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		BeginSession1=6; EndSession1=10; BeginSession2=10; EndSession2=14; Lots=0.1; PipsForEntry=5; LocalTimeZone=1; DestTimeZone=1; ClsOnlUnprTX=1; ProtectYourInvestments=0; Type_TS_Calc=1; FactorTSCalculation=0.5; TrailingStop=40; TakeProfit=120; InitialStopLoss=50;
Bars in test	1515	Ticks modelled	13777	Modelling quality	n/a
Mismatched charts errors	2
Initial deposit	10000.00
Total net profit	22.80	Gross profit	216.91	Gross loss	-194.11
Profit factor	1.12	Expected payoff	0.38
Absolute drawdown	7.76	Maximal drawdown	115.00 (1.14%)	Relative drawdown	1.14% (115.00)
Total trades	60	Short positions (won %)	32 (25.00%)	Long positions (won %)	28 (39.29%)
		Profit trades (% of total)	19 (31.67%)	Loss trades (% of total)	41 (68.33%)
Largest		profit trade	11.56	loss trade	-4.81
Average		profit trade	11.42	loss trade	-4.73
Maximum		consecutive wins (profit in money)	4 (45.68)	consecutive losses (loss in money)	21 (-98.99)
Maximal		consecutive profit (count of wins)	45.68 (4)	consecutive loss (count of losses)	-98.99 (21)
Average		consecutive wins	2	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 10:00	buy stop	1	0.10	1.05642	1.05592	1.05762
2	2009.12.01 14:00	buy stop	2	0.10	1.04694	1.04644	1.04814
3	2009.12.01 14:00	sell stop	3	0.10	1.04454	1.04504	1.04334
4	2009.12.01 14:15	sell	3	0.10	1.04454	1.04504	1.04334
5	2009.12.01 14:20	t/p	3	0.10	1.04334	1.04504	1.04334	11.51	10011.51
6	2009.12.01 19:32	expiration	1	0.10	1.05642	1.05592	1.05762
7	2009.12.01 19:32	expiration	2	0.10	1.04694	1.04644	1.04814
8	2009.12.02 10:00	buy stop	4	0.10	1.04696	1.04646	1.04816
9	2009.12.02 10:00	sell stop	5	0.10	1.04337	1.04387	1.04217
10	2009.12.02 11:02	sell	5	0.10	1.04337	1.04387	1.04217
11	2009.12.02 11:15	s/l	5	0.10	1.04387	1.04387	1.04217	-4.79	10006.72
12	2009.12.02 14:00	buy stop	6	0.10	1.04669	1.04619	1.04789
13	2009.12.02 14:00	sell stop	7	0.10	1.04303	1.04353	1.04183
14	2009.12.02 14:45	buy	4	0.10	1.04696	1.04646	1.04816
15	2009.12.02 14:45	buy	6	0.10	1.04669	1.04619	1.04789
16	2009.12.02 14:50	t/p	4	0.10	1.04816	1.04646	1.04816	11.45	10018.17
17	2009.12.02 14:50	t/p	6	0.10	1.04789	1.04619	1.04789	11.45	10029.62
18	2009.12.02 19:30	expiration	7	0.10	1.04303	1.04353	1.04183
19	2009.12.03 10:00	buy stop	8	0.10	1.05103	1.05053	1.05223
20	2009.12.03 10:00	sell stop	9	0.10	1.04610	1.04660	1.04490
21	2009.12.03 11:46	buy	8	0.10	1.05103	1.05053	1.05223
22	2009.12.03 11:56	s/l	8	0.10	1.05053	1.05053	1.05223	-4.76	10024.86
23	2009.12.03 14:00	buy stop	10	0.10	1.05109	1.05059	1.05229
24	2009.12.03 14:00	sell stop	11	0.10	1.04848	1.04898	1.04728
