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=1; Slippage=3; UseStopLoss=false; StopLoss=30; UseTakeProfit=false; TakeProfit=30; UseTrailingStop=false; TrailingStop=30;
Bars in test	6211	Ticks modelled	152607	Modelling quality	n/a
Mismatched charts errors	70
Initial deposit	10000.00
Total net profit	-9230.00	Gross profit	13961.81	Gross loss	-23191.81
Profit factor	0.60	Expected payoff	-118.33
Absolute drawdown	9234.08	Maximal drawdown	13478.07 (94.62%)	Relative drawdown	94.62% (13478.07)
Total trades	78	Short positions (won %)	0 (0.00%)	Long positions (won %)	78 (24.36%)
		Profit trades (% of total)	19 (24.36%)	Loss trades (% of total)	59 (75.64%)
Largest		profit trade	2715.89	loss trade	-1821.38
Average		profit trade	734.83	loss trade	-393.08
Maximum		consecutive wins (profit in money)	3 (4565.85)	consecutive losses (loss in money)	12 (-6717.51)
Maximal		consecutive profit (count of wins)	4565.85 (3)	consecutive loss (count of losses)	-6717.51 (12)
Average		consecutive wins	1	consecutive losses	4

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.01.06 07:00	buy	1	1.00	1.19659	0.00000	0.00000
2	2009.01.06 11:00	close	1	1.00	1.18940	0.00000	0.00000	-604.51	9395.49
3	2009.01.07 04:00	buy	2	1.00	1.18639	0.00000	0.00000
4	2009.01.07 05:00	close	2	1.00	1.18330	0.00000	0.00000	-261.13	9134.36
5	2009.01.07 13:00	buy	3	1.00	1.18469	0.00000	0.00000
6	2009.01.07 14:00	close	3	1.00	1.18170	0.00000	0.00000	-253.03	8881.33
7	2009.01.07 16:00	buy	4	1.00	1.18725	0.00000	0.00000
8	2009.01.08 15:00	close	4	1.00	1.19330	0.00000	0.00000	504.23	9385.56
9	2009.01.09 08:00	buy	5	1.00	1.18629	0.00000	0.00000
10	2009.01.09 09:00	close	5	1.00	1.18490	0.00000	0.00000	-117.31	9268.25
11	2009.01.09 10:00	buy	6	1.00	1.18931	0.00000	0.00000
12	2009.01.09 12:00	close	6	1.00	1.18300	0.00000	0.00000	-533.39	8734.86
13	2009.01.09 13:00	buy	7	1.00	1.18907	0.00000	0.00000
14	2009.01.09 21:00	close	7	1.00	1.18675	0.00000	0.00000	-195.49	8539.37
15	2009.01.09 22:00	buy	8	1.00	1.19134	0.00000	0.00000
16	2009.01.12 00:00	close	8	1.00	1.18985	0.00000	0.00000	-126.15	8413.21
17	2009.01.12 01:00	buy	9	1.00	1.19133	0.00000	0.00000
18	2009.01.13 23:00	close	9	1.00	1.22460	0.00000	0.00000	2715.89	11129.10
19	2009.01.14 11:00	buy	10	1.00	1.22429	0.00000	0.00000
20	2009.01.15 11:00	close	10	1.00	1.24512	0.00000	0.00000	1670.16	12799.26
21	2009.01.15 14:00	buy	11	1.00	1.24905	0.00000	0.00000
22	2009.01.15 22:00	close	11	1.00	1.25130	0.00000	0.00000	179.81	12979.07
23	2009.01.15 23:00	buy	12	1.00	1.25367	0.00000	0.00000
24	2009.01.16 01:00	close	12	1.00	1.25146	0.00000	0.00000	-177.51	12801.55
25	2009.01.16 17:00	buy	13	1.00	1.24889	0.00000	0.00000
26	2009.01.19 00:00	close	13	1.00	1.23840	0.00000	0.00000	-847.98	11953.57
27	2009.01.19 09:00	buy	14	1.00	1.24719	0.00000	0.00000
