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		Lot1=0.1; Lot2=0.2; StopLoss=10; TakeProfit=10; TrailingStop=10; MinBodySum=10;
Bars in test	551	Ticks modelled	11401	Modelling quality	n/a
Mismatched charts errors	4
Initial deposit	10000.00
Total net profit	-30.19	Gross profit	208.17	Gross loss	-238.36
Profit factor	0.87	Expected payoff	-0.54
Absolute drawdown	178.78	Maximal drawdown	283.17 (2.76%)	Relative drawdown	2.76% (283.17)
Total trades	56	Short positions (won %)	33 (69.70%)	Long positions (won %)	23 (60.87%)
		Profit trades (% of total)	37 (66.07%)	Loss trades (% of total)	19 (33.93%)
Largest		profit trade	156.74	loss trade	-34.44
Average		profit trade	5.63	loss trade	-12.55
Maximum		consecutive wins (profit in money)	9 (0.04)	consecutive losses (loss in money)	4 (-48.25)
Maximal		consecutive profit (count of wins)	156.74 (5)	consecutive loss (count of losses)	-48.25 (4)
Average		consecutive wins	3	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.11.03 08:00	sell	1	0.10	90.203	90.299	0.000
2	2009.11.03 08:15	modify	1	0.10	90.203	90.203	0.000
3	2009.11.03 11:50	s/l	1	0.10	90.203	90.203	0.000	0.00	10000.00
4	2009.11.03 11:52	sell	2	0.10	90.179	90.236	0.000
5	2009.11.03 12:10	modify	2	0.10	90.179	90.179	0.000
6	2009.11.03 13:10	s/l	2	0.10	90.179	90.179	0.000	0.00	10000.00
7	2009.11.04 10:00	buy	3	0.10	90.689	90.306	0.000
8	2009.11.04 10:20	modify	3	0.10	90.689	90.689	0.000
9	2009.11.04 10:27	s/l	3	0.10	90.689	90.689	0.000	0.00	10000.00
10	2009.11.04 10:27	buy	4	0.10	90.689	90.306	0.000
11	2009.11.04 10:40	modify	4	0.10	90.689	90.689	0.000
12	2009.11.04 16:10	s/l	4	0.10	90.689	90.689	0.000	0.00	10000.00
13	2009.11.05 04:00	sell	5	0.10	90.485	90.703	0.000
14	2009.11.05 04:15	modify	5	0.10	90.485	90.485	0.000
15	2009.11.05 06:40	s/l	5	0.10	90.485	90.485	0.000	0.00	10000.00
16	2009.11.05 06:40	sell	6	0.10	90.465	90.560	0.000
17	2009.11.05 07:45	modify	6	0.10	90.465	90.465	0.000
18	2009.11.05 08:50	s/l	6	0.10	90.465	90.465	0.000	0.00	10000.00
19	2009.11.05 08:50	sell	7	0.10	90.450	90.533	0.000
20	2009.11.05 08:57	modify	7	0.10	90.450	90.450	0.000
21	2009.11.05 09:02	s/l	7	0.10	90.450	90.450	0.000	0.00	10000.00
22	2009.11.05 09:02	sell	8	0.10	90.460	90.533	0.000
23	2009.11.05 09:15	modify	8	0.10	90.460	90.460	0.000
24	2009.11.05 13:20	s/l	8	0.10	90.460	90.460	0.000	0.00	10000.00
25	2009.11.05 22:00	buy	9	0.10	90.778	90.568	0.000
26	2009.11.06 00:20	modify	9	0.10	90.778	90.778	0.000
