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		EA_MAGIC_NUM=511112; StartHour=19; LadderHeight=400; CarryBuffer=200; Slippage=3; TakeProfit=10; StopLoss=0; MoneyManagement=false; RiskPercent=0.5; Lots=0.1; MaxLots=15; MinLots=0.01;
Bars in test	551	Ticks modelled	11401	Modelling quality	n/a
Mismatched charts errors	4
Initial deposit	10000.00
Total net profit	-5019.04	Gross profit	58.70	Gross loss	-5077.74
Profit factor	0.01	Expected payoff	-185.89
Absolute drawdown	8766.63	Maximal drawdown	8875.60 (87.80%)	Relative drawdown	87.80% (8875.60)
Total trades	27	Short positions (won %)	0 (0.00%)	Long positions (won %)	27 (14.81%)
		Profit trades (% of total)	4 (14.81%)	Loss trades (% of total)	23 (85.19%)
Largest		profit trade	17.89	loss trade	-397.98
Average		profit trade	14.68	loss trade	-220.77
Maximum		consecutive wins (profit in money)	2 (35.78)	consecutive losses (loss in money)	22 (-5042.41)
Maximal		consecutive profit (count of wins)	35.78 (2)	consecutive loss (count of losses)	-5042.41 (22)
Average		consecutive wins	2	consecutive losses	12

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.11.03 19:00	buy	1	0.10	90.317	0.000	0.000
2	2009.11.06 19:00	buy	2	0.10	89.838	0.000	0.000
3	2009.11.06 19:00	buy	3	0.10	89.838	0.000	0.000
4	2009.11.09 19:00	close	3	0.10	89.999	0.000	0.000	17.89	10017.89
5	2009.11.09 19:00	close	2	0.10	89.999	0.000	0.000	17.89	10035.78
6	2009.11.09 19:00	close	1	0.10	89.999	0.000	0.000	-35.33	10000.45
7	2009.11.09 19:00	buy	4	0.10	90.019	0.000	0.000
8	2009.11.10 19:00	buy	5	0.10	89.780	0.000	0.000
9	2009.11.10 19:00	buy	6	0.10	89.780	0.000	0.000
10	2009.11.11 19:00	close	6	0.10	89.883	0.000	0.000	11.46	10011.91
11	2009.11.11 19:00	close	5	0.10	89.883	0.000	0.000	11.46	10023.37
12	2009.11.11 19:00	close	4	0.10	89.883	0.000	0.000	-15.13	10008.24
13	2009.11.11 19:00	buy	7	0.10	89.903	0.000	0.000
14	2009.11.13 19:00	buy	8	0.10	89.578	0.000	0.000
15	2009.11.13 19:00	buy	9	0.10	89.578	0.000	0.000
16	2009.11.16 19:00	buy	10	0.10	89.310	0.000	0.000
17	2009.11.16 19:00	buy	11	0.10	89.310	0.000	0.000
18	2009.11.17 19:00	buy	12	0.10	89.280	0.000	0.000
19	2009.11.17 19:00	buy	13	0.10	89.280	0.000	0.000
20	2009.11.19 19:00	buy	14	0.10	88.885	0.000	0.000
21	2009.11.19 19:00	buy	15	0.10	88.885	0.000	0.000
22	2009.11.20 19:00	buy	16	0.10	88.950	0.000	0.000
23	2009.11.20 19:00	buy	17	0.10	88.950	0.000	0.000
24	2009.11.23 19:20	buy	18	0.10	89.071	0.000	0.000
25	2009.11.23 19:20	buy	19	0.10	89.071	0.000	0.000
26	2009.11.24 19:00	buy	20	0.10	88.549	0.000	0.000
27	2009.11.24 19:00	buy	21	0.10	88.549	0.000	0.000
28	2009.11.25 19:00	buy	22	0.10	87.691	0.000	0.000
29	2009.11.25 19:00	buy	23	0.10	87.691	0.000	0.000
30	2009.11.26 19:00	buy	24	0.10	86.530	0.000	0.000
31	2009.11.26 19:00	buy	25	0.10	86.530	0.000	0.000
32	2009.11.27 19:00	buy	26	0.10	86.789	0.000	0.000
33	2009.11.27 19:00	buy	27	0.10	86.789	0.000	0.000
34	2009.11.27 22:59	close at stop	27	0.10	86.462	0.000	0.000	-37.82	9970.42
35	2009.11.27 22:59	close at stop	26	0.10	86.462	0.000	0.000	-37.82	9932.60
36	2009.11.27 22:59	close at stop	25	0.10	86.462	0.000	0.000	-7.86	9924.74
37	2009.11.27 22:59	close at stop	24	0.10	86.462	0.000	0.000	-7.86	9916.88
38	2009.11.27 22:59	close at stop	23	0.10	86.462	0.000	0.000	-142.14	9774.74
39	2009.11.27 22:59	close at stop	22	0.10	86.462	0.000	0.000	-142.14	9632.60
40	2009.11.27 22:59	close at stop	21	0.10	86.462	0.000	0.000	-241.38	9391.22
41	2009.11.27 22:59	close at stop	20	0.10	86.462	0.000	0.000	-241.38	9149.84
42	2009.11.27 22:59	close at stop	19	0.10	86.462	0.000	0.000	-301.75	8848.09
43	2009.11.27 22:59	close at stop	18	0.10	86.462	0.000	0.000	-301.75	8546.34
44	2009.11.27 22:59	close at stop	17	0.10	86.462	0.000	0.000	-287.76	8258.58
45	2009.11.27 22:59	close at stop	16	0.10	86.462	0.000	0.000	-287.76	7970.82
46	2009.11.27 22:59	close at stop	15	0.10	86.462	0.000	0.000	-280.24	7690.58
47	2009.11.27 22:59	close at stop	14	0.10	86.462	0.000	0.000	-280.24	7410.34
48	2009.11.27 22:59	close at stop	13	0.10	86.462	0.000	0.000	-325.92	7084.42
49	2009.11.27 22:59	close at stop	12	0.10	86.462	0.000	0.000	-325.92	6758.50
50	2009.11.27 22:59	close at stop	11	0.10	86.462	0.000	0.000	-329.39	6429.11
51	2009.11.27 22:59	close at stop	10	0.10	86.462	0.000	0.000	-329.39	6099.72
52	2009.11.27 22:59	close at stop	9	0.10	86.462	0.000	0.000	-360.39	5739.33
53	2009.11.27 22:59	close at stop	8	0.10	86.462	0.000	0.000	-360.39	5378.94
54	2009.11.27 22:59	close at stop	7	0.10	86.462	0.000	0.000	-397.98	4980.96