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; InitialStop=30; TrailingStop=20;
Bars in test	6211	Ticks modelled	152607	Modelling quality	n/a
Mismatched charts errors	70
Initial deposit	10000.00
Total net profit	648.41	Gross profit	1509.38	Gross loss	-860.97
Profit factor	1.75	Expected payoff	49.88
Absolute drawdown	878.77	Maximal drawdown	1153.75 (11.23%)	Relative drawdown	11.23% (1153.75)
Total trades	13	Short positions (won %)	7 (14.29%)	Long positions (won %)	6 (0.00%)
		Profit trades (% of total)	1 (7.69%)	Loss trades (% of total)	12 (92.31%)
Largest		profit trade	1509.38	loss trade	-211.18
Average		profit trade	1509.38	loss trade	-71.75
Maximum		consecutive wins (profit in money)	1 (1509.38)	consecutive losses (loss in money)	12 (-860.97)
Maximal		consecutive profit (count of wins)	1509.38 (1)	consecutive loss (count of losses)	-860.97 (12)
Average		consecutive wins	1	consecutive losses	12

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.01.05 17:00	sell	1	0.10	1.18720	0.00000	0.00000
2	2009.01.12 20:00	close	1	0.10	1.21278	0.00000	0.00000	-211.18	9788.82
3	2009.01.12 21:00	buy	2	0.10	1.21549	0.00000	0.00000
4	2009.01.28 15:00	close	2	0.10	1.20415	0.00000	0.00000	-95.65	9693.17
5	2009.01.28 15:00	sell	3	0.10	1.20415	0.00000	0.00000
6	2009.01.28 21:00	close	3	0.10	1.21649	0.00000	0.00000	-101.44	9591.73
7	2009.01.28 21:00	buy	4	0.10	1.21649	0.00000	0.00000
8	2009.04.14 18:00	close	4	0.10	1.20921	0.00000	0.00000	-67.22	9524.51
9	2009.04.14 18:00	sell	5	0.10	1.20921	0.00000	0.00000
10	2009.04.14 20:00	close	5	0.10	1.21379	0.00000	0.00000	-37.73	9486.78
11	2009.04.14 20:00	buy	6	0.10	1.21379	0.00000	0.00000
12	2009.04.15 17:00	close	6	0.10	1.20802	0.00000	0.00000	-47.85	9438.93
13	2009.04.15 17:00	sell	7	0.10	1.20802	0.00000	0.00000
14	2009.04.16 20:00	close	7	0.10	1.21389	0.00000	0.00000	-48.47	9390.45
15	2009.04.16 20:00	buy	8	0.10	1.21389	0.00000	0.00000
16	2009.04.16 22:00	close	8	0.10	1.20931	0.00000	0.00000	-37.87	9352.58
17	2009.04.16 23:00	sell	9	0.10	1.20702	0.00000	0.00000
18	2009.04.17 07:00	close	9	0.10	1.21370	0.00000	0.00000	-55.08	9297.51
19	2009.04.17 07:00	buy	10	0.10	1.21370	0.00000	0.00000
20	2009.04.24 21:00	close	10	0.10	1.20754	0.00000	0.00000	-51.66	9245.85
21	2009.04.24 21:00	sell	11	0.10	1.20754	0.00000	0.00000
22	2009.04.27 01:00	close	11	0.10	1.21302	0.00000	0.00000	-45.22	9200.63
23	2009.04.27 02:00	buy	12	0.10	1.21380	0.00000	0.00000
24	2009.04.29 11:00	close	12	0.10	1.20639	0.00000	0.00000	-61.60	9139.03
25	2009.04.29 11:00	sell	13	0.10	1.20639	0.00000	0.00000
26	2009.12.31 18:57	close at stop	13	0.10	1.04734	0.00000	0.00000	1509.38	10648.41