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		x="Íàñòðîéêè öåíîâûõ EMA:"; perema1=13; perema2=21; persma3=55; x1="Íàñòðîéêè MACD:"; lowema4=5; fastema4=200; x2="Íàñòðîéêè MACD Bolinger:"; bbper=20; bbotcl=1; x3="Íàñòðîéêè MACD SMA:"; smaper=3; x4="Íàñòðîéêè RSI:"; rsiper=21; rsiur=50; x5="Íàñòðîéêè ñèëû äâèæåíèÿ:"; sila=100; x6="Íàñòðîéêè ParabolicSar:"; step=0.02; maximum=0.2; x7="Íàñòðîéêè âûáîðà StopLoss:"; StopLossParabolic=false; StopLossEMA=true; otstup=0; x8="Íàñòðîéêè âûáîðà TakeProfit:"; TakeProfitParabolic=true; TakeProfitRSI=true; rsitpurbuy=65; rsitpursell=35;
Bars in test	1515	Ticks modelled	13777	Modelling quality	n/a
Mismatched charts errors	2
Initial deposit	10000.00
Total net profit	-193.58	Gross profit	80.91	Gross loss	-274.48
Profit factor	0.29	Expected payoff	-12.91
Absolute drawdown	314.53	Maximal drawdown	348.05 (3.47%)	Relative drawdown	3.47% (348.05)
Total trades	15	Short positions (won %)	7 (42.86%)	Long positions (won %)	8 (12.50%)
		Profit trades (% of total)	4 (26.67%)	Loss trades (% of total)	11 (73.33%)
Largest		profit trade	70.10	loss trade	-52.50
Average		profit trade	20.23	loss trade	-24.95
Maximum		consecutive wins (profit in money)	2 (73.41)	consecutive losses (loss in money)	4 (-144.78)
Maximal		consecutive profit (count of wins)	73.41 (2)	consecutive loss (count of losses)	-144.78 (4)
Average		consecutive wins	1	consecutive losses	4

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 03:00	sell	1	0.10	1.05607	1.05780	0.00000
2	2009.12.01 06:20	s/l	1	0.10	1.05780	1.05780	0.00000	-16.35	9983.65
3	2009.12.04 17:00	sell	2	0.10	1.04999	1.05190	0.00000
4	2009.12.04 17:20	s/l	2	0.10	1.05190	1.05190	0.00000	-18.14	9965.51
5	2009.12.04 17:27	sell	3	0.10	1.05036	1.05190	0.00000
6	2009.12.04 17:27	s/l	3	0.10	1.05190	1.05190	0.00000	-14.63	9950.88
7	2009.12.07 02:00	buy	4	0.10	1.05606	1.05290	0.00000
8	2009.12.07 15:20	close	4	0.05	1.05688	1.05290	0.00000	3.88	9954.76
9	2009.12.07 15:20	buy	5	0.05	1.05606	1.05290	0.00000
10	2009.12.07 16:35	s/l	5	0.05	1.05290	1.05290	0.00000	-15.00	9939.76
11	2009.12.09 16:00	buy	6	0.10	1.06267	1.05850	0.00000
12	2009.12.09 16:20	s/l	6	0.10	1.05850	1.05850	0.00000	-39.40	9900.36
13	2009.12.09 16:22	buy	7	0.10	1.05973	1.05850	0.00000
14	2009.12.09 16:27	s/l	7	0.10	1.05850	1.05850	0.00000	-11.62	9888.74
15	2009.12.09 16:32	buy	8	0.10	1.06004	1.05850	0.00000
16	2009.12.09 16:40	s/l	8	0.10	1.05850	1.05850	0.00000	-14.56	9874.18
17	2009.12.10 17:00	sell	9	0.10	1.05168	1.05560	0.00000
18	2009.12.10 20:20	close	9	0.05	1.05092	1.05560	0.00000	3.62	9877.80
19	2009.12.10 20:20	sell	10	0.05	1.05168	1.05560	0.00000
20	2009.12.11 16:15	s/l	10	0.05	1.05560	1.05560	0.00000	-18.56	9859.24
21	2009.12.14 16:00	buy	11	0.10	1.06305	1.05750	0.00000
22	2009.12.14 18:16	s/l	11	0.10	1.05750	1.05750	0.00000	-52.50	9806.74
23	2009.12.15 15:00	buy	12	0.10	1.06147	1.05870	0.00000
24	2009.12.15 15:20	s/l	12	0.10	1.05870	1.05870	0.00000	-26.18	9780.56
25	2009.12.18 01:00	buy	13	0.10	1.07076	1.06570	0.00000
26	2009.12.18 03:16	s/l	13	0.10	1.06570	1.06570	0.00000	-47.54	9733.02
27	2009.12.21 18:00	sell	14	0.10	1.05899	1.06450	0.00000
28	2009.12.22 09:32	close	14	0.05	1.05829	1.06450	0.00000	3.31	9736.32
29	2009.12.22 09:32	sell	15	0.05	1.05899	1.06450	0.00000
30	2009.12.29 22:00	close	15	0.05	1.04434	1.06450	0.00000	70.10	9806.42