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		Lots=1; TakeProfit=50; Stoploss=25; TrailingStop=20; Slippage=5;
Bars in test	551	Ticks modelled	11401	Modelling quality	n/a
Mismatched charts errors	4
Initial deposit	10000.00
Total net profit	-1728.42	Gross profit	3118.38	Gross loss	-4846.80
Profit factor	0.64	Expected payoff	-32.01
Absolute drawdown	1929.67	Maximal drawdown	2821.01 (25.90%)	Relative drawdown	25.90% (2821.01)
Total trades	54	Short positions (won %)	11 (54.55%)	Long positions (won %)	43 (44.19%)
		Profit trades (% of total)	25 (46.30%)	Loss trades (% of total)	29 (53.70%)
Largest		profit trade	737.13	loss trade	-399.21
Average		profit trade	124.74	loss trade	-167.13
Maximum		consecutive wins (profit in money)	4 (1140.58)	consecutive losses (loss in money)	5 (-775.44)
Maximal		consecutive profit (count of wins)	1140.58 (4)	consecutive loss (count of losses)	-775.44 (5)
Average		consecutive wins	2	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.11.03 04:00	buy stop	1	1.00	90.381	90.266	90.431
2	2009.11.03 05:00	modify	1	1.00	90.349	90.136	90.431
3	2009.11.03 06:00	modify	1	1.00	90.289	90.157	90.431
4	2009.11.03 06:20	buy	1	1.00	90.289	90.157	90.431
5	2009.11.03 08:00	buy stop	2	1.00	90.269	90.166	90.319
6	2009.11.03 08:15	s/l	1	1.00	90.157	90.157	90.431	-146.47	9853.53
7	2009.11.03 09:00	modify	2	1.00	90.227	89.969	90.319
8	2009.11.03 10:00	modify	2	1.00	90.127	89.869	90.319
9	2009.11.03 11:00	modify	2	1.00	90.044	89.879	90.319
10	2009.11.03 11:15	buy	2	1.00	90.044	89.879	90.319
11	2009.11.03 13:00	buy stop	3	1.00	90.167	90.006	90.217
12	2009.11.03 13:10	buy	3	1.00	90.167	90.006	90.217
13	2009.11.03 13:16	t/p	3	1.00	90.217	90.006	90.217	55.41	9908.94
14	2009.11.03 14:00	buy stop	4	1.00	90.276	90.057	90.326
15	2009.11.03 14:20	buy	4	1.00	90.276	90.057	90.326
16	2009.11.03 15:00	buy stop	5	1.00	90.280	90.142	90.330
17	2009.11.03 15:10	buy	5	1.00	90.280	90.142	90.330
18	2009.11.03 15:16	t/p	2	1.00	90.319	89.879	90.319	304.38	10213.32
19	2009.11.03 15:16	t/p	4	1.00	90.326	90.057	90.326	55.34	10268.66
20	2009.11.03 15:16	t/p	5	1.00	90.330	90.142	90.330	55.34	10324.00
21	2009.11.04 02:00	buy stop	6	2.00	90.429	90.045	90.479
22	2009.11.04 05:00	delete	6	2.00	90.429	90.045	90.479
23	2009.11.04 07:00	sell stop	7	2.00	90.223	90.377	90.173
24	2009.11.04 08:00	modify	7	2.00	90.315	90.498	90.173
25	2009.11.04 09:00	modify	7	2.00	90.407	90.599	90.173
26	2009.11.04 10:00	modify	7	2.00	90.537	90.816	90.173
27	2009.11.04 11:00	modify	7	2.00	90.637	90.960	90.173
