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		FMa=4; SMa=8; PCCi=4; pATR=4; Lots=0.1; SndMl=true; DcF=3; MaxR=0.02;
Bars in test	1515	Ticks modelled	13777	Modelling quality	n/a
Mismatched charts errors	2
Initial deposit	10000.00
Total net profit	-134.50	Gross profit	8.39	Gross loss	-142.89
Profit factor	0.06	Expected payoff	-22.42
Absolute drawdown	134.50	Maximal drawdown	138.44 (1.38%)	Relative drawdown	1.38% (138.44)
Total trades	6	Short positions (won %)	2 (50.00%)	Long positions (won %)	4 (0.00%)
		Profit trades (% of total)	1 (16.67%)	Loss trades (% of total)	5 (83.33%)
Largest		profit trade	8.39	loss trade	-82.47
Average		profit trade	8.39	loss trade	-28.58
Maximum		consecutive wins (profit in money)	1 (8.39)	consecutive losses (loss in money)	4 (-114.89)
Maximal		consecutive profit (count of wins)	8.39 (1)	consecutive loss (count of losses)	-114.89 (4)
Average		consecutive wins	1	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.07 10:00	buy	1	0.20	1.06465	1.06028	0.00000
2	2009.12.07 10:45	s/l	1	0.20	1.06028	1.06028	0.00000	-82.47	9917.53
3	2009.12.09 02:00	sell	2	0.20	1.06356	1.06642	0.00000
4	2009.12.09 09:00	close	2	0.20	1.06401	1.06642	0.00000	-8.46	9909.07
5	2009.12.11 03:00	buy	3	0.10	1.05225	1.05078	0.00000
6	2009.12.11 04:02	s/l	3	0.10	1.05078	1.05078	0.00000	-13.99	9895.08
7	2009.12.17 23:00	buy	4	0.10	1.07174	1.06969	0.00000
8	2009.12.18 00:00	close	4	0.10	1.07068	1.06969	0.00000	-9.97	9885.11
9	2009.12.22 06:00	sell	5	0.10	1.06175	1.06341	0.00000
10	2009.12.22 17:00	close	5	0.10	1.06086	1.06341	0.00000	8.39	9893.50
11	2009.12.29 03:00	buy	6	0.20	1.04448	1.04302	0.00000
12	2009.12.29 03:07	s/l	6	0.20	1.04302	1.04302	0.00000	-28.00	9865.50