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		_______Position_______=""""; Lots=1; Lots_PCT=10; Use_Lots_PCT=false; TP=0; SL=30; SL_Mode=0; Breakeven_Pips=0; ______TrailingStop_____=""""; tss0=""0"; tss1=""3"; tss2=""4"; tss3=""5"; TS_Mode=0; TS_Trigger=30; TS_Sensitivity=3; TS_DynamicFactor=0.5; Evaluate_Interval=1; _______Indicators______=""""; Extra_Pips=1; Keltner_Period=10; Use300=false; _______Damiani________=""""; Filter_Damiani_15=0; Filter_Damiani_30=0; _______Session_______=""""; Filter_Session=false; From_Hour=13; From_Min=0; To_Hour=18; To_Min=0;
Bars in test	551	Ticks modelled	11401	Modelling quality	n/a
Mismatched charts errors	4
Initial deposit	10000.00
Total net profit	-2542.81	Gross profit	4286.94	Gross loss	-6829.75
Profit factor	0.63	Expected payoff	-77.05
Absolute drawdown	4892.33	Maximal drawdown	5187.13 (50.39%)	Relative drawdown	50.39% (5187.13)
Total trades	33	Short positions (won %)	17 (23.53%)	Long positions (won %)	16 (12.50%)
		Profit trades (% of total)	6 (18.18%)	Loss trades (% of total)	27 (81.82%)
Largest		profit trade	2546.70	loss trade	-533.66
Average		profit trade	714.49	loss trade	-252.95
Maximum		consecutive wins (profit in money)	1 (2546.70)	consecutive losses (loss in money)	8 (-2424.61)
Maximal		consecutive profit (count of wins)	2546.70 (1)	consecutive loss (count of losses)	-2424.61 (8)
Average		consecutive wins	1	consecutive losses	4

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.11.03 04:32	sell	1	1.00	90.155	0.000	0.000
2	2009.11.03 15:16	close	1	1.00	90.369	0.000	0.000	-236.81	9763.19
3	2009.11.03 15:16	buy	2	1.00	90.369	0.000	0.000
4	2009.11.04 01:45	close	2	1.00	90.127	0.000	0.000	-267.85	9495.34
5	2009.11.04 01:45	sell	3	1.00	90.127	0.000	0.000
6	2009.11.04 07:45	close	3	1.00	90.479	0.000	0.000	-389.04	9106.30
7	2009.11.04 07:45	buy	4	1.00	90.479	0.000	0.000
8	2009.11.04 21:50	close	4	1.00	90.559	0.000	0.000	88.34	9194.64
9	2009.11.04 21:50	sell	5	1.00	90.559	0.000	0.000
10	2009.11.05 14:50	close	5	1.00	90.601	0.000	0.000	-50.32	9144.32
11	2009.11.05 14:50	buy	6	1.00	90.601	0.000	0.000
12	2009.11.06 03:20	close	6	1.00	90.567	0.000	0.000	-36.88	9107.44
13	2009.11.06 03:20	sell	7	1.00	90.567	0.000	0.000
14	2009.11.06 14:10	close	7	1.00	90.763	0.000	0.000	-215.95	8891.49
15	2009.11.06 14:10	buy	8	1.00	90.763	0.000	0.000
16	2009.11.06 14:26	close	8	1.00	90.383	0.000	0.000	-420.43	8471.06
17	2009.11.06 14:26	sell	9	1.00	90.383	0.000	0.000
18	2009.11.09 03:15	close	9	1.00	90.150	0.000	0.000	257.14	8728.20
19	2009.11.09 03:15	buy	10	1.00	90.150	0.000	0.000
20	2009.11.09 11:20	close	10	1.00	89.859	0.000	0.000	-323.84	8404.36
21	2009.11.09 11:20	sell	11	1.00	89.859	0.000	0.000
