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=50; Lots=0.1; TrailingStop=30; SAR_Step=0.02; SAR_Maximum=0.2; Shift=1;
Bars in test	1515	Ticks modelled	13777	Modelling quality	n/a
Mismatched charts errors	2
Initial deposit	10000.00
Total net profit	-253.44	Gross profit	250.79	Gross loss	-504.23
Profit factor	0.50	Expected payoff	-4.02
Absolute drawdown	328.08	Maximal drawdown	385.12 (3.83%)	Relative drawdown	3.83% (385.12)
Total trades	63	Short positions (won %)	25 (88.00%)	Long positions (won %)	38 (81.58%)
		Profit trades (% of total)	53 (84.13%)	Loss trades (% of total)	10 (15.87%)
Largest		profit trade	4.81	loss trade	-103.50
Average		profit trade	4.73	loss trade	-50.42
Maximum		consecutive wins (profit in money)	13 (60.95)	consecutive losses (loss in money)	1 (-103.50)
Maximal		consecutive profit (count of wins)	60.95 (13)	consecutive loss (count of losses)	-103.50 (1)
Average		consecutive wins	5	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 21:46	buy	1	0.10	1.04722	0.00000	1.04772
2	2009.12.02 14:50	t/p	1	0.10	1.04772	0.00000	1.04772	4.70	10004.70
3	2009.12.03 08:00	sell	2	0.10	1.04819	0.00000	1.04769
4	2009.12.03 08:20	t/p	2	0.10	1.04769	0.00000	1.04769	4.77	10009.47
5	2009.12.03 12:00	buy	3	0.10	1.04972	0.00000	1.05022
6	2009.12.03 12:45	t/p	3	0.10	1.05022	0.00000	1.05022	4.76	10014.23
7	2009.12.03 12:45	buy	4	0.10	1.05063	0.00000	1.05113
8	2009.12.03 14:40	t/p	4	0.10	1.05113	0.00000	1.05113	4.75	10018.98
9	2009.12.04 07:00	sell	5	0.10	1.05718	0.00000	1.05668
10	2009.12.04 07:20	t/p	5	0.10	1.05668	0.00000	1.05668	4.73	10023.71
11	2009.12.04 07:20	sell	6	0.10	1.05637	0.00000	1.05587
12	2009.12.04 07:46	t/p	6	0.10	1.05587	0.00000	1.05587	4.74	10028.45
13	2009.12.04 07:50	sell	7	0.10	1.05538	0.00000	1.05488
14	2009.12.04 08:03	t/p	7	0.10	1.05488	0.00000	1.05488	4.74	10033.19
15	2009.12.04 17:32	buy	8	0.10	1.05406	0.00000	1.05456
16	2009.12.04 19:20	t/p	8	0.10	1.05456	0.00000	1.05456	4.74	10037.93
17	2009.12.07 14:33	sell	9	0.10	1.05630	0.00000	1.05580
18	2009.12.07 14:40	t/p	9	0.10	1.05580	0.00000	1.05580	4.73	10042.66
19	2009.12.08 08:55	buy	10	0.10	1.05524	0.00000	1.05574
20	2009.12.08 09:10	t/p	10	0.10	1.05574	0.00000	1.05574	4.73	10047.39
21	2009.12.08 09:13	buy	11	0.10	1.05498	0.00000	1.05548
22	2009.12.08 12:50	t/p	11	0.10	1.05548	0.00000	1.05548	4.74	10052.13
23	2009.12.09 03:15	sell	12	0.10	1.06197	0.00000	1.06147
24	2009.12.09 04:20	t/p	12	0.10	1.06147	0.00000	1.06147	4.72	10056.85
25	2009.12.09 16:00	buy	13	0.10	1.06219	0.00000	1.06269
26	2009.12.10 11:52	close	13	0.10	1.05133	0.00000	1.06269	-103.50	9953.36
27	2009.12.10 12:02	sell	14	0.10	1.05165	0.00000	1.05115
28	2009.12.10 12:20	t/p	14	0.10	1.05115	0.00000	1.05115	4.76	9958.12
29	2009.12.10 19:00	buy	15	0.10	1.05359	0.00000	1.05409
30	2009.12.10 19:02	t/p	15	0.10	1.05409	0.00000	1.05409	4.74	9962.86
31	2009.12.10 19:02	buy	16	0.10	1.05468	0.00000	1.05518
32	2009.12.11 10:20	close	16	0.10	1.04942	0.00000	1.05518	-50.19	9912.67
