Desynced Forex

MetaTrader Indicators and Expert Advisors Repository

Symbol		USDJPY (US Dollar vs Japanese Yen)
Period		1 Hour (H1) 2009.11.03 02:00 - 2009.11.27 22:00 (2009.11.01 - 2009.11.30)
Model		Every tick (the most precise method based on all available least timeframes)
Parameters		MinutesBetweenOrders=120; MAperiod=50; StopLoss=30; TakeProfit=50; TrailingStop=0; clOpenBuy=Black; clCloseBuy=Black; clOpenSell=Black; clCloseSell=Black; clModiBuy=Black; clModiSell=Black; Name_Expert=""MA"; Slippage=5; UseSound=false; NameFileSound=""alert.wav""; Lots=0.1;
Bars in test	551	Ticks modelled	541880	Modelling quality	n/a
Mismatched charts errors	113
Initial deposit	10000.00
Total net profit	-89.53	Gross profit	50.03	Gross loss	-139.56
Profit factor	0.36	Expected payoff	-2.63
Absolute drawdown	89.53	Maximal drawdown	89.64 (0.90%)	Relative drawdown	0.90% (89.64)
Total trades	34	Short positions (won %)	17 (23.53%)	Long positions (won %)	17 (29.41%)
		Profit trades (% of total)	9 (26.47%)	Loss trades (% of total)	25 (73.53%)
Largest		profit trade	5.61	loss trade	-5.76
Average		profit trade	5.56	loss trade	-5.58
Maximum		consecutive wins (profit in money)	4 (22.23)	consecutive losses (loss in money)	6 (-33.85)
Maximal		consecutive profit (count of wins)	22.23 (4)	consecutive loss (count of losses)	-33.85 (6)
Average		consecutive wins	2	consecutive losses	4

