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		LotSize=2; Slippage=3; StopLoss=0; TakeProfit=100; GMTShift=0;
Bars in test	1515	Ticks modelled	13777	Modelling quality	n/a
Mismatched charts errors	2
Initial deposit	10000.00
Total net profit	616.32	Gross profit	6035.98	Gross loss	-5419.65
Profit factor	1.11	Expected payoff	14.01
Absolute drawdown	1617.04	Maximal drawdown	4118.43 (28.26%)	Relative drawdown	28.26% (4118.43)
Total trades	44	Short positions (won %)	22 (95.45%)	Long positions (won %)	22 (90.91%)
		Profit trades (% of total)	41 (93.18%)	Loss trades (% of total)	3 (6.82%)
Largest		profit trade	149.69	loss trade	-3211.96
Average		profit trade	147.22	loss trade	-1806.55
Maximum		consecutive wins (profit in money)	41 (6035.98)	consecutive losses (loss in money)	3 (-5419.65)
Maximal		consecutive profit (count of wins)	6035.98 (41)	consecutive loss (count of losses)	-5419.65 (3)
Average		consecutive wins	41	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 00:00	buy	1	2.00	1.05619	0.00000	1.05697
2	2009.12.01 00:00	sell	2	2.00	1.05597	0.00000	1.05519
3	2009.12.01 00:40	t/p	2	2.00	1.05519	0.00000	1.05519	147.92	10147.92
4	2009.12.01 06:15	t/p	1	2.00	1.05697	0.00000	1.05697	147.59	10295.51
5	2009.12.02 00:00	buy	3	2.00	1.04721	0.00000	1.04799
6	2009.12.02 00:00	sell	4	2.00	1.04699	0.00000	1.04621
7	2009.12.02 00:32	t/p	4	2.00	1.04621	0.00000	1.04621	149.15	10444.66
8	2009.12.02 14:50	t/p	3	2.00	1.04799	0.00000	1.04799	148.82	10593.48
9	2009.12.03 00:00	buy	5	2.00	1.05114	0.00000	1.05192
10	2009.12.03 00:00	sell	6	2.00	1.05092	0.00000	1.05014
11	2009.12.03 00:10	t/p	6	2.00	1.05014	0.00000	1.05014	148.58	10742.06
12	2009.12.03 14:40	t/p	5	2.00	1.05192	0.00000	1.05192	148.29	10890.35
13	2009.12.04 00:00	buy	7	2.00	1.05712	0.00000	1.05790
14	2009.12.04 00:00	sell	8	2.00	1.05690	0.00000	1.05612
15	2009.12.04 00:45	t/p	8	2.00	1.05612	0.00000	1.05612	147.72	11038.07
16	2009.12.04 20:20	t/p	7	2.00	1.05790	0.00000	1.05790	147.45	11185.52
17	2009.12.07 00:00	buy	9	2.00	1.05583	0.00000	1.05661
18	2009.12.07 00:00	sell	10	2.00	1.05561	0.00000	1.05483
19	2009.12.07 00:15	t/p	9	2.00	1.05661	0.00000	1.05661	147.64	11333.16
20	2009.12.07 01:45	t/p	10	2.00	1.05483	0.00000	1.05483	147.94	11481.10
21	2009.12.08 00:00	buy	11	2.00	1.05150	0.00000	1.05228
22	2009.12.08 00:00	sell	12	2.00	1.05128	0.00000	1.05050
23	2009.12.08 00:20	t/p	12	2.00	1.05050	0.00000	1.05050	148.53	11629.63
24	2009.12.08 08:15	t/p	11	2.00	1.05228	0.00000	1.05228	148.25	11777.88
25	2009.12.09 00:00	buy	13	2.00	1.06337	0.00000	1.06415
26	2009.12.09 00:00	sell	14	2.00	1.06315	0.00000	1.06237
27	2009.12.09 00:15	t/p	13	2.00	1.06415	0.00000	1.06415	146.54	11924.42
28	2009.12.09 03:15	t/p	14	2.00	1.06237	0.00000	1.06237	146.87	12071.29
29	2009.12.10 00:00	buy	15	2.00	1.05503	0.00000	1.05581
30	2009.12.10 00:00	sell	16	2.00	1.05481	0.00000	1.05403
31	2009.12.10 00:20	t/p	16	2.00	1.05403	0.00000	1.05403	148.02	12219.31
32	2009.12.10 05:10	t/p	15	2.00	1.05581	0.00000	1.05581	147.69	12367.00
33	2009.12.11 00:00	buy	17	2.00	1.05109	0.00000	1.05187
34	2009.12.11 00:00	sell	18	2.00	1.05087	0.00000	1.05009
35	2009.12.11 03:10	t/p	17	2.00	1.05187	0.00000	1.05187	148.31	12515.31
36	2009.12.11 10:20	t/p	18	2.00	1.05009	0.00000	1.05009	148.63	12663.94
37	2009.12.14 00:00	buy	19	2.00	1.06040	0.00000	1.06118
