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=0; Lots=1; TrailingStop=0; StopLoss=0; mm=1; Riskpercent=5; AccountIsMini=0; LiveTrading=1; DecreaseFactor=3; Margincutoff=800; Turnon=1; MaximumLosses=5; Stop=5; MAPeriod=120;
Bars in test	1515	Ticks modelled	13777	Modelling quality	n/a
Mismatched charts errors	2
Initial deposit	10000.00
Total net profit	487.75	Gross profit	870.79	Gross loss	-383.04
Profit factor	2.27	Expected payoff	18.76
Absolute drawdown	387.84	Maximal drawdown	1069.99 (10.02%)	Relative drawdown	10.02% (1069.99)
Total trades	26	Short positions (won %)	8 (87.50%)	Long positions (won %)	18 (94.44%)
		Profit trades (% of total)	24 (92.31%)	Loss trades (% of total)	2 (7.69%)
Largest		profit trade	108.58	loss trade	-208.32
Average		profit trade	36.28	loss trade	-191.52
Maximum		consecutive wins (profit in money)	21 (682.15)	consecutive losses (loss in money)	1 (-208.32)
Maximal		consecutive profit (count of wins)	682.15 (21)	consecutive loss (count of losses)	-208.32 (1)
Average		consecutive wins	12	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.03 02:00	sell	1	1.00	1.04906	0.00000	0.00000
2	2009.12.03 03:45	close	1	1.00	1.04893	0.00000	0.00000	12.39	10012.39
3	2009.12.03 06:00	sell	2	1.00	1.05012	0.00000	0.00000
4	2009.12.03 07:20	close	2	1.00	1.04940	0.00000	0.00000	68.61	10081.00
5	2009.12.15 02:00	buy	3	1.00	1.05902	0.00000	0.00000
6	2009.12.15 02:20	close	3	1.00	1.05914	0.00000	0.00000	11.33	10092.33
7	2009.12.15 02:22	buy	4	1.00	1.05933	0.00000	0.00000
8	2009.12.15 09:02	close	4	1.00	1.05938	0.00000	0.00000	4.72	10097.05
9	2009.12.16 16:00	buy	5	1.00	1.05934	0.00000	0.00000
10	2009.12.16 16:15	close	5	1.00	1.05941	0.00000	0.00000	6.61	10103.66
11	2009.12.16 16:33	buy	6	1.00	1.05910	0.00000	0.00000
12	2009.12.16 17:07	close	6	1.00	1.05923	0.00000	0.00000	12.27	10115.93
13	2009.12.16 17:15	buy	7	1.00	1.05880	0.00000	0.00000
14	2009.12.16 17:32	close	7	1.00	1.05888	0.00000	0.00000	7.56	10123.49
15	2009.12.16 17:40	buy	8	1.00	1.05880	0.00000	0.00000
16	2009.12.16 18:20	close	8	1.00	1.05904	0.00000	0.00000	22.66	10146.15
17	2009.12.18 10:00	buy	9	1.00	1.06822	0.00000	0.00000
18	2009.12.18 10:10	close	9	1.00	1.06877	0.00000	0.00000	51.46	10197.61
19	2009.12.18 10:45	buy	10	1.00	1.06757	0.00000	0.00000
20	2009.12.18 10:47	close	10	1.00	1.06767	0.00000	0.00000	9.37	10206.98
21	2009.12.18 10:50	buy	11	1.00	1.06599	0.00000	0.00000
22	2009.12.18 10:52	close	11	1.00	1.06648	0.00000	0.00000	45.95	10252.93
23	2009.12.18 10:55	buy	12	1.00	1.06639	0.00000	0.00000
24	2009.12.18 10:57	close	12	1.00	1.06727	0.00000	0.00000	82.45	10335.38
25	2009.12.18 10:59	buy	13	1.00	1.06656	0.00000	0.00000
26	2009.12.18 11:10	close	13	1.00	1.06712	0.00000	0.00000	52.48	10387.86
27	2009.12.18 11:12	buy	14	1.00	1.06724	0.00000	0.00000
28	2009.12.18 11:15	close	14	1.00	1.06764	0.00000	0.00000	37.47	10425.33
29	2009.12.18 11:17	buy	15	1.00	1.06777	0.00000	0.00000
30	2009.12.18 11:20	close	15	1.00	1.06817	0.00000	0.00000	37.45	10462.78
31	2009.12.18 11:22	buy	16	1.00	1.06812	0.00000	0.00000
32	2009.12.18 16:50	close	16	1.00	1.06874	0.00000	0.00000	58.01	10520.79
33	2009.12.30 05:00	sell	17	1.00	1.04862	0.00000	0.00000
34	2009.12.30 08:15	close	17	1.00	1.04840	0.00000	0.00000	20.98	10541.77
35	2009.12.30 08:17	sell	18	1.00	1.04823	0.00000	0.00000
36	2009.12.30 08:20	close	18	1.00	1.04787	0.00000	0.00000	34.36	10576.13
37	2009.12.30 08:22	sell	19	1.00	1.04784	0.00000	0.00000
38	2009.12.30 08:50	close	19	1.00	1.04770	0.00000	0.00000	13.36	10589.49
39	2009.12.30 08:52	sell	20	1.00	1.04769	0.00000	0.00000
40	2009.12.30 09:15	close	20	1.00	1.04728	0.00000	0.00000	39.15	10628.64
41	2009.12.30 09:17	sell	21	1.00	1.04715	0.00000	0.00000
42	2009.12.30 09:20	close	21	1.00	1.04659	0.00000	0.00000	53.51	10682.15
43	2009.12.30 09:22	sell	22	1.00	1.04663	0.00000	0.00000
44	2009.12.31 12:00	close	22	1.00	1.04845	0.00000	0.00000	-174.72	10507.43
45	2009.12.31 16:45	buy	23	1.00	1.05021	0.00000	0.00000
46	2009.12.31 16:47	close	23	1.00	1.05039	0.00000	0.00000	17.14	10524.57
47	2009.12.31 16:50	buy	24	1.00	1.04829	0.00000	0.00000
48	2009.12.31 16:52	close	24	1.00	1.04895	0.00000	0.00000	62.92	10587.49
49	2009.12.31 16:55	buy	25	1.00	1.04877	0.00000	0.00000
50	2009.12.31 16:57	close	25	1.00	1.04991	0.00000	0.00000	108.58	10696.07
51	2009.12.31 16:59	buy	26	1.00	1.04863	0.00000	0.00000
52	2009.12.31 18:57	close at stop	26	1.00	1.04645	0.00000	0.00000	-208.32	10487.75