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		ema1_period=10; ema2_period=25; ema3_period=50; stepfast=0.02; stepfast15m=0.02; maximumfast=0.2; mn=1; MG=564651; Lots=0.01; maxpos=1;
Bars in test	6211	Ticks modelled	152607	Modelling quality	n/a
Mismatched charts errors	70
Initial deposit	10000.00
Total net profit	-63.04	Gross profit	262.60	Gross loss	-325.64
Profit factor	0.81	Expected payoff	-0.85
Absolute drawdown	63.45	Maximal drawdown	90.66 (0.90%)	Relative drawdown	0.90% (90.66)
Total trades	74	Short positions (won %)	0 (0.00%)	Long positions (won %)	74 (32.43%)
		Profit trades (% of total)	24 (32.43%)	Loss trades (% of total)	50 (67.57%)
Largest		profit trade	14.19	loss trade	-13.09
Average		profit trade	10.94	loss trade	-6.51
Maximum		consecutive wins (profit in money)	3 (35.89)	consecutive losses (loss in money)	10 (-50.29)
Maximal		consecutive profit (count of wins)	35.89 (3)	consecutive loss (count of losses)	-50.29 (10)
Average		consecutive wins	1	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.01.07 23:00	buy	1	0.01	1.19499	1.17999	1.20999
2	2009.01.08 18:00	close	1	0.01	1.18890	1.17999	1.20999	-5.15	9994.85
3	2009.01.09 19:00	buy	2	0.01	1.19084	1.17584	1.20584
4	2009.01.12 17:10	t/p	2	0.01	1.20584	1.17584	1.20584	12.43	10007.28
5	2009.01.16 19:00	buy	3	0.01	1.25260	1.23760	1.26760
6	2009.01.19 00:20	s/l	3	0.01	1.23760	1.23760	1.26760	-12.13	9995.15
7	2009.01.19 16:00	buy	4	0.01	1.25706	1.24206	1.27206
8	2009.01.21 09:20	t/p	4	0.01	1.27206	1.24206	1.27206	11.77	10006.93
9	2009.01.22 15:00	buy	5	0.01	1.27054	1.25554	1.28554
10	2009.01.22 20:10	s/l	5	0.01	1.25554	1.25554	1.28554	-11.95	9994.98
11	2009.01.23 12:00	buy	6	0.01	1.26384	1.24884	1.27884
12	2009.01.23 16:32	s/l	6	0.01	1.24884	1.24884	1.27884	-12.04	9982.94
13	2009.01.29 22:00	buy	7	0.01	1.22419	1.20919	1.23919
14	2009.01.30 13:40	t/p	7	0.01	1.23919	1.20919	1.23919	12.08	9995.02
15	2009.02.04 14:00	buy	8	0.01	1.24195	1.22695	1.25695
16	2009.02.04 15:00	close	8	0.01	1.23155	1.22695	1.25695	-8.44	9986.58
17	2009.02.06 05:00	buy	9	0.01	1.23699	1.22199	1.25199
18	2009.02.06 13:16	t/p	9	0.01	1.25199	1.22199	1.25199	11.98	9998.56
19	2009.02.10 18:00	buy	10	0.01	1.23404	1.21904	1.24904
20	2009.02.10 20:50	t/p	10	0.01	1.24904	1.21904	1.24904	12.01	10010.57
21	2009.02.16 04:00	buy	11	0.01	1.24439	1.22939	1.25939
22	2009.02.17 10:32	t/p	11	0.01	1.25939	1.22939	1.25939	11.90	10022.47
23	2009.02.20 03:00	buy	12	0.01	1.25896	1.24396	1.27396
24	2009.02.20 18:16	s/l	12	0.01	1.24396	1.24396	1.27396	-12.08	10010.39
25	2009.02.25 17:00	buy	13	0.01	1.26011	1.24511	1.27511
26	2009.02.26 13:50	s/l	13	0.01	1.24511	1.24511	1.27511	-12.09	9998.30
