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		MaxTrades=4; Pips=5; TakeProfit=40; TrailingStop=20;
Bars in test	551	Ticks modelled	541880	Modelling quality	n/a
Mismatched charts errors	113
Initial deposit	10000.00
Total net profit	-9882.42	Gross profit	214.59	Gross loss	-10097.01
Profit factor	0.02	Expected payoff	-104.03
Absolute drawdown	9882.42	Maximal drawdown	10032.19 (98.84%)	Relative drawdown	98.84% (10032.19)
Total trades	95	Short positions (won %)	0 (0.00%)	Long positions (won %)	95 (58.95%)
		Profit trades (% of total)	56 (58.95%)	Loss trades (% of total)	39 (41.05%)
Largest		profit trade	17.60	loss trade	-5342.53
Average		profit trade	3.83	loss trade	-258.90
Maximum		consecutive wins (profit in money)	12 (37.12)	consecutive losses (loss in money)	4 (-10032.19)
Maximal		consecutive profit (count of wins)	37.12 (12)	consecutive loss (count of losses)	-10032.19 (4)
Average		consecutive wins	3	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.11.03 02:00	buy	1	0.20	90.473	0.000	90.513
2	2009.11.03 02:00	buy	2	0.40	90.468	0.000	90.508
3	2009.11.03 02:00	buy	3	0.80	90.461	0.000	90.501
4	2009.11.03 02:00	buy	4	1.60	90.454	0.000	90.494
5	2009.11.03 16:01	close	4	1.60	90.461	0.000	90.494	12.38	10012.38
6	2009.11.03 16:01	close	3	0.80	90.463	0.000	90.501	1.77	10014.15
7	2009.11.03 16:01	close	2	0.40	90.464	0.000	90.508	-1.77	10012.38
8	2009.11.03 16:01	close	1	0.20	90.466	0.000	90.513	-1.55	10010.83
9	2009.11.03 16:01	buy	5	0.20	90.488	0.000	90.528
10	2009.11.03 16:01	close	5	0.20	90.494	0.000	90.528	1.33	10012.16
11	2009.11.03 16:01	buy	6	0.20	90.513	0.000	90.553
12	2009.11.03 16:01	buy	7	0.40	90.507	0.000	90.547
13	2009.11.03 16:01	buy	8	0.80	90.501	0.000	90.541
14	2009.11.03 16:02	close	8	0.80	90.506	0.000	90.541	4.42	10016.58
15	2009.11.03 16:02	close	7	0.40	90.507	0.000	90.547	0.00	10016.58
16	2009.11.03 16:02	close	6	0.20	90.509	0.000	90.553	-0.88	10015.70
17	2009.11.03 16:02	buy	9	0.20	90.530	0.000	90.570
18	2009.11.03 16:02	close	9	0.20	90.536	0.000	90.570	1.33	10017.03
19	2009.11.03 16:02	buy	10	0.20	90.558	0.000	90.598
20	2009.11.03 16:02	close	10	0.20	90.564	0.000	90.598	1.33	10018.36
21	2009.11.03 16:02	buy	11	0.20	90.585	0.000	90.625
22	2009.11.03 16:03	buy	12	0.40	90.579	0.000	90.619
23	2009.11.03 16:03	buy	13	0.80	90.573	0.000	90.613
24	2009.11.03 16:04	buy	14	1.60	90.567	0.000	90.607
25	2009.11.04 08:22	close	14	1.60	90.572	0.000	90.607	9.36	10027.72
26	2009.11.04 08:22	close	13	0.80	90.573	0.000	90.613	0.26	10027.98
27	2009.11.04 08:22	close	12	0.40	90.574	0.000	90.619	-2.08	10025.90
28	2009.11.04 08:22	close	11	0.20	90.576	0.000	90.625	-1.92	10023.98
29	2009.11.04 08:23	buy	15	0.20	90.597	0.000	90.637
30	2009.11.04 08:23	buy	16	0.40	90.591	0.000	90.631
31	2009.11.04 08:23	buy	17	0.80	90.585	0.000	90.625
32	2009.11.04 08:23	buy	18	1.60	90.579	0.000	90.619
33	2009.11.04 08:25	close	18	1.60	90.584	0.000	90.619	8.83	10032.81
34	2009.11.04 08:25	close	17	0.80	90.585	0.000	90.625	0.00	10032.81
