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		UsePct=0; MaxLots=100;
Bars in test	551	Ticks modelled	11401	Modelling quality	n/a
Mismatched charts errors	4
Initial deposit	10000.00
Total net profit	-225.54	Gross profit	3819.66	Gross loss	-4045.20
Profit factor	0.94	Expected payoff	-9.02
Absolute drawdown	2340.02	Maximal drawdown	3507.43 (31.41%)	Relative drawdown	31.41% (3507.43)
Total trades	25	Short positions (won %)	13 (38.46%)	Long positions (won %)	12 (50.00%)
		Profit trades (% of total)	11 (44.00%)	Loss trades (% of total)	14 (56.00%)
Largest		profit trade	1744.35	loss trade	-989.53
Average		profit trade	347.24	loss trade	-288.94
Maximum		consecutive wins (profit in money)	5 (1911.23)	consecutive losses (loss in money)	7 (-2009.36)
Maximal		consecutive profit (count of wins)	1911.23 (5)	consecutive loss (count of losses)	-2009.36 (7)
Average		consecutive wins	2	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.11.03 02:16	sell	1	1.00	90.263	0.000	0.000
2	2009.11.03 11:50	close	1	1.00	90.228	0.000	0.000	38.79	10038.79
3	2009.11.03 11:52	buy	2	1.00	90.199	0.000	0.000
4	2009.11.04 01:20	close	2	1.00	90.252	0.000	0.000	59.38	10098.17
5	2009.11.04 01:22	sell	3	1.00	90.284	0.000	0.000
6	2009.11.06 03:00	close	3	1.00	90.666	0.000	0.000	-426.61	9671.56
7	2009.11.06 03:02	buy	4	1.00	90.660	0.000	0.000
8	2009.11.06 07:00	close	4	1.00	90.648	0.000	0.000	-13.24	9658.32
9	2009.11.06 07:02	sell	5	1.00	90.640	0.000	0.000
10	2009.11.06 14:00	close	5	1.00	90.693	0.000	0.000	-58.44	9599.88
11	2009.11.06 14:03	buy	6	1.00	90.730	0.000	0.000
12	2009.11.06 17:00	close	6	1.00	89.841	0.000	0.000	-989.53	8610.35
13	2009.11.06 17:02	sell	7	1.00	89.838	0.000	0.000
14	2009.11.10 00:00	close	7	1.00	89.984	0.000	0.000	-164.89	8445.46
15	2009.11.10 00:05	buy	8	1.00	89.977	0.000	0.000
16	2009.11.10 21:00	close	8	1.00	89.748	0.000	0.000	-255.16	8190.30
17	2009.11.10 21:02	sell	9	1.00	89.755	0.000	0.000
18	2009.11.11 17:00	close	9	1.00	89.845	0.000	0.000	-101.49	8088.81
19	2009.11.11 17:02	buy	10	1.00	89.836	0.000	0.000
20	2009.11.12 02:00	close	10	1.00	89.847	0.000	0.000	14.22	8103.03
21	2009.11.12 02:10	sell	11	1.00	89.857	0.000	0.000
22	2009.11.12 09:02	close	11	1.00	89.828	0.000	0.000	32.28	8135.31
23	2009.11.12 09:07	buy	12	1.00	89.835	0.000	0.000
24	2009.11.13 06:00	close	12	1.00	90.206	0.000	0.000	411.94	8547.25
25	2009.11.13 06:02	sell	13	1.00	90.189	0.000	0.000
26	2009.11.17 08:00	close	13	1.00	89.063	0.000	0.000	1261.63	9808.88
27	2009.11.17 12:00	buy	14	1.00	89.070	0.000	0.000
28	2009.11.18 01:00	close	14	1.00	89.240	0.000	0.000	191.16	10000.04
29	2009.11.18 01:02	sell	15	1.00	89.225	0.000	0.000
30	2009.11.19 01:00	close	15	1.00	89.405	0.000	0.000	-205.29	9794.75
31	2009.11.19 01:02	buy	16	1.00	89.438	0.000	0.000
32	2009.11.20 00:37	close	16	1.00	88.845	0.000	0.000	-666.79	9127.96
33	2009.11.20 01:07	sell	17	1.00	88.850	0.000	0.000
34	2009.11.20 04:10	close	17	1.00	88.888	0.000	0.000	-42.75	9085.21
35	2009.11.20 04:13	buy	18	1.00	88.882	0.000	0.000
36	2009.11.20 05:15	close	18	1.00	88.884	0.000	0.000	2.25	9087.46
37	2009.11.20 05:17	sell	19	1.00	88.890	0.000	0.000
38	2009.11.20 10:00	close	19	1.00	88.899	0.000	0.000	-10.12	9077.34
39	2009.11.20 10:02	buy	20	1.00	88.909	0.000	0.000
40	2009.11.23 02:00	close	20	1.00	88.928	0.000	0.000	22.03	9099.37
41	2009.11.23 02:05	sell	21	1.00	88.937	0.000	0.000
42	2009.11.23 23:10	close	21	1.00	88.983	0.000	0.000	-51.70	9047.67
43	2009.11.23 23:15	buy	22	1.00	89.014	0.000	0.000
44	2009.11.24 14:00	close	22	1.00	88.569	0.000	0.000	-501.77	8545.90
45	2009.11.24 14:02	sell	23	1.00	88.570	0.000	0.000
46	2009.11.26 08:02	close	23	1.00	87.047	0.000	0.000	1744.35	10290.25
47	2009.11.26 08:05	buy	24	1.00	87.030	0.000	0.000
48	2009.11.27 22:05	close	24	1.00	86.547	0.000	0.000	-557.42	9732.83
49	2009.11.27 22:10	sell	25	1.00	86.518	0.000	0.000
50	2009.11.27 22:59	close at stop	25	1.00	86.482	0.000	0.000	41.63	9774.46