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		MagicNumber=11111; Lots=0.1; HedgeBase=2; Slippage=5; shutdownGrid=false; TunnelWidth=20; profitTarget=100; UseLSMA=false; MAShortPeriod=8; MALongPeriod=21; PauseSeconds=6; MillisPerSec=1000;
Bars in test	1515	Ticks modelled	13777	Modelling quality	n/a
Mismatched charts errors	2
Initial deposit	10000.00
Total net profit	-9255.18	Gross profit	30869.43	Gross loss	-40124.61
Profit factor	0.77	Expected payoff	-88.99
Absolute drawdown	9255.18	Maximal drawdown	11581.80 (93.96%)	Relative drawdown	93.96% (11581.80)
Total trades	104	Short positions (won %)	51 (58.82%)	Long positions (won %)	53 (56.60%)
		Profit trades (% of total)	60 (57.69%)	Loss trades (% of total)	44 (42.31%)
Largest		profit trade	5428.17	loss trade	-8795.66
Average		profit trade	514.49	loss trade	-911.92
Maximum		consecutive wins (profit in money)	6 (4826.20)	consecutive losses (loss in money)	4 (-6075.96)
Maximal		consecutive profit (count of wins)	7054.33 (4)	consecutive loss (count of losses)	-8795.66 (1)
Average		consecutive wins	3	consecutive losses	2

#	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	2009.12.01 00:46	close	1	0.10	1.05436	0.00000	0.00000	15.27	10015.27
3	2009.12.01 00:46	sell	2	0.10	1.05370	0.00000	0.00000
4	2009.12.01 01:43	buy	3	0.20	1.05560	0.00000	0.00000
5	2009.12.01 08:10	sell	4	0.40	1.05273	0.00000	0.00000
6	2009.12.01 09:16	close	3	0.20	1.04839	0.00000	0.00000	-137.54	9877.73
7	2009.12.01 09:16	close	4	0.40	1.04905	0.00000	0.00000	140.32	10018.05
8	2009.12.01 09:16	close	2	0.10	1.04905	0.00000	0.00000	44.33	10062.38
9	2009.12.01 09:16	sell	5	0.10	1.04839	0.00000	0.00000
10	2009.12.01 09:26	buy	6	0.20	1.05045	0.00000	0.00000
11	2009.12.01 09:45	sell	7	0.40	1.04771	0.00000	0.00000
12	2009.12.01 11:20	close	6	0.20	1.04461	0.00000	0.00000	-111.81	9950.57
13	2009.12.01 11:20	close	7	0.40	1.04527	0.00000	0.00000	93.37	10043.94
14	2009.12.01 11:20	close	5	0.10	1.04527	0.00000	0.00000	29.85	10073.79
15	2009.12.01 11:20	sell	8	0.10	1.04461	0.00000	0.00000
16	2009.12.01 11:50	buy	9	0.20	1.04640	0.00000	0.00000
17	2009.12.01 14:15	sell	10	0.40	1.04376	0.00000	0.00000
18	2009.12.01 17:20	close	9	0.20	1.04054	0.00000	0.00000	-112.63	9961.16
19	2009.12.01 17:20	close	10	0.40	1.04120	0.00000	0.00000	98.35	10059.51
20	2009.12.01 17:20	close	8	0.10	1.04120	0.00000	0.00000	32.75	10092.26
21	2009.12.01 17:20	sell	11	0.10	1.04054	0.00000	0.00000
22	2009.12.01 17:27	buy	12	0.20	1.04215	0.00000	0.00000
23	2009.12.01 21:33	close	11	0.10	1.04644	0.00000	0.00000	-56.38	10035.88
24	2009.12.01 21:33	close	12	0.20	1.04578	0.00000	0.00000	69.42	10105.30
25	2009.12.01 21:33	sell	13	0.10	1.04578	0.00000	0.00000
26	2009.12.01 21:46	buy	14	0.20	1.04772	0.00000	0.00000
27	2009.12.01 22:50	sell	15	0.40	1.04540	0.00000	0.00000
28	2009.12.01 23:20	buy	16	0.80	1.04764	0.00000	0.00000
29	2009.12.02 00:32	sell	17	1.60	1.04570	0.00000	0.00000
30	2009.12.02 01:20	buy	18	3.20	1.04730	0.00000	0.00000