25	2009.12.03 14:40	buy	10	0.10	1.05109	1.05059	1.05229
26	2009.12.03 14:45	t/p	10	0.10	1.05229	1.05059	1.05229	11.39	10036.25
27	2009.12.03 19:30	expiration	9	0.10	1.04610	1.04660	1.04490
28	2009.12.03 19:30	expiration	11	0.10	1.04848	1.04898	1.04728
29	2009.12.04 10:00	buy stop	12	0.10	1.05725	1.05675	1.05845
30	2009.12.04 10:00	sell stop	13	0.10	1.05328	1.05378	1.05208
31	2009.12.04 12:50	sell	13	0.10	1.05328	1.05378	1.05208
32	2009.12.04 13:00	modify	13	0.10	1.05328	1.05286	1.05208
33	2009.12.04 13:03	t/p	13	0.10	1.05208	1.05286	1.05208	11.43	10047.68
34	2009.12.04 14:00	buy stop	14	0.10	1.05562	1.05512	1.05682
35	2009.12.04 14:00	sell stop	15	0.10	1.04562	1.04612	1.04442
36	2009.12.04 14:32	sell	15	0.10	1.04562	1.04612	1.04442
37	2009.12.04 14:37	t/p	15	0.10	1.04442	1.04612	1.04442	11.50	10059.18
38	2009.12.04 19:30	expiration	12	0.10	1.05725	1.05675	1.05845
39	2009.12.04 19:30	expiration	14	0.10	1.05562	1.05512	1.05682
40	2009.12.07 10:00	sell stop	16	0.10	1.05360	1.05410	1.05240
41	2009.12.07 14:00	buy stop	17	0.10	1.06318	1.06268	1.06438
42	2009.12.07 14:00	sell stop	18	0.10	1.05806	1.05856	1.05686
43	2009.12.07 14:30	sell	18	0.10	1.05806	1.05856	1.05686
44	2009.12.07 14:33	t/p	18	0.10	1.05686	1.05856	1.05686	11.36	10070.54
45	2009.12.07 14:46	sell	16	0.10	1.05360	1.05410	1.05240
46	2009.12.07 14:50	s/l	16	0.10	1.05410	1.05410	1.05240	-4.75	10065.79
47	2009.12.07 19:30	expiration	17	0.10	1.06318	1.06268	1.06438
48	2009.12.08 10:00	buy stop	19	0.10	1.05606	1.05556	1.05726
49	2009.12.08 10:00	sell stop	20	0.10	1.04975	1.05025	1.04855
50	2009.12.08 10:50	sell	20	0.10	1.04975	1.05025	1.04855
51	2009.12.08 10:59	s/l	20	0.10	1.05025	1.05025	1.04855	-4.76	10061.03
52	2009.12.08 14:00	buy stop	21	0.10	1.05556	1.05506	1.05676
53	2009.12.08 14:00	sell stop	22	0.10	1.04935	1.04985	1.04815
54	2009.12.08 14:10	buy	21	0.10	1.05556	1.05506	1.05676
55	2009.12.08 14:15	buy	19	0.10	1.05606	1.05556	1.05726
56	2009.12.08 14:20	t/p	19	0.10	1.05726	1.05556	1.05726	11.35	10072.38
57	2009.12.08 14:20	t/p	21	0.10	1.05676	1.05506	1.05676	11.35	10083.73
58	2009.12.08 19:30	expiration	22	0.10	1.04935	1.04985	1.04815
59	2009.12.09 10:00	buy stop	23	0.10	1.06477	1.06427	1.06597
60	2009.12.09 10:00	sell stop	24	0.10	1.05978	1.06028	1.05858
61	2009.12.09 11:50	sell	24	0.10	1.05978	1.06028	1.05858
62	2009.12.09 12:15	s/l	24	0.10	1.06028	1.06028	1.05858	-4.71	10079.02
63	2009.12.09 14:00	buy stop	25	0.10	1.06306	1.06256	1.06426
64	2009.12.09 14:00	sell stop	26	0.10	1.05911	1.05961	1.05791
65	2009.12.09 14:20	sell	26	0.10	1.05911	1.05961	1.05791
