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		TrailingStop=40; TakeProfit=1000; Lots=1; Slippage=5; CurrentBar=1; UseClose=false; MaMode=1; ShortEma=6; LongEma=12;
Bars in test	551	Ticks modelled	11401	Modelling quality	n/a
Mismatched charts errors	4
Initial deposit	10000.00
Total net profit	-1391.11	Gross profit	1725.38	Gross loss	-3116.49
Profit factor	0.55	Expected payoff	-51.52
Absolute drawdown	3413.41	Maximal drawdown	5183.56 (44.04%)	Relative drawdown	44.04% (5183.56)
Total trades	27	Short positions (won %)	17 (100.00%)	Long positions (won %)	10 (90.00%)
		Profit trades (% of total)	26 (96.30%)	Loss trades (% of total)	1 (3.70%)
Largest		profit trade	187.34	loss trade	-3116.49
Average		profit trade	66.36	loss trade	-3116.49
Maximum		consecutive wins (profit in money)	26 (1725.38)	consecutive losses (loss in money)	1 (-3116.49)
Maximal		consecutive profit (count of wins)	1725.38 (26)	consecutive loss (count of losses)	-3116.49 (1)
Average		consecutive wins	26	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.11.03 06:00	sell	1	1.00	90.186	0.000	89.186
2	2009.11.03 08:15	modify	1	1.00	90.186	90.178	89.186
3	2009.11.03 08:20	modify	1	1.00	90.186	90.117	89.186
4	2009.11.03 08:27	s/l	1	1.00	90.117	90.117	89.186	76.55	10076.55
5	2009.11.03 16:00	buy	2	1.00	90.453	0.000	91.453
6	2009.11.03 16:02	modify	2	1.00	90.453	90.512	91.453
7	2009.11.03 16:07	modify	2	1.00	90.453	90.536	91.453
8	2009.11.03 16:10	s/l	2	1.00	90.536	90.536	91.453	91.74	10168.29
9	2009.11.03 16:10	buy	3	1.00	90.499	0.000	91.499
10	2009.11.04 08:15	modify	3	1.00	90.499	90.506	91.499
11	2009.11.04 08:20	modify	3	1.00	90.499	90.558	91.499
12	2009.11.04 08:27	s/l	3	1.00	90.558	90.558	91.499	65.83	10234.12
13	2009.11.05 02:00	sell	4	1.00	90.563	0.000	89.563
14	2009.11.05 02:20	modify	4	1.00	90.563	90.528	89.563
15	2009.11.05 02:27	s/l	4	1.00	90.528	90.528	89.563	38.66	10272.78
16	2009.11.05 02:27	sell	5	1.00	90.516	0.000	89.516
17	2009.11.05 02:32	modify	5	1.00	90.516	90.452	89.516
18	2009.11.05 02:37	modify	5	1.00	90.516	90.439	89.516
19	2009.11.05 02:40	s/l	5	1.00	90.439	90.439	89.516	85.12	10357.90
20	2009.11.05 02:40	sell	6	1.00	90.442	0.000	89.442
21	2009.11.05 04:20	modify	6	1.00	90.442	90.440	89.442
22	2009.11.05 04:27	s/l	6	1.00	90.440	90.440	89.442	2.21	10360.11
23	2009.11.05 16:00	buy	7	1.00	90.616	0.000	91.616
24	2009.11.05 19:20	modify	7	1.00	90.616	90.626	91.616
25	2009.11.05 19:32	s/l	7	1.00	90.626	90.626	91.616	11.03	10371.14
26	2009.11.06 08:00	sell	8	1.00	90.510	0.000	89.510
27	2009.11.06 08:02	modify	8	1.00	90.510	90.508	89.510
28	2009.11.06 08:07	modify	8	1.00	90.510	90.498	89.510
29	2009.11.06 08:10	s/l	8	1.00	90.498	90.498	89.510	13.25	10384.39
30	2009.11.06 08:10	sell	9	1.00	90.489	0.000	89.489
31	2009.11.06 08:50	modify	9	1.00	90.489	90.469	89.489
32	2009.11.06 08:57	s/l	9	1.00	90.469	90.469	89.489	22.10	10406.49
33	2009.11.06 08:57	sell	10	1.00	90.461	0.000	89.461
34	2009.11.06 14:26	modify	10	1.00	90.461	90.443	89.461
35	2009.11.06 14:32	s/l	10	1.00	90.443	90.443	89.461	19.90	10426.39
36	2009.11.06 14:32	buy	11	1.00	90.449	0.000	91.449
37	2009.11.12 16:40	modify	11	1.00	90.449	90.459	91.449
38	2009.11.12 16:45	modify	11	1.00	90.449	90.498	91.449
39	2009.11.12 16:50	modify	11	1.00	90.449	90.536	91.449
40	2009.11.12 16:57	s/l	11	1.00	90.536	90.536	91.449	100.06	10526.45
41	2009.11.13 06:00	sell	12	1.00	90.206	0.000	89.206
42	2009.11.13 09:16	modify	12	1.00	90.206	90.180	89.206
