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		StopLoss=50; BreakEven=9; TrailingStop=10; MAfilter=10; UseOptimizedValues=false; Lots=0.1;
Bars in test	551	Ticks modelled	541880	Modelling quality	n/a
Mismatched charts errors	113
Initial deposit	10000.00
Total net profit	-61.01	Gross profit	17.42	Gross loss	-78.43
Profit factor	0.22	Expected payoff	-3.05
Absolute drawdown	61.01	Maximal drawdown	61.01 (0.61%)	Relative drawdown	0.61% (61.01)
Total trades	20	Short positions (won %)	17 (17.65%)	Long positions (won %)	3 (100.00%)
		Profit trades (% of total)	6 (30.00%)	Loss trades (% of total)	14 (70.00%)
Largest		profit trade	16.87	loss trade	-5.63
Average		profit trade	2.90	loss trade	-5.60
Maximum		consecutive wins (profit in money)	3 (0.33)	consecutive losses (loss in money)	6 (-33.75)
Maximal		consecutive profit (count of wins)	16.98 (2)	consecutive loss (count of losses)	-33.75 (6)
Average		consecutive wins	2	consecutive losses	4

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.11.03 12:54	sell limit	1	0.10	90.125	90.175	89.975
2	2009.11.03 13:07	sell	1	0.10	90.125	90.175	89.975
3	2009.11.03 13:11	s/l	1	0.10	90.175	90.175	89.975	-5.55	9994.45
4	2009.11.05 12:53	sell limit	2	0.10	90.269	90.319	90.118
5	2009.11.05 12:55	sell	2	0.10	90.269	90.319	90.118
6	2009.11.05 13:01	s/l	2	0.10	90.319	90.319	90.118	-5.54	9988.91
7	2009.11.06 13:31	sell	3	0.10	90.574	90.624	90.454
8	2009.11.06 13:33	s/l	3	0.10	90.624	90.624	90.454	-5.52	9983.39
9	2009.11.11 17:15	buy	4	0.10	89.895	89.841	90.015
10	2009.11.11 17:23	modify	4	0.10	89.895	89.896	90.015
11	2009.11.11 17:26	s/l	4	0.10	89.896	89.896	90.015	0.11	9983.50
12	2009.11.11 17:33	buy limit	5	0.10	89.891	89.841	90.042
13	2009.11.11 17:43	buy	5	0.10	89.891	89.841	90.042
14	2009.11.11 17:58	modify	5	0.10	89.891	89.892	90.042
15	2009.11.11 18:00	s/l	5	0.10	89.892	89.892	90.042	0.11	9983.61
16	2009.11.12 09:00	sell limit	6	0.10	89.805	89.855	89.655
17	2009.11.12 09:05	sell	6	0.10	89.805	89.855	89.655
18	2009.11.12 09:08	modify	6	0.10	89.805	89.804	89.655
19	2009.11.12 09:15	s/l	6	0.10	89.804	89.804	89.655	0.11	9983.72
20	2009.11.13 09:06	sell limit	7	0.10	90.271	90.321	90.104
21	2009.11.13 09:36	expiration	7	0.10	90.271	90.321	90.104
22	2009.11.16 07:03	sell limit	8	0.10	89.549	89.599	89.393
23	2009.11.16 07:27	sell	8	0.10	89.549	89.599	89.393
24	2009.11.16 07:40	s/l	8	0.10	89.599	89.599	89.393	-5.59	9978.13
25	2009.11.16 08:20	sell limit	9	0.10	89.549	89.599	89.399
26	2009.11.16 08:38	sell	9	0.10	89.549	89.599	89.399
27	2009.11.16 08:50	s/l	9	0.10	89.599	89.599	89.399	-5.59	9972.54
28	2009.11.16 09:32	sell limit	10	0.10	89.540	89.590	89.388
