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		BeginSession1=6; EndSession1=10; BeginSession2=10; EndSession2=14; Lots=0.1; PipsForEntry=5; LocalTimeZone=1; DestTimeZone=1; ClsOnlUnprTX=1; ProtectYourInvestments=0; Type_TS_Calc=1; FactorTSCalculation=0.5; TrailingStop=40; TakeProfit=120; InitialStopLoss=50;
Bars in test	551	Ticks modelled	541880	Modelling quality	n/a
Mismatched charts errors	113
Initial deposit	10000.00
Total net profit	-79.77	Gross profit	105.79	Gross loss	-185.56
Profit factor	0.57	Expected payoff	-1.95
Absolute drawdown	92.49	Maximal drawdown	102.26 (1.02%)	Relative drawdown	1.02% (102.26)
Total trades	41	Short positions (won %)	19 (21.05%)	Long positions (won %)	22 (18.18%)
		Profit trades (% of total)	8 (19.51%)	Loss trades (% of total)	33 (80.49%)
Largest		profit trade	13.85	loss trade	-6.19
Average		profit trade	13.22	loss trade	-5.62
Maximum		consecutive wins (profit in money)	3 (38.73)	consecutive losses (loss in money)	15 (-84.26)
Maximal		consecutive profit (count of wins)	38.73 (3)	consecutive loss (count of losses)	-84.26 (15)
Average		consecutive wins	1	consecutive losses	5

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.11.03 10:00	buy stop	1	0.10	90.273	90.223	90.393
2	2009.11.03 10:00	sell stop	2	0.10	89.865	89.915	89.745
3	2009.11.03 13:32	buy	1	0.10	90.273	90.223	90.393
4	2009.11.03 13:42	s/l	1	0.10	90.223	90.223	90.393	-5.54	9994.46
5	2009.11.03 14:00	buy stop	3	0.10	90.280	90.230	90.400
6	2009.11.03 14:00	sell stop	4	0.10	89.908	89.958	89.788
7	2009.11.03 14:02	buy	3	0.10	90.280	90.230	90.400
8	2009.11.03 14:08	s/l	3	0.10	90.230	90.230	90.400	-5.54	9988.92
9	2009.11.03 23:59	expiration	2	0.10	89.865	89.915	89.745
10	2009.11.03 23:59	expiration	4	0.10	89.908	89.958	89.788
11	2009.11.04 10:00	buy stop	5	0.10	90.820	90.770	90.940
12	2009.11.04 10:00	sell stop	6	0.10	90.311	90.361	90.191
13	2009.11.04 10:41	buy	5	0.10	90.820	90.770	90.940
14	2009.11.04 10:53	t/p	5	0.10	90.940	90.770	90.940	13.20	10002.12
15	2009.11.04 14:00	buy stop	7	0.10	91.042	90.992	91.162
16	2009.11.04 14:00	sell stop	8	0.10	90.740	90.790	90.620
17	2009.11.04 15:08	sell	8	0.10	90.740	90.790	90.620
18	2009.11.04 15:15	s/l	8	0.10	90.790	90.790	90.620	-5.51	9996.61
19	2009.11.04 20:15	buy	7	0.10	91.042	90.992	91.162
20	2009.11.04 20:15	t/p	7	0.10	91.162	90.992	91.162	13.16	10009.77
21	2009.11.04 23:59	expiration	6	0.10	90.311	90.361	90.191
22	2009.11.05 10:00	buy stop	9	0.10	90.493	90.443	90.613
23	2009.11.05 14:00	buy	10	0.10	90.467	90.411	90.581
24	2009.11.05 14:00	sell stop	11	0.10	90.114	90.164	89.994
25	2009.11.05 14:03	s/l	10	0.10	90.411	90.411	90.581	-6.19	10003.58
26	2009.11.05 14:32	buy	9	0.10	90.493	90.443	90.613
27	2009.11.05 14:35	s/l	9	0.10	90.443	90.443	90.613	-5.53	9998.05
28	2009.11.05 23:59	expiration	11	0.10	90.114	90.164	89.994
29	2009.11.06 10:00	buy stop	12	0.10	90.658	90.608	90.778
30	2009.11.06 10:00	sell stop	13	0.10	90.404	90.454	90.284
