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		Lots=1; MaximumRisk=0.03; DecreaseFactor=3; Stop=10; MAPeriod=120;
Bars in test	1515	Ticks modelled	13777	Modelling quality	n/a
Mismatched charts errors	2
Initial deposit	10000.00
Total net profit	525.07	Gross profit	1855.11	Gross loss	-1330.04
Profit factor	1.39	Expected payoff	5.59
Absolute drawdown	999.02	Maximal drawdown	1172.26 (11.52%)	Relative drawdown	11.52% (1172.26)
Total trades	94	Short positions (won %)	33 (93.94%)	Long positions (won %)	61 (96.72%)
		Profit trades (% of total)	90 (95.74%)	Loss trades (% of total)	4 (4.26%)
Largest		profit trade	97.08	loss trade	-522.78
Average		profit trade	20.61	loss trade	-332.51
Maximum		consecutive wins (profit in money)	52 (1033.11)	consecutive losses (loss in money)	1 (-522.78)
Maximal		consecutive profit (count of wins)	1033.11 (52)	consecutive loss (count of losses)	-522.78 (1)
Average		consecutive wins	23	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.02 01:00	sell	1	0.60	1.04625	0.00000	0.00000
2	2009.12.02 01:33	close	1	0.60	1.04604	0.00000	0.00000	12.05	10012.05
3	2009.12.02 01:36	sell	2	0.60	1.04599	0.00000	0.00000
4	2009.12.02 01:40	close	2	0.60	1.04569	0.00000	0.00000	17.21	10029.26
5	2009.12.02 01:43	sell	3	0.60	1.04564	0.00000	0.00000
6	2009.12.02 01:46	close	3	0.60	1.04522	0.00000	0.00000	24.11	10053.37
7	2009.12.02 01:59	sell	4	0.60	1.04570	0.00000	0.00000
8	2009.12.02 03:25	close	4	0.60	1.04532	0.00000	0.00000	21.81	10075.18
9	2009.12.02 17:10	sell	5	0.60	1.04659	0.00000	0.00000
10	2009.12.02 17:12	close	5	0.60	1.04646	0.00000	0.00000	7.45	10082.63
11	2009.12.02 17:15	sell	6	0.60	1.04748	0.00000	0.00000
12	2009.12.02 17:17	close	6	0.60	1.04735	0.00000	0.00000	7.45	10090.08
13	2009.12.02 17:27	sell	7	0.60	1.04718	0.00000	0.00000
14	2009.12.02 17:45	close	7	0.60	1.04662	0.00000	0.00000	32.10	10122.18
15	2009.12.02 17:47	sell	8	0.60	1.04665	0.00000	0.00000
16	2009.12.02 17:50	close	8	0.60	1.04580	0.00000	0.00000	48.77	10170.95
17	2009.12.02 17:52	sell	9	0.60	1.04604	0.00000	0.00000
18	2009.12.04 11:00	close	9	0.60	1.05485	0.00000	0.00000	-501.34	9669.61
19	2009.12.04 11:02	buy	10	0.60	1.05486	0.00000	0.00000
20	2009.12.04 11:15	close	10	0.60	1.05516	0.00000	0.00000	17.06	9686.67
21	2009.12.04 11:17	buy	11	0.60	1.05526	0.00000	0.00000
22	2009.12.04 11:32	close	11	0.60	1.05549	0.00000	0.00000	13.07	9699.74
23	2009.12.04 11:40	buy	12	0.60	1.05542	0.00000	0.00000
24	2009.12.04 19:40	close	12	0.60	1.05575	0.00000	0.00000	18.75	9718.49
25	2009.12.07 06:20	buy	13	0.60	1.05500	0.00000	0.00000
26	2009.12.07 06:40	close	13	0.60	1.05522	0.00000	0.00000	12.51	9731.00