31	2009.12.02 01:40	sell	19	6.40	1.04552	0.00000	0.00000
32	2009.12.02 02:20	buy	20	12.80	1.04763	0.00000	0.00000
33	2009.12.02 18:32	close	19	6.40	1.05120	0.00000	0.00000	-3458.14	6647.16
34	2009.12.02 18:32	close	17	1.60	1.05120	0.00000	0.00000	-837.14	5810.02
35	2009.12.02 18:32	close	15	0.40	1.05120	0.00000	0.00000	-220.85	5589.17
36	2009.12.02 18:32	close	13	0.10	1.05120	0.00000	0.00000	-51.60	5537.57
37	2009.12.02 18:32	close	20	12.80	1.05054	0.00000	0.00000	3545.61	9083.18
38	2009.12.02 18:32	close	18	3.20	1.05054	0.00000	0.00000	986.92	10070.10
39	2009.12.02 18:32	close	16	0.80	1.05054	0.00000	0.00000	220.31	10290.42
40	2009.12.02 18:32	close	14	0.20	1.05054	0.00000	0.00000	53.56	10343.97
41	2009.12.02 18:32	sell	21	0.10	1.05054	0.00000	0.00000
42	2009.12.02 19:02	close	21	0.10	1.04951	0.00000	0.00000	9.81	10353.78
43	2009.12.02 19:02	buy	22	0.10	1.04951	0.00000	0.00000
44	2009.12.02 20:40	close	22	0.10	1.05056	0.00000	0.00000	9.99	10363.77
45	2009.12.02 20:40	buy	23	0.10	1.05122	0.00000	0.00000
46	2009.12.03 00:16	sell	24	0.20	1.04900	0.00000	0.00000
47	2009.12.03 06:20	buy	25	0.40	1.05136	0.00000	0.00000
48	2009.12.03 07:40	sell	26	0.80	1.04875	0.00000	0.00000
49	2009.12.03 11:46	buy	27	1.60	1.05157	0.00000	0.00000
50	2009.12.03 12:20	sell	28	3.20	1.04861	0.00000	0.00000
51	2009.12.03 12:50	buy	29	6.40	1.05170	0.00000	0.00000
52	2009.12.03 15:15	close	28	3.20	1.05603	0.00000	0.00000	-2248.42	8115.35
53	2009.12.03 15:15	close	26	0.80	1.05603	0.00000	0.00000	-551.50	7563.85
54	2009.12.03 15:15	close	24	0.20	1.05603	0.00000	0.00000	-133.14	7430.71
55	2009.12.03 15:15	close	29	6.40	1.05537	0.00000	0.00000	2225.57	9656.28
56	2009.12.03 15:15	close	27	1.60	1.05537	0.00000	0.00000	576.10	10232.38
57	2009.12.03 15:15	close	25	0.40	1.05537	0.00000	0.00000	151.98	10384.36
58	2009.12.03 15:15	close	23	0.10	1.05537	0.00000	0.00000	39.12	10423.49
59	2009.12.03 15:15	buy	30	0.10	1.05603	0.00000	0.00000
60	2009.12.03 15:50	sell	31	0.20	1.05304	0.00000	0.00000
61	2009.12.03 15:59	buy	32	0.40	1.05618	0.00000	0.00000
62	2009.12.03 17:05	sell	33	0.80	1.05379	0.00000	0.00000
63	2009.12.03 22:20	buy	34	1.60	1.05616	0.00000	0.00000
64	2009.12.04 08:16	sell	35	3.20	1.05333	0.00000	0.00000
65	2009.12.04 08:50	buy	36	6.40	1.05618	0.00000	0.00000
66	2009.12.04 12:36	sell	37	12.80	1.05379	0.00000	0.00000
67	2009.12.04 13:10	close	36	6.40	1.04868	0.00000	0.00000	-4577.18	5846.31
68	2009.12.04 13:10	close	34	1.60	1.04868	0.00000	0.00000	-1142.29	4704.01
69	2009.12.04 13:10	close	32	0.40	1.04868	0.00000	0.00000	-286.33	4417.68
70	2009.12.04 13:10	close	30	0.10	1.04868	0.00000	0.00000	-70.16	4347.52
71	2009.12.04 13:10	close	37	12.80	1.04934	0.00000	0.00000	5428.17	9775.69
72	2009.12.04 13:10	close	35	3.20	1.04934	0.00000	0.00000	1216.76	10992.45
73	2009.12.04 13:10	close	33	0.80	1.04934	0.00000	0.00000	338.96	11331.41
74	2009.12.04 13:10	close	31	0.20	1.04934	0.00000	0.00000	70.44	11401.86
75	2009.12.04 13:10	buy	38	0.10	1.04934	0.00000	0.00000
