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	-184.44	Gross profit	678.84	Gross loss	-863.28
Profit factor	0.79	Expected payoff	-8.38
Absolute drawdown	292.43	Maximal drawdown	369.17 (3.66%)	Relative drawdown	3.66% (369.17)
Total trades	22	Short positions (won %)	9 (22.22%)	Long positions (won %)	13 (53.85%)
		Profit trades (% of total)	9 (40.91%)	Loss trades (% of total)	13 (59.09%)
Largest		profit trade	144.45	loss trade	-66.78
Average		profit trade	75.43	loss trade	-66.41
Maximum		consecutive wins (profit in money)	2 (172.66)	consecutive losses (loss in money)	3 (-199.70)
Maximal		consecutive profit (count of wins)	172.66 (2)	consecutive loss (count of losses)	-199.70 (3)
Average		consecutive wins	1	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.11.04 10:20	buy	1	1.00	90.741	90.681	90.871
2	2009.11.04 10:27	s/l	1	1.00	90.681	90.681	90.871	-66.18	9933.82
3	2009.11.04 10:40	buy	2	1.00	90.805	90.745	90.935
4	2009.11.04 10:45	modify	2	1.00	90.805	90.842	90.935
5	2009.11.04 10:50	t/p	2	1.00	90.935	90.842	90.935	142.92	10076.74
6	2009.11.04 10:50	buy	3	1.00	90.979	90.919	91.109
7	2009.11.04 10:52	s/l	3	1.00	90.919	90.919	91.109	-66.01	10010.73
8	2009.11.04 10:52	buy	4	1.00	90.921	90.861	91.051
9	2009.11.04 10:57	s/l	4	1.00	90.861	90.861	91.051	-66.05	9944.68
10	2009.11.04 10:57	buy	5	1.00	90.863	90.803	90.993
11	2009.11.04 10:59	modify	5	1.00	90.863	90.905	90.993
12	2009.11.04 11:03	s/l	5	1.00	90.905	90.905	90.993	46.22	9990.90
13	2009.11.05 05:50	sell	6	1.00	90.325	90.385	90.195
14	2009.11.05 06:10	s/l	6	1.00	90.385	90.385	90.195	-66.38	9924.52
15	2009.11.05 20:00	buy	7	1.00	90.676	90.616	90.806
16	2009.11.05 20:45	modify	7	1.00	90.676	90.710	90.806
17	2009.11.05 20:50	modify	7	1.00	90.676	90.748	90.806
18	2009.11.05 20:57	s/l	7	1.00	90.748	90.748	90.806	79.36	10003.88
19	2009.11.05 20:57	buy	8	1.00	90.747	90.687	90.877
20	2009.11.05 21:02	modify	8	1.00	90.747	90.751	90.877
21	2009.11.05 21:07	modify	8	1.00	90.747	90.757	90.877
22	2009.11.05 21:15	s/l	8	1.00	90.757	90.757	90.877	11.02	10014.90
23	2009.11.06 14:40	sell	9	1.00	90.293	90.353	90.163
24	2009.11.06 14:42	s/l	9	1.00	90.353	90.353	90.163	-66.41	9948.49
25	2009.11.06 14:45	sell	10	1.00	90.158	90.218	90.028
26	2009.11.06 14:47	s/l	10	1.00	90.218	90.218	90.028	-66.50	9881.99
27	2009.11.06 14:47	sell	11	1.00	90.203	90.263	90.073
28	2009.11.06 14:50	t/p	11	1.00	90.073	90.263	90.073	144.45	10026.44
29	2009.11.06 14:50	sell	12	1.00	89.977	90.037	89.847
30	2009.11.06 14:52	s/l	12	1.00	90.037	90.037	89.847	-66.60	9959.84
31	2009.11.06 14:52	sell	13	1.00	90.067	90.127	89.937
32	2009.11.06 14:57	s/l	13	1.00	90.127	90.127	89.937	-66.54	9893.30
33	2009.11.06 14:57	sell	14	1.00	90.158	90.218	90.028
34	2009.11.06 15:07	s/l	14	1.00	90.218	90.218	90.028	-66.48	9826.82
35	2009.11.12 15:00	buy	15	1.00	90.165	90.105	90.295
36	2009.11.12 15:03	modify	15	1.00	90.165	90.242	90.295
37	2009.11.12 15:10	t/p	15	1.00	90.295	90.242	90.295	143.89	9970.71
38	2009.11.12 15:10	buy	16	1.00	90.368	90.308	90.498
39	2009.11.12 15:16	modify	16	1.00	90.368	90.394	90.498
40	2009.11.12 15:20	s/l	16	1.00	90.394	90.394	90.498	28.77	9999.48
41	2009.11.12 15:20	buy	17	1.00	90.393	90.333	90.523
42	2009.11.12 15:26	s/l	17	1.00	90.333	90.333	90.523	-66.43	9933.05
43	2009.11.12 15:26	buy	18	1.00	90.343	90.283	90.473
44	2009.11.12 15:26	modify	18	1.00	90.343	90.349	90.473
45	2009.11.12 15:33	modify	18	1.00	90.343	90.364	90.473
46	2009.11.12 15:40	modify	18	1.00	90.343	90.374	90.473
47	2009.11.12 15:43	s/l	18	1.00	90.374	90.374	90.473	34.31	9967.36
48	2009.11.12 15:43	buy	19	1.00	90.385	90.325	90.515
49	2009.11.12 15:59	s/l	19	1.00	90.325	90.325	90.515	-66.45	9900.91
50	2009.11.12 15:59	buy	20	1.00	90.318	90.258	90.448
51	2009.11.12 16:07	s/l	20	1.00	90.258	90.258	90.448	-66.47	9834.44
52	2009.11.13 13:00	sell	21	1.00	89.773	89.833	89.643
53	2009.11.13 13:45	s/l	21	1.00	89.833	89.833	89.643	-66.78	9767.66
54	2009.11.13 13:45	sell	22	1.00	89.818	89.878	89.688
55	2009.11.13 14:15	modify	22	1.00	89.818	89.809	89.688
56	2009.11.13 14:20	modify	22	1.00	89.818	89.775	89.688
57	2009.11.13 14:27	s/l	22	1.00	89.775	89.775	89.688	47.90	9815.56