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		stoplossbars=6; takeprofitbars=20; otstup=10; lowema=5; fastema=13; maxur=0.0045; minur=-0.0045; x="Íàñòðîéêè MA:"; perema1=7; perema2=21; persma3=98; perema4=365; Lots=1;
Bars in test	6211	Ticks modelled	152607	Modelling quality	n/a
Mismatched charts errors	70
Initial deposit	10000.00
Total net profit	878.01	Gross profit	7435.36	Gross loss	-6557.35
Profit factor	1.13	Expected payoff	19.51
Absolute drawdown	461.75	Maximal drawdown	2974.34 (21.65%)	Relative drawdown	21.65% (2974.34)
Total trades	45	Short positions (won %)	25 (40.00%)	Long positions (won %)	20 (45.00%)
		Profit trades (% of total)	19 (42.22%)	Loss trades (% of total)	26 (57.78%)
Largest		profit trade	1452.44	loss trade	-466.09
Average		profit trade	391.33	loss trade	-252.21
Maximum		consecutive wins (profit in money)	4 (1363.87)	consecutive losses (loss in money)	6 (-1521.85)
Maximal		consecutive profit (count of wins)	1452.44 (1)	consecutive loss (count of losses)	-1521.85 (6)
Average		consecutive wins	2	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.01.06 22:00	buy	1	1.00	1.18267	1.17593	1.23720
2	2009.01.07 16:00	close	1	0.33	1.18636	1.17593	1.23720	102.47	10102.47
3	2009.01.07 16:00	buy	2	0.67	1.18267	1.17593	1.23720
4	2009.01.08 10:00	close	2	0.34	1.20538	1.17593	1.23720	639.89	10742.37
5	2009.01.08 10:00	buy	3	0.33	1.18267	1.17593	1.23720
6	2009.01.13 11:00	sell	4	1.00	1.22026	1.22392	1.17692
7	2009.01.13 11:50	s/l	4	1.00	1.22392	1.22392	1.17692	-298.95	10443.42
8	2009.01.14 16:15	t/p	3	0.33	1.23720	1.17593	1.23720	1452.44	11895.86
9	2009.01.15 11:00	sell	5	1.00	1.24512	1.25040	1.21020
10	2009.01.15 13:50	s/l	5	1.00	1.25040	1.25040	1.21020	-422.18	11473.68
11	2009.01.27 01:00	buy	6	1.00	1.22330	1.22034	1.27654
12	2009.01.27 04:20	s/l	6	1.00	1.22034	1.22034	1.27654	-242.63	11231.05
13	2009.01.29 00:00	buy	7	1.00	1.21181	1.20685	1.23315
14	2009.01.29 02:00	close	7	0.33	1.21655	1.20685	1.23315	128.58	11359.63
15	2009.01.29 02:00	buy	8	0.67	1.21181	1.20685	1.23315
16	2009.01.30 02:00	close	8	0.34	1.22825	1.20685	1.23315	454.92	11814.55
17	2009.01.30 02:00	buy	9	0.33	1.21181	1.20685	1.23315
18	2009.01.30 12:45	t/p	9	0.33	1.23315	1.20685	1.23315	570.57	12385.12
19	2009.02.11 11:00	sell	10	1.00	1.24312	1.24797	1.21290
20	2009.02.11 13:50	s/l	10	1.00	1.24797	1.24797	1.21290	-388.45	11996.67
21	2009.02.18 00:00	sell	11	1.00	1.26438	1.26545	1.22790
22	2009.02.18 07:00	close	11	0.33	1.26127	1.26545	1.22790	81.37	12078.04
23	2009.02.18 07:00	sell	12	0.67	1.26438	1.26545	1.22790
24	2009.02.19 12:00	close	12	0.34	1.24967	1.26545	1.22790	399.71	12477.75
25	2009.02.19 12:00	sell	13	0.33	1.26438	1.26545	1.22790
26	2009.02.27 14:10	s/l	13	0.33	1.26545	1.26545	1.22790	-29.73	12448.02
27	2009.03.02 11:00	sell	14	1.00	1.27833	1.28320	1.23948
28	2009.03.02 12:45	s/l	14	1.00	1.28320	1.28320	1.23948	-379.47	12068.55
29	2009.03.09 23:00	sell	15	1.00	1.29995	1.30180	1.27635
30	2009.03.10 03:00	close	15	0.33	1.29552	1.30180	1.27635	112.67	12181.22
31	2009.03.10 03:00	sell	16	0.67	1.29995	1.30180	1.27635
32	2009.03.10 15:00	close	16	0.34	1.27937	1.30180	1.27635	546.76	12727.98
33	2009.03.10 15:00	sell	17	0.33	1.29995	1.30180	1.27635
34	2009.03.10 15:15	t/p	17	0.33	1.27635	1.30180	1.27635	610.61	13338.59
35	2009.03.10 23:00	buy	18	1.00	1.28134	1.27750	1.30622
36	2009.03.11 05:00	close	18	0.33	1.28500	1.27750	1.30622	93.82	13432.42
37	2009.03.11 05:00	buy	19	0.67	1.28134	1.27750	1.30622
