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		In_BUY=true; SL_buy=62; Risk_buy=0; In_SELL=true; SL_sell=62; Risk_sell=0;
Bars in test	551	Ticks modelled	11401	Modelling quality	n/a
Mismatched charts errors	4
Initial deposit	10000.00
Total net profit	-5.20	Gross profit	50.93	Gross loss	-56.13
Profit factor	0.91	Expected payoff	-0.08
Absolute drawdown	21.19	Maximal drawdown	26.53 (0.27%)	Relative drawdown	0.27% (26.53)
Total trades	63	Short positions (won %)	8 (12.50%)	Long positions (won %)	55 (1.82%)
		Profit trades (% of total)	2 (3.17%)	Loss trades (% of total)	61 (96.83%)
Largest		profit trade	49.58	loss trade	-0.96
Average		profit trade	25.47	loss trade	-0.92
Maximum		consecutive wins (profit in money)	2 (50.93)	consecutive losses (loss in money)	61 (-56.13)
Maximal		consecutive profit (count of wins)	50.93 (2)	consecutive loss (count of losses)	-56.13 (61)
Average		consecutive wins	2	consecutive losses	61

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.11.03 02:00	buy	1	0.01	90.473	90.391	0.000
2	2009.11.03 02:03	s/l	1	0.01	90.391	90.391	0.000	-0.90	9999.10
3	2009.11.03 03:00	sell	2	0.01	90.366	90.448	0.000
4	2009.11.03 12:00	buy	3	0.01	90.182	90.100	0.000
5	2009.11.03 12:15	s/l	3	0.01	90.100	90.100	0.000	-0.91	9998.19
6	2009.11.03 13:00	buy	4	0.01	90.078	89.996	0.000
7	2009.11.03 15:50	s/l	2	0.01	90.448	90.448	0.000	-0.91	9997.28
8	2009.11.03 19:00	sell	5	0.01	90.297	90.379	0.000
9	2009.11.03 19:03	s/l	5	0.01	90.379	90.379	0.000	-0.90	9996.38
10	2009.11.03 23:00	sell	6	0.01	90.322	90.404	0.000
11	2009.11.04 00:45	s/l	6	0.01	90.404	90.404	0.000	-0.92	9995.46
12	2009.11.04 02:00	sell	7	0.01	90.119	90.201	0.000
13	2009.11.04 02:15	s/l	7	0.01	90.201	90.201	0.000	-0.91	9994.55
14	2009.11.04 03:00	sell	8	0.01	90.197	90.279	0.000
15	2009.11.04 03:50	s/l	8	0.01	90.279	90.279	0.000	-0.91	9993.64
16	2009.11.04 04:00	sell	9	0.01	90.230	90.312	0.000
17	2009.11.04 06:32	s/l	9	0.01	90.312	90.312	0.000	-0.91	9992.73
18	2009.11.04 14:00	sell	10	0.01	90.933	91.015	0.000
19	2009.11.04 20:10	s/l	10	0.01	91.015	91.015	0.000	-0.91	9991.82
20	2009.11.04 21:00	sell	11	0.01	90.798	90.880	0.000
21	2009.11.05 10:07	s/l	4	0.01	89.996	89.996	0.000	-0.88	9990.93
22	2009.11.05 13:00	buy	12	0.01	90.262	90.180	0.000
23	2009.11.06 14:45	s/l	12	0.01	90.180	90.180	0.000	-0.90	9990.03
24	2009.11.06 21:00	buy	13	0.01	89.984	89.902	0.000
25	2009.11.06 21:20	s/l	13	0.01	89.902	89.902	0.000	-0.91	9989.12
26	2009.11.06 22:00	buy	14	0.01	89.978	89.896	0.000
27	2009.11.06 22:20	s/l	14	0.01	89.896	89.896	0.000	-0.92	9988.20
28	2009.11.09 03:00	buy	15	0.01	90.036	89.954	0.000
29	2009.11.09 11:15	s/l	15	0.01	89.954	89.954	0.000	-0.91	9987.29
30	2009.11.09 18:00	buy	16	0.01	89.943	89.861	0.000
31	2009.11.10 00:40	s/l	16	0.01	89.861	89.861	0.000	-0.90	9986.39
32	2009.11.10 02:00	buy	17	0.01	89.994	89.912	0.000
