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		MaxTrades=4; Pips=5; TakeProfit=40; TrailingStop=20;
Bars in test	551	Ticks modelled	11401	Modelling quality	n/a
Mismatched charts errors	4
Initial deposit	10000.00
Total net profit	-10459.70	Gross profit	1283.91	Gross loss	-11743.61
Profit factor	0.11	Expected payoff	-116.22
Absolute drawdown	10459.70	Maximal drawdown	11300.46 (104.24%)	Relative drawdown	104.24% (11300.46)
Total trades	90	Short positions (won %)	2 (50.00%)	Long positions (won %)	88 (67.05%)
		Profit trades (% of total)	60 (66.67%)	Loss trades (% of total)	30 (33.33%)
Largest		profit trade	71.78	loss trade	-5949.32
Average		profit trade	21.40	loss trade	-391.45
Maximum		consecutive wins (profit in money)	10 (256.75)	consecutive losses (loss in money)	4 (-11370.76)
Maximal		consecutive profit (count of wins)	256.75 (10)	consecutive loss (count of losses)	-11370.76 (4)
Average		consecutive wins	4	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.11.03 02:00	buy	1	0.20	90.473	0.000	90.513
2	2009.11.03 02:03	buy	2	0.40	90.404	0.000	90.444
3	2009.11.03 02:10	buy	3	0.80	90.352	0.000	90.392
4	2009.11.03 02:16	buy	4	1.60	90.283	0.000	90.323
5	2009.11.03 02:26	t/p	4	1.60	90.323	0.000	90.323	70.85	10070.85
6	2009.11.03 02:26	close	3	0.80	90.332	0.000	90.392	-17.71	10053.14
7	2009.11.03 02:26	close	2	0.40	90.327	0.000	90.444	-34.10	10019.04
8	2009.11.03 02:30	close	1	0.20	90.323	0.000	90.513	-33.21	9985.83
9	2009.11.03 02:32	sell	5	0.20	90.293	0.000	90.253
10	2009.11.03 02:35	sell	6	0.40	90.306	0.000	90.266
11	2009.11.03 02:37	close	6	0.40	90.299	0.000	90.266	3.10	9988.93
12	2009.11.03 02:40	close	5	0.20	90.367	0.000	90.253	-16.38	9972.55
13	2009.11.03 02:42	buy	7	0.20	90.354	0.000	90.394
14	2009.11.03 02:47	close	7	0.20	90.374	0.000	90.394	4.43	9976.98
15	2009.11.03 02:50	buy	8	0.20	90.449	0.000	90.489
16	2009.11.03 02:52	buy	9	0.40	90.422	0.000	90.462
17	2009.11.03 02:57	buy	10	0.80	90.394	0.000	90.434
18	2009.11.03 02:59	buy	11	1.60	90.387	0.000	90.427
19	2009.11.03 15:45	close	11	1.60	90.402	0.000	90.427	26.55	10003.53
20	2009.11.03 15:47	close	10	0.80	90.384	0.000	90.434	-8.85	9994.68
21	2009.11.03 15:50	close	9	0.40	90.457	0.000	90.462	15.48	10010.16
22	2009.11.03 15:52	close	8	0.20	90.421	0.000	90.489	-6.19	10003.97
23	2009.11.03 15:55	buy	12	0.20	90.459	0.000	90.499
24	2009.11.03 15:57	buy	13	0.40	90.404	0.000	90.444
25	2009.11.03 16:02	t/p	12	0.20	90.499	0.000	90.499	8.83	10012.80
26	2009.11.03 16:02	t/p	13	0.40	90.444	0.000	90.444	17.67	10030.47
27	2009.11.03 16:02	buy	14	0.20	90.572	0.000	90.612
28	2009.11.03 16:05	buy	15	0.40	90.547	0.000	90.587
29	2009.11.03 16:10	buy	16	0.80	90.499	0.000	90.539
30	2009.11.03 16:15	buy	17	1.60	90.426	0.000	90.466
31	2009.11.04 07:50	t/p	17	1.60	90.466	0.000	90.466	71.78	10102.25
32	2009.11.04 07:50	close	16	0.80	90.497	0.000	90.539	-1.24	10101.00
33	2009.11.04 07:52	close	15	0.40	90.472	0.000	90.587	-32.90	10068.11
34	2009.11.04 07:55	close	14	0.20	90.484	0.000	90.612	-19.32	10048.79
