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		TakeProfit=50; Lots=0.1; TrailingStop=30; MACDOpenLevel=3; MACDCloseLevel=2; MATrendPeriod=26;
Bars in test	6211	Ticks modelled	152607	Modelling quality	n/a
Mismatched charts errors	70
Initial deposit	10000.00
Total net profit	-1022.09	Gross profit	280.84	Gross loss	-1302.93
Profit factor	0.22	Expected payoff	-14.00
Absolute drawdown	1122.29	Maximal drawdown	1155.86 (11.52%)	Relative drawdown	11.52% (1155.86)
Total trades	73	Short positions (won %)	27 (88.89%)	Long positions (won %)	46 (89.13%)
		Profit trades (% of total)	65 (89.04%)	Loss trades (% of total)	8 (10.96%)
Largest		profit trade	4.75	loss trade	-295.99
Average		profit trade	4.32	loss trade	-162.87
Maximum		consecutive wins (profit in money)	13 (59.75)	consecutive losses (loss in money)	2 (-337.29)
Maximal		consecutive profit (count of wins)	59.75 (13)	consecutive loss (count of losses)	-337.29 (2)
Average		consecutive wins	9	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.01.16 17:00	buy	1	0.10	1.24889	0.00000	1.24939
2	2009.01.16 17:40	t/p	1	0.10	1.24939	0.00000	1.24939	3.99	10003.99
3	2009.01.16 17:40	buy	2	0.10	1.25138	0.00000	1.25188
4	2009.01.16 17:45	t/p	2	0.10	1.25188	0.00000	1.25188	3.99	10007.98
5	2009.01.16 17:45	buy	3	0.10	1.25387	0.00000	1.25437
6	2009.01.16 17:50	t/p	3	0.10	1.25437	0.00000	1.25437	3.98	10011.96
7	2009.01.16 17:50	buy	4	0.10	1.25637	0.00000	1.25687
8	2009.01.16 18:20	t/p	4	0.10	1.25687	0.00000	1.25687	3.97	10015.93
9	2009.01.29 18:15	buy	5	0.10	1.22044	0.00000	1.22094
10	2009.01.29 18:59	t/p	5	0.10	1.22094	0.00000	1.22094	4.09	10020.02
11	2009.02.05 18:00	buy	6	0.10	1.23154	0.00000	1.23204
12	2009.02.05 22:15	t/p	6	0.10	1.23204	0.00000	1.23204	4.05	10024.07
13	2009.02.10 16:17	sell	7	0.10	1.22165	0.00000	1.22115
14	2009.02.10 16:20	t/p	7	0.10	1.22115	0.00000	1.22115	4.09	10028.16
15	2009.02.10 16:47	sell	8	0.10	1.22199	0.00000	1.22149
16	2009.02.10 17:02	t/p	8	0.10	1.22149	0.00000	1.22149	4.10	10032.26
17	2009.02.10 17:10	sell	9	0.10	1.22311	0.00000	1.22261
18	2009.02.13 16:00	close	9	0.10	1.23949	0.00000	1.22261	-132.34	9899.92
19	2009.02.24 10:20	buy	10	0.10	1.25200	0.00000	1.25250
20	2009.02.24 13:46	t/p	10	0.10	1.25250	0.00000	1.25250	3.99	9903.91
21	2009.03.09 01:10	sell	11	0.10	1.28257	0.00000	1.28207
22	2009.03.10 13:50	t/p	11	0.10	1.28207	0.00000	1.28207	3.87	9907.79
23	2009.03.11 17:15	buy	12	0.10	1.28570	0.00000	1.28620
24	2009.03.11 17:20	t/p	12	0.10	1.28620	0.00000	1.28620	3.89	9911.68
25	2009.03.11 17:20	buy	13	0.10	1.28744	0.00000	1.28794
