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=100; Stoploss=0; TrailingStop=60; Slippage=5; StopYear=2005; MM=0; Leverage=1; AcctSize=10000;
Bars in test	551	Ticks modelled	11401	Modelling quality	n/a
Mismatched charts errors	4
Initial deposit	10000.00
Total net profit	562.12	Gross profit	1808.57	Gross loss	-1246.45
Profit factor	1.45	Expected payoff	18.74
Absolute drawdown	41.89	Maximal drawdown	387.14 (3.61%)	Relative drawdown	3.61% (387.14)
Total trades	30	Short positions (won %)	30 (70.00%)	Long positions (won %)	0 (0.00%)
		Profit trades (% of total)	21 (70.00%)	Loss trades (% of total)	9 (30.00%)
Largest		profit trade	195.57	loss trade	-235.18
Average		profit trade	86.12	loss trade	-138.49
Maximum		consecutive wins (profit in money)	4 (399.94)	consecutive losses (loss in money)	2 (-247.00)
Maximal		consecutive profit (count of wins)	399.94 (4)	consecutive loss (count of losses)	-247.00 (2)
Average		consecutive wins	3	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.11.05 00:05	sell stop	1	1.00	90.676	90.856	90.576
2	2009.11.05 00:45	sell	1	1.00	90.676	90.856	90.576
3	2009.11.05 01:20	t/p	1	1.00	90.576	90.856	90.576	110.48	10110.48
4	2009.11.05 02:05	sell stop	2	1.00	90.486	90.694	90.386
5	2009.11.05 02:20	sell	2	1.00	90.486	90.694	90.386
6	2009.11.05 02:37	modify	2	1.00	90.486	90.439	90.279
7	2009.11.05 02:40	s/l	2	1.00	90.439	90.439	90.279	51.96	10162.44
8	2009.11.05 03:05	sell stop	3	1.00	90.378	90.602	90.278
9	2009.11.05 04:05	modify	3	1.00	90.437	90.551	90.278
10	2009.11.05 04:15	sell	3	1.00	90.437	90.551	90.278
11	2009.11.05 04:37	modify	3	1.00	90.437	90.365	90.205
12	2009.11.05 04:40	s/l	3	1.00	90.365	90.365	90.205	79.66	10242.10
13	2009.11.05 05:05	sell stop	4	1.00	90.304	90.499	90.204
14	2009.11.05 06:05	modify	4	1.00	90.324	90.448	90.204
15	2009.11.05 07:05	modify	4	1.00	90.336	90.524	90.204
16	2009.11.05 07:50	sell	4	1.00	90.336	90.524	90.204
17	2009.11.05 09:46	t/p	4	1.00	90.204	90.524	90.204	146.49	10388.59
18	2009.11.05 11:05	sell stop	5	1.00	89.986	90.259	89.886
19	2009.11.05 12:05	modify	5	1.00	90.118	90.331	89.886
20	2009.11.05 13:05	modify	5	1.00	90.226	90.382	89.886
21	2009.11.05 14:05	modify	5	1.00	90.235	90.457	89.886
22	2009.11.05 15:05	modify	5	1.00	90.306	90.582	89.886
23	2009.11.05 16:05	modify	5	1.00	90.429	90.640	89.886
24	2009.11.05 17:05	modify	5	1.00	90.476	90.629	89.886
25	2009.11.05 17:45	sell	5	1.00	90.476	90.629	89.886
26	2009.11.05 19:10	s/l	5	1.00	90.629	90.629	89.886	-168.80	10219.79
27	2009.11.05 20:05	sell stop	6	1.00	90.577	90.670	90.477
28	2009.11.05 21:05	modify	6	1.00	90.638	90.779	90.477
29	2009.11.05 22:05	modify	6	1.00	90.717	90.788	90.477
