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=14; TrailingStop=0; TakeProfit=0; InitialStopLoss=0; Type=1; FridayNightHour=16;
Bars in test	1515	Ticks modelled	13777	Modelling quality	n/a
Mismatched charts errors	2
Initial deposit	10000.00
Total net profit	-3550.84	Gross profit	6141.00	Gross loss	-9691.84
Profit factor	0.63	Expected payoff	-73.98
Absolute drawdown	4514.70	Maximal drawdown	6318.05 (53.53%)	Relative drawdown	53.53% (6318.05)
Total trades	48	Short positions (won %)	25 (40.00%)	Long positions (won %)	23 (30.43%)
		Profit trades (% of total)	17 (35.42%)	Loss trades (% of total)	31 (64.58%)
Largest		profit trade	849.03	loss trade	-964.94
Average		profit trade	361.24	loss trade	-312.64
Maximum		consecutive wins (profit in money)	3 (802.96)	consecutive losses (loss in money)	6 (-2974.87)
Maximal		consecutive profit (count of wins)	849.03 (1)	consecutive loss (count of losses)	-2974.87 (6)
Average		consecutive wins	1	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 00:00	sell	1	1.00	1.05597	0.00000	0.00000
2	2009.12.01 22:00	close	1	1.00	1.04708	0.00000	0.00000	849.03	10849.03
3	2009.12.01 22:00	buy	2	1.00	1.04708	0.00000	0.00000
4	2009.12.02 07:00	close	2	1.00	1.04447	0.00000	0.00000	-250.27	10598.76
5	2009.12.02 07:00	sell	3	1.00	1.04447	0.00000	0.00000
6	2009.12.02 13:00	close	3	1.00	1.04629	0.00000	0.00000	-173.95	10424.81
7	2009.12.02 13:00	buy	4	1.00	1.04629	0.00000	0.00000
8	2009.12.03 04:00	close	4	1.00	1.04888	0.00000	0.00000	245.80	10670.62
9	2009.12.03 07:00	buy	5	1.00	1.05139	0.00000	0.00000
10	2009.12.03 08:00	close	5	1.00	1.04819	0.00000	0.00000	-305.29	10365.33
11	2009.12.03 08:00	sell	6	1.00	1.04819	0.00000	0.00000
12	2009.12.03 12:00	close	6	1.00	1.05000	0.00000	0.00000	-172.38	10192.95
13	2009.12.03 12:00	buy	7	1.00	1.05000	0.00000	0.00000
14	2009.12.04 08:00	close	7	1.00	1.05529	0.00000	0.00000	500.90	10693.85
15	2009.12.04 08:00	sell	8	1.00	1.05529	0.00000	0.00000
16	2009.12.04 20:00	close	8	1.00	1.05738	0.00000	0.00000	-197.66	10496.19
17	2009.12.07 08:00	sell	9	1.00	1.05404	0.00000	0.00000
18	2009.12.07 10:00	close	9	1.00	1.06431	0.00000	0.00000	-964.94	9531.25
19	2009.12.07 10:00	buy	10	1.00	1.06431	0.00000	0.00000
20	2009.12.07 15:00	close	10	1.00	1.05543	0.00000	0.00000	-841.36	8689.89
21	2009.12.07 15:00	sell	11	1.00	1.05543	0.00000	0.00000
22	2009.12.08 09:00	close	11	1.00	1.05556	0.00000	0.00000	-12.13	8677.76
23	2009.12.08 09:00	buy	12	1.00	1.05556	0.00000	0.00000
24	2009.12.08 11:00	close	12	1.00	1.05018	0.00000	0.00000	-512.29	8165.47
25	2009.12.08 11:00	sell	13	1.00	1.05018	0.00000	0.00000
26	2009.12.08 13:00	close	13	1.00	1.05489	0.00000	0.00000	-446.49	7718.98
27	2009.12.08 13:00	buy	14	1.00	1.05489	0.00000	0.00000
28	2009.12.09 04:00	close	14	1.00	1.06191	0.00000	0.00000	660.69	8379.67
29	2009.12.09 08:00	buy	15	1.00	1.06508	0.00000	0.00000
30	2009.12.09 12:00	close	15	1.00	1.05987	0.00000	0.00000	-491.57	7888.10
31	2009.12.09 12:00	sell	16	1.00	1.05987	0.00000	0.00000
32	2009.12.10 06:00	close	16	1.00	1.05674	0.00000	0.00000	296.75	8184.86
33	2009.12.10 06:00	buy	17	1.00	1.05674	0.00000	0.00000
34	2009.12.10 11:00	close	17	1.00	1.05451	0.00000	0.00000	-211.47	7973.39
35	2009.12.10 11:00	sell	18	1.00	1.05451	0.00000	0.00000
36	2009.12.11 08:00	close	18	1.00	1.05270	0.00000	0.00000	172.13	8145.51
37	2009.12.11 08:00	buy	19	1.00	1.05270	0.00000	0.00000
38	2009.12.11 11:00	close	19	1.00	1.05011	0.00000	0.00000	-246.64	7898.87
39	2009.12.11 11:00	sell	20	1.00	1.05011	0.00000	0.00000
40	2009.12.11 16:00	close	20	1.00	1.05292	0.00000	0.00000	-266.88	7631.99
41	2009.12.11 16:00	buy	21	1.00	1.05292	0.00000	0.00000
