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		rsiperiod=8; bbperiod=14; bbotcl=1; SL=50; TP=135; MG=564651; Lots=0.1; mn=10; otstup=105; rsiup=30; rsidw=70; SARstep=0.003; SARmax=0.2; SarTrailingStop=1; TrailingStep=5;
Bars in test	551	Ticks modelled	11401	Modelling quality	n/a
Mismatched charts errors	4
Initial deposit	10000.00
Total net profit	100.47	Gross profit	156.01	Gross loss	-55.54
Profit factor	2.81	Expected payoff	50.24
Absolute drawdown	76.60	Maximal drawdown	102.24 (1.02%)	Relative drawdown	1.02% (102.24)
Total trades	2	Short positions (won %)	2 (50.00%)	Long positions (won %)	0 (0.00%)
		Profit trades (% of total)	1 (50.00%)	Loss trades (% of total)	1 (50.00%)
Largest		profit trade	156.01	loss trade	-55.54
Average		profit trade	156.01	loss trade	-55.54
Maximum		consecutive wins (profit in money)	1 (156.01)	consecutive losses (loss in money)	1 (-55.54)
Maximal		consecutive profit (count of wins)	156.01 (1)	consecutive loss (count of losses)	-55.54 (1)
Average		consecutive wins	1	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.11.03 05:00	sell stop	1	0.10	89.138	89.638	87.788
2	2009.11.03 16:00	buy stop	2	0.10	91.536	91.036	92.886
3	2009.11.04 09:00	delete	1	0.10	89.138	89.638	87.788
4	2009.11.04 20:00	sell stop	3	0.10	89.529	90.029	88.179
5	2009.11.05 06:00	delete	2	0.10	91.536	91.036	92.886
6	2009.11.05 14:00	buy stop	4	0.10	91.573	91.073	92.923
7	2009.11.06 15:00	delete	4	0.10	91.573	91.073	92.923
8	2009.11.09 07:00	buy stop	5	0.10	91.265	90.765	92.615
9	2009.11.11 01:20	sell	3	0.10	89.529	90.029	88.179
10	2009.11.11 02:00	delete	5	0.10	91.265	90.765	92.615
11	2009.11.11 08:00	buy stop	6	0.10	90.922	90.422	92.272
12	2009.11.11 09:02	s/l	3	0.10	90.029	90.029	88.179	-55.54	9944.46
13	2009.11.13 01:00	sell stop	7	0.10	88.585	89.085	87.235
14	2009.11.13 11:00	delete	6	0.10	90.922	90.422	92.272
15	2009.11.16 00:00	buy stop	8	0.10	91.455	90.955	92.805
16	2009.11.16 02:00	delete	8	0.10	91.455	90.955	92.805
17	2009.11.16 03:00	buy stop	9	0.10	90.768	90.268	92.118
18	2009.11.16 17:00	delete	9	0.10	90.768	90.268	92.118
19	2009.11.17 06:00	buy stop	10	0.10	90.209	89.709	91.559
20	2009.11.17 09:00	delete	10	0.10	90.209	89.709	91.559
21	2009.11.17 11:00	buy stop	11	0.10	90.169	89.669	91.519
22	2009.11.17 17:00	delete	7	0.10	88.585	89.085	87.235
23	2009.11.18 01:00	sell stop	12	0.10	88.140	88.640	86.790
24	2009.11.18 11:00	delete	11	0.10	90.169	89.669	91.519
25	2009.11.18 15:00	buy stop	13	0.10	90.253	89.753	91.603
26	2009.11.18 18:00	delete	12	0.10	88.140	88.640	86.790
27	2009.11.19 03:00	sell stop	14	0.10	88.005	88.505	86.655
28	2009.11.19 09:00	delete	13	0.10	90.253	89.753	91.603
29	2009.11.19 18:00	buy stop	15	0.10	90.165	89.665	91.515
30	2009.11.23 09:00	delete	15	0.10	90.165	89.665	91.515
31	2009.11.23 10:00	buy stop	16	0.10	90.066	89.566	91.416
32	2009.11.23 18:00	delete	14	0.10	88.005	88.505	86.655
33	2009.11.24 01:00	sell stop	17	0.10	87.677	88.177	86.327
34	2009.11.24 08:00	delete	16	0.10	90.066	89.566	91.416
35	2009.11.24 18:00	buy stop	18	0.10	89.805	89.305	91.155
36	2009.11.25 03:00	delete	18	0.10	89.805	89.305	91.155
37	2009.11.25 10:20	sell	17	0.10	87.677	88.177	86.327
38	2009.11.26 02:00	buy stop	19	0.10	88.778	88.278	90.128
39	2009.11.26 04:00	delete	19	0.10	88.778	88.278	90.128
40	2009.11.26 05:50	t/p	17	0.10	86.327	88.177	86.327	156.01	10100.47
41	2009.11.26 08:00	buy stop	20	0.10	88.524	88.024	89.874
42	2009.11.26 18:00	delete	20	0.10	88.524	88.024	89.874
43	2009.11.26 22:00	buy stop	21	0.10	88.093	87.593	89.443
44	2009.11.27 01:00	delete	21	0.10	88.093	87.593	89.443
45	2009.11.27 02:00	buy stop	22	0.10	87.671	87.171	89.021