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		Lots=0.1; TakeProfit=30; MaximumRisk=0.02; DecreaseFactor=3; MovingPeriod=25; MovingShift=5;
Bars in test	1515	Ticks modelled	13777	Modelling quality	n/a
Mismatched charts errors	2
Initial deposit	10000.00
Total net profit	-582.86	Gross profit	73.90	Gross loss	-656.76
Profit factor	0.11	Expected payoff	-20.82
Absolute drawdown	631.76	Maximal drawdown	634.24 (6.34%)	Relative drawdown	6.34% (634.24)
Total trades	28	Short positions (won %)	10 (60.00%)	Long positions (won %)	18 (50.00%)
		Profit trades (% of total)	15 (53.57%)	Loss trades (% of total)	13 (46.43%)
Largest		profit trade	5.75	loss trade	-149.98
Average		profit trade	4.93	loss trade	-50.52
Maximum		consecutive wins (profit in money)	3 (14.24)	consecutive losses (loss in money)	3 (-83.19)
Maximal		consecutive profit (count of wins)	14.24 (3)	consecutive loss (count of losses)	-149.98 (1)
Average		consecutive wins	2	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.02 13:00	buy	1	0.20	1.04651	0.00000	1.04681
2	2009.12.02 14:00	close	1	0.20	1.04487	0.00000	1.04681	-31.39	9968.61
3	2009.12.03 09:00	sell	2	0.20	1.04633	0.00000	1.04603
4	2009.12.03 10:00	close	2	0.20	1.04827	0.00000	1.04603	-37.01	9931.60
5	2009.12.03 11:00	buy	3	0.10	1.04957	0.00000	1.04987
6	2009.12.03 11:33	t/p	3	0.10	1.04987	0.00000	1.04987	2.86	9934.46
7	2009.12.04 13:00	sell	4	0.20	1.05225	0.00000	1.05195
8	2009.12.04 13:03	t/p	4	0.20	1.05195	0.00000	1.05195	5.71	9940.17
9	2009.12.04 20:00	buy	5	0.20	1.05760	0.00000	1.05790
10	2009.12.04 20:20	t/p	5	0.20	1.05790	0.00000	1.05790	5.67	9945.84
11	2009.12.07 04:00	sell	6	0.20	1.05434	0.00000	1.05404
12	2009.12.07 05:00	close	6	0.20	1.05553	0.00000	1.05404	-22.55	9923.29
13	2009.12.07 08:00	sell	7	0.20	1.05404	0.00000	1.05374
14	2009.12.07 09:00	close	7	0.20	1.05550	0.00000	1.05374	-27.66	9895.63
15	2009.12.08 09:00	buy	8	0.10	1.05578	0.00000	1.05608
16	2009.12.08 10:00	close	8	0.10	1.05231	0.00000	1.05608	-32.98	9862.65
17	2009.12.08 13:00	buy	9	0.10	1.05511	0.00000	1.05541
18	2009.12.08 14:10	t/p	9	0.10	1.05541	0.00000	1.05541	2.84	9865.49
19	2009.12.09 14:00	buy	10	0.20	1.06140	0.00000	1.06170
20	2009.12.09 15:15	t/p	10	0.20	1.06170	0.00000	1.06170	5.65	9871.14
21	2009.12.09 16:00	buy	11	0.20	1.06269	0.00000	1.06299
22	2009.12.09 17:00	close	11	0.20	1.05478	0.00000	1.06299	-149.98	9721.16
23	2009.12.11 16:00	buy	12	0.20	1.05314	0.00000	1.05344
24	2009.12.11 16:10	t/p	12	0.20	1.05344	0.00000	1.05344	5.70	9726.86
25	2009.12.15 10:00	buy	13	0.20	1.06258	0.00000	1.06288
26	2009.12.15 10:20	t/p	13	0.20	1.06288	0.00000	1.06288	5.65	9732.51
27	2009.12.15 17:00	sell	14	0.20	1.05977	0.00000	1.05947
28	2009.12.15 18:00	close	14	0.20	1.06273	0.00000	1.05947	-55.71	9676.80
29	2009.12.16 10:00	sell	15	0.20	1.05972	0.00000	1.05942
30	2009.12.16 10:20	t/p	15	0.20	1.05942	0.00000	1.05942	5.66	9682.46
31	2009.12.16 12:00	buy	16	0.20	1.06252	0.00000	1.06282
32	2009.12.16 13:00	close	16	0.20	1.06004	0.00000	1.06282	-46.79	9635.67
33	2009.12.16 21:00	buy	17	0.20	1.06357	0.00000	1.06387
34	2009.12.16 22:00	close	17	0.20	1.06054	0.00000	1.06387	-57.14	9578.53
35	2009.12.18 04:00	sell	18	0.10	1.06684	0.00000	1.06654
36	2009.12.18 04:50	t/p	18	0.10	1.06654	0.00000	1.06654	2.81	9581.34
37	2009.12.21 02:00	buy	19	0.20	1.06814	0.00000	1.06844
38	2009.12.21 04:00	close	19	0.20	1.06681	0.00000	1.06844	-24.93	9556.41
39	2009.12.21 07:00	buy	20	0.20	1.06758	0.00000	1.06788
40	2009.12.21 08:00	close	20	0.20	1.06627	0.00000	1.06788	-24.57	9531.84
41	2009.12.21 09:00	buy	21	0.10	1.06866	0.00000	1.06896
42	2009.12.21 09:20	t/p	21	0.10	1.06896	0.00000	1.06896	2.80	9534.64
43	2009.12.21 11:00	sell	22	0.20	1.06524	0.00000	1.06494
44	2009.12.21 11:15	t/p	22	0.20	1.06494	0.00000	1.06494	5.64	9540.28
45	2009.12.22 17:00	buy	23	0.20	1.06074	0.00000	1.06104
46	2009.12.22 18:00	close	23	0.20	1.05524	0.00000	1.06104	-104.24	9436.04
47	2009.12.28 01:00	buy	24	0.20	1.04883	0.00000	1.04913
48	2009.12.28 01:16	t/p	24	0.20	1.04913	0.00000	1.04913	5.71	9441.75
49	2009.12.28 03:00	sell	25	0.20	1.04765	0.00000	1.04735
50	2009.12.28 03:45	t/p	25	0.20	1.04735	0.00000	1.04735	5.73	9447.48
51	2009.12.28 09:00	buy	26	0.20	1.04984	0.00000	1.05014
52	2009.12.28 13:00	close	26	0.20	1.04765	0.00000	1.05014	-41.81	9405.67
53	2009.12.29 21:00	buy	27	0.20	1.04383	0.00000	1.04413
54	2009.12.29 21:50	t/p	27	0.20	1.04413	0.00000	1.04413	5.75	9411.42
55	2009.12.31 08:00	sell	28	0.20	1.04964	0.00000	1.04934
56	2009.12.31 09:20	t/p	28	0.20	1.04934	0.00000	1.04934	5.72	9417.14