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		SuspendAfterClose=false; StartLots=0.01; UseMM=false; PipsBetweenTrades=20; TakeProfitPips=2; ReverseTrading=false; ShowComments=false; CloseM=false;
Bars in test	551	Ticks modelled	541880	Modelling quality	n/a
Mismatched charts errors	113
Initial deposit	10000.00
Total net profit	-8416.73	Gross profit	3152.75	Gross loss	-11569.48
Profit factor	0.27	Expected payoff	-107.91
Absolute drawdown	8416.73	Maximal drawdown	12513.01 (88.77%)	Relative drawdown	88.77% (12513.01)
Total trades	78	Short positions (won %)	47 (61.70%)	Long positions (won %)	31 (48.39%)
		Profit trades (% of total)	44 (56.41%)	Loss trades (% of total)	34 (43.59%)
Largest		profit trade	931.26	loss trade	-5723.65
Average		profit trade	71.65	loss trade	-340.28
Maximum		consecutive wins (profit in money)	7 (1944.98)	consecutive losses (loss in money)	8 (-10477.58)
Maximal		consecutive profit (count of wins)	1944.98 (7)	consecutive loss (count of losses)	-10477.58 (8)
Average		consecutive wins	2	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.11.03 02:00	buy	1	0.01	90.473	0.000	0.000
2	2009.11.03 02:00	sell	2	0.01	90.451	0.000	0.000
3	2009.11.03 02:00	sell	3	0.02	90.430	0.000	0.000
4	2009.11.03 02:00	sell	4	0.04	90.409	0.000	0.000
5	2009.11.03 02:02	sell	5	0.08	90.389	0.000	0.000
6	2009.11.03 02:02	close	1	0.01	90.372	0.000	0.000	-1.12	9998.88
7	2009.11.03 02:02	close	3	0.02	90.392	0.000	0.000	0.84	9999.72
8	2009.11.03 02:02	close	5	0.08	90.392	0.000	0.000	-0.27	9999.45
9	2009.11.03 02:02	close	2	0.01	90.390	0.000	0.000	0.67	10000.12
10	2009.11.03 02:02	close	4	0.04	90.388	0.000	0.000	0.93	10001.05
11	2009.11.03 02:02	buy	6	0.01	90.383	0.000	0.000
12	2009.11.03 02:02	sell	7	0.01	90.364	0.000	0.000
13	2009.11.03 02:03	sell	8	0.02	90.344	0.000	0.000
14	2009.11.03 02:03	sell	9	0.04	90.324	0.000	0.000
15	2009.11.03 02:05	sell	10	0.08	90.304	0.000	0.000
16	2009.11.03 02:05	close	6	0.01	90.290	0.000	0.000	-1.03	10000.02
17	2009.11.03 02:05	close	8	0.02	90.310	0.000	0.000	0.75	10000.77
18	2009.11.03 02:05	close	10	0.08	90.310	0.000	0.000	-0.53	10000.24
19	2009.11.03 02:05	close	7	0.01	90.309	0.000	0.000	0.61	10000.85
20	2009.11.03 02:05	close	9	0.04	90.307	0.000	0.000	0.75	10001.60
21	2009.11.03 02:05	buy	11	0.01	90.303	0.000	0.000
22	2009.11.03 02:05	sell	12	0.01	90.281	0.000	0.000
23	2009.11.03 02:06	buy	13	0.02	90.323	0.000	0.000
24	2009.11.03 02:07	buy	14	0.04	90.343	0.000	0.000
25	2009.11.03 02:08	buy	15	0.08	90.363	0.000	0.000
26	2009.11.03 02:42	close	11	0.01	90.359	0.000	0.000	0.62	10002.22
27	2009.11.03 02:42	close	13	0.02	90.359	0.000	0.000	0.80	10003.02
