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		timeframe=0; StopLoss=50; TakeProfit=350; UseTrailingStop=false; TrailingStopType=2; TrailingStop=50; FirstMove=30; FirstStopLoss=50; SecondMove=40; SecondStopLoss=50; ThirdMove=50; TrailingStop3=50; Name_Expert=""PivotEMA3""; Slippage=3; UseSound=false; NameFileSound=""shotgun.wav""; Lots=1; ProfitModifySL=50;
Bars in test	551	Ticks modelled	11401	Modelling quality	n/a
Mismatched charts errors	4
Initial deposit	10000.00
Total net profit	-211.13	Gross profit	1679.64	Gross loss	-1890.77
Profit factor	0.89	Expected payoff	-4.06
Absolute drawdown	463.15	Maximal drawdown	698.79 (6.80%)	Relative drawdown	6.80% (698.79)
Total trades	52	Short positions (won %)	35 (31.43%)	Long positions (won %)	17 (41.18%)
		Profit trades (% of total)	18 (34.62%)	Loss trades (% of total)	34 (65.38%)
Largest		profit trade	389.61	loss trade	-56.21
Average		profit trade	93.31	loss trade	-55.61
Maximum		consecutive wins (profit in money)	3 (150.27)	consecutive losses (loss in money)	6 (-333.94)
Maximal		consecutive profit (count of wins)	623.96 (2)	consecutive loss (count of losses)	-333.94 (6)
Average		consecutive wins	1	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.11.03 09:20	sell	1	1.00	90.006	90.056	89.656
2	2009.11.03 09:27	s/l	1	1.00	90.056	90.056	89.656	-55.52	9944.48
3	2009.11.03 09:27	sell	2	1.00	90.050	90.100	89.700
4	2009.11.03 09:32	modify	2	1.00	90.050	89.958	89.700
5	2009.11.03 09:37	modify	2	1.00	90.050	89.940	89.700
6	2009.11.03 09:40	s/l	2	1.00	89.940	89.940	89.700	122.25	10066.73
7	2009.11.03 09:40	sell	3	1.00	89.960	90.010	89.610
8	2009.11.03 09:45	s/l	3	1.00	90.010	90.010	89.610	-55.53	10011.20
9	2009.11.03 09:45	sell	4	1.00	90.013	90.063	89.663
10	2009.11.03 09:50	s/l	4	1.00	90.063	90.063	89.663	-55.50	9955.70
11	2009.11.03 09:50	sell	5	1.00	90.067	90.117	89.717
12	2009.11.03 09:57	modify	5	1.00	90.067	90.065	89.717
13	2009.11.03 10:10	modify	5	1.00	90.067	90.063	89.717
14	2009.11.03 10:15	modify	5	1.00	90.067	90.038	89.717
15	2009.11.03 10:20	modify	5	1.00	90.067	90.003	89.717
16	2009.11.03 10:27	s/l	5	1.00	90.003	90.003	89.717	71.09	10026.79
17	2009.11.03 16:15	buy	6	1.00	90.426	90.376	90.776
18	2009.11.03 16:20	s/l	6	1.00	90.376	90.376	90.776	-55.37	9971.42
19	2009.11.03 16:20	buy	7	1.00	90.329	90.279	90.679
20	2009.11.03 16:27	modify	7	1.00	90.329	90.356	90.679
21	2009.11.03 16:27	s/l	7	1.00	90.356	90.356	90.679	29.90	10001.32
22	2009.11.03 16:27	buy	8	1.00	90.347	90.297	90.697
23	2009.11.03 16:32	modify	8	1.00	90.347	90.362	90.697
24	2009.11.03 16:37	modify	8	1.00	90.347	90.372	90.697
25	2009.11.03 16:45	s/l	8	1.00	90.372	90.372	90.697	27.67	10028.99
26	2009.11.03 16:45	buy	9	1.00	90.373	90.323	90.723
27	2009.11.03 16:50	s/l	9	1.00	90.323	90.323	90.723	-55.37	9973.62
28	2009.11.03 16:50	buy	10	1.00	90.333	90.283	90.683
29	2009.11.03 17:15	s/l	10	1.00	90.283	90.283	90.683	-55.40	9918.22
30	2009.11.04 02:20	sell	11	1.00	90.211	90.261	89.861
31	2009.11.04 02:32	modify	11	1.00	90.211	90.190	89.861
32	2009.11.04 02:37	modify	11	1.00	90.211	90.180	89.861
33	2009.11.04 02:40	s/l	11	1.00	90.180	90.180	89.861	34.38	9952.60
34	2009.11.04 02:40	sell	12	1.00	90.161	90.211	89.811
35	2009.11.04 02:45	s/l	12	1.00	90.211	90.211	89.811	-55.42	9897.18
36	2009.11.04 02:45	sell	13	1.00	90.192	90.242	89.842
