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		MA_length=10; MA_timeframe=30; MAtype=0; Percent=0.3; TradeOnFriday=1; slip=100; Lots=0.5; TakeProfit=34; Stoploss=200; PipStep=30; IncreasementType=0; MagicNumber=42345; UseTrailingStop=false; TrailingStop=30; UseHourTrade=false; FromHourTrade=8; ToHourTrade=18;
Bars in test	551	Ticks modelled	541880	Modelling quality	n/a
Mismatched charts errors	113
Initial deposit	10000.00
Total net profit	-2035.60	Gross profit	913.90	Gross loss	-2949.50
Profit factor	0.31	Expected payoff	-22.13
Absolute drawdown	2102.42	Maximal drawdown	2169.66 (21.55%)	Relative drawdown	21.55% (2169.66)
Total trades	92	Short positions (won %)	48 (56.25%)	Long positions (won %)	44 (47.73%)
		Profit trades (% of total)	48 (52.17%)	Loss trades (% of total)	44 (47.83%)
Largest		profit trade	30.02	loss trade	-116.33
Average		profit trade	19.04	loss trade	-67.03
Maximum		consecutive wins (profit in money)	14 (264.68)	consecutive losses (loss in money)	8 (-671.33)
Maximal		consecutive profit (count of wins)	264.68 (14)	consecutive loss (count of losses)	-671.33 (8)
Average		consecutive wins	4	consecutive losses	4

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.11.03 09:42	buy	1	0.50	89.907	89.707	89.941
2	2009.11.03 09:47	t/p	1	0.50	89.941	89.707	89.941	18.90	10018.90
3	2009.11.03 15:52	sell	2	0.50	90.411	90.611	90.377
4	2009.11.03 15:57	sell	3	0.50	90.441	90.641	90.407
5	2009.11.03 15:57	modify	2	0.50	90.411	90.526	90.392
6	2009.11.03 15:57	modify	3	0.50	90.441	90.526	90.392
7	2009.11.03 16:01	sell	4	0.50	90.471	90.671	90.437
8	2009.11.03 16:02	sell	5	0.50	90.502	90.702	90.468
9	2009.11.03 16:02	s/l	2	0.50	90.526	90.526	90.392	-63.52	9955.38
10	2009.11.03 16:02	s/l	3	0.50	90.526	90.526	90.392	-46.95	9908.43
11	2009.11.03 16:07	t/p	5	0.50	90.468	90.702	90.468	18.79	9927.22
12	2009.11.03 16:11	t/p	4	0.50	90.437	90.671	90.437	18.80	9946.02
13	2009.11.04 08:22	sell	6	0.50	90.554	90.754	90.520
14	2009.11.04 08:25	sell	7	0.50	90.584	90.784	90.550
15	2009.11.04 08:25	modify	6	0.50	90.554	90.669	90.535
16	2009.11.04 08:25	modify	7	0.50	90.584	90.669	90.535
17	2009.11.04 08:40	t/p	6	0.50	90.535	90.669	90.535	10.49	9956.51
18	2009.11.04 08:40	t/p	7	0.50	90.535	90.669	90.535	27.06	9983.57
19	2009.11.04 10:40	sell	8	0.50	90.776	90.976	90.742
20	2009.11.04 10:41	sell	9	0.50	90.806	91.006	90.772
21	2009.11.04 10:41	modify	8	0.50	90.776	90.891	90.757
22	2009.11.04 10:41	modify	9	0.50	90.806	90.891	90.757
23	2009.11.04 10:42	sell	10	0.50	90.836	91.036	90.802
24	2009.11.04 10:42	sell	11	0.50	90.867	91.067	90.833
