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		MA1_Period=3; MA2_Period=13; MA1_Method=0; MA2_Method=3; MA1_Price=0; MA2_Price=4; MA1_Shift=0; MA2_Shift=0; Lot=0.1; slippage=0;
Bars in test	1515	Ticks modelled	13777	Modelling quality	n/a
Mismatched charts errors	2
Initial deposit	10000.00
Total net profit	-597.04	Gross profit	496.78	Gross loss	-1093.82
Profit factor	0.45	Expected payoff	-7.56
Absolute drawdown	702.95	Maximal drawdown	703.33 (7.03%)	Relative drawdown	7.03% (703.33)
Total trades	79	Short positions (won %)	34 (23.53%)	Long positions (won %)	45 (22.22%)
		Profit trades (% of total)	18 (22.78%)	Loss trades (% of total)	61 (77.22%)
Largest		profit trade	70.65	loss trade	-66.21
Average		profit trade	27.60	loss trade	-17.93
Maximum		consecutive wins (profit in money)	3 (49.84)	consecutive losses (loss in money)	19 (-435.41)
Maximal		consecutive profit (count of wins)	70.65 (1)	consecutive loss (count of losses)	-435.41 (19)
Average		consecutive wins	2	consecutive losses	6

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 03:00	buy	1	0.10	1.05651	0.00000	0.00000
2	2009.12.01 04:00	sell	2	0.10	1.05467	0.00000	0.00000
3	2009.12.01 04:02	close	1	0.10	1.05493	0.00000	0.00000	-14.98	9985.02
4	2009.12.01 04:52	close	2	0.10	1.05633	0.00000	0.00000	-15.71	9969.31
5	2009.12.01 22:00	buy	3	0.10	1.04708	0.00000	0.00000
6	2009.12.02 04:17	close	3	0.10	1.04463	0.00000	0.00000	-23.49	9945.82
7	2009.12.02 05:00	sell	4	0.10	1.04454	0.00000	0.00000
8	2009.12.02 09:00	buy	5	0.10	1.04631	0.00000	0.00000
9	2009.12.02 09:02	close	4	0.10	1.04708	0.00000	0.00000	-24.26	9921.56
10	2009.12.02 10:00	buy	6	0.10	1.04530	0.00000	0.00000
11	2009.12.02 13:00	buy	7	0.10	1.04629	0.00000	0.00000
12	2009.12.02 14:00	buy	8	0.10	1.04531	0.00000	0.00000
13	2009.12.02 14:05	close	8	0.10	1.04410	0.00000	0.00000	-11.59	9909.97
14	2009.12.02 14:05	close	7	0.10	1.04410	0.00000	0.00000	-20.98	9888.99
15	2009.12.02 14:05	close	6	0.10	1.04410	0.00000	0.00000	-11.49	9877.50
16	2009.12.02 14:05	close	5	0.10	1.04410	0.00000	0.00000	-21.17	9856.33
17	2009.12.03 02:00	sell	9	0.10	1.04906	0.00000	0.00000
18	2009.12.03 06:17	close	9	0.10	1.05081	0.00000	0.00000	-16.65	9839.68
19	2009.12.03 07:00	buy	10	0.10	1.05139	0.00000	0.00000
20	2009.12.03 07:52	close	10	0.10	1.04782	0.00000	0.00000	-34.07	9805.61
21	2009.12.03 08:00	sell	11	0.10	1.04819	0.00000	0.00000
22	2009.12.03 11:22	close	11	0.10	1.05003	0.00000	0.00000	-17.52	9788.09
23	2009.12.03 12:00	buy	12	0.10	1.05000	0.00000	0.00000
24	2009.12.03 20:00	sell	13	0.10	1.05214	0.00000	0.00000
25	2009.12.03 20:02	close	12	0.10	1.05193	0.00000	0.00000	18.35	9806.44
26	2009.12.03 21:00	buy	14	0.10	1.05380	0.00000	0.00000
27	2009.12.03 21:02	close	13	0.10	1.05326	0.00000	0.00000	-10.63	9795.81
28	2009.12.03 22:00	buy	15	0.10	1.05508	0.00000	0.00000
