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		CrossSignals1=1; CrossSignals2=1; CrossSignals3=1; KijunSignals=1;
Bars in test	1515	Ticks modelled	13777	Modelling quality	n/a
Mismatched charts errors	2
Initial deposit	10000.00
Total net profit	-9891.33	Gross profit	984.64	Gross loss	-10875.97
Profit factor	0.09	Expected payoff	-618.21
Absolute drawdown	9891.33	Maximal drawdown	10277.31 (98.95%)	Relative drawdown	98.95% (10277.31)
Total trades	16	Short positions (won %)	4 (0.00%)	Long positions (won %)	12 (33.33%)
		Profit trades (% of total)	4 (25.00%)	Loss trades (% of total)	12 (75.00%)
Largest		profit trade	413.32	loss trade	-1971.04
Average		profit trade	246.16	loss trade	-906.33
Maximum		consecutive wins (profit in money)	2 (275.82)	consecutive losses (loss in money)	6 (-3442.02)
Maximal		consecutive profit (count of wins)	413.32 (1)	consecutive loss (count of losses)	-6626.23 (4)
Average		consecutive wins	1	consecutive losses	4

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.02 12:00	buy	1	1.00	1.04506	0.00000	1.05506
2	2009.12.02 15:00	sell	2	1.00	1.04774	0.00000	1.03774
3	2009.12.03 08:00	close	1	1.00	1.04819	0.00000	1.05506	295.51	10295.51
4	2009.12.03 16:00	buy	3	1.00	1.05610	0.00000	1.06610
5	2009.12.04 14:00	sell	4	1.00	1.04658	0.00000	1.03658
6	2009.12.04 14:00	close	3	1.00	1.04658	0.00000	1.06610	-910.66	9384.84
7	2009.12.07 01:00	buy	5	1.00	1.05664	0.00000	1.06664
8	2009.12.07 16:00	buy	6	1.00	1.05549	0.00000	1.06549
9	2009.12.07 20:00	sell	7	1.00	1.05065	0.00000	1.04065
10	2009.12.07 20:00	close	5	1.00	1.05065	0.00000	1.06664	-570.12	8814.72
11	2009.12.07 20:02	close	6	1.00	1.05010	0.00000	1.06549	-513.28	8301.44
12	2009.12.08 16:00	buy	8	1.00	1.06010	0.00000	1.07010
13	2009.12.09 16:00	buy	9	1.00	1.06267	0.00000	1.07267
14	2009.12.09 17:00	sell	10	1.00	1.05478	0.00000	1.04478
15	2009.12.09 17:00	close	8	1.00	1.05478	0.00000	1.07010	-505.40	7796.04
16	2009.12.09 17:02	close	9	1.00	1.05439	0.00000	1.07267	-785.29	7010.75
17	2009.12.11 13:00	buy	11	1.00	1.05087	0.00000	1.06087
18	2009.12.11 14:00	close	11	1.00	1.04922	0.00000	1.06087	-157.26	6853.49
19	2009.12.11 17:00	buy	12	1.00	1.05546	0.00000	1.06546
20	2009.12.11 18:00	close	12	1.00	1.05832	0.00000	1.06546	270.24	7123.73
21	2009.12.14 01:00	buy	13	1.00	1.05930	0.00000	1.06930
22	2009.12.15 00:00	close	13	1.00	1.05937	0.00000	1.06930	5.58	7129.31
23	2009.12.15 12:00	buy	14	1.00	1.06332	0.00000	1.07332
24	2009.12.15 18:00	buy	15	1.00	1.06271	0.00000	1.07271
25	2009.12.16 11:00	close	14	1.00	1.05894	0.00000	1.07332	-414.65	6714.65
26	2009.12.16 11:02	close	15	1.00	1.05856	0.00000	1.07271	-393.07	6321.58
27	2009.12.17 01:00	buy	16	1.00	1.06256	0.00000	1.07256
28	2009.12.17 04:15	close at stop	16	1.00	1.06697	0.00000	1.07256	413.32	6734.90
29	2009.12.17 04:15	close at stop	10	1.00	1.06761	0.00000	1.04478	-1202.69	5532.21
30	2009.12.17 04:15	close at stop	7	1.00	1.06761	0.00000	1.04065	-1589.73	3942.48
31	2009.12.17 04:15	close at stop	4	1.00	1.06761	0.00000	1.03658	-1971.04	1971.44
32	2009.12.17 04:15	close at stop	2	1.00	1.06761	0.00000	1.03774	-1862.77	108.67