76	2009.12.04 13:16	sell	39	0.20	1.04664	0.00000	0.00000
77	2009.12.04 13:26	buy	40	0.40	1.04934	0.00000	0.00000
78	2009.12.04 13:40	sell	41	0.80	1.04689	0.00000	0.00000
79	2009.12.04 14:50	buy	42	1.60	1.05040	0.00000	0.00000
80	2009.12.04 15:20	sell	43	3.20	1.04632	0.00000	0.00000
81	2009.12.04 16:15	buy	44	6.40	1.05037	0.00000	0.00000
82	2009.12.04 19:20	close	43	3.20	1.05581	0.00000	0.00000	-2876.28	8525.58
83	2009.12.04 19:20	close	41	0.80	1.05581	0.00000	0.00000	-675.88	7849.70
84	2009.12.04 19:20	close	39	0.20	1.05581	0.00000	0.00000	-173.71	7675.99
85	2009.12.04 19:20	close	44	6.40	1.05515	0.00000	0.00000	2899.30	10575.29
86	2009.12.04 19:20	close	42	1.60	1.05515	0.00000	0.00000	720.28	11295.57
87	2009.12.04 19:20	close	40	0.40	1.05515	0.00000	0.00000	220.25	11515.82
88	2009.12.04 19:20	close	38	0.10	1.05515	0.00000	0.00000	55.06	11570.88
89	2009.12.04 19:20	sell	45	0.10	1.05515	0.00000	0.00000
90	2009.12.04 19:45	buy	46	0.20	1.05717	0.00000	0.00000
91	2009.12.07 01:45	sell	47	0.40	1.05428	0.00000	0.00000
92	2009.12.07 08:20	buy	48	0.80	1.05719	0.00000	0.00000
93	2009.12.07 08:45	sell	49	1.60	1.05493	0.00000	0.00000
94	2009.12.07 09:03	buy	50	3.20	1.05747	0.00000	0.00000
95	2009.12.07 09:33	close	49	1.60	1.06183	0.00000	0.00000	-1039.71	10531.17
96	2009.12.07 09:33	close	47	0.40	1.06183	0.00000	0.00000	-284.41	10246.76
97	2009.12.07 09:33	close	45	0.10	1.06183	0.00000	0.00000	-62.95	10183.81
98	2009.12.07 09:33	close	50	3.20	1.06117	0.00000	0.00000	1115.75	11299.56
99	2009.12.07 09:33	close	48	0.80	1.06117	0.00000	0.00000	300.05	11599.61
100	2009.12.07 09:33	close	46	0.20	1.06117	0.00000	0.00000	75.26	11674.87
101	2009.12.07 09:33	buy	51	0.10	1.06183	0.00000	0.00000
102	2009.12.07 09:46	close	51	0.10	1.06416	0.00000	0.00000	21.90	11696.77
103	2009.12.07 09:46	buy	52	0.10	1.06482	0.00000	0.00000
104	2009.12.07 09:56	sell	53	0.20	1.06217	0.00000	0.00000
105	2009.12.07 10:02	buy	54	0.40	1.06512	0.00000	0.00000
106	2009.12.07 10:15	sell	55	0.80	1.06209	0.00000	0.00000
107	2009.12.07 14:33	close	54	0.40	1.05630	0.00000	0.00000	-334.00	11362.77
108	2009.12.07 14:33	close	52	0.10	1.05630	0.00000	0.00000	-80.66	11282.11
109	2009.12.07 14:33	close	55	0.80	1.05696	0.00000	0.00000	388.28	11670.39
110	2009.12.07 14:33	close	53	0.20	1.05696	0.00000	0.00000	98.58	11768.97
111	2009.12.07 14:33	buy	56	0.10	1.05696	0.00000	0.00000
112	2009.12.07 14:46	sell	57	0.20	1.05340	0.00000	0.00000
113	2009.12.07 15:20	buy	58	0.40	1.05754	0.00000	0.00000
114	2009.12.07 15:50	sell	59	0.80	1.05446	0.00000	0.00000
115	2009.12.07 16:10	buy	60	1.60	1.05702	0.00000	0.00000
116	2009.12.07 16:20	sell	61	3.20	1.05432	0.00000	0.00000
117	2009.12.07 18:45	close	60	1.60	1.04989	0.00000	0.00000	-1086.59	10682.38
118	2009.12.07 18:45	close	58	0.40	1.04989	0.00000	0.00000	-291.46	10390.92
119	2009.12.07 18:45	close	56	0.10	1.04989	0.00000	0.00000	-67.34	10323.58
120	2009.12.07 18:45	close	61	3.20	1.05055	0.00000	0.00000	1148.35	11471.93
