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=1; InitialStop=10; TrailingStop=10;
Bars in test	551	Ticks modelled	11401	Modelling quality	n/a
Mismatched charts errors	4
Initial deposit	10000.00
Total net profit	-4438.49	Gross profit	1873.92	Gross loss	-6312.41
Profit factor	0.30	Expected payoff	-123.29
Absolute drawdown	4622.47	Maximal drawdown	4843.86 (47.39%)	Relative drawdown	47.39% (4843.86)
Total trades	36	Short positions (won %)	28 (21.43%)	Long positions (won %)	8 (37.50%)
		Profit trades (% of total)	9 (25.00%)	Loss trades (% of total)	27 (75.00%)
Largest		profit trade	957.02	loss trade	-1427.45
Average		profit trade	208.21	loss trade	-233.79
Maximum		consecutive wins (profit in money)	2 (1074.48)	consecutive losses (loss in money)	8 (-1584.79)
Maximal		consecutive profit (count of wins)	1074.48 (2)	consecutive loss (count of losses)	-1921.31 (2)
Average		consecutive wins	1	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.11.03 09:00	sell	1	1.00	90.057	0.000	0.000
2	2009.11.03 16:00	close	1	1.00	90.454	0.000	0.000	-438.90	9561.10
3	2009.11.04 01:00	buy	2	1.00	90.446	0.000	0.000
4	2009.11.04 03:00	close	2	1.00	90.197	0.000	0.000	-276.06	9285.04
5	2009.11.04 08:00	buy	3	1.00	90.457	0.000	0.000
6	2009.11.04 21:00	close	3	1.00	90.798	0.000	0.000	375.56	9660.60
7	2009.11.05 10:00	sell	4	1.00	90.112	0.000	0.000
8	2009.11.05 15:00	close	4	1.00	90.588	0.000	0.000	-525.46	9135.14
9	2009.11.05 20:00	buy	5	1.00	90.677	0.000	0.000
10	2009.11.06 06:00	close	5	1.00	90.690	0.000	0.000	14.99	9150.13
11	2009.11.06 16:00	sell	6	1.00	90.038	0.000	0.000
12	2009.11.09 03:00	close	6	1.00	90.037	0.000	0.000	-0.21	9149.92
13	2009.11.09 17:00	sell	7	1.00	89.829	0.000	0.000
14	2009.11.09 19:00	close	7	1.00	90.020	0.000	0.000	-212.18	8937.74
15	2009.11.10 07:00	sell	8	1.00	89.766	0.000	0.000
16	2009.11.10 12:00	close	8	1.00	90.123	0.000	0.000	-396.13	8541.61
17	2009.11.10 15:00	sell	9	1.00	89.788	0.000	0.000
18	2009.11.10 15:02	close	9	1.00	89.835	0.000	0.000	-52.32	8489.29
19	2009.11.10 17:00	sell	10	1.00	89.766	0.000	0.000
20	2009.11.11 00:00	close	10	1.00	89.805	0.000	0.000	-44.75	8444.54
21	2009.11.11 01:00	sell	11	1.00	89.686	0.000	0.000
22	2009.11.11 09:00	close	11	1.00	90.029	0.000	0.000	-380.99	8063.55
23	2009.11.11 13:00	buy	12	1.00	89.984	0.000	0.000
24	2009.11.11 22:00	close	12	1.00	89.805	0.000	0.000	-199.32	7864.23
25	2009.11.12 11:00	sell	13	1.00	89.730	0.000	0.000
26	2009.11.12 14:00	close	13	1.00	89.999	0.000	0.000	-298.89	7565.34
27	2009.11.12 15:00	buy	14	1.00	90.166	0.000	0.000
28	2009.11.13 02:00	close	14	1.00	90.269	0.000	0.000	114.76	7680.10
