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	-163.32	Gross profit	218.49	Gross loss	-381.81
Profit factor	0.57	Expected payoff	-9.61
Absolute drawdown	260.70	Maximal drawdown	278.48 (2.78%)	Relative drawdown	2.78% (278.48)
Total trades	17	Short positions (won %)	8 (25.00%)	Long positions (won %)	9 (33.33%)
		Profit trades (% of total)	5 (29.41%)	Loss trades (% of total)	12 (70.59%)
Largest		profit trade	65.43	loss trade	-94.07
Average		profit trade	43.70	loss trade	-31.82
Maximum		consecutive wins (profit in money)	3 (141.11)	consecutive losses (loss in money)	4 (-200.36)
Maximal		consecutive profit (count of wins)	141.11 (3)	consecutive loss (count of losses)	-200.36 (4)
Average		consecutive wins	2	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	1.04974	0.00000	0.00000	-14.77	9985.23
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	1.06405	0.00000	0.00000	-94.07	9891.16
5	2009.12.07 10:00	buy	3	0.10	1.06405	0.00000	0.00000
6	2009.12.07 16:00	close	3	0.10	1.05485	0.00000	0.00000	-87.22	9803.94
7	2009.12.07 16:00	sell	4	0.10	1.05485	0.00000	0.00000
8	2009.12.08 09:00	close	4	0.10	1.05530	0.00000	0.00000	-4.30	9799.64
9	2009.12.08 09:00	buy	5	0.10	1.05530	0.00000	0.00000
10	2009.12.09 05:00	close	5	0.10	1.06143	0.00000	0.00000	57.68	9857.33
11	2009.12.09 12:00	sell	6	0.10	1.05987	0.00000	0.00000
12	2009.12.10 06:00	close	6	0.10	1.05648	0.00000	0.00000	31.98	9889.30
13	2009.12.11 16:00	buy	7	0.10	1.05266	0.00000	0.00000
14	2009.12.14 08:00	close	7	0.10	1.05811	0.00000	0.00000	51.44	9940.75
15	2009.12.14 18:00	sell	8	0.10	1.05892	0.00000	0.00000
16	2009.12.15 10:00	close	8	0.10	1.06210	0.00000	0.00000	-29.98	9910.77
17	2009.12.15 10:00	buy	9	0.10	1.06210	0.00000	0.00000
18	2009.12.15 23:00	close	9	0.10	1.06090	0.00000	0.00000	-11.31	9899.46
19	2009.12.16 10:00	sell	10	0.10	1.05972	0.00000	0.00000
20	2009.12.16 21:00	close	10	0.10	1.06309	0.00000	0.00000	-31.70	9867.76
21	2009.12.16 21:00	buy	11	0.10	1.06309	0.00000	0.00000
22	2009.12.18 01:00	close	11	0.10	1.07012	0.00000	0.00000	65.43	9933.19
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	1.06715	0.00000	0.00000	-13.44	9919.75
25	2009.12.21 01:00	buy	13	0.10	1.06715	0.00000	0.00000
26	2009.12.21 06:00	close	13	0.10	1.06618	0.00000	0.00000	-9.10	9910.65
27	2009.12.21 07:00	buy	14	0.10	1.06710	0.00000	0.00000
28	2009.12.21 08:00	close	14	0.10	1.06627	0.00000	0.00000	-7.78	9902.87
29	2009.12.21 09:00	buy	15	0.10	1.06818	0.00000	0.00000
30	2009.12.21 12:00	close	15	0.10	1.06281	0.00000	0.00000	-50.53	9852.34
31	2009.12.21 12:00	sell	16	0.10	1.06281	0.00000	0.00000
32	2009.12.21 21:00	close	16	0.10	1.06154	0.00000	0.00000	11.96	9864.30
33	2009.12.28 09:00	buy	17	0.10	1.04936	0.00000	0.00000
34	2009.12.28 14:00	close	17	0.10	1.04647	0.00000	0.00000	-27.62	9836.68