22	2009.11.09 20:20	close	11	1.00	90.094	0.000	0.000	-260.84	8143.52
23	2009.11.09 20:20	buy	12	1.00	90.094	0.000	0.000
24	2009.11.10 06:45	close	12	1.00	89.762	0.000	0.000	-369.21	7774.31
25	2009.11.10 06:45	sell	13	1.00	89.762	0.000	0.000
26	2009.11.10 11:45	close	13	1.00	90.126	0.000	0.000	-403.88	7370.43
27	2009.11.10 11:45	buy	14	1.00	90.126	0.000	0.000
28	2009.11.11 01:05	close	14	1.00	89.647	0.000	0.000	-533.66	6836.77
29	2009.11.11 01:05	sell	15	1.00	89.647	0.000	0.000
30	2009.11.11 07:20	close	15	1.00	89.815	0.000	0.000	-187.05	6649.72
31	2009.11.11 07:20	buy	16	1.00	89.815	0.000	0.000
32	2009.11.12 02:40	close	16	1.00	89.737	0.000	0.000	-84.94	6564.78
33	2009.11.12 02:40	sell	17	1.00	89.737	0.000	0.000
34	2009.11.12 13:45	close	17	1.00	89.972	0.000	0.000	-261.19	6303.59
35	2009.11.12 13:45	buy	18	1.00	89.972	0.000	0.000
36	2009.11.13 01:20	close	18	1.00	90.185	0.000	0.000	236.84	6540.43
37	2009.11.13 01:20	sell	19	1.00	90.185	0.000	0.000
38	2009.11.13 07:50	close	19	1.00	90.425	0.000	0.000	-265.41	6275.02
39	2009.11.13 07:50	buy	20	1.00	90.425	0.000	0.000
40	2009.11.13 10:05	close	20	1.00	90.078	0.000	0.000	-385.22	5889.80
41	2009.11.13 10:05	sell	21	1.00	90.078	0.000	0.000
42	2009.11.17 13:05	close	21	1.00	89.202	0.000	0.000	979.40	6869.20
43	2009.11.17 13:05	buy	22	1.00	89.202	0.000	0.000
44	2009.11.18 05:20	close	22	1.00	89.140	0.000	0.000	-68.89	6800.31
45	2009.11.18 05:20	sell	23	1.00	89.140	0.000	0.000
46	2009.11.18 15:02	close	23	1.00	89.293	0.000	0.000	-171.35	6628.96
47	2009.11.18 15:02	buy	24	1.00	89.293	0.000	0.000
48	2009.11.19 02:16	close	24	1.00	89.225	0.000	0.000	-74.23	6554.73
49	2009.11.19 02:16	sell	25	1.00	89.225	0.000	0.000
50	2009.11.19 20:45	close	25	1.00	89.066	0.000	0.000	178.52	6733.25
51	2009.11.19 20:45	buy	26	1.00	89.066	0.000	0.000
52	2009.11.20 07:20	close	26	1.00	88.735	0.000	0.000	-372.36	6360.89
53	2009.11.20 07:20	sell	27	1.00	88.735	0.000	0.000
54	2009.11.20 13:20	close	27	1.00	89.070	0.000	0.000	-376.11	5984.78
55	2009.11.20 13:20	buy	28	1.00	89.070	0.000	0.000
56	2009.11.23 00:00	close	28	1.00	88.818	0.000	0.000	-283.07	5701.71
57	2009.11.23 00:00	sell	29	1.00	88.818	0.000	0.000
58	2009.11.23 16:20	close	29	1.00	89.036	0.000	0.000	-244.84	5456.87
59	2009.11.23 16:20	buy	30	1.00	89.036	0.000	0.000
60	2009.11.24 01:20	close	30	1.00	88.845	0.000	0.000	-214.32	5242.55
61	2009.11.24 01:20	sell	31	1.00	88.845	0.000	0.000
62	2009.11.27 11:10	close	31	1.00	86.633	0.000	0.000	2546.70	7789.25
63	2009.11.27 11:10	buy	32	1.00	86.633	0.000	0.000
64	2009.11.27 22:20	close	32	1.00	86.414	0.000	0.000	-253.43	7535.82
65	2009.11.27 22:20	sell	33	1.00	86.414	0.000	0.000
66	2009.11.27 22:59	close at stop	33	1.00	86.482	0.000	0.000	-78.63	7457.19