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		TakeProfit=10; Lots=10; StopLoss=80;
Bars in test	551	Ticks modelled	541880	Modelling quality	n/a
Mismatched charts errors	113
Initial deposit	10000.00
Total net profit	-8651.68	Gross profit	3769.69	Gross loss	-12421.37
Profit factor	0.30	Expected payoff	-180.24
Absolute drawdown	8651.68	Maximal drawdown	9315.66 (87.36%)	Relative drawdown	87.36% (9315.66)
Total trades	48	Short positions (won %)	42 (73.81%)	Long positions (won %)	6 (50.00%)
		Profit trades (% of total)	34 (70.83%)	Loss trades (% of total)	14 (29.17%)
Largest		profit trade	111.24	loss trade	-889.86
Average		profit trade	110.87	loss trade	-887.24
Maximum		consecutive wins (profit in money)	7 (777.89)	consecutive losses (loss in money)	3 (-2666.15)
Maximal		consecutive profit (count of wins)	777.89 (7)	consecutive loss (count of losses)	-2666.15 (3)
Average		consecutive wins	4	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.11.03 02:00	sell	1	10.00	90.453	90.533	90.443
2	2009.11.03 02:00	t/p	1	10.00	90.443	90.533	90.443	110.57	10110.57
3	2009.11.03 02:00	sell	2	10.00	90.423	90.503	90.413
4	2009.11.03 02:02	t/p	2	10.00	90.413	90.503	90.413	110.61	10221.18
5	2009.11.03 02:02	sell	3	10.00	90.391	90.471	90.381
6	2009.11.03 02:03	t/p	3	10.00	90.381	90.471	90.381	110.64	10331.82
7	2009.11.03 02:03	sell	4	10.00	90.361	90.441	90.351
8	2009.11.03 02:03	t/p	4	10.00	90.351	90.441	90.351	110.68	10442.50
9	2009.11.03 02:03	sell	5	10.00	90.329	90.409	90.319
10	2009.11.03 02:05	t/p	5	10.00	90.319	90.409	90.319	110.72	10553.22
11	2009.11.03 02:05	sell	6	10.00	90.298	90.378	90.288
12	2009.11.03 02:06	t/p	6	10.00	90.288	90.378	90.288	110.76	10663.98
13	2009.11.03 02:06	sell	7	10.00	90.268	90.348	90.258
14	2009.11.03 02:07	s/l	7	10.00	90.348	90.348	90.258	-885.47	9778.51
15	2009.11.03 02:07	sell	8	10.00	90.328	90.408	90.318
16	2009.11.03 02:20	t/p	8	10.00	90.318	90.408	90.318	110.72	9889.23
17	2009.11.03 02:20	sell	9	10.00	90.298	90.378	90.288
18	2009.11.03 02:42	s/l	9	10.00	90.378	90.378	90.288	-885.17	9004.06
19	2009.11.03 02:42	sell	10	10.00	90.359	90.439	90.349
20	2009.11.03 02:45	s/l	10	10.00	90.439	90.439	90.349	-884.57	8119.49
21	2009.11.03 02:45	sell	11	10.00	90.419	90.499	90.409
22	2009.11.03 02:48	t/p	11	10.00	90.409	90.499	90.409	110.61	8230.10
23	2009.11.03 02:48	sell	12	10.00	90.389	90.469	90.379
24	2009.11.03 02:58	t/p	12	10.00	90.379	90.469	90.379	110.65	8340.75
25	2009.11.03 02:58	sell	13	10.00	90.358	90.438	90.348
26	2009.11.03 03:12	t/p	13	10.00	90.348	90.438	90.348	110.68	8451.43
27	2009.11.03 03:12	sell	14	10.00	90.328	90.408	90.318
28	2009.11.03 03:18	t/p	14	10.00	90.318	90.408	90.318	110.72	8562.15
29	2009.11.03 03:18	sell	15	10.00	90.298	90.378	90.288
30	2009.11.03 03:26	t/p	15	10.00	90.288	90.378	90.288	110.76	8672.91
31	2009.11.03 03:26	sell	16	10.00	90.268	90.348	90.258
32	2009.11.03 03:31	s/l	16	10.00	90.348	90.348	90.258	-885.47	7787.44
33	2009.11.03 03:31	sell	17	10.00	90.328	90.408	90.318
34	2009.11.03 03:42	t/p	17	10.00	90.318	90.408	90.318	110.72	7898.16
35	2009.11.03 03:42	sell	18	10.00	90.298	90.378	90.288
36	2009.11.03 04:27	t/p	18	10.00	90.288	90.378	90.288	110.75	8008.91
37	2009.11.03 04:27	sell	19	10.00	90.267	90.347	90.257
38	2009.11.03 04:28	t/p	19	10.00	90.257	90.347	90.257	110.80	8119.71
39	2009.11.03 04:28	sell	20	10.00	90.236	90.316	90.226
40	2009.11.03 04:28	t/p	20	10.00	90.226	90.316	90.226	110.83	8230.54
41	2009.11.03 04:28	sell	21	10.00	90.204	90.284	90.194