35	2009.11.04 07:57	buy	18	0.20	90.466	0.000	90.506
36	2009.11.04 07:59	buy	19	0.40	90.448	0.000	90.488
37	2009.11.04 08:07	buy	20	0.80	90.428	0.000	90.468
38	2009.11.04 08:10	t/p	19	0.40	90.488	0.000	90.488	17.68	10066.47
39	2009.11.04 08:10	t/p	20	0.80	90.468	0.000	90.468	35.37	10101.84
40	2009.11.04 08:10	close	18	0.20	90.494	0.000	90.506	6.19	10108.03
41	2009.11.04 08:12	buy	21	0.20	90.497	0.000	90.537
42	2009.11.04 08:15	t/p	21	0.20	90.537	0.000	90.537	8.83	10116.86
43	2009.11.04 08:15	buy	22	0.20	90.566	0.000	90.606
44	2009.11.04 08:17	buy	23	0.40	90.549	0.000	90.589
45	2009.11.04 08:20	t/p	23	0.40	90.589	0.000	90.589	17.66	10134.52
46	2009.11.04 08:25	close	22	0.20	90.581	0.000	90.606	3.31	10137.83
47	2009.11.04 08:27	buy	24	0.20	90.549	0.000	90.589
48	2009.11.04 08:27	close	24	0.20	90.559	0.000	90.589	2.21	10140.04
49	2009.11.04 08:30	buy	25	0.20	90.581	0.000	90.621
50	2009.11.04 08:40	buy	26	0.40	90.575	0.000	90.615
51	2009.11.04 08:45	buy	27	0.80	90.554	0.000	90.594
52	2009.11.04 08:50	buy	28	1.60	90.526	0.000	90.566
53	2009.11.04 09:05	t/p	28	1.60	90.566	0.000	90.566	70.67	10210.71
54	2009.11.04 09:05	close	27	0.80	90.566	0.000	90.594	10.60	10221.31
55	2009.11.04 09:07	close	26	0.40	90.538	0.000	90.615	-16.35	10204.96
56	2009.11.04 09:10	close	25	0.20	90.608	0.000	90.621	5.96	10210.92
57	2009.11.04 09:12	buy	29	0.20	90.614	0.000	90.654
58	2009.11.04 09:17	close	29	0.20	90.635	0.000	90.654	4.63	10215.55
59	2009.11.04 09:20	buy	30	0.20	90.711	0.000	90.751
60	2009.11.04 09:22	buy	31	0.40	90.683	0.000	90.723
61	2009.11.04 09:27	buy	32	0.80	90.655	0.000	90.695
62	2009.11.04 09:33	t/p	31	0.40	90.723	0.000	90.723	17.63	10233.18
63	2009.11.04 09:33	t/p	32	0.80	90.695	0.000	90.695	35.27	10268.45
64	2009.11.04 09:33	close	30	0.20	90.729	0.000	90.751	3.97	10272.42
65	2009.11.04 09:36	buy	33	0.20	90.735	0.000	90.775
66	2009.11.04 09:43	close	33	0.20	90.758	0.000	90.775	5.07	10277.49
67	2009.11.04 09:46	buy	34	0.20	90.835	0.000	90.875
68	2009.11.04 09:50	buy	35	0.40	90.806	0.000	90.846
69	2009.11.04 09:56	buy	36	0.80	90.778	0.000	90.818
70	2009.11.04 09:59	buy	37	1.60	90.695	0.000	90.735
71	2009.11.04 10:40	t/p	37	1.60	90.735	0.000	90.735	70.50	10347.99
72	2009.11.04 10:40	close	36	0.80	90.785	0.000	90.818	6.17	10354.16
73	2009.11.04 10:42	close	35	0.40	90.756	0.000	90.846	-22.04	10332.12
74	2009.11.04 10:45	close	34	0.20	90.872	0.000	90.875	8.14	10340.26
75	2009.11.04 10:47	buy	38	0.20	90.863	0.000	90.903
76	2009.11.04 10:50	t/p	38	0.20	90.903	0.000	90.903	8.80	10349.06
77	2009.11.04 10:50	buy	39	0.20	90.979	0.000	91.019
78	2009.11.04 10:52	buy	40	0.40	90.921	0.000	90.961
79	2009.11.04 10:57	buy	41	0.80	90.863	0.000	90.903
80	2009.11.04 10:59	t/p	41	0.80	90.903	0.000	90.903	35.19	10384.25
81	2009.11.04 11:03	buy	42	0.80	90.889	0.000	90.929
82	2009.11.04 11:10	buy	43	1.60	90.880	0.000	90.920
83	2009.11.04 11:16	close	43	1.60	90.896	0.000	90.920	28.16	10412.41
