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		per_MA=21; per_ADX=14; porog_ADX=16; TakeProfit_Buy=1300; StopLoss_Buy=30; TrailingStop_Buy=270; TakeProfit_Sell=160; StopLoss_Sell=50; TrailingStop_Sell=20; Lots=0.1;
Bars in test	551	Ticks modelled	541880	Modelling quality	n/a
Mismatched charts errors	113
Initial deposit	10000.00
Total net profit	-178.96	Gross profit	90.18	Gross loss	-269.14
Profit factor	0.34	Expected payoff	-3.89
Absolute drawdown	202.00	Maximal drawdown	215.58 (2.15%)	Relative drawdown	2.15% (215.58)
Total trades	46	Short positions (won %)	23 (21.74%)	Long positions (won %)	23 (0.00%)
		Profit trades (% of total)	5 (10.87%)	Loss trades (% of total)	41 (89.13%)
Largest		profit trade	18.52	loss trade	-8.07
Average		profit trade	18.04	loss trade	-6.56
Maximum		consecutive wins (profit in money)	1 (18.52)	consecutive losses (loss in money)	27 (-179.02)
Maximal		consecutive profit (count of wins)	18.52 (1)	consecutive loss (count of losses)	-179.02 (27)
Average		consecutive wins	1	consecutive losses	8

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.11.03 16:00	buy	1	0.10	90.453	90.403	91.753
2	2009.11.03 16:11	s/l	1	0.10	90.403	90.403	91.753	-5.53	9994.47
3	2009.11.04 02:00	sell	2	0.10	90.119	90.189	89.959
4	2009.11.04 02:05	s/l	2	0.10	90.189	90.189	89.959	-7.76	9986.71
5	2009.11.04 07:00	buy	3	0.10	90.380	90.330	91.680
6	2009.11.04 07:07	s/l	3	0.10	90.330	90.330	91.680	-5.54	9981.17
7	2009.11.05 02:00	sell	4	0.10	90.563	90.633	90.403
8	2009.11.05 02:37	t/p	4	0.10	90.403	90.633	90.403	17.70	9998.87
9	2009.11.05 15:00	buy	5	0.10	90.587	90.537	91.887
10	2009.11.05 15:18	s/l	5	0.10	90.537	90.537	91.887	-5.52	9993.35
11	2009.11.05 18:00	sell	6	0.10	90.449	90.519	90.289
12	2009.11.05 18:02	s/l	6	0.10	90.519	90.519	90.289	-7.73	9985.62
13	2009.11.05 19:00	buy	7	0.10	90.599	90.549	91.899
14	2009.11.06 07:09	s/l	7	0.10	90.549	90.549	91.899	-5.48	9980.14
15	2009.11.06 08:00	sell	8	0.10	90.510	90.580	90.350
16	2009.11.06 09:47	s/l	8	0.10	90.580	90.580	90.350	-7.73	9972.41
17	2009.11.06 10:00	buy	9	0.10	90.584	90.534	91.884
18	2009.11.06 10:08	s/l	9	0.10	90.534	90.534	91.884	-5.52	9966.89
19	2009.11.06 11:00	sell	10	0.10	90.517	90.587	90.357
20	2009.11.06 11:38	s/l	10	0.10	90.587	90.587	90.357	-7.73	9959.16
21	2009.11.06 12:00	buy	11	0.10	90.610	90.560	91.910
22	2009.11.06 12:04	s/l	11	0.10	90.560	90.560	91.910	-5.52	9953.64
23	2009.11.06 15:00	sell	12	0.10	90.120	90.190	89.960
24	2009.11.06 15:12	s/l	12	0.10	90.190	90.190	89.960	-7.76	9945.88
25	2009.11.10 12:00	buy	13	0.10	90.122	90.072	91.422
26	2009.11.10 12:03	s/l	13	0.10	90.072	90.072	91.422	-5.55	9940.33
27	2009.11.10 14:00	sell	14	0.10	89.831	89.901	89.671
28	2009.11.10 14:10	s/l	14	0.10	89.901	89.901	89.671	-7.79	9932.54
29	2009.11.11 09:00	buy	15	0.10	90.028	89.978	91.328
30	2009.11.11 09:02	s/l	15	0.10	89.978	89.978	91.328	-5.56	9926.98
31	2009.11.11 15:00	sell	16	0.10	89.819	89.889	89.659
32	2009.11.11 15:37	s/l	16	0.10	89.889	89.889	89.659	-7.79	9919.19
33	2009.11.11 16:00	buy	17	0.10	89.912	89.862	91.212
34	2009.11.11 16:03	s/l	17	0.10	89.862	89.862	91.212	-5.57	9913.62
35	2009.11.11 17:00	sell	18	0.10	89.825	89.895	89.665
36	2009.11.11 17:12	s/l	18	0.10	89.895	89.895	89.665	-7.79	9905.83
37	2009.11.11 18:00	buy	19	0.10	89.924	89.874	91.224
