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=0; TakeProfit=0; InitialStopLoss=0; FridayNightHour=16;
Bars in test	1515	Ticks modelled	13777	Modelling quality	n/a
Mismatched charts errors	2
Initial deposit	10000.00
Total net profit	-2227.98	Gross profit	3788.32	Gross loss	-6016.31
Profit factor	0.63	Expected payoff	-74.27
Absolute drawdown	3278.23	Maximal drawdown	4718.22 (41.24%)	Relative drawdown	41.24% (4718.22)
Total trades	30	Short positions (won %)	15 (40.00%)	Long positions (won %)	15 (13.33%)
		Profit trades (% of total)	8 (26.67%)	Loss trades (% of total)	22 (73.33%)
Largest		profit trade	849.03	loss trade	-964.94
Average		profit trade	473.54	loss trade	-273.47
Maximum		consecutive wins (profit in money)	2 (1042.00)	consecutive losses (loss in money)	11 (-2749.34)
Maximal		consecutive profit (count of wins)	1042.00 (2)	consecutive loss (count of losses)	-2749.34 (11)
Average		consecutive wins	2	consecutive losses	4

#	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	2009.12.03 07:00	buy	2	1.00	1.05139	0.00000	0.00000
4	2009.12.03 08:00	close	2	1.00	1.04819	0.00000	0.00000	-305.29	10543.74
5	2009.12.03 08:00	sell	3	1.00	1.04819	0.00000	0.00000
6	2009.12.03 12:00	close	3	1.00	1.05000	0.00000	0.00000	-172.38	10371.36
7	2009.12.07 06:00	buy	4	1.00	1.05576	0.00000	0.00000
8	2009.12.07 08:00	close	4	1.00	1.05404	0.00000	0.00000	-163.18	10208.18
9	2009.12.07 08:00	sell	5	1.00	1.05404	0.00000	0.00000
10	2009.12.07 10:00	close	5	1.00	1.06431	0.00000	0.00000	-964.94	9243.24
11	2009.12.08 09:00	buy	6	1.00	1.05556	0.00000	0.00000
12	2009.12.08 11:00	close	6	1.00	1.05018	0.00000	0.00000	-512.29	8730.95
13	2009.12.08 13:00	buy	7	1.00	1.05489	0.00000	0.00000
14	2009.12.09 04:00	close	7	1.00	1.06191	0.00000	0.00000	660.69	9391.64
15	2009.12.09 12:00	sell	8	1.00	1.05987	0.00000	0.00000
16	2009.12.10 05:00	close	8	1.00	1.05585	0.00000	0.00000	381.30	9772.95
17	2009.12.10 20:00	sell	9	1.00	1.05153	0.00000	0.00000
18	2009.12.11 08:00	close	9	1.00	1.05270	0.00000	0.00000	-110.95	9662.00
19	2009.12.11 08:00	buy	10	1.00	1.05270	0.00000	0.00000
20	2009.12.11 11:00	close	10	1.00	1.05011	0.00000	0.00000	-246.64	9415.36
21	2009.12.11 11:00	sell	11	1.00	1.05011	0.00000	0.00000
22	2009.12.11 16:00	close	11	1.00	1.05292	0.00000	0.00000	-266.88	9148.48
23	2009.12.14 07:00	sell	12	1.00	1.05736	0.00000	0.00000
24	2009.12.14 10:00	close	12	1.00	1.06200	0.00000	0.00000	-436.91	8711.57
25	2009.12.14 10:00	buy	13	1.00	1.06200	0.00000	0.00000
26	2009.12.14 17:00	close	13	1.00	1.06083	0.00000	0.00000	-110.29	8601.28
27	2009.12.15 18:00	buy	14	1.00	1.06251	0.00000	0.00000
28	2009.12.16 01:00	close	14	1.00	1.06054	0.00000	0.00000	-186.13	8415.15
29	2009.12.16 01:00	sell	15	1.00	1.06054	0.00000	0.00000
30	2009.12.16 09:00	close	15	1.00	1.06239	0.00000	0.00000	-174.14	8241.01
31	2009.12.16 09:00	buy	16	1.00	1.06239	0.00000	0.00000
32	2009.12.16 10:00	close	16	1.00	1.05972	0.00000	0.00000	-251.95	7989.06
33	2009.12.16 10:00	sell	17	1.00	1.05972	0.00000	0.00000
34	2009.12.16 12:00	close	17	1.00	1.06230	0.00000	0.00000	-242.87	7746.19
35	2009.12.16 12:00	buy	18	1.00	1.06230	0.00000	0.00000
36	2009.12.16 14:00	close	18	1.00	1.05899	0.00000	0.00000	-312.56	7433.63
37	2009.12.16 14:00	sell	19	1.00	1.05899	0.00000	0.00000
38	2009.12.16 21:00	close	19	1.00	1.06335	0.00000	0.00000	-410.02	7023.61
39	2009.12.16 21:00	buy	20	1.00	1.06335	0.00000	0.00000
40	2009.12.18 01:00	close	20	1.00	1.07012	0.00000	0.00000	631.14	7654.75
41	2009.12.18 01:00	sell	21	1.00	1.07012	0.00000	0.00000
42	2009.12.21 03:00	close	21	1.00	1.06776	0.00000	0.00000	221.21	7875.95
43	2009.12.21 03:00	buy	22	1.00	1.06776	0.00000	0.00000
44	2009.12.21 05:00	close	22	1.00	1.06616	0.00000	0.00000	-150.07	7725.88
45	2009.12.21 07:00	buy	23	1.00	1.06736	0.00000	0.00000
46	2009.12.21 08:00	close	23	1.00	1.06627	0.00000	0.00000	-102.23	7623.65
47	2009.12.21 09:00	buy	24	1.00	1.06844	0.00000	0.00000
48	2009.12.21 11:00	close	24	1.00	1.06524	0.00000	0.00000	-300.40	7323.25
49	2009.12.21 11:00	sell	25	1.00	1.06524	0.00000	0.00000
50	2009.12.21 20:00	close	25	1.00	1.06233	0.00000	0.00000	273.93	7597.18
51	2009.12.22 18:00	sell	26	1.00	1.05524	0.00000	0.00000
52	2009.12.24 02:00	close	26	1.00	1.04950	0.00000	0.00000	547.68	8144.87
53	2009.12.24 03:00	sell	27	1.00	1.04840	0.00000	0.00000
54	2009.12.24 06:00	close	27	1.00	1.04938	0.00000	0.00000	-93.39	8051.48
55	2009.12.24 06:00	buy	28	1.00	1.04938	0.00000	0.00000
56	2009.12.24 08:00	close	28	1.00	1.04797	0.00000	0.00000	-134.55	7916.93
57	2009.12.28 14:00	sell	29	1.00	1.04647	0.00000	0.00000
58	2009.12.29 03:00	close	29	1.00	1.04414	0.00000	0.00000	223.34	8140.26
59	2009.12.30 19:00	buy	30	1.00	1.05529	0.00000	0.00000
60	2009.12.31 03:00	close	30	1.00	1.05143	0.00000	0.00000	-368.25	7772.02