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		AccountIsIBFXmini=false; Lots=0.1; MaximumRisk=0.03; DecreaseFactor=300; MinLot=0.01; Slippage=3; TrailingStop=30; UseHourTrade=false; FromHourTrade=6; ToHourTrade=18;
Bars in test	551	Ticks modelled	11401	Modelling quality	n/a
Mismatched charts errors	4
Initial deposit	10000.00
Total net profit	-219.37	Gross profit	1553.12	Gross loss	-1772.49
Profit factor	0.88	Expected payoff	-1.89
Absolute drawdown	758.00	Maximal drawdown	1376.96 (12.97%)	Relative drawdown	12.97% (1376.96)
Total trades	116	Short positions (won %)	34 (97.06%)	Long positions (won %)	82 (91.46%)
		Profit trades (% of total)	108 (93.10%)	Loss trades (% of total)	8 (6.90%)
Largest		profit trade	35.01	loss trade	-532.38
Average		profit trade	14.38	loss trade	-221.56
Maximum		consecutive wins (profit in money)	27 (383.46)	consecutive losses (loss in money)	1 (-532.38)
Maximal		consecutive profit (count of wins)	383.46 (27)	consecutive loss (count of losses)	-532.38 (1)
Average		consecutive wins	12	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.11.03 02:16	buy	1	0.60	90.283	0.000	90.304
2	2009.11.03 02:26	t/p	1	0.60	90.304	0.000	90.304	13.95	10013.95
3	2009.11.03 08:50	buy	2	0.60	89.990	0.000	90.015
4	2009.11.03 08:57	t/p	2	0.60	90.015	0.000	90.015	16.66	10030.61
5	2009.11.03 15:50	sell	3	0.60	90.457	0.000	90.447
6	2009.11.03 15:52	t/p	3	0.60	90.447	0.000	90.447	6.63	10037.24
7	2009.11.04 01:35	buy	4	0.60	90.248	0.000	90.269
8	2009.11.04 01:37	t/p	4	0.60	90.269	0.000	90.269	13.96	10051.20
9	2009.11.04 01:40	buy	5	0.60	90.208	0.000	90.234
10	2009.11.04 02:20	close	5	0.60	90.211	0.000	90.234	2.00	10053.20
11	2009.11.04 10:50	sell	6	0.60	90.959	0.000	90.948
12	2009.11.04 10:52	t/p	6	0.60	90.948	0.000	90.948	7.26	10060.46
13	2009.11.04 12:50	buy	7	0.60	90.765	0.000	90.787
14	2009.11.04 12:59	t/p	7	0.60	90.787	0.000	90.787	14.53	10074.99
15	2009.11.04 16:16	buy	8	0.60	90.599	0.000	90.627
16	2009.11.04 16:26	t/p	8	0.60	90.627	0.000	90.627	18.52	10093.51
17	2009.11.04 16:26	buy	9	0.60	90.661	0.000	90.682
18	2009.11.04 16:40	t/p	9	0.60	90.682	0.000	90.682	13.89	10107.40
19	2009.11.04 20:15	sell	10	0.60	91.161	0.000	91.150
20	2009.11.04 20:17	t/p	10	0.60	91.150	0.000	91.150	7.24	10114.64
21	2009.11.04 20:20	sell	11	0.60	91.312	0.000	91.284
22	2009.11.04 20:22	t/p	11	0.60	91.284	0.000	91.284	18.41	10133.05
23	2009.11.04 20:22	sell	12	0.60	91.211	0.000	91.194
24	2009.11.04 20:27	t/p	12	0.60	91.194	0.000	91.194	11.19	10144.24
