12.30 15:15	buy	77	0.10	1.05099	1.05049	1.05219
224	2009.12.30 15:20	t/p	77	0.10	1.05219	1.05049	1.05219	11.39	10034.30
225	2009.12.30 23:59	expiration	78	0.10	1.04624	1.04674	1.04504
226	2009.12.30 23:59	expiration	80	0.10	1.04671	1.04721	1.04551
227	2009.12.31 10:00	buy stop	81	0.10	1.05376	1.05326	1.05496
228	2009.12.31 14:00	buy stop	82	0.10	1.05195	1.05145	1.05315
229	2009.12.31 14:00	sell stop	83	0.10	1.04683	1.04733	1.04563
230	2009.12.31 14:32	buy	82	0.10	1.05195	1.05145	1.05315
231	2009.12.31 14:40	s/l	82	0.10	1.05145	1.05145	1.05315	-4.76	10029.54
232	2009.12.31 17:15	sell	83	0.10	1.04683	1.04733	1.04563
233	2009.12.31 17:27	s/l	83	0.10	1.04733	1.04733	1.04563	-4.77	10024.77