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		FixedLots=0.3; Risk=0.01; StopLoss=50; TakeProfit1=100; DayStartHour=4; StopShift=0; OrderExpirationHours=20;
Bars in test	551	Ticks modelled	11401	Modelling quality	n/a
Mismatched charts errors	4
Initial deposit	10000.00
Total net profit	51.97	Gross profit	303.09	Gross loss	-251.12
Profit factor	1.21	Expected payoff	2.17
Absolute drawdown	75.00	Maximal drawdown	91.10 (0.90%)	Relative drawdown	0.90% (91.10)
Total trades	24	Short positions (won %)	13 (46.15%)	Long positions (won %)	11 (27.27%)
		Profit trades (% of total)	9 (37.50%)	Loss trades (% of total)	15 (62.50%)
Largest		profit trade	34.55	loss trade	-16.88
Average		profit trade	33.68	loss trade	-16.74
Maximum		consecutive wins (profit in money)	2 (68.61)	consecutive losses (loss in money)	5 (-84.30)
Maximal		consecutive profit (count of wins)	68.61 (2)	consecutive loss (count of losses)	-84.30 (5)
Average		consecutive wins	2	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.11.03 04:00	buy stop	1	0.30	90.486	90.436	90.586
2	2009.11.03 04:00	sell stop	2	0.30	90.188	90.238	90.088
3	2009.11.03 04:32	sell	2	0.30	90.188	90.238	90.088
4	2009.11.03 04:40	s/l	2	0.30	90.238	90.238	90.088	-16.62	9983.38
5	2009.11.03 16:02	buy	1	0.30	90.486	90.436	90.586
6	2009.11.03 16:15	s/l	1	0.30	90.436	90.436	90.586	-16.59	9966.79
7	2009.11.04 04:00	buy stop	3	0.30	90.430	90.380	90.530
8	2009.11.04 04:00	sell stop	4	0.30	90.046	90.096	89.946
9	2009.11.04 07:20	buy	3	0.30	90.430	90.380	90.530
10	2009.11.04 07:32	s/l	3	0.30	90.380	90.380	90.530	-16.60	9950.19
11	2009.11.05 00:02	expiration	4	0.30	90.046	90.096	89.946
12	2009.11.05 04:00	buy stop	5	0.30	90.855	90.805	90.955
13	2009.11.05 04:00	sell stop	6	0.30	90.379	90.429	90.279
14	2009.11.05 04:32	sell	6	0.30	90.379	90.429	90.279
15	2009.11.05 04:50	s/l	6	0.30	90.429	90.429	90.279	-16.58	9933.61
16	2009.11.06 00:02	expiration	5	0.30	90.855	90.805	90.955
17	2009.11.06 04:00	buy stop	7	0.30	90.851	90.801	90.951
18	2009.11.06 04:00	sell stop	8	0.30	90.567	90.617	90.467
19	2009.11.06 07:15	sell	8	0.30	90.567	90.617	90.467
20	2009.11.06 07:50	t/p	8	0.30	90.467	90.617	90.467	33.17	9966.78
21	2009.11.09 00:00	expiration	7	0.30	90.851	90.801	90.951
22	2009.11.09 04:00	sell stop	9	0.30	89.680	89.730	89.580
23	2009.11.10 00:05	expiration	9	0.30	89.680	89.730	89.580
24	2009.11.10 04:00	buy stop	10	0.30	90.040	89.990	90.140
25	2009.11.10 04:00	sell stop	11	0.30	89.804	89.854	89.704
26	2009.11.10 06:45	sell	11	0.30	89.804	89.854	89.704
27	2009.11.10 06:50	t/p	11	0.30	89.704	89.854	89.704	33.44	10000.22
28	2009.11.10 11:20	buy	10	0.30	90.040	89.990	90.140
29	2009.11.10 11:22	s/l	10	0.30	89.990	89.990	90.140	-16.67	9983.55
30	2009.11.11 04:00	buy stop	12	0.30	89.872	89.822	89.972
31	2009.11.11 04:00	sell stop	13	0.30	89.465	89.515	89.365
32	2009.11.11 05:15	sell	13	0.30	89.465	89.515	89.365
33	2009.11.11 05:20	t/p	13	0.30	89.365	89.515	89.365	33.58	10017.13
34	2009.11.11 07:50	buy	12	0.30	89.872	89.822	89.972
35	2009.11.11 07:59	s/l	12	0.30	89.822	89.822	89.972	-16.71	10000.42
36	2009.11.12 04:00	buy stop	14	0.30	89.975	89.925	90.075
37	2009.11.12 04:00	sell stop	15	0.30	89.670	89.720	89.570
38	2009.11.12 08:32	sell	15	0.30	89.670	89.720	89.570