31	2009.11.06 12:17	buy	12	0.10	90.658	90.608	90.778
32	2009.11.06 12:45	s/l	12	0.10	90.608	90.608	90.778	-5.52	9992.53
33	2009.11.06 14:00	sell stop	14	0.10	90.474	90.524	90.354
34	2009.11.06 14:28	sell	14	0.10	90.474	90.524	90.354
35	2009.11.06 14:28	sell	13	0.10	90.404	90.454	90.284
36	2009.11.06 14:30	s/l	13	0.10	90.454	90.454	90.284	-5.53	9987.00
37	2009.11.06 14:32	t/p	14	0.10	90.354	90.524	90.354	13.28	10000.28
38	2009.11.09 10:00	buy stop	15	0.10	90.261	90.211	90.381
39	2009.11.09 10:00	sell stop	16	0.10	89.990	90.040	89.870
40	2009.11.09 11:00	sell	16	0.10	89.990	90.040	89.870
41	2009.11.09 11:03	s/l	16	0.10	90.040	90.040	89.870	-5.55	9994.73
42	2009.11.09 14:00	buy stop	17	0.10	90.049	89.999	90.169
43	2009.11.09 14:00	sell stop	18	0.10	89.815	89.865	89.695
44	2009.11.09 14:32	sell	18	0.10	89.815	89.865	89.695
45	2009.11.09 14:37	s/l	18	0.10	89.865	89.865	89.695	-5.56	9989.17
46	2009.11.09 20:16	buy	17	0.10	90.049	89.999	90.169
47	2009.11.09 20:43	s/l	17	0.10	89.999	89.999	90.169	-5.56	9983.61
48	2009.11.09 23:59	expiration	15	0.10	90.261	90.211	90.381
49	2009.11.10 10:00	buy stop	19	0.10	89.911	89.861	90.031
50	2009.11.10 10:00	sell stop	20	0.10	89.680	89.730	89.560
51	2009.11.10 10:31	buy	19	0.10	89.911	89.861	90.031
52	2009.11.10 10:33	s/l	19	0.10	89.861	89.861	90.031	-5.57	9978.04
53	2009.11.10 14:00	buy stop	21	0.10	90.175	90.125	90.295
54	2009.11.10 14:00	sell stop	22	0.10	89.755	89.805	89.635
55	2009.11.10 14:52	sell	22	0.10	89.755	89.805	89.635
56	2009.11.10 14:57	s/l	22	0.10	89.805	89.805	89.635	-5.57	9972.47
57	2009.11.10 23:59	expiration	20	0.10	89.680	89.730	89.560
58	2009.11.10 23:59	expiration	21	0.10	90.175	90.125	90.295
59	2009.11.11 10:00	buy stop	23	0.10	90.041	89.991	90.161
60	2009.11.11 10:00	sell stop	24	0.10	89.550	89.600	89.430
61	2009.11.11 14:00	buy stop	25	0.10	90.003	89.953	90.123
62	2009.11.11 14:00	sell stop	26	0.10	89.811	89.861	89.691
63	2009.11.11 14:06	sell	26	0.10	89.811	89.861	89.691
64	2009.11.11 14:13	s/l	26	0.10	89.861	89.861	89.691	-5.56	9966.91
65	2009.11.11 23:59	expiration	23	0.10	90.041	89.991	90.161
66	2009.11.11 23:59	expiration	24	0.10	89.550	89.600	89.430
67	2009.11.11 23:59	expiration	25	0.10	90.003	89.953	90.123
68	2009.11.12 10:00	buy stop	27	0.10	89.904	89.854	90.024
69	2009.11.12 10:00	sell stop	28	0.10	89.630	89.680	89.510
70	2009.11.12 13:28	buy	27	0.10	89.904	89.854	90.024
71	2009.11.12 13:29	s/l	27	0.10	89.854	89.854	90.024	-5.56	9961.35
72	2009.11.12 14:00	buy	29	0.10	89.998	89.936	90.106
73	2009.11.12 14:00	sell stop	30	0.10	89.706	89.756	89.586
74	2009.11.12 14:27	t/p	29	0.10	90.106	89.936	90.106	11.99	9973.34
75	2009.11.12 23:59	expiration	28	0.10	89.630	89.680	89.510
76	2009.11.12 23:59	expiration	30	0.10	89.706	89.756	89.586
77	2009.11.13 10:00	buy stop	31	0.10	90.410	90.360	90.530
78	2009.11.13 10:00	sell stop	32	0.10	90.115	90.165	89.995
79	2009.11.13 10:02	sell	32	0.10	90.115	90.165	89.995
