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		step=25; proffactor=9; mult=1.6; lots=0.3; per_K=20; per_D=6; slow=6; zoneBUY=50; zoneSELL=50;
Bars in test	1515	Ticks modelled	13777	Modelling quality	n/a
Mismatched charts errors	2
Initial deposit	10000.00
Total net profit	-13136.99	Gross profit	12022.97	Gross loss	-25159.97
Profit factor	0.48	Expected payoff	-243.28
Absolute drawdown	13136.99	Maximal drawdown	47858.19 (107.01%)	Relative drawdown	107.01% (47858.19)
Total trades	54	Short positions (won %)	54 (53.70%)	Long positions (won %)	0 (0.00%)
		Profit trades (% of total)	29 (53.70%)	Loss trades (% of total)	25 (46.30%)
Largest		profit trade	2269.58	loss trade	-6070.76
Average		profit trade	414.59	loss trade	-1006.40
Maximum		consecutive wins (profit in money)	27 (11942.43)	consecutive losses (loss in money)	24 (-25146.21)
Maximal		consecutive profit (count of wins)	11942.43 (27)	consecutive loss (count of losses)	-25146.21 (24)
Average		consecutive wins	15	consecutive losses	13

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 04:00	sell	1	0.30	1.05467	0.00000	0.00000
2	2009.12.01 04:00	sell	2	0.30	1.05467	0.00000	0.00000
3	2009.12.01 04:02	sell	3	0.50	1.05493	0.00000	0.00000
4	2009.12.01 04:15	sell	4	0.30	1.05443	0.00000	0.00000
5	2009.12.01 04:30	sell	5	0.50	1.05468	0.00000	0.00000
6	2009.12.01 04:40	sell	6	0.80	1.05526	0.00000	0.00000
7	2009.12.01 04:45	sell	7	1.20	1.05573	0.00000	0.00000
8	2009.12.01 04:50	sell	8	2.00	1.05621	0.00000	0.00000
9	2009.12.01 04:59	sell	9	0.30	1.05536	0.00000	0.00000
10	2009.12.01 05:02	sell	10	0.50	1.05595	0.00000	0.00000
11	2009.12.01 05:20	sell	11	0.30	1.05455	0.00000	0.00000
12	2009.12.01 05:22	sell	12	0.50	1.05483	0.00000	0.00000
13	2009.12.01 05:27	sell	13	0.80	1.05511	0.00000	0.00000
14	2009.12.01 05:40	sell	14	1.20	1.05542	0.00000	0.00000
15	2009.12.01 05:45	sell	15	2.00	1.05598	0.00000	0.00000
16	2009.12.01 05:50	sell	16	3.10	1.05655	0.00000	0.00000
17	2009.12.01 07:50	sell	17	0.30	1.05455	0.00000	0.00000
18	2009.12.01 07:52	sell	18	0.50	1.05488	0.00000	0.00000
19	2009.12.01 07:57	sell	19	0.80	1.05521	0.00000	0.00000
20	2009.12.01 08:10	sell	20	0.30	1.05273	0.00000	0.00000
21	2009.12.01 08:13	sell	21	0.50	1.05306	0.00000	0.00000
22	2009.12.01 08:37	sell	22	0.30	1.05102	0.00000	0.00000
23	2009.12.01 08:40	sell	23	0.50	1.05200	0.00000	0.00000
24	2009.12.01 08:45	sell	24	0.80	1.05258	0.00000	0.00000
25	2009.12.01 08:50	sell	25	1.20	1.05317	0.00000	0.00000
26	2009.12.01 09:03	sell	26	0.30	1.05084	0.00000	0.00000
27	2009.12.01 09:06	sell	27	0.50	1.05119	0.00000	0.00000
28	2009.12.01 09:16	sell	28	0.30	1.04839	0.00000	0.00000
29	2009.12.01 09:20	sell	29	0.50	1.04909	0.00000	0.00000
30	2009.12.01 09:26	sell	30	0.80	1.04979	0.00000	0.00000
31	2009.12.01 09:50	sell	31	0.30	1.04675	0.00000	0.00000
32	2009.12.01 09:52	sell	32	0.50	1.04723	0.00000	0.00000
