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		LotSize=5; Slippage=3; StopLoss=200; TakeProfit=500; RiskPercent=2; UseMoneyMgmt=true;
Bars in test	551	Ticks modelled	541880	Modelling quality	n/a
Mismatched charts errors	113
Initial deposit	10000.00
Total net profit	-1774.51	Gross profit	10624.53	Gross loss	-12399.04
Profit factor	0.86	Expected payoff	-22.18
Absolute drawdown	2729.58	Maximal drawdown	4825.25 (39.89%)	Relative drawdown	39.89% (4825.25)
Total trades	80	Short positions (won %)	23 (52.17%)	Long positions (won %)	57 (28.07%)
		Profit trades (% of total)	28 (35.00%)	Loss trades (% of total)	52 (65.00%)
Largest		profit trade	549.49	loss trade	-298.36
Average		profit trade	379.45	loss trade	-238.44
Maximum		consecutive wins (profit in money)	4 (1427.87)	consecutive losses (loss in money)	11 (-2936.73)
Maximal		consecutive profit (count of wins)	1427.87 (4)	consecutive loss (count of losses)	-2936.73 (11)
Average		consecutive wins	2	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.11.03 17:00	sell	1	1.00	90.325	90.545	89.845
2	2009.11.04 08:22	s/l	1	1.00	90.545	90.545	89.845	-243.74	9756.26
3	2009.11.04 08:22	sell	2	0.98	90.525	90.745	90.045
4	2009.11.04 09:31	s/l	2	0.98	90.745	90.745	90.045	-237.59	9518.67
5	2009.11.04 09:31	sell	3	0.95	90.725	90.945	90.245
6	2009.11.04 10:53	s/l	3	0.95	90.945	90.945	90.245	-229.81	9288.86
7	2009.11.04 10:53	sell	4	0.93	90.925	91.145	90.445
8	2009.11.04 20:15	s/l	4	0.93	91.145	91.145	90.445	-224.47	9064.39
9	2009.11.04 20:15	sell	5	0.91	91.129	91.349	90.649
10	2009.11.04 21:45	t/p	5	0.91	90.649	91.349	90.649	481.86	9546.25
11	2009.11.04 21:45	sell	6	0.95	90.629	90.849	90.149
12	2009.11.04 23:45	s/l	6	0.95	90.849	90.849	90.149	-230.04	9316.21
13	2009.11.04 23:45	sell	7	0.93	90.832	91.052	90.352
14	2009.11.05 04:42	t/p	7	0.93	90.352	91.052	90.352	491.92	9808.13
15	2009.11.05 04:42	sell	8	0.98	90.332	90.552	89.852
16	2009.11.05 07:57	close	8	0.98	90.324	90.552	89.852	8.68	9816.81
17	2009.11.05 07:57	buy	9	0.98	90.324	90.104	90.804
18	2009.11.05 09:52	s/l	9	0.98	90.104	90.104	90.804	-239.28	9577.53
19	2009.11.05 09:52	buy	10	0.96	90.123	89.903	90.603
20	2009.11.05 15:02	t/p	10	0.96	90.603	89.903	90.603	508.59	10086.12
21	2009.11.05 15:02	buy	11	1.01	90.623	90.403	91.103
22	2009.11.06 00:00	close	11	1.01	90.747	90.403	91.103	138.45	10224.58
23	2009.11.06 00:00	sell	12	1.02	90.747	90.967	90.267
24	2009.11.06 14:28	close	12	1.02	90.423	90.967	90.267	365.48	10590.06
25	2009.11.06 14:28	buy	13	1.06	90.423	90.203	90.903
26	2009.11.06 14:32	s/l	13	1.06	90.203	90.203	90.903	-258.53	10331.53
27	2009.11.06 14:32	buy	14	1.03	90.223	90.003	90.703
28	2009.11.06 14:57	s/l	14	1.03	90.003	90.003	90.703	-251.78	10079.75
