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		AlertsOn=true; MultiPositions=false; LotsPerTrade=1;
Bars in test	551	Ticks modelled	11401	Modelling quality	n/a
Mismatched charts errors	4
Initial deposit	10000.00
Total net profit	-1491.20	Gross profit	1302.52	Gross loss	-2793.72
Profit factor	0.47	Expected payoff	-71.01
Absolute drawdown	1675.20	Maximal drawdown	2159.12 (20.59%)	Relative drawdown	20.59% (2159.12)
Total trades	21	Short positions (won %)	12 (33.33%)	Long positions (won %)	9 (22.22%)
		Profit trades (% of total)	6 (28.57%)	Loss trades (% of total)	15 (71.43%)
Largest		profit trade	464.48	loss trade	-501.95
Average		profit trade	217.09	loss trade	-186.25
Maximum		consecutive wins (profit in money)	2 (437.87)	consecutive losses (loss in money)	6 (-914.21)
Maximal		consecutive profit (count of wins)	464.48 (1)	consecutive loss (count of losses)	-922.81 (5)
Average		consecutive wins	1	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.11.03 04:00	sell	1	1.00	90.325	90.590	89.601
2	2009.11.03 08:00	modify	1	1.00	90.325	90.315	89.601
3	2009.11.03 08:00	modify	1	1.00	90.325	90.483	89.434
4	2009.11.03 12:00	modify	1	1.00	90.325	90.315	89.434
5	2009.11.03 15:10	s/l	1	1.00	90.315	90.315	89.434	11.07	10011.07
6	2009.11.03 16:00	buy	2	1.00	90.453	90.269	90.849
7	2009.11.03 17:15	s/l	2	1.00	90.269	90.269	90.849	-203.88	9807.19
8	2009.11.04 08:00	buy	3	1.00	90.456	90.295	90.782
9	2009.11.04 09:46	t/p	3	1.00	90.782	90.295	90.782	358.97	10166.16
10	2009.11.05 20:00	buy	4	1.00	90.676	90.399	91.356
11	2009.11.06 00:00	modify	4	1.00	90.676	90.686	91.356
12	2009.11.06 00:00	close	4	1.00	90.747	90.686	91.356	78.90	10245.06
13	2009.11.06 08:00	sell	5	1.00	90.510	90.640	90.197
14	2009.11.06 12:00	close	5	1.00	90.610	90.640	90.197	-110.36	10134.70
15	2009.11.06 12:00	buy	6	1.00	90.610	90.483	90.833
16	2009.11.06 14:26	s/l	6	1.00	90.483	90.483	90.833	-140.51	9994.19
17	2009.11.06 16:00	sell	7	1.00	90.038	90.205	89.614
18	2009.11.06 20:00	modify	7	1.00	90.038	90.028	89.614
19	2009.11.09 02:20	s/l	7	1.00	90.028	90.028	89.614	9.79	10003.98
20	2009.11.09 16:00	sell	8	1.00	89.845	90.022	89.391
21	2009.11.09 18:50	s/l	8	1.00	90.022	90.022	89.391	-196.59	9807.39
22	2009.11.10 08:00	sell	9	1.00	89.849	89.970	89.563
23	2009.11.10 11:20	s/l	9	1.00	89.970	89.970	89.563	-134.39	9673.00
24	2009.11.10 12:00	buy	10	1.00	90.122	89.973	90.413
25	2009.11.10 13:45	s/l	10	1.00	89.973	89.973	90.413	-165.69	9507.31
26	2009.11.10 20:00	buy	11	1.00	89.772	89.646	89.992
27	2009.11.11 01:10	s/l	11	1.00	89.646	89.646	89.992	-139.96	9367.35
28	2009.11.16 04:00	buy	12	1.00	89.680	89.559	89.886
29	2009.11.16 05:32	s/l	12	1.00	89.559	89.559	89.886	-135.11	9232.24
30	2009.11.18 04:00	buy	13	1.00	89.295	89.168	89.520
31	2009.11.18 05:20	s/l	13	1.00	89.168	89.168	89.520	-142.47	9089.77
32	2009.11.19 04:00	sell	14	1.00	89.185	89.323	88.848
33	2009.11.19 08:00	modify	14	1.00	89.185	89.175	88.848
34	2009.11.19 09:07	t/p	14	1.00	88.848	89.175	88.848	379.31	9469.08
35	2009.11.19 16:00	sell	15	1.00	88.708	88.987	87.943
36	2009.11.19 17:40	s/l	15	1.00	88.987	88.987	87.943	-313.49	9155.59
37	2009.11.20 04:00	sell	16	1.00	88.823	88.950	88.518
38	2009.11.20 05:32	s/l	16	1.00	88.950	88.950	88.518	-142.76	9012.83
39	2009.11.20 08:00	sell	17	1.00	88.765	88.907	88.415
40	2009.11.20 08:20	s/l	17	1.00	88.907	88.907	88.415	-159.72	8853.11
41	2009.11.23 00:00	sell	18	1.00	88.818	88.944	88.518
42	2009.11.23 00:20	s/l	18	1.00	88.944	88.944	88.518	-141.64	8711.47
43	2009.11.23 08:00	sell	19	1.00	88.813	88.960	88.447
44	2009.11.23 09:45	s/l	19	1.00	88.960	88.960	88.447	-165.20	8546.27
45	2009.11.24 08:00	sell	20	1.00	88.683	88.845	88.272
46	2009.11.24 16:00	modify	20	1.00	88.683	88.673	88.272
47	2009.11.25 02:50	t/p	20	1.00	88.272	88.673	88.272	464.48	9010.75
48	2009.11.27 16:00	buy	21	1.00	86.896	86.160	88.967
49	2009.11.27 22:59	close at stop	21	1.00	86.462	86.160	88.967	-501.95	8508.80