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=100; Lots=1; InitialStop=70; TrailingStop=20;
Bars in test	551	Ticks modelled	11401	Modelling quality	n/a
Mismatched charts errors	4
Initial deposit	10000.00
Total net profit	-1105.20	Gross profit	2495.21	Gross loss	-3600.41
Profit factor	0.69	Expected payoff	-18.12
Absolute drawdown	1798.53	Maximal drawdown	1908.94 (18.88%)	Relative drawdown	18.88% (1908.94)
Total trades	61	Short positions (won %)	30 (43.33%)	Long positions (won %)	31 (38.71%)
		Profit trades (% of total)	25 (40.98%)	Loss trades (% of total)	36 (59.02%)
Largest		profit trade	112.21	loss trade	-101.10
Average		profit trade	99.81	loss trade	-100.01
Maximum		consecutive wins (profit in money)	5 (538.09)	consecutive losses (loss in money)	8 (-795.44)
Maximal		consecutive profit (count of wins)	538.09 (5)	consecutive loss (count of losses)	-795.44 (8)
Average		consecutive wins	2	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.11.03 16:00	buy	1	1.00	90.453	90.363	90.553
2	2009.11.03 16:07	t/p	1	1.00	90.553	90.363	90.553	110.41	10110.41
3	2009.11.03 16:07	buy	2	1.00	90.596	90.506	90.696
4	2009.11.03 16:10	s/l	2	1.00	90.506	90.506	90.696	-99.47	10010.94
5	2009.11.03 16:10	buy	3	1.00	90.499	90.409	90.599
6	2009.11.03 16:15	s/l	3	1.00	90.409	90.409	90.599	-99.55	9911.39
7	2009.11.03 16:15	buy	4	1.00	90.426	90.336	90.526
8	2009.11.03 16:20	s/l	4	1.00	90.336	90.336	90.526	-99.66	9811.73
9	2009.11.03 16:20	buy	5	1.00	90.329	90.239	90.429
10	2009.11.03 17:20	s/l	5	1.00	90.239	90.239	90.429	-99.79	9711.94
11	2009.11.04 22:00	sell	6	1.00	90.584	90.674	90.504
12	2009.11.04 22:15	s/l	6	1.00	90.674	90.674	90.504	-99.26	9612.68
13	2009.11.04 22:15	sell	7	1.00	90.655	90.745	90.575
14	2009.11.04 22:45	s/l	7	1.00	90.745	90.745	90.575	-99.15	9513.53
15	2009.11.04 22:45	sell	8	1.00	90.750	90.840	90.670
16	2009.11.04 23:45	s/l	8	1.00	90.840	90.840	90.670	-99.06	9414.47
17	2009.11.05 15:00	buy	9	1.00	90.587	90.497	90.687
18	2009.11.05 15:32	s/l	9	1.00	90.497	90.497	90.687	-99.50	9314.97
19	2009.11.05 15:32	buy	10	1.00	90.469	90.379	90.569
20	2009.11.05 15:45	t/p	10	1.00	90.569	90.379	90.569	110.40	9425.37
21	2009.11.05 15:45	buy	11	1.00	90.600	90.510	90.700
22	2009.11.05 16:20	s/l	11	1.00	90.510	90.510	90.700	-99.48	9325.89
23	2009.11.06 15:00	sell	12	1.00	90.120	90.210	90.040
24	2009.11.06 15:02	s/l	12	1.00	90.210	90.210	90.040	-99.76	9226.13
25	2009.11.06 15:02	sell	13	1.00	90.196	90.286	90.116
26	2009.11.06 15:10	t/p	13	1.00	90.116	90.286	90.116	88.79	9314.92
27	2009.11.06 15:10	sell	14	1.00	90.081	90.171	90.001
28	2009.11.06 15:15	t/p	14	1.00	90.001	90.171	90.001	88.90	9403.82
29	2009.11.06 15:15	sell	15	1.00	89.967	90.057	89.887
30	2009.11.06 15:20	t/p	15	1.00	89.887	90.057	89.887	89.05	9492.87
31	2009.11.06 15:20	sell	16	1.00	89.814	89.904	89.734
