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		_______Position_______=""""; Pip_Value=10; Lots=1; TP=0; SL=0; _______Session_______=""""; From_Hour=13; From_Min=0; To_Hour=18; To_Min=30; ______TrailingStop_____=""""; TS_Mode=0; TS_Trigger=15; _______Indicators______=""""; Breakout_Pips=5;
Bars in test	1515	Ticks modelled	13777	Modelling quality	n/a
Mismatched charts errors	2
Initial deposit	10000.00
Total net profit	-9103.06	Gross profit	2281.46	Gross loss	-11384.52
Profit factor	0.20	Expected payoff	-154.29
Absolute drawdown	9127.52	Maximal drawdown	9366.23 (91.48%)	Relative drawdown	91.48% (9366.23)
Total trades	59	Short positions (won %)	30 (16.67%)	Long positions (won %)	29 (34.48%)
		Profit trades (% of total)	15 (25.42%)	Loss trades (% of total)	44 (74.58%)
Largest		profit trade	484.95	loss trade	-829.55
Average		profit trade	152.10	loss trade	-258.74
Maximum		consecutive wins (profit in money)	2 (854.93)	consecutive losses (loss in money)	9 (-1196.49)
Maximal		consecutive profit (count of wins)	854.93 (2)	consecutive loss (count of losses)	-2793.64 (6)
Average		consecutive wins	1	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 14:05	sell	1	1.00	1.04558	0.00000	0.00000
2	2009.12.01 15:02	close	1	1.00	1.04559	0.00000	0.00000	-0.96	9999.04
3	2009.12.01 15:02	buy	2	1.00	1.04559	0.00000	0.00000
4	2009.12.01 16:02	close	2	1.00	1.04271	0.00000	0.00000	-276.20	9722.84
5	2009.12.01 16:02	sell	3	1.00	1.04271	0.00000	0.00000
6	2009.12.01 22:02	close	3	1.00	1.04756	0.00000	0.00000	-462.98	9259.86
7	2009.12.02 15:03	buy	4	1.00	1.04862	0.00000	0.00000
8	2009.12.02 16:02	close	4	1.00	1.04623	0.00000	0.00000	-228.44	9031.42
9	2009.12.02 16:02	sell	5	1.00	1.04623	0.00000	0.00000
10	2009.12.02 17:02	close	5	1.00	1.04617	0.00000	0.00000	5.74	9037.16
11	2009.12.02 17:02	buy	6	1.00	1.04617	0.00000	0.00000
12	2009.12.02 18:02	close	6	1.00	1.04635	0.00000	0.00000	17.20	9054.36
13	2009.12.02 18:02	sell	7	1.00	1.04635	0.00000	0.00000
14	2009.12.02 22:05	close	7	1.00	1.05110	0.00000	0.00000	-451.91	8602.45
15	2009.12.03 14:02	buy	8	1.00	1.05016	0.00000	0.00000
16	2009.12.03 15:02	close	8	1.00	1.05337	0.00000	0.00000	304.74	8907.19
17	2009.12.03 15:02	sell	9	1.00	1.05337	0.00000	0.00000
18	2009.12.03 16:02	close	9	1.00	1.05647	0.00000	0.00000	-293.43	8613.76
19	2009.12.03 16:02	buy	10	1.00	1.05647	0.00000	0.00000
20	2009.12.03 17:02	close	10	1.00	1.05408	0.00000	0.00000	-226.74	8387.02
21	2009.12.03 17:02	sell	11	1.00	1.05408	0.00000	0.00000
22	2009.12.03 19:05	close	11	1.00	1.05383	0.00000	0.00000	23.72	8410.74
23	2009.12.04 15:02	buy	12	1.00	1.05177	0.00000	0.00000
24	2009.12.04 17:02	close	12	1.00	1.04823	0.00000	0.00000	-337.71	8073.03
25	2009.12.04 17:02	sell	13	1.00	1.04823	0.00000	0.00000
26	2009.12.04 19:02	close	13	1.00	1.05282	0.00000	0.00000	-435.97	7637.06
27	2009.12.07 13:02	buy	14	1.00	1.06354	0.00000	0.00000
28	2009.12.07 15:02	close	14	1.00	1.05479	0.00000	0.00000	-829.55	6807.51
