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=50; Lots=0.1; InitialStop=30; TrailingStop=20;
Bars in test	1515	Ticks modelled	13777	Modelling quality	n/a
Mismatched charts errors	2
Initial deposit	10000.00
Total net profit	-329.48	Gross profit	268.20	Gross loss	-597.68
Profit factor	0.45	Expected payoff	-10.30
Absolute drawdown	409.42	Maximal drawdown	425.48 (4.25%)	Relative drawdown	4.25% (425.48)
Total trades	32	Short positions (won %)	16 (18.75%)	Long positions (won %)	16 (25.00%)
		Profit trades (% of total)	7 (21.88%)	Loss trades (% of total)	25 (78.13%)
Largest		profit trade	75.71	loss trade	-74.80
Average		profit trade	38.31	loss trade	-23.91
Maximum		consecutive wins (profit in money)	2 (74.97)	consecutive losses (loss in money)	8 (-146.21)
Maximal		consecutive profit (count of wins)	75.71 (1)	consecutive loss (count of losses)	-146.21 (8)
Average		consecutive wins	1	consecutive losses	4

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.02 15:00	buy	1	0.10	1.04838	0.00000	0.00000
2	2009.12.02 17:00	close	1	0.10	1.04518	0.00000	0.00000	-30.62	9969.38
3	2009.12.02 17:00	sell	2	0.10	1.04518	0.00000	0.00000
4	2009.12.02 18:00	close	2	0.10	1.04715	0.00000	0.00000	-18.81	9950.57
5	2009.12.02 18:00	buy	3	0.10	1.04715	0.00000	0.00000
6	2009.12.03 01:00	close	3	0.10	1.04918	0.00000	0.00000	19.04	9969.61
7	2009.12.03 09:00	sell	4	0.10	1.04633	0.00000	0.00000
8	2009.12.03 11:00	close	4	0.10	1.04955	0.00000	0.00000	-30.68	9938.93
9	2009.12.03 11:00	buy	5	0.10	1.04955	0.00000	0.00000
10	2009.12.03 14:00	close	5	0.10	1.04926	0.00000	0.00000	-2.76	9936.17
11	2009.12.04 13:00	sell	6	0.10	1.05225	0.00000	0.00000
12	2009.12.04 17:00	close	6	0.10	1.05063	0.00000	0.00000	15.42	9951.59
13	2009.12.04 20:00	buy	7	0.10	1.05758	0.00000	0.00000
14	2009.12.07 01:00	close	7	0.10	1.05600	0.00000	0.00000	-15.06	9936.53
15	2009.12.07 17:00	sell	8	0.10	1.05083	0.00000	0.00000
16	2009.12.07 21:00	close	8	0.10	1.05332	0.00000	0.00000	-23.64	9912.89
17	2009.12.08 09:00	buy	9	0.10	1.05576	0.00000	0.00000
18	2009.12.08 11:00	close	9	0.10	1.05018	0.00000	0.00000	-53.13	9859.76
19	2009.12.08 11:00	sell	10	0.10	1.05018	0.00000	0.00000
20	2009.12.08 13:00	close	10	0.10	1.05509	0.00000	0.00000	-46.54	9813.22
21	2009.12.08 13:00	buy	11	0.10	1.05509	0.00000	0.00000
22	2009.12.09 00:00	close	11	0.10	1.06315	0.00000	0.00000	75.71	9888.92
23	2009.12.09 13:00	sell	12	0.10	1.05965	0.00000	0.00000
24	2009.12.09 16:00	close	12	0.10	1.06267	0.00000	0.00000	-28.42	9860.50
25	2009.12.09 16:00	buy	13	0.10	1.06267	0.00000	0.00000
