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		start=21; end=9; period=36; SLpp=300;
Bars in test	1515	Ticks modelled	13777	Modelling quality	n/a
Mismatched charts errors	2
Initial deposit	10000.00
Total net profit	1099.21	Gross profit	1247.17	Gross loss	-147.97
Profit factor	8.43	Expected payoff	274.80
Absolute drawdown	709.39	Maximal drawdown	1871.63 (15.80%)	Relative drawdown	15.80% (1871.63)
Total trades	4	Short positions (won %)	4 (75.00%)	Long positions (won %)	0 (0.00%)
		Profit trades (% of total)	3 (75.00%)	Loss trades (% of total)	1 (25.00%)
Largest		profit trade	748.04	loss trade	-147.97
Average		profit trade	415.72	loss trade	-147.97
Maximum		consecutive wins (profit in money)	2 (1233.96)	consecutive losses (loss in money)	1 (-147.97)
Maximal		consecutive profit (count of wins)	1233.96 (2)	consecutive loss (count of losses)	-147.97 (1)
Average		consecutive wins	2	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.02 22:20	sell	1	1.00	1.05143	1.08473	0.00000
2	2009.12.04 13:50	close	1	1.00	1.04633	1.08473	0.00000	485.92	10485.92
3	2009.12.04 21:07	sell	2	1.00	1.05947	1.10855	0.00000
4	2009.12.10 11:50	close	2	1.00	1.05158	1.10855	0.00000	748.04	11233.96
5	2009.12.14 04:20	sell	3	1.00	1.06218	1.10496	0.00000
6	2009.12.18 16:02	close	3	1.00	1.06373	1.10496	0.00000	-147.97	11085.99
7	2009.12.30 03:15	sell	4	1.00	1.04652	1.07694	0.00000
8	2009.12.31 17:20	close	4	1.00	1.04637	1.07694	0.00000	13.21	11099.21