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		smallma=50; bigma=200; MinutesBetweenOrders=120; MAperiod=50; StopLoss=97; TakeProfit=50; TrailingStop=0; clOpenBuy=Black; clCloseBuy=Black; clOpenSell=Black; clCloseSell=Black; clModiBuy=Black; clModiSell=Black; Name_Expert=""MA"; Slippage=5; UseSound=false; NameFileSound=""alert.wav""; Lots=0.1;
Bars in test	6211	Ticks modelled	152607	Modelling quality	n/a
Mismatched charts errors	70
Initial deposit	10000.00
Total net profit	-78.16	Gross profit	75.57	Gross loss	-153.73
Profit factor	0.49	Expected payoff	-2.30
Absolute drawdown	78.16	Maximal drawdown	82.36 (0.82%)	Relative drawdown	0.82% (82.36)
Total trades	34	Short positions (won %)	17 (41.18%)	Long positions (won %)	17 (58.82%)
		Profit trades (% of total)	17 (50.00%)	Loss trades (% of total)	17 (50.00%)
Largest		profit trade	4.76	loss trade	-10.00
Average		profit trade	4.45	loss trade	-9.04
Maximum		consecutive wins (profit in money)	4 (15.98)	consecutive losses (loss in money)	5 (-41.36)
Maximal		consecutive profit (count of wins)	15.98 (4)	consecutive loss (count of losses)	-41.36 (5)
Average		consecutive wins	2	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.01.09 22:00	sell	1	0.10	1.19045	1.19148	1.18995
2	2009.01.09 22:10	t/p	1	0.10	1.18995	1.19148	1.18995	4.20	10004.20
3	2009.01.13 12:00	buy	2	0.10	1.22326	1.22223	1.22376
4	2009.01.13 12:10	s/l	2	0.10	1.22223	1.22223	1.22376	-8.43	9995.77
5	2009.01.26 13:00	sell	3	0.10	1.22151	1.22254	1.22101
6	2009.01.26 13:02	t/p	3	0.10	1.22101	1.22254	1.22101	4.09	9999.86
7	2009.02.03 04:02	buy	4	0.10	1.24324	1.24221	1.24374
8	2009.02.03 04:20	s/l	4	0.10	1.24221	1.24221	1.24374	-8.29	9991.57
9	2009.02.09 19:07	sell	5	0.10	1.21675	1.21778	1.21625
10	2009.02.09 19:10	s/l	5	0.10	1.21778	1.21778	1.21625	-8.45	9983.12
11	2009.02.11 22:00	buy	6	0.10	1.24271	1.24168	1.24321
12	2009.02.11 22:15	s/l	6	0.10	1.24168	1.24168	1.24321	-8.29	9974.83
13	2009.02.24 14:40	sell	7	0.10	1.25154	1.25257	1.25104
14	2009.02.24 14:43	s/l	7	0.10	1.25257	1.25257	1.25104	-8.22	9966.61
15	2009.02.27 18:00	buy	8	0.10	1.27106	1.27003	1.27156
16	2009.02.27 18:10	s/l	8	0.10	1.27003	1.27003	1.27156	-8.11	9958.50
17	2009.03.12 03:00	sell	9	0.10	1.28610	1.28713	1.28560
18	2009.03.12 03:20	t/p	9	0.10	1.28560	1.28713	1.28560	3.89	9962.39
19	2009.03.30 18:03	buy	10	0.10	1.25921	1.25818	1.25971
20	2009.03.30 18:10	t/p	10	0.10	1.25971	1.25818	1.25971	3.97	9966.36
21	2009.04.06 03:00	sell	11	0.10	1.22595	1.22698	1.22545
22	2009.04.06 03:10	t/p	11	0.10	1.22545	1.22698	1.22545	4.08	9970.44
23	2009.04.21 04:00	buy	12	0.10	1.23847	1.23744	1.23897
24	2009.04.21 04:07	t/p	12	0.10	1.23897	1.23744	1.23897	4.04	9974.48
25	2009.04.27 10:00	sell	13	0.10	1.21619	1.21722	1.21569
