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		S1="---------------- Entry Settings"; VIX_Period=22; VIX_BuyLevel=1; VIX_SellLevel=1; S2="---------------- Money Management"; Lots=0.1; RiskMM=false; RiskPercent=1; Martingale=false; Multiplier=2; MinLots=0.01; MaxLots=100; S3="---------------- Order Management"; StopLoss=0; TakeProfit=0; HideSL=false; HideTP=false; TrailingStop=0; TrailingStep=0; TrailingProfit=0; BreakEven=0; MaxOrders=100; Slippage=3; Magic=2009; S6="---------------- Extras"; Hedge=false; HedgeSL=0; HedgeTP=0; ReverseSystem=false;
Bars in test	1515	Ticks modelled	13777	Modelling quality	n/a
Mismatched charts errors	2
Initial deposit	10000.00
Total net profit	-399.58	Gross profit	198.33	Gross loss	-597.91
Profit factor	0.33	Expected payoff	-14.27
Absolute drawdown	495.12	Maximal drawdown	647.06 (6.37%)	Relative drawdown	6.37% (647.06)
Total trades	28	Short positions (won %)	14 (21.43%)	Long positions (won %)	14 (42.86%)
		Profit trades (% of total)	9 (32.14%)	Loss trades (% of total)	19 (67.86%)
Largest		profit trade	49.45	loss trade	-122.87
Average		profit trade	22.04	loss trade	-31.47
Maximum		consecutive wins (profit in money)	2 (52.96)	consecutive losses (loss in money)	8 (-354.08)
Maximal		consecutive profit (count of wins)	52.96 (2)	consecutive loss (count of losses)	-354.08 (8)
Average		consecutive wins	1	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 10:00	sell	1	0.10	1.04689	0.00000	0.00000
2	2009.12.02 07:00	buy	2	0.10	1.04468	0.00000	0.00000
3	2009.12.02 07:00	close	1	0.10	1.04468	0.00000	0.00000	21.14	10021.14
4	2009.12.04 14:00	sell	3	0.10	1.04658	0.00000	0.00000
5	2009.12.04 14:00	close	2	0.10	1.04658	0.00000	0.00000	17.74	10038.88
6	2009.12.04 17:00	buy	4	0.10	1.05020	0.00000	0.00000
7	2009.12.04 17:00	close	3	0.10	1.05020	0.00000	0.00000	-34.47	10004.41
8	2009.12.07 15:00	sell	5	0.10	1.05543	0.00000	0.00000
9	2009.12.07 15:00	close	4	0.10	1.05543	0.00000	0.00000	49.45	10053.85
10	2009.12.07 16:00	buy	6	0.10	1.05506	0.00000	0.00000
11	2009.12.07 16:00	close	5	0.10	1.05506	0.00000	0.00000	3.51	10057.36
12	2009.12.07 17:00	sell	7	0.10	1.05083	0.00000	0.00000
13	2009.12.07 17:00	close	6	0.10	1.05083	0.00000	0.00000	-40.25	10017.11
14	2009.12.08 12:00	buy	8	0.10	1.05169	0.00000	0.00000
15	2009.12.08 12:00	close	7	0.10	1.05169	0.00000	0.00000	-8.19	10008.92
16	2009.12.09 17:00	sell	9	0.10	1.05478	0.00000	0.00000
17	2009.12.09 17:00	close	8	0.10	1.05478	0.00000	0.00000	29.20	10038.12
18	2009.12.09 19:00	buy	10	0.10	1.05621	0.00000	0.00000
19	2009.12.09 19:00	close	9	0.10	1.05621	0.00000	0.00000	-13.54	10024.58
20	2009.12.09 21:00	sell	11	0.10	1.05378	0.00000	0.00000
21	2009.12.09 21:00	close	10	0.10	1.05378	0.00000	0.00000	-23.06	10001.52
22	2009.12.09 23:00	buy	12	0.10	1.05476	0.00000	0.00000
23	2009.12.09 23:00	close	11	0.10	1.05476	0.00000	0.00000	-9.29	9992.23
24	2009.12.10 00:00	sell	13	0.10	1.05481	0.00000	0.00000
25	2009.12.10 00:00	close	12	0.10	1.05481	0.00000	0.00000	0.16	9992.39
26	2009.12.10 06:00	buy	14	0.10	1.05651	0.00000	0.00000
27	2009.12.10 06:00	close	13	0.10	1.05651	0.00000	0.00000	-16.09	9976.30
28	2009.12.10 12:00	sell	15	0.10	1.05119	0.00000	0.00000
29	2009.12.10 12:00	close	14	0.10	1.05119	0.00000	0.00000	-50.61	9925.69
30	2009.12.10 14:00	buy	16	0.10	1.05038	0.00000	0.00000
31	2009.12.10 14:00	close	15	0.10	1.05038	0.00000	0.00000	7.71	9933.40
32	2009.12.10 15:00	sell	17	0.10	1.04854	0.00000	0.00000
33	2009.12.10 15:00	close	16	0.10	1.04854	0.00000	0.00000	-17.55	9915.85
34	2009.12.10 16:00	buy	18	0.10	1.05074	0.00000	0.00000
35	2009.12.10 16:00	close	17	0.10	1.05074	0.00000	0.00000	-20.94	9894.91
36	2009.12.15 06:00	sell	19	0.10	1.05559	0.00000	0.00000
37	2009.12.15 06:00	close	18	0.10	1.05559	0.00000	0.00000	45.64	9940.55
38	2009.12.15 07:00	buy	20	0.10	1.05663	0.00000	0.00000
39	2009.12.15 07:00	close	19	0.10	1.05663	0.00000	0.00000	-9.84	9930.71
40	2009.12.15 09:00	sell	21	0.10	1.05915	0.00000	0.00000
41	2009.12.15 09:00	close	20	0.10	1.05915	0.00000	0.00000	23.79	9954.50
42	2009.12.15 10:00	buy	22	0.10	1.06213	0.00000	0.00000
43	2009.12.15 10:00	close	21	0.10	1.06213	0.00000	0.00000	-28.06	9926.44
44	2009.12.21 14:00	sell	23	0.10	1.05594	0.00000	0.00000
45	2009.12.21 14:00	close	22	0.10	1.05594	0.00000	0.00000	-59.24	9867.20
46	2009.12.21 20:00	buy	24	0.10	1.06210	0.00000	0.00000
47	2009.12.21 20:00	close	23	0.10	1.06210	0.00000	0.00000	-58.00	9809.20
48	2009.12.23 14:00	sell	25	0.10	1.04923	0.00000	0.00000
49	2009.12.23 14:00	close	24	0.10	1.04923	0.00000	0.00000	-122.87	9686.33
50	2009.12.23 15:00	buy	26	0.10	1.05169	0.00000	0.00000
51	2009.12.23 15:00	close	25	0.10	1.05169	0.00000	0.00000	-23.39	9662.94
52	2009.12.23 18:00	sell	27	0.10	1.04745	0.00000	0.00000
53	2009.12.23 18:00	close	26	0.10	1.04745	0.00000	0.00000	-40.48	9622.46
54	2009.12.23 21:00	buy	28	0.10	1.04805	0.00000	0.00000
55	2009.12.23 21:00	close	27	0.10	1.04805	0.00000	0.00000	-5.72	9616.74
56	2009.12.31 18:57	close at stop	28	0.10	1.04645	0.00000	0.00000	-16.32	9600.42