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		Size=0.1;
Bars in test	551	Ticks modelled	541880	Modelling quality	n/a
Mismatched charts errors	113
Initial deposit	10000.00
Total net profit	-183.98	Gross profit	768.06	Gross loss	-952.05
Profit factor	0.81	Expected payoff	-1.72
Absolute drawdown	260.19	Maximal drawdown	357.10 (3.54%)	Relative drawdown	3.54% (357.10)
Total trades	107	Short positions (won %)	54 (33.33%)	Long positions (won %)	53 (24.53%)
		Profit trades (% of total)	31 (28.97%)	Loss trades (% of total)	76 (71.03%)
Largest		profit trade	97.34	loss trade	-80.47
Average		profit trade	24.78	loss trade	-12.53
Maximum		consecutive wins (profit in money)	3 (81.70)	consecutive losses (loss in money)	14 (-125.57)
Maximal		consecutive profit (count of wins)	97.34 (1)	consecutive loss (count of losses)	-125.57 (14)
Average		consecutive wins	1	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.11.03 08:14	sell	1	0.10	90.166	0.000	0.000
2	2009.11.03 13:12	close	1	0.10	90.188	0.000	0.000	-2.44	9997.56
3	2009.11.03 13:12	buy	2	0.10	90.189	0.000	0.000
4	2009.11.03 17:02	close	2	0.10	90.308	0.000	0.000	13.18	10010.74
5	2009.11.03 17:02	sell	3	0.10	90.308	0.000	0.000
6	2009.11.03 20:22	close	3	0.10	90.396	0.000	0.000	-9.73	10001.01
7	2009.11.03 20:22	buy	4	0.10	90.397	0.000	0.000
8	2009.11.03 22:43	close	4	0.10	90.269	0.000	0.000	-14.18	9986.83
9	2009.11.03 22:43	sell	5	0.10	90.269	0.000	0.000
10	2009.11.04 04:35	close	5	0.10	90.289	0.000	0.000	-2.26	9984.57
11	2009.11.04 04:35	buy	6	0.10	90.290	0.000	0.000
12	2009.11.04 12:12	close	6	0.10	90.856	0.000	0.000	62.30	10046.87
13	2009.11.04 12:12	sell	7	0.10	90.856	0.000	0.000
14	2009.11.04 17:06	close	7	0.10	90.855	0.000	0.000	0.11	10046.98
15	2009.11.04 17:06	buy	8	0.10	90.856	0.000	0.000
16	2009.11.04 21:02	close	8	0.10	90.758	0.000	0.000	-10.80	10036.18
17	2009.11.04 21:02	sell	9	0.10	90.758	0.000	0.000
18	2009.11.05 09:03	close	9	0.10	90.471	0.000	0.000	31.59	10067.76
19	2009.11.05 09:03	buy	10	0.10	90.472	0.000	0.000
20	2009.11.05 10:00	close	10	0.10	90.092	0.000	0.000	-42.18	10025.58
21	2009.11.05 10:00	sell	11	0.10	90.092	0.000	0.000
22	2009.11.05 11:52	close	11	0.10	90.279	0.000	0.000	-20.71	10004.87
23	2009.11.05 11:52	buy	12	0.10	90.280	0.000	0.000
24	2009.11.05 22:25	close	12	0.10	90.716	0.000	0.000	48.06	10052.93
25	2009.11.05 22:25	sell	13	0.10	90.716	0.000	0.000
26	2009.11.05 23:03	close	13	0.10	90.784	0.000	0.000	-7.49	10045.44
27	2009.11.05 23:03	buy	14	0.10	90.790	0.000	0.000
28	2009.11.06 02:37	close	14	0.10	90.666	0.000	0.000	-13.66	10031.79
29	2009.11.06 02:37	sell	15	0.10	90.666	0.000	0.000
30	2009.11.06 04:37	close	15	0.10	90.673	0.000	0.000	-0.77	10031.02
31	2009.11.06 04:37	buy	16	0.10	90.674	0.000	0.000