27	2009.12.07 07:10	buy	14	0.60	1.05524	0.00000	0.00000
28	2009.12.07 08:15	close	14	0.60	1.05576	0.00000	0.00000	29.55	9760.55
29	2009.12.07 08:45	buy	15	0.60	1.05510	0.00000	0.00000
30	2009.12.07 09:03	close	15	0.60	1.05681	0.00000	0.00000	97.08	9857.63
31	2009.12.08 10:02	sell	16	0.60	1.05263	0.00000	0.00000
32	2009.12.08 10:10	close	16	0.60	1.05214	0.00000	0.00000	27.94	9885.57
33	2009.12.09 06:00	buy	17	0.60	1.06236	0.00000	0.00000
34	2009.12.09 07:20	close	17	0.60	1.06291	0.00000	0.00000	31.05	9916.62
35	2009.12.09 14:00	buy	18	0.60	1.06091	0.00000	0.00000
36	2009.12.09 15:10	close	18	0.60	1.06161	0.00000	0.00000	39.56	9956.18
37	2009.12.09 15:50	buy	19	0.60	1.06055	0.00000	0.00000
38	2009.12.09 15:52	close	19	0.60	1.06082	0.00000	0.00000	15.27	9971.45
39	2009.12.09 15:55	buy	20	0.60	1.06077	0.00000	0.00000
40	2009.12.09 15:57	close	20	0.60	1.06125	0.00000	0.00000	27.14	9998.59
41	2009.12.09 19:03	buy	21	0.60	1.05700	0.00000	0.00000
42	2009.12.09 19:10	close	21	0.60	1.05733	0.00000	0.00000	18.73	10017.32
43	2009.12.09 19:13	buy	22	0.60	1.05733	0.00000	0.00000
44	2009.12.09 19:16	close	22	0.60	1.05783	0.00000	0.00000	28.36	10045.68
45	2009.12.09 19:20	buy	23	0.60	1.05767	0.00000	0.00000
46	2009.12.09 19:45	close	23	0.60	1.05812	0.00000	0.00000	25.52	10071.20
47	2009.12.09 19:47	buy	24	0.60	1.05812	0.00000	0.00000
48	2009.12.09 19:50	close	24	0.60	1.05865	0.00000	0.00000	30.04	10101.24
49	2009.12.09 19:57	buy	25	0.60	1.05812	0.00000	0.00000
50	2009.12.09 20:02	close	25	0.60	1.05854	0.00000	0.00000	23.81	10125.05
51	2009.12.09 20:15	buy	26	0.60	1.05666	0.00000	0.00000
52	2009.12.09 20:17	close	26	0.60	1.05683	0.00000	0.00000	9.65	10134.70
53	2009.12.09 20:20	buy	27	0.60	1.05530	0.00000	0.00000
54	2009.12.09 20:22	close	27	0.60	1.05581	0.00000	0.00000	28.98	10163.68
55	2009.12.09 20:25	buy	28	0.60	1.05564	0.00000	0.00000
56	2009.12.09 20:27	close	28	0.60	1.05649	0.00000	0.00000	48.27	10211.95
57	2009.12.09 20:27	buy	29	0.60	1.05634	0.00000	0.00000
58	2009.12.10 05:15	close	29	0.60	1.05688	0.00000	0.00000	28.80	10240.75
59	2009.12.10 08:40	sell	30	0.60	1.05625	0.00000	0.00000
60	2009.12.10 09:15	close	30	0.60	1.05592	0.00000	0.00000	18.75	10259.50
61	2009.12.10 10:17	sell	31	0.60	1.05634	0.00000	0.00000
62	2009.12.10 10:35	close	31	0.60	1.05607	0.00000	0.00000	15.34	10274.84
63	2009.12.11 07:43	sell	32	0.60	1.05155	0.00000	0.00000
64	2009.12.11 08:20	close	32	0.60	1.05141	0.00000	0.00000	7.99	10282.83
65	2009.12.11 09:00	sell	33	0.60	1.05172	0.00000	0.00000
66	2009.12.11 09:05	close	33	0.60	1.05160	0.00000	0.00000	6.85	10289.68
67	2009.12.11 09:07	sell	34	0.60	1.05173	0.00000	0.00000
