Desynced Forex

MetaTrader Indicators and Expert Advisors Repository

Symbol		USDCAD (US Dollar vs Canadian Dollar)
Period		1 Hour (H1) 2009.12.01 00:00 - 2009.12.31 18:00 (2009.12.01 - 2010.01.01)
Model		Control points (a very crude method, the results must not be considered)
Parameters		UsePct=0; MaxLots=100; Slippage=2; Lots=1; MaximumRisk=0.05; DecreaseFactor=6; MinLot=0.1; TrailingStop=30; UseHourTrade=false; FromHourTrade=6; ToHourTrade=18; SignalCandle=1;
Bars in test	1515	Ticks modelled	13777	Modelling quality	n/a
Mismatched charts errors	2
Initial deposit	10000.00
Total net profit	-1813.90	Gross profit	98.33	Gross loss	-1912.23
Profit factor	0.05	Expected payoff	-43.19
Absolute drawdown	1935.48	Maximal drawdown	2174.34 (21.24%)	Relative drawdown	21.24% (2174.34)
Total trades	42	Short positions (won %)	25 (20.00%)	Long positions (won %)	17 (23.53%)
		Profit trades (% of total)	9 (21.43%)	Loss trades (% of total)	33 (78.57%)
Largest		profit trade	25.90	loss trade	-189.66
Average		profit trade	10.93	loss trade	-57.95
Maximum		consecutive wins (profit in money)	2 (32.21)	consecutive losses (loss in money)	12 (-646.65)
Maximal		consecutive profit (count of wins)	32.21 (2)	consecutive loss (count of losses)	-646.65 (12)
Average		consecutive wins	2	consecutive losses	5

