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		TakeProfit=130; StopLoss=100; Lots=1; TrailingStop=20; ShortEma=12; LongEma=20;
Bars in test	551	Ticks modelled	541880	Modelling quality	n/a
Mismatched charts errors	113
Initial deposit	10000.00
Total net profit	-312.99	Gross profit	2031.37	Gross loss	-2344.36
Profit factor	0.87	Expected payoff	-8.94
Absolute drawdown	491.59	Maximal drawdown	987.31 (9.41%)	Relative drawdown	9.41% (987.31)
Total trades	35	Short positions (won %)	17 (41.18%)	Long positions (won %)	18 (38.89%)
		Profit trades (% of total)	14 (40.00%)	Loss trades (% of total)	21 (60.00%)
Largest		profit trade	149.75	loss trade	-115.25
Average		profit trade	145.10	loss trade	-111.64
Maximum		consecutive wins (profit in money)	4 (578.48)	consecutive losses (loss in money)	6 (-670.84)
Maximal		consecutive profit (count of wins)	578.48 (4)	consecutive loss (count of losses)	-670.84 (6)
Average		consecutive wins	1	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.11.03 02:00	sell	1	1.00	90.451	90.551	90.321
2	2009.11.03 02:05	t/p	1	1.00	90.321	90.551	90.321	143.93	10143.93
3	2009.11.03 06:00	buy	2	1.00	90.206	90.106	90.336
4	2009.11.03 08:18	s/l	2	1.00	90.106	90.106	90.336	-110.98	10032.95
5	2009.11.03 16:00	sell	3	1.00	90.433	90.533	90.303
6	2009.11.03 16:02	s/l	3	1.00	90.533	90.533	90.303	-110.46	9922.49
7	2009.11.03 16:11	buy	4	1.00	90.432	90.332	90.562
8	2009.11.03 16:18	s/l	4	1.00	90.332	90.332	90.562	-110.70	9811.79
9	2009.11.03 16:50	sell	5	1.00	90.413	90.513	90.283
10	2009.11.03 17:07	t/p	5	1.00	90.283	90.513	90.283	143.99	9955.78
11	2009.11.03 17:17	sell	6	1.00	90.299	90.399	90.169
12	2009.11.03 20:22	s/l	6	1.00	90.399	90.399	90.169	-110.62	9845.16
13	2009.11.04 02:00	buy	7	1.00	90.139	90.039	90.269
14	2009.11.04 04:35	t/p	7	1.00	90.269	90.039	90.269	144.01	9989.17
15	2009.11.04 04:38	buy	8	1.00	90.264	90.164	90.394
16	2009.11.04 07:26	t/p	8	1.00	90.394	90.164	90.394	143.81	10132.98
17	2009.11.05 04:00	buy	9	1.00	90.505	90.405	90.635
18	2009.11.05 04:18	s/l	9	1.00	90.405	90.405	90.635	-110.61	10022.37
19	2009.11.05 19:10	sell	10	1.00	90.600	90.700	90.470
20	2009.11.05 20:48	s/l	10	1.00	90.700	90.700	90.470	-110.25	9912.12
21	2009.11.06 09:00	buy	11	1.00	90.467	90.367	90.597
22	2009.11.06 11:58	t/p	11	1.00	90.597	90.367	90.597	143.49	10055.61
23	2009.11.06 12:17	sell	12	1.00	90.633	90.733	90.503
24	2009.11.06 14:26	s/l	12	1.00	90.733	90.733	90.503	-110.21	9945.40
25	2009.11.06 14:28	buy	13	1.00	90.528	90.428	90.658
26	2009.11.06 14:28	s/l	13	1.00	90.428	90.428	90.658	-110.59	9834.81
27	2009.11.10 12:12	sell	14	1.00	90.137	90.237	90.007
