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		MAPeriod=60; TrailingStop=8; TakeProfit=55; InitialStopLoss=0; FridayNightHour=22;
Bars in test	551	Ticks modelled	11401	Modelling quality	n/a
Mismatched charts errors	4
Initial deposit	10000.00
Total net profit	-837.35	Gross profit	3046.45	Gross loss	-3883.80
Profit factor	0.78	Expected payoff	-16.42
Absolute drawdown	2874.80	Maximal drawdown	5947.96 (45.50%)	Relative drawdown	45.50% (5947.96)
Total trades	51	Short positions (won %)	26 (100.00%)	Long positions (won %)	25 (96.00%)
		Profit trades (% of total)	50 (98.04%)	Loss trades (% of total)	1 (1.96%)
Largest		profit trade	63.12	loss trade	-3883.80
Average		profit trade	60.93	loss trade	-3883.80
Maximum		consecutive wins (profit in money)	50 (3046.45)	consecutive losses (loss in money)	1 (-3883.80)
Maximal		consecutive profit (count of wins)	3046.45 (50)	consecutive loss (count of losses)	-3883.80 (1)
Average		consecutive wins	50	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.11.03 02:00	sell	1	1.00	90.453	0.000	90.398
2	2009.11.03 02:10	t/p	1	1.00	90.398	0.000	90.398	60.88	10060.88
3	2009.11.03 03:00	sell	2	1.00	90.366	0.000	90.311
4	2009.11.03 03:20	t/p	2	1.00	90.311	0.000	90.311	60.92	10121.80
5	2009.11.03 04:00	sell	3	1.00	90.325	0.000	90.270
6	2009.11.03 04:20	t/p	3	1.00	90.270	0.000	90.270	60.96	10182.76
7	2009.11.03 06:00	buy	4	1.00	90.206	0.000	90.261
8	2009.11.03 06:20	t/p	4	1.00	90.261	0.000	90.261	60.92	10243.68
9	2009.11.03 07:00	buy	5	1.00	90.288	0.000	90.343
10	2009.11.03 15:16	t/p	5	1.00	90.343	0.000	90.343	60.88	10304.56
11	2009.11.03 17:00	sell	6	1.00	90.325	0.000	90.270
12	2009.11.03 17:15	t/p	6	1.00	90.270	0.000	90.270	60.93	10365.49
13	2009.11.03 18:00	sell	7	1.00	90.297	0.000	90.242
14	2009.11.03 18:20	t/p	7	1.00	90.242	0.000	90.242	60.96	10426.45
15	2009.11.03 19:00	sell	8	1.00	90.297	0.000	90.242
16	2009.11.03 19:32	t/p	8	1.00	90.242	0.000	90.242	60.95	10487.40
17	2009.11.03 20:00	sell	9	1.00	90.330	0.000	90.275
18	2009.11.03 20:20	t/p	9	1.00	90.275	0.000	90.275	60.95	10548.35
19	2009.11.03 21:00	sell	10	1.00	90.320	0.000	90.265
20	2009.11.04 01:35	t/p	10	1.00	90.265	0.000	90.265	59.62	10607.97
21	2009.11.04 02:00	buy	11	1.00	90.139	0.000	90.194
22	2009.11.04 02:20	t/p	11	1.00	90.194	0.000	90.194	60.97	10668.94
23	2009.11.04 03:00	buy	12	1.00	90.217	0.000	90.272
24	2009.11.04 04:32	t/p	12	1.00	90.272	0.000	90.272	60.92	10729.86
25	2009.11.04 05:00	buy	13	1.00	90.268	0.000	90.323
26	2009.11.04 06:40	t/p	13	1.00	90.323	0.000	90.323	60.88	10790.74
27	2009.11.04 08:00	sell	14	1.00	90.436	0.000	90.381
28	2009.11.05 04:32	t/p	14	1.00	90.381	0.000	90.381	56.92	10847.66
29	2009.11.05 05:00	buy	15	1.00	90.428	0.000	90.483
30	2009.11.05 06:45	t/p	15	1.00	90.483	0.000	90.483	60.77	10908.43
31	2009.11.05 07:00	buy	16	1.00	90.470	0.000	90.525
32	2009.11.05 14:45	t/p	16	1.00	90.525	0.000	90.525	60.75	10969.18
33	2009.11.05 15:00	sell	17	1.00	90.567	0.000	90.512
34	2009.11.05 15:32	t/p	17	1.00	90.512	0.000	90.512	60.79	11029.97
35	2009.11.05 16:00	sell	18	1.00	90.596	0.000	90.541
36	2009.11.05 16:20	t/p	18	1.00	90.541	0.000	90.541	60.78	11090.75
37	2009.11.05 17:00	sell	19	1.00	90.575	0.000	90.520
38	2009.11.05 17:20	t/p	19	1.00	90.520	0.000	90.520	60.77	11151.52
39	2009.11.05 18:00	sell	20	1.00	90.449	0.000	90.394
40	2009.11.06 14:40	t/p	20	1.00	90.394	0.000	90.394	59.58	11211.10
41	2009.11.06 15:00	buy	21	1.00	90.140	0.000	90.195
42	2009.11.06 15:02	t/p	21	1.00	90.195	0.000	90.195	60.98	11272.08
43	2009.11.06 16:00	buy	22	1.00	90.058	0.000	90.113