121	2009.12.07 18:45	close	59	0.80	1.05055	0.00000	0.00000	297.75	11769.68
122	2009.12.07 18:45	close	57	0.20	1.05055	0.00000	0.00000	54.26	11823.94
123	2009.12.07 18:45	sell	62	0.10	1.04989	0.00000	0.00000
124	2009.12.07 18:50	close	62	0.10	1.04879	0.00000	0.00000	10.49	11834.43
125	2009.12.07 18:50	sell	63	0.10	1.04813	0.00000	0.00000
126	2009.12.07 18:52	buy	64	0.20	1.04967	0.00000	0.00000
127	2009.12.07 20:50	close	63	0.10	1.05409	0.00000	0.00000	-56.54	11777.89
128	2009.12.07 20:50	close	64	0.20	1.05343	0.00000	0.00000	71.39	11849.28
129	2009.12.07 20:50	sell	65	0.10	1.05343	0.00000	0.00000
130	2009.12.07 22:20	close	65	0.10	1.05209	0.00000	0.00000	12.74	11862.02
131	2009.12.07 22:20	sell	66	0.10	1.05143	0.00000	0.00000
132	2009.12.07 22:40	buy	67	0.20	1.05297	0.00000	0.00000
133	2009.12.07 22:59	sell	68	0.40	1.05105	0.00000	0.00000
134	2009.12.08 08:20	buy	69	0.80	1.05354	0.00000	0.00000
135	2009.12.08 09:50	sell	70	1.60	1.05132	0.00000	0.00000
136	2009.12.08 09:59	buy	71	3.20	1.05297	0.00000	0.00000
137	2009.12.08 10:15	sell	72	6.40	1.05131	0.00000	0.00000
138	2009.12.08 12:10	buy	73	12.80	1.05306	0.00000	0.00000
139	2009.12.08 12:50	close	72	6.40	1.05617	0.00000	0.00000	-2944.98	8917.04
140	2009.12.08 12:50	close	70	1.60	1.05617	0.00000	0.00000	-734.73	8182.31
141	2009.12.08 12:50	close	68	0.40	1.05617	0.00000	0.00000	-194.06	7988.25
142	2009.12.08 12:50	close	66	0.10	1.05617	0.00000	0.00000	-44.92	7943.33
143	2009.12.08 12:50	close	73	12.80	1.05551	0.00000	0.00000	2971.08	10914.41
144	2009.12.08 12:50	close	71	3.20	1.05551	0.00000	0.00000	770.05	11684.46
145	2009.12.08 12:50	close	69	0.80	1.05551	0.00000	0.00000	149.31	11833.77
146	2009.12.08 12:50	close	67	0.20	1.05551	0.00000	0.00000	48.00	11881.77
147	2009.12.08 12:50	sell	74	0.10	1.05551	0.00000	0.00000
148	2009.12.08 13:15	close	74	0.10	1.05387	0.00000	0.00000	15.56	11897.33
149	2009.12.08 13:15	sell	75	0.10	1.05321	0.00000	0.00000
150	2009.12.08 13:45	buy	76	0.20	1.05488	0.00000	0.00000
151	2009.12.08 14:32	close	75	0.10	1.05936	0.00000	0.00000	-58.05	11839.28
152	2009.12.08 14:32	close	76	0.20	1.05870	0.00000	0.00000	72.16	11911.44
153	2009.12.08 14:32	buy	77	0.10	1.05936	0.00000	0.00000
154	2009.12.08 14:45	sell	78	0.20	1.05704	0.00000	0.00000
155	2009.12.08 15:15	buy	79	0.40	1.05936	0.00000	0.00000
156	2009.12.08 18:16	close	78	0.20	1.06249	0.00000	0.00000	-102.59	11808.85
157	2009.12.08 18:16	close	79	0.40	1.06183	0.00000	0.00000	93.05	11901.90
158	2009.12.08 18:16	close	77	0.10	1.06183	0.00000	0.00000	23.26	11925.16
159	2009.12.08 18:16	buy	80	0.10	1.06249	0.00000	0.00000
160	2009.12.08 19:15	close	80	0.10	1.06365	0.00000	0.00000	10.91	11936.07
161	2009.12.08 19:15	buy	81	0.10	1.06431	0.00000	0.00000
162	2009.12.08 20:20	close	81	0.10	1.06562	0.00000	0.00000	12.29	11948.36
163	2009.12.08 20:20	buy	82	0.10	1.06628	0.00000	0.00000
164	2009.12.08 20:32	sell	83	0.20	1.06408	0.00000	0.00000
165	2009.12.08 20:45	buy	84	0.40	1.06675	0.00000	0.00000