27	2009.02.27 01:00	buy	14	0.01	1.25429	1.23929	1.26929
28	2009.02.27 14:33	t/p	14	0.01	1.26929	1.23929	1.26929	11.82	10010.12
29	2009.03.05 18:00	buy	15	0.01	1.28845	1.27345	1.30345
30	2009.03.06 12:00	close	15	0.01	1.28233	1.27345	1.30345	-4.78	10005.34
31	2009.03.06 19:00	buy	16	0.01	1.28599	1.27099	1.30099
32	2009.03.09 13:45	t/p	16	0.01	1.30099	1.27099	1.30099	11.51	10016.85
33	2009.03.12 01:00	buy	17	0.01	1.29056	1.27556	1.30556
34	2009.03.12 20:00	close	17	0.01	1.27865	1.27556	1.30556	-9.31	10007.54
35	2009.03.25 07:00	buy	18	0.01	1.23125	1.21625	1.24625
36	2009.03.25 16:00	close	18	0.01	1.22455	1.21625	1.24625	-5.47	10002.07
37	2009.03.25 22:00	buy	19	0.01	1.23207	1.21707	1.24707
38	2009.03.26 10:00	close	19	0.01	1.22870	1.21707	1.24707	-2.77	9999.30
39	2009.03.26 18:00	buy	20	0.01	1.23352	1.21852	1.24852
40	2009.03.27 02:00	close	20	0.01	1.22702	1.21852	1.24852	-5.31	9993.99
41	2009.03.27 11:00	buy	21	0.01	1.23549	1.22049	1.25049
42	2009.03.30 09:15	t/p	21	0.01	1.25049	1.22049	1.25049	11.97	10005.96
43	2009.04.06 21:00	buy	22	0.01	1.24109	1.22609	1.25609
44	2009.04.07 21:00	close	22	0.01	1.23725	1.22609	1.25609	-3.11	10002.86
45	2009.04.08 05:00	buy	23	0.01	1.24344	1.22844	1.25844
46	2009.04.08 13:00	close	23	0.01	1.23447	1.22844	1.25844	-7.27	9995.59
47	2009.04.17 06:00	buy	24	0.01	1.21232	1.19732	1.22732
48	2009.04.20 12:20	t/p	24	0.01	1.22732	1.19732	1.22732	12.21	10007.80
49	2009.04.28 08:00	buy	25	0.01	1.22290	1.20790	1.23790
50	2009.04.29 03:00	close	25	0.01	1.21759	1.20790	1.23790	-4.37	10003.43
51	2009.05.11 23:00	buy	26	0.01	1.16763	1.15263	1.18263
52	2009.05.12 15:00	close	26	0.01	1.15731	1.15263	1.18263	-8.93	9994.50
53	2009.05.12 17:00	buy	27	0.01	1.16500	1.15000	1.18000
54	2009.05.13 02:00	close	27	0.01	1.15839	1.15000	1.18000	-5.72	9988.78
55	2009.05.13 16:00	buy	28	0.01	1.16691	1.15191	1.18191
56	2009.05.18 14:00	close	28	0.01	1.16840	1.15191	1.18191	1.23	9990.01
57	2009.05.26 12:00	buy	29	0.01	1.13192	1.11692	1.14692
58	2009.05.26 18:00	close	29	0.01	1.11995	1.11692	1.14692	-10.69	9979.32
59	2009.05.28 06:00	buy	30	0.01	1.12358	1.10858	1.13858
60	2009.05.28 17:00	close	30	0.01	1.11242	1.10858	1.13858	-10.03	9969.29
61	2009.06.03 16:00	buy	31	0.01	1.09710	1.08210	1.11210
62	2009.06.03 23:20	t/p	31	0.01	1.11210	1.08210	1.11210	13.48	9982.77
63	2009.06.05 12:00	buy	32	0.01	1.10396	1.08896	1.11896
64	2009.06.05 20:20	t/p	32	0.01	1.11896	1.08896	1.11896	13.39	9996.16
65	2009.06.10 20:00	buy	33	0.01	1.11564	1.10064	1.13064
66	2009.06.11 07:00	close	33	0.01	1.10369	1.10064	1.13064	-10.86	9985.30
67	2009.06.12 07:00	buy	34	0.01	1.10882	1.09382	1.12382
