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		Lots=0.1; MaximumRisk=0.02; DecreaseFactor=3; MovingPeriod=12; MovingShift=6;
Bars in test	551	Ticks modelled	11401	Modelling quality	n/a
Mismatched charts errors	4
Initial deposit	10000.00
Total net profit	-287.90	Gross profit	139.61	Gross loss	-427.51
Profit factor	0.33	Expected payoff	-13.09
Absolute drawdown	330.72	Maximal drawdown	460.87 (4.55%)	Relative drawdown	4.55% (460.87)
Total trades	22	Short positions (won %)	4 (0.00%)	Long positions (won %)	18 (38.89%)
		Profit trades (% of total)	7 (31.82%)	Loss trades (% of total)	15 (68.18%)
Largest		profit trade	46.91	loss trade	-73.99
Average		profit trade	19.94	loss trade	-28.50
Maximum		consecutive wins (profit in money)	1 (46.91)	consecutive losses (loss in money)	6 (-132.26)
Maximal		consecutive profit (count of wins)	46.91 (1)	consecutive loss (count of losses)	-132.26 (6)
Average		consecutive wins	1	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.11.03 16:00	buy	1	0.20	90.453	0.000	0.000
2	2009.11.04 02:00	close	1	0.20	90.119	0.000	0.000	-73.99	9926.01
3	2009.11.04 07:00	buy	2	0.20	90.380	0.000	0.000
4	2009.11.04 22:00	close	2	0.20	90.584	0.000	0.000	45.04	9971.05
5	2009.11.05 00:00	buy	3	0.20	90.864	0.000	0.000
6	2009.11.05 01:00	close	3	0.20	90.688	0.000	0.000	-38.81	9932.24
7	2009.11.05 15:00	buy	4	0.20	90.587	0.000	0.000
8	2009.11.06 07:00	close	4	0.20	90.648	0.000	0.000	13.59	9945.83
9	2009.11.06 15:00	sell	5	0.20	90.120	0.000	0.000
10	2009.11.09 04:00	close	5	0.20	90.212	0.000	0.000	-20.66	9925.17
11	2009.11.09 12:00	sell	6	0.20	89.877	0.000	0.000
12	2009.11.09 22:00	close	6	0.20	90.017	0.000	0.000	-31.11	9894.06
13	2009.11.09 23:00	sell	7	0.10	89.908	0.000	0.000
14	2009.11.10 00:00	close	7	0.10	89.984	0.000	0.000	-8.58	9885.48
15	2009.11.10 01:00	sell	8	0.10	89.852	0.000	0.000
16	2009.11.10 02:00	close	8	0.10	89.994	0.000	0.000	-15.78	9869.70
17	2009.11.10 06:00	buy	9	0.10	89.979	0.000	0.000
18	2009.11.10 07:00	close	9	0.10	89.766	0.000	0.000	-23.73	9845.97
19	2009.11.10 12:00	buy	10	0.10	90.122	0.000	0.000
20	2009.11.10 14:00	close	10	0.10	89.831	0.000	0.000	-32.39	9813.58
21	2009.11.11 08:00	buy	11	0.10	89.823	0.000	0.000
22	2009.11.12 02:00	close	11	0.10	89.847	0.000	0.000	2.87	9816.45
23	2009.11.12 08:00	buy	12	0.20	89.890	0.000	0.000
24	2009.11.12 09:00	close	12	0.20	89.795	0.000	0.000	-21.16	9795.29
25	2009.11.12 14:00	buy	13	0.20	89.998	0.000	0.000
26	2009.11.13 04:00	close	13	0.20	90.209	0.000	0.000	46.91	9842.20
27	2009.11.13 08:00	buy	14	0.20	90.391	0.000	0.000
28	2009.11.13 09:00	close	14	0.20	90.301	0.000	0.000	-19.93	9822.27
29	2009.11.16 13:00	buy	15	0.20	89.625	0.000	0.000
30	2009.11.16 14:00	close	15	0.20	89.482	0.000	0.000	-31.96	9790.31
31	2009.11.17 13:00	buy	16	0.10	89.155	0.000	0.000
32	2009.11.19 03:00	close	16	0.10	89.175	0.000	0.000	2.50	9792.81
33	2009.11.19 21:00	buy	17	0.20	89.005	0.000	0.000
34	2009.11.20 04:00	close	17	0.20	88.823	0.000	0.000	-40.85	9751.96
35	2009.11.20 05:00	buy	18	0.20	88.929	0.000	0.000
36	2009.11.23 00:00	close	18	0.20	88.818	0.000	0.000	-24.86	9727.11
37	2009.11.23 02:00	buy	19	0.10	88.948	0.000	0.000
38	2009.11.23 11:00	close	19	0.10	88.865	0.000	0.000	-9.34	9717.77
39	2009.11.23 16:00	buy	20	0.10	88.897	0.000	0.000
40	2009.11.24 01:00	close	20	0.10	88.911	0.000	0.000	1.64	9719.40
41	2009.11.25 01:00	buy	21	0.20	88.618	0.000	0.000
42	2009.11.25 02:00	close	21	0.20	88.466	0.000	0.000	-34.36	9685.04
43	2009.11.27 10:00	buy	22	0.20	86.345	0.000	0.000
44	2009.11.27 22:59	close at stop	22	0.20	86.462	0.000	0.000	27.06	9712.10