26	2009.03.11 18:15	t/p	13	0.10	1.28794	0.00000	1.28794	3.88	9915.56
27	2009.03.18 08:02	buy	14	0.10	1.27017	0.00000	1.27067
28	2009.03.18 08:50	t/p	14	0.10	1.27067	0.00000	1.27067	3.94	9919.50
29	2009.03.18 08:50	buy	15	0.10	1.27234	0.00000	1.27284
30	2009.03.18 16:45	t/p	15	0.10	1.27284	0.00000	1.27284	3.93	9923.43
31	2009.03.26 06:50	sell	16	0.10	1.23008	0.00000	1.22958
32	2009.03.26 07:16	t/p	16	0.10	1.22958	0.00000	1.22958	4.07	9927.50
33	2009.03.26 16:15	buy	17	0.10	1.23155	0.00000	1.23205
34	2009.03.26 16:45	t/p	17	0.10	1.23205	0.00000	1.23205	4.06	9931.56
35	2009.03.26 16:47	buy	18	0.10	1.23264	0.00000	1.23314
36	2009.03.26 16:50	t/p	18	0.10	1.23314	0.00000	1.23314	4.06	9935.62
37	2009.03.26 16:57	buy	19	0.10	1.23264	0.00000	1.23314
38	2009.03.26 17:07	t/p	19	0.10	1.23314	0.00000	1.23314	4.06	9939.68
39	2009.04.08 03:00	buy	20	0.10	1.24124	0.00000	1.24174
40	2009.04.08 04:40	t/p	20	0.10	1.24174	0.00000	1.24174	4.02	9943.70
41	2009.04.08 21:00	buy	21	0.10	1.23859	0.00000	1.23909
42	2009.04.08 21:07	t/p	21	0.10	1.23909	0.00000	1.23909	4.03	9947.73
43	2009.04.08 21:07	buy	22	0.10	1.24009	0.00000	1.24059
44	2009.04.17 12:50	close	22	0.10	1.20807	0.00000	1.24059	-266.07	9681.66
45	2009.04.22 16:00	sell	23	0.10	1.23830	0.00000	1.23780
46	2009.04.22 16:10	t/p	23	0.10	1.23780	0.00000	1.23780	4.04	9685.70
47	2009.04.22 16:10	sell	24	0.10	1.23628	0.00000	1.23578
48	2009.04.22 16:15	t/p	24	0.10	1.23578	0.00000	1.23578	4.04	9689.74
49	2009.04.22 16:15	sell	25	0.10	1.23471	0.00000	1.23421
50	2009.04.22 16:20	t/p	25	0.10	1.23421	0.00000	1.23421	4.06	9693.80
51	2009.04.22 16:20	sell	26	0.10	1.23262	0.00000	1.23212
52	2009.04.23 16:45	t/p	26	0.10	1.23212	0.00000	1.23212	3.96	9697.76
53	2009.04.27 19:10	buy	27	0.10	1.21718	0.00000	1.21768
54	2009.04.27 19:15	t/p	27	0.10	1.21768	0.00000	1.21768	4.11	9701.87
55	2009.04.27 19:15	buy	28	0.10	1.21868	0.00000	1.21918
56	2009.04.27 19:20	t/p	28	0.10	1.21918	0.00000	1.21918	4.10	9705.97
57	2009.04.27 19:20	buy	29	0.10	1.22019	0.00000	1.22069
58	2009.04.27 19:50	t/p	29	0.10	1.22069	0.00000	1.22069	4.10	9710.07
59	2009.04.27 19:50	buy	30	0.10	1.22213	0.00000	1.22263
60	2009.04.28 06:20	t/p	30	0.10	1.22263	0.00000	1.22263	4.00	9714.07
61	2009.05.01 16:00	buy	31	0.10	1.19014	0.00000	1.19064
62	2009.05.01 16:10	t/p	31	0.10	1.19064	0.00000	1.19064	4.20	9718.27
63	2009.05.01 16:10	buy	32	0.10	1.19251	0.00000	1.19301
64	2009.05.01 16:15	t/p	32	0.10	1.19301	0.00000	1.19301	4.19	9722.46
65	2009.05.01 16:15	buy	33	0.10	1.19427	0.00000	1.19477
66	2009.05.01 16:20	t/p	33	0.10	1.19477	0.00000	1.19477	4.18	9726.64