68	2009.12.11 09:10	close	34	0.60	1.05130	0.00000	0.00000	24.54	10314.22
69	2009.12.11 09:50	sell	35	0.60	1.05171	0.00000	0.00000
70	2009.12.11 09:52	close	35	0.60	1.05158	0.00000	0.00000	7.42	10321.64
71	2009.12.11 09:55	sell	36	0.60	1.05156	0.00000	0.00000
72	2009.12.11 09:59	close	36	0.60	1.05127	0.00000	0.00000	16.55	10338.19
73	2009.12.14 20:00	buy	37	0.60	1.05950	0.00000	0.00000
74	2009.12.14 20:07	close	37	0.60	1.05968	0.00000	0.00000	10.19	10348.38
75	2009.12.14 20:10	buy	38	0.60	1.05952	0.00000	0.00000
76	2009.12.14 21:07	close	38	0.60	1.05972	0.00000	0.00000	11.32	10359.70
77	2009.12.14 21:10	buy	39	0.60	1.05944	0.00000	0.00000
78	2009.12.14 22:02	close	39	0.60	1.05962	0.00000	0.00000	10.19	10369.89
79	2009.12.14 22:05	buy	40	0.60	1.05965	0.00000	0.00000
80	2009.12.14 22:07	close	40	0.60	1.05977	0.00000	0.00000	6.79	10376.68
81	2009.12.14 22:10	buy	41	0.60	1.05936	0.00000	0.00000
82	2009.12.14 23:50	close	41	0.60	1.05964	0.00000	0.00000	15.85	10392.53
83	2009.12.14 23:57	buy	42	0.60	1.05947	0.00000	0.00000
84	2009.12.15 01:50	close	42	0.60	1.05982	0.00000	0.00000	19.19	10411.72
85	2009.12.15 01:59	buy	43	0.60	1.05889	0.00000	0.00000
86	2009.12.15 02:20	close	43	0.60	1.05914	0.00000	0.00000	14.16	10425.88
87	2009.12.15 02:22	buy	44	0.60	1.05920	0.00000	0.00000
88	2009.12.15 08:50	close	44	0.60	1.05932	0.00000	0.00000	6.80	10432.68
89	2009.12.16 01:00	buy	45	0.60	1.06071	0.00000	0.00000
90	2009.12.16 01:10	close	45	0.60	1.06101	0.00000	0.00000	16.96	10449.64
91	2009.12.16 01:50	buy	46	0.60	1.06042	0.00000	0.00000
92	2009.12.16 01:57	close	46	0.60	1.06076	0.00000	0.00000	19.23	10468.87
93	2009.12.16 01:59	buy	47	0.60	1.06071	0.00000	0.00000
94	2009.12.16 02:10	close	47	0.60	1.06097	0.00000	0.00000	14.70	10483.57
95	2009.12.16 02:12	buy	48	0.60	1.06103	0.00000	0.00000
96	2009.12.16 02:15	close	48	0.60	1.06128	0.00000	0.00000	14.13	10497.70
97	2009.12.16 02:50	buy	49	0.60	1.06078	0.00000	0.00000
98	2009.12.16 02:57	close	49	0.60	1.06090	0.00000	0.00000	6.79	10504.49
99	2009.12.16 03:15	buy	50	0.60	1.06080	0.00000	0.00000
100	2009.12.16 04:02	close	50	0.60	1.06112	0.00000	0.00000	18.09	10522.58
101	2009.12.16 04:15	buy	51	0.60	1.06085	0.00000	0.00000
102	2009.12.16 04:45	close	51	0.60	1.06101	0.00000	0.00000	9.05	10531.63
103	2009.12.16 12:45	buy	52	0.60	1.06050	0.00000	0.00000
104	2009.12.16 14:20	close	52	0.60	1.06094	0.00000	0.00000	24.88	10556.51
105	2009.12.16 15:40	buy	53	0.60	1.06029	0.00000	0.00000
106	2009.12.16 15:42	close	53	0.60	1.06057	0.00000	0.00000	15.84	10572.35
107	2009.12.16 15:45	buy	54	0.60	1.05895	0.00000	0.00000
108	2009.12.16 15:47	close	54	0.60	1.05923	0.00000	0.00000	15.86	10588.21
