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=0.1; Slippage=3; StopLossMode=false; StopLoss=75; TakeProfitMode=false; TakeProfit=200; TrailingStopMode=false; TrailingStop=35; RequiredStochLevelSell=false; StochSell=40; RequiredStochLevelBuy=false; StochBuy=60; stochShort=4; stochMed=20; stochLong=50; RequiredTimeFilter=false; hour=2; period=10;
Bars in test	6211	Ticks modelled	152607	Modelling quality	n/a
Mismatched charts errors	70
Initial deposit	10000.00
Total net profit	-189.66	Gross profit	1181.12	Gross loss	-1370.78
Profit factor	0.86	Expected payoff	-3.39
Absolute drawdown	323.40	Maximal drawdown	565.14 (5.45%)	Relative drawdown	5.45% (565.14)
Total trades	56	Short positions (won %)	35 (77.14%)	Long positions (won %)	21 (52.38%)
		Profit trades (% of total)	38 (67.86%)	Loss trades (% of total)	18 (32.14%)
Largest		profit trade	156.02	loss trade	-334.69
Average		profit trade	31.08	loss trade	-76.15
Maximum		consecutive wins (profit in money)	11 (302.42)	consecutive losses (loss in money)	5 (-341.75)
Maximal		consecutive profit (count of wins)	302.42 (11)	consecutive loss (count of losses)	-341.75 (5)
Average		consecutive wins	4	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.01.06 09:00	sell	1	0.10	1.19773	0.00000	0.00000
2	2009.01.06 12:00	close	1	0.10	1.19263	0.00000	0.00000	42.76	10042.76
3	2009.01.07 04:00	sell	2	0.10	1.18550	0.00000	0.00000
4	2009.01.07 15:00	close	2	0.10	1.18039	0.00000	0.00000	43.29	10086.05
5	2009.01.09 03:00	sell	3	0.10	1.18415	0.00000	0.00000
6	2009.01.13 23:00	close	3	0.10	1.22514	0.00000	0.00000	-334.69	9751.36
7	2009.01.15 03:00	buy	4	0.10	1.24579	0.00000	0.00000
8	2009.01.15 10:00	close	4	0.10	1.24960	0.00000	0.00000	30.49	9781.85
9	2009.01.21 04:00	buy	5	0.10	1.26174	0.00000	0.00000
10	2009.01.21 10:00	close	5	0.10	1.26455	0.00000	0.00000	22.22	9804.07
11	2009.01.26 03:00	sell	6	0.10	1.23812	0.00000	0.00000
12	2009.01.26 12:00	close	6	0.10	1.21910	0.00000	0.00000	156.02	9960.09
13	2009.02.09 06:00	sell	7	0.10	1.22181	0.00000	0.00000
14	2009.02.09 16:00	close	7	0.10	1.22024	0.00000	0.00000	12.87	9972.96
15	2009.02.11 08:00	buy	8	0.10	1.24248	0.00000	0.00000
16	2009.02.11 15:00	close	8	0.10	1.25015	0.00000	0.00000	61.35	10034.31
17	2009.02.26 04:00	buy	9	0.10	1.25504	0.00000	0.00000
18	2009.02.26 22:00	close	9	0.10	1.25309	0.00000	0.00000	-15.56	10018.75
19	2009.03.03 04:00	buy	10	0.10	1.28897	0.00000	0.00000
20	2009.03.03 13:00	close	10	0.10	1.29309	0.00000	0.00000	31.86	10050.61
21	2009.03.19 03:00	sell	11	0.10	1.24944	0.00000	0.00000
22	2009.03.19 12:00	close	11	0.10	1.24041	0.00000	0.00000	72.80	10123.41
23	2009.03.24 08:00	sell	12	0.10	1.22396	0.00000	0.00000
24	2009.03.25 15:00	close	12	0.10	1.22370	0.00000	0.00000	2.06	10125.47
25	2009.04.01 11:00	buy	13	0.10	1.26410	0.00000	0.00000
