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	-615.37	Gross profit	52.05	Gross loss	-667.41
Profit factor	0.08	Expected payoff	-43.95
Absolute drawdown	721.72	Maximal drawdown	843.99 (8.34%)	Relative drawdown	8.34% (843.99)
Total trades	14	Short positions (won %)	6 (16.67%)	Long positions (won %)	8 (0.00%)
		Profit trades (% of total)	1 (7.14%)	Loss trades (% of total)	13 (92.86%)
Largest		profit trade	52.05	loss trade	-95.54
Average		profit trade	52.05	loss trade	-51.34
Maximum		consecutive wins (profit in money)	1 (52.05)	consecutive losses (loss in money)	13 (-667.41)
Maximal		consecutive profit (count of wins)	52.05 (1)	consecutive loss (count of losses)	-667.41 (13)
Average		consecutive wins	1	consecutive losses	13

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 01:00	sell	1	0.10	1.05391	0.00000	0.00000
2	2009.12.04 21:00	close	1	0.10	1.05992	0.00000	0.00000	-56.75	9943.25
3	2009.12.04 21:00	buy	2	0.10	1.05992	0.00000	0.00000
4	2009.12.07 01:00	close	2	0.10	1.05600	0.00000	0.00000	-37.22	9906.03
5	2009.12.07 04:00	sell	3	0.10	1.05434	0.00000	0.00000
6	2009.12.07 10:00	close	3	0.10	1.06451	0.00000	0.00000	-95.54	9810.49
7	2009.12.07 10:00	buy	4	0.10	1.06451	0.00000	0.00000
8	2009.12.07 15:00	close	4	0.10	1.05543	0.00000	0.00000	-86.03	9724.46
9	2009.12.07 17:00	sell	5	0.10	1.05083	0.00000	0.00000
10	2009.12.08 16:00	close	5	0.10	1.06010	0.00000	0.00000	-87.45	9637.01
11	2009.12.08 16:00	buy	6	0.10	1.06010	0.00000	0.00000
12	2009.12.09 17:00	close	6	0.10	1.05478	0.00000	0.00000	-50.54	9586.47
13	2009.12.09 21:00	sell	7	0.10	1.05378	0.00000	0.00000
14	2009.12.11 18:00	close	7	0.10	1.05896	0.00000	0.00000	-48.96	9537.51
15	2009.12.11 18:00	buy	8	0.10	1.05896	0.00000	0.00000
16	2009.12.14 07:00	close	8	0.10	1.05736	0.00000	0.00000	-15.23	9522.28
17	2009.12.14 09:00	buy	9	0.10	1.06066	0.00000	0.00000
18	2009.12.15 06:00	close	9	0.10	1.05559	0.00000	0.00000	-48.13	9474.14
19	2009.12.15 09:00	buy	10	0.10	1.05979	0.00000	0.00000
20	2009.12.21 14:00	close	10	0.10	1.05594	0.00000	0.00000	-37.08	9437.06
21	2009.12.21 18:00	buy	11	0.10	1.05963	0.00000	0.00000
22	2009.12.22 12:00	close	11	0.10	1.05670	0.00000	0.00000	-27.83	9409.23
23	2009.12.22 16:00	buy	12	0.10	1.05923	0.00000	0.00000
24	2009.12.22 18:00	close	12	0.10	1.05524	0.00000	0.00000	-37.81	9371.42
25	2009.12.22 20:00	sell	13	0.10	1.05445	0.00000	0.00000
26	2009.12.22 22:00	close	13	0.10	1.05856	0.00000	0.00000	-38.83	9332.59
27	2009.12.23 13:00	sell	14	0.10	1.05255	0.00000	0.00000
28	2009.12.31 18:57	close at stop	14	0.10	1.04709	0.00000	0.00000	52.05	9384.63