66	2009.12.09 14:27	s/l	26	0.10	1.05961	1.05961	1.05791	-4.71	10074.31
67	2009.12.09 15:20	buy	25	0.10	1.06306	1.06256	1.06426
68	2009.12.09 15:27	s/l	25	0.10	1.06256	1.06256	1.06426	-4.71	10069.60
69	2009.12.09 19:30	expiration	23	0.10	1.06477	1.06427	1.06597
70	2009.12.10 10:00	buy stop	27	0.10	1.05823	1.05773	1.05943
71	2009.12.10 10:00	sell stop	28	0.10	1.05323	1.05373	1.05203
72	2009.12.10 11:15	sell	28	0.10	1.05323	1.05373	1.05203
73	2009.12.10 11:45	t/p	28	0.10	1.05203	1.05373	1.05203	11.40	10081.00
74	2009.12.10 14:00	buy stop	29	0.10	1.05462	1.05412	1.05582
75	2009.12.10 14:00	sell stop	30	0.10	1.04964	1.05014	1.04844
76	2009.12.10 14:40	sell	30	0.10	1.04964	1.05014	1.04844
77	2009.12.10 14:50	t/p	30	0.10	1.04844	1.05014	1.04844	11.45	10092.45
78	2009.12.10 18:20	buy	29	0.10	1.05462	1.05412	1.05582
79	2009.12.10 18:27	s/l	29	0.10	1.05412	1.05412	1.05582	-4.74	10087.71
80	2009.12.10 19:30	expiration	27	0.10	1.05823	1.05773	1.05943
81	2009.12.11 10:00	buy stop	31	0.10	1.05325	1.05275	1.05445
82	2009.12.11 10:00	sell stop	32	0.10	1.04999	1.05049	1.04879
83	2009.12.11 10:20	sell	32	0.10	1.04999	1.05049	1.04879
84	2009.12.11 10:50	s/l	32	0.10	1.05049	1.05049	1.04879	-4.76	10082.95
85	2009.12.11 14:00	buy stop	33	0.10	1.05107	1.05057	1.05227
86	2009.12.11 14:00	sell stop	34	0.10	1.04842	1.04892	1.04722
87	2009.12.11 14:20	sell	34	0.10	1.04842	1.04892	1.04722
88	2009.12.11 14:27	s/l	34	0.10	1.04892	1.04892	1.04722	-4.77	10078.18
89	2009.12.11 15:10	buy	33	0.10	1.05107	1.05057	1.05227
90	2009.12.11 15:15	t/p	33	0.10	1.05227	1.05057	1.05227	11.40	10089.58
91	2009.12.11 15:20	buy	31	0.10	1.05325	1.05275	1.05445
92	2009.12.11 15:22	s/l	31	0.10	1.05275	1.05275	1.05445	-4.75	10084.83
93	2009.12.14 10:00	buy stop	35	0.10	1.06346	1.06296	1.06466
94	2009.12.14 10:00	sell stop	36	0.10	1.05648	1.05698	1.05528
95	2009.12.14 11:45	buy	35	0.10	1.06346	1.06296	1.06466
96	2009.12.14 12:00	modify	35	0.10	1.06346	1.06409	1.06466
97	2009.12.14 12:10	t/p	35	0.10	1.06466	1.06409	1.06466	11.27	10096.10
98	2009.12.14 14:00	buy stop	37	0.10	1.06586	1.06536	1.06706
99	2009.12.14 14:00	sell stop	38	0.10	1.06125	1.06175	1.06005
100	2009.12.14 14:45	buy	37	0.10	1.06586	1.06536	1.06706
101	2009.12.14 15:03	s/l	37	0.10	1.06536	1.06536	1.06706	-4.69	10091.41
102	2009.12.14 16:50	sell	38	0.10	1.06125	1.06175	1.06005
103	2009.12.14 17:15	t/p	38	0.10	1.06005	1.06175	1.06005	11.32	10102.73
104	2009.12.14 19:30	expiration	36	0.10	1.05648	1.05698	1.05528
105	2009.12.15 10:00	buy stop	39	0.10	1.06270	1.06220	1.06390
106	2009.12.15 10:00	sell stop	40	0.10	1.05516	1.05566	1.05396
