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	-75.09	Gross profit	127.97	Gross loss	-203.06
Profit factor	0.63	Expected payoff	-1.93
Absolute drawdown	96.02	Maximal drawdown	108.56 (1.08%)	Relative drawdown	1.08% (108.56)
Total trades	39	Short positions (won %)	18 (66.67%)	Long positions (won %)	21 (47.62%)
		Profit trades (% of total)	22 (56.41%)	Loss trades (% of total)	17 (43.59%)
Largest		profit trade	9.45	loss trade	-12.09
Average		profit trade	5.82	loss trade	-11.94
Maximum		consecutive wins (profit in money)	6 (35.98)	consecutive losses (loss in money)	4 (-48.36)
Maximal		consecutive profit (count of wins)	35.98 (6)	consecutive loss (count of losses)	-48.36 (4)
Average		consecutive wins	3	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 21:00	buy	1	0.10	1.04411	1.04285	1.04511
2	2009.12.01 21:02	buy	2	0.10	1.04403	1.04277	1.04503
3	2009.12.01 21:15	close	1	0.10	1.04467	1.04285	1.04511	5.36	10005.36
4	2009.12.01 21:17	close	2	0.10	1.04452	1.04277	1.04503	4.69	10010.05
5	2009.12.02 21:00	buy	3	0.10	1.05157	1.05031	1.05257
6	2009.12.02 21:20	s/l	3	0.10	1.05031	1.05031	1.05257	-12.00	9998.05
7	2009.12.03 21:00	sell	4	0.10	1.05336	1.05462	1.05236
8	2009.12.03 21:02	sell	5	0.10	1.05282	1.05408	1.05182
9	2009.12.03 21:20	s/l	5	0.10	1.05408	1.05408	1.05182	-11.95	9986.10
10	2009.12.03 21:45	s/l	4	0.10	1.05462	1.05462	1.05236	-11.94	9974.16
11	2009.12.04 21:00	sell	6	0.10	1.05928	1.06054	1.05828
12	2009.12.04 21:02	sell	7	0.10	1.05922	1.06048	1.05822
13	2009.12.04 21:15	t/p	6	0.10	1.05828	1.06054	1.05828	9.45	9983.61
14	2009.12.04 21:15	t/p	7	0.10	1.05822	1.06048	1.05822	9.45	9993.06
15	2009.12.07 21:00	sell	8	0.10	1.05268	1.05394	1.05168
16	2009.12.07 21:02	sell	9	0.10	1.05239	1.05365	1.05139
17	2009.12.07 21:20	s/l	9	0.10	1.05365	1.05365	1.05139	-11.95	9981.11
18	2009.12.07 22:20	close	8	0.10	1.05187	1.05394	1.05168	7.70	9988.81
19	2009.12.08 21:00	sell	10	0.10	1.06683	1.06809	1.06583
20	2009.12.08 21:02	sell	11	0.10	1.06666	1.06792	1.06566
21	2009.12.08 21:10	close	10	0.10	1.06641	1.06809	1.06583	3.94	9992.75
22	2009.12.08 21:15	close	11	0.10	1.06573	1.06792	1.06566	8.73	10001.48
23	2009.12.09 21:00	buy	12	0.10	1.05422	1.05296	1.05522
24	2009.12.09 21:03	s/l	12	0.10	1.05296	1.05296	1.05522	-11.97	9989.51
25	2009.12.09 21:03	buy	13	0.10	1.05335	1.05209	1.05435
26	2009.12.09 21:16	s/l	13	0.10	1.05209	1.05209	1.05435	-11.99	9977.52
27	2009.12.10 21:00	buy	14	0.10	1.05057	1.04931	1.05157
28	2009.12.10 21:02	buy	15	0.10	1.05059	1.04933	1.05159
29	2009.12.10 22:40	close	14	0.10	1.05102	1.04931	1.05157	4.28	9981.80
30	2009.12.10 22:45	close	15	0.10	1.05151	1.04933	1.05159	8.75	9990.55
31	2009.12.11 21:00	sell	16	0.10	1.06065	1.06191	1.05965
32	2009.12.11 21:02	sell	17	0.10	1.06086	1.06212	1.05986
33	2009.12.11 21:40	close	17	0.10	1.06047	1.06212	1.05986	3.68	9994.23
