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		TakeProfit=20; Lots=1; TrailingStop=5;
Bars in test	1515	Ticks modelled	13777	Modelling quality	n/a
Mismatched charts errors	2
Initial deposit	10000.00
Total net profit	-2274.31	Gross profit	438.34	Gross loss	-2712.64
Profit factor	0.16	Expected payoff	-90.97
Absolute drawdown	3255.58	Maximal drawdown	3693.92 (35.39%)	Relative drawdown	35.39% (3693.92)
Total trades	25	Short positions (won %)	0 (0.00%)	Long positions (won %)	25 (96.00%)
		Profit trades (% of total)	24 (96.00%)	Loss trades (% of total)	1 (4.00%)
Largest		profit trade	18.93	loss trade	-2712.64
Average		profit trade	18.26	loss trade	-2712.64
Maximum		consecutive wins (profit in money)	24 (438.34)	consecutive losses (loss in money)	1 (-2712.64)
Maximal		consecutive profit (count of wins)	438.34 (24)	consecutive loss (count of losses)	-2712.64 (1)
Average		consecutive wins	24	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 00:00	buy	1	1.00	1.05619	0.00000	1.05639
2	2009.12.01 02:40	t/p	1	1.00	1.05639	0.00000	1.05639	18.93	10018.93
3	2009.12.01 02:40	buy	2	1.00	1.05662	0.00000	1.05682
4	2009.12.01 06:15	t/p	2	1.00	1.05682	0.00000	1.05682	18.92	10037.85
5	2009.12.01 06:15	buy	3	1.00	1.05725	0.00000	1.05745
6	2009.12.01 06:20	t/p	3	1.00	1.05745	0.00000	1.05745	18.91	10056.76
7	2009.12.01 06:20	buy	4	1.00	1.05787	0.00000	1.05807
8	2009.12.03 16:20	t/p	4	1.00	1.05807	0.00000	1.05807	16.27	10073.03
9	2009.12.03 16:20	buy	5	1.00	1.05849	0.00000	1.05869
10	2009.12.04 20:50	t/p	5	1.00	1.05869	0.00000	1.05869	18.22	10091.25
11	2009.12.04 20:50	buy	6	1.00	1.05963	0.00000	1.05983
12	2009.12.07 09:33	t/p	6	1.00	1.05983	0.00000	1.05983	18.18	10109.43
13	2009.12.07 09:33	buy	7	1.00	1.06139	0.00000	1.06159
14	2009.12.07 09:40	t/p	7	1.00	1.06159	0.00000	1.06159	18.82	10128.25
15	2009.12.07 09:40	buy	8	1.00	1.06289	0.00000	1.06309
16	2009.12.07 09:46	t/p	8	1.00	1.06309	0.00000	1.06309	18.79	10147.04
17	2009.12.07 09:46	buy	9	1.00	1.06438	0.00000	1.06458
18	2009.12.07 10:07	t/p	9	1.00	1.06458	0.00000	1.06458	18.79	10165.83
19	2009.12.07 10:07	buy	10	1.00	1.06508	0.00000	1.06528
20	2009.12.08 20:20	t/p	10	1.00	1.06528	0.00000	1.06528	18.10	10183.93
21	2009.12.08 20:20	buy	11	1.00	1.06584	0.00000	1.06604
22	2009.12.08 20:45	t/p	11	1.00	1.06604	0.00000	1.06604	18.76	10202.69
23	2009.12.08 20:45	buy	12	1.00	1.06631	0.00000	1.06651
24	2009.12.08 20:50	t/p	12	1.00	1.06651	0.00000	1.06651	18.74	10221.43
25	2009.12.08 20:50	buy	13	1.00	1.06717	0.00000	1.06737
26	2009.12.17 04:20	t/p	13	1.00	1.06737	0.00000	1.06737	11.49	10232.93
27	2009.12.17 04:20	buy	14	1.00	1.06760	0.00000	1.06780
28	2009.12.17 05:10	t/p	14	1.00	1.06780	0.00000	1.06780	18.72	10251.65
29	2009.12.17 05:10	buy	15	1.00	1.06809	0.00000	1.06829
30	2009.12.17 05:20	t/p	15	1.00	1.06829	0.00000	1.06829	18.72	10270.37
31	2009.12.17 05:20	buy	16	1.00	1.06886	0.00000	1.06906
32	2009.12.17 05:50	t/p	16	1.00	1.06906	0.00000	1.06906	18.71	10289.08
33	2009.12.17 05:50	buy	17	1.00	1.06944	0.00000	1.06964
34	2009.12.17 07:15	t/p	17	1.00	1.06964	0.00000	1.06964	18.69	10307.77
35	2009.12.17 07:15	buy	18	1.00	1.07021	0.00000	1.07041
36	2009.12.17 07:20	t/p	18	1.00	1.07041	0.00000	1.07041	18.69	10326.46
37	2009.12.17 07:20	buy	19	1.00	1.07064	0.00000	1.07084
38	2009.12.17 10:50	t/p	19	1.00	1.07084	0.00000	1.07084	18.67	10345.13
39	2009.12.17 10:50	buy	20	1.00	1.07131	0.00000	1.07151
40	2009.12.17 11:20	t/p	20	1.00	1.07151	0.00000	1.07151	18.66	10363.79
41	2009.12.17 11:20	buy	21	1.00	1.07175	0.00000	1.07195
42	2009.12.17 11:40	t/p	21	1.00	1.07195	0.00000	1.07195	18.65	10382.44
43	2009.12.17 11:40	buy	22	1.00	1.07219	0.00000	1.07239
44	2009.12.17 11:45	t/p	22	1.00	1.07239	0.00000	1.07239	18.65	10401.09
45	2009.12.17 11:45	buy	23	1.00	1.07285	0.00000	1.07305
46	2009.12.17 11:50	t/p	23	1.00	1.07305	0.00000	1.07305	18.64	10419.73
47	2009.12.17 11:50	buy	24	1.00	1.07352	0.00000	1.07372
48	2009.12.17 14:20	t/p	24	1.00	1.07372	0.00000	1.07372	18.61	10438.34
49	2009.12.17 14:20	buy	25	1.00	1.07474	0.00000	1.07494
50	2009.12.31 18:57	close at stop	25	1.00	1.04645	0.00000	1.07494	-2712.64	7725.69