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=0.1; StopLoss=100; TakeProfit=500; UseTrailingStop=false; TrailingStopType=2; TrailingStop=100; GMTshift=0; HiTFPeriod=6; LoTFPeriod=3; MagicNumber=234;
Bars in test	551	Ticks modelled	11401	Modelling quality	n/a
Mismatched charts errors	4
Initial deposit	10000.00
Total net profit	-23.18	Gross profit	440.94	Gross loss	-464.11
Profit factor	0.95	Expected payoff	-0.53
Absolute drawdown	165.74	Maximal drawdown	229.37 (2.28%)	Relative drawdown	2.28% (229.37)
Total trades	44	Short positions (won %)	32 (18.75%)	Long positions (won %)	12 (16.67%)
		Profit trades (% of total)	8 (18.18%)	Loss trades (% of total)	36 (81.82%)
Largest		profit trade	56.36	loss trade	-14.05
Average		profit trade	55.12	loss trade	-12.89
Maximum		consecutive wins (profit in money)	2 (109.38)	consecutive losses (loss in money)	15 (-190.31)
Maximal		consecutive profit (count of wins)	109.38 (2)	consecutive loss (count of losses)	-190.31 (15)
Average		consecutive wins	1	consecutive losses	5

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.11.04 08:20	buy	1	0.10	90.618	90.518	91.118
2	2009.11.04 08:50	s/l	1	0.10	90.518	90.518	91.118	-11.04	9988.96
3	2009.11.04 09:10	buy	2	0.10	90.628	90.528	91.128
4	2009.11.04 20:15	t/p	2	0.10	91.128	90.528	91.128	54.85	10043.81
5	2009.11.04 20:17	buy	3	0.10	91.131	91.031	91.631
6	2009.11.04 20:30	s/l	3	0.10	91.031	91.031	91.631	-10.99	10032.82
7	2009.11.04 20:37	buy	4	0.10	91.077	90.977	91.577
8	2009.11.04 20:40	s/l	4	0.10	90.977	90.977	91.577	-10.99	10021.83
9	2009.11.05 08:02	sell	5	0.10	90.296	90.416	89.816
10	2009.11.05 08:20	s/l	5	0.10	90.416	90.416	89.816	-13.27	10008.56
11	2009.11.05 09:33	sell	6	0.10	90.275	90.395	89.795
12	2009.11.05 12:07	s/l	6	0.10	90.395	90.395	89.795	-13.28	9995.28
13	2009.11.06 14:45	sell	7	0.10	90.158	90.278	89.678
14	2009.11.06 16:32	t/p	7	0.10	89.678	90.278	89.678	53.54	10048.82
15	2009.11.06 16:35	sell	8	0.10	89.652	89.772	89.172
16	2009.11.06 16:45	s/l	8	0.10	89.772	89.772	89.172	-13.36	10035.46
17	2009.11.06 16:47	sell	9	0.10	89.761	89.881	89.281
18	2009.11.06 17:45	s/l	9	0.10	89.881	89.881	89.281	-13.34	10022.12
19	2009.11.10 06:50	sell	10	0.10	89.676	89.796	89.196
20	2009.11.10 07:10	s/l	10	0.10	89.796	89.796	89.196	-13.36	10008.76
21	2009.11.11 01:02	sell	11	0.10	89.668	89.788	89.188
22	2009.11.11 07:20	s/l	11	0.10	89.788	89.788	89.188	-13.36	9995.40
23	2009.11.12 08:32	sell	12	0.10	89.651	89.771	89.171
24	2009.11.12 08:45	s/l	12	0.10	89.771	89.771	89.171	-13.36	9982.04
25	2009.11.12 14:10	buy	13	0.10	90.061	89.961	90.561
26	2009.11.12 16:50	t/p	13	0.10	90.561	89.961	90.561	55.20	10037.24
27	2009.11.12 16:52	buy	14	0.10	90.570	90.470	91.070
28	2009.11.12 17:20	s/l	14	0.10	90.470	90.470	91.070	-11.06	10026.18
29	2009.11.12 19:20	buy	15	0.10	90.620	90.520	91.120
30	2009.11.12 19:27	s/l	15	0.10	90.520	90.520	91.120	-11.05	10015.13
31	2009.11.13 14:33	sell	16	0.10	89.627	89.747	89.147
32	2009.11.13 15:20	s/l	16	0.10	89.747	89.747	89.147	-13.37	10001.76
33	2009.11.16 01:40	sell	17	0.10	89.429	89.549	88.949
34	2009.11.16 02:45	s/l	17	0.10	89.549	89.549	88.949	-13.40	9988.36
35	2009.11.16 11:02	sell	18	0.10	89.370	89.490	88.890