28	2009.11.03 02:42	close	15	0.08	90.359	0.000	0.000	-0.35	10002.67
29	2009.11.03 02:42	close	12	0.01	90.381	0.000	0.000	-1.11	10001.56
30	2009.11.03 02:42	close	14	0.04	90.363	0.000	0.000	0.89	10002.45
31	2009.11.03 02:42	buy	16	0.01	90.387	0.000	0.000
32	2009.11.03 02:42	sell	17	0.01	90.369	0.000	0.000
33	2009.11.03 02:43	buy	18	0.02	90.409	0.000	0.000
34	2009.11.03 02:43	buy	19	0.04	90.429	0.000	0.000
35	2009.11.03 02:46	buy	20	0.08	90.449	0.000	0.000
36	2009.11.03 02:58	sell	21	0.16	90.349	0.000	0.000
37	2009.11.03 03:12	sell	22	0.32	90.328	0.000	0.000
38	2009.11.03 03:13	sell	23	0.64	90.307	0.000	0.000
39	2009.11.03 03:21	sell	24	1.28	90.287	0.000	0.000
40	2009.11.03 03:26	sell	25	2.56	90.267	0.000	0.000
41	2009.11.03 04:27	sell	26	5.12	90.247	0.000	0.000
42	2009.11.03 04:28	sell	27	10.24	90.227	0.000	0.000
43	2009.11.03 04:28	sell	28	20.48	90.207	0.000	0.000
44	2009.11.03 04:30	close	16	0.01	90.146	0.000	0.000	-2.67	9999.78
45	2009.11.03 04:30	close	18	0.02	90.146	0.000	0.000	-5.83	9993.95
46	2009.11.03 04:30	close	20	0.08	90.146	0.000	0.000	-26.89	9967.06
47	2009.11.03 04:30	close	22	0.32	90.166	0.000	0.000	57.49	10024.55
48	2009.11.03 04:30	close	24	1.28	90.166	0.000	0.000	171.77	10196.32
49	2009.11.03 04:30	close	26	5.12	90.166	0.000	0.000	459.95	10656.27
50	2009.11.03 04:30	close	28	20.48	90.166	0.000	0.000	931.26	11587.53
51	2009.11.03 04:30	sell	29	40.96	90.146	0.000	0.000
52	2009.11.03 04:30	close	17	0.01	90.165	0.000	0.000	2.26	11589.79
53	2009.11.03 04:30	close	21	0.16	90.165	0.000	0.000	32.65	11622.44
54	2009.11.03 04:30	close	25	2.56	90.165	0.000	0.000	289.60	11912.04
55	2009.11.03 04:30	close	29	40.96	90.165	0.000	0.000	-863.13	11048.91
56	2009.11.03 04:30	close	19	0.04	90.144	0.000	0.000	-12.65	11036.26
57	2009.11.03 04:30	close	27	10.24	90.164	0.000	0.000	715.50	11751.76
58	2009.11.03 04:30	close	23	0.64	90.163	0.000	0.000	102.21	11853.97
59	2009.11.03 04:30	buy	30	0.01	90.161	0.000	0.000
60	2009.11.03 04:30	sell	31	0.01	90.140	0.000	0.000
61	2009.11.03 04:31	buy	32	0.02	90.182	0.000	0.000
62	2009.11.03 04:31	buy	33	0.04	90.202	0.000	0.000
63	2009.11.03 04:31	buy	34	0.08	90.222	0.000	0.000
64	2009.11.03 04:32	close	30	0.01	90.218	0.000	0.000	0.63	11854.60
65	2009.11.03 04:32	close	32	0.02	90.218	0.000	0.000	0.80	11855.40
66	2009.11.03 04:32	close	34	0.08	90.218	0.000	0.000	-0.35	11855.05
67	2009.11.03 04:32	close	31	0.01	90.240	0.000	0.000	-1.11	11853.94
68	2009.11.03 04:32	close	33	0.04	90.222	0.000	0.000	0.89	11854.83
69	2009.11.03 04:32	buy	35	0.01	90.246	0.000	0.000
70	2009.11.03 04:32	sell	36	0.01	90.228	0.000	0.000
71	2009.11.03 04:32	buy	37	0.02	90.266	0.000	0.000
