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		MagicNumber=0; SignalMail=false; EachTickMode=false; Lots=1; Slippage=3; StopLossMode=false; StopLoss=40; TakeProfitMode=false; TakeProfit=80; TrailingStopMode=false; TrailingStop=20;
Bars in test	6211	Ticks modelled	152607	Modelling quality	n/a
Mismatched charts errors	70
Initial deposit	10000.00
Total net profit	-9064.30	Gross profit	9668.60	Gross loss	-18732.89
Profit factor	0.52	Expected payoff	-114.74
Absolute drawdown	9085.40	Maximal drawdown	10160.38 (91.74%)	Relative drawdown	91.74% (10160.38)
Total trades	79	Short positions (won %)	79 (26.58%)	Long positions (won %)	0 (0.00%)
		Profit trades (% of total)	21 (26.58%)	Loss trades (% of total)	58 (73.42%)
Largest		profit trade	2442.89	loss trade	-779.77
Average		profit trade	460.41	loss trade	-322.98
Maximum		consecutive wins (profit in money)	2 (2741.52)	consecutive losses (loss in money)	6 (-1931.89)
Maximal		consecutive profit (count of wins)	2741.52 (2)	consecutive loss (count of losses)	-2040.35 (4)
Average		consecutive wins	1	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.01.05 18:00	sell	1	1.00	1.19170	0.00000	0.00000
2	2009.01.06 06:00	close	1	1.00	1.19464	0.00000	0.00000	-246.69	9753.31
3	2009.01.06 12:00	sell	2	1.00	1.19209	0.00000	0.00000
4	2009.01.07 00:00	close	2	1.00	1.18464	0.00000	0.00000	628.29	10381.60
5	2009.01.07 07:00	sell	3	1.00	1.18450	0.00000	0.00000
6	2009.01.07 08:00	close	3	1.00	1.18504	0.00000	0.00000	-45.57	10336.03
7	2009.01.07 09:00	sell	4	1.00	1.18200	0.00000	0.00000
8	2009.01.07 17:00	close	4	1.00	1.18902	0.00000	0.00000	-590.40	9745.63
9	2009.01.08 08:00	sell	5	1.00	1.19475	0.00000	0.00000
10	2009.01.08 09:00	close	5	1.00	1.20327	0.00000	0.00000	-708.07	9037.56
11	2009.01.08 15:00	sell	6	1.00	1.19330	0.00000	0.00000
12	2009.01.09 03:00	close	6	1.00	1.18469	0.00000	0.00000	726.18	9763.75
13	2009.01.09 14:00	sell	7	1.00	1.18366	0.00000	0.00000
14	2009.01.09 15:00	close	7	1.00	1.18968	0.00000	0.00000	-506.02	9257.73
15	2009.01.09 21:00	sell	8	1.00	1.18675	0.00000	0.00000
16	2009.01.09 22:00	close	8	1.00	1.19099	0.00000	0.00000	-356.01	8901.72
17	2009.01.12 00:00	sell	9	1.00	1.18985	0.00000	0.00000
18	2009.01.12 03:00	close	9	1.00	1.18961	0.00000	0.00000	20.17	8921.89
19	2009.01.13 23:00	sell	10	1.00	1.22460	0.00000	0.00000
20	2009.01.14 11:00	close	10	1.00	1.22394	0.00000	0.00000	53.33	8975.22
21	2009.01.15 08:00	sell	11	1.00	1.24556	0.00000	0.00000
22	2009.01.15 09:00	close	11	1.00	1.24984	0.00000	0.00000	-342.44	8632.78
23	2009.01.15 12:00	sell	12	1.00	1.24311	0.00000	0.00000
24	2009.01.15 15:00	close	12	1.00	1.24716	0.00000	0.00000	-324.74	8308.04
25	2009.01.15 22:00	sell	13	1.00	1.25130	0.00000	0.00000
26	2009.01.16 17:00	close	13	1.00	1.24854	0.00000	0.00000	220.47	8528.51
27	2009.01.19 00:00	sell	14	1.00	1.23840	0.00000	0.00000