30	2009.11.05 22:20	sell	6	1.00	90.717	90.788	90.477
31	2009.11.05 23:15	s/l	6	1.00	90.788	90.788	90.477	-78.20	10141.59
32	2009.11.06 00:05	sell stop	7	1.00	90.694	90.804	90.594
33	2009.11.06 01:05	modify	7	1.00	90.721	90.852	90.594
34	2009.11.06 01:15	sell	7	1.00	90.721	90.852	90.594
35	2009.11.06 02:45	modify	7	1.00	90.721	90.718	90.558
36	2009.11.06 02:52	modify	7	1.00	90.721	90.692	90.532
37	2009.11.06 03:12	modify	7	1.00	90.721	90.685	90.525
38	2009.11.06 03:20	modify	7	1.00	90.721	90.627	90.467
39	2009.11.06 03:40	s/l	7	1.00	90.627	90.627	90.467	103.71	10245.30
40	2009.11.06 05:05	sell stop	8	1.00	90.577	90.713	90.477
41	2009.11.06 06:05	modify	8	1.00	90.657	90.740	90.477
42	2009.11.06 06:45	sell	8	1.00	90.657	90.740	90.477
43	2009.11.06 07:20	modify	8	1.00	90.657	90.567	90.407
44	2009.11.06 07:27	s/l	8	1.00	90.567	90.567	90.407	99.36	10344.66
45	2009.11.06 09:05	sell stop	9	1.00	90.408	90.554	90.308
46	2009.11.06 10:05	modify	9	1.00	90.428	90.581	90.308
47	2009.11.06 11:05	modify	9	1.00	90.467	90.579	90.308
48	2009.11.06 12:05	modify	9	1.00	90.478	90.600	90.308
49	2009.11.06 13:05	modify	9	1.00	90.556	90.702	90.308
50	2009.11.06 13:20	sell	9	1.00	90.556	90.702	90.308
51	2009.11.06 14:03	s/l	9	1.00	90.702	90.702	90.308	-160.92	10183.74
52	2009.11.06 14:13	sell stop	10	1.00	90.546	90.679	90.446
53	2009.11.06 14:20	sell	10	1.00	90.546	90.679	90.446
54	2009.11.06 14:26	t/p	10	1.00	90.446	90.679	90.446	110.62	10294.36
55	2009.11.06 15:05	sell stop	11	1.00	89.976	90.744	89.876
56	2009.11.06 15:15	sell	11	1.00	89.976	90.744	89.876
57	2009.11.06 15:20	t/p	11	1.00	89.876	90.744	89.876	111.32	10405.68
58	2009.11.06 16:05	sell stop	12	1.00	89.785	90.235	89.685
59	2009.11.06 16:20	sell	12	1.00	89.785	90.235	89.685
60	2009.11.06 16:20	modify	12	1.00	89.785	89.737	89.577
61	2009.11.06 16:22	s/l	12	1.00	89.737	89.737	89.577	53.47	10459.15
62	2009.11.06 17:05	sell stop	13	1.00	89.607	90.139	89.507
63	2009.11.06 18:05	modify	13	1.00	89.719	89.935	89.507
64	2009.11.06 19:05	modify	13	1.00	89.781	89.941	89.507
65	2009.11.06 20:05	modify	13	1.00	89.782	89.851	89.507
66	2009.11.06 21:05	modify	13	1.00	89.797	89.969	89.507
67	2009.11.06 22:05	modify	13	1.00	89.877	89.995	89.507
68	2009.11.06 22:20	sell	13	1.00	89.877	89.995	89.507
69	2009.11.09 00:13	modify	13	1.00	89.877	89.801	89.641
70	2009.11.09 00:20	modify	13	1.00	89.877	89.764	89.604
71	2009.11.09 00:26	s/l	13	1.00	89.764	89.764	89.604	124.53	10583.68
72	2009.11.12 00:13	sell stop	14	1.00	89.814	89.881	89.714
73	2009.11.12 01:05	modify	14	1.00	89.862	89.976	89.714
74	2009.11.12 01:20	sell	14	1.00	89.862	89.976	89.714
75	2009.11.12 01:37	s/l	14	1.00	89.976	89.976	89.714	-126.69	10456.99