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 00:00	sell	1	1.00	1.05597	0.00000	0.00000
2	2009.12.01 02:00	close	1	1.00	1.05602	0.00000	0.00000	-4.73	9995.27
3	2009.12.01 02:02	sell	2	1.00	1.05561	0.00000	0.00000
4	2009.12.01 03:00	close	2	1.00	1.05629	0.00000	0.00000	-64.38	9930.89
5	2009.12.01 04:00	buy	3	0.70	1.05489	0.00000	0.00000
6	2009.12.01 09:00	close	3	0.70	1.05224	0.00000	0.00000	-176.29	9754.60
7	2009.12.01 09:03	sell	4	0.50	1.05084	0.00000	0.00000
8	2009.12.02 18:32	close	4	0.50	1.05076	0.00000	0.00000	3.53	9758.13
9	2009.12.02 18:35	buy	5	1.00	1.05063	0.00000	0.00000
10	2009.12.03 00:00	close	5	1.00	1.05092	0.00000	0.00000	25.90	9784.03
11	2009.12.03 01:00	sell	6	1.00	1.04918	0.00000	0.00000
12	2009.12.03 06:00	close	6	1.00	1.05034	0.00000	0.00000	-110.44	9673.59
13	2009.12.03 06:02	sell	7	1.00	1.04988	0.00000	0.00000
14	2009.12.03 07:00	close	7	1.00	1.05117	0.00000	0.00000	-122.72	9550.87
15	2009.12.03 07:02	buy	8	0.70	1.05103	0.00000	0.00000
16	2009.12.03 08:00	close	8	0.70	1.04819	0.00000	0.00000	-189.66	9361.21
17	2009.12.03 08:03	sell	9	0.50	1.04857	0.00000	0.00000
18	2009.12.03 11:00	close	9	0.50	1.04913	0.00000	0.00000	-26.69	9334.52
19	2009.12.03 14:00	buy	10	0.30	1.04948	0.00000	0.00000
20	2009.12.04 14:00	close	10	0.30	1.04658	0.00000	0.00000	-83.30	9251.22
21	2009.12.04 14:02	sell	11	0.20	1.04648	0.00000	0.00000
22	2009.12.04 15:00	close	11	0.20	1.04889	0.00000	0.00000	-45.95	9205.27
23	2009.12.04 15:02	buy	12	0.10	1.05121	0.00000	0.00000
24	2009.12.07 16:50	close	12	0.10	1.05068	0.00000	0.00000	-5.10	9200.17
25	2009.12.07 16:52	sell	13	0.10	1.05115	0.00000	0.00000
26	2009.12.07 21:00	close	13	0.10	1.05290	0.00000	0.00000	-16.62	9183.55
27	2009.12.07 21:02	sell	14	0.10	1.05239	0.00000	0.00000
28	2009.12.07 22:00	close	14	0.10	1.05303	0.00000	0.00000	-6.08	9177.47
29	2009.12.07 22:02	buy	15	0.10	1.05295	0.00000	0.00000
30	2009.12.08 01:00	close	15	0.10	1.04981	0.00000	0.00000	-29.97	9147.50
31	2009.12.08 01:02	sell	16	0.10	1.04994	0.00000	0.00000
32	2009.12.08 04:00	close	16	0.10	1.05092	0.00000	0.00000	-9.33	9138.17
33	2009.12.08 05:00	buy	17	0.10	1.05064	0.00000	0.00000
34	2009.12.10 12:20	close	17	0.10	1.05058	0.00000	0.00000	-0.80	9137.38
35	2009.12.10 12:22	sell	18	0.10	1.05079	0.00000	0.00000
36	2009.12.10 14:02	close	18	0.10	1.05064	0.00000	0.00000	1.43	9138.81
37	2009.12.10 14:05	sell	19	0.90	1.05034	0.00000	0.00000
38	2009.12.10 17:00	close	19	0.90	1.05190	0.00000	0.00000	-133.47	9005.34
39	2009.12.10 17:02	buy	20	0.90	1.05106	0.00000	0.00000
40	2009.12.10 21:00	close	20	0.90	1.05013	0.00000	0.00000	-79.70	8925.64
41	2009.12.10 21:02	sell	21	0.60	1.05015	0.00000	0.00000
42	2009.12.11 01:00	close	21	0.60	1.05153	0.00000	0.00000	-79.08	8846.56
43	2009.12.11 01:02	sell	22	0.50	1.05148	0.00000	0.00000
44	2009.12.11 03:00	close	22	0.50	1.05169	0.00000	0.00000	-9.98	8836.58
45	2009.12.11 03:02	buy	23	0.30	1.05162	0.00000	0.00000
46	2009.12.11 05:00	close	23	0.30	1.05112	0.00000	0.00000	-14.27	8822.31
47	2009.12.11 06:00	sell	24	0.20	1.05165	0.00000	0.00000
48	2009.12.11 09:00	close	24	0.20	1.05194	0.00000	0.00000	-5.51	8816.80
49	2009.12.11 09:02	buy	25	0.10	1.05180	0.00000	0.00000
50	2009.12.11 10:00	close	25	0.10	1.05111	0.00000	0.00000	-6.56	8810.24
51	2009.12.11 11:00	sell	26	0.10	1.05011	0.00000	0.00000
52	2009.12.11 15:00	close	26	0.10	1.05070	0.00000	0.00000	-5.62	8804.62
53	2009.12.11 15:02	buy	27	0.10	1.05040	0.00000	0.00000
54	2009.12.23 14:00	close	27	0.10	1.04923	0.00000	0.00000	-11.71	8792.91
55	2009.12.23 14:02	sell	28	0.10	1.04893	0.00000	0.00000
56	2009.12.23 22:15	close	28	0.10	1.04882	0.00000	0.00000	1.05	8793.96
57	2009.12.23 22:17	buy	29	0.90	1.04872	0.00000	0.00000
58	2009.12.24 01:00	close	29	0.90	1.04860	0.00000	0.00000	-11.82	8782.13
59	2009.12.24 02:00	sell	30	0.90	1.04906	0.00000	0.00000
60	2009.12.24 06:00	close	30	0.90	1.04916	0.00000	0.00000	-8.58	8773.55
61	2009.12.24 08:00	sell	31	0.60	1.04797	0.00000	0.00000
62	2009.12.24 10:00	close	31	0.60	1.04812	0.00000	0.00000	-8.59	8764.96
63	2009.12.24 11:00	sell	32	0.50	1.04692	0.00000	0.00000
64	2009.12.24 15:00	close	32	0.50	1.04860	0.00000	0.00000	-80.11	8684.85
65	2009.12.24 16:00	buy	33	0.30	1.04796	0.00000	0.00000
66	2009.12.28 01:00	close	33	0.30	1.04817	0.00000	0.00000	5.67	8690.52
67	2009.12.28 01:03	sell	34	0.90	1.04874	0.00000	0.00000
68	2009.12.28 02:00	close	34	0.90	1.04975	0.00000	0.00000	-86.59	8603.93
69	2009.12.28 03:00	sell	35	0.90	1.04765	0.00000	0.00000
70	2009.12.28 09:00	close	35	0.90	1.04940	0.00000	0.00000	-150.09	8453.84
71	2009.12.28 09:02	buy	36	0.50	1.04955	0.00000	0.00000
72	2009.12.28 10:00	close	36	0.50	1.04809	0.00000	0.00000	-69.65	8384.19
73	2009.12.28 11:00	sell	37	0.40	1.04840	0.00000	0.00000
74	2009.12.30 04:40	close	37	0.40	1.04814	0.00000	0.00000	9.47	8393.66
75	2009.12.30 04:42	buy	38	0.80	1.04785	0.00000	0.00000
76	2009.12.30 08:15	close	38	0.80	1.04810	0.00000	0.00000	19.08	8412.74
77	2009.12.30 08:17	sell	39	0.80	1.04823	0.00000	0.00000
78	2009.12.30 13:00	close	39	0.80	1.04960	0.00000	0.00000	-104.42	8308.32
79	2009.12.30 13:02	buy	40	0.80	1.04850	0.00000	0.00000
80	2009.12.31 09:20	close	40	0.80	1.04868	0.00000	0.00000	12.38	8320.70
81	2009.12.31 09:22	sell	41	0.80	1.04903	0.00000	0.00000
82	2009.12.31 16:00	close	41	0.80	1.04877	0.00000	0.00000	19.83	8340.53
83	2009.12.31 17:00	buy	42	0.80	1.04847	0.00000	0.00000
84	2009.12.31 18:57	close at stop	42	0.80	1.04645	0.00000	0.00000	-154.43	8186.10