28	2009.11.10 13:52	t/p	14	1.00	90.007	90.237	90.007	144.44	9979.25
29	2009.11.11 10:42	sell	15	1.00	89.928	90.028	89.798
30	2009.11.11 15:03	t/p	15	1.00	89.798	90.028	89.798	144.77	10124.02
31	2009.11.12 03:00	buy	16	1.00	89.735	89.635	89.865
32	2009.11.12 03:53	t/p	16	1.00	89.865	89.635	89.865	144.66	10268.68
33	2009.11.12 04:59	buy	17	1.00	89.764	89.664	89.894
34	2009.11.12 08:01	t/p	17	1.00	89.894	89.664	89.894	144.61	10413.29
35	2009.11.12 08:08	buy	18	1.00	89.810	89.710	89.940
36	2009.11.12 08:48	s/l	18	1.00	89.710	89.710	89.940	-111.48	10301.81
37	2009.11.12 08:58	sell	19	1.00	89.798	89.898	89.668
38	2009.11.12 09:39	t/p	19	1.00	89.668	89.898	89.668	144.98	10446.79
39	2009.11.12 13:38	sell	20	1.00	89.965	90.065	89.835
40	2009.11.12 14:03	s/l	20	1.00	90.065	90.065	89.835	-111.03	10335.76
41	2009.11.13 10:28	buy	21	1.00	89.761	89.661	89.891
42	2009.11.13 14:30	s/l	21	1.00	89.661	89.661	89.891	-111.53	10224.23
43	2009.11.17 16:43	sell	22	1.00	89.365	89.465	89.235
44	2009.11.17 16:48	s/l	22	1.00	89.465	89.465	89.235	-111.77	10112.46
45	2009.11.18 06:09	buy	23	1.00	89.135	89.035	89.265
46	2009.11.18 10:53	s/l	23	1.00	89.035	89.035	89.265	-112.32	10000.14
47	2009.11.18 17:12	sell	24	1.00	89.251	89.351	89.121
48	2009.11.18 17:33	s/l	24	1.00	89.351	89.351	89.121	-111.91	9888.23
49	2009.11.19 04:25	buy	25	1.00	89.160	89.060	89.290
50	2009.11.19 05:16	s/l	25	1.00	89.060	89.060	89.290	-112.28	9775.95
51	2009.11.20 15:07	sell	26	1.00	89.076	89.176	88.946
52	2009.11.20 16:44	t/p	26	1.00	88.946	89.176	88.946	146.16	9922.11
53	2009.11.20 16:47	sell	27	1.00	88.934	89.034	88.804
54	2009.11.20 17:02	s/l	27	1.00	89.034	89.034	88.804	-112.31	9809.80
55	2009.11.20 17:32	buy	28	1.00	88.938	88.838	89.068
56	2009.11.20 22:57	s/l	28	1.00	88.838	88.838	89.068	-112.57	9697.23
57	2009.11.20 22:57	buy	29	1.00	88.855	88.755	88.985
58	2009.11.23 02:05	t/p	29	1.00	88.985	88.755	88.985	146.41	9843.64
59	2009.11.23 02:13	buy	30	1.00	88.974	88.874	89.104
60	2009.11.23 03:37	s/l	30	1.00	88.874	88.874	89.104	-112.52	9731.12
61	2009.11.23 03:47	sell	31	1.00	88.957	89.057	88.827
62	2009.11.23 07:03	t/p	31	1.00	88.827	89.057	88.827	146.36	9877.48
63	2009.11.23 17:00	sell	32	1.00	88.957	89.057	88.827
64	2009.11.23 17:33	s/l	32	1.00	89.057	89.057	88.827	-112.29	9765.19
65	2009.11.24 02:53	buy	33	1.00	88.848	88.748	88.978
66	2009.11.24 07:18	s/l	33	1.00	88.748	88.748	88.978	-112.68	9652.51
67	2009.11.27 15:01	sell	34	1.00	86.661	86.761	86.531
68	2009.11.27 15:04	s/l	34	1.00	86.761	86.761	86.531	-115.25	9537.26
69	2009.11.27 15:06	buy	35	1.00	86.679	86.579	86.809
70	2009.11.27 15:19	t/p	35	1.00	86.809	86.579	86.809	149.75	9687.01