32	2009.11.06 06:55	close	16	0.10	90.657	0.000	0.000	-1.88	10029.14
33	2009.11.06 06:55	sell	17	0.10	90.657	0.000	0.000
34	2009.11.06 09:47	close	17	0.10	90.574	0.000	0.000	9.16	10038.30
35	2009.11.06 09:47	buy	18	0.10	90.575	0.000	0.000
36	2009.11.06 13:28	close	18	0.10	90.555	0.000	0.000	-2.21	10036.09
37	2009.11.06 13:28	sell	19	0.10	90.555	0.000	0.000
38	2009.11.06 14:00	close	19	0.10	90.699	0.000	0.000	-15.88	10020.21
39	2009.11.06 14:00	buy	20	0.10	90.700	0.000	0.000
40	2009.11.06 15:17	close	20	0.10	89.976	0.000	0.000	-80.47	9939.74
41	2009.11.06 15:17	sell	21	0.10	89.976	0.000	0.000
42	2009.11.06 21:05	close	21	0.10	89.989	0.000	0.000	-1.44	9938.30
43	2009.11.06 21:05	buy	22	0.10	89.990	0.000	0.000
44	2009.11.06 22:08	close	22	0.10	89.875	0.000	0.000	-12.80	9925.50
45	2009.11.06 22:08	sell	23	0.10	89.875	0.000	0.000
46	2009.11.09 01:44	close	23	0.10	89.961	0.000	0.000	-9.60	9915.89
47	2009.11.09 01:44	buy	24	0.10	89.962	0.000	0.000
48	2009.11.09 05:03	close	24	0.10	90.117	0.000	0.000	17.20	9933.09
49	2009.11.09 05:03	sell	25	0.10	90.117	0.000	0.000
50	2009.11.09 08:07	close	25	0.10	90.154	0.000	0.000	-4.10	9928.99
51	2009.11.09 08:07	buy	26	0.10	90.156	0.000	0.000
52	2009.11.09 11:00	close	26	0.10	90.005	0.000	0.000	-16.78	9912.21
53	2009.11.09 11:00	sell	27	0.10	90.005	0.000	0.000
54	2009.11.09 14:03	close	27	0.10	89.978	0.000	0.000	3.00	9915.21
55	2009.11.09 14:03	buy	28	0.10	89.979	0.000	0.000
56	2009.11.09 15:15	close	28	0.10	89.788	0.000	0.000	-21.27	9893.94
57	2009.11.09 15:15	sell	29	0.10	89.788	0.000	0.000
58	2009.11.09 18:10	close	29	0.10	89.950	0.000	0.000	-18.01	9875.93
59	2009.11.09 18:10	buy	30	0.10	89.952	0.000	0.000
60	2009.11.09 23:00	close	30	0.10	89.908	0.000	0.000	-4.89	9871.04
61	2009.11.09 23:00	sell	31	0.10	89.908	0.000	0.000
62	2009.11.10 10:30	close	31	0.10	89.910	0.000	0.000	-0.26	9870.78
63	2009.11.10 10:30	buy	32	0.10	89.909	0.000	0.000
64	2009.11.10 14:00	close	32	0.10	89.826	0.000	0.000	-9.24	9861.54
65	2009.11.10 14:00	sell	33	0.10	89.826	0.000	0.000
66	2009.11.10 17:13	close	33	0.10	89.857	0.000	0.000	-3.45	9858.09
67	2009.11.10 17:13	buy	34	0.10	89.856	0.000	0.000
68	2009.11.10 20:41	close	34	0.10	89.716	0.000	0.000	-15.60	9842.49
69	2009.11.10 20:41	sell	35	0.10	89.716	0.000	0.000
70	2009.11.10 21:02	close	35	0.10	89.808	0.000	0.000	-10.24	9832.25
71	2009.11.10 21:02	buy	36	0.10	89.809	0.000	0.000
72	2009.11.11 00:01	close	36	0.10	89.774	0.000	0.000	-3.88	9828.37
73	2009.11.11 00:01	sell	37	0.10	89.774	0.000	0.000
74	2009.11.11 08:12	close	37	0.10	89.894	0.000	0.000	-13.35	9815.02
75	2009.11.11 08:12	buy	38	0.10	89.893	0.000	0.000
76	2009.11.11 13:58	close	38	0.10	89.873	0.000	0.000	-2.23	9812.79
77	2009.11.11 13:58	sell	39	0.10	89.873	0.000	0.000
