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		EAName=""TrendStrengthEMA""; magic=2703; SL=0; TP=0; slippage=3; lots=0.1;
Bars in test	1515	Ticks modelled	13777	Modelling quality	n/a
Mismatched charts errors	2
Initial deposit	10000.00
Total net profit	-413.25	Gross profit	225.98	Gross loss	-639.23
Profit factor	0.35	Expected payoff	-25.83
Absolute drawdown	618.50	Maximal drawdown	691.05 (6.86%)	Relative drawdown	6.86% (691.05)
Total trades	16	Short positions (won %)	8 (25.00%)	Long positions (won %)	8 (25.00%)
		Profit trades (% of total)	4 (25.00%)	Loss trades (% of total)	12 (75.00%)
Largest		profit trade	155.25	loss trade	-122.58
Average		profit trade	56.49	loss trade	-53.27
Maximum		consecutive wins (profit in money)	3 (189.79)	consecutive losses (loss in money)	10 (-532.63)
Maximal		consecutive profit (count of wins)	189.79 (3)	consecutive loss (count of losses)	-532.63 (10)
Average		consecutive wins	2	consecutive losses	6

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.02 22:00	buy	1	0.10	1.05058	0.00000	0.00000
2	2009.12.04 16:00	close	1	0.10	1.04673	0.00000	0.00000	-36.93	9963.07
3	2009.12.04 16:00	sell	2	0.10	1.04673	0.00000	0.00000
4	2009.12.04 21:00	close	2	0.10	1.05972	0.00000	0.00000	-122.58	9840.49
5	2009.12.04 21:00	buy	3	0.10	1.05972	0.00000	0.00000
6	2009.12.07 19:00	close	3	0.10	1.04978	0.00000	0.00000	-94.73	9745.76
7	2009.12.07 19:00	sell	4	0.10	1.04978	0.00000	0.00000
8	2009.12.08 16:00	close	4	0.10	1.05990	0.00000	0.00000	-95.46	9650.30
9	2009.12.08 16:00	buy	5	0.10	1.05990	0.00000	0.00000
10	2009.12.09 19:00	close	5	0.10	1.05600	0.00000	0.00000	-36.97	9613.33
11	2009.12.09 19:00	sell	6	0.10	1.05600	0.00000	0.00000
12	2009.12.11 19:00	close	6	0.10	1.05910	0.00000	0.00000	-29.19	9584.14
13	2009.12.11 19:00	buy	7	0.10	1.05910	0.00000	0.00000
14	2009.12.15 06:00	close	7	0.10	1.05559	0.00000	0.00000	-33.33	9550.81
15	2009.12.15 06:00	sell	8	0.10	1.05559	0.00000	0.00000
16	2009.12.15 11:00	close	8	0.10	1.06182	0.00000	0.00000	-58.67	9492.14
17	2009.12.15 11:00	buy	9	0.10	1.06182	0.00000	0.00000
18	2009.12.16 15:00	close	9	0.10	1.06040	0.00000	0.00000	-13.43	9478.72
19	2009.12.16 15:00	sell	10	0.10	1.06040	0.00000	0.00000
20	2009.12.17 00:00	close	10	0.10	1.06161	0.00000	0.00000	-11.34	9467.37
21	2009.12.17 00:00	buy	11	0.10	1.06161	0.00000	0.00000
22	2009.12.18 12:00	close	11	0.10	1.06547	0.00000	0.00000	36.19	9503.56
23	2009.12.18 12:00	sell	12	0.10	1.06547	0.00000	0.00000
24	2009.12.21 10:00	close	12	0.10	1.06982	0.00000	0.00000	-40.64	9462.92
25	2009.12.21 10:00	buy	13	0.10	1.06982	0.00000	0.00000
26	2009.12.21 12:00	close	13	0.10	1.06281	0.00000	0.00000	-65.96	9396.96
27	2009.12.21 12:00	sell	14	0.10	1.06281	0.00000	0.00000
28	2009.12.30 03:00	close	14	0.10	1.04658	0.00000	0.00000	155.25	9552.21
29	2009.12.30 03:00	buy	15	0.10	1.04658	0.00000	0.00000
30	2009.12.31 16:00	close	15	0.10	1.04855	0.00000	0.00000	18.68	9570.89
31	2009.12.31 16:00	sell	16	0.10	1.04855	0.00000	0.00000
32	2009.12.31 18:57	close at stop	16	0.10	1.04689	0.00000	0.00000	15.86	9586.75