29	2009.12.07 15:02	sell	15	1.00	1.05479	0.00000	0.00000
30	2009.12.07 16:03	close	15	1.00	1.05685	0.00000	0.00000	-194.92	6612.59
31	2009.12.07 16:03	buy	16	1.00	1.05685	0.00000	0.00000
32	2009.12.07 20:02	close	16	1.00	1.05010	0.00000	0.00000	-642.80	5969.79
33	2009.12.08 15:02	sell	17	1.00	1.05667	0.00000	0.00000
34	2009.12.08 16:02	close	17	1.00	1.06041	0.00000	0.00000	-352.69	5617.10
35	2009.12.08 16:02	buy	18	1.00	1.06041	0.00000	0.00000
36	2009.12.08 19:02	close	18	1.00	1.06132	0.00000	0.00000	85.74	5702.84
37	2009.12.09 13:03	sell	19	1.00	1.05932	0.00000	0.00000
38	2009.12.09 18:03	close	19	1.00	1.05668	0.00000	0.00000	249.84	5952.68
39	2009.12.09 18:03	buy	20	1.00	1.05668	0.00000	0.00000
40	2009.12.09 21:03	close	20	1.00	1.05291	0.00000	0.00000	-358.06	5594.62
41	2009.12.10 15:02	sell	21	1.00	1.04822	0.00000	0.00000
42	2009.12.10 16:05	close	21	1.00	1.05168	0.00000	0.00000	-329.00	5265.62
43	2009.12.10 16:05	buy	22	1.00	1.05168	0.00000	0.00000
44	2009.12.10 17:02	close	22	1.00	1.05084	0.00000	0.00000	-79.94	5185.68
45	2009.12.10 17:02	sell	23	1.00	1.05084	0.00000	0.00000
46	2009.12.10 18:05	close	23	1.00	1.05281	0.00000	0.00000	-187.12	4998.56
47	2009.12.10 18:05	buy	24	1.00	1.05281	0.00000	0.00000
48	2009.12.10 20:05	close	24	1.00	1.05142	0.00000	0.00000	-132.20	4866.36
49	2009.12.11 13:03	sell	25	1.00	1.04959	0.00000	0.00000
50	2009.12.11 14:02	close	25	1.00	1.05016	0.00000	0.00000	-54.28	4812.08
51	2009.12.11 14:02	buy	26	1.00	1.05016	0.00000	0.00000
52	2009.12.11 15:02	close	26	1.00	1.05018	0.00000	0.00000	1.90	4813.98
53	2009.12.11 15:02	sell	27	1.00	1.05018	0.00000	0.00000
54	2009.12.11 16:02	close	27	1.00	1.05346	0.00000	0.00000	-311.35	4502.63
55	2009.12.11 16:02	buy	28	1.00	1.05346	0.00000	0.00000
56	2009.12.11 17:02	close	28	1.00	1.05451	0.00000	0.00000	99.57	4602.20
57	2009.12.11 17:02	sell	29	1.00	1.05451	0.00000	0.00000
58	2009.12.11 19:02	close	29	1.00	1.05949	0.00000	0.00000	-470.04	4132.16
59	2009.12.14 13:02	buy	30	1.00	1.06579	0.00000	0.00000
60	2009.12.14 14:02	close	30	1.00	1.06316	0.00000	0.00000	-247.38	3884.78
61	2009.12.14 14:02	sell	31	1.00	1.06316	0.00000	0.00000
62	2009.12.14 19:03	close	31	1.00	1.05883	0.00000	0.00000	408.94	4293.72
63	2009.12.15 16:02	buy	32	1.00	1.06242	0.00000	0.00000
64	2009.12.15 18:03	close	32	1.00	1.06165	0.00000	0.00000	-72.53	4221.19
65	2009.12.15 18:03	sell	33	1.00	1.06165	0.00000	0.00000
66	2009.12.15 20:02	close	33	1.00	1.06319	0.00000	0.00000	-144.85	4076.34
67	2009.12.16 14:02	buy	34	1.00	1.05986	0.00000	0.00000
68	2009.12.16 16:02	close	34	1.00	1.05833	0.00000	0.00000	-144.57	3931.77
69	2009.12.16 16:02	sell	35	1.00	1.05833	0.00000	0.00000
70	2009.12.16 17:02	close	35	1.00	1.05991	0.00000	0.00000	-149.07	3782.70
71	2009.12.16 17:02	buy	36	1.00	1.05991	0.00000	0.00000
72	2009.12.16 19:03	close	36	1.00	1.05947	0.00000	0.00000	-41.53	3741.17
73	2009.12.17 13:02	sell	37	1.00	1.06997	0.00000	0.00000
