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=70; TakeProfitMode=false; TakeProfit=150; 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; ShortStochSellExit=10; ShortStochBuyExit=90; 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	383.24	Gross profit	972.08	Gross loss	-588.85
Profit factor	1.65	Expected payoff	22.54
Absolute drawdown	81.22	Maximal drawdown	426.33 (4.09%)	Relative drawdown	4.09% (426.33)
Total trades	17	Short positions (won %)	13 (46.15%)	Long positions (won %)	4 (50.00%)
		Profit trades (% of total)	8 (47.06%)	Loss trades (% of total)	9 (52.94%)
Largest		profit trade	287.17	loss trade	-129.70
Average		profit trade	121.51	loss trade	-65.43
Maximum		consecutive wins (profit in money)	3 (343.10)	consecutive losses (loss in money)	2 (-229.11)
Maximal		consecutive profit (count of wins)	343.10 (3)	consecutive loss (count of losses)	-229.11 (2)
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 00:00	close	1	0.10	1.19367	0.00000	0.00000	-13.56	9986.44
3	2009.01.23 06:00	sell	2	0.10	1.25662	0.00000	0.00000
4	2009.01.29 11:00	close	2	0.10	1.22150	0.00000	0.00000	287.17	10273.61
5	2009.03.03 03:00	buy	3	0.10	1.28964	0.00000	0.00000
6	2009.03.04 16:00	close	3	0.10	1.28235	0.00000	0.00000	-56.90	10216.71
7	2009.03.05 02:00	sell	4	0.10	1.27607	0.00000	0.00000
8	2009.03.05 14:00	close	4	0.10	1.28344	0.00000	0.00000	-57.42	10159.29
9	2009.03.19 03:00	sell	5	0.10	1.24944	0.00000	0.00000
10	2009.03.19 20:00	close	5	0.10	1.23825	0.00000	0.00000	90.37	10249.66
11	2009.06.03 01:00	sell	6	0.10	1.08216	0.00000	0.00000
12	2009.06.03 16:00	close	6	0.10	1.09638	0.00000	0.00000	-129.70	10119.96
13	2009.07.01 23:00	sell	7	0.10	1.14945	0.00000	0.00000
14	2009.07.02 17:00	close	7	0.10	1.16097	0.00000	0.00000	-99.41	10020.56
15	2009.07.23 02:00	sell	8	0.10	1.10048	0.00000	0.00000
16	2009.07.27 03:00	close	8	0.10	1.08641	0.00000	0.00000	129.39	10149.95
17	2009.08.13 04:00	sell	9	0.10	1.08996	0.00000	0.00000
18	2009.08.14 19:00	close	9	0.10	1.09660	0.00000	0.00000	-60.61	10089.34
19	2009.08.17 19:00	buy	10	0.10	1.10719	0.00000	0.00000
20	2009.08.18 16:00	close	10	0.10	1.10917	0.00000	0.00000	17.80	10107.14
21	2009.08.20 09:00	sell	11	0.10	1.09726	0.00000	0.00000
22	2009.08.25 22:00	close	11	0.10	1.08592	0.00000	0.00000	104.25	10211.39
23	2009.08.28 06:00	sell	12	0.10	1.08875	0.00000	0.00000
24	2009.08.28 21:00	close	12	0.10	1.09314	0.00000	0.00000	-40.16	10171.23
25	2009.09.17 03:00	sell	13	0.10	1.06704	0.00000	0.00000
26	2009.09.18 10:00	close	13	0.10	1.07335	0.00000	0.00000	-58.85	10112.38
27	2009.09.25 06:00	buy	14	0.10	1.08930	0.00000	0.00000
28	2009.09.25 15:00	close	14	0.10	1.09430	0.00000	0.00000	45.69	10158.07
29	2009.09.29 03:00	sell	15	0.10	1.08629	0.00000	0.00000
30	2009.10.01 19:00	close	15	0.10	1.07815	0.00000	0.00000	75.26	10233.34
31	2009.10.09 05:00	sell	16	0.10	1.05443	0.00000	0.00000
32	2009.10.15 15:00	close	16	0.10	1.03148	0.00000	0.00000	222.15	10455.49
33	2009.10.21 07:00	buy	17	0.10	1.04834	0.00000	0.00000
34	2009.10.21 18:00	close	17	0.10	1.04082	0.00000	0.00000	-72.25	10383.24