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		str1="""; TakeProfit=1000; profitTarget1=21; profitTarget2=34; profitTarget3=55; profitTarget4=89; Stoploss=1000; TrailingStop=100; TrailingStopOnlyProfit=true; TrailingStopRegular=false; Lots=5; str2="""; emaOPENperiods=5; emaCLOSEperiods=5; str3=""";
Bars in test	6211	Ticks modelled	152607	Modelling quality	n/a
Mismatched charts errors	70
Initial deposit	10000.00
Total net profit	-10304.40	Gross profit	3750.39	Gross loss	-14054.79
Profit factor	0.27	Expected payoff	-332.40
Absolute drawdown	10304.40	Maximal drawdown	10304.40 (103.04%)	Relative drawdown	103.04% (10304.40)
Total trades	31	Short positions (won %)	20 (90.00%)	Long positions (won %)	11 (81.82%)
		Profit trades (% of total)	27 (87.10%)	Loss trades (% of total)	4 (12.90%)
Largest		profit trade	505.54	loss trade	-4572.80
Average		profit trade	138.90	loss trade	-3513.70
Maximum		consecutive wins (profit in money)	18 (2769.10)	consecutive losses (loss in money)	1 (-4572.80)
Maximal		consecutive profit (count of wins)	2769.10 (18)	consecutive loss (count of losses)	-4572.80 (1)
Average		consecutive wins	9	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.01.05 17:00	sell	1	5.00	1.18720	1.19809	1.17720
2	2009.01.06 08:50	s/l	1	5.00	1.19809	1.19809	1.17720	-4544.13	5455.87
3	2009.01.06 08:50	buy	2	5.00	1.19874	1.18785	1.20874
4	2009.01.06 09:20	close	2	1.00	1.19968	1.18785	1.20874	78.35	5534.22
5	2009.01.06 09:20	buy	3	4.00	1.19874	1.18785	1.20874
6	2009.01.06 09:25	close	3	1.00	1.19925	1.18785	1.20874	42.53	5576.75
7	2009.01.06 09:25	buy	4	3.00	1.19874	1.18785	1.20874
8	2009.01.06 11:15	s/l	4	3.00	1.18785	1.18785	1.20874	-2753.06	2823.69
9	2009.01.06 11:15	sell	5	5.00	1.18668	1.19757	1.17668
10	2009.01.06 11:20	modify	5	5.00	1.18668	1.18667	1.17668
11	2009.01.06 11:20	close	5	1.00	1.18567	1.18667	1.17668	85.18	2908.87
12	2009.01.06 11:20	sell	6	4.00	1.18668	1.18667	1.17668
13	2009.01.06 11:25	close	6	1.00	1.18614	1.18667	1.17668	45.53	2954.40
14	2009.01.06 11:25	sell	7	3.00	1.18668	1.18667	1.17668
15	2009.01.06 11:27	s/l	7	3.00	1.18667	1.18667	1.17668	2.53	2956.93
16	2009.01.06 11:27	sell	8	5.00	1.18668	1.19757	1.17668
17	2009.01.06 11:27	close	8	1.00	1.18629	1.19757	1.17668	32.88	2989.81
18	2009.01.06 11:27	sell	9	4.00	1.18668	1.19757	1.17668
19	2009.01.06 11:37	close	9	1.00	1.18629	1.19757	1.17668	32.88	3022.69
20	2009.01.06 11:37	sell	10	3.00	1.18668	1.19757	1.17668
21	2009.01.06 14:20	modify	10	3.00	1.18668	1.18597	1.17668
22	2009.01.06 14:20	close	10	1.00	1.18497	1.18597	1.17668	144.31	3167.00
23	2009.01.06 14:20	sell	11	2.00	1.18668	1.18597	1.17668
24	2009.01.06 14:22	s/l	11	2.00	1.18597	1.18597	1.17668	119.73	3286.73
25	2009.01.06 14:22	sell	12	5.00	1.18517	1.19606	1.17517
26	2009.01.06 14:45	close	12	1.00	1.18461	1.19606	1.17517	47.27	3334.00