33	2009.11.10 04:50	s/l	17	0.01	89.912	89.912	0.000	-0.91	9985.48
34	2009.11.10 12:00	buy	18	0.01	90.122	90.040	0.000
35	2009.11.10 12:20	s/l	18	0.01	90.040	90.040	0.000	-0.91	9984.57
36	2009.11.10 13:00	buy	19	0.01	90.034	89.952	0.000
37	2009.11.10 13:45	s/l	19	0.01	89.952	89.952	0.000	-0.92	9983.65
38	2009.11.10 18:00	buy	20	0.01	89.845	89.763	0.000
39	2009.11.10 18:50	s/l	20	0.01	89.763	89.763	0.000	-0.91	9982.74
40	2009.11.10 22:00	buy	21	0.01	89.865	89.783	0.000
41	2009.11.10 23:07	s/l	21	0.01	89.783	89.783	0.000	-0.91	9981.83
42	2009.11.11 00:00	buy	22	0.01	89.804	89.722	0.000
43	2009.11.11 00:20	s/l	22	0.01	89.722	89.722	0.000	-0.92	9980.91
44	2009.11.11 05:00	buy	23	0.01	89.557	89.475	0.000
45	2009.11.11 05:10	s/l	23	0.01	89.475	89.475	0.000	-0.92	9979.99
46	2009.11.11 08:00	buy	24	0.01	89.823	89.741	0.000
47	2009.11.12 02:40	s/l	24	0.01	89.741	89.741	0.000	-0.90	9979.09
48	2009.11.12 06:00	buy	25	0.01	89.820	89.738	0.000
49	2009.11.12 08:20	s/l	25	0.01	89.738	89.738	0.000	-0.92	9978.17
50	2009.11.12 13:00	buy	26	0.01	89.775	89.693	0.000
51	2009.11.13 10:20	s/l	26	0.01	89.693	89.693	0.000	-0.91	9977.25
52	2009.11.13 14:00	buy	27	0.01	89.820	89.738	0.000
53	2009.11.13 14:20	s/l	27	0.01	89.738	89.738	0.000	-0.92	9976.33
54	2009.11.13 21:00	buy	28	0.01	89.675	89.593	0.000
55	2009.11.16 00:00	s/l	28	0.01	89.593	89.593	0.000	-0.91	9975.42
56	2009.11.16 03:00	buy	29	0.01	89.580	89.498	0.000
57	2009.11.16 07:20	s/l	29	0.01	89.498	89.498	0.000	-0.91	9974.51
58	2009.11.16 13:00	buy	30	0.01	89.625	89.543	0.000
59	2009.11.16 13:10	s/l	30	0.01	89.543	89.543	0.000	-0.92	9973.59
60	2009.11.16 14:00	buy	31	0.01	89.502	89.420	0.000
61	2009.11.16 14:50	s/l	31	0.01	89.420	89.420	0.000	-0.92	9972.67
62	2009.11.16 23:00	buy	32	0.01	89.057	88.975	0.000
63	2009.11.17 00:20	s/l	32	0.01	88.975	88.975	0.000	-0.91	9971.76
64	2009.11.17 02:00	buy	33	0.01	89.130	89.048	0.000
65	2009.11.17 02:20	s/l	33	0.01	89.048	89.048	0.000	-0.92	9970.84
66	2009.11.17 04:00	buy	34	0.01	89.081	88.999	0.000
67	2009.11.17 08:10	s/l	34	0.01	88.999	88.999	0.000	-0.93	9969.91
68	2009.11.17 12:00	buy	35	0.01	89.070	88.988	0.000
69	2009.11.19 08:15	s/l	35	0.01	88.988	88.988	0.000	-0.89	9969.01
70	2009.11.19 12:00	buy	36	0.01	88.959	88.877	0.000
71	2009.11.19 13:15	s/l	36	0.01	88.877	88.877	0.000	-0.92	9968.09
72	2009.11.19 18:00	buy	37	0.01	88.970	88.888	0.000
73	2009.11.19 18:20	s/l	37	0.01	88.888	88.888	0.000	-0.92	9967.17
74	2009.11.19 19:00	buy	38	0.01	88.885	88.803	0.000
75	2009.11.20 07:20	s/l	38	0.01	88.803	88.803	0.000	-0.91	9966.26
76	2009.11.20 11:00	buy	39	0.01	88.890	88.808	0.000
77	2009.11.20 11:37	s/l	39	0.01	88.808	88.808	0.000	-0.93	9965.33
78	2009.11.20 12:00	buy	40	0.01	88.850	88.768	0.000
79	2009.11.23 08:10	s/l	40	0.01	88.768	88.768	0.000	-0.91	9964.42
