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		expertId=1; TakeProfit=17; StopLoss=60; TrailingStop=10; Lots=0.1; MinLot=0.1; MaximumRisk=5; FixedLot=false; TimeStart=700; TimeStop=2400; EmaPeriod=10; SmaPeriod=40; slippage=2; shift=1; OrderTriesNumber=2; EAName="mrmon";
Bars in test	551	Ticks modelled	11401	Modelling quality	n/a
Mismatched charts errors	4
Initial deposit	10000.00
Total net profit	-164.22	Gross profit	212.13	Gross loss	-376.35
Profit factor	0.56	Expected payoff	-7.82
Absolute drawdown	191.73	Maximal drawdown	228.77 (2.28%)	Relative drawdown	2.28% (228.77)
Total trades	21	Short positions (won %)	10 (70.00%)	Long positions (won %)	11 (63.64%)
		Profit trades (% of total)	14 (66.67%)	Loss trades (% of total)	7 (33.33%)
Largest		profit trade	15.32	loss trade	-55.30
Average		profit trade	15.15	loss trade	-53.76
Maximum		consecutive wins (profit in money)	6 (90.25)	consecutive losses (loss in money)	3 (-160.03)
Maximal		consecutive profit (count of wins)	90.25 (6)	consecutive loss (count of losses)	-160.03 (3)
Average		consecutive wins	4	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.11.03 07:00	buy	1	0.80	90.288	90.228	90.305
2	2009.11.03 07:10	s/l	1	0.80	90.228	90.228	90.305	-53.21	9946.79
3	2009.11.03 11:00	sell	2	0.80	89.956	90.016	89.939
4	2009.11.03 11:07	t/p	2	0.80	89.939	90.016	89.939	15.12	9961.91
5	2009.11.03 16:00	buy	3	0.80	90.453	90.393	90.470
6	2009.11.03 16:02	t/p	3	0.80	90.470	90.393	90.470	15.02	9976.93
7	2009.11.04 07:00	sell	4	0.80	90.360	90.420	90.343
8	2009.11.04 07:07	t/p	4	0.80	90.343	90.420	90.343	15.05	9991.98
9	2009.11.04 08:00	buy	5	0.80	90.456	90.396	90.473
10	2009.11.04 08:10	t/p	5	0.80	90.473	90.396	90.473	15.03	10007.01
11	2009.11.05 07:00	sell	6	0.80	90.450	90.510	90.433
12	2009.11.05 07:45	t/p	6	0.80	90.433	90.510	90.433	15.04	10022.05
13	2009.11.05 23:00	buy	7	0.80	90.721	90.661	90.738
14	2009.11.05 23:10	t/p	7	0.80	90.738	90.661	90.738	14.99	10037.04
15	2009.11.06 15:00	sell	8	0.80	90.120	90.180	90.103
16	2009.11.06 15:02	s/l	8	0.80	90.180	90.180	90.103	-53.21	9983.83
17	2009.11.11 13:00	buy	9	0.80	89.983	89.923	90.000
18	2009.11.11 13:20	s/l	9	0.80	89.923	89.923	90.000	-53.39	9930.44
19	2009.11.12 13:00	sell	10	0.80	89.755	89.815	89.738
20	2009.11.12 13:10	s/l	10	0.80	89.815	89.815	89.738	-53.43	9877.01
21	2009.11.12 14:00	buy	11	0.80	89.998	89.938	90.015
22	2009.11.12 14:10	t/p	11	0.80	90.015	89.938	90.015	15.10	9892.11
23	2009.11.13 13:00	sell	12	0.80	89.773	89.833	89.756
24	2009.11.13 13:20	t/p	12	0.80	89.756	89.833	89.756	15.16	9907.27
25	2009.11.17 21:00	buy	13	0.80	89.300	89.240	89.317
26	2009.11.17 21:07	t/p	13	0.80	89.317	89.240	89.317	15.22	9922.49
27	2009.11.18 13:00	sell	14	0.80	89.105	89.165	89.088
28	2009.11.18 13:03	s/l	14	0.80	89.165	89.165	89.088	-53.83	9868.66
29	2009.11.18 16:00	buy	15	0.80	89.255	89.195	89.272
30	2009.11.18 16:07	t/p	15	0.80	89.272	89.195	89.272	15.23	9883.89
31	2009.11.19 07:00	sell	16	0.80	89.124	89.184	89.107
32	2009.11.19 07:10	t/p	16	0.80	89.107	89.184	89.107	15.27	9899.16
33	2009.11.20 20:00	buy	17	0.80	88.975	88.915	88.992
34	2009.11.20 20:37	s/l	17	0.80	88.915	88.915	88.992	-53.98	9845.18
35	2009.11.23 07:00	sell	18	0.80	88.825	88.885	88.808
36	2009.11.23 08:05	t/p	18	0.80	88.808	88.885	88.808	15.32	9860.50
37	2009.11.23 18:00	buy	19	0.80	89.154	89.094	89.171
38	2009.11.23 18:20	t/p	19	0.80	89.171	89.094	89.171	15.26	9875.76
39	2009.11.24 07:00	sell	20	0.80	88.824	88.884	88.807
40	2009.11.24 07:15	t/p	20	0.80	88.807	88.884	88.807	15.32	9891.08
41	2009.11.27 18:00	buy	21	0.80	86.888	86.828	86.905
42	2009.11.27 18:10	s/l	21	0.80	86.828	86.828	86.905	-55.30	9835.78