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=4; Pips=5; TakeProfit=40; TrailingStop=20; InitialStop=110; 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	-9983.03	Gross profit	217.88	Gross loss	-10200.91
Profit factor	0.02	Expected payoff	-107.34
Absolute drawdown	9984.66	Maximal drawdown	9984.66 (99.85%)	Relative drawdown	99.85% (9984.66)
Total trades	93	Short positions (won %)	37 (64.86%)	Long positions (won %)	56 (41.07%)
		Profit trades (% of total)	47 (50.54%)	Loss trades (% of total)	46 (49.46%)
Largest		profit trade	26.68	loss trade	-3253.54
Average		profit trade	4.64	loss trade	-221.76
Maximum		consecutive wins (profit in money)	15 (26.61)	consecutive losses (loss in money)	10 (-197.66)
Maximal		consecutive profit (count of wins)	39.16 (3)	consecutive loss (count of losses)	-7360.15 (6)
Average		consecutive wins	4	consecutive losses	4

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.11.03 02:00	buy	1	3.33	90.473	90.363	90.513
2	2009.11.03 02:00	buy	2	10.00	90.468	90.358	90.508
3	2009.11.03 02:00	buy	3	30.00	90.461	90.351	90.501
4	2009.11.03 02:02	s/l	1	3.33	90.363	90.363	90.513	-405.37	9594.63
5	2009.11.03 02:02	close	3	30.00	90.363	90.351	90.501	-3253.54	6341.09
6	2009.11.03 02:02	close	2	10.00	90.363	90.358	90.508	-1161.98	5179.11
7	2009.11.03 02:02	buy	4	1.72	90.384	90.274	90.424
8	2009.11.03 02:03	buy	5	5.18	90.379	90.269	90.419
9	2009.11.03 02:03	buy	6	15.54	90.373	90.263	90.413
10	2009.11.03 02:05	s/l	4	1.72	90.274	90.274	90.424	-209.58	4969.53
11	2009.11.03 02:05	close	6	15.54	90.273	90.263	90.413	-1721.44	3248.09
12	2009.11.03 02:05	close	5	5.18	90.273	90.269	90.419	-608.24	2639.85
13	2009.11.03 02:05	buy	7	0.87	90.291	90.181	90.331
14	2009.11.03 02:06	buy	8	2.64	90.285	90.175	90.325
15	2009.11.03 02:06	close	8	2.64	90.288	90.175	90.325	8.77	2648.62
16	2009.11.03 02:06	close	7	0.87	90.290	90.181	90.331	-0.96	2647.66
17	2009.11.03 02:06	buy	9	0.88	90.312	90.202	90.352
18	2009.11.03 02:07	close	9	0.88	90.318	90.202	90.352	5.85	2653.51
19	2009.11.03 02:07	buy	10	0.88	90.340	90.230	90.380
20	2009.11.03 02:08	close	10	0.88	90.347	90.230	90.380	6.82	2660.33
21	2009.11.03 02:08	buy	11	0.88	90.368	90.258	90.408
22	2009.11.03 02:08	buy	12	2.66	90.362	90.252	90.402
23	2009.11.03 02:09	buy	13	7.98	90.356	90.246	90.396
24	2009.11.03 02:42	close	13	7.98	90.359	90.246	90.396	26.49	2686.82
25	2009.11.03 02:42	close	12	2.66	90.361	90.252	90.402	-2.94	2683.88
26	2009.11.03 02:42	close	11	0.88	90.361	90.258	90.408	-6.82	2677.06
27	2009.11.03 02:42	buy	14	0.89	90.383	90.273	90.423
28	2009.11.03 02:43	close	14	0.89	90.389	90.273	90.423	5.91	2682.97
29	2009.11.03 02:43	buy	15	0.89	90.411	90.301	90.451
30	2009.11.03 02:44	buy	16	2.68	90.405	90.295	90.445
31	2009.11.03 02:44	buy	17	8.04	90.400	90.290	90.440
32	2009.11.03 02:45	close	17	8.04	90.403	90.290	90.440	26.68	2709.65
33	2009.11.03 02:45	close	16	2.68	90.405	90.295	90.445	0.00	2709.65
34	2009.11.03 02:45	close	15	0.89	90.405	90.301	90.451	-5.91	2703.74
35	2009.11.03 02:45	buy	18	0.90	90.427	90.317	90.467
