Desynced Forex

MetaTrader Indicators and Expert Advisors Repository

Symbol		USDCAD (US Dollar vs Canadian Dollar)
Period		1 Hour (H1) 2009.01.05 17:00 - 2009.12.31 18:00 (2009.01.01 - 2010.01.01)
Model		Control points (a very crude method, the results must not be considered)
Parameters		TakeProfit=100; Lots=1; TrailingStop=35; ShortEma=10; LongEma=80;
Bars in test	6211	Ticks modelled	152607	Modelling quality	n/a
Mismatched charts errors	70
Initial deposit	10000.00
Total net profit	-9991.96	Gross profit	1618.56	Gross loss	-11610.52
Profit factor	0.14	Expected payoff	-185.04
Absolute drawdown	9991.96	Maximal drawdown	10200.45 (99.92%)	Relative drawdown	99.92% (10200.45)
Total trades	54	Short positions (won %)	37 (45.95%)	Long positions (won %)	17 (58.82%)
		Profit trades (% of total)	27 (50.00%)	Loss trades (% of total)	27 (50.00%)
Largest		profit trade	84.14	loss trade	-4942.53
Average		profit trade	59.95	loss trade	-430.02
Maximum		consecutive wins (profit in money)	8 (402.34)	consecutive losses (loss in money)	5 (-5044.32)
Maximal		consecutive profit (count of wins)	402.34 (8)	consecutive loss (count of losses)	-5044.32 (5)
Average		consecutive wins	2	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.01.05 17:00	buy	1	1.00	1.18809	0.00000	1.18909
2	2009.01.05 17:15	t/p	1	1.00	1.18909	0.00000	1.18909	84.01	10084.01
3	2009.01.08 03:50	sell	2	1.00	1.19895	0.00000	1.19795
4	2009.01.08 03:52	close	2	1.00	1.19965	0.00000	1.19795	-58.35	10025.66
5	2009.01.08 04:00	sell	3	1.00	1.19843	0.00000	1.19743
6	2009.01.08 05:15	t/p	3	1.00	1.19743	0.00000	1.19743	83.53	10109.19
7	2009.01.08 16:00	buy	4	1.00	1.18679	0.00000	1.18779
8	2009.01.08 16:15	t/p	4	1.00	1.18779	0.00000	1.18779	84.14	10193.33
9	2009.01.12 06:00	sell	5	1.00	1.19314	0.00000	1.19214
10	2009.01.12 06:20	close	5	1.00	1.19338	0.00000	1.19214	-20.11	10173.22
11	2009.01.12 06:27	sell	6	1.00	1.19278	0.00000	1.19178
12	2009.01.12 06:33	close	6	1.00	1.19307	0.00000	1.19178	-24.31	10148.91
13	2009.01.12 07:15	sell	7	1.00	1.19240	0.00000	1.19140
14	2009.01.22 22:00	close	7	1.00	1.25434	0.00000	1.19140	-4942.53	5206.38
15	2009.01.22 22:07	sell	8	1.00	1.25435	0.00000	1.25335
16	2009.01.22 22:10	close	8	1.00	1.25442	0.00000	1.25335	-5.58	5200.80
17	2009.01.22 22:45	sell	9	1.00	1.25437	0.00000	1.25337
18	2009.01.22 22:47	close	9	1.00	1.25502	0.00000	1.25337	-51.79	5149.01
19	2009.01.22 22:50	sell	10	1.00	1.25510	0.00000	1.25410
20	2009.01.22 22:57	close	10	1.00	1.25502	0.00000	1.25410	6.37	5155.38
21	2009.01.22 22:59	sell	11	1.00	1.25447	0.00000	1.25347
22	2009.01.22 23:00	close	11	1.00	1.25540	0.00000	1.25347	-74.08	5081.30
23	2009.01.23 10:20	sell	12	1.00	1.26025	0.00000	1.25925
24	2009.01.23 10:22	close	12	1.00	1.26075	0.00000	1.25925	-39.66	5041.64
