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		Confirm=1; length1=3; length2=10; length3=16; lots=0.1; TakeProfit=0; StopLoss=0; UseTrail=false; TrailingAct=10; TrailingStep=40; UseADX=false; ADXthresh=30; UseTimeFilter=false; BeginHour=8; EndHour=18; Reverse=false;
Bars in test	1515	Ticks modelled	13777	Modelling quality	n/a
Mismatched charts errors	2
Initial deposit	10000.00
Total net profit	-308.27	Gross profit	197.07	Gross loss	-505.34
Profit factor	0.39	Expected payoff	-19.27
Absolute drawdown	469.68	Maximal drawdown	574.45 (5.68%)	Relative drawdown	5.68% (574.45)
Total trades	16	Short positions (won %)	8 (25.00%)	Long positions (won %)	8 (25.00%)
		Profit trades (% of total)	4 (25.00%)	Loss trades (% of total)	12 (75.00%)
Largest		profit trade	142.83	loss trade	-113.56
Average		profit trade	49.27	loss trade	-42.11
Maximum		consecutive wins (profit in money)	1 (142.83)	consecutive losses (loss in money)	6 (-260.96)
Maximal		consecutive profit (count of wins)	142.83 (1)	consecutive loss (count of losses)	-260.96 (6)
Average		consecutive wins	1	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.02 18:00	buy	1	0.10	1.04715	0.00000	0.00000
2	2009.12.04 14:00	close	1	0.10	1.04658	0.00000	0.00000	-5.86	9994.14
3	2009.12.04 14:02	sell	2	0.10	1.04648	0.00000	0.00000
4	2009.12.04 22:00	close	2	0.10	1.05850	0.00000	0.00000	-113.56	9880.58
5	2009.12.04 22:03	buy	3	0.10	1.05818	0.00000	0.00000
6	2009.12.07 18:00	close	3	0.10	1.05068	0.00000	0.00000	-71.48	9809.09
7	2009.12.07 18:03	sell	4	0.10	1.05176	0.00000	0.00000
8	2009.12.08 14:00	close	4	0.10	1.05458	0.00000	0.00000	-26.75	9782.34
9	2009.12.08 14:02	buy	5	0.10	1.05478	0.00000	0.00000
10	2009.12.09 17:00	close	5	0.10	1.05478	0.00000	0.00000	-0.10	9782.24
11	2009.12.09 17:02	sell	6	0.10	1.05439	0.00000	0.00000
12	2009.12.11 18:00	close	6	0.10	1.05896	0.00000	0.00000	-43.20	9739.04
13	2009.12.11 18:02	buy	7	0.10	1.05755	0.00000	0.00000
14	2009.12.14 23:00	close	7	0.10	1.05867	0.00000	0.00000	10.48	9749.52
15	2009.12.14 23:02	sell	8	0.10	1.05795	0.00000	0.00000
16	2009.12.15 12:00	close	8	0.10	1.06332	0.00000	0.00000	-50.51	9699.01
17	2009.12.15 12:02	buy	9	0.10	1.06336	0.00000	0.00000
18	2009.12.16 11:00	close	9	0.10	1.05894	0.00000	0.00000	-41.84	9657.17
19	2009.12.16 11:02	sell	10	0.10	1.05856	0.00000	0.00000
20	2009.12.16 12:00	close	10	0.10	1.06250	0.00000	0.00000	-37.08	9620.09
21	2009.12.16 12:03	buy	11	0.10	1.06196	0.00000	0.00000
22	2009.12.18 06:00	close	11	0.10	1.06568	0.00000	0.00000	34.50	9654.58
23	2009.12.18 06:02	sell	12	0.10	1.06583	0.00000	0.00000
24	2009.12.21 10:00	close	12	0.10	1.07002	0.00000	0.00000	-39.17	9615.41
25	2009.12.21 10:02	buy	13	0.10	1.07021	0.00000	0.00000
26	2009.12.21 12:00	close	13	0.10	1.06281	0.00000	0.00000	-69.63	9545.78
27	2009.12.21 12:02	sell	14	0.10	1.06327	0.00000	0.00000
28	2009.12.28 03:00	close	14	0.10	1.04829	0.00000	0.00000	142.83	9688.62
29	2009.12.28 03:02	buy	15	0.10	1.04842	0.00000	0.00000
30	2009.12.31 10:00	close	15	0.10	1.04783	0.00000	0.00000	-6.15	9682.47
31	2009.12.31 10:02	sell	16	0.10	1.04806	0.00000	0.00000
32	2009.12.31 18:57	close at stop	16	0.10	1.04709	0.00000	0.00000	9.26	9691.73