84	2009.11.04 11:20	t/p	42	0.80	90.929	0.000	90.929	35.19	10447.60
85	2009.11.04 11:20	close	40	0.40	90.932	0.000	90.961	4.84	10452.44
86	2009.11.04 11:23	close	39	0.20	90.923	0.000	91.019	-12.32	10440.12
87	2009.11.04 11:26	buy	44	0.20	90.979	0.000	91.019
88	2009.11.04 11:32	t/p	44	0.20	91.019	0.000	91.019	8.79	10448.91
89	2009.11.04 11:32	buy	45	0.20	91.041	0.000	91.081
90	2009.11.04 11:35	buy	46	0.40	91.024	0.000	91.064
91	2009.11.04 11:37	close	46	0.40	91.037	0.000	91.064	5.71	10454.62
92	2009.11.04 11:40	close	45	0.20	90.972	0.000	91.081	-15.17	10439.45
93	2009.11.04 11:42	buy	47	0.20	91.008	0.000	91.048
94	2009.11.04 11:45	buy	48	0.40	90.942	0.000	90.982
95	2009.11.04 11:50	buy	49	0.80	90.877	0.000	90.917
96	2009.11.04 11:57	t/p	49	0.80	90.917	0.000	90.917	35.19	10474.64
97	2009.11.04 11:57	close	48	0.40	90.922	0.000	90.982	-8.80	10465.84
98	2009.11.04 11:59	close	47	0.20	90.947	0.000	91.048	-13.41	10452.43
99	2009.11.04 12:00	buy	50	0.20	90.965	0.000	91.005
100	2009.11.04 12:05	buy	51	0.40	90.959	0.000	90.999
101	2009.11.04 12:07	close	51	0.40	90.972	0.000	90.999	5.72	10458.15
102	2009.11.04 12:10	close	50	0.20	90.907	0.000	91.005	-12.76	10445.39
103	2009.11.04 12:12	buy	52	0.20	90.943	0.000	90.983
104	2009.11.04 12:15	buy	53	0.40	90.877	0.000	90.917
105	2009.11.04 12:20	buy	54	0.80	90.812	0.000	90.852
106	2009.11.04 12:27	t/p	54	0.80	90.852	0.000	90.852	35.22	10480.61
107	2009.11.04 12:27	close	53	0.40	90.857	0.000	90.917	-8.81	10471.80
108	2009.11.04 12:27	close	52	0.20	90.852	0.000	90.983	-20.03	10451.77
109	2009.11.04 12:30	buy	55	0.20	90.870	0.000	90.910
110	2009.11.04 12:32	buy	56	0.40	90.864	0.000	90.904
111	2009.11.04 12:35	buy	57	0.80	90.854	0.000	90.894
112	2009.11.04 12:40	buy	58	1.60	90.834	0.000	90.874
113	2009.11.04 13:20	close	58	1.60	90.858	0.000	90.874	42.26	10494.03
114	2009.11.04 13:22	close	57	0.80	90.847	0.000	90.894	-6.16	10487.87
115	2009.11.04 13:25	close	56	0.40	90.853	0.000	90.904	-4.84	10483.03
116	2009.11.04 13:27	close	55	0.20	90.837	0.000	90.910	-7.27	10475.76
117	2009.11.04 13:32	buy	59	0.20	90.860	0.000	90.900
118	2009.11.04 13:37	buy	60	0.40	90.848	0.000	90.888
119	2009.11.04 13:45	t/p	59	0.20	90.900	0.000	90.900	8.80	10484.56
120	2009.11.04 13:45	t/p	60	0.40	90.888	0.000	90.888	17.59	10502.15
121	2009.11.04 13:45	buy	61	0.20	90.943	0.000	90.983
122	2009.11.04 13:47	buy	62	0.40	90.931	0.000	90.971
123	2009.11.04 13:55	close	62	0.40	90.946	0.000	90.971	6.60	10508.75
124	2009.11.04 13:57	close	61	0.20	90.911	0.000	90.983	-7.04	10501.71
125	2009.11.04 13:59	buy	63	0.20	90.952	0.000	90.992
126	2009.11.04 14:05	close	63	0.20	90.971	0.000	90.992	4.18	10505.89
127	2009.11.04 14:07	buy	64	0.20	91.013	0.000	91.053
128	2009.11.04 14:10	buy	65	0.40	90.969	0.000	91.009
129	2009.11.04 14:15	buy	66	0.80	90.936	0.000	90.976
130	2009.11.04 14:20	buy	67	1.60	90.892	0.000	90.932
131	2009.11.04 17:20	t/p	67	1.60	90.932	0.000	90.932	70.36	10576.25
132	2009.11.04 17:20	close	66	0.80	90.961	0.000	90.976	21.99	10598.24