29	2009.11.06 14:57	buy	15	1.01	90.022	89.802	90.502
30	2009.11.06 15:32	s/l	15	1.01	89.802	89.802	90.502	-247.43	9832.32
31	2009.11.06 15:32	buy	16	0.98	89.822	89.602	90.302
32	2009.11.10 11:36	close	16	0.98	90.076	89.602	90.302	277.20	10109.52
33	2009.11.10 11:36	sell	17	1.01	90.076	90.296	89.596
34	2009.11.11 00:58	close	17	1.01	89.694	90.296	89.596	429.37	10538.89
35	2009.11.11 00:58	buy	18	1.05	89.694	89.474	90.174
36	2009.11.11 01:11	s/l	18	1.05	89.474	89.474	90.174	-258.18	10280.71
37	2009.11.11 01:11	buy	19	1.03	89.494	89.274	89.974
38	2009.11.11 08:35	t/p	19	1.03	89.974	89.274	89.974	549.49	10830.20
39	2009.11.11 08:35	buy	20	1.08	89.994	89.774	90.474
40	2009.11.11 15:03	s/l	20	1.08	89.774	89.774	90.474	-264.67	10565.53
41	2009.11.11 15:03	buy	21	1.06	89.793	89.573	90.273
42	2009.11.12 13:57	close	21	1.06	89.977	89.573	90.273	218.17	10783.70
43	2009.11.12 13:57	sell	22	1.08	89.977	90.197	89.497
44	2009.11.12 14:30	s/l	22	1.08	90.197	90.197	89.497	-263.42	10520.28
45	2009.11.12 14:30	sell	23	1.05	90.178	90.398	89.698
46	2009.11.12 15:10	s/l	23	1.05	90.398	90.398	89.698	-255.54	10264.74
47	2009.11.12 15:10	sell	24	1.03	90.378	90.598	89.898
48	2009.11.12 19:03	s/l	24	1.03	90.598	90.598	89.898	-250.11	10014.63
49	2009.11.12 19:03	sell	25	1.00	90.581	90.801	90.101
50	2009.11.13 10:05	t/p	25	1.00	90.101	90.801	90.101	531.97	10546.60
51	2009.11.13 10:05	sell	26	1.05	90.080	90.300	89.600
52	2009.11.13 10:28	close	26	1.05	89.727	90.300	89.600	413.09	10959.69
53	2009.11.13 10:28	buy	27	1.10	89.727	89.507	90.207
54	2009.11.13 14:32	s/l	27	1.10	89.507	89.507	90.207	-270.37	10689.32
55	2009.11.13 14:32	buy	28	1.07	89.527	89.307	90.007
56	2009.11.16 16:40	s/l	28	1.07	89.307	89.307	90.007	-263.13	10426.19
57	2009.11.16 16:40	buy	29	1.04	89.323	89.103	89.803
58	2009.11.16 19:47	s/l	29	1.04	89.103	89.103	89.803	-256.79	10169.40
59	2009.11.16 19:47	buy	30	1.02	89.121	88.901	89.601
60	2009.11.16 20:03	s/l	30	1.02	88.901	88.901	89.601	-252.42	9916.98
61	2009.11.16 20:03	buy	31	0.99	88.920	88.700	89.400
62	2009.11.17 13:18	t/p	31	0.99	89.400	88.700	89.400	531.98	10448.96
63	2009.11.17 13:18	buy	32	1.04	89.421	89.201	89.901
64	2009.11.17 14:32	s/l	32	1.04	89.201	89.201	89.901	-256.50	10192.46
65	2009.11.17 14:32	buy	33	1.02	89.220	89.000	89.700
66	2009.11.18 17:38	close	33	1.02	89.411	89.000	89.700	218.34	10410.80
67	2009.11.18 17:38	sell	34	1.04	89.411	89.631	88.931
68	2009.11.19 08:07	close	34	1.04	89.018	89.631	88.931	456.74	10867.53
69	2009.11.19 08:07	buy	35	1.09	89.018	88.798	89.498
70	2009.11.19 13:25	s/l	35	1.09	88.798	88.798	89.498	-270.05	10597.48
71	2009.11.19 13:25	buy	36	1.06	88.817	88.597	89.297
72	2009.11.20 15:07	close	36	1.06	89.076	88.597	89.297	308.68	10906.16