39	2009.11.12 08:40	s/l	15	0.30	89.720	89.720	89.570	-16.72	9983.70
40	2009.11.12 13:50	buy	14	0.30	89.975	89.925	90.075
41	2009.11.12 14:15	t/p	14	0.30	90.075	89.925	90.075	33.30	10017.00
42	2009.11.13 04:00	buy stop	16	0.30	90.430	90.380	90.530
43	2009.11.16 00:00	expiration	16	0.30	90.430	90.380	90.530
44	2009.11.16 04:00	buy stop	17	0.30	89.718	89.668	89.818
45	2009.11.16 04:00	sell stop	18	0.30	89.380	89.430	89.280
46	2009.11.16 04:20	buy	17	0.30	89.718	89.668	89.818
47	2009.11.16 04:40	s/l	17	0.30	89.668	89.668	89.818	-16.73	10000.27
48	2009.11.16 11:02	sell	18	0.30	89.380	89.430	89.280
49	2009.11.16 11:10	s/l	18	0.30	89.430	89.430	89.280	-16.77	9983.50
50	2009.11.17 04:00	buy stop	19	0.30	89.159	89.109	89.259
51	2009.11.17 04:00	sell stop	20	0.30	88.911	88.961	88.811
52	2009.11.17 08:45	sell	20	0.30	88.911	88.961	88.811
53	2009.11.17 09:15	t/p	20	0.30	88.811	88.961	88.811	33.79	10017.29
54	2009.11.17 11:40	buy	19	0.30	89.159	89.109	89.259
55	2009.11.17 11:43	s/l	19	0.30	89.109	89.109	89.259	-16.83	10000.46
56	2009.11.18 04:00	buy stop	21	0.30	89.361	89.311	89.461
57	2009.11.18 04:00	sell stop	22	0.30	89.201	89.251	89.101
58	2009.11.18 05:10	sell	22	0.30	89.201	89.251	89.101
59	2009.11.18 06:16	t/p	22	0.30	89.101	89.251	89.101	33.67	10034.13
60	2009.11.18 17:40	buy	21	0.30	89.361	89.311	89.461
61	2009.11.18 20:20	t/p	21	0.30	89.461	89.311	89.461	33.53	10067.66
62	2009.11.19 04:00	buy stop	23	0.30	89.475	89.425	89.575
63	2009.11.19 04:00	sell stop	24	0.30	89.120	89.170	89.020
64	2009.11.19 04:20	sell	24	0.30	89.120	89.170	89.020
65	2009.11.19 04:27	s/l	24	0.30	89.170	89.170	89.020	-16.82	10050.84
66	2009.11.20 00:02	expiration	23	0.30	89.475	89.425	89.575
67	2009.11.20 04:00	buy stop	25	0.30	89.060	89.010	89.160
68	2009.11.20 13:20	buy	25	0.30	89.060	89.010	89.160
69	2009.11.20 13:27	s/l	25	0.30	89.010	89.010	89.160	-16.86	10033.98
70	2009.11.23 04:00	buy stop	26	0.30	89.029	88.979	89.129
71	2009.11.23 04:00	sell stop	27	0.30	88.806	88.856	88.706
72	2009.11.23 07:20	sell	27	0.30	88.806	88.856	88.706
73	2009.11.23 07:50	s/l	27	0.30	88.856	88.856	88.706	-16.88	10017.10
74	2009.11.23 16:20	buy	26	0.30	89.029	88.979	89.129
75	2009.11.23 16:22	s/l	26	0.30	88.979	88.979	89.129	-16.86	10000.24
76	2009.11.24 04:00	buy stop	28	0.30	89.051	89.001	89.151
77	2009.11.24 04:00	sell stop	29	0.30	88.818	88.868	88.718
78	2009.11.24 05:20	sell	29	0.30	88.818	88.868	88.718
79	2009.11.24 05:27	s/l	29	0.30	88.868	88.868	88.718	-16.88	9983.36
80	2009.11.25 00:02	expiration	28	0.30	89.051	89.001	89.151
81	2009.11.25 04:00	buy stop	30	0.30	88.623	88.573	88.723
82	2009.11.25 04:00	sell stop	31	0.30	88.195	88.245	88.095
83	2009.11.25 09:50	sell	31	0.30	88.195	88.245	88.095
84	2009.11.25 10:05	t/p	31	0.30	88.095	88.245	88.095	34.06	10017.42
85	2009.11.26 00:02	expiration	30	0.30	88.623	88.573	88.723
86	2009.11.26 04:00	buy stop	32	0.30	87.474	87.424	87.574
87	2009.11.27 00:02	expiration	32	0.30	87.474	87.424	87.574
88	2009.11.27 04:00	buy stop	33	0.30	86.621	86.571	86.721
89	2009.11.27 04:00	sell stop	34	0.30	84.799	84.849	84.699
90	2009.11.27 11:10	buy	33	0.30	86.621	86.571	86.721
91	2009.11.27 11:20	t/p	33	0.30	86.721	86.571	86.721	34.55	10051.97