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=0.1; Slippage=3; StopLossMode=false; StopLoss=60; TakeProfitMode=false; TakeProfit=100; TrailingStopMode=false; TrailingStop=30; UseHourTrade=false; FromHourTrade=17; ToHourTrade=10; RequiredStochLevelSell=false; StochSell=40; RequiredStochLevelBuy=false; StochBuy=60; stochShort=1; stochMed=20; stochLong=50; ShortStochSellEntry=80; ShortStochBuyEntry=20; MaxStochDiffMedvsLong=false; MaxStochDifference=8; AdditionalTimeFilter=false; hour=18; EMAPeriod=40;
Bars in test	6211	Ticks modelled	152607	Modelling quality	n/a
Mismatched charts errors	70
Initial deposit	10000.00
Total net profit	323.76	Gross profit	1536.72	Gross loss	-1212.96
Profit factor	1.27	Expected payoff	8.99
Absolute drawdown	125.45	Maximal drawdown	535.26 (5.09%)	Relative drawdown	5.09% (535.26)
Total trades	36	Short positions (won %)	24 (66.67%)	Long positions (won %)	12 (41.67%)
		Profit trades (% of total)	21 (58.33%)	Loss trades (% of total)	15 (41.67%)
Largest		profit trade	310.85	loss trade	-282.91
Average		profit trade	73.18	loss trade	-80.86
Maximum		consecutive wins (profit in money)	4 (182.79)	consecutive losses (loss in money)	4 (-252.27)
Maximal		consecutive profit (count of wins)	438.01 (3)	consecutive loss (count of losses)	-282.91 (1)
Average		consecutive wins	2	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.01.06 04:00	sell	1	0.10	1.19208	0.00000	0.00000
2	2009.01.08 17:00	close	1	0.10	1.18317	0.00000	0.00000	75.11	10075.11
3	2009.01.23 06:00	sell	2	0.10	1.25662	0.00000	0.00000
4	2009.01.26 12:00	close	2	0.10	1.21873	0.00000	0.00000	310.85	10385.96
5	2009.02.05 22:00	sell	3	0.10	1.23105	0.00000	0.00000
6	2009.02.06 20:00	close	3	0.10	1.22467	0.00000	0.00000	52.05	10438.01
7	2009.02.09 05:00	sell	4	0.10	1.22280	0.00000	0.00000
8	2009.02.11 23:00	close	4	0.10	1.23835	0.00000	0.00000	-125.67	10312.34
9	2009.02.13 17:00	sell	5	0.10	1.23930	0.00000	0.00000
10	2009.02.13 22:00	close	5	0.10	1.23487	0.00000	0.00000	35.87	10348.21
11	2009.02.23 01:00	sell	6	0.10	1.25240	0.00000	0.00000
12	2009.02.23 05:00	close	6	0.10	1.24598	0.00000	0.00000	51.53	10399.74
13	2009.03.03 02:00	buy	7	0.10	1.28987	0.00000	0.00000
14	2009.03.05 02:00	close	7	0.10	1.27607	0.00000	0.00000	-108.34	10291.40
15	2009.03.10 18:00	sell	8	0.10	1.28202	0.00000	0.00000
16	2009.03.10 23:00	close	8	0.10	1.28134	0.00000	0.00000	5.31	10296.71
17	2009.03.19 03:00	sell	9	0.10	1.24944	0.00000	0.00000
18	2009.03.19 13:00	close	9	0.10	1.22743	0.00000	0.00000	179.32	10476.03
19	2009.04.07 06:00	buy	10	0.10	1.24302	0.00000	0.00000
20	2009.04.08 04:00	close	10	0.10	1.23925	0.00000	0.00000	-30.47	10445.55
21	2009.04.21 05:00	buy	11	0.10	1.23739	0.00000	0.00000
22	2009.04.21 14:00	close	11	0.10	1.23842	0.00000	0.00000	8.32	10453.87
23	2009.05.18 09:00	buy	12	0.10	1.17588	0.00000	0.00000
24	2009.05.20 19:00	close	12	0.10	1.14354	0.00000	0.00000	-282.91	10170.96
25	2009.05.21 00:00	sell	13	0.10	1.14210	0.00000	0.00000
26	2009.05.21 19:00	close	13	0.10	1.13742	0.00000	0.00000	41.15	10212.11
