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; StopLoss=0;
Bars in test	551	Ticks modelled	541880	Modelling quality	n/a
Mismatched charts errors	113
Initial deposit	10000.00
Total net profit	-894.72	Gross profit	346.55	Gross loss	-1241.27
Profit factor	0.28	Expected payoff	-27.96
Absolute drawdown	1243.91	Maximal drawdown	1327.18 (13.16%)	Relative drawdown	13.16% (1327.18)
Total trades	32	Short positions (won %)	17 (41.18%)	Long positions (won %)	15 (20.00%)
		Profit trades (% of total)	10 (31.25%)	Loss trades (% of total)	22 (68.75%)
Largest		profit trade	176.96	loss trade	-579.02
Average		profit trade	34.66	loss trade	-56.42
Maximum		consecutive wins (profit in money)	4 (86.91)	consecutive losses (loss in money)	10 (-408.61)
Maximal		consecutive profit (count of wins)	178.30 (2)	consecutive loss (count of losses)	-607.93 (2)
Average		consecutive wins	2	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.11.03 03:00	buy	1	0.20	90.386	0.000	0.000
2	2009.11.03 04:00	close	1	0.20	90.325	0.000	0.000	-13.51	9986.49
3	2009.11.03 04:00	sell	2	0.20	90.325	0.000	0.000
4	2009.11.03 16:00	close	2	0.20	90.453	0.000	0.000	-28.30	9958.19
5	2009.11.03 16:00	buy	3	0.30	90.453	0.000	0.000
6	2009.11.03 18:00	close	3	0.30	90.297	0.000	0.000	-51.83	9906.36
7	2009.11.03 18:00	sell	4	0.20	90.297	0.000	0.000
8	2009.11.04 22:00	close	4	0.20	90.604	0.000	0.000	-67.92	9838.44
9	2009.11.04 22:00	buy	5	0.30	90.604	0.000	0.000
10	2009.11.05 03:00	close	5	0.30	90.506	0.000	0.000	-32.08	9806.35
11	2009.11.05 05:00	sell	6	0.20	90.408	0.000	0.000
12	2009.11.05 20:00	close	6	0.20	90.676	0.000	0.000	-59.11	9747.24
13	2009.11.05 20:00	buy	7	0.30	90.676	0.000	0.000
14	2009.11.06 08:00	close	7	0.30	90.510	0.000	0.000	-54.89	9692.35
15	2009.11.06 08:00	sell	8	0.20	90.510	0.000	0.000
16	2009.11.06 13:00	close	8	0.20	90.691	0.000	0.000	-39.92	9652.43
17	2009.11.06 13:00	buy	9	0.30	90.691	0.000	0.000
18	2009.11.06 14:00	close	9	0.30	90.673	0.000	0.000	-5.96	9646.47
19	2009.11.06 15:00	buy	10	0.30	90.140	0.000	0.000
20	2009.11.10 02:00	close	10	0.30	89.974	0.000	0.000	-55.09	9591.39
21	2009.11.10 02:00	sell	11	0.20	89.974	0.000	0.000
22	2009.11.11 08:00	close	11	0.20	89.823	0.000	0.000	33.47	9624.85
23	2009.11.11 08:00	buy	12	0.20	89.823	0.000	0.000
24	2009.11.11 10:00	close	12	0.20	89.844	0.000	0.000	4.67	9629.52
25	2009.11.11 10:00	sell	13	0.40	89.844	0.000	0.000
26	2009.11.12 03:00	close	13	0.40	89.735	0.000	0.000	47.67	9677.19
27	2009.11.12 03:00	buy	14	0.20	89.735	0.000	0.000
28	2009.11.12 05:00	close	14	0.20	89.740	0.000	0.000	1.11	9678.30
29	2009.11.12 05:00	sell	15	0.30	89.740	0.000	0.000
30	2009.11.13 11:00	close	15	0.30	89.802	0.000	0.000	-20.94	9657.36
31	2009.11.13 11:00	buy	16	0.20	89.802	0.000	0.000
32	2009.11.13 12:00	close	16	0.20	89.808	0.000	0.000	1.34	9658.70
33	2009.11.13 12:00	sell	17	0.30	89.808	0.000	0.000
34	2009.11.17 19:00	close	17	0.30	89.280	0.000	0.000	176.96	9835.66
35	2009.11.17 20:00	sell	18	0.40	89.214	0.000	0.000
36	2009.11.17 21:00	close	18	0.40	89.300	0.000	0.000	-38.52	9797.14
37	2009.11.17 22:00	sell	19	0.20	89.294	0.000	0.000
38	2009.11.18 06:00	close	19	0.20	89.200	0.000	0.000	20.93	9818.06
39	2009.11.18 06:00	buy	20	0.20	89.200	0.000	0.000
40	2009.11.18 07:00	close	20	0.20	89.160	0.000	0.000	-8.97	9809.09
41	2009.11.18 07:00	sell	21	0.20	89.160	0.000	0.000
42	2009.11.18 15:00	close	21	0.20	89.225	0.000	0.000	-14.57	9794.52
43	2009.11.18 15:00	buy	22	0.20	89.225	0.000	0.000
44	2009.11.19 03:00	close	22	0.20	89.175	0.000	0.000	-10.95	9783.58
45	2009.11.19 03:00	sell	23	0.30	89.175	0.000	0.000
46	2009.11.19 05:00	close	23	0.30	89.110	0.000	0.000	21.88	9805.46
47	2009.11.19 05:00	buy	24	0.20	89.110	0.000	0.000
48	2009.11.19 22:00	close	24	0.20	89.055	0.000	0.000	-12.35	9793.11
49	2009.11.19 22:00	sell	25	0.20	89.055	0.000	0.000
50	2009.11.19 23:00	close	25	0.20	88.978	0.000	0.000	17.31	9810.42
51	2009.11.20 14:00	sell	26	0.30	88.960	0.000	0.000
52	2009.11.20 16:00	close	26	0.30	89.080	0.000	0.000	-40.41	9770.01
53	2009.11.20 16:00	buy	27	0.20	89.080	0.000	0.000
54	2009.11.20 18:00	close	27	0.20	88.910	0.000	0.000	-38.24	9731.77
55	2009.11.20 18:00	sell	28	0.30	88.910	0.000	0.000
56	2009.11.23 10:00	close	28	0.30	88.998	0.000	0.000	-29.89	9701.88
57	2009.11.23 10:00	buy	29	0.20	88.998	0.000	0.000
58	2009.11.23 17:00	close	29	0.20	88.954	0.000	0.000	-9.89	9691.99
59	2009.11.23 17:00	sell	30	0.20	88.954	0.000	0.000
60	2009.11.24 02:00	close	30	0.20	88.859	0.000	0.000	21.23	9713.21
61	2009.11.24 02:00	buy	31	0.20	88.859	0.000	0.000
62	2009.11.27 06:00	close	31	0.20	86.357	0.000	0.000	-579.02	9134.19
63	2009.11.27 06:00	sell	32	0.20	86.357	0.000	0.000
64	2009.11.27 22:59	close at stop	32	0.20	86.482	0.000	0.000	-28.91	9105.28