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; MaximumRisk=0.02; DecreaseFactor=3; MovingPeriod=12; MovingShift=6; PeriodWATR=10; Kwatr=1; highlow=0; cbars=1000; from=0; maP=50; lots=0.1; SMAspread=0; StopLoss=0; Slippage=4;
Bars in test	1515	Ticks modelled	13777	Modelling quality	n/a
Mismatched charts errors	2
Initial deposit	10000.00
Total net profit	99.49	Gross profit	457.05	Gross loss	-357.56
Profit factor	1.28	Expected payoff	4.97
Absolute drawdown	199.41	Maximal drawdown	240.21 (2.35%)	Relative drawdown	2.35% (240.21)
Total trades	20	Short positions (won %)	13 (38.46%)	Long positions (won %)	7 (42.86%)
		Profit trades (% of total)	8 (40.00%)	Loss trades (% of total)	12 (60.00%)
Largest		profit trade	137.20	loss trade	-57.75
Average		profit trade	57.13	loss trade	-29.80
Maximum		consecutive wins (profit in money)	3 (214.28)	consecutive losses (loss in money)	5 (-113.82)
Maximal		consecutive profit (count of wins)	214.28 (3)	consecutive loss (count of losses)	-113.82 (5)
Average		consecutive wins	2	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.02 07:00	sell	1	0.20	1.04447	0.00000	0.00000
2	2009.12.02 09:00	close	1	0.20	1.04602	0.00000	0.00000	-29.64	9970.36
3	2009.12.02 10:00	sell	2	0.20	1.04486	0.00000	0.00000
4	2009.12.02 13:00	close	2	0.20	1.04600	0.00000	0.00000	-21.80	9948.56
5	2009.12.02 14:00	sell	3	0.10	1.04487	0.00000	0.00000
6	2009.12.02 15:00	close	3	0.10	1.04789	0.00000	0.00000	-28.82	9919.74
7	2009.12.03 06:00	buy	4	0.10	1.05027	0.00000	0.00000
8	2009.12.03 08:00	close	4	0.10	1.04819	0.00000	0.00000	-19.84	9899.90
9	2009.12.03 13:00	buy	5	0.10	1.05070	0.00000	0.00000
10	2009.12.03 14:00	close	5	0.10	1.04926	0.00000	0.00000	-13.72	9886.18
11	2009.12.04 20:00	buy	6	0.10	1.05709	0.00000	0.00000
12	2009.12.09 10:00	close	6	0.10	1.06207	0.00000	0.00000	46.58	9932.76
13	2009.12.10 08:00	sell	7	0.20	1.05532	0.00000	0.00000
14	2009.12.11 03:00	close	7	0.20	1.05162	0.00000	0.00000	70.35	10003.11
15	2009.12.11 10:00	sell	8	0.20	1.05111	0.00000	0.00000
16	2009.12.11 16:00	close	8	0.20	1.05263	0.00000	0.00000	-28.88	9974.23
17	2009.12.14 08:00	buy	9	0.20	1.05826	0.00000	0.00000
18	2009.12.16 08:00	close	9	0.20	1.06095	0.00000	0.00000	50.30	10024.53
19	2009.12.16 09:00	buy	10	0.20	1.06210	0.00000	0.00000
20	2009.12.16 10:00	close	10	0.20	1.05972	0.00000	0.00000	-44.92	9979.61
21	2009.12.16 12:00	buy	11	0.20	1.06201	0.00000	0.00000
22	2009.12.16 13:00	close	11	0.20	1.06004	0.00000	0.00000	-37.17	9942.44
23	2009.12.16 21:00	buy	12	0.10	1.06306	0.00000	0.00000
24	2009.12.18 01:00	close	12	0.10	1.07012	0.00000	0.00000	65.56	10007.99
25	2009.12.18 19:00	sell	13	0.20	1.06572	0.00000	0.00000
26	2009.12.21 07:00	close	13	0.20	1.06707	0.00000	0.00000	-25.32	9982.68
27	2009.12.21 08:00	sell	14	0.20	1.06627	0.00000	0.00000
28	2009.12.21 09:00	close	14	0.20	1.06815	0.00000	0.00000	-35.20	9947.48
29	2009.12.21 11:00	sell	15	0.10	1.06524	0.00000	0.00000
30	2009.12.23 06:00	close	15	0.10	1.05739	0.00000	0.00000	74.22	10021.70
31	2009.12.23 07:00	sell	16	0.20	1.05629	0.00000	0.00000
32	2009.12.24 06:00	close	16	0.20	1.04909	0.00000	0.00000	137.20	10158.90
33	2009.12.24 07:00	sell	17	0.20	1.04868	0.00000	0.00000
34	2009.12.24 15:00	close	17	0.20	1.04853	0.00000	0.00000	2.86	10161.76
35	2009.12.24 16:00	sell	18	0.20	1.04774	0.00000	0.00000
36	2009.12.24 17:00	close	18	0.20	1.04850	0.00000	0.00000	-14.50	10147.26
37	2009.12.28 04:00	sell	19	0.20	1.04630	0.00000	0.00000
38	2009.12.28 09:00	close	19	0.20	1.04933	0.00000	0.00000	-57.75	10089.51
39	2009.12.28 13:00	sell	20	0.10	1.04765	0.00000	0.00000
40	2009.12.31 18:57	close at stop	20	0.10	1.04660	0.00000	0.00000	9.98	10099.49