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=0.1; SndMl=true; isFloatLots=false; DcF=3; MaxR=0.02; TgtProfit=1; isTradeDay=false; isTrace=false;
Bars in test	6211	Ticks modelled	152607	Modelling quality	n/a
Mismatched charts errors	70
Initial deposit	10000.00
Total net profit	-134.70	Gross profit	388.84	Gross loss	-523.54
Profit factor	0.74	Expected payoff	-7.92
Absolute drawdown	339.16	Maximal drawdown	377.22 (3.76%)	Relative drawdown	3.76% (377.22)
Total trades	17	Short positions (won %)	10 (50.00%)	Long positions (won %)	7 (71.43%)
		Profit trades (% of total)	10 (58.82%)	Loss trades (% of total)	7 (41.18%)
Largest		profit trade	67.64	loss trade	-123.20
Average		profit trade	38.88	loss trade	-74.79
Maximum		consecutive wins (profit in money)	3 (107.20)	consecutive losses (loss in money)	2 (-201.73)
Maximal		consecutive profit (count of wins)	107.20 (3)	consecutive loss (count of losses)	-201.73 (2)
Average		consecutive wins	2	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.01.12 01:00	buy	1	0.10	1.19059	1.17725	1.19508
2	2009.01.12 09:15	t/p	1	0.10	1.19508	1.17725	1.19508	37.57	10037.57
3	2009.02.06 01:00	sell	2	0.10	1.23081	1.23947	1.22397
4	2009.02.06 08:40	s/l	2	0.10	1.23947	1.23947	1.22397	-69.87	9967.70
5	2009.02.16 01:00	buy	3	0.10	1.24215	1.22658	1.24513
6	2009.02.16 11:50	t/p	3	0.10	1.24513	1.22658	1.24513	23.93	9991.63
7	2009.02.20 01:00	buy	4	0.10	1.25648	1.24645	1.26160
8	2009.02.20 06:20	t/p	4	0.10	1.26160	1.24645	1.26160	40.58	10032.21
9	2009.03.09 01:00	sell	5	0.10	1.28213	1.29228	1.27908
10	2009.03.09 11:45	s/l	5	0.10	1.29228	1.29228	1.27908	-78.53	9953.68
11	2009.03.16 01:00	buy	6	0.10	1.27671	1.26119	1.28298
12	2009.03.18 14:20	s/l	6	0.10	1.26119	1.26119	1.28298	-123.20	9830.48
13	2009.03.23 01:00	sell	7	0.10	1.23790	1.24696	1.23148
14	2009.03.23 08:45	t/p	7	0.10	1.23148	1.24696	1.23148	52.15	9882.63
15	2009.04.20 01:00	sell	8	0.10	1.21235	1.21801	1.20769
16	2009.04.20 03:50	s/l	8	0.10	1.21801	1.21801	1.20769	-46.47	9836.16
17	2009.05.13 01:00	sell	9	0.10	1.16050	1.16978	1.15407
18	2009.05.13 17:50	s/l	9	0.10	1.16978	1.16978	1.15407	-79.33	9756.83
19	2009.05.26 01:00	buy	10	0.10	1.12451	1.11935	1.12773
20	2009.05.26 03:40	t/p	10	0.10	1.12773	1.11935	1.12773	28.55	9785.38
21	2009.06.12 01:00	sell	11	0.10	1.10214	1.10969	1.09527
22	2009.06.12 09:26	s/l	11	0.10	1.10969	1.10969	1.09527	-68.02	9717.36
23	2009.07.10 01:00	sell	12	0.10	1.16107	1.16804	1.15500
24	2009.07.13 17:46	t/p	12	0.10	1.15500	1.16804	1.15500	52.57	9769.93
25	2009.09.28 01:00	buy	13	0.10	1.09211	1.08493	1.09719
26	2009.09.28 03:40	t/p	13	0.10	1.09719	1.08493	1.09719	46.29	9816.22
27	2009.10.14 01:00	buy	14	0.10	1.03192	1.02596	1.03662
28	2009.10.14 12:59	s/l	14	0.10	1.02596	1.02596	1.03662	-58.12	9758.10
29	2009.11.16 01:00	sell	15	0.10	1.04904	1.05659	1.04711
30	2009.11.16 07:40	t/p	15	0.10	1.04711	1.05659	1.04711	18.43	9776.53
31	2009.12.22 01:00	sell	16	0.10	1.06152	1.07062	1.05439
32	2009.12.22 19:50	t/p	16	0.10	1.05439	1.07062	1.05439	67.64	9844.17
33	2009.12.28 01:00	sell	17	0.10	1.04817	1.05183	1.04596
34	2009.12.28 04:20	t/p	17	0.10	1.04596	1.05183	1.04596	21.13	9865.30