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=0.4; takeprofit=200;
Bars in test	1515	Ticks modelled	13777	Modelling quality	n/a
Mismatched charts errors	2
Initial deposit	10000.00
Total net profit	-2384.82	Gross profit	121.54	Gross loss	-2506.36
Profit factor	0.05	Expected payoff	-61.15
Absolute drawdown	2459.99	Maximal drawdown	2459.99 (24.60%)	Relative drawdown	24.60% (2459.99)
Total trades	39	Short positions (won %)	16 (75.00%)	Long positions (won %)	23 (78.26%)
		Profit trades (% of total)	30 (76.92%)	Loss trades (% of total)	9 (23.08%)
Largest		profit trade	48.82	loss trade	-2210.28
Average		profit trade	4.05	loss trade	-278.48
Maximum		consecutive wins (profit in money)	6 (48.82)	consecutive losses (loss in money)	3 (-2499.61)
Maximal		consecutive profit (count of wins)	53.97 (4)	consecutive loss (count of losses)	-2499.61 (3)
Average		consecutive wins	4	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.04 02:00	buy	1	0.40	1.05775	0.00000	1.05975
2	2009.12.04 08:16	sell	2	0.50	1.05333	0.00000	0.00000
3	2009.12.04 08:16	modify	1	0.40	1.05775	0.00000	0.00000
4	2009.12.04 13:03	modify	2	0.50	1.05333	1.05333	0.00000
5	2009.12.04 17:32	s/l	2	0.50	1.05333	1.05333	0.00000	0.00	10000.00
6	2009.12.04 17:35	sell	3	0.50	1.05362	0.00000	0.00000
7	2009.12.04 17:45	modify	3	0.50	1.05362	1.05362	0.00000
8	2009.12.04 18:20	s/l	3	0.50	1.05362	1.05362	0.00000	0.00	10000.00
9	2009.12.04 18:20	sell	4	0.50	1.05318	0.00000	0.00000
10	2009.12.04 18:50	modify	4	0.50	1.05318	1.05318	0.00000
11	2009.12.04 19:10	s/l	4	0.50	1.05318	1.05318	0.00000	0.00	10000.00
12	2009.12.04 19:10	sell	5	0.50	1.05328	0.00000	0.00000
13	2009.12.04 20:20	close	1	0.40	1.05798	0.00000	0.00000	8.70	10008.70
14	2009.12.04 20:20	buy	6	0.60	1.05876	0.00000	0.00000
15	2009.12.04 20:50	modify	6	0.60	1.05876	1.05876	0.00000
16	2009.12.04 20:57	s/l	6	0.60	1.05876	1.05876	0.00000	0.00	10008.70
17	2009.12.04 20:57	buy	7	0.60	1.05901	0.00000	0.00000
18	2009.12.04 21:07	modify	7	0.60	1.05901	1.05901	0.00000
19	2009.12.04 21:10	s/l	7	0.60	1.05901	1.05901	0.00000	0.00	10008.70
20	2009.12.04 21:10	buy	8	0.60	1.05927	0.00000	0.00000
21	2009.12.07 09:33	modify	8	0.60	1.05927	1.05927	0.00000
22	2009.12.07 10:50	s/l	8	0.60	1.05927	1.05927	0.00000	-0.39	10008.31
23	2009.12.07 10:50	buy	9	0.60	1.05956	0.00000	0.00000
24	2009.12.07 11:45	modify	9	0.60	1.05956	1.05956	0.00000
25	2009.12.07 13:45	s/l	9	0.60	1.05956	1.05956	0.00000	0.00	10008.31
26	2009.12.07 13:45	buy	10	0.60	1.05991	0.00000	0.00000
27	2009.12.07 16:40	close	5	0.50	1.05311	0.00000	0.00000	7.84	10016.14
