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		AccountIsMini=false; MoneyManagement=false; TradeSizePercent=10; Lots=0.1; StopLoss=65; UseTrailingStop=false; TrailingStopType=2; TrailingStop=25; UseTakeProfit=false; TakeProfit=999; Slippage=3; MA_Period=21;
Bars in test	1515	Ticks modelled	13777	Modelling quality	n/a
Mismatched charts errors	2
Initial deposit	10000.00
Total net profit	2535.60	Gross profit	8010.31	Gross loss	-5474.71
Profit factor	1.46	Expected payoff	23.48
Absolute drawdown	865.72	Maximal drawdown	2304.13 (20.14%)	Relative drawdown	20.14% (2304.13)
Total trades	108	Short positions (won %)	60 (16.67%)	Long positions (won %)	48 (18.75%)
		Profit trades (% of total)	19 (17.59%)	Loss trades (% of total)	89 (82.41%)
Largest		profit trade	1901.57	loss trade	-62.37
Average		profit trade	421.60	loss trade	-61.51
Maximum		consecutive wins (profit in money)	1 (1901.57)	consecutive losses (loss in money)	11 (-680.63)
Maximal		consecutive profit (count of wins)	1901.57 (1)	consecutive loss (count of losses)	-680.63 (11)
Average		consecutive wins	1	consecutive losses	5

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 00:00	sell	1	1.00	1.05597	1.05662	0.00000
2	2009.12.01 02:40	s/l	1	1.00	1.05662	1.05662	0.00000	-61.52	9938.48
3	2009.12.01 02:40	sell	2	1.00	1.05640	1.05705	0.00000
4	2009.12.01 06:15	s/l	2	1.00	1.05705	1.05705	0.00000	-61.48	9877.00
5	2009.12.01 06:15	sell	3	1.00	1.05703	1.05768	0.00000
6	2009.12.01 06:20	s/l	3	1.00	1.05768	1.05768	0.00000	-61.44	9815.56
7	2009.12.01 06:20	sell	4	1.00	1.05765	1.05830	0.00000
8	2009.12.02 15:00	close	4	1.00	1.04796	1.05830	0.00000	924.18	10739.74
9	2009.12.02 15:00	buy	5	1.00	1.04796	1.04731	0.00000
10	2009.12.02 15:13	s/l	5	1.00	1.04731	1.04731	0.00000	-62.07	10677.67
11	2009.12.02 15:13	buy	6	1.00	1.04746	1.04681	0.00000
12	2009.12.02 15:20	s/l	6	1.00	1.04681	1.04681	0.00000	-62.10	10615.57
13	2009.12.02 15:20	buy	7	1.00	1.04685	1.04620	0.00000
14	2009.12.02 15:26	s/l	7	1.00	1.04620	1.04620	0.00000	-62.15	10553.42
15	2009.12.02 15:26	buy	8	1.00	1.04605	1.04540	0.00000
16	2009.12.02 15:32	s/l	8	1.00	1.04540	1.04540	0.00000	-62.20	10491.22
17	2009.12.02 15:32	buy	9	1.00	1.04530	1.04465	0.00000
18	2009.12.02 16:20	s/l	9	1.00	1.04465	1.04465	0.00000	-62.26	10428.96
19	2009.12.02 16:20	buy	10	1.00	1.04430	1.04365	0.00000
20	2009.12.03 09:00	close	10	1.00	1.04633	1.04365	0.00000	192.04	10621.00
21	2009.12.03 09:00	sell	11	1.00	1.04633	1.04698	0.00000
22	2009.12.03 09:10	s/l	11	1.00	1.04698	1.04698	0.00000	-62.07	10558.93
