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		MAPeriod=60; TrailingStop=8; TakeProfit=55; InitialStopLoss=0; FridayNightHour=22;
Bars in test	1515	Ticks modelled	13777	Modelling quality	n/a
Mismatched charts errors	2
Initial deposit	10000.00
Total net profit	3501.01	Gross profit	4626.32	Gross loss	-1125.31
Profit factor	4.11	Expected payoff	38.90
Absolute drawdown	1308.63	Maximal drawdown	2106.52 (14.39%)	Relative drawdown	14.39% (2106.52)
Total trades	90	Short positions (won %)	39 (100.00%)	Long positions (won %)	51 (98.04%)
		Profit trades (% of total)	89 (98.89%)	Loss trades (% of total)	1 (1.11%)
Largest		profit trade	52.51	loss trade	-1125.31
Average		profit trade	51.98	loss trade	-1125.31
Maximum		consecutive wins (profit in money)	89 (4626.32)	consecutive losses (loss in money)	1 (-1125.31)
Maximal		consecutive profit (count of wins)	4626.32 (89)	consecutive loss (count of losses)	-1125.31 (1)
Average		consecutive wins	89	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 00:00	buy	1	1.00	1.05620	0.00000	1.05675
2	2009.12.01 06:15	t/p	1	1.00	1.05675	0.00000	1.05675	52.03	10052.03
3	2009.12.01 07:00	buy	2	1.00	1.05571	0.00000	1.05626
4	2009.12.01 07:20	t/p	2	1.00	1.05626	0.00000	1.05626	52.07	10104.10
5	2009.12.01 08:00	buy	3	1.00	1.05524	0.00000	1.05579
6	2009.12.03 15:20	t/p	3	1.00	1.05579	0.00000	1.05579	49.44	10153.54
7	2009.12.03 16:00	sell	4	1.00	1.05546	0.00000	1.05491
8	2009.12.03 16:50	t/p	4	1.00	1.05491	0.00000	1.05491	52.17	10205.71
9	2009.12.03 17:00	sell	5	1.00	1.05437	0.00000	1.05382
10	2009.12.03 17:10	t/p	5	1.00	1.05382	0.00000	1.05382	52.21	10257.92
11	2009.12.03 18:00	sell	6	1.00	1.05384	0.00000	1.05329
12	2009.12.03 18:50	t/p	6	1.00	1.05329	0.00000	1.05329	52.23	10310.15
13	2009.12.03 19:00	sell	7	1.00	1.05288	0.00000	1.05233
14	2009.12.03 19:59	t/p	7	1.00	1.05233	0.00000	1.05233	52.27	10362.42
15	2009.12.03 20:00	sell	8	1.00	1.05214	0.00000	1.05159
16	2009.12.04 13:03	t/p	8	1.00	1.05159	0.00000	1.05159	51.98	10414.40
17	2009.12.04 14:00	buy	9	1.00	1.04681	0.00000	1.04736
18	2009.12.04 14:15	t/p	9	1.00	1.04736	0.00000	1.04736	52.51	10466.91
19	2009.12.04 15:00	buy	10	1.00	1.04890	0.00000	1.04945
20	2009.12.04 15:02	t/p	10	1.00	1.04945	0.00000	1.04945	52.33	10519.24
21	2009.12.04 16:00	buy	11	1.00	1.04696	0.00000	1.04751
22	2009.12.04 16:10	t/p	11	1.00	1.04751	0.00000	1.04751	52.45	10571.69
23	2009.12.04 17:00	buy	12	1.00	1.05022	0.00000	1.05077
24	2009.12.04 17:20	t/p	12	1.00	1.05077	0.00000	1.05077	52.29	10623.98
