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		LotSize=2; Slippage=3; StopLoss=0; TakeProfit=100; GMTShift=0;
Bars in test	551	Ticks modelled	11401	Modelling quality	n/a
Mismatched charts errors	4
Initial deposit	10000.00
Total net profit	-10754.53	Gross profit	5179.03	Gross loss	-15933.56
Profit factor	0.33	Expected payoff	-336.08
Absolute drawdown	10754.53	Maximal drawdown	12479.10 (106.44%)	Relative drawdown	106.44% (12479.10)
Total trades	32	Short positions (won %)	16 (100.00%)	Long positions (won %)	16 (81.25%)
		Profit trades (% of total)	29 (90.63%)	Loss trades (% of total)	3 (9.38%)
Largest		profit trade	181.03	loss trade	-7033.73
Average		profit trade	178.59	loss trade	-5311.19
Maximum		consecutive wins (profit in money)	29 (5179.03)	consecutive losses (loss in money)	3 (-15933.56)
Maximal		consecutive profit (count of wins)	5179.03 (29)	consecutive loss (count of losses)	-15933.56 (3)
Average		consecutive wins	29	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.11.04 00:00	buy	1	2.00	90.348	0.000	90.428
2	2009.11.04 00:00	sell	2	2.00	90.328	0.000	90.248
3	2009.11.04 00:50	t/p	1	2.00	90.428	0.000	90.428	176.94	10176.94
4	2009.11.04 01:35	t/p	2	2.00	90.248	0.000	90.248	177.29	10354.23
5	2009.11.05 00:00	buy	3	2.00	90.864	0.000	90.944
6	2009.11.05 00:00	sell	4	2.00	90.844	0.000	90.764
7	2009.11.05 00:15	t/p	4	2.00	90.764	0.000	90.764	176.28	10530.51
8	2009.11.06 00:00	buy	5	2.00	90.767	0.000	90.847
9	2009.11.06 00:00	sell	6	2.00	90.747	0.000	90.667
10	2009.11.06 00:37	t/p	5	2.00	90.847	0.000	90.847	176.11	10706.62
11	2009.11.06 02:50	t/p	6	2.00	90.667	0.000	90.667	176.55	10883.17
12	2009.11.09 00:00	buy	7	2.00	89.834	0.000	89.914
13	2009.11.09 00:00	sell	8	2.00	89.814	0.000	89.734
14	2009.11.09 00:16	t/p	8	2.00	89.734	0.000	89.734	178.37	11061.54
15	2009.11.09 00:50	t/p	7	2.00	89.914	0.000	89.914	177.89	11239.43
16	2009.11.10 00:00	buy	9	2.00	89.984	0.000	90.064
17	2009.11.10 00:00	sell	10	2.00	89.964	0.000	89.884
18	2009.11.10 00:40	t/p	10	2.00	89.884	0.000	89.884	178.02	11417.45
19	2009.11.10 11:45	t/p	9	2.00	90.064	0.000	90.064	177.57	11595.02
20	2009.11.11 00:00	buy	11	2.00	89.804	0.000	89.884
21	2009.11.11 00:00	sell	12	2.00	89.784	0.000	89.704
22	2009.11.11 00:50	t/p	12	2.00	89.704	0.000	89.704	178.38	11773.40
23	2009.11.11 08:20	t/p	11	2.00	89.884	0.000	89.884	177.91	11951.31
24	2009.11.12 00:00	buy	13	2.00	89.889	0.000	89.969
25	2009.11.12 00:00	sell	14	2.00	89.869	0.000	89.789
26	2009.11.12 00:16	t/p	13	2.00	89.969	0.000	89.969	177.82	12129.13
27	2009.11.12 02:20	t/p	14	2.00	89.789	0.000	89.789	178.22	12307.35
28	2009.11.13 00:00	buy	15	2.00	90.399	0.000	90.479
29	2009.11.13 00:00	sell	16	2.00	90.379	0.000	90.299
30	2009.11.13 00:46	t/p	16	2.00	90.299	0.000	90.299	177.21	12484.56
31	2009.11.16 00:00	buy	17	2.00	89.576	0.000	89.656
32	2009.11.16 00:00	sell	18	2.00	89.556	0.000	89.476
33	2009.11.16 00:32	t/p	17	2.00	89.656	0.000	89.656	178.45	12663.01
34	2009.11.16 01:40	t/p	18	2.00	89.476	0.000	89.476	178.87	12841.88
35	2009.11.17 00:00	buy	19	2.00	89.142	0.000	89.222
36	2009.11.17 00:00	sell	20	2.00	89.122	0.000	89.042
37	2009.11.17 00:15	t/p	20	2.00	89.042	0.000	89.042	179.76	13021.64
38	2009.11.17 13:10	t/p	19	2.00	89.222	0.000	89.222	179.26	13200.90
39	2009.11.18 00:00	buy	21	2.00	89.350	0.000	89.430
40	2009.11.18 00:00	sell	22	2.00	89.330	0.000	89.250
41	2009.11.18 00:45	t/p	22	2.00	89.250	0.000	89.250	179.28	13380.18
42	2009.11.18 19:07	t/p	21	2.00	89.430	0.000	89.430	178.91	13559.09
43	2009.11.19 00:00	buy	23	2.00	89.322	0.000	89.402
44	2009.11.19 00:00	sell	24	2.00	89.302	0.000	89.222
45	2009.11.19 00:46	t/p	23	2.00	89.402	0.000	89.402	178.96	13738.05
46	2009.11.19 02:45	t/p	24	2.00	89.222	0.000	89.222	179.34	13917.39
47	2009.11.20 00:00	buy	25	2.00	88.940	0.000	89.020
48	2009.11.20 00:00	sell	26	2.00	88.920	0.000	88.840
49	2009.11.20 01:50	t/p	25	2.00	89.020	0.000	89.020	179.71	14097.10
50	2009.11.20 07:15	t/p	26	2.00	88.840	0.000	88.840	180.13	14277.23
51	2009.11.23 00:00	buy	27	2.00	88.838	0.000	88.918
52	2009.11.23 00:00	sell	28	2.00	88.818	0.000	88.738
53	2009.11.23 00:20	t/p	27	2.00	88.918	0.000	88.918	179.90	14457.13
54	2009.11.23 08:15	t/p	28	2.00	88.738	0.000	88.738	180.44	14637.57
55	2009.11.24 00:00	buy	29	2.00	89.061	0.000	89.141
56	2009.11.24 00:00	sell	30	2.00	89.041	0.000	88.961
57	2009.11.24 00:45	t/p	30	2.00	88.961	0.000	88.961	179.87	14817.44
58	2009.11.25 00:00	buy	31	2.00	88.526	0.000	88.606
59	2009.11.25 00:00	sell	32	2.00	88.506	0.000	88.426
60	2009.11.25 00:50	t/p	31	2.00	88.606	0.000	88.606	180.56	14998.00
61	2009.11.25 02:15	t/p	32	2.00	88.426	0.000	88.426	181.03	15179.03
62	2009.11.25 10:15	close at stop	29	2.00	87.777	0.000	89.141	-2925.60	12253.43
63	2009.11.25 10:15	close at stop	15	2.00	87.777	0.000	90.479	-5974.23	6279.20
64	2009.11.25 10:15	close at stop	3	2.00	87.777	0.000	90.944	-7033.73	-754.53