23	2009.12.03 09:10	sell	12	1.00	1.04707	1.04772	0.00000
24	2009.12.03 09:15	s/l	12	1.00	1.04772	1.04772	0.00000	-62.03	10496.90
25	2009.12.03 09:15	sell	13	1.00	1.04762	1.04827	0.00000
26	2009.12.03 09:20	s/l	13	1.00	1.04827	1.04827	0.00000	-62.00	10434.90
27	2009.12.03 09:20	sell	14	1.00	1.04816	1.04881	0.00000
28	2009.12.03 10:15	s/l	14	1.00	1.04881	1.04881	0.00000	-61.96	10372.94
29	2009.12.03 10:15	sell	15	1.00	1.04899	1.04964	0.00000
30	2009.12.03 10:30	s/l	15	1.00	1.04964	1.04964	0.00000	-61.92	10311.02
31	2009.12.03 10:30	sell	16	1.00	1.04951	1.05016	0.00000
32	2009.12.03 11:33	s/l	16	1.00	1.05016	1.05016	0.00000	-61.89	10249.13
33	2009.12.03 11:33	sell	17	1.00	1.05005	1.05070	0.00000
34	2009.12.03 11:40	s/l	17	1.00	1.05070	1.05070	0.00000	-61.86	10187.27
35	2009.12.03 11:40	sell	18	1.00	1.05048	1.05113	0.00000
36	2009.12.03 11:46	s/l	18	1.00	1.05113	1.05113	0.00000	-61.84	10125.43
37	2009.12.03 11:46	sell	19	1.00	1.05091	1.05156	0.00000
38	2009.12.03 14:40	s/l	19	1.00	1.05156	1.05156	0.00000	-61.78	10063.65
39	2009.12.03 14:40	sell	20	1.00	1.05198	1.05263	0.00000
40	2009.12.03 14:45	s/l	20	1.00	1.05263	1.05263	0.00000	-61.68	10001.97
41	2009.12.03 14:45	sell	21	1.00	1.05353	1.05418	0.00000
42	2009.12.03 14:50	s/l	21	1.00	1.05418	1.05418	0.00000	-61.60	9940.37
43	2009.12.03 14:50	sell	22	1.00	1.05507	1.05572	0.00000
44	2009.12.03 15:00	close	22	1.00	1.05462	1.05572	0.00000	42.67	9983.04
45	2009.12.03 15:00	buy	23	1.00	1.05462	1.05397	0.00000
46	2009.12.03 15:02	s/l	23	1.00	1.05397	1.05397	0.00000	-61.71	9921.33
47	2009.12.03 15:02	buy	24	1.00	1.05359	1.05294	0.00000
48	2009.12.03 17:15	s/l	24	1.00	1.05294	1.05294	0.00000	-61.77	9859.56
49	2009.12.03 17:15	buy	25	1.00	1.05253	1.05188	0.00000
50	2009.12.03 17:20	s/l	25	1.00	1.05188	1.05188	0.00000	-61.84	9797.72
51	2009.12.03 17:20	buy	26	1.00	1.05135	1.05070	0.00000
52	2009.12.04 13:00	close	26	1.00	1.05225	1.05070	0.00000	84.87	9882.59
53	2009.12.04 13:00	sell	27	1.00	1.05225	1.05290	0.00000
54	2009.12.04 17:32	s/l	27	1.00	1.05290	1.05290	0.00000	-61.66	9820.93
55	2009.12.04 17:32	sell	28	1.00	1.05390	1.05455	0.00000
56	2009.12.04 19:20	s/l	28	1.00	1.05455	1.05455	0.00000	-61.59	9759.34
57	2009.12.04 19:20	sell	29	1.00	1.05515	1.05580	0.00000
58	2009.12.04 19:40	s/l	29	1.00	1.05580	1.05580	0.00000	-61.55	9697.79
59	2009.12.04 19:40	sell	30	1.00	1.05575	1.05640	0.00000
60	2009.12.04 19:45	s/l	30	1.00	1.05640	1.05640	0.00000	-61.51	9636.28
61	2009.12.04 19:45	sell	31	1.00	1.05651	1.05716	0.00000