37	2009.11.04 02:50	s/l	13	1.00	90.242	90.242	89.842	-55.40	9841.78
38	2009.11.04 02:50	sell	14	1.00	90.223	90.273	89.873
39	2009.11.04 03:50	s/l	14	1.00	90.273	90.273	89.873	-55.38	9786.40
40	2009.11.04 07:15	buy	15	1.00	90.414	90.364	90.764
41	2009.11.04 07:37	s/l	15	1.00	90.364	90.364	90.764	-55.34	9731.06
42	2009.11.04 07:37	buy	16	1.00	90.378	90.328	90.728
43	2009.11.04 07:45	modify	16	1.00	90.378	90.409	90.728
44	2009.11.04 07:50	modify	16	1.00	90.378	90.447	90.728
45	2009.11.04 07:57	s/l	16	1.00	90.447	90.447	90.728	76.29	9807.35
46	2009.11.04 07:57	buy	17	1.00	90.466	90.416	90.816
47	2009.11.04 08:07	s/l	17	1.00	90.416	90.416	90.816	-55.30	9752.05
48	2009.11.05 01:20	sell	18	1.00	90.494	90.544	90.144
49	2009.11.05 01:22	s/l	18	1.00	90.544	90.544	90.144	-55.21	9696.84
50	2009.11.05 01:22	sell	19	1.00	90.530	90.580	90.180
51	2009.11.05 01:27	s/l	19	1.00	90.580	90.580	90.180	-55.20	9641.64
52	2009.11.05 01:27	sell	20	1.00	90.566	90.616	90.216
53	2009.11.05 01:37	modify	20	1.00	90.566	90.557	90.216
54	2009.11.05 01:40	s/l	20	1.00	90.557	90.557	90.216	9.93	9651.57
55	2009.11.05 01:40	sell	21	1.00	90.566	90.616	90.216
56	2009.11.05 01:45	s/l	21	1.00	90.616	90.616	90.216	-55.17	9596.40
57	2009.11.05 01:45	sell	22	1.00	90.614	90.664	90.264
58	2009.11.05 01:50	s/l	22	1.00	90.664	90.664	90.264	-55.14	9541.26
59	2009.11.05 01:50	sell	23	1.00	90.661	90.711	90.311
60	2009.11.05 01:59	modify	23	1.00	90.661	90.633	90.311
61	2009.11.05 02:10	modify	23	1.00	90.661	90.623	90.311
62	2009.11.05 02:15	modify	23	1.00	90.661	90.586	90.311
63	2009.11.05 02:20	modify	23	1.00	90.661	90.538	90.311
64	2009.11.05 02:32	modify	23	1.00	90.661	90.462	90.311
65	2009.11.05 02:37	modify	23	1.00	90.661	90.449	90.311
66	2009.11.05 02:40	s/l	23	1.00	90.449	90.449	90.311	234.35	9775.61
67	2009.11.06 15:07	sell	24	1.00	90.234	90.284	89.884
68	2009.11.06 15:10	modify	24	1.00	90.234	90.151	89.884
69	2009.11.06 15:15	modify	24	1.00	90.234	90.037	89.884
70	2009.11.06 15:20	t/p	24	1.00	89.884	90.037	89.884	389.61	10165.22
71	2009.11.06 15:20	sell	25	1.00	89.814	89.864	89.464
72	2009.11.06 15:22	s/l	25	1.00	89.864	89.864	89.464	-55.61	10109.61
73	2009.11.06 15:22	sell	26	1.00	89.890	89.940	89.540
74	2009.11.06 15:27	s/l	26	1.00	89.940	89.940	89.540	-55.56	10054.05
75	2009.11.06 15:27	sell	27	1.00	89.967	90.017	89.617
76	2009.11.06 15:27	modify	27	1.00	89.967	89.949	89.617
77	2009.11.06 15:32	modify	27	1.00	89.967	89.888	89.617
78	2009.11.06 15:37	modify	27	1.00	89.967	89.856	89.617
79	2009.11.06 15:40	s/l	27	1.00	89.856	89.856	89.617	123.38	10177.43
80	2009.11.06 15:40	sell	28	1.00	89.948	89.998	89.598
81	2009.11.06 15:45	s/l	28	1.00	89.998	89.998	89.598	-55.52	10121.91
82	2009.11.06 15:45	sell	29	1.00	90.046	90.096	89.696
83	2009.11.06 15:50	s/l	29	1.00	90.096	90.096	89.696	-55.45	10066.46
84	2009.11.06 15:50	sell	30	1.00	90.143	90.193	89.793
85	2009.11.06 15:57	modify	30	1.00	90.143	90.083	89.793
86	2009.11.06 16:02	s/l	30	1.00	90.083	90.083	89.793	66.58	10133.04
87	2009.11.09 05:46	buy	31	1.00	90.152	90.102	90.502
88	2009.11.09 05:56	s/l	31	1.00	90.102	90.102	90.502	-55.50	10077.54
89	2009.11.10 14:20	sell	32	1.00	89.898	89.948	89.548
90	2009.11.10 14:45	modify	32	1.00	89.898	89.866	89.548
91	2009.11.10 14:50	modify	32	1.00	89.898	89.803	89.548
