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		TakeProfit=130; StopLoss=60; Lots=1; TrailingStop=30; ShortEma=10; LongEma=80; ExitOnCross=false; SignalCandle=0; MagicNumber=12345;
Bars in test	551	Ticks modelled	11401	Modelling quality	n/a
Mismatched charts errors	4
Initial deposit	10000.00
Total net profit	-1450.08	Gross profit	1439.83	Gross loss	-2889.91
Profit factor	0.50	Expected payoff	-20.72
Absolute drawdown	1782.78	Maximal drawdown	1782.78 (17.83%)	Relative drawdown	17.83% (1782.78)
Total trades	70	Short positions (won %)	26 (38.46%)	Long positions (won %)	44 (38.64%)
		Profit trades (% of total)	27 (38.57%)	Loss trades (% of total)	43 (61.43%)
Largest		profit trade	150.60	loss trade	-69.36
Average		profit trade	53.33	loss trade	-67.21
Maximum		consecutive wins (profit in money)	3 (220.86)	consecutive losses (loss in money)	8 (-539.46)
Maximal		consecutive profit (count of wins)	220.86 (3)	consecutive loss (count of losses)	-539.46 (8)
Average		consecutive wins	1	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.11.03 20:02	buy	1	1.00	90.392	90.332	90.522
2	2009.11.03 20:10	s/l	1	1.00	90.332	90.332	90.522	-66.43	9933.57
3	2009.11.03 20:45	buy	2	1.00	90.364	90.304	90.494
4	2009.11.03 21:02	s/l	2	1.00	90.304	90.304	90.494	-66.46	9867.11
5	2009.11.03 21:10	buy	3	1.00	90.322	90.262	90.452
6	2009.11.03 21:45	modify	3	1.00	90.322	90.324	90.452
7	2009.11.03 21:50	modify	3	1.00	90.322	90.338	90.452
8	2009.11.03 22:15	s/l	3	1.00	90.338	90.338	90.452	17.71	9884.82
9	2009.11.04 01:45	sell	4	1.00	90.127	90.187	89.997
10	2009.11.04 01:50	modify	4	1.00	90.127	90.096	89.997
11	2009.11.04 01:52	s/l	4	1.00	90.096	90.096	89.997	34.41	9919.23
12	2009.11.04 01:52	sell	5	1.00	90.087	90.147	89.957
13	2009.11.04 01:57	s/l	5	1.00	90.147	90.147	89.957	-66.56	9852.67
14	2009.11.04 01:57	sell	6	1.00	90.127	90.187	89.997
15	2009.11.04 02:15	s/l	6	1.00	90.187	90.187	89.997	-66.51	9786.16
16	2009.11.04 07:15	buy	7	1.00	90.414	90.354	90.544
17	2009.11.04 07:45	modify	7	1.00	90.414	90.429	90.544
18	2009.11.04 07:50	modify	7	1.00	90.414	90.467	90.544
19	2009.11.04 07:57	s/l	7	1.00	90.467	90.467	90.544	58.60	9844.76
20	2009.11.05 03:30	sell	8	1.00	90.459	90.519	90.329
21	2009.11.05 03:45	s/l	8	1.00	90.519	90.519	90.329	-66.27	9778.49
22	2009.11.05 03:59	sell	9	1.00	90.486	90.546	90.356
23	2009.11.05 04:15	modify	9	1.00	90.486	90.473	90.356
24	2009.11.05 04:20	modify	9	1.00	90.486	90.430	90.356
25	2009.11.05 04:27	s/l	9	1.00	90.430	90.430	90.356	61.91	9840.40