35	2009.11.04 08:25	close	16	0.40	90.586	0.000	90.631	-2.21	10030.60
36	2009.11.04 08:25	close	15	0.20	90.587	0.000	90.637	-2.21	10028.39
37	2009.11.04 08:25	buy	19	0.20	90.608	0.000	90.648
38	2009.11.04 08:26	buy	20	0.40	90.602	0.000	90.642
39	2009.11.04 08:27	buy	21	0.80	90.596	0.000	90.636
40	2009.11.04 08:27	buy	22	1.60	90.590	0.000	90.630
41	2009.11.04 09:00	close	22	1.60	90.595	0.000	90.630	8.83	10037.22
42	2009.11.04 09:00	close	21	0.80	90.594	0.000	90.636	-1.77	10035.45
43	2009.11.04 09:00	close	20	0.40	90.596	0.000	90.642	-2.65	10032.80
44	2009.11.04 09:00	close	19	0.20	90.595	0.000	90.648	-2.87	10029.93
45	2009.11.04 09:00	buy	23	0.20	90.617	0.000	90.657
46	2009.11.04 09:01	buy	24	0.40	90.611	0.000	90.651
47	2009.11.04 09:01	buy	25	0.80	90.605	0.000	90.645
48	2009.11.04 09:01	buy	26	1.60	90.599	0.000	90.639
49	2009.11.04 09:12	close	26	1.60	90.604	0.000	90.639	8.83	10038.76
50	2009.11.04 09:12	close	25	0.80	90.605	0.000	90.645	0.00	10038.76
51	2009.11.04 09:12	close	24	0.40	90.606	0.000	90.651	-2.21	10036.55
52	2009.11.04 09:12	close	23	0.20	90.607	0.000	90.657	-2.21	10034.34
53	2009.11.04 09:12	buy	27	0.20	90.628	0.000	90.668
54	2009.11.04 09:13	buy	28	0.40	90.623	0.000	90.663
55	2009.11.04 09:13	buy	29	0.80	90.617	0.000	90.657
56	2009.11.04 09:14	buy	30	1.60	90.611	0.000	90.651
57	2009.11.04 09:16	close	30	1.60	90.616	0.000	90.651	8.83	10043.17
58	2009.11.04 09:16	close	29	0.80	90.618	0.000	90.657	0.88	10044.05
59	2009.11.04 09:16	close	28	0.40	90.620	0.000	90.663	-1.32	10042.73
60	2009.11.04 09:16	close	27	0.20	90.622	0.000	90.668	-1.32	10041.41
61	2009.11.04 09:16	buy	31	0.20	90.644	0.000	90.684
62	2009.11.04 09:17	close	31	0.20	90.650	0.000	90.684	1.32	10042.73
63	2009.11.04 09:17	buy	32	0.20	90.671	0.000	90.711
64	2009.11.04 09:18	close	32	0.20	90.678	0.000	90.711	1.54	10044.27
65	2009.11.04 09:18	buy	33	0.20	90.699	0.000	90.739
66	2009.11.04 09:18	buy	34	0.40	90.693	0.000	90.733
67	2009.11.04 09:19	buy	35	0.80	90.687	0.000	90.727
68	2009.11.04 09:19	buy	36	1.60	90.681	0.000	90.721
69	2009.11.04 09:30	close	36	1.60	90.686	0.000	90.721	8.82	10053.09
70	2009.11.04 09:30	close	35	0.80	90.687	0.000	90.727	0.00	10053.09
71	2009.11.04 09:30	close	34	0.40	90.688	0.000	90.733	-2.21	10050.88
72	2009.11.04 09:30	close	33	0.20	90.689	0.000	90.739	-2.21	10048.67
73	2009.11.04 09:30	buy	37	0.20	90.710	0.000	90.750
74	2009.11.04 09:31	close	37	0.20	90.716	0.000	90.750	1.32	10049.99
75	2009.11.04 09:31	buy	38	0.20	90.737	0.000	90.777
76	2009.11.04 09:32	close	38	0.20	90.743	0.000	90.777	1.32	10051.31
77	2009.11.04 09:32	buy	39	0.20	90.764	0.000	90.804
78	2009.11.04 09:33	buy	40	0.40	90.758	0.000	90.798
79	2009.11.04 09:33	buy	41	0.80	90.752	0.000	90.792
80	2009.11.04 09:33	buy	42	1.60	90.746	0.000	90.786
81	2009.11.04 09:36	close	42	1.60	90.752	0.000	90.786	10.58	10061.89
82	2009.11.04 09:36	close	41	0.80	90.753	0.000	90.792	0.88	10062.77
83	2009.11.04 09:36	close	40	0.40	90.755	0.000	90.798	-1.32	10061.45
