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		Prots=20; StopLoss=800;
Bars in test	1515	Ticks modelled	13777	Modelling quality	n/a
Mismatched charts errors	2
Initial deposit	10000.00
Total net profit	-1273.74	Gross profit	1833.59	Gross loss	-3107.33
Profit factor	0.59	Expected payoff	-41.09
Absolute drawdown	1892.91	Maximal drawdown	1892.91 (18.93%)	Relative drawdown	18.93% (1892.91)
Total trades	31	Short positions (won %)	15 (26.67%)	Long positions (won %)	16 (25.00%)
		Profit trades (% of total)	8 (25.81%)	Loss trades (% of total)	23 (74.19%)
Largest		profit trade	338.46	loss trade	-381.02
Average		profit trade	229.20	loss trade	-135.10
Maximum		consecutive wins (profit in money)	3 (581.93)	consecutive losses (loss in money)	8 (-1421.41)
Maximal		consecutive profit (count of wins)	614.11 (2)	consecutive loss (count of losses)	-1421.41 (8)
Average		consecutive wins	2	consecutive losses	5

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 06:20	buy	1	0.50	1.05783	1.04983	0.00000
2	2009.12.01 09:10	s/l	1	0.50	1.04983	1.04983	0.00000	-381.02	9618.98
3	2009.12.02 08:32	buy	2	0.50	1.04678	1.03878	0.00000
4	2009.12.02 10:02	close	2	0.50	1.04457	1.03878	0.00000	-105.79	9513.19
5	2009.12.02 10:07	sell	3	0.50	1.04444	1.05244	0.00000
6	2009.12.02 11:45	close	3	0.50	1.04567	1.05244	0.00000	-58.81	9454.38
7	2009.12.02 11:50	buy	4	0.50	1.04623	1.03823	0.00000
8	2009.12.02 14:02	close	4	0.50	1.04396	1.03823	0.00000	-108.72	9345.66
9	2009.12.02 14:05	sell	5	0.50	1.04410	1.05210	0.00000
10	2009.12.03 14:40	s/l	5	0.50	1.05210	1.05210	0.00000	-380.73	8964.93
11	2009.12.04 12:20	sell	6	0.50	1.05387	1.06187	0.00000
12	2009.12.04 20:00	close	6	0.50	1.05712	1.06187	0.00000	-153.72	8811.21
13	2009.12.04 20:02	buy	7	0.50	1.05688	1.04888	0.00000
14	2009.12.07 16:26	close	7	0.50	1.05315	1.04888	0.00000	-177.42	8633.79
15	2009.12.07 16:30	sell	8	0.50	1.05310	1.06110	0.00000
16	2009.12.08 12:40	close	8	0.50	1.05426	1.06110	0.00000	-55.20	8578.59
17	2009.12.08 12:42	buy	9	0.50	1.05402	1.04602	0.00000
18	2009.12.09 12:00	close	9	0.50	1.05987	1.04602	0.00000	275.65	8854.24
19	2009.12.09 12:02	sell	10	0.50	1.05958	1.06758	0.00000
20	2009.12.11 08:00	close	10	0.50	1.05244	1.06758	0.00000	338.46	9192.70
21	2009.12.11 08:02	buy	11	0.50	1.05320	1.04520	0.00000
22	2009.12.11 10:10	close	11	0.50	1.05069	1.04520	0.00000	-119.45	9073.25
23	2009.12.11 10:15	sell	12	0.50	1.05014	1.05814	0.00000
24	2009.12.11 15:20	close	12	0.50	1.05342	1.05814	0.00000	-155.68	8917.57
25	2009.12.11 15:27	buy	13	0.50	1.05341	1.04541	0.00000
26	2009.12.14 18:03	close	13	0.50	1.05823	1.04541	0.00000	227.41	9144.98
27	2009.12.14 18:06	sell	14	0.50	1.05840	1.06640	0.00000
28	2009.12.15 10:00	close	14	0.50	1.06210	1.06640	0.00000	-174.37	8970.61
29	2009.12.15 10:15	buy	15	0.50	1.06262	1.05462	0.00000
30	2009.12.16 06:00	close	15	0.50	1.06084	1.05462	0.00000	-84.23	8886.38
31	2009.12.16 06:02	sell	16	0.50	1.06075	1.06875	0.00000
32	2009.12.16 08:45	close	16	0.50	1.06238	1.06875	0.00000	-76.71	8809.67
33	2009.12.16 08:47	buy	17	0.50	1.06220	1.05420	0.00000
34	2009.12.16 09:03	close	17	0.50	1.06140	1.05420	0.00000	-37.69	8771.98
35	2009.12.16 09:10	sell	18	0.50	1.06098	1.06898	0.00000
36	2009.12.16 20:20	close	18	0.50	1.06286	1.06898	0.00000	-88.44	8683.54
37	2009.12.16 20:45	buy	19	0.50	1.06344	1.05544	0.00000
38	2009.12.18 03:00	close	19	0.50	1.06902	1.05544	0.00000	259.67	8943.22
39	2009.12.18 03:03	sell	20	0.50	1.06731	1.07531	0.00000
40	2009.12.21 02:00	close	20	0.50	1.06766	1.07531	0.00000	-16.58	8926.64
41	2009.12.21 02:02	buy	21	0.50	1.06777	1.05977	0.00000
42	2009.12.21 05:00	close	21	0.50	1.06616	1.05977	0.00000	-75.50	8851.14
43	2009.12.21 05:03	sell	22	0.50	1.06595	1.07395	0.00000
44	2009.12.21 08:20	close	22	0.50	1.06703	1.07395	0.00000	-50.61	8800.53
45	2009.12.21 08:23	buy	23	0.50	1.06685	1.05885	0.00000
46	2009.12.21 11:00	close	23	0.50	1.06524	1.05885	0.00000	-75.57	8724.96
47	2009.12.21 11:05	sell	24	0.50	1.06521	1.07321	0.00000
48	2009.12.22 06:10	close	24	0.50	1.06201	1.07321	0.00000	150.47	8875.43
49	2009.12.22 06:15	buy	25	0.50	1.06220	1.05420	0.00000
50	2009.12.22 19:50	s/l	25	0.50	1.05420	1.05420	0.00000	-379.50	8495.93
51	2009.12.24 17:00	buy	26	0.50	1.04853	1.04053	0.00000
52	2009.12.28 03:20	close	26	0.50	1.04697	1.04053	0.00000	-75.16	8420.77
53	2009.12.28 03:22	sell	27	0.50	1.04713	1.05513	0.00000
54	2009.12.28 09:00	close	27	0.50	1.04936	1.05513	0.00000	-106.26	8314.51
55	2009.12.28 09:02	buy	28	0.50	1.04951	1.04151	0.00000
56	2009.12.28 13:50	close	28	0.50	1.04595	1.04151	0.00000	-170.18	8144.33
57	2009.12.28 13:52	sell	29	0.50	1.04643	1.05443	0.00000
58	2009.12.29 21:00	close	29	0.50	1.04335	1.05443	0.00000	147.41	8291.74
59	2009.12.29 21:02	buy	30	0.50	1.04333	1.03533	0.00000
60	2009.12.31 07:50	close	30	0.50	1.04950	1.03533	0.00000	292.63	8584.38
61	2009.12.31 07:59	sell	31	0.50	1.04960	1.05760	0.00000
62	2009.12.31 18:57	close at stop	31	0.50	1.04663	1.05760	0.00000	141.88	8726.26