26	2009.11.05 16:30	buy	10	1.00	90.597	90.537	90.727
27	2009.11.05 16:32	s/l	10	1.00	90.537	90.537	90.727	-66.28	9774.12
28	2009.11.05 16:40	buy	11	1.00	90.587	90.527	90.717
29	2009.11.05 16:50	modify	11	1.00	90.587	90.598	90.717
30	2009.11.05 16:57	s/l	11	1.00	90.598	90.598	90.717	12.14	9786.26
31	2009.11.05 16:57	buy	12	1.00	90.607	90.547	90.737
32	2009.11.05 17:10	s/l	12	1.00	90.547	90.547	90.737	-66.27	9719.99
33	2009.11.05 17:45	sell	13	1.00	90.450	90.510	90.320
34	2009.11.05 18:10	s/l	13	1.00	90.510	90.510	90.320	-66.28	9653.71
35	2009.11.05 18:10	buy	14	1.00	90.530	90.470	90.660
36	2009.11.05 18:20	modify	14	1.00	90.530	90.556	90.660
37	2009.11.05 18:27	s/l	14	1.00	90.556	90.556	90.660	28.72	9682.43
38	2009.11.05 18:27	buy	15	1.00	90.555	90.495	90.685
39	2009.11.05 18:50	modify	15	1.00	90.555	90.559	90.685
40	2009.11.05 19:05	modify	15	1.00	90.555	90.564	90.685
41	2009.11.05 19:10	modify	15	1.00	90.555	90.588	90.685
42	2009.11.05 19:15	modify	15	1.00	90.555	90.612	90.685
43	2009.11.05 19:20	modify	15	1.00	90.555	90.636	90.685
44	2009.11.05 19:27	s/l	15	1.00	90.636	90.636	90.685	89.37	9771.80
45	2009.11.06 08:50	sell	16	1.00	90.409	90.469	90.279
46	2009.11.06 08:57	s/l	16	1.00	90.469	90.469	90.279	-66.31	9705.49
47	2009.11.06 09:00	sell	17	1.00	90.447	90.507	90.317
48	2009.11.06 09:15	s/l	17	1.00	90.507	90.507	90.317	-66.30	9639.19
49	2009.11.06 09:15	sell	18	1.00	90.488	90.548	90.358
50	2009.11.06 09:37	modify	18	1.00	90.488	90.488	90.358
51	2009.11.06 09:40	s/l	18	1.00	90.488	90.488	90.358	0.00	9639.19
52	2009.11.06 12:20	buy	19	1.00	90.721	90.661	90.851
53	2009.11.06 12:27	s/l	19	1.00	90.661	90.661	90.851	-66.19	9573.00
54	2009.11.06 12:30	buy	20	1.00	90.668	90.608	90.798
55	2009.11.06 12:37	s/l	20	1.00	90.608	90.608	90.798	-66.22	9506.78
56	2009.11.06 12:37	buy	21	1.00	90.623	90.563	90.753
57	2009.11.06 12:45	modify	21	1.00	90.623	90.624	90.753
58	2009.11.06 12:50	modify	21	1.00	90.623	90.643	90.753
59	2009.11.06 13:07	modify	21	1.00	90.623	90.647	90.753
60	2009.11.06 13:10	s/l	21	1.00	90.647	90.647	90.753	26.48	9533.26
61	2009.11.06 14:26	sell	22	1.00	90.383	90.443	90.253
62	2009.11.06 14:32	s/l	22	1.00	90.443	90.443	90.253	-66.34	9466.92
63	2009.11.11 11:10	buy	23	1.00	89.953	89.893	90.083
64	2009.11.11 11:37	modify	23	1.00	89.953	89.968	90.083
65	2009.11.11 11:40	s/l	23	1.00	89.968	89.968	90.083	16.68	9483.60
66	2009.11.11 21:45	sell	24	1.00	89.797	89.857	89.667
67	2009.11.11 22:15	s/l	24	1.00	89.857	89.857	89.667	-66.77	9416.83
