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=1; StopLoss=1000; TakeProfit=1000; TrailingStop=0; OpenSlippage=3; CloseSlippage=30; ModifiedStopLoss=30;
Bars in test	551	Ticks modelled	11401	Modelling quality	n/a
Mismatched charts errors	4
Initial deposit	10000.00
Total net profit	-4792.44	Gross profit	5956.29	Gross loss	-10748.73
Profit factor	0.55	Expected payoff	-78.56
Absolute drawdown	5873.30	Maximal drawdown	6393.91 (60.78%)	Relative drawdown	60.78% (6393.91)
Total trades	61	Short positions (won %)	32 (34.38%)	Long positions (won %)	29 (20.69%)
		Profit trades (% of total)	17 (27.87%)	Loss trades (% of total)	44 (72.13%)
Largest		profit trade	1168.47	loss trade	-1159.07
Average		profit trade	350.37	loss trade	-244.29
Maximum		consecutive wins (profit in money)	2 (108.88)	consecutive losses (loss in money)	13 (-2421.88)
Maximal		consecutive profit (count of wins)	1168.47 (1)	consecutive loss (count of losses)	-2421.88 (13)
Average		consecutive wins	1	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.11.03 02:00	buy	1	1.00	90.473	89.473	91.473
2	2009.11.03 03:00	close	1	1.00	90.366	89.473	91.473	-118.41	9881.59
3	2009.11.03 03:00	sell	2	1.00	90.366	91.366	89.366
4	2009.11.03 12:00	close	2	1.00	90.182	91.366	89.366	204.03	10085.62
5	2009.11.03 12:00	buy	3	1.00	90.182	89.182	91.182
6	2009.11.04 02:00	close	3	1.00	90.119	89.182	91.182	-69.25	10016.37
7	2009.11.04 02:00	sell	4	1.00	90.119	91.119	89.119
8	2009.11.04 07:00	close	4	1.00	90.380	91.119	89.119	-288.78	9727.59
9	2009.11.04 07:00	buy	5	1.00	90.380	89.380	91.380
10	2009.11.04 17:00	close	5	1.00	90.804	89.380	91.380	466.94	10194.53
11	2009.11.04 17:00	sell	6	1.00	90.804	91.804	89.804
12	2009.11.04 21:00	close	6	1.00	90.818	91.804	89.804	-15.42	10179.11
13	2009.11.04 21:00	buy	7	1.00	90.818	89.818	91.818
14	2009.11.05 05:00	close	7	1.00	90.408	89.818	91.818	-451.52	9727.59
15	2009.11.05 05:00	sell	8	1.00	90.408	91.408	89.408
16	2009.11.05 21:00	close	8	1.00	90.793	91.408	89.408	-424.04	9303.55
17	2009.11.05 21:00	buy	9	1.00	90.793	89.793	91.793
18	2009.11.06 08:00	close	9	1.00	90.510	89.793	91.793	-312.01	8991.54
19	2009.11.06 08:00	sell	10	1.00	90.510	91.510	89.510
20	2009.11.06 13:00	close	10	1.00	90.691	91.510	89.510	-199.58	8791.96
21	2009.11.06 13:00	buy	11	1.00	90.691	89.691	91.691
22	2009.11.06 15:00	close	11	1.00	90.120	89.691	91.691	-633.60	8158.36
23	2009.11.06 15:00	sell	12	1.00	90.120	91.120	89.120
24	2009.11.06 21:00	close	12	1.00	89.984	91.120	89.120	151.14	8309.50
25	2009.11.06 21:00	buy	13	1.00	89.984	88.984	90.984
26	2009.11.09 01:00	close	13	1.00	89.875	88.984	90.984	-120.62	8188.88
27	2009.11.09 01:00	sell	14	1.00	89.875	90.875	88.875
28	2009.11.09 03:00	close	14	1.00	90.036	90.875	88.875	-178.82	8010.06
29	2009.11.09 03:00	buy	15	1.00	90.036	89.036	91.036
30	2009.11.09 06:00	close	15	1.00	90.102	89.036	91.036	73.25	8083.31
