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=180; StopLoss=50; MaximumRisk=0.03;
Bars in test	1515	Ticks modelled	13777	Modelling quality	n/a
Mismatched charts errors	2
Initial deposit	10000.00
Total net profit	-8.99	Gross profit	255.69	Gross loss	-264.68
Profit factor	0.97	Expected payoff	-0.43
Absolute drawdown	48.35	Maximal drawdown	109.48 (1.09%)	Relative drawdown	1.09% (109.48)
Total trades	21	Short positions (won %)	9 (11.11%)	Long positions (won %)	12 (41.67%)
		Profit trades (% of total)	6 (28.57%)	Loss trades (% of total)	15 (71.43%)
Largest		profit trade	51.22	loss trade	-17.81
Average		profit trade	42.62	loss trade	-17.65
Maximum		consecutive wins (profit in money)	2 (102.21)	consecutive losses (loss in money)	4 (-70.36)
Maximal		consecutive profit (count of wins)	102.21 (2)	consecutive loss (count of losses)	-70.36 (4)
Average		consecutive wins	1	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.02 10:00	buy	1	0.30	1.04498	1.04436	1.04678
2	2009.12.02 10:45	s/l	1	0.30	1.04436	1.04436	1.04678	-17.81	9982.19
3	2009.12.03 08:00	sell	2	0.30	1.04819	1.04881	1.04639
4	2009.12.03 08:10	s/l	2	0.30	1.04881	1.04881	1.04639	-17.73	9964.46
5	2009.12.07 08:00	buy	3	0.30	1.05416	1.05354	1.05596
6	2009.12.07 08:20	t/p	3	0.30	1.05596	1.05354	1.05596	51.11	10015.57
7	2009.12.07 09:00	buy	4	0.30	1.05496	1.05434	1.05676
8	2009.12.07 09:03	t/p	4	0.30	1.05676	1.05434	1.05676	51.10	10066.67
9	2009.12.08 11:00	buy	5	0.30	1.05030	1.04968	1.05210
10	2009.12.08 11:20	s/l	5	0.30	1.04968	1.04968	1.05210	-17.73	10048.94
11	2009.12.09 10:00	sell	6	0.30	1.06207	1.06269	1.06027
12	2009.12.09 10:15	s/l	6	0.30	1.06269	1.06269	1.06027	-17.49	10031.45
13	2009.12.09 16:00	buy	7	0.30	1.06215	1.06153	1.06395
14	2009.12.09 16:05	s/l	7	0.30	1.06153	1.06153	1.06395	-17.52	10013.93
15	2009.12.09 17:00	sell	8	0.30	1.05478	1.05540	1.05298
16	2009.12.09 17:15	s/l	8	0.30	1.05540	1.05540	1.05298	-17.62	9996.31
17	2009.12.10 10:00	buy	9	0.30	1.05518	1.05456	1.05698
18	2009.12.10 10:20	t/p	9	0.30	1.05698	1.05456	1.05698	51.08	10047.39
19	2009.12.10 11:00	buy	10	0.30	1.05463	1.05401	1.05643
20	2009.12.10 11:10	s/l	10	0.30	1.05401	1.05401	1.05643	-17.65	10029.74
21	2009.12.10 12:00	sell	11	0.30	1.05119	1.05181	1.04939
22	2009.12.10 12:07	s/l	11	0.30	1.05181	1.05181	1.04939	-17.68	10012.06
23	2009.12.10 22:00	buy	12	0.30	1.05056	1.04994	1.05236
24	2009.12.10 23:00	modify	12	0.30	1.05056	1.05056	1.05236
25	2009.12.10 23:32	s/l	12	0.30	1.05056	1.05056	1.05236	0.00	10012.06
26	2009.12.11 11:00	sell	13	0.30	1.05011	1.05073	1.04831
27	2009.12.11 11:15	s/l	13	0.30	1.05073	1.05073	1.04831	-17.71	9994.35
28	2009.12.11 16:00	buy	14	0.30	1.05260	1.05198	1.05440
29	2009.12.11 16:15	t/p	14	0.30	1.05440	1.05198	1.05440	51.18	10045.53
30	2009.12.18 18:00	buy	15	0.30	1.06786	1.06724	1.06966
31	2009.12.18 18:10	s/l	15	0.30	1.06724	1.06724	1.06966	-17.43	10028.10
32	2009.12.21 12:00	sell	16	0.30	1.06281	1.06343	1.06101
33	2009.12.21 12:07	s/l	16	0.30	1.06343	1.06343	1.06101	-17.49	10010.61
34	2009.12.22 07:00	buy	17	0.30	1.06151	1.06089	1.06331
35	2009.12.22 07:45	s/l	17	0.30	1.06089	1.06089	1.06331	-17.53	9993.08
36	2009.12.23 07:00	sell	18	0.30	1.05629	1.05691	1.05449
37	2009.12.23 09:20	t/p	18	0.30	1.05449	1.05691	1.05449	51.22	10044.30
38	2009.12.28 04:00	sell	19	0.30	1.04630	1.04692	1.04450
39	2009.12.28 04:50	s/l	19	0.30	1.04692	1.04692	1.04450	-17.77	10026.53
40	2009.12.28 10:00	buy	20	0.30	1.04821	1.04759	1.05001
41	2009.12.28 12:20	s/l	20	0.30	1.04759	1.04759	1.05001	-17.76	10008.77
42	2009.12.28 14:00	sell	21	0.30	1.04647	1.04709	1.04467
43	2009.12.28 14:20	s/l	21	0.30	1.04709	1.04709	1.04467	-17.76	9991.01