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=50; Lots=0.1; TrailingStop=30; MATrendPeriod=3; timeInter=55; timeBeforeNow=5;
Bars in test	1515	Ticks modelled	13777	Modelling quality	n/a
Mismatched charts errors	2
Initial deposit	10000.00
Total net profit	-446.61	Gross profit	96.56	Gross loss	-543.17
Profit factor	0.18	Expected payoff	-4.10
Absolute drawdown	446.61	Maximal drawdown	449.64 (4.50%)	Relative drawdown	4.50% (449.64)
Total trades	109	Short positions (won %)	35 (2.86%)	Long positions (won %)	74 (27.03%)
		Profit trades (% of total)	21 (19.27%)	Loss trades (% of total)	88 (80.73%)
Largest		profit trade	4.79	loss trade	-14.64
Average		profit trade	4.60	loss trade	-6.17
Maximum		consecutive wins (profit in money)	3 (14.14)	consecutive losses (loss in money)	13 (-57.46)
Maximal		consecutive profit (count of wins)	14.14 (3)	consecutive loss (count of losses)	-78.88 (10)
Average		consecutive wins	1	consecutive losses	5

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 03:00	buy	1	0.10	1.05623	0.00000	1.05673
2	2009.12.01 03:40	close	1	0.10	1.05557	0.00000	1.05673	-6.25	9993.75
3	2009.12.01 03:42	buy	2	0.10	1.05591	0.00000	1.05641
4	2009.12.01 03:45	close	2	0.10	1.05502	0.00000	1.05641	-8.44	9985.31
5	2009.12.01 03:47	buy	3	0.10	1.05536	0.00000	1.05586
6	2009.12.01 03:50	close	3	0.10	1.05430	0.00000	1.05586	-10.05	9975.26
7	2009.12.01 22:00	buy	4	0.10	1.04680	0.00000	1.04730
8	2009.12.01 22:20	close	4	0.10	1.04607	0.00000	1.04730	-6.98	9968.28
9	2009.12.01 22:22	buy	5	0.10	1.04637	0.00000	1.04687
10	2009.12.01 22:45	close	5	0.10	1.04579	0.00000	1.04687	-5.55	9962.73
11	2009.12.01 22:47	buy	6	0.10	1.04605	0.00000	1.04655
12	2009.12.01 22:50	close	6	0.10	1.04540	0.00000	1.04655	-6.22	9956.51
13	2009.12.01 22:52	buy	7	0.10	1.04575	0.00000	1.04625
14	2009.12.01 23:10	t/p	7	0.10	1.04625	0.00000	1.04625	4.78	9961.29
15	2009.12.03 06:00	buy	8	0.10	1.05028	0.00000	1.05078
16	2009.12.03 06:07	close	8	0.10	1.04980	0.00000	1.05078	-4.57	9956.72
17	2009.12.03 06:10	buy	9	0.10	1.05037	0.00000	1.05087
18	2009.12.03 06:59	t/p	9	0.10	1.05087	0.00000	1.05087	4.76	9961.48
19	2009.12.03 06:59	buy	10	0.10	1.05109	0.00000	1.05159
20	2009.12.03 07:10	close	10	0.10	1.05030	0.00000	1.05159	-7.52	9953.96
21	2009.12.03 11:00	buy	11	0.10	1.04907	0.00000	1.04957
22	2009.12.03 11:07	close	11	0.10	1.04853	0.00000	1.04957	-5.15	9948.81
23	2009.12.03 11:10	buy	12	0.10	1.04928	0.00000	1.04978
24	2009.12.03 11:20	t/p	12	0.10	1.04978	0.00000	1.04978	4.76	9953.57