33	2009.12.11 11:00	sell	17	0.10	1.05011	0.00000	1.04961
34	2009.12.11 12:37	t/p	17	0.10	1.04961	0.00000	1.04961	4.76	9917.43
35	2009.12.11 16:00	buy	18	0.10	1.05264	0.00000	1.05314
36	2009.12.11 16:10	t/p	18	0.10	1.05314	0.00000	1.05314	4.75	9922.18
37	2009.12.11 16:10	buy	19	0.10	1.05425	0.00000	1.05475
38	2009.12.11 16:15	t/p	19	0.10	1.05475	0.00000	1.05475	4.74	9926.92
39	2009.12.11 16:27	buy	20	0.10	1.05324	0.00000	1.05374
40	2009.12.11 16:40	t/p	20	0.10	1.05374	0.00000	1.05374	4.75	9931.67
41	2009.12.11 16:40	buy	21	0.10	1.05436	0.00000	1.05486
42	2009.12.11 16:45	t/p	21	0.10	1.05486	0.00000	1.05486	4.74	9936.41
43	2009.12.14 07:00	sell	22	0.10	1.05736	0.00000	1.05686
44	2009.12.14 07:20	t/p	22	0.10	1.05686	0.00000	1.05686	4.73	9941.14
45	2009.12.14 07:27	sell	23	0.10	1.05721	0.00000	1.05671
46	2009.12.14 09:25	close	23	0.10	1.06218	0.00000	1.05671	-46.79	9894.35
47	2009.12.14 09:27	buy	24	0.10	1.06219	0.00000	1.06269
48	2009.12.14 09:32	t/p	24	0.10	1.06269	0.00000	1.06269	4.70	9899.05
49	2009.12.14 09:45	buy	25	0.10	1.06216	0.00000	1.06266
50	2009.12.14 11:02	t/p	25	0.10	1.06266	0.00000	1.06266	4.70	9903.75
51	2009.12.14 17:20	sell	26	0.10	1.05877	0.00000	1.05827
52	2009.12.14 17:32	t/p	26	0.10	1.05827	0.00000	1.05827	4.73	9908.48
53	2009.12.14 17:40	sell	27	0.10	1.05885	0.00000	1.05835
54	2009.12.14 18:10	t/p	27	0.10	1.05835	0.00000	1.05835	4.73	9913.21
55	2009.12.15 09:25	buy	28	0.10	1.06174	0.00000	1.06224
56	2009.12.15 09:50	t/p	28	0.10	1.06224	0.00000	1.06224	4.70	9917.91
57	2009.12.15 10:02	buy	29	0.10	1.06087	0.00000	1.06137
58	2009.12.15 10:10	t/p	29	0.10	1.06137	0.00000	1.06137	4.71	9922.62
59	2009.12.15 10:50	buy	30	0.10	1.06082	0.00000	1.06132
60	2009.12.15 10:57	t/p	30	0.10	1.06132	0.00000	1.06132	4.71	9927.33
61	2009.12.15 17:00	sell	31	0.10	1.05977	0.00000	1.05927
62	2009.12.16 10:20	t/p	31	0.10	1.05927	0.00000	1.05927	4.68	9932.01
63	2009.12.16 20:22	buy	32	0.10	1.06201	0.00000	1.06251
64	2009.12.16 20:45	t/p	32	0.10	1.06251	0.00000	1.06251	4.71	9936.72
65	2009.12.16 21:20	buy	33	0.10	1.06147	0.00000	1.06197
66	2009.12.16 21:27	t/p	33	0.10	1.06197	0.00000	1.06197	4.71	9941.43
67	2009.12.16 21:40	buy	34	0.10	1.06167	0.00000	1.06217
68	2009.12.17 01:07	t/p	34	0.10	1.06217	0.00000	1.06217	4.50	9945.94
69	2009.12.17 15:32	sell	35	0.10	1.06856	0.00000	1.06806
70	2009.12.17 16:20	t/p	35	0.10	1.06806	0.00000	1.06806	4.69	9950.63
71	2009.12.18 01:00	buy	36	0.10	1.07028	0.00000	1.07078
72	2009.12.18 01:20	t/p	36	0.10	1.07078	0.00000	1.07078	4.67	9955.30
73	2009.12.18 01:20	buy	37	0.10	1.07127	0.00000	1.07177
74	2009.12.18 03:59	close	37	0.10	1.06686	0.00000	1.07177	-41.34	9913.96
75	2009.12.18 04:10	sell	38	0.10	1.06706	0.00000	1.06656
76	2009.12.18 04:45	t/p	38	0.10	1.06656	0.00000	1.06656	4.69	9918.65
77	2009.12.18 18:00	buy	39	0.10	1.06790	0.00000	1.06840
78	2009.12.21 09:13	t/p	39	0.10	1.06840	0.00000	1.06840	4.61	9923.26
79	2009.12.21 20:00	buy	40	0.10	1.06205	0.00000	1.06255