107	2009.12.15 10:20	buy	39	0.10	1.06270	1.06220	1.06390
108	2009.12.15 10:27	s/l	39	0.10	1.06220	1.06220	1.06390	-4.71	10098.02
109	2009.12.15 14:00	buy stop	41	0.10	1.06515	1.06465	1.06635
110	2009.12.15 14:00	sell stop	42	0.10	1.06070	1.06120	1.05950
111	2009.12.15 14:50	sell	42	0.10	1.06070	1.06120	1.05950
112	2009.12.15 14:57	s/l	42	0.10	1.06120	1.06120	1.05950	-4.71	10093.31
113	2009.12.15 19:30	expiration	40	0.10	1.05516	1.05566	1.05396
114	2009.12.15 19:30	expiration	41	0.10	1.06515	1.06465	1.06635
115	2009.12.16 10:00	buy stop	43	0.10	1.06279	1.06229	1.06399
116	2009.12.16 10:00	sell stop	44	0.10	1.05926	1.05976	1.05806
117	2009.12.16 10:15	sell	44	0.10	1.05926	1.05976	1.05806
118	2009.12.16 10:32	s/l	44	0.10	1.05976	1.05976	1.05806	-4.72	10088.59
119	2009.12.16 11:50	buy	43	0.10	1.06279	1.06229	1.06399
120	2009.12.16 11:57	s/l	43	0.10	1.06229	1.06229	1.06399	-4.71	10083.88
121	2009.12.16 14:00	buy stop	45	0.10	1.06278	1.06228	1.06398
122	2009.12.16 14:00	sell stop	46	0.10	1.05821	1.05871	1.05701
123	2009.12.16 15:50	sell	46	0.10	1.05821	1.05871	1.05701
124	2009.12.16 15:57	s/l	46	0.10	1.05871	1.05871	1.05701	-4.73	10079.15
125	2009.12.16 19:30	expiration	45	0.10	1.06278	1.06228	1.06398
126	2009.12.17 10:00	buy stop	47	0.10	1.07047	1.06997	1.07167
127	2009.12.17 10:00	sell stop	48	0.10	1.06570	1.06620	1.06450
128	2009.12.17 10:45	buy	47	0.10	1.07047	1.06997	1.07167
129	2009.12.17 11:07	s/l	47	0.10	1.06997	1.06997	1.07167	-4.67	10074.48
130	2009.12.17 14:00	buy stop	49	0.10	1.07373	1.07323	1.07493
131	2009.12.17 14:00	sell stop	50	0.10	1.06961	1.07011	1.06841
132	2009.12.17 14:15	buy	49	0.10	1.07373	1.07323	1.07493
133	2009.12.17 14:27	s/l	49	0.10	1.07323	1.07323	1.07493	-4.67	10069.81
134	2009.12.17 15:32	sell	50	0.10	1.06961	1.07011	1.06841
135	2009.12.17 15:45	s/l	50	0.10	1.07011	1.07011	1.06841	-4.67	10065.14
136	2009.12.17 19:30	expiration	48	0.10	1.06570	1.06620	1.06450
137	2009.12.18 10:00	buy stop	51	0.10	1.06927	1.06877	1.07047
138	2009.12.18 10:00	sell stop	52	0.10	1.06567	1.06617	1.06447
139	2009.12.18 10:15	buy	51	0.10	1.06927	1.06877	1.07047
140	2009.12.18 10:40	s/l	51	0.10	1.06877	1.06877	1.07047	-4.68	10060.46
141	2009.12.18 11:50	sell	52	0.10	1.06567	1.06617	1.06447
142	2009.12.18 11:57	s/l	52	0.10	1.06617	1.06617	1.06447	-4.69	10055.77
143	2009.12.18 14:00	buy stop	53	0.10	1.06822	1.06772	1.06942
144	2009.12.18 14:00	sell stop	54	0.10	1.06322	1.06372	1.06202
145	2009.12.18 16:02	sell	54	0.10	1.06322	1.06372	1.06202
146	2009.12.18 16:10	s/l	54	0.10	1.06372	1.06372	1.06202	-4.69	10051.08
147	2009.12.18 16:45	buy	53	0.10	1.06822	1.06772	1.06942
