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		UsePct=0; MaxLots=100;
Bars in test	1515	Ticks modelled	13777	Modelling quality	n/a
Mismatched charts errors	2
Initial deposit	10000.00
Total net profit	1584.03	Gross profit	8121.04	Gross loss	-6537.01
Profit factor	1.24	Expected payoff	54.62
Absolute drawdown	1777.09	Maximal drawdown	4392.47 (34.82%)	Relative drawdown	34.82% (4392.47)
Total trades	29	Short positions (won %)	15 (66.67%)	Long positions (won %)	14 (50.00%)
		Profit trades (% of total)	17 (58.62%)	Loss trades (% of total)	12 (41.38%)
Largest		profit trade	1249.75	loss trade	-1350.10
Average		profit trade	477.71	loss trade	-544.75
Maximum		consecutive wins (profit in money)	6 (2093.65)	consecutive losses (loss in money)	4 (-3679.73)
Maximal		consecutive profit (count of wins)	2420.18 (3)	consecutive loss (count of losses)	-3679.73 (4)
Average		consecutive wins	3	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 01:00	sell	1	1.00	1.05391	0.00000	0.00000
2	2009.12.02 03:00	close	1	1.00	1.04691	0.00000	0.00000	668.25	10668.25
3	2009.12.02 03:05	buy	2	1.00	1.04651	0.00000	0.00000
4	2009.12.04 09:00	close	2	1.00	1.05421	0.00000	0.00000	727.77	11396.02
5	2009.12.04 09:02	sell	3	1.00	1.05438	0.00000	0.00000
6	2009.12.04 15:00	close	3	1.00	1.04933	0.00000	0.00000	481.26	11877.28
7	2009.12.04 15:02	buy	4	1.00	1.05165	0.00000	0.00000
8	2009.12.07 07:00	close	4	1.00	1.05572	0.00000	0.00000	384.86	12262.14
9	2009.12.07 07:02	sell	5	1.00	1.05562	0.00000	0.00000
10	2009.12.07 13:00	close	5	1.00	1.06323	0.00000	0.00000	-715.74	11546.40
11	2009.12.07 13:02	buy	6	1.00	1.06342	0.00000	0.00000
12	2009.12.07 19:00	close	6	1.00	1.04978	0.00000	0.00000	-1299.32	10247.08
13	2009.12.07 19:02	sell	7	1.00	1.04986	0.00000	0.00000
14	2009.12.09 02:00	close	7	1.00	1.06422	0.00000	0.00000	-1350.10	8896.98
15	2009.12.09 02:02	buy	8	1.00	1.06512	0.00000	0.00000
16	2009.12.09 07:00	close	8	1.00	1.06178	0.00000	0.00000	-314.57	8582.41
17	2009.12.09 07:03	sell	9	1.00	1.06155	0.00000	0.00000
18	2009.12.09 23:00	close	9	1.00	1.05521	0.00000	0.00000	600.83	9183.24
19	2009.12.09 23:03	buy	10	1.00	1.05519	0.00000	0.00000
20	2009.12.10 05:00	close	10	1.00	1.05541	0.00000	0.00000	18.87	9202.11
21	2009.12.10 05:02	sell	11	1.00	1.05546	0.00000	0.00000
22	2009.12.10 18:00	close	11	1.00	1.05240	0.00000	0.00000	290.76	9492.87
23	2009.12.10 18:02	buy	12	1.00	1.05239	0.00000	0.00000
24	2009.12.14 06:00	close	12	1.00	1.05931	0.00000	0.00000	651.94	10144.81
25	2009.12.14 06:05	sell	13	1.00	1.05863	0.00000	0.00000
26	2009.12.15 07:00	close	13	1.00	1.05708	0.00000	0.00000	146.25	10291.07
27	2009.12.15 07:02	buy	14	1.00	1.05645	0.00000	0.00000
28	2009.12.16 01:00	close	14	1.00	1.06054	0.00000	0.00000	384.99	10676.06
29	2009.12.16 01:02	sell	15	1.00	1.06063	0.00000	0.00000
30	2009.12.16 09:00	close	15	1.00	1.06261	0.00000	0.00000	-186.33	10489.73
31	2009.12.16 09:03	buy	16	1.00	1.06206	0.00000	0.00000
32	2009.12.16 13:00	close	16	1.00	1.06004	0.00000	0.00000	-190.56	10299.17
33	2009.12.16 13:02	sell	17	1.00	1.06009	0.00000	0.00000
34	2009.12.16 21:00	close	17	1.00	1.06357	0.00000	0.00000	-327.20	9971.97
35	2009.12.16 21:02	buy	18	1.00	1.06412	0.00000	0.00000
36	2009.12.18 00:00	close	18	1.00	1.07068	0.00000	0.00000	610.06	10582.03
37	2009.12.18 00:03	sell	19	1.00	1.07072	0.00000	0.00000
38	2009.12.18 15:00	close	19	1.00	1.06739	0.00000	0.00000	311.98	10894.01
39	2009.12.18 15:02	buy	20	1.00	1.06779	0.00000	0.00000
40	2009.12.21 03:00	close	20	1.00	1.06732	0.00000	0.00000	-44.70	10849.31
41	2009.12.21 03:02	sell	21	1.00	1.06746	0.00000	0.00000
42	2009.12.21 10:00	close	21	1.00	1.07004	0.00000	0.00000	-241.11	10608.20
43	2009.12.21 10:02	buy	22	1.00	1.07023	0.00000	0.00000
44	2009.12.22 09:00	close	22	1.00	1.06007	0.00000	0.00000	-959.09	9649.11
45	2009.12.22 09:02	sell	23	1.00	1.05997	0.00000	0.00000
46	2009.12.22 13:00	close	23	1.00	1.05861	0.00000	0.00000	128.47	9777.58
47	2009.12.22 13:02	buy	24	1.00	1.05888	0.00000	0.00000
48	2009.12.23 15:00	close	24	1.00	1.05148	0.00000	0.00000	-704.43	9073.15
49	2009.12.23 15:02	sell	25	1.00	1.05150	0.00000	0.00000
50	2009.12.24 16:00	close	25	1.00	1.04840	0.00000	0.00000	294.56	9367.71
51	2009.12.24 16:02	buy	26	1.00	1.04877	0.00000	0.00000
52	2009.12.28 08:00	close	26	1.00	1.04665	0.00000	0.00000	-203.87	9163.85
53	2009.12.28 08:03	sell	27	1.00	1.04672	0.00000	0.00000
54	2009.12.29 17:00	close	27	1.00	1.04219	0.00000	0.00000	434.28	9598.13
55	2009.12.29 17:02	buy	28	1.00	1.04166	0.00000	0.00000
56	2009.12.30 19:00	close	28	1.00	1.05485	0.00000	0.00000	1249.75	10847.88
57	2009.12.30 19:02	sell	29	1.00	1.05483	0.00000	0.00000
58	2009.12.31 18:57	close at stop	29	1.00	1.04711	0.00000	0.00000	736.14	11584.03