27	2009.11.06 00:45	s/l	9	0.10	90.778	90.778	0.000	0.04	10000.04
28	2009.11.06 00:45	buy	10	0.10	90.790	90.684	0.000
29	2009.11.06 01:20	s/l	10	0.10	90.684	90.684	0.000	-11.70	9988.34
30	2009.11.06 01:27	buy	11	0.10	90.736	90.684	0.000
31	2009.11.06 01:27	s/l	11	0.10	90.684	90.684	0.000	-5.74	9982.60
32	2009.11.06 01:45	buy	12	0.10	90.757	90.684	0.000
33	2009.11.06 02:45	s/l	12	0.10	90.684	90.684	0.000	-8.05	9974.55
34	2009.11.06 11:00	sell	13	0.10	90.517	90.590	0.000
35	2009.11.06 11:50	s/l	13	0.10	90.590	90.590	0.000	-8.06	9966.49
36	2009.11.06 18:00	sell	14	0.10	89.857	90.244	0.000
37	2009.11.06 18:45	modify	14	0.10	89.857	89.857	0.000
38	2009.11.06 19:02	s/l	14	0.10	89.857	89.857	0.000	0.00	9966.49
39	2009.11.06 19:02	sell	15	0.10	89.844	90.148	0.000
40	2009.11.06 19:20	modify	15	0.10	89.844	89.844	0.000
41	2009.11.06 19:45	s/l	15	0.10	89.844	89.844	0.000	0.00	9966.49
42	2009.11.06 19:45	sell	16	0.10	89.828	90.148	0.000
43	2009.11.09 00:03	modify	16	0.10	89.828	89.828	0.000
44	2009.11.09 00:40	s/l	16	0.10	89.828	89.828	0.000	-0.23	9966.26
45	2009.11.09 00:40	sell	17	0.10	89.847	90.004	0.000
46	2009.11.09 01:20	modify	17	0.10	89.847	89.847	0.000
47	2009.11.09 01:27	s/l	17	0.10	89.847	89.847	0.000	0.00	9966.26
48	2009.11.09 01:27	sell	18	0.10	89.859	90.004	0.000
49	2009.11.09 02:15	s/l	18	0.10	90.004	90.004	0.000	-16.11	9950.15
50	2009.11.11 04:00	sell	19	0.10	89.597	89.698	0.000
51	2009.11.11 04:50	modify	19	0.10	89.597	89.597	0.000
52	2009.11.11 06:50	s/l	19	0.10	89.597	89.597	0.000	0.00	9950.15
53	2009.11.11 06:50	sell	20	0.10	89.599	89.667	0.000
54	2009.11.11 06:57	modify	20	0.10	89.599	89.599	0.000
55	2009.11.11 06:59	s/l	20	0.10	89.599	89.599	0.000	0.00	9950.15
56	2009.11.11 06:59	sell	21	0.10	89.583	89.667	0.000
57	2009.11.11 07:10	s/l	21	0.10	89.667	89.667	0.000	-9.36	9940.79
58	2009.11.11 11:00	buy	22	0.10	89.940	89.735	0.000
59	2009.11.11 11:20	modify	22	0.10	89.940	89.940	0.000
60	2009.11.11 11:40	s/l	22	0.10	89.940	89.940	0.000	0.00	9940.79
61	2009.11.11 11:40	buy	23	0.10	89.952	89.735	0.000
62	2009.11.12 02:45	s/l	23	0.10	89.735	89.735	0.000	-24.06	9916.73
63	2009.11.12 17:00	buy	24	0.10	90.500	89.936	0.000
64	2009.11.12 17:03	modify	24	0.10	90.500	90.500	0.000
65	2009.11.12 17:13	s/l	24	0.10	90.500	90.500	0.000	0.00	9916.73
66	2009.11.12 17:13	buy	25	0.10	90.502	89.936	0.000
67	2009.11.12 19:15	modify	25	0.10	90.502	90.502	0.000
68	2009.11.12 19:27	s/l	25	0.10	90.502	90.502	0.000	0.00	9916.73
