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; StopLoss=30; TakeProfit=40; TrailingStop=5;
Bars in test	551	Ticks modelled	541880	Modelling quality	n/a
Mismatched charts errors	113
Initial deposit	10000.00
Total net profit	-1802.86	Gross profit	2212.78	Gross loss	-4015.64
Profit factor	0.55	Expected payoff	-35.35
Absolute drawdown	3842.81	Maximal drawdown	6055.59 (49.58%)	Relative drawdown	49.58% (6055.59)
Total trades	51	Short positions (won %)	31 (100.00%)	Long positions (won %)	20 (95.00%)
		Profit trades (% of total)	50 (98.04%)	Loss trades (% of total)	1 (1.96%)
Largest		profit trade	44.81	loss trade	-4015.64
Average		profit trade	44.26	loss trade	-4015.64
Maximum		consecutive wins (profit in money)	50 (2212.78)	consecutive losses (loss in money)	1 (-4015.64)
Maximal		consecutive profit (count of wins)	2212.78 (50)	consecutive loss (count of losses)	-4015.64 (1)
Average		consecutive wins	50	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.11.03 02:00	sell	1	1.00	90.453	0.000	90.413
2	2009.11.03 02:02	t/p	1	1.00	90.413	0.000	90.413	44.24	10044.24
3	2009.11.03 02:02	sell	2	1.00	90.391	0.000	90.351
4	2009.11.03 02:03	t/p	2	1.00	90.351	0.000	90.351	44.28	10088.52
5	2009.11.03 02:03	sell	3	1.00	90.329	0.000	90.289
6	2009.11.03 02:06	t/p	3	1.00	90.289	0.000	90.289	44.30	10132.82
7	2009.11.03 02:06	sell	4	1.00	90.269	0.000	90.229
8	2009.11.03 04:28	t/p	4	1.00	90.229	0.000	90.229	44.33	10177.15
9	2009.11.03 04:28	sell	5	1.00	90.207	0.000	90.167
10	2009.11.03 04:30	t/p	5	1.00	90.167	0.000	90.167	44.36	10221.51
11	2009.11.03 04:30	sell	6	1.00	90.147	0.000	90.107
12	2009.11.03 08:18	t/p	6	1.00	90.107	0.000	90.107	44.39	10265.90
13	2009.11.03 08:18	buy	7	1.00	90.107	0.000	90.147
14	2009.11.03 11:41	t/p	7	1.00	90.147	0.000	90.147	44.37	10310.27
15	2009.11.03 11:41	buy	8	1.00	90.167	0.000	90.207
16	2009.11.03 11:51	t/p	8	1.00	90.207	0.000	90.207	44.34	10354.61
17	2009.11.03 12:00	buy	9	1.00	90.182	0.000	90.222
18	2009.11.03 13:27	t/p	9	1.00	90.222	0.000	90.222	44.34	10398.95
19	2009.11.03 14:00	sell	10	1.00	90.170	0.000	90.130
20	2009.11.04 01:54	t/p	10	1.00	90.130	0.000	90.130	43.61	10442.56
21	2009.11.04 02:00	buy	11	1.00	90.139	0.000	90.179
22	2009.11.04 02:06	t/p	11	1.00	90.179	0.000	90.179	44.36	10486.92
23	2009.11.04 02:06	buy	12	1.00	90.199	0.000	90.239
24	2009.11.04 03:57	t/p	12	1.00	90.239	0.000	90.239	44.32	10531.24
25	2009.11.04 03:57	buy	13	1.00	90.260	0.000	90.300
26	2009.11.04 06:32	t/p	13	1.00	90.300	0.000	90.300	44.30	10575.54
27	2009.11.04 07:00	sell	14	1.00	90.360	0.000	90.320
28	2009.11.05 08:00	t/p	14	1.00	90.320	0.000	90.320	41.98	10617.52
29	2009.11.05 08:00	buy	15	1.00	90.320	0.000	90.360
30	2009.11.05 08:02	t/p	15	1.00	90.360	0.000	90.360	44.27	10661.79
31	2009.11.05 08:02	buy	16	1.00	90.380	0.000	90.420
32	2009.11.05 08:57	t/p	16	1.00	90.420	0.000	90.420	44.24	10706.03
33	2009.11.05 08:57	buy	17	1.00	90.440	0.000	90.480
34	2009.11.05 14:32	t/p	17	1.00	90.480	0.000	90.480	44.21	10750.24
35	2009.11.05 15:00	sell	18	1.00	90.567	0.000	90.527
36	2009.11.05 15:32	t/p	18	1.00	90.527	0.000	90.527	44.19	10794.43
37	2009.11.05 16:00	sell	19	1.00	90.596	0.000	90.556
38	2009.11.05 16:06	t/p	19	1.00	90.556	0.000	90.556	44.17	10838.60
39	2009.11.05 16:06	sell	20	1.00	90.536	0.000	90.496
40	2009.11.05 17:44	t/p	20	1.00	90.496	0.000	90.496	44.20	10882.80
41	2009.11.05 17:44	sell	21	1.00	90.476	0.000	90.436
42	2009.11.05 17:53	t/p	21	1.00	90.436	0.000	90.436	44.23	10927.03
43	2009.11.05 17:53	sell	22	1.00	90.415	0.000	90.375
