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; StopLossMode=false; StopLoss=30; TakeProfitMode=false; TakeProfit=60; TrailingStopMode=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	-9975.58	Gross profit	14227.37	Gross loss	-24202.95
Profit factor	0.59	Expected payoff	-151.15
Absolute drawdown	9975.58	Maximal drawdown	13972.64 (99.83%)	Relative drawdown	99.83% (13972.64)
Total trades	66	Short positions (won %)	3 (0.00%)	Long positions (won %)	63 (39.68%)
		Profit trades (% of total)	25 (37.88%)	Loss trades (% of total)	41 (62.12%)
Largest		profit trade	1924.66	loss trade	-3158.04
Average		profit trade	569.09	loss trade	-590.32
Maximum		consecutive wins (profit in money)	5 (3942.68)	consecutive losses (loss in money)	9 (-6527.49)
Maximal		consecutive profit (count of wins)	3942.68 (5)	consecutive loss (count of losses)	-6527.49 (9)
Average		consecutive wins	2	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.01.06 00:00	buy	1	1.00	1.19182	0.00000	0.00000
2	2009.01.07 05:00	close	1	1.00	1.18330	0.00000	0.00000	-720.94	9279.06
3	2009.01.07 13:00	buy	2	1.00	1.18469	0.00000	0.00000
4	2009.01.08 06:00	close	2	1.00	1.19550	0.00000	0.00000	901.45	10180.50
5	2009.01.08 09:00	buy	3	1.00	1.20362	0.00000	0.00000
6	2009.01.09 11:00	close	3	1.00	1.18475	0.00000	0.00000	-1593.66	8586.84
7	2009.01.09 13:00	buy	4	1.00	1.18907	0.00000	0.00000
8	2009.01.12 12:00	close	4	1.00	1.19392	0.00000	0.00000	405.30	8992.14
9	2009.01.12 17:00	buy	5	1.00	1.20484	0.00000	0.00000
10	2009.01.13 03:00	close	5	1.00	1.21844	0.00000	0.00000	1115.26	10107.39
11	2009.01.14 10:00	buy	6	1.00	1.22169	0.00000	0.00000
12	2009.01.15 01:00	close	6	1.00	1.24570	0.00000	0.00000	1924.66	12032.05
13	2009.01.16 10:00	buy	7	1.00	1.24755	0.00000	0.00000
14	2009.01.19 20:00	close	7	1.00	1.25095	0.00000	0.00000	270.87	12302.92
15	2009.01.19 22:00	buy	8	1.00	1.25489	0.00000	0.00000
16	2009.01.23 14:00	close	8	1.00	1.25781	0.00000	0.00000	226.61	12529.52
17	2009.01.26 02:00	buy	9	1.00	1.23869	0.00000	0.00000
18	2009.01.27 07:00	close	9	1.00	1.22270	0.00000	0.00000	-1308.68	11220.84
19	2009.01.27 08:00	buy	10	1.00	1.22539	0.00000	0.00000
20	2009.01.27 19:00	close	10	1.00	1.22393	0.00000	0.00000	-119.29	11101.55
21	2009.01.27 23:00	buy	11	1.00	1.23082	0.00000	0.00000
22	2009.01.28 07:00	close	11	1.00	1.22634	0.00000	0.00000	-366.23	10735.31
23	2009.01.28 08:00	buy	12	1.00	1.22888	0.00000	0.00000
24	2009.01.30 07:00	close	12	1.00	1.22650	0.00000	0.00000	-197.75	10537.57
25	2009.01.30 10:00	buy	13	1.00	1.23229	0.00000	0.00000
26	2009.02.02 17:00	close	13	1.00	1.23690	0.00000	0.00000	371.79	10909.35
27	2009.02.02 19:00	sell	14	1.00	1.23990	0.00000	0.00000
28	2009.02.02 20:00	close	14	1.00	1.24514	0.00000	0.00000	-420.84	10488.51
29	2009.02.02 21:00	buy	15	1.00	1.24557	0.00000	0.00000
30	2009.02.04 04:00	close	15	1.00	1.23120	0.00000	0.00000	-1169.00	9319.52
31	2009.02.04 09:00	buy	16	1.00	1.23947	0.00000	0.00000
32	2009.02.06 17:00	close	16	1.00	1.24397	0.00000	0.00000	358.05	9677.57
33	2009.02.09 04:00	buy	17	1.00	1.22399	0.00000	0.00000
34	2009.02.09 14:00	close	17	1.00	1.22601	0.00000	0.00000	164.76	9842.33
35	2009.02.10 01:00	buy	18	1.00	1.22062	0.00000	0.00000