32	2009.11.06 15:22	s/l	16	1.00	89.904	89.904	89.734	-100.10	9392.77
33	2009.11.06 15:22	sell	17	1.00	89.890	89.980	89.810
34	2009.11.06 15:27	s/l	17	1.00	89.980	89.980	89.810	-100.01	9292.76
35	2009.11.06 15:27	sell	18	1.00	89.967	90.057	89.887
36	2009.11.06 15:32	t/p	18	1.00	89.887	90.057	89.887	89.05	9381.81
37	2009.11.06 15:32	sell	19	1.00	89.818	89.908	89.738
38	2009.11.06 15:40	s/l	19	1.00	89.908	89.908	89.738	-100.04	9281.77
39	2009.11.06 15:40	sell	20	1.00	89.948	90.038	89.868
40	2009.11.06 15:45	s/l	20	1.00	90.038	90.038	89.868	-99.93	9181.84
41	2009.11.06 15:45	sell	21	1.00	90.046	90.136	89.966
42	2009.11.06 15:50	s/l	21	1.00	90.136	90.136	89.966	-99.81	9082.03
43	2009.11.06 15:50	sell	22	1.00	90.143	90.233	90.063
44	2009.11.06 15:57	t/p	22	1.00	90.063	90.233	90.063	88.86	9170.89
45	2009.11.06 15:57	sell	23	1.00	90.013	90.103	89.933
46	2009.11.06 16:02	s/l	23	1.00	90.103	90.103	89.933	-99.87	9071.02
47	2009.11.09 04:00	buy	24	1.00	90.212	90.122	90.312
48	2009.11.09 04:37	s/l	24	1.00	90.122	90.122	90.312	-99.87	8971.15
49	2009.11.09 04:37	buy	25	1.00	90.138	90.048	90.238
50	2009.11.09 05:20	s/l	25	1.00	90.048	90.048	90.238	-100.01	8871.14
51	2009.11.10 03:00	buy	26	1.00	90.027	89.937	90.127
52	2009.11.10 03:50	s/l	26	1.00	89.937	89.937	90.127	-100.10	8771.04
53	2009.11.10 03:50	buy	27	1.00	89.934	89.844	90.034
54	2009.11.10 06:40	s/l	27	1.00	89.844	89.844	90.034	-100.19	8670.85
55	2009.11.10 12:00	buy	28	1.00	90.122	90.032	90.222
56	2009.11.10 12:20	s/l	28	1.00	90.032	90.032	90.222	-99.97	8570.88
57	2009.11.10 12:20	buy	29	1.00	90.049	89.959	90.149
58	2009.11.10 12:37	t/p	29	1.00	90.149	89.959	90.149	110.92	8681.80
59	2009.11.10 12:37	buy	30	1.00	90.176	90.086	90.276
60	2009.11.10 12:45	s/l	30	1.00	90.086	90.086	90.276	-99.94	8581.86
61	2009.11.10 12:45	buy	31	1.00	90.077	89.987	90.177
62	2009.11.10 13:45	s/l	31	1.00	89.987	89.987	90.177	-100.09	8481.77
63	2009.11.12 03:00	sell	32	1.00	89.715	89.805	89.635
64	2009.11.12 03:16	s/l	32	1.00	89.805	89.805	89.635	-100.22	8381.55
65	2009.11.12 03:16	sell	33	1.00	89.785	89.875	89.705
66	2009.11.12 03:50	s/l	33	1.00	89.875	89.875	89.705	-100.12	8281.43
67	2009.11.12 03:50	sell	34	1.00	89.865	89.955	89.785
68	2009.11.12 04:50	t/p	34	1.00	89.785	89.955	89.785	89.11	8370.54
69	2009.11.12 09:00	sell	35	1.00	89.795	89.885	89.715
70	2009.11.12 09:32	t/p	35	1.00	89.715	89.885	89.715	89.22	8459.76
71	2009.11.12 09:32	sell	36	1.00	89.649	89.739	89.569
72	2009.11.12 09:45	s/l	36	1.00	89.739	89.739	89.569	-100.28	8359.48
73	2009.11.12 09:45	sell	37	1.00	89.729	89.819	89.649
74	2009.11.12 10:02	s/l	37	1.00	89.819	89.819	89.649	-100.20	8259.28
75	2009.11.12 14:00	buy	38	1.00	89.998	89.908	90.098
76	2009.11.12 14:15	t/p	38	1.00	90.098	89.908	90.098	110.99	8370.27
