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		Lots=4; StopLoss=100; TakeProfit=140; MaximumRisk=0.4; RSI1=7; RSI2=20; slip=5; popitka=5; bar1=1; bar0=0; m2=0; m1=2;
Bars in test	1515	Ticks modelled	13777	Modelling quality	n/a
Mismatched charts errors	2
Initial deposit	10000.00
Total net profit	75.09	Gross profit	327.38	Gross loss	-252.29
Profit factor	1.30	Expected payoff	18.77
Absolute drawdown	2104.58	Maximal drawdown	2398.03 (23.30%)	Relative drawdown	23.30% (2398.03)
Total trades	4	Short positions (won %)	2 (50.00%)	Long positions (won %)	2 (100.00%)
		Profit trades (% of total)	3 (75.00%)	Loss trades (% of total)	1 (25.00%)
Largest		profit trade	114.08	loss trade	-252.29
Average		profit trade	109.13	loss trade	-252.29
Maximum		consecutive wins (profit in money)	3 (327.38)	consecutive losses (loss in money)	1 (-252.29)
Maximal		consecutive profit (count of wins)	327.38 (3)	consecutive loss (count of losses)	-252.29 (1)
Average		consecutive wins	3	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 01:00	buy	1	0.80	1.05435	0.00000	1.05575
2	2009.12.01 01:59	t/p	1	0.80	1.05575	0.00000	1.05575	106.08	10106.08
3	2009.12.01 01:59	buy	2	0.81	1.05623	0.00000	1.05763
4	2009.12.01 06:20	t/p	2	0.81	1.05763	0.00000	1.05763	107.22	10213.30
5	2009.12.02 05:00	sell	3	0.82	1.04454	0.00000	1.04314
6	2009.12.28 17:20	t/p	3	0.82	1.04314	0.00000	1.04314	114.08	10327.38
7	2009.12.29 22:00	sell	4	0.83	1.04370	0.00000	1.04230
8	2009.12.31 18:57	close at stop	4	0.83	1.04689	0.00000	1.04230	-252.29	10075.09