33	2009.12.01 09:57	sell	33	0.80	1.04771	0.00000	0.00000
34	2009.12.01 10:16	sell	34	0.30	1.04472	0.00000	0.00000
35	2009.12.01 10:20	sell	35	0.50	1.04511	0.00000	0.00000
36	2009.12.01 10:26	sell	36	0.80	1.04551	0.00000	0.00000
37	2009.12.01 10:45	sell	37	1.20	1.04602	0.00000	0.00000
38	2009.12.01 10:50	sell	38	2.00	1.04633	0.00000	0.00000
39	2009.12.01 12:20	sell	39	3.10	1.04689	0.00000	0.00000
40	2009.12.01 14:20	sell	40	0.30	1.04231	0.00000	0.00000
41	2009.12.01 14:22	sell	41	0.50	1.04304	0.00000	0.00000
42	2009.12.01 14:27	sell	42	0.80	1.04376	0.00000	0.00000
43	2009.12.01 14:50	sell	43	1.20	1.04451	0.00000	0.00000
44	2009.12.01 15:02	sell	44	2.00	1.04481	0.00000	0.00000
45	2009.12.01 17:20	sell	45	0.30	1.04054	0.00000	0.00000
46	2009.12.01 17:22	sell	46	0.50	1.04102	0.00000	0.00000
47	2009.12.01 17:27	sell	47	0.80	1.04149	0.00000	0.00000
48	2009.12.01 17:40	sell	48	1.20	1.04219	0.00000	0.00000
49	2009.12.01 17:45	sell	49	2.00	1.04287	0.00000	0.00000
50	2009.12.01 17:50	sell	50	3.10	1.04356	0.00000	0.00000
51	2009.12.01 18:20	sell	51	5.00	1.04411	0.00000	0.00000
52	2009.12.01 21:15	sell	52	8.10	1.04467	0.00000	0.00000
53	2009.12.01 21:20	sell	53	12.90	1.04513	0.00000	0.00000
54	2009.12.01 21:33	sell	54	20.60	1.04578	0.00000	0.00000
55	2009.12.02 14:50	close at stop	54	20.60	1.04887	0.00000	0.00000	-6070.76	3929.24
56	2009.12.02 14:50	close at stop	53	12.90	1.04887	0.00000	0.00000	-4601.02	-671.78
57	2009.12.02 14:50	close at stop	52	8.10	1.04887	0.00000	0.00000	-3244.25	-3916.03
58	2009.12.02 14:50	close at stop	51	5.00	1.04887	0.00000	0.00000	-2269.58	-6185.61
59	2009.12.02 14:50	close at stop	50	3.10	1.04887	0.00000	0.00000	-1569.69	-7755.30
60	2009.12.02 14:50	close at stop	49	2.00	1.04887	0.00000	0.00000	-1144.28	-8899.58
61	2009.12.02 14:50	close at stop	48	1.20	1.04887	0.00000	0.00000	-764.36	-9663.94
62	2009.12.02 14:50	close at stop	47	0.80	1.04887	0.00000	0.00000	-562.97	-10226.91
63	2009.12.02 14:50	close at stop	46	0.50	1.04887	0.00000	0.00000	-374.26	-10601.16
64	2009.12.02 14:50	close at stop	45	0.30	1.04887	0.00000	0.00000	-238.29	-10839.45
65	2009.12.02 14:50	close at stop	44	2.00	1.04887	0.00000	0.00000	-774.36	-11613.81
66	2009.12.02 14:50	close at stop	43	1.20	1.04887	0.00000	0.00000	-498.93	-12112.74
67	2009.12.02 14:50	close at stop	42	0.80	1.04887	0.00000	0.00000	-389.83	-12502.57
68	2009.12.02 14:50	close at stop	41	0.50	1.04887	0.00000	0.00000	-277.97	-12780.54
69	2009.12.02 14:50	close at stop	40	0.30	1.04887	0.00000	0.00000	-187.66	-12968.19
70	2009.12.02 14:50	close at stop	39	3.10	1.04887	0.00000	0.00000	-585.49	-13553.69
71	2009.12.02 14:50	close at stop	38	2.00	1.04887	0.00000	0.00000	-484.52	-14038.20
72	2009.12.02 14:50	close at stop	37	1.20	1.04887	0.00000	0.00000	-326.18	-14364.39
73	2009.12.02 14:50	close at stop	36	0.80	1.04887	0.00000	0.00000	-256.36	-14620.74
