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		SMA1=9; SMA2=14; SMA3=29; lots=0.1; SMAspread=0; StopLoss=0; Slippage=4;
Bars in test	551	Ticks modelled	541880	Modelling quality	n/a
Mismatched charts errors	113
Initial deposit	10000.00
Total net profit	-134.53	Gross profit	328.48	Gross loss	-463.01
Profit factor	0.71	Expected payoff	-5.17
Absolute drawdown	358.06	Maximal drawdown	358.06 (3.58%)	Relative drawdown	3.58% (358.06)
Total trades	26	Short positions (won %)	14 (28.57%)	Long positions (won %)	12 (16.67%)
		Profit trades (% of total)	6 (23.08%)	Loss trades (% of total)	20 (76.92%)
Largest		profit trade	258.04	loss trade	-51.26
Average		profit trade	54.75	loss trade	-23.15
Maximum		consecutive wins (profit in money)	3 (59.84)	consecutive losses (loss in money)	14 (-287.45)
Maximal		consecutive profit (count of wins)	258.04 (1)	consecutive loss (count of losses)	-287.45 (14)
Average		consecutive wins	2	consecutive losses	4

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.11.03 02:00	buy	1	0.10	90.473	0.000	0.000
2	2009.11.03 05:00	close	1	0.10	90.281	0.000	0.000	-21.27	9978.73
3	2009.11.03 08:00	buy	2	0.10	90.223	0.000	0.000
4	2009.11.03 09:00	close	2	0.10	90.057	0.000	0.000	-18.43	9960.30
5	2009.11.03 13:00	sell	3	0.10	90.058	0.000	0.000
6	2009.11.03 19:00	close	3	0.10	90.317	0.000	0.000	-28.68	9931.62
7	2009.11.04 01:00	buy	4	0.10	90.445	0.000	0.000
8	2009.11.04 04:00	close	4	0.10	90.230	0.000	0.000	-23.83	9907.79
9	2009.11.04 11:00	buy	5	0.10	90.954	0.000	0.000
10	2009.11.04 23:00	close	5	0.10	90.714	0.000	0.000	-26.46	9881.33
11	2009.11.05 08:00	sell	6	0.10	90.319	0.000	0.000
12	2009.11.05 18:00	close	6	0.10	90.469	0.000	0.000	-16.58	9864.75
13	2009.11.06 00:00	buy	7	0.10	90.767	0.000	0.000
14	2009.11.06 08:00	close	7	0.10	90.510	0.000	0.000	-28.39	9836.36
15	2009.11.06 16:00	sell	8	0.10	90.038	0.000	0.000
16	2009.11.09 05:00	close	8	0.10	90.194	0.000	0.000	-17.38	9818.98
17	2009.11.09 14:00	sell	9	0.10	89.924	0.000	0.000
18	2009.11.10 00:00	close	9	0.10	89.984	0.000	0.000	-6.75	9812.24
19	2009.11.10 07:00	sell	10	0.10	89.766	0.000	0.000
20	2009.11.10 19:00	close	10	0.10	89.780	0.000	0.000	-1.56	9810.68
21	2009.11.10 21:00	sell	11	0.10	89.748	0.000	0.000
22	2009.11.11 12:00	close	11	0.10	89.897	0.000	0.000	-16.65	9794.03
23	2009.11.11 17:00	buy	12	0.10	89.845	0.000	0.000
24	2009.11.11 21:00	close	12	0.10	89.815	0.000	0.000	-3.34	9790.69
25	2009.11.12 10:00	sell	13	0.10	89.751	0.000	0.000
26	2009.11.12 15:00	close	13	0.10	90.165	0.000	0.000	-45.92	9744.77
27	2009.11.12 17:00	buy	14	0.10	90.500	0.000	0.000
28	2009.11.13 04:00	close	14	0.10	90.209	0.000	0.000	-32.22	9712.55
29	2009.11.13 14:00	sell	15	0.10	89.800	0.000	0.000
30	2009.11.16 06:00	close	15	0.10	89.590	0.000	0.000	23.36	9735.92
31	2009.11.16 07:00	sell	16	0.10	89.560	0.000	0.000
32	2009.11.17 16:00	close	16	0.10	89.295	0.000	0.000	29.60	9765.52
33	2009.11.17 20:00	buy	17	0.10	89.234	0.000	0.000
34	2009.11.18 03:00	close	17	0.10	89.295	0.000	0.000	6.87	9772.39
35	2009.11.18 14:00	sell	18	0.10	89.140	0.000	0.000
36	2009.11.18 19:00	close	18	0.10	89.440	0.000	0.000	-33.54	9738.85
37	2009.11.18 23:00	buy	19	0.10	89.317	0.000	0.000
38	2009.11.19 05:00	close	19	0.10	89.090	0.000	0.000	-25.35	9713.51
39	2009.11.19 11:00	sell	20	0.10	88.945	0.000	0.000
40	2009.11.20 00:00	close	20	0.10	88.940	0.000	0.000	0.48	9713.99
41	2009.11.20 07:00	sell	21	0.10	88.911	0.000	0.000
42	2009.11.20 17:00	close	21	0.10	88.970	0.000	0.000	-6.63	9707.36
43	2009.11.23 00:00	buy	22	0.10	88.838	0.000	0.000
44	2009.11.23 02:00	close	22	0.10	88.928	0.000	0.000	10.12	9717.48
45	2009.11.23 09:00	sell	23	0.10	88.697	0.000	0.000
46	2009.11.23 18:00	close	23	0.10	89.154	0.000	0.000	-51.26	9666.22
47	2009.11.23 22:00	buy	24	0.10	88.975	0.000	0.000
48	2009.11.24 04:00	close	24	0.10	88.890	0.000	0.000	-9.52	9656.70
49	2009.11.24 09:00	sell	25	0.10	88.644	0.000	0.000
50	2009.11.27 12:00	close	25	0.10	86.411	0.000	0.000	258.04	9914.74
51	2009.11.27 18:00	buy	26	0.10	86.888	0.000	0.000
52	2009.11.27 22:59	close at stop	26	0.10	86.462	0.000	0.000	-49.27	9865.47