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; UseStopLoss=false; StopLoss=20; UseTakeProfit=false; TakeProfit=120; UseTrailingStop=false; TrailingStop=10;
Bars in test	6211	Ticks modelled	152607	Modelling quality	n/a
Mismatched charts errors	70
Initial deposit	10000.00
Total net profit	-9228.17	Gross profit	7291.54	Gross loss	-16519.72
Profit factor	0.44	Expected payoff	-118.31
Absolute drawdown	9342.40	Maximal drawdown	9342.40 (93.42%)	Relative drawdown	93.42% (9342.40)
Total trades	78	Short positions (won %)	27 (29.63%)	Long positions (won %)	51 (29.41%)
		Profit trades (% of total)	23 (29.49%)	Loss trades (% of total)	55 (70.51%)
Largest		profit trade	892.14	loss trade	-908.26
Average		profit trade	317.02	loss trade	-300.36
Maximum		consecutive wins (profit in money)	4 (524.82)	consecutive losses (loss in money)	7 (-2730.58)
Maximal		consecutive profit (count of wins)	1130.09 (2)	consecutive loss (count of losses)	-2730.58 (7)
Average		consecutive wins	1	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.01.07 15:00	sell	1	1.00	1.17985	0.00000	0.00000
2	2009.01.07 16:00	close	1	1.00	1.18690	0.00000	0.00000	-593.98	9406.02
3	2009.01.08 05:00	buy	2	1.00	1.19766	0.00000	0.00000
4	2009.01.08 06:00	close	2	1.00	1.19550	0.00000	0.00000	-180.68	9225.34
5	2009.01.08 10:00	buy	3	1.00	1.20592	0.00000	0.00000
6	2009.01.08 14:00	close	3	1.00	1.19917	0.00000	0.00000	-562.89	8662.45
7	2009.01.12 01:00	buy	4	1.00	1.19098	0.00000	0.00000
8	2009.01.12 04:00	close	4	1.00	1.18845	0.00000	0.00000	-212.88	8449.57
9	2009.01.12 05:00	buy	5	1.00	1.19141	0.00000	0.00000
10	2009.01.12 06:00	close	5	1.00	1.19314	0.00000	0.00000	145.00	8594.57
11	2009.01.12 09:00	buy	6	1.00	1.19396	0.00000	0.00000
12	2009.01.12 12:00	close	6	1.00	1.19392	0.00000	0.00000	-3.35	8591.22
13	2009.01.12 13:00	buy	7	1.00	1.19842	0.00000	0.00000
14	2009.01.12 15:00	close	7	1.00	1.19403	0.00000	0.00000	-367.66	8223.56
15	2009.01.12 17:00	buy	8	1.00	1.20449	0.00000	0.00000
16	2009.01.12 22:00	close	8	1.00	1.21510	0.00000	0.00000	873.18	9096.74
17	2009.01.13 10:00	sell	9	1.00	1.22337	0.00000	0.00000
18	2009.01.13 11:00	close	9	1.00	1.22080	0.00000	0.00000	210.52	9307.26
19	2009.01.13 12:00	sell	10	1.00	1.22320	0.00000	0.00000
20	2009.01.13 14:00	close	10	1.00	1.22755	0.00000	0.00000	-354.36	8952.90
21	2009.01.13 15:00	buy	11	1.00	1.22851	0.00000	0.00000
22	2009.01.13 17:00	close	11	1.00	1.22695	0.00000	0.00000	-127.14	8825.76
23	2009.01.13 18:00	buy	12	1.00	1.22578	0.00000	0.00000
24	2009.01.13 19:00	close	12	1.00	1.22662	0.00000	0.00000	68.48	8894.24
25	2009.01.14 20:00	buy	13	1.00	1.24792	0.00000	0.00000
26	2009.01.14 21:00	close	13	1.00	1.24485	0.00000	0.00000	-246.62	8647.62
27	2009.01.15 08:00	sell	14	1.00	1.24556	0.00000	0.00000
28	2009.01.15 09:00	close	14	1.00	1.24984	0.00000	0.00000	-342.44	8305.18