68	2009.11.11 22:32	sell	25	1.00	89.816	89.876	89.686
69	2009.11.11 23:00	s/l	25	1.00	89.876	89.876	89.686	-66.74	9350.09
70	2009.11.11 23:16	sell	26	1.00	89.822	89.882	89.692
71	2009.11.11 23:45	s/l	26	1.00	89.882	89.882	89.692	-66.75	9283.34
72	2009.11.11 23:45	buy	27	1.00	89.882	89.822	90.012
73	2009.11.12 00:03	modify	27	1.00	89.882	89.887	90.012
74	2009.11.12 00:10	modify	27	1.00	89.882	89.916	90.012
75	2009.11.12 00:16	modify	27	1.00	89.882	89.945	90.012
76	2009.11.12 00:26	s/l	27	1.00	89.945	89.945	90.012	72.03	9355.37
77	2009.11.12 02:30	sell	28	1.00	89.770	89.830	89.640
78	2009.11.12 02:45	modify	28	1.00	89.770	89.758	89.640
79	2009.11.12 02:50	modify	28	1.00	89.770	89.720	89.640
80	2009.11.12 02:57	s/l	28	1.00	89.720	89.720	89.640	55.73	9411.10
81	2009.11.12 02:57	sell	29	1.00	89.708	89.768	89.578
82	2009.11.12 03:10	s/l	29	1.00	89.768	89.768	89.578	-66.82	9344.28
83	2009.11.12 14:00	buy	30	1.00	89.998	89.938	90.128
84	2009.11.12 14:10	modify	30	1.00	89.998	90.011	90.128
85	2009.11.12 14:15	modify	30	1.00	89.998	90.068	90.128
86	2009.11.12 14:20	t/p	30	1.00	90.128	90.068	90.128	144.19	9488.47
87	2009.11.12 14:20	buy	31	1.00	90.175	90.115	90.305
88	2009.11.12 14:27	s/l	31	1.00	90.115	90.115	90.305	-66.61	9421.86
89	2009.11.12 14:27	buy	32	1.00	90.099	90.039	90.229
90	2009.11.12 14:35	modify	32	1.00	90.099	90.109	90.229
91	2009.11.12 14:40	modify	32	1.00	90.099	90.151	90.229
92	2009.11.12 14:45	modify	32	1.00	90.099	90.194	90.229
93	2009.11.12 14:50	t/p	32	1.00	90.229	90.194	90.229	144.01	9565.87
94	2009.11.13 10:30	sell	33	1.00	89.815	89.875	89.685
95	2009.11.13 10:45	modify	33	1.00	89.815	89.815	89.685
96	2009.11.13 10:50	modify	33	1.00	89.815	89.769	89.685
97	2009.11.13 10:57	s/l	33	1.00	89.769	89.769	89.685	51.23	9617.10
98	2009.11.13 10:57	sell	34	1.00	89.765	89.825	89.635
99	2009.11.13 11:02	modify	34	1.00	89.765	89.755	89.635
100	2009.11.13 11:07	modify	34	1.00	89.765	89.742	89.635
101	2009.11.13 11:10	s/l	34	1.00	89.742	89.742	89.635	25.62	9642.72
102	2009.11.17 17:30	buy	35	1.00	89.420	89.360	89.550
103	2009.11.17 17:32	s/l	35	1.00	89.360	89.360	89.550	-67.17	9575.55
104	2009.11.17 17:40	buy	36	1.00	89.394	89.334	89.524
105	2009.11.17 17:50	modify	36	1.00	89.394	89.415	89.524
106	2009.11.17 17:57	s/l	36	1.00	89.415	89.415	89.524	23.49	9599.04
107	2009.11.17 17:57	buy	37	1.00	89.418	89.358	89.548
108	2009.11.17 18:03	s/l	37	1.00	89.358	89.358	89.548	-67.16	9531.88
109	2009.11.17 19:00	sell	38	1.00	89.260	89.320	89.130
110	2009.11.17 19:15	s/l	38	1.00	89.320	89.320	89.130	-67.16	9464.72