42	2009.11.03 04:30	t/p	21	10.00	90.194	90.284	90.194	110.88	8341.42
43	2009.11.03 04:30	sell	22	10.00	90.172	90.252	90.162
44	2009.11.03 04:30	t/p	22	10.00	90.162	90.252	90.162	110.91	8452.33
45	2009.11.03 04:30	sell	23	10.00	90.142	90.222	90.132
46	2009.11.03 04:31	s/l	23	10.00	90.222	90.222	90.132	-886.70	7565.63
47	2009.11.03 04:31	sell	24	10.00	90.202	90.282	90.192
48	2009.11.03 04:32	s/l	24	10.00	90.282	90.282	90.192	-886.11	6679.52
49	2009.11.03 04:32	sell	25	10.00	90.262	90.342	90.252
50	2009.11.03 04:40	s/l	25	10.00	90.342	90.342	90.252	-885.51	5794.01
51	2009.11.03 04:40	sell	26	10.00	90.323	90.403	90.313
52	2009.11.03 04:42	t/p	26	10.00	90.313	90.403	90.313	110.73	5904.74
53	2009.11.03 04:42	sell	27	10.00	90.293	90.373	90.283
54	2009.11.03 04:43	t/p	27	10.00	90.283	90.373	90.283	110.76	6015.50
55	2009.11.03 04:43	sell	28	10.00	90.262	90.342	90.252
56	2009.11.03 05:18	t/p	28	10.00	90.252	90.342	90.252	110.80	6126.30
57	2009.11.03 09:00	sell	29	10.00	90.057	90.137	90.047
58	2009.11.03 09:03	t/p	29	10.00	90.047	90.137	90.047	111.05	6237.35
59	2009.11.03 09:03	sell	30	10.00	90.027	90.107	90.017
60	2009.11.03 09:06	s/l	30	10.00	90.107	90.107	90.017	-887.83	5349.52
61	2009.11.03 09:06	sell	31	10.00	90.087	90.167	90.077
62	2009.11.03 09:14	t/p	31	10.00	90.077	90.167	90.077	111.02	5460.54
63	2009.11.03 09:14	sell	32	10.00	90.057	90.137	90.047
64	2009.11.03 09:28	t/p	32	10.00	90.047	90.137	90.047	111.05	5571.59
65	2009.11.03 09:28	sell	33	10.00	90.027	90.107	90.017
66	2009.11.03 09:30	t/p	33	10.00	90.017	90.107	90.017	111.09	5682.68
67	2009.11.03 09:30	sell	34	10.00	89.997	90.077	89.987
68	2009.11.03 09:32	t/p	34	10.00	89.987	90.077	89.987	111.13	5793.81
69	2009.11.03 09:32	sell	35	10.00	89.967	90.047	89.957
70	2009.11.03 09:37	t/p	35	10.00	89.957	90.047	89.957	111.16	5904.97
71	2009.11.03 09:37	sell	36	10.00	89.937	90.017	89.927
72	2009.11.03 09:38	t/p	36	10.00	89.927	90.017	89.927	111.20	6016.17
73	2009.11.03 09:38	sell	37	10.00	89.907	89.987	89.897
74	2009.11.03 09:42	t/p	37	10.00	89.897	89.987	89.897	111.24	6127.41
75	2009.11.03 09:42	sell	38	10.00	89.877	89.957	89.867
76	2009.11.03 09:47	s/l	38	10.00	89.957	89.957	89.867	-889.31	5238.10
77	2009.11.03 09:47	sell	39	10.00	89.937	90.017	89.927
78	2009.11.03 09:56	s/l	39	10.00	90.017	90.017	89.927	-888.72	4349.38
79	2009.11.03 09:56	sell	40	10.00	89.997	90.077	89.987
80	2009.11.03 09:58	s/l	40	10.00	90.077	90.077	89.987	-888.12	3461.26
81	2009.11.03 09:58	sell	41	10.00	90.058	90.138	90.048
82	2009.11.03 09:59	t/p	41	10.00	90.048	90.138	90.048	111.06	3572.32
83	2009.11.03 09:59	sell	42	10.00	90.021	90.101	90.011
84	2009.11.03 10:01	t/p	42	10.00	90.011	90.101	90.011	111.10	3683.42
85	2009.11.03 10:01	buy	43	10.00	90.011	89.931	90.021
86	2009.11.03 10:08	t/p	43	10.00	90.021	89.931	90.021	111.09	3794.51
87	2009.11.03 10:08	buy	44	10.00	90.041	89.961	90.051
88	2009.11.03 10:16	s/l	44	10.00	89.961	89.961	90.051	-889.27	2905.24
89	2009.11.03 10:16	buy	45	10.00	89.981	89.901	89.991
90	2009.11.03 10:18	t/p	45	10.00	89.991	89.901	89.991	111.12	3016.36
91	2009.11.03 10:18	buy	46	10.00	90.011	89.931	90.021
92	2009.11.03 10:42	t/p	46	10.00	90.021	89.931	90.021	111.08	3127.44
93	2009.11.03 10:42	buy	47	10.00	90.042	89.962	90.052
94	2009.11.03 10:48	s/l	47	10.00	89.962	89.962	90.052	-889.26	2238.18
95	2009.11.03 10:48	buy	48	10.00	89.982	89.902	89.992
96	2009.11.03 10:52	s/l	48	10.00	89.902	89.902	89.992	-889.86	1348.32