25	2009.12.03 11:20	buy	13	0.10	1.04998	0.00000	1.05048
26	2009.12.03 11:27	close	13	0.10	1.04935	0.00000	1.05048	-6.00	9947.57
27	2009.12.03 11:27	buy	14	0.10	1.04948	0.00000	1.04998
28	2009.12.03 11:33	t/p	14	0.10	1.04998	0.00000	1.04998	4.76	9952.33
29	2009.12.03 11:33	buy	15	0.10	1.05021	0.00000	1.05071
30	2009.12.03 11:46	t/p	15	0.10	1.05071	0.00000	1.05071	4.76	9957.09
31	2009.12.03 11:46	buy	16	0.10	1.05107	0.00000	1.05157
32	2009.12.03 11:56	close	16	0.10	1.05034	0.00000	1.05157	-6.95	9950.14
33	2009.12.03 11:59	buy	17	0.10	1.04974	0.00000	1.05024
34	2009.12.03 12:15	close	17	0.10	1.04914	0.00000	1.05024	-5.72	9944.42
35	2009.12.07 22:00	buy	18	0.10	1.05297	0.00000	1.05347
36	2009.12.07 22:10	close	18	0.10	1.05234	0.00000	1.05347	-5.99	9938.43
37	2009.12.07 22:12	buy	19	0.10	1.05263	0.00000	1.05313
38	2009.12.07 22:15	close	19	0.10	1.05195	0.00000	1.05313	-6.46	9931.97
39	2009.12.07 22:17	buy	20	0.10	1.05224	0.00000	1.05274
40	2009.12.07 22:20	close	20	0.10	1.05143	0.00000	1.05274	-7.70	9924.27
41	2009.12.08 05:32	buy	21	0.10	1.05135	0.00000	1.05185
42	2009.12.08 05:40	close	21	0.10	1.05085	0.00000	1.05185	-4.76	9919.51
43	2009.12.08 05:42	buy	22	0.10	1.05112	0.00000	1.05162
44	2009.12.08 05:45	close	22	0.10	1.05050	0.00000	1.05162	-5.90	9913.61
45	2009.12.08 05:47	buy	23	0.10	1.05078	0.00000	1.05128
46	2009.12.08 05:50	close	23	0.10	1.05004	0.00000	1.05128	-7.05	9906.56
47	2009.12.08 05:52	buy	24	0.10	1.05043	0.00000	1.05093
48	2009.12.08 06:20	t/p	24	0.10	1.05093	0.00000	1.05093	4.76	9911.32
49	2009.12.08 13:00	buy	25	0.10	1.05461	0.00000	1.05511
50	2009.12.08 13:07	t/p	25	0.10	1.05511	0.00000	1.05511	4.74	9916.06
51	2009.12.08 13:07	buy	26	0.10	1.05530	0.00000	1.05580
52	2009.12.08 13:10	close	26	0.10	1.05404	0.00000	1.05580	-11.95	9904.11
53	2009.12.08 13:12	buy	27	0.10	1.05447	0.00000	1.05497
54	2009.12.08 13:15	close	27	0.10	1.05321	0.00000	1.05497	-11.96	9892.15
55	2009.12.08 13:17	buy	28	0.10	1.05365	0.00000	1.05415
56	2009.12.08 13:20	close	28	0.10	1.05211	0.00000	1.05415	-14.64	9877.51
57	2009.12.08 13:22	buy	29	0.10	1.05282	0.00000	1.05332
58	2009.12.08 13:27	t/p	29	0.10	1.05332	0.00000	1.05332	4.75	9882.26
59	2009.12.08 13:27	buy	30	0.10	1.05358	0.00000	1.05408
60	2009.12.08 13:32	close	30	0.10	1.05305	0.00000	1.05408	-5.03	9877.23
61	2009.12.08 13:35	buy	31	0.10	1.05337	0.00000	1.05387
62	2009.12.08 13:37	close	31	0.10	1.05288	0.00000	1.05387	-4.65	9872.58
63	2009.12.08 13:40	buy	32	0.10	1.05388	0.00000	1.05438
64	2009.12.08 13:50	t/p	32	0.10	1.05438	0.00000	1.05438	4.74	9877.32
