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=130; StopLoss=60; Lots=1; TrailingStop=30; ShortEma=10; LongEma=80; ExitOnCross=false; SignalCandle=1; MagicNumber=12543;
Bars in test	1515	Ticks modelled	13777	Modelling quality	n/a
Mismatched charts errors	2
Initial deposit	10000.00
Total net profit	4.31	Gross profit	2461.79	Gross loss	-2457.48
Profit factor	1.00	Expected payoff	0.07
Absolute drawdown	405.11	Maximal drawdown	591.35 (5.81%)	Relative drawdown	5.81% (591.35)
Total trades	64	Short positions (won %)	31 (35.48%)	Long positions (won %)	33 (27.27%)
		Profit trades (% of total)	20 (31.25%)	Loss trades (% of total)	44 (68.75%)
Largest		profit trade	124.32	loss trade	-57.33
Average		profit trade	123.09	loss trade	-55.85
Maximum		consecutive wins (profit in money)	2 (247.81)	consecutive losses (loss in money)	9 (-513.04)
Maximal		consecutive profit (count of wins)	247.81 (2)	consecutive loss (count of losses)	-513.04 (9)
Average		consecutive wins	2	consecutive losses	4

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.03 16:00	buy	1	1.00	1.05556	1.05496	1.05686
2	2009.12.03 16:15	t/p	1	1.00	1.05686	1.05496	1.05686	122.93	10122.93
3	2009.12.03 16:15	buy	2	1.00	1.05760	1.05700	1.05890
4	2009.12.03 16:35	s/l	2	1.00	1.05700	1.05700	1.05890	-56.77	10066.16
5	2009.12.03 16:35	buy	3	1.00	1.05708	1.05648	1.05838
6	2009.12.03 16:40	s/l	3	1.00	1.05648	1.05648	1.05838	-56.80	10009.36
7	2009.12.03 16:40	buy	4	1.00	1.05643	1.05583	1.05773
8	2009.12.03 16:45	s/l	4	1.00	1.05583	1.05583	1.05773	-56.85	9952.51
9	2009.12.03 16:45	buy	5	1.00	1.05544	1.05484	1.05674
10	2009.12.03 16:50	s/l	5	1.00	1.05484	1.05484	1.05674	-56.92	9895.59
11	2009.12.03 16:50	buy	6	1.00	1.05413	1.05353	1.05543
12	2009.12.03 17:10	s/l	6	1.00	1.05353	1.05353	1.05543	-56.97	9838.62
13	2009.12.04 16:00	sell	7	1.00	1.04673	1.04733	1.04543
14	2009.12.04 16:05	s/l	7	1.00	1.04733	1.04733	1.04543	-57.28	9781.34
15	2009.12.04 16:05	sell	8	1.00	1.04740	1.04800	1.04610
16	2009.12.04 16:10	s/l	8	1.00	1.04800	1.04800	1.04610	-57.21	9724.13
17	2009.12.04 16:10	sell	9	1.00	1.04856	1.04916	1.04726
18	2009.12.04 16:15	s/l	9	1.00	1.04916	1.04916	1.04726	-57.15	9666.98
19	2009.12.04 16:15	sell	10	1.00	1.04971	1.05031	1.04841
20	2009.12.04 16:20	s/l	10	1.00	1.05031	1.05031	1.04841	-57.09	9609.89
21	2009.12.04 16:20	sell	11	1.00	1.05087	1.05147	1.04957
22	2009.12.04 16:27	t/p	11	1.00	1.04957	1.05147	1.04957	123.88	9733.77
23	2009.12.04 16:27	sell	12	1.00	1.04933	1.04993	1.04803
24	2009.12.04 16:27	s/l	12	1.00	1.04993	1.04993	1.04803	-57.11	9676.66
25	2009.12.04 16:27	sell	13	1.00	1.05038	1.05098	1.04908
26	2009.12.04 16:33	s/l	13	1.00	1.05098	1.05098	1.04908	-57.05	9619.61
27	2009.12.04 16:33	sell	14	1.00	1.05162	1.05222	1.05032
28	2009.12.04 16:59	t/p	14	1.00	1.05032	1.05222	1.05032	123.80	9743.41
29	2009.12.04 16:59	sell	15	1.00	1.05000	1.05060	1.04870
30	2009.12.04 17:02	t/p	15	1.00	1.04870	1.05060	1.04870	124.01	9867.42
31	2009.12.04 20:00	buy	16	1.00	1.05704	1.05644	1.05834
32	2009.12.04 20:37	s/l	16	1.00	1.05644	1.05644	1.05834	-56.81	9810.61
