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		Lots=0.1; KPeriod=8; DPeriod=3; Slowing=3; UseHMAConfirmation=true; HMAPeriod=15; HMAMethod=3; HMAPrice=0; DVBuySell=0.0011; DVStayOut=0.0073; ProfitMade=20; LossLimit=115; TrailStop=9999; PLBreakEven=9999; BasketProfit=10; BasketLoss=9999;
Bars in test	551	Ticks modelled	541880	Modelling quality	n/a
Mismatched charts errors	113
Initial deposit	10000.00
Total net profit	-79.09	Gross profit	40.23	Gross loss	-119.32
Profit factor	0.34	Expected payoff	-3.04
Absolute drawdown	83.48	Maximal drawdown	95.92 (0.96%)	Relative drawdown	0.96% (95.92)
Total trades	26	Short positions (won %)	0 (0.00%)	Long positions (won %)	26 (65.38%)
		Profit trades (% of total)	17 (65.38%)	Loss trades (% of total)	9 (34.62%)
Largest		profit trade	2.88	loss trade	-13.85
Average		profit trade	2.37	loss trade	-13.26
Maximum		consecutive wins (profit in money)	10 (23.00)	consecutive losses (loss in money)	2 (-27.10)
Maximal		consecutive profit (count of wins)	23.00 (10)	consecutive loss (count of losses)	-27.10 (2)
Average		consecutive wins	2	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.11.03 10:01	buy	1	0.10	90.011	89.889	90.038
2	2009.11.03 10:43	close	1	0.10	90.031	89.889	90.038	2.22	10002.22
3	2009.11.04 12:22	buy	2	0.10	90.913	90.791	90.940
4	2009.11.04 12:41	close	2	0.10	90.797	90.791	90.940	-12.78	9989.44
5	2009.11.04 18:09	buy	3	0.10	90.885	90.763	90.912
6	2009.11.04 18:18	close	3	0.10	90.905	90.763	90.912	2.20	9991.64
7	2009.11.05 08:02	buy	4	0.10	90.361	90.239	90.388
8	2009.11.05 08:13	close	4	0.10	90.381	90.239	90.388	2.21	9993.85
9	2009.11.05 19:12	buy	5	0.10	90.670	90.548	90.697
10	2009.11.05 20:50	close	5	0.10	90.691	90.548	90.697	2.32	9996.17
11	2009.11.09 00:12	buy	6	0.10	89.716	89.594	89.743
12	2009.11.09 00:16	close	6	0.10	89.736	89.594	89.743	2.23	9998.40
13	2009.11.09 05:16	buy	7	0.10	90.090	89.968	90.117
14	2009.11.09 05:52	close	7	0.10	90.110	89.968	90.117	2.22	10000.62
15	2009.11.09 15:36	buy	8	0.10	89.813	89.691	89.840
16	2009.11.09 15:37	close	8	0.10	89.834	89.691	89.840	2.34	10002.96
17	2009.11.09 16:27	buy	9	0.10	89.827	89.705	89.854
18	2009.11.09 17:13	close	9	0.10	89.848	89.705	89.854	2.34	10005.30
19	2009.11.10 04:01	buy	10	0.10	89.940	89.818	89.967
20	2009.11.10 04:08	close	10	0.10	89.962	89.818	89.967	2.45	10007.75
21	2009.11.11 06:48	buy	11	0.10	89.481	89.359	89.508
22	2009.11.11 06:56	close	11	0.10	89.502	89.359	89.508	2.35	10010.10
23	2009.11.12 11:21	buy	12	0.10	89.826	89.704	89.853
24	2009.11.12 13:27	close	12	0.10	89.847	89.704	89.853	2.34	10012.44
25	2009.11.13 09:14	buy	13	0.10	90.195	90.073	90.222
26	2009.11.13 10:05	close	13	0.10	90.079	90.073	90.222	-12.88	9999.56
27	2009.11.13 13:00	buy	14	0.10	89.809	89.687	89.836
28	2009.11.13 13:55	close	14	0.10	89.831	89.687	89.836	2.45	10002.01
29	2009.11.16 19:20	buy	15	0.10	89.252	89.130	89.279
30	2009.11.16 19:43	close	15	0.10	89.133	89.130	89.279	-13.35	9988.66
31	2009.11.17 00:14	buy	16	0.10	89.030	88.908	89.057
32	2009.11.17 00:27	close	16	0.10	88.913	88.908	89.057	-13.16	9975.50
33	2009.11.17 17:26	buy	17	0.10	89.376	89.254	89.403
34	2009.11.17 17:29	close	17	0.10	89.398	89.254	89.403	2.46	9977.96
35	2009.11.24 00:03	buy	18	0.10	89.055	88.933	89.082
36	2009.11.24 00:46	close	18	0.10	88.937	88.933	89.082	-13.27	9964.69
37	2009.11.24 20:55	buy	19	0.10	88.579	88.457	88.606
38	2009.11.24 23:10	close	19	0.10	88.462	88.457	88.606	-13.23	9951.46
39	2009.11.25 13:58	buy	20	0.10	87.617	87.495	87.644
40	2009.11.25 14:01	close	20	0.10	87.637	87.495	87.644	2.28	9953.74
41	2009.11.25 14:32	buy	21	0.10	87.668	87.546	87.695
42	2009.11.25 14:52	close	21	0.10	87.552	87.546	87.695	-13.25	9940.49
43	2009.11.25 20:02	buy	22	0.10	87.489	87.367	87.516
44	2009.11.25 20:23	close	22	0.10	87.368	87.367	87.516	-13.85	9926.64
45	2009.11.26 01:10	buy	23	0.10	87.311	87.189	87.338
46	2009.11.26 01:12	close	23	0.10	87.332	87.189	87.338	2.40	9929.04
47	2009.11.26 10:33	buy	24	0.10	86.792	86.670	86.819
48	2009.11.26 10:38	close	24	0.10	86.817	86.670	86.819	2.88	9931.92
49	2009.11.27 01:16	buy	25	0.10	85.729	85.607	85.756
50	2009.11.27 01:17	close	25	0.10	85.613	85.607	85.756	-13.55	9918.37
51	2009.11.27 14:02	buy	26	0.10	86.540	86.418	86.567
52	2009.11.27 14:03	close	26	0.10	86.562	86.418	86.567	2.54	9920.91