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		EA_MAGIC_NUM=275931; MA_Period=200; MA_TYPE=0; UsePSAR=false; ADR_Days=10; Min_Range=50; Start_Hour=0; Start_Minute=0; Slippage=3; TakeProfit=100; StopLoss=100; LotSizeFactor=1; 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	-66.48	Gross profit	67.57	Gross loss	-134.05
Profit factor	0.50	Expected payoff	-3.69
Absolute drawdown	83.62	Maximal drawdown	92.69 (0.93%)	Relative drawdown	0.93% (92.69)
Total trades	18	Short positions (won %)	13 (46.15%)	Long positions (won %)	5 (0.00%)
		Profit trades (% of total)	6 (33.33%)	Loss trades (% of total)	12 (66.67%)
Largest		profit trade	11.59	loss trade	-11.44
Average		profit trade	11.26	loss trade	-11.17
Maximum		consecutive wins (profit in money)	2 (22.45)	consecutive losses (loss in money)	4 (-44.28)
Maximal		consecutive profit (count of wins)	22.45 (2)	consecutive loss (count of losses)	-44.28 (4)
Average		consecutive wins	2	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.11.04 00:00	buy	1	0.10	90.348	90.248	90.448
2	2009.11.04 01:30	s/l	1	0.10	90.248	90.248	90.448	-11.08	9988.92
3	2009.11.05 00:00	buy	2	0.10	90.864	90.764	90.964
4	2009.11.05 00:07	s/l	2	0.10	90.764	90.764	90.964	-11.02	9977.90
5	2009.11.06 00:00	buy	3	0.10	90.767	90.667	90.867
6	2009.11.06 01:28	s/l	3	0.10	90.667	90.667	90.867	-11.03	9966.87
7	2009.11.09 00:00	buy	4	0.10	89.834	89.734	89.934
8	2009.11.09 00:02	s/l	4	0.10	89.734	89.734	89.934	-11.15	9955.72
9	2009.11.10 00:00	sell	5	0.10	89.964	90.064	89.864
10	2009.11.10 00:47	t/p	5	0.10	89.864	90.064	89.864	11.13	9966.85
11	2009.11.11 00:00	sell	6	0.10	89.784	89.884	89.684
12	2009.11.11 01:00	t/p	6	0.10	89.684	89.884	89.684	11.15	9978.00
13	2009.11.12 00:00	sell	7	0.10	89.869	89.969	89.769
14	2009.11.12 00:11	s/l	7	0.10	89.969	89.969	89.769	-11.12	9966.88
15	2009.11.13 00:00	buy	8	0.10	90.399	90.299	90.499
16	2009.11.13 00:42	s/l	8	0.10	90.299	90.299	90.499	-11.08	9955.80
17	2009.11.16 00:00	sell	9	0.10	89.556	89.656	89.456
18	2009.11.16 00:26	s/l	9	0.10	89.656	89.656	89.456	-11.16	9944.64
19	2009.11.17 00:00	sell	10	0.10	89.122	89.222	89.022
20	2009.11.17 00:12	t/p	10	0.10	89.022	89.222	89.022	11.24	9955.88
21	2009.11.18 00:00	sell	11	0.10	89.330	89.430	89.230
22	2009.11.18 00:33	t/p	11	0.10	89.230	89.430	89.230	11.21	9967.09
23	2009.11.19 00:00	sell	12	0.10	89.302	89.402	89.202
24	2009.11.19 00:32	s/l	12	0.10	89.402	89.402	89.202	-11.19	9955.90
25	2009.11.20 00:00	sell	13	0.10	88.920	89.020	88.820
26	2009.11.20 01:32	s/l	13	0.10	89.020	89.020	88.820	-11.24	9944.66
27	2009.11.23 00:00	sell	14	0.10	88.818	88.918	88.718
28	2009.11.23 00:23	s/l	14	0.10	88.918	88.918	88.718	-11.25	9933.41
29	2009.11.24 00:00	sell	15	0.10	89.041	89.141	88.941
30	2009.11.24 00:47	t/p	15	0.10	88.941	89.141	88.941	11.25	9944.66
31	2009.11.25 00:00	sell	16	0.10	88.506	88.606	88.406
32	2009.11.25 00:40	s/l	16	0.10	88.606	88.606	88.406	-11.29	9933.37
33	2009.11.26 00:00	sell	17	0.10	87.321	87.421	87.221
34	2009.11.26 01:29	s/l	17	0.10	87.421	87.421	87.221	-11.44	9921.93
35	2009.11.27 00:00	sell	18	0.10	86.399	86.499	86.299
36	2009.11.27 00:10	t/p	18	0.10	86.299	86.499	86.299	11.59	9933.52