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		magic=2; StopLoss=2000; TakeProfit=2000; Lot=0.1; ADX=1; ADX_period=14; Line=30; razvorot=true;
Bars in test	551	Ticks modelled	541880	Modelling quality	n/a
Mismatched charts errors	113
Initial deposit	10000.00
Total net profit	-181.26	Gross profit	148.55	Gross loss	-329.81
Profit factor	0.45	Expected payoff	-5.66
Absolute drawdown	227.42	Maximal drawdown	265.65 (2.65%)	Relative drawdown	2.65% (265.65)
Total trades	32	Short positions (won %)	25 (40.00%)	Long positions (won %)	7 (28.57%)
		Profit trades (% of total)	12 (37.50%)	Loss trades (% of total)	20 (62.50%)
Largest		profit trade	28.04	loss trade	-49.10
Average		profit trade	12.38	loss trade	-16.49
Maximum		consecutive wins (profit in money)	3 (38.30)	consecutive losses (loss in money)	7 (-156.74)
Maximal		consecutive profit (count of wins)	38.30 (3)	consecutive loss (count of losses)	-156.74 (7)
Average		consecutive wins	2	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.11.04 10:00	buy	1	0.10	90.689	88.689	92.689
2	2009.11.04 16:00	close	1	0.10	90.833	88.689	92.689	15.85	10015.85
3	2009.11.04 21:00	buy	2	0.10	90.818	88.818	92.818
4	2009.11.04 22:00	close	2	0.10	90.584	88.818	92.818	-25.83	9990.02
5	2009.11.05 10:00	sell	3	0.10	90.112	92.112	88.112
6	2009.11.05 12:00	close	3	0.10	90.337	92.112	88.112	-24.91	9965.11
7	2009.11.05 22:00	buy	4	0.10	90.778	88.778	92.778
8	2009.11.06 02:00	close	4	0.10	90.712	88.778	92.778	-7.24	9957.87
9	2009.11.11 03:00	sell	5	0.10	89.525	91.525	87.525
10	2009.11.11 04:00	close	5	0.10	89.617	91.525	87.525	-10.27	9947.60
11	2009.11.11 06:00	sell	6	0.10	89.382	91.382	87.382
12	2009.11.11 08:00	close	6	0.10	89.823	91.382	87.382	-49.10	9898.50
13	2009.11.12 17:00	buy	7	0.10	90.500	88.500	92.500
14	2009.11.12 21:00	close	7	0.10	90.326	88.500	92.500	-19.26	9879.24
15	2009.11.13 04:00	sell	8	0.10	90.209	92.209	88.209
16	2009.11.13 08:00	close	8	0.10	90.391	92.209	88.209	-20.13	9859.11
17	2009.11.13 11:00	sell	9	0.10	89.782	91.782	87.782
18	2009.11.13 21:00	close	9	0.10	89.675	91.782	87.782	11.93	9871.04
19	2009.11.16 02:00	sell	10	0.10	89.390	91.390	87.390
20	2009.11.16 04:00	close	10	0.10	89.680	91.390	87.390	-32.34	9838.70
21	2009.11.16 08:00	sell	11	0.10	89.600	91.600	87.600
22	2009.11.16 13:00	close	11	0.10	89.625	91.600	87.600	-2.79	9835.91
23	2009.11.16 15:00	sell	12	0.10	89.410	91.410	87.410
24	2009.11.16 19:00	close	12	0.10	89.310	91.410	87.410	11.20	9847.11
25	2009.11.16 20:00	sell	13	0.10	89.031	91.031	87.031
26	2009.11.16 22:00	close	13	0.10	89.121	91.031	87.031	-10.10	9837.01
27	2009.11.17 01:00	sell	14	0.10	89.010	91.010	87.010
28	2009.11.17 02:00	close	14	0.10	89.130	91.010	87.010	-13.46	9823.55
29	2009.11.17 09:00	sell	15	0.10	88.845	90.845	86.845
30	2009.11.17 11:00	close	15	0.10	89.030	90.845	86.845	-20.78	9802.77
31	2009.11.17 17:00	buy	16	0.10	89.410	87.410	91.410
32	2009.11.17 19:00	close	16	0.10	89.260	87.410	91.410	-16.80	9785.97
33	2009.11.18 09:00	sell	17	0.10	89.160	91.160	87.160
34	2009.11.18 14:00	close	17	0.10	89.160	91.160	87.160	0.00	9785.97
35	2009.11.18 18:00	buy	18	0.10	89.380	87.380	91.380
36	2009.11.18 22:00	close	18	0.10	89.369	87.380	91.380	-1.23	9784.74
37	2009.11.19 08:00	sell	19	0.10	89.050	91.050	87.050
38	2009.11.19 17:00	close	19	0.10	88.801	91.050	87.050	28.04	9812.78
39	2009.11.23 13:00	sell	20	0.10	88.833	90.833	86.833
40	2009.11.23 17:00	close	20	0.10	88.974	90.833	86.833	-15.85	9796.93
41	2009.11.24 00:00	sell	21	0.10	89.041	91.041	87.041
42	2009.11.24 04:00	close	21	0.10	88.910	91.041	87.041	14.73	9811.66
43	2009.11.24 06:00	sell	22	0.10	88.863	90.863	86.863
44	2009.11.24 12:00	close	22	0.10	88.698	90.863	86.863	18.60	9830.26
45	2009.11.24 14:00	sell	23	0.10	88.569	90.569	86.569
46	2009.11.24 17:00	close	23	0.10	88.525	90.569	86.569	4.97	9835.23
47	2009.11.24 20:00	sell	24	0.10	88.446	90.446	86.446
48	2009.11.24 21:00	close	24	0.10	88.538	90.446	86.446	-10.39	9824.84
49	2009.11.25 00:00	sell	25	0.10	88.506	90.506	86.506
50	2009.11.25 01:00	close	25	0.10	88.618	90.506	86.506	-12.64	9812.20
51	2009.11.25 03:00	sell	26	0.10	88.251	90.251	86.251
52	2009.11.25 06:00	close	26	0.10	88.291	90.251	86.251	-4.53	9807.67
53	2009.11.25 11:00	sell	27	0.10	87.641	89.641	85.641
54	2009.11.25 17:00	close	27	0.10	87.677	89.641	85.641	-4.11	9803.56
55	2009.11.25 20:00	sell	28	0.10	87.478	89.478	85.478
56	2009.11.26 02:00	close	28	0.10	87.410	89.478	85.478	7.55	9811.11
57	2009.11.26 05:00	sell	29	0.10	86.737	88.737	84.737
58	2009.11.26 08:00	close	29	0.10	86.981	88.737	84.737	-28.05	9783.06
59	2009.11.26 12:00	sell	30	0.10	86.753	88.753	84.753
60	2009.11.26 22:00	close	30	0.10	86.641	88.753	84.753	12.93	9795.99
61	2009.11.27 00:00	sell	31	0.10	86.399	88.399	84.399
62	2009.11.27 06:00	close	31	0.10	86.377	88.399	84.399	2.55	9798.54
63	2009.11.27 14:00	buy	32	0.10	86.479	84.479	88.479
64	2009.11.27 20:00	close	32	0.10	86.654	84.479	88.479	20.20	9818.74