62	2009.12.04 19:50	s/l	31	1.00	1.05716	1.05716	0.00000	-61.47	9574.81
63	2009.12.04 19:50	sell	32	1.00	1.05728	1.05793	0.00000
64	2009.12.04 20:00	close	32	1.00	1.05716	1.05793	0.00000	11.35	9586.16
65	2009.12.04 20:00	buy	33	1.00	1.05716	1.05651	0.00000
66	2009.12.04 20:32	s/l	33	1.00	1.05651	1.05651	0.00000	-61.53	9524.63
67	2009.12.04 20:32	buy	34	1.00	1.05668	1.05603	0.00000
68	2009.12.07 00:00	s/l	34	1.00	1.05603	1.05603	0.00000	-62.23	9462.40
69	2009.12.07 00:00	buy	35	1.00	1.05583	1.05518	0.00000
70	2009.12.07 01:45	s/l	35	1.00	1.05518	1.05518	0.00000	-61.65	9400.75
71	2009.12.07 01:45	buy	36	1.00	1.05450	1.05385	0.00000
72	2009.12.07 01:50	s/l	36	1.00	1.05385	1.05385	0.00000	-61.73	9339.02
73	2009.12.07 01:50	buy	37	1.00	1.05326	1.05261	0.00000
74	2009.12.07 15:00	close	37	1.00	1.05543	1.05261	0.00000	205.60	9544.62
75	2009.12.07 15:00	sell	38	1.00	1.05543	1.05608	0.00000
76	2009.12.07 15:15	s/l	38	1.00	1.05608	1.05608	0.00000	-61.52	9483.10
77	2009.12.07 15:15	sell	39	1.00	1.05625	1.05690	0.00000
78	2009.12.07 15:20	s/l	39	1.00	1.05690	1.05690	0.00000	-61.49	9421.61
79	2009.12.07 15:20	sell	40	1.00	1.05688	1.05753	0.00000
80	2009.12.08 09:00	close	40	1.00	1.05534	1.05753	0.00000	145.45	9567.06
81	2009.12.08 09:00	buy	41	1.00	1.05534	1.05469	0.00000
82	2009.12.08 09:20	s/l	41	1.00	1.05469	1.05469	0.00000	-61.67	9505.39
83	2009.12.08 09:20	buy	42	1.00	1.05415	1.05350	0.00000
84	2009.12.08 09:26	s/l	42	1.00	1.05350	1.05350	0.00000	-61.75	9443.64
85	2009.12.08 09:26	buy	43	1.00	1.05296	1.05231	0.00000
86	2009.12.08 09:45	s/l	43	1.00	1.05231	1.05231	0.00000	-61.78	9381.86
87	2009.12.08 09:45	buy	44	1.00	1.05232	1.05167	0.00000
88	2009.12.08 09:50	s/l	44	1.00	1.05167	1.05167	0.00000	-61.83	9320.03
89	2009.12.08 09:50	buy	45	1.00	1.05154	1.05089	0.00000
90	2009.12.08 10:20	s/l	45	1.00	1.05089	1.05089	0.00000	-61.88	9258.15
91	2009.12.08 10:20	buy	46	1.00	1.05065	1.05000	0.00000
92	2009.12.08 10:45	s/l	46	1.00	1.05000	1.05000	0.00000	-61.91	9196.24
93	2009.12.08 10:45	buy	47	1.00	1.05013	1.04948	0.00000
94	2009.12.08 10:50	s/l	47	1.00	1.04948	1.04948	0.00000	-61.96	9134.28
95	2009.12.08 10:50	buy	48	1.00	1.04919	1.04854	0.00000
96	2009.12.09 12:00	close	48	1.00	1.05987	1.04854	0.00000	1007.01	10141.29
97	2009.12.09 12:00	sell	49	1.00	1.05987	1.06052	0.00000
98	2009.12.09 12:15	s/l	49	1.00	1.06052	1.06052	0.00000	-61.29	10080.00
99	2009.12.09 12:15	sell	50	1.00	1.06030	1.06095	0.00000
100	2009.12.09 13:26	s/l	50	1.00	1.06095	1.06095	0.00000	-61.25	10018.75
101	2009.12.09 13:26	sell	51	1.00	1.06093	1.06158	0.00000
