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		MagicNumber=2222; AccountIsMini=false; MoneyManagement=false; TradeSizePercent=5; Lots=3; MaxLots=100; FastMA_Mode=1; FastMA_Period=5; FastMA_Shift=0; FastMA_AppliedPrice=0; SlowMA_Mode=1; SlowMA_Period=12; SlowMA_Shift=0; SlowMA_AppliedPrice=0; Fast_SlowSpreadEntry=0; Fast_SlowSpreadExit=0; SignalCandle=1; StopLoss=250; UseTrailingStop=false; TrailingStopType=3; TrailingStop=40; FirstMove=20; FirstStopLoss=15; SecondMove=30; SecondStopLoss=20; ThirdMove=40; TrailingStop3=20; TakeProfit=0; Margincutoff=800; Slippage=10;
Bars in test	551	Ticks modelled	11401	Modelling quality	n/a
Mismatched charts errors	4
Initial deposit	10000.00
Total net profit	-9804.53	Gross profit	1950.87	Gross loss	-11755.40
Profit factor	0.17	Expected payoff	-426.28
Absolute drawdown	9804.53	Maximal drawdown	10792.40 (98.22%)	Relative drawdown	98.22% (10792.40)
Total trades	23	Short positions (won %)	10 (10.00%)	Long positions (won %)	13 (23.08%)
		Profit trades (% of total)	4 (17.39%)	Loss trades (% of total)	19 (82.61%)
Largest		profit trade	1104.57	loss trade	-835.49
Average		profit trade	487.72	loss trade	-618.71
Maximum		consecutive wins (profit in money)	2 (436.85)	consecutive losses (loss in money)	10 (-5302.52)
Maximal		consecutive profit (count of wins)	1104.57 (1)	consecutive loss (count of losses)	-5302.52 (10)
Average		consecutive wins	1	consecutive losses	5

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.11.03 06:00	sell	1	3.00	90.186	90.436	0.000
2	2009.11.03 15:50	s/l	1	3.00	90.436	90.436	0.000	-828.94	9171.06
3	2009.11.03 16:00	buy	2	3.00	90.453	90.203	0.000
4	2009.11.03 17:20	s/l	2	3.00	90.203	90.203	0.000	-831.56	8339.50
5	2009.11.04 02:00	sell	3	3.00	90.119	90.369	0.000
6	2009.11.04 06:45	s/l	3	3.00	90.369	90.369	0.000	-829.90	7509.60
7	2009.11.04 07:00	buy	4	3.00	90.380	90.130	0.000
8	2009.11.04 23:00	close	4	3.00	90.714	90.130	0.000	1104.57	8614.17
9	2009.11.04 23:00	sell	5	3.00	90.714	90.964	0.000
10	2009.11.05 00:00	close	5	3.00	90.864	90.964	0.000	-516.04	8098.13
11	2009.11.05 00:00	buy	6	3.00	90.864	90.614	0.000
12	2009.11.05 00:50	s/l	6	3.00	90.614	90.614	0.000	-827.74	7270.39
13	2009.11.05 00:50	buy	7	3.00	90.628	90.378	0.000
14	2009.11.05 01:00	close	7	3.00	90.688	90.378	0.000	198.48	7468.87
15	2009.11.05 01:00	sell	8	3.00	90.688	90.938	0.000
16	2009.11.05 16:00	close	8	3.00	90.616	90.938	0.000	238.37	7707.24
17	2009.11.05 16:00	buy	9	3.00	90.616	90.366	0.000
18	2009.11.06 08:00	close	9	3.00	90.510	90.366	0.000	-350.02	7357.22
19	2009.11.06 08:00	sell	10	3.00	90.510	90.760	0.000
20	2009.11.06 14:00	close	10	3.00	90.693	90.760	0.000	-605.34	6751.88
21	2009.11.06 14:00	buy	11	3.00	90.693	90.443	0.000
22	2009.11.06 14:26	s/l	11	3.00	90.443	90.443	0.000	-829.80	5922.08
23	2009.11.06 14:26	buy	12	3.00	90.403	90.153	0.000
24	2009.11.06 14:50	s/l	12	3.00	90.153	90.153	0.000	-833.54	5088.54
25	2009.11.06 14:50	buy	13	3.00	89.997	89.747	0.000
26	2009.11.06 15:00	close	13	3.00	90.120	89.747	0.000	409.45	5497.99
27	2009.11.06 15:00	sell	14	3.00	90.120	90.370	0.000
28	2009.11.09 05:00	close	14	3.00	90.194	90.370	0.000	-253.07	5244.92
29	2009.11.09 05:00	buy	15	3.00	90.194	89.944	0.000
30	2009.11.09 11:00	close	15	3.00	90.014	89.944	0.000	-599.91	4645.01
31	2009.11.09 11:00	sell	16	3.00	90.014	90.264	0.000
32	2009.11.09 22:00	close	16	3.00	90.017	90.264	0.000	-10.00	4635.01
33	2009.11.09 22:00	buy	17	3.00	90.017	89.767	0.000
34	2009.11.09 23:00	close	17	3.00	89.908	89.767	0.000	-363.71	4271.30
35	2009.11.09 23:00	sell	18	3.00	89.908	90.158	0.000
36	2009.11.10 03:00	close	18	3.00	90.027	90.158	0.000	-403.48	3867.82
37	2009.11.10 03:00	buy	19	3.00	90.027	89.777	0.000
38	2009.11.10 04:00	close	19	3.00	89.918	89.777	0.000	-363.66	3504.16
39	2009.11.10 04:00	sell	20	3.00	89.918	90.168	0.000
40	2009.11.10 11:50	s/l	20	3.00	90.168	90.168	0.000	-831.58	2672.58
41	2009.11.10 12:00	buy	21	3.00	90.122	89.872	0.000
42	2009.11.10 13:50	s/l	21	3.00	89.872	89.872	0.000	-834.94	1837.64
43	2009.11.10 15:00	sell	22	3.00	89.788	90.038	0.000
44	2009.11.11 09:00	close	22	3.00	90.028	90.038	0.000	-806.68	1030.96
45	2009.11.11 09:00	buy	23	3.00	90.028	89.778	0.000
46	2009.11.11 15:03	s/l	23	3.00	89.778	89.778	0.000	-835.49	195.47