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; TrailingStop=10; StopLoss=50; mm=1; Riskpercent=5; AccountIsMini=0; LiveTrading=0; DecreaseFactor=3; Margincutoff=800; Turnon=1; MaximumLosses=3; Stop=10; MAPeriod=120;
Bars in test	551	Ticks modelled	11401	Modelling quality	n/a
Mismatched charts errors	4
Initial deposit	10000.00
Total net profit	-421.40	Gross profit	322.78	Gross loss	-744.18
Profit factor	0.43	Expected payoff	-6.80
Absolute drawdown	421.40	Maximal drawdown	421.40 (4.21%)	Relative drawdown	4.21% (421.40)
Total trades	62	Short positions (won %)	9 (22.22%)	Long positions (won %)	53 (50.94%)
		Profit trades (% of total)	29 (46.77%)	Loss trades (% of total)	33 (53.23%)
Largest		profit trade	28.89	loss trade	-28.99
Average		profit trade	11.13	loss trade	-22.55
Maximum		consecutive wins (profit in money)	8 (114.42)	consecutive losses (loss in money)	6 (-84.39)
Maximal		consecutive profit (count of wins)	114.42 (8)	consecutive loss (count of losses)	-84.39 (6)
Average		consecutive wins	2	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.11.03 13:16	buy	1	0.50	90.256	90.206	90.306
2	2009.11.03 13:20	s/l	1	0.50	90.206	90.206	90.306	-27.71	9972.29
3	2009.11.03 13:23	buy	2	0.50	90.240	90.190	90.290
4	2009.11.03 13:26	s/l	2	0.50	90.190	90.190	90.290	-27.72	9944.57
5	2009.11.03 13:26	buy	3	0.20	90.238	90.188	90.288
6	2009.11.03 13:32	close	3	0.20	90.259	90.188	90.288	4.65	9949.22
7	2009.11.03 13:35	buy	4	0.50	90.263	90.213	90.313
8	2009.11.03 13:37	close	4	0.50	90.275	90.213	90.313	6.65	9955.87
9	2009.11.03 13:42	buy	5	0.50	90.247	90.197	90.297
10	2009.11.03 13:45	s/l	5	0.50	90.197	90.197	90.297	-27.73	9928.14
11	2009.11.04 00:07	sell	6	0.50	90.267	90.317	90.217
12	2009.11.04 00:10	s/l	6	0.50	90.317	90.317	90.217	-27.68	9900.46
13	2009.11.04 06:20	buy	7	0.20	90.309	90.259	90.359
14	2009.11.04 06:40	close	7	0.20	90.328	90.259	90.359	4.21	9904.67
15	2009.11.04 06:42	buy	8	0.50	90.340	90.290	90.390
16	2009.11.04 06:45	close	8	0.50	90.352	90.290	90.390	6.64	9911.31
17	2009.11.04 06:47	buy	9	0.50	90.364	90.314	90.414
18	2009.11.04 06:50	close	9	0.50	90.376	90.314	90.414	6.64	9917.95
19	2009.11.04 06:52	buy	10	0.50	90.380	90.330	90.430
20	2009.11.04 07:02	s/l	10	0.50	90.330	90.330	90.430	-27.68	9890.27
21	2009.11.04 16:16	sell	11	0.50	90.579	90.629	90.529
22	2009.11.04 16:20	s/l	11	0.50	90.629	90.629	90.529	-27.58	9862.69
23	2009.11.05 13:20	buy	12	0.20	90.460	90.410	90.510
24	2009.11.05 13:22	s/l	12	0.20	90.410	90.410	90.510	-11.06	9851.63
25	2009.11.05 13:22	buy	13	0.10	90.423	90.373	90.473
26	2009.11.05 13:27	s/l	13	0.10	90.373	90.373	90.473	-5.54	9846.09
27	2009.11.05 13:40	buy	14	0.10	90.415	90.365	90.465
28	2009.11.05 13:45	close	14	0.10	90.426	90.365	90.465	1.22	9847.31
29	2009.11.05 13:47	buy	15	0.50	90.436	90.386	90.486
30	2009.11.05 13:50	close	15	0.50	90.456	90.386	90.486	11.06	9858.37