25	2009.11.04 10:42	s/l	8	0.50	90.891	90.891	90.757	-63.26	9920.31
26	2009.11.04 10:42	s/l	9	0.50	90.891	90.891	90.757	-46.76	9873.55
27	2009.11.04 11:30	s/l	10	0.50	91.036	91.036	90.802	-109.85	9763.70
28	2009.11.04 12:12	t/p	11	0.50	90.833	91.067	90.833	18.72	9782.42
29	2009.11.04 20:15	sell	12	0.50	91.129	91.329	91.095
30	2009.11.04 20:15	sell	13	0.50	91.163	91.363	91.129
31	2009.11.04 20:15	modify	12	0.50	91.129	91.246	91.112
32	2009.11.04 20:15	modify	13	0.50	91.163	91.246	91.112
33	2009.11.04 20:15	sell	14	0.50	91.193	91.393	91.159
34	2009.11.04 20:16	sell	15	0.50	91.224	91.424	91.190
35	2009.11.04 20:16	t/p	15	0.50	91.190	91.424	91.190	18.64	9801.06
36	2009.11.04 20:16	t/p	14	0.50	91.159	91.393	91.159	18.64	9819.70
37	2009.11.04 20:16	t/p	12	0.50	91.112	91.246	91.112	9.33	9829.03
38	2009.11.04 20:16	t/p	13	0.50	91.112	91.246	91.112	27.99	9857.02
39	2009.11.05 09:52	buy	16	0.50	90.122	89.922	90.156
40	2009.11.05 09:55	t/p	16	0.50	90.156	89.922	90.156	18.86	9875.88
41	2009.11.05 14:37	sell	17	0.50	90.542	90.742	90.508
42	2009.11.05 14:37	sell	18	0.50	90.572	90.772	90.538
43	2009.11.05 14:37	modify	17	0.50	90.542	90.657	90.523
44	2009.11.05 14:37	modify	18	0.50	90.572	90.657	90.523
45	2009.11.05 14:39	t/p	17	0.50	90.523	90.657	90.523	10.50	9886.38
46	2009.11.05 14:39	t/p	18	0.50	90.523	90.657	90.523	27.07	9913.45
47	2009.11.06 14:32	buy	19	0.50	90.291	90.091	90.325
48	2009.11.06 14:32	buy	20	0.50	90.261	90.061	90.295
49	2009.11.06 14:32	modify	19	0.50	90.291	90.176	90.310
50	2009.11.06 14:32	modify	20	0.50	90.261	90.176	90.310
51	2009.11.06 14:32	buy	21	0.50	90.230	90.030	90.264
52	2009.11.06 14:32	buy	22	0.50	90.199	89.999	90.233
53	2009.11.06 14:32	s/l	19	0.50	90.176	90.176	90.310	-63.76	9849.69
54	2009.11.06 14:32	s/l	20	0.50	90.176	90.176	90.310	-47.13	9802.56
55	2009.11.06 14:34	t/p	22	0.50	90.233	89.999	90.233	18.84	9821.40
56	2009.11.06 14:34	t/p	21	0.50	90.264	90.030	90.264	18.83	9840.23
57	2009.11.06 16:35	buy	23	0.50	89.725	89.525	89.759
58	2009.11.06 16:37	buy	24	0.50	89.695	89.495	89.729
59	2009.11.06 16:37	modify	23	0.50	89.725	89.610	89.744
60	2009.11.06 16:37	modify	24	0.50	89.695	89.610	89.744
61	2009.11.06 16:37	buy	25	0.50	89.665	89.465	89.699
62	2009.11.06 16:46	t/p	25	0.50	89.699	89.465	89.699	18.95	9859.18
63	2009.11.06 16:47	t/p	23	0.50	89.744	89.610	89.744	10.59	9869.77
64	2009.11.06 16:47	t/p	24	0.50	89.744	89.610	89.744	27.30	9897.07
65	2009.11.09 03:25	sell	26	0.50	90.177	90.377	90.143
66	2009.11.09 03:33	t/p	26	0.50	90.143	90.377	90.143	18.86	9915.93
67	2009.11.10 11:37	sell	27	0.50	90.104	90.304	90.070
68	2009.11.10 11:37	sell	28	0.50	90.134	90.334	90.100
