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		Start=0; TakeProfit=14; Lots=1;
Bars in test	551	Ticks modelled	11401	Modelling quality	n/a
Mismatched charts errors	4
Initial deposit	10000.00
Total net profit	-3470.68	Gross profit	612.20	Gross loss	-4082.88
Profit factor	0.15	Expected payoff	-84.65
Absolute drawdown	5397.28	Maximal drawdown	5443.80 (54.19%)	Relative drawdown	54.19% (5443.80)
Total trades	41	Short positions (won %)	22 (100.00%)	Long positions (won %)	19 (84.21%)
		Profit trades (% of total)	38 (92.68%)	Loss trades (% of total)	3 (7.32%)
Largest		profit trade	32.04	loss trade	-1974.47
Average		profit trade	16.11	loss trade	-1360.96
Maximum		consecutive wins (profit in money)	16 (251.39)	consecutive losses (loss in money)	1 (-1974.47)
Maximal		consecutive profit (count of wins)	251.39 (16)	consecutive loss (count of losses)	-1974.47 (1)
Average		consecutive wins	10	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.11.04 00:00	buy	1	1.00	90.348	0.000	90.362
2	2009.11.04 00:00	sell	2	1.00	90.328	0.000	90.314
3	2009.11.04 00:02	t/p	2	1.00	90.314	0.000	90.314	15.51	10015.51
4	2009.11.04 00:02	sell	3	1.00	90.275	0.000	90.261
5	2009.11.04 00:40	t/p	1	1.00	90.362	0.000	90.362	15.49	10031.00
6	2009.11.04 01:35	t/p	3	1.00	90.261	0.000	90.261	15.52	10046.52
7	2009.11.05 00:00	buy	4	1.00	90.864	0.000	90.878
8	2009.11.05 00:00	sell	5	1.00	90.844	0.000	90.830
9	2009.11.05 00:10	t/p	5	1.00	90.830	0.000	90.830	15.42	10061.94
10	2009.11.06 00:00	buy	6	1.00	90.767	0.000	90.781
11	2009.11.06 00:00	sell	7	1.00	90.747	0.000	90.733
12	2009.11.06 00:15	t/p	6	1.00	90.781	0.000	90.781	15.42	10077.36
13	2009.11.06 01:20	t/p	7	1.00	90.733	0.000	90.733	15.44	10092.80
14	2009.11.09 00:00	buy	8	1.00	89.834	0.000	89.848
15	2009.11.09 00:00	sell	9	1.00	89.814	0.000	89.800
16	2009.11.09 00:00	close	4	1.00	89.814	0.000	90.878	-1167.76	8925.04
17	2009.11.09 00:03	t/p	9	1.00	89.800	0.000	89.800	15.59	8940.63
18	2009.11.09 00:03	sell	10	1.00	89.765	0.000	89.751
19	2009.11.09 00:10	t/p	10	1.00	89.751	0.000	89.751	15.60	8956.23
20	2009.11.09 00:45	t/p	8	1.00	89.848	0.000	89.848	15.58	8971.81
21	2009.11.10 00:00	buy	11	1.00	89.984	0.000	89.998
22	2009.11.10 00:00	sell	12	1.00	89.964	0.000	89.950
23	2009.11.10 00:15	t/p	12	1.00	89.950	0.000	89.950	15.56	8987.37
24	2009.11.10 01:45	t/p	11	1.00	89.998	0.000	89.998	15.56	9002.93
25	2009.11.11 00:00	buy	13	1.00	89.804	0.000	89.818
26	2009.11.11 00:00	sell	14	1.00	89.784	0.000	89.770
27	2009.11.11 00:15	t/p	14	1.00	89.770	0.000	89.770	15.60	9018.53
28	2009.11.11 07:45	t/p	13	1.00	89.818	0.000	89.818	15.59	9034.12
29	2009.11.12 00:00	buy	15	1.00	89.889	0.000	89.903
30	2009.11.12 00:00	sell	16	1.00	89.869	0.000	89.855
31	2009.11.12 00:03	t/p	15	1.00	89.903	0.000	89.903	15.57	9049.69
32	2009.11.12 00:03	buy	17	1.00	89.937	0.000	89.951
33	2009.11.12 00:16	t/p	17	1.00	89.951	0.000	89.951	15.56	9065.25
