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		Expert_Name=""OverHedgeTrend""; Lots=0.1; MaxLots=13; useDoubleLots=false; HedgeBase=2; Slippage=5; shutdownGrid=false; TunnelWidth=20; profitTarget=100; LSMAPeriod=21; LSMA_TimeFrame=15; PauseSeconds=6; MillisPerSec=1000;
Bars in test	1515	Ticks modelled	13777	Modelling quality	n/a
Mismatched charts errors	2
Initial deposit	10000.00
Total net profit	-714.10	Gross profit	88571.64	Gross loss	-89285.74
Profit factor	0.99	Expected payoff	-8.93
Absolute drawdown	3576.99	Maximal drawdown	3590.48 (35.86%)	Relative drawdown	35.86% (3590.48)
Total trades	80	Short positions (won %)	40 (70.00%)	Long positions (won %)	40 (32.50%)
		Profit trades (% of total)	41 (51.25%)	Loss trades (% of total)	39 (48.75%)
Largest		profit trade	7204.56	loss trade	-7468.72
Average		profit trade	2160.28	loss trade	-2289.38
Maximum		consecutive wins (profit in money)	18 (65424.87)	consecutive losses (loss in money)	17 (-65642.46)
Maximal		consecutive profit (count of wins)	65424.87 (18)	consecutive loss (count of losses)	-65642.46 (17)
Average		consecutive wins	4	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.18 01:15	buy	1	0.10	1.07093	0.00000	0.00000
2	2009.12.18 01:45	sell	2	0.20	1.06988	0.00000	0.00000
3	2009.12.18 03:03	close	1	0.10	1.06731	0.00000	0.00000	-33.92	9966.08
4	2009.12.18 03:03	close	2	0.20	1.06748	0.00000	0.00000	44.97	10011.05
5	2009.12.18 03:03	buy	3	0.10	1.06748	0.00000	0.00000
6	2009.12.18 03:10	sell	4	0.20	1.06602	0.00000	0.00000
7	2009.12.18 03:50	buy	5	0.30	1.06796	0.00000	0.00000
8	2009.12.18 04:02	sell	6	0.40	1.06630	0.00000	0.00000
9	2009.12.18 04:15	buy	7	0.50	1.06779	0.00000	0.00000
10	2009.12.18 04:40	sell	8	0.60	1.06671	0.00000	0.00000
11	2009.12.18 06:20	buy	9	0.70	1.06766	0.00000	0.00000
12	2009.12.18 09:15	sell	10	0.80	1.06668	0.00000	0.00000
13	2009.12.18 09:27	buy	11	0.90	1.06748	0.00000	0.00000
14	2009.12.18 09:32	sell	12	1.00	1.06659	0.00000	0.00000
15	2009.12.18 09:45	buy	13	1.10	1.06782	0.00000	0.00000
16	2009.12.18 10:50	sell	14	1.20	1.06569	0.00000	0.00000
17	2009.12.18 11:15	buy	15	1.30	1.06781	0.00000	0.00000
18	2009.12.18 11:27	sell	16	1.40	1.06677	0.00000	0.00000
19	2009.12.18 14:50	buy	17	1.50	1.06780	0.00000	0.00000
20	2009.12.18 14:57	sell	18	1.60	1.06673	0.00000	0.00000
21	2009.12.18 15:07	buy	19	1.70	1.06756	0.00000	0.00000
22	2009.12.18 15:10	sell	20	1.80	1.06636	0.00000	0.00000
23	2009.12.18 16:40	buy	21	1.90	1.06751	0.00000	0.00000
24	2009.12.18 17:37	sell	22	2.00	1.06676	0.00000	0.00000
25	2009.12.18 17:40	buy	23	2.10	1.06806	0.00000	0.00000
26	2009.12.18 18:15	sell	24	2.20	1.06628	0.00000	0.00000
27	2009.12.21 00:00	buy	25	2.30	1.06776	0.00000	0.00000
28	2009.12.21 00:20	sell	26	2.40	1.06674	0.00000	0.00000
29	2009.12.21 01:50	buy	27	2.50	1.06775	0.00000	0.00000
30	2009.12.21 02:32	sell	28	2.60	1.06676	0.00000	0.00000
31	2009.12.21 02:45	buy	29	2.70	1.06752	0.00000	0.00000
32	2009.12.21 03:50	sell	30	2.80	1.06673	0.00000	0.00000