72	2009.11.03 04:32	buy	38	0.04	90.286	0.000	0.000
73	2009.11.03 04:32	buy	39	0.08	90.307	0.000	0.000
74	2009.11.03 04:32	close	35	0.01	90.300	0.000	0.000	0.60	11855.43
75	2009.11.03 04:32	close	37	0.02	90.300	0.000	0.000	0.75	11856.18
76	2009.11.03 04:32	close	39	0.08	90.300	0.000	0.000	-0.62	11855.56
77	2009.11.03 04:32	close	36	0.01	90.321	0.000	0.000	-1.03	11854.53
78	2009.11.03 04:32	close	38	0.04	90.303	0.000	0.000	0.75	11855.28
79	2009.11.03 04:33	buy	40	0.01	90.324	0.000	0.000
80	2009.11.03 04:33	sell	41	0.01	90.303	0.000	0.000
81	2009.11.03 04:33	sell	42	0.02	90.283	0.000	0.000
82	2009.11.03 04:34	sell	43	0.04	90.262	0.000	0.000
83	2009.11.03 04:40	buy	44	0.08	90.345	0.000	0.000
84	2009.11.03 05:18	sell	45	0.16	90.242	0.000	0.000
85	2009.11.03 05:32	sell	46	0.32	90.222	0.000	0.000
86	2009.11.03 05:33	sell	47	0.64	90.202	0.000	0.000
87	2009.11.03 05:57	sell	48	1.28	90.182	0.000	0.000
88	2009.11.03 05:58	close	40	0.01	90.175	0.000	0.000	-1.65	11853.63
89	2009.11.03 05:58	close	42	0.02	90.195	0.000	0.000	1.95	11855.58
90	2009.11.03 05:58	close	44	0.08	90.175	0.000	0.000	-15.08	11840.50
91	2009.11.03 05:58	close	46	0.32	90.195	0.000	0.000	9.58	11850.08
92	2009.11.03 05:58	close	48	1.28	90.195	0.000	0.000	-18.45	11831.63
93	2009.11.03 05:58	close	41	0.01	90.193	0.000	0.000	1.22	11832.85
94	2009.11.03 05:58	close	45	0.16	90.193	0.000	0.000	8.69	11841.54
95	2009.11.03 05:58	close	43	0.04	90.190	0.000	0.000	3.19	11844.73
96	2009.11.03 05:58	close	47	0.64	90.188	0.000	0.000	9.93	11854.66
97	2009.11.03 05:58	buy	49	0.01	90.183	0.000	0.000
98	2009.11.03 05:58	sell	50	0.01	90.160	0.000	0.000
99	2009.11.03 05:59	buy	51	0.02	90.207	0.000	0.000
100	2009.11.03 06:06	buy	52	0.04	90.227	0.000	0.000
101	2009.11.03 06:08	buy	53	0.08	90.247	0.000	0.000
102	2009.11.03 06:10	close	49	0.01	90.243	0.000	0.000	0.66	11855.32
103	2009.11.03 06:10	close	51	0.02	90.243	0.000	0.000	0.80	11856.12
104	2009.11.03 06:10	close	53	0.08	90.243	0.000	0.000	-0.35	11855.77
105	2009.11.03 06:10	close	50	0.01	90.264	0.000	0.000	-1.15	11854.62
106	2009.11.03 06:10	close	52	0.04	90.246	0.000	0.000	0.84	11855.46
107	2009.11.03 06:10	buy	54	0.01	90.269	0.000	0.000
108	2009.11.03 06:10	sell	55	0.01	90.251	0.000	0.000
109	2009.11.03 06:11	buy	56	0.02	90.289	0.000	0.000
110	2009.11.03 06:12	buy	57	0.04	90.309	0.000	0.000
111	2009.11.03 06:21	sell	58	0.08	90.231	0.000	0.000
112	2009.11.03 06:23	sell	59	0.16	90.210	0.000	0.000
113	2009.11.03 06:25	sell	60	0.32	90.190	0.000	0.000
114	2009.11.03 07:42	sell	61	0.64	90.169	0.000	0.000
115	2009.11.03 08:16	sell	62	1.28	90.149	0.000	0.000
116	2009.11.03 08:17	sell	63	2.56	90.129	0.000	0.000