25	2009.01.23 10:25	sell	13	1.00	1.26006	0.00000	1.25906
26	2009.01.23 10:27	close	13	1.00	1.26037	0.00000	1.25906	-24.60	5017.04
27	2009.01.23 10:30	sell	14	1.00	1.26000	0.00000	1.25900
28	2009.01.23 10:32	close	14	1.00	1.26084	0.00000	1.25900	-66.62	4950.42
29	2009.01.23 10:35	sell	15	1.00	1.26030	0.00000	1.25930
30	2009.01.23 10:37	close	15	1.00	1.26049	0.00000	1.25930	-15.07	4935.35
31	2009.01.23 10:40	sell	16	1.00	1.26134	0.00000	1.26034
32	2009.01.23 12:20	t/p	16	1.00	1.26034	0.00000	1.26034	79.39	5014.74
33	2009.01.23 16:26	buy	17	1.00	1.24994	0.00000	1.25094
34	2009.01.30 01:59	close	17	1.00	1.22823	0.00000	1.25094	-1774.05	3240.70
35	2009.02.03 23:00	buy	18	1.00	1.23019	0.00000	1.23119
36	2009.02.03 23:50	t/p	18	1.00	1.23119	0.00000	1.23119	81.19	3321.89
37	2009.02.04 10:00	sell	19	1.00	1.23957	0.00000	1.23857
38	2009.02.04 10:45	t/p	19	1.00	1.23857	0.00000	1.23857	80.74	3402.63
39	2009.02.04 10:45	buy	20	1.00	1.23849	0.00000	1.23949
40	2009.02.04 11:02	close	20	1.00	1.23731	0.00000	1.23949	-95.37	3307.26
41	2009.02.04 11:10	buy	21	1.00	1.23704	0.00000	1.23804
42	2009.02.04 11:45	close	21	1.00	1.23683	0.00000	1.23804	-16.98	3290.28
43	2009.02.04 11:47	buy	22	1.00	1.23738	0.00000	1.23838
44	2009.02.04 11:50	close	22	1.00	1.23785	0.00000	1.23838	37.97	3328.25
45	2009.02.04 11:57	buy	23	1.00	1.23738	0.00000	1.23838
46	2009.02.04 12:00	close	23	1.00	1.23623	0.00000	1.23838	-93.02	3235.23
47	2009.02.04 15:00	buy	24	1.00	1.23244	0.00000	1.23344
48	2009.02.04 20:15	t/p	24	1.00	1.23344	0.00000	1.23344	80.98	3316.21
49	2009.02.06 04:20	sell	25	1.00	1.23690	0.00000	1.23590
50	2009.02.06 04:22	close	25	1.00	1.23757	0.00000	1.23590	-54.14	3262.07
51	2009.02.06 04:25	sell	26	1.00	1.23679	0.00000	1.23579
52	2009.02.06 04:27	close	26	1.00	1.23735	0.00000	1.23579	-45.26	3216.81
53	2009.02.06 05:00	sell	27	1.00	1.23610	0.00000	1.23510
54	2009.02.06 06:26	t/p	27	1.00	1.23510	0.00000	1.23510	80.98	3297.79
55	2009.02.06 21:00	buy	28	1.00	1.22634	0.00000	1.22734
56	2009.02.09 08:50	t/p	28	1.00	1.22734	0.00000	1.22734	80.55	3378.33
57	2009.02.10 18:20	sell	29	1.00	1.23532	0.00000	1.23432
58	2009.02.10 18:27	close	29	1.00	1.23458	0.00000	1.23432	59.94	3438.27
59	2009.02.10 18:32	sell	30	1.00	1.23526	0.00000	1.23426
60	2009.02.10 18:40	close	30	1.00	1.23480	0.00000	1.23426	37.25	3475.52
61	2009.02.10 18:42	sell	31	1.00	1.23436	0.00000	1.23336
62	2009.02.10 18:45	close	31	1.00	1.23346	0.00000	1.23336	72.97	3548.49
63	2009.02.10 19:00	sell	32	1.00	1.23203	0.00000	1.23103
64	2009.02.13 09:50	close	32	1.00	1.23379	0.00000	1.23103	-144.51	3403.98
65	2009.02.13 09:57	sell	33	1.00	1.23545	0.00000	1.23445
66	2009.02.13 10:00	close	33	1.00	1.23729	0.00000	1.23445	-148.71	3255.27
