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; TrailingStop=20; ProfitTarget=100; Slippage=3;
Bars in test	1515	Ticks modelled	13777	Modelling quality	n/a
Mismatched charts errors	2
Initial deposit	10000.00
Total net profit	232.50	Gross profit	855.71	Gross loss	-623.20
Profit factor	1.37	Expected payoff	8.02
Absolute drawdown	154.73	Maximal drawdown	426.56 (4.15%)	Relative drawdown	4.15% (426.56)
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	127.53	loss trade	-132.51
Average		profit trade	50.34	loss trade	-51.93
Maximum		consecutive wins (profit in money)	6 (224.72)	consecutive losses (loss in money)	4 (-357.83)
Maximal		consecutive profit (count of wins)	249.77 (3)	consecutive loss (count of losses)	-357.83 (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	0.10	1.05391	0.00000	0.00000
2	2009.12.02 03:00	close	1	0.10	1.04664	0.00000	0.00000	69.42	10069.42
3	2009.12.02 03:05	buy	2	0.10	1.04624	0.00000	0.00000
4	2009.12.04 09:00	close	2	0.10	1.05421	0.00000	0.00000	75.34	10144.76
5	2009.12.04 09:02	sell	3	0.10	1.05438	0.00000	0.00000
6	2009.12.04 15:00	close	3	0.10	1.04906	0.00000	0.00000	50.71	10195.47
7	2009.12.04 15:02	buy	4	0.10	1.05138	0.00000	0.00000
8	2009.12.07 07:00	close	4	0.10	1.05572	0.00000	0.00000	41.04	10236.51
9	2009.12.07 07:02	sell	5	0.10	1.05562	0.00000	0.00000
10	2009.12.07 13:00	close	5	0.10	1.06296	0.00000	0.00000	-69.05	10167.46
11	2009.12.07 13:02	buy	6	0.10	1.06315	0.00000	0.00000
12	2009.12.07 19:00	close	6	0.10	1.04978	0.00000	0.00000	-127.36	10040.10
13	2009.12.07 19:02	sell	7	0.10	1.04986	0.00000	0.00000
14	2009.12.09 02:00	close	7	0.10	1.06395	0.00000	0.00000	-132.51	9907.60
15	2009.12.09 02:02	buy	8	0.10	1.06485	0.00000	0.00000
16	2009.12.09 07:00	close	8	0.10	1.06178	0.00000	0.00000	-28.91	9878.69
17	2009.12.09 07:03	sell	9	0.10	1.06155	0.00000	0.00000
18	2009.12.09 23:00	close	9	0.10	1.05494	0.00000	0.00000	62.66	9941.35
19	2009.12.09 23:03	buy	10	0.10	1.05492	0.00000	0.00000
20	2009.12.10 05:00	close	10	0.10	1.05541	0.00000	0.00000	4.44	9945.79
21	2009.12.10 05:02	sell	11	0.10	1.05546	0.00000	0.00000
22	2009.12.10 18:00	close	11	0.10	1.05213	0.00000	0.00000	31.65	9977.44
23	2009.12.10 18:02	buy	12	0.10	1.05212	0.00000	0.00000
24	2009.12.14 06:00	close	12	0.10	1.05931	0.00000	0.00000	67.74	10045.18
25	2009.12.14 06:05	sell	13	0.10	1.05863	0.00000	0.00000
26	2009.12.15 07:00	close	13	0.10	1.05681	0.00000	0.00000	17.18	10062.36
27	2009.12.15 07:02	buy	14	0.10	1.05618	0.00000	0.00000
28	2009.12.16 01:00	close	14	0.10	1.06054	0.00000	0.00000	41.04	10103.41
29	2009.12.16 01:02	sell	15	0.10	1.06063	0.00000	0.00000
30	2009.12.16 09:00	close	15	0.10	1.06234	0.00000	0.00000	-16.10	10087.31
31	2009.12.16 09:03	buy	16	0.10	1.06179	0.00000	0.00000
32	2009.12.16 13:00	close	16	0.10	1.06004	0.00000	0.00000	-16.51	10070.80
33	2009.12.16 13:02	sell	17	0.10	1.06009	0.00000	0.00000
34	2009.12.16 21:00	close	17	0.10	1.06330	0.00000	0.00000	-30.19	10040.61
35	2009.12.16 21:02	buy	18	0.10	1.06385	0.00000	0.00000
36	2009.12.18 00:00	close	18	0.10	1.07068	0.00000	0.00000	63.53	10104.13
37	2009.12.18 00:03	sell	19	0.10	1.07072	0.00000	0.00000
38	2009.12.18 15:00	close	19	0.10	1.06712	0.00000	0.00000	33.74	10137.87
39	2009.12.18 15:02	buy	20	0.10	1.06752	0.00000	0.00000
40	2009.12.21 03:00	close	20	0.10	1.06732	0.00000	0.00000	-1.94	10135.94
41	2009.12.21 03:02	sell	21	0.10	1.06746	0.00000	0.00000
42	2009.12.21 10:00	close	21	0.10	1.06977	0.00000	0.00000	-21.59	10114.35
43	2009.12.21 10:02	buy	22	0.10	1.06996	0.00000	0.00000
44	2009.12.22 09:00	close	22	0.10	1.06007	0.00000	0.00000	-93.37	10020.98
45	2009.12.22 09:02	sell	23	0.10	1.05997	0.00000	0.00000
46	2009.12.22 13:00	close	23	0.10	1.05834	0.00000	0.00000	15.40	10036.38
47	2009.12.22 13:02	buy	24	0.10	1.05861	0.00000	0.00000
48	2009.12.23 15:00	close	24	0.10	1.05148	0.00000	0.00000	-67.88	9968.51
49	2009.12.23 15:02	sell	25	0.10	1.05150	0.00000	0.00000
50	2009.12.24 16:00	close	25	0.10	1.04813	0.00000	0.00000	32.04	10000.54
51	2009.12.24 16:02	buy	26	0.10	1.04850	0.00000	0.00000
52	2009.12.28 08:00	close	26	0.10	1.04665	0.00000	0.00000	-17.81	9982.73
53	2009.12.28 08:03	sell	27	0.10	1.04672	0.00000	0.00000
54	2009.12.29 17:00	close	27	0.10	1.04192	0.00000	0.00000	46.03	10028.76
55	2009.12.29 17:02	buy	28	0.10	1.04139	0.00000	0.00000
56	2009.12.30 19:00	close	28	0.10	1.05485	0.00000	0.00000	127.53	10156.30
57	2009.12.30 19:02	sell	29	0.10	1.05483	0.00000	0.00000
58	2009.12.31 18:57	close at stop	29	0.10	1.04684	0.00000	0.00000	76.21	10232.50