36	2009.11.03 02:47	buy	19	2.70	90.421	90.311	90.461
37	2009.11.03 02:48	buy	20	8.10	90.415	90.305	90.455
38	2009.11.03 03:13	s/l	18	0.90	90.317	90.317	90.467	-109.61	2594.13
39	2009.11.03 03:13	close	20	8.10	90.316	90.305	90.455	-887.88	1706.25
40	2009.11.03 03:13	close	19	2.70	90.316	90.311	90.461	-313.90	1392.35
41	2009.11.03 03:13	buy	21	0.46	90.331	90.221	90.371
42	2009.11.03 03:18	buy	22	1.39	90.325	90.215	90.365
43	2009.11.03 03:18	buy	23	4.17	90.320	90.210	90.360
44	2009.11.03 03:31	close	23	4.17	90.324	90.210	90.360	18.47	1410.82
45	2009.11.03 03:31	close	22	1.39	90.328	90.215	90.365	4.62	1415.44
46	2009.11.03 03:31	close	21	0.46	90.328	90.221	90.371	-1.53	1413.91
47	2009.11.03 03:31	buy	24	0.47	90.351	90.241	90.391
48	2009.11.03 03:32	buy	25	1.41	90.346	90.236	90.386
49	2009.11.03 03:32	close	25	1.41	90.352	90.236	90.386	9.36	1423.27
50	2009.11.03 03:32	close	24	0.47	90.354	90.241	90.391	1.56	1424.83
51	2009.11.03 03:32	buy	26	0.47	90.377	90.267	90.417
52	2009.11.03 03:32	buy	27	1.42	90.371	90.261	90.411
53	2009.11.03 03:33	close	27	1.42	90.377	90.261	90.411	9.43	1434.26
54	2009.11.03 03:33	close	26	0.47	90.380	90.267	90.417	1.56	1435.82
55	2009.11.03 03:33	buy	28	0.47	90.399	90.289	90.439
56	2009.11.03 03:33	buy	29	1.44	90.394	90.284	90.434
57	2009.11.03 03:33	buy	30	4.32	90.388	90.278	90.428
58	2009.11.03 03:42	s/l	28	0.47	90.289	90.289	90.439	-57.26	1378.56
59	2009.11.03 03:42	close	30	4.32	90.289	90.278	90.428	-473.68	904.88
60	2009.11.03 03:42	close	29	1.44	90.289	90.284	90.434	-167.46	737.42
61	2009.11.03 03:42	buy	31	0.24	90.308	90.198	90.348
62	2009.11.03 03:52	close	31	0.24	90.329	90.198	90.348	5.58	743.00
63	2009.11.03 03:52	buy	32	0.24	90.351	90.241	90.391
64	2009.11.03 03:57	buy	33	0.74	90.346	90.236	90.386
65	2009.11.03 03:58	buy	34	2.22	90.340	90.230	90.380
66	2009.11.03 04:16	close	34	2.22	90.344	90.230	90.380	9.83	752.83
67	2009.11.03 04:16	close	33	0.74	90.343	90.236	90.386	-2.46	750.37
68	2009.11.03 04:16	close	32	0.24	90.343	90.241	90.391	-2.13	748.24
69	2009.11.03 04:16	buy	35	0.24	90.364	90.254	90.404
70	2009.11.03 04:22	buy	36	0.75	90.358	90.248	90.398
71	2009.11.03 04:23	buy	37	2.25	90.352	90.242	90.392
72	2009.11.03 04:27	s/l	35	0.24	90.254	90.254	90.404	-29.25	718.99
73	2009.11.03 04:27	close	37	2.25	90.254	90.242	90.392	-244.31	474.68
74	2009.11.03 04:27	close	36	0.75	90.254	90.248	90.398	-86.42	388.26
75	2009.11.03 04:27	buy	38	0.12	90.271	90.161	90.311
76	2009.11.03 04:28	buy	39	0.39	90.264	90.154	90.304
77	2009.11.03 04:28	buy	40	1.17	90.256	90.146	90.296
78	2009.11.03 04:30	s/l	38	0.12	90.161	90.161	90.311	-14.64	373.62
79	2009.11.03 04:30	close	40	1.17	90.159	90.146	90.296	-125.88	247.74
80	2009.11.03 04:30	close	39	0.39	90.159	90.154	90.304	-45.42	202.32
81	2009.11.03 04:32	buy	41	0.06	90.238	90.128	90.278
82	2009.11.03 04:32	t/p	41	0.06	90.278	90.128	90.278	2.66	204.98
83	2009.11.03 04:32	buy	42	0.06	90.298	90.188	90.338
84	2009.11.03 04:34	buy	43	0.20	90.293	90.183	90.333
85	2009.11.03 04:34	buy	44	0.60	90.286	90.176	90.326
86	2009.11.03 04:34	close	44	0.60	90.302	90.176	90.326	10.63	215.61