25	2009.12.04 18:00	buy	13	1.00	1.05168	0.00000	1.05223
26	2009.12.04 18:15	t/p	13	1.00	1.05223	0.00000	1.05223	52.25	10676.23
27	2009.12.04 19:00	buy	14	1.00	1.05202	0.00000	1.05257
28	2009.12.04 19:10	t/p	14	1.00	1.05257	0.00000	1.05257	52.22	10728.45
29	2009.12.04 21:00	sell	15	1.00	1.05928	0.00000	1.05873
30	2009.12.04 21:10	t/p	15	1.00	1.05873	0.00000	1.05873	51.95	10780.40
31	2009.12.04 22:00	sell	16	1.00	1.05786	0.00000	1.05731
32	2009.12.04 22:16	t/p	16	1.00	1.05731	0.00000	1.05731	52.03	10832.43
33	2009.12.07 00:00	sell	17	1.00	1.05561	0.00000	1.05506
34	2009.12.07 01:45	t/p	17	1.00	1.05506	0.00000	1.05506	52.15	10884.58
35	2009.12.07 02:00	sell	18	1.00	1.05542	0.00000	1.05487
36	2009.12.07 03:15	t/p	18	1.00	1.05487	0.00000	1.05487	52.15	10936.73
37	2009.12.07 04:00	sell	19	1.00	1.05434	0.00000	1.05379
38	2009.12.07 14:46	t/p	19	1.00	1.05379	0.00000	1.05379	52.20	10988.93
39	2009.12.07 17:00	buy	20	1.00	1.05106	0.00000	1.05161
40	2009.12.07 17:15	t/p	20	1.00	1.05161	0.00000	1.05161	52.29	11041.22
41	2009.12.07 18:00	buy	21	1.00	1.05091	0.00000	1.05146
42	2009.12.07 18:03	t/p	21	1.00	1.05146	0.00000	1.05146	52.30	11093.52
43	2009.12.07 19:00	buy	22	1.00	1.05001	0.00000	1.05056
44	2009.12.07 19:50	t/p	22	1.00	1.05056	0.00000	1.05056	52.33	11145.85
45	2009.12.07 20:00	buy	23	1.00	1.05088	0.00000	1.05143
46	2009.12.07 20:20	t/p	23	1.00	1.05143	0.00000	1.05143	52.30	11198.15
47	2009.12.07 21:00	buy	24	1.00	1.05291	0.00000	1.05346
48	2009.12.07 21:20	t/p	24	1.00	1.05346	0.00000	1.05346	52.21	11250.36
49	2009.12.07 22:00	buy	25	1.00	1.05304	0.00000	1.05359
50	2009.12.08 08:45	t/p	25	1.00	1.05359	0.00000	1.05359	51.50	11301.86
51	2009.12.08 09:00	sell	26	1.00	1.05512	0.00000	1.05457
52	2009.12.08 09:20	t/p	26	1.00	1.05457	0.00000	1.05457	52.18	11354.04
53	2009.12.08 10:00	sell	27	1.00	1.05231	0.00000	1.05176
54	2009.12.08 10:15	t/p	27	1.00	1.05176	0.00000	1.05176	52.31	11406.35
55	2009.12.08 13:00	sell	28	1.00	1.05445	0.00000	1.05390
56	2009.12.08 13:15	t/p	28	1.00	1.05390	0.00000	1.05390	52.21	11458.56
57	2009.12.08 14:00	sell	29	1.00	1.05394	0.00000	1.05339
58	2009.12.09 21:03	t/p	29	1.00	1.05339	0.00000	1.05339	51.84	11510.41
59	2009.12.09 22:00	buy	30	1.00	1.05450	0.00000	1.05505
60	2009.12.09 23:50	t/p	30	1.00	1.05505	0.00000	1.05505	52.13	11562.54
61	2009.12.10 00:00	buy	31	1.00	1.05504	0.00000	1.05559
62	2009.12.10 05:05	t/p	31	1.00	1.05559	0.00000	1.05559	52.10	11614.64
63	2009.12.10 06:00	sell	32	1.00	1.05630	0.00000	1.05575
64	2009.12.10 07:59	t/p	32	1.00	1.05575	0.00000	1.05575	52.11	11666.75