28	2009.01.19 11:00	close	14	1.00	1.24156	0.00000	0.00000	-453.46	11500.11
29	2009.01.19 13:00	buy	15	1.00	1.24514	0.00000	0.00000
30	2009.01.21 04:00	close	15	1.00	1.26120	0.00000	0.00000	1271.54	12771.65
31	2009.01.21 08:00	buy	16	1.00	1.26679	0.00000	0.00000
32	2009.01.21 12:00	close	16	1.00	1.26258	0.00000	0.00000	-333.44	12438.21
33	2009.01.21 15:00	buy	17	1.00	1.26673	0.00000	0.00000
34	2009.01.21 16:00	close	17	1.00	1.26081	0.00000	0.00000	-469.54	11968.67
35	2009.01.21 17:00	buy	18	1.00	1.27337	0.00000	0.00000
36	2009.01.21 20:00	close	18	1.00	1.26457	0.00000	0.00000	-695.89	11272.78
37	2009.01.22 13:00	buy	19	1.00	1.26169	0.00000	0.00000
38	2009.01.22 19:00	close	19	1.00	1.26035	0.00000	0.00000	-106.32	11166.46
39	2009.01.23 10:00	buy	20	1.00	1.26052	0.00000	0.00000
40	2009.01.23 16:00	close	20	1.00	1.25692	0.00000	0.00000	-286.41	10880.05
41	2009.01.27 02:00	buy	21	1.00	1.22589	0.00000	0.00000
42	2009.01.27 03:00	close	21	1.00	1.22373	0.00000	0.00000	-176.51	10703.54
43	2009.01.27 06:00	buy	22	1.00	1.22510	0.00000	0.00000
44	2009.01.27 09:00	close	22	1.00	1.21929	0.00000	0.00000	-476.51	10227.03
45	2009.01.27 12:00	buy	23	1.00	1.22304	0.00000	0.00000
46	2009.01.28 01:00	close	23	1.00	1.22510	0.00000	0.00000	167.23	10394.26
47	2009.01.28 02:00	buy	24	1.00	1.22757	0.00000	0.00000
48	2009.01.28 07:00	close	24	1.00	1.22634	0.00000	0.00000	-100.30	10293.96
49	2009.01.28 08:00	buy	25	1.00	1.22888	0.00000	0.00000
50	2009.01.28 09:00	close	25	1.00	1.22260	0.00000	0.00000	-513.66	9780.30
51	2009.01.28 22:00	buy	26	1.00	1.21611	0.00000	0.00000
52	2009.01.28 23:00	close	26	1.00	1.21048	0.00000	0.00000	-465.10	9315.20
53	2009.01.29 02:00	buy	27	1.00	1.21744	0.00000	0.00000
54	2009.01.29 13:00	close	27	1.00	1.21408	0.00000	0.00000	-276.75	9038.45
55	2009.01.29 18:00	buy	28	1.00	1.21916	0.00000	0.00000
56	2009.01.30 21:00	close	28	1.00	1.22886	0.00000	0.00000	788.43	9826.87
57	2009.02.02 04:00	buy	29	1.00	1.23327	0.00000	0.00000
58	2009.02.03 05:00	close	29	1.00	1.24059	0.00000	0.00000	589.12	10415.99
59	2009.02.03 07:00	buy	30	1.00	1.24419	0.00000	0.00000
60	2009.02.03 09:00	close	30	1.00	1.24177	0.00000	0.00000	-194.88	10221.11
61	2009.02.03 10:00	buy	31	1.00	1.24632	0.00000	0.00000
62	2009.02.03 16:00	close	31	1.00	1.24148	0.00000	0.00000	-389.86	9831.25
63	2009.02.04 09:00	buy	32	1.00	1.23947	0.00000	0.00000
64	2009.02.04 16:00	close	32	1.00	1.22883	0.00000	0.00000	-865.86	8965.39
65	2009.02.04 21:00	buy	33	1.00	1.23246	0.00000	0.00000
66	2009.02.04 22:00	close	33	1.00	1.23177	0.00000	0.00000	-56.02	8909.37
67	2009.02.05 02:00	buy	34	1.00	1.23362	0.00000	0.00000
68	2009.02.05 08:00	close	34	1.00	1.23225	0.00000	0.00000	-111.18	8798.19
69	2009.02.05 09:00	buy	35	1.00	1.23729	0.00000	0.00000
70	2009.02.05 11:00	close	35	1.00	1.22825	0.00000	0.00000	-736.01	8062.18
