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; map=25; mash=1; 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	-9999.59	Gross profit	9434.89	Gross loss	-19434.48
Profit factor	0.49	Expected payoff	-666.64
Absolute drawdown	9999.59	Maximal drawdown	17338.87 (100.00%)	Relative drawdown	100.00% (17338.87)
Total trades	15	Short positions (won %)	7 (42.86%)	Long positions (won %)	8 (62.50%)
		Profit trades (% of total)	8 (53.33%)	Loss trades (% of total)	7 (46.67%)
Largest		profit trade	2618.03	loss trade	-8217.74
Average		profit trade	1179.36	loss trade	-2776.35
Maximum		consecutive wins (profit in money)	3 (4108.32)	consecutive losses (loss in money)	4 (-17737.69)
Maximal		consecutive profit (count of wins)	4108.32 (3)	consecutive loss (count of losses)	-17737.69 (4)
Average		consecutive wins	2	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.01.07 01:00	buy	1	1.00	1.18474	1.17474	1.19474
2	2009.01.07 08:50	sell	2	10.00	1.18110	1.19110	1.17110
3	2009.01.07 14:20	close	2	10.00	1.17929	1.19110	1.17110	1534.82	11534.82
4	2009.01.07 14:20	close	1	1.00	1.17875	1.17474	1.19474	-508.17	11026.65
5	2009.01.07 15:10	buy	3	1.00	1.18224	1.17224	1.19224
6	2009.01.07 15:40	buy	4	10.00	1.18477	1.17477	1.19477
7	2009.01.07 15:45	close	4	10.00	1.18548	1.17477	1.19477	598.91	11625.56
8	2009.01.07 15:45	close	3	1.00	1.18548	1.17224	1.19224	273.31	11898.87
9	2009.01.13 14:50	sell	5	1.00	1.22495	1.23495	1.21495
10	2009.01.13 15:10	buy	6	10.00	1.22958	1.21958	1.23958
11	2009.01.13 15:20	close	6	10.00	1.23109	1.21958	1.23958	1226.56	13125.43
12	2009.01.13 15:20	close	5	1.00	1.23163	1.23495	1.21495	-542.37	12583.06
13	2009.01.15 04:00	sell	7	1.00	1.24725	1.25725	1.23725
14	2009.01.15 07:32	sell	8	10.00	1.24337	1.25337	1.23337
15	2009.01.15 10:50	close	8	10.00	1.24204	1.25337	1.23337	1070.82	13653.88
16	2009.01.15 10:50	close	7	1.00	1.24204	1.25725	1.23725	419.47	14073.35
17	2009.01.15 15:02	sell	9	1.00	1.24529	1.25529	1.23529
18	2009.01.15 15:15	buy	10	10.00	1.24957	1.23957	1.25957
19	2009.01.15 15:45	close	10	10.00	1.25285	1.23957	1.25957	2618.03	16691.38
20	2009.01.15 15:45	close	9	1.00	1.25339	1.25529	1.23529	-646.25	16045.13
21	2009.01.21 16:17	sell	11	1.00	1.26304	1.27304	1.25304
22	2009.01.21 16:40	buy	12	10.00	1.26781	1.25781	1.27781
23	2009.01.21 16:45	close	12	10.00	1.26996	1.25781	1.27781	1692.97	17738.10
24	2009.01.21 16:45	close	11	1.00	1.27050	1.27304	1.25304	-587.17	17150.93
25	2009.01.27 05:02	buy	13	1.00	1.22415	1.21415	1.23415
26	2009.01.27 08:07	buy	14	10.00	1.22700	1.21700	1.23700
27	2009.01.27 09:32	s/l	14	10.00	1.21700	1.21700	1.23700	-8217.74	8933.19
28	2009.01.27 09:32	sell	15	10.00	1.21688	1.22688	1.20688
29	2009.01.27 12:20	s/l	15	10.00	1.22688	1.22688	1.20688	-8150.16	783.03
30	2009.01.28 14:20	close at stop	13	1.00	1.21465	1.21415	1.23415	-782.62	0.41