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		UseMoneyManagement=false; AccountIsMicro=false; Risk=2; SignalMail=false; EachTickMode=false; Lots=1; Slippage=3; UseStopLoss=false; StopLoss=30; UseTakeProfit=false; TakeProfit=60; UseTrailingStop=false; TrailingStop=30;
Bars in test	551	Ticks modelled	541880	Modelling quality	n/a
Mismatched charts errors	113
Initial deposit	10000.00
Total net profit	-1048.42	Gross profit	4106.53	Gross loss	-5154.95
Profit factor	0.80	Expected payoff	-28.34
Absolute drawdown	4001.45	Maximal drawdown	4200.20 (41.18%)	Relative drawdown	41.18% (4200.20)
Total trades	37	Short positions (won %)	19 (21.05%)	Long positions (won %)	18 (11.11%)
		Profit trades (% of total)	6 (16.22%)	Loss trades (% of total)	31 (83.78%)
Largest		profit trade	2874.14	loss trade	-354.13
Average		profit trade	684.42	loss trade	-166.29
Maximum		consecutive wins (profit in money)	2 (279.20)	consecutive losses (loss in money)	16 (-2533.23)
Maximal		consecutive profit (count of wins)	2874.14 (1)	consecutive loss (count of losses)	-2533.23 (16)
Average		consecutive wins	1	consecutive losses	5

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.11.03 03:00	buy	1	1.00	90.386	0.000	0.000
2	2009.11.03 06:00	close	1	1.00	90.186	0.000	0.000	-221.76	9778.24
3	2009.11.03 07:00	sell	2	1.00	90.268	0.000	0.000
4	2009.11.03 16:00	close	2	1.00	90.453	0.000	0.000	-204.53	9573.71
5	2009.11.03 17:00	buy	3	1.00	90.345	0.000	0.000
6	2009.11.04 02:00	close	3	1.00	90.119	0.000	0.000	-250.34	9323.37
7	2009.11.04 03:00	sell	4	1.00	90.197	0.000	0.000
8	2009.11.04 07:00	close	4	1.00	90.380	0.000	0.000	-202.48	9120.89
9	2009.11.04 08:00	buy	5	1.00	90.456	0.000	0.000
10	2009.11.04 22:00	close	5	1.00	90.584	0.000	0.000	141.31	9262.20
11	2009.11.04 23:00	sell	6	1.00	90.714	0.000	0.000
12	2009.11.05 15:00	close	6	1.00	90.587	0.000	0.000	137.89	9400.09
13	2009.11.05 16:00	buy	7	1.00	90.616	0.000	0.000
14	2009.11.06 08:00	close	7	1.00	90.510	0.000	0.000	-116.67	9283.42
15	2009.11.06 09:00	sell	8	1.00	90.447	0.000	0.000
16	2009.11.06 14:00	close	8	1.00	90.693	0.000	0.000	-271.24	9012.18
17	2009.11.06 15:00	sell	9	1.00	90.120	0.000	0.000
18	2009.11.09 04:00	close	9	1.00	90.212	0.000	0.000	-102.75	8909.43
19	2009.11.09 05:00	buy	10	1.00	90.194	0.000	0.000
20	2009.11.09 12:00	close	10	1.00	89.877	0.000	0.000	-352.70	8556.73
21	2009.11.09 13:00	sell	11	1.00	89.879	0.000	0.000
22	2009.11.09 21:00	close	11	1.00	89.996	0.000	0.000	-130.01	8426.72
23	2009.11.09 22:00	buy	12	1.00	90.017	0.000	0.000
24	2009.11.10 01:00	close	12	1.00	89.852	0.000	0.000	-183.20	8243.52
25	2009.11.10 02:00	sell	13	1.00	89.974	0.000	0.000
26	2009.11.10 03:00	close	13	1.00	90.027	0.000	0.000	-58.87	8184.65
27	2009.11.10 04:00	buy	14	1.00	89.938	0.000	0.000
28	2009.11.10 05:00	close	14	1.00	89.899	0.000	0.000	-43.38	8141.27