109	2009.12.16 15:57	buy	55	0.60	1.05895	0.00000	0.00000
110	2009.12.16 16:15	close	55	0.60	1.05941	0.00000	0.00000	26.05	10614.26
111	2009.12.16 16:17	buy	56	0.60	1.05943	0.00000	0.00000
112	2009.12.16 16:20	close	56	0.60	1.05987	0.00000	0.00000	24.91	10639.17
113	2009.12.16 16:22	buy	57	0.60	1.05973	0.00000	0.00000
114	2009.12.16 19:50	close	57	0.60	1.06011	0.00000	0.00000	21.51	10660.68
115	2009.12.17 23:20	buy	58	0.60	1.07048	0.00000	0.00000
116	2009.12.17 23:27	close	58	0.60	1.07068	0.00000	0.00000	11.21	10671.89
117	2009.12.17 23:50	buy	59	0.60	1.07043	0.00000	0.00000
118	2009.12.17 23:59	close	59	0.60	1.07057	0.00000	0.00000	7.85	10679.74
119	2009.12.18 01:00	buy	60	0.60	1.07029	0.00000	0.00000
120	2009.12.18 01:10	close	60	0.60	1.07041	0.00000	0.00000	6.73	10686.47
121	2009.12.18 01:12	buy	61	0.60	1.07047	0.00000	0.00000
122	2009.12.18 01:15	close	61	0.60	1.07076	0.00000	0.00000	16.25	10702.72
123	2009.12.18 01:47	buy	62	0.60	1.07029	0.00000	0.00000
124	2009.12.18 19:20	close	62	0.60	1.06694	0.00000	0.00000	-188.39	10514.33
125	2009.12.21 07:20	buy	63	0.60	1.06662	0.00000	0.00000
126	2009.12.21 07:27	close	63	0.60	1.06680	0.00000	0.00000	10.12	10524.45
127	2009.12.21 07:27	buy	64	0.60	1.06663	0.00000	0.00000
128	2009.12.21 07:32	close	64	0.60	1.06721	0.00000	0.00000	32.61	10557.06
129	2009.12.21 07:45	buy	65	0.60	1.06656	0.00000	0.00000
130	2009.12.21 08:20	close	65	0.60	1.06685	0.00000	0.00000	16.31	10573.37
131	2009.12.21 22:00	sell	66	0.60	1.06124	0.00000	0.00000
132	2009.12.22 07:45	close	66	0.60	1.06104	0.00000	0.00000	11.25	10584.63
133	2009.12.24 18:20	sell	67	0.60	1.05049	0.00000	0.00000
134	2009.12.24 18:22	close	67	0.60	1.05030	0.00000	0.00000	10.85	10595.48
135	2009.12.24 18:27	sell	68	0.60	1.05045	0.00000	0.00000
136	2009.12.24 18:40	close	68	0.60	1.05019	0.00000	0.00000	14.85	10610.33
137	2009.12.28 01:03	sell	69	0.60	1.04874	0.00000	0.00000
138	2009.12.28 01:32	close	69	0.60	1.04837	0.00000	0.00000	21.18	10631.51
139	2009.12.28 01:40	sell	70	0.60	1.04887	0.00000	0.00000
140	2009.12.28 02:20	close	70	0.60	1.04858	0.00000	0.00000	16.59	10648.10
141	2009.12.28 02:22	sell	71	0.60	1.04866	0.00000	0.00000
142	2009.12.28 02:40	close	71	0.60	1.04842	0.00000	0.00000	13.73	10661.83
143	2009.12.28 12:00	sell	72	0.60	1.04835	0.00000	0.00000
144	2009.12.28 12:10	close	72	0.60	1.04817	0.00000	0.00000	10.30	10672.13
145	2009.12.28 12:12	sell	73	0.60	1.04812	0.00000	0.00000
146	2009.12.28 12:15	close	73	0.60	1.04782	0.00000	0.00000	17.18	10689.31
147	2009.12.28 13:20	sell	74	0.60	1.04825	0.00000	0.00000
148	2009.12.28 13:40	close	74	0.60	1.04779	0.00000	0.00000	26.34	10715.65