38	2009.03.11 12:50	s/l	19	0.67	1.27750	1.27750	1.30622	-201.79	13230.63
39	2009.03.19 10:00	buy	20	1.00	1.24417	1.24080	1.27510
40	2009.03.19 10:50	s/l	20	1.00	1.24080	1.24080	1.27510	-271.64	12958.99
41	2009.04.03 12:00	buy	21	1.00	1.23932	1.23545	1.27133
42	2009.04.03 14:50	s/l	21	1.00	1.23545	1.23545	1.27133	-313.33	12645.66
43	2009.04.07 04:00	sell	22	1.00	1.24305	1.24720	1.22235
44	2009.04.07 09:00	close	22	0.33	1.23729	1.24720	1.22235	153.63	12799.29
45	2009.04.07 09:00	sell	23	0.67	1.24305	1.24720	1.22235
46	2009.04.07 12:20	s/l	23	0.67	1.24720	1.24720	1.22235	-222.76	12576.53
47	2009.04.21 03:00	sell	24	1.00	1.23949	1.24268	1.19807
48	2009.04.21 15:00	s/l	24	1.00	1.24268	1.24268	1.19807	-256.68	12319.85
49	2009.05.13 23:00	sell	25	1.00	1.17397	1.17764	1.14735
50	2009.05.14 13:32	s/l	25	1.00	1.17764	1.17764	1.14735	-313.11	12006.74
51	2009.05.20 22:00	buy	26	1.00	1.14078	1.13603	1.18137
52	2009.05.21 10:20	s/l	26	1.00	1.13603	1.13603	1.18137	-420.15	11586.58
53	2009.05.29 18:00	buy	27	1.00	1.09581	1.09368	1.12564
54	2009.05.29 18:15	s/l	27	1.00	1.09368	1.09368	1.12564	-194.97	11391.61
55	2009.06.01 07:00	buy	28	1.00	1.08764	1.08640	1.12564
56	2009.06.01 08:40	s/l	28	1.00	1.08640	1.08640	1.12564	-114.18	11277.43
57	2009.06.04 08:00	sell	29	1.00	1.11128	1.11426	1.07833
58	2009.06.04 10:00	close	29	0.33	1.10336	1.11426	1.07833	236.88	11514.31
59	2009.06.04 10:00	sell	30	0.67	1.11128	1.11426	1.07833
60	2009.06.04 13:50	s/l	30	0.67	1.11426	1.11426	1.07833	-178.92	11335.39
61	2009.06.08 13:00	sell	31	1.00	1.12571	1.12925	1.07892
62	2009.06.08 20:00	close	31	0.33	1.11905	1.12925	1.07892	196.40	11531.79
63	2009.06.08 20:00	sell	32	0.67	1.12571	1.12925	1.07892
64	2009.06.09 09:00	close	32	0.34	1.11170	1.12925	1.07892	428.31	11960.10
65	2009.06.09 09:00	sell	33	0.33	1.12571	1.12925	1.07892
66	2009.06.09 22:00	buy	34	1.00	1.10350	1.09839	1.12915
67	2009.06.10 09:50	s/l	34	1.00	1.09839	1.09839	1.12915	-466.09	11494.01
68	2009.06.15 03:00	sell	35	1.00	1.11976	1.12105	1.09470
69	2009.06.15 03:50	s/l	35	1.00	1.12105	1.12105	1.09470	-115.07	11378.94
70	2009.06.15 09:45	s/l	33	0.33	1.12925	1.12925	1.07892	-104.52	11274.41
71	2009.06.23 00:00	sell	36	1.00	1.15311	1.15503	1.12312
72	2009.06.23 01:46	s/l	36	1.00	1.15503	1.15503	1.12312	-166.15	11108.26
73	2009.07.01 19:00	buy	37	1.00	1.14787	1.14355	1.16535
74	2009.07.02 10:00	close	37	0.33	1.15093	1.14355	1.16535	87.24	11195.51
75	2009.07.02 10:00	buy	38	0.67	1.14787	1.14355	1.16535
76	2009.07.06 09:50	t/p	38	0.67	1.16535	1.14355	1.16535	1002.76	12198.27
77	2009.07.23 20:00	buy	39	1.00	1.08730	1.08374	1.11135
78	2009.07.24 12:50	s/l	39	1.00	1.08374	1.08374	1.11135	-329.12	11869.14
79	2009.08.13 08:00	buy	40	1.00	1.08983	1.08785	1.10741
80	2009.08.13 08:10	s/l	40	1.00	1.08785	1.08785	1.10741	-182.15	11686.99
81	2009.09.07 02:00	buy	41	1.00	1.08464	1.08332	1.11011
82	2009.09.07 09:10	s/l	41	1.00	1.08332	1.08332	1.11011	-121.90	11565.09
83	2009.09.25 12:00	sell	42	1.00	1.08976	1.09429	1.06587
84	2009.09.25 14:33	s/l	42	1.00	1.09429	1.09429	1.06587	-413.75	11151.34
85	2009.10.21 10:00	sell	43	1.00	1.04861	1.05160	1.02645
86	2009.10.21 10:45	s/l	43	1.00	1.05160	1.05160	1.02645	-284.31	10867.03
87	2009.10.27 10:00	sell	44	1.00	1.06965	1.07165	1.02645
88	2009.10.27 14:00	close	44	0.33	1.06525	1.07165	1.02645	136.31	11003.34
89	2009.10.27 14:00	sell	45	0.67	1.06965	1.07165	1.02645
90	2009.10.28 10:10	s/l	45	0.67	1.07165	1.07165	1.02645	-125.34	10878.01