29	2009.12.04 06:05	close	15	0.10	1.05557	0.00000	0.00000	4.60	9800.41
30	2009.12.04 06:05	close	14	0.10	1.05557	0.00000	0.00000	16.73	9817.15
31	2009.12.04 08:00	sell	16	0.10	1.05529	0.00000	0.00000
32	2009.12.04 18:12	close	16	0.10	1.05229	0.00000	0.00000	28.51	9845.66
33	2009.12.07 07:00	buy	17	0.10	1.05616	0.00000	0.00000
34	2009.12.07 15:00	sell	18	0.10	1.05543	0.00000	0.00000
35	2009.12.07 15:02	close	17	0.10	1.05479	0.00000	0.00000	-12.99	9832.67
36	2009.12.08 05:22	close	18	0.10	1.05109	0.00000	0.00000	41.31	9873.98
37	2009.12.08 08:00	buy	19	0.10	1.05146	0.00000	0.00000
38	2009.12.08 11:00	sell	20	0.10	1.05018	0.00000	0.00000
39	2009.12.08 11:02	close	19	0.10	1.05094	0.00000	0.00000	-4.95	9869.03
40	2009.12.08 12:17	close	20	0.10	1.05326	0.00000	0.00000	-29.24	9839.79
41	2009.12.08 13:00	buy	21	0.10	1.05489	0.00000	0.00000
42	2009.12.09 03:00	sell	22	0.10	1.06296	0.00000	0.00000
43	2009.12.09 03:05	close	21	0.10	1.06240	0.00000	0.00000	70.65	9910.44
44	2009.12.09 07:42	close	22	0.10	1.06407	0.00000	0.00000	-10.43	9900.01
45	2009.12.09 16:00	buy	23	0.10	1.06247	0.00000	0.00000
46	2009.12.09 16:17	close	23	0.10	1.06013	0.00000	0.00000	-22.07	9877.94
47	2009.12.10 04:00	buy	24	0.10	1.05481	0.00000	0.00000
48	2009.12.10 10:52	close	24	0.10	1.05453	0.00000	0.00000	-2.66	9875.28
49	2009.12.10 11:00	sell	25	0.10	1.05451	0.00000	0.00000
50	2009.12.10 18:07	close	25	0.10	1.05187	0.00000	0.00000	25.10	9900.38
51	2009.12.10 21:00	sell	26	0.10	1.05013	0.00000	0.00000
52	2009.12.11 00:17	close	26	0.10	1.05167	0.00000	0.00000	-14.62	9885.76
53	2009.12.11 01:00	sell	27	0.10	1.05131	0.00000	0.00000
54	2009.12.11 01:10	close	27	0.10	1.05183	0.00000	0.00000	-4.94	9880.82
55	2009.12.11 06:00	buy	28	0.10	1.05209	0.00000	0.00000
56	2009.12.11 07:22	close	28	0.10	1.05088	0.00000	0.00000	-11.51	9869.31
57	2009.12.11 10:00	sell	29	0.10	1.05111	0.00000	0.00000
58	2009.12.11 15:17	close	29	0.10	1.05245	0.00000	0.00000	-12.73	9856.58
59	2009.12.11 16:00	buy	30	0.10	1.05292	0.00000	0.00000
60	2009.12.14 05:17	close	30	0.10	1.05942	0.00000	0.00000	61.31	9917.89
61	2009.12.14 06:00	sell	31	0.10	1.05931	0.00000	0.00000
62	2009.12.14 09:00	buy	32	0.10	1.06046	0.00000	0.00000
63	2009.12.14 09:02	close	31	0.10	1.05994	0.00000	0.00000	-5.94	9911.95
64	2009.12.14 17:00	sell	33	0.10	1.06083	0.00000	0.00000
65	2009.12.14 17:02	close	32	0.10	1.06082	0.00000	0.00000	3.39	9915.34
66	2009.12.15 09:00	buy	34	0.10	1.05959	0.00000	0.00000
67	2009.12.15 09:02	close	33	0.10	1.05982	0.00000	0.00000	9.55	9924.89
68	2009.12.15 16:17	close	34	0.10	1.06021	0.00000	0.00000	5.85	9930.74
69	2009.12.15 18:00	buy	35	0.10	1.06251	0.00000	0.00000
70	2009.12.15 19:00	buy	36	0.10	1.06238	0.00000	0.00000
71	2009.12.15 21:00	sell	37	0.10	1.06130	0.00000	0.00000
72	2009.12.15 21:02	close	36	0.10	1.06128	0.00000	0.00000	-10.36	9920.38
