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=1; TakeProfit=1500; TrailingStop=2000; StopLoss=200; Slippage=5; MaximumRisk=0.3; StartTrading=0; EndTrading=24; UseMM=false; MagicNumber=655321;
Bars in test	551	Ticks modelled	11401	Modelling quality	n/a
Mismatched charts errors	4
Initial deposit	10000.00
Total net profit	-1788.46	Gross profit	2145.09	Gross loss	-3933.55
Profit factor	0.55	Expected payoff	-54.20
Absolute drawdown	2119.11	Maximal drawdown	2586.90 (24.71%)	Relative drawdown	24.71% (2586.90)
Total trades	33	Short positions (won %)	27 (29.63%)	Long positions (won %)	6 (66.67%)
		Profit trades (% of total)	12 (36.36%)	Loss trades (% of total)	21 (63.64%)
Largest		profit trade	655.71	loss trade	-234.06
Average		profit trade	178.76	loss trade	-187.31
Maximum		consecutive wins (profit in money)	2 (922.09)	consecutive losses (loss in money)	7 (-1507.18)
Maximal		consecutive profit (count of wins)	922.09 (2)	consecutive loss (count of losses)	-1507.18 (7)
Average		consecutive wins	1	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.11.03 08:00	sell	1	1.00	90.203	90.403	88.703
2	2009.11.03 15:00	close	1	1.00	90.197	90.403	88.703	6.65	10006.65
3	2009.11.04 04:00	sell	2	1.00	90.230	90.430	88.730
4	2009.11.04 07:20	s/l	2	1.00	90.430	90.430	88.730	-221.14	9785.51
5	2009.11.04 10:00	buy	3	1.00	90.689	90.489	92.189
6	2009.11.04 21:00	close	3	1.00	90.798	90.489	92.189	120.05	9905.56
7	2009.11.05 17:00	buy	4	1.00	90.595	90.395	92.095
8	2009.11.06 04:00	close	4	1.00	90.603	90.395	92.095	9.49	9915.05
9	2009.11.06 15:00	sell	5	1.00	90.120	90.320	88.620
10	2009.11.09 04:00	close	5	1.00	90.212	90.320	88.620	-103.30	9811.75
11	2009.11.09 16:00	sell	6	1.00	89.845	90.045	88.345
12	2009.11.09 19:00	close	6	1.00	90.019	90.045	88.345	-193.29	9618.46
13	2009.11.10 09:00	sell	7	1.00	89.854	90.054	88.354
14	2009.11.10 11:40	s/l	7	1.00	90.054	90.054	88.354	-222.07	9396.39
15	2009.11.10 17:00	sell	8	1.00	89.766	89.966	88.266
16	2009.11.11 07:00	close	8	1.00	89.598	89.966	88.266	186.18	9582.57
17	2009.11.12 00:00	sell	9	1.00	89.869	90.069	88.369
18	2009.11.12 01:00	close	9	1.00	89.935	90.069	88.369	-73.39	9509.18
19	2009.11.12 03:00	sell	10	1.00	89.715	89.915	88.215
20	2009.11.12 08:00	close	10	1.00	89.890	89.915	88.215	-194.68	9314.50
21	2009.11.12 09:00	sell	11	1.00	89.795	89.995	88.295
22	2009.11.12 10:00	close	11	1.00	89.771	89.995	88.295	26.73	9341.23
23	2009.11.12 11:00	sell	12	1.00	89.730	89.930	88.230
24	2009.11.12 13:40	s/l	12	1.00	89.930	89.930	88.230	-222.37	9118.86
25	2009.11.12 15:00	buy	13	1.00	90.165	89.965	91.665
26	2009.11.13 01:00	close	13	1.00	90.282	89.965	91.665	130.25	9249.11
27	2009.11.13 15:00	sell	14	1.00	89.579	89.779	88.079
28	2009.11.16 00:00	close	14	1.00	89.576	89.779	88.079	2.03	9251.14
29	2009.11.16 18:00	sell	15	1.00	89.288	89.488	87.788
30	2009.11.16 18:15	s/l	15	1.00	89.488	89.488	87.788	-223.42	9027.72
31	2009.11.16 18:15	sell	16	1.00	89.496	89.696	87.996
32	2009.11.17 00:00	close	16	1.00	89.142	89.696	87.996	395.80	9423.52
33	2009.11.18 06:00	sell	17	1.00	89.180	89.380	87.680
34	2009.11.18 15:00	close	17	1.00	89.225	89.380	87.680	-50.43	9373.09
35	2009.11.18 21:00	buy	18	1.00	89.485	89.285	90.985
36	2009.11.18 23:02	s/l	18	1.00	89.285	89.285	90.985	-224.03	9149.06
37	2009.11.19 15:00	sell	19	1.00	88.730	88.930	87.230
38	2009.11.19 17:33	s/l	19	1.00	88.930	88.930	87.230	-224.84	8924.22
39	2009.11.20 09:00	sell	20	1.00	88.775	88.975	87.275
40	2009.11.20 13:00	close	20	1.00	88.905	88.975	87.275	-146.22	8778.00
41	2009.11.23 04:00	sell	21	1.00	88.913	89.113	87.413
42	2009.11.23 10:00	close	21	1.00	88.998	89.113	87.413	-95.51	8682.49
43	2009.11.24 03:00	sell	22	1.00	88.830	89.030	87.330
44	2009.11.24 18:00	close	22	1.00	88.594	89.030	87.330	266.38	8948.87
45	2009.11.25 05:00	sell	23	1.00	88.266	88.466	86.766
46	2009.11.25 19:00	close	23	1.00	87.691	88.466	86.766	655.71	9604.58
47	2009.11.25 22:00	sell	24	1.00	87.314	87.514	85.814
48	2009.11.26 02:00	close	24	1.00	87.410	87.514	85.814	-113.79	9490.79
49	2009.11.26 06:00	sell	25	1.00	86.366	86.566	84.866
50	2009.11.26 06:20	s/l	25	1.00	86.566	86.566	84.866	-230.87	9259.92
51	2009.11.26 06:20	sell	26	1.00	86.611	86.811	85.111
52	2009.11.26 07:40	s/l	26	1.00	86.811	86.811	85.111	-230.26	9029.66
53	2009.11.27 01:00	sell	27	1.00	85.153	85.353	83.653
54	2009.11.27 01:10	s/l	27	1.00	85.353	85.353	83.653	-234.06	8795.60
55	2009.11.27 01:10	sell	28	1.00	85.427	85.627	83.927
56	2009.11.27 01:15	s/l	28	1.00	85.627	85.627	83.927	-233.48	8562.12
57	2009.11.27 01:15	sell	29	1.00	85.639	85.839	84.139
58	2009.11.27 01:20	s/l	29	1.00	85.839	85.839	84.139	-232.91	8329.21
59	2009.11.27 01:20	sell	30	1.00	85.850	86.050	84.350
60	2009.11.27 01:50	s/l	30	1.00	86.050	86.050	84.350	-231.81	8097.40
61	2009.11.27 01:50	sell	31	1.00	86.256	86.456	84.756
62	2009.11.27 02:00	close	31	1.00	86.176	86.456	84.756	92.83	8190.23
63	2009.11.27 11:00	buy	32	1.00	86.525	86.325	88.025
64	2009.11.27 11:50	s/l	32	1.00	86.325	86.325	88.025	-231.68	7958.55
65	2009.11.27 11:50	buy	33	1.00	86.344	86.144	87.844
66	2009.11.27 22:00	close	33	1.00	86.563	86.144	87.844	252.99	8211.54