68	2009.06.12 13:50	t/p	34	0.01	1.12382	1.09382	1.12382	13.34	9998.64
69	2009.06.19 04:00	buy	35	0.01	1.13330	1.11830	1.14830
70	2009.06.19 09:00	close	35	0.01	1.13076	1.11830	1.14830	-2.25	9996.39
71	2009.06.19 21:00	buy	36	0.01	1.13515	1.12015	1.15015
72	2009.06.22 14:45	t/p	36	0.01	1.15015	1.12015	1.15015	13.03	10009.43
73	2009.06.24 22:00	buy	37	0.01	1.15350	1.13850	1.16850
74	2009.06.26 08:00	close	37	0.01	1.15277	1.13850	1.16850	-0.67	10008.76
75	2009.06.29 03:00	buy	38	0.01	1.15507	1.14007	1.17007
76	2009.06.30 11:00	close	38	0.01	1.15298	1.14007	1.17007	-1.82	10006.94
77	2009.06.30 17:00	buy	39	0.01	1.16225	1.14725	1.17725
78	2009.07.01 14:50	s/l	39	0.01	1.14725	1.14725	1.17725	-13.09	9993.85
79	2009.07.02 17:00	buy	40	0.01	1.16169	1.14669	1.17669
80	2009.07.07 07:00	close	40	0.01	1.15875	1.14669	1.17669	-2.57	9991.28
81	2009.07.07 19:00	buy	41	0.01	1.16518	1.15018	1.18018
82	2009.07.09 08:00	close	41	0.01	1.16207	1.15018	1.18018	-2.72	9988.56
83	2009.07.10 11:00	buy	42	0.01	1.16432	1.14932	1.17932
84	2009.07.13 03:00	close	42	0.01	1.16022	1.14932	1.17932	-3.54	9985.03
85	2009.07.13 07:00	buy	43	0.01	1.16576	1.15076	1.18076
86	2009.07.13 18:00	close	43	0.01	1.15396	1.15076	1.18076	-10.23	9974.80
87	2009.07.28 20:00	buy	44	0.01	1.08762	1.07262	1.10262
88	2009.07.29 05:00	close	44	0.01	1.08112	1.07262	1.10262	-6.02	9968.78
89	2009.07.29 09:00	buy	45	0.01	1.08858	1.07358	1.10358
90	2009.07.30 15:00	close	45	0.01	1.08253	1.07358	1.10358	-5.62	9963.16
91	2009.08.05 00:00	buy	46	0.01	1.07348	1.05848	1.08848
92	2009.08.05 21:00	close	46	0.01	1.06918	1.05848	1.08848	-4.02	9959.14
93	2009.08.06 16:00	buy	47	0.01	1.07464	1.05964	1.08964
94	2009.08.10 19:15	t/p	47	0.01	1.08964	1.05964	1.08964	13.74	9972.88
95	2009.08.14 18:00	buy	48	0.01	1.09802	1.08302	1.11302
96	2009.08.19 00:00	close	48	0.01	1.10112	1.08302	1.11302	2.79	9975.67
97	2009.08.19 09:00	buy	49	0.01	1.10822	1.09322	1.12322
98	2009.08.19 19:00	close	49	0.01	1.09610	1.09322	1.12322	-11.06	9964.61
99	2009.08.25 21:00	buy	50	0.01	1.08558	1.07058	1.10058
100	2009.08.27 17:02	t/p	50	0.01	1.10058	1.07058	1.10058	13.57	9978.19
101	2009.08.31 01:00	buy	51	0.01	1.09478	1.07978	1.10978
102	2009.09.01 08:00	close	51	0.01	1.09164	1.07978	1.10978	-2.89	9975.30
103	2009.09.01 15:00	buy	52	0.01	1.09740	1.08240	1.11240
104	2009.09.03 14:00	close	52	0.01	1.09834	1.08240	1.11240	0.82	9976.12
105	2009.09.03 19:00	buy	53	0.01	1.10523	1.09023	1.12023
106	2009.09.04 09:00	close	53	0.01	1.10086	1.09023	1.12023	-3.98	9972.14
107	2009.09.09 13:00	buy	54	0.01	1.08254	1.06754	1.09754
108	2009.09.10 23:00	close	54	0.01	1.07687	1.06754	1.09754	-5.30	9966.84