80	2009.12.21 20:02	t/p	40	0.10	1.06255	0.00000	1.06255	4.70	9927.96
81	2009.12.21 20:02	buy	41	0.10	1.06283	0.00000	1.06333
82	2009.12.21 23:32	t/p	41	0.10	1.06333	0.00000	1.06333	4.70	9932.66
83	2009.12.22 11:00	sell	42	0.10	1.05794	0.00000	1.05744
84	2009.12.22 11:15	t/p	42	0.10	1.05744	0.00000	1.05744	4.73	9937.39
85	2009.12.22 11:32	sell	43	0.10	1.05744	0.00000	1.05694
86	2009.12.22 11:50	t/p	43	0.10	1.05694	0.00000	1.05694	4.73	9942.12
87	2009.12.22 16:50	buy	44	0.10	1.06195	0.00000	1.06245
88	2009.12.22 18:10	close	44	0.10	1.05541	0.00000	1.06245	-61.97	9880.15
89	2009.12.22 18:12	sell	45	0.10	1.05525	0.00000	1.05475
90	2009.12.22 19:50	t/p	45	0.10	1.05475	0.00000	1.05475	4.75	9884.90
91	2009.12.23 12:00	buy	46	0.10	1.05557	0.00000	1.05607
92	2009.12.24 11:00	close	46	0.10	1.04692	0.00000	1.05607	-82.82	9802.08
93	2009.12.24 11:45	sell	47	0.10	1.04713	0.00000	1.04663
94	2009.12.24 12:15	t/p	47	0.10	1.04663	0.00000	1.04663	4.78	9806.86
95	2009.12.24 15:00	buy	48	0.10	1.04854	0.00000	1.04904
96	2009.12.24 15:07	t/p	48	0.10	1.04904	0.00000	1.04904	4.76	9811.62
97	2009.12.24 15:10	buy	49	0.10	1.04857	0.00000	1.04907
98	2009.12.24 15:33	t/p	49	0.10	1.04907	0.00000	1.04907	4.76	9816.38
99	2009.12.24 15:50	buy	50	0.10	1.04845	0.00000	1.04895
100	2009.12.24 17:20	t/p	50	0.10	1.04895	0.00000	1.04895	4.77	9821.15
101	2009.12.28 03:50	sell	51	0.10	1.04607	0.00000	1.04557
102	2009.12.28 10:00	close	51	0.10	1.04825	0.00000	1.04557	-20.80	9800.35
103	2009.12.28 10:02	buy	52	0.10	1.04828	0.00000	1.04878
104	2009.12.28 10:15	t/p	52	0.10	1.04878	0.00000	1.04878	4.77	9805.12
105	2009.12.28 10:15	buy	53	0.10	1.04928	0.00000	1.04978
106	2009.12.28 14:00	close	53	0.10	1.04647	0.00000	1.04978	-26.85	9778.27
107	2009.12.28 14:02	sell	54	0.10	1.04597	0.00000	1.04547
108	2009.12.28 14:45	t/p	54	0.10	1.04547	0.00000	1.04547	4.78	9783.05
109	2009.12.29 04:00	buy	55	0.10	1.04446	0.00000	1.04496
110	2009.12.29 08:52	close	55	0.10	1.04173	0.00000	1.04496	-26.21	9756.84
111	2009.12.29 09:00	sell	56	0.10	1.04177	0.00000	1.04127
112	2009.12.29 09:20	t/p	56	0.10	1.04127	0.00000	1.04127	4.81	9761.65
113	2009.12.29 17:00	buy	57	0.10	1.04169	0.00000	1.04219
114	2009.12.29 17:10	t/p	57	0.10	1.04219	0.00000	1.04219	4.80	9766.45
115	2009.12.29 17:12	buy	58	0.10	1.04208	0.00000	1.04258
116	2009.12.29 17:15	t/p	58	0.10	1.04258	0.00000	1.04258	4.80	9771.25
117	2009.12.29 17:45	buy	59	0.10	1.04168	0.00000	1.04218
118	2009.12.29 18:37	t/p	59	0.10	1.04218	0.00000	1.04218	4.80	9776.05
119	2009.12.30 09:15	sell	60	0.10	1.04698	0.00000	1.04648
120	2009.12.30 09:20	t/p	60	0.10	1.04648	0.00000	1.04648	4.77	9780.82
121	2009.12.30 09:20	sell	61	0.10	1.04629	0.00000	1.04579
122	2009.12.30 16:50	close	61	0.10	1.05089	0.00000	1.04579	-43.77	9737.05
123	2009.12.30 16:59	buy	62	0.10	1.05090	0.00000	1.05140
124	2009.12.30 17:10	t/p	62	0.10	1.05140	0.00000	1.05140	4.75	9741.80
125	2009.12.31 10:10	sell	63	0.10	1.04936	0.00000	1.04886
126	2009.12.31 11:45	t/p	63	0.10	1.04886	0.00000	1.04886	4.76	9746.56