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=1; InitialStop=10; TrailingStop=10;
Bars in test	1515	Ticks modelled	13777	Modelling quality	n/a
Mismatched charts errors	2
Initial deposit	10000.00
Total net profit	-3397.25	Gross profit	2362.74	Gross loss	-5759.99
Profit factor	0.41	Expected payoff	-97.06
Absolute drawdown	3883.94	Maximal drawdown	4891.15 (44.44%)	Relative drawdown	44.44% (4891.15)
Total trades	35	Short positions (won %)	23 (13.04%)	Long positions (won %)	12 (33.33%)
		Profit trades (% of total)	7 (20.00%)	Loss trades (% of total)	28 (80.00%)
Largest		profit trade	759.94	loss trade	-917.67
Average		profit trade	337.53	loss trade	-205.71
Maximum		consecutive wins (profit in money)	1 (759.94)	consecutive losses (loss in money)	11 (-2443.48)
Maximal		consecutive profit (count of wins)	759.94 (1)	consecutive loss (count of losses)	-2443.48 (11)
Average		consecutive wins	1	consecutive losses	4

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 01:00	sell	1	1.00	1.05391	0.00000	0.00000
2	2009.12.01 01:02	close	1	1.00	1.05447	0.00000	0.00000	-53.11	9946.89
3	2009.12.01 09:00	sell	2	1.00	1.05224	0.00000	0.00000
4	2009.12.01 22:00	close	2	1.00	1.04730	0.00000	0.00000	471.69	10418.58
5	2009.12.02 20:00	buy	3	1.00	1.04961	0.00000	0.00000
6	2009.12.03 05:00	close	3	1.00	1.04833	0.00000	0.00000	-124.07	10294.51
7	2009.12.03 15:00	buy	4	1.00	1.05506	0.00000	0.00000
8	2009.12.04 06:00	close	4	1.00	1.05628	0.00000	0.00000	114.84	10409.35
9	2009.12.04 21:00	buy	5	1.00	1.05994	0.00000	0.00000
10	2009.12.07 06:00	close	5	1.00	1.05532	0.00000	0.00000	-438.44	9970.91
11	2009.12.07 10:00	buy	6	1.00	1.06453	0.00000	0.00000
12	2009.12.07 16:00	close	6	1.00	1.05485	0.00000	0.00000	-917.67	9053.24
13	2009.12.08 15:00	buy	7	1.00	1.05775	0.00000	0.00000
14	2009.12.09 04:00	close	7	1.00	1.06191	0.00000	0.00000	391.09	9444.33
15	2009.12.09 22:00	sell	8	1.00	1.05427	0.00000	0.00000
16	2009.12.10 06:00	close	8	1.00	1.05696	0.00000	0.00000	-255.63	9188.70
17	2009.12.10 12:00	sell	9	1.00	1.05119	0.00000	0.00000
18	2009.12.10 19:00	close	9	1.00	1.05409	0.00000	0.00000	-275.12	8913.58
19	2009.12.11 11:00	sell	10	1.00	1.05011	0.00000	0.00000
20	2009.12.11 11:02	close	10	1.00	1.05066	0.00000	0.00000	-52.35	8861.23
21	2009.12.11 12:02	sell	11	1.00	1.05053	0.00000	0.00000
22	2009.12.11 12:05	close	11	1.00	1.05110	0.00000	0.00000	-54.23	8807.00
23	2009.12.11 13:06	sell	12	1.00	1.04975	0.00000	0.00000
24	2009.12.11 13:10	close	12	1.00	1.04977	0.00000	0.00000	-1.91	8805.09
25	2009.12.11 14:10	sell	13	1.00	1.04906	0.00000	0.00000
26	2009.12.11 16:00	close	13	1.00	1.05314	0.00000	0.00000	-387.41	8417.68
27	2009.12.11 18:00	buy	14	1.00	1.05898	0.00000	0.00000
28	2009.12.14 07:00	close	14	1.00	1.05736	0.00000	0.00000	-153.87	8263.82
