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		TakeProfit=20; Lots=1; InitialStop=80; TrailingStop=40;
Bars in test	1515	Ticks modelled	13777	Modelling quality	n/a
Mismatched charts errors	2
Initial deposit	10000.00
Total net profit	-1549.68	Gross profit	2512.08	Gross loss	-4061.76
Profit factor	0.62	Expected payoff	-96.85
Absolute drawdown	2473.66	Maximal drawdown	2801.78 (27.13%)	Relative drawdown	27.13% (2801.78)
Total trades	16	Short positions (won %)	0 (0.00%)	Long positions (won %)	16 (31.25%)
		Profit trades (% of total)	5 (31.25%)	Loss trades (% of total)	11 (68.75%)
Largest		profit trade	779.31	loss trade	-810.79
Average		profit trade	502.42	loss trade	-369.25
Maximum		consecutive wins (profit in money)	1 (779.31)	consecutive losses (loss in money)	4 (-1402.86)
Maximal		consecutive profit (count of wins)	779.31 (1)	consecutive loss (count of losses)	-1402.86 (4)
Average		consecutive wins	1	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.02 15:00	buy	1	1.00	1.04798	0.00000	0.00000
2	2009.12.03 09:00	close	1	1.00	1.04633	0.00000	0.00000	-159.66	9840.34
3	2009.12.03 15:00	buy	2	1.00	1.05464	0.00000	0.00000
4	2009.12.04 10:00	close	2	1.00	1.05473	0.00000	0.00000	7.87	9848.21
5	2009.12.04 21:00	buy	3	1.00	1.05952	0.00000	0.00000
6	2009.12.07 09:00	close	3	1.00	1.05484	0.00000	0.00000	-444.33	9403.88
7	2009.12.07 11:00	buy	4	1.00	1.05935	0.00000	0.00000
8	2009.12.07 17:00	close	4	1.00	1.05083	0.00000	0.00000	-810.79	8593.09
9	2009.12.08 13:00	buy	5	1.00	1.05469	0.00000	0.00000
10	2009.12.09 06:00	close	5	1.00	1.06219	0.00000	0.00000	705.43	9298.52
11	2009.12.10 07:00	buy	6	1.00	1.05750	0.00000	0.00000
12	2009.12.10 12:00	close	6	1.00	1.05119	0.00000	0.00000	-600.27	8698.25
13	2009.12.11 08:00	buy	7	1.00	1.05250	0.00000	0.00000
14	2009.12.11 12:00	close	7	1.00	1.04989	0.00000	0.00000	-248.60	8449.65
15	2009.12.11 17:00	buy	8	1.00	1.05506	0.00000	0.00000
16	2009.12.14 19:00	close	8	1.00	1.05763	0.00000	0.00000	242.34	8691.99
17	2009.12.15 11:00	buy	9	1.00	1.06162	0.00000	0.00000
18	2009.12.16 00:00	close	9	1.00	1.06069	0.00000	0.00000	-88.34	8603.66
19	2009.12.16 09:00	buy	10	1.00	1.06219	0.00000	0.00000
20	2009.12.16 11:00	close	10	1.00	1.05894	0.00000	0.00000	-306.91	8296.75
21	2009.12.16 22:00	buy	11	1.00	1.06078	0.00000	0.00000
22	2009.12.18 02:00	close	11	1.00	1.06914	0.00000	0.00000	779.31	9076.05
23	2009.12.21 02:00	buy	12	1.00	1.06772	0.00000	0.00000
24	2009.12.21 13:00	close	12	1.00	1.06085	0.00000	0.00000	-647.59	8428.46
25	2009.12.22 00:00	buy	13	1.00	1.06320	0.00000	0.00000
26	2009.12.22 09:00	close	13	1.00	1.06007	0.00000	0.00000	-295.26	8133.20
27	2009.12.28 00:00	buy	14	1.00	1.04808	0.00000	0.00000
28	2009.12.28 05:00	close	14	1.00	1.04637	0.00000	0.00000	-163.42	7969.78
29	2009.12.28 10:00	buy	15	1.00	1.04833	0.00000	0.00000
30	2009.12.28 15:00	close	15	1.00	1.04523	0.00000	0.00000	-296.59	7673.19
31	2009.12.29 21:00	buy	16	1.00	1.04341	0.00000	0.00000
32	2009.12.31 04:00	close	16	1.00	1.05161	0.00000	0.00000	777.13	8450.32