67	2009.05.01 16:20	buy	34	0.10	1.19604	0.00000	1.19654
68	2009.05.06 10:00	close	34	0.10	1.17566	0.00000	1.19654	-173.63	9553.01
69	2009.05.15 15:45	sell	35	0.10	1.16791	0.00000	1.16741
70	2009.05.15 15:50	t/p	35	0.10	1.16741	0.00000	1.16741	4.28	9557.29
71	2009.05.15 15:50	sell	36	0.10	1.16642	0.00000	1.16592
72	2009.05.15 16:37	t/p	36	0.10	1.16592	0.00000	1.16592	4.29	9561.58
73	2009.05.26 01:20	buy	37	0.10	1.12584	0.00000	1.12634
74	2009.05.26 02:50	t/p	37	0.10	1.12634	0.00000	1.12634	4.44	9566.02
75	2009.06.11 15:00	buy	38	0.10	1.10664	0.00000	1.10714
76	2009.06.12 05:15	t/p	38	0.10	1.10714	0.00000	1.10714	4.42	9570.44
77	2009.06.18 07:00	buy	39	0.10	1.13514	0.00000	1.13564
78	2009.06.18 10:46	t/p	39	0.10	1.13564	0.00000	1.13564	4.40	9574.84
79	2009.06.30 15:15	buy	40	0.10	1.15779	0.00000	1.15829
80	2009.06.30 16:10	t/p	40	0.10	1.15829	0.00000	1.15829	4.31	9579.15
81	2009.07.06 02:45	sell	41	0.10	1.16066	0.00000	1.16016
82	2009.07.06 07:37	t/p	41	0.10	1.16016	0.00000	1.16016	4.31	9583.46
83	2009.07.21 18:00	buy	42	0.10	1.10850	0.00000	1.10900
84	2009.07.21 18:20	t/p	42	0.10	1.10900	0.00000	1.10900	4.50	9587.96
85	2009.07.21 18:20	buy	43	0.10	1.11097	0.00000	1.11147
86	2009.07.28 23:20	close	43	0.10	1.07910	0.00000	1.11147	-295.99	9291.97
87	2009.07.29 00:00	sell	44	0.10	1.08086	0.00000	1.08036
88	2009.07.30 22:20	close	44	0.10	1.08533	0.00000	1.08036	-41.30	9250.67
89	2009.08.06 05:00	buy	45	0.10	1.07255	0.00000	1.07305
90	2009.08.06 12:15	t/p	45	0.10	1.07305	0.00000	1.07305	4.66	9255.33
91	2009.08.14 16:20	buy	46	0.10	1.08945	0.00000	1.08995
92	2009.08.14 16:40	t/p	46	0.10	1.08995	0.00000	1.08995	4.58	9259.91
93	2009.08.14 16:40	buy	47	0.10	1.09088	0.00000	1.09138
94	2009.08.14 16:45	t/p	47	0.10	1.09138	0.00000	1.09138	4.58	9264.49
95	2009.08.14 16:45	buy	48	0.10	1.09242	0.00000	1.09292
96	2009.08.14 16:50	t/p	48	0.10	1.09292	0.00000	1.09292	4.58	9269.07
97	2009.08.14 16:52	buy	49	0.10	1.09293	0.00000	1.09343
98	2009.08.14 17:20	t/p	49	0.10	1.09343	0.00000	1.09343	4.57	9273.64
99	2009.08.18 17:10	sell	50	0.10	1.10446	0.00000	1.10396
100	2009.08.18 17:20	t/p	50	0.10	1.10396	0.00000	1.10396	4.53	9278.17
101	2009.08.18 17:20	sell	51	0.10	1.10289	0.00000	1.10239
102	2009.08.18 19:50	t/p	51	0.10	1.10239	0.00000	1.10239	4.53	9282.70
103	2009.08.19 16:20	sell	52	0.10	1.10384	0.00000	1.10334
104	2009.08.19 16:32	t/p	52	0.10	1.10334	0.00000	1.10334	4.54	9287.24
105	2009.08.19 16:32	sell	53	0.10	1.09971	0.00000	1.09921
106	2009.08.19 17:50	t/p	53	0.10	1.09921	0.00000	1.09921	4.56	9291.80
