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		Lots=0.1; KPeriod=8; DPeriod=3; Slowing=3; UseHMAConfirmation=true; HMAPeriod=15; HMAMethod=3; HMAPrice=0; DVBuySell=0.0011; DVStayOut=0.0073; ProfitMade=20; LossLimit=115; TrailStop=9999; PLBreakEven=9999; BasketProfit=10; BasketLoss=9999;
Bars in test	6211	Ticks modelled	152607	Modelling quality	n/a
Mismatched charts errors	70
Initial deposit	10000.00
Total net profit	-51.84	Gross profit	65.99	Gross loss	-117.83
Profit factor	0.56	Expected payoff	-1.30
Absolute drawdown	62.33	Maximal drawdown	70.33 (0.70%)	Relative drawdown	0.70% (70.33)
Total trades	40	Short positions (won %)	0 (0.00%)	Long positions (won %)	40 (72.50%)
		Profit trades (% of total)	29 (72.50%)	Loss trades (% of total)	11 (27.50%)
Largest		profit trade	2.60	loss trade	-11.42
Average		profit trade	2.28	loss trade	-10.71
Maximum		consecutive wins (profit in money)	10 (22.95)	consecutive losses (loss in money)	2 (-22.50)
Maximal		consecutive profit (count of wins)	22.95 (10)	consecutive loss (count of losses)	-22.50 (2)
Average		consecutive wins	4	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.03.17 10:15	buy	1	0.10	1.27234	1.27112	1.27261
2	2009.03.17 10:40	close	1	0.10	1.27255	1.27112	1.27261	1.65	10001.65
3	2009.04.06 04:53	buy	2	0.10	1.22337	1.22215	1.22364
4	2009.04.06 04:56	close	2	0.10	1.22359	1.22215	1.22364	1.80	10003.45
5	2009.04.08 15:47	buy	3	0.10	1.23336	1.23214	1.23363
6	2009.04.08 15:50	t/p	3	0.10	1.23363	1.23214	1.23363	2.19	10005.64
7	2009.04.10 09:30	buy	4	0.10	1.22578	1.22456	1.22605
8	2009.04.10 09:33	t/p	4	0.10	1.22605	1.22456	1.22605	2.20	10007.84
9	2009.04.28 00:52	buy	5	0.10	1.21992	1.21870	1.22019
10	2009.04.28 00:59	s/l	5	0.10	1.21870	1.21870	1.22019	-10.01	9997.83
11	2009.04.30 10:50	buy	6	0.10	1.19027	1.18905	1.19054
12	2009.04.30 10:57	s/l	6	0.10	1.18905	1.18905	1.19054	-10.26	9987.57
13	2009.05.06 06:20	buy	7	0.10	1.18010	1.17888	1.18037
14	2009.05.06 06:32	t/p	7	0.10	1.18037	1.17888	1.18037	2.28	9989.85
15	2009.05.15 07:59	buy	8	0.10	1.17120	1.16998	1.17147
16	2009.05.15 08:03	t/p	8	0.10	1.17147	1.16998	1.17147	2.31	9992.16
17	2009.05.19 11:47	buy	9	0.10	1.15731	1.15609	1.15758
18	2009.05.19 11:50	s/l	9	0.10	1.15609	1.15609	1.15758	-10.55	9981.61
19	2009.05.22 17:45	buy	10	0.10	1.12368	1.12246	1.12395
20	2009.05.22 18:10	s/l	10	0.10	1.12246	1.12246	1.12395	-10.87	9970.74
21	2009.05.22 22:17	buy	11	0.10	1.11965	1.11843	1.11992
22	2009.05.22 22:50	t/p	11	0.10	1.11992	1.11843	1.11992	2.41	9973.15
23	2009.05.28 09:10	buy	12	0.10	1.12439	1.12317	1.12466
24	2009.05.28 09:15	close	12	0.10	1.12318	1.12317	1.12466	-10.77	9962.38
25	2009.06.03 21:35	buy	13	0.10	1.11072	1.10950	1.11099
26	2009.06.03 21:37	t/p	13	0.10	1.11099	1.10950	1.11099	2.43	9964.81
27	2009.06.10 09:45	buy	14	0.10	1.09931	1.09809	1.09958
28	2009.06.10 09:47	close	14	0.10	1.09956	1.09809	1.09958	2.27	9967.08
29	2009.06.10 19:17	buy	15	0.10	1.11216	1.11094	1.11243
30	2009.06.10 19:20	t/p	15	0.10	1.11243	1.11094	1.11243	2.43	9969.51
31	2009.06.12 12:35	buy	16	0.10	1.11762	1.11640	1.11789
