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		TP_BUY=45; SL_BUY=55; TP_SELL=45; SL_SELL=55; TF_SEL=15; SLIPAGE=3; slow_ma_p=264; fast_ma_p=96; ma_tf=60; Lots=0.1; MaximumRisk=0.0002; DecreaseFactor=3; equity_dd_4x=0.8; equity_gu_4x=1.2;
Bars in test	551	Ticks modelled	541880	Modelling quality	n/a
Mismatched charts errors	113
Initial deposit	10000.00
Total net profit	-106.21	Gross profit	135.18	Gross loss	-241.39
Profit factor	0.56	Expected payoff	-1.66
Absolute drawdown	158.83	Maximal drawdown	159.76 (1.60%)	Relative drawdown	1.60% (159.76)
Total trades	64	Short positions (won %)	64 (40.63%)	Long positions (won %)	0 (0.00%)
		Profit trades (% of total)	26 (40.63%)	Loss trades (% of total)	38 (59.38%)
Largest		profit trade	5.24	loss trade	-6.39
Average		profit trade	5.20	loss trade	-6.35
Maximum		consecutive wins (profit in money)	8 (41.56)	consecutive losses (loss in money)	9 (-57.25)
Maximal		consecutive profit (count of wins)	41.56 (8)	consecutive loss (count of losses)	-57.25 (9)
Average		consecutive wins	2	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.11.27 07:00	sell	1	0.10	85.985	86.040	85.940
2	2009.11.27 07:01	s/l	1	0.10	86.040	86.040	85.940	-6.39	9993.61
3	2009.11.27 07:15	sell	2	0.10	86.154	86.209	86.109
4	2009.11.27 07:20	s/l	2	0.10	86.209	86.209	86.109	-6.38	9987.23
5	2009.11.27 07:30	sell	3	0.10	86.023	86.078	85.978
6	2009.11.27 07:30	s/l	3	0.10	86.078	86.078	85.978	-6.39	9980.84
7	2009.11.27 07:45	sell	4	0.10	85.960	86.015	85.915
8	2009.11.27 07:59	t/p	4	0.10	85.915	86.015	85.915	5.23	9986.07
9	2009.11.27 08:00	sell	5	0.10	85.898	85.953	85.853
10	2009.11.27 08:02	t/p	5	0.10	85.853	85.953	85.853	5.24	9991.31
11	2009.11.27 08:15	sell	6	0.10	85.835	85.890	85.790
12	2009.11.27 08:16	t/p	6	0.10	85.790	85.890	85.790	5.24	9996.55
13	2009.11.27 08:30	sell	7	0.10	85.960	86.015	85.915
14	2009.11.27 08:31	s/l	7	0.10	86.015	86.015	85.915	-6.39	9990.16
15	2009.11.27 08:45	sell	8	0.10	86.149	86.204	86.104
16	2009.11.27 08:48	t/p	8	0.10	86.104	86.204	86.104	5.23	9995.39
17	2009.11.27 09:00	sell	9	0.10	86.128	86.183	86.083
18	2009.11.27 09:01	s/l	9	0.10	86.183	86.183	86.083	-6.38	9989.01
19	2009.11.27 09:15	sell	10	0.10	86.460	86.515	86.415
20	2009.11.27 09:17	t/p	10	0.10	86.415	86.515	86.415	5.20	9994.21
21	2009.11.27 09:30	sell	11	0.10	86.249	86.304	86.204
22	2009.11.27 09:31	s/l	11	0.10	86.304	86.304	86.204	-6.37	9987.84
23	2009.11.27 09:45	sell	12	0.10	86.306	86.361	86.261
24	2009.11.27 10:00	sell	13	0.10	86.325	86.380	86.280
25	2009.11.27 10:02	s/l	12	0.10	86.361	86.361	86.261	-6.37	9981.47
26	2009.11.27 10:04	s/l	13	0.10	86.380	86.380	86.280	-6.37	9975.10
27	2009.11.27 10:15	sell	14	0.10	86.364	86.419	86.319
28	2009.11.27 10:30	sell	15	0.10	86.334	86.389	86.289
29	2009.11.27 10:30	s/l	15	0.10	86.389	86.389	86.289	-6.37	9968.73
30	2009.11.27 10:45	sell	16	0.10	86.329	86.384	86.284
31	2009.11.27 10:48	s/l	16	0.10	86.384	86.384	86.284	-6.37	9962.36
