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	6.70	Gross profit	83.74	Gross loss	-77.05
Profit factor	1.09	Expected payoff	0.28
Absolute drawdown	124.22	Maximal drawdown	141.16 (1.41%)	Relative drawdown	1.41% (140.80)
Total trades	24	Short positions (won %)	8 (87.50%)	Long positions (won %)	16 (87.50%)
		Profit trades (% of total)	21 (87.50%)	Loss trades (% of total)	3 (12.50%)
Largest		profit trade	5.77	loss trade	-39.09
Average		profit trade	3.99	loss trade	-25.68
Maximum		consecutive wins (profit in money)	10 (41.75)	consecutive losses (loss in money)	2 (-37.96)
Maximal		consecutive profit (count of wins)	41.75 (10)	consecutive loss (count of losses)	-39.09 (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	90.299	0.000	90.349
2	2009.11.03 15:16	t/p	1	0.10	90.349	0.000	90.349	5.53	10005.53
3	2009.11.03 15:16	buy	2	0.10	90.369	0.000	90.419
4	2009.11.03 15:45	modify	2	0.10	90.369	90.372	90.419
5	2009.11.03 15:50	t/p	2	0.10	90.419	90.372	90.419	5.53	10011.06
6	2009.11.03 15:50	buy	3	0.10	90.477	0.000	90.527
7	2009.11.03 16:02	t/p	3	0.10	90.527	0.000	90.527	5.52	10016.58
8	2009.11.04 01:50	sell	4	0.10	90.046	0.000	89.996
9	2009.11.05 10:07	modify	4	0.10	90.046	90.037	89.996
10	2009.11.05 10:10	s/l	4	0.10	90.037	90.037	89.996	0.60	10017.18
11	2009.11.05 14:45	buy	5	0.10	90.549	0.000	90.599
12	2009.11.05 14:50	modify	5	0.10	90.549	90.551	90.599
13	2009.11.05 14:52	s/l	5	0.10	90.551	90.551	90.599	0.22	10017.40
14	2009.11.05 14:52	buy	6	0.10	90.567	0.000	90.617
15	2009.11.05 15:02	t/p	6	0.10	90.617	0.000	90.617	5.52	10022.92
16	2009.11.06 04:02	sell	7	0.10	90.584	0.000	90.534
17	2009.11.06 07:20	t/p	7	0.10	90.534	0.000	90.534	5.53	10028.45
18	2009.11.10 11:15	buy	8	0.10	89.969	0.000	90.019
19	2009.11.10 11:20	t/p	8	0.10	90.019	0.000	90.019	5.56	10034.01
20	2009.11.10 11:20	buy	9	0.10	90.040	0.000	90.090
21	2009.11.10 11:45	t/p	9	0.10	90.090	0.000	90.090	5.54	10039.55
22	2009.11.10 11:45	buy	10	0.10	90.126	0.000	90.176
23	2009.11.10 11:50	modify	10	0.10	90.126	90.140	90.176
24	2009.11.10 11:52	s/l	10	0.10	90.140	90.140	90.176	1.55	10041.10
25	2009.11.10 11:52	buy	11	0.10	90.148	0.000	90.198
26	2009.11.11 20:20	close	11	0.10	89.807	0.000	90.198	-37.90	10003.20
27	2009.11.11 20:45	sell	12	0.10	89.808	0.000	89.758
28	2009.11.12 02:20	modify	12	0.10	89.808	89.805	89.758
29	2009.11.12 02:27	s/l	12	0.10	89.805	89.805	89.758	-0.06	10003.14
30	2009.11.12 13:40	buy	13	0.10	89.943	0.000	89.993
31	2009.11.12 13:50	modify	13	0.10	89.943	89.951	89.993
32	2009.11.12 13:57	s/l	13	0.10	89.951	89.951	89.993	0.89	10004.03
33	2009.11.16 18:20	buy	14	0.10	89.595	0.000	89.645
34	2009.11.18 04:25	close	14	0.10	89.245	0.000	89.645	-39.09	9964.95
35	2009.11.18 04:30	sell	15	0.10	89.241	0.000	89.191
36	2009.11.18 05:15	modify	15	0.10	89.241	89.225	89.191
37	2009.11.18 05:20	t/p	15	0.10	89.191	89.225	89.191	5.60	9970.55
38	2009.11.18 15:00	buy	16	0.10	89.225	0.000	89.275
39	2009.11.18 15:02	modify	16	0.10	89.225	89.243	89.275
40	2009.11.18 15:07	t/p	16	0.10	89.275	89.243	89.275	5.60	9976.15
41	2009.11.18 15:07	buy	17	0.10	89.315	0.000	89.365
42	2009.11.18 17:40	modify	17	0.10	89.315	89.319	89.365
43	2009.11.18 17:45	t/p	17	0.10	89.365	89.319	89.365	5.59	9981.74
44	2009.11.19 02:10	sell	18	0.10	89.269	0.000	89.219
45	2009.11.19 02:45	t/p	18	0.10	89.219	0.000	89.219	5.60	9987.34
46	2009.11.19 02:45	sell	19	0.10	89.195	0.000	89.145
47	2009.11.19 02:50	modify	19	0.10	89.195	89.191	89.145
48	2009.11.19 02:57	s/l	19	0.10	89.191	89.191	89.145	0.45	9987.79
49	2009.11.19 02:57	sell	20	0.10	89.195	0.000	89.145
50	2009.11.19 03:02	modify	20	0.10	89.195	89.179	89.145
51	2009.11.19 03:07	t/p	20	0.10	89.145	89.179	89.145	5.61	9993.40
52	2009.11.23 01:50	buy	21	0.10	88.975	0.000	89.025
53	2009.11.23 02:20	modify	21	0.10	88.975	88.986	89.025
54	2009.11.23 02:27	s/l	21	0.10	88.986	88.986	89.025	1.23	9994.63
55	2009.11.23 02:27	buy	22	0.10	89.001	0.000	89.051
56	2009.11.23 17:40	t/p	22	0.10	89.051	0.000	89.051	5.62	10000.25
57	2009.11.24 00:50	sell	23	0.10	88.886	0.000	88.836
58	2009.11.24 01:50	modify	23	0.10	88.886	88.885	88.836
59	2009.11.24 02:02	modify	23	0.10	88.886	88.884	88.836
60	2009.11.24 02:07	modify	23	0.10	88.886	88.880	88.836
61	2009.11.24 02:15	s/l	23	0.10	88.880	88.880	88.836	0.68	10000.93
62	2009.11.27 05:50	buy	24	0.10	86.552	0.000	86.602
63	2009.11.27 11:10	t/p	24	0.10	86.602	0.000	86.602	5.77	10006.70