44	2009.11.06 16:07	t/p	22	1.00	90.113	0.000	90.113	61.01	11333.09
45	2009.11.06 17:00	buy	23	1.00	89.861	0.000	89.916
46	2009.11.06 17:50	t/p	23	1.00	89.916	0.000	89.916	61.16	11394.25
47	2009.11.06 18:00	buy	24	1.00	89.877	0.000	89.932
48	2009.11.06 18:07	t/p	24	1.00	89.932	0.000	89.932	61.16	11455.41
49	2009.11.06 19:00	buy	25	1.00	89.838	0.000	89.893
50	2009.11.06 20:45	t/p	25	1.00	89.893	0.000	89.893	61.16	11516.57
51	2009.11.06 21:00	buy	26	1.00	89.984	0.000	90.039
52	2009.11.09 02:40	t/p	26	1.00	90.039	0.000	90.039	61.74	11578.31
53	2009.11.09 04:00	sell	27	1.00	90.192	0.000	90.137
54	2009.11.09 05:10	t/p	27	1.00	90.137	0.000	90.137	61.02	11639.33
55	2009.11.09 06:00	sell	28	1.00	90.102	0.000	90.047
56	2009.11.09 07:20	t/p	28	1.00	90.047	0.000	90.047	61.10	11700.43
57	2009.11.09 08:00	sell	29	1.00	90.063	0.000	90.008
58	2009.11.09 11:10	t/p	29	1.00	90.008	0.000	90.008	61.12	11761.55
59	2009.11.09 13:00	buy	30	1.00	89.899	0.000	89.954
60	2009.11.09 13:20	t/p	30	1.00	89.954	0.000	89.954	61.15	11822.70
61	2009.11.09 14:00	buy	31	1.00	89.944	0.000	89.999
62	2009.11.09 14:02	t/p	31	1.00	89.999	0.000	89.999	61.10	11883.80
63	2009.11.09 15:00	buy	32	1.00	89.876	0.000	89.931
64	2009.11.09 18:20	t/p	32	1.00	89.931	0.000	89.931	61.15	11944.95
65	2009.11.09 22:00	sell	33	1.00	89.997	0.000	89.942
66	2009.11.09 22:59	t/p	33	1.00	89.942	0.000	89.942	61.16	12006.11
67	2009.11.09 23:00	sell	34	1.00	89.908	0.000	89.853
68	2009.11.10 00:46	t/p	34	1.00	89.853	0.000	89.853	59.91	12066.02
69	2009.11.10 02:00	sell	35	1.00	89.974	0.000	89.919
70	2009.11.10 04:50	t/p	35	1.00	89.919	0.000	89.919	61.17	12127.19
71	2009.11.10 07:00	buy	36	1.00	89.786	0.000	89.841
72	2009.11.10 07:20	t/p	36	1.00	89.841	0.000	89.841	61.20	12188.39
73	2009.11.10 08:00	buy	37	1.00	89.869	0.000	89.924
74	2009.11.10 11:15	t/p	37	1.00	89.924	0.000	89.924	61.15	12249.54
75	2009.11.10 13:00	sell	38	1.00	90.014	0.000	89.959
76	2009.11.10 13:45	t/p	38	1.00	89.959	0.000	89.959	61.15	12310.69
77	2009.11.10 15:00	buy	39	1.00	89.808	0.000	89.863
78	2009.11.10 15:50	t/p	39	1.00	89.863	0.000	89.863	61.20	12371.89
79	2009.11.10 16:00	buy	40	1.00	89.850	0.000	89.905
80	2009.11.11 08:20	t/p	40	1.00	89.905	0.000	89.905	61.81	12433.70
81	2009.11.11 09:00	sell	41	1.00	90.008	0.000	89.953
82	2009.11.11 09:15	t/p	41	1.00	89.953	0.000	89.953	61.18	12494.88
83	2009.11.11 10:00	sell	42	1.00	89.844	0.000	89.789
84	2009.11.11 15:03	t/p	42	1.00	89.789	0.000	89.789	61.26	12556.14
85	2009.11.11 16:00	sell	43	1.00	89.892	0.000	89.837
86	2009.11.11 16:50	t/p	43	1.00	89.837	0.000	89.837	61.22	12617.36
87	2009.11.11 20:00	buy	44	1.00	89.865	0.000	89.920
88	2009.11.12 00:10	t/p	44	1.00	89.920	0.000	89.920	63.12	12680.48
89	2009.11.12 01:00	sell	45	1.00	89.915	0.000	89.860
90	2009.11.12 01:50	t/p	45	1.00	89.860	0.000	89.860	61.21	12741.69
91	2009.11.12 02:00	sell	46	1.00	89.847	0.000	89.792
92	2009.11.12 02:20	t/p	46	1.00	89.792	0.000	89.792	61.26	12802.95
93	2009.11.12 03:00	buy	47	1.00	89.735	0.000	89.790
94	2009.11.12 03:40	t/p	47	1.00	89.790	0.000	89.790	61.26	12864.21
95	2009.11.12 04:00	buy	48	1.00	89.865	0.000	89.920
96	2009.11.12 13:40	t/p	48	1.00	89.920	0.000	89.920	61.16	12925.37
97	2009.11.12 14:00	sell	49	1.00	89.978	0.000	89.923
98	2009.11.13 10:15	t/p	49	1.00	89.923	0.000	89.923	59.87	12985.24
99	2009.11.13 11:00	buy	50	1.00	89.802	0.000	89.857
100	2009.11.13 11:32	t/p	50	1.00	89.857	0.000	89.857	61.21	13046.45
101	2009.11.13 12:00	buy	51	1.00	89.828	0.000	89.883
102	2009.11.27 22:59	close at stop	51	1.00	86.462	0.000	89.883	-3883.80	9162.65