111	2009.11.17 19:45	sell	39	1.00	89.234	89.294	89.104
112	2009.11.17 20:15	s/l	39	1.00	89.294	89.294	89.104	-67.19	9397.53
113	2009.11.17 22:15	buy	40	1.00	89.345	89.285	89.475
114	2009.11.17 22:40	s/l	40	1.00	89.285	89.285	89.475	-67.20	9330.33
115	2009.11.17 23:20	buy	41	1.00	89.381	89.321	89.511
116	2009.11.17 23:27	s/l	41	1.00	89.321	89.321	89.511	-67.18	9263.15
117	2009.11.18 00:32	sell	42	1.00	89.264	89.324	89.134
118	2009.11.18 00:50	modify	42	1.00	89.264	89.251	89.134
119	2009.11.18 00:59	s/l	42	1.00	89.251	89.251	89.134	14.56	9277.71
120	2009.11.18 00:59	sell	43	1.00	89.245	89.305	89.115
121	2009.11.18 01:15	s/l	43	1.00	89.305	89.305	89.115	-67.18	9210.53
122	2009.11.18 01:20	buy	44	1.00	89.340	89.280	89.470
123	2009.11.18 01:27	s/l	44	1.00	89.280	89.280	89.470	-67.22	9143.31
124	2009.11.18 17:50	buy	45	1.00	89.445	89.385	89.575
125	2009.11.18 17:57	s/l	45	1.00	89.385	89.385	89.575	-67.13	9076.18
126	2009.11.18 18:00	buy	46	1.00	89.380	89.320	89.510
127	2009.11.18 18:20	modify	46	1.00	89.380	89.385	89.510
128	2009.11.18 18:27	s/l	46	1.00	89.385	89.385	89.510	5.59	9081.77
129	2009.11.18 18:27	buy	47	1.00	89.385	89.325	89.515
130	2009.11.18 18:59	modify	47	1.00	89.385	89.385	89.515
131	2009.11.18 19:00	modify	47	1.00	89.385	89.390	89.515
132	2009.11.18 19:02	modify	47	1.00	89.385	89.391	89.515
133	2009.11.18 19:07	modify	47	1.00	89.385	89.400	89.515
134	2009.11.18 19:10	s/l	47	1.00	89.400	89.400	89.515	16.78	9098.55
135	2009.11.19 03:30	sell	48	1.00	89.175	89.235	89.045
136	2009.11.19 04:20	modify	48	1.00	89.175	89.170	89.045
137	2009.11.19 04:27	s/l	48	1.00	89.170	89.170	89.045	5.61	9104.16
138	2009.11.20 15:37	buy	49	1.00	89.135	89.075	89.265
139	2009.11.20 15:45	s/l	49	1.00	89.075	89.075	89.265	-67.37	9036.79
140	2009.11.20 16:00	buy	50	1.00	89.080	89.020	89.210
141	2009.11.20 16:15	s/l	50	1.00	89.020	89.020	89.210	-67.40	8969.39
142	2009.11.20 16:17	buy	51	1.00	89.044	88.984	89.174
143	2009.11.20 16:20	s/l	51	1.00	88.984	88.984	89.174	-67.44	8901.95
144	2009.11.20 16:30	buy	52	1.00	89.019	88.959	89.149
145	2009.11.20 16:45	s/l	52	1.00	88.959	88.959	89.149	-67.46	8834.49
146	2009.11.20 17:02	buy	53	1.00	89.031	88.971	89.161
147	2009.11.20 17:15	s/l	53	1.00	88.971	88.971	89.161	-67.44	8767.05
148	2009.11.20 22:00	buy	54	1.00	89.034	88.974	89.164
149	2009.11.20 22:03	s/l	54	1.00	88.974	88.974	89.164	-67.44	8699.61
150	2009.11.20 22:06	buy	55	1.00	89.002	88.942	89.132
151	2009.11.20 22:10	s/l	55	1.00	88.942	88.942	89.132	-67.46	8632.15
