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=1; MagicNumber=12543;
Bars in test	551	Ticks modelled	11401	Modelling quality	n/a
Mismatched charts errors	4
Initial deposit	10000.00
Total net profit	82.44	Gross profit	1277.38	Gross loss	-1194.94
Profit factor	1.07	Expected payoff	2.36
Absolute drawdown	492.98	Maximal drawdown	569.77 (5.65%)	Relative drawdown	5.65% (569.77)
Total trades	35	Short positions (won %)	21 (52.38%)	Long positions (won %)	14 (42.86%)
		Profit trades (% of total)	17 (48.57%)	Loss trades (% of total)	18 (51.43%)
Largest		profit trade	145.13	loss trade	-66.98
Average		profit trade	75.14	loss trade	-66.39
Maximum		consecutive wins (profit in money)	4 (240.95)	consecutive losses (loss in money)	3 (-198.99)
Maximal		consecutive profit (count of wins)	361.30 (3)	consecutive loss (count of losses)	-198.99 (3)
Average		consecutive wins	2	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.11.04 11:00	buy	1	1.00	90.954	90.894	91.084
2	2009.11.04 11:03	s/l	1	1.00	90.894	90.894	91.084	-66.03	9933.97
3	2009.11.04 11:03	buy	2	1.00	90.889	90.829	91.019
4	2009.11.04 11:20	modify	2	1.00	90.889	90.902	91.019
5	2009.11.04 11:26	modify	2	1.00	90.889	90.929	91.019
6	2009.11.04 11:32	t/p	2	1.00	91.019	90.929	91.019	142.82	10076.79
7	2009.11.04 11:32	buy	3	1.00	91.041	90.981	91.171
8	2009.11.04 11:40	s/l	3	1.00	90.981	90.981	91.171	-65.96	10010.83
9	2009.11.04 11:40	buy	4	1.00	90.992	90.932	91.122
10	2009.11.04 11:45	s/l	4	1.00	90.932	90.932	91.122	-65.99	9944.84
11	2009.11.04 11:45	buy	5	1.00	90.942	90.882	91.072
12	2009.11.04 11:50	s/l	5	1.00	90.882	90.882	91.072	-66.03	9878.81
13	2009.11.04 11:50	buy	6	1.00	90.877	90.817	91.007
14	2009.11.04 11:57	modify	6	1.00	90.877	90.892	91.007
15	2009.11.04 11:59	modify	6	1.00	90.877	90.917	91.007
16	2009.11.04 12:02	modify	6	1.00	90.877	90.926	91.007
17	2009.11.04 12:07	modify	6	1.00	90.877	90.942	91.007
18	2009.11.04 12:10	s/l	6	1.00	90.942	90.942	91.007	71.50	9950.31
19	2009.11.05 06:00	sell	7	1.00	90.340	90.400	90.210
20	2009.11.05 06:10	s/l	7	1.00	90.400	90.400	90.210	-66.37	9883.94
21	2009.11.05 06:10	sell	8	1.00	90.382	90.442	90.252
22	2009.11.05 06:20	s/l	8	1.00	90.442	90.442	90.252	-66.33	9817.61
23	2009.11.05 06:20	sell	9	1.00	90.437	90.497	90.307
24	2009.11.05 06:45	s/l	9	1.00	90.497	90.497	90.307	-66.29	9751.32
25	2009.11.05 06:45	sell	10	1.00	90.494	90.554	90.364
26	2009.11.05 07:02	modify	10	1.00	90.494	90.489	90.364
27	2009.11.05 07:07	modify	10	1.00	90.494	90.485	90.364
28	2009.11.05 07:15	s/l	10	1.00	90.485	90.485	90.364	9.95	9761.27
29	2009.11.05 21:00	buy	11	1.00	90.793	90.733	90.923
30	2009.11.05 21:20	s/l	11	1.00	90.733	90.733	90.923	-66.14	9695.13
31	2009.11.05 21:20	buy	12	1.00	90.738	90.678	90.868
32	2009.11.05 21:32	modify	12	1.00	90.738	90.743	90.868
33	2009.11.05 21:37	modify	12	1.00	90.738	90.746	90.868
34	2009.11.05 21:50	s/l	12	1.00	90.746	90.746	90.868	8.81	9703.94
35	2009.11.05 21:50	buy	13	1.00	90.764	90.704	90.894
36	2009.11.05 22:50	s/l	13	1.00	90.704	90.704	90.894	-66.15	9637.79
37	2009.11.06 15:00	sell	14	1.00	90.120	90.180	89.990
38	2009.11.06 15:02	s/l	14	1.00	90.180	90.180	89.990	-66.51	9571.28
39	2009.11.06 15:02	sell	15	1.00	90.196	90.256	90.066
40	2009.11.06 15:10	modify	15	1.00	90.196	90.131	90.066