32	2009.06.12 12:40	close	16	0.10	1.11784	1.11640	1.11789	1.97	9971.48
33	2009.06.17 09:30	buy	17	0.10	1.12950	1.12828	1.12977
34	2009.06.17 09:37	s/l	17	0.10	1.12828	1.12828	1.12977	-10.81	9960.67
35	2009.06.25 10:35	buy	18	0.10	1.15302	1.15180	1.15329
36	2009.06.25 10:40	t/p	18	0.10	1.15329	1.15180	1.15329	2.34	9963.01
37	2009.06.25 14:43	buy	19	0.10	1.16208	1.16086	1.16235
38	2009.06.25 14:46	t/p	19	0.10	1.16235	1.16086	1.16235	2.33	9965.34
39	2009.06.26 01:40	buy	20	0.10	1.15435	1.15313	1.15462
40	2009.06.26 02:03	s/l	20	0.10	1.15313	1.15313	1.15462	-10.58	9954.76
41	2009.06.26 05:32	buy	21	0.10	1.15220	1.15098	1.15247
42	2009.06.26 06:50	close	21	0.10	1.15101	1.15098	1.15247	-10.34	9944.42
43	2009.06.30 22:53	buy	22	0.10	1.16194	1.16072	1.16221
44	2009.06.30 22:59	t/p	22	0.10	1.16221	1.16072	1.16221	2.33	9946.75
45	2009.07.08 00:52	buy	23	0.10	1.16638	1.16516	1.16665
46	2009.07.08 01:40	close	23	0.10	1.16664	1.16516	1.16665	2.23	9948.98
47	2009.07.09 23:25	buy	24	0.10	1.16126	1.16004	1.16153
48	2009.07.09 23:27	close	24	0.10	1.16151	1.16004	1.16153	2.15	9951.13
49	2009.07.21 20:45	buy	25	0.10	1.10725	1.10603	1.10752
50	2009.07.21 21:10	t/p	25	0.10	1.10752	1.10603	1.10752	2.44	9953.57
51	2009.07.29 04:30	buy	26	0.10	1.08146	1.08024	1.08173
52	2009.07.29 05:15	close	26	0.10	1.08171	1.08024	1.08173	2.31	9955.88
53	2009.08.21 00:15	buy	27	0.10	1.08782	1.08660	1.08809
54	2009.08.21 01:50	close	27	0.10	1.08803	1.08660	1.08809	1.93	9957.81
55	2009.08.24 17:12	buy	28	0.10	1.07362	1.07240	1.07389
56	2009.08.24 17:15	t/p	28	0.10	1.07389	1.07240	1.07389	2.51	9960.32
57	2009.08.27 10:37	buy	29	0.10	1.09827	1.09705	1.09854
58	2009.08.27 10:45	t/p	29	0.10	1.09854	1.09705	1.09854	2.46	9962.78
59	2009.08.31 23:45	buy	30	0.10	1.09442	1.09320	1.09469
60	2009.09.01 02:37	close	30	0.10	1.09466	1.09320	1.09469	2.14	9964.92
61	2009.09.01 17:27	buy	31	0.10	1.10168	1.10046	1.10195
62	2009.09.01 17:40	t/p	31	0.10	1.10195	1.10046	1.10195	2.45	9967.37
63	2009.09.28 08:00	buy	32	0.10	1.09735	1.09613	1.09762
64	2009.09.28 08:15	s/l	32	0.10	1.09613	1.09613	1.09762	-11.14	9956.23
65	2009.10.08 09:52	buy	33	0.10	1.05544	1.05422	1.05571
66	2009.10.08 10:15	close	33	0.10	1.05568	1.05422	1.05571	2.27	9958.50
67	2009.10.15 21:30	buy	34	0.10	1.03484	1.03362	1.03511
68	2009.10.15 22:02	close	34	0.10	1.03509	1.03362	1.03511	2.42	9960.92
69	2009.10.19 01:03	buy	35	0.10	1.03792	1.03670	1.03819
70	2009.10.19 01:16	t/p	35	0.10	1.03819	1.03670	1.03819	2.60	9963.52
71	2009.10.30 11:16	buy	36	0.10	1.06910	1.06788	1.06937
72	2009.10.30 11:50	s/l	36	0.10	1.06788	1.06788	1.06937	-11.42	9952.10
73	2009.11.12 11:32	buy	37	0.10	1.04794	1.04672	1.04821
74	2009.11.12 11:50	close	37	0.10	1.04678	1.04672	1.04821	-11.08	9941.02
75	2009.11.18 01:59	buy	38	0.10	1.05057	1.04935	1.05084
76	2009.11.18 02:10	t/p	38	0.10	1.05084	1.04935	1.05084	2.57	9943.59
77	2009.11.25 15:35	buy	39	0.10	1.04805	1.04683	1.04832
78	2009.11.25 15:40	t/p	39	0.10	1.04832	1.04683	1.04832	2.58	9946.17
79	2009.12.21 15:15	buy	40	0.10	1.05571	1.05449	1.05598
80	2009.12.21 15:37	close	40	0.10	1.05592	1.05449	1.05598	1.99	9948.16