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		Start=0; TakeProfit=14; Lots=1;
Bars in test	1515	Ticks modelled	13777	Modelling quality	n/a
Mismatched charts errors	2
Initial deposit	10000.00
Total net profit	-2194.83	Gross profit	596.92	Gross loss	-2791.75
Profit factor	0.21	Expected payoff	-46.70
Absolute drawdown	2274.87	Maximal drawdown	2642.28 (25.49%)	Relative drawdown	25.49% (2642.28)
Total trades	47	Short positions (won %)	24 (95.83%)	Long positions (won %)	23 (91.30%)
		Profit trades (% of total)	44 (93.62%)	Loss trades (% of total)	3 (6.38%)
Largest		profit trade	26.68	loss trade	-1323.38
Average		profit trade	13.57	loss trade	-930.58
Maximum		consecutive wins (profit in money)	30 (397.34)	consecutive losses (loss in money)	1 (-1323.38)
Maximal		consecutive profit (count of wins)	397.34 (30)	consecutive loss (count of losses)	-1323.38 (1)
Average		consecutive wins	15	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 00:00	buy	1	1.00	1.05624	0.00000	1.05638
2	2009.12.01 00:00	sell	2	1.00	1.05597	0.00000	1.05583
3	2009.12.01 00:33	t/p	2	1.00	1.05583	0.00000	1.05583	13.26	10013.26
4	2009.12.01 02:40	t/p	1	1.00	1.05638	0.00000	1.05638	13.26	10026.52
5	2009.12.02 00:00	buy	3	1.00	1.04726	0.00000	1.04740
6	2009.12.02 00:00	sell	4	1.00	1.04699	0.00000	1.04685
7	2009.12.02 00:15	t/p	4	1.00	1.04685	0.00000	1.04685	13.37	10039.89
8	2009.12.02 14:50	t/p	3	1.00	1.04740	0.00000	1.04740	13.36	10053.25
9	2009.12.03 00:00	buy	5	1.00	1.05119	0.00000	1.05133
10	2009.12.03 00:00	sell	6	1.00	1.05092	0.00000	1.05078
11	2009.12.03 00:03	t/p	6	1.00	1.05078	0.00000	1.05078	13.32	10066.57
12	2009.12.03 00:03	sell	7	1.00	1.05022	0.00000	1.05008
13	2009.12.03 00:10	t/p	7	1.00	1.05008	0.00000	1.05008	13.33	10079.90
14	2009.12.03 14:40	t/p	5	1.00	1.05133	0.00000	1.05133	13.31	10093.21
15	2009.12.04 00:00	buy	8	1.00	1.05717	0.00000	1.05731
16	2009.12.04 00:00	sell	9	1.00	1.05690	0.00000	1.05676
17	2009.12.04 00:15	t/p	9	1.00	1.05676	0.00000	1.05676	13.25	10106.46
18	2009.12.04 01:46	t/p	8	1.00	1.05731	0.00000	1.05731	13.24	10119.70
19	2009.12.07 00:00	buy	10	1.00	1.05588	0.00000	1.05602
20	2009.12.07 00:00	sell	11	1.00	1.05561	0.00000	1.05547
21	2009.12.07 00:05	t/p	10	1.00	1.05602	0.00000	1.05602	13.26	10132.96
22	2009.12.07 01:45	t/p	11	1.00	1.05547	0.00000	1.05547	13.28	10146.24
23	2009.12.08 00:00	buy	12	1.00	1.05155	0.00000	1.05169
24	2009.12.08 00:00	sell	13	1.00	1.05128	0.00000	1.05114
25	2009.12.08 00:15	t/p	13	1.00	1.05114	0.00000	1.05114	13.33	10159.57
26	2009.12.08 06:32	t/p	12	1.00	1.05169	0.00000	1.05169	13.31	10172.88
27	2009.12.09 00:00	buy	14	1.00	1.06342	0.00000	1.06356
28	2009.12.09 00:00	sell	15	1.00	1.06315	0.00000	1.06301
29	2009.12.09 00:02	t/p	15	1.00	1.06301	0.00000	1.06301	13.17	10186.05
30	2009.12.09 00:02	sell	16	1.00	1.06267	0.00000	1.06253
31	2009.12.09 00:10	t/p	14	1.00	1.06356	0.00000	1.06356	13.16	10199.21
32	2009.12.09 01:20	t/p	16	1.00	1.06253	0.00000	1.06253	13.18	10212.39
33	2009.12.10 00:00	buy	17	1.00	1.05508	0.00000	1.05522
34	2009.12.10 00:00	sell	18	1.00	1.05481	0.00000	1.05467
35	2009.12.10 00:15	t/p	18	1.00	1.05467	0.00000	1.05467	13.28	10225.67
36	2009.12.10 04:07	t/p	17	1.00	1.05522	0.00000	1.05522	13.27	10238.94
37	2009.12.11 00:00	buy	19	1.00	1.05114	0.00000	1.05128
38	2009.12.11 00:00	sell	20	1.00	1.05087	0.00000	1.05073
39	2009.12.11 00:15	t/p	19	1.00	1.05128	0.00000	1.05128	13.32	10252.26
40	2009.12.11 09:20	t/p	20	1.00	1.05073	0.00000	1.05073	13.32	10265.58