32	2009.11.27 10:49	s/l	14	0.10	86.419	86.419	86.319	-6.36	9956.00
33	2009.11.27 11:00	sell	17	0.10	86.505	86.560	86.460
34	2009.11.27 11:12	s/l	17	0.10	86.560	86.560	86.460	-6.35	9949.65
35	2009.11.27 11:15	sell	18	0.10	86.572	86.627	86.527
36	2009.11.27 11:15	s/l	18	0.10	86.627	86.627	86.527	-6.35	9943.30
37	2009.11.27 11:30	sell	19	0.10	86.703	86.758	86.658
38	2009.11.27 11:32	s/l	19	0.10	86.758	86.758	86.658	-6.34	9936.96
39	2009.11.27 11:45	sell	20	0.10	86.562	86.617	86.517
40	2009.11.27 11:46	t/p	20	0.10	86.517	86.617	86.517	5.20	9942.16
41	2009.11.27 12:00	sell	21	0.10	86.391	86.446	86.346
42	2009.11.27 12:02	t/p	21	0.10	86.346	86.446	86.346	5.21	9947.37
43	2009.11.27 12:15	sell	22	0.10	86.496	86.551	86.451
44	2009.11.27 12:16	s/l	22	0.10	86.551	86.551	86.451	-6.35	9941.02
45	2009.11.27 12:30	sell	23	0.10	86.471	86.526	86.426
46	2009.11.27 12:40	s/l	23	0.10	86.526	86.526	86.426	-6.36	9934.66
47	2009.11.27 12:45	sell	24	0.10	86.477	86.532	86.432
48	2009.11.27 13:00	sell	25	0.10	86.486	86.541	86.441
49	2009.11.27 13:15	sell	26	0.10	86.472	86.527	86.427
50	2009.11.27 13:16	s/l	26	0.10	86.527	86.527	86.427	-6.35	9928.31
51	2009.11.27 13:16	s/l	24	0.10	86.532	86.532	86.432	-6.36	9921.95
52	2009.11.27 13:16	s/l	25	0.10	86.541	86.541	86.441	-6.36	9915.59
53	2009.11.27 13:30	sell	27	0.10	86.516	86.571	86.471
54	2009.11.27 13:34	t/p	27	0.10	86.471	86.571	86.471	5.21	9920.80
55	2009.11.27 13:45	sell	28	0.10	86.507	86.562	86.462
56	2009.11.27 13:46	s/l	28	0.10	86.562	86.562	86.462	-6.35	9914.45
57	2009.11.27 14:00	sell	29	0.10	86.459	86.514	86.414
58	2009.11.27 14:02	s/l	29	0.10	86.514	86.514	86.414	-6.36	9908.09
59	2009.11.27 14:15	sell	30	0.10	86.599	86.654	86.554
60	2009.11.27 14:18	s/l	30	0.10	86.654	86.654	86.554	-6.34	9901.75
61	2009.11.27 14:30	sell	31	0.10	86.675	86.730	86.630
62	2009.11.27 14:32	t/p	31	0.10	86.630	86.730	86.630	5.19	9906.94
63	2009.11.27 14:45	sell	32	0.10	86.546	86.601	86.501
64	2009.11.27 14:56	s/l	32	0.10	86.601	86.601	86.501	-6.35	9900.59
65	2009.11.27 15:00	sell	33	0.10	86.545	86.600	86.500
66	2009.11.27 15:00	s/l	33	0.10	86.600	86.600	86.500	-6.35	9894.24
67	2009.11.27 15:15	sell	34	0.10	86.769	86.824	86.724
68	2009.11.27 15:19	s/l	34	0.10	86.824	86.824	86.724	-6.33	9887.91
69	2009.11.27 15:30	sell	35	0.10	86.820	86.875	86.775
70	2009.11.27 15:32	t/p	35	0.10	86.775	86.875	86.775	5.18	9893.09
71	2009.11.27 15:45	sell	36	0.10	86.908	86.963	86.863
72	2009.11.27 15:53	s/l	36	0.10	86.963	86.963	86.863	-6.33	9886.76
73	2009.11.27 16:00	sell	37	0.10	86.876	86.931	86.831
74	2009.11.27 16:00	s/l	37	0.10	86.931	86.931	86.831	-6.32	9880.44
75	2009.11.27 16:15	sell	38	0.10	86.916	86.971	86.871
76	2009.11.27 16:17	t/p	38	0.10	86.871	86.971	86.871	5.18	9885.62
77	2009.11.27 16:30	sell	39	0.10	86.722	86.777	86.677
78	2009.11.27 16:31	s/l	39	0.10	86.777	86.777	86.677	-6.33	9879.29
79	2009.11.27 16:45	sell	40	0.10	86.815	86.870	86.770
80	2009.11.27 16:47	t/p	40	0.10	86.770	86.870	86.770	5.19	9884.48