109	2009.09.14 03:00	buy	55	0.01	1.08435	1.06935	1.09935
110	2009.09.15 18:00	close	55	0.01	1.07589	1.06935	1.09935	-7.87	9958.97
111	2009.09.18 10:00	buy	56	0.01	1.07407	1.05907	1.08907
112	2009.09.22 11:00	close	56	0.01	1.06857	1.05907	1.08907	-5.17	9953.80
113	2009.09.23 19:00	buy	57	0.01	1.07195	1.05695	1.08695
114	2009.09.24 16:20	t/p	57	0.01	1.08695	1.05695	1.08695	13.74	9967.55
115	2009.10.01 21:00	buy	58	0.01	1.08501	1.07001	1.10001
116	2009.10.05 03:00	close	58	0.01	1.07643	1.07001	1.10001	-7.99	9959.56
117	2009.10.15 18:00	buy	59	0.01	1.03122	1.01622	1.04622
118	2009.10.19 19:00	close	59	0.01	1.03024	1.01622	1.04622	-0.97	9958.59
119	2009.10.20 16:00	buy	60	0.01	1.04141	1.02641	1.05641
120	2009.10.21 13:20	t/p	60	0.01	1.05641	1.02641	1.05641	14.19	9972.78
121	2009.10.30 14:00	buy	61	0.01	1.08092	1.06592	1.09592
122	2009.11.03 18:00	close	61	0.01	1.07003	1.06592	1.09592	-10.20	9962.58
123	2009.11.06 14:00	buy	62	0.01	1.07177	1.05677	1.08677
124	2009.11.09 11:00	close	62	0.01	1.06038	1.05677	1.08677	-10.75	9951.83
125	2009.11.12 19:00	buy	63	0.01	1.05247	1.03747	1.06747
126	2009.11.13 19:00	close	63	0.01	1.04827	1.03747	1.06747	-4.02	9947.81
127	2009.11.17 10:00	buy	64	0.01	1.05326	1.03826	1.06826
128	2009.11.18 11:00	close	64	0.01	1.04777	1.03826	1.06826	-5.25	9942.56
129	2009.11.18 21:00	buy	65	0.01	1.05766	1.04266	1.07266
130	2009.11.20 13:20	t/p	65	0.01	1.07266	1.04266	1.07266	13.94	9956.51
131	2009.11.26 16:00	buy	66	0.01	1.05846	1.04346	1.07346
132	2009.11.27 09:10	t/p	66	0.01	1.07346	1.04346	1.07346	13.96	9970.47
133	2009.12.03 00:00	buy	67	0.01	1.05181	1.03681	1.06681
134	2009.12.04 16:00	close	67	0.01	1.04673	1.03681	1.06681	-4.86	9965.61
135	2009.12.04 21:00	buy	68	0.01	1.06017	1.04517	1.07517
136	2009.12.07 19:00	close	68	0.01	1.04978	1.04517	1.07517	-9.91	9955.70
137	2009.12.08 15:00	buy	69	0.01	1.05798	1.04298	1.07298
138	2009.12.09 21:00	close	69	0.01	1.05378	1.04298	1.07298	-4.00	9951.70
139	2009.12.11 19:00	buy	70	0.01	1.05955	1.04455	1.07455
140	2009.12.15 07:00	close	70	0.01	1.05642	1.04455	1.07455	-2.98	9948.72
141	2009.12.15 11:00	buy	71	0.01	1.06227	1.04727	1.07727
142	2009.12.16 17:00	close	71	0.01	1.05892	1.04727	1.07727	-3.17	9945.55
143	2009.12.16 23:00	buy	72	0.01	1.06206	1.04706	1.07706
144	2009.12.18 16:00	close	72	0.01	1.06388	1.04706	1.07706	1.67	9947.23
145	2009.12.21 10:00	buy	73	0.01	1.07027	1.05527	1.08527
146	2009.12.21 12:00	close	73	0.01	1.06281	1.05527	1.08527	-7.02	9940.21
147	2009.12.30 05:00	buy	74	0.01	1.04951	1.03451	1.06451
148	2009.12.31 18:00	close	74	0.01	1.04614	1.03451	1.06451	-3.25	9936.96