29	2009.11.10 06:00	sell	15	1.00	89.959	0.000	0.000
30	2009.11.10 12:00	close	15	1.00	90.122	0.000	0.000	-180.87	7960.40
31	2009.11.10 13:00	buy	16	1.00	90.034	0.000	0.000
32	2009.11.10 15:00	close	16	1.00	89.788	0.000	0.000	-273.98	7686.42
33	2009.11.10 16:00	sell	17	1.00	89.830	0.000	0.000
34	2009.11.11 09:00	close	17	1.00	90.028	0.000	0.000	-220.70	7465.72
35	2009.11.11 10:00	buy	18	1.00	89.864	0.000	0.000
36	2009.11.11 22:00	close	18	1.00	89.805	0.000	0.000	-65.70	7400.02
37	2009.11.11 23:00	sell	19	1.00	89.880	0.000	0.000
38	2009.11.12 00:00	close	19	1.00	89.889	0.000	0.000	-12.32	7387.70
39	2009.11.12 01:00	buy	20	1.00	89.935	0.000	0.000
40	2009.11.12 03:00	close	20	1.00	89.715	0.000	0.000	-245.22	7142.48
41	2009.11.12 04:00	sell	21	1.00	89.845	0.000	0.000
42	2009.11.12 08:00	close	21	1.00	89.890	0.000	0.000	-50.06	7092.42
43	2009.11.12 09:00	sell	22	1.00	89.795	0.000	0.000
44	2009.11.12 14:00	close	22	1.00	89.998	0.000	0.000	-225.56	6866.86
45	2009.11.12 15:00	buy	23	1.00	90.165	0.000	0.000
46	2009.11.13 04:00	close	23	1.00	90.209	0.000	0.000	49.22	6916.08
47	2009.11.13 05:00	sell	24	1.00	90.195	0.000	0.000
48	2009.11.13 08:00	close	24	1.00	90.391	0.000	0.000	-216.84	6699.24
49	2009.11.13 09:00	buy	25	1.00	90.321	0.000	0.000
50	2009.11.13 10:00	close	25	1.00	90.156	0.000	0.000	-183.02	6516.22
51	2009.11.13 11:00	sell	26	1.00	89.782	0.000	0.000
52	2009.11.17 13:00	close	26	1.00	89.155	0.000	0.000	701.73	7217.95
53	2009.11.17 14:00	buy	27	1.00	89.285	0.000	0.000
54	2009.11.18 05:00	close	27	1.00	89.232	0.000	0.000	-58.96	7158.99
55	2009.11.18 06:00	sell	28	1.00	89.180	0.000	0.000
56	2009.11.18 16:00	close	28	1.00	89.255	0.000	0.000	-84.03	7074.96
57	2009.11.18 17:00	buy	29	1.00	89.265	0.000	0.000
58	2009.11.19 03:00	close	29	1.00	89.175	0.000	0.000	-99.61	6975.35
59	2009.11.19 04:00	sell	30	1.00	89.185	0.000	0.000
60	2009.11.19 21:00	close	30	1.00	89.005	0.000	0.000	202.24	7177.59
61	2009.11.19 22:00	buy	31	1.00	89.075	0.000	0.000
62	2009.11.20 04:00	close	31	1.00	88.823	0.000	0.000	-283.27	6894.32
63	2009.11.20 05:00	sell	32	1.00	88.909	0.000	0.000
64	2009.11.20 14:00	close	32	1.00	88.980	0.000	0.000	-79.79	6814.53
65	2009.11.20 15:00	buy	33	1.00	88.988	0.000	0.000
66	2009.11.23 00:00	close	33	1.00	88.818	0.000	0.000	-190.96	6623.57
67	2009.11.23 01:00	sell	34	1.00	88.868	0.000	0.000
68	2009.11.23 17:00	close	34	1.00	88.974	0.000	0.000	-119.14	6504.43
69	2009.11.23 18:00	buy	35	1.00	89.154	0.000	0.000
70	2009.11.24 02:00	close	35	1.00	88.839	0.000	0.000	-354.13	6150.30
71	2009.11.24 03:00	sell	36	1.00	88.830	0.000	0.000
72	2009.11.27 10:00	close	36	1.00	86.345	0.000	0.000	2874.14	9024.44
73	2009.11.27 11:00	buy	37	1.00	86.525	0.000	0.000
74	2009.11.27 22:59	close at stop	37	1.00	86.462	0.000	0.000	-72.86	8951.58