26	2009.12.09 17:00	close	13	0.10	1.05478	0.00000	0.00000	-74.80	9785.70
27	2009.12.09 17:00	sell	14	0.10	1.05478	0.00000	0.00000
28	2009.12.09 20:00	close	14	0.10	1.05871	0.00000	0.00000	-37.12	9748.58
29	2009.12.11 17:00	buy	15	0.10	1.05546	0.00000	0.00000
30	2009.12.14 01:00	close	15	0.10	1.05866	0.00000	0.00000	30.13	9778.71
31	2009.12.14 19:00	sell	16	0.10	1.05763	0.00000	0.00000
32	2009.12.15 00:00	close	16	0.10	1.06001	0.00000	0.00000	-22.46	9756.25
33	2009.12.15 10:00	buy	17	0.10	1.06256	0.00000	0.00000
34	2009.12.15 15:00	close	17	0.10	1.06083	0.00000	0.00000	-16.31	9739.94
35	2009.12.16 02:00	sell	18	0.10	1.06052	0.00000	0.00000
36	2009.12.16 12:00	close	18	0.10	1.06250	0.00000	0.00000	-18.64	9721.30
37	2009.12.16 12:00	buy	19	0.10	1.06250	0.00000	0.00000
38	2009.12.16 22:00	close	19	0.10	1.06054	0.00000	0.00000	-18.48	9702.82
39	2009.12.18 04:00	sell	20	0.10	1.06684	0.00000	0.00000
40	2009.12.18 07:00	close	20	0.10	1.06823	0.00000	0.00000	-13.01	9689.81
41	2009.12.21 02:00	buy	21	0.10	1.06812	0.00000	0.00000
42	2009.12.21 04:00	close	21	0.10	1.06681	0.00000	0.00000	-12.28	9677.53
43	2009.12.21 05:00	sell	22	0.10	1.06616	0.00000	0.00000
44	2009.12.21 07:00	close	22	0.10	1.06756	0.00000	0.00000	-13.11	9664.42
45	2009.12.21 09:00	buy	23	0.10	1.06864	0.00000	0.00000
46	2009.12.21 11:00	close	23	0.10	1.06524	0.00000	0.00000	-31.92	9632.50
47	2009.12.21 11:00	sell	24	0.10	1.06524	0.00000	0.00000
48	2009.12.21 18:00	close	24	0.10	1.05963	0.00000	0.00000	52.94	9685.44
49	2009.12.28 00:00	buy	25	0.10	1.04848	0.00000	0.00000
50	2009.12.28 01:00	close	25	0.10	1.04817	0.00000	0.00000	-2.96	9682.48
51	2009.12.28 01:00	sell	26	0.10	1.04817	0.00000	0.00000
52	2009.12.28 02:00	close	26	0.10	1.05017	0.00000	0.00000	-19.04	9663.44
53	2009.12.28 02:00	buy	27	0.10	1.05017	0.00000	0.00000
54	2009.12.28 03:00	close	27	0.10	1.04765	0.00000	0.00000	-24.05	9639.39
55	2009.12.28 03:00	sell	28	0.10	1.04765	0.00000	0.00000
56	2009.12.28 09:00	close	28	0.10	1.04982	0.00000	0.00000	-20.67	9618.72
57	2009.12.28 11:00	buy	29	0.10	1.04904	0.00000	0.00000
58	2009.12.28 13:00	close	29	0.10	1.04765	0.00000	0.00000	-13.27	9605.45
59	2009.12.28 13:00	sell	30	0.10	1.04765	0.00000	0.00000
60	2009.12.29 00:00	close	30	0.10	1.04365	0.00000	0.00000	38.32	9643.77
61	2009.12.29 21:00	buy	31	0.10	1.04381	0.00000	0.00000
62	2009.12.30 09:00	close	31	0.10	1.04766	0.00000	0.00000	36.65	9680.42
63	2009.12.31 08:00	sell	32	0.10	1.04964	0.00000	0.00000
64	2009.12.31 11:00	close	32	0.10	1.05068	0.00000	0.00000	-9.90	9670.52