102	2009.12.09 15:10	s/l	51	1.00	1.06158	1.06158	0.00000	-61.22	9957.53
103	2009.12.09 15:10	sell	52	1.00	1.06161	1.06226	0.00000
104	2009.12.09 15:15	s/l	52	1.00	1.06226	1.06226	0.00000	-61.18	9896.35
105	2009.12.09 15:15	sell	53	1.00	1.06234	1.06299	0.00000
106	2009.12.09 15:20	s/l	53	1.00	1.06299	1.06299	0.00000	-61.13	9835.22
107	2009.12.09 15:20	sell	54	1.00	1.06308	1.06373	0.00000
108	2009.12.11 17:00	close	54	1.00	1.05504	1.06373	0.00000	760.18	10595.40
109	2009.12.11 17:00	buy	55	1.00	1.05504	1.05439	0.00000
110	2009.12.11 17:07	s/l	55	1.00	1.05439	1.05439	0.00000	-61.68	10533.72
111	2009.12.11 17:07	buy	56	1.00	1.05411	1.05346	0.00000
112	2009.12.14 18:00	close	56	1.00	1.05892	1.05346	0.00000	453.58	10987.30
113	2009.12.14 18:00	sell	57	1.00	1.05892	1.05957	0.00000
114	2009.12.14 20:02	s/l	57	1.00	1.05957	1.05957	0.00000	-61.33	10925.97
115	2009.12.14 20:02	sell	58	1.00	1.05960	1.06025	0.00000
116	2009.12.15 09:10	s/l	58	1.00	1.06025	1.06025	0.00000	-61.75	10864.22
117	2009.12.15 09:10	sell	59	1.00	1.06036	1.06101	0.00000
118	2009.12.15 09:15	s/l	59	1.00	1.06101	1.06101	0.00000	-61.24	10802.98
119	2009.12.15 09:15	sell	60	1.00	1.06109	1.06174	0.00000
120	2009.12.15 09:20	s/l	60	1.00	1.06174	1.06174	0.00000	-61.20	10741.78
121	2009.12.15 09:20	sell	61	1.00	1.06183	1.06248	0.00000
122	2009.12.15 09:50	s/l	61	1.00	1.06248	1.06248	0.00000	-61.16	10680.62
123	2009.12.15 09:50	sell	62	1.00	1.06265	1.06330	0.00000
124	2009.12.15 10:00	close	62	1.00	1.06214	1.06330	0.00000	48.02	10728.64
125	2009.12.15 10:00	buy	63	1.00	1.06214	1.06149	0.00000
126	2009.12.15 10:02	s/l	63	1.00	1.06149	1.06149	0.00000	-61.28	10667.36
127	2009.12.15 10:02	buy	64	1.00	1.06093	1.06028	0.00000
128	2009.12.15 14:50	s/l	64	1.00	1.06028	1.06028	0.00000	-61.34	10606.02
129	2009.12.15 14:50	buy	65	1.00	1.05984	1.05919	0.00000
130	2009.12.15 15:15	s/l	65	1.00	1.05919	1.05919	0.00000	-61.37	10544.65
131	2009.12.15 15:15	buy	66	1.00	1.05940	1.05875	0.00000
132	2009.12.15 15:20	s/l	66	1.00	1.05875	1.05875	0.00000	-61.42	10483.23
133	2009.12.15 15:20	buy	67	1.00	1.05840	1.05775	0.00000
134	2009.12.16 11:00	close	67	1.00	1.05894	1.05775	0.00000	50.33	10533.57
135	2009.12.16 11:00	sell	68	1.00	1.05894	1.05959	0.00000
136	2009.12.16 11:10	s/l	68	1.00	1.05959	1.05959	0.00000	-61.32	10472.25
137	2009.12.16 11:10	sell	69	1.00	1.05978	1.06043	0.00000
138	2009.12.16 11:15	s/l	69	1.00	1.06043	1.06043	0.00000	-61.26	10410.99
139	2009.12.16 11:15	sell	70	1.00	1.06070	1.06135	0.00000