41	2009.12.14 00:00	buy	21	1.00	1.06045	0.00000	1.06059
42	2009.12.14 00:00	sell	22	1.00	1.06018	0.00000	1.06004
43	2009.12.14 00:02	t/p	21	1.00	1.06059	0.00000	1.06059	13.20	10278.78
44	2009.12.14 00:02	buy	23	1.00	1.06086	0.00000	1.06100
45	2009.12.14 00:10	t/p	22	1.00	1.06004	0.00000	1.06004	13.21	10291.99
46	2009.12.14 04:15	t/p	23	1.00	1.06100	0.00000	1.06100	13.19	10305.18
47	2009.12.15 00:00	buy	24	1.00	1.05964	0.00000	1.05978
48	2009.12.15 00:00	sell	25	1.00	1.05937	0.00000	1.05923
49	2009.12.15 00:20	t/p	25	1.00	1.05923	0.00000	1.05923	13.22	10318.40
50	2009.12.15 01:50	t/p	24	1.00	1.05978	0.00000	1.05978	13.21	10331.61
51	2009.12.16 00:00	buy	26	1.00	1.06096	0.00000	1.06110
52	2009.12.16 00:00	sell	27	1.00	1.06069	0.00000	1.06055
53	2009.12.16 00:20	t/p	26	1.00	1.06110	0.00000	1.06110	13.19	10344.80
54	2009.12.16 01:50	t/p	27	1.00	1.06055	0.00000	1.06055	13.20	10358.00
55	2009.12.17 00:00	buy	28	1.00	1.06144	0.00000	1.06158
56	2009.12.17 00:00	sell	29	1.00	1.06117	0.00000	1.06103
57	2009.12.17 00:20	t/p	28	1.00	1.06158	0.00000	1.06158	13.18	10371.18
58	2009.12.18 00:00	buy	30	1.00	1.07095	0.00000	1.07109
59	2009.12.18 00:00	sell	31	1.00	1.07068	0.00000	1.07054
60	2009.12.18 00:13	t/p	30	1.00	1.07109	0.00000	1.07109	13.07	10384.25
61	2009.12.18 00:50	t/p	31	1.00	1.07054	0.00000	1.07054	13.09	10397.34
62	2009.12.21 00:00	buy	32	1.00	1.06786	0.00000	1.06800
63	2009.12.21 00:00	sell	33	1.00	1.06759	0.00000	1.06745
64	2009.12.21 00:00	close	29	1.00	1.06786	0.00000	1.06103	-627.43	9769.91
65	2009.12.21 00:15	t/p	33	1.00	1.06745	0.00000	1.06745	13.12	9783.03
66	2009.12.21 08:50	t/p	32	1.00	1.06800	0.00000	1.06800	13.11	9796.14
67	2009.12.22 00:00	buy	34	1.00	1.06323	0.00000	1.06337
68	2009.12.22 00:00	sell	35	1.00	1.06296	0.00000	1.06282
69	2009.12.22 00:20	t/p	35	1.00	1.06282	0.00000	1.06282	13.18	9809.32
70	2009.12.23 00:00	buy	36	1.00	1.05685	0.00000	1.05699
71	2009.12.23 00:00	sell	37	1.00	1.05658	0.00000	1.05644
72	2009.12.23 00:50	t/p	36	1.00	1.05699	0.00000	1.05699	13.24	9822.56
73	2009.12.23 01:45	t/p	37	1.00	1.05644	0.00000	1.05644	13.25	9835.81
74	2009.12.23 23:55	close	34	1.00	1.04935	0.00000	1.06337	-1323.38	8512.43
75	2009.12.24 00:00	buy	38	2.00	1.04886	0.00000	1.04900
76	2009.12.24 00:00	sell	39	1.00	1.04859	0.00000	1.04845
77	2009.12.24 00:20	t/p	39	1.00	1.04845	0.00000	1.04845	13.35	8525.78
78	2009.12.24 01:50	t/p	38	2.00	1.04900	0.00000	1.04900	26.68	8552.46
79	2009.12.28 00:00	buy	40	1.00	1.04811	0.00000	1.04825
80	2009.12.28 00:00	sell	41	1.00	1.04784	0.00000	1.04770
81	2009.12.28 00:20	t/p	40	1.00	1.04825	0.00000	1.04825	13.35	8565.81
82	2009.12.28 03:15	t/p	41	1.00	1.04770	0.00000	1.04770	13.37	8579.18
83	2009.12.29 00:00	buy	42	1.00	1.04328	0.00000	1.04342
84	2009.12.29 00:00	sell	43	1.00	1.04301	0.00000	1.04287
85	2009.12.29 00:20	t/p	43	1.00	1.04287	0.00000	1.04287	13.42	8592.60
86	2009.12.29 02:45	t/p	42	1.00	1.04342	0.00000	1.04342	13.42	8606.02
87	2009.12.30 00:00	buy	44	1.00	1.04415	0.00000	1.04429
88	2009.12.30 00:00	sell	45	1.00	1.04388	0.00000	1.04374
89	2009.12.30 00:20	t/p	45	1.00	1.04374	0.00000	1.04374	13.41	8619.43
90	2009.12.30 00:50	t/p	44	1.00	1.04429	0.00000	1.04429	13.40	8632.83
91	2009.12.31 00:00	buy	46	1.00	1.05525	0.00000	1.05539
92	2009.12.31 00:00	sell	47	1.00	1.05498	0.00000	1.05484
93	2009.12.31 00:15	t/p	47	1.00	1.05484	0.00000	1.05484	13.28	8646.11
94	2009.12.31 18:57	close at stop	46	1.00	1.04645	0.00000	1.05539	-840.94	7805.17