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		MA_length=10; MA_timeframe=30; MAtype=0; Percent=0.1; TradeOnFriday=1; slip=100; Lots=0.01; TakeProfit=30; Stoploss=500; TimeFrame=0; Fast_Period=23; Fast_Price=0; Slow_Period=84; Slow_Price=0; PipStep=30; IncreasementType=0; DVLimit=7; PipsLoss=500; MAXTrades=999; GMT=2; DST=0; OpeningHour=0; ClosingHour=23; writelog=0;
Bars in test	551	Ticks modelled	11401	Modelling quality	n/a
Mismatched charts errors	4
Initial deposit	10000.00
Total net profit	-15.43	Gross profit	7.10	Gross loss	-22.53
Profit factor	0.32	Expected payoff	-0.62
Absolute drawdown	20.22	Maximal drawdown	21.83 (0.22%)	Relative drawdown	0.22% (21.83)
Total trades	25	Short positions (won %)	11 (90.91%)	Long positions (won %)	14 (78.57%)
		Profit trades (% of total)	21 (84.00%)	Loss trades (% of total)	4 (16.00%)
Largest		profit trade	0.35	loss trade	-5.78
Average		profit trade	0.34	loss trade	-5.63
Maximum		consecutive wins (profit in money)	8 (2.68)	consecutive losses (loss in money)	2 (-11.15)
Maximal		consecutive profit (count of wins)	2.68 (8)	consecutive loss (count of losses)	-11.15 (2)
Average		consecutive wins	5	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.11.03 11:50	sell	1	0.01	90.208	90.708	90.178
2	2009.11.03 11:57	t/p	1	0.01	90.178	90.708	90.178	0.33	10000.33
3	2009.11.05 07:50	buy	2	0.01	90.323	89.823	90.353
4	2009.11.05 07:57	t/p	2	0.01	90.353	89.823	90.353	0.33	10000.66
5	2009.11.05 08:02	buy	3	0.01	90.316	89.816	90.346
6	2009.11.05 08:15	t/p	3	0.01	90.346	89.816	90.346	0.34	10001.00
7	2009.11.06 14:26	buy	4	0.01	90.403	89.903	90.433
8	2009.11.06 14:37	t/p	4	0.01	90.433	89.903	90.433	0.33	10001.33
9	2009.11.06 14:40	buy	5	0.01	90.313	89.813	90.343
10	2009.11.06 14:47	buy	6	0.01	90.223	89.723	90.253
11	2009.11.06 15:37	s/l	5	0.01	89.813	89.813	90.343	-5.57	9995.76
12	2009.11.06 16:20	s/l	6	0.01	89.723	89.723	90.253	-5.58	9990.18
13	2009.11.06 18:00	buy	7	0.01	89.877	89.377	89.907
14	2009.11.06 18:02	t/p	7	0.01	89.907	89.377	89.907	0.34	9990.52
15	2009.11.06 18:02	buy	8	0.01	89.948	89.448	89.978
16	2009.11.06 18:10	buy	9	0.01	89.912	89.412	89.942
17	2009.11.06 18:15	buy	10	0.01	89.877	89.377	89.907
18	2009.11.06 18:20	buy	11	0.01	89.829	89.329	89.859
19	2009.11.06 20:40	t/p	11	0.01	89.859	89.329	89.859	0.33	9990.85
20	2009.11.06 20:45	t/p	10	0.01	89.907	89.377	89.907	0.34	9991.19
21	2009.11.06 20:50	t/p	9	0.01	89.942	89.412	89.942	0.33	9991.52
22	2009.11.06 21:02	t/p	8	0.01	89.978	89.448	89.978	0.33	9991.85
23	2009.11.13 14:20	buy	12	0.01	89.745	89.245	89.775
24	2009.11.13 14:33	buy	13	0.01	89.647	89.147	89.677
25	2009.11.13 14:40	buy	14	0.01	89.575	89.075	89.605
26	2009.11.13 15:05	t/p	14	0.01	89.605	89.075	89.605	0.34	9992.19
27	2009.11.13 15:15	t/p	13	0.01	89.677	89.147	89.677	0.34	9992.53
28	2009.11.13 16:20	buy	15	0.01	89.655	89.155	89.685
29	2009.11.13 17:07	t/p	15	0.01	89.685	89.155	89.685	0.33	9992.86
30	2009.11.16 16:50	s/l	12	0.01	89.245	89.245	89.775	-5.60	9987.26
31	2009.11.17 23:20	sell	16	0.01	89.361	89.861	89.331
32	2009.11.17 23:27	t/p	16	0.01	89.331	89.861	89.331	0.34	9987.60
33	2009.11.23 09:20	sell	17	0.01	88.912	89.412	88.882
34	2009.11.23 09:27	t/p	17	0.01	88.882	89.412	88.882	0.34	9987.94
35	2009.11.23 09:27	sell	18	0.01	88.910	89.410	88.880
36	2009.11.23 10:20	t/p	18	0.01	88.880	89.410	88.880	0.33	9988.27
37	2009.11.27 05:00	sell	19	0.01	86.040	86.540	86.010
38	2009.11.27 05:50	s/l	19	0.01	86.540	86.540	86.010	-5.78	9982.49
39	2009.11.27 08:50	sell	20	0.01	86.184	86.684	86.154
40	2009.11.27 08:57	t/p	20	0.01	86.154	86.684	86.154	0.35	9982.84
41	2009.11.27 14:10	sell	21	0.01	86.564	87.064	86.534
42	2009.11.27 14:15	sell	22	0.01	86.639	87.139	86.609
43	2009.11.27 14:20	sell	23	0.01	86.714	87.214	86.684
44	2009.11.27 14:22	t/p	23	0.01	86.684	87.214	86.684	0.35	9983.19
45	2009.11.27 14:25	sell	24	0.01	86.689	87.189	86.659
46	2009.11.27 14:27	t/p	24	0.01	86.659	87.189	86.659	0.34	9983.53
47	2009.11.27 14:30	sell	25	0.01	86.675	87.175	86.645
48	2009.11.27 14:40	t/p	25	0.01	86.645	87.175	86.645	0.34	9983.87
49	2009.11.27 14:45	t/p	22	0.01	86.609	87.139	86.609	0.35	9984.22
50	2009.11.27 14:50	t/p	21	0.01	86.534	87.064	86.534	0.35	9984.57