29	2009.11.16 10:02	expiration	10	0.10	89.540	89.590	89.388
30	2009.11.16 13:24	sell	11	0.10	89.529	89.579	89.409
31	2009.11.16 13:58	modify	11	0.10	89.529	89.528	89.409
32	2009.11.16 14:05	s/l	11	0.10	89.528	89.528	89.409	0.11	9972.65
33	2009.11.17 08:02	sell limit	12	0.10	89.035	89.085	88.885
34	2009.11.17 08:06	sell	12	0.10	89.035	89.085	88.885
35	2009.11.17 08:10	modify	12	0.10	89.035	89.034	88.885
36	2009.11.17 08:48	t/p	12	0.10	88.885	89.034	88.885	16.87	9989.52
37	2009.11.18 14:31	sell limit	13	0.10	89.120	89.170	88.968
38	2009.11.18 14:31	sell	13	0.10	89.120	89.170	88.968
39	2009.11.18 14:31	s/l	13	0.10	89.170	89.170	88.968	-5.61	9983.91
40	2009.11.19 18:59	sell	14	0.10	88.873	88.923	88.753
41	2009.11.19 19:36	s/l	14	0.10	88.923	88.923	88.753	-5.63	9978.28
42	2009.11.20 10:28	sell limit	15	0.10	88.854	88.904	88.703
43	2009.11.20 10:47	sell	15	0.10	88.854	88.904	88.703
44	2009.11.20 10:49	s/l	15	0.10	88.904	88.904	88.703	-5.63	9972.65
45	2009.11.20 11:10	sell limit	16	0.10	88.849	88.899	88.699
46	2009.11.20 11:20	sell	16	0.10	88.849	88.899	88.699
47	2009.11.20 11:21	s/l	16	0.10	88.899	88.899	88.699	-5.62	9967.03
48	2009.11.20 11:30	sell limit	17	0.10	88.849	88.899	88.699
49	2009.11.20 11:33	sell	17	0.10	88.849	88.899	88.699
50	2009.11.20 11:47	s/l	17	0.10	88.899	88.899	88.699	-5.63	9961.40
51	2009.11.20 11:54	sell limit	18	0.10	88.849	88.899	88.699
52	2009.11.20 12:00	sell	18	0.10	88.849	88.899	88.699
53	2009.11.20 12:02	s/l	18	0.10	88.899	88.899	88.699	-5.63	9955.77
54	2009.11.20 18:33	buy limit	19	0.10	88.945	88.895	89.095
55	2009.11.20 19:00	buy	19	0.10	88.945	88.895	89.095
56	2009.11.20 20:55	modify	19	0.10	88.945	88.946	89.095
57	2009.11.20 20:58	s/l	19	0.10	88.946	88.946	89.095	0.11	9955.88
58	2009.11.23 14:45	sell limit	20	0.10	88.779	88.829	88.628
59	2009.11.23 14:51	sell	20	0.10	88.779	88.829	88.628
60	2009.11.23 14:54	s/l	20	0.10	88.829	88.829	88.628	-5.63	9950.25
61	2009.11.23 15:15	sell	21	0.10	88.779	88.829	88.659
62	2009.11.23 15:25	s/l	21	0.10	88.829	88.829	88.659	-5.63	9944.62
63	2009.11.23 15:30	sell	22	0.10	88.779	88.829	88.659
64	2009.11.23 15:55	s/l	22	0.10	88.829	88.829	88.659	-5.63	9938.99
65	2009.11.24 18:17	sell limit	23	0.10	88.550	88.600	88.400
66	2009.11.24 18:47	expiration	23	0.10	88.550	88.600	88.400
67	2009.11.26 08:30	sell limit	24	0.10	86.879	86.929	86.729
68	2009.11.26 09:00	expiration	24	0.10	86.879	86.929	86.729
69	2009.11.26 10:23	sell limit	25	0.10	86.879	86.929	86.729
70	2009.11.26 10:53	expiration	25	0.10	86.879	86.929	86.729
71	2009.11.26 14:50	sell limit	26	0.10	86.663	86.713	86.509
72	2009.11.26 15:20	expiration	26	0.10	86.663	86.713	86.509