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		MagicNumber=0; SignalMail=false; EachTickMode=false; Lots=1; Slippage=3; UseStopLoss=false; StopLoss=20; UseTakeProfit=false; TakeProfit=120; UseTrailingStop=false; TrailingStop=10;
Bars in test	551	Ticks modelled	541880	Modelling quality	n/a
Mismatched charts errors	113
Initial deposit	10000.00
Total net profit	-3738.08	Gross profit	842.84	Gross loss	-4580.92
Profit factor	0.18	Expected payoff	-116.82
Absolute drawdown	3908.55	Maximal drawdown	3908.55 (39.09%)	Relative drawdown	39.09% (3908.55)
Total trades	32	Short positions (won %)	20 (20.00%)	Long positions (won %)	12 (16.67%)
		Profit trades (% of total)	6 (18.75%)	Loss trades (% of total)	26 (81.25%)
Largest		profit trade	479.92	loss trade	-635.82
Average		profit trade	140.47	loss trade	-176.19
Maximum		consecutive wins (profit in money)	2 (43.70)	consecutive losses (loss in money)	9 (-2128.84)
Maximal		consecutive profit (count of wins)	479.92 (1)	consecutive loss (count of losses)	-2128.84 (9)
Average		consecutive wins	1	consecutive losses	4

#	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 05:00	close	1	1.00	90.281	0.000	0.000	-116.30	9883.70
3	2009.11.04 01:00	buy	2	1.00	90.445	0.000	0.000
4	2009.11.04 02:00	close	2	1.00	90.119	0.000	0.000	-361.74	9521.96
5	2009.11.04 06:00	sell	3	1.00	90.226	0.000	0.000
6	2009.11.04 07:00	close	3	1.00	90.380	0.000	0.000	-170.39	9351.57
7	2009.11.04 21:00	buy	4	1.00	90.818	0.000	0.000
8	2009.11.04 22:00	close	4	1.00	90.584	0.000	0.000	-258.32	9093.25
9	2009.11.05 05:00	sell	5	1.00	90.408	0.000	0.000
10	2009.11.05 07:00	close	5	1.00	90.470	0.000	0.000	-68.53	9024.72
11	2009.11.05 11:00	sell	6	1.00	90.189	0.000	0.000
12	2009.11.05 13:00	close	6	1.00	90.262	0.000	0.000	-80.88	8943.84
13	2009.11.06 08:00	sell	7	1.00	90.510	0.000	0.000
14	2009.11.06 13:00	close	7	1.00	90.691	0.000	0.000	-199.58	8744.26
15	2009.11.06 14:00	buy	8	1.00	90.693	0.000	0.000
16	2009.11.06 15:00	close	8	1.00	90.120	0.000	0.000	-635.82	8108.44
17	2009.11.10 06:00	buy	9	1.00	89.979	0.000	0.000
18	2009.11.10 07:00	close	9	1.00	89.766	0.000	0.000	-237.28	7871.16
19	2009.11.11 01:00	sell	10	1.00	89.686	0.000	0.000
20	2009.11.11 07:00	close	10	1.00	89.598	0.000	0.000	98.22	7969.38
21	2009.11.11 22:00	sell	11	1.00	89.805	0.000	0.000
22	2009.11.11 23:00	close	11	1.00	89.900	0.000	0.000	-105.67	7863.71
23	2009.11.12 01:00	buy	12	1.00	89.935	0.000	0.000
24	2009.11.12 03:00	close	12	1.00	89.715	0.000	0.000	-245.22	7618.49
25	2009.11.12 08:00	buy	13	1.00	89.890	0.000	0.000
26	2009.11.12 11:00	close	13	1.00	89.730	0.000	0.000	-178.31	7440.18
27	2009.11.12 14:00	buy	14	1.00	89.998	0.000	0.000
28	2009.11.12 20:00	close	14	1.00	90.432	0.000	0.000	479.92	7920.10
29	2009.11.13 04:00	sell	15	1.00	90.209	0.000	0.000
30	2009.11.13 06:00	close	15	1.00	90.226	0.000	0.000	-18.84	7901.26
31	2009.11.13 09:00	buy	16	1.00	90.321	0.000	0.000
32	2009.11.13 11:00	close	16	1.00	89.782	0.000	0.000	-600.34	7300.92
33	2009.11.17 00:00	sell	17	1.00	89.122	0.000	0.000
34	2009.11.17 01:00	close	17	1.00	89.030	0.000	0.000	103.34	7404.26
35	2009.11.17 09:00	sell	18	1.00	88.845	0.000	0.000
36	2009.11.17 12:00	close	18	1.00	89.070	0.000	0.000	-252.61	7151.65
37	2009.11.18 01:00	buy	19	1.00	89.260	0.000	0.000
38	2009.11.18 03:00	close	19	1.00	89.295	0.000	0.000	39.20	7190.85
39	2009.11.19 12:00	sell	20	1.00	88.939	0.000	0.000
40	2009.11.19 13:00	close	20	1.00	88.935	0.000	0.000	4.50	7195.35
41	2009.11.19 15:00	sell	21	1.00	88.730	0.000	0.000
42	2009.11.19 17:00	close	21	1.00	88.801	0.000	0.000	-79.95	7115.40
43	2009.11.20 08:00	sell	22	1.00	88.765	0.000	0.000
44	2009.11.20 10:00	close	22	1.00	88.899	0.000	0.000	-150.73	6964.67
45	2009.11.23 01:00	sell	23	1.00	88.868	0.000	0.000
46	2009.11.23 03:00	close	23	1.00	88.943	0.000	0.000	-84.32	6880.35
47	2009.11.23 04:00	sell	24	1.00	88.913	0.000	0.000
48	2009.11.23 05:00	close	24	1.00	88.915	0.000	0.000	-2.25	6878.10
49	2009.11.23 06:00	buy	25	1.00	88.890	0.000	0.000
50	2009.11.23 07:00	close	25	1.00	88.825	0.000	0.000	-73.18	6804.92
51	2009.11.23 15:00	sell	26	1.00	88.826	0.000	0.000
52	2009.11.23 17:00	close	26	1.00	88.974	0.000	0.000	-166.34	6638.58
53	2009.11.24 09:00	sell	27	1.00	88.644	0.000	0.000
54	2009.11.24 12:00	close	27	1.00	88.698	0.000	0.000	-60.88	6577.70
55	2009.11.24 16:00	sell	28	1.00	88.505	0.000	0.000
56	2009.11.24 18:00	close	28	1.00	88.594	0.000	0.000	-100.46	6477.24
57	2009.11.25 03:00	sell	29	1.00	88.251	0.000	0.000
58	2009.11.25 07:00	close	29	1.00	88.365	0.000	0.000	-129.01	6348.23
59	2009.11.25 11:00	sell	30	1.00	87.641	0.000	0.000
60	2009.11.25 16:00	close	30	1.00	87.538	0.000	0.000	117.66	6465.89
61	2009.11.26 05:00	sell	31	1.00	86.737	0.000	0.000
62	2009.11.26 09:00	close	31	1.00	86.795	0.000	0.000	-66.82	6399.07
63	2009.11.27 18:00	buy	32	1.00	86.888	0.000	0.000
64	2009.11.27 19:00	close	32	1.00	86.769	0.000	0.000	-137.15	6261.92