74	2009.12.02 14:50	close at stop	35	0.50	1.04887	0.00000	0.00000	-179.29	-14800.03
75	2009.12.02 14:50	close at stop	34	0.30	1.04887	0.00000	0.00000	-118.73	-14918.76
76	2009.12.02 14:50	close at stop	33	0.80	1.04887	0.00000	0.00000	-88.56	-15007.31
77	2009.12.02 14:50	close at stop	32	0.50	1.04887	0.00000	0.00000	-78.23	-15085.54
78	2009.12.02 14:50	close at stop	31	0.30	1.04887	0.00000	0.00000	-60.67	-15146.21
79	2009.12.02 14:50	close at stop	30	0.80	1.04887	0.00000	0.00000	70.09	-15076.11
80	2009.12.02 14:50	close at stop	29	0.50	1.04887	0.00000	0.00000	10.44	-15065.67
81	2009.12.02 14:50	close at stop	28	0.30	1.04887	0.00000	0.00000	-13.76	-15079.43
82	2009.12.02 14:50	close at stop	27	0.50	1.04887	0.00000	0.00000	110.55	-14968.87
83	2009.12.02 14:50	close at stop	26	0.30	1.04887	0.00000	0.00000	56.32	-14912.55
84	2009.12.02 14:50	close at stop	25	1.20	1.04887	0.00000	0.00000	491.85	-14420.71
85	2009.12.02 14:50	close at stop	24	0.80	1.04887	0.00000	0.00000	282.89	-14137.81
86	2009.12.02 14:50	close at stop	23	0.50	1.04887	0.00000	0.00000	149.16	-13988.65
87	2009.12.02 14:50	close at stop	22	0.30	1.04887	0.00000	0.00000	61.46	-13927.19
88	2009.12.02 14:50	close at stop	21	0.50	1.04887	0.00000	0.00000	199.69	-13727.49
89	2009.12.02 14:50	close at stop	20	0.30	1.04887	0.00000	0.00000	110.37	-13617.12
90	2009.12.02 14:50	close at stop	19	0.80	1.04887	0.00000	0.00000	483.49	-13133.63
91	2009.12.02 14:50	close at stop	18	0.50	1.04887	0.00000	0.00000	286.45	-12847.17
92	2009.12.02 14:50	close at stop	17	0.30	1.04887	0.00000	0.00000	162.43	-12684.74
93	2009.12.02 14:50	close at stop	16	3.10	1.04887	0.00000	0.00000	2269.58	-10415.16
94	2009.12.02 14:50	close at stop	15	2.00	1.04887	0.00000	0.00000	1355.55	-9059.61
95	2009.12.02 14:50	close at stop	14	1.20	1.04887	0.00000	0.00000	749.27	-8310.34
96	2009.12.02 14:50	close at stop	13	0.80	1.04887	0.00000	0.00000	475.86	-7834.48
97	2009.12.02 14:50	close at stop	12	0.50	1.04887	0.00000	0.00000	284.07	-7550.41
98	2009.12.02 14:50	close at stop	11	0.30	1.04887	0.00000	0.00000	162.43	-7387.97
99	2009.12.02 14:50	close at stop	10	0.50	1.04887	0.00000	0.00000	337.46	-7050.51
100	2009.12.02 14:50	close at stop	9	0.30	1.04887	0.00000	0.00000	185.60	-6864.91
101	2009.12.02 14:50	close at stop	8	2.00	1.04887	0.00000	0.00000	1399.41	-5465.50
102	2009.12.02 14:50	close at stop	7	1.20	1.04887	0.00000	0.00000	784.73	-4680.77
103	2009.12.02 14:50	close at stop	6	0.80	1.04887	0.00000	0.00000	487.30	-4193.47
104	2009.12.02 14:50	close at stop	5	0.50	1.04887	0.00000	0.00000	276.91	-3916.55
105	2009.12.02 14:50	close at stop	4	0.30	1.04887	0.00000	0.00000	159.00	-3757.55
106	2009.12.02 14:50	close at stop	3	0.50	1.04887	0.00000	0.00000	288.83	-3468.72
107	2009.12.02 14:50	close at stop	2	0.30	1.04887	0.00000	0.00000	165.86	-3302.86
108	2009.12.02 14:50	close at stop	1	0.30	1.04887	0.00000	0.00000	165.86	-3136.99