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=100; TakeProfit2=36; Stoploss=82; Lots=0.1; TrailingStop=30; per=18; per2=8; chas=2; totalt=1000; mm=0; risk=10;
Bars in test	1515	Ticks modelled	13777	Modelling quality	n/a
Mismatched charts errors	2
Initial deposit	10000.00
Total net profit	34.16	Gross profit	136.59	Gross loss	-102.43
Profit factor	1.33	Expected payoff	0.92
Absolute drawdown	6.71	Maximal drawdown	49.97 (0.50%)	Relative drawdown	0.50% (49.97)
Total trades	37	Short positions (won %)	17 (88.24%)	Long positions (won %)	20 (55.00%)
		Profit trades (% of total)	26 (70.27%)	Loss trades (% of total)	11 (29.73%)
Largest		profit trade	9.45	loss trade	-9.40
Average		profit trade	5.25	loss trade	-9.31
Maximum		consecutive wins (profit in money)	10 (46.62)	consecutive losses (loss in money)	4 (-37.60)
Maximal		consecutive profit (count of wins)	46.62 (10)	consecutive loss (count of losses)	-37.60 (4)
Average		consecutive wins	4	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 21:00	buy	1	0.10	1.04383	1.04285	1.04483
2	2009.12.01 21:02	buy	2	0.10	1.04375	1.04277	1.04475
3	2009.12.01 21:10	close	1	0.10	1.04421	1.04285	1.04483	3.64	10003.64
4	2009.12.01 21:15	close	2	0.10	1.04467	1.04277	1.04475	8.81	10012.45
5	2009.12.02 21:00	buy	3	0.10	1.05129	1.05031	1.05229
6	2009.12.02 21:20	s/l	3	0.10	1.05031	1.05031	1.05229	-9.33	10003.12
7	2009.12.03 21:00	sell	4	0.10	1.05336	1.05434	1.05236
8	2009.12.03 21:02	close	4	0.10	1.05298	1.05434	1.05236	3.61	10006.73
9	2009.12.04 21:00	sell	5	0.10	1.05928	1.06026	1.05828
10	2009.12.04 21:02	sell	6	0.10	1.05922	1.06020	1.05822
11	2009.12.04 21:10	close	5	0.10	1.05865	1.06026	1.05828	5.95	10012.68
12	2009.12.04 21:15	t/p	6	0.10	1.05822	1.06020	1.05822	9.45	10022.13
13	2009.12.07 21:00	sell	7	0.10	1.05268	1.05366	1.05168
14	2009.12.07 21:02	sell	8	0.10	1.05239	1.05337	1.05139
15	2009.12.07 21:20	s/l	8	0.10	1.05337	1.05337	1.05139	-9.30	10012.83
16	2009.12.07 22:15	close	7	0.10	1.05211	1.05366	1.05168	5.42	10018.25
17	2009.12.08 21:00	sell	9	0.10	1.06683	1.06781	1.06583
18	2009.12.08 21:02	sell	10	0.10	1.06666	1.06764	1.06566
19	2009.12.08 21:10	close	9	0.10	1.06613	1.06781	1.06583	6.57	10024.82
20	2009.12.08 21:15	t/p	10	0.10	1.06566	1.06764	1.06566	9.39	10034.21
21	2009.12.09 21:00	buy	11	0.10	1.05394	1.05296	1.05494
22	2009.12.09 21:03	s/l	11	0.10	1.05296	1.05296	1.05494	-9.31	10024.90
23	2009.12.09 21:03	buy	12	0.10	1.05307	1.05209	1.05407
24	2009.12.09 21:16	s/l	12	0.10	1.05209	1.05209	1.05407	-9.32	10015.58
25	2009.12.10 21:00	buy	13	0.10	1.05029	1.04931	1.05129
26	2009.12.10 21:02	buy	14	0.10	1.05031	1.04933	1.05131
27	2009.12.10 21:20	close	13	0.10	1.05082	1.04931	1.05129	5.04	10020.62
28	2009.12.10 21:22	close	14	0.10	1.05069	1.04933	1.05131	3.62	10024.24
29	2009.12.11 21:00	sell	15	0.10	1.06065	1.06163	1.05965
30	2009.12.11 21:02	sell	16	0.10	1.06086	1.06184	1.05986