73	2009.12.15 21:02	close	35	0.10	1.06128	0.00000	0.00000	-11.59	9908.79
74	2009.12.15 22:00	sell	38	0.10	1.06135	0.00000	0.00000
75	2009.12.16 06:12	close	38	0.10	1.06171	0.00000	0.00000	-3.37	9905.42
76	2009.12.16 06:12	close	37	0.10	1.06171	0.00000	0.00000	-3.84	9901.58
77	2009.12.16 10:00	sell	39	0.10	1.05972	0.00000	0.00000
78	2009.12.16 12:00	buy	40	0.10	1.06230	0.00000	0.00000
79	2009.12.16 12:03	close	39	0.10	1.06176	0.00000	0.00000	-19.21	9882.37
80	2009.12.16 13:00	buy	41	0.10	1.06048	0.00000	0.00000
81	2009.12.16 14:00	sell	42	0.10	1.05899	0.00000	0.00000
82	2009.12.16 14:02	close	41	0.10	1.05908	0.00000	0.00000	-13.22	9869.15
83	2009.12.16 14:02	close	40	0.10	1.05908	0.00000	0.00000	-30.40	9838.75
84	2009.12.16 20:00	buy	43	0.10	1.06016	0.00000	0.00000
85	2009.12.16 20:02	close	42	0.10	1.05896	0.00000	0.00000	0.28	9839.03
86	2009.12.17 16:22	close	43	0.10	1.06753	0.00000	0.00000	68.93	9907.95
87	2009.12.17 17:00	sell	44	0.10	1.06908	0.00000	0.00000
88	2009.12.17 18:07	close	44	0.10	1.07138	0.00000	0.00000	-21.47	9886.48
89	2009.12.17 19:00	buy	45	0.10	1.07158	0.00000	0.00000
90	2009.12.17 20:17	close	45	0.10	1.07017	0.00000	0.00000	-13.18	9873.30
91	2009.12.18 00:00	buy	46	0.10	1.07112	0.00000	0.00000
92	2009.12.18 09:00	buy	47	0.10	1.06868	0.00000	0.00000
93	2009.12.18 09:17	close	47	0.10	1.06692	0.00000	0.00000	-16.50	9856.80
94	2009.12.18 09:17	close	46	0.10	1.06692	0.00000	0.00000	-39.37	9817.43
95	2009.12.18 11:00	sell	48	0.10	1.06631	0.00000	0.00000
96	2009.12.18 16:52	close	48	0.10	1.06871	0.00000	0.00000	-22.46	9794.97
97	2009.12.18 18:00	buy	49	0.10	1.06818	0.00000	0.00000
98	2009.12.18 19:52	close	49	0.10	1.06572	0.00000	0.00000	-23.08	9771.89
99	2009.12.18 20:00	sell	50	0.10	1.06624	0.00000	0.00000
100	2009.12.18 22:17	close	50	0.10	1.06707	0.00000	0.00000	-7.78	9764.11
101	2009.12.21 00:00	buy	51	0.10	1.06803	0.00000	0.00000
102	2009.12.21 01:00	buy	52	0.10	1.06741	0.00000	0.00000
103	2009.12.21 05:00	sell	53	0.10	1.06616	0.00000	0.00000
104	2009.12.21 05:03	close	52	0.10	1.06595	0.00000	0.00000	-13.70	9750.41
105	2009.12.21 05:03	close	51	0.10	1.06595	0.00000	0.00000	-19.51	9730.90
106	2009.12.21 07:00	buy	54	0.10	1.06736	0.00000	0.00000
107	2009.12.21 07:02	close	53	0.10	1.06775	0.00000	0.00000	-14.89	9716.01
108	2009.12.21 08:13	close	54	0.10	1.06630	0.00000	0.00000	-9.94	9706.07
109	2009.12.21 11:00	sell	55	0.10	1.06524	0.00000	0.00000
110	2009.12.21 19:00	buy	56	0.10	1.06153	0.00000	0.00000
111	2009.12.21 19:02	close	55	0.10	1.06168	0.00000	0.00000	33.53	9739.60
112	2009.12.22 03:00	buy	57	0.10	1.06238	0.00000	0.00000
113	2009.12.22 04:00	buy	58	0.10	1.06269	0.00000	0.00000
114	2009.12.22 17:00	buy	59	0.10	1.06052	0.00000	0.00000
115	2009.12.22 17:52	close	59	0.10	1.05570	0.00000	0.00000	-45.66	9693.94