149	2009.12.29 06:10	sell	75	0.60	1.04359	0.00000	0.00000
150	2009.12.29 06:32	close	75	0.60	1.04323	0.00000	0.00000	20.70	10736.35
151	2009.12.29 06:45	sell	76	0.60	1.04356	0.00000	0.00000
152	2009.12.29 07:20	close	76	0.60	1.04323	0.00000	0.00000	18.98	10755.33
153	2009.12.29 20:40	sell	77	0.60	1.04325	0.00000	0.00000
154	2009.12.29 21:10	close	77	0.60	1.04300	0.00000	0.00000	14.38	10769.71
155	2009.12.29 21:45	sell	78	0.60	1.04354	0.00000	0.00000
156	2009.12.29 22:15	close	78	0.60	1.04338	0.00000	0.00000	9.20	10778.91
157	2009.12.29 22:17	sell	79	0.60	1.04330	0.00000	0.00000
158	2009.12.29 22:20	close	79	0.60	1.04302	0.00000	0.00000	16.11	10795.02
159	2009.12.29 22:22	sell	80	0.60	1.04303	0.00000	0.00000
160	2009.12.29 23:20	close	80	0.60	1.04260	0.00000	0.00000	24.75	10819.77
161	2009.12.29 23:22	sell	81	0.60	1.04261	0.00000	0.00000
162	2009.12.31 05:00	close	81	0.60	1.05177	0.00000	0.00000	-522.78	10296.99
163	2009.12.31 05:03	buy	82	0.60	1.05157	0.00000	0.00000
164	2009.12.31 05:40	close	82	0.60	1.05169	0.00000	0.00000	6.85	10303.84
165	2009.12.31 05:43	buy	83	0.60	1.05179	0.00000	0.00000
166	2009.12.31 05:46	close	83	0.60	1.05190	0.00000	0.00000	6.27	10310.11
167	2009.12.31 05:50	buy	84	0.60	1.05193	0.00000	0.00000
168	2009.12.31 06:10	close	84	0.60	1.05211	0.00000	0.00000	10.27	10320.38
169	2009.12.31 06:12	buy	85	0.60	1.05209	0.00000	0.00000
170	2009.12.31 06:15	close	85	0.60	1.05266	0.00000	0.00000	32.49	10352.87
171	2009.12.31 07:45	buy	86	0.60	1.05116	0.00000	0.00000
172	2009.12.31 07:47	close	86	0.60	1.05136	0.00000	0.00000	11.41	10364.28
173	2009.12.31 07:57	buy	87	0.60	1.05116	0.00000	0.00000
174	2009.12.31 10:20	close	87	0.60	1.05131	0.00000	0.00000	8.56	10372.84
175	2009.12.31 11:00	buy	88	0.60	1.05021	0.00000	0.00000
176	2009.12.31 13:20	close	88	0.60	1.05093	0.00000	0.00000	41.11	10413.95
177	2009.12.31 14:50	buy	89	0.60	1.04882	0.00000	0.00000
178	2009.12.31 14:52	close	89	0.60	1.04929	0.00000	0.00000	26.88	10440.83
179	2009.12.31 14:55	buy	90	0.60	1.04914	0.00000	0.00000
180	2009.12.31 14:57	close	90	0.60	1.04993	0.00000	0.00000	45.15	10485.98
181	2009.12.31 14:59	buy	91	0.60	1.04915	0.00000	0.00000
182	2009.12.31 15:02	close	91	0.60	1.04983	0.00000	0.00000	38.86	10524.84
183	2009.12.31 16:50	buy	92	0.60	1.04816	0.00000	0.00000
184	2009.12.31 16:52	close	92	0.60	1.04895	0.00000	0.00000	45.19	10570.03
185	2009.12.31 16:55	buy	93	0.60	1.04864	0.00000	0.00000
186	2009.12.31 16:57	close	93	0.60	1.04991	0.00000	0.00000	72.58	10642.61
187	2009.12.31 16:59	buy	94	0.60	1.04850	0.00000	0.00000
188	2009.12.31 18:57	close at stop	94	0.60	1.04645	0.00000	0.00000	-117.54	10525.07