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		TakeProfit=50; Lots=0.1; InitialStop=10; TrailingStop=10; SetHour=13;
Bars in test	551	Ticks modelled	11401	Modelling quality	n/a
Mismatched charts errors	4
Initial deposit	10000.00
Total net profit	-30.88	Gross profit	88.45	Gross loss	-119.33
Profit factor	0.74	Expected payoff	-1.10
Absolute drawdown	48.22	Maximal drawdown	104.06 (1.03%)	Relative drawdown	1.03% (104.06)
Total trades	28	Short positions (won %)	0 (0.00%)	Long positions (won %)	28 (60.71%)
		Profit trades (% of total)	17 (60.71%)	Loss trades (% of total)	11 (39.29%)
Largest		profit trade	14.51	loss trade	-21.83
Average		profit trade	5.20	loss trade	-10.85
Maximum		consecutive wins (profit in money)	5 (47.28)	consecutive losses (loss in money)	3 (-46.57)
Maximal		consecutive profit (count of wins)	47.28 (5)	consecutive loss (count of losses)	-46.57 (3)
Average		consecutive wins	3	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.11.03 13:00	buy	1	0.10	90.078	89.997	90.181
2	2009.11.03 13:10	t/p	1	0.10	90.181	89.997	90.181	11.42	10011.42
3	2009.11.03 13:50	buy	2	0.10	90.119	89.997	90.181
4	2009.11.03 14:05	t/p	2	0.10	90.181	89.997	90.181	6.88	10018.30
5	2009.11.04 13:00	buy	3	0.10	90.855	90.735	90.987
6	2009.11.04 14:07	t/p	3	0.10	90.987	90.735	90.987	14.51	10032.81
7	2009.11.05 13:02	buy	4	0.10	90.275	90.217	90.396
8	2009.11.05 13:20	t/p	4	0.10	90.396	90.217	90.396	13.37	10046.18
9	2009.11.05 13:27	buy	5	0.10	90.386	90.217	90.396
10	2009.11.05 13:45	t/p	5	0.10	90.396	90.217	90.396	1.10	10047.28
11	2009.11.06 13:00	buy	6	0.10	90.691	90.547	90.716
12	2009.11.06 13:40	s/l	6	0.10	90.547	90.547	90.716	-15.90	10031.38
13	2009.11.06 13:43	buy	7	0.10	90.627	90.547	90.716
14	2009.11.06 14:10	t/p	7	0.10	90.716	90.547	90.716	9.80	10041.18
15	2009.11.09 13:00	buy	8	0.10	89.899	89.834	89.940
16	2009.11.09 13:20	t/p	8	0.10	89.940	89.834	89.940	4.56	10045.74
17	2009.11.09 13:50	buy	9	0.10	89.925	89.834	89.940
18	2009.11.09 14:02	t/p	9	0.10	89.940	89.834	89.940	1.67	10047.41
19	2009.11.10 13:02	buy	10	0.10	90.043	89.990	90.174
20	2009.11.10 13:45	s/l	10	0.10	89.990	89.990	90.174	-5.90	10041.51
21	2009.11.11 13:00	buy	11	0.10	89.983	89.865	89.995
22	2009.11.11 14:15	s/l	11	0.10	89.865	89.865	89.995	-13.13	10028.38
23	2009.11.12 13:00	buy	12	0.10	89.775	89.715	89.839
24	2009.11.12 13:15	t/p	12	0.10	89.839	89.715	89.839	7.12	10035.50
25	2009.11.13 13:00	buy	13	0.10	89.793	89.742	89.865
26	2009.11.13 13:20	s/l	13	0.10	89.742	89.742	89.865	-5.69	10029.81
27	2009.11.13 13:40	buy	14	0.10	89.804	89.742	89.865
28	2009.11.13 14:20	s/l	14	0.10	89.742	89.742	89.865	-6.91	10022.90
29	2009.11.16 13:03	buy	15	0.10	89.585	89.470	89.630
30	2009.11.16 14:20	s/l	15	0.10	89.470	89.470	89.630	-12.85	10010.05
31	2009.11.17 13:07	buy	16	0.10	89.150	89.020	89.160
32	2009.11.17 13:10	t/p	16	0.10	89.160	89.020	89.160	1.12	10011.17
33	2009.11.18 13:00	buy	17	0.10	89.125	89.045	89.140
34	2009.11.18 13:03	t/p	17	0.10	89.140	89.045	89.140	1.68	10012.85
35	2009.11.18 13:20	buy	18	0.10	89.129	89.045	89.140
36	2009.11.18 13:50	t/p	18	0.10	89.140	89.045	89.140	1.24	10014.09
37	2009.11.19 13:00	buy	19	0.10	88.935	88.875	89.050
38	2009.11.19 13:15	s/l	19	0.10	88.875	88.875	89.050	-6.75	10007.34
39	2009.11.19 13:50	buy	20	0.10	88.925	88.875	89.050
40	2009.11.19 14:10	s/l	20	0.10	88.875	88.875	89.050	-5.63	10001.71
41	2009.11.20 13:02	buy	21	0.10	88.902	88.815	88.914
42	2009.11.20 13:10	t/p	21	0.10	88.914	88.815	88.914	1.35	10003.06
43	2009.11.23 13:00	buy	22	0.10	88.853	88.795	88.879
44	2009.11.23 14:20	t/p	22	0.10	88.879	88.795	88.879	2.93	10005.99
45	2009.11.24 13:00	buy	23	0.10	88.678	88.603	88.708
46	2009.11.24 13:45	s/l	23	0.10	88.603	88.603	88.708	-8.46	9997.53
47	2009.11.25 13:00	buy	24	0.10	87.736	87.545	87.800
48	2009.11.25 14:15	s/l	24	0.10	87.545	87.545	87.800	-21.83	9975.70
49	2009.11.26 13:00	buy	25	0.10	86.785	86.644	86.839
50	2009.11.26 13:50	s/l	25	0.10	86.644	86.644	86.839	-16.28	9959.42
51	2009.11.27 13:00	buy	26	0.10	86.506	86.267	86.555
52	2009.11.27 13:15	t/p	26	0.10	86.555	86.267	86.555	5.66	9965.08
53	2009.11.27 13:27	buy	27	0.10	86.537	86.267	86.555
54	2009.11.27 13:32	t/p	27	0.10	86.555	86.267	86.555	2.08	9967.16
55	2009.11.27 13:40	buy	28	0.10	86.538	86.267	86.555
56	2009.11.27 14:10	t/p	28	0.10	86.555	86.267	86.555	1.96	9969.12