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		AccountIsMini=false; MoneyManagement=false; TradeSizePercent=5; Lots=3; MaxLots=100; FastMA_Mode=0; FastMA_Period=2; FastMA_Shift=0; FastMA_AppliedPrice=0; SlowMA_Mode=0; SlowMA_Period=5; SlowMA_Shift=0; SlowMA_AppliedPrice=0; BreakOutLevel=45; SignalCandle=1; StopLoss=250; UseTrailingStop=false; TrailingStopType=3; TrailingStop=40; TRStopLevel_1=20; TrailingStop1=20; TRStopLevel_2=30; TrailingStop2=20; TRStopLevel_3=50; TrailingStop3=20; TakeProfit=0; Margincutoff=800; Slippage=10;
Bars in test	551	Ticks modelled	541880	Modelling quality	n/a
Mismatched charts errors	113
Initial deposit	10000.00
Total net profit	-3959.18	Gross profit	6093.52	Gross loss	-10052.70
Profit factor	0.61	Expected payoff	-116.45
Absolute drawdown	5187.36	Maximal drawdown	6687.76 (58.15%)	Relative drawdown	58.15% (6687.76)
Total trades	34	Short positions (won %)	19 (36.84%)	Long positions (won %)	15 (46.67%)
		Profit trades (% of total)	14 (41.18%)	Loss trades (% of total)	20 (58.82%)
Largest		profit trade	939.93	loss trade	-868.88
Average		profit trade	435.25	loss trade	-502.63
Maximum		consecutive wins (profit in money)	2 (1147.35)	consecutive losses (loss in money)	5 (-2314.24)
Maximal		consecutive profit (count of wins)	1147.35 (2)	consecutive loss (count of losses)	-2444.36 (4)
Average		consecutive wins	1	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.11.03 11:00	sell stop	1	3.00	89.911	90.161	0.000
2	2009.11.03 13:00	delete	1	3.00	89.911	90.161	0.000
3	2009.11.03 13:00	buy stop	2	3.00	90.123	89.873	0.000
4	2009.11.03 13:06	buy	2	3.00	90.123	89.873	0.000
5	2009.11.03 19:00	close	2	3.00	90.297	89.873	0.000	578.09	10578.09
6	2009.11.04 11:00	buy stop	3	3.00	90.999	90.749	0.000
7	2009.11.04 11:30	buy	3	3.00	90.999	90.749	0.000
8	2009.11.04 12:45	s/l	3	3.00	90.749	90.749	0.000	-826.46	9751.63
9	2009.11.04 12:45	buy stop	4	3.00	90.814	90.564	0.000
10	2009.11.04 12:51	buy	4	3.00	90.814	90.564	0.000
11	2009.11.04 15:00	close	4	3.00	90.799	90.564	0.000	-49.56	9702.07
12	2009.11.04 15:00	sell stop	5	3.00	90.754	91.004	0.000
13	2009.11.04 15:02	sell	5	3.00	90.754	91.004	0.000
14	2009.11.04 18:00	close	5	3.00	90.978	91.004	0.000	-738.64	8963.43
15	2009.11.05 11:00	sell stop	6	3.00	90.144	90.394	0.000
16	2009.11.05 11:03	sell	6	3.00	90.144	90.394	0.000
17	2009.11.05 12:02	s/l	6	3.00	90.394	90.394	0.000	-829.70	8133.73
18	2009.11.05 12:02	sell stop	7	3.00	90.329	90.579	0.000
19	2009.11.05 12:07	sell	7	3.00	90.329	90.579	0.000
20	2009.11.05 13:00	close	7	3.00	90.262	90.579	0.000	222.69	8356.42
21	2009.11.05 13:00	buy stop	8	3.00	90.307	90.057	0.000
22	2009.11.05 13:01	buy	8	3.00	90.307	90.057	0.000
23	2009.11.05 18:00	close	8	3.00	90.449	90.057	0.000	470.98	8827.40
24	2009.11.06 11:00	buy stop	9	3.00	90.582	90.332	0.000
25	2009.11.06 11:38	buy	9	3.00	90.582	90.332	0.000
26	2009.11.06 14:32	s/l	9	3.00	90.332	90.332	0.000	-830.27	7997.13
