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		ma_fast=8; ma_slow=21; ma_method=1; stop_loss=110; take_profit=370; TrailingStop=110; applied_price=0; ma_shifft=0; Lots=0.1;
Bars in test	1515	Ticks modelled	13777	Modelling quality	n/a
Mismatched charts errors	2
Initial deposit	10000.00
Total net profit	94.81	Gross profit	178.10	Gross loss	-83.29
Profit factor	2.14	Expected payoff	5.93
Absolute drawdown	25.90	Maximal drawdown	44.64 (0.45%)	Relative drawdown	0.45% (44.64)
Total trades	16	Short positions (won %)	8 (12.50%)	Long positions (won %)	8 (87.50%)
		Profit trades (% of total)	8 (50.00%)	Loss trades (% of total)	8 (50.00%)
Largest		profit trade	35.30	loss trade	-10.49
Average		profit trade	22.26	loss trade	-10.41
Maximum		consecutive wins (profit in money)	3 (74.85)	consecutive losses (loss in money)	3 (-31.34)
Maximal		consecutive profit (count of wins)	74.85 (3)	consecutive loss (count of losses)	-31.34 (3)
Average		consecutive wins	1	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.02 19:00	buy	1	0.10	1.04945	1.04835	1.05315
2	2009.12.02 20:40	modify	1	0.10	1.04945	1.04946	1.05315
3	2009.12.02 20:45	modify	1	0.10	1.04945	1.04989	1.05315
4	2009.12.02 20:50	modify	1	0.10	1.04945	1.05032	1.05315
5	2009.12.02 21:20	s/l	1	0.10	1.05032	1.05032	1.05315	8.29	10008.29
6	2009.12.04 14:00	sell	2	0.10	1.04658	1.04768	1.04288
7	2009.12.04 14:20	s/l	2	0.10	1.04768	1.04768	1.04288	-10.49	9997.80
8	2009.12.04 21:00	buy	3	0.10	1.05941	1.05831	1.06311
9	2009.12.04 21:15	s/l	3	0.10	1.05831	1.05831	1.06311	-10.40	9987.40
10	2009.12.07 17:00	sell	4	0.10	1.05083	1.05193	1.04713
11	2009.12.07 17:15	s/l	4	0.10	1.05193	1.05193	1.04713	-10.45	9976.95
12	2009.12.08 14:00	buy	5	0.10	1.05407	1.05297	1.05777
13	2009.12.08 14:20	t/p	5	0.10	1.05777	1.05297	1.05777	34.98	10011.93
14	2009.12.09 17:00	sell	6	0.10	1.05478	1.05588	1.05108
15	2009.12.09 17:20	s/l	6	0.10	1.05588	1.05588	1.05108	-10.42	10001.51
16	2009.12.11 17:00	buy	7	0.10	1.05495	1.05385	1.05865
17	2009.12.11 17:15	t/p	7	0.10	1.05865	1.05385	1.05865	34.94	10036.45
18	2009.12.14 23:00	sell	8	0.10	1.05867	1.05977	1.05497
19	2009.12.14 23:50	s/l	8	0.10	1.05977	1.05977	1.05497	-10.38	10026.07
20	2009.12.15 11:00	buy	9	0.10	1.06151	1.06041	1.06521
21	2009.12.15 12:00	modify	9	0.10	1.06151	1.06158	1.06521
22	2009.12.15 12:02	modify	9	0.10	1.06151	1.06162	1.06521
23	2009.12.15 12:05	modify	9	0.10	1.06151	1.06183	1.06521
24	2009.12.15 12:10	modify	9	0.10	1.06151	1.06247	1.06521
25	2009.12.15 12:15	modify	9	0.10	1.06151	1.06310	1.06521
