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; RiskFactor=26; SignalMail=false; EachTickMode=false; Lots=0.1; Slippage=2; StopLossMode=false; StopLoss=70; TakeProfitMode=false; TakeProfit=150; TrailingStopMode=false; TrailingStop=30; UseHourTrade=false; FromHourTrade=10; 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; TwoPeriodExitMultiple=16; EMAPeriod=40;
Bars in test	6211	Ticks modelled	152607	Modelling quality	n/a
Mismatched charts errors	70
Initial deposit	10000.00
Total net profit	250.66	Gross profit	904.49	Gross loss	-653.83
Profit factor	1.38	Expected payoff	14.74
Absolute drawdown	87.21	Maximal drawdown	488.43 (4.68%)	Relative drawdown	4.68% (488.43)
Total trades	17	Short positions (won %)	13 (46.15%)	Long positions (won %)	4 (25.00%)
		Profit trades (% of total)	7 (41.18%)	Loss trades (% of total)	10 (58.82%)
Largest		profit trade	284.05	loss trade	-133.03
Average		profit trade	129.21	loss trade	-65.38
Maximum		consecutive wins (profit in money)	3 (306.33)	consecutive losses (loss in money)	2 (-235.59)
Maximal		consecutive profit (count of wins)	306.33 (3)	consecutive loss (count of losses)	-235.59 (2)
Average		consecutive wins	1	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	1.19404	0.00000	0.00000	-16.65	9983.35
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	1.22187	0.00000	0.00000	284.05	10267.40
5	2009.03.03 03:00	buy	3	0.10	1.29001	0.00000	0.00000
6	2009.03.04 15:00	close	3	0.10	1.28455	0.00000	0.00000	-42.56	10224.84
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	1.28381	0.00000	0.00000	-60.29	10164.55
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	1.23862	0.00000	0.00000	87.36	10251.91
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	1.09675	0.00000	0.00000	-133.03	10118.88
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	1.16134	0.00000	0.00000	-102.56	10016.33
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	1.08678	0.00000	0.00000	125.94	10142.27
17	2009.08.13 04:00	sell	9	0.10	1.08996	0.00000	0.00000
18	2009.08.14 18:00	close	9	0.10	1.09767	0.00000	0.00000	-70.30	10071.97
19	2009.08.17 19:00	buy	10	0.10	1.10756	0.00000	0.00000
20	2009.08.19 18:00	close	10	0.10	1.09683	0.00000	0.00000	-97.93	9974.04
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	1.08629	0.00000	0.00000	100.81	10074.85
23	2009.08.28 06:00	sell	12	0.10	1.08875	0.00000	0.00000
24	2009.08.28 19:00	close	12	0.10	1.09098	0.00000	0.00000	-20.44	10054.41
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	1.07372	0.00000	0.00000	-62.27	9992.14
27	2009.09.25 06:00	buy	14	0.10	1.08967	0.00000	0.00000
28	2009.09.28 17:00	close	14	0.10	1.09065	0.00000	0.00000	8.94	10001.08
29	2009.09.29 03:00	sell	15	0.10	1.08629	0.00000	0.00000
30	2009.10.01 18:00	close	15	0.10	1.07776	0.00000	0.00000	78.91	10080.00
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	1.03185	0.00000	0.00000	218.48	10298.47
33	2009.10.21 07:00	buy	17	0.10	1.04871	0.00000	0.00000
34	2009.10.21 17:00	close	17	0.10	1.04372	0.00000	0.00000	-47.81	10250.66