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		Prots=20; StopLoss=800;
Bars in test	551	Ticks modelled	11401	Modelling quality	n/a
Mismatched charts errors	4
Initial deposit	10000.00
Total net profit	-298.62	Gross profit	2216.32	Gross loss	-2514.94
Profit factor	0.88	Expected payoff	-11.94
Absolute drawdown	1663.34	Maximal drawdown	1841.34 (18.09%)	Relative drawdown	18.09% (1841.34)
Total trades	25	Short positions (won %)	13 (30.77%)	Long positions (won %)	12 (8.33%)
		Profit trades (% of total)	5 (20.00%)	Loss trades (% of total)	20 (80.00%)
Largest		profit trade	1331.00	loss trade	-439.67
Average		profit trade	443.26	loss trade	-125.75
Maximum		consecutive wins (profit in money)	2 (523.01)	consecutive losses (loss in money)	7 (-1170.69)
Maximal		consecutive profit (count of wins)	1331.00 (1)	consecutive loss (count of losses)	-1170.69 (7)
Average		consecutive wins	1	consecutive losses	4

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.11.03 07:10	sell	1	0.50	90.210	91.010	0.000
2	2009.11.03 16:00	close	1	0.50	90.453	91.010	0.000	-134.32	9865.68
3	2009.11.03 16:02	buy	2	0.50	90.572	89.772	0.000
4	2009.11.04 02:00	close	2	0.50	90.119	89.772	0.000	-251.00	9614.68
5	2009.11.04 02:02	sell	3	0.50	90.117	90.917	0.000
6	2009.11.04 10:50	s/l	3	0.50	90.917	90.917	0.000	-439.67	9175.01
7	2009.11.05 02:00	sell	4	0.50	90.563	91.363	0.000
8	2009.11.05 18:20	close	4	0.50	90.606	91.363	0.000	-23.73	9151.28
9	2009.11.05 18:50	buy	5	0.50	90.609	89.809	0.000
10	2009.11.06 08:50	close	5	0.50	90.409	89.809	0.000	-110.28	9041.00
11	2009.11.06 08:55	sell	6	0.50	90.422	91.222	0.000
12	2009.11.06 12:20	close	6	0.50	90.721	91.222	0.000	-164.79	8876.21
13	2009.11.06 13:07	buy	7	0.50	90.697	89.897	0.000
14	2009.11.06 14:13	close	7	0.50	90.612	89.897	0.000	-46.90	8829.31
15	2009.11.06 14:16	sell	8	0.50	90.645	91.445	0.000
16	2009.11.09 20:20	close	8	0.50	90.094	91.445	0.000	305.13	9134.44
17	2009.11.09 22:15	buy	9	0.50	90.045	89.245	0.000
18	2009.11.10 14:00	close	9	0.50	89.831	89.245	0.000	-118.78	9015.66
19	2009.11.10 14:02	sell	10	0.50	89.803	90.603	0.000
20	2009.11.11 09:00	close	10	0.50	90.028	90.603	0.000	-125.62	8890.04
21	2009.11.11 09:02	buy	11	0.50	90.033	89.233	0.000
22	2009.11.12 03:00	close	11	0.50	89.715	89.233	0.000	-176.24	8713.80
23	2009.11.12 03:03	sell	12	0.50	89.747	90.547	0.000
24	2009.11.12 13:50	close	12	0.50	90.001	90.547	0.000	-141.11	8572.69
25	2009.11.12 13:52	buy	13	0.50	89.982	89.182	0.000
26	2009.11.13 10:00	close	13	0.50	90.156	89.182	0.000	96.83	8669.52
27	2009.11.13 10:02	sell	14	0.50	90.121	90.921	0.000
28	2009.11.17 13:15	close	14	0.50	89.357	90.921	0.000	426.18	9095.70
29	2009.11.17 13:17	buy	15	0.50	89.331	88.531	0.000
30	2009.11.18 06:16	close	15	0.50	89.080	88.531	0.000	-140.55	8955.15
31	2009.11.18 06:20	sell	16	0.50	89.098	89.898	0.000
32	2009.11.18 17:15	close	16	0.50	89.298	89.898	0.000	-111.98	8843.17
33	2009.11.18 17:17	buy	17	0.50	89.289	88.489	0.000
34	2009.11.19 03:02	close	17	0.50	89.129	88.489	0.000	-88.77	8754.40
35	2009.11.19 03:05	sell	18	0.50	89.138	89.938	0.000
36	2009.11.20 02:00	close	18	0.50	89.035	89.938	0.000	57.18	8811.58
37	2009.11.20 02:02	buy	19	0.50	89.037	88.237	0.000
38	2009.11.20 18:03	close	19	0.50	88.862	88.237	0.000	-98.47	8713.11
39	2009.11.20 18:10	sell	20	0.50	88.855	89.655	0.000
40	2009.11.23 01:02	close	20	0.50	88.958	89.655	0.000	-58.55	8654.56
41	2009.11.23 01:05	buy	21	0.50	88.949	88.149	0.000
42	2009.11.23 03:50	close	21	0.50	88.854	88.149	0.000	-53.46	8601.10
43	2009.11.23 03:52	sell	22	0.50	88.874	89.674	0.000
44	2009.11.23 16:20	close	22	0.50	89.036	89.674	0.000	-90.97	8510.13
45	2009.11.23 16:25	buy	23	0.50	89.017	88.217	0.000
46	2009.11.24 02:00	close	23	0.50	88.839	88.217	0.000	-99.85	8410.28
47	2009.11.24 02:02	sell	24	0.50	88.834	89.634	0.000
48	2009.11.27 11:00	close	24	0.50	86.525	89.634	0.000	1331.00	9741.28
49	2009.11.27 11:05	buy	25	0.50	86.531	85.731	0.000
50	2009.11.27 22:59	close at stop	25	0.50	86.462	85.731	0.000	-39.90	9701.38