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;
Bars in test	1515	Ticks modelled	13777	Modelling quality	n/a
Mismatched charts errors	2
Initial deposit	10000.00
Total net profit	-290.16	Gross profit	436.91	Gross loss	-727.07
Profit factor	0.60	Expected payoff	-6.31
Absolute drawdown	429.35	Maximal drawdown	480.32 (4.78%)	Relative drawdown	4.78% (480.32)
Total trades	46	Short positions (won %)	23 (21.74%)	Long positions (won %)	23 (21.74%)
		Profit trades (% of total)	10 (21.74%)	Loss trades (% of total)	36 (78.26%)
Largest		profit trade	61.40	loss trade	-59.25
Average		profit trade	43.69	loss trade	-20.20
Maximum		consecutive wins (profit in money)	3 (126.63)	consecutive losses (loss in money)	11 (-225.53)
Maximal		consecutive profit (count of wins)	126.63 (3)	consecutive loss (count of losses)	-225.53 (11)
Average		consecutive wins	1	consecutive losses	5

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.02 13:00	buy	1	0.10	1.04614	0.00000	0.00000
2	2009.12.02 14:00	close	1	0.10	1.04487	0.00000	0.00000	-12.15	9987.85
3	2009.12.02 14:00	sell	2	0.10	1.04487	0.00000	0.00000
4	2009.12.02 15:00	close	2	0.10	1.04803	0.00000	0.00000	-30.15	9957.70
5	2009.12.02 15:00	buy	3	0.10	1.04803	0.00000	0.00000
6	2009.12.03 09:00	close	3	0.10	1.04633	0.00000	0.00000	-16.33	9941.37
7	2009.12.03 09:00	sell	4	0.10	1.04633	0.00000	0.00000
8	2009.12.03 10:00	close	4	0.10	1.04790	0.00000	0.00000	-14.98	9926.39
9	2009.12.03 10:00	buy	5	0.10	1.04790	0.00000	0.00000
10	2009.12.04 13:00	close	5	0.10	1.05225	0.00000	0.00000	41.31	9967.70
11	2009.12.04 13:00	sell	6	0.10	1.05225	0.00000	0.00000
12	2009.12.04 20:00	close	6	0.10	1.05723	0.00000	0.00000	-47.10	9920.60
13	2009.12.04 20:00	buy	7	0.10	1.05723	0.00000	0.00000
14	2009.12.07 04:00	close	7	0.10	1.05434	0.00000	0.00000	-27.44	9893.16
15	2009.12.07 04:00	sell	8	0.10	1.05434	0.00000	0.00000
16	2009.12.07 05:00	close	8	0.10	1.05516	0.00000	0.00000	-7.77	9885.39
17	2009.12.07 05:00	buy	9	0.10	1.05516	0.00000	0.00000
18	2009.12.07 08:00	close	9	0.10	1.05404	0.00000	0.00000	-10.63	9874.76
19	2009.12.07 08:00	sell	10	0.10	1.05404	0.00000	0.00000
20	2009.12.07 09:00	close	10	0.10	1.05513	0.00000	0.00000	-10.33	9864.43
21	2009.12.07 09:00	buy	11	0.10	1.05513	0.00000	0.00000
22	2009.12.07 16:00	close	11	0.10	1.05485	0.00000	0.00000	-2.65	9861.78
23	2009.12.07 16:00	sell	12	0.10	1.05485	0.00000	0.00000
24	2009.12.08 09:00	close	12	0.10	1.05541	0.00000	0.00000	-5.31	9856.47
25	2009.12.08 09:00	buy	13	0.10	1.05541	0.00000	0.00000
26	2009.12.08 10:00	close	13	0.10	1.05231	0.00000	0.00000	-29.46	9827.01
27	2009.12.08 10:00	sell	14	0.10	1.05231	0.00000	0.00000
28	2009.12.08 13:00	close	14	0.10	1.05474	0.00000	0.00000	-23.04	9803.97
29	2009.12.08 13:00	buy	15	0.10	1.05474	0.00000	0.00000
30	2009.12.09 13:00	close	15	0.10	1.05965	0.00000	0.00000	46.31	9850.28
31	2009.12.09 13:00	sell	16	0.10	1.05965	0.00000	0.00000
32	2009.12.09 14:00	close	16	0.10	1.06103	0.00000	0.00000	-13.01	9837.27
33	2009.12.09 14:00	buy	17	0.10	1.06103	0.00000	0.00000
34	2009.12.09 17:00	close	17	0.10	1.05478	0.00000	0.00000	-59.25	9778.02
35	2009.12.09 17:00	sell	18	0.10	1.05478	0.00000	0.00000
36	2009.12.11 16:00	close	18	0.10	1.05277	0.00000	0.00000	19.09	9797.11
37	2009.12.11 16:00	buy	19	0.10	1.05277	0.00000	0.00000
38	2009.12.14 19:00	close	19	0.10	1.05763	0.00000	0.00000	45.92	9843.03
39	2009.12.14 19:00	sell	20	0.10	1.05763	0.00000	0.00000
