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		AlertsOn=true; MultiPositions=false; LotsPerTrade=1;
Bars in test	1515	Ticks modelled	13777	Modelling quality	n/a
Mismatched charts errors	2
Initial deposit	10000.00
Total net profit	-1874.85	Gross profit	2440.20	Gross loss	-4315.05
Profit factor	0.57	Expected payoff	-66.96
Absolute drawdown	3296.27	Maximal drawdown	3495.17 (34.27%)	Relative drawdown	34.27% (3495.17)
Total trades	28	Short positions (won %)	15 (46.67%)	Long positions (won %)	13 (30.77%)
		Profit trades (% of total)	11 (39.29%)	Loss trades (% of total)	17 (60.71%)
Largest		profit trade	768.04	loss trade	-666.42
Average		profit trade	221.84	loss trade	-253.83
Maximum		consecutive wins (profit in money)	3 (1333.44)	consecutive losses (loss in money)	7 (-1987.80)
Maximal		consecutive profit (count of wins)	1333.44 (3)	consecutive loss (count of losses)	-1987.80 (7)
Average		consecutive wins	1	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 16:00	sell	1	1.00	1.04277	1.05293	1.01259
2	2009.12.02 12:00	modify	1	1.00	1.04277	1.04648	1.03888
3	2009.12.02 12:32	s/l	1	1.00	1.04648	1.04648	1.03888	-354.54	9645.46
4	2009.12.02 20:00	buy	2	1.00	1.04911	1.04419	1.06266
5	2009.12.03 00:00	modify	2	1.00	1.04911	1.04921	1.06266
6	2009.12.03 00:16	s/l	2	1.00	1.04921	1.04921	1.06266	6.43	9651.88
7	2009.12.03 04:00	sell	3	1.00	1.04888	1.05054	1.04443
8	2009.12.03 06:15	s/l	3	1.00	1.05054	1.05054	1.04443	-158.01	9493.87
9	2009.12.03 08:00	sell	4	1.00	1.04819	1.04985	1.04374
10	2009.12.03 11:20	s/l	4	1.00	1.04985	1.04985	1.04374	-158.10	9335.77
11	2009.12.03 16:00	buy	5	1.00	1.05562	1.05370	1.06008
12	2009.12.03 17:10	s/l	5	1.00	1.05370	1.05370	1.06008	-182.31	9153.46
13	2009.12.03 20:00	sell	6	1.00	1.05214	1.05480	1.04461
14	2009.12.03 21:50	s/l	6	1.00	1.05480	1.05480	1.04461	-252.07	8901.39
15	2009.12.04 20:00	buy	7	1.00	1.05710	1.05238	1.07011
16	2009.12.07 04:00	close	7	1.00	1.05434	1.05238	1.07011	-262.81	8638.58
17	2009.12.07 04:00	sell	8	1.00	1.05434	1.05760	1.04514
18	2009.12.07 09:10	s/l	8	1.00	1.05760	1.05760	1.04514	-308.08	8330.50
19	2009.12.07 12:00	buy	9	1.00	1.06136	1.05434	1.08124
20	2009.12.07 14:46	s/l	9	1.00	1.05434	1.05434	1.08124	-666.42	7664.08
21	2009.12.08 00:00	buy	10	1.00	1.05144	1.04832	1.05958
22	2009.12.08 15:45	t/p	10	1.00	1.05958	1.04832	1.05958	768.04	8432.12
23	2009.12.09 08:00	buy	11	1.00	1.06480	1.06318	1.06857
24	2009.12.09 08:20	s/l	11	1.00	1.06318	1.06318	1.06857	-152.45	8279.67
25	2009.12.10 12:00	sell	12	1.00	1.05119	1.05295	1.04663
26	2009.12.10 16:00	modify	12	1.00	1.05119	1.05109	1.04663