27	2009.11.06 14:32	buy stop	10	3.00	90.397	90.147	0.000
28	2009.11.06 15:00	delete	10	3.00	90.397	90.147	0.000
29	2009.11.06 15:00	sell stop	11	3.00	90.075	90.325	0.000
30	2009.11.06 15:02	sell	11	3.00	90.075	90.325	0.000
31	2009.11.06 21:00	close	11	3.00	89.984	90.325	0.000	303.39	8300.52
32	2009.11.09 11:00	sell stop	12	3.00	89.969	90.219	0.000
33	2009.11.09 11:12	sell	12	3.00	89.969	90.219	0.000
34	2009.11.09 19:00	close	12	3.00	90.019	90.219	0.000	-166.63	8133.89
35	2009.11.10 11:00	sell stop	13	3.00	89.800	90.050	0.000
36	2009.11.10 11:02	sell	13	3.00	89.800	90.050	0.000
37	2009.11.10 11:32	s/l	13	3.00	90.050	90.050	0.000	-832.87	7301.02
38	2009.11.10 11:32	sell stop	14	3.00	89.985	90.235	0.000
39	2009.11.10 12:00	delete	14	3.00	89.985	90.235	0.000
40	2009.11.10 12:00	buy stop	15	3.00	90.167	89.917	0.000
41	2009.11.10 12:13	buy	15	3.00	90.167	89.917	0.000
42	2009.11.10 13:55	s/l	15	3.00	89.917	89.917	0.000	-834.10	6466.92
43	2009.11.10 13:55	buy stop	16	3.00	89.982	89.732	0.000
44	2009.11.10 15:00	delete	16	3.00	89.982	89.732	0.000
45	2009.11.10 15:00	sell stop	17	3.00	89.743	89.993	0.000
46	2009.11.10 15:07	sell	17	3.00	89.743	89.993	0.000
47	2009.11.10 22:00	close	17	3.00	89.865	89.993	0.000	-407.28	6059.64
48	2009.11.11 11:00	buy stop	18	3.00	89.985	89.735	0.000
49	2009.11.11 11:28	buy	18	3.00	89.985	89.735	0.000
50	2009.11.11 13:00	close	18	3.00	89.963	89.735	0.000	-73.36	5986.28
51	2009.11.11 13:00	sell stop	19	3.00	89.918	90.168	0.000
52	2009.11.11 13:17	sell	19	3.00	89.918	90.168	0.000
53	2009.11.11 14:00	close	19	3.00	89.893	90.168	0.000	83.43	6069.71
54	2009.11.11 14:00	buy stop	20	3.00	89.938	89.688	0.000
55	2009.11.11 14:27	buy	20	3.00	89.938	89.688	0.000
56	2009.11.11 15:00	close	20	3.00	89.819	89.688	0.000	-397.47	5672.24
57	2009.11.11 15:00	sell stop	21	3.00	89.774	90.024	0.000
58	2009.11.11 15:03	sell	21	3.00	89.774	90.024	0.000
59	2009.11.11 18:00	close	21	3.00	89.924	90.024	0.000	-500.42	5171.82
60	2009.11.12 11:00	sell stop	22	3.00	89.685	89.935	0.000
61	2009.11.12 14:00	delete	22	3.00	89.685	89.935	0.000
62	2009.11.12 14:00	buy stop	23	3.00	90.043	89.793	0.000
63	2009.11.12 14:02	buy	23	3.00	90.043	89.793	0.000
64	2009.11.12 21:00	close	23	3.00	90.326	89.793	0.000	939.93	6111.75
65	2009.11.13 11:00	sell stop	24	3.00	89.737	89.987	0.000
66	2009.11.13 11:03	sell	24	3.00	89.737	89.987	0.000
67	2009.11.13 21:00	close	24	3.00	89.675	89.987	0.000	207.42	6319.17
68	2009.11.16 11:00	sell stop	25	3.00	89.405	89.655	0.000
69	2009.11.16 11:01	sell	25	3.00	89.405	89.655	0.000
70	2009.11.16 13:00	close	25	3.00	89.625	89.655	0.000	-736.40	5582.77
71	2009.11.16 13:00	buy stop	26	3.00	89.670	89.420	0.000
72	2009.11.16 15:00	delete	26	3.00	89.670	89.420	0.000
73	2009.11.16 15:00	sell stop	27	3.00	89.365	89.615	0.000
74	2009.11.16 16:13	sell	27	3.00	89.365	89.615	0.000
75	2009.11.17 00:00	close	27	3.00	89.142	89.615	0.000	748.18	6330.95
