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		period=200; period1=6; period2=6; stopmax=200; stopmin=100; Hours=72; Hours1=72; lot=0.1; magicBUY=101; magicSELL=201; magicBUY1=102; magicSELL1=202;
Bars in test	551	Ticks modelled	11401	Modelling quality	n/a
Mismatched charts errors	4
Initial deposit	10000.00
Total net profit	-322.67	Gross profit	302.55	Gross loss	-625.22
Profit factor	0.48	Expected payoff	-10.41
Absolute drawdown	512.70	Maximal drawdown	602.00 (5.97%)	Relative drawdown	5.97% (602.00)
Total trades	31	Short positions (won %)	0 (0.00%)	Long positions (won %)	31 (19.35%)
		Profit trades (% of total)	6 (19.35%)	Loss trades (% of total)	25 (80.65%)
Largest		profit trade	190.03	loss trade	-25.95
Average		profit trade	50.43	loss trade	-25.01
Maximum		consecutive wins (profit in money)	1 (190.03)	consecutive losses (loss in money)	14 (-354.93)
Maximal		consecutive profit (count of wins)	190.03 (1)	consecutive loss (count of losses)	-354.93 (14)
Average		consecutive wins	1	consecutive losses	4

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.11.03 02:00	buy	1	0.10	90.473	90.253	0.000
2	2009.11.03 04:15	s/l	1	0.10	90.253	90.253	0.000	-24.38	9975.62
3	2009.11.03 04:15	buy	2	0.10	90.273	90.053	0.000
4	2009.11.03 08:45	s/l	2	0.10	90.053	90.053	0.000	-24.44	9951.18
5	2009.11.03 08:45	buy	3	0.10	90.051	89.831	0.000
6	2009.11.06 09:00	close	3	0.10	90.447	89.831	0.000	43.89	9995.07
7	2009.11.06 09:02	buy	4	0.10	90.456	90.236	0.000
8	2009.11.06 14:45	s/l	4	0.10	90.236	90.236	0.000	-24.40	9970.67
9	2009.11.06 14:45	buy	5	0.10	90.178	89.958	0.000
10	2009.11.06 15:20	s/l	5	0.10	89.958	89.958	0.000	-24.50	9946.17
11	2009.11.06 15:20	buy	6	0.10	89.834	89.614	0.000
12	2009.11.06 16:37	s/l	6	0.10	89.614	89.614	0.000	-24.55	9921.62
13	2009.11.06 16:37	buy	7	0.10	89.628	89.408	0.000
14	2009.11.09 17:00	close	7	0.10	89.829	89.408	0.000	22.40	9944.02
15	2009.11.09 17:02	buy	8	0.10	89.828	89.608	0.000
16	2009.11.11 01:10	s/l	8	0.10	89.608	89.608	0.000	-24.51	9919.52
17	2009.11.11 01:10	buy	9	0.10	89.627	89.407	0.000
18	2009.11.11 05:15	s/l	9	0.10	89.407	89.407	0.000	-24.61	9894.91
19	2009.11.11 05:15	buy	10	0.10	89.421	89.201	0.000
20	2009.11.16 00:00	close	10	0.10	89.556	89.201	0.000	15.18	9910.09
21	2009.11.16 00:02	buy	11	0.10	89.534	89.314	0.000
22	2009.11.16 16:45	s/l	11	0.10	89.314	89.314	0.000	-24.64	9885.45
23	2009.11.16 16:45	buy	12	0.10	89.310	89.090	0.000
24	2009.11.16 19:59	s/l	12	0.10	89.090	89.090	0.000	-24.71	9860.74
25	2009.11.16 19:59	buy	13	0.10	89.050	88.830	0.000
26	2009.11.16 20:20	s/l	13	0.10	88.830	88.830	0.000	-24.79	9835.95
27	2009.11.16 20:20	buy	14	0.10	88.768	88.548	0.000
28	2009.11.19 21:00	close	14	0.10	88.985	88.548	0.000	24.50	9860.45
29	2009.11.19 21:02	buy	15	0.10	88.991	88.771	0.000
30	2009.11.20 07:20	s/l	15	0.10	88.771	88.771	0.000	-24.77	9835.68
31	2009.11.20 07:20	buy	16	0.10	88.755	88.535	0.000
32	2009.11.23 08:00	close	16	0.10	88.813	88.535	0.000	6.55	9842.23
33	2009.11.23 08:02	buy	17	0.10	88.811	88.591	0.000
34	2009.11.23 08:20	s/l	17	0.10	88.591	88.591	0.000	-24.84	9817.39
35	2009.11.23 08:20	buy	18	0.10	88.584	88.364	0.000
36	2009.11.24 14:50	s/l	18	0.10	88.364	88.364	0.000	-24.88	9792.51
37	2009.11.24 14:50	buy	19	0.10	88.365	88.145	0.000
38	2009.11.25 10:02	s/l	19	0.10	88.145	88.145	0.000	-24.94	9767.57
39	2009.11.25 10:02	buy	20	0.10	88.146	87.926	0.000
40	2009.11.25 10:15	s/l	20	0.10	87.926	87.926	0.000	-25.07	9742.50
41	2009.11.25 10:15	buy	21	0.10	87.797	87.577	0.000
42	2009.11.25 10:20	s/l	21	0.10	87.577	87.577	0.000	-25.13	9717.37
43	2009.11.25 10:20	buy	22	0.10	87.565	87.345	0.000
44	2009.11.25 20:15	s/l	22	0.10	87.345	87.345	0.000	-25.20	9692.17
45	2009.11.25 20:15	buy	23	0.10	87.330	87.110	0.000
46	2009.11.26 04:33	s/l	23	0.10	87.110	87.110	0.000	-25.24	9666.93
47	2009.11.26 04:33	buy	24	0.10	86.943	86.723	0.000
48	2009.11.26 04:46	s/l	24	0.10	86.723	86.723	0.000	-25.43	9641.50
49	2009.11.26 04:46	buy	25	0.10	86.540	86.320	0.000
50	2009.11.26 05:50	s/l	25	0.10	86.320	86.320	0.000	-25.50	9616.00
51	2009.11.26 05:50	buy	26	0.10	86.311	86.091	0.000
52	2009.11.27 00:10	s/l	26	0.10	86.091	86.091	0.000	-25.53	9590.47
53	2009.11.27 00:10	buy	27	0.10	86.097	85.877	0.000
54	2009.11.27 00:15	s/l	27	0.10	85.877	85.877	0.000	-25.64	9564.83
55	2009.11.27 00:15	buy	28	0.10	85.835	85.615	0.000
56	2009.11.27 00:20	s/l	28	0.10	85.615	85.615	0.000	-25.74	9539.09
57	2009.11.27 00:20	buy	29	0.10	85.485	85.265	0.000
58	2009.11.27 00:45	s/l	29	0.10	85.265	85.265	0.000	-25.84	9513.25
59	2009.11.27 00:45	buy	30	0.10	85.167	84.947	0.000
60	2009.11.27 00:50	s/l	30	0.10	84.947	84.947	0.000	-25.95	9487.30
61	2009.11.27 00:50	buy	31	0.10	84.819	84.599	0.000
62	2009.11.27 22:59	close at stop	31	0.10	86.462	84.599	0.000	190.03	9677.33