80	2009.11.23 10:00	buy	41	0.01	88.998	88.916	0.000
81	2009.11.23 10:15	s/l	41	0.01	88.916	88.916	0.000	-0.93	9963.49
82	2009.11.23 11:00	buy	42	0.01	88.885	88.803	0.000
83	2009.11.23 14:45	s/l	42	0.01	88.803	88.803	0.000	-0.92	9962.57
84	2009.11.23 15:00	buy	43	0.01	88.846	88.764	0.000
85	2009.11.23 15:20	s/l	43	0.01	88.764	88.764	0.000	-0.93	9961.64
86	2009.11.23 16:00	buy	44	0.01	88.897	88.815	0.000
87	2009.11.23 16:07	s/l	44	0.01	88.815	88.815	0.000	-0.92	9960.72
88	2009.11.23 17:00	buy	45	0.01	88.974	88.892	0.000
89	2009.11.24 00:50	s/l	45	0.01	88.892	88.892	0.000	-0.91	9959.80
90	2009.11.24 05:00	buy	46	0.01	88.904	88.822	0.000
91	2009.11.24 05:20	s/l	46	0.01	88.822	88.822	0.000	-0.92	9958.88
92	2009.11.24 06:00	buy	47	0.01	88.883	88.801	0.000
93	2009.11.24 06:50	s/l	47	0.01	88.801	88.801	0.000	-0.93	9957.95
94	2009.11.24 12:00	buy	48	0.01	88.698	88.616	0.000
95	2009.11.24 12:20	s/l	48	0.01	88.616	88.616	0.000	-0.93	9957.02
96	2009.11.24 13:00	buy	49	0.01	88.678	88.596	0.000
97	2009.11.24 13:45	s/l	49	0.01	88.596	88.596	0.000	-0.93	9956.09
98	2009.11.24 18:00	buy	50	0.01	88.594	88.512	0.000
99	2009.11.24 18:16	s/l	50	0.01	88.512	88.512	0.000	-0.93	9955.16
100	2009.11.24 19:00	buy	51	0.01	88.549	88.467	0.000
101	2009.11.24 19:45	s/l	51	0.01	88.467	88.467	0.000	-0.93	9954.23
102	2009.11.24 23:00	buy	52	0.01	88.514	88.432	0.000
103	2009.11.25 01:46	s/l	52	0.01	88.432	88.432	0.000	-0.92	9953.31
104	2009.11.25 06:00	buy	53	0.01	88.291	88.209	0.000
105	2009.11.25 09:50	s/l	53	0.01	88.209	88.209	0.000	-0.93	9952.38
106	2009.11.25 17:00	buy	54	0.01	87.677	87.595	0.000
107	2009.11.25 18:20	s/l	54	0.01	87.595	87.595	0.000	-0.94	9951.44
108	2009.11.25 19:00	buy	55	0.01	87.691	87.609	0.000
109	2009.11.25 19:10	s/l	55	0.01	87.609	87.609	0.000	-0.93	9950.51
110	2009.11.26 01:00	buy	56	0.01	87.354	87.272	0.000
111	2009.11.26 03:45	s/l	56	0.01	87.272	87.272	0.000	-0.94	9949.57
112	2009.11.26 08:00	buy	57	0.01	86.981	86.899	0.000
113	2009.11.26 08:20	s/l	57	0.01	86.899	86.899	0.000	-0.95	9948.62
114	2009.11.26 09:00	buy	58	0.01	86.795	86.713	0.000
115	2009.11.26 11:15	s/l	58	0.01	86.713	86.713	0.000	-0.94	9947.68
116	2009.11.26 21:00	buy	59	0.01	86.500	86.418	0.000
117	2009.11.26 22:16	s/l	59	0.01	86.418	86.418	0.000	-0.95	9946.73
118	2009.11.26 23:00	buy	60	0.01	86.591	86.509	0.000
119	2009.11.26 23:03	s/l	60	0.01	86.509	86.509	0.000	-0.95	9945.78
120	2009.11.27 04:00	buy	61	0.01	86.022	85.940	0.000
121	2009.11.27 04:02	s/l	61	0.01	85.940	85.940	0.000	-0.96	9944.82
122	2009.11.27 06:00	buy	62	0.01	86.377	86.295	0.000
123	2009.11.27 06:15	s/l	62	0.01	86.295	86.295	0.000	-0.95	9943.87
124	2009.11.27 10:00	buy	63	0.01	86.345	86.263	0.000
125	2009.11.27 22:59	close at stop	63	0.01	86.462	86.263	0.000	1.35	9945.22
126	2009.11.27 22:59	close at stop	11	0.01	86.482	90.880	0.000	49.58	9994.80