26	2009.04.03 05:00	close	13	0.10	1.23955	0.00000	0.00000	-198.26	9927.21
27	2009.04.03 07:00	sell	14	0.10	1.24135	0.00000	0.00000
28	2009.04.03 15:00	close	14	0.10	1.24195	0.00000	0.00000	-4.83	9922.38
29	2009.04.06 14:00	sell	15	0.10	1.23225	0.00000	0.00000
30	2009.04.06 23:00	close	15	0.10	1.23849	0.00000	0.00000	-50.38	9872.00
31	2009.04.14 22:00	sell	16	0.10	1.21358	0.00000	0.00000
32	2009.04.15 14:00	close	16	0.10	1.21479	0.00000	0.00000	-10.02	9861.98
33	2009.04.16 07:00	sell	17	0.10	1.20582	0.00000	0.00000
34	2009.04.16 15:00	close	17	0.10	1.20038	0.00000	0.00000	45.32	9907.30
35	2009.04.21 06:00	buy	18	0.10	1.23793	0.00000	0.00000
36	2009.04.21 09:00	close	18	0.10	1.24130	0.00000	0.00000	27.15	9934.45
37	2009.04.24 04:00	sell	19	0.10	1.22601	0.00000	0.00000
38	2009.04.24 11:00	close	19	0.10	1.22329	0.00000	0.00000	22.24	9956.69
39	2009.04.27 03:00	sell	20	0.10	1.21423	0.00000	0.00000
40	2009.04.27 17:00	close	20	0.10	1.21009	0.00000	0.00000	34.21	9990.90
41	2009.05.05 08:00	sell	21	0.10	1.17439	0.00000	0.00000
42	2009.05.05 12:00	close	21	0.10	1.17250	0.00000	0.00000	16.12	10007.02
43	2009.05.11 12:00	sell	22	0.10	1.15413	0.00000	0.00000
44	2009.05.12 12:00	close	22	0.10	1.15943	0.00000	0.00000	-45.77	9961.25
45	2009.05.25 04:00	sell	23	0.10	1.12353	0.00000	0.00000
46	2009.05.25 21:00	close	23	0.10	1.12308	0.00000	0.00000	4.01	9965.26
47	2009.06.03 02:00	sell	24	0.10	1.08380	0.00000	0.00000
48	2009.06.03 07:00	close	24	0.10	1.08154	0.00000	0.00000	20.90	9986.16
49	2009.06.08 04:00	buy	25	0.10	1.11675	0.00000	0.00000
50	2009.06.08 10:00	close	25	0.10	1.12443	0.00000	0.00000	68.30	10054.46
51	2009.06.10 00:00	sell	26	0.10	1.10359	0.00000	0.00000
52	2009.06.10 08:00	close	26	0.10	1.09988	0.00000	0.00000	33.73	10088.19
53	2009.06.17 05:00	buy	27	0.10	1.13454	0.00000	0.00000
54	2009.06.17 12:00	close	27	0.10	1.13399	0.00000	0.00000	-4.85	10083.34
55	2009.07.01 07:00	buy	28	0.10	1.16181	0.00000	0.00000
56	2009.07.01 22:00	close	28	0.10	1.14920	0.00000	0.00000	-109.73	9973.61
57	2009.07.03 05:00	buy	29	0.10	1.16008	0.00000	0.00000
58	2009.07.03 18:00	close	29	0.10	1.16206	0.00000	0.00000	17.04	9990.65
59	2009.07.16 03:00	sell	30	0.10	1.11839	0.00000	0.00000
60	2009.07.16 23:00	close	30	0.10	1.11729	0.00000	0.00000	9.85	10000.50
61	2009.07.20 17:00	sell	31	0.10	1.10769	0.00000	0.00000
62	2009.07.21 13:00	close	31	0.10	1.10683	0.00000	0.00000	7.71	10008.22
63	2009.07.23 01:00	sell	32	0.10	1.10032	0.00000	0.00000
64	2009.07.23 15:00	close	32	0.10	1.09946	0.00000	0.00000	7.82	10016.04
65	2009.07.24 04:00	sell	33	0.10	1.09153	0.00000	0.00000
66	2009.07.24 10:00	close	33	0.10	1.08814	0.00000	0.00000	31.15	10047.19
67	2009.08.04 08:00	sell	34	0.10	1.06774	0.00000	0.00000
68	2009.08.05 19:00	close	34	0.10	1.07015	0.00000	0.00000	-22.58	10024.61
69	2009.08.11 01:00	buy	35	0.10	1.08870	0.00000	0.00000