69	2009.11.12 19:27	buy	26	0.10	90.501	90.246	0.000
70	2009.11.13 01:15	s/l	26	0.10	90.246	90.246	0.000	-28.22	9888.52
71	2009.11.13 06:00	sell	27	0.10	90.206	90.266	0.000
72	2009.11.13 07:35	s/l	27	0.10	90.266	90.266	0.000	-6.65	9881.87
73	2009.11.13 13:00	sell	28	0.10	89.773	90.174	0.000
74	2009.11.13 14:30	modify	28	0.10	89.773	89.773	0.000
75	2009.11.13 15:37	s/l	28	0.10	89.773	89.773	0.000	0.00	9881.87
76	2009.11.13 15:37	sell	29	0.10	89.758	89.862	0.000
77	2009.11.13 15:40	modify	29	0.10	89.758	89.758	0.000
78	2009.11.17 16:00	close	29	0.10	89.295	89.758	0.000	51.39	9933.26
79	2009.11.17 16:00	buy	30	0.10	89.295	89.120	0.000
80	2009.11.17 16:07	modify	30	0.10	89.295	89.295	0.000
81	2009.11.17 16:15	s/l	30	0.10	89.295	89.295	0.000	0.00	9933.26
82	2009.11.17 16:15	buy	31	0.10	89.294	89.120	0.000
83	2009.11.17 16:40	modify	31	0.10	89.294	89.294	0.000
84	2009.11.17 18:16	s/l	31	0.10	89.294	89.294	0.000	0.00	9933.26
85	2009.11.17 18:16	buy	32	0.10	89.265	89.155	0.000
86	2009.11.17 18:26	modify	32	0.10	89.265	89.265	0.000
87	2009.11.17 18:50	s/l	32	0.10	89.265	89.265	0.000	0.00	9933.26
88	2009.11.17 18:50	buy	33	0.10	89.284	89.155	0.000
89	2009.11.17 19:15	modify	33	0.10	89.284	89.284	0.000
90	2009.11.17 19:40	s/l	33	0.10	89.284	89.284	0.000	0.00	9933.26
91	2009.11.17 19:40	buy	34	0.10	89.286	89.225	0.000
92	2009.11.17 19:50	s/l	34	0.10	89.225	89.225	0.000	-6.84	9926.42
93	2009.11.18 08:00	sell	35	0.10	89.179	89.245	0.000
94	2009.11.18 08:50	modify	35	0.10	89.179	89.179	0.000
95	2009.11.18 09:00	s/l	35	0.10	89.179	89.179	0.000	0.00	9926.42
96	2009.11.18 09:00	sell	36	0.10	89.160	89.213	0.000
97	2009.11.18 09:15	modify	36	0.10	89.160	89.160	0.000
98	2009.11.18 09:45	s/l	36	0.10	89.160	89.160	0.000	0.00	9926.42
99	2009.11.18 09:45	sell	37	0.10	89.150	89.213	0.000
100	2009.11.18 10:20	modify	37	0.10	89.150	89.150	0.000
101	2009.11.18 10:37	s/l	37	0.10	89.150	89.150	0.000	0.00	9926.42
102	2009.11.18 10:37	sell	38	0.10	89.135	89.213	0.000
103	2009.11.18 10:45	modify	38	0.10	89.135	89.135	0.000
104	2009.11.18 11:20	s/l	38	0.10	89.135	89.135	0.000	0.00	9926.42
105	2009.11.18 21:00	buy	39	0.10	89.485	89.325	0.000
106	2009.11.18 22:20	s/l	39	0.10	89.325	89.325	0.000	-17.91	9908.51
107	2009.11.19 06:00	sell	40	0.10	89.135	89.230	0.000
108	2009.11.19 06:50	modify	40	0.10	89.135	89.135	0.000
109	2009.11.19 06:59	s/l	40	0.10	89.135	89.135	0.000	0.00	9908.51
110	2009.11.19 06:59	sell	41	0.10	89.119	89.230	0.000
111	2009.11.19 07:10	modify	41	0.10	89.119	89.119	0.000