41	2009.11.06 15:12	s/l	15	1.00	90.131	90.131	90.066	72.12	9643.40
42	2009.11.06 15:12	sell	16	1.00	90.119	90.179	89.989
43	2009.11.06 15:15	t/p	16	1.00	89.989	90.179	89.989	144.47	9787.87
44	2009.11.06 15:15	sell	17	1.00	89.967	90.027	89.837
45	2009.11.06 15:20	t/p	17	1.00	89.837	90.027	89.837	144.71	9932.58
46	2009.11.06 15:20	sell	18	1.00	89.814	89.874	89.684
47	2009.11.06 15:22	s/l	18	1.00	89.874	89.874	89.684	-66.73	9865.85
48	2009.11.06 15:22	sell	19	1.00	89.890	89.950	89.760
49	2009.11.06 15:27	s/l	19	1.00	89.950	89.950	89.760	-66.67	9799.18
50	2009.11.06 15:27	sell	20	1.00	89.967	90.027	89.837
51	2009.11.06 15:27	modify	20	1.00	89.967	89.929	89.837
52	2009.11.06 15:32	modify	20	1.00	89.967	89.868	89.837
53	2009.11.06 15:35	s/l	20	1.00	89.868	89.868	89.837	110.16	9909.34
54	2009.11.06 15:35	sell	21	1.00	89.851	89.911	89.721
55	2009.11.06 15:37	modify	21	1.00	89.851	89.836	89.721
56	2009.11.06 15:40	s/l	21	1.00	89.836	89.836	89.721	16.67	9926.01
57	2009.11.06 15:40	sell	22	1.00	89.948	90.008	89.818
58	2009.11.06 15:45	s/l	22	1.00	90.008	90.008	89.818	-66.62	9859.39
59	2009.11.06 15:45	sell	23	1.00	90.046	90.106	89.916
60	2009.11.06 15:50	s/l	23	1.00	90.106	90.106	89.916	-66.54	9792.85
61	2009.11.06 15:50	sell	24	1.00	90.143	90.203	90.013
62	2009.11.06 15:52	modify	24	1.00	90.143	90.128	90.013
63	2009.11.06 15:55	s/l	24	1.00	90.128	90.128	90.013	16.64	9809.49
64	2009.11.06 15:55	sell	25	1.00	90.111	90.171	89.981
65	2009.11.06 15:57	modify	25	1.00	90.111	90.063	89.981
66	2009.11.06 16:02	s/l	25	1.00	90.063	90.063	89.981	53.26	9862.75
67	2009.11.12 16:00	buy	26	1.00	90.315	90.255	90.445
68	2009.11.12 16:10	modify	26	1.00	90.315	90.325	90.445
69	2009.11.12 16:15	modify	26	1.00	90.315	90.385	90.445
70	2009.11.12 16:20	t/p	26	1.00	90.445	90.385	90.445	143.69	10006.44
71	2009.11.12 16:20	buy	27	1.00	90.494	90.434	90.624
72	2009.11.12 16:22	s/l	27	1.00	90.434	90.434	90.624	-66.35	9940.09
73	2009.11.12 16:22	buy	28	1.00	90.454	90.394	90.584
74	2009.11.12 16:40	modify	28	1.00	90.454	90.469	90.584
75	2009.11.12 16:45	modify	28	1.00	90.454	90.508	90.584
76	2009.11.12 16:50	modify	28	1.00	90.454	90.546	90.584
77	2009.11.12 16:57	s/l	28	1.00	90.546	90.546	90.584	101.63	10041.72
78	2009.11.12 16:57	buy	29	1.00	90.545	90.485	90.675
79	2009.11.12 16:59	s/l	29	1.00	90.485	90.485	90.675	-66.31	9975.41
80	2009.11.12 16:59	buy	30	1.00	90.505	90.445	90.635
81	2009.11.12 17:10	modify	30	1.00	90.505	90.520	90.635
82	2009.11.12 17:13	s/l	30	1.00	90.520	90.520	90.635	16.58	9991.99
83	2009.11.13 14:00	sell	31	1.00	89.800	89.860	89.670
84	2009.11.13 14:20	modify	31	1.00	89.800	89.775	89.670
85	2009.11.13 14:27	s/l	31	1.00	89.775	89.775	89.670	27.85	10019.84
86	2009.11.13 14:27	sell	32	1.00	89.759	89.819	89.629
87	2009.11.13 14:33	modify	32	1.00	89.759	89.677	89.629
88	2009.11.13 14:40	t/p	32	1.00	89.629	89.677	89.629	145.13	10164.97
89	2009.11.13 14:40	sell	33	1.00	89.555	89.615	89.425
90	2009.11.13 14:46	modify	33	1.00	89.555	89.509	89.425
91	2009.11.13 14:50	s/l	33	1.00	89.509	89.509	89.425	51.39	10216.36
92	2009.11.13 14:50	sell	34	1.00	89.507	89.567	89.377
93	2009.11.13 14:56	s/l	34	1.00	89.567	89.567	89.377	-66.98	10149.38
94	2009.11.13 14:56	sell	35	1.00	89.555	89.615	89.425
95	2009.11.13 15:05	s/l	35	1.00	89.615	89.615	89.425	-66.94	10082.44