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=0.1; TakeProfit=100; RiskPercent=1; SignalLifeBars=24; PVoffset=2;
Bars in test	1515	Ticks modelled	13777	Modelling quality	n/a
Mismatched charts errors	2
Initial deposit	10000.00
Total net profit	-396.17	Gross profit	223.86	Gross loss	-620.03
Profit factor	0.36	Expected payoff	-20.85
Absolute drawdown	562.34	Maximal drawdown	670.51 (6.63%)	Relative drawdown	6.63% (670.51)
Total trades	19	Short positions (won %)	10 (50.00%)	Long positions (won %)	9 (0.00%)
		Profit trades (% of total)	5 (26.32%)	Loss trades (% of total)	14 (73.68%)
Largest		profit trade	99.50	loss trade	-125.78
Average		profit trade	44.77	loss trade	-44.29
Maximum		consecutive wins (profit in money)	2 (103.88)	consecutive losses (loss in money)	11 (-545.76)
Maximal		consecutive profit (count of wins)	103.88 (2)	consecutive loss (count of losses)	-545.76 (11)
Average		consecutive wins	2	consecutive losses	5

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 09:00	sell	1	0.10	1.05224	0.00000	0.00000
2	2009.12.03 03:00	close	1	0.10	1.04994	0.00000	0.00000	21.99	10021.99
3	2009.12.07 13:00	buy	2	0.10	1.06301	0.00000	0.00000
4	2009.12.07 22:00	sell	3	0.10	1.05281	0.00000	0.00000
5	2009.12.07 23:00	close	3	0.10	1.05148	0.00000	0.00000	12.65	10034.64
6	2009.12.08 01:00	close	2	0.10	1.04981	0.00000	0.00000	-125.78	9908.86
7	2009.12.08 18:00	buy	4	0.10	1.06032	0.00000	0.00000
8	2009.12.09 23:00	close	4	0.10	1.05455	0.00000	0.00000	-54.76	9854.10
9	2009.12.11 03:00	sell	5	0.10	1.05147	0.00000	0.00000
10	2009.12.11 11:00	sell	6	0.10	1.05011	0.00000	0.00000
11	2009.12.11 21:00	close	5	0.10	1.06109	0.00000	0.00000	-90.66	9763.44
12	2009.12.11 22:00	close	6	0.10	1.06011	0.00000	0.00000	-94.33	9669.11
13	2009.12.14 02:00	buy	7	0.10	1.05987	0.00000	0.00000
14	2009.12.14 10:00	buy	8	0.10	1.06200	0.00000	0.00000
15	2009.12.15 09:00	buy	9	0.10	1.05959	0.00000	0.00000
16	2009.12.15 11:00	buy	10	0.10	1.06182	0.00000	0.00000
17	2009.12.16 07:00	buy	11	0.10	1.06199	0.00000	0.00000
18	2009.12.16 16:00	close	7	0.10	1.05904	0.00000	0.00000	-7.92	9661.19
19	2009.12.16 16:00	close	9	0.10	1.05904	0.00000	0.00000	-5.23	9655.97
20	2009.12.16 16:00	close	11	0.10	1.05904	0.00000	0.00000	-27.86	9628.11
21	2009.12.16 17:00	close	8	0.10	1.05892	0.00000	0.00000	-29.17	9598.94
22	2009.12.16 18:00	close	10	0.10	1.05777	0.00000	0.00000	-38.33	9560.61
23	2009.12.17 11:00	buy	12	0.10	1.07093	0.00000	0.00000
24	2009.12.18 09:00	buy	13	0.10	1.06868	0.00000	0.00000
25	2009.12.18 14:00	close	12	0.10	1.06524	0.00000	0.00000	-53.46	9507.16
26	2009.12.18 15:00	close	13	0.10	1.06673	0.00000	0.00000	-18.28	9488.88
27	2009.12.23 01:00	sell	14	0.10	1.05698	0.00000	0.00000
28	2009.12.23 10:00	sell	15	0.10	1.05561	0.00000	0.00000
29	2009.12.24 12:00	sell	16	0.10	1.04703	0.00000	0.00000
30	2009.12.28 04:00	sell	17	0.10	1.04630	0.00000	0.00000
31	2009.12.28 14:00	sell	18	0.10	1.04647	0.00000	0.00000
32	2009.12.29 09:00	sell	19	0.10	1.04177	0.00000	0.00000
33	2009.12.30 03:00	close	14	0.10	1.04658	0.00000	0.00000	99.50	9588.38
34	2009.12.30 03:00	close	16	0.10	1.04658	0.00000	0.00000	4.38	9592.75
35	2009.12.30 03:00	close	18	0.10	1.04658	0.00000	0.00000	-1.01	9591.74
36	2009.12.30 04:00	close	15	0.10	1.04669	0.00000	0.00000	85.35	9677.09
37	2009.12.30 04:00	close	19	0.10	1.04669	0.00000	0.00000	-46.99	9630.10
38	2009.12.30 05:00	close	17	0.10	1.04906	0.00000	0.00000	-26.27	9603.83