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=0.1; ZZbar=3; Closebar=3; Maxord=1; Sl=0; Tp=0; magic=78977;
Bars in test	1515	Ticks modelled	13777	Modelling quality	n/a
Mismatched charts errors	2
Initial deposit	10000.00
Total net profit	-123.65	Gross profit	87.90	Gross loss	-211.55
Profit factor	0.42	Expected payoff	-9.51
Absolute drawdown	238.80	Maximal drawdown	258.64 (2.58%)	Relative drawdown	2.58% (258.64)
Total trades	13	Short positions (won %)	8 (25.00%)	Long positions (won %)	5 (20.00%)
		Profit trades (% of total)	3 (23.08%)	Loss trades (% of total)	10 (76.92%)
Largest		profit trade	42.60	loss trade	-91.87
Average		profit trade	29.30	loss trade	-21.15
Maximum		consecutive wins (profit in money)	1 (42.60)	consecutive losses (loss in money)	5 (-65.71)
Maximal		consecutive profit (count of wins)	42.60 (1)	consecutive loss (count of losses)	-97.90 (2)
Average		consecutive wins	1	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 21:00	buy	1	0.10	1.04431	0.00000	0.00000
2	2009.12.01 21:00	close	1	0.10	1.04367	0.00000	0.00000	-6.13	9993.87
3	2009.12.03 20:00	sell	2	0.10	1.05214	0.00000	0.00000
4	2009.12.03 20:00	close	2	0.10	1.05278	0.00000	0.00000	-6.08	9987.79
5	2009.12.04 15:00	sell	3	0.10	1.04867	0.00000	0.00000
6	2009.12.04 19:00	close	3	0.10	1.05243	0.00000	0.00000	-35.73	9952.06
7	2009.12.07 03:00	sell	4	0.10	1.05568	0.00000	0.00000
8	2009.12.07 22:00	close	4	0.10	1.05345	0.00000	0.00000	21.17	9973.23
9	2009.12.09 00:00	sell	5	0.10	1.06315	0.00000	0.00000
10	2009.12.09 00:00	close	5	0.10	1.06379	0.00000	0.00000	-6.02	9967.21
11	2009.12.10 18:00	buy	6	0.10	1.05238	0.00000	0.00000
12	2009.12.10 18:00	close	6	0.10	1.05174	0.00000	0.00000	-6.09	9961.12
13	2009.12.14 09:00	sell	7	0.10	1.06002	0.00000	0.00000
14	2009.12.14 09:00	close	7	0.10	1.06066	0.00000	0.00000	-6.03	9955.09
15	2009.12.14 18:00	sell	8	0.10	1.05892	0.00000	0.00000
16	2009.12.15 10:00	close	8	0.10	1.06256	0.00000	0.00000	-34.27	9920.82
17	2009.12.15 17:00	sell	9	0.10	1.05977	0.00000	0.00000
18	2009.12.16 22:00	close	9	0.10	1.06118	0.00000	0.00000	-13.30	9907.52
19	2009.12.17 18:00	sell	10	0.10	1.07114	0.00000	0.00000
20	2009.12.18 10:00	close	10	0.10	1.06856	0.00000	0.00000	24.13	9931.65
21	2009.12.21 19:00	buy	11	0.10	1.06173	0.00000	0.00000
22	2009.12.21 19:00	close	11	0.10	1.06109	0.00000	0.00000	-6.03	9925.62
23	2009.12.23 00:00	buy	12	0.10	1.05722	0.00000	0.00000
24	2009.12.28 03:00	close	12	0.10	1.04765	0.00000	0.00000	-91.87	9833.75
25	2009.12.29 06:00	buy	13	0.10	1.04404	0.00000	0.00000
26	2009.12.31 16:00	close	13	0.10	1.04855	0.00000	0.00000	42.60	9876.35