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		MagicNumber=11111; Lots=0.01; HedgeBase=2; Slippage=5; shutdownGrid=false; TunnelWidth=20; profitTarget=100; UseLSMA=false; MAShortPeriod=8; MALongPeriod=21; PauseSeconds=6; MillisPerSec=1000;
Bars in test	551	Ticks modelled	11401	Modelling quality	n/a
Mismatched charts errors	4
Initial deposit	10000.00
Total net profit	-9222.29	Gross profit	6582.65	Gross loss	-15804.94
Profit factor	0.42	Expected payoff	-307.41
Absolute drawdown	9222.28	Maximal drawdown	9290.26 (92.28%)	Relative drawdown	92.28% (9290.26)
Total trades	30	Short positions (won %)	14 (50.00%)	Long positions (won %)	16 (56.25%)
		Profit trades (% of total)	16 (53.33%)	Loss trades (% of total)	14 (46.67%)
Largest		profit trade	4712.28	loss trade	-11669.69
Average		profit trade	411.42	loss trade	-1128.92
Maximum		consecutive wins (profit in money)	4 (218.11)	consecutive losses (loss in money)	3 (-195.92)
Maximal		consecutive profit (count of wins)	4712.28 (1)	consecutive loss (count of losses)	-11669.69 (1)
Average		consecutive wins	2	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.11.03 02:00	buy	1	0.01	90.473	0.000	0.000
2	2009.11.03 02:03	sell	2	0.02	90.384	0.000	0.000
3	2009.11.03 15:50	buy	3	0.04	90.477	0.000	0.000
4	2009.11.03 15:57	sell	4	0.08	90.384	0.000	0.000
5	2009.11.03 16:02	buy	5	0.16	90.572	0.000	0.000
6	2009.11.03 16:20	sell	6	0.32	90.309	0.000	0.000
7	2009.11.04 07:45	buy	7	0.64	90.479	0.000	0.000
8	2009.11.04 09:33	close	6	0.32	90.749	0.000	0.000	-155.57	9844.43
9	2009.11.04 09:33	close	4	0.08	90.749	0.000	0.000	-32.29	9812.14
10	2009.11.04 09:33	close	2	0.02	90.749	0.000	0.000	-8.07	9804.08
11	2009.11.04 09:33	close	7	0.64	90.729	0.000	0.000	176.35	9980.43
12	2009.11.04 09:33	close	5	0.16	90.729	0.000	0.000	27.80	10008.22
13	2009.11.04 09:33	close	3	0.04	90.729	0.000	0.000	11.14	10019.36
14	2009.11.04 09:33	close	1	0.01	90.729	0.000	0.000	2.83	10022.18
15	2009.11.04 09:33	buy	8	0.01	90.749	0.000	0.000
16	2009.11.04 10:00	sell	9	0.02	90.669	0.000	0.000
17	2009.11.04 10:40	buy	10	0.04	90.805	0.000	0.000
18	2009.11.04 16:16	sell	11	0.08	90.579	0.000	0.000
19	2009.11.04 16:45	buy	12	0.16	90.782	0.000	0.000
20	2009.11.04 20:15	close	11	0.08	91.181	0.000	0.000	-52.82	9969.36
21	2009.11.04 20:15	close	9	0.02	91.181	0.000	0.000	-11.23	9958.13
22	2009.11.04 20:15	close	12	0.16	91.161	0.000	0.000	66.52	10024.65
23	2009.11.04 20:15	close	10	0.04	91.161	0.000	0.000	15.62	10040.27
24	2009.11.04 20:15	close	8	0.01	91.161	0.000	0.000	4.52	10044.79
25	2009.11.04 20:15	buy	13	0.01	91.181	0.000	0.000
26	2009.11.04 20:30	sell	14	0.02	90.946	0.000	0.000
27	2009.11.06 16:20	close	13	0.01	89.677	0.000	0.000	-16.74	10028.05
28	2009.11.06 16:20	close	14	0.02	89.697	0.000	0.000	27.74	10055.80
29	2009.11.06 16:20	sell	15	0.01	89.677	0.000	0.000
30	2009.11.06 16:22	buy	16	0.02	89.781	0.000	0.000
31	2009.11.06 16:32	sell	17	0.04	89.630	0.000	0.000
32	2009.11.06 16:40	buy	18	0.08	89.738	0.000	0.000
33	2009.11.09 02:45	close	17	0.04	90.102	0.000	0.000	-21.00	10034.79
34	2009.11.09 02:45	close	15	0.01	90.102	0.000	0.000	-4.73	10030.06
35	2009.11.09 02:45	close	18	0.08	90.082	0.000	0.000	30.60	10060.66
36	2009.11.09 02:45	close	16	0.02	90.082	0.000	0.000	6.69	10067.36
37	2009.11.09 02:45	sell	19	0.01	90.082	0.000	0.000
38	2009.11.09 03:15	buy	20	0.02	90.150	0.000	0.000
39	2009.11.09 05:15	sell	21	0.04	90.063	0.000	0.000
40	2009.11.09 05:46	buy	22	0.08	90.152	0.000	0.000
41	2009.11.09 06:20	sell	23	0.16	90.074	0.000	0.000
42	2009.11.09 06:50	buy	24	0.32	90.152	0.000	0.000
43	2009.11.09 07:15	sell	25	0.64	90.049	0.000	0.000
44	2009.11.09 08:15	buy	26	1.28	90.152	0.000	0.000
45	2009.11.09 09:02	sell	27	2.56	90.067	0.000	0.000
46	2009.11.09 09:15	buy	28	5.12	90.152	0.000	0.000
47	2009.11.09 09:37	sell	29	10.24	90.082	0.000	0.000
48	2009.11.09 09:45	buy	30	20.48	90.159	0.000	0.000
49	2009.11.11 01:05	close at stop	30	20.48	89.647	0.000	0.000	-11669.69	-1602.33
50	2009.11.11 01:05	close at stop	29	10.24	89.667	0.000	0.000	4712.28	3109.95
51	2009.11.11 01:05	close at stop	28	5.12	89.647	0.000	0.000	-2877.44	232.50
52	2009.11.11 01:05	close at stop	27	2.56	89.667	0.000	0.000	1135.24	1367.75
53	2009.11.11 01:05	close at stop	26	1.28	89.647	0.000	0.000	-719.36	648.38
54	2009.11.11 01:05	close at stop	25	0.64	89.667	0.000	0.000	270.96	919.35
55	2009.11.11 01:05	close at stop	24	0.32	89.647	0.000	0.000	-179.84	739.51
56	2009.11.11 01:05	close at stop	23	0.16	89.667	0.000	0.000	72.20	811.71
57	2009.11.11 01:05	close at stop	22	0.08	89.647	0.000	0.000	-44.96	766.74
58	2009.11.11 01:05	close at stop	21	0.04	89.667	0.000	0.000	17.56	784.31
59	2009.11.11 01:05	close at stop	20	0.02	89.647	0.000	0.000	-11.19	773.11
60	2009.11.11 01:05	close at stop	19	0.01	89.667	0.000	0.000	4.60	777.72