28	2009.01.19 09:00	close	14	1.00	1.24684	0.00000	0.00000	-676.91	7851.60
29	2009.01.19 12:00	sell	15	1.00	1.23974	0.00000	0.00000
30	2009.01.19 14:00	close	15	1.00	1.24934	0.00000	0.00000	-768.41	7083.19
31	2009.01.20 18:00	sell	16	1.00	1.26030	0.00000	0.00000
32	2009.01.20 20:00	close	16	1.00	1.26483	0.00000	0.00000	-358.15	6725.04
33	2009.01.21 03:00	sell	17	1.00	1.26344	0.00000	0.00000
34	2009.01.21 08:00	close	17	1.00	1.26644	0.00000	0.00000	-236.88	6488.16
35	2009.01.21 12:00	sell	18	1.00	1.26258	0.00000	0.00000
36	2009.01.21 16:00	close	18	1.00	1.26135	0.00000	0.00000	97.51	6585.67
37	2009.01.21 21:00	sell	19	1.00	1.26115	0.00000	0.00000
38	2009.01.22 13:00	close	19	1.00	1.26134	0.00000	0.00000	-16.82	6568.85
39	2009.01.22 19:00	sell	20	1.00	1.26035	0.00000	0.00000
40	2009.01.23 05:00	close	20	1.00	1.25659	0.00000	0.00000	298.63	6867.48
41	2009.01.23 16:00	sell	21	1.00	1.25692	0.00000	0.00000
42	2009.01.26 20:00	close	21	1.00	1.22694	0.00000	0.00000	2442.89	9310.37
43	2009.01.27 00:00	sell	22	1.00	1.22140	0.00000	0.00000
44	2009.01.27 03:00	close	22	1.00	1.22427	0.00000	0.00000	-234.43	9075.94
45	2009.01.27 04:00	sell	23	1.00	1.22144	0.00000	0.00000
46	2009.01.27 08:00	close	23	1.00	1.22504	0.00000	0.00000	-293.87	8782.07
47	2009.01.27 09:00	sell	24	1.00	1.21929	0.00000	0.00000
48	2009.01.27 13:00	close	24	1.00	1.22501	0.00000	0.00000	-466.93	8315.14
49	2009.01.27 21:00	sell	25	1.00	1.22640	0.00000	0.00000
50	2009.01.27 22:00	close	25	1.00	1.22654	0.00000	0.00000	-11.41	8303.73
51	2009.01.28 02:00	sell	26	1.00	1.22668	0.00000	0.00000
52	2009.01.28 03:00	close	26	1.00	1.22749	0.00000	0.00000	-65.99	8237.74
53	2009.01.28 09:00	sell	27	1.00	1.22260	0.00000	0.00000
54	2009.01.28 22:00	close	27	1.00	1.21576	0.00000	0.00000	562.61	8800.35
55	2009.01.29 00:00	sell	28	1.00	1.21164	0.00000	0.00000
56	2009.01.29 02:00	close	28	1.00	1.21709	0.00000	0.00000	-447.79	8352.56
57	2009.01.29 13:00	sell	29	1.00	1.21408	0.00000	0.00000
58	2009.01.29 18:00	close	29	1.00	1.21881	0.00000	0.00000	-388.08	7964.48
59	2009.01.30 09:00	sell	30	1.00	1.22649	0.00000	0.00000
60	2009.01.30 10:00	close	30	1.00	1.23194	0.00000	0.00000	-442.39	7522.09
61	2009.01.30 20:00	sell	31	1.00	1.23454	0.00000	0.00000
62	2009.02.02 04:00	close	31	1.00	1.23292	0.00000	0.00000	130.81	7652.90
63	2009.02.02 19:00	sell	32	1.00	1.23990	0.00000	0.00000
64	2009.02.02 20:00	close	32	1.00	1.24479	0.00000	0.00000	-392.84	7260.06
65	2009.02.03 05:00	sell	33	1.00	1.24059	0.00000	0.00000
66	2009.02.03 09:00	close	33	1.00	1.24231	0.00000	0.00000	-138.45	7121.61
67	2009.02.03 16:00	sell	34	1.00	1.24148	0.00000	0.00000
68	2009.02.04 09:00	close	34	1.00	1.23912	0.00000	0.00000	189.87	7311.48
69	2009.02.04 16:00	sell	35	1.00	1.22883	0.00000	0.00000
70	2009.02.04 22:00	close	35	1.00	1.23231	0.00000	0.00000	-282.40	7029.08
71	2009.02.05 08:00	sell	36	1.00	1.23225	0.00000	0.00000
