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		_tmp1_="""; N=3; Lots=0.1; StopLoss=70; TakeProfit=120; Slippage=3; Magic=50607; _tmp2_="""; clBuy=Black; clSell=Black;
Bars in test	551	Ticks modelled	541880	Modelling quality	n/a
Mismatched charts errors	113
Initial deposit	10000.00
Total net profit	-14.81	Gross profit	425.56	Gross loss	-440.38
Profit factor	0.97	Expected payoff	-0.17
Absolute drawdown	69.48	Maximal drawdown	115.80 (1.15%)	Relative drawdown	1.15% (115.80)
Total trades	86	Short positions (won %)	9 (55.56%)	Long positions (won %)	77 (33.77%)
		Profit trades (% of total)	31 (36.05%)	Loss trades (% of total)	55 (63.95%)
Largest		profit trade	14.08	loss trade	-8.22
Average		profit trade	13.73	loss trade	-8.01
Maximum		consecutive wins (profit in money)	4 (56.17)	consecutive losses (loss in money)	8 (-65.56)
Maximal		consecutive profit (count of wins)	56.17 (4)	consecutive loss (count of losses)	-65.56 (8)
Average		consecutive wins	2	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.11.04 22:00	buy	1	0.10	90.604	90.534	90.724
2	2009.11.04 22:45	t/p	1	0.10	90.724	90.534	90.724	13.23	10013.23
3	2009.11.04 22:45	buy	2	0.10	90.744	90.674	90.864
4	2009.11.05 00:36	s/l	2	0.10	90.674	90.674	90.864	-7.59	10005.64
5	2009.11.09 04:00	sell	3	0.10	90.192	90.262	90.072
6	2009.11.09 05:17	t/p	3	0.10	90.072	90.262	90.072	13.32	10018.96
7	2009.11.11 02:00	buy	4	0.10	89.506	89.436	89.626
8	2009.11.11 03:02	t/p	4	0.10	89.626	89.436	89.626	13.39	10032.35
9	2009.11.13 04:00	buy	5	0.10	90.229	90.159	90.349
10	2009.11.13 04:07	s/l	5	0.10	90.159	90.159	90.349	-7.76	10024.59
11	2009.11.13 04:07	buy	6	0.10	90.179	90.109	90.299
12	2009.11.13 07:42	t/p	6	0.10	90.299	90.109	90.299	13.29	10037.88
13	2009.11.13 11:00	buy	7	0.10	89.802	89.732	89.922
14	2009.11.13 11:08	s/l	7	0.10	89.732	89.732	89.922	-7.80	10030.08
15	2009.11.13 11:08	buy	8	0.10	89.752	89.682	89.872
16	2009.11.13 14:30	s/l	8	0.10	89.682	89.682	89.872	-7.81	10022.27
17	2009.11.13 21:00	sell	9	0.10	89.655	89.725	89.535
18	2009.11.13 22:18	s/l	9	0.10	89.725	89.725	89.535	-7.81	10014.46
19	2009.11.17 09:00	buy	10	0.10	88.865	88.795	88.985
20	2009.11.17 09:10	s/l	10	0.10	88.795	88.795	88.985	-7.88	10006.58
21	2009.11.17 09:10	buy	11	0.10	88.815	88.745	88.935
22	2009.11.17 09:25	s/l	11	0.10	88.745	88.745	88.935	-7.89	9998.69
23	2009.11.17 09:25	buy	12	0.10	88.762	88.692	88.882
24	2009.11.17 10:08	t/p	12	0.10	88.882	88.692	88.882	13.50	10012.19
25	2009.11.17 14:00	sell	13	0.10	89.265	89.335	89.145
26	2009.11.17 14:22	s/l	13	0.10	89.335	89.335	89.145	-7.83	10004.36
27	2009.11.17 14:22	sell	14	0.10	89.319	89.389	89.199
28	2009.11.17 14:32	t/p	14	0.10	89.199	89.389	89.199	13.46	10017.82
29	2009.11.17 14:32	sell	15	0.10	89.178	89.248	89.058
30	2009.11.17 14:34	s/l	15	0.10	89.248	89.248	89.058	-7.84	10009.98
31	2009.11.17 14:34	sell	16	0.10	89.280	89.350	89.160