33	2009.12.21 07:02	buy	31	2.90	1.06748	0.00000	0.00000
34	2009.12.21 07:20	sell	32	3.00	1.06645	0.00000	0.00000
35	2009.12.21 07:37	buy	33	3.10	1.06752	0.00000	0.00000
36	2009.12.21 07:45	sell	34	3.20	1.06639	0.00000	0.00000
37	2009.12.21 08:26	buy	35	3.30	1.06757	0.00000	0.00000
38	2009.12.21 10:50	sell	36	3.40	1.06632	0.00000	0.00000
39	2009.12.28 16:45	close	35	3.30	1.04399	0.00000	0.00000	-7468.72	2542.33
40	2009.12.28 16:45	close	33	3.10	1.04399	0.00000	0.00000	-7001.22	-4458.89
41	2009.12.28 16:45	close	31	2.90	1.04399	0.00000	0.00000	-6538.42	-10997.31
42	2009.12.28 16:45	close	29	2.70	1.04399	0.00000	0.00000	-6097.84	-17095.14
43	2009.12.28 16:45	close	27	2.50	1.04399	0.00000	0.00000	-5701.23	-22796.37
44	2009.12.28 16:45	close	25	2.30	1.04399	0.00000	0.00000	-5247.33	-28043.70
45	2009.12.28 16:45	close	23	2.10	1.04399	0.00000	0.00000	-4852.76	-32896.47
46	2009.12.28 16:45	close	21	1.90	1.04399	0.00000	0.00000	-4290.50	-37186.97
47	2009.12.28 16:45	close	19	1.70	1.04399	0.00000	0.00000	-3847.01	-41033.98
48	2009.12.28 16:45	close	17	1.50	1.04399	0.00000	0.00000	-3428.91	-44462.88
49	2009.12.28 16:45	close	15	1.30	1.04399	0.00000	0.00000	-2972.96	-47435.84
50	2009.12.28 16:45	close	13	1.10	1.04399	0.00000	0.00000	-2516.64	-49952.49
51	2009.12.28 16:45	close	11	0.90	1.04399	0.00000	0.00000	-2029.76	-51982.24
52	2009.12.28 16:45	close	9	0.70	1.04399	0.00000	0.00000	-1590.76	-53573.01
53	2009.12.28 16:45	close	7	0.50	1.04399	0.00000	0.00000	-1142.49	-54715.50
54	2009.12.28 16:45	close	5	0.30	1.04399	0.00000	0.00000	-690.38	-55405.88
55	2009.12.28 16:45	close	3	0.10	1.04399	0.00000	0.00000	-225.53	-55631.41
56	2009.12.28 16:45	close	36	3.40	1.04416	0.00000	0.00000	7204.56	-48426.84
57	2009.12.28 16:45	close	34	3.20	1.04416	0.00000	0.00000	6802.22	-41624.62
58	2009.12.28 16:45	close	32	3.00	1.04416	0.00000	0.00000	6394.32	-35230.30
59	2009.12.28 16:45	close	30	2.80	1.04416	0.00000	0.00000	6043.12	-29187.18
60	2009.12.28 16:45	close	28	2.60	1.04416	0.00000	0.00000	5618.94	-23568.25
61	2009.12.28 16:45	close	26	2.40	1.04416	0.00000	0.00000	5182.11	-18386.13
62	2009.12.28 16:45	close	24	2.20	1.04416	0.00000	0.00000	4652.32	-13733.81
63	2009.12.28 16:45	close	22	2.00	1.04416	0.00000	0.00000	4321.32	-9412.49
64	2009.12.28 16:45	close	20	1.80	1.04416	0.00000	0.00000	3820.23	-5592.26
65	2009.12.28 16:45	close	18	1.60	1.04416	0.00000	0.00000	3452.45	-2139.81
66	2009.12.28 16:45	close	16	1.40	1.04416	0.00000	0.00000	3026.27	886.46
67	2009.12.28 16:45	close	14	1.20	1.04416	0.00000	0.00000	2469.82	3356.28
68	2009.12.28 16:45	close	12	1.00	1.04416	0.00000	0.00000	2144.38	5500.66
69	2009.12.28 16:45	close	10	0.80	1.04416	0.00000	0.00000	1722.40	7223.06
70	2009.12.28 16:45	close	8	0.60	1.04416	0.00000	0.00000	1293.52	8516.58
71	2009.12.28 16:45	close	6	0.40	1.04416	0.00000	0.00000	846.65	9363.23
72	2009.12.28 16:45	close	4	0.20	1.04416	0.00000	0.00000	417.96	9781.19
