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		_______Position_______=""""; Lots=1; Lots_PCT=10; Use_Lots_PCT=false; TP=0; SL=30; SL_Mode=0; Breakeven_Pips=0; ______TrailingStop_____=""""; TS_Mode=0; TS_Trigger=30; TS_Sensitivity=3; TS_DynamicFactor=0.5; Evaluate_Interval=1; _______Indicators______=""""; Extra_Pips=1; Keltner_Period=10; _______Session_______=""""; Filter_Session=false; From_Hour=13; From_Min=0; To_Hour=18; To_Min=0;
Bars in test	1515	Ticks modelled	13777	Modelling quality	n/a
Mismatched charts errors	2
Initial deposit	10000.00
Total net profit	-4121.87	Gross profit	4318.16	Gross loss	-8440.03
Profit factor	0.51	Expected payoff	-103.05
Absolute drawdown	4479.09	Maximal drawdown	5634.07 (50.51%)	Relative drawdown	50.51% (5634.07)
Total trades	40	Short positions (won %)	20 (30.00%)	Long positions (won %)	20 (25.00%)
		Profit trades (% of total)	11 (27.50%)	Loss trades (% of total)	29 (72.50%)
Largest		profit trade	801.82	loss trade	-681.20
Average		profit trade	392.56	loss trade	-291.04
Maximum		consecutive wins (profit in money)	3 (1204.09)	consecutive losses (loss in money)	5 (-1228.40)
Maximal		consecutive profit (count of wins)	1204.09 (3)	consecutive loss (count of losses)	-1426.60 (4)
Average		consecutive wins	1	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 08:10	sell	1	1.00	1.05273	0.00000	0.00000
2	2009.12.01 21:40	close	1	1.00	1.04659	0.00000	0.00000	586.67	10586.67
3	2009.12.01 21:40	buy	2	1.00	1.04659	0.00000	0.00000
4	2009.12.02 06:32	close	2	1.00	1.04394	0.00000	0.00000	-254.13	10332.54
5	2009.12.02 06:32	sell	3	1.00	1.04394	0.00000	0.00000
6	2009.12.02 14:50	close	3	1.00	1.04840	0.00000	0.00000	-425.41	9907.13
7	2009.12.02 14:50	buy	4	1.00	1.04840	0.00000	0.00000
8	2009.12.03 05:07	close	4	1.00	1.04820	0.00000	0.00000	-19.93	9887.20
9	2009.12.03 05:07	sell	5	1.00	1.04820	0.00000	0.00000
10	2009.12.03 14:40	close	5	1.00	1.05215	0.00000	0.00000	-375.42	9511.78
11	2009.12.03 14:40	buy	6	1.00	1.05215	0.00000	0.00000
12	2009.12.04 08:03	close	6	1.00	1.05458	0.00000	0.00000	230.14	9741.92
13	2009.12.04 08:03	sell	7	1.00	1.05458	0.00000	0.00000
14	2009.12.04 19:40	close	7	1.00	1.05592	0.00000	0.00000	-126.90	9615.02
15	2009.12.04 19:40	buy	8	1.00	1.05592	0.00000	0.00000
16	2009.12.07 07:20	close	8	1.00	1.05377	0.00000	0.00000	-204.31	9410.71
17	2009.12.07 07:20	sell	9	1.00	1.05377	0.00000	0.00000
18	2009.12.07 09:10	close	9	1.00	1.05817	0.00000	0.00000	-415.81	8994.90
19	2009.12.07 09:10	buy	10	1.00	1.05817	0.00000	0.00000
20	2009.12.07 14:46	close	10	1.00	1.05340	0.00000	0.00000	-452.82	8542.08
21	2009.12.07 14:46	sell	11	1.00	1.05340	0.00000	0.00000
22	2009.12.08 08:15	close	11	1.00	1.05246	0.00000	0.00000	89.31	8631.39
23	2009.12.08 08:15	buy	12	1.00	1.05246	0.00000	0.00000
24	2009.12.09 04:20	close	12	1.00	1.06097	0.00000	0.00000	801.82	9433.21
25	2009.12.09 04:20	sell	13	1.00	1.06097	0.00000	0.00000
26	2009.12.10 05:20	close	13	1.00	1.05766	0.00000	0.00000	312.96	9746.17
27	2009.12.10 05:20	buy	14	1.00	1.05766	0.00000	0.00000
28	2009.12.10 11:15	close	14	1.00	1.05290	0.00000	0.00000	-452.08	9294.09
29	2009.12.10 11:15	sell	15	1.00	1.05290	0.00000	0.00000
30	2009.12.10 18:20	close	15	1.00	1.05491	0.00000	0.00000	-190.54	9103.55