32	2009.11.17 14:38	s/l	16	0.10	89.350	89.350	89.160	-7.84	10002.14
33	2009.11.17 14:38	sell	17	0.10	89.332	89.402	89.212
34	2009.11.17 15:21	t/p	17	0.10	89.212	89.402	89.212	13.45	10015.59
35	2009.11.18 11:00	buy	18	0.10	89.040	88.970	89.160
36	2009.11.18 14:12	t/p	18	0.10	89.160	88.970	89.160	13.45	10029.04
37	2009.11.19 09:00	buy	19	0.10	88.926	88.856	89.046
38	2009.11.19 09:03	s/l	19	0.10	88.856	88.856	89.046	-7.88	10021.16
39	2009.11.19 09:03	buy	20	0.10	88.871	88.801	88.991
40	2009.11.19 09:17	t/p	20	0.10	88.991	88.801	88.991	13.48	10034.64
41	2009.11.19 09:17	buy	21	0.10	89.011	88.941	89.131
42	2009.11.19 10:57	s/l	21	0.10	88.941	88.941	89.131	-7.87	10026.77
43	2009.11.19 14:00	buy	22	0.10	88.910	88.840	89.030
44	2009.11.19 14:15	s/l	22	0.10	88.840	88.840	89.030	-7.88	10018.89
45	2009.11.19 14:15	buy	23	0.10	88.860	88.790	88.980
46	2009.11.19 14:32	s/l	23	0.10	88.790	88.790	88.980	-7.88	10011.01
47	2009.11.19 14:32	buy	24	0.10	88.804	88.734	88.924
48	2009.11.19 14:33	s/l	24	0.10	88.734	88.734	88.924	-7.89	10003.12
49	2009.11.19 14:33	buy	25	0.10	88.750	88.680	88.870
50	2009.11.19 14:43	s/l	25	0.10	88.680	88.680	88.870	-7.89	9995.23
51	2009.11.19 14:43	buy	26	0.10	88.696	88.626	88.816
52	2009.11.19 14:48	t/p	26	0.10	88.816	88.626	88.816	13.51	10008.74
53	2009.11.19 14:48	buy	27	0.10	88.840	88.770	88.960
54	2009.11.19 14:53	s/l	27	0.10	88.770	88.770	88.960	-7.89	10000.85
55	2009.11.19 14:53	buy	28	0.10	88.789	88.719	88.909
56	2009.11.19 14:58	s/l	28	0.10	88.719	88.719	88.909	-7.89	9992.96
57	2009.11.19 14:58	buy	29	0.10	88.737	88.667	88.857
58	2009.11.19 15:07	s/l	29	0.10	88.667	88.667	88.857	-7.89	9985.07
59	2009.11.19 15:07	buy	30	0.10	88.685	88.615	88.805
60	2009.11.19 15:23	t/p	30	0.10	88.805	88.615	88.805	13.51	9998.58
61	2009.11.19 15:23	buy	31	0.10	88.827	88.757	88.947
62	2009.11.19 15:29	s/l	31	0.10	88.757	88.757	88.947	-7.88	9990.70
63	2009.11.19 15:29	buy	32	0.10	88.775	88.705	88.895
64	2009.11.19 15:57	s/l	32	0.10	88.705	88.705	88.895	-7.89	9982.81
65	2009.11.19 15:57	buy	33	0.10	88.724	88.654	88.844
66	2009.11.19 16:09	t/p	33	0.10	88.844	88.654	88.844	13.51	9996.32
67	2009.11.19 22:00	sell	34	0.10	89.055	89.125	88.935
68	2009.11.20 00:01	t/p	34	0.10	88.935	89.125	88.935	13.41	10009.74
69	2009.11.23 05:00	buy	35	0.10	88.915	88.845	89.035
70	2009.11.23 06:15	s/l	35	0.10	88.845	88.845	89.035	-7.88	10001.86
71	2009.11.23 06:15	buy	36	0.10	88.865	88.795	88.985
72	2009.11.23 07:31	s/l	36	0.10	88.795	88.795	88.985	-7.88	9993.98
73	2009.11.23 07:31	buy	37	0.10	88.815	88.745	88.935
74	2009.11.23 08:02	s/l	37	0.10	88.745	88.745	88.935	-7.89	9986.09
75	2009.11.23 18:00	sell	38	0.10	89.134	89.204	89.014
76	2009.11.23 20:58	t/p	38	0.10	89.014	89.204	89.014	13.48	9999.57
77	2009.11.24 07:00	buy	39	0.10	88.844	88.774	88.964
78	2009.11.24 07:07	s/l	39	0.10	88.774	88.774	88.964	-7.89	9991.68