28	2009.12.07 16:40	sell	11	0.70	1.05233	0.00000	0.00000
29	2009.12.07 16:50	modify	11	0.70	1.05233	1.05233	0.00000
30	2009.12.07 16:57	s/l	11	0.70	1.05233	1.05233	0.00000	0.00	10016.14
31	2009.12.07 16:57	sell	12	0.70	1.05163	0.00000	0.00000
32	2009.12.07 18:45	modify	12	0.70	1.05163	1.05163	0.00000
33	2009.12.07 19:50	s/l	12	0.70	1.05163	1.05163	0.00000	0.00	10016.14
34	2009.12.07 19:50	sell	13	0.70	1.05093	0.00000	0.00000
35	2009.12.08 00:40	modify	13	0.70	1.05093	1.05093	0.00000
36	2009.12.08 01:10	s/l	13	0.70	1.05093	1.05093	0.00000	-0.33	10015.81
37	2009.12.08 01:10	sell	14	0.70	1.05056	0.00000	0.00000
38	2009.12.08 01:50	modify	14	0.70	1.05056	1.05056	0.00000
39	2009.12.08 01:57	s/l	14	0.70	1.05056	1.05056	0.00000	0.00	10015.81
40	2009.12.08 01:57	sell	15	0.70	1.04981	0.00000	0.00000
41	2009.12.08 02:32	modify	15	0.70	1.04981	1.04981	0.00000
42	2009.12.08 02:50	s/l	15	0.70	1.04981	1.04981	0.00000	0.00	10015.81
43	2009.12.08 02:50	sell	16	0.70	1.04917	0.00000	0.00000
44	2009.12.08 15:50	close	10	0.60	1.06078	0.00000	0.00000	48.82	10064.63
45	2009.12.08 15:50	buy	17	0.80	1.06156	0.00000	0.00000
46	2009.12.08 18:32	modify	17	0.80	1.06156	1.06156	0.00000
47	2009.12.08 18:45	s/l	17	0.80	1.06156	1.06156	0.00000	0.00	10064.63
48	2009.12.08 18:45	buy	18	0.80	1.06229	0.00000	0.00000
49	2009.12.08 19:15	modify	18	0.80	1.06229	1.06229	0.00000
50	2009.12.08 22:30	s/l	18	0.80	1.06229	1.06229	0.00000	0.00	10064.63
51	2009.12.08 22:30	buy	19	0.80	1.06306	0.00000	0.00000
52	2009.12.08 22:50	modify	19	0.80	1.06306	1.06306	0.00000
53	2009.12.08 23:03	s/l	19	0.80	1.06306	1.06306	0.00000	0.00	10064.63
54	2009.12.08 23:03	buy	20	0.80	1.06378	0.00000	0.00000
55	2009.12.09 00:15	modify	20	0.80	1.06378	1.06378	0.00000
56	2009.12.09 01:15	s/l	20	0.80	1.06378	1.06378	0.00000	-0.53	10064.10
57	2009.12.09 01:15	buy	21	0.80	1.06399	0.00000	0.00000
58	2009.12.09 02:02	modify	21	0.80	1.06399	1.06399	0.00000
59	2009.12.09 02:15	s/l	21	0.80	1.06399	1.06399	0.00000	0.00	10064.10
60	2009.12.09 02:15	buy	22	0.80	1.06443	0.00000	0.00000
61	2009.12.10 14:50	close	16	0.70	1.04855	0.00000	0.00000	40.07	10104.17
62	2009.12.10 14:50	sell	23	0.90	1.04777	0.00000	0.00000
63	2009.12.14 11:50	close	22	0.80	1.06465	0.00000	0.00000	13.90	10118.07
64	2009.12.14 11:50	buy	24	1.00	1.06543	0.00000	0.00000
65	2009.12.14 14:50	modify	24	1.00	1.06543	1.06543	0.00000
66	2009.12.14 14:59	s/l	24	1.00	1.06543	1.06543	0.00000	0.00	10118.07
67	2009.12.14 14:59	buy	25	1.00	1.06620	0.00000	0.00000
68	2009.12.17 04:15	modify	25	1.00	1.06620	1.06620	0.00000
69	2009.12.17 08:50	s/l	25	1.00	1.06620	1.06620	0.00000	-3.29	10114.78