81	2009.11.27 17:00	sell	41	0.10	86.692	86.747	86.647
82	2009.11.27 17:00	s/l	41	0.10	86.747	86.747	86.647	-6.34	9878.14
83	2009.11.27 17:15	sell	42	0.10	86.913	86.968	86.868
84	2009.11.27 17:19	t/p	42	0.10	86.868	86.968	86.868	5.18	9883.32
85	2009.11.27 17:30	sell	43	0.10	86.815	86.870	86.770
86	2009.11.27 17:32	s/l	43	0.10	86.870	86.870	86.770	-6.33	9876.99
87	2009.11.27 17:45	sell	44	0.10	86.905	86.960	86.860
88	2009.11.27 17:50	s/l	44	0.10	86.960	86.960	86.860	-6.32	9870.67
89	2009.11.27 18:00	sell	45	0.10	86.868	86.923	86.823
90	2009.11.27 18:07	t/p	45	0.10	86.823	86.923	86.823	5.18	9875.85
91	2009.11.27 18:15	sell	46	0.10	86.766	86.821	86.721
92	2009.11.27 18:30	sell	47	0.10	86.715	86.770	86.670
93	2009.11.27 18:30	t/p	46	0.10	86.721	86.821	86.721	5.19	9881.04
94	2009.11.27 18:37	s/l	47	0.10	86.770	86.770	86.670	-6.33	9874.71
95	2009.11.27 18:45	sell	48	0.10	86.731	86.786	86.686
96	2009.11.27 18:56	s/l	48	0.10	86.786	86.786	86.686	-6.34	9868.37
97	2009.11.27 19:00	sell	49	0.10	86.769	86.824	86.724
98	2009.11.27 19:06	s/l	49	0.10	86.824	86.824	86.724	-6.33	9862.04
99	2009.11.27 19:15	sell	50	0.10	86.760	86.815	86.715
100	2009.11.27 19:30	sell	51	0.10	86.737	86.792	86.692
101	2009.11.27 19:32	t/p	50	0.10	86.715	86.815	86.715	5.19	9867.23
102	2009.11.27 19:36	t/p	51	0.10	86.692	86.792	86.692	5.19	9872.42
103	2009.11.27 19:45	sell	52	0.10	86.677	86.732	86.632
104	2009.11.27 20:00	sell	53	0.10	86.654	86.709	86.609
105	2009.11.27 20:02	s/l	53	0.10	86.709	86.709	86.609	-6.34	9866.08
106	2009.11.27 20:02	s/l	52	0.10	86.732	86.732	86.632	-6.34	9859.74
107	2009.11.27 20:15	sell	54	0.10	86.736	86.791	86.691
108	2009.11.27 20:25	t/p	54	0.10	86.691	86.791	86.691	5.19	9864.93
109	2009.11.27 20:30	sell	55	0.10	86.698	86.753	86.653
110	2009.11.27 20:45	sell	56	0.10	86.686	86.741	86.641
111	2009.11.27 20:50	s/l	56	0.10	86.741	86.741	86.641	-6.34	9858.59
112	2009.11.27 21:00	sell	57	0.10	86.718	86.773	86.673
113	2009.11.27 21:15	sell	58	0.10	86.698	86.753	86.653
114	2009.11.27 21:30	sell	59	0.10	86.683	86.738	86.638
115	2009.11.27 21:37	t/p	57	0.10	86.673	86.773	86.673	5.19	9863.78
116	2009.11.27 21:38	t/p	55	0.10	86.653	86.753	86.653	5.19	9868.97
117	2009.11.27 21:38	t/p	58	0.10	86.653	86.753	86.653	5.19	9874.16
118	2009.11.27 21:38	t/p	59	0.10	86.638	86.738	86.638	5.19	9879.35
119	2009.11.27 21:45	sell	60	0.10	86.591	86.646	86.546
120	2009.11.27 22:00	sell	61	0.10	86.563	86.618	86.518
121	2009.11.27 22:14	t/p	60	0.10	86.546	86.646	86.546	5.20	9884.55
122	2009.11.27 22:15	sell	62	0.10	86.512	86.567	86.467
123	2009.11.27 22:17	t/p	61	0.10	86.518	86.618	86.518	5.20	9889.75
124	2009.11.27 22:18	t/p	62	0.10	86.467	86.567	86.467	5.20	9894.95
125	2009.11.27 22:30	sell	63	0.10	86.521	86.576	86.476
126	2009.11.27 22:33	t/p	63	0.10	86.476	86.576	86.476	5.20	9900.15
127	2009.11.27 22:45	sell	64	0.10	86.410	86.465	86.365
128	2009.11.27 22:45	s/l	64	0.10	86.465	86.465	86.365	-6.36	9893.79