79	2009.11.24 07:07	buy	40	0.10	88.793	88.723	88.913
80	2009.11.24 07:33	s/l	40	0.10	88.723	88.723	88.913	-7.89	9983.79
81	2009.11.24 07:33	buy	41	0.10	88.743	88.673	88.863
82	2009.11.24 07:58	s/l	41	0.10	88.673	88.673	88.863	-7.89	9975.90
83	2009.11.24 07:58	buy	42	0.10	88.693	88.623	88.813
84	2009.11.24 08:46	s/l	42	0.10	88.623	88.623	88.813	-7.90	9968.00
85	2009.11.24 08:46	buy	43	0.10	88.643	88.573	88.763
86	2009.11.24 09:03	s/l	43	0.10	88.573	88.573	88.763	-7.91	9960.09
87	2009.11.24 15:00	buy	44	0.10	88.430	88.360	88.550
88	2009.11.24 16:02	t/p	44	0.10	88.550	88.360	88.550	13.55	9973.64
89	2009.11.26 18:00	buy	45	0.10	86.472	86.402	86.592
90	2009.11.26 18:27	t/p	45	0.10	86.592	86.402	86.592	13.85	9987.49
91	2009.11.26 18:27	buy	46	0.10	86.613	86.543	86.733
92	2009.11.26 18:29	s/l	46	0.10	86.543	86.543	86.733	-8.08	9979.41
93	2009.11.26 18:29	buy	47	0.10	86.562	86.492	86.682
94	2009.11.26 18:44	s/l	47	0.10	86.492	86.492	86.682	-8.10	9971.31
95	2009.11.26 18:44	buy	48	0.10	86.506	86.436	86.626
96	2009.11.26 19:15	s/l	48	0.10	86.436	86.436	86.626	-8.09	9963.22
97	2009.11.27 01:00	buy	49	0.10	85.173	85.103	85.293
98	2009.11.27 01:00	s/l	49	0.10	85.103	85.103	85.293	-8.22	9955.00
99	2009.11.27 01:00	buy	50	0.10	85.121	85.051	85.241
100	2009.11.27 01:02	t/p	50	0.10	85.241	85.051	85.241	14.08	9969.08
101	2009.11.27 01:02	buy	51	0.10	85.261	85.191	85.381
102	2009.11.27 01:03	t/p	51	0.10	85.381	85.191	85.381	14.05	9983.13
103	2009.11.27 01:03	buy	52	0.10	85.405	85.335	85.525
104	2009.11.27 01:04	t/p	52	0.10	85.525	85.335	85.525	14.03	9997.16
105	2009.11.27 01:04	buy	53	0.10	85.550	85.480	85.670
106	2009.11.27 01:04	t/p	53	0.10	85.670	85.480	85.670	14.01	10011.17
107	2009.11.27 01:04	buy	54	0.10	85.690	85.620	85.810
108	2009.11.27 01:05	s/l	54	0.10	85.620	85.620	85.810	-8.17	10003.00
109	2009.11.27 01:05	buy	55	0.10	85.639	85.569	85.759
110	2009.11.27 01:06	s/l	55	0.10	85.569	85.569	85.759	-8.19	9994.81
111	2009.11.27 01:06	buy	56	0.10	85.584	85.514	85.704
112	2009.11.27 01:07	s/l	56	0.10	85.514	85.514	85.704	-8.19	9986.62
113	2009.11.27 01:07	buy	57	0.10	85.532	85.462	85.652
114	2009.11.27 01:07	s/l	57	0.10	85.462	85.462	85.652	-8.19	9978.43
115	2009.11.27 01:07	buy	58	0.10	85.479	85.409	85.599
116	2009.11.27 01:07	s/l	58	0.10	85.409	85.409	85.599	-8.19	9970.24
117	2009.11.27 01:07	buy	59	0.10	85.424	85.354	85.544
118	2009.11.27 01:07	s/l	59	0.10	85.354	85.354	85.544	-8.20	9962.04
119	2009.11.27 01:07	buy	60	0.10	85.363	85.293	85.483
120	2009.11.27 01:08	s/l	60	0.10	85.293	85.293	85.483	-8.21	9953.83
121	2009.11.27 01:08	buy	61	0.10	85.311	85.241	85.431
122	2009.11.27 01:08	s/l	61	0.10	85.241	85.241	85.431	-8.22	9945.61
123	2009.11.27 01:08	buy	62	0.10	85.255	85.185	85.375
124	2009.11.27 01:08	t/p	62	0.10	85.375	85.185	85.375	14.06	9959.67
125	2009.11.27 01:08	buy	63	0.10	85.397	85.327	85.517