36	2009.02.10 07:00	close	18	1.00	1.22086	0.00000	0.00000	19.66	9861.99
37	2009.02.10 10:00	buy	19	1.00	1.22469	0.00000	0.00000
38	2009.02.10 14:00	close	19	1.00	1.22336	0.00000	0.00000	-108.72	9753.27
39	2009.02.10 18:00	buy	20	1.00	1.23404	0.00000	0.00000
40	2009.02.11 00:00	close	20	1.00	1.24310	0.00000	0.00000	727.90	10481.17
41	2009.02.11 13:00	buy	21	1.00	1.24689	0.00000	0.00000
42	2009.02.12 22:00	close	21	1.00	1.24460	0.00000	0.00000	-186.76	10294.40
43	2009.02.13 15:00	buy	22	1.00	1.23654	0.00000	0.00000
44	2009.02.16 07:00	close	22	1.00	1.24160	0.00000	0.00000	406.62	10701.02
45	2009.02.16 10:00	buy	23	1.00	1.24419	0.00000	0.00000
46	2009.02.16 11:00	close	23	1.00	1.24273	0.00000	0.00000	-117.48	10583.54
47	2009.02.16 12:00	buy	24	1.00	1.24424	0.00000	0.00000
48	2009.02.17 17:00	close	24	1.00	1.26140	0.00000	0.00000	1359.47	11943.01
49	2009.02.17 22:00	sell	25	1.00	1.26348	0.00000	0.00000
50	2009.02.17 23:00	close	25	1.00	1.26607	0.00000	0.00000	-204.57	11738.44
51	2009.02.18 17:00	buy	26	1.00	1.26296	0.00000	0.00000
52	2009.02.20 11:00	close	26	1.00	1.25925	0.00000	0.00000	-298.32	11440.12
53	2009.02.23 02:00	buy	27	1.00	1.25582	0.00000	0.00000
54	2009.02.24 03:00	close	27	1.00	1.25015	0.00000	0.00000	-454.47	10985.65
55	2009.02.25 02:00	buy	28	1.00	1.24329	0.00000	0.00000
56	2009.02.25 09:00	close	28	1.00	1.24305	0.00000	0.00000	-19.31	10966.34
57	2009.02.25 13:00	buy	29	1.00	1.24729	0.00000	0.00000
58	2009.02.26 01:00	close	29	1.00	1.25480	0.00000	0.00000	595.73	11562.06
59	2009.02.26 07:00	buy	30	1.00	1.25641	0.00000	0.00000
60	2009.02.26 10:00	close	30	1.00	1.25347	0.00000	0.00000	-234.55	11327.51
61	2009.02.26 19:00	buy	31	1.00	1.24767	0.00000	0.00000
62	2009.02.27 07:00	close	31	1.00	1.25391	0.00000	0.00000	496.72	11824.23
63	2009.02.27 10:00	buy	32	1.00	1.25917	0.00000	0.00000
64	2009.03.02 03:00	close	32	1.00	1.27448	0.00000	0.00000	1200.35	13024.58
65	2009.03.02 05:00	sell	33	1.00	1.27657	0.00000	0.00000
66	2009.03.03 16:00	close	33	1.00	1.29184	0.00000	0.00000	-1182.40	11842.17
67	2009.03.03 17:00	buy	34	1.00	1.29559	0.00000	0.00000
68	2009.03.06 00:00	close	34	1.00	1.28908	0.00000	0.00000	-509.63	11332.54
69	2009.03.06 14:00	buy	35	1.00	1.28567	0.00000	0.00000
70	2009.03.09 00:00	close	35	1.00	1.28420	0.00000	0.00000	-115.39	11217.15
71	2009.03.09 05:00	buy	36	1.00	1.28769	0.00000	0.00000
72	2009.03.09 09:00	close	36	1.00	1.28490	0.00000	0.00000	-217.14	11000.01
73	2009.03.09 10:00	buy	37	1.00	1.29067	0.00000	0.00000
74	2009.03.09 17:00	close	37	1.00	1.29935	0.00000	0.00000	668.03	11668.04
75	2009.03.09 22:00	buy	38	1.00	1.30194	0.00000	0.00000
76	2009.03.11 11:00	close	38	1.00	1.28431	0.00000	0.00000	-1374.57	10293.47
77	2009.03.11 18:00	buy	39	1.00	1.28745	0.00000	0.00000
78	2009.03.11 23:00	close	39	1.00	1.28402	0.00000	0.00000	-267.13	10026.34
79	2009.03.12 00:00	buy	40	1.00	1.28766	0.00000	0.00000
80	2009.03.12 02:00	close	40	1.00	1.28655	0.00000	0.00000	-86.28	9940.06
81	2009.03.12 05:00	buy	41	1.00	1.28819	0.00000	0.00000
82	2009.03.12 11:00	close	41	1.00	1.28788	0.00000	0.00000	-24.07	9915.99
83	2009.03.13 08:00	buy	42	1.00	1.27943	0.00000	0.00000
84	2009.03.13 10:00	close	42	1.00	1.27663	0.00000	0.00000	-219.33	9696.66
