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=1; Stop_Loss=1000; Take_Profit=1000; Trailing_Stop=0; Vlim=50; fper=12; sper=26; sigper=9; stop=300; hedg=1; kh=10; lok=0; rpr=1; ttime=900; hstop=-3000;
Bars in test	6211	Ticks modelled	152607	Modelling quality	n/a
Mismatched charts errors	70
Initial deposit	10000.00
Total net profit	-9938.87	Gross profit	24970.56	Gross loss	-34909.43
Profit factor	0.72	Expected payoff	-231.14
Absolute drawdown	9938.87	Maximal drawdown	17216.73 (99.65%)	Relative drawdown	99.65% (17216.73)
Total trades	43	Short positions (won %)	21 (71.43%)	Long positions (won %)	22 (68.18%)
		Profit trades (% of total)	30 (69.77%)	Loss trades (% of total)	13 (30.23%)
Largest		profit trade	2241.99	loss trade	-8723.80
Average		profit trade	832.35	loss trade	-2685.34
Maximum		consecutive wins (profit in money)	8 (7268.87)	consecutive losses (loss in money)	3 (-13904.69)
Maximal		consecutive profit (count of wins)	7268.87 (8)	consecutive loss (count of losses)	-13904.69 (3)
Average		consecutive wins	3	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.01.07 15:10	buy	1	1.00	1.18224	1.17224	1.19224
2	2009.01.07 15:40	buy	2	10.00	1.18477	1.17477	1.19477
3	2009.01.07 15:45	close	2	10.00	1.18548	1.17477	1.19477	598.91	10598.91
4	2009.01.07 15:45	close	1	1.00	1.18548	1.17224	1.19224	273.31	10872.22
5	2009.01.13 14:50	sell	3	1.00	1.22495	1.23495	1.21495
6	2009.01.13 15:10	buy	4	10.00	1.22958	1.21958	1.23958
7	2009.01.13 15:20	close	4	10.00	1.23109	1.21958	1.23958	1226.56	12098.78
8	2009.01.13 15:20	close	3	1.00	1.23163	1.23495	1.21495	-542.37	11556.41
9	2009.01.27 11:10	buy	5	1.00	1.22224	1.21224	1.23224
10	2009.01.27 11:20	buy	6	10.00	1.22479	1.21479	1.23479
11	2009.01.27 11:37	close	6	10.00	1.22550	1.21479	1.23479	579.36	12135.77
12	2009.01.27 11:37	close	5	1.00	1.22550	1.21224	1.23224	266.01	12401.78
13	2009.01.27 11:50	buy	7	1.00	1.22184	1.21184	1.23184
14	2009.01.27 12:15	buy	8	10.00	1.22511	1.21511	1.23511
15	2009.01.27 12:20	close	8	10.00	1.22643	1.21511	1.23511	1076.29	13478.07
16	2009.01.27 12:20	close	7	1.00	1.22643	1.21184	1.23184	374.26	13852.33
17	2009.02.11 14:15	sell	9	1.00	1.24589	1.25589	1.23589
18	2009.02.11 14:45	buy	10	10.00	1.25024	1.24024	1.26024
19	2009.02.11 16:32	close	10	10.00	1.25260	1.24024	1.26024	1884.08	15736.41
20	2009.02.11 16:32	close	9	1.00	1.25314	1.25589	1.23589	-578.55	15157.86
21	2009.02.11 21:32	sell	11	1.00	1.24400	1.25400	1.23400
22	2009.02.11 22:15	sell	12	10.00	1.24140	1.25140	1.23140
23	2009.02.11 22:43	close	12	10.00	1.24073	1.25140	1.23140	540.00	15697.86
24	2009.02.11 22:43	close	11	1.00	1.24073	1.25400	1.23400	263.55	15961.41
25	2009.02.23 17:15	buy	13	1.00	1.25090	1.24090	1.26090
26	2009.02.24 06:50	sell	14	10.00	1.24679	1.25679	1.23679
27	2009.02.24 16:15	close	14	10.00	1.24532	1.25679	1.23679	1180.42	17141.83
28	2009.02.24 16:15	close	13	1.00	1.24478	1.24090	1.26090	-492.15	16649.68
29	2009.03.02 06:00	sell	15	1.00	1.27512	1.28512	1.26512
30	2009.03.02 08:10	sell	16	10.00	1.27240	1.28240	1.26240
31	2009.03.02 09:32	s/l	16	10.00	1.28240	1.28240	1.26240	-7794.48	8855.20
32	2009.03.02 09:32	buy	17	10.00	1.28296	1.27296	1.29296
33	2009.03.02 13:10	s/l	15	1.00	1.28512	1.28512	1.26512	-777.87	8077.33
34	2009.03.02 13:10	close	17	10.00	1.28503	1.27296	1.29296	1610.86	9688.19
35	2009.03.13 11:10	buy	18	1.00	1.27788	1.26788	1.28788
