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		TrailingStop=200; magicnumber=143; MaxOrders=1; Prots=15;
Bars in test	6211	Ticks modelled	152607	Modelling quality	n/a
Mismatched charts errors	70
Initial deposit	10000.00
Total net profit	-10051.74	Gross profit	703.20	Gross loss	-10754.94
Profit factor	0.07	Expected payoff	-3350.58
Absolute drawdown	10051.74	Maximal drawdown	11010.24 (100.47%)	Relative drawdown	100.47% (11010.24)
Total trades	3	Short positions (won %)	2 (50.00%)	Long positions (won %)	1 (100.00%)
		Profit trades (% of total)	2 (66.67%)	Loss trades (% of total)	1 (33.33%)
Largest		profit trade	463.30	loss trade	-10754.94
Average		profit trade	351.60	loss trade	-10754.94
Maximum		consecutive wins (profit in money)	2 (703.20)	consecutive losses (loss in money)	1 (-10754.94)
Maximal		consecutive profit (count of wins)	703.20 (2)	consecutive loss (count of losses)	-10754.94 (1)
Average		consecutive wins	2	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.01.06 04:00	buy	1	1.50	1.19262	0.00000	0.00000
2	2009.01.06 05:50	modify	1	1.50	1.19262	1.19278	0.00000
3	2009.01.06 06:03	modify	1	1.50	1.19262	1.19320	0.00000
4	2009.01.06 06:10	modify	1	1.50	1.19262	1.19387	0.00000
5	2009.01.06 06:16	modify	1	1.50	1.19262	1.19453	0.00000
6	2009.01.06 07:15	s/l	1	1.50	1.19453	1.19453	0.00000	239.90	10239.90
7	2009.01.06 15:00	sell	2	1.50	1.18502	0.00000	0.00000
8	2009.01.06 15:15	modify	2	1.50	1.18502	1.18374	0.00000
9	2009.01.06 15:20	modify	2	1.50	1.18502	1.18137	0.00000
10	2009.01.06 15:27	s/l	2	1.50	1.18137	1.18137	0.00000	463.30	10703.20
11	2009.01.06 16:00	sell	3	1.60	1.17603	0.00000	0.00000
12	2009.01.15 16:20	close at stop	3	1.60	1.26069	0.00000	0.00000	-10754.94	-51.74