85	2009.03.13 12:00	buy	43	1.00	1.27987	0.00000	0.00000
86	2009.03.16 18:00	close	43	1.00	1.26673	0.00000	0.00000	-1038.24	8658.42
87	2009.03.16 21:00	buy	44	1.00	1.27414	0.00000	0.00000
88	2009.03.17 02:00	close	44	1.00	1.27090	0.00000	0.00000	-255.86	8402.55
89	2009.03.17 07:00	buy	45	1.00	1.27104	0.00000	0.00000
90	2009.03.17 12:00	close	45	1.00	1.26972	0.00000	0.00000	-103.96	8298.59
91	2009.03.17 13:00	buy	46	1.00	1.27477	0.00000	0.00000
92	2009.03.20 16:00	close	46	1.00	1.23580	0.00000	0.00000	-3158.04	5140.55
93	2009.03.23 00:00	buy	47	1.00	1.23744	0.00000	0.00000
94	2009.03.23 01:00	close	47	1.00	1.23790	0.00000	0.00000	37.16	5177.71
95	2009.03.23 10:00	buy	48	1.00	1.23588	0.00000	0.00000
96	2009.03.23 12:00	close	48	1.00	1.23343	0.00000	0.00000	-198.63	4979.08
97	2009.03.23 14:00	buy	49	1.00	1.23486	0.00000	0.00000
98	2009.03.24 11:00	close	49	1.00	1.22106	0.00000	0.00000	-1131.09	3847.99
99	2009.03.24 12:00	buy	50	1.00	1.22639	0.00000	0.00000
100	2009.03.24 16:00	close	50	1.00	1.22403	0.00000	0.00000	-192.81	3655.18
101	2009.03.24 17:00	buy	51	1.00	1.22703	0.00000	0.00000
102	2009.03.24 18:00	close	51	1.00	1.22460	0.00000	0.00000	-198.43	3456.75
103	2009.03.24 19:00	buy	52	1.00	1.22745	0.00000	0.00000
104	2009.03.24 20:00	close	52	1.00	1.22510	0.00000	0.00000	-191.82	3264.93
105	2009.03.24 21:00	buy	53	1.00	1.23249	0.00000	0.00000
106	2009.03.25 01:00	close	53	1.00	1.22810	0.00000	0.00000	-358.38	2906.55
107	2009.03.25 02:00	buy	54	1.00	1.23202	0.00000	0.00000
108	2009.03.25 11:00	close	54	1.00	1.23220	0.00000	0.00000	14.61	2921.16
109	2009.03.25 19:00	buy	55	1.00	1.23132	0.00000	0.00000
110	2009.03.30 01:00	close	55	1.00	1.23885	0.00000	0.00000	603.20	3524.36
111	2009.03.30 05:00	buy	56	1.00	1.24254	0.00000	0.00000
112	2009.03.30 09:00	close	56	1.00	1.24797	0.00000	0.00000	435.11	3959.47
113	2009.03.30 10:00	buy	57	1.00	1.25365	0.00000	0.00000
114	2009.03.31 23:00	close	57	1.00	1.25990	0.00000	0.00000	495.15	4454.61
115	2009.04.01 00:00	buy	58	1.00	1.26359	0.00000	0.00000
116	2009.04.01 09:00	close	58	1.00	1.26654	0.00000	0.00000	232.92	4687.53
117	2009.04.02 12:00	buy	59	1.00	1.25710	0.00000	0.00000
118	2009.04.03 10:00	close	59	1.00	1.23960	0.00000	0.00000	-1412.67	3274.86
119	2009.04.03 15:00	buy	60	1.00	1.24230	0.00000	0.00000
120	2009.04.06 11:00	close	60	1.00	1.22355	0.00000	0.00000	-1533.35	1741.50
121	2009.04.06 12:00	buy	61	1.00	1.22847	0.00000	0.00000
122	2009.04.07 06:00	close	61	1.00	1.24285	0.00000	0.00000	1156.10	2897.60
123	2009.04.07 23:00	buy	62	1.00	1.23808	0.00000	0.00000
124	2009.04.08 01:00	close	62	1.00	1.23621	0.00000	0.00000	-152.19	2745.41
125	2009.04.08 03:00	buy	63	1.00	1.24124	0.00000	0.00000
126	2009.04.08 10:00	close	63	1.00	1.24120	0.00000	0.00000	-3.22	2742.19
127	2009.04.08 17:00	buy	64	1.00	1.23904	0.00000	0.00000
128	2009.04.09 14:00	close	64	1.00	1.23351	0.00000	0.00000	-451.08	2291.10
129	2009.04.10 02:00	buy	65	1.00	1.22631	0.00000	0.00000
130	2009.04.10 16:00	close	65	1.00	1.22680	0.00000	0.00000	39.94	2331.04
131	2009.04.10 19:00	buy	66	1.00	1.23048	0.00000	0.00000
132	2009.04.15 17:50	close at stop	66	1.00	1.20277	0.00000	0.00000	-2306.62	24.42