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		numBars=55; maPeriod=500; Lots=1; TrailingStop=5;
Bars in test	551	Ticks modelled	11401	Modelling quality	n/a
Mismatched charts errors	4
Initial deposit	10000.00
Total net profit	41.33	Gross profit	1245.16	Gross loss	-1203.83
Profit factor	1.03	Expected payoff	1.97
Absolute drawdown	365.65	Maximal drawdown	2187.56 (18.19%)	Relative drawdown	18.19% (2187.56)
Total trades	21	Short positions (won %)	21 (71.43%)	Long positions (won %)	0 (0.00%)
		Profit trades (% of total)	15 (71.43%)	Loss trades (% of total)	6 (28.57%)
Largest		profit trade	591.01	loss trade	-568.79
Average		profit trade	83.01	loss trade	-200.64
Maximum		consecutive wins (profit in money)	6 (740.54)	consecutive losses (loss in money)	2 (-215.03)
Maximal		consecutive profit (count of wins)	740.54 (6)	consecutive loss (count of losses)	-568.79 (1)
Average		consecutive wins	4	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.11.25 18:32	sell	1	1.00	87.575	87.695	0.000
2	2009.11.25 19:07	s/l	1	1.00	87.695	87.695	0.000	-136.84	9863.16
3	2009.11.25 20:05	sell	2	1.00	87.443	87.556	0.000
4	2009.11.25 20:15	modify	2	1.00	87.443	87.433	0.000
5	2009.11.25 20:15	modify	2	1.00	87.443	87.423	0.000
6	2009.11.25 20:15	modify	2	1.00	87.443	87.413	0.000
7	2009.11.25 20:45	s/l	2	1.00	87.413	87.413	0.000	34.31	9897.47
8	2009.11.25 22:02	sell	3	1.00	87.303	87.379	0.000
9	2009.11.25 22:32	s/l	3	1.00	87.379	87.379	0.000	-86.93	9810.54
10	2009.11.25 22:50	sell	4	1.00	87.297	87.409	0.000
11	2009.11.25 23:20	s/l	4	1.00	87.409	87.409	0.000	-128.10	9682.44
12	2009.11.26 00:05	sell	5	1.00	87.303	87.406	0.000
13	2009.11.26 00:20	modify	5	1.00	87.303	87.293	0.000
14	2009.11.26 00:20	modify	5	1.00	87.303	87.283	0.000
15	2009.11.26 00:20	modify	5	1.00	87.303	87.273	0.000
16	2009.11.26 00:35	s/l	5	1.00	87.273	87.273	0.000	34.37	9716.81
17	2009.11.26 03:20	sell	6	1.00	87.306	87.474	0.000
18	2009.11.26 03:45	modify	6	1.00	87.306	87.296	0.000
19	2009.11.26 03:50	modify	6	1.00	87.306	87.286	0.000
20	2009.11.26 03:50	modify	6	1.00	87.306	87.276	0.000
21	2009.11.26 04:02	s/l	6	1.00	87.276	87.276	0.000	34.37	9751.18
22	2009.11.26 04:20	sell	7	1.00	87.144	87.355	0.000
23	2009.11.26 04:33	modify	7	1.00	87.144	87.134	0.000
24	2009.11.26 04:33	modify	7	1.00	87.144	87.124	0.000
25	2009.11.26 04:33	modify	7	1.00	87.144	87.114	0.000
26	2009.11.26 06:37	close	7	1.00	86.632	87.114	0.000	591.01	10342.19
27	2009.11.26 08:46	sell	8	1.00	86.716	87.043	0.000
28	2009.11.26 11:20	modify	8	1.00	86.716	86.706	0.000
29	2009.11.26 11:20	modify	8	1.00	86.716	86.696	0.000
30	2009.11.26 11:20	modify	8	1.00	86.716	86.686	0.000
31	2009.11.26 11:27	s/l	8	1.00	86.686	86.686	0.000	34.60	10376.79
32	2009.11.26 12:37	sell	9	1.00	86.654	86.824	0.000
33	2009.11.26 14:50	modify	9	1.00	86.654	86.644	0.000