72	2009.02.05 09:00	close	36	1.00	1.23694	0.00000	0.00000	-379.16	6649.92
73	2009.02.05 11:00	sell	37	1.00	1.22825	0.00000	0.00000
74	2009.02.05 15:00	close	37	1.00	1.23335	0.00000	0.00000	-413.51	6236.41
75	2009.02.05 17:00	sell	38	1.00	1.23018	0.00000	0.00000
76	2009.02.05 23:00	close	38	1.00	1.23294	0.00000	0.00000	-223.86	6012.55
77	2009.02.06 18:00	sell	39	1.00	1.23890	0.00000	0.00000
78	2009.02.09 09:00	close	39	1.00	1.22726	0.00000	0.00000	947.86	6960.42
79	2009.02.09 15:00	sell	40	1.00	1.22455	0.00000	0.00000
80	2009.02.10 02:00	close	40	1.00	1.22632	0.00000	0.00000	-144.92	6815.50
81	2009.02.10 09:00	sell	41	1.00	1.22252	0.00000	0.00000
82	2009.02.10 10:00	close	41	1.00	1.22434	0.00000	0.00000	-148.65	6666.85
83	2009.02.10 15:00	sell	42	1.00	1.22407	0.00000	0.00000
84	2009.02.10 18:00	close	42	1.00	1.23369	0.00000	0.00000	-779.77	5887.08
85	2009.02.11 09:00	sell	43	1.00	1.24265	0.00000	0.00000
86	2009.02.11 10:00	close	43	1.00	1.24631	0.00000	0.00000	-293.67	5593.41
87	2009.02.11 18:00	sell	44	1.00	1.24185	0.00000	0.00000
88	2009.02.12 05:00	close	44	1.00	1.24414	0.00000	0.00000	-185.82	5407.58
89	2009.02.12 09:00	sell	45	1.00	1.24047	0.00000	0.00000
90	2009.02.12 10:00	close	45	1.00	1.24519	0.00000	0.00000	-379.06	5028.52
91	2009.02.12 23:00	sell	46	1.00	1.24405	0.00000	0.00000
92	2009.02.13 16:00	close	46	1.00	1.23914	0.00000	0.00000	395.65	5424.18
93	2009.02.13 21:00	sell	47	1.00	1.23555	0.00000	0.00000
94	2009.02.16 02:00	close	47	1.00	1.24174	0.00000	0.00000	-499.08	4925.10
95	2009.02.16 18:00	sell	48	1.00	1.24352	0.00000	0.00000
96	2009.02.17 03:00	close	48	1.00	1.24764	0.00000	0.00000	-330.81	4594.29
97	2009.02.18 03:00	sell	49	1.00	1.26177	0.00000	0.00000
98	2009.02.18 11:00	close	49	1.00	1.26414	0.00000	0.00000	-187.48	4406.81
99	2009.02.18 14:00	sell	50	1.00	1.26098	0.00000	0.00000
100	2009.02.19 17:00	close	50	1.00	1.25969	0.00000	0.00000	100.65	4507.46
101	2009.02.20 02:00	sell	51	1.00	1.25735	0.00000	0.00000
102	2009.02.20 03:00	close	51	1.00	1.25861	0.00000	0.00000	-100.11	4407.35
103	2009.02.20 13:00	sell	52	1.00	1.26170	0.00000	0.00000
104	2009.02.20 14:00	close	52	1.00	1.26108	0.00000	0.00000	49.16	4456.51
105	2009.02.20 18:00	sell	53	1.00	1.25415	0.00000	0.00000
106	2009.02.23 14:00	close	53	1.00	1.24907	0.00000	0.00000	406.11	4862.62
107	2009.02.24 05:00	sell	54	1.00	1.24928	0.00000	0.00000
108	2009.02.24 10:00	close	54	1.00	1.25008	0.00000	0.00000	-64.00	4798.62
109	2009.02.24 12:00	sell	55	1.00	1.24711	0.00000	0.00000
110	2009.02.24 13:00	close	55	1.00	1.25155	0.00000	0.00000	-354.76	4443.86
111	2009.02.24 17:00	sell	56	1.00	1.24565	0.00000	0.00000
112	2009.02.25 05:00	close	56	1.00	1.24734	0.00000	0.00000	-136.08	4307.78
113	2009.02.25 10:00	sell	57	1.00	1.24313	0.00000	0.00000
114	2009.02.25 13:00	close	57	1.00	1.24694	0.00000	0.00000	-305.55	4002.23
115	2009.02.25 14:00	sell	58	1.00	1.24321	0.00000	0.00000
