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		lwmaper1=4; lwmaper2=8; lwmapertrend=40; lwmatrendchart=1; SL=150; TP=150; mn=1; MG=564651; Lots=0.01; maxpos=1;
Bars in test	551	Ticks modelled	541880	Modelling quality	n/a
Mismatched charts errors	113
Initial deposit	10000.00
Total net profit	-20.19	Gross profit	15.09	Gross loss	-35.28
Profit factor	0.43	Expected payoff	-0.67
Absolute drawdown	22.24	Maximal drawdown	27.21 (0.27%)	Relative drawdown	0.27% (27.21)
Total trades	30	Short positions (won %)	2 (50.00%)	Long positions (won %)	28 (28.57%)
		Profit trades (% of total)	9 (30.00%)	Loss trades (% of total)	21 (70.00%)
Largest		profit trade	1.74	loss trade	-1.74
Average		profit trade	1.68	loss trade	-1.68
Maximum		consecutive wins (profit in money)	3 (4.97)	consecutive losses (loss in money)	6 (-9.99)
Maximal		consecutive profit (count of wins)	4.97 (3)	consecutive loss (count of losses)	-9.99 (6)
Average		consecutive wins	1	consecutive losses	4

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.11.03 14:00	buy	1	0.01	90.190	90.040	90.340
2	2009.11.03 15:23	t/p	1	0.01	90.340	90.040	90.340	1.66	10001.66
3	2009.11.04 07:00	buy	2	0.01	90.380	90.230	90.530
4	2009.11.04 08:22	t/p	2	0.01	90.530	90.230	90.530	1.66	10003.32
5	2009.11.04 19:00	buy	3	0.01	90.925	90.775	91.075
6	2009.11.04 20:15	t/p	3	0.01	91.075	90.775	91.075	1.65	10004.97
7	2009.11.05 14:00	buy	4	0.01	90.467	90.317	90.617
8	2009.11.05 14:13	s/l	4	0.01	90.317	90.317	90.617	-1.66	10003.31
9	2009.11.06 13:00	buy	5	0.01	90.691	90.541	90.841
10	2009.11.06 14:27	s/l	5	0.01	90.541	90.541	90.841	-1.66	10001.65
11	2009.11.06 22:00	buy	6	0.01	89.978	89.828	90.128
12	2009.11.09 00:00	s/l	6	0.01	89.828	89.828	90.128	-1.67	9999.98
13	2009.11.09 19:00	buy	7	0.01	90.019	89.869	90.169
14	2009.11.10 00:43	s/l	7	0.01	89.869	89.869	90.169	-1.67	9998.32
15	2009.11.10 03:00	buy	8	0.01	90.027	89.877	90.177
16	2009.11.10 06:27	s/l	8	0.01	89.877	89.877	90.177	-1.67	9996.65
17	2009.11.10 12:00	buy	9	0.01	90.122	89.972	90.272
18	2009.11.10 13:53	s/l	9	0.01	89.972	89.972	90.272	-1.67	9994.98
19	2009.11.11 08:00	buy	10	0.01	89.823	89.673	89.973
20	2009.11.11 08:35	t/p	10	0.01	89.973	89.673	89.973	1.67	9996.65
21	2009.11.12 01:00	buy	11	0.01	89.935	89.785	90.085
22	2009.11.12 02:24	s/l	11	0.01	89.785	89.785	90.085	-1.67	9994.98
23	2009.11.12 08:00	buy	12	0.01	89.890	89.740	90.040
24	2009.11.12 08:12	s/l	12	0.01	89.740	89.740	90.040	-1.67	9993.31
25	2009.11.12 14:00	buy	13	0.01	89.998	89.848	90.148
26	2009.11.12 14:28	t/p	13	0.01	90.148	89.848	90.148	1.66	9994.97
27	2009.11.13 08:00	buy	14	0.01	90.391	90.241	90.541
28	2009.11.13 09:04	s/l	14	0.01	90.241	90.241	90.541	-1.66	9993.31
29	2009.11.13 22:00	buy	15	0.01	89.680	89.530	89.830
30	2009.11.16 00:08	s/l	15	0.01	89.530	89.530	89.830	-1.67	9991.64
31	2009.11.16 05:00	buy	16	0.01	89.655	89.505	89.805
32	2009.11.16 07:03	s/l	16	0.01	89.505	89.505	89.805	-1.68	9989.96
33	2009.11.16 14:00	buy	17	0.01	89.502	89.352	89.652
34	2009.11.16 16:13	s/l	17	0.01	89.352	89.352	89.652	-1.68	9988.28
35	2009.11.17 02:00	buy	18	0.01	89.130	88.980	89.280
36	2009.11.17 02:53	s/l	18	0.01	88.980	88.980	89.280	-1.68	9986.60
37	2009.11.17 13:00	buy	19	0.01	89.155	89.005	89.305
38	2009.11.17 13:16	t/p	19	0.01	89.305	89.005	89.305	1.68	9988.28
39	2009.11.18 00:00	buy	20	0.01	89.350	89.200	89.500
40	2009.11.18 05:03	s/l	20	0.01	89.200	89.200	89.500	-1.69	9986.59
41	2009.11.18 15:00	buy	21	0.01	89.225	89.075	89.375
42	2009.11.18 15:17	s/l	21	0.01	89.075	89.075	89.375	-1.69	9984.90
43	2009.11.19 19:00	buy	22	0.01	88.885	88.735	89.035
44	2009.11.19 20:41	t/p	22	0.01	89.035	88.735	89.035	1.68	9986.58
45	2009.11.20 03:00	buy	23	0.01	88.996	88.846	89.146
46	2009.11.20 03:38	s/l	23	0.01	88.846	88.846	89.146	-1.69	9984.89
47	2009.11.20 12:00	buy	24	0.01	88.850	88.700	89.000
48	2009.11.20 13:07	t/p	24	0.01	89.000	88.700	89.000	1.69	9986.58
49	2009.11.20 22:00	buy	25	0.01	89.034	88.884	89.184
50	2009.11.20 22:34	s/l	25	0.01	88.884	88.884	89.184	-1.69	9984.89
51	2009.11.23 11:00	buy	26	0.01	88.885	88.735	89.035
52	2009.11.23 14:45	s/l	26	0.01	88.735	88.735	89.035	-1.69	9983.20
53	2009.11.24 19:00	buy	27	0.01	88.549	88.399	88.699
54	2009.11.25 02:02	s/l	27	0.01	88.399	88.399	88.699	-1.70	9981.51
55	2009.11.25 09:00	buy	28	0.01	88.374	88.224	88.524
56	2009.11.25 09:28	s/l	28	0.01	88.224	88.224	88.524	-1.70	9979.81
57	2009.11.27 09:00	sell	29	0.01	86.128	86.278	85.978
58	2009.11.27 09:05	s/l	29	0.01	86.278	86.278	85.978	-1.74	9978.07
59	2009.11.27 21:00	sell	30	0.01	86.718	86.868	86.568
60	2009.11.27 21:47	t/p	30	0.01	86.568	86.868	86.568	1.74	9979.81