78	2009.11.11 16:37	close	39	0.10	89.928	0.000	0.000	-6.12	9806.67
79	2009.11.11 16:37	buy	40	0.10	89.929	0.000	0.000
80	2009.11.11 17:00	close	40	0.10	89.814	0.000	0.000	-12.80	9793.87
81	2009.11.11 17:00	sell	41	0.10	89.814	0.000	0.000
82	2009.11.11 22:01	close	41	0.10	89.852	0.000	0.000	-4.23	9789.64
83	2009.11.11 22:01	buy	42	0.10	89.858	0.000	0.000
84	2009.11.12 01:51	close	42	0.10	89.940	0.000	0.000	9.19	9798.83
85	2009.11.12 01:51	sell	43	0.10	89.940	0.000	0.000
86	2009.11.12 06:59	close	43	0.10	89.847	0.000	0.000	10.35	9809.18
87	2009.11.12 06:59	buy	44	0.10	89.850	0.000	0.000
88	2009.11.12 20:12	close	44	0.10	90.412	0.000	0.000	62.16	9871.34
89	2009.11.12 20:12	sell	45	0.10	90.412	0.000	0.000
90	2009.11.13 00:19	close	45	0.10	90.417	0.000	0.000	-0.59	9870.74
91	2009.11.13 00:19	buy	46	0.10	90.420	0.000	0.000
92	2009.11.13 01:46	close	46	0.10	90.315	0.000	0.000	-11.63	9859.11
93	2009.11.13 01:46	sell	47	0.10	90.315	0.000	0.000
94	2009.11.16 04:55	close	47	0.10	89.638	0.000	0.000	75.49	9934.60
95	2009.11.16 04:55	buy	48	0.10	89.639	0.000	0.000
96	2009.11.16 06:52	close	48	0.10	89.546	0.000	0.000	-10.39	9924.21
97	2009.11.16 06:52	sell	49	0.10	89.546	0.000	0.000
98	2009.11.16 08:00	close	49	0.10	89.641	0.000	0.000	-10.60	9913.61
99	2009.11.16 08:00	buy	50	0.10	89.640	0.000	0.000
100	2009.11.16 09:33	close	50	0.10	89.465	0.000	0.000	-19.56	9894.05
101	2009.11.16 09:33	sell	51	0.10	89.465	0.000	0.000
102	2009.11.16 12:13	close	51	0.10	89.562	0.000	0.000	-10.83	9883.22
103	2009.11.16 12:13	buy	52	0.10	89.568	0.000	0.000
104	2009.11.16 13:58	close	52	0.10	89.479	0.000	0.000	-9.95	9873.27
105	2009.11.16 13:58	sell	53	0.10	89.479	0.000	0.000
106	2009.11.16 21:25	close	53	0.10	89.058	0.000	0.000	47.27	9920.54
107	2009.11.16 21:25	buy	54	0.10	89.070	0.000	0.000
108	2009.11.16 23:00	close	54	0.10	89.021	0.000	0.000	-5.50	9915.04
109	2009.11.16 23:00	sell	55	0.10	89.021	0.000	0.000
110	2009.11.17 01:47	close	55	0.10	89.154	0.000	0.000	-14.96	9900.07
111	2009.11.17 01:47	buy	56	0.10	89.157	0.000	0.000
112	2009.11.17 09:09	close	56	0.10	88.820	0.000	0.000	-37.94	9862.13
113	2009.11.17 09:09	sell	57	0.10	88.820	0.000	0.000
114	2009.11.17 10:07	close	57	0.10	88.891	0.000	0.000	-7.99	9854.14
115	2009.11.17 10:07	buy	58	0.10	88.894	0.000	0.000
116	2009.11.17 19:03	close	58	0.10	89.244	0.000	0.000	39.22	9893.36
117	2009.11.17 19:03	sell	59	0.10	89.244	0.000	0.000
118	2009.11.17 22:17	close	59	0.10	89.339	0.000	0.000	-10.63	9882.73
119	2009.11.17 22:17	buy	60	0.10	89.340	0.000	0.000
120	2009.11.17 23:00	close	60	0.10	89.238	0.000	0.000	-11.43	9871.30
121	2009.11.17 23:00	sell	61	0.10	89.238	0.000	0.000
122	2009.11.18 07:47	close	61	0.10	89.150	0.000	0.000	9.83	9881.13
123	2009.11.18 07:47	buy	62	0.10	89.152	0.000	0.000
