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		S1a="---------------- NonLagMA Settings"; Price=0; Length=12; Displace=0; PctFilter=1; Color=1; ColorBarBack=1; Deviation=0; SoundAlertMode=0; S1b="---------------- MACD Settings"; MACDFast=12; MACDSlow=26; MACDSMA=1; S1c="---------------- MACD Settings"; StochKP=12; StochDP=12; StochSP=4; BuyLevel=30; SellLevel=60; S2="---------------- Money Management"; Lots=0.01; RiskMM=false; RiskPercent=1; MaxLots=20; S3="---------------- Order Management"; StopLoss=0; TakeProfit=0; HideSL=false; HideTP=false; TrailingStop=0; TrailingStep=0; BreakEven=0; MaxOrders=1; Slippage=2; Magic=2009; S6="---------------- Extras"; Hedge=false; HedgeSL=0; HedgeTP=0; ReverseSystem=false;
Bars in test	6211	Ticks modelled	152607	Modelling quality	n/a
Mismatched charts errors	70
Initial deposit	10000.00
Total net profit	3.91	Gross profit	322.49	Gross loss	-318.57
Profit factor	1.01	Expected payoff	0.10
Absolute drawdown	124.31	Maximal drawdown	145.45 (1.45%)	Relative drawdown	1.45% (145.45)
Total trades	41	Short positions (won %)	20 (40.00%)	Long positions (won %)	21 (52.38%)
		Profit trades (% of total)	19 (46.34%)	Loss trades (% of total)	22 (53.66%)
Largest		profit trade	63.88	loss trade	-35.44
Average		profit trade	16.97	loss trade	-14.48
Maximum		consecutive wins (profit in money)	3 (92.26)	consecutive losses (loss in money)	5 (-40.18)
Maximal		consecutive profit (count of wins)	92.26 (3)	consecutive loss (count of losses)	-52.43 (3)
Average		consecutive wins	2	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.01.09 03:00	buy	1	0.01	1.18504	0.00000	0.00000
2	2009.01.12 15:00	close	1	0.01	1.19403	0.00000	0.00000	7.52	10007.52
3	2009.01.12 15:02	sell	2	0.01	1.19432	0.00000	0.00000
4	2009.01.14 10:00	close	2	0.01	1.22169	0.00000	0.00000	-22.41	9985.11
5	2009.01.14 10:02	buy	3	0.01	1.22325	0.00000	0.00000
6	2009.01.15 21:00	close	3	0.01	1.25065	0.00000	0.00000	21.88	10007.00
7	2009.01.15 21:02	sell	4	0.01	1.24963	0.00000	0.00000
8	2009.01.23 06:00	close	4	0.01	1.25751	0.00000	0.00000	-6.30	10000.70
9	2009.01.23 06:02	buy	5	0.01	1.25704	0.00000	0.00000
10	2009.01.29 13:00	close	5	0.01	1.21408	0.00000	0.00000	-35.44	9965.26
11	2009.01.29 13:02	sell	6	0.01	1.21427	0.00000	0.00000
12	2009.04.06 08:00	close	6	0.01	1.22709	0.00000	0.00000	-10.69	9954.57
13	2009.04.06 08:02	buy	7	0.01	1.22704	0.00000	0.00000
14	2009.04.06 23:00	close	7	0.01	1.23795	0.00000	0.00000	8.81	9963.38
15	2009.04.06 23:02	sell	8	0.01	1.23771	0.00000	0.00000
16	2009.04.10 03:00	close	8	0.01	1.22647	0.00000	0.00000	9.14	9972.52
17	2009.04.10 03:03	buy	9	0.01	1.22687	0.00000	0.00000
18	2009.04.10 17:00	close	9	0.01	1.22616	0.00000	0.00000	-0.58	9971.94
19	2009.04.10 17:05	sell	10	0.01	1.22659	0.00000	0.00000
20	2009.04.13 12:00	close	10	0.01	1.22725	0.00000	0.00000	-0.54	9971.39
21	2009.04.13 12:03	buy	11	0.01	1.22761	0.00000	0.00000
22	2009.04.17 09:20	close	11	0.01	1.20987	0.00000	0.00000	-14.72	9956.68
23	2009.04.17 13:00	sell	12	0.01	1.20977	0.00000	0.00000
24	2009.04.24 04:00	close	12	0.01	1.22690	0.00000	0.00000	-13.99	9942.69
25	2009.04.24 04:02	buy	13	0.01	1.22672	0.00000	0.00000
26	2009.04.27 14:00	close	13	0.01	1.21415	0.00000	0.00000	-10.36	9932.33
27	2009.04.27 14:02	sell	14	0.01	1.21433	0.00000	0.00000
28	2009.05.19 15:00	close	14	0.01	1.16096	0.00000	0.00000	45.89	9978.22
29	2009.05.19 15:02	buy	15	0.01	1.16199	0.00000	0.00000