25	2009.11.04 21:50	buy	13	0.60	90.579	0.000	90.605
26	2009.11.04 21:57	t/p	13	0.60	90.605	0.000	90.605	17.21	10161.45
27	2009.11.04 21:59	buy	14	0.60	90.606	0.000	90.629
28	2009.11.04 22:15	t/p	14	0.60	90.629	0.000	90.629	15.22	10176.67
29	2009.11.05 00:45	buy	15	0.60	90.670	0.000	90.691
30	2009.11.05 00:59	t/p	15	0.60	90.691	0.000	90.691	13.90	10190.57
31	2009.11.05 01:20	buy	16	0.60	90.514	0.000	90.535
32	2009.11.05 01:27	t/p	16	0.60	90.535	0.000	90.535	13.91	10204.48
33	2009.11.05 01:30	buy	17	0.60	90.517	0.000	90.538
34	2009.11.05 01:40	t/p	17	0.60	90.538	0.000	90.538	13.91	10218.39
35	2009.11.05 09:40	buy	18	0.60	90.217	0.000	90.241
36	2009.11.05 10:45	close	18	0.60	90.226	0.000	90.241	5.98	10224.37
37	2009.11.06 07:50	buy	19	0.60	90.458	0.000	90.481
38	2009.11.06 07:57	t/p	19	0.60	90.481	0.000	90.481	15.25	10239.62
39	2009.11.06 14:26	buy	20	0.60	90.403	0.000	90.435
40	2009.11.06 14:37	t/p	20	0.60	90.435	0.000	90.435	21.23	10260.85
41	2009.11.06 14:37	buy	21	0.60	90.494	0.000	90.515
42	2009.11.06 15:07	close	21	0.60	90.234	0.000	90.515	-172.88	10087.97
43	2009.11.06 15:20	buy	22	0.60	89.834	0.000	89.868
44	2009.11.06 15:22	t/p	22	0.60	89.868	0.000	89.868	22.70	10110.67
45	2009.11.06 15:22	buy	23	0.60	89.910	0.000	89.935
46	2009.11.06 15:27	t/p	23	0.60	89.935	0.000	89.935	16.67	10127.34
47	2009.11.06 15:27	buy	24	0.60	89.899	0.000	89.925
48	2009.11.06 15:40	t/p	24	0.60	89.925	0.000	89.925	17.35	10144.69
49	2009.11.06 15:42	buy	25	0.60	89.936	0.000	89.958
50	2009.11.06 15:45	t/p	25	0.60	89.958	0.000	89.958	14.66	10159.35
51	2009.11.06 16:15	buy	26	0.60	89.865	0.000	89.886
52	2009.11.06 16:17	t/p	26	0.60	89.886	0.000	89.886	14.02	10173.37
53	2009.11.06 16:20	buy	27	0.60	89.697	0.000	89.737
54	2009.11.06 16:22	t/p	27	0.60	89.737	0.000	89.737	26.74	10200.11
55	2009.11.06 16:22	buy	28	0.60	89.781	0.000	89.811
56	2009.11.06 16:27	t/p	28	0.60	89.811	0.000	89.811	20.03	10220.14
57	2009.11.06 16:27	buy	29	0.60	89.865	0.000	89.886
58	2009.11.06 17:45	t/p	29	0.60	89.886	0.000	89.886	14.01	10234.15
59	2009.11.09 11:50	buy	30	0.60	89.840	0.000	89.861
60	2009.11.09 11:59	t/p	30	0.60	89.861	0.000	89.861	14.02	10248.17
61	2009.11.10 06:45	buy	31	0.60	89.782	0.000	89.803
62	2009.11.10 07:15	t/p	31	0.60	89.803	0.000	89.803	14.03	10262.20
63	2009.11.10 11:50	sell	32	0.60	90.170	0.000	90.154
64	2009.11.10 11:52	t/p	32	0.60	90.154	0.000	90.154	10.65	10272.85
65	2009.11.10 11:52	sell	33	0.60	90.128	0.000	90.117
66	2009.11.10 11:57	t/p	33	0.60	90.117	0.000	90.117	7.33	10280.18
67	2009.11.11 01:20	buy	34	0.60	89.485	0.000	89.509