29	2009.01.15 11:00	sell	15	1.00	1.24512	0.00000	0.00000
30	2009.01.15 15:00	close	15	1.00	1.24716	0.00000	0.00000	-163.57	8141.61
31	2009.01.15 17:00	buy	16	1.00	1.26561	0.00000	0.00000
32	2009.01.15 20:00	close	16	1.00	1.25646	0.00000	0.00000	-728.24	7413.37
33	2009.01.16 05:00	sell	17	1.00	1.24449	0.00000	0.00000
34	2009.01.16 08:00	close	17	1.00	1.24519	0.00000	0.00000	-56.22	7357.15
35	2009.01.16 12:00	sell	18	1.00	1.23755	0.00000	0.00000
36	2009.01.16 15:00	close	18	1.00	1.24109	0.00000	0.00000	-285.23	7071.92
37	2009.01.16 16:00	sell	19	1.00	1.23720	0.00000	0.00000
38	2009.01.16 17:00	close	19	1.00	1.24854	0.00000	0.00000	-908.26	6163.66
39	2009.01.20 00:00	buy	20	1.00	1.25437	0.00000	0.00000
40	2009.01.20 04:00	close	20	1.00	1.25610	0.00000	0.00000	137.73	6301.39
41	2009.01.20 05:00	buy	21	1.00	1.25744	0.00000	0.00000
42	2009.01.20 08:00	close	21	1.00	1.25600	0.00000	0.00000	-114.65	6186.74
43	2009.01.20 13:00	buy	22	1.00	1.26598	0.00000	0.00000
44	2009.01.20 17:00	close	22	1.00	1.26035	0.00000	0.00000	-446.70	5740.04
45	2009.01.20 21:00	buy	23	1.00	1.26564	0.00000	0.00000
46	2009.01.21 01:00	close	23	1.00	1.26545	0.00000	0.00000	-15.51	5724.53
47	2009.01.21 09:00	buy	24	1.00	1.26829	0.00000	0.00000
48	2009.01.21 12:00	close	24	1.00	1.26258	0.00000	0.00000	-452.25	5272.28
49	2009.01.21 17:00	buy	25	1.00	1.27302	0.00000	0.00000
50	2009.01.21 20:00	close	25	1.00	1.26457	0.00000	0.00000	-668.21	4604.07
51	2009.01.22 11:00	sell	26	1.00	1.25545	0.00000	0.00000
52	2009.01.22 13:00	close	26	1.00	1.26134	0.00000	0.00000	-466.96	4137.11
53	2009.01.26 10:00	sell	27	1.00	1.22672	0.00000	0.00000
54	2009.01.26 15:00	close	27	1.00	1.22007	0.00000	0.00000	545.05	4682.16
55	2009.01.28 00:00	buy	28	1.00	1.22493	0.00000	0.00000
56	2009.01.28 04:00	close	28	1.00	1.22700	0.00000	0.00000	168.70	4850.86
57	2009.01.28 06:00	buy	29	1.00	1.22781	0.00000	0.00000
58	2009.01.28 07:00	close	29	1.00	1.22634	0.00000	0.00000	-119.87	4730.99
59	2009.01.28 15:00	sell	30	1.00	1.20415	0.00000	0.00000
60	2009.01.28 19:00	close	30	1.00	1.20965	0.00000	0.00000	-454.68	4276.31
61	2009.01.29 13:00	sell	31	1.00	1.21408	0.00000	0.00000
62	2009.01.29 17:00	close	31	1.00	1.21589	0.00000	0.00000	-148.86	4127.45
63	2009.01.29 18:00	buy	32	1.00	1.21881	0.00000	0.00000
64	2009.01.30 00:00	close	32	1.00	1.22615	0.00000	0.00000	598.12	4725.56
65	2009.01.30 12:00	buy	33	1.00	1.23034	0.00000	0.00000
66	2009.01.30 16:00	close	33	1.00	1.23692	0.00000	0.00000	531.97	5257.53
67	2009.02.02 04:00	buy	34	1.00	1.23292	0.00000	0.00000
68	2009.02.02 07:00	close	34	1.00	1.23272	0.00000	0.00000	-16.22	5241.31
69	2009.02.02 11:00	buy	35	1.00	1.23814	0.00000	0.00000
70	2009.02.02 17:00	close	35	1.00	1.23690	0.00000	0.00000	-100.25	5141.06
71	2009.02.02 22:00	buy	36	1.00	1.24429	0.00000	0.00000
