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		TakeProfit=150; StopLoss=100; TrailingStop=100; SmartClose=false; current=0; Kperiod1=5; Kperiod2=125; Kperiod3=14; Dperiod=3; slowing=3; Sto5Buy=20; Sto5Sell=80; Sto125Buy=50; Sto125Sell=50; CloseBuy=80; CloseSell=20; MoneyManagment=false; Risk=5; Lots=1; MaxTrades=1; UseHourTrade=false; FromHourTrade=0; ToHourTrade=0; Magic=0;
Bars in test	551	Ticks modelled	541880	Modelling quality	n/a
Mismatched charts errors	113
Initial deposit	10000.00
Total net profit	-448.13	Gross profit	664.28	Gross loss	-1112.41
Profit factor	0.60	Expected payoff	-28.01
Absolute drawdown	706.81	Maximal drawdown	1046.98 (10.13%)	Relative drawdown	10.13% (1046.98)
Total trades	16	Short positions (won %)	12 (41.67%)	Long positions (won %)	4 (25.00%)
		Profit trades (% of total)	6 (37.50%)	Loss trades (% of total)	10 (62.50%)
Largest		profit trade	166.27	loss trade	-111.94
Average		profit trade	110.71	loss trade	-111.24
Maximum		consecutive wins (profit in money)	2 (332.47)	consecutive losses (loss in money)	6 (-671.34)
Maximal		consecutive profit (count of wins)	332.47 (2)	consecutive loss (count of losses)	-671.34 (6)
Average		consecutive wins	2	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.11.03 02:02	sell	1	1.00	90.365	90.465	90.215
2	2009.11.03 04:28	modify	1	1.00	90.365	90.365	90.215
3	2009.11.03 04:30	t/p	1	1.00	90.215	90.365	90.215	166.27	10166.27
4	2009.11.03 16:12	sell	2	1.00	90.402	90.502	90.252
5	2009.11.03 17:02	modify	2	1.00	90.402	90.402	90.252
6	2009.11.03 17:08	t/p	2	1.00	90.252	90.402	90.252	166.20	10332.47
7	2009.11.04 23:45	buy	3	1.00	90.848	90.748	90.998
8	2009.11.05 00:08	s/l	3	1.00	90.748	90.748	90.998	-108.88	10223.59
9	2009.11.06 04:37	buy	4	1.00	90.673	90.573	90.823
10	2009.11.06 07:09	s/l	4	1.00	90.573	90.573	90.823	-110.41	10113.18
11	2009.11.09 06:00	sell	5	1.00	90.102	90.202	89.952
12	2009.11.09 08:32	s/l	5	1.00	90.202	90.202	89.952	-110.86	10002.32
13	2009.11.11 11:00	sell	6	1.00	89.920	90.020	89.770
14	2009.11.11 14:07	modify	6	1.00	89.920	89.920	89.770
15	2009.11.11 14:26	s/l	6	1.00	89.920	89.920	89.770	0.00	10002.32
16	2009.11.13 01:28	buy	7	1.00	90.253	90.153	90.403
17	2009.11.13 04:08	s/l	7	1.00	90.153	90.153	90.403	-110.92	9891.40
18	2009.11.13 05:00	buy	8	1.00	90.215	90.115	90.365
19	2009.11.13 07:42	modify	8	1.00	90.215	90.215	90.365
20	2009.11.13 07:48	t/p	8	1.00	90.365	90.215	90.365	165.99	10057.39
21	2009.11.17 14:18	sell	9	1.00	89.239	89.339	89.089
22	2009.11.17 14:22	s/l	9	1.00	89.339	89.339	89.089	-111.93	9945.46
23	2009.11.17 14:31	sell	10	1.00	89.240	89.340	89.090
24	2009.11.17 14:38	s/l	10	1.00	89.340	89.340	89.090	-111.93	9833.53
25	2009.11.17 14:43	sell	11	1.00	89.240	89.340	89.090
26	2009.11.17 15:45	s/l	11	1.00	89.340	89.340	89.090	-111.93	9721.60
27	2009.11.17 15:45	sell	12	1.00	89.322	89.422	89.172
28	2009.11.17 16:47	s/l	12	1.00	89.422	89.422	89.172	-111.82	9609.78
29	2009.11.18 16:00	sell	13	1.00	89.235	89.335	89.085
30	2009.11.18 17:32	s/l	13	1.00	89.335	89.335	89.085	-111.94	9497.84
31	2009.11.18 18:28	sell	14	1.00	89.350	89.450	89.200
32	2009.11.18 19:01	s/l	14	1.00	89.450	89.450	89.200	-111.79	9386.05
33	2009.11.18 22:00	sell	15	1.00	89.369	89.469	89.219
34	2009.11.19 02:17	modify	15	1.00	89.369	89.369	89.219
35	2009.11.19 02:50	t/p	15	1.00	89.219	89.369	89.219	165.82	9551.87
36	2009.11.23 20:52	sell	16	1.00	89.042	89.142	88.892
37	2009.11.23 23:08	modify	16	1.00	89.042	89.042	88.892
38	2009.11.23 23:18	s/l	16	1.00	89.042	89.042	88.892	0.00	9551.87