68	2009.11.11 01:27	t/p	34	0.60	89.509	0.000	89.509	16.08	10296.26
69	2009.11.11 01:50	buy	35	0.60	89.506	0.000	89.528
70	2009.11.11 01:57	t/p	35	0.60	89.528	0.000	89.528	14.74	10311.00
71	2009.11.11 01:59	buy	36	0.60	89.507	0.000	89.529
72	2009.11.11 02:10	t/p	36	0.60	89.529	0.000	89.529	14.74	10325.74
73	2009.11.11 05:20	buy	37	0.60	89.334	0.000	89.358
74	2009.11.11 05:22	t/p	37	0.60	89.358	0.000	89.358	16.11	10341.85
75	2009.11.11 05:25	buy	38	0.60	89.356	0.000	89.378
76	2009.11.11 05:27	t/p	38	0.60	89.378	0.000	89.378	14.76	10356.61
77	2009.11.11 05:32	buy	39	0.60	89.347	0.000	89.370
78	2009.11.11 05:45	t/p	39	0.60	89.370	0.000	89.370	15.43	10372.04
79	2009.11.11 07:50	sell	40	0.60	89.873	0.000	89.861
80	2009.11.11 07:52	t/p	40	0.60	89.861	0.000	89.861	8.01	10380.05
81	2009.11.11 07:55	sell	41	0.60	89.856	0.000	89.846
82	2009.11.11 07:59	t/p	41	0.60	89.846	0.000	89.846	6.68	10386.73
83	2009.11.11 09:20	buy	42	0.60	89.799	0.000	89.824
84	2009.11.11 09:22	t/p	42	0.60	89.824	0.000	89.824	16.69	10403.42
85	2009.11.11 09:25	buy	43	0.60	89.822	0.000	89.844
86	2009.11.11 09:27	t/p	43	0.60	89.844	0.000	89.844	14.69	10418.11
87	2009.11.11 09:27	buy	44	0.60	89.821	0.000	89.844
88	2009.11.11 09:45	t/p	44	0.60	89.844	0.000	89.844	15.36	10433.47
89	2009.11.12 08:32	buy	45	0.60	89.671	0.000	89.695
90	2009.11.12 08:40	t/p	45	0.60	89.695	0.000	89.695	16.05	10449.52
91	2009.11.12 14:50	sell	46	0.60	90.267	0.000	90.255
92	2009.11.12 14:57	t/p	46	0.60	90.255	0.000	90.255	7.98	10457.50
93	2009.11.12 15:16	sell	47	0.60	90.424	0.000	90.414
94	2009.11.12 15:20	t/p	47	0.60	90.414	0.000	90.414	6.64	10464.14
95	2009.11.12 16:50	sell	48	0.60	90.576	0.000	90.565
96	2009.11.12 16:57	t/p	48	0.60	90.565	0.000	90.565	7.29	10471.43
97	2009.11.13 10:15	buy	49	0.60	89.884	0.000	89.916
98	2009.11.13 15:15	close	49	0.60	89.704	0.000	89.916	-120.40	10351.03
99	2009.11.16 01:40	buy	50	0.60	89.449	0.000	89.471
100	2009.11.16 02:10	t/p	50	0.60	89.471	0.000	89.471	14.75	10365.78
101	2009.11.16 16:50	buy	51	0.60	89.255	0.000	89.278
102	2009.11.16 16:57	t/p	51	0.60	89.278	0.000	89.278	15.46	10381.24
103	2009.11.16 18:20	sell	52	0.60	89.575	0.000	89.563
104	2009.11.16 18:22	t/p	52	0.60	89.563	0.000	89.563	8.04	10389.28
105	2009.11.16 19:59	buy	53	0.60	89.050	0.000	89.079
106	2009.11.16 21:15	close	53	0.60	89.066	0.000	89.079	10.78	10400.06
107	2009.11.17 00:20	buy	54	0.60	88.931	0.000	88.954
108	2009.11.17 00:27	t/p	54	0.60	88.954	0.000	88.954	15.50	10415.56