140	2009.12.16 11:20	s/l	70	1.00	1.06135	1.06135	0.00000	-61.22	10349.77
141	2009.12.16 11:20	sell	71	1.00	1.06161	1.06226	0.00000
142	2009.12.16 11:40	s/l	71	1.00	1.06226	1.06226	0.00000	-61.19	10288.58
143	2009.12.16 11:40	sell	72	1.00	1.06207	1.06272	0.00000
144	2009.12.16 11:50	s/l	72	1.00	1.06272	1.06272	0.00000	-61.15	10227.43
145	2009.12.16 11:50	sell	73	1.00	1.06273	1.06338	0.00000
146	2009.12.16 20:45	s/l	73	1.00	1.06338	1.06338	0.00000	-61.12	10166.31
147	2009.12.16 20:45	sell	74	1.00	1.06326	1.06391	0.00000
148	2009.12.16 20:50	s/l	74	1.00	1.06391	1.06391	0.00000	-61.06	10105.25
149	2009.12.16 20:50	sell	75	1.00	1.06418	1.06483	0.00000
150	2009.12.16 21:00	close	75	1.00	1.06313	1.06483	0.00000	98.76	10204.01
151	2009.12.16 21:00	buy	76	1.00	1.06313	1.06248	0.00000
152	2009.12.16 21:15	s/l	76	1.00	1.06248	1.06248	0.00000	-61.19	10142.82
153	2009.12.16 21:15	buy	77	1.00	1.06239	1.06174	0.00000
154	2009.12.16 21:20	s/l	77	1.00	1.06174	1.06174	0.00000	-61.24	10081.58
155	2009.12.16 21:20	buy	78	1.00	1.06153	1.06088	0.00000
156	2009.12.16 21:50	s/l	78	1.00	1.06088	1.06088	0.00000	-61.30	10020.28
157	2009.12.16 21:50	buy	79	1.00	1.06048	1.05983	0.00000
158	2009.12.18 04:00	close	79	1.00	1.06684	1.05983	0.00000	593.52	10613.79
159	2009.12.18 04:00	sell	80	1.00	1.06684	1.06749	0.00000
160	2009.12.18 04:15	s/l	80	1.00	1.06749	1.06749	0.00000	-60.87	10552.92
161	2009.12.18 04:15	sell	81	1.00	1.06762	1.06827	0.00000
162	2009.12.18 04:20	s/l	81	1.00	1.06827	1.06827	0.00000	-60.84	10492.08
163	2009.12.18 04:20	sell	82	1.00	1.06819	1.06884	0.00000
164	2009.12.18 08:15	s/l	82	1.00	1.06884	1.06884	0.00000	-60.80	10431.28
165	2009.12.18 08:15	sell	83	1.00	1.06885	1.06950	0.00000
166	2009.12.18 10:15	s/l	83	1.00	1.06950	1.06950	0.00000	-60.78	10370.50
167	2009.12.18 10:15	sell	84	1.00	1.06937	1.07002	0.00000
168	2009.12.18 10:20	s/l	84	1.00	1.07002	1.07002	0.00000	-60.74	10309.76
169	2009.12.18 10:20	sell	85	1.00	1.06996	1.07061	0.00000
170	2009.12.21 10:00	close	85	1.00	1.06960	1.07061	0.00000	33.19	10342.95
171	2009.12.21 10:00	buy	86	1.00	1.06960	1.06895	0.00000
172	2009.12.21 10:15	s/l	86	1.00	1.06895	1.06895	0.00000	-60.82	10282.13
173	2009.12.21 10:15	buy	87	1.00	1.06889	1.06824	0.00000
174	2009.12.21 10:20	s/l	87	1.00	1.06824	1.06824	0.00000	-60.85	10221.28
175	2009.12.21 10:20	buy	88	1.00	1.06829	1.06764	0.00000
176	2009.12.21 10:43	s/l	88	1.00	1.06764	1.06764	0.00000	-60.91	10160.37
177	2009.12.21 10:43	buy	89	1.00	1.06736	1.06671	0.00000
178	2009.12.21 10:50	s/l	89	1.00	1.06671	1.06671	0.00000	-60.96	10099.41