26	2009.04.27 10:15	s/l	13	0.10	1.21722	1.21722	1.21569	-8.46	9966.02
27	2009.05.14 22:00	buy	14	0.10	1.17070	1.16967	1.17120
28	2009.05.14 22:15	s/l	14	0.10	1.16967	1.16967	1.17120	-8.80	9957.22
29	2009.06.05 16:02	buy	15	0.10	1.11508	1.11405	1.11558
30	2009.06.05 16:07	t/p	15	0.10	1.11558	1.11405	1.11558	4.48	9961.70
31	2009.07.14 07:15	sell	16	0.10	1.15053	1.15156	1.15003
32	2009.07.14 07:45	s/l	16	0.10	1.15156	1.15156	1.15003	-8.94	9952.76
33	2009.08.10 08:05	buy	17	0.10	1.08171	1.08068	1.08221
34	2009.08.10 08:10	t/p	17	0.10	1.08221	1.08068	1.08221	4.62	9957.38
35	2009.08.21 07:10	sell	18	0.10	1.09338	1.09441	1.09288
36	2009.08.21 07:15	t/p	18	0.10	1.09288	1.09441	1.09288	4.58	9961.96
37	2009.08.27 20:00	buy	19	0.10	1.09173	1.09070	1.09223
38	2009.08.27 20:05	s/l	19	0.10	1.09070	1.09070	1.09223	-9.44	9952.52
39	2009.09.07 12:05	sell	20	0.10	1.07754	1.07857	1.07704
40	2009.09.07 12:20	t/p	20	0.10	1.07704	1.07857	1.07704	4.64	9957.16
41	2009.09.24 22:00	buy	21	0.10	1.08894	1.08791	1.08944
42	2009.09.24 22:10	t/p	21	0.10	1.08944	1.08791	1.08944	4.59	9961.75
43	2009.10.01 06:00	sell	22	0.10	1.07036	1.07139	1.06986
44	2009.10.01 06:50	s/l	22	0.10	1.07139	1.07139	1.06986	-9.62	9952.13
45	2009.10.21 03:02	buy	23	0.10	1.04981	1.04878	1.05031
46	2009.10.21 03:50	t/p	23	0.10	1.05031	1.04878	1.05031	4.76	9956.89
47	2009.11.05 03:02	sell	24	0.10	1.06468	1.06571	1.06418
48	2009.11.05 04:40	s/l	24	0.10	1.06571	1.06571	1.06418	-9.66	9947.23
49	2009.11.19 06:05	buy	25	0.10	1.05811	1.05708	1.05861
50	2009.11.19 06:20	t/p	25	0.10	1.05861	1.05708	1.05861	4.72	9951.95
51	2009.11.25 22:00	sell	26	0.10	1.04514	1.04617	1.04464
52	2009.11.26 00:33	s/l	26	0.10	1.04617	1.04617	1.04464	-10.00	9941.95
53	2009.11.30 01:00	buy	27	0.10	1.05943	1.05840	1.05993
54	2009.11.30 01:15	t/p	27	0.10	1.05993	1.05840	1.05993	4.71	9946.66
55	2009.12.01 12:00	sell	28	0.10	1.04554	1.04657	1.04504
56	2009.12.01 12:20	s/l	28	0.10	1.04657	1.04657	1.04504	-9.84	9936.82
57	2009.12.07 09:00	buy	29	0.10	1.05490	1.05387	1.05540
58	2009.12.07 09:03	t/p	29	0.10	1.05540	1.05387	1.05540	4.73	9941.55
59	2009.12.08 11:00	sell	30	0.10	1.05018	1.05121	1.04968
60	2009.12.08 11:20	t/p	30	0.10	1.04968	1.05121	1.04968	4.76	9946.31
61	2009.12.08 18:03	buy	31	0.10	1.06083	1.05980	1.06133
62	2009.12.08 18:16	t/p	31	0.10	1.06133	1.05980	1.06133	4.71	9951.02
63	2009.12.11 19:00	sell	32	0.10	1.05866	1.05969	1.05816
64	2009.12.11 19:15	s/l	32	0.10	1.05969	1.05969	1.05816	-9.71	9941.31
65	2009.12.11 21:02	buy	33	0.10	1.06092	1.05989	1.06142
66	2009.12.11 21:45	s/l	33	0.10	1.05989	1.05989	1.06142	-9.72	9931.59
67	2009.12.23 02:00	sell	34	0.10	1.05566	1.05669	1.05516
68	2009.12.23 03:59	s/l	34	0.10	1.05669	1.05669	1.05516	-9.75	9921.84