36	2009.03.13 11:20	buy	19	10.00	1.28069	1.27069	1.29069
37	2009.03.13 12:15	close	19	10.00	1.28122	1.27069	1.29069	413.67	10101.86
38	2009.03.13 12:15	close	18	1.00	1.28122	1.26788	1.28788	260.69	10362.55
39	2009.03.31 02:00	sell	20	1.00	1.26160	1.27160	1.25160
40	2009.03.31 03:16	sell	21	10.00	1.25835	1.26835	1.24835
41	2009.03.31 03:50	close	21	10.00	1.25692	1.26835	1.24835	1137.70	11500.25
42	2009.03.31 03:50	close	20	1.00	1.25692	1.27160	1.25160	372.34	11872.59
43	2009.04.13 03:15	sell	22	1.00	1.22644	1.23644	1.21644
44	2009.04.13 08:50	sell	23	10.00	1.22392	1.23392	1.21392
45	2009.04.13 13:45	close	23	10.00	1.22278	1.23392	1.21392	932.30	12804.89
46	2009.04.13 13:45	close	22	1.00	1.22278	1.23644	1.21644	299.32	13104.21
47	2009.04.17 15:00	sell	24	1.00	1.21114	1.22114	1.20114
48	2009.04.17 16:10	buy	25	10.00	1.21494	1.20494	1.22494
49	2009.04.17 16:20	close	25	10.00	1.21767	1.20494	1.22494	2241.99	15346.20
50	2009.04.17 16:20	close	24	1.00	1.21821	1.22114	1.20114	-580.36	14765.84
51	2009.04.21 03:00	sell	26	1.00	1.23949	1.24949	1.22949
52	2009.04.21 05:02	sell	27	10.00	1.23709	1.24709	1.22709
53	2009.04.21 06:50	close	27	10.00	1.23621	1.24709	1.22709	711.85	15477.69
54	2009.04.21 06:50	close	26	1.00	1.23621	1.24949	1.22949	265.33	15743.02
55	2009.04.21 09:47	sell	28	1.00	1.23851	1.24851	1.22851
56	2009.04.21 10:50	sell	29	10.00	1.23555	1.24555	1.22555
57	2009.04.21 11:16	close	29	10.00	1.23428	1.24555	1.22555	1028.94	16771.96
58	2009.04.21 11:16	close	28	1.00	1.23428	1.24851	1.22851	342.71	17114.67
59	2009.04.24 05:16	buy	30	1.00	1.22357	1.21357	1.23357
60	2009.04.24 06:20	buy	31	10.00	1.22611	1.21611	1.23611
61	2009.04.24 12:50	s/l	31	10.00	1.21611	1.21611	1.23611	-8227.40	8887.27
62	2009.04.24 12:50	sell	32	10.00	1.21545	1.22545	1.20545
63	2009.04.24 15:10	s/l	30	1.00	1.21357	1.21357	1.23357	-824.07	8063.20
64	2009.04.24 15:10	close	32	10.00	1.21402	1.22545	1.20545	1177.90	9241.10
65	2009.05.01 10:20	buy	33	1.00	1.19299	1.18299	1.20299
66	2009.05.01 10:40	sell	34	10.00	1.18872	1.19872	1.17872
67	2009.05.01 10:50	close	34	10.00	1.18607	1.19872	1.17872	2234.27	11475.37
68	2009.05.01 10:50	close	33	1.00	1.18553	1.18299	1.20299	-629.25	10846.12
69	2009.05.19 06:00	buy	35	1.00	1.16366	1.15366	1.17366
70	2009.05.19 08:45	sell	36	10.00	1.15966	1.16966	1.14966
71	2009.05.19 09:20	close	36	10.00	1.15774	1.16966	1.14966	1658.40	12504.52
72	2009.05.19 09:20	close	35	1.00	1.15720	1.15366	1.17366	-558.24	11946.28
73	2009.05.20 02:05	buy	37	1.00	1.15511	1.14511	1.16511
74	2009.05.20 02:50	buy	38	10.00	1.15749	1.14749	1.16749
75	2009.05.20 04:20	close	38	10.00	1.15799	1.14749	1.16749	431.78	12378.06
76	2009.05.20 04:20	close	37	1.00	1.15799	1.14511	1.16511	248.71	12626.77
77	2009.05.20 07:10	buy	39	1.00	1.15676	1.14676	1.16676
78	2009.05.20 10:20	sell	40	10.00	1.15315	1.16315	1.14315
79	2009.05.20 13:40	close	40	10.00	1.15174	1.16315	1.14315	1224.23	13851.00
80	2009.05.20 13:40	close	39	1.00	1.15120	1.14676	1.16676	-482.97	13368.03
81	2009.05.21 10:00	buy	41	1.00	1.13962	1.12962	1.14962
82	2009.05.21 10:20	sell	42	10.00	1.13462	1.14462	1.12462
83	2009.05.21 10:50	s/l	42	10.00	1.14462	1.14462	1.12462	-8723.80	4644.23
84	2009.05.21 10:50	buy	43	10.00	1.14629	1.13629	1.15629
85	2009.05.21 11:20	close at stop	43	10.00	1.14093	1.13629	1.15629	-4697.92	-53.69
86	2009.05.21 11:20	close at stop	41	1.00	1.14093	1.12962	1.14962	114.82	61.13