71	2009.02.05 15:00	buy	36	1.00	1.23370	0.00000	0.00000
72	2009.02.05 16:00	close	36	1.00	1.22975	0.00000	0.00000	-321.20	7740.98
73	2009.02.05 23:00	buy	37	1.00	1.23329	0.00000	0.00000
74	2009.02.06 18:00	close	37	1.00	1.23890	0.00000	0.00000	451.90	8192.88
75	2009.02.09 10:00	buy	38	1.00	1.23046	0.00000	0.00000
76	2009.02.09 15:00	close	38	1.00	1.22455	0.00000	0.00000	-482.63	7710.25
77	2009.02.10 02:00	buy	39	1.00	1.22667	0.00000	0.00000
78	2009.02.10 14:00	close	39	1.00	1.22336	0.00000	0.00000	-270.57	7439.68
79	2009.02.10 16:00	buy	40	1.00	1.22434	0.00000	0.00000
80	2009.02.10 17:00	close	40	1.00	1.22295	0.00000	0.00000	-113.66	7326.02
81	2009.02.10 18:00	buy	41	1.00	1.23404	0.00000	0.00000
82	2009.02.11 18:00	close	41	1.00	1.24185	0.00000	0.00000	627.98	7953.99
83	2009.02.11 20:00	buy	42	1.00	1.24802	0.00000	0.00000
84	2009.02.11 21:00	close	42	1.00	1.24130	0.00000	0.00000	-541.37	7412.62
85	2009.02.12 05:00	buy	43	1.00	1.24449	0.00000	0.00000
86	2009.02.12 06:00	close	43	1.00	1.24115	0.00000	0.00000	-269.11	7143.51
87	2009.02.12 10:00	buy	44	1.00	1.24554	0.00000	0.00000
88	2009.02.12 23:00	close	44	1.00	1.24405	0.00000	0.00000	-119.77	7023.74
89	2009.02.13 18:00	buy	45	1.00	1.24424	0.00000	0.00000
90	2009.02.13 21:00	close	45	1.00	1.23555	0.00000	0.00000	-703.33	6320.41
91	2009.02.16 01:00	buy	46	1.00	1.24289	0.00000	0.00000
92	2009.02.16 17:00	close	46	1.00	1.24290	0.00000	0.00000	0.80	6321.21
93	2009.02.16 18:00	buy	47	1.00	1.24441	0.00000	0.00000
94	2009.02.16 19:00	close	47	1.00	1.24295	0.00000	0.00000	-117.46	6203.75
95	2009.02.16 20:00	buy	48	1.00	1.24384	0.00000	0.00000
96	2009.02.16 21:00	close	48	1.00	1.24404	0.00000	0.00000	16.08	6219.83
97	2009.02.16 22:00	buy	49	1.00	1.24477	0.00000	0.00000
98	2009.02.16 23:00	close	49	1.00	1.24240	0.00000	0.00000	-190.76	6029.07
99	2009.02.17 03:00	buy	50	1.00	1.24799	0.00000	0.00000
100	2009.02.18 06:00	close	50	1.00	1.26272	0.00000	0.00000	1165.61	7194.68
101	2009.02.18 10:00	buy	51	1.00	1.26481	0.00000	0.00000
102	2009.02.18 12:00	close	51	1.00	1.26271	0.00000	0.00000	-166.31	7028.37
103	2009.02.19 17:00	buy	52	1.00	1.26004	0.00000	0.00000
104	2009.02.20 12:00	close	52	1.00	1.25885	0.00000	0.00000	-95.45	6932.91
105	2009.02.20 13:00	buy	53	1.00	1.26259	0.00000	0.00000
106	2009.02.20 18:00	close	53	1.00	1.25415	0.00000	0.00000	-672.97	6259.94
107	2009.02.23 15:00	buy	54	1.00	1.24878	0.00000	0.00000
108	2009.02.24 05:00	close	54	1.00	1.24928	0.00000	0.00000	39.10	6299.04
109	2009.02.24 11:00	buy	55	1.00	1.25154	0.00000	0.00000
110	2009.02.24 12:00	close	55	1.00	1.24711	0.00000	0.00000	-355.22	5943.82
111	2009.02.24 14:00	buy	56	1.00	1.25262	0.00000	0.00000
112	2009.02.24 16:00	close	56	1.00	1.24690	0.00000	0.00000	-458.74	5485.08
113	2009.02.25 05:00	buy	57	1.00	1.24769	0.00000	0.00000
