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		MAGICNUM=1; Lots=0.1; StopLoss=55; TakeProfit=100; TrailingStop=0; slippage=3; MaximumRisk=7; MaxLot=100; MinLot=1; FixedLot=false; TimeZoneOfData=0; StartHour=2; StartMinute=0; EndHour=23; EndMinute=0; FridayEndHour=21; SecureProfit=10; TrailSecureProfit=16; TradeFriday=1; DontReverse=1; StartYear=2005; StartMonth=6; TradesSet=2; TypeSet=0; ReverseSet=0;
Bars in test	1515	Ticks modelled	13777	Modelling quality	n/a
Mismatched charts errors	2
Initial deposit	10000.00
Total net profit	214.13	Gross profit	417.67	Gross loss	-203.54
Profit factor	2.05	Expected payoff	21.41
Absolute drawdown	68.21	Maximal drawdown	451.52 (4.26%)	Relative drawdown	4.26% (451.52)
Total trades	10	Short positions (won %)	6 (66.67%)	Long positions (won %)	4 (75.00%)
		Profit trades (% of total)	7 (70.00%)	Loss trades (% of total)	3 (30.00%)
Largest		profit trade	123.70	loss trade	-68.21
Average		profit trade	59.67	loss trade	-67.85
Maximum		consecutive wins (profit in money)	7 (417.67)	consecutive losses (loss in money)	2 (-135.33)
Maximal		consecutive profit (count of wins)	417.67 (7)	consecutive loss (count of losses)	-135.33 (2)
Average		consecutive wins	7	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.02 02:00	buy stop	1	1.30	1.04910	1.04855	1.05010
2	2009.12.02 02:02	sell stop	2	1.30	1.03854	1.03909	1.03754
3	2009.12.02 18:20	buy	1	1.30	1.04910	1.04855	1.05010
4	2009.12.02 18:20	delete	2	1.30	1.03854	1.03909	1.03754
5	2009.12.02 18:27	s/l	1	1.30	1.04855	1.04855	1.05010	-68.21	9931.79
6	2009.12.04 02:00	sell stop	3	1.30	1.05221	1.05276	1.05121
7	2009.12.04 02:02	buy stop	4	1.30	1.06027	1.05972	1.06127
8	2009.12.04 13:03	sell	3	1.30	1.05221	1.05276	1.05121
9	2009.12.04 13:03	delete	4	1.30	1.06027	1.05972	1.06127
10	2009.12.04 13:06	t/p	3	1.30	1.05121	1.05276	1.05121	123.70	10055.49
11	2009.12.07 02:00	sell stop	5	1.30	1.05137	1.05192	1.05037
12	2009.12.07 02:02	buy stop	6	1.30	1.06147	1.06092	1.06247
13	2009.12.07 09:40	buy	6	1.30	1.06147	1.06092	1.06247
14	2009.12.07 09:40	delete	5	1.30	1.05137	1.05192	1.05037
15	2009.12.07 09:40	modify	6	1.30	1.06147	1.06157	0.00000
16	2009.12.07 10:20	s/l	6	1.30	1.06157	1.06157	0.00000	12.26	10067.75
17	2009.12.08 02:00	buy stop	7	1.30	1.05650	1.05595	1.05750
18	2009.12.08 02:03	sell stop	8	1.30	1.04613	1.04668	1.04513
19	2009.12.08 14:15	buy	7	1.30	1.05650	1.05595	1.05750
20	2009.12.08 14:15	delete	8	1.30	1.04613	1.04668	1.04513
21	2009.12.08 14:20	t/p	7	1.30	1.05750	1.05595	1.05750	122.90	10190.65
22	2009.12.09 02:00	sell stop	9	1.30	1.05776	1.05831	1.05676
23	2009.12.09 02:02	buy stop	10	1.30	1.06895	1.06840	1.06995
24	2009.12.09 16:45	sell	9	1.30	1.05776	1.05831	1.05676
25	2009.12.09 16:45	delete	10	1.30	1.06895	1.06840	1.06995
26	2009.12.09 16:47	modify	9	1.30	1.05776	1.05766	0.00000
27	2009.12.09 19:16	s/l	9	1.30	1.05766	1.05766	0.00000	12.28	10202.93
28	2009.12.10 02:00	buy stop	11	1.30	1.05868	1.05813	1.05968
29	2009.12.10 02:02	sell stop	12	1.30	1.04938	1.04993	1.04838
30	2009.12.10 14:40	sell	12	1.30	1.04938	1.04993	1.04838
31	2009.12.10 14:40	delete	11	1.30	1.05868	1.05813	1.05968
32	2009.12.10 14:45	modify	12	1.30	1.04938	1.04928	0.00000
33	2009.12.10 15:20	s/l	12	1.30	1.04928	1.04928	0.00000	12.38	10215.31
34	2009.12.14 02:00	sell stop	13	1.30	1.05515	1.05570	1.05415
35	2009.12.14 02:02	buy stop	14	1.30	1.06414	1.06359	1.06514
36	2009.12.14 11:50	buy	14	1.30	1.06414	1.06359	1.06514
37	2009.12.14 11:50	delete	13	1.30	1.05515	1.05570	1.05415
38	2009.12.14 11:50	modify	14	1.30	1.06414	1.06424	0.00000
39	2009.12.14 11:52	s/l	14	1.30	1.06424	1.06424	0.00000	12.22	10227.53
40	2009.12.18 02:00	sell stop	15	1.30	1.06773	1.06828	1.06673
41	2009.12.18 02:02	buy stop	16	1.30	1.07652	1.07597	1.07752
42	2009.12.18 03:03	sell	15	1.30	1.06773	1.06828	1.06673
43	2009.12.18 03:03	delete	16	1.30	1.07652	1.07597	1.07752
44	2009.12.18 03:10	t/p	15	1.30	1.06673	1.06828	1.06673	121.93	10349.46
45	2009.12.22 02:10	sell stop	17	1.30	1.06161	1.06216	1.06061
46	2009.12.22 02:12	buy stop	18	1.30	1.07172	1.07117	1.07272
47	2009.12.22 04:20	sell	17	1.30	1.06161	1.06216	1.06061
48	2009.12.22 04:20	delete	18	1.30	1.07172	1.07117	1.07272
49	2009.12.22 04:30	s/l	17	1.30	1.06216	1.06216	1.06061	-67.31	10282.15
50	2009.12.28 02:00	buy stop	19	1.30	1.05809	1.05754	1.05909
51	2009.12.28 02:02	sell stop	20	1.30	1.01847	1.01902	1.01747
52	2009.12.28 23:00	delete	20	1.30	1.01847	1.01902	1.01747
53	2009.12.28 23:00	delete	19	1.30	1.05809	1.05754	1.05909
54	2009.12.31 02:00	sell stop	21	1.30	1.05053	1.05108	1.04953
55	2009.12.31 02:02	buy stop	22	1.30	1.05965	1.05910	1.06065
56	2009.12.31 07:50	sell	21	1.30	1.05053	1.05108	1.04953
57	2009.12.31 07:50	delete	22	1.30	1.05965	1.05910	1.06065
58	2009.12.31 07:57	s/l	21	1.30	1.05108	1.05108	1.04953	-68.02	10214.13