65	2009.12.08 13:50	buy	33	0.10	1.05488	0.00000	1.05538
66	2009.12.08 13:52	close	33	0.10	1.05439	0.00000	1.05538	-4.65	9872.67
67	2009.12.08 13:55	buy	34	0.10	1.05471	0.00000	1.05521
68	2009.12.08 13:57	close	34	0.10	1.05405	0.00000	1.05521	-6.26	9866.41
69	2009.12.08 13:59	buy	35	0.10	1.05409	0.00000	1.05459
70	2009.12.08 14:10	t/p	35	0.10	1.05459	0.00000	1.05459	4.73	9871.14
71	2009.12.08 23:16	sell	36	0.10	1.06175	0.00000	1.06125
72	2009.12.08 23:20	close	36	0.10	1.06227	0.00000	1.06125	-4.90	9866.24
73	2009.12.08 23:23	sell	37	0.10	1.06193	0.00000	1.06143
74	2009.12.08 23:26	close	37	0.10	1.06263	0.00000	1.06143	-6.59	9859.65
75	2009.12.08 23:26	sell	38	0.10	1.06280	0.00000	1.06230
76	2009.12.08 23:30	close	38	0.10	1.06313	0.00000	1.06230	-3.10	9856.55
77	2009.12.08 23:32	sell	39	0.10	1.06249	0.00000	1.06199
78	2009.12.08 23:35	close	39	0.10	1.06274	0.00000	1.06199	-2.35	9854.20
79	2009.12.08 23:37	sell	40	0.10	1.06240	0.00000	1.06190
80	2009.12.08 23:40	close	40	0.10	1.06301	0.00000	1.06190	-5.74	9848.46
81	2009.12.08 23:42	sell	41	0.10	1.06276	0.00000	1.06226
82	2009.12.08 23:45	close	41	0.10	1.06327	0.00000	1.06226	-4.80	9843.66
83	2009.12.08 23:47	sell	42	0.10	1.06302	0.00000	1.06252
84	2009.12.08 23:50	close	42	0.10	1.06354	0.00000	1.06252	-4.89	9838.77
85	2009.12.08 23:52	sell	43	0.10	1.06320	0.00000	1.06270
86	2009.12.08 23:55	close	43	0.10	1.06345	0.00000	1.06270	-2.35	9836.42
87	2009.12.08 23:57	sell	44	0.10	1.06302	0.00000	1.06252
88	2009.12.08 23:59	close	44	0.10	1.06331	0.00000	1.06252	-2.73	9833.69
89	2009.12.10 17:00	buy	45	0.10	1.05184	0.00000	1.05234
90	2009.12.10 17:02	close	45	0.10	1.05084	0.00000	1.05234	-9.52	9824.17
91	2009.12.10 17:05	buy	46	0.10	1.05118	0.00000	1.05168
92	2009.12.10 17:07	close	46	0.10	1.05067	0.00000	1.05168	-4.85	9819.32
93	2009.12.10 17:10	buy	47	0.10	1.05170	0.00000	1.05220
94	2009.12.10 17:20	t/p	47	0.10	1.05220	0.00000	1.05220	4.75	9824.07
95	2009.12.10 17:20	buy	48	0.10	1.05275	0.00000	1.05325
96	2009.12.10 17:22	close	48	0.10	1.05224	0.00000	1.05325	-4.85	9819.22
97	2009.12.10 17:25	buy	49	0.10	1.05258	0.00000	1.05308
98	2009.12.10 17:27	close	49	0.10	1.05189	0.00000	1.05308	-6.56	9812.66
99	2009.12.10 17:27	buy	50	0.10	1.05210	0.00000	1.05260
100	2009.12.10 17:50	close	50	0.10	1.05118	0.00000	1.05260	-8.75	9803.91
101	2009.12.10 17:52	buy	51	0.10	1.05159	0.00000	1.05209
102	2009.12.10 18:10	t/p	51	0.10	1.05209	0.00000	1.05209	4.75	9808.66
103	2009.12.14 17:00	sell	52	0.10	1.06083	0.00000	1.06033
