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=0; TakeProfit=0; InitialStopLoss=0; FridayNightHour=16;
Bars in test	551	Ticks modelled	11401	Modelling quality	n/a
Mismatched charts errors	4
Initial deposit	10000.00
Total net profit	1439.87	Gross profit	4323.36	Gross loss	-2883.49
Profit factor	1.50	Expected payoff	75.78
Absolute drawdown	1724.99	Maximal drawdown	1761.37 (13.46%)	Relative drawdown	17.34% (1736.05)
Total trades	19	Short positions (won %)	13 (38.46%)	Long positions (won %)	6 (16.67%)
		Profit trades (% of total)	6 (31.58%)	Loss trades (% of total)	13 (68.42%)
Largest		profit trade	2652.07	loss trade	-395.02
Average		profit trade	720.56	loss trade	-221.81
Maximum		consecutive wins (profit in money)	2 (844.69)	consecutive losses (loss in money)	5 (-1248.97)
Maximal		consecutive profit (count of wins)	2652.07 (1)	consecutive loss (count of losses)	-1248.97 (5)
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	0.000	0.000
2	2009.11.03 06:00	close	1	1.00	90.186	0.000	0.000	-318.23	9681.77
3	2009.11.03 06:00	sell	2	1.00	90.186	0.000	0.000
4	2009.11.03 14:00	close	2	1.00	90.190	0.000	0.000	-4.44	9677.33
5	2009.11.04 02:00	sell	3	1.00	90.119	0.000	0.000
6	2009.11.04 07:00	close	3	1.00	90.380	0.000	0.000	-288.78	9388.55
7	2009.11.06 15:00	sell	4	1.00	90.120	0.000	0.000
8	2009.11.09 02:00	close	4	1.00	89.945	0.000	0.000	193.24	9581.79
9	2009.11.10 02:00	buy	5	1.00	89.994	0.000	0.000
10	2009.11.10 07:00	close	5	1.00	89.766	0.000	0.000	-253.99	9327.80
11	2009.11.10 07:00	sell	6	1.00	89.766	0.000	0.000
12	2009.11.10 12:00	close	6	1.00	90.122	0.000	0.000	-395.02	8932.78
13	2009.11.10 15:00	sell	7	1.00	89.788	0.000	0.000
14	2009.11.11 08:00	close	7	1.00	89.823	0.000	0.000	-40.29	8892.49
15	2009.11.12 01:00	buy	8	1.00	89.935	0.000	0.000
16	2009.11.12 03:00	close	8	1.00	89.715	0.000	0.000	-245.22	8647.27
17	2009.11.12 03:00	sell	9	1.00	89.715	0.000	0.000
18	2009.11.12 14:00	close	9	1.00	89.998	0.000	0.000	-314.45	8332.82
19	2009.11.12 14:00	buy	10	1.00	89.998	0.000	0.000
20	2009.11.13 01:00	close	10	1.00	90.282	0.000	0.000	315.23	8648.05
21	2009.11.13 10:00	sell	11	1.00	90.156	0.000	0.000
22	2009.11.16 04:00	close	11	1.00	89.680	0.000	0.000	529.46	9177.51
23	2009.11.16 04:00	buy	12	1.00	89.680	0.000	0.000
24	2009.11.16 10:00	close	12	1.00	89.455	0.000	0.000	-251.52	8925.99
25	2009.11.16 10:00	sell	13	1.00	89.455	0.000	0.000
26	2009.11.16 13:00	close	13	1.00	89.625	0.000	0.000	-189.68	8736.31
27	2009.11.16 15:00	sell	14	1.00	89.410	0.000	0.000
28	2009.11.17 04:00	close	14	1.00	89.081	0.000	0.000	368.01	9104.32
29	2009.11.17 09:00	sell	15	1.00	88.845	0.000	0.000
30	2009.11.17 11:00	close	15	1.00	89.030	0.000	0.000	-207.80	8896.52
31	2009.11.19 03:00	sell	16	1.00	89.175	0.000	0.000
32	2009.11.19 20:00	close	16	1.00	88.939	0.000	0.000	265.35	9161.87
33	2009.11.23 00:00	sell	17	1.00	88.818	0.000	0.000
34	2009.11.23 10:00	close	17	1.00	88.998	0.000	0.000	-202.25	8959.62
35	2009.11.25 01:00	buy	18	1.00	88.618	0.000	0.000
36	2009.11.25 02:00	close	18	1.00	88.466	0.000	0.000	-171.82	8787.80
37	2009.11.25 02:00	sell	19	1.00	88.466	0.000	0.000
38	2009.11.27 02:00	close	19	1.00	86.176	0.000	0.000	2652.07	11439.87