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		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	0.39	Gross profit	371.63	Gross loss	-371.24
Profit factor	1.00	Expected payoff	0.02
Absolute drawdown	273.94	Maximal drawdown	415.99 (4.10%)	Relative drawdown	4.10% (415.99)
Total trades	17	Short positions (won %)	9 (55.56%)	Long positions (won %)	8 (37.50%)
		Profit trades (% of total)	8 (47.06%)	Loss trades (% of total)	9 (52.94%)
Largest		profit trade	135.30	loss trade	-104.01
Average		profit trade	46.45	loss trade	-41.25
Maximum		consecutive wins (profit in money)	3 (214.78)	consecutive losses (loss in money)	4 (-178.95)
Maximal		consecutive profit (count of wins)	214.78 (3)	consecutive loss (count of losses)	-178.95 (4)
Average		consecutive wins	2	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 00:00	sell	1	0.10	1.05597	0.00000	0.00000
2	2009.12.02 19:00	close	1	0.10	1.04996	0.00000	0.00000	57.23	10057.23
3	2009.12.02 19:00	buy	2	0.10	1.04996	0.00000	0.00000
4	2009.12.04 14:00	close	2	0.10	1.04658	0.00000	0.00000	-32.71	10024.52
5	2009.12.04 14:00	sell	3	0.10	1.04658	0.00000	0.00000
6	2009.12.04 20:00	close	3	0.10	1.05758	0.00000	0.00000	-104.01	9920.51
7	2009.12.04 20:00	buy	4	0.10	1.05758	0.00000	0.00000
8	2009.12.07 15:00	close	4	0.10	1.05543	0.00000	0.00000	-20.47	9900.03
9	2009.12.07 15:00	sell	5	0.10	1.05543	0.00000	0.00000
10	2009.12.08 15:00	close	5	0.10	1.05773	0.00000	0.00000	-21.75	9878.28
11	2009.12.08 15:00	buy	6	0.10	1.05773	0.00000	0.00000
12	2009.12.09 12:00	close	6	0.10	1.05987	0.00000	0.00000	20.09	9898.37
13	2009.12.09 12:00	sell	7	0.10	1.05987	0.00000	0.00000
14	2009.12.11 18:00	close	7	0.10	1.05896	0.00000	0.00000	8.55	9906.92
15	2009.12.11 18:00	buy	8	0.10	1.05896	0.00000	0.00000
16	2009.12.14 18:00	close	8	0.10	1.05892	0.00000	0.00000	-0.48	9906.44
17	2009.12.14 18:00	sell	9	0.10	1.05892	0.00000	0.00000
18	2009.12.15 12:00	close	9	0.10	1.06332	0.00000	0.00000	-41.39	9865.05
19	2009.12.15 12:00	buy	10	0.10	1.06332	0.00000	0.00000
20	2009.12.16 18:00	close	10	0.10	1.05777	0.00000	0.00000	-52.57	9812.48
21	2009.12.16 18:00	sell	11	0.10	1.05777	0.00000	0.00000
22	2009.12.16 21:00	close	11	0.10	1.06355	0.00000	0.00000	-54.35	9758.13
23	2009.12.16 21:00	buy	12	0.10	1.06355	0.00000	0.00000
24	2009.12.18 04:00	close	12	0.10	1.06684	0.00000	0.00000	30.43	9788.55
25	2009.12.18 04:00	sell	13	0.10	1.06684	0.00000	0.00000
26	2009.12.21 20:00	close	13	0.10	1.06253	0.00000	0.00000	40.55	9829.10
27	2009.12.21 20:00	buy	14	0.10	1.06253	0.00000	0.00000
28	2009.12.22 11:00	close	14	0.10	1.05794	0.00000	0.00000	-43.49	9785.61
29	2009.12.22 11:00	sell	15	0.10	1.05794	0.00000	0.00000
30	2009.12.29 21:00	close	15	0.10	1.04381	0.00000	0.00000	135.30	9920.91
31	2009.12.29 21:00	buy	16	0.10	1.04381	0.00000	0.00000
32	2009.12.31 08:00	close	16	0.10	1.04964	0.00000	0.00000	55.13	9976.04
33	2009.12.31 08:00	sell	17	0.10	1.04964	0.00000	0.00000
34	2009.12.31 18:57	close at stop	17	0.10	1.04709	0.00000	0.00000	24.35	10000.39