124	2009.11.18 09:10	close	62	0.10	89.112	0.000	0.000	-4.49	9876.64
125	2009.11.18 09:10	sell	63	0.10	89.112	0.000	0.000
126	2009.11.18 13:04	close	63	0.10	89.148	0.000	0.000	-4.04	9872.60
127	2009.11.18 13:04	buy	64	0.10	89.151	0.000	0.000
128	2009.11.18 22:17	close	64	0.10	89.359	0.000	0.000	23.28	9895.88
129	2009.11.18 22:17	sell	65	0.10	89.359	0.000	0.000
130	2009.11.19 00:25	close	65	0.10	89.379	0.000	0.000	-2.37	9893.51
131	2009.11.19 00:25	buy	66	0.10	89.388	0.000	0.000
132	2009.11.19 04:41	close	66	0.10	89.118	0.000	0.000	-30.30	9863.21
133	2009.11.19 04:41	sell	67	0.10	89.118	0.000	0.000
134	2009.11.19 10:02	close	67	0.10	89.121	0.000	0.000	-0.34	9862.87
135	2009.11.19 10:02	buy	68	0.10	89.124	0.000	0.000
136	2009.11.19 11:10	close	68	0.10	88.919	0.000	0.000	-23.05	9839.82
137	2009.11.19 11:10	sell	69	0.10	88.919	0.000	0.000
138	2009.11.19 12:12	close	69	0.10	89.019	0.000	0.000	-11.23	9828.59
139	2009.11.19 12:12	buy	70	0.10	89.025	0.000	0.000
140	2009.11.19 13:17	close	70	0.10	88.879	0.000	0.000	-16.43	9812.16
141	2009.11.19 13:17	sell	71	0.10	88.879	0.000	0.000
142	2009.11.19 16:02	close	71	0.10	88.828	0.000	0.000	5.74	9817.90
143	2009.11.19 16:02	buy	72	0.10	88.832	0.000	0.000
144	2009.11.19 23:01	close	72	0.10	88.953	0.000	0.000	13.60	9831.50
145	2009.11.19 23:01	sell	73	0.10	88.953	0.000	0.000
146	2009.11.20 01:19	close	73	0.10	88.987	0.000	0.000	-3.86	9827.63
147	2009.11.20 01:19	buy	74	0.10	88.995	0.000	0.000
148	2009.11.20 04:37	close	74	0.10	88.889	0.000	0.000	-11.92	9815.71
149	2009.11.20 04:37	sell	75	0.10	88.889	0.000	0.000
150	2009.11.20 05:08	close	75	0.10	88.900	0.000	0.000	-1.24	9814.47
151	2009.11.20 05:08	buy	76	0.10	88.895	0.000	0.000
152	2009.11.20 07:10	close	76	0.10	88.882	0.000	0.000	-1.46	9813.01
153	2009.11.20 07:10	sell	77	0.10	88.882	0.000	0.000
154	2009.11.20 21:11	close	77	0.10	89.009	0.000	0.000	-14.27	9798.74
155	2009.11.20 21:11	buy	78	0.10	89.008	0.000	0.000
156	2009.11.20 22:10	close	78	0.10	88.937	0.000	0.000	-7.98	9790.76
157	2009.11.20 22:10	sell	79	0.10	88.937	0.000	0.000
158	2009.11.23 01:15	close	79	0.10	88.872	0.000	0.000	7.27	9798.03
159	2009.11.23 01:15	buy	80	0.10	88.870	0.000	0.000
160	2009.11.23 03:12	close	80	0.10	88.917	0.000	0.000	5.29	9803.32
161	2009.11.23 03:12	sell	81	0.10	88.917	0.000	0.000
162	2009.11.23 09:21	close	81	0.10	88.835	0.000	0.000	9.23	9812.55
163	2009.11.23 09:21	buy	82	0.10	88.838	0.000	0.000
164	2009.11.23 12:06	close	82	0.10	88.805	0.000	0.000	-3.72	9808.83
165	2009.11.23 12:06	sell	83	0.10	88.805	0.000	0.000
166	2009.11.23 13:40	close	83	0.10	88.885	0.000	0.000	-9.00	9799.83
167	2009.11.23 13:40	buy	84	0.10	88.884	0.000	0.000
168	2009.11.23 20:50	close	84	0.10	89.049	0.000	0.000	18.53	9818.36
169	2009.11.23 20:50	sell	85	0.10	89.049	0.000	0.000
