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=145; TP2=300; SL2=40; SL=37; trigger=55; trigger2=20;
Bars in test	551	Ticks modelled	541880	Modelling quality	n/a
Mismatched charts errors	113
Initial deposit	10000.00
Total net profit	-49.34	Gross profit	51.18	Gross loss	-100.52
Profit factor	0.51	Expected payoff	-2.35
Absolute drawdown	93.52	Maximal drawdown	97.23 (0.97%)	Relative drawdown	0.97% (97.23)
Total trades	21	Short positions (won %)	12 (25.00%)	Long positions (won %)	9 (0.00%)
		Profit trades (% of total)	3 (14.29%)	Loss trades (% of total)	18 (85.71%)
Largest		profit trade	17.31	loss trade	-5.76
Average		profit trade	17.06	loss trade	-5.58
Maximum		consecutive wins (profit in money)	2 (34.28)	consecutive losses (loss in money)	16 (-89.14)
Maximal		consecutive profit (count of wins)	34.28 (2)	consecutive loss (count of losses)	-89.14 (16)
Average		consecutive wins	2	consecutive losses	6

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.11.03 23:00	buy	1	0.10	90.342	90.292	90.492
2	2009.11.03 23:05	s/l	1	0.10	90.292	90.292	90.492	-5.54	9994.46
3	2009.11.06 00:00	buy	2	0.10	90.767	90.717	90.917
4	2009.11.06 01:03	s/l	2	0.10	90.717	90.717	90.917	-5.51	9988.95
5	2009.11.06 11:00	sell	3	0.10	90.517	90.567	90.367
6	2009.11.06 11:37	s/l	3	0.10	90.567	90.567	90.367	-5.52	9983.43
7	2009.11.06 20:00	buy	4	0.10	89.854	89.804	90.004
8	2009.11.06 20:03	s/l	4	0.10	89.804	89.804	90.004	-5.57	9977.86
9	2009.11.09 23:00	sell	5	0.10	89.908	89.958	89.758
10	2009.11.09 23:01	s/l	5	0.10	89.958	89.958	89.758	-5.56	9972.30
11	2009.11.10 17:00	buy	6	0.10	89.786	89.736	89.936
12	2009.11.10 17:03	s/l	6	0.10	89.736	89.736	89.936	-5.57	9966.73
13	2009.11.10 23:00	sell	7	0.10	89.797	89.847	89.647
14	2009.11.10 23:02	s/l	7	0.10	89.847	89.847	89.647	-5.57	9961.16
15	2009.11.12 10:00	buy	8	0.10	89.771	89.721	89.921
16	2009.11.12 10:20	s/l	8	0.10	89.721	89.721	89.921	-5.58	9955.58
17	2009.11.12 11:00	sell	9	0.10	89.730	89.780	89.580
18	2009.11.12 11:02	s/l	9	0.10	89.780	89.780	89.580	-5.57	9950.01
19	2009.11.12 13:00	sell	10	0.10	89.755	89.805	89.605
20	2009.11.12 13:02	s/l	10	0.10	89.805	89.805	89.605	-5.57	9944.44
21	2009.11.13 12:00	buy	11	0.10	89.828	89.778	89.978
22	2009.11.13 12:33	s/l	11	0.10	89.778	89.778	89.978	-5.57	9938.87
23	2009.11.16 09:00	buy	12	0.10	89.575	89.525	89.725
24	2009.11.16 09:03	s/l	12	0.10	89.525	89.525	89.725	-5.59	9933.28
25	2009.11.17 05:00	sell	13	0.10	89.045	89.095	88.895
26	2009.11.17 05:49	s/l	13	0.10	89.095	89.095	88.895	-5.61	9927.67
27	2009.11.17 16:00	buy	14	0.10	89.295	89.245	89.445
28	2009.11.17 16:18	s/l	14	0.10	89.245	89.245	89.445	-5.60	9922.07
29	2009.11.18 22:00	sell	15	0.10	89.369	89.419	89.219
30	2009.11.18 22:02	s/l	15	0.10	89.419	89.419	89.219	-5.59	9916.48
31	2009.11.19 23:00	sell	16	0.10	88.958	89.008	88.808
32	2009.11.19 23:02	s/l	16	0.10	89.008	89.008	88.808	-5.62	9910.86
33	2009.11.20 07:00	sell	17	0.10	88.911	88.961	88.761
34	2009.11.20 07:28	t/p	17	0.10	88.761	88.961	88.761	16.90	9927.76
35	2009.11.23 11:00	sell	18	0.10	88.865	88.915	88.715
36	2009.11.23 16:00	s/l	18	0.10	88.915	88.915	88.715	-5.62	9922.14
37	2009.11.24 14:00	sell	19	0.10	88.569	88.619	88.419
38	2009.11.24 14:32	t/p	19	0.10	88.419	88.619	88.419	16.97	9939.11
39	2009.11.26 13:00	sell	20	0.10	86.765	86.815	86.615
40	2009.11.26 14:53	t/p	20	0.10	86.615	86.815	86.615	17.31	9956.42
41	2009.11.27 19:00	buy	21	0.10	86.789	86.739	86.939
42	2009.11.27 19:16	s/l	21	0.10	86.739	86.739	86.939	-5.76	9950.66