76	2009.11.12 02:05	sell stop	15	1.00	89.829	89.966	89.729
77	2009.11.12 02:15	sell	15	1.00	89.829	89.966	89.729
78	2009.11.12 02:20	modify	15	1.00	89.829	89.815	89.655
79	2009.11.12 02:27	s/l	15	1.00	89.815	89.815	89.655	15.59	10472.58
80	2009.11.12 03:13	sell stop	16	1.00	89.669	89.916	89.569
81	2009.11.12 04:13	modify	16	1.00	89.714	89.866	89.569
82	2009.11.12 07:05	modify	16	1.00	89.759	89.831	89.569
83	2009.11.12 08:05	modify	16	1.00	89.794	89.876	89.569
84	2009.11.12 08:20	sell	16	1.00	89.794	89.876	89.569
85	2009.11.12 08:37	modify	16	1.00	89.794	89.695	89.535
86	2009.11.12 08:40	s/l	16	1.00	89.695	89.695	89.535	110.33	10582.91
87	2009.11.12 09:05	sell stop	17	1.00	89.634	89.900	89.534
88	2009.11.12 10:05	modify	17	1.00	89.636	89.816	89.534
89	2009.11.12 11:05	modify	17	1.00	89.654	89.816	89.534
90	2009.11.12 12:05	modify	17	1.00	89.710	89.825	89.534
91	2009.11.12 13:05	modify	17	1.00	89.724	89.825	89.534
92	2009.11.12 14:05	modify	17	1.00	89.749	89.982	89.534
93	2009.11.12 15:13	modify	17	1.00	89.945	90.268	89.534
94	2009.11.12 16:05	modify	17	1.00	90.144	90.425	89.534
95	2009.11.12 17:13	modify	17	1.00	90.255	90.577	89.534
96	2009.11.12 18:05	modify	17	1.00	90.338	90.551	89.534
97	2009.11.12 19:05	modify	17	1.00	90.361	90.451	89.534
98	2009.11.12 20:05	modify	17	1.00	90.413	90.601	89.534
99	2009.11.12 20:15	sell	17	1.00	90.413	90.601	89.534
100	2009.11.12 20:45	modify	17	1.00	90.413	90.409	90.249
101	2009.11.12 20:52	modify	17	1.00	90.413	90.388	90.228
102	2009.11.12 21:05	modify	17	1.00	90.413	90.382	90.222
103	2009.11.12 21:15	s/l	17	1.00	90.382	90.382	90.222	34.29	10617.20
104	2009.11.12 22:13	sell stop	18	1.00	90.299	90.431	90.199
105	2009.11.12 23:32	sell	18	1.00	90.299	90.431	90.199
106	2009.11.13 01:20	modify	18	1.00	90.299	90.245	90.085
107	2009.11.13 01:27	s/l	18	1.00	90.245	90.245	90.085	58.52	10675.72
108	2009.11.13 02:05	sell stop	19	1.00	90.184	90.346	90.084
109	2009.11.13 04:15	sell	19	1.00	90.184	90.346	90.084
110	2009.11.13 07:45	s/l	19	1.00	90.346	90.346	90.084	-179.25	10496.47
111	2009.11.13 08:05	sell stop	20	1.00	90.197	90.406	90.097
112	2009.11.13 09:10	sell	20	1.00	90.197	90.406	90.097
113	2009.11.13 10:05	modify	20	1.00	90.197	90.138	89.978
114	2009.11.13 10:07	s/l	20	1.00	90.138	90.138	89.978	65.42	10561.89
115	2009.11.13 12:05	sell stop	21	1.00	89.691	89.867	89.591
116	2009.11.13 13:05	modify	21	1.00	89.751	89.851	89.591
117	2009.11.13 13:20	sell	21	1.00	89.751	89.851	89.591
118	2009.11.13 13:50	s/l	21	1.00	89.851	89.851	89.591	-111.27	10450.62
119	2009.11.13 14:05	sell stop	22	1.00	89.726	89.853	89.626
120	2009.11.13 14:20	sell	22	1.00	89.726	89.853	89.626