69	2009.11.10 11:37	modify	27	0.50	90.104	90.219	90.085
70	2009.11.10 11:37	modify	28	0.50	90.134	90.219	90.085
71	2009.11.10 11:42	sell	29	0.50	90.164	90.364	90.130
72	2009.11.10 11:47	t/p	29	0.50	90.130	90.364	90.130	18.86	9934.79
73	2009.11.10 12:03	t/p	27	0.50	90.085	90.219	90.085	10.55	9945.34
74	2009.11.10 12:03	t/p	28	0.50	90.085	90.219	90.085	27.20	9972.54
75	2009.11.11 01:07	buy	30	0.50	89.515	89.315	89.549
76	2009.11.11 01:11	buy	31	0.50	89.485	89.285	89.519
77	2009.11.11 01:11	modify	30	0.50	89.515	89.400	89.534
78	2009.11.11 01:11	modify	31	0.50	89.485	89.400	89.534
79	2009.11.11 01:12	t/p	30	0.50	89.534	89.400	89.534	10.61	9983.15
80	2009.11.11 01:12	t/p	31	0.50	89.534	89.400	89.534	27.36	10010.51
81	2009.11.11 07:07	sell	32	0.50	89.783	89.983	89.749
82	2009.11.11 07:09	t/p	32	0.50	89.749	89.983	89.749	18.94	10029.45
83	2009.11.11 09:10	sell	33	0.50	89.898	90.098	89.864
84	2009.11.11 09:13	t/p	33	0.50	89.864	90.098	89.864	18.91	10048.36
85	2009.11.12 14:03	sell	34	0.50	90.054	90.254	90.020
86	2009.11.12 14:08	t/p	34	0.50	90.020	90.254	90.020	18.88	10067.24
87	2009.11.12 16:09	sell	35	0.50	90.348	90.548	90.314
88	2009.11.12 16:12	sell	36	0.50	90.379	90.579	90.345
89	2009.11.12 16:12	modify	35	0.50	90.348	90.464	90.330
90	2009.11.12 16:12	modify	36	0.50	90.379	90.464	90.330
91	2009.11.12 16:23	sell	37	0.50	90.409	90.609	90.375
92	2009.11.12 16:27	sell	38	0.50	90.441	90.641	90.407
93	2009.11.12 16:27	s/l	35	0.50	90.464	90.464	90.330	-64.12	10003.12
94	2009.11.12 16:27	s/l	36	0.50	90.464	90.464	90.330	-46.98	9956.14
95	2009.11.12 17:28	t/p	38	0.50	90.407	90.641	90.407	18.80	9974.94
96	2009.11.12 17:33	t/p	37	0.50	90.375	90.609	90.375	18.81	9993.75
97	2009.11.13 10:20	buy	39	0.50	89.962	89.762	89.996
98	2009.11.13 10:21	buy	40	0.50	89.931	89.731	89.965
99	2009.11.13 10:21	modify	39	0.50	89.962	89.847	89.981
100	2009.11.13 10:21	modify	40	0.50	89.931	89.847	89.981
101	2009.11.13 10:22	buy	41	0.50	89.901	89.701	89.935
102	2009.11.13 10:22	buy	42	0.50	89.869	89.669	89.903
103	2009.11.13 10:25	s/l	39	0.50	89.847	89.847	89.981	-64.00	9929.75
104	2009.11.13 10:25	s/l	40	0.50	89.847	89.847	89.981	-46.75	9883.00
105	2009.11.13 10:28	s/l	41	0.50	89.701	89.701	89.935	-111.49	9771.51
106	2009.11.13 14:30	s/l	42	0.50	89.669	89.669	89.903	-111.53	9659.98
107	2009.11.16 19:48	buy	43	0.50	89.098	88.898	89.132
108	2009.11.16 19:58	buy	44	0.50	89.068	88.868	89.102
109	2009.11.16 19:58	modify	43	0.50	89.098	88.983	89.117
110	2009.11.16 19:58	modify	44	0.50	89.068	88.983	89.117
111	2009.11.16 20:00	buy	45	0.50	89.037	88.837	89.071