67	2009.02.13 19:00	sell	34	1.00	1.24235	0.00000	1.24135
68	2009.02.13 19:15	t/p	34	1.00	1.24135	0.00000	1.24135	80.61	3335.88
69	2009.02.13 19:15	buy	35	1.00	1.24039	0.00000	1.24139
70	2009.02.16 00:15	t/p	35	1.00	1.24139	0.00000	1.24139	79.59	3415.47
71	2009.02.16 01:16	sell	36	1.00	1.24510	0.00000	1.24410
72	2009.02.16 01:26	close	36	1.00	1.24486	0.00000	1.24410	19.28	3434.75
73	2009.02.16 02:00	sell	37	1.00	1.24120	0.00000	1.24020
74	2009.02.19 11:40	close	37	1.00	1.25030	0.00000	1.24020	-729.69	2705.05
75	2009.02.19 18:00	sell	38	1.00	1.25895	0.00000	1.25795
76	2009.02.19 18:20	t/p	38	1.00	1.25795	0.00000	1.25795	79.56	2784.61
77	2009.02.19 18:20	buy	39	1.00	1.25694	0.00000	1.25794
78	2009.02.19 18:22	close	39	1.00	1.25670	0.00000	1.25794	-19.10	2765.51
79	2009.02.19 18:45	buy	40	1.00	1.25648	0.00000	1.25748
80	2009.02.19 19:00	close	40	1.00	1.25606	0.00000	1.25748	-33.44	2732.07
81	2009.02.19 19:15	buy	41	1.00	1.25546	0.00000	1.25646
82	2009.02.19 19:17	close	41	1.00	1.25485	0.00000	1.25646	-48.61	2683.46
83	2009.02.19 19:20	buy	42	1.00	1.25434	0.00000	1.25534
84	2009.02.19 19:50	close	42	1.00	1.25515	0.00000	1.25534	64.53	2747.99
85	2009.02.20 20:20	buy	43	1.00	1.24699	0.00000	1.24799
86	2009.02.20 20:27	t/p	43	1.00	1.24799	0.00000	1.24799	80.04	2828.03
87	2009.02.20 20:27	sell	44	1.00	1.24933	0.00000	1.24833
88	2009.02.20 20:27	close	44	1.00	1.24923	0.00000	1.24833	8.00	2836.03
89	2009.02.20 20:50	sell	45	1.00	1.24929	0.00000	1.24829
90	2009.02.20 20:57	close	45	1.00	1.24902	0.00000	1.24829	21.62	2857.65
91	2009.02.25 17:00	sell	46	1.00	1.25922	0.00000	1.25822
92	2009.02.25 17:20	t/p	46	1.00	1.25822	0.00000	1.25822	79.54	2937.19
93	2009.02.26 14:03	buy	47	1.00	1.24397	0.00000	1.24497
94	2009.02.26 14:50	t/p	47	1.00	1.24497	0.00000	1.24497	80.30	3017.49
95	2009.02.26 14:50	sell	48	1.00	1.24525	0.00000	1.24425
96	2009.02.26 14:52	close	48	1.00	1.24509	0.00000	1.24425	12.85	3030.34
97	2009.02.26 14:55	sell	49	1.00	1.24473	0.00000	1.24373
98	2009.02.26 14:57	close	49	1.00	1.24404	0.00000	1.24373	55.46	3085.80
99	2009.02.26 23:00	sell	50	1.00	1.25350	0.00000	1.25250
100	2009.02.26 23:15	close	50	1.00	1.25375	0.00000	1.25250	-19.94	3065.86
101	2009.02.26 23:17	sell	51	1.00	1.25305	0.00000	1.25205
102	2009.02.26 23:20	close	51	1.00	1.25296	0.00000	1.25205	7.18	3073.04
103	2009.02.26 23:27	sell	52	1.00	1.25345	0.00000	1.25245
104	2009.02.26 23:45	close	52	1.00	1.25375	0.00000	1.25245	-23.93	3049.11
105	2009.02.26 23:47	sell	53	1.00	1.25296	0.00000	1.25196
106	2009.02.26 23:50	close	53	1.00	1.25336	0.00000	1.25196	-31.91	3017.20
107	2009.02.27 00:00	sell	54	1.00	1.25269	0.00000	1.25169
108	2009.03.02 21:16	close at stop	54	1.00	1.29155	0.00000	1.25169	-3009.16	8.04