31	2009.11.09 06:00	sell	16	1.00	90.102	91.102	89.102
32	2009.11.09 09:00	close	16	1.00	90.125	91.102	89.102	-25.52	8057.79
33	2009.11.09 09:00	buy	17	1.00	90.125	89.125	91.125
34	2009.11.09 12:00	close	17	1.00	89.877	89.125	91.125	-275.93	7781.86
35	2009.11.09 12:00	sell	18	1.00	89.877	90.877	88.877
36	2009.11.09 21:00	close	18	1.00	89.996	90.877	88.877	-132.23	7649.63
37	2009.11.09 21:00	buy	19	1.00	89.996	88.996	90.996
38	2009.11.10 01:00	close	19	1.00	89.852	88.996	90.996	-159.60	7490.03
39	2009.11.10 01:00	sell	20	1.00	89.852	90.852	88.852
40	2009.11.10 12:00	close	20	1.00	90.122	90.852	88.852	-299.59	7190.44
41	2009.11.10 12:00	buy	21	1.00	90.122	89.122	91.122
42	2009.11.10 14:00	close	21	1.00	89.831	89.122	91.122	-323.94	6866.50
43	2009.11.10 14:00	sell	22	1.00	89.831	90.831	88.831
44	2009.11.10 22:00	close	22	1.00	89.865	90.831	88.831	-37.83	6828.67
45	2009.11.10 22:00	buy	23	1.00	89.865	88.865	90.865
46	2009.11.11 01:00	close	23	1.00	89.686	88.865	90.865	-198.93	6629.74
47	2009.11.11 01:00	sell	24	1.00	89.686	90.686	88.686
48	2009.11.11 23:00	close	24	1.00	89.900	90.686	88.686	-238.04	6391.70
49	2009.11.11 23:00	buy	25	1.00	89.900	88.900	90.900
50	2009.11.12 03:00	close	25	1.00	89.715	88.900	90.900	-204.23	6187.47
51	2009.11.12 03:00	sell	26	1.00	89.715	90.715	88.715
52	2009.11.12 08:00	close	26	1.00	89.890	90.715	88.715	-194.68	5992.79
53	2009.11.12 08:00	buy	27	1.00	89.890	88.890	90.890
54	2009.11.12 09:00	close	27	1.00	89.795	88.890	90.890	-105.80	5886.99
55	2009.11.12 09:00	sell	28	1.00	89.795	90.795	88.795
56	2009.11.12 14:00	close	28	1.00	89.998	90.795	88.795	-225.56	5661.43
57	2009.11.12 14:00	buy	29	1.00	89.998	88.998	90.998
58	2009.11.13 02:00	close	29	1.00	90.269	88.998	90.998	300.87	5962.30
59	2009.11.13 02:00	sell	30	1.00	90.269	91.269	89.269
60	2009.11.13 08:00	close	30	1.00	90.391	91.269	89.269	-134.97	5827.33
61	2009.11.13 08:00	buy	31	1.00	90.391	89.391	91.391
62	2009.11.13 10:00	close	31	1.00	90.156	89.391	91.391	-260.66	5566.67
63	2009.11.13 10:00	sell	32	1.00	90.156	91.156	89.156
64	2009.11.13 21:00	close	32	1.00	89.675	91.156	89.156	536.38	6103.05
65	2009.11.13 21:00	buy	33	1.00	89.675	88.675	90.675
66	2009.11.16 01:00	close	33	1.00	89.629	88.675	90.675	-50.66	6052.39
67	2009.11.16 01:00	sell	34	1.00	89.629	90.629	88.629
68	2009.11.16 19:00	close	34	1.00	89.310	90.629	88.629	357.18	6409.57
69	2009.11.16 19:00	buy	35	1.00	89.310	88.310	90.310
70	2009.11.17 09:00	close	35	1.00	88.845	88.310	90.310	-522.72	5886.85
71	2009.11.17 09:00	sell	36	1.00	88.845	89.845	87.845
72	2009.11.17 11:00	close	36	1.00	89.030	89.845	87.845	-207.80	5679.05
73	2009.11.17 11:00	buy	37	1.00	89.030	88.030	90.030
74	2009.11.18 06:00	close	37	1.00	89.180	88.030	90.030	168.86	5847.91
75	2009.11.18 06:00	sell	38	1.00	89.180	90.180	88.180
76	2009.11.18 15:00	close	38	1.00	89.225	90.180	88.180	-50.43	5797.48
