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		TakeProfit=50; Lots=0.1; TrailingStop=30; MACDOpenLevel=3; MACDCloseLevel=2; MATrendPeriod=26;
Bars in test	551	Ticks modelled	11401	Modelling quality	n/a
Mismatched charts errors	4
Initial deposit	10000.00
Total net profit	2.63	Gross profit	80.00	Gross loss	-77.38
Profit factor	1.03	Expected payoff	0.11
Absolute drawdown	127.32	Maximal drawdown	142.04 (1.41%)	Relative drawdown	1.41% (142.04)
Total trades	25	Short positions (won %)	8 (87.50%)	Long positions (won %)	17 (88.24%)
		Profit trades (% of total)	22 (88.00%)	Loss trades (% of total)	3 (12.00%)
Largest		profit trade	5.78	loss trade	-39.20
Average		profit trade	3.64	loss trade	-25.79
Maximum		consecutive wins (profit in money)	11 (37.78)	consecutive losses (loss in money)	2 (-38.18)
Maximal		consecutive profit (count of wins)	41.44 (10)	consecutive loss (count of losses)	-39.20 (1)
Average		consecutive wins	7	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.11.03 14:20	buy	1	0.10	90.300	0.000	90.350
2	2009.11.03 15:16	modify	1	0.10	90.300	90.319	90.350
3	2009.11.03 15:20	s/l	1	0.10	90.319	90.319	90.350	2.10	10002.10
4	2009.11.03 15:20	buy	2	0.10	90.339	0.000	90.389
5	2009.11.03 15:45	t/p	2	0.10	90.389	0.000	90.389	5.53	10007.63
6	2009.11.03 15:45	buy	3	0.10	90.423	0.000	90.473
7	2009.11.03 15:50	modify	3	0.10	90.423	90.427	90.473
8	2009.11.03 15:52	s/l	3	0.10	90.427	90.427	90.473	0.44	10008.07
9	2009.11.03 15:52	buy	4	0.10	90.442	0.000	90.492
10	2009.11.03 16:02	t/p	4	0.10	90.492	0.000	90.492	5.52	10013.59
11	2009.11.04 01:50	sell	5	0.10	90.046	0.000	89.996
12	2009.11.05 10:07	modify	5	0.10	90.046	90.038	89.996
13	2009.11.05 10:10	s/l	5	0.10	90.038	90.038	89.996	0.49	10014.08
14	2009.11.05 14:45	buy	6	0.10	90.550	0.000	90.600
15	2009.11.05 14:50	modify	6	0.10	90.550	90.551	90.600
16	2009.11.05 14:52	s/l	6	0.10	90.551	90.551	90.600	0.11	10014.19
17	2009.11.05 14:52	buy	7	0.10	90.568	0.000	90.618
18	2009.11.05 15:02	t/p	7	0.10	90.618	0.000	90.618	5.52	10019.71
19	2009.11.06 04:02	sell	8	0.10	90.584	0.000	90.534
20	2009.11.06 07:20	t/p	8	0.10	90.534	0.000	90.534	5.53	10025.24
21	2009.11.10 11:15	buy	9	0.10	89.970	0.000	90.020
22	2009.11.10 11:20	t/p	9	0.10	90.020	0.000	90.020	5.55	10030.79
23	2009.11.10 11:20	buy	10	0.10	90.041	0.000	90.091
24	2009.11.10 11:45	t/p	10	0.10	90.091	0.000	90.091	5.55	10036.34
25	2009.11.10 11:45	buy	11	0.10	90.127	0.000	90.177
26	2009.11.10 11:50	modify	11	0.10	90.127	90.140	90.177
27	2009.11.10 11:52	s/l	11	0.10	90.140	90.140	90.177	1.44	10037.78
28	2009.11.10 11:52	buy	12	0.10	90.149	0.000	90.199
29	2009.11.11 20:20	close	12	0.10	89.807	0.000	90.199	-38.01	9999.77
30	2009.11.11 20:45	sell	13	0.10	89.808	0.000	89.758
31	2009.11.12 02:20	modify	13	0.10	89.808	89.806	89.758
32	2009.11.12 02:27	s/l	13	0.10	89.806	89.806	89.758	-0.17	9999.60
33	2009.11.12 13:40	buy	14	0.10	89.944	0.000	89.994
34	2009.11.12 13:50	modify	14	0.10	89.944	89.951	89.994
35	2009.11.12 13:57	s/l	14	0.10	89.951	89.951	89.994	0.78	10000.38
36	2009.11.16 18:20	buy	15	0.10	89.596	0.000	89.646
37	2009.11.18 04:25	close	15	0.10	89.245	0.000	89.646	-39.20	9961.19
38	2009.11.18 04:30	sell	16	0.10	89.241	0.000	89.191
39	2009.11.18 05:15	modify	16	0.10	89.241	89.226	89.191
40	2009.11.18 05:20	t/p	16	0.10	89.191	89.226	89.191	5.61	9966.80
41	2009.11.18 15:00	buy	17	0.10	89.226	0.000	89.276
42	2009.11.18 15:02	modify	17	0.10	89.226	89.243	89.276
43	2009.11.18 15:07	t/p	17	0.10	89.276	89.243	89.276	5.60	9972.40
44	2009.11.18 15:07	buy	18	0.10	89.316	0.000	89.366
45	2009.11.18 17:40	modify	18	0.10	89.316	89.319	89.366
46	2009.11.18 17:45	t/p	18	0.10	89.366	89.319	89.366	5.59	9977.99
47	2009.11.19 02:10	sell	19	0.10	89.269	0.000	89.219
48	2009.11.19 02:45	t/p	19	0.10	89.219	0.000	89.219	5.60	9983.59
49	2009.11.19 02:45	sell	20	0.10	89.195	0.000	89.145
50	2009.11.19 02:50	modify	20	0.10	89.195	89.192	89.145
51	2009.11.19 02:57	s/l	20	0.10	89.192	89.192	89.145	0.34	9983.93
52	2009.11.19 02:57	sell	21	0.10	89.195	0.000	89.145
53	2009.11.19 03:02	modify	21	0.10	89.195	89.180	89.145
54	2009.11.19 03:07	t/p	21	0.10	89.145	89.180	89.145	5.61	9989.54
55	2009.11.23 01:50	buy	22	0.10	88.976	0.000	89.026
56	2009.11.23 02:20	modify	22	0.10	88.976	88.986	89.026
57	2009.11.23 02:27	s/l	22	0.10	88.986	88.986	89.026	1.12	9990.66
58	2009.11.23 02:27	buy	23	0.10	89.002	0.000	89.052
59	2009.11.23 17:40	t/p	23	0.10	89.052	0.000	89.052	5.62	9996.28
60	2009.11.24 00:50	sell	24	0.10	88.886	0.000	88.836
61	2009.11.24 01:50	modify	24	0.10	88.886	88.886	88.836
62	2009.11.24 02:02	modify	24	0.10	88.886	88.885	88.836
63	2009.11.24 02:07	modify	24	0.10	88.886	88.881	88.836
64	2009.11.24 02:15	s/l	24	0.10	88.881	88.881	88.836	0.57	9996.85
65	2009.11.27 05:50	buy	25	0.10	86.553	0.000	86.603
66	2009.11.27 11:10	t/p	25	0.10	86.603	0.000	86.603	5.78	10002.63