80	2009.11.13 10:17	t/p	32	0.10	89.995	90.165	89.995	13.34	9986.68
81	2009.11.13 14:00	buy stop	33	0.10	89.871	89.821	89.991
82	2009.11.13 14:00	sell stop	34	0.10	89.687	89.737	89.567
83	2009.11.13 14:30	sell	34	0.10	89.687	89.737	89.567
84	2009.11.13 14:32	t/p	34	0.10	89.567	89.737	89.567	13.40	10000.08
85	2009.11.16 00:00	expiration	31	0.10	90.410	90.360	90.530
86	2009.11.16 00:00	expiration	33	0.10	89.871	89.821	89.991
87	2009.11.16 10:00	buy stop	35	0.10	89.630	89.580	89.750
88	2009.11.16 10:00	sell stop	36	0.10	89.410	89.460	89.290
89	2009.11.16 11:01	sell	36	0.10	89.410	89.460	89.290
90	2009.11.16 11:05	s/l	36	0.10	89.460	89.460	89.290	-5.59	9994.49
91	2009.11.16 12:58	buy	35	0.10	89.630	89.580	89.750
92	2009.11.16 13:02	s/l	35	0.10	89.580	89.580	89.750	-5.58	9988.91
93	2009.11.16 14:00	buy stop	37	0.10	89.620	89.570	89.740
94	2009.11.16 14:00	sell stop	38	0.10	89.353	89.403	89.233
95	2009.11.16 16:13	sell	38	0.10	89.353	89.403	89.233
96	2009.11.16 16:15	s/l	38	0.10	89.403	89.403	89.233	-5.60	9983.31
97	2009.11.16 23:59	expiration	37	0.10	89.620	89.570	89.740
98	2009.11.17 10:00	buy stop	39	0.10	89.120	89.070	89.240
99	2009.11.17 10:00	sell stop	40	0.10	88.720	88.770	88.600
100	2009.11.17 11:22	buy	39	0.10	89.120	89.070	89.240
101	2009.11.17 11:27	s/l	39	0.10	89.070	89.070	89.240	-5.61	9977.70
102	2009.11.17 14:00	buy stop	41	0.10	89.420	89.370	89.540
103	2009.11.17 14:00	sell stop	42	0.10	88.930	88.980	88.810
104	2009.11.17 16:47	buy	41	0.10	89.420	89.370	89.540
105	2009.11.17 17:25	s/l	41	0.10	89.370	89.370	89.540	-5.59	9972.11
106	2009.11.17 23:59	expiration	40	0.10	88.720	88.770	88.600
107	2009.11.17 23:59	expiration	42	0.10	88.930	88.980	88.810
108	2009.11.18 10:00	buy stop	43	0.10	89.208	89.158	89.328
109	2009.11.18 10:00	sell stop	44	0.10	89.050	89.100	88.930
110	2009.11.18 10:53	sell	44	0.10	89.050	89.100	88.930
111	2009.11.18 11:16	s/l	44	0.10	89.100	89.100	88.930	-5.61	9966.50
112	2009.11.18 14:00	buy	45	0.10	89.160	89.110	89.280
113	2009.11.18 14:00	sell stop	46	0.10	89.000	89.050	88.880
114	2009.11.18 14:13	buy	43	0.10	89.208	89.158	89.328
115	2009.11.18 14:20	s/l	43	0.10	89.158	89.158	89.328	-5.61	9960.89
116	2009.11.18 14:30	s/l	45	0.10	89.110	89.110	89.280	-5.61	9955.28
117	2009.11.18 23:59	expiration	46	0.10	89.000	89.050	88.880
118	2009.11.19 10:00	sell stop	47	0.10	88.820	88.870	88.700
119	2009.11.19 13:24	sell	47	0.10	88.820	88.870	88.700
120	2009.11.19 13:28	s/l	47	0.10	88.870	88.870	88.700	-5.62	9949.66
121	2009.11.19 14:00	buy stop	48	0.10	89.040	88.990	89.160
122	2009.11.19 14:00	sell stop	49	0.10	88.780	88.830	88.660
123	2009.11.19 14:32	sell	49	0.10	88.780	88.830	88.660
124	2009.11.19 14:38	s/l	49	0.10	88.830	88.830	88.660	-5.62	9944.04
125	2009.11.19 17:41	buy	48	0.10	89.040	88.990	89.160
126	2009.11.19 17:42	s/l	48	0.10	88.990	88.990	89.160	-5.62	9938.42
127	2009.11.20 10:00	buy stop	50	0.10	88.935	88.885	89.055