28	2009.11.04 12:00	modify	7	2.00	90.856	91.038	90.173
29	2009.11.04 12:20	sell	7	2.00	90.856	91.038	90.173
30	2009.11.04 20:15	s/l	7	2.00	91.038	91.038	90.173	-399.21	9924.79
31	2009.11.04 22:00	buy stop	8	1.00	90.819	90.558	90.869
32	2009.11.04 23:00	modify	8	1.00	90.785	90.573	90.869
33	2009.11.04 23:20	buy	8	1.00	90.785	90.573	90.869
34	2009.11.05 00:00	sell stop	9	1.00	90.676	90.856	90.626
35	2009.11.05 00:45	sell	9	1.00	90.676	90.856	90.626
36	2009.11.05 01:00	sell stop	10	1.00	90.607	90.849	90.557
37	2009.11.05 01:15	s/l	8	1.00	90.573	90.573	90.869	-232.10	9692.69
38	2009.11.05 01:15	t/p	9	1.00	90.626	90.856	90.626	55.19	9747.88
39	2009.11.05 01:15	sell	10	1.00	90.607	90.849	90.557
40	2009.11.05 01:20	t/p	10	1.00	90.557	90.849	90.557	55.24	9803.12
41	2009.11.05 15:00	sell stop	11	1.00	90.306	90.582	90.256
42	2009.11.05 16:00	modify	11	1.00	90.429	90.640	90.256
43	2009.11.05 17:00	modify	11	1.00	90.476	90.629	90.256
44	2009.11.05 17:45	sell	11	1.00	90.476	90.629	90.256
45	2009.11.05 19:00	sell stop	12	1.00	90.445	90.590	90.395
46	2009.11.05 19:10	s/l	11	1.00	90.629	90.629	90.256	-168.80	9634.32
47	2009.11.05 20:00	modify	12	1.00	90.577	90.670	90.395
48	2009.11.05 21:00	modify	12	1.00	90.638	90.779	90.395
49	2009.11.05 22:00	modify	12	1.00	90.717	90.788	90.395
50	2009.11.05 22:20	sell	12	1.00	90.717	90.788	90.395
51	2009.11.05 23:15	s/l	12	1.00	90.788	90.788	90.395	-78.20	9556.12
52	2009.11.06 04:00	sell stop	13	1.00	90.566	90.653	90.516
53	2009.11.06 05:00	modify	13	1.00	90.577	90.713	90.516
54	2009.11.06 06:00	modify	13	1.00	90.657	90.740	90.516
55	2009.11.06 06:45	sell	13	1.00	90.657	90.740	90.516
56	2009.11.06 07:45	t/p	13	1.00	90.516	90.740	90.516	155.80	9711.92
57	2009.11.06 15:00	buy stop	14	1.00	90.744	89.976	90.794
58	2009.11.06 16:00	modify	14	1.00	90.235	89.785	90.794
59	2009.11.06 17:00	modify	14	1.00	90.139	89.607	90.794
60	2009.11.06 18:00	modify	14	1.00	89.935	89.719	90.794
61	2009.11.06 18:02	buy	14	1.00	89.935	89.719	90.794
62	2009.11.09 00:16	s/l	14	1.00	89.719	89.719	90.794	-240.19	9471.73
63	2009.11.09 06:00	buy stop	15	1.00	90.184	89.994	90.234
64	2009.11.09 06:02	buy	15	1.00	90.184	89.994	90.234
65	2009.11.09 07:00	buy stop	16	1.00	90.175	90.048	90.225
66	2009.11.09 08:00	modify	16	1.00	90.134	89.994	90.225
67	2009.11.09 08:15	buy	16	1.00	90.134	89.994	90.225
68	2009.11.09 08:32	t/p	15	1.00	90.234	89.994	90.234	55.40	9527.13
69	2009.11.09 08:32	t/p	16	1.00	90.225	89.994	90.225	100.84	9627.97
70	2009.11.09 09:00	buy stop	17	1.00	90.257	90.039	90.307
71	2009.11.09 11:00	modify	17	1.00	90.136	90.005	90.307
