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; map2=5; mash2=1; 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	-10047.53	Gross profit	8713.44	Gross loss	-18760.97
Profit factor	0.46	Expected payoff	-669.84
Absolute drawdown	10047.53	Maximal drawdown	16366.39 (100.29%)	Relative drawdown	100.29% (16366.39)
Total trades	15	Short positions (won %)	7 (42.86%)	Long positions (won %)	8 (75.00%)
		Profit trades (% of total)	9 (60.00%)	Loss trades (% of total)	6 (40.00%)
Largest		profit trade	2338.67	loss trade	-8216.12
Average		profit trade	968.16	loss trade	-3126.83
Maximum		consecutive wins (profit in money)	3 (3518.65)	consecutive losses (loss in money)	3 (-16978.50)
Maximal		consecutive profit (count of wins)	3518.65 (3)	consecutive loss (count of losses)	-16978.50 (3)
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	1.18509	1.17509	1.19509
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	1.17964	1.19110	1.17110	1237.67	11237.67
4	2009.01.07 14:20	close	1	1.00	1.17875	1.17509	1.19509	-537.86	10699.81
5	2009.01.07 15:10	buy	3	1.00	1.18259	1.17259	1.19259
6	2009.01.07 15:45	buy	4	10.00	1.18637	1.17637	1.19637
7	2009.01.07 15:50	close	4	10.00	1.18673	1.17637	1.19637	303.35	11003.16
8	2009.01.07 15:50	close	3	1.00	1.18673	1.17259	1.19259	348.86	11352.02
9	2009.01.13 14:50	sell	5	1.00	1.22495	1.23495	1.21495
10	2009.01.13 14:59	buy	6	10.00	1.22896	1.21896	1.23896
11	2009.01.13 15:20	close	6	10.00	1.23109	1.21896	1.23896	1730.17	13082.19
12	2009.01.13 15:20	close	5	1.00	1.23198	1.23495	1.21495	-570.63	12511.56
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	1.24239	1.25337	1.23337	788.80	13300.36
16	2009.01.15 10:50	close	7	1.00	1.24239	1.25725	1.23725	391.18	13691.54
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	1.24992	1.23992	1.25992
19	2009.01.15 15:45	close	10	10.00	1.25285	1.23992	1.25992	2338.67	16030.21
20	2009.01.15 15:45	close	9	1.00	1.25374	1.25529	1.23529	-673.98	15356.23
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	1.26816	1.25816	1.27816
23	2009.01.21 16:45	close	12	10.00	1.26996	1.25816	1.27816	1417.37	16773.60
24	2009.01.21 16:45	close	11	1.00	1.27085	1.27304	1.25304	-614.55	16159.05
25	2009.01.27 05:02	buy	13	1.00	1.22450	1.21450	1.23450
26	2009.01.27 08:07	buy	14	10.00	1.22735	1.21735	1.23735
27	2009.01.27 08:50	s/l	14	10.00	1.21735	1.21735	1.23735	-8216.12	7942.93
28	2009.01.27 08:50	sell	15	10.00	1.21712	1.22712	1.20712
29	2009.01.27 12:20	s/l	15	10.00	1.22712	1.22712	1.20712	-8147.83	-204.90
30	2009.01.27 12:20	close at stop	13	1.00	1.22643	1.21450	1.23450	157.37	-47.53