34	2009.11.26 14:57	s/l	9	1.00	86.644	86.644	0.000	11.54	10388.33
35	2009.11.26 15:50	sell	10	1.00	86.584	86.754	0.000
36	2009.11.26 17:02	modify	10	1.00	86.584	86.574	0.000
37	2009.11.26 17:02	modify	10	1.00	86.584	86.564	0.000
38	2009.11.26 17:02	modify	10	1.00	86.584	86.554	0.000
39	2009.11.26 17:10	s/l	10	1.00	86.554	86.554	0.000	34.65	10422.98
40	2009.11.26 21:02	sell	11	1.00	86.462	86.568	0.000
41	2009.11.26 21:40	s/l	11	1.00	86.568	86.568	0.000	-122.44	10300.54
42	2009.11.26 22:16	sell	12	1.00	86.395	86.621	0.000
43	2009.11.26 23:50	modify	12	1.00	86.395	86.385	0.000
44	2009.11.26 23:50	modify	12	1.00	86.395	86.375	0.000
45	2009.11.26 23:50	modify	12	1.00	86.395	86.365	0.000
46	2009.11.26 23:57	s/l	12	1.00	86.365	86.365	0.000	34.73	10335.27
47	2009.11.27 00:05	sell	13	1.00	86.252	86.525	0.000
48	2009.11.27 00:10	modify	13	1.00	86.252	86.242	0.000
49	2009.11.27 00:10	modify	13	1.00	86.252	86.232	0.000
50	2009.11.27 00:10	modify	13	1.00	86.252	86.222	0.000
51	2009.11.27 01:45	close	13	1.00	86.027	86.222	0.000	261.55	10596.82
52	2009.11.27 03:20	sell	14	1.00	85.896	86.140	0.000
53	2009.11.27 03:32	modify	14	1.00	85.896	85.886	0.000
54	2009.11.27 03:32	modify	14	1.00	85.896	85.876	0.000
55	2009.11.27 03:37	modify	14	1.00	85.896	85.866	0.000
56	2009.11.27 03:40	s/l	14	1.00	85.866	85.866	0.000	34.91	10631.73
57	2009.11.27 06:20	sell	15	1.00	86.172	86.532	0.000
58	2009.11.27 06:45	modify	15	1.00	86.172	86.162	0.000
59	2009.11.27 06:45	modify	15	1.00	86.172	86.152	0.000
60	2009.11.27 06:45	modify	15	1.00	86.172	86.142	0.000
61	2009.11.27 07:15	s/l	15	1.00	86.142	86.142	0.000	34.82	10666.55
62	2009.11.27 07:55	sell	16	1.00	85.903	86.211	0.000
63	2009.11.27 08:02	modify	16	1.00	85.903	85.893	0.000
64	2009.11.27 08:02	modify	16	1.00	85.903	85.883	0.000
65	2009.11.27 08:02	modify	16	1.00	85.903	85.873	0.000
66	2009.11.27 08:10	s/l	16	1.00	85.873	85.873	0.000	34.93	10701.48
67	2009.11.27 11:50	sell	17	1.00	86.324	86.818	0.000
68	2009.11.27 15:20	s/l	17	1.00	86.818	86.818	0.000	-568.79	10132.69
69	2009.11.27 16:20	sell	18	1.00	86.714	87.005	0.000
70	2009.11.27 19:50	modify	18	1.00	86.714	86.704	0.000
71	2009.11.27 20:03	s/l	18	1.00	86.704	86.704	0.000	11.53	10144.22
72	2009.11.27 22:10	sell	19	1.00	86.518	86.725	0.000
73	2009.11.27 22:20	modify	19	1.00	86.518	86.508	0.000
74	2009.11.27 22:20	modify	19	1.00	86.518	86.498	0.000
75	2009.11.27 22:20	modify	19	1.00	86.518	86.488	0.000
76	2009.11.27 22:27	s/l	19	1.00	86.488	86.488	0.000	34.68	10178.90
77	2009.11.27 22:40	sell	20	1.00	86.383	86.611	0.000
78	2009.11.27 22:46	modify	20	1.00	86.383	86.373	0.000
79	2009.11.27 22:46	modify	20	1.00	86.383	86.363	0.000
80	2009.11.27 22:50	s/l	20	1.00	86.363	86.363	0.000	23.16	10202.06
81	2009.11.27 22:50	sell	21	1.00	86.343	86.577	0.000
82	2009.11.27 22:59	close at stop	21	1.00	86.482	86.577	0.000	-160.73	10041.33