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=0.1; MaximumRisk=0.02; DecreaseFactor=3; MovingPeriod=12; MovingShift=0; MovingPeriod1=4; AtrPer=6; SndMl=false;
Bars in test	551	Ticks modelled	11401	Modelling quality	n/a
Mismatched charts errors	4
Initial deposit	10000.00
Total net profit	-369.70	Gross profit	83.46	Gross loss	-453.16
Profit factor	0.18	Expected payoff	-12.32
Absolute drawdown	391.15	Maximal drawdown	478.15 (4.74%)	Relative drawdown	4.74% (478.15)
Total trades	30	Short positions (won %)	13 (0.00%)	Long positions (won %)	17 (41.18%)
		Profit trades (% of total)	7 (23.33%)	Loss trades (% of total)	23 (76.67%)
Largest		profit trade	30.06	loss trade	-44.77
Average		profit trade	11.92	loss trade	-19.70
Maximum		consecutive wins (profit in money)	2 (36.49)	consecutive losses (loss in money)	10 (-156.28)
Maximal		consecutive profit (count of wins)	36.49 (2)	consecutive loss (count of losses)	-156.28 (10)
Average		consecutive wins	2	consecutive losses	5

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.11.03 05:00	sell	1	0.20	90.281	90.422	0.000
2	2009.11.03 15:45	s/l	1	0.20	90.422	90.422	0.000	-31.19	9968.81
3	2009.11.03 16:00	buy	2	0.20	90.453	90.251	0.000
4	2009.11.03 17:15	s/l	2	0.20	90.251	90.251	0.000	-44.77	9924.04
5	2009.11.04 02:00	sell	3	0.10	90.119	90.274	0.000
6	2009.11.04 03:50	s/l	3	0.10	90.274	90.274	0.000	-17.17	9906.87
7	2009.11.04 08:00	buy	4	0.10	90.456	90.340	0.000
8	2009.11.04 22:00	close	4	0.10	90.584	90.340	0.000	14.13	9921.00
9	2009.11.05 15:00	buy	5	0.20	90.587	90.379	0.000
10	2009.11.06 05:00	close	5	0.20	90.688	90.379	0.000	22.36	9943.36
11	2009.11.06 14:00	buy	6	0.20	90.693	90.563	0.000
12	2009.11.06 14:20	s/l	6	0.20	90.563	90.563	0.000	-28.72	9914.64
13	2009.11.06 15:00	sell	7	0.20	90.120	90.352	0.000
14	2009.11.09 04:00	close	7	0.20	90.212	90.352	0.000	-20.86	9893.78
15	2009.11.09 12:00	sell	8	0.10	89.877	90.032	0.000
16	2009.11.09 14:07	s/l	8	0.10	90.032	90.032	0.000	-17.21	9876.57
17	2009.11.09 21:00	buy	9	0.10	89.996	89.881	0.000
18	2009.11.10 00:40	s/l	9	0.10	89.881	89.881	0.000	-12.75	9863.82
19	2009.11.10 04:00	sell	10	0.10	89.918	90.048	0.000
20	2009.11.10 05:00	close	10	0.10	89.919	90.048	0.000	-0.11	9863.71
21	2009.11.10 06:00	sell	11	0.10	89.959	90.071	0.000
22	2009.11.10 11:45	s/l	11	0.10	90.071	90.071	0.000	-12.43	9851.28
23	2009.11.10 13:00	buy	12	0.10	90.034	89.837	0.000
24	2009.11.10 13:50	s/l	12	0.10	89.837	89.837	0.000	-21.93	9829.35
25	2009.11.10 16:00	sell	13	0.10	89.830	90.049	0.000
26	2009.11.11 09:00	close	13	0.10	90.028	90.049	0.000	-22.22	9807.13
27	2009.11.11 19:00	sell	14	0.10	89.883	90.013	0.000
28	2009.11.12 01:00	close	14	0.10	89.935	90.013	0.000	-6.47	9800.66
29	2009.11.12 03:00	sell	15	0.10	89.715	89.837	0.000
30	2009.11.12 03:45	s/l	15	0.10	89.837	89.837	0.000	-13.58	9787.08
31	2009.11.12 14:00	buy	16	0.10	89.998	89.848	0.000
32	2009.11.13 02:00	close	16	0.10	90.269	89.848	0.000	30.06	9817.14
33	2009.11.16 06:00	buy	17	0.20	89.590	89.448	0.000
34	2009.11.16 08:00	close	17	0.20	89.600	89.448	0.000	2.23	9819.37
35	2009.11.17 07:00	buy	18	0.20	89.100	89.005	0.000
36	2009.11.17 08:10	s/l	18	0.20	89.005	89.005	0.000	-21.35	9798.02
37	2009.11.17 09:00	sell	19	0.20	88.845	88.953	0.000
38	2009.11.17 10:16	s/l	19	0.20	88.953	88.953	0.000	-24.28	9773.74
39	2009.11.17 14:00	buy	20	0.10	89.285	89.103	0.000
40	2009.11.18 01:00	close	20	0.10	89.240	89.103	0.000	-5.00	9768.74
41	2009.11.18 16:00	buy	21	0.10	89.255	89.117	0.000
42	2009.11.19 02:00	close	21	0.10	89.345	89.117	0.000	10.20	9778.95
43	2009.11.19 21:00	buy	22	0.20	89.005	88.853	0.000
44	2009.11.20 00:37	s/l	22	0.20	88.853	88.853	0.000	-34.13	9744.81
45	2009.11.20 05:00	sell	23	0.20	88.909	89.037	0.000
46	2009.11.20 13:20	s/l	23	0.20	89.037	89.037	0.000	-28.74	9716.07
47	2009.11.20 14:00	buy	24	0.10	88.980	88.854	0.000
48	2009.11.20 22:46	s/l	24	0.10	88.854	88.854	0.000	-14.18	9701.89
49	2009.11.23 01:00	sell	25	0.10	88.868	88.977	0.000
50	2009.11.23 02:10	s/l	25	0.10	88.977	88.977	0.000	-12.25	9689.64
51	2009.11.23 13:00	buy	26	0.10	88.853	88.694	0.000
52	2009.11.23 14:00	close	26	0.10	88.864	88.694	0.000	1.24	9690.88
53	2009.11.23 16:00	buy	27	0.20	88.897	88.796	0.000
54	2009.11.24 01:00	close	27	0.20	88.911	88.796	0.000	3.24	9694.12
55	2009.11.25 01:00	buy	28	0.20	88.618	88.514	0.000
56	2009.11.25 01:33	s/l	28	0.20	88.514	88.514	0.000	-23.50	9670.62
57	2009.11.25 03:00	sell	29	0.20	88.251	88.397	0.000
58	2009.11.25 07:02	s/l	29	0.20	88.397	88.397	0.000	-33.03	9637.59
59	2009.11.27 11:00	buy	30	0.10	86.525	86.189	0.000
60	2009.11.27 22:59	close at stop	30	0.10	86.462	86.189	0.000	-7.29	9630.30