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=50; Lots=1; TrailingStop=30; MACDOpenLevel=3; MACDCloseLevel=2; MATrendPeriod=26; OpenTimeStart=1530; OpenTimeEnd=1730; CloseTime=2300; mytime=-1;
Bars in test	6211	Ticks modelled	152607	Modelling quality	n/a
Mismatched charts errors	70
Initial deposit	10000.00
Total net profit	-10080.13	Gross profit	1942.08	Gross loss	-12022.21
Profit factor	0.16	Expected payoff	-197.65
Absolute drawdown	10080.13	Maximal drawdown	11982.98 (100.67%)	Relative drawdown	100.67% (11982.98)
Total trades	51	Short positions (won %)	17 (100.00%)	Long positions (won %)	34 (94.12%)
		Profit trades (% of total)	49 (96.08%)	Loss trades (% of total)	2 (3.92%)
Largest		profit trade	40.98	loss trade	-6037.71
Average		profit trade	39.63	loss trade	-6011.11
Maximum		consecutive wins (profit in money)	49 (1942.08)	consecutive losses (loss in money)	2 (-12022.21)
Maximal		consecutive profit (count of wins)	1942.08 (49)	consecutive loss (count of losses)	-12022.21 (2)
Average		consecutive wins	49	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.01.16 17:00	buy	1	1.00	1.24812	0.00000	1.24862
2	2009.01.16 17:02	buy	2	1.00	1.24821	0.00000	1.24871
3	2009.01.16 17:40	t/p	1	1.00	1.24862	0.00000	1.24862	39.99	10039.99
4	2009.01.16 17:40	t/p	2	1.00	1.24871	0.00000	1.24871	39.99	10079.98
5	2009.01.16 17:40	buy	3	1.00	1.25061	0.00000	1.25111
6	2009.01.16 17:42	buy	4	1.00	1.24978	0.00000	1.25028
7	2009.01.16 17:45	t/p	3	1.00	1.25111	0.00000	1.25111	39.91	10119.89
8	2009.01.16 17:45	t/p	4	1.00	1.25028	0.00000	1.25028	39.90	10159.79
9	2009.01.16 17:45	buy	5	1.00	1.25310	0.00000	1.25360
10	2009.01.16 17:47	buy	6	1.00	1.25227	0.00000	1.25277
11	2009.01.16 17:50	t/p	5	1.00	1.25360	0.00000	1.25360	39.83	10199.62
12	2009.01.16 17:50	t/p	6	1.00	1.25277	0.00000	1.25277	39.83	10239.45
13	2009.01.16 17:50	buy	7	1.00	1.25560	0.00000	1.25610
14	2009.01.16 17:52	buy	8	1.00	1.25394	0.00000	1.25444
15	2009.01.16 17:55	t/p	8	1.00	1.25444	0.00000	1.25444	39.85	10279.30
16	2009.01.16 17:55	buy	9	1.00	1.25477	0.00000	1.25527
17	2009.01.16 18:15	t/p	9	1.00	1.25527	0.00000	1.25527	39.81	10319.11
18	2009.01.16 18:20	t/p	7	1.00	1.25610	0.00000	1.25610	39.76	10358.87
19	2009.01.20 16:20	sell	10	1.00	1.25886	0.00000	1.25836
20	2009.01.20 16:22	sell	11	1.00	1.25984	0.00000	1.25934
21	2009.01.20 16:45	t/p	11	1.00	1.25934	0.00000	1.25934	39.71	10398.58
22	2009.01.20 16:45	sell	12	1.00	1.25907	0.00000	1.25857
23	2009.01.20 16:50	t/p	10	1.00	1.25836	0.00000	1.25836	39.74	10438.32
