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		COG="---------------- Center Of Gravity"; bars_back=120; m=4; kstd1=1.4; kstd2=2.4; kstd3=3.4; CAN="---------------- Center Of Gravity"; Length=3; H_period=3; L_period=3; C_period=3; LM="---------------- Lot Management"; Lots=0.1; MM=false; Risk=10; TSTB="---------------- TP SL TS BE"; SL=0; TP=0; TS=0; TS_Step=1; BE=0; EXT="---------------- Extras"; Reverse=false; Add_Positions=false; MaxOrders=100; Magic=0;
Bars in test	1515	Ticks modelled	13777	Modelling quality	n/a
Mismatched charts errors	2
Initial deposit	10000.00
Total net profit	-13.78	Gross profit	359.34	Gross loss	-373.12
Profit factor	0.96	Expected payoff	-0.55
Absolute drawdown	189.62	Maximal drawdown	298.87 (2.96%)	Relative drawdown	2.96% (298.87)
Total trades	25	Short positions (won %)	14 (71.43%)	Long positions (won %)	11 (27.27%)
		Profit trades (% of total)	13 (52.00%)	Loss trades (% of total)	12 (48.00%)
Largest		profit trade	71.43	loss trade	-77.32
Average		profit trade	27.64	loss trade	-31.09
Maximum		consecutive wins (profit in money)	5 (101.39)	consecutive losses (loss in money)	5 (-231.17)
Maximal		consecutive profit (count of wins)	111.38 (2)	consecutive loss (count of losses)	-231.17 (5)
Average		consecutive wins	3	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 00:00	sell	1	0.10	1.05597	0.00000	0.00000
2	2009.12.01 08:16	close	1	0.10	1.05165	0.00000	0.00000	41.08	10041.08
3	2009.12.03 15:20	sell	2	0.10	1.05623	0.00000	0.00000
4	2009.12.03 17:15	close	2	0.10	1.05253	0.00000	0.00000	35.15	10076.23
5	2009.12.04 08:16	buy	3	0.10	1.05355	0.00000	0.00000
6	2009.12.04 16:20	close	3	0.10	1.05087	0.00000	0.00000	-25.50	10050.73
7	2009.12.04 17:32	sell	4	0.10	1.05390	0.00000	0.00000
8	2009.12.07 14:20	close	4	0.10	1.05844	0.00000	0.00000	-42.95	10007.78
9	2009.12.07 16:30	buy	5	0.10	1.05332	0.00000	0.00000
10	2009.12.08 03:32	close	5	0.10	1.05134	0.00000	0.00000	-18.89	9988.90
11	2009.12.08 13:02	sell	6	0.10	1.05486	0.00000	0.00000
12	2009.12.08 22:15	close	6	0.10	1.06308	0.00000	0.00000	-77.32	9911.58
13	2009.12.09 04:05	buy	7	0.10	1.06202	0.00000	0.00000
14	2009.12.10 00:07	close	7	0.10	1.05502	0.00000	0.00000	-66.52	9845.06
15	2009.12.10 05:20	sell	8	0.10	1.05749	0.00000	0.00000
16	2009.12.10 12:50	close	8	0.10	1.04999	0.00000	0.00000	71.43	9916.49
17	2009.12.10 18:15	sell	9	0.10	1.05384	0.00000	0.00000
18	2009.12.11 10:20	close	9	0.10	1.04964	0.00000	0.00000	39.95	9956.44
19	2009.12.11 17:15	sell	10	0.10	1.05885	0.00000	0.00000
20	2009.12.11 21:50	close	10	0.10	1.05949	0.00000	0.00000	-6.04	9950.40
21	2009.12.14 06:00	buy	11	0.10	1.05953	0.00000	0.00000
22	2009.12.15 01:07	close	11	0.10	1.05927	0.00000	0.00000	-2.51	9947.90
23	2009.12.15 10:00	sell	12	0.10	1.06192	0.00000	0.00000
24	2009.12.16 08:02	close	12	0.10	1.06014	0.00000	0.00000	16.73	9964.63
25	2009.12.16 20:50	sell	13	0.10	1.06418	0.00000	0.00000
26	2009.12.16 21:50	close	13	0.10	1.06048	0.00000	0.00000	34.89	9999.52
27	2009.12.17 05:45	sell	14	0.10	1.06897	0.00000	0.00000
28	2009.12.17 08:00	close	14	0.10	1.06885	0.00000	0.00000	1.12	10000.64
29	2009.12.17 20:05	buy	15	0.10	1.07093	0.00000	0.00000
30	2009.12.18 08:00	close	15	0.10	1.06808	0.00000	0.00000	-26.74	9973.90
31	2009.12.18 17:00	sell	16	0.10	1.06732	0.00000	0.00000
32	2009.12.21 10:59	close	16	0.10	1.06544	0.00000	0.00000	17.59	9991.50
33	2009.12.21 13:10	buy	17	0.10	1.05963	0.00000	0.00000
34	2009.12.21 16:50	close	17	0.10	1.05862	0.00000	0.00000	-9.54	9981.96
35	2009.12.21 19:05	sell	18	0.10	1.06145	0.00000	0.00000
36	2009.12.22 07:20	close	18	0.10	1.06144	0.00000	0.00000	0.03	9981.99
37	2009.12.22 09:32	buy	19	0.10	1.05787	0.00000	0.00000
38	2009.12.22 15:50	close	19	0.10	1.05957	0.00000	0.00000	16.04	9998.03
39	2009.12.22 19:45	buy	20	0.10	1.05503	0.00000	0.00000
40	2009.12.22 21:45	close	20	0.10	1.05802	0.00000	0.00000	28.26	10026.29
41	2009.12.23 14:00	buy	21	0.10	1.04945	0.00000	0.00000
42	2009.12.23 15:50	close	21	0.10	1.05314	0.00000	0.00000	35.04	10061.33
43	2009.12.24 18:20	sell	22	0.10	1.05049	0.00000	0.00000
44	2009.12.28 02:45	close	22	0.10	1.04817	0.00000	0.00000	22.02	10083.35
45	2009.12.28 14:50	buy	23	0.10	1.04460	0.00000	0.00000
46	2009.12.29 02:40	close	23	0.10	1.04325	0.00000	0.00000	-13.00	10070.35
47	2009.12.29 17:00	sell	24	0.10	1.04153	0.00000	0.00000
48	2009.12.30 08:15	close	24	0.10	1.04832	0.00000	0.00000	-64.83	10005.52
49	2009.12.31 02:00	buy	25	0.10	1.05380	0.00000	0.00000
50	2009.12.31 13:32	close	25	0.10	1.05177	0.00000	0.00000	-19.30	9986.22