109	2009.11.17 00:27	buy	55	0.60	88.945	0.000	88.967
110	2009.11.17 00:40	t/p	55	0.60	88.967	0.000	88.967	14.83	10430.39
111	2009.11.17 08:50	buy	56	0.60	88.841	0.000	88.865
112	2009.11.17 08:57	t/p	56	0.60	88.865	0.000	88.865	16.20	10446.59
113	2009.11.17 08:59	buy	57	0.60	88.870	0.000	88.891
114	2009.11.17 10:10	t/p	57	0.60	88.891	0.000	88.891	14.17	10460.76
115	2009.11.17 13:20	sell	58	0.60	89.415	0.000	89.404
116	2009.11.17 13:22	t/p	58	0.60	89.404	0.000	89.404	7.38	10468.14
117	2009.11.19 02:50	buy	59	0.60	89.161	0.000	89.183
118	2009.11.19 02:57	t/p	59	0.60	89.183	0.000	89.183	14.80	10482.94
119	2009.11.19 08:50	buy	60	0.60	88.870	0.000	88.892
120	2009.11.19 08:57	t/p	60	0.60	88.892	0.000	88.892	14.84	10497.78
121	2009.11.19 14:50	buy	61	0.60	88.685	0.000	88.710
122	2009.11.19 14:57	t/p	61	0.60	88.710	0.000	88.710	16.90	10514.68
123	2009.11.20 07:32	buy	62	0.60	88.702	0.000	88.727
124	2009.11.20 07:45	t/p	62	0.60	88.727	0.000	88.727	16.90	10531.58
125	2009.11.23 08:20	buy	63	0.60	88.584	0.000	88.612
126	2009.11.23 08:27	t/p	63	0.60	88.612	0.000	88.612	18.95	10550.53
127	2009.11.23 08:30	buy	64	0.60	88.643	0.000	88.664
128	2009.11.23 08:45	t/p	64	0.60	88.664	0.000	88.664	14.21	10564.74
129	2009.11.23 09:50	sell	65	0.60	88.993	0.000	88.980
130	2009.11.23 09:57	t/p	65	0.60	88.980	0.000	88.980	8.77	10573.51
131	2009.11.23 09:59	sell	66	0.60	88.977	0.000	88.966
132	2009.11.23 10:10	t/p	66	0.60	88.966	0.000	88.966	7.42	10580.93
133	2009.11.24 14:50	buy	67	0.60	88.365	0.000	88.390
134	2009.11.24 14:57	t/p	67	0.60	88.390	0.000	88.390	16.96	10597.89
135	2009.11.25 02:45	buy	68	0.60	88.298	0.000	88.319
136	2009.11.25 03:50	t/p	68	0.60	88.319	0.000	88.319	14.27	10612.16
137	2009.11.25 09:59	buy	69	0.60	88.174	0.000	88.196
138	2009.11.25 11:15	close	69	0.60	87.757	0.000	88.196	-285.11	10327.05
139	2009.11.25 12:32	buy	70	0.60	87.592	0.000	87.614
140	2009.11.25 12:40	t/p	70	0.60	87.614	0.000	87.614	15.07	10342.12
141	2009.11.25 14:20	buy	71	0.60	87.400	0.000	87.425
142	2009.11.25 14:22	t/p	71	0.60	87.425	0.000	87.425	17.16	10359.28
143	2009.11.25 14:25	buy	72	0.60	87.426	0.000	87.448
144	2009.11.25 14:27	t/p	72	0.60	87.448	0.000	87.448	15.09	10374.37
145	2009.11.25 19:20	buy	73	0.60	87.481	0.000	87.505
146	2009.11.25 19:27	t/p	73	0.60	87.505	0.000	87.505	16.45	10390.82
147	2009.11.25 19:59	buy	74	0.60	87.498	0.000	87.520
148	2009.11.25 22:37	close	74	0.60	87.409	0.000	87.520	-61.09	10329.73
149	2009.11.26 03:50	buy	75	0.60	87.207	0.000	87.233
150	2009.11.26 03:57	t/p	75	0.60	87.233	0.000	87.233	17.89	10347.62