65	2009.12.10 08:00	sell	33	1.00	1.05532	0.00000	1.05477
66	2009.12.10 08:15	t/p	33	1.00	1.05477	0.00000	1.05477	52.17	11718.92
67	2009.12.10 09:00	sell	34	1.00	1.05672	0.00000	1.05617
68	2009.12.10 09:15	t/p	34	1.00	1.05617	0.00000	1.05617	52.09	11771.01
69	2009.12.10 10:00	sell	35	1.00	1.05506	0.00000	1.05451
70	2009.12.10 10:50	t/p	35	1.00	1.05451	0.00000	1.05451	52.16	11823.17
71	2009.12.10 12:00	buy	36	1.00	1.05142	0.00000	1.05197
72	2009.12.10 16:15	t/p	36	1.00	1.05197	0.00000	1.05197	52.23	11875.40
73	2009.12.10 17:00	buy	37	1.00	1.05191	0.00000	1.05246
74	2009.12.10 17:20	t/p	37	1.00	1.05246	0.00000	1.05246	52.25	11927.65
75	2009.12.10 18:00	buy	38	1.00	1.05197	0.00000	1.05252
76	2009.12.10 18:10	t/p	38	1.00	1.05252	0.00000	1.05252	52.23	11979.88
77	2009.12.10 20:00	buy	39	1.00	1.05176	0.00000	1.05231
78	2009.12.11 03:20	t/p	39	1.00	1.05231	0.00000	1.05231	51.59	12031.47
79	2009.12.11 04:00	buy	40	1.00	1.05119	0.00000	1.05174
80	2009.12.11 05:03	t/p	40	1.00	1.05174	0.00000	1.05174	52.29	12083.76
81	2009.12.11 06:00	buy	41	1.00	1.05188	0.00000	1.05243
82	2009.12.11 08:02	t/p	41	1.00	1.05243	0.00000	1.05243	52.23	12135.99
83	2009.12.11 09:00	sell	42	1.00	1.05172	0.00000	1.05117
84	2009.12.11 09:15	t/p	42	1.00	1.05117	0.00000	1.05117	52.33	12188.32
85	2009.12.11 10:00	sell	43	1.00	1.05111	0.00000	1.05056
86	2009.12.11 10:15	t/p	43	1.00	1.05056	0.00000	1.05056	52.36	12240.68
87	2009.12.11 11:00	buy	44	1.00	1.05034	0.00000	1.05089
88	2009.12.11 11:20	t/p	44	1.00	1.05089	0.00000	1.05089	52.33	12293.01
89	2009.12.11 12:00	buy	45	1.00	1.05012	0.00000	1.05067
90	2009.12.11 14:50	t/p	45	1.00	1.05067	0.00000	1.05067	52.35	12345.36
91	2009.12.11 15:00	buy	46	1.00	1.05071	0.00000	1.05126
92	2009.12.11 15:10	t/p	46	1.00	1.05126	0.00000	1.05126	52.31	12397.67
93	2009.12.11 17:00	sell	47	1.00	1.05482	0.00000	1.05427
94	2009.12.11 17:07	t/p	47	1.00	1.05427	0.00000	1.05427	52.18	12449.85
95	2009.12.11 18:00	sell	48	1.00	1.05832	0.00000	1.05777
96	2009.12.11 18:02	t/p	48	1.00	1.05777	0.00000	1.05777	52.03	12501.88
97	2009.12.11 19:00	sell	49	1.00	1.05866	0.00000	1.05811
98	2009.12.14 00:20	t/p	49	1.00	1.05811	0.00000	1.05811	51.64	12553.52
99	2009.12.14 01:00	sell	50	1.00	1.05866	0.00000	1.05811
100	2009.12.14 01:20	t/p	50	1.00	1.05811	0.00000	1.05811	51.98	12605.50
101	2009.12.14 02:00	sell	51	1.00	1.05943	0.00000	1.05888
102	2009.12.14 02:20	t/p	51	1.00	1.05888	0.00000	1.05888	51.98	12657.48
103	2009.12.14 03:00	sell	52	1.00	1.05949	0.00000	1.05894
