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		ExtDepth=17; ExtDeviation=7; ExtBackstep=5; Lot=0.1;
Bars in test	1515	Ticks modelled	13777	Modelling quality	n/a
Mismatched charts errors	2
Initial deposit	10000.00
Total net profit	64.39	Gross profit	436.71	Gross loss	-372.32
Profit factor	1.17	Expected payoff	3.79
Absolute drawdown	207.23	Maximal drawdown	337.18 (3.33%)	Relative drawdown	3.33% (337.18)
Total trades	17	Short positions (won %)	9 (55.56%)	Long positions (won %)	8 (50.00%)
		Profit trades (% of total)	9 (52.94%)	Loss trades (% of total)	8 (47.06%)
Largest		profit trade	168.55	loss trade	-104.01
Average		profit trade	48.52	loss trade	-46.54
Maximum		consecutive wins (profit in money)	3 (152.44)	consecutive losses (loss in money)	4 (-206.10)
Maximal		consecutive profit (count of wins)	198.98 (2)	consecutive loss (count of losses)	-206.10 (4)
Average		consecutive wins	2	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 09:00	sell	1	0.10	1.05224	0.00000	0.00000
2	2009.12.02 15:00	close	1	0.10	1.04838	0.00000	0.00000	36.81	10036.81
3	2009.12.02 15:00	buy	2	0.10	1.04838	0.00000	0.00000
4	2009.12.04 14:00	close	2	0.10	1.04658	0.00000	0.00000	-17.61	10019.20
5	2009.12.04 14:00	sell	3	0.10	1.04658	0.00000	0.00000
6	2009.12.04 20:00	close	3	0.10	1.05758	0.00000	0.00000	-104.01	9915.19
7	2009.12.04 20:00	buy	4	0.10	1.05758	0.00000	0.00000
8	2009.12.07 17:00	close	4	0.10	1.05083	0.00000	0.00000	-64.33	9850.85
9	2009.12.07 17:00	sell	5	0.10	1.05083	0.00000	0.00000
10	2009.12.08 10:00	close	5	0.10	1.05295	0.00000	0.00000	-20.14	9830.71
11	2009.12.08 10:00	buy	6	0.10	1.05295	0.00000	0.00000
12	2009.12.09 12:00	close	6	0.10	1.05987	0.00000	0.00000	65.19	9895.90
13	2009.12.09 12:00	sell	7	0.10	1.05987	0.00000	0.00000
14	2009.12.11 16:00	close	7	0.10	1.05312	0.00000	0.00000	64.06	9959.96
15	2009.12.11 16:00	buy	8	0.10	1.05312	0.00000	0.00000
16	2009.12.15 06:00	close	8	0.10	1.05559	0.00000	0.00000	23.19	9983.16
17	2009.12.15 06:00	sell	9	0.10	1.05559	0.00000	0.00000
18	2009.12.15 10:00	close	9	0.10	1.06256	0.00000	0.00000	-65.60	9917.56
19	2009.12.15 10:00	buy	10	0.10	1.06256	0.00000	0.00000
20	2009.12.16 10:00	close	10	0.10	1.05972	0.00000	0.00000	-26.90	9890.65
21	2009.12.16 10:00	sell	11	0.10	1.05972	0.00000	0.00000
22	2009.12.16 21:00	close	11	0.10	1.06355	0.00000	0.00000	-36.01	9854.64
23	2009.12.16 21:00	buy	12	0.10	1.06355	0.00000	0.00000
24	2009.12.18 04:00	close	12	0.10	1.06684	0.00000	0.00000	30.43	9885.07
25	2009.12.18 04:00	sell	13	0.10	1.06684	0.00000	0.00000
26	2009.12.24 18:00	close	13	0.10	1.04915	0.00000	0.00000	168.55	10053.62
27	2009.12.24 18:00	buy	14	0.10	1.04915	0.00000	0.00000
28	2009.12.28 15:00	close	14	0.10	1.04523	0.00000	0.00000	-37.71	10015.92
29	2009.12.28 15:00	sell	15	0.10	1.04523	0.00000	0.00000
30	2009.12.29 22:00	close	15	0.10	1.04434	0.00000	0.00000	8.51	10024.43
31	2009.12.29 22:00	buy	16	0.10	1.04434	0.00000	0.00000
32	2009.12.31 10:00	close	16	0.10	1.04783	0.00000	0.00000	32.90	10057.32
33	2009.12.31 10:00	sell	17	0.10	1.04783	0.00000	0.00000
34	2009.12.31 18:57	close at stop	17	0.10	1.04709	0.00000	0.00000	7.07	10064.39