44	2009.11.06 14:31	t/p	22	1.00	90.375	0.000	90.375	43.49	10970.52
45	2009.11.06 15:00	buy	23	1.00	90.140	0.000	90.180
46	2009.11.06 15:12	t/p	23	1.00	90.180	0.000	90.180	44.36	11014.88
47	2009.11.06 15:12	buy	24	1.00	90.200	0.000	90.240
48	2009.11.09 08:47	t/p	24	1.00	90.240	0.000	90.240	44.66	11059.54
49	2009.11.09 09:00	sell	25	1.00	90.105	0.000	90.065
50	2009.11.09 10:13	t/p	25	1.00	90.065	0.000	90.065	44.41	11103.95
51	2009.11.09 10:13	sell	26	1.00	90.045	0.000	90.005
52	2009.11.09 11:01	t/p	26	1.00	90.005	0.000	90.005	44.44	11148.39
53	2009.11.09 11:01	buy	27	1.00	90.005	0.000	90.045
54	2009.11.09 20:17	t/p	27	1.00	90.045	0.000	90.045	44.42	11192.81
55	2009.11.09 21:00	sell	28	1.00	89.976	0.000	89.936
56	2009.11.09 22:59	t/p	28	1.00	89.936	0.000	89.936	44.48	11237.29
57	2009.11.09 23:00	buy	29	1.00	89.928	0.000	89.968
58	2009.11.09 23:02	t/p	29	1.00	89.968	0.000	89.968	44.46	11281.75
59	2009.11.09 23:02	sell	30	1.00	89.969	0.000	89.929
60	2009.11.10 00:16	t/p	30	1.00	89.929	0.000	89.929	43.71	11325.46
61	2009.11.10 00:16	sell	31	1.00	89.909	0.000	89.869
62	2009.11.10 00:47	t/p	31	1.00	89.869	0.000	89.869	44.51	11369.97
63	2009.11.10 00:47	sell	32	1.00	89.849	0.000	89.809
64	2009.11.10 06:37	t/p	32	1.00	89.809	0.000	89.809	44.54	11414.51
65	2009.11.10 07:00	buy	33	1.00	89.786	0.000	89.826
66	2009.11.10 07:13	t/p	33	1.00	89.826	0.000	89.826	44.53	11459.04
67	2009.11.10 07:13	buy	34	1.00	89.846	0.000	89.886
68	2009.11.10 08:27	t/p	34	1.00	89.886	0.000	89.886	44.50	11503.54
69	2009.11.10 08:27	buy	35	1.00	89.906	0.000	89.946
70	2009.11.10 11:12	t/p	35	1.00	89.946	0.000	89.946	44.47	11548.01
71	2009.11.10 12:00	sell	36	1.00	90.102	0.000	90.062
72	2009.11.10 12:23	t/p	36	1.00	90.062	0.000	90.062	44.41	11592.42
73	2009.11.10 12:23	sell	37	1.00	90.042	0.000	90.002
74	2009.11.10 13:52	t/p	37	1.00	90.002	0.000	90.002	44.45	11636.87
75	2009.11.10 13:52	sell	38	1.00	89.981	0.000	89.941
76	2009.11.10 13:55	t/p	38	1.00	89.941	0.000	89.941	44.47	11681.34
77	2009.11.10 13:55	sell	39	1.00	89.921	0.000	89.881
78	2009.11.10 13:57	t/p	39	1.00	89.881	0.000	89.881	44.50	11725.84
79	2009.11.10 13:57	sell	40	1.00	89.861	0.000	89.821
80	2009.11.10 14:00	t/p	40	1.00	89.821	0.000	89.821	44.53	11770.37
81	2009.11.10 14:00	buy	41	1.00	89.821	0.000	89.861
82	2009.11.10 14:09	t/p	41	1.00	89.861	0.000	89.861	44.51	11814.88
83	2009.11.10 14:09	buy	42	1.00	89.881	0.000	89.921
84	2009.11.11 08:18	t/p	42	1.00	89.921	0.000	89.921	44.81	11859.69
85	2009.11.11 09:00	sell	43	1.00	90.008	0.000	89.968
86	2009.11.11 09:03	t/p	43	1.00	89.968	0.000	89.968	44.46	11904.15
87	2009.11.11 09:03	sell	44	1.00	89.948	0.000	89.908
88	2009.11.11 09:07	t/p	44	1.00	89.908	0.000	89.908	44.49	11948.64
89	2009.11.11 09:07	sell	45	1.00	89.888	0.000	89.848
90	2009.11.11 09:17	t/p	45	1.00	89.848	0.000	89.848	44.52	11993.16
91	2009.11.11 10:00	sell	46	1.00	89.844	0.000	89.804
92	2009.11.11 15:02	t/p	46	1.00	89.804	0.000	89.804	44.54	12037.70
93	2009.11.11 15:02	sell	47	1.00	89.784	0.000	89.744
94	2009.11.12 02:35	t/p	47	1.00	89.744	0.000	89.744	42.26	12079.96
95	2009.11.12 02:35	sell	48	1.00	89.720	0.000	89.680
96	2009.11.12 08:49	t/p	48	1.00	89.680	0.000	89.680	44.60	12124.56
97	2009.11.12 09:00	buy	49	1.00	89.815	0.000	89.855
98	2009.11.12 13:27	t/p	49	1.00	89.855	0.000	89.855	44.51	12169.07
99	2009.11.12 14:00	sell	50	1.00	89.978	0.000	89.938
100	2009.11.13 10:21	t/p	50	1.00	89.938	0.000	89.938	43.71	12212.78
101	2009.11.13 10:21	buy	51	1.00	89.938	0.000	89.978
102	2009.11.27 22:59	close at stop	51	1.00	86.462	0.000	89.978	-4015.64	8197.14