74	2009.12.17 16:02	close	37	1.00	1.07089	0.00000	0.00000	-85.91	3655.26
75	2009.12.17 16:02	buy	38	1.00	1.07089	0.00000	0.00000
76	2009.12.17 19:02	close	38	1.00	1.07097	0.00000	0.00000	7.47	3662.73
77	2009.12.18 16:02	sell	39	1.00	1.06307	0.00000	0.00000
78	2009.12.18 18:02	close	39	1.00	1.06859	0.00000	0.00000	-516.57	3146.16
79	2009.12.18 18:02	buy	40	1.00	1.06859	0.00000	0.00000
80	2009.12.18 21:03	close	40	1.00	1.06522	0.00000	0.00000	-316.37	2829.79
81	2009.12.21 13:02	sell	41	1.00	1.06072	0.00000	0.00000
82	2009.12.21 14:02	close	41	1.00	1.05681	0.00000	0.00000	369.98	3199.77
83	2009.12.21 14:02	buy	42	1.00	1.05681	0.00000	0.00000
84	2009.12.21 23:02	close	42	1.00	1.06196	0.00000	0.00000	484.95	3684.72
85	2009.12.22 14:02	sell	43	1.00	1.05646	0.00000	0.00000
86	2009.12.22 15:02	close	43	1.00	1.05741	0.00000	0.00000	-89.84	3594.88
87	2009.12.22 15:02	buy	44	1.00	1.05741	0.00000	0.00000
88	2009.12.22 16:02	close	44	1.00	1.05804	0.00000	0.00000	59.54	3654.42
89	2009.12.22 16:02	sell	45	1.00	1.05804	0.00000	0.00000
90	2009.12.22 17:02	close	45	1.00	1.06146	0.00000	0.00000	-322.20	3332.22
91	2009.12.22 17:02	buy	46	1.00	1.06146	0.00000	0.00000
92	2009.12.22 18:02	close	46	1.00	1.05479	0.00000	0.00000	-632.35	2699.87
93	2009.12.22 18:02	sell	47	1.00	1.05479	0.00000	0.00000
94	2009.12.22 19:02	close	47	1.00	1.05660	0.00000	0.00000	-171.30	2528.57
95	2009.12.24 14:02	buy	48	1.00	1.04674	0.00000	0.00000
96	2009.12.24 17:02	close	48	1.00	1.04796	0.00000	0.00000	116.42	2644.99
97	2009.12.24 17:02	sell	49	1.00	1.04796	0.00000	0.00000
98	2009.12.24 18:02	close	49	1.00	1.04946	0.00000	0.00000	-142.93	2502.06
99	2009.12.24 18:02	buy	50	1.00	1.04946	0.00000	0.00000
100	2009.12.28 00:02	close	50	1.00	1.04762	0.00000	0.00000	-176.96	2325.10
101	2009.12.28 14:02	sell	51	1.00	1.04597	0.00000	0.00000
102	2009.12.28 16:02	close	51	1.00	1.04676	0.00000	0.00000	-75.47	2249.63
103	2009.12.28 16:02	buy	52	1.00	1.04676	0.00000	0.00000
104	2009.12.28 17:03	close	52	1.00	1.04331	0.00000	0.00000	-330.68	1918.95
105	2009.12.28 17:03	sell	53	1.00	1.04331	0.00000	0.00000
106	2009.12.28 19:02	close	53	1.00	1.04398	0.00000	0.00000	-64.18	1854.77
107	2009.12.29 13:05	buy	54	1.00	1.03936	0.00000	0.00000
108	2009.12.29 16:02	close	54	1.00	1.03889	0.00000	0.00000	-45.24	1809.53
109	2009.12.29 16:02	sell	55	1.00	1.03889	0.00000	0.00000
110	2009.12.29 18:05	close	55	1.00	1.04104	0.00000	0.00000	-206.52	1603.01
111	2009.12.29 18:05	buy	56	1.00	1.04104	0.00000	0.00000
112	2009.12.29 19:02	close	56	1.00	1.04082	0.00000	0.00000	-21.14	1581.87
113	2009.12.30 13:02	sell	57	1.00	1.04828	0.00000	0.00000
114	2009.12.30 15:02	close	57	1.00	1.04968	0.00000	0.00000	-133.37	1448.50
115	2009.12.30 15:02	buy	58	1.00	1.04968	0.00000	0.00000
116	2009.12.30 17:02	close	58	1.00	1.05016	0.00000	0.00000	45.71	1494.21
117	2009.12.30 17:02	sell	59	1.00	1.05016	0.00000	0.00000
118	2009.12.30 21:02	close	59	1.00	1.05647	0.00000	0.00000	-597.27	896.94