73	2009.11.20 15:07	sell	37	1.09	89.076	89.296	88.596
74	2009.11.23 08:01	close	37	1.09	88.776	89.296	88.596	367.50	11273.66
75	2009.11.23 08:01	buy	38	1.13	88.776	88.556	89.256
76	2009.11.23 17:32	close	38	1.13	89.031	88.556	89.256	323.65	11597.31
77	2009.11.23 17:32	sell	39	1.16	89.031	89.251	88.551
78	2009.11.24 08:00	close	39	1.16	88.703	89.251	88.551	428.05	12025.36
79	2009.11.24 08:00	buy	40	1.20	88.703	88.483	89.183
80	2009.11.24 14:31	s/l	40	1.20	88.483	88.483	89.183	-298.36	11727.00
81	2009.11.24 14:31	buy	41	1.17	88.502	88.282	88.982
82	2009.11.25 02:42	s/l	41	1.17	88.282	88.282	88.982	-291.05	11435.95
83	2009.11.25 02:42	buy	42	1.14	88.301	88.081	88.781
84	2009.11.25 10:13	s/l	42	1.14	88.081	88.081	88.781	-284.75	11151.20
85	2009.11.25 10:13	buy	43	1.12	88.100	87.880	88.580
86	2009.11.25 10:17	s/l	43	1.12	87.880	87.880	88.580	-280.39	10870.81
87	2009.11.25 10:17	buy	44	1.09	87.898	87.678	88.378
88	2009.11.25 10:18	s/l	44	1.09	87.678	87.678	88.378	-273.52	10597.29
89	2009.11.25 10:18	buy	45	1.06	87.694	87.474	88.174
90	2009.11.25 14:17	s/l	45	1.06	87.474	87.474	88.174	-266.59	10330.70
91	2009.11.25 14:17	buy	46	1.03	87.494	87.274	87.974
92	2009.11.25 20:28	s/l	46	1.03	87.274	87.274	87.974	-259.65	10071.05
93	2009.11.25 20:28	buy	47	1.01	87.290	87.070	87.770
94	2009.11.26 04:30	s/l	47	1.01	87.070	87.070	87.770	-253.87	9817.18
95	2009.11.26 04:30	buy	48	0.98	87.088	86.868	87.568
96	2009.11.26 04:30	s/l	48	0.98	86.868	86.868	87.568	-248.21	9568.97
97	2009.11.26 04:30	buy	49	0.96	86.885	86.665	87.365
98	2009.11.26 04:33	s/l	49	0.96	86.665	86.665	87.365	-243.71	9325.26
99	2009.11.26 04:33	buy	50	0.93	86.682	86.462	87.162
100	2009.11.26 05:51	s/l	50	0.93	86.462	86.462	87.162	-236.64	9088.62
101	2009.11.26 05:51	buy	51	0.91	86.482	86.262	86.962
102	2009.11.26 07:55	t/p	51	0.91	86.962	86.262	86.962	502.27	9590.89
103	2009.11.26 07:55	buy	52	0.96	86.985	86.765	87.465
104	2009.11.26 08:32	s/l	52	0.96	86.765	86.765	87.465	-243.42	9347.47
105	2009.11.26 08:32	buy	53	0.93	86.785	86.565	87.265
106	2009.11.26 16:16	s/l	53	0.93	86.565	86.565	87.265	-236.35	9111.12
107	2009.11.26 16:16	buy	54	0.91	86.585	86.365	87.065
108	2009.11.26 23:37	s/l	54	0.91	86.365	86.365	87.065	-231.83	8879.29
109	2009.11.26 23:37	buy	55	0.89	86.379	86.159	86.859
110	2009.11.27 00:13	s/l	55	0.89	86.159	86.159	86.859	-226.87	8652.43
111	2009.11.27 00:13	buy	56	0.87	86.177	85.957	86.657
112	2009.11.27 00:16	s/l	56	0.87	85.957	85.957	86.657	-222.68	8429.75
113	2009.11.27 00:16	buy	57	0.84	85.973	85.753	86.453
114	2009.11.27 00:25	s/l	57	0.84	85.753	85.753	86.453	-215.51	8214.24
115	2009.11.27 00:25	buy	58	0.82	85.769	85.549	86.249
116	2009.11.27 00:27	s/l	58	0.82	85.549	85.549	86.249	-210.88	8003.36