72	2009.11.09 12:00	modify	17	1.00	90.045	89.819	90.307
73	2009.11.09 15:00	delete	17	1.00	90.045	89.819	90.307
74	2009.11.09 20:00	buy stop	18	1.00	90.007	89.938	90.057
75	2009.11.09 20:10	buy	18	1.00	90.007	89.938	90.057
76	2009.11.09 20:20	t/p	18	1.00	90.057	89.938	90.057	55.51	9683.48
77	2009.11.09 21:00	buy stop	19	1.00	90.075	89.938	90.125
78	2009.11.09 23:00	modify	19	1.00	90.040	89.910	90.125
79	2009.11.10 01:00	modify	19	1.00	89.972	89.803	90.125
80	2009.11.10 01:20	buy	19	1.00	89.972	89.803	90.125
81	2009.11.10 02:00	buy stop	20	1.00	90.029	89.848	90.079
82	2009.11.10 02:50	buy	20	1.00	90.029	89.848	90.079
83	2009.11.10 04:00	buy stop	21	1.00	90.021	89.913	90.071
84	2009.11.10 05:00	modify	21	1.00	89.975	89.885	90.071
85	2009.11.10 05:20	buy	21	1.00	89.975	89.885	90.071
86	2009.11.10 06:20	s/l	21	1.00	89.885	89.885	90.071	-100.16	9583.32
87	2009.11.10 06:40	s/l	20	1.00	89.848	89.848	90.079	-201.50	9381.82
88	2009.11.10 06:45	s/l	19	1.00	89.803	89.803	90.125	-188.27	9193.55
89	2009.11.10 07:00	buy stop	22	1.00	89.963	89.675	90.013
90	2009.11.10 10:00	modify	22	1.00	89.890	89.684	90.013
91	2009.11.10 10:20	buy	22	1.00	89.890	89.684	90.013
92	2009.11.10 11:00	buy stop	23	1.00	89.896	89.738	89.946
93	2009.11.10 11:10	buy	23	1.00	89.896	89.738	89.946
94	2009.11.10 11:15	t/p	23	1.00	89.946	89.738	89.946	55.58	9249.13
95	2009.11.10 11:20	t/p	22	1.00	90.013	89.684	90.013	136.63	9385.76
96	2009.11.10 14:00	buy stop	24	1.00	90.120	89.826	90.170
97	2009.11.10 15:00	modify	24	1.00	89.906	89.732	90.170
98	2009.11.10 17:00	modify	24	1.00	89.837	89.714	90.170
99	2009.11.10 17:15	buy	24	1.00	89.837	89.714	90.170
100	2009.11.11 00:00	buy stop	25	1.00	89.873	89.774	89.923
101	2009.11.11 00:20	s/l	24	1.00	89.714	89.714	90.170	-136.44	9249.32
102	2009.11.11 01:00	modify	25	1.00	89.801	89.673	89.923
103	2009.11.11 02:00	modify	25	1.00	89.689	89.464	89.923
104	2009.11.11 03:00	modify	25	1.00	89.601	89.480	89.923
105	2009.11.11 03:03	buy	25	1.00	89.601	89.480	89.923
106	2009.11.11 05:10	s/l	25	1.00	89.480	89.480	89.923	-135.25	9114.07
107	2009.11.11 21:00	buy stop	26	1.00	89.866	89.784	89.916
108	2009.11.11 22:20	buy	26	1.00	89.866	89.784	89.916
109	2009.11.12 00:03	t/p	26	1.00	89.916	89.784	89.916	57.59	9171.66
110	2009.11.12 03:00	buy stop	27	1.00	89.916	89.669	89.966
111	2009.11.12 05:00	modify	27	1.00	89.846	89.734	89.966
112	2009.11.12 06:59	buy	27	1.00	89.846	89.734	89.966
113	2009.11.12 08:32	s/l	27	1.00	89.734	89.734	89.966	-124.93	9046.73
114	2009.11.12 09:00	buy stop	28	1.00	89.900	89.634	89.950