31	2009.11.05 13:52	buy	16	0.50	90.456	90.406	90.506
32	2009.11.05 14:10	s/l	16	0.50	90.406	90.406	90.506	-27.65	9830.72
33	2009.11.06 02:50	sell	17	0.50	90.606	90.656	90.556
34	2009.11.06 02:57	s/l	17	0.50	90.656	90.656	90.556	-27.57	9803.15
35	2009.11.09 10:20	sell	18	0.20	90.027	90.077	89.977
36	2009.11.09 10:27	s/l	18	0.20	90.077	90.077	89.977	-11.10	9792.05
37	2009.11.09 10:50	sell	19	0.10	90.006	90.056	89.956
38	2009.11.09 10:57	s/l	19	0.10	90.056	90.056	89.956	-5.55	9786.50
39	2009.11.09 10:59	sell	20	0.10	90.015	90.065	89.965
40	2009.11.09 11:10	close	20	0.10	89.997	90.065	89.965	2.00	9788.50
41	2009.11.10 11:15	buy	21	0.50	89.969	89.919	90.019
42	2009.11.10 11:20	t/p	21	0.50	90.019	89.919	90.019	27.77	9816.27
43	2009.11.10 11:20	buy	22	0.50	90.040	89.990	90.090
44	2009.11.10 11:22	s/l	22	0.50	89.990	89.990	90.090	-27.78	9788.49
45	2009.11.10 11:22	buy	23	0.50	89.993	89.943	90.043
46	2009.11.10 11:27	s/l	23	0.50	89.943	89.943	90.043	-27.80	9760.69
47	2009.11.10 11:27	buy	24	0.20	89.945	89.895	89.995
48	2009.11.10 11:32	close	24	0.20	89.958	89.895	89.995	2.89	9763.58
49	2009.11.10 11:35	buy	25	0.50	89.999	89.949	90.049
50	2009.11.10 11:37	s/l	25	0.50	89.949	89.949	90.049	-27.80	9735.78
51	2009.11.11 07:10	buy	26	0.50	89.684	89.634	89.734
52	2009.11.11 07:15	close	26	0.50	89.730	89.634	89.734	25.63	9761.41
53	2009.11.11 07:17	buy	27	0.50	89.728	89.678	89.778
54	2009.11.11 07:20	t/p	27	0.50	89.778	89.678	89.778	27.84	9789.25
55	2009.11.11 07:20	buy	28	0.50	89.815	89.765	89.865
56	2009.11.11 07:22	s/l	28	0.50	89.765	89.765	89.865	-27.85	9761.40
57	2009.11.11 07:22	buy	29	0.50	89.771	89.721	89.821
58	2009.11.11 07:27	s/l	29	0.50	89.721	89.721	89.821	-27.86	9733.54
59	2009.11.11 07:27	buy	30	0.20	89.728	89.678	89.778
60	2009.11.11 07:27	close	30	0.20	89.744	89.678	89.778	3.57	9737.11
61	2009.11.11 07:30	buy	31	0.50	89.762	89.712	89.812
62	2009.11.11 07:32	s/l	31	0.50	89.712	89.712	89.812	-27.87	9709.24
63	2009.11.12 13:10	buy	32	0.50	89.831	89.781	89.881
64	2009.11.12 13:15	close	32	0.50	89.847	89.781	89.881	8.90	9718.14
65	2009.11.12 13:17	buy	33	0.50	89.855	89.805	89.905
66	2009.11.12 13:20	close	33	0.50	89.884	89.805	89.905	16.13	9734.27
67	2009.11.12 13:22	buy	34	0.50	89.880	89.830	89.930
68	2009.11.12 13:35	close	34	0.50	89.894	89.830	89.930	7.79	9742.06
69	2009.11.12 13:37	buy	35	0.50	89.895	89.845	89.945
70	2009.11.12 13:40	close	35	0.50	89.923	89.845	89.945	15.57	9757.63
71	2009.11.12 13:42	buy	36	0.50	89.934	89.884	89.984
72	2009.11.12 13:45	close	36	0.50	89.952	89.884	89.984	10.01	9767.64
73	2009.11.12 13:47	buy	37	0.50	89.962	89.912	90.012
74	2009.11.12 13:50	close	37	0.50	89.981	89.912	90.012	10.56	9778.20
75	2009.11.12 13:52	buy	38	0.50	89.982	89.932	90.032
76	2009.11.12 14:10	t/p	38	0.50	90.032	89.932	90.032	27.76	9805.96
77	2009.11.13 07:45	buy	39	0.50	90.373	90.323	90.423