27	2009.05.25 05:00	sell	14	0.10	1.12395	0.00000	0.00000
28	2009.05.25 13:00	close	14	0.10	1.12595	0.00000	0.00000	-17.76	10194.35
29	2009.06.03 01:00	sell	15	0.10	1.08216	0.00000	0.00000
30	2009.06.03 06:00	close	15	0.10	1.08228	0.00000	0.00000	-1.11	10193.24
31	2009.06.04 10:00	buy	16	0.10	1.10336	0.00000	0.00000
32	2009.06.05 02:00	close	16	0.10	1.09896	0.00000	0.00000	-40.09	10153.15
33	2009.06.22 21:00	buy	17	0.10	1.15218	0.00000	0.00000
34	2009.06.25 13:00	close	17	0.10	1.16180	0.00000	0.00000	82.55	10235.70
35	2009.07.01 07:00	buy	18	0.10	1.16144	0.00000	0.00000
36	2009.07.01 23:00	close	18	0.10	1.14945	0.00000	0.00000	-104.31	10131.39
37	2009.07.03 04:00	buy	19	0.10	1.15954	0.00000	0.00000
38	2009.07.03 19:00	close	19	0.10	1.16158	0.00000	0.00000	17.56	10148.95
39	2009.07.16 05:00	sell	20	0.10	1.11940	0.00000	0.00000
40	2009.07.20 00:00	close	20	0.10	1.11493	0.00000	0.00000	39.99	10188.94
41	2009.07.23 02:00	sell	21	0.10	1.10048	0.00000	0.00000
42	2009.07.24 10:00	close	21	0.10	1.08777	0.00000	0.00000	116.79	10305.73
43	2009.07.30 21:00	sell	22	0.10	1.08286	0.00000	0.00000
44	2009.07.31 03:00	close	22	0.10	1.08194	0.00000	0.00000	8.45	10314.18
45	2009.08.13 04:00	sell	23	0.10	1.08996	0.00000	0.00000
46	2009.08.17 19:00	close	23	0.10	1.10719	0.00000	0.00000	-155.72	10158.46
47	2009.08.17 20:00	buy	24	0.10	1.10610	0.00000	0.00000
48	2009.08.17 23:00	close	24	0.10	1.10819	0.00000	0.00000	18.86	10177.32
49	2009.08.20 09:00	sell	25	0.10	1.09726	0.00000	0.00000
50	2009.08.20 18:00	close	25	0.10	1.09021	0.00000	0.00000	64.67	10241.99
51	2009.08.21 06:00	sell	26	0.10	1.09293	0.00000	0.00000
52	2009.08.24 00:00	close	26	0.10	1.07911	0.00000	0.00000	128.02	10370.01
53	2009.08.28 06:00	sell	27	0.10	1.08875	0.00000	0.00000
54	2009.08.31 17:00	close	27	0.10	1.09825	0.00000	0.00000	-86.55	10283.46
55	2009.09.17 02:00	sell	28	0.10	1.06671	0.00000	0.00000
56	2009.09.21 00:00	close	28	0.10	1.07016	0.00000	0.00000	-32.34	10251.12
57	2009.09.25 06:00	buy	29	0.10	1.08930	0.00000	0.00000
58	2009.09.29 03:00	close	29	0.10	1.08629	0.00000	0.00000	-27.81	10223.31
59	2009.10.01 04:00	sell	30	0.10	1.06947	0.00000	0.00000
60	2009.10.05 01:00	close	30	0.10	1.08087	0.00000	0.00000	-105.57	10117.74
61	2009.10.09 04:00	sell	31	0.10	1.05406	0.00000	0.00000
62	2009.10.09 14:00	close	31	0.10	1.04350	0.00000	0.00000	101.20	10218.94
63	2009.10.12 08:00	sell	32	0.10	1.04333	0.00000	0.00000
64	2009.10.12 13:00	close	32	0.10	1.03321	0.00000	0.00000	97.95	10316.89
65	2009.10.15 10:00	sell	33	0.10	1.02263	0.00000	0.00000
66	2009.10.19 19:00	close	33	0.10	1.03041	0.00000	0.00000	-75.60	10241.29
67	2009.10.21 07:00	buy	34	0.10	1.04834	0.00000	0.00000
68	2009.10.21 13:00	close	34	0.10	1.05495	0.00000	0.00000	62.66	10303.95
69	2009.11.17 20:00	buy	35	0.10	1.05299	0.00000	0.00000
70	2009.11.18 16:00	close	35	0.10	1.05103	0.00000	0.00000	-18.70	10285.24
71	2009.12.10 05:00	sell	36	0.10	1.05541	0.00000	0.00000
72	2009.12.10 12:00	close	36	0.10	1.05136	0.00000	0.00000	38.52	10323.76