34	2009.12.11 21:45	close	16	0.10	1.06015	1.06191	1.05965	4.72	9998.95
35	2009.12.14 21:00	sell	18	0.10	1.05942	1.06068	1.05842
36	2009.12.14 21:02	sell	19	0.10	1.05961	1.06087	1.05861
37	2009.12.14 21:20	close	18	0.10	1.05892	1.06068	1.05842	4.72	10003.67
38	2009.12.14 21:22	close	19	0.10	1.05915	1.06087	1.05861	4.34	10008.01
39	2009.12.15 21:00	sell	20	0.10	1.06130	1.06256	1.06030
40	2009.12.15 21:02	sell	21	0.10	1.06128	1.06254	1.06028
41	2009.12.15 21:46	s/l	20	0.10	1.06256	1.06256	1.06030	-11.86	9996.15
42	2009.12.15 21:46	s/l	21	0.10	1.06254	1.06254	1.06028	-11.86	9984.29
43	2009.12.16 21:00	buy	22	0.10	1.06335	1.06209	1.06435
44	2009.12.16 21:02	buy	23	0.10	1.06390	1.06264	1.06490
45	2009.12.16 21:15	s/l	23	0.10	1.06264	1.06264	1.06490	-11.87	9972.42
46	2009.12.16 21:20	s/l	22	0.10	1.06209	1.06209	1.06435	-11.87	9960.55
47	2009.12.17 21:00	sell	24	0.10	1.06994	1.07120	1.06894
48	2009.12.17 21:02	sell	25	0.10	1.06966	1.07092	1.06866
49	2009.12.17 21:50	close	24	0.10	1.06957	1.07120	1.06894	3.46	9964.01
50	2009.12.17 22:10	s/l	25	0.10	1.07092	1.07092	1.06866	-11.77	9952.24
51	2009.12.18 21:00	buy	26	0.10	1.06623	1.06497	1.06723
52	2009.12.18 21:03	buy	27	0.10	1.06566	1.06440	1.06666
53	2009.12.18 21:10	s/l	26	0.10	1.06497	1.06497	1.06723	-11.83	9940.41
54	2009.12.18 21:16	s/l	27	0.10	1.06440	1.06440	1.06666	-11.84	9928.57
55	2009.12.21 21:00	buy	28	0.10	1.06180	1.06054	1.06280
56	2009.12.21 21:02	buy	29	0.10	1.06176	1.06050	1.06276
57	2009.12.21 21:15	close	28	0.10	1.06261	1.06054	1.06280	7.62	9936.19
58	2009.12.21 21:17	close	29	0.10	1.06243	1.06050	1.06276	6.31	9942.50
59	2009.12.22 21:00	buy	30	0.10	1.05598	1.05472	1.05698
60	2009.12.22 21:02	buy	31	0.10	1.05594	1.05468	1.05694
61	2009.12.22 21:20	close	30	0.10	1.05666	1.05472	1.05698	6.44	9948.94
62	2009.12.22 21:22	close	31	0.10	1.05643	1.05468	1.05694	4.64	9953.58
63	2009.12.23 21:00	buy	32	0.10	1.04828	1.04702	1.04928
64	2009.12.23 21:02	buy	33	0.10	1.04818	1.04692	1.04918
65	2009.12.23 22:20	close	32	0.10	1.04891	1.04702	1.04928	6.01	9959.59
66	2009.12.23 22:22	close	33	0.10	1.04870	1.04692	1.04918	4.96	9964.55
67	2009.12.28 21:00	buy	34	0.10	1.04316	1.04190	1.04416
68	2009.12.28 21:02	buy	35	0.10	1.04311	1.04185	1.04411
69	2009.12.28 22:20	s/l	34	0.10	1.04190	1.04190	1.04416	-12.09	9952.46
70	2009.12.28 22:20	s/l	35	0.10	1.04185	1.04185	1.04411	-12.09	9940.37
71	2009.12.29 21:00	buy	36	0.10	1.04361	1.04235	1.04461
72	2009.12.29 21:02	buy	37	0.10	1.04359	1.04233	1.04459
73	2009.12.29 21:20	s/l	36	0.10	1.04235	1.04235	1.04461	-12.09	9928.28
74	2009.12.29 21:20	s/l	37	0.10	1.04233	1.04233	1.04459	-12.09	9916.19
75	2009.12.30 21:00	sell	38	0.10	1.05540	1.05666	1.05440
76	2009.12.30 21:02	sell	39	0.10	1.05569	1.05695	1.05469
77	2009.12.30 22:10	close	39	0.10	1.05524	1.05695	1.05469	4.26	9920.45
78	2009.12.30 22:16	close	38	0.10	1.05493	1.05666	1.05440	4.46	9924.91