92	2009.11.10 14:57	s/l	32	1.00	89.803	89.803	89.548	105.77	10183.31
93	2009.11.10 14:57	sell	33	1.00	89.796	89.846	89.446
94	2009.11.10 15:20	modify	33	1.00	89.796	89.784	89.446
95	2009.11.10 15:27	s/l	33	1.00	89.784	89.784	89.446	13.36	10196.67
96	2009.11.11 11:57	buy	34	1.00	89.902	89.852	90.252
97	2009.11.11 12:20	modify	34	1.00	89.902	89.916	90.252
98	2009.11.11 12:50	modify	34	1.00	89.902	89.930	90.252
99	2009.11.11 13:15	s/l	34	1.00	89.930	89.930	90.252	31.14	10227.81
100	2009.11.11 20:50	sell	35	1.00	89.785	89.835	89.435
101	2009.11.11 20:59	s/l	35	1.00	89.835	89.835	89.435	-55.66	10172.15
102	2009.11.11 20:59	sell	36	1.00	89.816	89.866	89.466
103	2009.11.11 22:20	s/l	36	1.00	89.866	89.866	89.466	-55.64	10116.51
104	2009.11.13 11:02	sell	37	1.00	89.705	89.755	89.355
105	2009.11.13 11:10	s/l	37	1.00	89.755	89.755	89.355	-55.69	10060.82
106	2009.11.13 11:10	sell	38	1.00	89.755	89.805	89.405
107	2009.11.13 11:15	s/l	38	1.00	89.805	89.805	89.405	-55.67	10005.15
108	2009.11.13 11:15	sell	39	1.00	89.793	89.843	89.443
109	2009.11.13 11:20	s/l	39	1.00	89.843	89.843	89.443	-55.65	9949.50
110	2009.11.13 11:20	sell	40	1.00	89.831	89.881	89.481
111	2009.11.13 11:37	s/l	40	1.00	89.881	89.881	89.481	-55.63	9893.87
112	2009.11.13 11:37	sell	41	1.00	89.866	89.916	89.516
113	2009.11.13 11:50	modify	41	1.00	89.866	89.846	89.516
114	2009.11.13 12:15	s/l	41	1.00	89.846	89.846	89.516	22.26	9916.13
115	2009.11.18 07:32	sell	42	1.00	89.121	89.171	88.771
116	2009.11.18 07:45	s/l	42	1.00	89.171	89.171	88.771	-56.06	9860.07
117	2009.11.18 07:45	sell	43	1.00	89.165	89.215	88.815
118	2009.11.18 08:02	s/l	43	1.00	89.215	89.215	88.815	-56.04	9804.03
119	2009.11.18 16:10	buy	44	1.00	89.244	89.194	89.594
120	2009.11.18 16:15	s/l	44	1.00	89.194	89.194	89.594	-56.06	9747.97
121	2009.11.18 16:45	buy	45	1.00	89.250	89.200	89.600
122	2009.11.18 17:20	modify	45	1.00	89.250	89.255	89.600
123	2009.11.18 17:35	modify	45	1.00	89.250	89.260	89.600
124	2009.11.18 17:40	modify	45	1.00	89.250	89.299	89.600
125	2009.11.18 17:45	modify	45	1.00	89.250	89.337	89.600
126	2009.11.18 17:50	modify	45	1.00	89.250	89.375	89.600
127	2009.11.18 17:57	s/l	45	1.00	89.375	89.375	89.600	139.86	9887.83
128	2009.11.19 04:50	sell	46	1.00	89.075	89.125	88.725
129	2009.11.19 04:57	s/l	46	1.00	89.125	89.125	88.725	-56.10	9831.73
130	2009.11.19 04:57	sell	47	1.00	89.110	89.160	88.760
131	2009.11.19 05:50	s/l	47	1.00	89.160	89.160	88.760	-56.07	9775.66
132	2009.11.20 16:15	buy	48	1.00	89.032	88.982	89.382
133	2009.11.20 16:20	s/l	48	1.00	88.982	88.982	89.382	-56.20	9719.46
134	2009.11.20 16:27	buy	49	1.00	89.032	88.982	89.382
135	2009.11.20 16:40	s/l	49	1.00	88.982	88.982	89.382	-56.20	9663.26
136	2009.11.23 17:20	buy	50	1.00	89.013	88.963	89.363
137	2009.11.23 17:27	s/l	50	1.00	88.963	88.963	89.363	-56.21	9607.05
138	2009.11.23 17:27	buy	51	1.00	88.974	88.924	89.324
139	2009.11.23 17:40	modify	51	1.00	88.974	89.007	89.324
140	2009.11.23 17:45	modify	51	1.00	88.974	89.069	89.324
141	2009.11.23 17:50	modify	51	1.00	88.974	89.131	89.324
142	2009.11.23 17:57	s/l	51	1.00	89.131	89.131	89.324	176.21	9783.26
143	2009.11.23 17:57	buy	52	1.00	89.118	89.068	89.468
144	2009.11.23 18:20	modify	52	1.00	89.118	89.123	89.468
145	2009.11.23 18:45	s/l	52	1.00	89.123	89.123	89.468	5.61	9788.87