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		Lots=0.3; Slippage=3; Order_Comment=""EL"; Order_Arrow_Color=Black; PercentMargin=0.005; NOGOVolatility=200; SMALLGOVolatility=100; SSP=34; SSK=29;
Bars in test	551	Ticks modelled	541880	Modelling quality	n/a
Mismatched charts errors	113
Initial deposit	10000.00
Total net profit	610.58	Gross profit	894.26	Gross loss	-283.67
Profit factor	3.15	Expected payoff	35.92
Absolute drawdown	270.21	Maximal drawdown	629.32 (5.63%)	Relative drawdown	5.63% (629.32)
Total trades	17	Short positions (won %)	12 (41.67%)	Long positions (won %)	5 (0.00%)
		Profit trades (% of total)	5 (29.41%)	Loss trades (% of total)	12 (70.59%)
Largest		profit trade	862.26	loss trade	-56.25
Average		profit trade	178.85	loss trade	-23.64
Maximum		consecutive wins (profit in money)	2 (8.74)	consecutive losses (loss in money)	7 (-199.82)
Maximal		consecutive profit (count of wins)	862.26 (1)	consecutive loss (count of losses)	-199.82 (7)
Average		consecutive wins	1	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.11.03 16:00	buy	1	0.30	90.453	0.000	0.000
2	2009.11.03 17:00	close	1	0.30	90.325	0.000	0.000	-42.51	9957.49
3	2009.11.04 23:00	buy	2	0.30	90.734	0.000	0.000
4	2009.11.05 02:00	close	2	0.30	90.563	0.000	0.000	-56.25	9901.24
5	2009.11.05 20:00	buy	3	0.30	90.676	0.000	0.000
6	2009.11.06 03:00	close	3	0.30	90.646	0.000	0.000	-9.80	9891.44
7	2009.11.06 05:00	buy	4	0.30	90.708	0.000	0.000
8	2009.11.06 07:00	close	4	0.30	90.648	0.000	0.000	-19.86	9871.58
9	2009.11.06 13:00	buy	5	0.30	90.691	0.000	0.000
10	2009.11.06 14:00	close	5	0.30	90.673	0.000	0.000	-5.96	9865.62
11	2009.11.12 03:00	sell	6	0.30	89.715	0.000	0.000
12	2009.11.12 04:00	close	6	0.30	89.865	0.000	0.000	-50.08	9815.54
13	2009.11.13 11:00	sell	7	0.30	89.782	0.000	0.000
14	2009.11.13 12:00	close	7	0.30	89.828	0.000	0.000	-15.36	9800.18
15	2009.11.17 19:00	sell	8	0.30	89.260	0.000	0.000
16	2009.11.17 20:00	close	8	0.30	89.234	0.000	0.000	8.74	9808.92
17	2009.11.18 06:00	sell	9	0.30	89.180	0.000	0.000
18	2009.11.18 07:00	close	9	0.30	89.180	0.000	0.000	0.00	9808.92
19	2009.11.19 05:00	sell	10	0.30	89.090	0.000	0.000
20	2009.11.19 06:00	close	10	0.30	89.155	0.000	0.000	-21.87	9787.05
21	2009.11.19 07:00	sell	11	0.30	89.124	0.000	0.000
22	2009.11.19 22:00	close	11	0.30	89.075	0.000	0.000	16.50	9803.55
23	2009.11.19 23:00	sell	12	0.30	88.958	0.000	0.000
24	2009.11.20 14:00	close	12	0.30	88.980	0.000	0.000	-7.65	9795.90
25	2009.11.20 17:00	sell	13	0.30	88.950	0.000	0.000
26	2009.11.20 18:00	close	13	0.30	88.930	0.000	0.000	6.75	9802.65
27	2009.11.23 11:00	sell	14	0.30	88.865	0.000	0.000
28	2009.11.23 14:00	close	14	0.30	88.884	0.000	0.000	-6.41	9796.24
29	2009.11.23 15:00	sell	15	0.30	88.826	0.000	0.000
30	2009.11.23 16:00	close	15	0.30	88.897	0.000	0.000	-23.96	9772.28
31	2009.11.24 02:00	sell	16	0.30	88.839	0.000	0.000
32	2009.11.24 04:00	close	16	0.30	88.910	0.000	0.000	-23.96	9748.32
33	2009.11.24 06:00	sell	17	0.30	88.863	0.000	0.000
34	2009.11.27 06:00	close	17	0.30	86.377	0.000	0.000	862.26	10610.58