148	2009.12.18 16:59	s/l	53	0.10	1.06772	1.06772	1.06942	-4.69	10046.39
149	2009.12.21 10:00	sell stop	55	0.10	1.06533	1.06583	1.06413
150	2009.12.21 10:59	sell	55	0.10	1.06533	1.06583	1.06413
151	2009.12.21 11:07	s/l	55	0.10	1.06583	1.06583	1.06413	-4.69	10041.70
152	2009.12.21 14:00	buy stop	56	0.10	1.06582	1.06532	1.06702
153	2009.12.21 14:00	sell stop	57	0.10	1.05454	1.05504	1.05334
154	2009.12.21 14:20	sell	57	0.10	1.05454	1.05504	1.05334
155	2009.12.21 14:27	s/l	57	0.10	1.05504	1.05504	1.05334	-4.74	10036.96
156	2009.12.21 19:30	expiration	56	0.10	1.06582	1.06532	1.06702
157	2009.12.22 10:00	buy stop	58	0.10	1.06201	1.06151	1.06321
158	2009.12.22 10:00	sell stop	59	0.10	1.05746	1.05796	1.05626
159	2009.12.22 10:20	sell	59	0.10	1.05746	1.05796	1.05626
160	2009.12.22 10:27	s/l	59	0.10	1.05796	1.05796	1.05626	-4.72	10032.24
161	2009.12.22 14:00	buy stop	60	0.10	1.05850	1.05800	1.05970
162	2009.12.22 14:00	sell stop	61	0.10	1.05535	1.05585	1.05415
163	2009.12.22 14:15	buy	60	0.10	1.05850	1.05800	1.05970
164	2009.12.22 14:40	s/l	60	0.10	1.05800	1.05800	1.05970	-4.73	10027.51
165	2009.12.22 17:50	sell	61	0.10	1.05535	1.05585	1.05415
166	2009.12.22 17:52	s/l	61	0.10	1.05585	1.05585	1.05415	-4.73	10022.78
167	2009.12.22 19:30	expiration	58	0.10	1.06201	1.06151	1.06321
168	2009.12.23 10:00	buy stop	62	0.10	1.05669	1.05619	1.05789
169	2009.12.23 10:00	sell stop	63	0.10	1.05366	1.05416	1.05246
170	2009.12.23 10:50	buy	62	0.10	1.05669	1.05619	1.05789
171	2009.12.23 10:52	s/l	62	0.10	1.05619	1.05619	1.05789	-4.74	10018.04
172	2009.12.23 12:20	sell	63	0.10	1.05366	1.05416	1.05246
173	2009.12.23 12:27	s/l	63	0.10	1.05416	1.05416	1.05246	-4.74	10013.30
174	2009.12.23 14:00	buy stop	64	0.10	1.05675	1.05625	1.05795
175	2009.12.23 19:30	expiration	64	0.10	1.05675	1.05625	1.05795
176	2009.12.24 10:00	buy stop	65	0.10	1.04907	1.04857	1.05027
177	2009.12.24 10:00	sell stop	66	0.10	1.04702	1.04752	1.04582
178	2009.12.24 10:20	sell	66	0.10	1.04702	1.04752	1.04582
179	2009.12.24 10:27	s/l	66	0.10	1.04752	1.04752	1.04582	-4.78	10008.52
180	2009.12.24 14:00	buy stop	67	0.10	1.04769	1.04719	1.04889
181	2009.12.24 14:00	sell stop	68	0.10	1.04476	1.04526	1.04356
182	2009.12.24 14:20	sell	68	0.10	1.04476	1.04526	1.04356
183	2009.12.24 14:27	s/l	68	0.10	1.04526	1.04526	1.04356	-4.78	10003.74
184	2009.12.24 14:45	buy	67	0.10	1.04769	1.04719	1.04889
185	2009.12.24 15:00	modify	67	0.10	1.04769	1.04798	1.04889
186	2009.12.24 15:02	t/p	67	0.10	1.04889	1.04798	1.04889	11.44	10015.18
187	2009.12.24 15:02	buy	65	0.10	1.04907	1.04857	1.05027