104	2009.12.14 05:20	t/p	52	1.00	1.05894	0.00000	1.05894	51.97	12709.45
105	2009.12.14 06:00	sell	53	1.00	1.05931	0.00000	1.05876
106	2009.12.14 06:15	t/p	53	1.00	1.05876	0.00000	1.05876	51.97	12761.42
107	2009.12.14 07:00	buy	54	1.00	1.05759	0.00000	1.05814
108	2009.12.14 07:50	t/p	54	1.00	1.05814	0.00000	1.05814	51.97	12813.39
109	2009.12.14 08:00	buy	55	1.00	1.05834	0.00000	1.05889
110	2009.12.14 08:20	t/p	55	1.00	1.05889	0.00000	1.05889	51.94	12865.33
111	2009.12.14 09:00	buy	56	1.00	1.06025	0.00000	1.06080
112	2009.12.14 09:15	t/p	56	1.00	1.06080	0.00000	1.06080	51.81	12917.14
113	2009.12.14 10:00	sell	57	1.00	1.06156	0.00000	1.06101
114	2009.12.14 16:50	t/p	57	1.00	1.06101	0.00000	1.06101	51.89	12969.03
115	2009.12.14 19:00	buy	58	1.00	1.05786	0.00000	1.05841
116	2009.12.14 19:16	t/p	58	1.00	1.05841	0.00000	1.05841	51.95	13020.98
117	2009.12.14 20:00	buy	59	1.00	1.05956	0.00000	1.06011
118	2009.12.15 09:10	t/p	59	1.00	1.06011	0.00000	1.06011	51.21	13072.20
119	2009.12.15 11:00	sell	60	1.00	1.06138	0.00000	1.06083
120	2009.12.15 14:50	t/p	60	1.00	1.06083	0.00000	1.06083	51.89	13124.09
121	2009.12.15 15:00	sell	61	1.00	1.06083	0.00000	1.06028
122	2009.12.15 15:10	t/p	61	1.00	1.06028	0.00000	1.06028	51.87	13175.96
123	2009.12.15 16:00	sell	62	1.00	1.06146	0.00000	1.06091
124	2009.12.15 16:15	t/p	62	1.00	1.06091	0.00000	1.06091	51.88	13227.84
125	2009.12.15 18:00	sell	63	1.00	1.06207	0.00000	1.06152
126	2009.12.15 18:16	t/p	63	1.00	1.06152	0.00000	1.06152	51.83	13279.67
127	2009.12.15 19:00	sell	64	1.00	1.06194	0.00000	1.06139
128	2009.12.15 20:50	t/p	64	1.00	1.06139	0.00000	1.06139	51.83	13331.50
129	2009.12.16 01:00	buy	65	1.00	1.06077	0.00000	1.06132
130	2009.12.16 01:20	t/p	65	1.00	1.06132	0.00000	1.06132	51.81	13383.31
131	2009.12.16 02:00	buy	66	1.00	1.06075	0.00000	1.06130
132	2009.12.16 02:20	t/p	66	1.00	1.06130	0.00000	1.06130	51.81	13435.12
133	2009.12.16 03:00	buy	67	1.00	1.06115	0.00000	1.06170
134	2009.12.16 06:15	t/p	67	1.00	1.06170	0.00000	1.06170	51.79	13486.91
135	2009.12.16 07:00	buy	68	1.00	1.06178	0.00000	1.06233
136	2009.12.16 08:50	t/p	68	1.00	1.06233	0.00000	1.06233	51.75	13538.66
137	2009.12.16 09:00	sell	69	1.00	1.06195	0.00000	1.06140
138	2009.12.16 09:10	t/p	69	1.00	1.06140	0.00000	1.06140	51.83	13590.49
139	2009.12.16 10:00	buy	70	1.00	1.05995	0.00000	1.06050
140	2009.12.16 11:15	t/p	70	1.00	1.06050	0.00000	1.06050	51.85	13642.34
141	2009.12.16 12:00	sell	71	1.00	1.06186	0.00000	1.06131