29	2009.12.14 11:00	buy	15	1.00	1.06284	0.00000	0.00000
30	2009.12.14 17:00	close	15	1.00	1.06083	0.00000	0.00000	-189.47	8074.35
31	2009.12.15 08:00	sell	16	1.00	1.05656	0.00000	0.00000
32	2009.12.15 10:00	close	16	1.00	1.06258	0.00000	0.00000	-566.55	7507.80
33	2009.12.15 11:00	buy	17	1.00	1.06204	0.00000	0.00000
34	2009.12.15 21:00	close	17	1.00	1.06130	0.00000	0.00000	-69.73	7438.07
35	2009.12.16 17:00	sell	18	1.00	1.05892	0.00000	0.00000
36	2009.12.16 21:00	close	18	1.00	1.06357	0.00000	0.00000	-437.21	7000.86
37	2009.12.17 02:00	buy	19	1.00	1.06300	0.00000	0.00000
38	2009.12.17 18:00	close	19	1.00	1.07114	0.00000	0.00000	759.94	7760.80
39	2009.12.18 14:00	sell	20	1.00	1.06524	0.00000	0.00000
40	2009.12.18 20:00	close	20	1.00	1.06690	0.00000	0.00000	-155.59	7605.21
41	2009.12.21 10:00	buy	21	1.00	1.07004	0.00000	0.00000
42	2009.12.21 12:00	close	21	1.00	1.06281	0.00000	0.00000	-680.27	6924.94
43	2009.12.21 13:00	sell	22	1.00	1.06085	0.00000	0.00000
44	2009.12.21 21:00	close	22	1.00	1.06202	0.00000	0.00000	-110.17	6814.77
45	2009.12.22 11:00	sell	23	1.00	1.05794	0.00000	0.00000
46	2009.12.22 23:00	close	23	1.00	1.05801	0.00000	0.00000	-6.62	6808.15
47	2009.12.23 13:00	sell	24	1.00	1.05255	0.00000	0.00000
48	2009.12.24 01:00	close	24	1.00	1.04926	0.00000	0.00000	312.42	7120.57
49	2009.12.24 11:00	sell	25	1.00	1.04692	0.00000	0.00000
50	2009.12.24 11:03	close	25	1.00	1.04706	0.00000	0.00000	-13.37	7107.20
51	2009.12.24 12:05	sell	26	1.00	1.04688	0.00000	0.00000
52	2009.12.24 12:07	close	26	1.00	1.04773	0.00000	0.00000	-81.13	7026.07
53	2009.12.24 13:07	sell	27	1.00	1.04536	0.00000	0.00000
54	2009.12.24 13:10	close	27	1.00	1.04661	0.00000	0.00000	-119.43	6906.64
55	2009.12.24 14:10	sell	28	1.00	1.04556	0.00000	0.00000
56	2009.12.24 15:00	close	28	1.00	1.04904	0.00000	0.00000	-331.73	6574.91
57	2009.12.28 04:00	sell	29	1.00	1.04630	0.00000	0.00000
58	2009.12.28 04:02	close	29	1.00	1.04695	0.00000	0.00000	-62.09	6512.82
59	2009.12.28 15:00	sell	30	1.00	1.04523	0.00000	0.00000
60	2009.12.29 03:00	close	30	1.00	1.04436	0.00000	0.00000	82.92	6595.74
61	2009.12.29 09:00	sell	31	1.00	1.04177	0.00000	0.00000
62	2009.12.29 09:02	close	31	1.00	1.04257	0.00000	0.00000	-76.73	6519.01
63	2009.12.29 10:02	sell	32	1.00	1.04058	0.00000	0.00000
64	2009.12.29 18:00	close	32	1.00	1.04077	0.00000	0.00000	-18.26	6500.75
65	2009.12.30 02:00	buy	33	1.00	1.04620	0.00000	0.00000
66	2009.12.30 14:00	close	33	1.00	1.04861	0.00000	0.00000	229.83	6730.58
67	2009.12.30 16:00	buy	34	1.00	1.05393	0.00000	0.00000
68	2009.12.31 02:00	close	34	1.00	1.05358	0.00000	0.00000	-35.19	6695.39
69	2009.12.31 18:00	sell	35	1.00	1.04614	0.00000	0.00000
70	2009.12.31 18:57	close at stop	35	1.00	1.04711	0.00000	0.00000	-92.64	6602.75