117	2009.11.27 00:27	buy	59	0.80	85.567	85.347	86.047
118	2009.11.27 00:41	s/l	59	0.80	85.347	85.347	86.047	-206.22	7797.14
119	2009.11.27 00:41	buy	60	0.78	85.367	85.147	85.847
120	2009.11.27 00:43	s/l	60	0.78	85.147	85.147	85.847	-201.56	7595.58
121	2009.11.27 00:43	buy	61	0.76	85.157	84.937	85.637
122	2009.11.27 00:43	s/l	61	0.76	84.937	84.937	85.637	-196.88	7398.70
123	2009.11.27 00:43	buy	62	0.74	84.946	84.726	85.426
124	2009.11.27 01:03	t/p	62	0.74	85.426	84.726	85.426	415.78	7814.48
125	2009.11.27 01:03	buy	63	0.78	85.449	85.229	85.929
126	2009.11.27 01:08	s/l	63	0.78	85.229	85.229	85.929	-201.34	7613.14
127	2009.11.27 01:08	buy	64	0.76	85.248	85.028	85.728
128	2009.11.27 01:17	t/p	64	0.76	85.728	85.028	85.728	425.52	8038.66
129	2009.11.27 01:17	buy	65	0.80	85.751	85.531	86.231
130	2009.11.27 01:29	s/l	65	0.80	85.531	85.531	86.231	-205.78	7832.88
131	2009.11.27 01:29	buy	66	0.78	85.548	85.328	86.028
132	2009.11.27 01:53	t/p	66	0.78	86.028	85.328	86.028	435.18	8268.06
133	2009.11.27 01:53	buy	67	0.83	86.052	85.832	86.532
134	2009.11.27 03:37	s/l	67	0.83	85.832	85.832	86.532	-212.75	8055.31
135	2009.11.27 03:37	buy	68	0.81	85.850	85.630	86.330
136	2009.11.27 05:35	t/p	68	0.81	86.330	85.630	86.330	450.36	8505.67
137	2009.11.27 05:35	buy	69	0.85	86.350	86.130	86.830
138	2009.11.27 06:51	s/l	69	0.85	86.130	86.130	86.830	-217.13	8288.54
139	2009.11.27 06:51	buy	70	0.83	86.144	85.924	86.624
140	2009.11.27 06:57	s/l	70	0.83	85.924	85.924	86.624	-212.51	8076.03
141	2009.11.27 06:57	buy	71	0.81	85.944	85.724	86.424
142	2009.11.27 08:16	s/l	71	0.81	85.724	85.724	86.424	-207.89	7868.14
143	2009.11.27 08:16	buy	72	0.79	85.738	85.518	86.218
144	2009.11.27 09:04	t/p	72	0.79	86.218	85.518	86.218	439.82	8307.96
145	2009.11.27 09:04	buy	73	0.83	86.238	86.018	86.718
146	2009.11.27 11:18	t/p	73	0.83	86.718	86.018	86.718	459.42	8767.38
147	2009.11.27 11:18	buy	74	0.88	86.738	86.518	87.218
148	2009.11.27 11:45	s/l	74	0.88	86.518	86.518	87.218	-223.78	8543.60
149	2009.11.27 11:45	buy	75	0.85	86.535	86.315	87.015
150	2009.11.27 12:00	close	75	0.85	86.391	86.315	87.015	-141.68	8401.92
151	2009.11.27 12:00	sell	76	0.84	86.391	86.611	85.911
152	2009.11.27 13:21	s/l	76	0.84	86.611	86.611	85.911	-213.36	8188.56
153	2009.11.27 13:21	sell	77	0.82	86.595	86.815	86.115
154	2009.11.27 15:19	s/l	77	0.82	86.815	86.815	86.115	-207.79	7980.77
155	2009.11.27 15:19	sell	78	0.80	86.800	87.020	86.320
156	2009.11.27 16:11	s/l	78	0.80	87.020	87.020	86.320	-202.25	7778.52
157	2009.11.27 16:11	sell	79	0.78	87.000	87.220	86.520
158	2009.11.27 22:17	t/p	79	0.78	86.520	87.220	86.520	432.75	8211.27
159	2009.11.27 22:17	sell	80	0.82	86.497	86.717	86.017
160	2009.11.27 22:59	close at stop	80	0.82	86.482	86.717	86.017	14.22	8225.49