33	2009.12.04 20:37	buy	17	1.00	1.05626	1.05566	1.05756
34	2009.12.04 20:40	t/p	17	1.00	1.05756	1.05566	1.05756	122.92	9933.53
35	2009.12.04 20:40	buy	18	1.00	1.05774	1.05714	1.05904
36	2009.12.04 20:50	t/p	18	1.00	1.05904	1.05714	1.05904	122.70	10056.23
37	2009.12.04 20:50	buy	19	1.00	1.05951	1.05891	1.06081
38	2009.12.04 20:52	s/l	19	1.00	1.05891	1.05891	1.06081	-56.67	9999.56
39	2009.12.04 20:52	buy	20	1.00	1.05892	1.05832	1.06022
40	2009.12.04 20:57	s/l	20	1.00	1.05832	1.05832	1.06022	-56.70	9942.86
41	2009.12.04 20:57	buy	21	1.00	1.05833	1.05773	1.05963
42	2009.12.04 21:20	s/l	21	1.00	1.05773	1.05773	1.05963	-56.78	9886.08
43	2009.12.07 20:00	sell	22	1.00	1.05065	1.05125	1.04935
44	2009.12.07 20:15	s/l	22	1.00	1.05125	1.05125	1.04935	-57.07	9829.01
45	2009.12.07 20:15	sell	23	1.00	1.05125	1.05185	1.04995
46	2009.12.07 20:40	s/l	23	1.00	1.05185	1.05185	1.04995	-57.02	9771.99
47	2009.12.07 20:40	sell	24	1.00	1.05228	1.05288	1.05098
48	2009.12.07 20:45	s/l	24	1.00	1.05288	1.05288	1.05098	-56.98	9715.01
49	2009.12.07 20:45	sell	25	1.00	1.05286	1.05346	1.05156
50	2009.12.07 20:50	s/l	25	1.00	1.05346	1.05346	1.05156	-56.96	9658.05
51	2009.12.07 20:50	sell	26	1.00	1.05343	1.05403	1.05213
52	2009.12.07 22:15	t/p	26	1.00	1.05213	1.05403	1.05213	123.57	9781.62
53	2009.12.08 15:00	buy	27	1.00	1.05719	1.05659	1.05849
54	2009.12.08 15:07	s/l	27	1.00	1.05659	1.05659	1.05849	-56.80	9724.82
55	2009.12.08 15:07	buy	28	1.00	1.05648	1.05588	1.05778
56	2009.12.08 15:10	t/p	28	1.00	1.05778	1.05588	1.05778	122.89	9847.71
57	2009.12.08 15:10	buy	29	1.00	1.05793	1.05733	1.05923
58	2009.12.08 15:20	t/p	29	1.00	1.05923	1.05733	1.05923	122.69	9970.40
59	2009.12.08 15:20	buy	30	1.00	1.05967	1.05907	1.06097
60	2009.12.08 15:22	s/l	30	1.00	1.05907	1.05907	1.06097	-56.66	9913.74
61	2009.12.08 15:22	buy	31	1.00	1.05909	1.05849	1.06039
62	2009.12.08 15:27	s/l	31	1.00	1.05849	1.05849	1.06039	-56.69	9857.05
63	2009.12.08 15:27	buy	32	1.00	1.05851	1.05791	1.05981
64	2009.12.08 15:27	s/l	32	1.00	1.05791	1.05791	1.05981	-56.74	9800.31
65	2009.12.08 15:27	buy	33	1.00	1.05743	1.05683	1.05873
66	2009.12.08 15:40	t/p	33	1.00	1.05873	1.05683	1.05873	122.77	9923.08
67	2009.12.08 15:40	buy	34	1.00	1.05899	1.05839	1.06029
68	2009.12.08 15:50	t/p	34	1.00	1.06029	1.05839	1.06029	122.55	10045.63
69	2009.12.08 15:50	buy	35	1.00	1.06088	1.06028	1.06218
70	2009.12.08 15:52	s/l	35	1.00	1.06028	1.06028	1.06218	-56.60	9989.03
71	2009.12.08 15:52	buy	36	1.00	1.06025	1.05965	1.06155
72	2009.12.08 15:57	s/l	36	1.00	1.05965	1.05965	1.06155	-56.63	9932.40
73	2009.12.08 15:57	buy	37	1.00	1.05962	1.05902	1.06092
74	2009.12.08 16:15	t/p	37	1.00	1.06092	1.05902	1.06092	122.53	10054.93
75	2009.12.09 23:00	sell	38	1.00	1.05455	1.05515	1.05325
76	2009.12.09 23:37	t/p	38	1.00	1.05325	1.05515	1.05325	123.43	10178.36
77	2009.12.09 23:37	sell	39	1.00	1.05314	1.05374	1.05184
78	2009.12.09 23:40	s/l	39	1.00	1.05374	1.05374	1.05184	-56.92	10121.44
79	2009.12.09 23:40	sell	40	1.00	1.05401	1.05461	1.05271
80	2009.12.09 23:45	s/l	40	1.00	1.05461	1.05461	1.05271	-56.90	10064.54
81	2009.12.09 23:45	sell	41	1.00	1.05454	1.05514	1.05324