112	2009.11.19 07:32	s/l	41	0.10	89.119	89.119	0.000	0.00	9908.51
113	2009.11.19 07:32	sell	42	0.10	89.103	89.215	0.000
114	2009.11.19 07:50	modify	42	0.10	89.103	89.103	0.000
115	2009.11.19 09:50	s/l	42	0.10	89.103	89.103	0.000	0.00	9908.51
116	2009.11.19 09:50	sell	43	0.10	89.100	89.155	0.000
117	2009.11.19 10:15	modify	43	0.10	89.100	89.100	0.000
118	2009.11.20 15:20	s/l	43	0.10	89.100	89.100	0.000	-0.23	9908.28
119	2009.11.23 09:00	sell	44	0.10	88.697	88.890	0.000
120	2009.11.23 09:20	s/l	44	0.10	88.890	88.890	0.000	-21.70	9886.58
121	2009.11.23 09:27	sell	45	0.10	88.831	88.890	0.000
122	2009.11.23 09:27	s/l	45	0.10	88.890	88.890	0.000	-6.63	9879.95
123	2009.11.23 20:00	buy	46	0.10	89.098	88.923	0.000
124	2009.11.23 23:02	s/l	46	0.10	88.923	88.923	0.000	-19.69	9860.26
125	2009.11.24 10:00	sell	47	0.10	88.646	88.835	0.000
126	2009.11.24 10:50	modify	47	0.10	88.646	88.646	0.000
127	2009.11.24 11:10	s/l	47	0.10	88.646	88.646	0.000	0.00	9860.26
128	2009.11.24 11:10	sell	48	0.10	88.652	88.763	0.000
129	2009.11.24 11:50	s/l	48	0.10	88.763	88.763	0.000	-12.51	9847.75
130	2009.11.24 11:59	sell	49	0.10	88.679	88.763	0.000
131	2009.11.24 12:20	modify	49	0.10	88.679	88.679	0.000
132	2009.11.24 12:50	s/l	49	0.10	88.679	88.679	0.000	0.00	9847.75
133	2009.11.24 15:00	sell	50	0.10	88.410	88.703	0.000
134	2009.11.25 02:20	modify	50	0.10	88.410	88.410	0.000
135	2009.11.25 02:37	s/l	50	0.10	88.410	88.410	0.000	-0.23	9847.51
136	2009.11.25 05:00	sell	51	0.10	88.266	88.478	0.000
137	2009.11.25 09:43	modify	51	0.10	88.266	88.266	0.000
138	2009.11.27 16:00	close	51	0.10	86.896	88.266	0.000	156.74	10004.25
139	2009.11.27 16:00	buy	52	0.10	86.896	86.402	0.000
140	2009.11.27 16:02	modify	52	0.10	86.896	86.896	0.000
141	2009.11.27 16:15	s/l	52	0.10	86.896	86.896	0.000	0.00	10004.25
142	2009.11.27 16:15	buy	53	0.10	86.840	86.402	0.000
143	2009.11.27 16:37	modify	53	0.10	86.840	86.840	0.000
144	2009.11.27 16:40	s/l	53	0.10	86.840	86.840	0.000	0.00	10004.25
145	2009.11.27 16:40	buy	54	0.10	86.827	86.402	0.000
146	2009.11.27 17:10	modify	54	0.10	86.827	86.827	0.000
147	2009.11.27 17:26	s/l	54	0.10	86.827	86.827	0.000	0.00	10004.25
148	2009.11.27 17:26	buy	55	0.10	86.834	86.429	0.000
149	2009.11.27 17:40	modify	55	0.10	86.834	86.834	0.000
150	2009.11.27 18:10	s/l	55	0.10	86.834	86.834	0.000	0.00	10004.25
151	2009.11.27 18:10	buy	56	0.10	86.832	86.534	0.000
152	2009.11.27 21:50	s/l	56	0.10	86.534	86.534	0.000	-34.44	9969.81