115	2009.11.12 10:00	modify	28	1.00	89.816	89.636	89.950
116	2009.11.12 10:02	buy	28	1.00	89.816	89.636	89.950
117	2009.11.12 11:00	buy stop	29	1.00	89.816	89.654	89.866
118	2009.11.12 11:20	buy	29	1.00	89.816	89.654	89.866
119	2009.11.12 13:20	t/p	29	1.00	89.866	89.654	89.866	55.62	9102.35
120	2009.11.12 13:45	t/p	28	1.00	89.950	89.636	89.950	148.97	9251.32
121	2009.11.12 14:00	sell stop	30	1.00	89.749	89.982	89.699
122	2009.11.12 15:00	modify	30	1.00	89.945	90.268	89.699
123	2009.11.12 16:00	modify	30	1.00	90.144	90.425	89.699
124	2009.11.12 17:00	modify	30	1.00	90.255	90.577	89.699
125	2009.11.12 18:00	modify	30	1.00	90.338	90.551	89.699
126	2009.11.12 19:00	modify	30	1.00	90.361	90.451	89.699
127	2009.11.12 20:45	sell	30	1.00	90.361	90.451	89.699
128	2009.11.13 05:00	sell stop	31	1.00	90.135	90.251	90.085
129	2009.11.13 06:00	modify	31	1.00	90.165	90.246	90.085
130	2009.11.13 07:00	modify	31	1.00	90.183	90.235	90.085
131	2009.11.13 08:00	modify	31	1.00	90.197	90.406	90.085
132	2009.11.13 09:00	modify	31	1.00	90.264	90.375	90.085
133	2009.11.13 09:03	sell	31	1.00	90.264	90.375	90.085
134	2009.11.13 10:00	buy stop	32	1.00	90.302	90.119	90.352
135	2009.11.13 10:10	t/p	31	1.00	90.085	90.375	90.085	198.86	9450.18
136	2009.11.13 11:00	modify	32	1.00	90.165	89.691	90.352
137	2009.11.13 12:00	modify	32	1.00	89.867	89.691	90.352
138	2009.11.13 12:20	buy	32	1.00	89.867	89.691	90.352
139	2009.11.13 14:33	t/p	30	1.00	89.699	90.451	89.699	737.13	10187.31
140	2009.11.13 14:33	s/l	32	1.00	89.691	89.691	90.352	-196.37	9990.94
141	2009.11.16 16:00	buy stop	33	1.00	89.526	89.404	89.576
142	2009.11.16 17:00	modify	33	1.00	89.446	89.234	89.576
143	2009.11.16 18:00	modify	33	1.00	89.406	89.274	89.576
144	2009.11.16 18:10	buy	33	1.00	89.406	89.274	89.576
145	2009.11.16 18:46	s/l	33	1.00	89.274	89.274	89.576	-147.91	9843.03
146	2009.11.16 19:00	buy stop	34	1.00	89.576	89.244	89.626
147	2009.11.16 20:00	modify	34	1.00	89.331	89.029	89.626
148	2009.11.16 21:00	modify	34	1.00	89.036	88.747	89.626
149	2009.11.16 21:10	buy	34	1.00	89.036	88.747	89.626
150	2009.11.17 05:00	buy stop	35	1.00	89.101	89.029	89.151
151	2009.11.17 05:45	buy	35	1.00	89.101	89.029	89.151
152	2009.11.17 08:00	buy stop	36	1.00	89.116	89.044	89.166
153	2009.11.17 08:03	s/l	35	1.00	89.029	89.029	89.151	-80.89	9762.14
154	2009.11.17 09:00	modify	36	1.00	89.044	88.820	89.166
155	2009.11.17 09:20	s/l	34	1.00	88.747	88.747	89.626	-325.06	9437.08
156	2009.11.17 10:50	buy	36	1.00	89.044	88.820	89.166