112	2009.11.16 20:01	buy	46	0.50	89.006	88.806	89.040
113	2009.11.16 20:02	s/l	43	0.50	88.983	88.983	89.117	-64.62	9595.36
114	2009.11.16 20:02	s/l	44	0.50	88.983	88.983	89.117	-47.76	9547.60
115	2009.11.16 20:07	s/l	45	0.50	88.837	88.837	89.071	-112.56	9435.04
116	2009.11.16 20:08	s/l	46	0.50	88.806	88.806	89.040	-112.62	9322.42
117	2009.11.17 09:25	buy	47	0.50	88.762	88.562	88.796
118	2009.11.17 09:29	t/p	47	0.50	88.796	88.562	88.796	19.14	9341.56
119	2009.11.17 13:08	sell	48	0.50	89.244	89.444	89.210
120	2009.11.17 13:13	sell	49	0.50	89.276	89.476	89.242
121	2009.11.17 13:13	modify	48	0.50	89.244	89.360	89.226
122	2009.11.17 13:13	modify	49	0.50	89.276	89.360	89.226
123	2009.11.17 13:16	sell	50	0.50	89.310	89.510	89.276
124	2009.11.17 13:16	s/l	48	0.50	89.360	89.360	89.226	-64.90	9276.66
125	2009.11.17 13:16	s/l	49	0.50	89.360	89.360	89.226	-47.00	9229.66
126	2009.11.17 13:57	t/p	50	0.50	89.276	89.510	89.276	19.04	9248.70
127	2009.11.17 16:51	sell	51	0.50	89.487	89.687	89.453
128	2009.11.17 16:52	sell	52	0.50	89.518	89.718	89.484
129	2009.11.17 16:52	modify	51	0.50	89.487	89.603	89.469
130	2009.11.17 16:52	modify	52	0.50	89.518	89.603	89.469
131	2009.11.17 16:55	t/p	51	0.50	89.469	89.603	89.469	10.06	9258.76
132	2009.11.17 16:55	t/p	52	0.50	89.469	89.603	89.469	27.38	9286.14
133	2009.11.23 08:13	buy	53	0.50	88.603	88.403	88.637
134	2009.11.23 08:30	t/p	53	0.50	88.637	88.403	88.637	19.18	9305.32
135	2009.11.23 17:42	sell	54	0.50	89.140	89.340	89.106
136	2009.11.23 17:43	sell	55	0.50	89.170	89.370	89.136
137	2009.11.23 17:43	modify	54	0.50	89.140	89.255	89.121
138	2009.11.23 17:43	modify	55	0.50	89.170	89.255	89.121
139	2009.11.23 17:46	t/p	54	0.50	89.121	89.255	89.121	10.66	9315.98
140	2009.11.23 17:46	t/p	55	0.50	89.121	89.255	89.121	27.49	9343.47
141	2009.11.25 02:43	buy	56	0.50	88.234	88.034	88.268
142	2009.11.25 02:46	t/p	56	0.50	88.268	88.034	88.268	19.26	9362.73
143	2009.11.25 10:16	buy	57	0.50	88.026	87.826	88.060
144	2009.11.25 10:16	buy	58	0.50	87.993	87.793	88.027
145	2009.11.25 10:16	modify	57	0.50	88.026	87.910	88.044
146	2009.11.25 10:16	modify	58	0.50	87.993	87.910	88.044
147	2009.11.25 10:16	buy	59	0.50	87.961	87.761	87.995
148	2009.11.25 10:17	s/l	57	0.50	87.910	87.910	88.044	-65.98	9296.75
149	2009.11.25 10:17	s/l	58	0.50	87.910	87.910	88.044	-47.21	9249.54
150	2009.11.25 10:17	s/l	59	0.50	87.761	87.761	87.995	-113.95	9135.59
151	2009.11.25 12:17	buy	60	0.50	87.746	87.546	87.780
152	2009.11.25 12:30	buy	61	0.50	87.716	87.516	87.750
153	2009.11.25 12:30	modify	60	0.50	87.746	87.631	87.765
154	2009.11.25 12:30	modify	61	0.50	87.716	87.631	87.765