116	2009.02.25 15:00	close	58	1.00	1.24513	0.00000	0.00000	-154.20	3848.03
117	2009.02.26 05:00	sell	59	1.00	1.25395	0.00000	0.00000
118	2009.02.26 06:00	close	59	1.00	1.25475	0.00000	0.00000	-63.76	3784.27
119	2009.02.26 11:00	sell	60	1.00	1.25150	0.00000	0.00000
120	2009.02.26 21:00	close	60	1.00	1.24927	0.00000	0.00000	178.50	3962.77
121	2009.03.03 05:00	sell	61	1.00	1.28453	0.00000	0.00000
122	2009.03.03 12:00	close	61	1.00	1.28837	0.00000	0.00000	-298.05	3664.72
123	2009.03.03 16:00	sell	62	1.00	1.29095	0.00000	0.00000
124	2009.03.03 17:00	close	62	1.00	1.29524	0.00000	0.00000	-331.21	3333.51
125	2009.03.03 22:00	sell	63	1.00	1.29117	0.00000	0.00000
126	2009.03.04 00:00	close	63	1.00	1.29594	0.00000	0.00000	-368.66	2964.85
127	2009.03.04 09:00	sell	64	1.00	1.29208	0.00000	0.00000
128	2009.03.05 04:00	close	64	1.00	1.27811	0.00000	0.00000	1091.26	4056.11
129	2009.03.06 02:00	sell	65	1.00	1.28658	0.00000	0.00000
130	2009.03.06 13:00	close	65	1.00	1.28674	0.00000	0.00000	-12.43	4043.68
131	2009.03.06 15:00	sell	66	1.00	1.27880	0.00000	0.00000
132	2009.03.06 18:00	close	66	1.00	1.28696	0.00000	0.00000	-634.05	3409.63
133	2009.03.09 01:00	sell	67	1.00	1.28213	0.00000	0.00000
134	2009.03.09 05:00	close	67	1.00	1.28734	0.00000	0.00000	-404.71	3004.92
135	2009.03.09 09:00	sell	68	1.00	1.28490	0.00000	0.00000
136	2009.03.09 10:00	close	68	1.00	1.29032	0.00000	0.00000	-420.05	2584.87
137	2009.03.09 20:00	sell	69	1.00	1.29575	0.00000	0.00000
138	2009.03.09 21:00	close	69	1.00	1.29914	0.00000	0.00000	-260.94	2323.93
139	2009.03.10 02:00	sell	70	1.00	1.29745	0.00000	0.00000
140	2009.03.10 20:00	close	70	1.00	1.28838	0.00000	0.00000	703.98	3027.91
141	2009.03.10 22:00	sell	71	1.00	1.27890	0.00000	0.00000
142	2009.03.11 05:00	close	71	1.00	1.28554	0.00000	0.00000	-517.10	2510.81
143	2009.03.11 12:00	sell	72	1.00	1.28135	0.00000	0.00000
144	2009.03.11 18:00	close	72	1.00	1.28710	0.00000	0.00000	-446.74	2064.07
145	2009.03.12 13:00	sell	73	1.00	1.28900	0.00000	0.00000
146	2009.03.12 16:00	close	73	1.00	1.29157	0.00000	0.00000	-198.98	1865.09
147	2009.03.12 18:00	sell	74	1.00	1.28502	0.00000	0.00000
148	2009.03.13 09:00	close	74	1.00	1.28034	0.00000	0.00000	364.94	2230.03
149	2009.03.13 10:00	sell	75	1.00	1.27663	0.00000	0.00000
150	2009.03.13 13:00	close	75	1.00	1.28202	0.00000	0.00000	-420.43	1809.60
151	2009.03.13 14:00	sell	76	1.00	1.27120	0.00000	0.00000
152	2009.03.13 19:00	close	76	1.00	1.27409	0.00000	0.00000	-226.83	1582.77
153	2009.03.13 21:00	sell	77	1.00	1.27233	0.00000	0.00000
154	2009.03.16 02:00	close	77	1.00	1.27559	0.00000	0.00000	-256.16	1326.61
155	2009.03.16 04:00	sell	78	1.00	1.27355	0.00000	0.00000
156	2009.03.16 17:00	close	78	1.00	1.27279	0.00000	0.00000	59.71	1386.32
157	2009.03.16 19:00	sell	79	1.00	1.26805	0.00000	0.00000
158	2009.03.16 21:00	close	79	1.00	1.27379	0.00000	0.00000	-450.62	935.70