36	2009.11.16 11:20	s/l	18	0.10	89.490	89.490	88.890	-13.41	9974.95
37	2009.11.16 16:20	sell	19	0.10	89.345	89.465	88.865
38	2009.11.16 18:15	s/l	19	0.10	89.465	89.465	88.865	-13.40	9961.55
39	2009.11.16 19:15	sell	20	0.10	89.200	89.320	88.720
40	2009.11.17 13:15	s/l	20	0.10	89.320	89.320	88.720	-13.46	9948.09
41	2009.11.18 20:15	buy	21	0.10	89.473	89.373	89.973
42	2009.11.18 21:26	s/l	21	0.10	89.373	89.373	89.973	-11.19	9936.90
43	2009.11.19 08:15	sell	22	0.10	88.973	89.093	88.493
44	2009.11.19 09:50	s/l	22	0.10	89.093	89.093	88.493	-13.46	9923.44
45	2009.11.19 13:20	sell	23	0.10	88.785	88.905	88.305
46	2009.11.19 13:45	s/l	23	0.10	88.905	88.905	88.305	-13.50	9909.94
47	2009.11.19 14:45	sell	24	0.10	88.743	88.863	88.263
48	2009.11.19 16:16	s/l	24	0.10	88.863	88.863	88.263	-13.50	9896.44
49	2009.11.20 15:20	buy	25	0.10	89.145	89.045	89.645
50	2009.11.20 15:50	s/l	25	0.10	89.045	89.045	89.645	-11.23	9885.21
51	2009.11.23 08:10	sell	26	0.10	88.723	88.843	88.243
52	2009.11.23 09:15	s/l	26	0.10	88.843	88.843	88.243	-13.50	9871.71
53	2009.11.23 17:45	buy	27	0.10	89.139	89.039	89.639
54	2009.11.23 20:45	s/l	27	0.10	89.039	89.039	89.639	-11.24	9860.47
55	2009.11.24 09:20	sell	28	0.10	88.549	88.669	88.069
56	2009.11.24 09:46	s/l	28	0.10	88.669	88.669	88.069	-13.54	9846.93
57	2009.11.24 14:15	sell	29	0.10	88.531	88.651	88.051
58	2009.11.25 10:10	t/p	29	0.10	88.051	88.651	88.051	54.53	9901.45
59	2009.11.25 10:12	sell	30	0.10	88.010	88.130	87.530
60	2009.11.25 14:15	t/p	30	0.10	87.530	88.130	87.530	54.85	9956.30
61	2009.11.25 14:17	sell	31	0.10	87.509	87.629	87.029
62	2009.11.25 14:50	s/l	31	0.10	87.629	87.629	87.029	-13.69	9942.61
63	2009.11.25 14:59	sell	32	0.10	87.527	87.647	87.047
64	2009.11.25 16:10	s/l	32	0.10	87.647	87.647	87.047	-13.68	9928.93
65	2009.11.25 20:15	sell	33	0.10	87.310	87.430	86.830
66	2009.11.25 20:50	s/l	33	0.10	87.430	87.430	86.830	-13.72	9915.21
67	2009.11.26 03:50	sell	34	0.10	87.187	87.307	86.707
68	2009.11.26 04:07	s/l	34	0.10	87.307	87.307	86.707	-13.74	9901.47
69	2009.11.26 04:20	sell	35	0.10	87.144	87.264	86.664
70	2009.11.26 04:46	t/p	35	0.10	86.664	87.264	86.664	55.46	9956.93
71	2009.11.26 04:50	sell	36	0.10	86.635	86.755	86.155
72	2009.11.26 04:56	s/l	36	0.10	86.755	86.755	86.155	-13.83	9943.10
73	2009.11.26 04:59	sell	37	0.10	86.736	86.856	86.256
74	2009.11.26 07:40	s/l	37	0.10	86.856	86.856	86.256	-13.82	9929.28
75	2009.11.27 00:05	sell	38	0.10	86.252	86.372	85.772
76	2009.11.27 00:07	s/l	38	0.10	86.372	86.372	85.772	-13.88	9915.40
77	2009.11.27 00:10	sell	39	0.10	86.077	86.197	85.597
78	2009.11.27 00:20	t/p	39	0.10	85.597	86.197	85.597	56.15	9971.55
79	2009.11.27 00:22	sell	40	0.10	85.640	85.760	85.160
80	2009.11.27 00:27	s/l	40	0.10	85.760	85.760	85.160	-13.98	9957.57
81	2009.11.27 00:27	sell	41	0.10	85.740	85.860	85.260
82	2009.11.27 00:45	t/p	41	0.10	85.260	85.860	85.260	56.36	10013.93
83	2009.11.27 00:47	sell	42	0.10	85.234	85.354	84.754
84	2009.11.27 01:10	s/l	42	0.10	85.354	85.354	84.754	-14.05	9999.88
85	2009.11.27 15:20	buy	43	0.10	86.850	86.750	87.350
86	2009.11.27 15:27	s/l	43	0.10	86.750	86.750	87.350	-11.53	9988.35
87	2009.11.27 15:40	buy	44	0.10	86.865	86.765	87.365
88	2009.11.27 16:20	s/l	44	0.10	86.765	86.765	87.365	-11.53	9976.82