70	2009.12.17 08:50	buy	26	1.00	1.06653	0.00000	0.00000
71	2009.12.17 08:57	modify	26	1.00	1.06653	1.06653	0.00000
72	2009.12.17 08:59	s/l	26	1.00	1.06653	1.06653	0.00000	0.00	10114.78
73	2009.12.17 08:59	buy	27	1.00	1.06719	0.00000	0.00000
74	2009.12.17 09:50	modify	27	1.00	1.06719	1.06719	0.00000
75	2009.12.17 09:57	s/l	27	1.00	1.06719	1.06719	0.00000	0.00	10114.78
76	2009.12.17 09:57	buy	28	1.00	1.06792	0.00000	0.00000
77	2009.12.17 10:20	modify	28	1.00	1.06792	1.06792	0.00000
78	2009.12.17 16:20	s/l	28	1.00	1.06792	1.06792	0.00000	0.00	10114.78
79	2009.12.17 16:20	buy	29	1.00	1.06766	0.00000	0.00000
80	2009.12.17 16:27	modify	29	1.00	1.06766	1.06766	0.00000
81	2009.12.17 16:32	s/l	29	1.00	1.06766	1.06766	0.00000	0.00	10114.78
82	2009.12.17 16:32	buy	30	1.00	1.06807	0.00000	0.00000
83	2009.12.17 16:45	modify	30	1.00	1.06807	1.06807	0.00000
84	2009.12.18 03:03	s/l	30	1.00	1.06807	1.06807	0.00000	-0.66	10114.12
85	2009.12.18 03:03	buy	31	1.00	1.06809	0.00000	0.00000
86	2009.12.18 08:10	modify	31	1.00	1.06809	1.06809	0.00000
87	2009.12.18 08:45	s/l	31	1.00	1.06809	1.06809	0.00000	0.00	10114.12
88	2009.12.18 08:45	buy	32	1.00	1.06851	0.00000	0.00000
89	2009.12.18 10:15	modify	32	1.00	1.06851	1.06851	0.00000
90	2009.12.18 10:40	s/l	32	1.00	1.06851	1.06851	0.00000	0.00	10114.12
91	2009.12.18 10:40	buy	33	1.00	1.06924	0.00000	0.00000
92	2009.12.18 17:20	modify	33	1.00	1.06924	1.06924	0.00000
93	2009.12.18 17:27	s/l	33	1.00	1.06924	1.06924	0.00000	0.00	10114.12
94	2009.12.18 17:27	buy	34	1.00	1.06949	0.00000	0.00000
95	2009.12.23 18:50	close	23	0.90	1.04769	0.00000	0.00000	2.22	10116.34
96	2009.12.23 18:50	sell	35	1.10	1.04691	0.00000	0.00000
97	2009.12.24 11:16	modify	35	1.10	1.04691	1.04691	0.00000
98	2009.12.24 11:40	s/l	35	1.10	1.04691	1.04691	0.00000	-1.55	10114.79
99	2009.12.24 11:40	sell	36	1.10	1.04662	0.00000	0.00000
100	2009.12.24 12:50	modify	36	1.10	1.04662	1.04662	0.00000
101	2009.12.24 13:10	s/l	36	1.10	1.04662	1.04662	0.00000	0.00	10114.79
102	2009.12.24 13:10	sell	37	1.10	1.04595	0.00000	0.00000
103	2009.12.24 14:20	modify	37	1.10	1.04595	1.04595	0.00000
104	2009.12.24 14:27	s/l	37	1.10	1.04595	1.04595	0.00000	0.00	10114.79
105	2009.12.24 14:27	sell	38	1.10	1.04518	0.00000	0.00000
106	2009.12.28 16:45	modify	38	1.10	1.04518	1.04518	0.00000
107	2009.12.30 01:15	s/l	38	1.10	1.04518	1.04518	0.00000	-2.07	10112.72
108	2009.12.30 01:15	sell	39	1.10	1.04451	0.00000	0.00000
109	2009.12.31 18:57	close at stop	39	1.10	1.04723	0.00000	0.00000	-287.26	9825.46
110	2009.12.31 18:57	close at stop	34	1.00	1.04645	0.00000	0.00000	-2210.28	7615.18