40	2009.12.14 20:00	close	20	0.10	1.05962	0.00000	0.00000	-18.78	9824.25
41	2009.12.14 20:00	buy	21	0.10	1.05962	0.00000	0.00000
42	2009.12.14 21:00	close	21	0.10	1.05942	0.00000	0.00000	-1.89	9822.36
43	2009.12.14 21:00	sell	22	0.10	1.05942	0.00000	0.00000
44	2009.12.15 10:00	close	22	0.10	1.06221	0.00000	0.00000	-26.27	9796.09
45	2009.12.15 10:00	buy	23	0.10	1.06221	0.00000	0.00000
46	2009.12.15 17:00	close	23	0.10	1.05977	0.00000	0.00000	-23.02	9773.07
47	2009.12.15 17:00	sell	24	0.10	1.05977	0.00000	0.00000
48	2009.12.15 18:00	close	24	0.10	1.06236	0.00000	0.00000	-24.38	9748.69
49	2009.12.15 18:00	buy	25	0.10	1.06236	0.00000	0.00000
50	2009.12.16 10:00	close	25	0.10	1.05972	0.00000	0.00000	-24.94	9723.75
51	2009.12.16 10:00	sell	26	0.10	1.05972	0.00000	0.00000
52	2009.12.16 12:00	close	26	0.10	1.06215	0.00000	0.00000	-22.88	9700.87
53	2009.12.16 12:00	buy	27	0.10	1.06215	0.00000	0.00000
54	2009.12.16 13:00	close	27	0.10	1.06004	0.00000	0.00000	-19.90	9680.97
55	2009.12.16 13:00	sell	28	0.10	1.06004	0.00000	0.00000
56	2009.12.16 21:00	close	28	0.10	1.06320	0.00000	0.00000	-29.72	9651.25
57	2009.12.16 21:00	buy	29	0.10	1.06320	0.00000	0.00000
58	2009.12.16 22:00	close	29	0.10	1.06054	0.00000	0.00000	-25.08	9626.17
59	2009.12.16 22:00	sell	30	0.10	1.06054	0.00000	0.00000
60	2009.12.16 23:00	close	30	0.10	1.06146	0.00000	0.00000	-8.67	9617.50
61	2009.12.16 23:00	buy	31	0.10	1.06146	0.00000	0.00000
62	2009.12.18 04:00	close	31	0.10	1.06684	0.00000	0.00000	50.32	9667.82
63	2009.12.18 04:00	sell	32	0.10	1.06684	0.00000	0.00000
64	2009.12.21 07:00	close	32	0.10	1.06721	0.00000	0.00000	-3.47	9664.35
65	2009.12.21 07:00	buy	33	0.10	1.06721	0.00000	0.00000
66	2009.12.21 08:00	close	33	0.10	1.06627	0.00000	0.00000	-8.82	9655.53
67	2009.12.21 08:00	sell	34	0.10	1.06627	0.00000	0.00000
68	2009.12.21 09:00	close	34	0.10	1.06829	0.00000	0.00000	-18.91	9636.62
69	2009.12.21 09:00	buy	35	0.10	1.06829	0.00000	0.00000
70	2009.12.21 11:00	close	35	0.10	1.06524	0.00000	0.00000	-28.63	9607.99
71	2009.12.21 11:00	sell	36	0.10	1.06524	0.00000	0.00000
72	2009.12.22 17:00	close	36	0.10	1.06037	0.00000	0.00000	45.93	9653.92
73	2009.12.22 17:00	buy	37	0.10	1.06037	0.00000	0.00000
74	2009.12.22 18:00	close	37	0.10	1.05524	0.00000	0.00000	-48.61	9605.31
75	2009.12.22 18:00	sell	38	0.10	1.05524	0.00000	0.00000
76	2009.12.24 18:00	close	38	0.10	1.04880	0.00000	0.00000	61.40	9666.71
77	2009.12.24 18:00	buy	39	0.10	1.04880	0.00000	0.00000
78	2009.12.28 00:00	close	39	0.10	1.04784	0.00000	0.00000	-9.22	9657.50
79	2009.12.28 00:00	sell	40	0.10	1.04784	0.00000	0.00000
80	2009.12.28 02:00	close	40	0.10	1.04982	0.00000	0.00000	-18.86	9638.64
81	2009.12.28 02:00	buy	41	0.10	1.04982	0.00000	0.00000
82	2009.12.28 03:00	close	41	0.10	1.04765	0.00000	0.00000	-20.71	9617.93
83	2009.12.28 03:00	sell	42	0.10	1.04765	0.00000	0.00000
84	2009.12.28 09:00	close	42	0.10	1.04947	0.00000	0.00000	-17.34	9600.59
85	2009.12.28 09:00	buy	43	0.10	1.04947	0.00000	0.00000
86	2009.12.28 13:00	close	43	0.10	1.04765	0.00000	0.00000	-17.37	9583.22
87	2009.12.28 13:00	sell	44	0.10	1.04765	0.00000	0.00000
88	2009.12.29 21:00	close	44	0.10	1.04346	0.00000	0.00000	40.15	9623.37
89	2009.12.29 21:00	buy	45	0.10	1.04346	0.00000	0.00000
90	2009.12.31 08:00	close	45	0.10	1.04964	0.00000	0.00000	58.77	9682.13
91	2009.12.31 08:00	sell	46	0.10	1.04964	0.00000	0.00000
92	2009.12.31 18:57	close at stop	46	0.10	1.04674	0.00000	0.00000	27.71	9709.84