104	2009.12.14 17:02	close	52	0.10	1.06098	0.00000	1.06033	-1.41	9807.25
105	2009.12.14 17:05	sell	53	0.10	1.06062	0.00000	1.06012
106	2009.12.14 17:07	close	53	0.10	1.06119	0.00000	1.06012	-5.37	9801.88
107	2009.12.14 17:10	sell	54	0.10	1.06021	0.00000	1.05971
108	2009.12.14 17:12	close	54	0.10	1.06057	0.00000	1.05971	-3.39	9798.49
109	2009.12.14 17:15	sell	55	0.10	1.05959	0.00000	1.05909
110	2009.12.14 17:17	close	55	0.10	1.05996	0.00000	1.05909	-3.49	9795.00
111	2009.12.14 17:20	sell	56	0.10	1.05877	0.00000	1.05827
112	2009.12.14 17:22	close	56	0.10	1.05934	0.00000	1.05827	-5.38	9789.62
113	2009.12.14 17:25	sell	57	0.10	1.05898	0.00000	1.05848
114	2009.12.14 17:27	close	57	0.10	1.05975	0.00000	1.05848	-7.27	9782.35
115	2009.12.14 17:27	sell	58	0.10	1.05882	0.00000	1.05832
116	2009.12.14 17:30	close	58	0.10	1.05899	0.00000	1.05832	-1.61	9780.74
117	2009.12.14 17:32	sell	59	0.10	1.05799	0.00000	1.05749
118	2009.12.14 17:35	close	59	0.10	1.05836	0.00000	1.05749	-3.50	9777.24
119	2009.12.14 17:37	sell	60	0.10	1.05777	0.00000	1.05727
120	2009.12.14 17:40	close	60	0.10	1.05901	0.00000	1.05727	-11.71	9765.53
121	2009.12.14 17:42	sell	61	0.10	1.05863	0.00000	1.05813
122	2009.12.14 17:45	close	61	0.10	1.05965	0.00000	1.05813	-9.63	9755.90
123	2009.12.14 17:47	sell	62	0.10	1.05928	0.00000	1.05878
124	2009.12.14 17:50	close	62	0.10	1.06030	0.00000	1.05878	-9.62	9746.28
125	2009.12.14 17:52	sell	63	0.10	1.05971	0.00000	1.05921
126	2009.12.14 17:55	close	63	0.10	1.06008	0.00000	1.05921	-3.49	9742.79
127	2009.12.14 17:57	sell	64	0.10	1.05928	0.00000	1.05878
128	2009.12.14 17:59	close	64	0.10	1.05910	0.00000	1.05878	1.70	9744.49
129	2009.12.16 20:00	buy	65	0.10	1.05988	0.00000	1.06038
130	2009.12.16 20:02	close	65	0.10	1.05852	0.00000	1.06038	-12.85	9731.64
131	2009.12.16 20:10	buy	66	0.10	1.06034	0.00000	1.06084
132	2009.12.16 20:12	close	66	0.10	1.05977	0.00000	1.06084	-5.38	9726.26
133	2009.12.16 20:15	buy	67	0.10	1.06159	0.00000	1.06209
134	2009.12.16 20:17	close	67	0.10	1.06101	0.00000	1.06209	-5.47	9720.79
135	2009.12.16 20:20	buy	68	0.10	1.06284	0.00000	1.06334
136	2009.12.16 20:22	close	68	0.10	1.06185	0.00000	1.06334	-9.32	9711.47
137	2009.12.16 20:25	buy	69	0.10	1.06242	0.00000	1.06292
138	2009.12.16 20:27	close	69	0.10	1.06101	0.00000	1.06292	-13.29	9698.18
139	2009.12.16 20:27	buy	70	0.10	1.06147	0.00000	1.06197
140	2009.12.16 20:37	close	70	0.10	1.06080	0.00000	1.06197	-6.32	9691.86
141	2009.12.16 20:40	buy	71	0.10	1.06250	0.00000	1.06300