27	2009.01.06 14:45	sell	13	4.00	1.18517	1.19606	1.17517
28	2009.01.06 14:50	modify	13	4.00	1.18517	1.18359	1.17517
29	2009.01.06 14:50	close	13	1.00	1.18259	1.18359	1.17517	218.17	3552.17
30	2009.01.06 14:50	sell	14	3.00	1.18517	1.18359	1.17517
31	2009.01.06 14:52	s/l	14	3.00	1.18359	1.18359	1.17517	400.47	3952.64
32	2009.01.06 14:52	sell	15	5.00	1.18271	1.19360	1.17271
33	2009.01.06 15:15	close	15	1.00	1.18209	1.19360	1.17271	52.45	4005.09
34	2009.01.06 15:15	sell	16	4.00	1.18271	1.19360	1.17271
35	2009.01.06 15:20	modify	16	4.00	1.18271	1.18072	1.17271
36	2009.01.06 15:20	close	16	1.00	1.17972	1.18072	1.17271	253.45	4258.54
37	2009.01.06 15:20	sell	17	3.00	1.18271	1.18072	1.17271
38	2009.01.06 15:22	s/l	17	3.00	1.18072	1.18072	1.17271	505.54	4764.08
39	2009.01.06 15:22	sell	18	5.00	1.18002	1.19091	1.17002
40	2009.01.06 15:50	close	18	1.00	1.17905	1.19091	1.17002	82.27	4846.35
41	2009.01.06 15:50	sell	19	4.00	1.18002	1.19091	1.17002
42	2009.01.06 15:53	close	19	1.00	1.17959	1.19091	1.17002	36.45	4882.80
43	2009.01.06 15:53	sell	20	3.00	1.18002	1.19091	1.17002
44	2009.01.06 15:59	modify	20	3.00	1.18002	1.17789	1.17002
45	2009.01.06 15:59	close	20	1.00	1.17689	1.17789	1.17002	265.96	5148.76
46	2009.01.06 15:59	sell	21	2.00	1.18002	1.17789	1.17002
47	2009.01.06 16:00	close	21	1.00	1.17692	1.17789	1.17002	263.40	5412.16
48	2009.01.06 16:00	sell	22	1.00	1.18002	1.17789	1.17002
49	2009.01.06 16:03	s/l	22	1.00	1.17789	1.17789	1.17002	180.63	5592.79
50	2009.01.06 16:03	sell	23	5.00	1.17827	1.18916	1.16827
51	2009.01.07 16:15	s/l	23	5.00	1.18916	1.18916	1.16827	-4572.80	1019.99
52	2009.01.07 16:15	buy	24	5.00	1.19122	1.18033	1.20122
53	2009.01.07 16:20	modify	24	5.00	1.19122	1.19206	1.20122
54	2009.01.07 16:20	close	24	1.00	1.19306	1.19206	1.20122	154.23	1174.22
55	2009.01.07 16:20	buy	25	4.00	1.19122	1.19206	1.20122
56	2009.01.07 16:22	s/l	25	4.00	1.19206	1.19206	1.20122	282.06	1456.28
57	2009.01.07 16:22	buy	26	5.00	1.19213	1.18124	1.20213
58	2009.01.07 16:27	close	26	1.00	1.19241	1.18124	1.20213	23.48	1479.76
59	2009.01.07 16:27	buy	27	4.00	1.19213	1.18124	1.20213
60	2009.01.07 16:30	close	27	1.00	1.19261	1.18124	1.20213	40.25	1520.01
61	2009.01.07 16:30	buy	28	3.00	1.19213	1.18124	1.20213
62	2009.01.07 16:32	modify	28	3.00	1.19213	1.19290	1.20213
63	2009.01.07 16:32	close	28	1.00	1.19390	1.19290	1.20213	148.25	1668.26
64	2009.01.07 16:32	buy	29	2.00	1.19213	1.19290	1.20213
65	2009.01.07 16:35	close	29	1.00	1.19328	1.19290	1.20213	96.37	1764.63
66	2009.01.07 16:35	buy	30	1.00	1.19213	1.19290	1.20213
67	2009.01.07 16:37	modify	30	1.00	1.19213	1.19351	1.20213
68	2009.01.07 16:40	s/l	30	1.00	1.19351	1.19351	1.20213	115.77	1880.40
69	2009.01.07 16:40	buy	31	5.00	1.19294	1.18205	1.20294
70	2009.01.07 16:50	close at stop	31	5.00	1.18775	1.18205	1.20294	-2184.80	-304.40