87	2009.11.03 04:35	close	43	0.20	90.301	90.183	90.333	1.77	217.38
88	2009.11.03 04:35	close	42	0.06	90.301	90.188	90.338	0.20	217.58
89	2009.11.03 04:35	buy	45	0.07	90.319	90.209	90.359
90	2009.11.03 04:35	buy	46	0.22	90.314	90.204	90.354
91	2009.11.03 04:35	buy	47	0.66	90.308	90.198	90.348
92	2009.11.03 04:38	close	47	0.66	90.316	90.198	90.348	5.85	223.43
93	2009.11.03 04:38	close	46	0.22	90.317	90.204	90.354	0.73	224.16
94	2009.11.03 04:38	close	45	0.07	90.317	90.209	90.359	-0.16	224.00
95	2009.11.03 04:38	buy	48	0.07	90.338	90.228	90.378
96	2009.11.03 04:38	buy	49	0.22	90.332	90.222	90.372
97	2009.11.03 04:39	buy	50	0.66	90.326	90.216	90.366
98	2009.11.03 04:41	close	50	0.66	90.334	90.216	90.366	5.84	229.84
99	2009.11.03 04:41	close	49	0.22	90.335	90.222	90.372	0.73	230.57
100	2009.11.03 04:41	close	48	0.07	90.335	90.228	90.378	-0.23	230.34
101	2009.11.03 04:41	buy	51	0.07	90.356	90.246	90.396
102	2009.11.03 04:41	buy	52	0.23	90.350	90.240	90.390
103	2009.11.03 04:41	buy	53	0.69	90.344	90.234	90.384
104	2009.11.03 05:17	s/l	51	0.07	90.246	90.246	90.396	-8.53	221.81
105	2009.11.03 05:17	close	53	0.69	90.246	90.234	90.384	-74.93	146.88
106	2009.11.03 05:17	close	52	0.23	90.246	90.240	90.390	-26.51	120.37
107	2009.11.03 05:23	buy	54	0.04	90.298	90.188	90.338
108	2009.11.03 05:23	buy	55	0.12	90.293	90.183	90.333
109	2009.11.03 05:24	buy	56	0.36	90.287	90.177	90.327
110	2009.11.03 05:41	s/l	54	0.04	90.188	90.188	90.338	-4.88	115.49
111	2009.11.03 05:41	close	56	0.36	90.188	90.177	90.327	-39.52	75.97
112	2009.11.03 05:41	close	55	0.12	90.188	90.183	90.333	-13.97	62.00
113	2009.11.03 06:00	sell	57	0.02	90.186	90.296	90.146
114	2009.11.03 06:05	sell	58	0.06	90.192	90.302	90.152
115	2009.11.03 06:06	sell	59	0.18	90.197	90.307	90.157
116	2009.11.03 06:12	s/l	57	0.02	90.296	90.296	90.146	-2.44	59.56
117	2009.11.03 06:12	close	59	0.18	90.296	90.307	90.157	-19.74	39.82
118	2009.11.03 06:12	close	58	0.06	90.296	90.302	90.152	-6.91	32.91
119	2009.11.03 06:12	sell	60	0.01	90.277	90.387	90.237
120	2009.11.03 06:12	sell	61	0.03	90.283	90.393	90.243
121	2009.11.03 06:12	sell	62	0.09	90.289	90.399	90.249
122	2009.11.03 06:21	t/p	62	0.09	90.249	90.399	90.249	3.99	36.90
123	2009.11.03 06:21	close	61	0.03	90.249	90.393	90.243	1.13	38.03
124	2009.11.03 06:21	close	60	0.01	90.249	90.387	90.237	0.31	38.34
125	2009.11.03 06:21	sell	63	0.01	90.230	90.340	90.190
126	2009.11.03 06:33	sell	64	0.04	90.236	90.346	90.196
127	2009.11.03 06:40	sell	65	0.12	90.242	90.352	90.202
128	2009.11.03 07:08	t/p	65	0.12	90.202	90.352	90.202	5.32	43.66
129	2009.11.03 07:08	close	64	0.04	90.202	90.346	90.196	1.51	45.17
130	2009.11.03 07:08	close	63	0.01	90.202	90.340	90.190	0.31	45.48
131	2009.11.03 07:08	sell	66	0.01	90.180	90.290	90.140
132	2009.11.03 07:08	sell	67	0.05	90.186	90.296	90.146
133	2009.11.03 07:09	sell	68	0.15	90.192	90.302	90.152
134	2009.11.03 08:16	close	68	0.15	90.167	90.302	90.152	4.16	49.64
135	2009.11.03 08:16	close	67	0.05	90.165	90.296	90.146	1.16	50.80
136	2009.11.03 08:16	close	66	0.01	90.165	90.290	90.140	0.17	50.97
