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=0.1; MaximumRisk=0.02; DecreaseFactor=3; Target=15; TimeOpen=0; TimeClose=23;
Bars in test	551	Ticks modelled	541880	Modelling quality	n/a
Mismatched charts errors	113
Initial deposit	10000.00
Total net profit	-98.98	Gross profit	18.47	Gross loss	-117.45
Profit factor	0.16	Expected payoff	-5.50
Absolute drawdown	98.98	Maximal drawdown	98.98 (0.99%)	Relative drawdown	0.99% (98.98)
Total trades	18	Short positions (won %)	0 (0.00%)	Long positions (won %)	18 (38.89%)
		Profit trades (% of total)	7 (38.89%)	Loss trades (% of total)	11 (61.11%)
Largest		profit trade	3.36	loss trade	-11.19
Average		profit trade	2.64	loss trade	-10.68
Maximum		consecutive wins (profit in money)	2 (5.04)	consecutive losses (loss in money)	3 (-27.97)
Maximal		consecutive profit (count of wins)	5.04 (2)	consecutive loss (count of losses)	-27.97 (3)
Average		consecutive wins	1	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.11.16 13:00	buy	1	0.20	89.625	89.575	89.640
2	2009.11.16 13:03	s/l	1	0.20	89.575	89.575	89.640	-11.16	9988.84
3	2009.11.17 17:00	buy	2	0.20	89.410	89.360	89.425
4	2009.11.17 17:04	t/p	2	0.20	89.425	89.360	89.425	3.35	9992.19
5	2009.11.17 17:04	buy	3	0.20	89.445	89.395	89.460
6	2009.11.17 17:24	s/l	3	0.20	89.395	89.395	89.460	-11.19	9981.00
7	2009.11.17 17:24	buy	4	0.20	89.415	89.365	89.430
8	2009.11.17 17:25	s/l	4	0.20	89.365	89.365	89.430	-11.19	9969.81
9	2009.11.17 17:27	buy	5	0.10	89.389	89.339	89.404
10	2009.11.17 17:29	t/p	5	0.10	89.404	89.339	89.404	1.68	9971.49
11	2009.11.17 17:29	buy	6	0.20	89.424	89.374	89.439
12	2009.11.17 17:33	s/l	6	0.20	89.374	89.374	89.439	-11.19	9960.30
13	2009.11.17 17:33	buy	7	0.20	89.391	89.341	89.406
14	2009.11.17 17:36	t/p	7	0.20	89.406	89.341	89.406	3.36	9963.66
15	2009.11.17 17:36	buy	8	0.20	89.426	89.376	89.441
16	2009.11.17 17:38	s/l	8	0.20	89.376	89.376	89.441	-11.19	9952.47
17	2009.11.17 17:38	buy	9	0.20	89.394	89.344	89.409
18	2009.11.17 17:39	s/l	9	0.20	89.344	89.344	89.409	-11.19	9941.28
19	2009.11.17 17:43	buy	10	0.10	89.388	89.338	89.403
20	2009.11.17 17:47	t/p	10	0.10	89.403	89.338	89.403	1.68	9942.96
21	2009.11.17 17:47	buy	11	0.20	89.424	89.374	89.439
22	2009.11.17 17:48	t/p	11	0.20	89.439	89.374	89.439	3.36	9946.32
23	2009.11.17 17:48	buy	12	0.20	89.460	89.410	89.475
24	2009.11.17 17:52	s/l	12	0.20	89.410	89.410	89.475	-11.19	9935.13
25	2009.11.17 17:52	buy	13	0.20	89.424	89.374	89.439
26	2009.11.17 17:53	s/l	13	0.20	89.374	89.374	89.439	-11.18	9923.95
27	2009.11.17 17:53	buy	14	0.10	89.390	89.340	89.405
28	2009.11.17 17:57	t/p	14	0.10	89.405	89.340	89.405	1.68	9925.63
29	2009.11.17 17:57	buy	15	0.20	89.426	89.376	89.441
30	2009.11.17 17:58	t/p	15	0.20	89.441	89.376	89.441	3.36	9928.99
31	2009.11.17 17:58	buy	16	0.20	89.465	89.415	89.480
32	2009.11.17 17:59	s/l	16	0.20	89.415	89.415	89.480	-11.18	9917.81
33	2009.11.17 17:59	buy	17	0.20	89.435	89.385	89.450
34	2009.11.17 18:02	s/l	17	0.20	89.385	89.385	89.450	-11.19	9906.62
35	2009.11.17 18:02	buy	18	0.10	89.403	89.353	89.418
36	2009.11.17 18:10	s/l	18	0.10	89.353	89.353	89.418	-5.60	9901.02