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=80; Lots=1; TrailingStop=21; USMA=10; LSMA=8;
Bars in test	1515	Ticks modelled	13777	Modelling quality	n/a
Mismatched charts errors	2
Initial deposit	10000.00
Total net profit	2762.12	Gross profit	3470.23	Gross loss	-708.11
Profit factor	4.90	Expected payoff	58.77
Absolute drawdown	550.19	Maximal drawdown	1626.04 (12.34%)	Relative drawdown	12.34% (1626.04)
Total trades	47	Short positions (won %)	20 (100.00%)	Long positions (won %)	27 (96.30%)
		Profit trades (% of total)	46 (97.87%)	Loss trades (% of total)	1 (2.13%)
Largest		profit trade	76.41	loss trade	-708.11
Average		profit trade	75.44	loss trade	-708.11
Maximum		consecutive wins (profit in money)	46 (3470.23)	consecutive losses (loss in money)	1 (-708.11)
Maximal		consecutive profit (count of wins)	3470.23 (46)	consecutive loss (count of losses)	-708.11 (1)
Average		consecutive wins	46	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 11:00	buy	1	1.00	1.04604	0.00000	1.04684
2	2009.12.01 12:20	t/p	1	1.00	1.04684	0.00000	1.04684	76.41	10076.41
3	2009.12.01 12:20	buy	2	1.00	1.04706	0.00000	1.04786
4	2009.12.02 14:50	t/p	2	1.00	1.04786	0.00000	1.04786	75.29	10151.70
5	2009.12.02 21:00	sell	3	1.00	1.05113	0.00000	1.05033
6	2009.12.02 21:50	t/p	3	1.00	1.05033	0.00000	1.05033	76.17	10227.87
7	2009.12.02 21:50	sell	4	1.00	1.05003	0.00000	1.04923
8	2009.12.03 00:16	t/p	4	1.00	1.04923	0.00000	1.04923	75.97	10303.83
9	2009.12.03 00:16	sell	5	1.00	1.04900	0.00000	1.04820
10	2009.12.03 01:37	t/p	5	1.00	1.04820	0.00000	1.04820	76.32	10380.15
11	2009.12.03 17:00	sell	6	1.00	1.05437	0.00000	1.05357
12	2009.12.03 17:10	t/p	6	1.00	1.05357	0.00000	1.05357	75.94	10456.09
13	2009.12.03 17:10	sell	7	1.00	1.05320	0.00000	1.05240
14	2009.12.03 17:20	t/p	7	1.00	1.05240	0.00000	1.05240	76.10	10532.19
15	2009.12.03 17:20	sell	8	1.00	1.05113	0.00000	1.05033
16	2009.12.04 13:10	t/p	8	1.00	1.05033	0.00000	1.05033	76.18	10608.37
17	2009.12.04 15:00	buy	9	1.00	1.04884	0.00000	1.04964
18	2009.12.04 15:02	t/p	9	1.00	1.04964	0.00000	1.04964	76.12	10684.49
19	2009.12.04 15:02	buy	10	1.00	1.05116	0.00000	1.05196
20	2009.12.04 17:32	t/p	10	1.00	1.05196	0.00000	1.05196	75.91	10760.40
21	2009.12.04 22:00	sell	11	1.00	1.05786	0.00000	1.05706
22	2009.12.07 00:00	t/p	11	1.00	1.05706	0.00000	1.05706	75.68	10836.08
23	2009.12.07 00:00	sell	12	1.00	1.05561	0.00000	1.05481
24	2009.12.07 01:45	t/p	12	1.00	1.05481	0.00000	1.05481	75.87	10911.95
25	2009.12.07 01:45	sell	13	1.00	1.05428	0.00000	1.05348
26	2009.12.07 01:50	t/p	13	1.00	1.05348	0.00000	1.05348	75.95	10987.90
27	2009.12.07 01:50	sell	14	1.00	1.05304	0.00000	1.05224
28	2009.12.07 16:45	t/p	14	1.00	1.05224	0.00000	1.05224	76.06	11063.96
29	2009.12.07 19:00	buy	15	1.00	1.04995	0.00000	1.05075
30	2009.12.07 19:50	t/p	15	1.00	1.05075	0.00000	1.05075	76.12	11140.08
31	2009.12.07 19:50	buy	16	1.00	1.05110	0.00000	1.05190
32	2009.12.07 20:40	t/p	16	1.00	1.05190	0.00000	1.05190	76.03	11216.11
33	2009.12.07 20:40	buy	17	1.00	1.05245	0.00000	1.05325
34	2009.12.07 20:50	t/p	17	1.00	1.05325	0.00000	1.05325	75.94	11292.05
35	2009.12.07 20:50	buy	18	1.00	1.05360	0.00000	1.05440
36	2009.12.08 08:45	t/p	18	1.00	1.05440	0.00000	1.05440	74.84	11366.88
37	2009.12.08 17:00	sell	19	1.00	1.06018	0.00000	1.05938
38	2009.12.08 17:20	t/p	19	1.00	1.05938	0.00000	1.05938	75.52	11442.40
39	2009.12.08 17:20	sell	20	1.00	1.05918	0.00000	1.05838
40	2009.12.09 16:40	t/p	20	1.00	1.05838	0.00000	1.05838	75.52	11517.92