30	2009.05.25 18:00	close	15	0.01	1.12541	0.00000	0.00000	-32.56	9945.66
31	2009.05.25 18:02	sell	16	0.01	1.12584	0.00000	0.00000
32	2009.05.27 14:00	close	16	0.01	1.11701	0.00000	0.00000	7.90	9953.57
33	2009.05.27 14:02	buy	17	0.01	1.11690	0.00000	0.00000
34	2009.06.02 12:00	close	17	0.01	1.09057	0.00000	0.00000	-24.20	9929.37
35	2009.06.02 12:02	sell	18	0.01	1.09027	0.00000	0.00000
36	2009.06.09 06:00	close	18	0.01	1.11977	0.00000	0.00000	-26.37	9903.01
37	2009.06.09 06:02	buy	19	0.01	1.12021	0.00000	0.00000
38	2009.06.25 06:00	close	19	0.01	1.15390	0.00000	0.00000	29.03	9932.04
39	2009.06.25 06:02	sell	20	0.01	1.15403	0.00000	0.00000
40	2009.07.07 04:00	close	20	0.01	1.16242	0.00000	0.00000	-7.26	9924.78
41	2009.07.07 04:02	buy	21	0.01	1.16239	0.00000	0.00000
42	2009.07.08 05:00	close	21	0.01	1.16479	0.00000	0.00000	2.05	9926.83
43	2009.07.08 05:03	sell	22	0.01	1.16395	0.00000	0.00000
44	2009.07.14 05:00	close	22	0.01	1.15364	0.00000	0.00000	8.92	9935.75
45	2009.07.14 05:02	buy	23	0.01	1.15367	0.00000	0.00000
46	2009.07.16 14:00	close	23	0.01	1.11818	0.00000	0.00000	-31.78	9903.97
47	2009.07.16 14:02	sell	24	0.01	1.11810	0.00000	0.00000
48	2009.07.30 22:00	close	24	0.01	1.08489	0.00000	0.00000	30.56	9934.53
49	2009.07.30 22:02	buy	25	0.01	1.08378	0.00000	0.00000
50	2009.08.04 19:00	close	25	0.01	1.06743	0.00000	0.00000	-15.35	9919.18
51	2009.08.04 19:02	sell	26	0.01	1.06731	0.00000	0.00000
52	2009.08.13 02:00	close	26	0.01	1.09019	0.00000	0.00000	-21.03	9898.15
53	2009.08.13 02:02	buy	27	0.01	1.08983	0.00000	0.00000
54	2009.08.17 14:40	close	27	0.01	1.10773	0.00000	0.00000	16.14	9914.29
55	2009.08.17 14:42	sell	28	0.01	1.10806	0.00000	0.00000
56	2009.08.19 05:00	close	28	0.01	1.10358	0.00000	0.00000	4.05	9918.35
57	2009.08.19 05:02	buy	29	0.01	1.10348	0.00000	0.00000
58	2009.08.26 06:00	close	29	0.01	1.08550	0.00000	0.00000	-16.62	9901.72
59	2009.08.26 06:02	sell	30	0.01	1.08516	0.00000	0.00000
60	2009.08.28 06:00	close	30	0.01	1.08964	0.00000	0.00000	-4.12	9897.60
61	2009.08.28 06:02	buy	31	0.01	1.08958	0.00000	0.00000
62	2009.08.31 16:45	close	31	0.01	1.10038	0.00000	0.00000	9.80	9907.40
63	2009.09.09 04:00	sell	32	0.01	1.07646	0.00000	0.00000
64	2009.09.15 06:00	close	32	0.01	1.08446	0.00000	0.00000	-7.40	9900.00
65	2009.09.15 06:02	buy	33	0.01	1.08466	0.00000	0.00000
66	2009.09.28 14:00	close	33	0.01	1.09562	0.00000	0.00000	9.88	9909.88
67	2009.09.28 14:02	sell	34	0.01	1.09533	0.00000	0.00000
68	2009.10.14 12:00	close	34	0.01	1.02950	0.00000	0.00000	63.88	9973.76
69	2009.10.14 12:03	buy	35	0.01	1.02967	0.00000	0.00000
70	2009.10.21 16:00	close	35	0.01	1.04914	0.00000	0.00000	18.50	9992.25
71	2009.10.21 16:02	sell	36	0.01	1.04894	0.00000	0.00000
72	2009.11.09 23:00	close	36	0.01	1.05589	0.00000	0.00000	-6.65	9985.60
73	2009.11.09 23:02	buy	37	0.01	1.05571	0.00000	0.00000
74	2009.11.23 00:00	close	37	0.01	1.07010	0.00000	0.00000	13.32	9998.92
75	2009.11.23 00:02	sell	38	0.01	1.07030	0.00000	0.00000
76	2009.11.25 09:00	close	38	0.01	1.05654	0.00000	0.00000	13.01	10011.93
77	2009.11.25 09:02	buy	39	0.01	1.05633	0.00000	0.00000
78	2009.11.26 23:00	close	39	0.01	1.05869	0.00000	0.00000	2.20	10014.14
79	2009.11.26 23:02	sell	40	0.01	1.05782	0.00000	0.00000
80	2009.12.22 23:00	close	40	0.01	1.05824	0.00000	0.00000	-0.49	10013.65
81	2009.12.22 23:02	buy	41	0.01	1.05752	0.00000	0.00000
82	2009.12.30 08:50	close	41	0.01	1.04740	0.00000	0.00000	-9.73	10003.91