26	2009.12.15 12:20	modify	9	0.10	1.06151	1.06374	1.06521
27	2009.12.15 12:45	s/l	9	0.10	1.06374	1.06374	1.06521	20.97	10047.04
28	2009.12.16 11:00	sell	10	0.10	1.05894	1.06004	1.05524
29	2009.12.16 11:15	s/l	10	0.10	1.06004	1.06004	1.05524	-10.37	10036.67
30	2009.12.16 22:00	buy	11	0.10	1.06067	1.05957	1.06437
31	2009.12.17 00:45	modify	11	0.10	1.06067	1.06078	1.06437
32	2009.12.17 00:50	modify	11	0.10	1.06067	1.06099	1.06437
33	2009.12.17 01:02	modify	11	0.10	1.06067	1.06101	1.06437
34	2009.12.17 01:07	modify	11	0.10	1.06067	1.06111	1.06437
35	2009.12.17 01:20	s/l	11	0.10	1.06111	1.06111	1.06437	4.07	10040.74
36	2009.12.18 05:00	sell	12	0.10	1.06619	1.06729	1.06249
37	2009.12.18 06:20	s/l	12	0.10	1.06729	1.06729	1.06249	-10.30	10030.44
38	2009.12.21 09:00	buy	13	0.10	1.06813	1.06703	1.07183
39	2009.12.21 10:00	modify	13	0.10	1.06813	1.06828	1.07183
40	2009.12.21 10:02	modify	13	0.10	1.06813	1.06847	1.07183
41	2009.12.21 10:07	modify	13	0.10	1.06813	1.06862	1.07183
42	2009.12.21 10:20	s/l	13	0.10	1.06862	1.06862	1.07183	4.59	10035.03
43	2009.12.21 12:00	sell	14	0.10	1.06281	1.06391	1.05911
44	2009.12.21 13:00	modify	14	0.10	1.06281	1.06208	1.05911
45	2009.12.21 13:02	modify	14	0.10	1.06281	1.06195	1.05911
46	2009.12.21 13:05	modify	14	0.10	1.06281	1.06151	1.05911
47	2009.12.21 13:10	modify	14	0.10	1.06281	1.06064	1.05911
48	2009.12.21 13:15	t/p	14	0.10	1.05911	1.06064	1.05911	34.96	10069.99
49	2009.12.29 23:00	buy	15	0.10	1.04330	1.04220	1.04700
50	2009.12.30 01:15	modify	15	0.10	1.04330	1.04341	1.04700
51	2009.12.30 01:20	modify	15	0.10	1.04330	1.04361	1.04700
52	2009.12.30 01:40	modify	15	0.10	1.04330	1.04389	1.04700
53	2009.12.30 01:45	modify	15	0.10	1.04330	1.04431	1.04700
54	2009.12.30 01:50	modify	15	0.10	1.04330	1.04473	1.04700
55	2009.12.30 02:20	modify	15	0.10	1.04330	1.04486	1.04700
56	2009.12.30 02:26	modify	15	0.10	1.04330	1.04524	1.04700
57	2009.12.30 02:30	modify	15	0.10	1.04330	1.04526	1.04700
58	2009.12.30 02:32	modify	15	0.10	1.04330	1.04530	1.04700
59	2009.12.30 02:37	modify	15	0.10	1.04330	1.04534	1.04700
60	2009.12.30 03:15	modify	15	0.10	1.04330	1.04542	1.04700
61	2009.12.30 03:20	modify	15	0.10	1.04330	1.04558	1.04700
62	2009.12.30 04:15	modify	15	0.10	1.04330	1.04561	1.04700
63	2009.12.30 04:20	modify	15	0.10	1.04330	1.04580	1.04700
64	2009.12.30 04:35	t/p	15	0.10	1.04700	1.04580	1.04700	35.30	10105.29
65	2009.12.31 10:00	sell	16	0.10	1.04783	1.04893	1.04413
66	2009.12.31 10:10	s/l	16	0.10	1.04893	1.04893	1.04413	-10.48	10094.81