107	2009.09.15 15:15	sell	54	0.10	1.08082	0.00000	1.08032
108	2009.09.15 15:20	t/p	54	0.10	1.08032	0.00000	1.08032	4.63	9296.43
109	2009.09.15 15:27	sell	55	0.10	1.08082	0.00000	1.08032
110	2009.09.15 15:32	t/p	55	0.10	1.08032	0.00000	1.08032	4.63	9301.06
111	2009.09.15 15:45	sell	56	0.10	1.08028	0.00000	1.07978
112	2009.09.15 17:45	t/p	56	0.10	1.07978	0.00000	1.07978	4.63	9305.69
113	2009.10.08 12:00	buy	57	0.10	1.05672	0.00000	1.05722
114	2009.10.08 14:15	t/p	57	0.10	1.05722	0.00000	1.05722	4.73	9310.42
115	2009.10.22 17:00	sell	58	0.10	1.04601	0.00000	1.04551
116	2009.10.30 03:20	close	58	0.10	1.06881	0.00000	1.04551	-213.62	9096.80
117	2009.11.03 16:00	sell	59	0.10	1.07779	0.00000	1.07729
118	2009.11.03 16:35	t/p	59	0.10	1.07729	0.00000	1.07729	4.65	9101.45
119	2009.11.03 16:35	sell	60	0.10	1.07611	0.00000	1.07561
120	2009.11.03 16:40	t/p	60	0.10	1.07561	0.00000	1.07561	4.65	9106.10
121	2009.11.03 16:40	sell	61	0.10	1.07431	0.00000	1.07381
122	2009.11.03 16:45	t/p	61	0.10	1.07381	0.00000	1.07381	4.66	9110.76
123	2009.11.03 16:47	sell	62	0.10	1.07250	0.00000	1.07200
124	2009.11.03 16:50	t/p	62	0.10	1.07200	0.00000	1.07200	4.67	9115.43
125	2009.11.05 21:00	buy	63	0.10	1.06546	0.00000	1.06596
126	2009.11.05 21:45	t/p	63	0.10	1.06596	0.00000	1.06596	4.69	9120.12
127	2009.11.05 21:45	buy	64	0.10	1.06685	0.00000	1.06735
128	2009.11.06 06:50	close	64	0.10	1.06397	0.00000	1.06735	-27.16	9092.96
129	2009.11.06 07:00	sell	65	0.10	1.06448	0.00000	1.06398
130	2009.11.06 08:33	t/p	65	0.10	1.06398	0.00000	1.06398	4.70	9097.66
131	2009.12.07 04:02	sell	66	0.10	1.05403	0.00000	1.05353
132	2009.12.07 16:40	t/p	66	0.10	1.05353	0.00000	1.05353	4.75	9102.41
133	2009.12.11 15:00	buy	67	0.10	1.05137	0.00000	1.05187
134	2009.12.11 15:15	t/p	67	0.10	1.05187	0.00000	1.05187	4.75	9107.16
135	2009.12.11 15:15	buy	68	0.10	1.05321	0.00000	1.05371
136	2009.12.11 15:32	t/p	68	0.10	1.05371	0.00000	1.05371	4.74	9111.90
137	2009.12.11 15:32	buy	69	0.10	1.05478	0.00000	1.05528
138	2009.12.11 16:20	t/p	69	0.10	1.05528	0.00000	1.05528	4.73	9116.63
139	2009.12.15 09:15	buy	70	0.10	1.06198	0.00000	1.06248
140	2009.12.15 09:50	t/p	70	0.10	1.06248	0.00000	1.06248	4.70	9121.33
141	2009.12.15 09:50	buy	71	0.10	1.06354	0.00000	1.06404
142	2009.12.15 12:15	t/p	71	0.10	1.06404	0.00000	1.06404	4.70	9126.03
143	2009.12.22 16:40	buy	72	0.10	1.06117	0.00000	1.06167
144	2009.12.22 16:50	t/p	72	0.10	1.06167	0.00000	1.06167	4.71	9130.74
145	2009.12.22 16:50	buy	73	0.10	1.06268	0.00000	1.06318
146	2009.12.30 11:10	close	73	0.10	1.04676	0.00000	1.06318	-152.83	8977.91