151	2009.11.26 03:59	buy	76	0.60	87.214	0.000	87.239
152	2009.11.26 04:02	t/p	76	0.60	87.239	0.000	87.239	17.19	10364.81
153	2009.11.26 04:33	buy	77	0.60	86.943	0.000	86.974
154	2009.11.26 04:36	t/p	77	0.60	86.974	0.000	86.974	21.38	10386.19
155	2009.11.26 04:36	buy	78	0.60	87.000	0.000	87.024
156	2009.11.26 06:15	close	78	0.60	86.522	0.000	87.024	-331.48	10054.71
157	2009.11.26 07:40	sell	79	0.60	86.838	0.000	86.827
158	2009.11.26 07:42	t/p	79	0.60	86.827	0.000	86.827	7.60	10062.31
159	2009.11.26 07:45	sell	80	0.60	86.936	0.000	86.914
160	2009.11.26 08:20	t/p	80	0.60	86.914	0.000	86.914	15.19	10077.50
161	2009.11.26 08:46	buy	81	0.60	86.736	0.000	86.764
162	2009.11.26 08:56	t/p	81	0.60	86.764	0.000	86.764	19.36	10096.86
163	2009.11.26 08:59	buy	82	0.60	86.796	0.000	86.817
164	2009.11.26 09:10	t/p	82	0.60	86.817	0.000	86.817	14.51	10111.37
165	2009.11.26 11:20	buy	83	0.60	86.601	0.000	86.628
166	2009.11.26 11:27	t/p	83	0.60	86.628	0.000	86.628	18.69	10130.06
167	2009.11.26 11:37	buy	84	0.60	86.642	0.000	86.664
168	2009.11.26 11:40	t/p	84	0.60	86.664	0.000	86.664	15.23	10145.29
169	2009.11.26 22:16	buy	85	0.60	86.415	0.000	86.441
170	2009.11.26 22:26	t/p	85	0.60	86.441	0.000	86.441	18.04	10163.33
171	2009.11.26 22:32	buy	86	0.60	86.432	0.000	86.456
172	2009.11.26 22:40	t/p	86	0.60	86.456	0.000	86.456	16.66	10179.99
173	2009.11.26 23:45	buy	87	0.60	86.377	0.000	86.401
174	2009.11.27 00:07	t/p	87	0.60	86.401	0.000	86.401	16.92	10196.91
175	2009.11.27 00:10	buy	88	0.60	86.097	0.000	86.134
176	2009.11.27 00:12	t/p	88	0.60	86.134	0.000	86.134	25.76	10222.67
177	2009.11.27 00:12	buy	89	0.60	86.185	0.000	86.212
178	2009.11.27 01:10	close	89	0.60	85.427	0.000	86.212	-532.38	9690.29
179	2009.11.27 01:15	sell	90	0.60	85.639	0.000	85.603
180	2009.11.27 01:17	t/p	90	0.60	85.603	0.000	85.603	25.23	9715.52
181	2009.11.27 01:17	sell	91	0.60	85.568	0.000	85.540
182	2009.11.27 01:27	t/p	91	0.60	85.540	0.000	85.540	19.64	9735.16
183	2009.11.27 01:27	sell	92	0.60	85.509	0.000	85.488
184	2009.11.27 01:32	t/p	92	0.60	85.488	0.000	85.488	14.75	9749.91
185	2009.11.27 01:32	sell	93	0.60	85.426	0.000	85.415
186	2009.11.27 01:37	t/p	93	0.60	85.415	0.000	85.415	7.73	9757.64
187	2009.11.27 01:40	sell	94	0.60	85.758	0.000	85.708
188	2009.11.27 01:42	t/p	94	0.60	85.708	0.000	85.708	35.01	9792.65
189	2009.11.27 01:42	sell	95	0.60	85.675	0.000	85.635
190	2009.11.27 02:15	close	95	0.60	86.050	0.000	85.635	-261.48	9531.17
191	2009.11.27 02:20	buy	96	0.60	85.937	0.000	85.964