27	2009.12.10 16:10	s/l	12	1.00	1.05109	1.05109	1.04663	9.51	8289.18
28	2009.12.11 08:00	buy	13	1.00	1.05242	1.05060	1.05666
29	2009.12.11 09:20	s/l	13	1.00	1.05060	1.05060	1.05666	-173.32	8115.86
30	2009.12.14 12:00	buy	14	1.00	1.06465	1.05943	1.07930
31	2009.12.14 17:20	s/l	14	1.00	1.05943	1.05943	1.07930	-493.02	7622.84
32	2009.12.15 08:00	buy	15	1.00	1.05672	1.05560	1.05885
33	2009.12.15 08:16	s/l	15	1.00	1.05560	1.05560	1.05885	-106.14	7516.70
34	2009.12.16 04:00	sell	16	1.00	1.06063	1.06209	1.05676
35	2009.12.16 06:15	s/l	16	1.00	1.06209	1.06209	1.05676	-137.47	7379.23
36	2009.12.17 04:00	buy	17	1.00	1.06655	1.06383	1.07357
37	2009.12.17 08:00	modify	17	1.00	1.06655	1.06665	1.07357
38	2009.12.17 08:50	s/l	17	1.00	1.06665	1.06665	1.07357	9.39	7388.62
39	2009.12.17 12:00	buy	18	1.00	1.07330	1.06188	1.10656
40	2009.12.18 00:00	modify	18	1.00	1.07330	1.06832	1.07729
41	2009.12.18 03:03	s/l	18	1.00	1.06832	1.06832	1.07729	-467.62	6921.00
42	2009.12.18 12:00	sell	19	1.00	1.06547	1.06983	1.05278
43	2009.12.18 16:00	modify	19	1.00	1.06547	1.06537	1.05278
44	2009.12.18 16:15	s/l	19	1.00	1.06537	1.06537	1.05278	9.39	6930.39
45	2009.12.21 12:00	sell	20	1.00	1.06281	1.06517	1.05616
46	2009.12.21 13:45	t/p	20	1.00	1.05616	1.06517	1.05616	629.76	7560.15
47	2009.12.23 12:00	sell	21	1.00	1.05541	1.05877	1.04602
48	2009.12.23 16:00	modify	21	1.00	1.05541	1.05531	1.04602
49	2009.12.24 08:00	close	21	1.00	1.04813	1.05531	1.04602	694.29	8254.43
50	2009.12.28 04:00	sell	22	1.00	1.04630	1.04766	1.04293
51	2009.12.28 07:37	s/l	22	1.00	1.04766	1.04766	1.04293	-129.80	8124.63
52	2009.12.28 16:00	sell	23	1.00	1.04584	1.04780	1.04044
53	2009.12.28 20:00	modify	23	1.00	1.04584	1.04574	1.04044
54	2009.12.29 04:00	close	23	1.00	1.04446	1.04574	1.04044	132.04	8256.67
55	2009.12.29 04:00	buy	24	1.00	1.04446	1.04364	1.04561
56	2009.12.29 04:46	s/l	24	1.00	1.04364	1.04364	1.04561	-78.58	8178.09
57	2009.12.29 08:00	sell	25	1.00	1.04276	1.04352	1.04107
58	2009.12.29 09:40	t/p	25	1.00	1.04107	1.04352	1.04107	162.34	8340.43
59	2009.12.30 12:00	sell	26	1.00	1.04725	1.04971	1.04051
60	2009.12.30 12:50	s/l	26	1.00	1.04971	1.04971	1.04051	-234.30	8106.13
61	2009.12.30 16:00	buy	27	1.00	1.05343	1.04801	1.06844
62	2009.12.30 20:00	modify	27	1.00	1.05343	1.05353	1.06844
63	2009.12.30 20:07	s/l	27	1.00	1.05353	1.05353	1.06844	9.49	8115.62
64	2009.12.31 08:00	sell	28	1.00	1.04964	1.05300	1.03998
65	2009.12.31 12:00	modify	28	1.00	1.04964	1.04954	1.03998
66	2009.12.31 13:10	s/l	28	1.00	1.04954	1.04954	1.03998	9.53	8125.15