114	2009.02.25 09:00	close	57	1.00	1.24305	0.00000	0.00000	-373.28	5111.80
115	2009.02.25 13:00	buy	58	1.00	1.24729	0.00000	0.00000
116	2009.02.26 11:00	close	58	1.00	1.25150	0.00000	0.00000	333.63	5445.43
117	2009.02.26 22:00	buy	59	1.00	1.25398	0.00000	0.00000
118	2009.03.03 05:00	close	59	1.00	1.28453	0.00000	0.00000	2375.53	7820.96
119	2009.03.03 11:00	buy	60	1.00	1.28882	0.00000	0.00000
120	2009.03.03 15:00	close	60	1.00	1.28350	0.00000	0.00000	-414.49	7406.47
121	2009.03.03 16:00	buy	61	1.00	1.29184	0.00000	0.00000
122	2009.03.03 21:00	close	61	1.00	1.28783	0.00000	0.00000	-311.38	7095.09
123	2009.03.03 22:00	buy	62	1.00	1.29206	0.00000	0.00000
124	2009.03.04 09:00	close	62	1.00	1.29208	0.00000	0.00000	0.63	7095.71
125	2009.03.04 11:00	buy	63	1.00	1.29348	0.00000	0.00000
126	2009.03.04 13:00	close	63	1.00	1.29003	0.00000	0.00000	-267.44	6828.27
127	2009.03.05 10:00	buy	64	1.00	1.27897	0.00000	0.00000
128	2009.03.06 05:00	close	64	1.00	1.28507	0.00000	0.00000	473.76	7302.03
129	2009.03.06 17:00	buy	65	1.00	1.28731	0.00000	0.00000
130	2009.03.09 01:00	close	65	1.00	1.28213	0.00000	0.00000	-404.94	6897.08
131	2009.03.09 05:00	buy	66	1.00	1.28769	0.00000	0.00000
132	2009.03.10 03:00	close	66	1.00	1.29535	0.00000	0.00000	590.43	7487.51
133	2009.03.11 05:00	buy	67	1.00	1.28589	0.00000	0.00000
134	2009.03.11 12:00	close	67	1.00	1.28135	0.00000	0.00000	-354.31	7133.20
135	2009.03.11 18:00	buy	68	1.00	1.28745	0.00000	0.00000
136	2009.03.12 14:00	close	68	1.00	1.28590	0.00000	0.00000	-123.31	7009.89
137	2009.03.12 15:00	buy	69	1.00	1.29204	0.00000	0.00000
138	2009.03.12 18:00	close	69	1.00	1.28502	0.00000	0.00000	-546.29	6463.60
139	2009.03.13 13:00	buy	70	1.00	1.28237	0.00000	0.00000
140	2009.03.13 14:00	close	70	1.00	1.27120	0.00000	0.00000	-878.70	5584.90
141	2009.03.16 01:00	buy	71	1.00	1.27745	0.00000	0.00000
142	2009.03.16 03:00	close	71	1.00	1.27367	0.00000	0.00000	-296.78	5288.12
143	2009.03.16 17:00	buy	72	1.00	1.27314	0.00000	0.00000
144	2009.03.16 18:00	close	72	1.00	1.26673	0.00000	0.00000	-506.03	4782.09
145	2009.03.16 21:00	buy	73	1.00	1.27414	0.00000	0.00000
146	2009.03.17 03:00	close	73	1.00	1.26895	0.00000	0.00000	-409.92	4372.16
147	2009.03.17 08:00	buy	74	1.00	1.27274	0.00000	0.00000
148	2009.03.17 12:00	close	74	1.00	1.26972	0.00000	0.00000	-237.85	4134.31
149	2009.03.17 13:00	buy	75	1.00	1.27477	0.00000	0.00000
150	2009.03.17 18:00	close	75	1.00	1.27050	0.00000	0.00000	-336.09	3798.22
151	2009.03.18 10:00	buy	76	1.00	1.27249	0.00000	0.00000
152	2009.03.18 11:00	close	76	1.00	1.26668	0.00000	0.00000	-458.68	3339.54
153	2009.03.18 13:00	buy	77	1.00	1.27255	0.00000	0.00000
154	2009.03.18 14:00	close	77	1.00	1.26310	0.00000	0.00000	-748.16	2591.38
155	2009.03.18 17:00	buy	78	1.00	1.27236	0.00000	0.00000
156	2009.03.18 20:00	close	78	1.00	1.24960	0.00000	0.00000	-1821.38	770.00