73	2009.12.28 16:45	sell	37	0.10	1.04399	0.00000	0.00000
74	2009.12.28 17:20	close	37	0.10	1.04271	0.00000	0.00000	12.28	9793.47
75	2009.12.28 17:20	sell	38	0.10	1.04254	0.00000	0.00000
76	2009.12.28 17:50	buy	39	0.20	1.04338	0.00000	0.00000
77	2009.12.28 18:03	sell	40	0.30	1.04252	0.00000	0.00000
78	2009.12.28 18:50	buy	41	0.40	1.04321	0.00000	0.00000
79	2009.12.28 19:20	sell	42	0.50	1.04243	0.00000	0.00000
80	2009.12.28 19:45	buy	43	0.60	1.04325	0.00000	0.00000
81	2009.12.28 20:20	sell	44	0.70	1.04212	0.00000	0.00000
82	2009.12.28 20:50	buy	45	0.80	1.04321	0.00000	0.00000
83	2009.12.28 21:10	sell	46	0.90	1.04244	0.00000	0.00000
84	2009.12.28 22:02	buy	47	1.00	1.04319	0.00000	0.00000
85	2009.12.28 22:15	sell	48	1.10	1.04230	0.00000	0.00000
86	2009.12.28 23:20	buy	49	1.20	1.04308	0.00000	0.00000
87	2009.12.29 00:20	sell	50	1.30	1.04249	0.00000	0.00000
88	2009.12.29 00:50	buy	51	1.40	1.04308	0.00000	0.00000
89	2009.12.29 01:59	sell	52	1.50	1.04251	0.00000	0.00000
90	2009.12.29 02:20	buy	53	1.60	1.04309	0.00000	0.00000
91	2009.12.29 07:50	sell	54	1.70	1.04254	0.00000	0.00000
92	2009.12.29 17:15	buy	55	1.80	1.04332	0.00000	0.00000
93	2009.12.29 17:45	sell	56	1.90	1.04152	0.00000	0.00000
94	2009.12.29 20:33	buy	57	2.00	1.04317	0.00000	0.00000
95	2009.12.29 21:15	sell	58	2.10	1.04252	0.00000	0.00000
96	2009.12.29 21:40	buy	59	2.20	1.04309	0.00000	0.00000
97	2009.12.29 23:20	sell	60	2.30	1.04243	0.00000	0.00000
98	2009.12.29 23:27	buy	61	2.40	1.04326	0.00000	0.00000
99	2009.12.30 15:45	close	60	2.30	1.05642	0.00000	0.00000	-3046.93	6746.54
100	2009.12.30 15:45	close	58	2.10	1.05642	0.00000	0.00000	-2764.10	3982.44
101	2009.12.30 15:45	close	56	1.90	1.05642	0.00000	0.00000	-2680.70	1301.74
102	2009.12.30 15:45	close	54	1.70	1.05642	0.00000	0.00000	-2234.38	-932.64
103	2009.12.30 15:45	close	52	1.50	1.05642	0.00000	0.00000	-1975.77	-2908.42
104	2009.12.30 15:45	close	50	1.30	1.05642	0.00000	0.00000	-1714.80	-4623.22
105	2009.12.30 15:45	close	48	1.10	1.05642	0.00000	0.00000	-1471.28	-6094.50
106	2009.12.30 15:45	close	46	0.90	1.05642	0.00000	0.00000	-1191.85	-7286.35
107	2009.12.30 15:45	close	44	0.70	1.05642	0.00000	0.00000	-948.20	-8234.55
108	2009.12.30 15:45	close	42	0.50	1.05642	0.00000	0.00000	-662.61	-8897.16
109	2009.12.30 15:45	close	40	0.30	1.05642	0.00000	0.00000	-395.01	-9292.17
110	2009.12.30 15:45	close	38	0.10	1.05642	0.00000	0.00000	-131.48	-9423.65
111	2009.12.30 15:45	close	61	2.40	1.05625	0.00000	0.00000	2949.99	-6473.66
112	2009.12.30 15:45	close	59	2.20	1.05625	0.00000	0.00000	2739.57	-3734.09
113	2009.12.30 15:45	close	57	2.00	1.05625	0.00000	0.00000	2475.37	-1258.72
114	2009.12.30 15:45	close	55	1.80	1.05625	0.00000	0.00000	2202.28	943.56
115	2009.12.30 15:45	close	53	1.60	1.05625	0.00000	0.00000	1992.42	2935.98
116	2009.12.30 15:45	close	51	1.40	1.05625	0.00000	0.00000	1744.69	4680.67
117	2009.12.30 15:45	close	49	1.20	1.05625	0.00000	0.00000	1494.66	6175.33
118	2009.12.30 15:45	close	47	1.00	1.05625	0.00000	0.00000	1235.13	7410.46