77	2009.11.18 15:00	buy	39	1.00	89.225	88.225	90.225
78	2009.11.19 03:00	close	39	1.00	89.175	88.225	90.225	-54.09	5743.39
79	2009.11.19 03:00	sell	40	1.00	89.175	90.175	88.175
80	2009.11.19 18:00	close	40	1.00	88.970	90.175	88.175	230.41	5973.80
81	2009.11.19 18:00	buy	41	1.00	88.970	87.970	89.970
82	2009.11.20 01:00	close	41	1.00	88.910	87.970	89.970	-66.82	5906.98
83	2009.11.20 01:00	sell	42	1.00	88.910	89.910	87.910
84	2009.11.20 14:00	close	42	1.00	88.980	89.910	87.910	-78.67	5828.31
85	2009.11.20 14:00	buy	43	1.00	88.980	87.980	89.980
86	2009.11.23 00:00	close	43	1.00	88.818	87.980	89.980	-181.74	5646.57
87	2009.11.23 00:00	sell	44	1.00	88.818	89.818	87.818
88	2009.11.23 10:00	close	44	1.00	88.998	89.818	87.818	-202.25	5444.32
89	2009.11.23 10:00	buy	45	1.00	88.998	87.998	89.998
90	2009.11.23 15:00	close	45	1.00	88.826	87.998	89.998	-193.64	5250.68
91	2009.11.23 15:00	sell	46	1.00	88.826	89.826	87.826
92	2009.11.23 17:00	close	46	1.00	88.974	89.826	87.826	-166.34	5084.34
93	2009.11.23 17:00	buy	47	1.00	88.974	87.974	89.974
94	2009.11.23 21:00	close	47	1.00	88.991	87.974	89.974	19.10	5103.44
95	2009.11.23 21:00	sell	48	1.00	88.991	89.991	87.991
96	2009.11.24 04:00	close	48	1.00	88.910	89.991	87.991	89.78	5193.22
97	2009.11.24 04:00	buy	49	1.00	88.910	87.910	89.910
98	2009.11.24 08:00	close	49	1.00	88.683	87.910	89.910	-255.97	4937.25
99	2009.11.24 08:00	sell	50	1.00	88.683	89.683	87.683
100	2009.11.25 01:00	close	50	1.00	88.618	89.683	87.683	72.03	5009.28
101	2009.11.25 01:00	buy	51	1.00	88.618	87.618	89.618
102	2009.11.25 03:00	close	51	1.00	88.251	87.618	89.618	-415.86	4593.42
103	2009.11.25 03:00	sell	52	1.00	88.251	89.251	87.251
104	2009.11.25 17:00	close	52	1.00	87.677	89.251	87.251	654.68	5248.10
105	2009.11.25 17:00	buy	53	1.00	87.677	86.677	88.677
106	2009.11.25 21:00	close	53	1.00	87.400	86.677	88.677	-316.93	4931.17
107	2009.11.25 21:00	sell	54	1.00	87.400	88.400	86.400
108	2009.11.26 05:50	t/p	54	1.00	86.400	88.400	86.400	1154.64	6085.81
109	2009.11.26 05:50	sell	55	1.00	86.291	87.291	85.291
110	2009.11.26 08:00	close	55	1.00	86.981	87.291	85.291	-793.28	5292.53
111	2009.11.26 08:00	buy	56	1.00	86.981	85.981	87.981
112	2009.11.26 12:00	close	56	1.00	86.753	85.981	87.981	-262.82	5029.71
113	2009.11.26 12:00	sell	57	1.00	86.753	87.753	85.753
114	2009.11.27 00:20	t/p	57	1.00	85.753	87.753	85.753	1168.47	6198.18
115	2009.11.27 01:00	sell	58	1.00	85.153	86.153	84.153
116	2009.11.27 01:50	s/l	58	1.00	86.153	86.153	84.153	-1159.07	5039.11
117	2009.11.27 01:50	sell	59	1.00	86.256	87.256	85.256
118	2009.11.27 06:00	close	59	1.00	86.377	87.256	85.256	-140.08	4899.03
119	2009.11.27 06:00	buy	60	1.00	86.377	85.377	87.377
120	2009.11.27 22:00	close	60	1.00	86.563	85.377	87.377	214.87	5113.90
121	2009.11.27 22:00	sell	61	1.00	86.563	87.563	85.563
122	2009.11.27 22:59	close at stop	61	1.00	86.482	87.563	85.563	93.66	5207.56