43	2009.11.13 09:26	s/l	12	1.00	90.180	90.180	89.206	28.82	10555.27
44	2009.11.13 10:00	sell	13	1.00	90.156	0.000	89.156
45	2009.11.13 10:05	modify	13	1.00	90.156	90.138	89.156
46	2009.11.13 10:07	s/l	13	1.00	90.138	90.138	89.156	19.96	10575.23
47	2009.11.13 10:07	sell	14	1.00	90.164	0.000	89.164
48	2009.11.13 10:10	modify	14	1.00	90.164	90.052	89.164
49	2009.11.13 10:12	s/l	14	1.00	90.052	90.052	89.164	124.37	10699.60
50	2009.11.13 10:12	sell	15	1.00	90.035	0.000	89.035
51	2009.11.13 10:15	modify	15	1.00	90.035	89.924	89.035
52	2009.11.13 10:17	s/l	15	1.00	89.924	89.924	89.035	123.44	10823.04
53	2009.11.13 10:17	sell	16	1.00	89.907	0.000	88.907
54	2009.11.13 10:20	modify	16	1.00	89.907	89.752	88.907
55	2009.11.13 10:22	s/l	16	1.00	89.752	89.752	88.907	172.61	10995.65
56	2009.11.13 10:22	sell	17	1.00	89.778	0.000	88.778
57	2009.11.13 11:02	modify	17	1.00	89.778	89.765	88.778
58	2009.11.13 11:07	modify	17	1.00	89.778	89.752	88.778
59	2009.11.13 11:10	s/l	17	1.00	89.752	89.752	88.778	28.96	11024.61
60	2009.11.17 14:00	buy	18	1.00	89.285	0.000	90.285
61	2009.11.17 14:20	modify	18	1.00	89.285	89.305	90.285
62	2009.11.17 14:27	s/l	18	1.00	89.305	89.305	90.285	22.40	11047.01
63	2009.11.17 14:27	buy	19	1.00	89.325	0.000	90.325
64	2009.11.17 16:40	modify	19	1.00	89.325	89.327	90.325
65	2009.11.17 16:45	modify	19	1.00	89.325	89.406	90.325
66	2009.11.17 16:50	modify	19	1.00	89.325	89.485	90.325
67	2009.11.17 16:52	s/l	19	1.00	89.485	89.485	90.325	178.83	11225.84
68	2009.11.18 06:00	sell	20	1.00	89.180	0.000	88.180
69	2009.11.18 06:10	modify	20	1.00	89.180	89.176	88.180
70	2009.11.18 06:16	modify	20	1.00	89.180	89.140	88.180
71	2009.11.18 06:26	s/l	20	1.00	89.140	89.140	88.180	44.86	11270.70
72	2009.11.18 06:26	sell	21	1.00	89.145	0.000	88.145
73	2009.11.18 09:20	modify	21	1.00	89.145	89.115	88.145
74	2009.11.18 09:27	s/l	21	1.00	89.115	89.115	88.145	33.66	11304.36
75	2009.11.18 16:00	buy	22	1.00	89.255	0.000	90.255
76	2009.11.18 17:20	modify	22	1.00	89.255	89.265	90.255
77	2009.11.18 17:35	modify	22	1.00	89.255	89.270	90.255
78	2009.11.18 17:40	modify	22	1.00	89.255	89.309	90.255
79	2009.11.18 17:45	modify	22	1.00	89.255	89.347	90.255
80	2009.11.18 17:50	modify	22	1.00	89.255	89.385	90.255
81	2009.11.18 17:57	s/l	22	1.00	89.385	89.385	90.255	145.46	11449.82
82	2009.11.19 03:00	sell	23	1.00	89.175	0.000	88.175
83	2009.11.19 04:45	modify	23	1.00	89.175	89.170	88.175
84	2009.11.19 04:50	modify	23	1.00	89.175	89.135	88.175
85	2009.11.19 05:02	modify	23	1.00	89.175	89.127	88.175
86	2009.11.19 05:07	modify	23	1.00	89.175	89.120	88.175
87	2009.11.19 05:15	s/l	23	1.00	89.120	89.120	88.175	61.70	11511.52
88	2009.11.19 22:00	buy	24	1.00	89.075	0.000	90.075
89	2009.11.20 15:20	modify	24	1.00	89.075	89.085	90.075
90	2009.11.20 15:27	s/l	24	1.00	89.085	89.085	90.075	11.89	11523.41
91	2009.11.23 01:00	sell	25	1.00	88.868	0.000	87.868
92	2009.11.23 07:20	modify	25	1.00	88.868	88.860	87.868
93	2009.11.23 07:37	modify	25	1.00	88.868	88.855	87.868
94	2009.11.23 07:50	s/l	25	1.00	88.855	88.855	87.868	14.63	11538.04
95	2009.11.23 17:00	buy	26	1.00	88.974	0.000	89.974
96	2009.11.23 17:40	modify	26	1.00	88.974	89.017	89.974
97	2009.11.23 17:45	modify	26	1.00	88.974	89.079	89.974
98	2009.11.23 17:50	modify	26	1.00	88.974	89.141	89.974
99	2009.11.23 17:52	s/l	26	1.00	89.141	89.141	89.974	187.34	11725.38
100	2009.11.23 17:52	buy	27	1.00	89.160	0.000	90.160
101	2009.11.27 22:59	close at stop	27	1.00	86.462	0.000	90.160	-3116.49	8608.89