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		stoplossbars=6; takeprofitbars=20; otstup=10; lowema=5; fastema=13; maxur=0.0045; minur=-0.0045; x="Íàñòðîéêè MA:"; perema1=7; perema2=21; persma3=98; perema4=365; 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	-272.60	Gross profit	146.65	Gross loss	-419.25
Profit factor	0.35	Expected payoff	-6.81
Absolute drawdown	278.75	Maximal drawdown	348.95 (3.47%)	Relative drawdown	3.47% (348.95)
Total trades	40	Short positions (won %)	21 (57.14%)	Long positions (won %)	19 (63.16%)
		Profit trades (% of total)	24 (60.00%)	Loss trades (% of total)	16 (40.00%)
Largest		profit trade	28.08	loss trade	-55.22
Average		profit trade	6.11	loss trade	-26.20
Maximum		consecutive wins (profit in money)	5 (22.84)	consecutive losses (loss in money)	4 (-114.64)
Maximal		consecutive profit (count of wins)	36.11 (3)	consecutive loss (count of losses)	-114.64 (4)
Average		consecutive wins	2	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.02 18:00	buy	1	0.10	1.04717	1.04372	1.07478
2	2009.12.02 18:15	close	1	0.03	1.04860	1.04372	1.07478	4.09	10004.09
3	2009.12.02 18:15	buy	2	0.07	1.04717	1.04372	1.07478
4	2009.12.03 15:00	buy	3	0.10	1.05506	1.04606	1.05507
5	2009.12.03 15:00	close	2	0.02	1.05440	1.04372	1.07478	13.67	10017.76
6	2009.12.03 15:00	buy	4	0.05	1.04717	1.04372	1.07478
7	2009.12.03 15:15	t/p	3	0.10	1.05507	1.04606	1.05507	0.10	10017.86
8	2009.12.04 14:37	s/l	4	0.05	1.04372	1.04372	1.07478	-16.66	10001.20
9	2009.12.07 07:00	buy	5	0.10	1.05638	1.05294	1.05947
10	2009.12.07 09:10	close	5	0.03	1.05800	1.05294	1.05947	4.59	10005.79
11	2009.12.07 09:10	buy	6	0.07	1.05638	1.05294	1.05947
12	2009.12.07 09:33	t/p	6	0.07	1.05947	1.05294	1.05947	20.39	10026.18
13	2009.12.07 12:00	buy	7	0.10	1.06186	1.05355	1.06486
14	2009.12.07 12:50	close	7	0.03	1.06313	1.05355	1.06486	3.58	10029.76
15	2009.12.07 12:50	buy	8	0.07	1.06186	1.05355	1.06486
16	2009.12.07 14:46	s/l	8	0.07	1.05355	1.05355	1.06486	-55.22	9974.54
17	2009.12.07 23:00	sell	9	0.10	1.05104	1.05359	1.04327
18	2009.12.08 00:40	close	9	0.03	1.05038	1.05359	1.04327	1.88	9976.42
19	2009.12.08 00:40	sell	10	0.07	1.05104	1.05359	1.04327
20	2009.12.08 08:40	s/l	10	0.07	1.05359	1.05359	1.04327	-16.96	9959.46
21	2009.12.09 08:00	buy	11	0.10	1.06530	1.06082	1.06695
22	2009.12.09 09:20	s/l	11	0.10	1.06082	1.06082	1.06695	-42.27	9917.19
23	2009.12.09 17:00	sell	12	0.10	1.05478	1.06318	1.04327
24	2009.12.09 20:50	close	12	0.03	1.05408	1.06318	1.04327	1.99	9919.18
25	2009.12.09 20:50	sell	13	0.07	1.05478	1.06318	1.04327
26	2009.12.09 21:03	close	13	0.04	1.05357	1.06318	1.04327	4.59	9923.77
27	2009.12.09 21:03	sell	14	0.03	1.05478	1.06318	1.04327
28	2009.12.10 20:00	sell	15	0.10	1.05153	1.05494	1.04777
29	2009.12.10 20:00	close	14	0.01	1.05219	1.06318	1.04327	2.45	9926.22
30	2009.12.10 20:00	sell	16	0.02	1.05478	1.06318	1.04327
31	2009.12.11 16:15	s/l	15	0.10	1.05494	1.05494	1.04777	-32.34	9893.88
32	2009.12.14 09:00	buy	17	0.10	1.06068	1.05643	1.06218
33	2009.12.14 09:15	close	17	0.03	1.06146	1.05643	1.06218	2.20	9896.08
