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=1; Slippage=3; Magic=20051006; LngPeriod=20; ShtPeriod=10; Entry_Stop=50;
Bars in test	551	Ticks modelled	541880	Modelling quality	n/a
Mismatched charts errors	113
Initial deposit	10000.00
Total net profit	-1138.02	Gross profit	115.45	Gross loss	-1253.47
Profit factor	0.09	Expected payoff	-66.94
Absolute drawdown	1148.29	Maximal drawdown	1800.02 (16.88%)	Relative drawdown	16.88% (1800.02)
Total trades	17	Short positions (won %)	13 (7.69%)	Long positions (won %)	4 (0.00%)
		Profit trades (% of total)	1 (5.88%)	Loss trades (% of total)	16 (94.12%)
Largest		profit trade	115.45	loss trade	-81.07
Average		profit trade	115.45	loss trade	-78.34
Maximum		consecutive wins (profit in money)	1 (115.45)	consecutive losses (loss in money)	14 (-1093.09)
Maximal		consecutive profit (count of wins)	115.45 (1)	consecutive loss (count of losses)	-1093.09 (14)
Average		consecutive wins	1	consecutive losses	8

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.11.03 09:32	sell	1	1.00	89.958	90.028	0.000
2	2009.11.03 09:56	s/l	1	1.00	90.028	90.028	0.000	-77.75	9922.25
3	2009.11.04 09:33	buy	2	1.00	90.758	90.688	0.000
4	2009.11.04 09:50	s/l	2	1.00	90.688	90.688	0.000	-77.19	9845.06
5	2009.11.05 09:38	sell	3	1.00	90.286	90.356	0.000
6	2009.11.05 12:01	s/l	3	1.00	90.356	90.356	0.000	-77.47	9767.59
7	2009.11.06 14:28	sell	4	1.00	90.406	90.476	0.000
8	2009.11.06 14:30	s/l	4	1.00	90.476	90.476	0.000	-77.37	9690.22
9	2009.11.10 06:42	sell	5	1.00	89.724	89.794	0.000
10	2009.11.10 06:58	s/l	5	1.00	89.794	89.794	0.000	-77.96	9612.26
11	2009.11.11 09:01	buy	6	1.00	90.036	89.966	0.000
12	2009.11.11 09:02	s/l	6	1.00	89.966	89.966	0.000	-77.81	9534.45
13	2009.11.12 13:39	buy	7	1.00	89.975	89.905	0.000
14	2009.11.12 13:53	s/l	7	1.00	89.905	89.905	0.000	-77.86	9456.59
15	2009.11.13 14:30	sell	8	1.00	89.691	89.761	0.000
16	2009.11.13 15:03	s/l	8	1.00	89.761	89.761	0.000	-77.98	9378.61
17	2009.11.16 01:32	sell	9	1.00	89.457	89.527	0.000
18	2009.11.16 02:31	s/l	9	1.00	89.527	89.527	0.000	-78.19	9300.42
19	2009.11.17 09:25	sell	10	1.00	88.742	88.812	0.000
20	2009.11.17 09:29	s/l	10	1.00	88.812	88.812	0.000	-78.81	9221.61
21	2009.11.18 10:52	sell	11	1.00	89.054	89.124	0.000
22	2009.11.18 11:17	s/l	11	1.00	89.124	89.124	0.000	-78.54	9143.07
23	2009.11.19 13:24	sell	12	1.00	88.820	88.890	0.000
24	2009.11.19 13:28	s/l	12	1.00	88.890	88.890	0.000	-78.75	9064.32
25	2009.11.20 15:05	buy	13	1.00	89.075	89.005	0.000
26	2009.11.20 16:12	s/l	13	1.00	89.005	89.005	0.000	-78.65	8985.67
27	2009.11.23 07:03	sell	14	1.00	88.805	88.875	0.000
28	2009.11.23 09:23	s/l	14	1.00	88.875	88.875	0.000	-78.76	8906.91
29	2009.11.24 07:33	sell	15	1.00	88.726	88.796	0.000
30	2009.11.24 17:00	modify	15	1.00	88.726	88.755	0.000
31	2009.11.24 21:00	modify	15	1.00	88.726	88.693	0.000
32	2009.11.24 22:00	modify	15	1.00	88.726	88.691	0.000
33	2009.11.24 23:00	modify	15	1.00	88.726	88.623	0.000
34	2009.11.25 00:40	s/l	15	1.00	88.623	88.623	0.000	115.45	9022.36
35	2009.11.25 09:40	sell	16	1.00	88.195	88.265	0.000
36	2009.11.25 09:48	s/l	16	1.00	88.265	88.265	0.000	-79.31	8943.05
37	2009.11.27 00:10	sell	17	1.00	86.277	86.347	0.000
38	2009.11.27 05:35	s/l	17	1.00	86.347	86.347	0.000	-81.07	8861.98