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; CustomSpread=9; 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	-720.57	Gross profit	15.81	Gross loss	-736.37
Profit factor	0.02	Expected payoff	-37.92
Absolute drawdown	1480.91	Maximal drawdown	1496.71 (14.94%)	Relative drawdown	14.94% (1496.71)
Total trades	19	Short positions (won %)	0 (0.00%)	Long positions (won %)	19 (73.68%)
		Profit trades (% of total)	14 (73.68%)	Loss trades (% of total)	5 (26.32%)
Largest		profit trade	1.32	loss trade	-307.83
Average		profit trade	1.13	loss trade	-147.27
Maximum		consecutive wins (profit in money)	14 (15.81)	consecutive losses (loss in money)	5 (-736.37)
Maximal		consecutive profit (count of wins)	15.81 (14)	consecutive loss (count of losses)	-736.37 (5)
Average		consecutive wins	14	consecutive losses	5

#	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	90.327
2	2009.11.03 19:03	t/p	1	0.10	90.327	0.000	90.327	1.11	10001.11
3	2009.11.04 19:00	buy	2	0.10	90.925	0.000	90.935
4	2009.11.04 19:15	t/p	2	0.10	90.935	0.000	90.935	1.10	10002.21
5	2009.11.05 19:00	buy	3	0.10	90.599	0.000	90.609
6	2009.11.05 19:10	t/p	3	0.10	90.609	0.000	90.609	1.11	10003.32
7	2009.11.06 19:00	buy	4	0.10	89.838	0.000	89.848
8	2009.11.06 19:07	t/p	4	0.10	89.848	0.000	89.848	1.12	10004.44
9	2009.11.09 19:00	buy	5	0.10	90.019	0.000	90.029
10	2009.11.09 20:15	t/p	5	0.10	90.029	0.000	90.029	1.11	10005.55
11	2009.11.10 19:00	buy	6	0.10	89.780	0.000	89.790
12	2009.11.10 19:15	t/p	6	0.10	89.790	0.000	89.790	1.12	10006.67
13	2009.11.11 19:00	buy	7	0.10	89.903	0.000	89.913
14	2009.11.12 00:03	t/p	7	0.10	89.913	0.000	89.913	1.32	10007.99
15	2009.11.12 19:00	buy	8	0.10	90.442	0.000	90.452
16	2009.11.12 19:10	t/p	8	0.10	90.452	0.000	90.452	1.11	10009.10
17	2009.11.13 19:00	buy	9	0.10	89.578	0.000	89.588
18	2009.11.13 19:02	t/p	9	0.10	89.588	0.000	89.588	1.12	10010.22
19	2009.11.16 19:00	buy	10	0.10	89.310	0.000	89.320
20	2009.11.16 19:07	t/p	10	0.10	89.320	0.000	89.320	1.12	10011.34
21	2009.11.17 19:00	buy	11	0.10	89.280	0.000	89.290
22	2009.11.17 19:10	t/p	11	0.10	89.290	0.000	89.290	1.12	10012.46
23	2009.11.18 19:00	buy	12	0.10	89.440	0.000	89.450
24	2009.11.18 20:15	t/p	12	0.10	89.450	0.000	89.450	1.11	10013.57
25	2009.11.19 19:00	buy	13	0.10	88.885	0.000	88.895
26	2009.11.19 19:45	t/p	13	0.10	88.895	0.000	88.895	1.12	10014.69
27	2009.11.20 19:00	buy	14	0.10	88.950	0.000	88.960
28	2009.11.20 19:50	t/p	14	0.10	88.960	0.000	88.960	1.12	10015.81
29	2009.11.23 19:00	buy	15	0.10	89.127	0.000	89.137
30	2009.11.24 19:00	buy	16	0.10	88.549	0.000	0.000
31	2009.11.25 19:00	buy	17	0.10	87.691	0.000	0.000
32	2009.11.26 19:00	buy	18	0.10	86.530	0.000	0.000
33	2009.11.27 19:00	buy	19	0.10	86.789	0.000	0.000
34	2009.11.27 22:59	close at stop	19	0.10	86.462	0.000	0.000	-37.82	9977.99
35	2009.11.27 22:59	close at stop	18	0.10	86.462	0.000	0.000	-7.79	9970.19
36	2009.11.27 22:59	close at stop	17	0.10	86.462	0.000	0.000	-141.88	9828.32
37	2009.11.27 22:59	close at stop	16	0.10	86.462	0.000	0.000	-241.05	9587.27
38	2009.11.27 22:59	close at stop	15	0.10	86.462	0.000	89.137	-307.83	9279.43