157	2009.11.17 12:00	buy stop	37	1.00	89.141	88.934	89.191
158	2009.11.17 12:45	buy	37	1.00	89.141	88.934	89.191
159	2009.11.17 13:05	t/p	36	1.00	89.166	88.820	89.166	136.80	9573.88
160	2009.11.17 13:10	t/p	37	1.00	89.191	88.934	89.191	56.02	9629.90
161	2009.11.18 02:00	buy stop	38	1.00	89.321	89.214	89.371
162	2009.11.18 02:16	buy	38	1.00	89.321	89.214	89.371
163	2009.11.18 05:10	s/l	38	1.00	89.214	89.214	89.371	-119.95	9509.95
164	2009.11.18 06:00	buy stop	39	1.00	89.236	89.139	89.286
165	2009.11.18 11:00	modify	39	1.00	89.171	89.014	89.286
166	2009.11.18 11:20	buy	39	1.00	89.171	89.014	89.286
167	2009.11.18 15:00	sell stop	40	1.00	89.082	89.246	89.032
168	2009.11.18 15:07	t/p	39	1.00	89.286	89.014	89.286	128.79	9638.74
169	2009.11.18 15:20	sell	40	1.00	89.082	89.246	89.032
170	2009.11.18 15:45	s/l	40	1.00	89.246	89.246	89.032	-183.76	9454.98
171	2009.11.19 03:00	buy stop	41	1.00	89.346	89.140	89.396
172	2009.11.19 05:00	modify	41	1.00	89.206	89.074	89.396
173	2009.11.19 08:00	modify	41	1.00	89.125	89.024	89.396
174	2009.11.19 09:00	modify	41	1.00	89.076	88.849	89.396
175	2009.11.19 09:45	buy	41	1.00	89.076	88.849	89.396
176	2009.11.19 13:15	s/l	41	1.00	88.849	88.849	89.396	-255.50	9199.48
177	2009.11.19 22:00	sell stop	42	1.00	88.964	89.061	88.914
178	2009.11.19 22:50	sell	42	1.00	88.964	89.061	88.914
179	2009.11.20 00:00	buy stop	43	1.00	89.031	88.919	89.081
180	2009.11.20 00:15	t/p	42	1.00	88.914	89.061	88.914	54.91	9254.39
181	2009.11.20 01:00	modify	43	1.00	88.961	88.844	89.081
182	2009.11.20 01:15	buy	43	1.00	88.961	88.844	89.081
183	2009.11.20 03:00	buy stop	44	1.00	89.026	88.934	89.076
184	2009.11.20 03:46	s/l	43	1.00	88.844	88.844	89.081	-131.71	9122.68
185	2009.11.20 04:00	modify	44	1.00	88.997	88.834	89.076
186	2009.11.20 07:00	delete	44	1.00	88.997	88.834	89.076
187	2009.11.20 12:00	buy stop	45	1.00	88.901	88.804	88.951
188	2009.11.20 12:20	buy	45	1.00	88.901	88.804	88.951
189	2009.11.20 13:15	t/p	45	1.00	88.951	88.804	88.951	56.18	9178.86
190	2009.11.20 18:00	buy stop	46	1.00	89.021	88.894	89.071
191	2009.11.20 18:50	buy	46	1.00	89.021	88.894	89.071
192	2009.11.20 22:40	s/l	46	1.00	88.894	88.894	89.071	-142.89	9035.97
193	2009.11.23 00:00	buy stop	47	1.00	89.015	88.834	89.065
194	2009.11.23 01:00	modify	47	1.00	88.942	88.805	89.065
195	2009.11.23 01:02	buy	47	1.00	88.942	88.805	89.065
196	2009.11.23 03:00	buy stop	48	1.00	89.017	88.918	89.067
197	2009.11.23 04:00	modify	48	1.00	88.963	88.853	89.067
198	2009.11.23 04:02	buy	48	1.00	88.963	88.853	89.067
199	2009.11.23 05:00	buy stop	49	1.00	88.956	88.873	89.006