82	2009.12.09 23:50	s/l	41	1.00	1.05514	1.05514	1.05324	-56.86	10007.68
83	2009.12.09 23:50	sell	42	1.00	1.05506	1.05566	1.05376
84	2009.12.10 01:35	t/p	42	1.00	1.05376	1.05566	1.05376	122.24	10129.92
85	2009.12.11 20:00	buy	43	1.00	1.06059	1.05999	1.06189
86	2009.12.11 20:32	t/p	43	1.00	1.06189	1.05999	1.06189	122.42	10252.34
87	2009.12.11 20:32	buy	44	1.00	1.06207	1.06147	1.06337
88	2009.12.11 20:40	s/l	44	1.00	1.06147	1.06147	1.06337	-56.52	10195.82
89	2009.12.11 20:40	buy	45	1.00	1.06154	1.06094	1.06284
90	2009.12.11 20:45	s/l	45	1.00	1.06094	1.06094	1.06284	-56.55	10139.27
91	2009.12.11 20:45	buy	46	1.00	1.06102	1.06042	1.06232
92	2009.12.11 20:50	s/l	46	1.00	1.06042	1.06042	1.06232	-56.60	10082.67
93	2009.12.11 20:50	buy	47	1.00	1.06032	1.05972	1.06162
94	2009.12.11 21:45	s/l	47	1.00	1.05972	1.05972	1.06162	-56.62	10026.05
95	2009.12.21 13:00	sell	48	1.00	1.06085	1.06145	1.05955
96	2009.12.21 13:10	t/p	48	1.00	1.05955	1.06145	1.05955	122.69	10148.74
97	2009.12.21 13:10	sell	49	1.00	1.05941	1.06001	1.05811
98	2009.12.21 13:20	t/p	49	1.00	1.05811	1.06001	1.05811	123.05	10271.79
99	2009.12.21 13:20	sell	50	1.00	1.05634	1.05694	1.05504
100	2009.12.21 13:22	s/l	50	1.00	1.05694	1.05694	1.05504	-56.75	10215.04
101	2009.12.21 13:22	sell	51	1.00	1.05722	1.05782	1.05592
102	2009.12.21 13:27	s/l	51	1.00	1.05782	1.05782	1.05592	-56.70	10158.34
103	2009.12.21 13:27	sell	52	1.00	1.05809	1.05869	1.05679
104	2009.12.21 13:45	t/p	52	1.00	1.05679	1.05869	1.05679	123.12	10281.46
105	2009.12.21 13:45	sell	53	1.00	1.05580	1.05640	1.05450
106	2009.12.21 14:20	t/p	53	1.00	1.05450	1.05640	1.05450	123.28	10404.74
107	2009.12.30 07:00	buy	54	1.00	1.05095	1.05035	1.05225
108	2009.12.30 07:10	s/l	54	1.00	1.05035	1.05035	1.05225	-57.13	10347.61
109	2009.12.30 07:10	buy	55	1.00	1.05036	1.04976	1.05166
110	2009.12.30 07:15	s/l	55	1.00	1.04976	1.04976	1.05166	-57.16	10290.45
111	2009.12.30 07:15	buy	56	1.00	1.04985	1.04925	1.05115
112	2009.12.30 07:20	s/l	56	1.00	1.04925	1.04925	1.05115	-57.19	10233.26
113	2009.12.30 07:20	buy	57	1.00	1.04917	1.04857	1.05047
114	2009.12.30 07:50	s/l	57	1.00	1.04857	1.04857	1.05047	-57.23	10176.03
115	2009.12.30 07:50	buy	58	1.00	1.04851	1.04791	1.04981
116	2009.12.30 08:20	s/l	58	1.00	1.04791	1.04791	1.04981	-57.27	10118.76
117	2009.12.31 18:00	sell	59	1.00	1.04614	1.04674	1.04484
118	2009.12.31 18:10	s/l	59	1.00	1.04674	1.04674	1.04484	-57.32	10061.44
119	2009.12.31 18:10	sell	60	1.00	1.04668	1.04728	1.04538
120	2009.12.31 18:15	s/l	60	1.00	1.04728	1.04728	1.04538	-57.30	10004.14
121	2009.12.31 18:15	sell	61	1.00	1.04719	1.04779	1.04589
122	2009.12.31 18:20	s/l	61	1.00	1.04779	1.04779	1.04589	-57.26	9946.88
123	2009.12.31 18:20	sell	62	1.00	1.04769	1.04829	1.04639
124	2009.12.31 18:50	t/p	62	1.00	1.04639	1.04829	1.04639	124.32	10071.20
125	2009.12.31 18:50	sell	63	1.00	1.04562	1.04622	1.04432
126	2009.12.31 18:57	s/l	63	1.00	1.04622	1.04622	1.04432	-57.33	10013.87
127	2009.12.31 18:57	sell	64	1.00	1.04645	1.04705	1.04515
128	2009.12.31 18:57	close at stop	64	1.00	1.04655	1.04705	1.04515	-9.56	10004.31