126	2009.11.27 01:10	t/p	63	0.10	85.517	85.327	85.517	14.04	9973.71
127	2009.11.27 01:10	buy	64	0.10	85.539	85.469	85.659
128	2009.11.27 01:16	t/p	64	0.10	85.659	85.469	85.659	14.01	9987.72
129	2009.11.27 01:16	buy	65	0.10	85.680	85.610	85.800
130	2009.11.27 01:17	t/p	65	0.10	85.800	85.610	85.800	13.99	10001.71
131	2009.11.27 01:17	buy	66	0.10	85.823	85.753	85.943
132	2009.11.27 01:17	s/l	66	0.10	85.753	85.753	85.943	-8.17	9993.54
133	2009.11.27 01:17	buy	67	0.10	85.768	85.698	85.888
134	2009.11.27 01:19	s/l	67	0.10	85.698	85.698	85.888	-8.17	9985.37
135	2009.11.27 01:19	buy	68	0.10	85.714	85.644	85.834
136	2009.11.27 01:25	s/l	68	0.10	85.644	85.644	85.834	-8.17	9977.20
137	2009.11.27 01:25	buy	69	0.10	85.661	85.591	85.781
138	2009.11.27 01:26	s/l	69	0.10	85.591	85.591	85.781	-8.18	9969.02
139	2009.11.27 01:26	buy	70	0.10	85.610	85.540	85.730
140	2009.11.27 01:29	s/l	70	0.10	85.540	85.540	85.730	-8.18	9960.84
141	2009.11.27 01:29	buy	71	0.10	85.552	85.482	85.672
142	2009.11.27 01:29	s/l	71	0.10	85.482	85.482	85.672	-8.19	9952.65
143	2009.11.27 01:29	buy	72	0.10	85.498	85.428	85.618
144	2009.11.27 01:30	s/l	72	0.10	85.428	85.428	85.618	-8.19	9944.46
145	2009.11.27 01:30	buy	73	0.10	85.443	85.373	85.563
146	2009.11.27 01:32	s/l	73	0.10	85.373	85.373	85.563	-8.20	9936.26
147	2009.11.27 01:32	buy	74	0.10	85.392	85.322	85.512
148	2009.11.27 01:33	t/p	74	0.10	85.512	85.322	85.512	14.03	9950.29
149	2009.11.27 01:33	buy	75	0.10	85.532	85.462	85.652
150	2009.11.27 01:37	s/l	75	0.10	85.462	85.462	85.652	-8.19	9942.10
151	2009.11.27 01:37	buy	76	0.10	85.467	85.397	85.587
152	2009.11.27 01:37	s/l	76	0.10	85.397	85.397	85.587	-8.20	9933.90
153	2009.11.27 01:37	buy	77	0.10	85.415	85.345	85.535
154	2009.11.27 01:38	t/p	77	0.10	85.535	85.345	85.535	14.03	9947.93
155	2009.11.27 01:38	buy	78	0.10	85.557	85.487	85.677
156	2009.11.27 01:40	t/p	78	0.10	85.677	85.487	85.677	14.01	9961.94
157	2009.11.27 01:40	buy	79	0.10	85.697	85.627	85.817
158	2009.11.27 01:41	t/p	79	0.10	85.817	85.627	85.817	13.98	9975.92
159	2009.11.27 01:41	buy	80	0.10	85.843	85.773	85.963
160	2009.11.27 01:43	s/l	80	0.10	85.773	85.773	85.963	-8.16	9967.76
161	2009.11.27 01:43	buy	81	0.10	85.790	85.720	85.910
162	2009.11.27 01:46	t/p	81	0.10	85.910	85.720	85.910	13.97	9981.73
163	2009.11.27 01:46	buy	82	0.10	85.935	85.865	86.055
164	2009.11.27 01:47	s/l	82	0.10	85.865	85.865	86.055	-8.15	9973.58
165	2009.11.27 01:47	buy	83	0.10	85.881	85.811	86.001
166	2009.11.27 01:53	t/p	83	0.10	86.001	85.811	86.001	13.95	9987.53
167	2009.11.27 01:53	buy	84	0.10	86.024	85.954	86.144
168	2009.11.27 01:54	t/p	84	0.10	86.144	85.954	86.144	13.93	10001.46
169	2009.11.27 01:54	buy	85	0.10	86.164	86.094	86.284
170	2009.11.27 01:57	s/l	85	0.10	86.094	86.094	86.284	-8.13	9993.33
171	2009.11.27 01:57	buy	86	0.10	86.112	86.042	86.232
172	2009.11.27 02:04	s/l	86	0.10	86.042	86.042	86.232	-8.14	9985.19