116	2009.12.22 17:52	close	58	0.10	1.05570	0.00000	0.00000	-66.21	9627.73
117	2009.12.22 17:52	close	57	0.10	1.05570	0.00000	0.00000	-63.28	9564.45
118	2009.12.22 17:52	close	56	0.10	1.05570	0.00000	0.00000	-55.26	9509.20
119	2009.12.22 18:00	sell	60	0.10	1.05524	0.00000	0.00000
120	2009.12.22 22:00	buy	61	0.10	1.05836	0.00000	0.00000
121	2009.12.22 22:02	close	60	0.10	1.05767	0.00000	0.00000	-22.98	9486.22
122	2009.12.22 23:00	buy	62	0.10	1.05779	0.00000	0.00000
123	2009.12.23 00:00	sell	63	0.10	1.05658	0.00000	0.00000
124	2009.12.23 00:03	close	62	0.10	1.05668	0.00000	0.00000	-10.54	9475.68
125	2009.12.23 00:03	close	61	0.10	1.05668	0.00000	0.00000	-15.94	9459.74
126	2009.12.23 01:00	sell	64	0.10	1.05698	0.00000	0.00000
127	2009.12.23 04:05	close	64	0.10	1.05777	0.00000	0.00000	-7.47	9452.27
128	2009.12.23 04:05	close	63	0.10	1.05777	0.00000	0.00000	-11.25	9441.02
129	2009.12.23 05:00	buy	65	0.10	1.05709	0.00000	0.00000
130	2009.12.23 07:22	close	65	0.10	1.05600	0.00000	0.00000	-10.32	9430.70
131	2009.12.23 08:00	sell	66	0.10	1.05614	0.00000	0.00000
132	2009.12.23 10:52	close	66	0.10	1.05656	0.00000	0.00000	-3.98	9426.72
133	2009.12.24 01:00	buy	67	0.10	1.04904	0.00000	0.00000
134	2009.12.24 01:13	close	67	0.10	1.04838	0.00000	0.00000	-6.30	9420.42
135	2009.12.24 04:00	sell	68	0.10	1.04813	0.00000	0.00000
136	2009.12.24 05:22	close	68	0.10	1.04921	0.00000	0.00000	-10.29	9410.13
137	2009.12.24 06:00	buy	69	0.10	1.04938	0.00000	0.00000
138	2009.12.24 08:00	sell	70	0.10	1.04797	0.00000	0.00000
139	2009.12.24 08:02	close	69	0.10	1.04819	0.00000	0.00000	-11.35	9398.78
140	2009.12.24 15:00	buy	71	0.10	1.04882	0.00000	0.00000
141	2009.12.24 15:02	close	70	0.10	1.04933	0.00000	0.00000	-12.96	9385.82
142	2009.12.24 16:00	buy	72	0.10	1.04818	0.00000	0.00000
143	2009.12.28 03:22	close	72	0.10	1.04713	0.00000	0.00000	-10.11	9375.72
144	2009.12.28 03:22	close	71	0.10	1.04713	0.00000	0.00000	-16.22	9359.50
145	2009.12.28 04:00	sell	73	0.10	1.04630	0.00000	0.00000
146	2009.12.28 09:00	close	73	0.10	1.04962	0.00000	0.00000	-31.63	9327.87
147	2009.12.28 09:00	buy	74	0.10	1.04962	0.00000	0.00000
148	2009.12.28 13:47	close	74	0.10	1.04714	0.00000	0.00000	-23.68	9304.19
149	2009.12.29 08:00	sell	75	0.10	1.04276	0.00000	0.00000
150	2009.12.29 17:00	buy	76	0.10	1.04197	0.00000	0.00000
151	2009.12.29 17:02	close	75	0.10	1.04144	0.00000	0.00000	12.67	9316.86
152	2009.12.30 09:22	close	76	0.10	1.04663	0.00000	0.00000	44.48	9361.34
153	2009.12.30 10:00	sell	77	0.10	1.04768	0.00000	0.00000
154	2009.12.30 13:00	buy	78	0.10	1.04982	0.00000	0.00000
155	2009.12.30 13:02	close	77	0.10	1.04872	0.00000	0.00000	-9.92	9351.42
156	2009.12.31 02:00	sell	79	0.10	1.05358	0.00000	0.00000
157	2009.12.31 02:02	close	78	0.10	1.05366	0.00000	0.00000	36.33	9387.75
158	2009.12.31 14:35	close	79	0.10	1.05198	0.00000	0.00000	15.21	9402.96