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; MaximumRisk=0.053; DecreaseFactor=5000; Stop=1; MAPeriod=11; Lm=0.14; Lb=0.86;
Bars in test	551	Ticks modelled	11401	Modelling quality	n/a
Mismatched charts errors	4
Initial deposit	10000.00
Total net profit	267.31	Gross profit	549.07	Gross loss	-281.76
Profit factor	1.95	Expected payoff	8.62
Absolute drawdown	917.00	Maximal drawdown	1002.37 (9.94%)	Relative drawdown	9.94% (1002.37)
Total trades	31	Short positions (won %)	12 (100.00%)	Long positions (won %)	19 (94.74%)
		Profit trades (% of total)	30 (96.77%)	Loss trades (% of total)	1 (3.23%)
Largest		profit trade	59.41	loss trade	-281.76
Average		profit trade	18.30	loss trade	-281.76
Maximum		consecutive wins (profit in money)	26 (463.70)	consecutive losses (loss in money)	1 (-281.76)
Maximal		consecutive profit (count of wins)	463.70 (26)	consecutive loss (count of losses)	-281.76 (1)
Average		consecutive wins	15	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.11.03 03:50	sell	1	1.10	90.380	0.000	0.000
2	2009.11.03 03:57	close	1	1.10	90.365	0.000	0.000	18.26	10018.26
3	2009.11.03 12:02	buy	2	1.10	90.172	0.000	0.000
4	2009.11.03 13:10	close	2	1.10	90.187	0.000	0.000	18.30	10036.56
5	2009.11.03 13:50	buy	3	1.10	90.119	0.000	0.000
6	2009.11.03 13:52	close	3	1.10	90.131	0.000	0.000	14.65	10051.21
7	2009.11.03 13:55	buy	4	1.10	90.135	0.000	0.000
8	2009.11.03 13:57	close	4	1.10	90.163	0.000	0.000	34.16	10085.37
9	2009.11.05 00:10	buy	5	1.10	90.807	0.000	0.000
10	2009.11.05 17:00	close	5	1.10	90.575	0.000	0.000	-281.76	9803.61
11	2009.11.06 06:20	buy	6	1.00	90.681	0.000	0.000
12	2009.11.06 06:30	close	6	1.00	90.688	0.000	0.000	7.72	9811.33
13	2009.11.06 06:45	buy	7	1.00	90.674	0.000	0.000
14	2009.11.06 12:20	close	7	1.00	90.701	0.000	0.000	29.77	9841.10
15	2009.11.09 23:03	sell	8	1.00	89.954	0.000	0.000
16	2009.11.10 00:15	close	8	1.00	89.941	0.000	0.000	14.12	9855.22
17	2009.11.10 00:27	sell	9	1.00	89.960	0.000	0.000
18	2009.11.10 00:33	close	9	1.00	89.921	0.000	0.000	43.37	9898.59
19	2009.11.10 04:15	sell	10	1.00	89.958	0.000	0.000
20	2009.11.10 04:40	close	10	1.00	89.956	0.000	0.000	2.22	9900.81
21	2009.11.10 22:59	buy	11	1.00	89.813	0.000	0.000
22	2009.11.10 23:10	close	11	1.00	89.823	0.000	0.000	11.13	9911.94
23	2009.11.10 23:52	buy	12	1.10	89.807	0.000	0.000
24	2009.11.11 07:45	close	12	1.10	89.821	0.000	0.000	17.15	9929.09
25	2009.11.11 15:40	sell	13	1.10	89.857	0.000	0.000
26	2009.11.11 16:20	close	13	1.10	89.845	0.000	0.000	14.69	9943.78
27	2009.11.11 23:10	buy	14	1.10	89.863	0.000	0.000
28	2009.11.11 23:50	close	14	1.10	89.880	0.000	0.000	20.81	9964.59
29	2009.11.12 07:20	buy	15	1.10	89.815	0.000	0.000
30	2009.11.12 07:27	close	15	1.10	89.822	0.000	0.000	8.57	9973.16
31	2009.11.16 13:16	buy	16	1.10	89.515	0.000	0.000
32	2009.11.16 13:26	close	16	1.10	89.535	0.000	0.000	24.57	9997.73
33	2009.11.16 13:26	buy	17	1.10	89.545	0.000	0.000
34	2009.11.16 14:07	close	17	1.10	89.550	0.000	0.000	6.14	10003.87
35	2009.11.18 03:20	buy	18	1.10	89.270	0.000	0.000
36	2009.11.18 03:27	close	18	1.10	89.275	0.000	0.000	6.16	10010.03
37	2009.11.18 03:45	buy	19	1.10	89.286	0.000	0.000
38	2009.11.18 15:07	close	19	1.10	89.295	0.000	0.000	11.09	10021.12
39	2009.11.20 00:02	sell	20	1.10	88.942	0.000	0.000
40	2009.11.20 00:10	close	20	1.10	88.938	0.000	0.000	4.95	10026.07
41	2009.11.20 00:12	sell	21	1.10	88.926	0.000	0.000
42	2009.11.20 00:15	close	21	1.10	88.914	0.000	0.000	14.85	10040.92
43	2009.11.20 00:45	sell	22	1.10	88.929	0.000	0.000
44	2009.11.20 01:02	close	22	1.10	88.881	0.000	0.000	59.41	10100.33
45	2009.11.20 01:15	sell	23	1.10	88.941	0.000	0.000
46	2009.11.20 03:20	close	23	1.10	88.900	0.000	0.000	50.73	10151.06
47	2009.11.20 18:35	sell	24	1.10	88.940	0.000	0.000
48	2009.11.20 19:20	close	24	1.10	88.925	0.000	0.000	18.55	10169.61
49	2009.11.20 19:45	sell	25	1.10	88.944	0.000	0.000
50	2009.11.20 20:32	close	25	1.10	88.941	0.000	0.000	3.71	10173.32
51	2009.11.23 02:00	buy	26	1.10	88.948	0.000	0.000
52	2009.11.23 02:10	close	26	1.10	88.963	0.000	0.000	18.55	10191.87
53	2009.11.23 02:59	buy	27	1.10	88.942	0.000	0.000
54	2009.11.23 03:20	close	27	1.10	88.953	0.000	0.000	13.60	10205.47
55	2009.11.23 03:40	buy	28	1.10	88.943	0.000	0.000
56	2009.11.23 04:02	close	28	1.10	88.949	0.000	0.000	7.42	10212.89
57	2009.11.23 04:15	buy	29	1.10	88.933	0.000	0.000
58	2009.11.23 04:32	close	29	1.10	88.942	0.000	0.000	11.13	10224.02
59	2009.11.23 10:37	buy	30	1.10	88.865	0.000	0.000
60	2009.11.23 10:45	close	30	1.10	88.874	0.000	0.000	11.14	10235.16
61	2009.11.23 22:15	sell	31	1.10	88.997	0.000	0.000
62	2009.11.23 22:59	close	31	1.10	88.971	0.000	0.000	32.15	10267.31