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; TrailingStop=0;
Bars in test	551	Ticks modelled	541880	Modelling quality	n/a
Mismatched charts errors	113
Initial deposit	10000.00
Total net profit	20.06	Gross profit	227.88	Gross loss	-207.83
Profit factor	1.10	Expected payoff	1.54
Absolute drawdown	119.49	Maximal drawdown	157.57 (1.57%)	Relative drawdown	1.57% (157.57)
Total trades	13	Short positions (won %)	6 (50.00%)	Long positions (won %)	7 (0.00%)
		Profit trades (% of total)	3 (23.08%)	Loss trades (% of total)	10 (76.92%)
Largest		profit trade	105.94	loss trade	-33.21
Average		profit trade	75.96	loss trade	-20.78
Maximum		consecutive wins (profit in money)	2 (121.94)	consecutive losses (loss in money)	6 (-138.09)
Maximal		consecutive profit (count of wins)	121.94 (2)	consecutive loss (count of losses)	-138.09 (6)
Average		consecutive wins	2	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.11.03 02:00	buy limit	1	0.10	89.732	89.437	90.688
2	2009.11.04 00:00	sell limit	2	0.10	90.409	90.576	89.870
3	2009.11.04 00:36	sell	2	0.10	90.409	90.576	89.870
4	2009.11.04 08:22	s/l	2	0.10	90.576	90.576	89.870	-18.44	9981.56
5	2009.11.05 00:00	buy limit	3	0.10	90.342	90.043	91.312
6	2009.11.05 04:42	buy	3	0.10	90.342	90.043	91.312
7	2009.11.05 10:01	s/l	3	0.10	90.043	90.043	91.312	-33.21	9948.35
8	2009.11.06 16:20	buy	1	0.10	89.732	89.437	90.688
9	2009.11.09 00:00	sell limit	4	0.10	90.558	90.851	89.608
10	2009.11.10 00:00	buy limit	5	0.10	89.816	89.680	90.256
11	2009.11.10 06:37	buy	5	0.10	89.816	89.680	90.256
12	2009.11.10 06:42	s/l	5	0.10	89.680	89.680	90.256	-15.17	9933.18
13	2009.11.11 00:00	sell limit	6	0.10	90.053	90.170	89.676
14	2009.11.11 05:03	s/l	1	0.10	89.437	89.437	90.688	-32.85	9900.33
15	2009.11.12 00:00	buy limit	7	0.10	89.458	89.280	90.036
16	2009.11.12 14:03	sell	6	0.10	90.053	90.170	89.676
17	2009.11.12 14:28	s/l	6	0.10	90.170	90.170	89.676	-12.98	9887.35
18	2009.11.12 16:43	sell	4	0.10	90.558	90.851	89.608
19	2009.11.13 00:00	buy limit	8	0.10	89.863	89.635	90.600
20	2009.11.13 10:25	buy	8	0.10	89.863	89.635	90.600
21	2009.11.13 14:30	s/l	8	0.10	89.635	89.635	90.600	-25.44	9861.91
22	2009.11.13 14:31	t/p	4	0.10	89.608	90.851	89.608	105.94	9967.86
23	2009.11.16 00:00	sell limit	9	0.10	90.182	90.405	89.459
24	2009.11.16 01:33	buy	7	0.10	89.458	89.280	90.036
25	2009.11.16 16:56	s/l	7	0.10	89.280	89.280	90.036	-19.94	9947.92
26	2009.11.17 00:00	sell limit	10	0.10	89.475	89.700	88.748
27	2009.11.17 16:50	sell	10	0.10	89.475	89.700	88.748
28	2009.11.18 00:00	buy limit	11	0.10	88.914	88.725	89.525
29	2009.11.19 00:00	sell limit	12	0.10	89.364	89.475	89.005
30	2009.11.19 00:25	sell	12	0.10	89.364	89.475	89.005
31	2009.11.19 08:07	t/p	12	0.10	89.005	89.475	89.005	40.33	9988.25
32	2009.11.19 08:38	buy	11	0.10	88.914	88.725	89.525
33	2009.11.19 14:33	t/p	10	0.10	88.748	89.700	88.748	81.61	10069.86
34	2009.11.19 14:33	s/l	11	0.10	88.725	88.725	89.525	-21.30	10048.56
35	2009.11.20 00:00	sell limit	13	0.10	89.241	89.429	88.631
36	2009.11.23 00:00	sell limit	14	0.10	89.018	89.125	88.672
37	2009.11.23 16:56	sell	14	0.10	89.018	89.125	88.672
38	2009.11.23 17:41	s/l	14	0.10	89.125	89.125	88.672	-12.01	10036.55
39	2009.11.24 00:00	buy limit	15	0.10	88.710	88.564	89.181
40	2009.11.24 07:43	buy	15	0.10	88.710	88.564	89.181
41	2009.11.24 09:03	s/l	15	0.10	88.564	88.564	89.181	-16.49	10020.06
42	2009.11.25 00:00	sell limit	16	0.10	88.882	89.048	88.345
43	2009.11.26 00:00	sell limit	17	0.10	88.288	88.623	87.204
44	2009.11.27 00:00	sell limit	18	0.10	87.193	87.474	86.283