155	2009.11.25 12:32	buy	62	0.50	87.686	87.486	87.720
156	2009.11.25 12:33	buy	63	0.50	87.656	87.456	87.690
157	2009.11.25 12:33	s/l	60	0.50	87.631	87.631	87.765	-65.62	9069.97
158	2009.11.25 12:33	s/l	61	0.50	87.631	87.631	87.765	-48.50	9021.47
159	2009.11.25 12:56	t/p	63	0.50	87.690	87.456	87.690	19.39	9040.86
160	2009.11.25 12:57	t/p	62	0.50	87.720	87.486	87.720	19.38	9060.24
161	2009.11.25 20:28	buy	64	0.50	87.343	87.143	87.377
162	2009.11.25 20:28	buy	65	0.50	87.311	87.111	87.345
163	2009.11.25 20:28	modify	64	0.50	87.343	87.227	87.361
164	2009.11.25 20:28	modify	65	0.50	87.311	87.227	87.361
165	2009.11.25 20:28	buy	66	0.50	87.279	87.079	87.313
166	2009.11.25 20:28	s/l	64	0.50	87.227	87.227	87.361	-66.49	8993.75
167	2009.11.25 20:28	s/l	65	0.50	87.227	87.227	87.361	-48.15	8945.60
168	2009.11.25 20:29	t/p	66	0.50	87.313	87.079	87.313	19.47	8965.07
169	2009.11.26 04:30	buy	67	0.50	87.057	86.857	87.091
170	2009.11.26 04:30	buy	68	0.50	87.019	86.819	87.053
171	2009.11.26 04:30	modify	67	0.50	87.057	86.938	87.072
172	2009.11.26 04:30	modify	68	0.50	87.019	86.938	87.072
173	2009.11.26 04:30	buy	69	0.50	86.980	86.780	87.014
174	2009.11.26 04:30	s/l	67	0.50	86.938	86.938	87.072	-68.44	8896.63
175	2009.11.26 04:30	s/l	68	0.50	86.938	86.938	87.072	-46.58	8850.05
176	2009.11.26 04:31	s/l	69	0.50	86.780	86.780	87.014	-115.23	8734.82
177	2009.11.26 06:31	buy	70	0.50	86.598	86.398	86.632
178	2009.11.26 06:31	buy	71	0.50	86.562	86.362	86.596
179	2009.11.26 06:31	modify	70	0.50	86.598	86.480	86.614
180	2009.11.26 06:31	modify	71	0.50	86.562	86.480	86.614
181	2009.11.26 06:49	buy	72	0.50	86.530	86.330	86.564
182	2009.11.26 07:00	t/p	72	0.50	86.564	86.330	86.564	19.64	8754.46
183	2009.11.26 07:01	t/p	70	0.50	86.614	86.480	86.614	9.24	8763.70
184	2009.11.26 07:01	t/p	71	0.50	86.614	86.480	86.614	30.02	8793.72
185	2009.11.27 00:12	buy	73	0.50	86.231	86.031	86.265
186	2009.11.27 00:12	buy	74	0.50	86.200	86.000	86.234
187	2009.11.27 00:12	modify	73	0.50	86.231	86.116	86.250
188	2009.11.27 00:12	modify	74	0.50	86.200	86.116	86.250
189	2009.11.27 00:13	buy	75	0.50	86.170	85.970	86.204
190	2009.11.27 00:15	s/l	73	0.50	86.116	86.116	86.250	-66.77	8726.95
191	2009.11.27 00:15	s/l	74	0.50	86.116	86.116	86.250	-48.77	8678.18
192	2009.11.27 00:16	s/l	75	0.50	85.970	85.970	86.204	-116.33	8561.85
193	2009.11.27 05:13	sell	76	0.50	86.115	86.315	86.081
194	2009.11.27 05:18	sell	77	0.50	86.148	86.348	86.114
195	2009.11.27 05:18	modify	76	0.50	86.115	86.232	86.098
196	2009.11.27 05:18	modify	77	0.50	86.148	86.232	86.098
197	2009.11.27 05:19	sell	78	0.50	86.180	86.380	86.146