34	2009.12.14 09:15	buy	18	0.07	1.06068	1.05643	1.06218
35	2009.12.14 09:20	t/p	18	0.07	1.06218	1.05643	1.06218	9.88	9905.96
36	2009.12.14 09:32	s/l	16	0.02	1.06318	1.06318	1.04327	-15.83	9890.13
37	2009.12.14 23:00	sell	19	0.10	1.05867	1.06113	1.04777
38	2009.12.15 05:03	close	19	0.03	1.05761	1.06113	1.04777	3.00	9893.13
39	2009.12.15 05:03	sell	20	0.07	1.05867	1.06113	1.04777
40	2009.12.15 06:00	close	20	0.04	1.05625	1.06113	1.04777	9.14	9902.28
41	2009.12.15 06:00	sell	21	0.03	1.05867	1.06113	1.04777
42	2009.12.15 09:15	s/l	21	0.03	1.06113	1.06113	1.04777	-6.96	9895.32
43	2009.12.15 18:00	buy	22	0.10	1.06273	1.05807	1.06613
44	2009.12.16 04:00	sell	23	0.10	1.06063	1.06177	1.04777
45	2009.12.16 04:02	s/l	23	0.10	1.06177	1.06177	1.04777	-10.74	9884.58
46	2009.12.16 09:00	buy	24	0.10	1.06261	1.05967	1.06613
47	2009.12.16 09:50	s/l	24	0.10	1.05967	1.05967	1.06613	-27.75	9856.83
48	2009.12.16 13:00	sell	25	0.10	1.06004	1.06284	1.05508
49	2009.12.16 13:20	close	25	0.03	1.05927	1.06284	1.05508	2.18	9859.01
50	2009.12.16 13:20	sell	26	0.07	1.06004	1.06284	1.05508
51	2009.12.16 15:50	s/l	22	0.10	1.05807	1.05807	1.06613	-44.16	9814.85
52	2009.12.16 16:02	close	26	0.04	1.05899	1.06284	1.05508	3.97	9818.82
53	2009.12.16 16:02	sell	27	0.03	1.06004	1.06284	1.05508
54	2009.12.16 20:20	s/l	27	0.03	1.06284	1.06284	1.05508	-7.90	9810.92
55	2009.12.16 23:00	buy	28	0.10	1.06183	1.05752	1.06613
56	2009.12.17 02:10	close	28	0.03	1.06251	1.05752	1.06613	1.86	9812.78
57	2009.12.17 02:10	buy	29	0.07	1.06183	1.05752	1.06613
58	2009.12.17 03:50	t/p	29	0.07	1.06613	1.05752	1.06613	28.08	9840.86
59	2009.12.18 11:00	sell	30	0.10	1.06631	1.07014	1.05508
60	2009.12.18 12:32	close	30	0.03	1.06412	1.07014	1.05508	6.17	9847.03
61	2009.12.18 12:32	sell	31	0.07	1.06631	1.07014	1.05508
62	2009.12.18 17:20	s/l	31	0.07	1.07014	1.07014	1.05508	-25.05	9821.98
63	2009.12.22 03:00	buy	32	0.10	1.06260	1.06063	1.07452
64	2009.12.22 07:50	s/l	32	0.10	1.06063	1.06063	1.07452	-18.58	9803.40
65	2009.12.22 14:00	sell	33	0.10	1.05710	1.06117	1.05349
66	2009.12.22 16:45	s/l	33	0.10	1.06117	1.06117	1.05349	-38.34	9765.06
67	2009.12.28 02:00	buy	34	0.10	1.05019	1.04677	1.07452
68	2009.12.28 03:40	s/l	34	0.10	1.04677	1.04677	1.07452	-32.67	9732.39
69	2009.12.29 08:00	sell	35	0.10	1.04276	1.04445	1.04171
70	2009.12.29 08:50	close	35	0.03	1.04222	1.04445	1.04171	1.55	9733.94
71	2009.12.29 08:50	sell	36	0.07	1.04276	1.04445	1.04171
72	2009.12.29 09:20	t/p	36	0.07	1.04171	1.04445	1.04171	7.06	9741.00
73	2009.12.30 13:00	buy	37	0.10	1.05004	1.04619	1.05156
74	2009.12.30 15:10	close	37	0.03	1.05077	1.04619	1.05156	2.08	9743.08
75	2009.12.30 15:10	buy	38	0.07	1.05004	1.04619	1.05156
76	2009.12.30 15:15	t/p	38	0.07	1.05156	1.04619	1.05156	10.12	9753.20
77	2009.12.31 08:00	sell	39	0.10	1.04964	1.05383	1.03652
78	2009.12.31 09:45	close	39	0.03	1.04893	1.05383	1.03652	2.03	9755.23
79	2009.12.31 09:45	sell	40	0.07	1.04964	1.05383	1.03652
80	2009.12.31 16:37	s/l	40	0.07	1.05383	1.05383	1.03652	-27.83	9727.40