72	2009.02.03 01:00	close	36	1.00	1.24548	0.00000	0.00000	95.05	5236.11
73	2009.02.03 11:00	buy	37	1.00	1.24932	0.00000	0.00000
74	2009.02.03 13:00	close	37	1.00	1.24571	0.00000	0.00000	-289.79	4946.32
75	2009.02.04 01:00	sell	38	1.00	1.23272	0.00000	0.00000
76	2009.02.04 02:00	close	38	1.00	1.23510	0.00000	0.00000	-192.70	4753.62
77	2009.02.05 11:00	sell	39	1.00	1.22825	0.00000	0.00000
78	2009.02.05 16:00	close	39	1.00	1.23029	0.00000	0.00000	-165.81	4587.81
79	2009.02.05 19:00	sell	40	1.00	1.22400	0.00000	0.00000
80	2009.02.05 21:00	close	40	1.00	1.22850	0.00000	0.00000	-366.30	4221.51
81	2009.02.06 11:00	buy	41	1.00	1.24069	0.00000	0.00000
82	2009.02.06 16:00	close	41	1.00	1.24686	0.00000	0.00000	494.84	4716.35
83	2009.02.10 11:00	buy	42	1.00	1.23264	0.00000	0.00000
84	2009.02.10 14:00	close	42	1.00	1.22336	0.00000	0.00000	-758.57	3957.78
85	2009.02.10 18:00	buy	43	1.00	1.23369	0.00000	0.00000
86	2009.02.10 23:00	close	43	1.00	1.24308	0.00000	0.00000	755.38	4713.16
87	2009.02.11 08:00	sell	44	1.00	1.24194	0.00000	0.00000
88	2009.02.11 11:00	close	44	1.00	1.24366	0.00000	0.00000	-138.30	4574.86
89	2009.02.11 15:00	buy	45	1.00	1.25069	0.00000	0.00000
90	2009.02.11 16:00	close	45	1.00	1.24580	0.00000	0.00000	-392.52	4182.34
91	2009.02.11 17:00	buy	46	1.00	1.24903	0.00000	0.00000
92	2009.02.11 18:00	close	46	1.00	1.24185	0.00000	0.00000	-578.17	3604.17
93	2009.02.12 18:00	buy	47	1.00	1.24824	0.00000	0.00000
94	2009.02.12 22:00	close	47	1.00	1.24460	0.00000	0.00000	-292.46	3311.71
95	2009.02.13 08:00	sell	48	1.00	1.23960	0.00000	0.00000
96	2009.02.13 09:00	close	48	1.00	1.23874	0.00000	0.00000	69.43	3381.14
97	2009.02.13 10:00	sell	49	1.00	1.23640	0.00000	0.00000
98	2009.02.13 13:00	close	49	1.00	1.23654	0.00000	0.00000	-11.32	3369.82
99	2009.02.16 12:00	buy	50	1.00	1.24389	0.00000	0.00000
100	2009.02.16 17:00	close	50	1.00	1.24290	0.00000	0.00000	-79.65	3290.17
101	2009.02.16 22:00	buy	51	1.00	1.24442	0.00000	0.00000
102	2009.02.17 00:00	close	51	1.00	1.24190	0.00000	0.00000	-203.41	3086.75
103	2009.02.17 03:00	buy	52	1.00	1.24764	0.00000	0.00000
104	2009.02.17 08:00	close	52	1.00	1.25110	0.00000	0.00000	276.56	3363.31
105	2009.02.17 11:00	buy	53	1.00	1.25844	0.00000	0.00000
106	2009.02.17 14:00	close	53	1.00	1.26128	0.00000	0.00000	225.17	3588.48
107	2009.02.17 23:00	buy	54	1.00	1.26572	0.00000	0.00000
108	2009.02.18 02:00	close	54	1.00	1.26380	0.00000	0.00000	-152.42	3436.06
109	2009.02.18 15:00	sell	55	1.00	1.25726	0.00000	0.00000
110	2009.02.18 18:00	close	55	1.00	1.25981	0.00000	0.00000	-202.41	3233.65
111	2009.02.18 22:00	sell	56	1.00	1.25781	0.00000	0.00000
112	2009.02.19 00:00	close	56	1.00	1.26094	0.00000	0.00000	-249.99	2983.66
113	2009.02.19 01:00	sell	57	1.00	1.25990	0.00000	0.00000
114	2009.02.19 02:00	close	57	1.00	1.25879	0.00000	0.00000	88.18	3071.84