34	2009.11.12 01:50	t/p	16	1.00	89.855	0.000	89.855	15.59	9080.84
35	2009.11.13 00:00	buy	18	1.00	90.399	0.000	90.413
36	2009.11.13 00:00	sell	19	1.00	90.379	0.000	90.365
37	2009.11.13 00:33	t/p	19	1.00	90.365	0.000	90.365	15.49	9096.33
38	2009.11.16 00:00	buy	20	1.00	89.576	0.000	89.590
39	2009.11.16 00:00	sell	21	1.00	89.556	0.000	89.542
40	2009.11.16 00:00	close	18	1.00	89.556	0.000	90.413	-940.65	8155.68
41	2009.11.16 00:02	t/p	21	1.00	89.542	0.000	89.542	15.63	8171.31
42	2009.11.16 00:02	sell	22	1.00	89.514	0.000	89.500
43	2009.11.16 00:15	t/p	20	1.00	89.590	0.000	89.590	15.62	8186.93
44	2009.11.16 01:33	t/p	22	1.00	89.500	0.000	89.500	15.65	8202.58
45	2009.11.17 00:00	buy	23	1.00	89.142	0.000	89.156
46	2009.11.17 00:00	sell	24	1.00	89.122	0.000	89.108
47	2009.11.17 00:10	t/p	24	1.00	89.108	0.000	89.108	15.72	8218.30
48	2009.11.17 01:50	t/p	23	1.00	89.156	0.000	89.156	15.71	8234.01
49	2009.11.18 00:00	buy	25	1.00	89.350	0.000	89.364
50	2009.11.18 00:00	sell	26	1.00	89.330	0.000	89.316
51	2009.11.18 00:15	t/p	26	1.00	89.316	0.000	89.316	15.67	8249.68
52	2009.11.18 17:45	t/p	25	1.00	89.364	0.000	89.364	15.66	8265.34
53	2009.11.19 00:00	buy	27	1.00	89.322	0.000	89.336
54	2009.11.19 00:00	sell	28	1.00	89.302	0.000	89.288
55	2009.11.19 00:15	t/p	27	1.00	89.336	0.000	89.336	15.67	8281.01
56	2009.11.19 01:32	t/p	28	1.00	89.288	0.000	89.288	15.68	8296.69
57	2009.11.20 00:00	buy	29	1.00	88.940	0.000	88.954
58	2009.11.20 00:00	sell	30	1.00	88.920	0.000	88.906
59	2009.11.20 00:20	t/p	30	1.00	88.906	0.000	88.906	15.75	8312.44
60	2009.11.20 00:50	t/p	29	1.00	88.954	0.000	88.954	15.74	8328.18
61	2009.11.23 00:00	buy	31	1.00	88.838	0.000	88.852
62	2009.11.23 00:00	sell	32	1.00	88.818	0.000	88.804
63	2009.11.23 00:10	t/p	31	1.00	88.852	0.000	88.852	15.76	8343.94
64	2009.11.23 08:05	t/p	32	1.00	88.804	0.000	88.804	15.77	8359.71
65	2009.11.24 00:00	buy	33	1.00	89.061	0.000	89.075
66	2009.11.24 00:00	sell	34	1.00	89.041	0.000	89.027
67	2009.11.24 00:20	t/p	34	1.00	89.027	0.000	89.027	15.73	8375.44
68	2009.11.25 00:00	buy	35	1.00	88.526	0.000	88.540
69	2009.11.25 00:00	sell	36	1.00	88.506	0.000	88.492
70	2009.11.25 00:20	t/p	35	1.00	88.540	0.000	88.540	15.81	8391.25
71	2009.11.25 01:40	t/p	36	1.00	88.492	0.000	88.492	15.82	8407.07
72	2009.11.25 23:56	close	33	1.00	87.336	0.000	89.075	-1974.47	6432.60
73	2009.11.26 00:00	buy	37	2.00	87.341	0.000	87.355
74	2009.11.26 00:00	sell	38	1.00	87.321	0.000	87.307
75	2009.11.26 00:10	t/p	38	1.00	87.307	0.000	87.307	16.04	6448.64
76	2009.11.26 00:50	t/p	37	2.00	87.355	0.000	87.355	32.04	6480.68
77	2009.11.27 00:00	buy	39	1.00	86.419	0.000	86.433
78	2009.11.27 00:00	sell	40	1.00	86.399	0.000	86.385
79	2009.11.27 00:02	t/p	40	1.00	86.385	0.000	86.385	16.21	6496.89
80	2009.11.27 00:02	sell	41	1.00	86.340	0.000	86.326
81	2009.11.27 00:05	t/p	41	1.00	86.326	0.000	86.326	16.23	6513.12
82	2009.11.27 05:45	t/p	39	1.00	86.433	0.000	86.433	16.20	6529.32