142	2009.12.16 20:42	close	71	0.10	1.06203	0.00000	1.06300	-4.43	9687.43
143	2009.12.16 20:45	buy	72	0.10	1.06342	0.00000	1.06392
144	2009.12.16 20:47	close	72	0.10	1.06295	0.00000	1.06392	-4.42	9683.01
145	2009.12.16 20:50	buy	73	0.10	1.06434	0.00000	1.06484
146	2009.12.16 20:52	close	73	0.10	1.06357	0.00000	1.06484	-7.24	9675.77
147	2009.12.16 20:55	buy	74	0.10	1.06403	0.00000	1.06453
148	2009.12.16 20:57	close	74	0.10	1.06295	0.00000	1.06453	-10.16	9665.61
149	2009.12.16 20:59	buy	75	0.10	1.06304	0.00000	1.06354
150	2009.12.16 21:07	t/p	75	0.10	1.06354	0.00000	1.06354	4.70	9670.31
151	2009.12.21 18:00	buy	76	0.10	1.05915	0.00000	1.05965
152	2009.12.21 18:20	close	76	0.10	1.05857	0.00000	1.05965	-5.48	9664.83
153	2009.12.21 18:22	buy	77	0.10	1.05892	0.00000	1.05942
154	2009.12.21 18:40	t/p	77	0.10	1.05942	0.00000	1.05942	4.72	9669.55
155	2009.12.21 18:40	buy	78	0.10	1.06005	0.00000	1.06055
156	2009.12.21 18:45	t/p	78	0.10	1.06055	0.00000	1.06055	4.71	9674.26
157	2009.12.21 18:45	buy	79	0.10	1.06087	0.00000	1.06137
158	2009.12.21 18:50	t/p	79	0.10	1.06137	0.00000	1.06137	4.71	9678.97
159	2009.12.21 18:50	buy	80	0.10	1.06169	0.00000	1.06219
160	2009.12.21 18:52	close	80	0.10	1.06098	0.00000	1.06219	-6.69	9672.28
161	2009.12.21 18:55	buy	81	0.10	1.06142	0.00000	1.06192
162	2009.12.21 18:57	close	81	0.10	1.06044	0.00000	1.06192	-9.24	9663.04
163	2009.12.21 18:59	buy	82	0.10	1.06127	0.00000	1.06177
164	2009.12.21 19:10	t/p	82	0.10	1.06177	0.00000	1.06177	4.70	9667.74
165	2009.12.22 22:00	buy	83	0.10	1.05808	0.00000	1.05858
166	2009.12.22 22:02	close	83	0.10	1.05723	0.00000	1.05858	-8.04	9659.70
167	2009.12.22 22:05	buy	84	0.10	1.05750	0.00000	1.05800
168	2009.12.22 22:20	t/p	84	0.10	1.05800	0.00000	1.05800	4.72	9664.42
169	2009.12.22 22:20	buy	85	0.10	1.05847	0.00000	1.05897
170	2009.12.22 22:27	close	85	0.10	1.05788	0.00000	1.05897	-5.58	9658.84
171	2009.12.22 22:27	buy	86	0.10	1.05810	0.00000	1.05860
172	2009.12.22 22:45	close	86	0.10	1.05741	0.00000	1.05860	-6.53	9652.31
173	2009.12.22 22:47	buy	87	0.10	1.05769	0.00000	1.05819
174	2009.12.22 22:50	close	87	0.10	1.05692	0.00000	1.05819	-7.29	9645.02
175	2009.12.22 22:52	buy	88	0.10	1.05733	0.00000	1.05783
176	2009.12.22 23:02	close	88	0.10	1.05663	0.00000	1.05783	-6.62	9638.40
177	2009.12.24 00:00	buy	89	0.10	1.04875	0.00000	1.04925
178	2009.12.24 00:20	close	89	0.10	1.04814	0.00000	1.04925	-5.82	9632.58
179	2009.12.24 06:00	buy	90	0.10	1.04910	0.00000	1.04960
180	2009.12.24 06:50	close	90	0.10	1.04859	0.00000	1.04960	-4.86	9627.72