70	2009.08.11 12:00	close	35	0.10	1.09457	0.00000	0.00000	53.63	10078.24
71	2009.08.12 03:00	buy	36	0.10	1.10024	0.00000	0.00000
72	2009.08.12 06:00	close	36	0.10	1.10161	0.00000	0.00000	12.44	10090.68
73	2009.08.13 04:00	sell	37	0.10	1.08996	0.00000	0.00000
74	2009.08.13 12:00	close	37	0.10	1.08459	0.00000	0.00000	49.51	10140.19
75	2009.08.17 20:00	buy	38	0.10	1.10647	0.00000	0.00000
76	2009.08.18 01:00	close	38	0.10	1.10712	0.00000	0.00000	5.82	10146.01
77	2009.08.21 21:00	sell	39	0.10	1.08251	0.00000	0.00000
78	2009.08.24 01:00	close	39	0.10	1.07945	0.00000	0.00000	28.29	10174.30
79	2009.08.24 09:00	sell	40	0.10	1.08131	0.00000	0.00000
80	2009.08.24 15:00	close	40	0.10	1.07560	0.00000	0.00000	53.09	10227.39
81	2009.08.24 21:00	sell	41	0.10	1.07709	0.00000	0.00000
82	2009.08.25 15:00	close	41	0.10	1.07415	0.00000	0.00000	27.31	10254.70
83	2009.08.28 07:00	sell	42	0.10	1.08826	0.00000	0.00000
84	2009.08.28 12:00	close	42	0.10	1.08570	0.00000	0.00000	23.58	10278.28
85	2009.09.08 03:00	sell	43	0.10	1.07781	0.00000	0.00000
86	2009.09.08 08:00	close	43	0.10	1.07731	0.00000	0.00000	4.64	10282.92
87	2009.09.17 03:00	sell	44	0.10	1.06704	0.00000	0.00000
88	2009.09.17 08:00	close	44	0.10	1.06282	0.00000	0.00000	39.71	10322.63
89	2009.09.25 00:00	buy	45	0.10	1.08928	0.00000	0.00000
90	2009.09.25 12:00	close	45	0.10	1.08976	0.00000	0.00000	4.40	10327.03
91	2009.10.01 05:00	sell	46	0.10	1.06972	0.00000	0.00000
92	2009.10.02 17:00	close	46	0.10	1.08241	0.00000	0.00000	-117.30	10209.73
93	2009.10.08 13:00	sell	47	0.10	1.05531	0.00000	0.00000
94	2009.10.08 19:00	close	47	0.10	1.05347	0.00000	0.00000	17.47	10227.20
95	2009.10.09 04:00	sell	48	0.10	1.05406	0.00000	0.00000
96	2009.10.09 13:00	close	48	0.10	1.05027	0.00000	0.00000	36.09	10263.29
97	2009.10.20 12:00	sell	49	0.10	1.03074	0.00000	0.00000
98	2009.10.21 08:00	close	49	0.10	1.04741	0.00000	0.00000	-159.21	10104.08
99	2009.10.27 08:00	buy	50	0.10	1.06724	0.00000	0.00000
100	2009.10.27 16:00	close	50	0.10	1.06675	0.00000	0.00000	-4.59	10099.49
101	2009.10.29 05:00	buy	51	0.10	1.07901	0.00000	0.00000
102	2009.10.30 13:00	close	51	0.10	1.07130	0.00000	0.00000	-72.02	10027.47
103	2009.11.02 05:00	buy	52	0.10	1.07909	0.00000	0.00000
104	2009.11.02 21:00	close	52	0.10	1.07868	0.00000	0.00000	-3.80	10023.67
105	2009.11.23 01:00	buy	53	0.10	1.06974	0.00000	0.00000
106	2009.11.24 02:00	close	53	0.10	1.05893	0.00000	0.00000	-102.13	9921.54
107	2009.12.01 23:00	sell	54	0.10	1.04597	0.00000	0.00000
108	2009.12.02 06:00	close	54	0.10	1.04556	0.00000	0.00000	3.86	9925.40
109	2009.12.09 05:00	buy	55	0.10	1.06197	0.00000	0.00000
110	2009.12.10 05:00	close	55	0.10	1.05541	0.00000	0.00000	-62.31	9863.09
111	2009.12.31 03:00	buy	56	0.10	1.05197	0.00000	0.00000
112	2009.12.31 18:57	close at stop	56	0.10	1.04645	0.00000	0.00000	-52.75	9810.34