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	-297.73	Gross profit	197.56	Gross loss	-495.28
Profit factor	0.40	Expected payoff	-15.67
Absolute drawdown	320.19	Maximal drawdown	320.19 (3.20%)	Relative drawdown	3.20% (320.19)
Total trades	19	Short positions (won %)	7 (28.57%)	Long positions (won %)	12 (66.67%)
		Profit trades (% of total)	10 (52.63%)	Loss trades (% of total)	9 (47.37%)
Largest		profit trade	43.74	loss trade	-135.57
Average		profit trade	19.76	loss trade	-55.03
Maximum		consecutive wins (profit in money)	3 (83.20)	consecutive losses (loss in money)	3 (-178.26)
Maximal		consecutive profit (count of wins)	83.20 (3)	consecutive loss (count of losses)	-178.26 (3)
Average		consecutive wins	2	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.11.03 12:02	buy	1	1.10	90.172	0.000	0.000
2	2009.11.03 12:35	close	1	1.10	90.061	0.000	0.000	-135.57	9864.43
3	2009.11.03 13:50	buy	2	1.00	90.119	0.000	0.000
4	2009.11.03 13:52	close	2	1.00	90.131	0.000	0.000	13.31	9877.74
5	2009.11.03 13:55	buy	3	1.00	90.135	0.000	0.000
6	2009.11.03 13:57	close	3	1.00	90.163	0.000	0.000	31.05	9908.79
7	2009.11.06 12:02	buy	4	1.10	90.590	0.000	0.000
8	2009.11.06 12:10	close	4	1.10	90.622	0.000	0.000	38.84	9947.63
9	2009.11.09 23:03	sell	5	1.10	89.954	0.000	0.000
10	2009.11.09 23:35	close	5	1.10	89.985	0.000	0.000	-37.90	9909.73
11	2009.11.09 23:37	sell	6	1.10	89.971	0.000	0.000
12	2009.11.09 23:50	close	6	1.10	89.959	0.000	0.000	14.67	9924.40
13	2009.11.09 23:52	sell	7	1.10	89.945	0.000	0.000
14	2009.11.10 00:15	close	7	1.10	89.941	0.000	0.000	3.44	9927.84
15	2009.11.10 22:59	buy	8	1.10	89.813	0.000	0.000
16	2009.11.10 23:10	close	8	1.10	89.823	0.000	0.000	12.25	9940.09
17	2009.11.10 23:52	buy	9	1.10	89.807	0.000	0.000
18	2009.11.11 00:25	close	9	1.10	89.720	0.000	0.000	-105.94	9834.14
19	2009.11.11 15:40	sell	10	1.00	89.857	0.000	0.000
20	2009.11.11 16:12	close	10	1.00	89.898	0.000	0.000	-45.61	9788.53
21	2009.11.11 23:10	buy	11	1.00	89.863	0.000	0.000
22	2009.11.11 23:42	close	11	1.00	89.839	0.000	0.000	-26.71	9761.82
23	2009.11.12 07:20	buy	12	1.00	89.815	0.000	0.000
24	2009.11.12 07:27	close	12	1.00	89.822	0.000	0.000	7.79	9769.61
25	2009.11.16 13:16	buy	13	1.00	89.515	0.000	0.000
26	2009.11.16 13:26	close	13	1.00	89.535	0.000	0.000	22.34	9791.95
27	2009.11.16 13:26	buy	14	1.00	89.545	0.000	0.000
28	2009.11.16 13:57	close	14	1.00	89.500	0.000	0.000	-50.28	9741.67
29	2009.11.18 14:32	buy	15	1.00	89.118	0.000	0.000
30	2009.11.18 14:40	close	15	1.00	89.157	0.000	0.000	43.74	9785.41
31	2009.11.20 18:35	sell	16	1.00	88.940	0.000	0.000
32	2009.11.20 19:07	close	16	1.00	88.975	0.000	0.000	-39.34	9746.07
33	2009.11.20 19:45	sell	17	1.00	88.944	0.000	0.000
34	2009.11.20 20:17	close	17	1.00	88.964	0.000	0.000	-22.48	9723.59
35	2009.11.23 10:37	buy	18	1.00	88.865	0.000	0.000
36	2009.11.23 10:45	close	18	1.00	88.874	0.000	0.000	10.13	9733.72
37	2009.11.23 22:15	sell	19	1.00	88.997	0.000	0.000
38	2009.11.23 22:46	close	19	1.00	89.025	0.000	0.000	-31.45	9702.27