31	2009.12.11 21:20	close	16	0.10	1.06043	1.06184	1.05986	4.05	10028.29
32	2009.12.11 21:40	close	15	0.10	1.06019	1.06163	1.05965	4.34	10032.63
33	2009.12.14 21:00	sell	17	0.10	1.05942	1.06040	1.05842
34	2009.12.14 21:02	sell	18	0.10	1.05961	1.06059	1.05861
35	2009.12.14 21:17	close	18	0.10	1.05920	1.06059	1.05861	3.87	10036.50
36	2009.12.14 21:20	close	17	0.10	1.05864	1.06040	1.05842	7.37	10043.87
37	2009.12.15 21:00	sell	19	0.10	1.06130	1.06228	1.06030
38	2009.12.15 21:02	sell	20	0.10	1.06128	1.06226	1.06028
39	2009.12.15 21:20	close	19	0.10	1.06077	1.06228	1.06030	5.00	10048.87
40	2009.12.15 21:22	close	20	0.10	1.06090	1.06226	1.06028	3.58	10052.45
41	2009.12.16 21:00	buy	21	0.10	1.06307	1.06209	1.06407
42	2009.12.16 21:02	close	21	0.10	1.06346	1.06209	1.06407	3.67	10056.12
43	2009.12.17 21:00	sell	22	0.10	1.06994	1.07092	1.06894
44	2009.12.17 21:02	sell	23	0.10	1.06966	1.07064	1.06866
45	2009.12.17 21:50	close	22	0.10	1.06929	1.07092	1.06894	6.08	10062.20
46	2009.12.17 22:10	s/l	23	0.10	1.07064	1.07064	1.06866	-9.16	10053.04
47	2009.12.18 21:00	buy	24	0.10	1.06595	1.06497	1.06695
48	2009.12.18 21:03	buy	25	0.10	1.06538	1.06440	1.06638
49	2009.12.18 21:10	s/l	24	0.10	1.06497	1.06497	1.06695	-9.20	10043.84
50	2009.12.18 21:16	s/l	25	0.10	1.06440	1.06440	1.06638	-9.21	10034.63
51	2009.12.21 21:00	buy	26	0.10	1.06152	1.06054	1.06252
52	2009.12.21 21:02	buy	27	0.10	1.06148	1.06050	1.06248
53	2009.12.21 21:10	close	26	0.10	1.06206	1.06054	1.06252	5.08	10039.71
54	2009.12.21 21:12	close	27	0.10	1.06187	1.06050	1.06248	3.67	10043.38
55	2009.12.22 21:00	buy	28	0.10	1.05570	1.05472	1.05670
56	2009.12.22 21:02	buy	29	0.10	1.05566	1.05468	1.05666
57	2009.12.22 21:15	close	28	0.10	1.05631	1.05472	1.05670	5.77	10049.15
58	2009.12.22 21:17	close	29	0.10	1.05619	1.05468	1.05666	5.02	10054.17
59	2009.12.23 21:00	buy	30	0.10	1.04800	1.04702	1.04900
60	2009.12.23 21:02	buy	31	0.10	1.04790	1.04692	1.04890
61	2009.12.23 21:17	close	31	0.10	1.04826	1.04692	1.04890	3.43	10057.60
62	2009.12.23 21:20	close	30	0.10	1.04861	1.04702	1.04900	5.82	10063.42
63	2009.12.28 21:00	buy	32	0.10	1.04288	1.04190	1.04388
64	2009.12.28 21:02	buy	33	0.10	1.04283	1.04185	1.04383
65	2009.12.28 22:20	s/l	32	0.10	1.04190	1.04190	1.04388	-9.40	10054.02
66	2009.12.28 22:20	s/l	33	0.10	1.04185	1.04185	1.04383	-9.40	10044.62
67	2009.12.29 21:00	buy	34	0.10	1.04333	1.04235	1.04433
68	2009.12.29 21:02	buy	35	0.10	1.04331	1.04233	1.04431
69	2009.12.29 21:20	s/l	34	0.10	1.04235	1.04235	1.04433	-9.40	10035.22
70	2009.12.29 21:20	s/l	35	0.10	1.04233	1.04233	1.04431	-9.40	10025.82
71	2009.12.30 21:00	sell	36	0.10	1.05540	1.05638	1.05440
72	2009.12.30 21:02	sell	37	0.10	1.05569	1.05667	1.05469
73	2009.12.30 21:20	close	37	0.10	1.05525	1.05667	1.05469	4.17	10029.99
74	2009.12.30 22:10	close	36	0.10	1.05496	1.05638	1.05440	4.17	10034.16