38	2009.11.11 18:08	s/l	19	0.10	89.874	89.874	91.224	-5.56	9900.27
39	2009.11.11 21:00	sell	20	0.10	89.815	89.885	89.655
40	2009.11.11 23:00	s/l	20	0.10	89.885	89.885	89.655	-7.78	9892.49
41	2009.11.12 00:00	buy	21	0.10	89.889	89.839	91.189
42	2009.11.12 01:33	s/l	21	0.10	89.839	89.839	91.189	-5.57	9886.92
43	2009.11.12 03:00	sell	22	0.10	89.715	89.785	89.555
44	2009.11.12 03:02	s/l	22	0.10	89.785	89.785	89.555	-7.80	9879.12
45	2009.11.12 04:00	buy	23	0.10	89.865	89.815	91.165
46	2009.11.12 04:07	s/l	23	0.10	89.815	89.815	91.165	-5.57	9873.55
47	2009.11.13 11:00	sell	24	0.10	89.782	89.852	89.622
48	2009.11.13 11:47	s/l	24	0.10	89.852	89.852	89.622	-7.79	9865.76
49	2009.11.17 17:00	buy	25	0.10	89.410	89.360	90.710
50	2009.11.17 17:25	s/l	25	0.10	89.360	89.360	90.710	-5.60	9860.16
51	2009.11.17 19:00	sell	26	0.10	89.260	89.330	89.100
52	2009.11.17 19:10	s/l	26	0.10	89.330	89.330	89.100	-7.83	9852.33
53	2009.11.17 22:00	buy	27	0.10	89.314	89.264	90.614
54	2009.11.17 22:33	s/l	27	0.10	89.264	89.264	90.614	-5.60	9846.73
55	2009.11.17 23:00	sell	28	0.10	89.244	89.314	89.084
56	2009.11.17 23:04	s/l	28	0.10	89.314	89.314	89.084	-7.84	9838.89
57	2009.11.18 00:00	buy	29	0.10	89.350	89.300	90.650
58	2009.11.18 00:15	s/l	29	0.10	89.300	89.300	90.650	-5.60	9833.29
59	2009.11.18 01:00	sell	30	0.10	89.240	89.310	89.080
60	2009.11.18 01:12	s/l	30	0.10	89.310	89.310	89.080	-7.84	9825.45
61	2009.11.18 03:00	buy	31	0.10	89.315	89.265	90.615
62	2009.11.18 03:20	s/l	31	0.10	89.265	89.265	90.615	-5.60	9819.85
63	2009.11.18 04:00	sell	32	0.10	89.275	89.345	89.115
64	2009.11.18 06:15	t/p	32	0.10	89.115	89.345	89.115	17.96	9837.81
65	2009.11.18 16:00	buy	33	0.10	89.255	89.205	90.555
66	2009.11.18 16:08	s/l	33	0.10	89.205	89.205	90.555	-5.61	9832.20
67	2009.11.19 03:00	sell	34	0.10	89.175	89.245	89.015
68	2009.11.19 08:07	t/p	34	0.10	89.015	89.245	89.015	17.97	9850.17
69	2009.11.20 16:00	buy	35	0.10	89.080	89.030	90.380
70	2009.11.20 16:08	s/l	35	0.10	89.030	89.030	90.380	-5.62	9844.55
71	2009.11.20 17:00	sell	36	0.10	88.950	89.020	88.790
72	2009.11.20 17:01	s/l	36	0.10	89.020	89.020	88.790	-7.87	9836.68
73	2009.11.20 22:00	buy	37	0.10	89.034	88.984	90.334
74	2009.11.20 22:04	s/l	37	0.10	88.984	88.984	90.334	-5.62	9831.06
75	2009.11.23 00:00	sell	38	0.10	88.818	88.888	88.658
76	2009.11.23 00:06	s/l	38	0.10	88.888	88.888	88.658	-7.88	9823.18
77	2009.11.23 10:00	buy	39	0.10	88.998	88.948	90.298
78	2009.11.23 10:08	s/l	39	0.10	88.948	88.948	90.298	-5.62	9817.56
79	2009.11.23 11:00	sell	40	0.10	88.865	88.935	88.705
80	2009.11.23 16:00	s/l	40	0.10	88.935	88.935	88.705	-7.87	9809.69
81	2009.11.23 17:00	buy	41	0.10	88.974	88.924	90.274
82	2009.11.23 23:08	s/l	41	0.10	88.924	88.924	90.274	-5.62	9804.07
83	2009.11.24 01:00	sell	42	0.10	88.911	88.981	88.751
84	2009.11.24 07:32	t/p	42	0.10	88.751	88.981	88.751	18.03	9822.10
85	2009.11.27 16:00	buy	43	0.10	86.896	86.846	88.196
86	2009.11.27 16:17	s/l	43	0.10	86.846	86.846	88.196	-5.75	9816.35
87	2009.11.27 20:00	sell	44	0.10	86.654	86.724	86.494
88	2009.11.27 20:02	s/l	44	0.10	86.724	86.724	86.494	-8.07	9808.28
89	2009.11.27 21:00	buy	45	0.10	86.738	86.688	88.038
90	2009.11.27 21:01	s/l	45	0.10	86.688	86.688	88.038	-5.76	9802.52
91	2009.11.27 22:00	sell	46	0.10	86.563	86.633	86.403
92	2009.11.27 22:47	t/p	46	0.10	86.403	86.633	86.403	18.52	9821.04