198	2009.11.27 05:19	sell	79	0.50	86.211	86.411	86.177
199	2009.11.27 05:19	s/l	76	0.50	86.232	86.232	86.098	-67.84	8494.01
200	2009.11.27 05:19	s/l	77	0.50	86.232	86.232	86.098	-48.71	8445.30
201	2009.11.27 05:19	modify	78	0.50	86.180	86.296	86.162
202	2009.11.27 05:19	modify	79	0.50	86.211	86.296	86.162
203	2009.11.27 05:30	s/l	78	0.50	86.296	86.296	86.162	-67.21	8378.09
204	2009.11.27 05:30	s/l	79	0.50	86.296	86.296	86.162	-49.25	8328.84
205	2009.11.27 08:02	buy	80	0.50	85.805	85.605	85.839
206	2009.11.27 08:03	buy	81	0.50	85.775	85.575	85.809
207	2009.11.27 08:03	modify	80	0.50	85.805	85.690	85.824
208	2009.11.27 08:03	modify	81	0.50	85.775	85.690	85.824
209	2009.11.27 08:03	t/p	80	0.50	85.824	85.690	85.824	11.07	8339.91
210	2009.11.27 08:03	t/p	81	0.50	85.824	85.690	85.824	28.54	8368.45
211	2009.11.27 10:49	sell	82	0.50	86.405	86.605	86.371
212	2009.11.27 10:54	sell	83	0.50	86.436	86.636	86.402
213	2009.11.27 10:54	modify	82	0.50	86.405	86.521	86.387
214	2009.11.27 10:54	modify	83	0.50	86.436	86.521	86.387
215	2009.11.27 10:54	sell	84	0.50	86.467	86.667	86.433
216	2009.11.27 10:56	sell	85	0.50	86.498	86.698	86.464
217	2009.11.27 10:56	s/l	82	0.50	86.521	86.521	86.387	-67.03	8301.42
218	2009.11.27 10:56	s/l	83	0.50	86.521	86.521	86.387	-49.12	8252.30
219	2009.11.27 10:56	modify	84	0.50	86.467	86.583	86.449
220	2009.11.27 10:56	modify	85	0.50	86.498	86.583	86.449
221	2009.11.27 11:13	s/l	84	0.50	86.583	86.583	86.449	-66.99	8185.31
222	2009.11.27 11:13	s/l	85	0.50	86.583	86.583	86.449	-49.09	8136.22
223	2009.11.27 13:21	sell	86	0.50	86.617	86.817	86.583
224	2009.11.27 13:26	t/p	86	0.50	86.583	86.817	86.583	19.64	8155.86
225	2009.11.27 15:26	sell	87	0.50	86.772	86.972	86.738
226	2009.11.27 15:26	sell	88	0.50	86.804	87.004	86.770
227	2009.11.27 15:26	modify	87	0.50	86.772	86.888	86.754
228	2009.11.27 15:26	modify	88	0.50	86.804	86.888	86.754
229	2009.11.27 15:34	sell	89	0.50	86.834	87.034	86.800
230	2009.11.27 15:35	sell	90	0.50	86.865	87.065	86.831
231	2009.11.27 15:35	s/l	87	0.50	86.888	86.888	86.754	-66.75	8089.11
232	2009.11.27 15:35	s/l	88	0.50	86.888	86.888	86.754	-48.34	8040.77
233	2009.11.27 15:35	modify	89	0.50	86.834	86.950	86.816
234	2009.11.27 15:35	modify	90	0.50	86.865	86.950	86.816
235	2009.11.27 15:41	s/l	89	0.50	86.950	86.950	86.816	-66.71	7974.06
236	2009.11.27 15:41	s/l	90	0.50	86.950	86.950	86.816	-48.88	7925.18
237	2009.11.27 17:41	sell	91	0.50	86.923	87.123	86.889
238	2009.11.27 17:56	t/p	91	0.50	86.889	87.123	86.889	19.57	7944.75
239	2009.11.27 22:18	buy	92	0.50	86.461	86.261	86.495
240	2009.11.27 22:29	t/p	92	0.50	86.495	86.261	86.495	19.65	7964.40