24	2009.01.20 16:50	t/p	12	1.00	1.25857	0.00000	1.25857	39.75	10478.07
25	2009.01.20 16:50	sell	13	1.00	1.25786	0.00000	1.25736
26	2009.01.20 16:52	sell	14	1.00	1.25847	0.00000	1.25797
27	2009.01.21 21:02	t/p	14	1.00	1.25797	0.00000	1.25797	39.16	10517.23
28	2009.01.21 21:50	t/p	13	1.00	1.25736	0.00000	1.25736	39.24	10556.47
29	2009.01.29 16:02	buy	15	1.00	1.21959	0.00000	1.22009
30	2009.01.29 18:20	t/p	15	1.00	1.22009	0.00000	1.22009	40.98	10597.45
31	2009.02.03 15:02	sell	16	1.00	1.24516	0.00000	1.24466
32	2009.02.03 15:05	t/p	16	1.00	1.24466	0.00000	1.24466	40.17	10637.62
33	2009.02.03 15:07	sell	17	1.00	1.24585	0.00000	1.24535
34	2009.02.03 15:10	t/p	17	1.00	1.24535	0.00000	1.24535	40.22	10677.84
35	2009.02.03 15:12	sell	18	1.00	1.24379	0.00000	1.24329
36	2009.02.03 15:15	t/p	18	1.00	1.24329	0.00000	1.24329	40.28	10718.12
37	2009.02.05 15:02	buy	19	1.00	1.23370	0.00000	1.23420
38	2009.02.05 15:07	t/p	19	1.00	1.23420	0.00000	1.23420	40.51	10758.63
39	2009.02.05 15:07	buy	20	1.00	1.23439	0.00000	1.23489
40	2009.02.05 15:12	buy	21	1.00	1.23233	0.00000	1.23283
41	2009.02.05 22:20	t/p	21	1.00	1.23283	0.00000	1.23283	40.55	10799.18
42	2009.02.06 03:33	t/p	20	1.00	1.23489	0.00000	1.23489	39.98	10839.16
43	2009.02.12 15:02	sell	22	1.00	1.24248	0.00000	1.24198
44	2009.02.12 22:37	t/p	22	1.00	1.24198	0.00000	1.24198	40.26	10879.42
45	2009.02.13 16:50	buy	23	1.00	1.24062	0.00000	1.24112
46	2009.02.13 16:55	buy	24	1.00	1.24004	0.00000	1.24054
47	2009.02.13 17:10	t/p	23	1.00	1.24112	0.00000	1.24112	40.26	10919.68
48	2009.02.13 17:10	t/p	24	1.00	1.24054	0.00000	1.24054	40.26	10959.94
49	2009.02.16 17:00	sell	25	1.00	1.24290	0.00000	1.24240
50	2009.02.16 17:05	sell	26	1.00	1.24274	0.00000	1.24224
51	2009.02.16 23:15	t/p	25	1.00	1.24240	0.00000	1.24240	40.25	11000.19
52	2009.02.16 23:15	t/p	26	1.00	1.24224	0.00000	1.24224	40.25	11040.44
53	2009.02.19 16:50	buy	27	1.00	1.26002	0.00000	1.26052
54	2009.02.19 16:55	buy	28	1.00	1.25950	0.00000	1.26000
55	2009.02.20 06:15	t/p	27	1.00	1.26052	0.00000	1.26052	39.16	11079.60
56	2009.02.20 06:15	t/p	28	1.00	1.26000	0.00000	1.26000	39.16	11118.75
57	2009.02.20 16:15	sell	29	1.00	1.26025	0.00000	1.25975
58	2009.02.20 16:20	t/p	29	1.00	1.25975	0.00000	1.25975	39.71	11158.46
59	2009.02.20 16:22	sell	30	1.00	1.25957	0.00000	1.25907
60	2009.02.20 16:25	sell	31	1.00	1.25923	0.00000	1.25873
61	2009.02.20 17:16	t/p	30	1.00	1.25907	0.00000	1.25907	39.74	11198.20
62	2009.02.20 17:16	t/p	31	1.00	1.25873	0.00000	1.25873	39.74	11237.94
63	2009.02.20 17:30	sell	32	1.00	1.25945	0.00000	1.25895