29	2009.11.13 16:00	sell	15	1.00	89.670	0.000	0.000
30	2009.11.16 04:00	close	15	1.00	89.681	0.000	0.000	-13.59	7666.51
31	2009.11.16 10:00	sell	16	1.00	89.455	0.000	0.000
32	2009.11.16 10:02	close	16	1.00	89.456	0.000	0.000	-1.12	7665.39
33	2009.11.16 11:02	sell	17	1.00	89.370	0.000	0.000
34	2009.11.16 11:05	close	17	1.00	89.403	0.000	0.000	-36.91	7628.48
35	2009.11.16 12:05	sell	18	1.00	89.503	0.000	0.000
36	2009.11.16 12:07	close	18	1.00	89.501	0.000	0.000	2.23	7630.71
37	2009.11.16 15:00	sell	19	1.00	89.410	0.000	0.000
38	2009.11.16 15:02	close	19	1.00	89.437	0.000	0.000	-30.19	7600.52
39	2009.11.16 16:02	sell	20	1.00	89.436	0.000	0.000
40	2009.11.16 16:05	close	20	1.00	89.448	0.000	0.000	-13.42	7587.10
41	2009.11.16 17:05	sell	21	1.00	89.299	0.000	0.000
42	2009.11.17 04:00	close	21	1.00	89.082	0.000	0.000	242.28	7829.38
43	2009.11.17 09:00	sell	22	1.00	88.845	0.000	0.000
44	2009.11.17 09:02	close	22	1.00	88.878	0.000	0.000	-37.13	7792.25
45	2009.11.17 10:03	sell	23	1.00	88.882	0.000	0.000
46	2009.11.17 11:00	close	23	1.00	89.031	0.000	0.000	-167.36	7624.89
47	2009.11.18 11:00	sell	24	1.00	89.020	0.000	0.000
48	2009.11.18 16:00	close	24	1.00	89.256	0.000	0.000	-264.41	7360.48
49	2009.11.18 18:00	buy	25	1.00	89.381	0.000	0.000
50	2009.11.19 03:00	close	25	1.00	89.175	0.000	0.000	-229.03	7131.45
51	2009.11.19 11:00	sell	26	1.00	88.945	0.000	0.000
52	2009.11.19 20:00	close	26	1.00	88.940	0.000	0.000	5.62	7137.07
53	2009.11.20 08:00	sell	27	1.00	88.765	0.000	0.000
54	2009.11.20 13:00	close	27	1.00	88.906	0.000	0.000	-158.59	6978.48
55	2009.11.23 07:00	sell	28	1.00	88.825	0.000	0.000
56	2009.11.23 15:00	close	28	1.00	88.847	0.000	0.000	-24.76	6953.72
57	2009.11.23 18:00	buy	29	1.00	89.155	0.000	0.000
58	2009.11.24 02:00	close	29	1.00	88.839	0.000	0.000	-355.04	6598.68
59	2009.11.24 09:00	sell	30	1.00	88.644	0.000	0.000
60	2009.11.24 22:00	close	30	1.00	88.540	0.000	0.000	117.46	6716.14
61	2009.11.25 03:00	sell	31	1.00	88.251	0.000	0.000
62	2009.11.26 02:00	close	31	1.00	87.411	0.000	0.000	957.02	7673.16
63	2009.11.26 04:00	sell	32	1.00	87.194	0.000	0.000
64	2009.11.26 04:02	close	32	1.00	87.302	0.000	0.000	-123.71	7549.45
65	2009.11.26 05:03	sell	33	1.00	86.678	0.000	0.000
66	2009.11.26 12:00	close	33	1.00	86.774	0.000	0.000	-110.63	7438.82
67	2009.11.27 00:00	sell	34	1.00	86.399	0.000	0.000
68	2009.11.27 00:02	close	34	1.00	86.361	0.000	0.000	44.00	7482.82
69	2009.11.27 01:02	sell	35	1.00	85.145	0.000	0.000
70	2009.11.27 06:00	close	35	1.00	86.378	0.000	0.000	-1427.45	6055.37
71	2009.11.27 18:00	buy	36	1.00	86.889	0.000	0.000
72	2009.11.27 22:59	close at stop	36	1.00	86.462	0.000	0.000	-493.86	5561.51