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	-267.34	Gross profit	138.46	Gross loss	-405.80
Profit factor	0.34	Expected payoff	-15.73
Absolute drawdown	272.32	Maximal drawdown	289.23 (2.89%)	Relative drawdown	2.89% (289.23)
Total trades	17	Short positions (won %)	8 (25.00%)	Long positions (won %)	9 (22.22%)
		Profit trades (% of total)	4 (23.53%)	Loss trades (% of total)	13 (76.47%)
Largest		profit trade	54.99	loss trade	-94.91
Average		profit trade	34.61	loss trade	-31.22
Maximum		consecutive wins (profit in money)	1 (54.99)	consecutive losses (loss in money)	4 (-61.49)
Maximal		consecutive profit (count of wins)	54.99 (1)	consecutive loss (count of losses)	-193.06 (3)
Average		consecutive wins	1	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.03 08:00	sell	1	0.10	1.04819	0.00000	0.00000
2	2009.12.03 12:00	close	1	0.10	1.04983	0.00000	0.00000	-15.62	9984.38
3	2009.12.07 08:00	sell	2	0.10	1.05404	0.00000	0.00000
4	2009.12.07 10:00	close	2	0.10	1.06414	0.00000	0.00000	-94.91	9889.47
5	2009.12.07 10:00	buy	3	0.10	1.06414	0.00000	0.00000
6	2009.12.07 15:00	close	3	0.10	1.05543	0.00000	0.00000	-82.53	9806.94
7	2009.12.07 16:00	sell	4	0.10	1.05485	0.00000	0.00000
8	2009.12.08 08:00	close	4	0.10	1.05129	0.00000	0.00000	33.81	9840.75
9	2009.12.08 09:00	buy	5	0.10	1.05539	0.00000	0.00000
10	2009.12.08 11:00	close	5	0.10	1.05018	0.00000	0.00000	-49.61	9791.14
11	2009.12.09 12:00	sell	6	0.10	1.05987	0.00000	0.00000
12	2009.12.09 16:00	close	6	0.10	1.06230	0.00000	0.00000	-22.87	9768.27
13	2009.12.11 16:00	buy	7	0.10	1.05275	0.00000	0.00000
14	2009.12.14 07:00	close	7	0.10	1.05736	0.00000	0.00000	43.53	9811.81
15	2009.12.14 18:00	sell	8	0.10	1.05892	0.00000	0.00000
16	2009.12.15 09:00	close	8	0.10	1.05942	0.00000	0.00000	-4.77	9807.04
17	2009.12.15 10:00	buy	9	0.10	1.06219	0.00000	0.00000
18	2009.12.15 17:00	close	9	0.10	1.05977	0.00000	0.00000	-22.84	9784.20
19	2009.12.16 10:00	sell	10	0.10	1.05972	0.00000	0.00000
20	2009.12.16 12:00	close	10	0.10	1.06213	0.00000	0.00000	-22.69	9761.51
21	2009.12.16 21:00	buy	11	0.10	1.06318	0.00000	0.00000
22	2009.12.17 17:00	close	11	0.10	1.06908	0.00000	0.00000	54.99	9816.50
23	2009.12.18 19:00	sell	12	0.10	1.06572	0.00000	0.00000
24	2009.12.21 01:00	close	12	0.10	1.06724	0.00000	0.00000	-14.29	9802.22
25	2009.12.21 01:00	buy	13	0.10	1.06724	0.00000	0.00000
26	2009.12.21 05:00	close	13	0.10	1.06616	0.00000	0.00000	-10.13	9792.09
27	2009.12.21 07:00	buy	14	0.10	1.06719	0.00000	0.00000
28	2009.12.21 08:00	close	14	0.10	1.06627	0.00000	0.00000	-8.63	9783.46
29	2009.12.21 09:00	buy	15	0.10	1.06827	0.00000	0.00000
30	2009.12.21 11:00	close	15	0.10	1.06524	0.00000	0.00000	-28.44	9755.02
31	2009.12.21 12:00	sell	16	0.10	1.06281	0.00000	0.00000
32	2009.12.21 20:00	close	16	0.10	1.06216	0.00000	0.00000	6.12	9761.14
33	2009.12.28 09:00	buy	17	0.10	1.04945	0.00000	0.00000
34	2009.12.28 14:00	close	17	0.10	1.04647	0.00000	0.00000	-28.48	9732.66