179	2009.12.21 10:50	buy	90	1.00	1.06654	1.06589	0.00000
180	2009.12.21 10:59	s/l	90	1.00	1.06589	1.06589	0.00000	-61.02	10038.39
181	2009.12.21 10:59	buy	91	1.00	1.06544	1.06479	0.00000
182	2009.12.21 11:10	s/l	91	1.00	1.06479	1.06479	0.00000	-61.05	9977.34
183	2009.12.21 11:10	buy	92	1.00	1.06486	1.06421	0.00000
184	2009.12.21 11:15	s/l	92	1.00	1.06421	1.06421	0.00000	-61.10	9916.24
185	2009.12.21 11:15	buy	93	1.00	1.06402	1.06337	0.00000
186	2009.12.21 11:20	s/l	93	1.00	1.06337	1.06337	0.00000	-61.17	9855.07
187	2009.12.21 11:20	buy	94	1.00	1.06289	1.06224	0.00000
188	2009.12.21 11:45	s/l	94	1.00	1.06224	1.06224	0.00000	-61.21	9793.86
189	2009.12.21 11:45	buy	95	1.00	1.06230	1.06165	0.00000
190	2009.12.21 11:50	s/l	95	1.00	1.06165	1.06165	0.00000	-61.25	9732.61
191	2009.12.21 11:50	buy	96	1.00	1.06140	1.06075	0.00000
192	2009.12.21 12:00	close	96	1.00	1.06281	1.06075	0.00000	132.67	9865.28
193	2009.12.21 12:00	sell	97	1.00	1.06281	1.06346	0.00000
194	2009.12.21 12:02	s/l	97	1.00	1.06346	1.06346	0.00000	-61.12	9804.16
195	2009.12.21 12:02	sell	98	1.00	1.06327	1.06392	0.00000
196	2009.12.29 21:00	close	98	1.00	1.04339	1.06392	0.00000	1901.57	11705.73
197	2009.12.29 21:00	buy	99	1.00	1.04339	1.04274	0.00000
198	2009.12.29 21:15	s/l	99	1.00	1.04274	1.04274	0.00000	-62.35	11643.38
199	2009.12.29 21:15	buy	100	1.00	1.04274	1.04209	0.00000
200	2009.12.29 21:32	s/l	100	1.00	1.04209	1.04209	0.00000	-62.37	11581.01
201	2009.12.29 21:32	buy	101	1.00	1.04231	1.04166	0.00000
202	2009.12.31 08:00	close	101	1.00	1.04964	1.04166	0.00000	695.70	12276.71
203	2009.12.31 08:00	sell	102	1.00	1.04964	1.05029	0.00000
204	2009.12.31 08:10	s/l	102	1.00	1.05029	1.05029	0.00000	-61.88	12214.83
205	2009.12.31 08:10	sell	103	1.00	1.05018	1.05083	0.00000
206	2009.12.31 08:20	s/l	103	1.00	1.05083	1.05083	0.00000	-61.84	12152.99
207	2009.12.31 08:20	sell	104	1.00	1.05091	1.05156	0.00000
208	2009.12.31 10:32	s/l	104	1.00	1.05156	1.05156	0.00000	-61.81	12091.18
209	2009.12.31 10:32	sell	105	1.00	1.05139	1.05204	0.00000
210	2009.12.31 13:37	s/l	105	1.00	1.05204	1.05204	0.00000	-61.78	12029.40
211	2009.12.31 13:37	sell	106	1.00	1.05190	1.05255	0.00000
212	2009.12.31 16:32	s/l	106	1.00	1.05255	1.05255	0.00000	-61.72	11967.68
213	2009.12.31 16:32	sell	107	1.00	1.05278	1.05343	0.00000
214	2009.12.31 16:37	s/l	107	1.00	1.05343	1.05343	0.00000	-61.70	11905.98
215	2009.12.31 16:37	sell	108	1.00	1.05326	1.05391	0.00000
216	2009.12.31 18:57	close at stop	108	1.00	1.04667	1.05391	0.00000	629.62	12535.60