142	2009.12.16 12:10	t/p	71	1.00	1.06131	0.00000	1.06131	51.83	13694.17
143	2009.12.16 14:00	buy	72	1.00	1.05922	0.00000	1.05977
144	2009.12.16 14:10	t/p	72	1.00	1.05977	0.00000	1.05977	51.89	13746.06
145	2009.12.16 15:00	buy	73	1.00	1.06063	0.00000	1.06118
146	2009.12.16 15:03	t/p	73	1.00	1.06118	0.00000	1.06118	51.83	13797.89
147	2009.12.16 16:00	buy	74	1.00	1.05927	0.00000	1.05982
148	2009.12.16 16:20	t/p	74	1.00	1.05982	0.00000	1.05982	51.89	13849.78
149	2009.12.16 17:00	buy	75	1.00	1.05915	0.00000	1.05970
150	2009.12.16 18:50	t/p	75	1.00	1.05970	0.00000	1.05970	51.90	13901.68
151	2009.12.16 19:00	buy	76	1.00	1.05992	0.00000	1.06047
152	2009.12.16 20:15	t/p	76	1.00	1.06047	0.00000	1.06047	51.82	13953.50
153	2009.12.16 21:00	sell	77	1.00	1.06291	0.00000	1.06236
154	2009.12.16 21:20	t/p	77	1.00	1.06236	0.00000	1.06236	51.81	14005.31
155	2009.12.16 22:00	sell	78	1.00	1.06054	0.00000	1.05999
156	2009.12.21 13:10	t/p	78	1.00	1.05999	0.00000	1.05999	50.02	14055.33
157	2009.12.21 14:00	buy	79	1.00	1.05617	0.00000	1.05672
158	2009.12.21 16:15	t/p	79	1.00	1.05672	0.00000	1.05672	52.03	14107.36
159	2009.12.21 17:00	buy	80	1.00	1.05792	0.00000	1.05847
160	2009.12.21 17:10	t/p	80	1.00	1.05847	0.00000	1.05847	51.93	14159.29
161	2009.12.21 18:00	buy	81	1.00	1.05922	0.00000	1.05977
162	2009.12.21 18:40	t/p	81	1.00	1.05977	0.00000	1.05977	51.89	14211.18
163	2009.12.21 19:00	buy	82	1.00	1.06132	0.00000	1.06187
164	2009.12.21 19:10	t/p	82	1.00	1.06187	0.00000	1.06187	51.78	14262.96
165	2009.12.21 23:00	sell	83	1.00	1.06204	0.00000	1.06149
166	2009.12.22 01:07	t/p	83	1.00	1.06149	0.00000	1.06149	51.43	14314.39
167	2009.12.22 02:00	sell	84	1.00	1.06179	0.00000	1.06124
168	2009.12.22 07:45	t/p	84	1.00	1.06124	0.00000	1.06124	51.84	14366.23
169	2009.12.22 08:00	buy	85	1.00	1.06097	0.00000	1.06152
170	2009.12.22 16:50	t/p	85	1.00	1.06152	0.00000	1.06152	51.80	14418.03
171	2009.12.22 18:00	buy	86	1.00	1.05547	0.00000	1.05602
172	2009.12.22 18:20	t/p	86	1.00	1.05602	0.00000	1.05602	52.07	14470.10
173	2009.12.22 19:00	buy	87	1.00	1.05597	0.00000	1.05652
174	2009.12.22 19:15	t/p	87	1.00	1.05652	0.00000	1.05652	52.05	14522.15
175	2009.12.22 20:00	buy	88	1.00	1.05468	0.00000	1.05523
176	2009.12.22 20:45	t/p	88	1.00	1.05523	0.00000	1.05523	52.12	14574.27
177	2009.12.22 21:00	buy	89	1.00	1.05577	0.00000	1.05632
178	2009.12.22 21:20	t/p	89	1.00	1.05632	0.00000	1.05632	52.05	14626.32
179	2009.12.22 22:00	buy	90	1.00	1.05815	0.00000	1.05870
180	2009.12.31 18:57	close at stop	90	1.00	1.04645	0.00000	1.05870	-1125.31	13501.01