188	2009.12.24 15:10	s/l	65	0.10	1.04857	1.04857	1.05027	-4.77	10010.41
189	2009.12.28 10:00	buy stop	69	0.10	1.04950	1.04900	1.05070
190	2009.12.28 10:00	sell stop	70	0.10	1.04595	1.04645	1.04475
191	2009.12.28 10:20	buy	69	0.10	1.04950	1.04900	1.05070
192	2009.12.28 10:27	s/l	69	0.10	1.04900	1.04900	1.05070	-4.77	10005.64
193	2009.12.28 13:50	sell	70	0.10	1.04595	1.04645	1.04475
194	2009.12.28 13:52	s/l	70	0.10	1.04645	1.04645	1.04475	-4.77	10000.87
195	2009.12.28 14:00	buy stop	71	0.10	1.04883	1.04833	1.05003
196	2009.12.28 14:00	sell stop	72	0.10	1.04590	1.04640	1.04470
197	2009.12.28 14:07	sell	72	0.10	1.04590	1.04640	1.04470
198	2009.12.28 14:10	s/l	72	0.10	1.04640	1.04640	1.04470	-4.78	9996.09
199	2009.12.28 19:30	expiration	71	0.10	1.04883	1.04833	1.05003
200	2009.12.29 10:00	buy stop	73	0.10	1.04388	1.04338	1.04508
201	2009.12.29 10:00	sell stop	74	0.10	1.03979	1.04029	1.03859
202	2009.12.29 12:40	sell	74	0.10	1.03979	1.04029	1.03859
203	2009.12.29 12:50	t/p	74	0.10	1.03859	1.04029	1.03859	11.56	10007.65
204	2009.12.29 14:00	buy stop	75	0.10	1.04220	1.04170	1.04340
205	2009.12.29 14:00	sell stop	76	0.10	1.03727	1.03777	1.03607
206	2009.12.29 14:50	sell	76	0.10	1.03727	1.03777	1.03607
207	2009.12.29 15:20	s/l	76	0.10	1.03777	1.03777	1.03607	-4.81	10002.84
208	2009.12.29 17:10	buy	75	0.10	1.04220	1.04170	1.04340
209	2009.12.29 17:20	t/p	75	0.10	1.04340	1.04170	1.04340	11.49	10014.33
210	2009.12.29 17:20	buy	73	0.10	1.04388	1.04338	1.04508
211	2009.12.29 17:27	s/l	73	0.10	1.04338	1.04338	1.04508	-4.79	10009.54
212	2009.12.30 10:00	buy stop	77	0.10	1.05099	1.05049	1.05219
213	2009.12.30 10:00	sell stop	78	0.10	1.04624	1.04674	1.04504
214	2009.12.30 14:00	buy stop	79	0.10	1.04987	1.04937	1.05107
215	2009.12.30 14:00	sell stop	80	0.10	1.04671	1.04721	1.04551
216	2009.12.30 15:10	buy	79	0.10	1.04987	1.04937	1.05107
217	2009.12.30 15:15	t/p	79	0.10	1.05107	1.04937	1.05107	11.40	10020.94
218	2009.12.30 15:15	buy	77	0.10	1.05099	1.05049	1.05219
219	2009.12.30 15:20	t/p	77	0.10	1.05219	1.05049	1.05219	11.39	10032.33
220	2009.12.30 19:30	expiration	78	0.10	1.04624	1.04674	1.04504
221	2009.12.30 19:30	expiration	80	0.10	1.04671	1.04721	1.04551
222	2009.12.31 10:00	buy stop	81	0.10	1.05376	1.05326	1.05496
223	2009.12.31 14:00	buy stop	82	0.10	1.05195	1.05145	1.05315
224	2009.12.31 14:00	sell stop	83	0.10	1.04683	1.04733	1.04563
225	2009.12.31 14:32	buy	82	0.10	1.05195	1.05145	1.05315
226	2009.12.31 14:40	s/l	82	0.10	1.05145	1.05145	1.05315	-4.76	10027.57
227	2009.12.31 17:15	sell	83	0.10	1.04683	1.04733	1.04563
228	2009.12.31 17:27	s/l	83	0.10	1.04733	1.04733	1.04563	-4.77	10022.80