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		MaxTrades=20; Pips=5; TakeProfit=40; TrailingStop=20; InitialStop=250; Note1=""TF"; MACDTimeFrame=0; RSIOMA=14; RSIOMA_MODE=0; RSIOMA_PRICE=0; Ma_RSIOMA=21; Ma_RSIOMA_MODE=1; BuyTrigger=80; SellTrigger=20; MainTrendLong=50; MainTrendShort=50;
Bars in test	551	Ticks modelled	541880	Modelling quality	n/a
Mismatched charts errors	113
Initial deposit	10000.00
Total net profit	-9987.78	Gross profit	1291.63	Gross loss	-11279.41
Profit factor	0.11	Expected payoff	-332.93
Absolute drawdown	9987.78	Maximal drawdown	9987.78 (99.88%)	Relative drawdown	99.88% (9987.78)
Total trades	30	Short positions (won %)	22 (59.09%)	Long positions (won %)	8 (50.00%)
		Profit trades (% of total)	17 (56.67%)	Loss trades (% of total)	13 (43.33%)
Largest		profit trade	226.72	loss trade	-4156.60
Average		profit trade	75.98	loss trade	-867.65
Maximum		consecutive wins (profit in money)	6 (430.67)	consecutive losses (loss in money)	5 (-202.79)
Maximal		consecutive profit (count of wins)	718.00 (4)	consecutive loss (count of losses)	-6927.57 (2)
Average		consecutive wins	4	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.11.03 02:00	buy	1	10.00	90.473	90.223	90.513
2	2009.11.03 02:00	buy	2	15.00	90.468	90.218	90.508
3	2009.11.03 04:28	s/l	1	10.00	90.223	90.223	90.513	-2770.97	7229.03
4	2009.11.03 04:28	s/l	2	15.00	90.218	90.218	90.508	-4156.60	3072.43
5	2009.11.03 04:28	buy	3	3.07	90.238	89.988	90.278
6	2009.11.03 04:28	buy	4	4.61	90.233	89.983	90.273
7	2009.11.03 04:32	t/p	4	4.61	90.273	89.983	90.273	204.27	3276.70
8	2009.11.03 04:32	t/p	3	3.07	90.278	89.988	90.278	136.02	3412.72
9	2009.11.03 04:32	buy	5	3.41	90.298	90.048	90.338
10	2009.11.03 04:34	buy	6	5.12	90.293	90.043	90.333
11	2009.11.03 04:41	t/p	6	5.12	90.333	90.043	90.333	226.72	3639.44
12	2009.11.03 04:41	t/p	5	3.41	90.338	90.048	90.338	150.99	3790.43
13	2009.11.03 04:41	buy	7	3.79	90.358	90.108	90.398
14	2009.11.03 04:41	buy	8	5.69	90.352	90.102	90.392
15	2009.11.03 08:18	s/l	7	3.79	90.108	90.108	90.398	-1051.52	2738.91
16	2009.11.03 08:18	s/l	8	5.69	90.102	90.102	90.392	-1578.78	1160.13
17	2009.11.03 08:18	sell	9	1.16	90.101	90.351	90.061
18	2009.11.03 08:19	sell	10	1.74	90.107	90.357	90.067
19	2009.11.03 08:39	t/p	10	1.74	90.067	90.357	90.067	77.28	1237.41
20	2009.11.03 08:39	t/p	9	1.16	90.061	90.351	90.061	51.52	1288.93
21	2009.11.03 08:39	sell	11	1.28	90.041	90.291	90.001
22	2009.11.03 08:41	sell	12	1.93	90.046	90.296	90.006
23	2009.11.03 08:45	t/p	12	1.93	90.006	90.296	90.006	85.77	1374.70
24	2009.11.03 08:45	t/p	11	1.28	90.001	90.291	90.001	56.89	1431.59
25	2009.11.03 08:45	sell	13	1.43	89.981	90.231	89.941
26	2009.11.03 08:45	sell	14	2.15	89.986	90.236	89.946
27	2009.11.03 09:38	t/p	14	2.15	89.946	90.236	89.946	95.61	1527.20
28	2009.11.03 09:38	t/p	13	1.43	89.941	90.231	89.941	63.60	1590.80
29	2009.11.03 09:38	sell	15	1.59	89.920	90.170	89.880
30	2009.11.03 09:39	sell	16	2.39	89.926	90.176	89.886
31	2009.11.03 11:42	s/l	15	1.59	90.170	90.170	89.880	-440.83	1149.97
32	2009.11.03 11:42	s/l	16	2.39	90.176	90.176	89.886	-662.59	487.38
33	2009.11.03 11:42	sell	17	0.48	90.156	90.406	90.116
34	2009.11.03 11:42	sell	18	0.73	90.162	90.412	90.122
35	2009.11.03 11:53	t/p	18	0.73	90.122	90.412	90.122	32.40	519.78
36	2009.11.03 11:53	t/p	17	0.48	90.116	90.406	90.116	21.31	541.09
37	2009.11.03 11:53	sell	19	0.54	90.096	90.346	90.056
38	2009.11.03 11:53	sell	20	0.81	90.102	90.352	90.062
39	2009.11.03 12:07	t/p	20	0.81	90.062	90.352	90.062	35.98	577.07
40	2009.11.03 12:07	t/p	19	0.54	90.056	90.346	90.056	23.99	601.06
41	2009.11.03 12:07	sell	21	0.60	90.036	90.286	89.996
42	2009.11.03 12:07	sell	22	0.90	90.042	90.292	90.002
43	2009.11.03 13:32	s/l	21	0.60	90.286	90.286	89.996	-166.14	434.92
44	2009.11.03 13:32	s/l	22	0.90	90.292	90.292	90.002	-249.19	185.73
45	2009.11.03 13:32	sell	23	0.18	90.272	90.522	90.232
46	2009.11.03 13:42	t/p	23	0.18	90.232	90.522	90.232	7.98	193.71
47	2009.11.03 13:42	sell	24	0.19	90.212	90.462	90.172
48	2009.11.03 13:44	sell	25	0.29	90.218	90.468	90.178
49	2009.11.03 13:48	t/p	25	0.29	90.178	90.468	90.178	12.87	206.58
50	2009.11.03 13:48	t/p	24	0.19	90.172	90.462	90.172	8.43	215.01
51	2009.11.03 13:48	sell	26	0.21	90.152	90.402	90.112
52	2009.11.03 13:48	sell	27	0.32	90.158	90.408	90.118
53	2009.11.03 15:45	s/l	26	0.21	90.402	90.402	90.112	-58.07	156.94
54	2009.11.03 15:52	s/l	27	0.32	90.408	90.408	90.118	-88.49	68.45
55	2009.11.03 15:52	sell	28	0.06	90.388	90.638	90.348
56	2009.11.03 15:52	sell	29	0.10	90.394	90.644	90.354
57	2009.11.03 15:52	sell	30	0.15	90.400	90.650	90.360
58	2009.11.03 16:02	close at stop	30	0.15	90.560	90.650	90.360	-26.50	41.95
59	2009.11.03 16:02	close at stop	29	0.10	90.560	90.644	90.354	-18.33	23.62
60	2009.11.03 16:02	close at stop	28	0.06	90.560	90.638	90.348	-11.40	12.22