64	2009.02.20 17:32	sell	33	1.00	1.25946	0.00000	1.25896
65	2009.02.20 17:35	t/p	32	1.00	1.25895	0.00000	1.25895	39.71	11277.65
66	2009.02.20 17:35	t/p	33	1.00	1.25896	0.00000	1.25896	39.72	11317.37
67	2009.02.20 17:37	sell	34	1.00	1.26015	0.00000	1.25965
68	2009.02.20 17:40	t/p	34	1.00	1.25965	0.00000	1.25965	39.76	11357.13
69	2009.03.06 16:50	buy	35	1.00	1.28877	0.00000	1.28927
70	2009.03.06 17:00	buy	36	1.00	1.28654	0.00000	1.28704
71	2009.03.06 17:10	t/p	36	1.00	1.28704	0.00000	1.28704	38.85	11395.98
72	2009.03.06 17:12	buy	37	1.00	1.28699	0.00000	1.28749
73	2009.03.06 17:15	t/p	37	1.00	1.28749	0.00000	1.28749	38.83	11434.81
74	2009.03.06 17:40	buy	38	1.00	1.28687	0.00000	1.28737
75	2009.03.06 19:20	t/p	38	1.00	1.28737	0.00000	1.28737	38.81	11473.62
76	2009.03.06 21:20	t/p	35	1.00	1.28927	0.00000	1.28927	38.77	11512.39
77	2009.03.11 17:15	buy	39	1.00	1.28493	0.00000	1.28543
78	2009.03.11 17:17	buy	40	1.00	1.28435	0.00000	1.28485
79	2009.03.11 17:20	t/p	39	1.00	1.28543	0.00000	1.28543	38.87	11551.26
80	2009.03.11 17:20	t/p	40	1.00	1.28485	0.00000	1.28485	38.86	11590.12
81	2009.03.11 17:20	buy	41	1.00	1.28667	0.00000	1.28717
82	2009.03.11 17:22	buy	42	1.00	1.28551	0.00000	1.28601
83	2009.03.11 17:50	t/p	42	1.00	1.28601	0.00000	1.28601	38.86	11628.98
84	2009.03.11 17:50	buy	43	1.00	1.28690	0.00000	1.28740
85	2009.03.11 18:10	t/p	41	1.00	1.28717	0.00000	1.28717	38.84	11667.82
86	2009.03.11 18:15	t/p	43	1.00	1.28740	0.00000	1.28740	38.80	11706.62
87	2009.03.16 15:37	buy	44	1.00	1.27254	0.00000	1.27304
88	2009.03.16 16:50	buy	45	1.00	1.27281	0.00000	1.27331
89	2009.03.16 17:02	t/p	44	1.00	1.27304	0.00000	1.27304	39.26	11745.88
90	2009.03.16 17:02	t/p	45	1.00	1.27331	0.00000	1.27331	39.26	11785.14
91	2009.03.18 16:40	buy	46	1.00	1.27137	0.00000	1.27187
92	2009.03.18 16:45	t/p	46	1.00	1.27187	0.00000	1.27187	39.27	11824.41
93	2009.03.18 16:45	buy	47	1.00	1.27330	0.00000	1.27380
94	2009.03.18 16:47	buy	48	1.00	1.27266	0.00000	1.27316
95	2009.03.18 16:50	t/p	47	1.00	1.27380	0.00000	1.27380	39.22	11863.63
96	2009.03.18 16:50	t/p	48	1.00	1.27316	0.00000	1.27316	39.22	11902.85
97	2009.03.18 16:50	buy	49	1.00	1.27522	0.00000	1.27572
98	2009.03.18 16:52	buy	50	1.00	1.27394	0.00000	1.27444
99	2009.03.18 16:55	t/p	50	1.00	1.27444	0.00000	1.27444	39.23	11942.08
100	2009.03.18 16:55	buy	51	1.00	1.27458	0.00000	1.27508
101	2009.04.15 17:50	close at stop	51	1.00	1.20277	0.00000	1.27508	-5984.50	5957.58
102	2009.04.15 17:50	close at stop	49	1.00	1.20277	0.00000	1.27572	-6037.71	-80.13