133	2009.11.04 17:22	close	65	0.40	90.924	0.000	91.009	-19.80	10578.44
134	2009.11.04 17:25	close	64	0.20	90.942	0.000	91.053	-15.61	10562.83
135	2009.11.04 17:27	buy	68	0.20	90.907	0.000	90.947
136	2009.11.04 17:27	close	68	0.20	90.913	0.000	90.947	1.32	10564.15
137	2009.11.04 17:30	buy	69	0.20	90.932	0.000	90.972
138	2009.11.04 17:32	buy	70	0.40	90.914	0.000	90.954
139	2009.11.04 17:37	buy	71	0.80	90.907	0.000	90.947
140	2009.11.04 17:40	close	71	0.80	90.924	0.000	90.947	14.96	10579.11
141	2009.11.04 17:42	close	70	0.40	90.916	0.000	90.954	0.88	10579.99
142	2009.11.04 17:45	close	69	0.20	90.946	0.000	90.972	3.08	10583.07
143	2009.11.04 17:47	buy	72	0.20	90.959	0.000	90.999
144	2009.11.04 17:50	close	72	0.20	90.968	0.000	90.999	1.98	10585.05
145	2009.11.04 17:52	buy	73	0.20	90.973	0.000	91.013
146	2009.11.04 17:57	buy	74	0.40	90.959	0.000	90.999
147	2009.11.04 18:10	buy	75	0.80	90.939	0.000	90.979
148	2009.11.04 18:15	buy	76	1.60	90.905	0.000	90.945
149	2009.11.04 19:20	t/p	76	1.60	90.945	0.000	90.945	70.37	10655.42
150	2009.11.04 19:20	close	75	0.80	90.952	0.000	90.979	11.43	10666.85
151	2009.11.04 19:22	close	74	0.40	90.943	0.000	90.999	-7.04	10659.81
152	2009.11.04 19:25	close	73	0.20	90.948	0.000	91.013	-5.50	10654.31
153	2009.11.04 19:27	buy	77	0.20	90.954	0.000	90.994
154	2009.11.04 19:37	close	77	0.20	90.963	0.000	90.994	1.98	10656.29
155	2009.11.04 19:40	buy	78	0.20	90.948	0.000	90.988
156	2009.11.04 19:45	buy	79	0.40	90.922	0.000	90.962
157	2009.11.04 19:50	buy	80	0.80	90.887	0.000	90.927
158	2009.11.04 20:02	buy	81	1.60	90.829	0.000	90.869
159	2009.11.04 20:10	t/p	78	0.20	90.988	0.000	90.988	8.79	10665.08
160	2009.11.04 20:10	t/p	79	0.40	90.962	0.000	90.962	17.58	10682.66
161	2009.11.04 20:10	t/p	80	0.80	90.927	0.000	90.927	35.16	10717.82
162	2009.11.04 20:10	t/p	81	1.60	90.869	0.000	90.869	70.33	10788.15
163	2009.11.04 20:10	buy	82	0.20	91.030	0.000	91.070
164	2009.11.04 20:12	buy	83	0.40	90.980	0.000	91.020
165	2009.11.04 20:15	t/p	82	0.20	91.070	0.000	91.070	8.78	10796.93
166	2009.11.04 20:15	t/p	83	0.40	91.020	0.000	91.020	17.55	10814.48
167	2009.11.04 20:15	buy	84	0.20	91.181	0.000	91.221
168	2009.11.04 20:17	buy	85	0.40	91.131	0.000	91.171
169	2009.11.04 20:20	t/p	84	0.20	91.221	0.000	91.221	8.76	10823.24
170	2009.11.04 20:20	t/p	85	0.40	91.171	0.000	91.171	17.52	10840.76
171	2009.11.04 20:20	buy	86	0.20	91.332	0.000	91.372
172	2009.11.04 20:22	buy	87	0.40	91.231	0.000	91.271
173	2009.11.04 20:27	buy	88	0.80	91.131	0.000	91.171
174	2009.11.04 20:30	buy	89	1.60	90.966	0.000	91.006
175	2009.11.04 20:32	t/p	89	1.60	91.006	0.000	91.006	70.30	10911.06
176	2009.11.04 20:32	buy	90	1.60	91.053	0.000	91.093
177	2009.11.25 10:15	close at stop	90	1.60	87.777	0.000	91.093	-5949.32	4961.74
178	2009.11.25 10:15	close at stop	88	0.80	87.777	0.000	91.171	-3045.75	1915.98
179	2009.11.25 10:15	close at stop	87	0.40	87.777	0.000	91.271	-1568.45	347.54
180	2009.11.25 10:15	close at stop	86	0.20	87.777	0.000	91.372	-807.24	-459.70