Desynced Forex

MetaTrader Indicators and Expert Advisors Repository

Symbol		USDJPY (US Dollar vs Japanese Yen)
Period		1 Hour (H1) 2009.11.03 02:00 - 2009.11.30 00:00 (2009.11.01 - 2009.11.30)
Model		Control points (a very crude method, the results must not be considered)
Parameters		Lots=1;
Bars in test	551	Ticks modelled	11401	Modelling quality	n/a
Mismatched charts errors	4
Initial deposit	10000.00
Total net profit	1128.17	Gross profit	2663.79	Gross loss	-1535.62
Profit factor	1.73	Expected payoff	56.41
Absolute drawdown	149.83	Maximal drawdown	959.59 (8.84%)	Relative drawdown	8.84% (959.59)
Total trades	20	Short positions (won %)	9 (44.44%)	Long positions (won %)	11 (81.82%)
		Profit trades (% of total)	13 (65.00%)	Loss trades (% of total)	7 (35.00%)
Largest		profit trade	902.40	loss trade	-509.29
Average		profit trade	204.91	loss trade	-219.37
Maximum		consecutive wins (profit in money)	5 (1188.89)	consecutive losses (loss in money)	1 (-509.29)
Maximal		consecutive profit (count of wins)	1188.89 (5)	consecutive loss (count of losses)	-509.29 (1)
Average		consecutive wins	2	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.11.03 04:40	sell	1	1.00	90.229	90.419	88.921
2	2009.11.03 05:00	close	1	1.00	90.301	90.419	88.921	-79.73	9920.27
3	2009.11.04 06:47	buy	2	1.00	90.364	90.160	90.414
4	2009.11.04 07:20	t/p	2	1.00	90.414	90.160	90.414	55.30	9975.57
5	2009.11.04 20:50	sell	3	1.00	90.798	91.420	89.551
6	2009.11.06 12:55	close	3	1.00	90.687	91.420	89.551	120.64	10096.21
7	2009.11.06 12:57	buy	4	1.00	90.668	90.494	90.718
8	2009.11.06 14:10	t/p	4	1.00	90.718	90.494	90.718	55.10	10151.31
9	2009.11.06 14:37	sell	5	1.00	90.474	90.820	89.665
10	2009.11.06 16:32	t/p	5	1.00	89.665	90.820	89.665	902.40	11053.71
11	2009.11.09 02:55	buy	6	1.00	90.127	89.800	90.177
12	2009.11.09 03:20	t/p	6	1.00	90.177	89.800	90.177	55.45	11109.16
13	2009.11.10 06:27	sell	7	1.00	89.870	90.018	89.389
14	2009.11.10 11:20	s/l	7	1.00	90.018	90.018	89.389	-164.37	10944.79
15	2009.11.10 11:27	buy	8	1.00	89.960	89.684	90.010
16	2009.11.10 11:40	t/p	8	1.00	90.010	89.684	90.010	55.53	11000.32
17	2009.11.10 11:40	buy	9	1.00	90.063	89.683	90.113
18	2009.11.10 11:50	t/p	9	1.00	90.113	89.683	90.113	55.45	11055.77
19	2009.11.10 11:50	buy	10	1.00	90.190	89.676	90.240
20	2009.11.10 14:50	close	10	1.00	89.733	89.676	90.240	-509.29	10546.48
21	2009.11.10 14:52	sell	11	1.00	89.764	90.005	89.389
22	2009.11.11 05:20	t/p	11	1.00	89.389	90.005	89.389	419.33	10965.81
23	2009.11.11 07:35	buy	12	1.00	89.738	89.473	89.878
24	2009.11.11 08:15	t/p	12	1.00	89.878	89.473	89.878	155.76	11121.57
25	2009.11.11 16:55	sell	13	1.00	89.829	90.056	89.384
26	2009.11.12 13:42	close	13	1.00	89.934	90.056	89.384	-118.07	11003.50
27	2009.11.12 13:45	buy	14	1.00	89.972	89.681	90.022
28	2009.11.12 14:10	t/p	14	1.00	90.022	89.681	90.022	55.53	11059.03
29	2009.11.13 07:50	buy	15	1.00	90.425	90.142	90.475
30	2009.11.13 09:16	s/l	15	1.00	90.142	90.142	90.475	-314.03	10745.00
31	2009.11.16 09:52	sell	16	1.00	89.442	89.673	88.890
32	2009.11.16 20:15	t/p	16	1.00	88.890	89.673	88.890	621.12	11366.12
33	2009.11.17 08:16	sell	17	1.00	88.955	89.101	88.241
34	2009.11.17 11:20	s/l	17	1.00	89.101	89.101	88.241	-163.76	11202.36
35	2009.11.18 14:45	buy	18	1.00	89.221	89.030	89.271
36	2009.11.18 15:02	t/p	18	1.00	89.271	89.030	89.271	56.01	11258.37
37	2009.11.20 03:33	sell	19	1.00	88.890	89.056	88.198
38	2009.11.20 13:20	s/l	19	1.00	89.056	89.056	88.198	-186.37	11072.00
39	2009.11.23 09:40	buy	20	1.00	88.948	88.630	88.998
40	2009.11.23 16:20	t/p	20	1.00	88.998	88.630	88.998	56.17	11128.17