181	2009.12.24 06:52	buy	91	0.10	1.04881	0.00000	1.04931
182	2009.12.24 07:15	close	91	0.10	1.04820	0.00000	1.04931	-5.82	9621.90
183	2009.12.28 09:00	buy	92	0.10	1.04934	0.00000	1.04984
184	2009.12.28 09:15	close	92	0.10	1.04862	0.00000	1.04984	-6.87	9615.03
185	2009.12.28 09:17	buy	93	0.10	1.04890	0.00000	1.04940
186	2009.12.28 09:20	close	93	0.10	1.04815	0.00000	1.04940	-7.16	9607.87
187	2009.12.28 09:22	buy	94	0.10	1.04855	0.00000	1.04905
188	2009.12.28 09:50	close	94	0.10	1.04786	0.00000	1.04905	-6.58	9601.29
189	2009.12.28 09:52	buy	95	0.10	1.04820	0.00000	1.04870
190	2009.12.28 10:15	t/p	95	0.10	1.04870	0.00000	1.04870	4.77	9606.06
191	2009.12.29 02:40	buy	96	0.10	1.04341	0.00000	1.04391
192	2009.12.29 03:20	t/p	96	0.10	1.04391	0.00000	1.04391	4.79	9610.85
193	2009.12.30 09:00	sell	97	0.10	1.04766	0.00000	1.04716
194	2009.12.30 09:02	close	97	0.10	1.04817	0.00000	1.04716	-4.87	9605.98
195	2009.12.30 09:05	sell	98	0.10	1.04784	0.00000	1.04734
196	2009.12.30 09:07	close	98	0.10	1.04834	0.00000	1.04734	-4.77	9601.21
197	2009.12.30 09:10	sell	99	0.10	1.04749	0.00000	1.04699
198	2009.12.30 09:12	close	99	0.10	1.04782	0.00000	1.04699	-3.15	9598.06
199	2009.12.30 09:15	sell	100	0.10	1.04698	0.00000	1.04648
200	2009.12.30 09:17	close	100	0.10	1.04731	0.00000	1.04648	-3.15	9594.91
201	2009.12.30 09:20	sell	101	0.10	1.04629	0.00000	1.04579
202	2009.12.30 09:22	close	101	0.10	1.04679	0.00000	1.04579	-4.78	9590.13
203	2009.12.30 09:25	sell	102	0.10	1.04646	0.00000	1.04596
204	2009.12.30 09:27	close	102	0.10	1.04714	0.00000	1.04596	-6.49	9583.64
205	2009.12.30 09:27	sell	103	0.10	1.04752	0.00000	1.04702
206	2009.12.30 09:30	close	103	0.10	1.04776	0.00000	1.04702	-2.29	9581.35
207	2009.12.30 09:32	sell	104	0.10	1.04683	0.00000	1.04633
208	2009.12.30 09:35	close	104	0.10	1.04711	0.00000	1.04633	-2.67	9578.68
209	2009.12.30 09:37	sell	105	0.10	1.04671	0.00000	1.04621
210	2009.12.30 09:40	close	105	0.10	1.04748	0.00000	1.04621	-7.35	9571.33
211	2009.12.30 09:42	sell	106	0.10	1.04720	0.00000	1.04670
212	2009.12.30 09:45	close	106	0.10	1.04784	0.00000	1.04670	-6.11	9565.22
213	2009.12.30 09:47	sell	107	0.10	1.04756	0.00000	1.04706
214	2009.12.30 09:50	close	107	0.10	1.04821	0.00000	1.04706	-6.20	9559.02
215	2009.12.30 09:52	sell	108	0.10	1.04781	0.00000	1.04731
216	2009.12.30 09:55	close	108	0.10	1.04809	0.00000	1.04731	-2.67	9556.35
217	2009.12.30 09:57	sell	109	0.10	1.04756	0.00000	1.04706
218	2009.12.30 09:59	close	109	0.10	1.04787	0.00000	1.04706	-2.96	9553.39