192	2009.11.27 02:22	t/p	96	0.60	85.964	0.000	85.964	18.84	9550.01
193	2009.11.27 02:22	buy	97	0.60	85.993	0.000	86.014
194	2009.11.27 02:27	t/p	97	0.60	86.014	0.000	86.014	14.64	9564.65
195	2009.11.27 02:27	buy	98	0.60	85.980	0.000	86.002
196	2009.11.27 02:40	t/p	98	0.60	86.002	0.000	86.002	15.34	9579.99
197	2009.11.27 03:32	buy	99	0.60	85.839	0.000	85.864
198	2009.11.27 03:40	t/p	99	0.60	85.864	0.000	85.864	17.47	9597.46
199	2009.11.27 05:40	sell	100	0.60	86.362	0.000	86.345
200	2009.11.27 06:10	t/p	100	0.60	86.345	0.000	86.345	11.82	9609.28
201	2009.11.27 06:20	buy	101	0.60	86.192	0.000	86.213
202	2009.11.27 06:22	t/p	101	0.60	86.213	0.000	86.213	14.62	9623.90
203	2009.11.27 06:45	buy	102	0.60	86.083	0.000	86.117
204	2009.11.27 07:10	close	102	0.60	86.072	0.000	86.117	-7.67	9616.23
205	2009.11.27 08:07	buy	103	0.60	85.735	0.000	85.756
206	2009.11.27 08:10	t/p	103	0.60	85.756	0.000	85.756	14.67	9630.90
207	2009.11.27 08:50	sell	104	0.60	86.184	0.000	86.171
208	2009.11.27 08:52	t/p	104	0.60	86.171	0.000	86.171	9.06	9639.96
209	2009.11.27 08:55	sell	105	0.60	86.161	0.000	86.151
210	2009.11.27 08:57	t/p	105	0.60	86.151	0.000	86.151	6.97	9646.93
211	2009.11.27 09:20	sell	106	0.60	86.478	0.000	86.458
212	2009.11.27 09:22	t/p	106	0.60	86.458	0.000	86.458	13.89	9660.82
213	2009.11.27 09:22	sell	107	0.60	86.413	0.000	86.401
214	2009.11.27 09:27	t/p	107	0.60	86.401	0.000	86.401	8.34	9669.16
215	2009.11.27 11:20	sell	108	0.60	86.818	0.000	86.802
216	2009.11.27 11:22	t/p	108	0.60	86.802	0.000	86.802	11.06	9680.22
217	2009.11.27 11:25	sell	109	0.60	86.784	0.000	86.772
218	2009.11.27 11:27	t/p	109	0.60	86.772	0.000	86.772	8.31	9688.53
219	2009.11.27 15:20	sell	110	0.60	86.830	0.000	86.818
220	2009.11.27 15:22	t/p	110	0.60	86.818	0.000	86.818	8.29	9696.82
221	2009.11.27 15:30	sell	111	0.60	86.820	0.000	86.809
222	2009.11.27 15:32	t/p	111	0.60	86.809	0.000	86.809	7.61	9704.43
223	2009.11.27 15:40	sell	112	0.60	86.845	0.000	86.831
224	2009.11.27 16:20	t/p	112	0.60	86.831	0.000	86.831	9.69	9714.12
225	2009.11.27 16:50	buy	113	0.60	86.685	0.000	86.709
226	2009.11.27 16:57	t/p	113	0.60	86.709	0.000	86.709	16.60	9730.72
227	2009.11.27 16:59	buy	114	0.60	86.712	0.000	86.733
228	2009.11.27 17:03	t/p	114	0.60	86.733	0.000	86.733	14.52	9745.24
229	2009.11.27 21:50	buy	115	0.60	86.548	0.000	86.569
230	2009.11.27 21:57	t/p	115	0.60	86.569	0.000	86.569	14.55	9759.79
231	2009.11.27 22:46	buy	116	0.60	86.324	0.000	86.354
232	2009.11.27 22:56	t/p	116	0.60	86.354	0.000	86.354	20.84	9780.63