76	2009.11.17 11:00	sell stop	28	3.00	88.965	89.215	0.000
77	2009.11.17 11:07	sell	28	3.00	88.965	89.215	0.000
78	2009.11.17 12:00	close	28	3.00	89.070	89.215	0.000	-353.65	5977.30
79	2009.11.17 12:00	buy stop	29	3.00	89.115	88.865	0.000
80	2009.11.17 12:28	buy	29	3.00	89.115	88.865	0.000
81	2009.11.17 20:00	close	29	3.00	89.214	88.865	0.000	332.91	6310.21
82	2009.11.18 11:00	sell stop	30	3.00	88.975	89.225	0.000
83	2009.11.18 14:00	delete	30	3.00	88.975	89.225	0.000
84	2009.11.18 14:00	buy stop	31	3.00	89.205	88.955	0.000
85	2009.11.18 14:13	buy	31	3.00	89.205	88.955	0.000
86	2009.11.18 23:00	close	31	3.00	89.297	88.955	0.000	309.08	6619.29
87	2009.11.19 11:00	sell stop	32	3.00	88.900	89.150	0.000
88	2009.11.19 11:18	sell	32	3.00	88.900	89.150	0.000
89	2009.11.19 18:00	close	32	3.00	88.970	89.150	0.000	-236.03	6383.26
90	2009.11.20 11:00	buy stop	33	3.00	88.935	88.685	0.000
91	2009.11.20 13:05	buy	33	3.00	88.935	88.685	0.000
92	2009.11.20 18:00	close	33	3.00	88.910	88.685	0.000	-84.35	6298.91
93	2009.11.23 11:00	buy stop	34	3.00	88.930	88.680	0.000
94	2009.11.23 13:00	delete	34	3.00	88.930	88.680	0.000
95	2009.11.23 13:00	sell stop	35	3.00	88.788	89.038	0.000
96	2009.11.23 14:38	sell	35	3.00	88.788	89.038	0.000
97	2009.11.23 15:00	close	35	3.00	88.846	89.038	0.000	-195.84	6103.07
98	2009.11.23 15:00	buy stop	36	3.00	88.891	88.641	0.000
99	2009.11.23 15:58	buy	36	3.00	88.891	88.641	0.000
100	2009.11.23 21:00	close	36	3.00	88.991	88.641	0.000	337.11	6440.18
101	2009.11.24 11:00	sell stop	37	3.00	88.563	88.813	0.000
102	2009.11.24 13:00	delete	37	3.00	88.563	88.813	0.000
103	2009.11.24 13:00	buy stop	38	3.00	88.723	88.473	0.000
104	2009.11.24 14:00	delete	38	3.00	88.723	88.473	0.000
105	2009.11.24 14:00	sell stop	39	3.00	88.524	88.774	0.000
106	2009.11.24 14:03	sell	39	3.00	88.524	88.774	0.000
107	2009.11.24 18:00	close	39	3.00	88.594	88.774	0.000	-237.04	6203.14
108	2009.11.25 11:00	sell stop	40	3.00	87.596	87.846	0.000
109	2009.11.25 11:03	sell	40	3.00	87.596	87.846	0.000
110	2009.11.25 11:28	s/l	40	3.00	87.846	87.846	0.000	-853.75	5349.39
111	2009.11.25 11:28	sell stop	41	3.00	87.782	88.032	0.000
112	2009.11.25 11:42	sell	41	3.00	87.782	88.032	0.000
113	2009.11.25 18:00	close	41	3.00	87.668	88.032	0.000	390.11	5739.50
114	2009.11.26 11:00	buy stop	42	3.00	86.880	86.630	0.000
115	2009.11.26 12:00	delete	42	3.00	86.880	86.630	0.000
116	2009.11.26 12:00	sell stop	43	3.00	86.708	86.958	0.000
117	2009.11.26 12:33	sell	43	3.00	86.708	86.958	0.000
118	2009.11.26 22:00	close	43	3.00	86.641	86.958	0.000	231.99	5971.49
119	2009.11.27 11:00	buy stop	44	3.00	86.570	86.320	0.000
120	2009.11.27 11:13	buy	44	3.00	86.570	86.320	0.000
121	2009.11.27 12:02	s/l	44	3.00	86.320	86.320	0.000	-868.88	5102.61
122	2009.11.27 12:02	buy stop	45	3.00	86.383	86.133	0.000
123	2009.11.27 12:08	buy	45	3.00	86.383	86.133	0.000
124	2009.11.27 20:00	close	45	3.00	86.654	86.133	0.000	938.21	6040.82