31	2009.12.10 18:20	buy	16	1.00	1.05491	0.00000	0.00000
32	2009.12.11 09:37	close	16	1.00	1.05004	0.00000	0.00000	-464.07	8639.47
33	2009.12.11 09:37	sell	17	1.00	1.05004	0.00000	0.00000
34	2009.12.11 15:20	close	17	1.00	1.05341	0.00000	0.00000	-319.91	8319.56
35	2009.12.11 15:20	buy	18	1.00	1.05341	0.00000	0.00000
36	2009.12.14 07:20	close	18	1.00	1.05653	0.00000	0.00000	295.03	8614.59
37	2009.12.14 07:20	sell	19	1.00	1.05653	0.00000	0.00000
38	2009.12.14 09:20	close	19	1.00	1.06247	0.00000	0.00000	-559.07	8055.52
39	2009.12.14 09:20	buy	20	1.00	1.06247	0.00000	0.00000
40	2009.12.14 17:15	close	20	1.00	1.05959	0.00000	0.00000	-271.80	7783.72
41	2009.12.14 17:15	sell	21	1.00	1.05959	0.00000	0.00000
42	2009.12.15 09:05	close	21	1.00	1.05979	0.00000	0.00000	-18.87	7764.85
43	2009.12.15 09:05	buy	22	1.00	1.05979	0.00000	0.00000
44	2009.12.16 09:50	close	22	1.00	1.05931	0.00000	0.00000	-45.59	7719.26
45	2009.12.16 09:50	sell	23	1.00	1.05931	0.00000	0.00000
46	2009.12.16 20:20	close	23	1.00	1.06285	0.00000	0.00000	-333.07	7386.19
47	2009.12.16 20:20	buy	24	1.00	1.06285	0.00000	0.00000
48	2009.12.18 03:03	close	24	1.00	1.06731	0.00000	0.00000	416.74	7802.93
49	2009.12.18 03:03	sell	25	1.00	1.06731	0.00000	0.00000
50	2009.12.21 08:50	close	25	1.00	1.06842	0.00000	0.00000	-103.89	7699.04
51	2009.12.21 08:50	buy	26	1.00	1.06842	0.00000	0.00000
52	2009.12.21 10:59	close	26	1.00	1.06522	0.00000	0.00000	-300.41	7398.63
53	2009.12.21 10:59	sell	27	1.00	1.06522	0.00000	0.00000
54	2009.12.21 20:02	close	27	1.00	1.06284	0.00000	0.00000	223.93	7622.56
55	2009.12.21 20:02	buy	28	1.00	1.06284	0.00000	0.00000
56	2009.12.22 08:15	close	28	1.00	1.06001	0.00000	0.00000	-267.26	7355.30
57	2009.12.22 08:15	sell	29	1.00	1.06001	0.00000	0.00000
58	2009.12.22 16:45	close	29	1.00	1.06121	0.00000	0.00000	-113.08	7242.22
59	2009.12.22 16:45	buy	30	1.00	1.06121	0.00000	0.00000
60	2009.12.22 19:50	close	30	1.00	1.05403	0.00000	0.00000	-681.20	6561.02
61	2009.12.22 19:50	sell	31	1.00	1.05403	0.00000	0.00000
62	2009.12.24 15:40	close	31	1.00	1.04945	0.00000	0.00000	436.42	6997.44
63	2009.12.24 15:40	buy	32	1.00	1.04945	0.00000	0.00000
64	2009.12.28 04:10	close	32	1.00	1.04609	0.00000	0.00000	-321.76	6675.68
65	2009.12.28 04:10	sell	33	1.00	1.04609	0.00000	0.00000
66	2009.12.28 09:00	close	33	1.00	1.04935	0.00000	0.00000	-310.67	6365.01
67	2009.12.28 09:00	buy	34	1.00	1.04935	0.00000	0.00000
68	2009.12.28 14:07	close	34	1.00	1.04586	0.00000	0.00000	-333.70	6031.31
69	2009.12.28 14:07	sell	35	1.00	1.04586	0.00000	0.00000
70	2009.12.29 03:45	close	35	1.00	1.04437	0.00000	0.00000	142.67	6173.98
71	2009.12.29 03:45	buy	36	1.00	1.04437	0.00000	0.00000
72	2009.12.29 08:20	close	36	1.00	1.04215	0.00000	0.00000	-213.02	5960.96
73	2009.12.29 08:20	sell	37	1.00	1.04215	0.00000	0.00000
74	2009.12.29 17:15	close	37	1.00	1.04332	0.00000	0.00000	-112.14	5848.82
75	2009.12.29 17:15	buy	38	1.00	1.04332	0.00000	0.00000
76	2009.12.31 02:45	close	38	1.00	1.05156	0.00000	0.00000	782.47	6631.29
77	2009.12.31 02:45	sell	39	1.00	1.05156	0.00000	0.00000
78	2009.12.31 16:32	close	39	1.00	1.05295	0.00000	0.00000	-132.01	6499.28
79	2009.12.31 16:32	buy	40	1.00	1.05295	0.00000	0.00000
80	2009.12.31 18:57	close at stop	40	1.00	1.04645	0.00000	0.00000	-621.15	5878.13