117	2009.11.03 08:18	sell	64	5.12	90.108	0.000	0.000
118	2009.11.03 08:18	sell	65	10.24	90.087	0.000	0.000
119	2009.11.03 08:18	close	54	0.01	90.078	0.000	0.000	-2.12	11853.34
120	2009.11.03 08:18	close	56	0.02	90.078	0.000	0.000	-4.68	11848.66
121	2009.11.03 08:18	close	58	0.08	90.098	0.000	0.000	11.81	11860.47
122	2009.11.03 08:18	close	60	0.32	90.098	0.000	0.000	32.68	11893.15
123	2009.11.03 08:18	close	62	1.28	90.098	0.000	0.000	72.45	11965.60
124	2009.11.03 08:18	close	64	5.12	90.098	0.000	0.000	56.83	12022.43
125	2009.11.03 08:18	close	55	0.01	90.096	0.000	0.000	1.72	12024.15
126	2009.11.03 08:18	close	59	0.16	90.096	0.000	0.000	20.25	12044.40
127	2009.11.03 08:18	close	63	2.56	90.096	0.000	0.000	93.77	12138.17
128	2009.11.03 08:18	close	57	0.04	90.077	0.000	0.000	-10.30	12127.87
129	2009.11.03 08:18	close	65	10.24	90.097	0.000	0.000	-113.66	12014.21
130	2009.11.03 08:18	close	61	0.64	90.098	0.000	0.000	50.43	12064.64
131	2009.11.03 08:18	buy	66	0.01	90.100	0.000	0.000
132	2009.11.03 08:18	sell	67	0.01	90.081	0.000	0.000
133	2009.11.03 08:19	buy	68	0.02	90.120	0.000	0.000
134	2009.11.03 08:20	sell	69	0.04	90.061	0.000	0.000
135	2009.11.03 08:25	buy	70	0.08	90.140	0.000	0.000
136	2009.11.03 08:26	buy	71	0.16	90.160	0.000	0.000
137	2009.11.03 08:39	sell	72	0.32	90.041	0.000	0.000
138	2009.11.03 08:39	sell	73	0.64	90.020	0.000	0.000
139	2009.11.03 08:45	sell	74	1.28	90.000	0.000	0.000
140	2009.11.03 08:45	sell	75	2.56	89.979	0.000	0.000
141	2009.11.03 09:32	sell	76	5.12	89.958	0.000	0.000
142	2009.11.03 09:33	sell	77	10.24	89.938	0.000	0.000
143	2009.11.03 09:38	sell	78	20.48	89.917	0.000	0.000
144	2009.11.03 11:41	close at stop	78	20.48	90.169	0.000	0.000	-5723.65	6340.99
145	2009.11.03 11:41	close at stop	77	10.24	90.169	0.000	0.000	-2623.34	3717.65
146	2009.11.03 11:41	close at stop	76	5.12	90.169	0.000	0.000	-1198.11	2519.54
147	2009.11.03 11:41	close at stop	75	2.56	90.169	0.000	0.000	-539.43	1980.11
148	2009.11.03 11:41	close at stop	74	1.28	90.169	0.000	0.000	-239.91	1740.20
149	2009.11.03 11:41	close at stop	73	0.64	90.169	0.000	0.000	-105.76	1634.44
150	2009.11.03 11:41	close at stop	72	0.32	90.169	0.000	0.000	-45.43	1589.01
151	2009.11.03 11:41	close at stop	71	0.16	90.149	0.000	0.000	-1.95	1587.06
152	2009.11.03 11:41	close at stop	70	0.08	90.149	0.000	0.000	0.80	1587.86
153	2009.11.03 11:41	close at stop	69	0.04	90.169	0.000	0.000	-4.79	1583.07
154	2009.11.03 11:41	close at stop	68	0.02	90.149	0.000	0.000	0.64	1583.71
155	2009.11.03 11:41	close at stop	67	0.01	90.169	0.000	0.000	-0.98	1582.73
156	2009.11.03 11:41	close at stop	66	0.01	90.149	0.000	0.000	0.54	1583.27