152	2009.11.23 17:35	buy	56	1.00	89.015	88.955	89.145
153	2009.11.23 17:37	s/l	56	1.00	88.955	88.955	89.145	-67.45	8564.70
154	2009.11.23 17:40	buy	57	1.00	89.077	89.017	89.207
155	2009.11.23 17:45	modify	57	1.00	89.077	89.089	89.207
156	2009.11.23 17:50	modify	57	1.00	89.077	89.151	89.207
157	2009.11.23 17:52	s/l	57	1.00	89.151	89.151	89.207	83.02	8647.72
158	2009.11.23 17:52	buy	58	1.00	89.160	89.100	89.290
159	2009.11.23 17:57	s/l	58	1.00	89.100	89.100	89.290	-67.35	8580.37
160	2009.11.23 17:57	buy	59	1.00	89.118	89.058	89.248
161	2009.11.23 18:15	modify	59	1.00	89.118	89.129	89.248
162	2009.11.23 18:20	modify	59	1.00	89.118	89.143	89.248
163	2009.11.23 18:40	s/l	59	1.00	89.143	89.143	89.248	28.04	8608.41
164	2009.11.24 02:00	sell	60	1.00	88.839	88.899	88.709
165	2009.11.24 03:33	s/l	60	1.00	88.899	88.899	88.709	-67.49	8540.92
166	2009.11.27 16:02	buy	61	1.00	86.999	86.939	87.129
167	2009.11.27 16:10	s/l	61	1.00	86.939	86.939	87.129	-69.05	8471.87
168	2009.11.27 16:10	buy	62	1.00	86.919	86.859	87.049
169	2009.11.27 16:15	s/l	62	1.00	86.859	86.859	87.049	-69.11	8402.76
170	2009.11.27 16:32	buy	63	1.00	86.888	86.828	87.018
171	2009.11.27 16:40	s/l	63	1.00	86.828	86.828	87.018	-69.12	8333.64
172	2009.11.27 16:40	buy	64	1.00	86.827	86.767	86.957
173	2009.11.27 16:45	s/l	64	1.00	86.767	86.767	86.957	-69.17	8264.47
174	2009.11.27 17:03	buy	65	1.00	86.816	86.756	86.946
175	2009.11.27 17:10	modify	65	1.00	86.816	86.828	86.946
176	2009.11.27 17:16	modify	65	1.00	86.816	86.890	86.946
177	2009.11.27 17:20	s/l	65	1.00	86.890	86.890	86.946	85.17	8349.64
178	2009.11.27 17:20	buy	66	1.00	86.899	86.839	87.029
179	2009.11.27 17:26	s/l	66	1.00	86.839	86.839	87.029	-69.10	8280.54
180	2009.11.27 17:26	buy	67	1.00	86.857	86.797	86.987
181	2009.11.27 17:45	modify	67	1.00	86.857	86.884	86.987
182	2009.11.27 17:50	modify	67	1.00	86.857	86.921	86.987
183	2009.11.27 17:57	s/l	67	1.00	86.921	86.921	86.987	73.64	8354.18
184	2009.11.27 22:00	sell	68	1.00	86.563	86.623	86.433
185	2009.11.27 22:15	modify	68	1.00	86.563	86.523	86.433
186	2009.11.27 22:20	modify	68	1.00	86.563	86.464	86.433
187	2009.11.27 22:22	s/l	68	1.00	86.464	86.464	86.433	114.50	8468.68
188	2009.11.27 22:22	sell	69	1.00	86.444	86.504	86.314
189	2009.11.27 22:27	s/l	69	1.00	86.504	86.504	86.314	-69.36	8399.32
190	2009.11.27 22:27	sell	70	1.00	86.491	86.551	86.361
191	2009.11.27 22:40	modify	70	1.00	86.491	86.433	86.361
192	2009.11.27 22:46	t/p	70	1.00	86.361	86.433	86.361	150.60	8549.92