115	2009.02.19 04:00	sell	58	1.00	1.25824	0.00000	0.00000
116	2009.02.19 08:00	close	58	1.00	1.25695	0.00000	0.00000	102.63	3174.47
117	2009.02.19 11:00	sell	59	1.00	1.25226	0.00000	0.00000
118	2009.02.19 15:00	close	59	1.00	1.25074	0.00000	0.00000	121.53	3296.00
119	2009.02.20 05:00	buy	60	1.00	1.25864	0.00000	0.00000
120	2009.02.20 09:00	close	60	1.00	1.26132	0.00000	0.00000	212.48	3508.48
121	2009.02.20 16:00	buy	61	1.00	1.26216	0.00000	0.00000
122	2009.02.20 18:00	close	61	1.00	1.25415	0.00000	0.00000	-638.68	2869.80
123	2009.02.23 05:00	sell	62	1.00	1.24581	0.00000	0.00000
124	2009.02.23 08:00	close	62	1.00	1.24442	0.00000	0.00000	111.70	2981.50
125	2009.02.24 11:00	buy	63	1.00	1.25119	0.00000	0.00000
126	2009.02.24 16:00	close	63	1.00	1.24690	0.00000	0.00000	-344.05	2637.45
127	2009.02.26 01:00	buy	64	1.00	1.25534	0.00000	0.00000
128	2009.02.26 03:00	close	64	1.00	1.25395	0.00000	0.00000	-110.85	2526.60
129	2009.02.26 08:00	buy	65	1.00	1.25745	0.00000	0.00000
130	2009.02.26 10:00	close	65	1.00	1.25347	0.00000	0.00000	-317.52	2209.08
131	2009.02.27 09:00	buy	66	1.00	1.25532	0.00000	0.00000
132	2009.02.27 19:00	close	66	1.00	1.26662	0.00000	0.00000	892.14	3101.22
133	2009.03.02 01:00	buy	67	1.00	1.27982	0.00000	0.00000
134	2009.03.02 03:00	close	67	1.00	1.27448	0.00000	0.00000	-418.99	2682.23
135	2009.03.02 12:00	buy	68	1.00	1.28164	0.00000	0.00000
136	2009.03.02 15:00	close	68	1.00	1.28145	0.00000	0.00000	-14.83	2667.40
137	2009.03.02 17:00	buy	69	1.00	1.28779	0.00000	0.00000
138	2009.03.02 18:00	close	69	1.00	1.28915	0.00000	0.00000	105.50	2772.90
139	2009.03.03 00:00	buy	70	1.00	1.29122	0.00000	0.00000
140	2009.03.03 03:00	close	70	1.00	1.28947	0.00000	0.00000	-135.71	2637.19
141	2009.03.03 09:00	sell	71	1.00	1.28065	0.00000	0.00000
142	2009.03.03 10:00	close	71	1.00	1.28649	0.00000	0.00000	-453.95	2183.24
143	2009.03.03 12:00	buy	72	1.00	1.28837	0.00000	0.00000
144	2009.03.03 15:00	close	72	1.00	1.28350	0.00000	0.00000	-379.43	1803.81
145	2009.03.03 20:00	buy	73	1.00	1.29279	0.00000	0.00000
146	2009.03.03 21:00	close	73	1.00	1.28783	0.00000	0.00000	-385.14	1418.67
147	2009.03.04 00:00	buy	74	1.00	1.29594	0.00000	0.00000
148	2009.03.04 04:00	close	74	1.00	1.29422	0.00000	0.00000	-132.90	1285.77
149	2009.03.04 15:00	sell	75	1.00	1.28455	0.00000	0.00000
150	2009.03.04 20:00	close	75	1.00	1.27864	0.00000	0.00000	462.21	1747.98
151	2009.03.05 21:00	buy	76	1.00	1.29064	0.00000	0.00000
152	2009.03.05 23:00	close	76	1.00	1.28988	0.00000	0.00000	-58.92	1689.06
153	2009.03.06 08:00	sell	77	1.00	1.28188	0.00000	0.00000
154	2009.03.06 11:00	close	77	1.00	1.28569	0.00000	0.00000	-296.34	1392.72
155	2009.03.06 13:00	buy	78	1.00	1.28674	0.00000	0.00000
156	2009.03.06 15:00	close	78	1.00	1.27880	0.00000	0.00000	-620.89	771.83