38	2009.12.14 00:00	sell	20	2.00	1.06018	0.00000	1.05940
39	2009.12.14 00:15	t/p	20	2.00	1.05940	0.00000	1.05940	147.35	12811.29
40	2009.12.14 04:15	t/p	19	2.00	1.06118	0.00000	1.06118	146.99	12958.28
41	2009.12.15 00:00	buy	21	2.00	1.05959	0.00000	1.06037
42	2009.12.15 00:00	sell	22	2.00	1.05937	0.00000	1.05859
43	2009.12.15 01:20	t/p	22	2.00	1.05859	0.00000	1.05859	147.37	13105.65
44	2009.12.15 09:15	t/p	21	2.00	1.06037	0.00000	1.06037	147.02	13252.67
45	2009.12.16 00:00	buy	23	2.00	1.06091	0.00000	1.06169
46	2009.12.16 00:00	sell	24	2.00	1.06069	0.00000	1.05991
47	2009.12.16 06:15	t/p	23	2.00	1.06169	0.00000	1.06169	146.90	13399.57
48	2009.12.16 09:50	t/p	24	2.00	1.05991	0.00000	1.05991	147.24	13546.81
49	2009.12.17 00:00	buy	25	2.00	1.06139	0.00000	1.06217
50	2009.12.17 00:00	sell	26	2.00	1.06117	0.00000	1.06039
51	2009.12.17 01:07	t/p	25	2.00	1.06217	0.00000	1.06217	146.87	13693.68
52	2009.12.18 00:00	buy	27	2.00	1.07090	0.00000	1.07168
53	2009.12.18 00:00	sell	28	2.00	1.07068	0.00000	1.06990
54	2009.12.18 00:20	t/p	27	2.00	1.07168	0.00000	1.07168	145.54	13839.22
55	2009.12.18 01:50	t/p	28	2.00	1.06990	0.00000	1.06990	145.92	13985.14
56	2009.12.21 00:00	buy	29	2.00	1.06781	0.00000	1.06859
57	2009.12.21 00:00	sell	30	2.00	1.06759	0.00000	1.06681
58	2009.12.21 01:15	t/p	30	2.00	1.06681	0.00000	1.06681	146.24	14131.38
59	2009.12.21 09:20	t/p	29	2.00	1.06859	0.00000	1.06859	145.93	14277.31
60	2009.12.21 13:05	close	26	2.00	1.06050	0.00000	1.06039	124.86	14402.17
61	2009.12.22 00:00	buy	31	2.00	1.06318	0.00000	1.06396
62	2009.12.22 00:00	sell	32	2.00	1.06296	0.00000	1.06218
63	2009.12.22 00:50	t/p	32	2.00	1.06218	0.00000	1.06218	146.94	14549.11
64	2009.12.23 00:00	buy	33	2.00	1.05680	0.00000	1.05758
65	2009.12.23 00:00	sell	34	2.00	1.05658	0.00000	1.05580
66	2009.12.23 01:50	t/p	34	2.00	1.05580	0.00000	1.05580	147.79	14696.90
67	2009.12.23 05:32	t/p	33	2.00	1.05758	0.00000	1.05758	147.51	14844.41
68	2009.12.24 00:00	buy	35	2.00	1.04881	0.00000	1.04959
69	2009.12.24 00:00	sell	36	2.00	1.04859	0.00000	1.04781
70	2009.12.24 08:40	t/p	36	2.00	1.04781	0.00000	1.04781	148.88	14993.29
71	2009.12.24 18:15	t/p	35	2.00	1.04959	0.00000	1.04959	148.58	15141.87
72	2009.12.28 00:00	buy	37	2.00	1.04806	0.00000	1.04884
73	2009.12.28 00:00	sell	38	2.00	1.04784	0.00000	1.04706
74	2009.12.28 00:32	t/p	37	2.00	1.04884	0.00000	1.04884	148.73	15290.60
75	2009.12.28 03:40	t/p	38	2.00	1.04706	0.00000	1.04706	149.00	15439.60
76	2009.12.29 00:00	buy	39	2.00	1.04323	0.00000	1.04401
77	2009.12.29 00:00	sell	40	2.00	1.04301	0.00000	1.04223
78	2009.12.29 03:20	t/p	39	2.00	1.04401	0.00000	1.04401	149.41	15589.01
79	2009.12.29 08:45	t/p	40	2.00	1.04223	0.00000	1.04223	149.69	15738.70
80	2009.12.30 00:00	buy	41	2.00	1.04410	0.00000	1.04488
81	2009.12.30 00:00	sell	42	2.00	1.04388	0.00000	1.04310
82	2009.12.30 01:40	t/p	41	2.00	1.04488	0.00000	1.04488	149.29	15887.99
83	2009.12.31 00:00	buy	43	2.00	1.05520	0.00000	1.05598
84	2009.12.31 00:00	sell	44	2.00	1.05498	0.00000	1.05420
85	2009.12.31 00:20	t/p	44	2.00	1.05420	0.00000	1.05420	147.99	16035.98
86	2009.12.31 18:57	close at stop	43	2.00	1.04645	0.00000	1.05598	-1672.32	14363.66
87	2009.12.31 18:57	close at stop	42	2.00	1.04667	0.00000	1.04310	-535.38	13828.28
88	2009.12.31 18:57	close at stop	31	2.00	1.04645	0.00000	1.06396	-3211.96	10616.32