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		TakeProfit=50; Lots=0.1; TrailingStop=30; MACDOpenLevel=3; MACDCloseLevel=2; MATrendPeriod=26;
Bars in test	1515	Ticks modelled	13777	Modelling quality	n/a
Mismatched charts errors	2
Initial deposit	10000.00
Total net profit	-161.84	Gross profit	61.12	Gross loss	-222.96
Profit factor	0.27	Expected payoff	-11.56
Absolute drawdown	262.77	Maximal drawdown	323.90 (3.22%)	Relative drawdown	3.22% (323.90)
Total trades	14	Short positions (won %)	5 (100.00%)	Long positions (won %)	9 (88.89%)
		Profit trades (% of total)	13 (92.86%)	Loss trades (% of total)	1 (7.14%)
Largest		profit trade	4.78	loss trade	-222.96
Average		profit trade	4.70	loss trade	-222.96
Maximum		consecutive wins (profit in money)	13 (61.12)	consecutive losses (loss in money)	1 (-222.96)
Maximal		consecutive profit (count of wins)	61.12 (13)	consecutive loss (count of losses)	-222.96 (1)
Average		consecutive wins	13	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.03 07:45	sell	1	0.10	1.04819	0.00000	1.04769
2	2009.12.03 07:50	t/p	1	0.10	1.04769	0.00000	1.04769	4.77	10004.77
3	2009.12.03 07:50	sell	2	0.10	1.04745	0.00000	1.04695
4	2009.12.03 08:26	t/p	2	0.10	1.04695	0.00000	1.04695	4.78	10009.55
5	2009.12.07 04:02	sell	3	0.10	1.05403	0.00000	1.05353
6	2009.12.07 16:26	t/p	3	0.10	1.05353	0.00000	1.05353	4.75	10014.30
7	2009.12.10 05:20	buy	4	0.10	1.05771	0.00000	1.05821
8	2009.12.11 17:15	t/p	4	0.10	1.05821	0.00000	1.05821	4.67	10018.97
9	2009.12.15 09:15	buy	5	0.10	1.06131	0.00000	1.06181
10	2009.12.15 09:20	t/p	5	0.10	1.06181	0.00000	1.06181	4.71	10023.68
11	2009.12.15 09:20	buy	6	0.10	1.06205	0.00000	1.06255
12	2009.12.15 09:50	t/p	6	0.10	1.06255	0.00000	1.06255	4.71	10028.39
13	2009.12.15 09:50	buy	7	0.10	1.06287	0.00000	1.06337
14	2009.12.15 12:10	t/p	7	0.10	1.06337	0.00000	1.06337	4.70	10033.09
15	2009.12.16 09:16	sell	8	0.10	1.06043	0.00000	1.05993
16	2009.12.16 09:50	t/p	8	0.10	1.05993	0.00000	1.05993	4.71	10037.80
17	2009.12.16 09:50	sell	9	0.10	1.05931	0.00000	1.05881
18	2009.12.16 10:20	t/p	9	0.10	1.05881	0.00000	1.05881	4.72	10042.52
19	2009.12.16 20:15	buy	10	0.10	1.06165	0.00000	1.06215
20	2009.12.16 20:20	t/p	10	0.10	1.06215	0.00000	1.06215	4.70	10047.22
21	2009.12.16 20:20	buy	11	0.10	1.06290	0.00000	1.06340
22	2009.12.16 20:50	t/p	11	0.10	1.06340	0.00000	1.06340	4.70	10051.92
23	2009.12.16 20:52	buy	12	0.10	1.06379	0.00000	1.06429
24	2009.12.17 02:50	t/p	12	0.10	1.06429	0.00000	1.06429	4.53	10056.45
25	2009.12.18 17:15	buy	13	0.10	1.06921	0.00000	1.06971
26	2009.12.18 17:20	t/p	13	0.10	1.06971	0.00000	1.06971	4.67	10061.12
27	2009.12.18 17:20	buy	14	0.10	1.07004	0.00000	1.07054
28	2009.12.30 11:10	close	14	0.10	1.04676	0.00000	1.07054	-222.96	9838.16