119	2009.12.30 15:45	close	45	0.80	1.05625	0.00000	0.00000	986.59	8397.05
120	2009.12.30 15:45	close	43	0.60	1.05625	0.00000	0.00000	737.67	9134.72
121	2009.12.30 15:45	close	41	0.40	1.05625	0.00000	0.00000	493.29	9628.01
122	2009.12.30 15:45	close	39	0.20	1.05625	0.00000	0.00000	243.43	9871.44
123	2009.12.30 15:45	buy	62	0.10	1.05642	0.00000	0.00000
124	2009.12.30 15:50	close	62	0.10	1.05765	0.00000	0.00000	11.63	9883.07
125	2009.12.30 15:50	buy	63	0.10	1.05782	0.00000	0.00000
126	2009.12.30 15:52	sell	64	0.20	1.05672	0.00000	0.00000
127	2009.12.30 15:59	close	63	0.10	1.05321	0.00000	0.00000	-43.77	9839.30
128	2009.12.30 15:59	close	64	0.20	1.05338	0.00000	0.00000	63.41	9902.71
129	2009.12.30 15:59	buy	65	0.10	1.05338	0.00000	0.00000
130	2009.12.30 16:20	sell	66	0.20	1.05230	0.00000	0.00000
131	2009.12.30 16:32	buy	67	0.30	1.05460	0.00000	0.00000
132	2009.12.30 16:45	sell	68	0.40	1.05221	0.00000	0.00000
133	2009.12.30 17:15	buy	69	0.50	1.05400	0.00000	0.00000
134	2009.12.30 17:50	sell	70	0.60	1.05219	0.00000	0.00000
135	2009.12.30 17:57	buy	71	0.70	1.05373	0.00000	0.00000
136	2009.12.30 17:59	sell	72	0.80	1.05221	0.00000	0.00000
137	2009.12.30 18:15	buy	73	0.90	1.05347	0.00000	0.00000
138	2009.12.31 02:40	sell	74	1.00	1.05225	0.00000	0.00000
139	2009.12.31 06:20	buy	75	1.10	1.05339	0.00000	0.00000
140	2009.12.31 06:27	sell	76	1.20	1.05248	0.00000	0.00000
141	2009.12.31 06:40	buy	77	1.30	1.05339	0.00000	0.00000
142	2009.12.31 07:40	sell	78	1.40	1.05211	0.00000	0.00000
143	2009.12.31 16:37	buy	79	1.50	1.05343	0.00000	0.00000
144	2009.12.31 16:40	sell	80	1.60	1.05134	0.00000	0.00000
145	2009.12.31 18:57	close at stop	80	1.60	1.04662	0.00000	0.00000	721.56	10624.27
146	2009.12.31 18:57	close at stop	79	1.50	1.04645	0.00000	0.00000	-1000.53	9623.74
147	2009.12.31 18:57	close at stop	78	1.40	1.04662	0.00000	0.00000	734.36	10358.10
148	2009.12.31 18:57	close at stop	77	1.30	1.04645	0.00000	0.00000	-862.15	9495.95
149	2009.12.31 18:57	close at stop	76	1.20	1.04662	0.00000	0.00000	671.88	10167.83
150	2009.12.31 18:57	close at stop	75	1.10	1.04645	0.00000	0.00000	-729.51	9438.32
151	2009.12.31 18:57	close at stop	74	1.00	1.04662	0.00000	0.00000	537.92	9976.24
152	2009.12.31 18:57	close at stop	73	0.90	1.04645	0.00000	0.00000	-605.54	9370.70
153	2009.12.31 18:57	close at stop	72	0.80	1.04662	0.00000	0.00000	426.15	9796.85
154	2009.12.31 18:57	close at stop	71	0.70	1.04645	0.00000	0.00000	-488.36	9308.49
155	2009.12.31 18:57	close at stop	70	0.60	1.04662	0.00000	0.00000	318.46	9626.96
156	2009.12.31 18:57	close at stop	69	0.50	1.04645	0.00000	0.00000	-361.73	9265.23
157	2009.12.31 18:57	close at stop	68	0.40	1.04662	0.00000	0.00000	213.08	9478.30
158	2009.12.31 18:57	close at stop	67	0.30	1.04645	0.00000	0.00000	-234.24	9244.06
159	2009.12.31 18:57	close at stop	66	0.20	1.04662	0.00000	0.00000	108.26	9352.32
160	2009.12.31 18:57	close at stop	65	0.10	1.04645	0.00000	0.00000	-66.42	9285.90