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		StopLoss=50; BreakEven=9; TrailingStop=10; MAfilter=6; UseOptimizedValues=true; Lots=1;
Bars in test	551	Ticks modelled	11401	Modelling quality	n/a
Mismatched charts errors	4
Initial deposit	10000.00
Total net profit	-668.53	Gross profit	3.35	Gross loss	-671.88
Profit factor	0.00	Expected payoff	-44.57
Absolute drawdown	668.53	Maximal drawdown	722.85 (7.19%)	Relative drawdown	7.19% (722.85)
Total trades	15	Short positions (won %)	14 (21.43%)	Long positions (won %)	1 (0.00%)
		Profit trades (% of total)	3 (20.00%)	Loss trades (% of total)	12 (80.00%)
Largest		profit trade	1.12	loss trade	-56.28
Average		profit trade	1.12	loss trade	-55.99
Maximum		consecutive wins (profit in money)	2 (2.24)	consecutive losses (loss in money)	8 (-449.55)
Maximal		consecutive profit (count of wins)	2.24 (2)	consecutive loss (count of losses)	-449.55 (8)
Average		consecutive wins	2	consecutive losses	4

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.11.06 13:20	sell limit	1	1.00	90.588	90.638	90.428
2	2009.11.06 13:27	sell	1	1.00	90.588	90.638	90.428
3	2009.11.06 13:50	s/l	1	1.00	90.638	90.638	90.428	-55.15	9944.85
4	2009.11.06 14:20	sell limit	2	1.00	90.576	90.626	90.394
5	2009.11.06 14:52	expiration	2	1.00	90.576	90.626	90.394
6	2009.11.09 11:15	sell limit	3	1.00	89.968	90.018	89.806
7	2009.11.09 11:47	expiration	3	1.00	89.968	90.018	89.806
8	2009.11.09 18:50	buy limit	4	1.00	89.990	89.940	90.157
9	2009.11.09 19:15	buy	4	1.00	89.990	89.940	90.157
10	2009.11.09 19:20	s/l	4	1.00	89.940	89.940	90.157	-55.60	9889.25
11	2009.11.12 08:20	sell limit	5	1.00	89.823	89.873	89.615
12	2009.11.12 08:52	expiration	5	1.00	89.823	89.873	89.615
13	2009.11.12 08:57	sell limit	6	1.00	89.805	89.855	89.626
14	2009.11.12 09:02	sell	6	1.00	89.805	89.855	89.626
15	2009.11.12 09:20	modify	6	1.00	89.805	89.804	89.626
16	2009.11.12 10:02	s/l	6	1.00	89.804	89.804	89.626	1.11	9890.36
17	2009.11.13 09:03	sell limit	7	1.00	90.281	90.331	90.115
18	2009.11.13 09:33	expiration	7	1.00	90.281	90.331	90.115
19	2009.11.16 07:15	sell limit	8	1.00	89.549	89.599	89.391
20	2009.11.16 07:27	sell	8	1.00	89.549	89.599	89.391
21	2009.11.16 07:40	s/l	8	1.00	89.599	89.599	89.391	-55.80	9834.56
22	2009.11.16 08:20	sell limit	9	1.00	89.549	89.599	89.355
23	2009.11.16 08:45	sell	9	1.00	89.549	89.599	89.355
24	2009.11.16 08:50	s/l	9	1.00	89.599	89.599	89.355	-55.78	9778.78
25	2009.11.16 09:20	sell limit	10	1.00	89.549	89.599	89.395
26	2009.11.16 09:30	sell	10	1.00	89.549	89.599	89.395
27	2009.11.16 09:45	modify	10	1.00	89.549	89.548	89.395
28	2009.11.16 10:20	s/l	10	1.00	89.548	89.548	89.395	1.12	9779.90
29	2009.11.16 13:16	sell limit	11	1.00	89.529	89.579	89.375
30	2009.11.16 13:26	sell	11	1.00	89.529	89.579	89.375
31	2009.11.16 13:50	modify	11	1.00	89.529	89.528	89.375
32	2009.11.16 14:02	s/l	11	1.00	89.528	89.528	89.375	1.12	9781.02
33	2009.11.17 08:10	sell limit	12	1.00	89.035	89.085	88.867
34	2009.11.17 08:42	expiration	12	1.00	89.035	89.085	88.867
35	2009.11.18 15:27	sell limit	13	1.00	89.150	89.200	88.995
36	2009.11.18 15:40	sell	13	1.00	89.150	89.200	88.995
37	2009.11.18 15:45	s/l	13	1.00	89.200	89.200	88.995	-56.03	9724.99
38	2009.11.18 16:30	sell	14	1.00	89.150	89.200	89.030
39	2009.11.18 16:40	s/l	14	1.00	89.200	89.200	89.030	-56.05	9668.94
40	2009.11.19 18:50	sell limit	15	1.00	88.878	88.928	88.725
41	2009.11.19 18:57	sell	15	1.00	88.878	88.928	88.725
42	2009.11.19 19:45	s/l	15	1.00	88.928	88.928	88.725	-56.23	9612.71
43	2009.11.20 10:20	sell limit	16	1.00	88.854	88.904	88.690
44	2009.11.20 10:40	sell	16	1.00	88.854	88.904	88.690
45	2009.11.20 10:45	s/l	16	1.00	88.904	88.904	88.690	-56.24	9556.47
46	2009.11.20 11:20	sell limit	17	1.00	88.854	88.904	88.695
47	2009.11.20 11:45	sell	17	1.00	88.854	88.904	88.695
48	2009.11.20 11:50	s/l	17	1.00	88.904	88.904	88.695	-56.24	9500.23
49	2009.11.20 18:03	sell limit	18	1.00	88.899	88.949	88.742
50	2009.11.20 18:20	sell	18	1.00	88.899	88.949	88.742
51	2009.11.20 18:32	s/l	18	1.00	88.949	88.949	88.742	-56.21	9444.02
52	2009.11.23 14:50	sell limit	19	1.00	88.779	88.829	88.607
53	2009.11.23 14:57	sell	19	1.00	88.779	88.829	88.607
54	2009.11.23 14:59	s/l	19	1.00	88.829	88.829	88.607	-56.28	9387.74
55	2009.11.23 15:33	sell limit	20	1.00	88.779	88.829	88.625
56	2009.11.23 15:43	sell	20	1.00	88.779	88.829	88.625
57	2009.11.23 15:50	s/l	20	1.00	88.829	88.829	88.625	-56.27	9331.47
58	2009.11.26 08:33	sell limit	21	1.00	86.879	86.929	86.705
59	2009.11.26 09:05	expiration	21	1.00	86.879	86.929	86.705
60	2009.11.26 10:20	sell limit	22	1.00	86.879	86.929	86.705
61	2009.11.26 10:52	expiration	22	1.00	86.879	86.929	86.705