78	2009.11.13 07:50	close	39	0.50	90.405	90.323	90.423	17.70	9823.66
79	2009.11.13 07:52	buy	40	0.50	90.391	90.341	90.441
80	2009.11.13 07:57	s/l	40	0.50	90.341	90.341	90.441	-27.67	9795.99
81	2009.11.13 07:57	buy	41	0.50	90.356	90.306	90.406
82	2009.11.13 07:59	close	41	0.50	90.370	90.306	90.406	7.75	9803.74
83	2009.11.17 05:50	buy	42	0.50	89.130	89.080	89.180
84	2009.11.17 05:57	s/l	42	0.50	89.080	89.080	89.180	-28.07	9775.67
85	2009.11.19 17:40	buy	43	0.50	88.997	88.947	89.047
86	2009.11.19 17:46	close	43	0.50	89.020	88.947	89.047	12.92	9788.59
87	2009.11.19 17:50	buy	44	0.50	89.012	88.962	89.062
88	2009.11.19 17:59	s/l	44	0.50	88.962	88.962	89.062	-28.10	9760.49
89	2009.11.19 17:59	buy	45	0.50	88.969	88.919	89.019
90	2009.11.19 18:15	s/l	45	0.50	88.919	88.919	89.019	-28.12	9732.37
91	2009.11.20 03:20	sell	46	0.20	88.880	88.930	88.830
92	2009.11.20 03:27	s/l	46	0.20	88.930	88.930	88.830	-11.24	9721.13
93	2009.11.20 03:33	sell	47	0.10	88.890	88.940	88.840
94	2009.11.20 03:46	close	47	0.10	88.855	88.940	88.840	3.94	9725.07
95	2009.11.20 03:50	sell	48	0.50	88.851	88.901	88.801
96	2009.11.20 04:16	s/l	48	0.50	88.901	88.901	88.801	-28.12	9696.95
97	2009.11.20 12:50	buy	49	0.50	88.919	88.869	88.969
98	2009.11.20 13:07	s/l	49	0.50	88.869	88.869	88.969	-28.13	9668.82
99	2009.11.23 04:02	buy	50	0.20	88.969	88.919	89.019
100	2009.11.23 04:15	s/l	50	0.20	88.919	88.919	89.019	-11.25	9657.57
101	2009.11.23 04:32	buy	51	0.10	88.962	88.912	89.012
102	2009.11.23 04:45	s/l	51	0.10	88.912	88.912	89.012	-5.62	9651.95
103	2009.11.23 09:20	buy	52	0.10	88.932	88.882	88.982
104	2009.11.23 09:22	s/l	52	0.10	88.882	88.882	88.982	-5.62	9646.33
105	2009.11.24 21:20	buy	53	0.10	88.597	88.547	88.647
106	2009.11.24 21:30	s/l	53	0.10	88.547	88.547	88.647	-5.65	9640.68
107	2009.11.25 00:15	buy	54	0.10	88.556	88.506	88.606
108	2009.11.25 00:40	close	54	0.10	88.567	88.506	88.606	1.24	9641.92
109	2009.11.25 00:42	buy	55	0.50	88.579	88.529	88.629
110	2009.11.25 00:45	close	55	0.50	88.589	88.529	88.629	5.64	9647.56
111	2009.11.25 00:47	buy	56	0.50	88.602	88.552	88.652
112	2009.11.25 00:50	close	56	0.50	88.612	88.552	88.652	5.64	9653.20
113	2009.11.25 00:52	buy	57	0.50	88.617	88.567	88.667
114	2009.11.25 01:15	s/l	57	0.50	88.567	88.567	88.667	-28.23	9624.97
115	2009.11.27 05:35	buy	58	0.50	86.298	86.248	86.348
116	2009.11.27 05:37	s/l	58	0.50	86.248	86.248	86.348	-28.99	9595.98
117	2009.11.27 05:40	buy	59	0.20	86.382	86.332	86.432
118	2009.11.27 05:45	t/p	59	0.20	86.432	86.332	86.432	11.57	9607.55
119	2009.11.27 05:45	buy	60	0.50	86.467	86.417	86.517
120	2009.11.27 05:50	t/p	60	0.50	86.517	86.417	86.517	28.89	9636.44
121	2009.11.27 05:50	buy	61	0.50	86.552	86.502	86.602
122	2009.11.27 05:52	s/l	61	0.50	86.502	86.502	86.602	-28.91	9607.53
123	2009.11.27 05:52	buy	62	0.50	86.495	86.445	86.545
124	2009.11.27 05:57	s/l	62	0.50	86.445	86.445	86.545	-28.93	9578.60