166	2009.12.08 21:45	sell	85	0.80	1.06390	0.00000	0.00000
167	2009.12.09 00:32	buy	86	1.60	1.06648	0.00000	0.00000
168	2009.12.09 01:10	sell	87	3.20	1.06395	0.00000	0.00000
169	2009.12.09 09:20	close	86	1.60	1.05983	0.00000	0.00000	-1003.93	10944.43
170	2009.12.09 09:20	close	84	0.40	1.05983	0.00000	0.00000	-261.43	10683.00
171	2009.12.09 09:20	close	82	0.10	1.05983	0.00000	0.00000	-60.93	10622.07
172	2009.12.09 09:20	close	87	3.20	1.06049	0.00000	0.00000	1044.05	11666.12
173	2009.12.09 09:20	close	85	0.80	1.06049	0.00000	0.00000	256.94	11923.06
174	2009.12.09 09:20	close	83	0.20	1.06049	0.00000	0.00000	67.62	11990.68
175	2009.12.09 09:20	buy	88	0.10	1.06049	0.00000	0.00000
176	2009.12.09 09:40	close	88	0.10	1.06191	0.00000	0.00000	13.37	12004.06
177	2009.12.09 09:40	buy	89	0.10	1.06257	0.00000	0.00000
178	2009.12.09 11:45	sell	90	0.20	1.06002	0.00000	0.00000
179	2009.12.09 15:15	buy	91	0.40	1.06300	0.00000	0.00000
180	2009.12.09 15:50	sell	92	0.80	1.06038	0.00000	0.00000
181	2009.12.09 15:59	buy	93	1.60	1.06267	0.00000	0.00000
182	2009.12.09 16:15	sell	94	3.20	1.05979	0.00000	0.00000
183	2009.12.09 16:50	close	93	1.60	1.05422	0.00000	0.00000	-1282.46	10721.60
184	2009.12.09 16:50	close	91	0.40	1.05422	0.00000	0.00000	-333.14	10388.46
185	2009.12.09 16:50	close	89	0.10	1.05422	0.00000	0.00000	-79.21	10309.25
186	2009.12.09 16:50	close	94	3.20	1.05488	0.00000	0.00000	1489.46	11798.71
187	2009.12.09 16:50	close	92	0.80	1.05488	0.00000	0.00000	417.11	12215.82
188	2009.12.09 16:50	close	90	0.20	1.05488	0.00000	0.00000	97.45	12313.27
189	2009.12.09 16:50	buy	95	0.10	1.05488	0.00000	0.00000
190	2009.12.09 16:57	close	95	0.10	1.05629	0.00000	0.00000	13.35	12326.62
191	2009.12.09 16:57	buy	96	0.10	1.05695	0.00000	0.00000
192	2009.12.09 17:02	sell	97	0.20	1.05439	0.00000	0.00000
193	2009.12.09 18:10	buy	98	0.40	1.05710	0.00000	0.00000
194	2009.12.09 20:45	sell	99	0.80	1.05444	0.00000	0.00000
195	2009.12.10 05:15	buy	100	1.60	1.05754	0.00000	0.00000
196	2009.12.10 08:10	sell	101	3.20	1.05464	0.00000	0.00000
197	2009.12.10 08:46	buy	102	6.40	1.05763	0.00000	0.00000
198	2009.12.10 09:20	sell	103	12.80	1.05451	0.00000	0.00000
199	2009.12.10 09:27	buy	104	25.60	1.05723	0.00000	0.00000
200	2009.12.10 11:10	close at stop	104	25.60	1.05361	0.00000	0.00000	-8795.66	3530.96
201	2009.12.10 11:10	close at stop	103	12.80	1.05427	0.00000	0.00000	291.39	3822.35
202	2009.12.10 11:10	close at stop	102	6.40	1.05361	0.00000	0.00000	-2441.89	1380.46
203	2009.12.10 11:10	close at stop	101	3.20	1.05427	0.00000	0.00000	112.31	1492.77
204	2009.12.10 11:10	close at stop	100	1.60	1.05361	0.00000	0.00000	-596.81	895.96
205	2009.12.10 11:10	close at stop	99	0.80	1.05427	0.00000	0.00000	12.00	907.95
206	2009.12.10 11:10	close at stop	98	0.40	1.05361	0.00000	0.00000	-133.29	774.66
207	2009.12.10 11:10	close at stop	97	0.20	1.05427	0.00000	0.00000	2.05	776.72
208	2009.12.10 11:10	close at stop	96	0.10	1.05361	0.00000	0.00000	-31.90	744.82