77	2009.11.12 14:15	buy	39	1.00	90.118	90.028	90.218
78	2009.11.12 14:45	t/p	39	1.00	90.218	90.028	90.218	110.84	8481.11
79	2009.11.12 14:45	buy	40	1.00	90.244	90.154	90.344
80	2009.11.12 14:59	s/l	40	1.00	90.154	90.154	90.344	-99.84	8381.27
81	2009.11.12 14:59	buy	41	1.00	90.162	90.072	90.262
82	2009.11.12 15:03	t/p	41	1.00	90.262	90.072	90.262	110.77	8492.04
83	2009.11.13 10:00	sell	42	1.00	90.156	90.246	90.076
84	2009.11.13 10:10	t/p	42	1.00	90.076	90.246	90.076	88.88	8580.92
85	2009.11.13 10:10	sell	43	1.00	89.992	90.082	89.912
86	2009.11.13 10:15	t/p	43	1.00	89.912	90.082	89.912	89.00	8669.92
87	2009.11.13 10:15	sell	44	1.00	89.864	89.954	89.784
88	2009.11.13 10:20	t/p	44	1.00	89.784	89.954	89.784	89.17	8759.09
89	2009.11.13 10:20	sell	45	1.00	89.692	89.782	89.612
90	2009.11.13 10:22	s/l	45	1.00	89.782	89.782	89.612	-100.22	8658.87
91	2009.11.13 10:22	sell	46	1.00	89.778	89.868	89.698
92	2009.11.13 10:27	s/l	46	1.00	89.868	89.868	89.698	-100.13	8558.74
93	2009.11.13 10:27	sell	47	1.00	89.864	89.954	89.784
94	2009.11.13 10:50	t/p	47	1.00	89.784	89.954	89.784	89.14	8647.88
95	2009.11.13 10:50	sell	48	1.00	89.719	89.809	89.639
96	2009.11.13 11:15	s/l	48	1.00	89.809	89.809	89.639	-100.21	8547.67
97	2009.11.17 13:00	buy	49	1.00	89.155	89.065	89.255
98	2009.11.17 13:10	t/p	49	1.00	89.255	89.065	89.255	112.03	8659.70
99	2009.11.17 13:10	buy	50	1.00	89.280	89.190	89.380
100	2009.11.17 13:20	t/p	50	1.00	89.380	89.190	89.380	111.84	8771.54
101	2009.11.17 13:20	buy	51	1.00	89.435	89.345	89.535
102	2009.11.17 13:27	s/l	51	1.00	89.345	89.345	89.535	-100.77	8670.77
103	2009.11.17 13:27	buy	52	1.00	89.331	89.241	89.431
104	2009.11.17 14:07	s/l	52	1.00	89.241	89.241	89.431	-100.86	8569.91
105	2009.11.18 03:00	buy	53	1.00	89.315	89.225	89.415
106	2009.11.18 04:59	s/l	53	1.00	89.225	89.225	89.415	-100.87	8469.04
107	2009.11.18 05:00	sell	54	1.00	89.232	89.322	89.152
108	2009.11.18 06:10	t/p	54	1.00	89.152	89.322	89.152	89.75	8558.79
109	2009.11.18 16:00	buy	55	1.00	89.255	89.165	89.355
110	2009.11.18 16:20	s/l	55	1.00	89.165	89.165	89.355	-100.98	8457.81
111	2009.11.18 16:20	buy	56	1.00	89.145	89.055	89.245
112	2009.11.18 16:50	t/p	56	1.00	89.245	89.055	89.245	112.02	8569.83
113	2009.11.18 16:50	buy	57	1.00	89.285	89.195	89.385
114	2009.11.18 17:45	t/p	57	1.00	89.385	89.195	89.385	111.87	8681.70
115	2009.11.19 03:00	sell	58	1.00	89.175	89.265	89.095
116	2009.11.19 04:50	t/p	58	1.00	89.095	89.265	89.095	89.79	8771.49
117	2009.11.20 14:00	buy	59	1.00	88.980	88.890	89.080
118	2009.11.20 15:20	t/p	59	1.00	89.080	88.890	89.080	112.20	8883.69
119	2009.11.23 17:00	buy	60	1.00	88.974	88.884	89.074
120	2009.11.23 17:45	t/p	60	1.00	89.074	88.884	89.074	112.21	8995.90
121	2009.11.23 17:45	buy	61	1.00	89.139	89.049	89.239
122	2009.11.23 20:45	s/l	61	1.00	89.049	89.049	89.239	-101.10	8894.80