121	2009.11.13 14:36	modify	22	1.00	89.726	89.711	89.551
122	2009.11.13 14:46	t/p	22	1.00	89.551	89.711	89.551	195.57	10646.19
123	2009.11.13 15:05	sell stop	23	1.00	89.458	89.820	89.358
124	2009.11.13 16:05	modify	23	1.00	89.549	89.759	89.358
125	2009.11.13 17:05	modify	23	1.00	89.588	89.698	89.358
126	2009.11.13 17:15	sell	23	1.00	89.588	89.698	89.358
127	2009.11.13 17:20	modify	23	1.00	89.588	89.583	89.423
128	2009.11.13 17:27	s/l	23	1.00	89.583	89.583	89.423	5.58	10651.77
129	2009.11.13 18:05	sell stop	24	1.00	89.484	89.695	89.384
130	2009.11.13 18:20	sell	24	1.00	89.484	89.695	89.384
131	2009.11.13 20:50	s/l	24	1.00	89.695	89.695	89.384	-235.18	10416.59
132	2009.11.13 21:05	sell stop	25	1.00	89.558	89.701	89.458
133	2009.11.13 22:05	modify	25	1.00	89.615	89.699	89.458
134	2009.11.13 22:50	sell	25	1.00	89.615	89.699	89.458
135	2009.11.16 00:05	modify	25	1.00	89.615	89.588	89.428
136	2009.11.16 00:10	s/l	25	1.00	89.588	89.588	89.428	28.81	10445.40
137	2009.11.24 00:05	sell stop	26	1.00	88.910	89.052	88.810
138	2009.11.24 00:50	sell	26	1.00	88.910	89.052	88.810
139	2009.11.24 01:20	modify	26	1.00	88.910	88.905	88.745
140	2009.11.24 01:32	s/l	26	1.00	88.905	88.905	88.745	5.62	10451.02
141	2009.11.24 04:05	sell stop	27	1.00	88.823	88.946	88.723
142	2009.11.24 05:20	sell	27	1.00	88.823	88.946	88.723
143	2009.11.24 07:20	modify	27	1.00	88.823	88.797	88.637
144	2009.11.24 07:45	modify	27	1.00	88.823	88.758	88.598
145	2009.11.24 07:52	modify	27	1.00	88.823	88.742	88.582
146	2009.11.24 08:05	modify	27	1.00	88.823	88.724	88.564
147	2009.11.24 08:15	s/l	27	1.00	88.724	88.724	88.564	111.56	10562.58
148	2009.11.24 10:05	sell stop	28	1.00	88.548	88.666	88.448
149	2009.11.24 11:05	modify	28	1.00	88.561	88.687	88.448
150	2009.11.24 12:05	modify	28	1.00	88.598	88.756	88.448
151	2009.11.24 13:05	modify	28	1.00	88.612	88.694	88.448
152	2009.11.24 13:20	sell	28	1.00	88.612	88.694	88.448
153	2009.11.24 13:37	s/l	28	1.00	88.694	88.694	88.448	-92.45	10470.13
154	2009.11.24 15:05	sell stop	29	1.00	88.344	88.578	88.244
155	2009.11.24 16:05	modify	29	1.00	88.392	88.536	88.244
156	2009.11.24 17:05	modify	29	1.00	88.424	88.596	88.244
157	2009.11.24 18:13	modify	29	1.00	88.456	88.624	88.244
158	2009.11.24 19:05	modify	29	1.00	88.492	88.575	88.244
159	2009.11.24 19:20	sell	29	1.00	88.492	88.575	88.244
160	2009.11.24 20:50	s/l	29	1.00	88.575	88.575	88.244	-93.69	10376.44
161	2009.11.24 21:05	sell stop	30	1.00	88.430	88.566	88.330
162	2009.11.25 01:05	modify	30	1.00	88.487	88.613	88.330
163	2009.11.25 01:40	sell	30	1.00	88.487	88.613	88.330
164	2009.11.25 02:12	modify	30	1.00	88.487	88.483	88.323
165	2009.11.25 02:20	t/p	30	1.00	88.323	88.483	88.323	185.68	10562.12