42	2009.12.14 07:00	close	21	1.00	1.05736	0.00000	0.00000	419.53	8051.53
43	2009.12.14 07:00	sell	22	1.00	1.05736	0.00000	0.00000
44	2009.12.14 10:00	close	22	1.00	1.06200	0.00000	0.00000	-436.91	7614.62
45	2009.12.14 10:00	buy	23	1.00	1.06200	0.00000	0.00000
46	2009.12.14 18:00	close	23	1.00	1.05892	0.00000	0.00000	-290.86	7323.76
47	2009.12.14 18:00	sell	24	1.00	1.05892	0.00000	0.00000
48	2009.12.15 09:00	close	24	1.00	1.05959	0.00000	0.00000	-63.04	7260.72
49	2009.12.15 09:00	buy	25	1.00	1.05959	0.00000	0.00000
50	2009.12.16 02:00	close	25	1.00	1.06052	0.00000	0.00000	87.31	7348.03
51	2009.12.16 02:00	sell	26	1.00	1.06052	0.00000	0.00000
52	2009.12.16 09:00	close	26	1.00	1.06239	0.00000	0.00000	-176.02	7172.01
53	2009.12.16 09:00	buy	27	1.00	1.06239	0.00000	0.00000
54	2009.12.16 10:00	close	27	1.00	1.05972	0.00000	0.00000	-251.95	6920.06
55	2009.12.16 10:00	sell	28	1.00	1.05972	0.00000	0.00000
56	2009.12.16 12:00	close	28	1.00	1.06230	0.00000	0.00000	-242.87	6677.19
57	2009.12.16 12:00	buy	29	1.00	1.06230	0.00000	0.00000
58	2009.12.16 14:00	close	29	1.00	1.05899	0.00000	0.00000	-312.56	6364.63
59	2009.12.16 14:00	sell	30	1.00	1.05899	0.00000	0.00000
60	2009.12.16 21:00	close	30	1.00	1.06335	0.00000	0.00000	-410.02	5954.61
61	2009.12.16 21:00	buy	31	1.00	1.06335	0.00000	0.00000
62	2009.12.18 02:00	close	31	1.00	1.06914	0.00000	0.00000	540.06	6494.67
63	2009.12.18 02:00	sell	32	1.00	1.06914	0.00000	0.00000
64	2009.12.21 07:00	close	32	1.00	1.06736	0.00000	0.00000	166.96	6661.62
65	2009.12.21 07:00	buy	33	1.00	1.06736	0.00000	0.00000
66	2009.12.21 08:00	close	33	1.00	1.06627	0.00000	0.00000	-102.23	6559.39
67	2009.12.21 08:00	sell	34	1.00	1.06627	0.00000	0.00000
68	2009.12.21 09:00	close	34	1.00	1.06844	0.00000	0.00000	-203.10	6356.29
69	2009.12.21 09:00	buy	35	1.00	1.06844	0.00000	0.00000
70	2009.12.21 11:00	close	35	1.00	1.06524	0.00000	0.00000	-300.40	6055.89
71	2009.12.21 11:00	sell	36	1.00	1.06524	0.00000	0.00000
72	2009.12.21 21:00	close	36	1.00	1.06180	0.00000	0.00000	323.98	6379.87
73	2009.12.22 07:00	sell	37	1.00	1.06139	0.00000	0.00000
74	2009.12.22 17:00	close	37	1.00	1.06052	0.00000	0.00000	82.04	6461.91
75	2009.12.22 17:00	buy	38	1.00	1.06052	0.00000	0.00000
76	2009.12.22 18:00	close	38	1.00	1.05524	0.00000	0.00000	-500.36	5961.55
77	2009.12.22 18:00	sell	39	1.00	1.05524	0.00000	0.00000
78	2009.12.24 06:00	close	39	1.00	1.04938	0.00000	0.00000	559.17	6520.73
79	2009.12.24 08:00	sell	40	1.00	1.04797	0.00000	0.00000
80	2009.12.24 15:00	close	40	1.00	1.04882	0.00000	0.00000	-81.04	6439.69
81	2009.12.24 15:00	buy	41	1.00	1.04882	0.00000	0.00000
82	2009.12.28 04:00	close	41	1.00	1.04630	0.00000	0.00000	-241.60	6198.08
83	2009.12.28 04:00	sell	42	1.00	1.04630	0.00000	0.00000
84	2009.12.28 09:00	close	42	1.00	1.04962	0.00000	0.00000	-316.30	5881.78
85	2009.12.28 09:00	buy	43	1.00	1.04962	0.00000	0.00000
86	2009.12.28 14:00	close	43	1.00	1.04647	0.00000	0.00000	-301.01	5580.77
87	2009.12.28 14:00	sell	44	1.00	1.04647	0.00000	0.00000
88	2009.12.29 03:00	close	44	1.00	1.04414	0.00000	0.00000	223.34	5804.11
89	2009.12.29 08:00	sell	45	1.00	1.04276	0.00000	0.00000
90	2009.12.29 17:00	close	45	1.00	1.04197	0.00000	0.00000	75.82	5879.93
91	2009.12.29 17:00	buy	46	1.00	1.04197	0.00000	0.00000
92	2009.12.30 12:00	close	46	1.00	1.04725	0.00000	0.00000	503.80	6383.74
93	2009.12.30 19:00	buy	47	1.00	1.05529	0.00000	0.00000
94	2009.12.31 03:00	close	47	1.00	1.05143	0.00000	0.00000	-368.25	6015.49
95	2009.12.31 03:00	sell	48	1.00	1.05143	0.00000	0.00000
96	2009.12.31 18:57	close at stop	48	1.00	1.04689	0.00000	0.00000	433.67	6449.16