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		cciper=14; ccUPur=200; ccDWur=-200; SL=0; TP=0; mn=1; MG=564651; Lots=0.1; time=0; starttime=7; stoptime=17;
Bars in test	551	Ticks modelled	11401	Modelling quality	n/a
Mismatched charts errors	4
Initial deposit	10000.00
Total net profit	123.14	Gross profit	572.20	Gross loss	-449.06
Profit factor	1.27	Expected payoff	6.84
Absolute drawdown	505.58	Maximal drawdown	979.87 (9.36%)	Relative drawdown	9.36% (979.87)
Total trades	18	Short positions (won %)	5 (100.00%)	Long positions (won %)	13 (61.54%)
		Profit trades (% of total)	13 (72.22%)	Loss trades (% of total)	5 (27.78%)
Largest		profit trade	89.25	loss trade	-210.78
Average		profit trade	44.02	loss trade	-89.81
Maximum		consecutive wins (profit in money)	8 (254.20)	consecutive losses (loss in money)	3 (-371.90)
Maximal		consecutive profit (count of wins)	279.08 (4)	consecutive loss (count of losses)	-371.90 (3)
Average		consecutive wins	4	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.11.04 12:00	sell	1	0.10	90.945	0.000	0.000
2	2009.11.06 10:00	buy	2	0.10	90.584	0.000	0.000
3	2009.11.06 10:00	close	1	0.10	90.584	0.000	0.000	38.93	10038.93
4	2009.11.06 18:00	buy	3	0.10	89.877	0.000	0.000
5	2009.11.10 08:00	buy	4	0.10	89.869	0.000	0.000
6	2009.11.11 04:00	buy	5	0.10	89.617	0.000	0.000
7	2009.11.12 18:00	sell	6	0.10	90.418	0.000	0.000
8	2009.11.12 18:00	close	2	0.10	90.418	0.000	0.000	-18.10	10020.83
9	2009.11.12 18:00	close	4	0.10	90.418	0.000	0.000	60.90	10081.73
10	2009.11.12 18:00	close	3	0.10	90.418	0.000	0.000	60.09	10141.82
11	2009.11.12 18:00	close	5	0.10	90.418	0.000	0.000	88.72	10230.54
12	2009.11.13 13:00	buy	7	0.10	89.793	0.000	0.000
13	2009.11.13 13:00	close	6	0.10	89.793	0.000	0.000	69.37	10299.91
14	2009.11.16 22:00	buy	8	0.10	89.121	0.000	0.000
15	2009.11.17 11:00	buy	9	0.10	89.030	0.000	0.000
16	2009.11.17 15:00	sell	10	0.10	89.265	0.000	0.000
17	2009.11.17 15:00	close	7	0.10	89.265	0.000	0.000	-59.06	10240.85
18	2009.11.17 15:00	close	9	0.10	89.265	0.000	0.000	26.33	10267.18
19	2009.11.17 15:00	close	8	0.10	89.265	0.000	0.000	16.17	10283.35
20	2009.11.18 08:00	buy	11	0.10	89.199	0.000	0.000
21	2009.11.18 08:00	close	10	0.10	89.199	0.000	0.000	7.17	10290.52
22	2009.11.18 20:00	sell	12	0.10	89.430	0.000	0.000
23	2009.11.18 20:00	close	11	0.10	89.430	0.000	0.000	25.83	10316.35
24	2009.11.23 10:00	buy	13	0.10	88.998	0.000	0.000
25	2009.11.23 10:00	close	12	0.10	88.998	0.000	0.000	47.38	10363.74
26	2009.11.23 20:00	sell	14	0.10	89.078	0.000	0.000
27	2009.11.23 20:00	close	13	0.10	89.078	0.000	0.000	8.98	10372.72
28	2009.11.25 05:00	buy	15	0.10	88.286	0.000	0.000
29	2009.11.25 05:00	close	14	0.10	88.286	0.000	0.000	89.25	10461.96
30	2009.11.25 13:00	buy	16	0.10	87.736	0.000	0.000
31	2009.11.26 07:00	buy	17	0.10	86.583	0.000	0.000
32	2009.11.27 02:00	buy	18	0.10	86.176	0.000	0.000
33	2009.11.27 22:59	close at stop	18	0.10	86.462	0.000	0.000	33.08	10495.04
34	2009.11.27 22:59	close at stop	17	0.10	86.462	0.000	0.000	-13.95	10481.10
35	2009.11.27 22:59	close at stop	16	0.10	86.462	0.000	0.000	-147.17	10333.92
36	2009.11.27 22:59	close at stop	15	0.10	86.462	0.000	0.000	-210.78	10123.14