200	2009.11.23 05:50	s/l	48	1.00	88.853	88.853	89.067	-123.81	8912.16
201	2009.11.23 06:00	modify	49	1.00	88.924	88.845	89.006
202	2009.11.23 07:00	modify	49	1.00	88.881	88.818	89.006
203	2009.11.23 07:20	s/l	47	1.00	88.805	88.805	89.065	-154.28	8757.88
204	2009.11.23 09:00	modify	49	1.00	88.815	88.563	89.006
205	2009.11.23 09:15	buy	49	1.00	88.815	88.563	89.006
206	2009.11.23 10:00	sell stop	50	0.90	88.689	88.994	88.639
207	2009.11.23 14:00	modify	50	0.90	88.811	88.868	88.639
208	2009.11.23 14:45	sell	50	0.90	88.811	88.868	88.639
209	2009.11.23 15:59	s/l	50	0.90	88.868	88.868	88.639	-57.71	8700.17
210	2009.11.23 16:20	t/p	49	1.00	89.006	88.563	89.006	214.57	8914.74
211	2009.11.24 01:00	buy stop	51	0.90	89.049	88.885	89.099
212	2009.11.24 02:00	modify	51	0.90	88.927	88.834	89.099
213	2009.11.24 03:40	buy	51	0.90	88.927	88.834	89.099
214	2009.11.24 05:20	s/l	51	0.90	88.834	88.834	89.099	-94.25	8820.49
215	2009.11.26 16:00	buy stop	52	0.90	86.755	86.583	86.805
216	2009.11.26 17:00	modify	52	0.90	86.663	86.544	86.805
217	2009.11.26 17:20	buy	52	0.90	86.663	86.544	86.805
218	2009.11.26 17:50	s/l	52	0.90	86.544	86.544	86.805	-123.85	8696.64
219	2009.11.26 18:00	buy stop	53	0.90	86.676	86.463	86.726
220	2009.11.26 19:00	modify	53	0.90	86.604	86.444	86.726
221	2009.11.26 19:02	buy	53	0.90	86.604	86.444	86.726
222	2009.11.26 19:20	s/l	53	0.90	86.444	86.444	86.726	-166.60	8530.04
223	2009.11.26 20:00	buy stop	54	0.90	86.619	86.434	86.669
224	2009.11.26 21:00	modify	54	0.90	86.569	86.471	86.669
225	2009.11.26 21:40	buy	54	0.90	86.569	86.471	86.669
226	2009.11.26 22:16	s/l	54	0.90	86.471	86.471	86.669	-102.09	8427.95
227	2009.11.26 23:00	buy stop	55	0.90	86.622	86.394	86.672
228	2009.11.27 00:00	modify	55	0.90	86.572	86.301	86.672
229	2009.11.27 01:00	modify	55	0.90	86.428	84.798	86.672
230	2009.11.27 02:00	modify	55	0.90	86.257	85.074	86.672
231	2009.11.27 03:00	modify	55	0.90	86.228	85.916	86.672
232	2009.11.27 04:00	modify	55	0.90	86.072	85.797	86.672
233	2009.11.27 04:15	buy	55	0.90	86.072	85.797	86.672
234	2009.11.27 08:00	buy stop	56	0.90	86.212	85.883	86.262
235	2009.11.27 08:02	s/l	55	0.90	85.797	85.797	86.672	-288.65	8139.30
236	2009.11.27 09:00	modify	56	0.90	86.185	85.714	86.262
237	2009.11.27 09:05	buy	56	0.90	86.185	85.714	86.262
238	2009.11.27 09:10	t/p	56	0.90	86.262	85.714	86.262	80.32	8219.62
239	2009.11.27 10:00	buy stop	57	0.90	86.479	86.118	86.529
240	2009.11.27 10:50	buy	57	0.90	86.479	86.118	86.529
241	2009.11.27 11:10	t/p	57	0.90	86.529	86.118	86.529	51.96	8271.58