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.11.03 17:00	buy	1	0.10	90.345	90.295	90.395
2	2009.11.03 17:02	s/l	1	0.10	90.295	90.295	90.395	-5.54	9994.46
3	2009.11.04 03:00	sell	2	0.10	90.197	90.247	90.147
4	2009.11.04 03:57	s/l	2	0.10	90.247	90.247	90.147	-5.54	9988.92
5	2009.11.04 05:00	buy	3	0.10	90.267	90.217	90.317
6	2009.11.04 05:16	s/l	3	0.10	90.217	90.217	90.317	-5.54	9983.38
7	2009.11.04 08:00	buy	4	0.10	90.456	90.406	90.506
8	2009.11.04 08:21	t/p	4	0.10	90.506	90.406	90.506	5.52	9988.90
9	2009.11.05 06:00	sell	5	0.10	90.340	90.390	90.290
10	2009.11.05 06:07	s/l	5	0.10	90.390	90.390	90.290	-5.53	9983.37
11	2009.11.05 16:00	buy	6	0.10	90.616	90.566	90.666
12	2009.11.05 16:02	s/l	6	0.10	90.566	90.566	90.666	-5.52	9977.85
13	2009.11.05 20:00	buy	7	0.10	90.676	90.626	90.726
14	2009.11.05 20:52	t/p	7	0.10	90.726	90.626	90.726	5.51	9983.36
15	2009.11.06 09:00	sell	8	0.10	90.447	90.497	90.397
16	2009.11.06 09:11	s/l	8	0.10	90.497	90.497	90.397	-5.53	9977.83
17	2009.11.06 14:00	buy	9	0.10	90.693	90.643	90.743
18	2009.11.06 14:08	s/l	9	0.10	90.643	90.643	90.743	-5.52	9972.31
19	2009.11.06 16:00	sell	10	0.10	90.127	90.177	90.077
20	2009.11.06 16:02	t/p	10	0.10	90.077	90.177	90.077	5.55	9977.86
21	2009.11.10 13:00	buy	11	0.10	90.034	89.984	90.084
22	2009.11.10 13:17	t/p	11	0.10	90.084	89.984	90.084	5.55	9983.41
23	2009.11.10 15:00	sell	12	0.10	89.819	89.869	89.769
24	2009.11.10 15:07	t/p	12	0.10	89.769	89.869	89.769	5.57	9988.98
25	2009.11.11 12:00	buy	13	0.10	89.897	89.847	89.947
26	2009.11.11 12:13	t/p	13	0.10	89.947	89.847	89.947	5.56	9994.54
27	2009.11.11 19:00	buy	14	0.10	89.903	89.853	89.953
28	2009.11.11 19:08	s/l	14	0.10	89.853	89.853	89.953	-5.57	9988.97
29	2009.11.11 22:11	sell	15	0.10	89.804	89.854	89.754
30	2009.11.11 22:19	s/l	15	0.10	89.854	89.854	89.754	-5.57	9983.40
31	2009.11.12 00:11	buy	16	0.10	89.978	89.928	90.028
32	2009.11.12 00:23	s/l	16	0.10	89.928	89.928	90.028	-5.56	9977.84
33	2009.11.12 06:02	sell	17	0.10	89.784	89.834	89.734
34	2009.11.12 06:23	s/l	17	0.10	89.834	89.834	89.734	-5.57	9972.27
35	2009.11.12 08:02	buy	18	0.10	89.876	89.826	89.926
36	2009.11.12 08:06	s/l	18	0.10	89.826	89.826	89.926	-5.57	9966.70
37	2009.11.12 10:02	sell	19	0.10	89.780	89.830	89.730
38	2009.11.12 10:08	s/l	19	0.10	89.830	89.830	89.730	-5.57	9961.13
39	2009.11.12 15:00	buy	20	0.10	90.165	90.115	90.215
40	2009.11.12 15:06	t/p	20	0.10	90.215	90.115	90.215	5.55	9966.68
41	2009.11.13 12:00	sell	21	0.10	89.808	89.858	89.758
42	2009.11.13 12:12	s/l	21	0.10	89.858	89.858	89.758	-5.57	9961.11
43	2009.11.17 18:00	buy	22	0.10	89.430	89.380	89.480
44	2009.11.17 18:02	s/l	22	0.10	89.380	89.380	89.480	-5.60	9955.51
45	2009.11.17 20:00	sell	23	0.10	89.212	89.262	89.162
46	2009.11.17 20:02	s/l	23	0.10	89.262	89.262	89.162	-5.60	9949.91
47	2009.11.18 02:00	sell	24	0.10	89.229	89.279	89.179
48	2009.11.18 02:01	s/l	24	0.10	89.279	89.279	89.179	-5.60	9944.31
49	2009.11.18 04:00	buy	25	0.10	89.292	89.242	89.342
50	2009.11.18 04:30	s/l	25	0.10	89.242	89.242	89.342	-5.60	9938.71
51	2009.11.18 06:00	sell	26	0.10	89.177	89.227	89.127
52	2009.11.18 06:15	t/p	26	0.10	89.127	89.227	89.127	5.61	9944.32
53	2009.11.18 16:00	buy	27	0.10	89.255	89.205	89.305
54	2009.11.18 16:08	s/l	27	0.10	89.205	89.205	89.305	-5.61	9938.71
55	2009.11.19 04:00	sell	28	0.10	89.185	89.235	89.135
56	2009.11.19 04:41	t/p	28	0.10	89.135	89.235	89.135	5.61	9944.32
57	2009.11.20 18:00	sell	29	0.10	88.910	88.960	88.860
58	2009.11.20 18:31	s/l	29	0.10	88.960	88.960	88.860	-5.62	9938.70
59	2009.11.23 01:00	sell	30	0.10	88.868	88.918	88.818
60	2009.11.23 01:02	s/l	30	0.10	88.918	88.918	88.818	-5.62	9933.08
61	2009.11.23 12:00	sell	31	0.10	88.823	88.873	88.773
62	2009.11.23 12:21	s/l	31	0.10	88.873	88.873	88.773	-5.62	9927.46
63	2009.11.23 18:00	buy	32	0.10	89.154	89.104	89.204
64	2009.11.23 18:48	s/l	32	0.10	89.104	89.104	89.204	-5.61	9921.85
65	2009.11.24 02:00	sell	33	0.10	88.839	88.889	88.789
66	2009.11.24 02:12	s/l	33	0.10	88.889	88.889	88.789	-5.62	9916.23
67	2009.11.27 19:00	buy	34	0.10	86.789	86.739	86.839
68	2009.11.27 19:16	s/l	34	0.10	86.739	86.739	86.839	-5.76	9910.47