41	2009.12.09 19:00	buy	21	1.00	1.05617	0.00000	1.05697
42	2009.12.09 19:10	t/p	21	1.00	1.05697	0.00000	1.05697	75.66	11593.58
43	2009.12.09 19:10	buy	22	1.00	1.05750	0.00000	1.05830
44	2009.12.09 19:50	t/p	22	1.00	1.05830	0.00000	1.05830	75.57	11669.15
45	2009.12.09 19:50	buy	23	1.00	1.05882	0.00000	1.05962
46	2009.12.11 17:20	t/p	23	1.00	1.05962	0.00000	1.05962	71.28	11740.43
47	2009.12.11 18:00	sell	24	1.00	1.05832	0.00000	1.05752
48	2009.12.11 18:02	t/p	24	1.00	1.05752	0.00000	1.05752	75.68	11816.11
49	2009.12.11 18:02	sell	25	1.00	1.05691	0.00000	1.05611
50	2009.12.15 05:16	t/p	25	1.00	1.05611	0.00000	1.05611	75.59	11891.70
51	2009.12.15 07:00	buy	26	1.00	1.05659	0.00000	1.05739
52	2009.12.15 08:40	t/p	26	1.00	1.05739	0.00000	1.05739	75.66	11967.36
53	2009.12.15 08:40	buy	27	1.00	1.05758	0.00000	1.05838
54	2009.12.15 08:50	t/p	27	1.00	1.05838	0.00000	1.05838	75.52	12042.88
55	2009.12.15 08:50	buy	28	1.00	1.05949	0.00000	1.06029
56	2009.12.15 09:10	t/p	28	1.00	1.06029	0.00000	1.06029	75.45	12118.33
57	2009.12.15 11:00	sell	29	1.00	1.06138	0.00000	1.06058
58	2009.12.15 14:50	t/p	29	1.00	1.06058	0.00000	1.06058	75.49	12193.82
59	2009.12.15 14:50	sell	30	1.00	1.05962	0.00000	1.05882
60	2009.12.15 15:20	t/p	30	1.00	1.05882	0.00000	1.05882	75.59	12269.41
61	2009.12.17 04:00	sell	31	1.00	1.06639	0.00000	1.06559
62	2009.12.18 03:16	t/p	31	1.00	1.06559	0.00000	1.06559	75.06	12344.47
63	2009.12.18 06:00	buy	32	1.00	1.06585	0.00000	1.06665
64	2009.12.18 06:15	t/p	32	1.00	1.06665	0.00000	1.06665	74.97	12419.44
65	2009.12.18 06:15	buy	33	1.00	1.06716	0.00000	1.06796
66	2009.12.18 07:02	t/p	33	1.00	1.06796	0.00000	1.06796	74.89	12494.33
67	2009.12.21 14:00	buy	34	1.00	1.05611	0.00000	1.05691
68	2009.12.21 16:15	t/p	34	1.00	1.05691	0.00000	1.05691	75.69	12570.02
69	2009.12.21 16:15	buy	35	1.00	1.05718	0.00000	1.05798
70	2009.12.21 16:45	t/p	35	1.00	1.05798	0.00000	1.05798	75.60	12645.62
71	2009.12.21 16:45	buy	36	1.00	1.05837	0.00000	1.05917
72	2009.12.21 17:15	t/p	36	1.00	1.05917	0.00000	1.05917	75.48	12721.10
73	2009.12.21 17:15	buy	37	1.00	1.06013	0.00000	1.06093
74	2009.12.21 17:32	t/p	37	1.00	1.06093	0.00000	1.06093	75.40	12796.50
75	2009.12.21 17:32	buy	38	1.00	1.06118	0.00000	1.06198
76	2009.12.21 19:10	t/p	38	1.00	1.06198	0.00000	1.06198	75.33	12871.83
77	2009.12.22 00:00	sell	39	1.00	1.06296	0.00000	1.06216
78	2009.12.22 00:50	t/p	39	1.00	1.06216	0.00000	1.06216	75.36	12947.19
79	2009.12.22 00:50	sell	40	1.00	1.06142	0.00000	1.06062
80	2009.12.22 08:15	t/p	40	1.00	1.06062	0.00000	1.06062	75.46	13022.65
81	2009.12.22 11:00	buy	41	1.00	1.05811	0.00000	1.05891
82	2009.12.22 14:20	t/p	41	1.00	1.05891	0.00000	1.05891	75.50	13098.15
83	2009.12.23 15:00	buy	42	1.00	1.05165	0.00000	1.05245
84	2009.12.23 15:50	t/p	42	1.00	1.05245	0.00000	1.05245	75.96	13174.11
85	2009.12.23 15:50	buy	43	1.00	1.05331	0.00000	1.05411
86	2009.12.30 15:40	t/p	43	1.00	1.05411	0.00000	1.05411	68.60	13242.71
87	2009.12.30 21:00	sell	44	1.00	1.05540	0.00000	1.05460
88	2009.12.31 00:15	t/p	44	1.00	1.05460	0.00000	1.05460	75.59	13318.30
89	2009.12.31 05:00	buy	45	1.00	1.05177	0.00000	1.05257
90	2009.12.31 06:15	t/p	45	1.00	1.05257	0.00000	1.05257	76.00	13394.30
91	2009.12.31 06:15	buy	46	1.00	1.05283	0.00000	1.05363
92	2009.12.31 06:50	t/p	46	1.00	1.05363	0.00000	1.05363	75.93	13470.23
93	2009.12.31 06:50	buy	47	1.00	1.05386	0.00000	1.05466
94	2009.12.31 18:57	close at stop	47	1.00	1.04645	0.00000	1.05466	-708.11	12762.12