137	2009.11.03 08:16	sell	69	0.01	90.144	90.254	90.104
138	2009.11.03 08:18	t/p	69	0.01	90.104	90.254	90.104	0.44	51.41
139	2009.11.03 08:18	sell	70	0.01	90.084	90.194	90.044
140	2009.11.03 08:18	sell	71	0.05	90.090	90.200	90.050
141	2009.11.03 08:19	sell	72	0.15	90.096	90.206	90.056
142	2009.11.03 08:38	close	72	0.15	90.072	90.206	90.056	4.00	55.41
143	2009.11.03 08:38	close	71	0.05	90.073	90.200	90.050	0.94	56.35
144	2009.11.03 08:38	close	70	0.01	90.073	90.194	90.044	0.12	56.47
145	2009.11.03 08:38	sell	73	0.01	90.052	90.162	90.012
146	2009.11.03 08:38	sell	74	0.06	90.058	90.168	90.018
147	2009.11.03 08:45	t/p	74	0.06	90.018	90.168	90.018	2.66	59.13
148	2009.11.03 08:45	close	73	0.01	90.017	90.162	90.012	0.39	59.52
149	2009.11.03 08:45	sell	75	0.01	89.996	90.106	89.956
150	2009.11.03 08:46	sell	76	0.06	90.002	90.112	89.962
151	2009.11.03 08:46	sell	77	0.18	90.007	90.117	89.967
152	2009.11.03 09:06	s/l	75	0.01	90.106	90.106	89.956	-1.22	58.30
153	2009.11.03 09:06	close	77	0.18	90.106	90.117	89.967	-19.78	38.52
154	2009.11.03 09:06	close	76	0.06	90.106	90.112	89.962	-6.93	31.59
155	2009.11.03 09:06	sell	78	0.01	90.087	90.197	90.047
156	2009.11.03 09:06	sell	79	0.03	90.093	90.203	90.053
157	2009.11.03 09:06	sell	80	0.09	90.099	90.209	90.059
158	2009.11.03 09:18	t/p	80	0.09	90.059	90.209	90.059	4.00	35.59
159	2009.11.03 09:18	close	79	0.03	90.059	90.203	90.053	1.13	36.72
160	2009.11.03 09:18	close	78	0.01	90.059	90.197	90.047	0.31	37.03
161	2009.11.03 09:18	sell	81	0.01	90.037	90.147	89.997
162	2009.11.03 09:19	sell	82	0.04	90.043	90.153	90.003
163	2009.11.03 09:21	sell	83	0.12	90.049	90.159	90.009
164	2009.11.03 09:31	t/p	83	0.12	90.009	90.159	90.009	5.33	42.36
165	2009.11.03 09:31	close	82	0.04	90.009	90.153	90.003	1.51	43.87
166	2009.11.03 09:31	close	81	0.01	90.009	90.147	89.997	0.31	44.18
167	2009.11.03 09:31	sell	84	0.01	89.988	90.098	89.948
168	2009.11.03 09:38	t/p	84	0.01	89.948	90.098	89.948	0.44	44.62
169	2009.11.03 09:38	sell	85	0.01	89.928	90.038	89.888
170	2009.11.03 09:47	sell	86	0.04	89.933	90.043	89.893
171	2009.11.03 09:47	sell	87	0.12	89.939	90.049	89.899
172	2009.11.03 09:57	s/l	85	0.01	90.038	90.038	89.888	-1.22	43.40
173	2009.11.03 09:57	close	87	0.12	90.039	90.049	89.899	-13.33	30.07
174	2009.11.03 09:57	close	86	0.04	90.039	90.043	89.893	-4.71	25.36
175	2009.11.03 09:57	sell	88	0.12	90.019	90.129	89.979
176	2009.11.03 09:57	close	88	0.12	90.040	90.129	89.979	-2.80	22.56
177	2009.11.03 09:57	sell	89	0.10	90.022	90.132	89.982
178	2009.11.03 10:03	t/p	89	0.10	89.982	90.132	89.982	4.45	27.01
179	2009.11.03 10:03	sell	90	0.10	89.962	90.072	89.922
180	2009.11.03 10:52	t/p	90	0.10	89.922	90.072	89.922	4.45	31.46
181	2009.11.03 10:52	sell	91	0.01	89.902	90.012	89.862
182	2009.11.03 10:54	sell	92	0.03	89.908	90.018	89.868
183	2009.11.03 10:54	sell	93	0.09	89.914	90.024	89.874
184	2009.11.03 10:57	s/l	91	0.01	90.012	90.012	89.862	-1.22	30.24
185	2009.11.03 10:57	close	93	0.09	90.012	90.024	89.874	-9.80	20.44
186	2009.11.03 10:57	close	92	0.03	90.012	90.018	89.868	-3.47	16.97