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		AlertsOn=false; MultiPositions=false; ProfitToMoveSL=40; PositiveSL=10; SL_Offset=0; TP_Offset=0; Comments=true; TrendLine=true; TrendLineStyle=0; TrendLineWidth=1; UpperTrendLineColour=LimeGreen; LowerTrendLineColour=Red; ProjectionLines=true; ProjectionLinesStyle=2; ProjectionLinesWidth=1; UpperProjectionLineColour=LimeGreen; LowerProjectionLineColour=Red; HorizontLine=true; Lots=0.1; MaximumRisk=0.02; DecreaseFactor=3;
Bars in test	551	Ticks modelled	11401	Modelling quality	n/a
Mismatched charts errors	4
Initial deposit	10000.00
Total net profit	20.41	Gross profit	467.50	Gross loss	-447.09
Profit factor	1.05	Expected payoff	1.02
Absolute drawdown	80.27	Maximal drawdown	279.31 (2.74%)	Relative drawdown	2.74% (279.31)
Total trades	20	Short positions (won %)	8 (62.50%)	Long positions (won %)	12 (25.00%)
		Profit trades (% of total)	8 (40.00%)	Loss trades (% of total)	12 (60.00%)
Largest		profit trade	162.34	loss trade	-59.28
Average		profit trade	58.44	loss trade	-37.26
Maximum		consecutive wins (profit in money)	2 (66.00)	consecutive losses (loss in money)	3 (-82.63)
Maximal		consecutive profit (count of wins)	162.34 (1)	consecutive loss (count of losses)	-104.81 (2)
Average		consecutive wins	1	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.11.03 04:00	sell	1	0.20	90.325	90.590	89.601
2	2009.11.03 08:00	modify	1	0.20	90.325	90.315	89.601
3	2009.11.03 08:00	modify	1	0.20	90.325	90.468	89.479
4	2009.11.03 12:00	modify	1	0.20	90.325	90.315	89.479
5	2009.11.03 15:10	s/l	1	0.20	90.315	90.315	89.479	2.21	10002.21
6	2009.11.03 16:00	buy	2	0.20	90.453	90.304	90.742
7	2009.11.03 17:10	s/l	2	0.20	90.304	90.304	90.742	-33.01	9969.20
8	2009.11.04 08:00	buy	3	0.20	90.456	90.307	90.745
9	2009.11.04 09:40	t/p	3	0.20	90.745	90.307	90.745	63.67	10032.87
10	2009.11.05 20:00	buy	4	0.20	90.676	90.527	90.965
11	2009.11.06 00:00	modify	4	0.20	90.676	90.686	90.965
12	2009.11.06 01:20	s/l	4	0.20	90.686	90.686	90.965	2.33	10035.20
13	2009.11.06 08:00	sell	5	0.20	90.510	90.775	89.786
14	2009.11.06 12:00	buy	6	0.20	90.610	90.461	90.899
15	2009.11.06 14:26	s/l	6	0.20	90.461	90.461	90.899	-32.97	10002.23
16	2009.11.06 16:00	modify	5	0.20	90.510	90.500	89.786
17	2009.11.06 16:00	modify	5	0.20	90.510	90.303	89.314
18	2009.11.09 08:00	buy	7	0.20	90.083	89.934	90.372
19	2009.11.09 11:15	s/l	7	0.20	89.934	89.934	90.372	-33.14	9969.09
20	2009.11.09 16:00	modify	5	0.20	90.510	90.110	89.121
21	2009.11.09 20:00	buy	8	0.10	89.973	89.824	90.262
22	2009.11.10 00:46	s/l	8	0.10	89.824	89.824	90.262	-16.52	9952.57
23	2009.11.10 08:00	modify	5	0.20	90.510	90.114	89.125
24	2009.11.10 11:45	s/l	5	0.20	90.114	90.114	89.125	87.34	10039.91
25	2009.11.10 12:00	buy	9	0.20	90.122	89.973	90.411
26	2009.11.10 13:45	s/l	9	0.20	89.973	89.973	90.411	-33.14	10006.77
27	2009.11.10 20:00	buy	10	0.20	89.772	89.623	90.061
28	2009.11.11 01:10	s/l	10	0.20	89.623	89.623	90.061	-33.13	9973.64
29	2009.11.12 16:00	buy	11	0.10	90.315	90.166	90.604
30	2009.11.12 20:00	modify	11	0.10	90.315	90.325	90.604
31	2009.11.12 20:50	s/l	11	0.10	90.325	90.325	90.604	1.10	9974.74
32	2009.11.13 12:00	sell	12	0.20	89.808	90.073	89.084
33	2009.11.13 16:00	modify	12	0.20	89.808	89.798	89.084
34	2009.11.16 04:00	buy	13	0.20	89.680	89.531	89.969
35	2009.11.16 07:15	s/l	13	0.20	89.531	89.531	89.969	-33.29	9941.45
36	2009.11.16 19:59	t/p	12	0.20	89.084	89.798	89.084	162.34	10103.79
37	2009.11.18 04:00	buy	14	0.20	89.295	89.146	89.584
38	2009.11.18 05:20	s/l	14	0.20	89.146	89.146	89.584	-33.43	10070.36
39	2009.11.18 12:00	sell	15	0.20	89.110	89.375	88.386
40	2009.11.18 17:45	s/l	15	0.20	89.375	89.375	88.386	-59.28	10011.08
41	2009.11.19 04:00	sell	16	0.10	89.185	89.450	88.461
42	2009.11.19 08:00	modify	16	0.10	89.185	89.175	88.461
43	2009.11.19 16:00	modify	16	0.10	89.185	88.973	87.984
44	2009.11.19 17:40	s/l	16	0.10	88.973	88.973	87.984	23.82	10034.90
45	2009.11.20 04:00	sell	17	0.20	88.823	89.088	88.099
46	2009.11.20 08:00	modify	17	0.20	88.823	89.030	88.041
47	2009.11.20 13:20	s/l	17	0.20	89.030	89.030	88.041	-46.48	9988.42
48	2009.11.23 00:00	sell	18	0.20	88.818	89.083	88.094
49	2009.11.23 08:00	modify	18	0.20	88.818	89.078	88.089
50	2009.11.23 17:45	s/l	18	0.20	89.078	89.078	88.089	-58.33	9930.09
51	2009.11.24 08:00	sell	19	0.10	88.683	88.948	87.959
52	2009.11.24 16:00	modify	19	0.10	88.683	88.673	87.959
53	2009.11.25 04:00	modify	19	0.10	88.683	88.579	87.590
54	2009.11.25 10:20	t/p	19	0.10	87.590	88.579	87.590	124.69	10054.78
55	2009.11.27 16:00	buy	20	0.20	86.896	86.747	87.185
56	2009.11.27 16:20	s/l	20	0.20	86.747	86.747	87.185	-34.37	10020.41