128	2009.11.20 10:00	sell stop	51	0.10	88.667	88.717	88.547
129	2009.11.20 10:51	buy	50	0.10	88.935	88.885	89.055
130	2009.11.20 10:52	s/l	50	0.10	88.885	88.885	89.055	-5.62	9932.80
131	2009.11.20 14:00	buy stop	52	0.10	89.055	89.005	89.175
132	2009.11.20 14:00	sell stop	53	0.10	88.800	88.850	88.680
133	2009.11.20 15:03	buy	52	0.10	89.055	89.005	89.175
134	2009.11.20 16:12	s/l	52	0.10	89.005	89.005	89.175	-5.61	9927.19
135	2009.11.23 00:00	expiration	51	0.10	88.667	88.717	88.547
136	2009.11.23 00:00	expiration	53	0.10	88.800	88.850	88.680
137	2009.11.23 10:00	sell stop	54	0.10	88.559	88.609	88.439
138	2009.11.23 14:00	buy	55	0.10	88.884	88.833	89.003
139	2009.11.23 14:00	sell stop	56	0.10	88.800	88.850	88.680
140	2009.11.23 14:33	s/l	55	0.10	88.833	88.833	89.003	-5.74	9921.45
141	2009.11.23 14:37	sell	56	0.10	88.800	88.850	88.680
142	2009.11.23 14:58	s/l	56	0.10	88.850	88.850	88.680	-5.63	9915.82
143	2009.11.23 23:59	expiration	54	0.10	88.559	88.609	88.439
144	2009.11.24 10:00	buy stop	57	0.10	88.830	88.780	88.950
145	2009.11.24 10:00	sell stop	58	0.10	88.544	88.594	88.424
146	2009.11.24 14:00	buy stop	59	0.10	88.760	88.710	88.880
147	2009.11.24 14:02	sell	58	0.10	88.544	88.594	88.424
148	2009.11.24 14:32	t/p	58	0.10	88.424	88.594	88.424	13.57	9929.39
149	2009.11.25 00:00	expiration	57	0.10	88.830	88.780	88.950
150	2009.11.25 00:00	expiration	59	0.10	88.760	88.710	88.880
151	2009.11.25 10:00	buy stop	60	0.10	88.400	88.350	88.520
152	2009.11.25 14:00	buy stop	61	0.10	87.847	87.797	87.967
153	2009.11.25 14:00	sell stop	62	0.10	87.550	87.600	87.430
154	2009.11.25 14:15	sell	62	0.10	87.550	87.600	87.430
155	2009.11.25 14:16	s/l	62	0.10	87.600	87.600	87.430	-5.71	9923.68
156	2009.11.25 23:59	expiration	60	0.10	88.400	88.350	88.520
157	2009.11.25 23:59	expiration	61	0.10	87.847	87.797	87.967
158	2009.11.26 10:00	buy stop	63	0.10	87.048	86.998	87.168
159	2009.11.26 10:00	sell stop	64	0.10	86.549	86.599	86.429
160	2009.11.26 14:00	buy stop	65	0.10	86.831	86.781	86.951
161	2009.11.26 14:00	sell stop	66	0.10	86.576	86.626	86.456
162	2009.11.26 16:15	sell	66	0.10	86.576	86.626	86.456
163	2009.11.26 16:18	s/l	66	0.10	86.626	86.626	86.456	-5.77	9917.91
164	2009.11.26 16:59	sell	64	0.10	86.549	86.599	86.429
165	2009.11.26 17:15	s/l	64	0.10	86.599	86.599	86.429	-5.77	9912.14
166	2009.11.26 23:59	expiration	63	0.10	87.048	86.998	87.168
167	2009.11.26 23:59	expiration	65	0.10	86.831	86.781	86.951
168	2009.11.27 10:00	buy stop	67	0.10	86.483	86.433	86.603
169	2009.11.27 10:00	sell stop	68	0.10	85.710	85.760	85.590
170	2009.11.27 10:54	buy	67	0.10	86.483	86.433	86.603
171	2009.11.27 11:15	t/p	67	0.10	86.603	86.433	86.603	13.85	9925.99
172	2009.11.27 14:00	buy stop	69	0.10	86.823	86.773	86.943
173	2009.11.27 14:00	sell stop	70	0.10	86.272	86.322	86.152
174	2009.11.27 15:19	buy	69	0.10	86.823	86.773	86.943
175	2009.11.27 15:19	s/l	69	0.10	86.773	86.773	86.943	-5.76	9920.23