170	2009.11.24 03:35	close	85	0.10	88.897	0.000	0.000	17.06	9835.42
171	2009.11.24 03:35	buy	86	0.10	88.898	0.000	0.000
172	2009.11.24 06:33	close	86	0.10	88.809	0.000	0.000	-10.02	9825.40
173	2009.11.24 06:33	sell	87	0.10	88.809	0.000	0.000
174	2009.11.24 10:02	close	87	0.10	88.686	0.000	0.000	13.87	9839.27
175	2009.11.24 10:02	buy	88	0.10	88.687	0.000	0.000
176	2009.11.24 14:02	close	88	0.10	88.545	0.000	0.000	-16.04	9823.23
177	2009.11.24 14:02	sell	89	0.10	88.545	0.000	0.000
178	2009.11.24 17:56	close	89	0.10	88.616	0.000	0.000	-8.01	9815.22
179	2009.11.24 17:56	buy	90	0.10	88.617	0.000	0.000
180	2009.11.24 22:53	close	90	0.10	88.506	0.000	0.000	-12.54	9802.68
181	2009.11.24 22:53	sell	91	0.10	88.506	0.000	0.000
182	2009.11.25 00:17	close	91	0.10	88.551	0.000	0.000	-5.12	9797.55
183	2009.11.25 00:17	buy	92	0.10	88.554	0.000	0.000
184	2009.11.25 03:53	close	92	0.10	88.321	0.000	0.000	-26.38	9771.17
185	2009.11.25 03:53	sell	93	0.10	88.321	0.000	0.000
186	2009.11.25 06:57	close	93	0.10	88.364	0.000	0.000	-4.87	9766.30
187	2009.11.25 06:57	buy	94	0.10	88.366	0.000	0.000
188	2009.11.25 08:02	close	94	0.10	88.264	0.000	0.000	-11.56	9754.74
189	2009.11.25 08:02	sell	95	0.10	88.264	0.000	0.000
190	2009.11.26 01:04	close	95	0.10	87.412	0.000	0.000	97.34	9852.08
191	2009.11.26 01:05	buy	96	0.10	87.410	0.000	0.000
192	2009.11.26 04:10	close	96	0.10	87.183	0.000	0.000	-26.04	9826.04
193	2009.11.26 04:10	sell	97	0.10	87.183	0.000	0.000
194	2009.11.26 08:11	close	97	0.10	87.056	0.000	0.000	14.59	9840.63
195	2009.11.26 08:11	buy	98	0.10	87.061	0.000	0.000
196	2009.11.26 11:06	close	98	0.10	86.756	0.000	0.000	-35.16	9805.47
197	2009.11.26 11:06	sell	99	0.10	86.756	0.000	0.000
198	2009.11.26 19:00	close	99	0.10	86.625	0.000	0.000	15.12	9820.59
199	2009.11.26 19:00	buy	100	0.10	86.631	0.000	0.000
200	2009.11.26 21:09	close	100	0.10	86.470	0.000	0.000	-18.62	9801.97
201	2009.11.26 21:09	sell	101	0.10	86.470	0.000	0.000
202	2009.11.26 22:00	close	101	0.10	86.641	0.000	0.000	-19.74	9782.23
203	2009.11.26 22:00	buy	102	0.10	86.626	0.000	0.000
204	2009.11.26 23:36	close	102	0.10	86.393	0.000	0.000	-26.97	9755.26
205	2009.11.26 23:36	sell	103	0.10	86.393	0.000	0.000
206	2009.11.27 04:15	close	103	0.10	86.095	0.000	0.000	34.57	9789.83
207	2009.11.27 04:15	buy	104	0.10	86.099	0.000	0.000
208	2009.11.27 12:02	close	104	0.10	86.321	0.000	0.000	25.72	9815.55
209	2009.11.27 12:02	sell	105	0.10	86.321	0.000	0.000
210	2009.11.27 13:21	close	105	0.10	86.566	0.000	0.000	-28.30	9787.25
211	2009.11.27 13:21	buy	106	0.10	86.571	0.000	0.000
212	2009.11.27 21:37	close	106	0.10	86.651	0.000	0.000	9.23	9796.48
213	2009.11.27 21:37	sell	107	0.10	86.651	0.000	0.000
214	2009.11.27 22:59	close at stop	107	0.10	86.482	0.000	0.000	19.54	9816.02