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		Lots=0.1; StopLoss=1000; TakeProfit=150; TrailingStop=0; ZN=1; ZM=0; per=21; d=3; depth=12; deviation=5; backstep=3; mgod=2005; porog=300; test=1; imps=30; impb=-30; k1=30; k2=60;
Bars in test	551	Ticks modelled	11401	Modelling quality	n/a
Mismatched charts errors	4
Initial deposit	10000.00
Total net profit	153.68	Gross profit	268.21	Gross loss	-114.53
Profit factor	2.34	Expected payoff	9.04
Absolute drawdown	17.91	Maximal drawdown	134.29 (1.31%)	Relative drawdown	1.31% (134.29)
Total trades	17	Short positions (won %)	6 (100.00%)	Long positions (won %)	11 (90.91%)
		Profit trades (% of total)	16 (94.12%)	Loss trades (% of total)	1 (5.88%)
Largest		profit trade	17.37	loss trade	-114.53
Average		profit trade	16.76	loss trade	-114.53
Maximum		consecutive wins (profit in money)	13 (216.24)	consecutive losses (loss in money)	1 (-114.53)
Maximal		consecutive profit (count of wins)	216.24 (13)	consecutive loss (count of losses)	-114.53 (1)
Average		consecutive wins	8	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.11.03 09:59	buy	1	0.10	90.041	89.041	90.191
2	2009.11.03 11:50	t/p	1	0.10	90.191	89.041	90.191	16.63	10016.63
3	2009.11.04 11:59	sell	2	0.10	90.947	91.947	90.797
4	2009.11.04 12:50	t/p	2	0.10	90.797	91.947	90.797	16.52	10033.15
5	2009.11.05 21:59	sell	3	0.10	90.757	91.757	90.607
6	2009.11.06 03:20	t/p	3	0.10	90.607	91.757	90.607	16.43	10049.58
7	2009.11.06 15:59	buy	4	0.10	90.059	89.059	90.209
8	2009.11.09 04:07	t/p	4	0.10	90.209	89.059	90.209	16.70	10066.27
9	2009.11.09 15:59	buy	5	0.10	89.863	88.863	90.013
10	2009.11.09 18:50	t/p	5	0.10	90.013	88.863	90.013	16.67	10082.94
11	2009.11.11 02:59	buy	6	0.10	89.546	88.546	89.696
12	2009.11.11 07:15	t/p	6	0.10	89.696	88.546	89.696	16.72	10099.66
13	2009.11.11 09:59	sell	7	0.10	89.846	90.846	89.696
14	2009.11.12 02:50	t/p	7	0.10	89.696	90.846	89.696	16.32	10115.99
15	2009.11.12 15:59	sell	8	0.10	90.298	91.298	90.148
16	2009.11.13 09:16	t/p	8	0.10	90.148	91.298	90.148	16.51	10132.50
17	2009.11.16 20:59	buy	9	0.10	88.970	87.970	89.120
18	2009.11.16 21:37	t/p	9	0.10	89.120	87.970	89.120	16.83	10149.33
19	2009.11.18 19:59	sell	10	0.10	89.425	90.425	89.275
20	2009.11.19 01:37	t/p	10	0.10	89.275	90.425	89.275	16.40	10165.73
21	2009.11.19 08:59	buy	11	0.10	88.925	87.925	89.075
22	2009.11.19 09:50	t/p	11	0.10	89.075	87.925	89.075	16.83	10182.56
23	2009.11.23 09:59	buy	12	0.10	88.997	87.997	89.147
24	2009.11.23 17:50	t/p	12	0.10	89.147	87.997	89.147	16.82	10199.38
25	2009.11.23 18:59	sell	13	0.10	89.103	90.103	88.953
26	2009.11.23 23:02	t/p	13	0.10	88.953	90.103	88.953	16.86	10216.24
27	2009.11.25 03:59	buy	14	0.10	88.334	87.334	88.484
28	2009.11.25 20:15	s/l	14	0.10	87.334	87.334	88.484	-114.53	10101.71
29	2009.11.26 05:59	buy	15	0.10	86.394	85.394	86.544
30	2009.11.26 06:20	t/p	15	0.10	86.544	85.394	86.544	17.31	10119.02
31	2009.11.26 06:59	buy	16	0.10	86.583	85.583	86.733
32	2009.11.26 07:20	t/p	16	0.10	86.733	85.583	86.733	17.29	10136.31
33	2009.11.27 01:59	buy	17	0.10	86.182	85.182	86.332
34	2009.11.27 05:40	t/p	17	0.10	86.332	85.182	86.332	17.37	10153.68