84	2009.11.04 09:36	close	39	0.20	90.756	0.000	90.804	-1.76	10059.69
85	2009.11.04 09:36	buy	43	0.20	90.775	0.000	90.815
86	2009.11.04 09:36	buy	44	0.40	90.769	0.000	90.809
87	2009.11.04 09:37	close	44	0.40	90.773	0.000	90.809	1.76	10061.45
88	2009.11.04 09:37	close	43	0.20	90.774	0.000	90.815	-0.22	10061.23
89	2009.11.04 09:37	buy	45	0.20	90.795	0.000	90.835
90	2009.11.04 09:37	close	45	0.20	90.801	0.000	90.835	1.32	10062.55
91	2009.11.04 09:37	buy	46	0.20	90.822	0.000	90.862
92	2009.11.04 09:38	buy	47	0.40	90.817	0.000	90.857
93	2009.11.04 09:39	buy	48	0.80	90.811	0.000	90.851
94	2009.11.04 09:39	buy	49	1.60	90.805	0.000	90.845
95	2009.11.04 10:41	close	49	1.60	90.810	0.000	90.845	8.81	10071.36
96	2009.11.04 10:41	close	48	0.80	90.812	0.000	90.851	0.88	10072.24
97	2009.11.04 10:41	close	47	0.40	90.813	0.000	90.857	-1.76	10070.48
98	2009.11.04 10:41	close	46	0.20	90.815	0.000	90.862	-1.54	10068.94
99	2009.11.04 10:41	buy	50	0.20	90.837	0.000	90.877
100	2009.11.04 10:42	close	50	0.20	90.843	0.000	90.877	1.32	10070.26
101	2009.11.04 10:42	buy	51	0.20	90.864	0.000	90.904
102	2009.11.04 10:42	close	51	0.20	90.871	0.000	90.904	1.54	10071.80
103	2009.11.04 10:42	buy	52	0.20	90.892	0.000	90.932
104	2009.11.04 10:44	buy	53	0.40	90.886	0.000	90.926
105	2009.11.04 10:44	buy	54	0.80	90.880	0.000	90.920
106	2009.11.04 10:44	buy	55	1.60	90.873	0.000	90.913
107	2009.11.04 10:47	close	55	1.60	90.879	0.000	90.913	10.56	10082.36
108	2009.11.04 10:47	close	54	0.80	90.880	0.000	90.920	0.00	10082.36
109	2009.11.04 10:47	close	53	0.40	90.881	0.000	90.926	-2.20	10080.16
110	2009.11.04 10:47	close	52	0.20	90.882	0.000	90.932	-2.20	10077.96
111	2009.11.04 10:47	buy	56	0.20	90.903	0.000	90.943
112	2009.11.04 10:48	buy	57	0.40	90.897	0.000	90.937
113	2009.11.04 10:49	buy	58	0.80	90.891	0.000	90.931
114	2009.11.04 10:49	buy	59	1.60	90.875	0.000	90.915
115	2009.11.04 10:51	close	59	1.60	90.885	0.000	90.915	17.60	10095.56
116	2009.11.04 10:51	close	58	0.80	90.887	0.000	90.931	-3.52	10092.04
117	2009.11.04 10:51	close	57	0.40	90.889	0.000	90.937	-3.52	10088.52
118	2009.11.04 10:51	close	56	0.20	90.891	0.000	90.943	-2.64	10085.88
119	2009.11.04 10:51	buy	60	0.20	90.913	0.000	90.953
120	2009.11.04 10:52	close	60	0.20	90.920	0.000	90.953	1.54	10087.42
121	2009.11.04 10:52	buy	61	0.20	90.941	0.000	90.981
122	2009.11.04 10:52	buy	62	0.40	90.936	0.000	90.976
123	2009.11.04 10:53	close	62	0.40	90.941	0.000	90.976	2.20	10089.62
124	2009.11.04 10:53	close	61	0.20	90.942	0.000	90.981	0.22	10089.84
125	2009.11.04 10:53	buy	63	0.20	90.964	0.000	91.004
126	2009.11.04 10:53	buy	64	0.40	90.959	0.000	90.999
127	2009.11.04 10:53	buy	65	0.80	90.953	0.000	90.993
128	2009.11.04 10:54	buy	66	1.60	90.948	0.000	90.988
129	2009.11.04 10:55	close	66	1.60	90.953	0.000	90.988	8.80	10098.64
130	2009.11.04 10:55	close	65	0.80	90.952	0.000	90.993	-0.88	10097.76
131	2009.11.04 10:55	close	64	0.40	90.953	0.000	90.999	-2.64	10095.12
132	2009.11.04 10:55	close	63	0.20	90.954	0.000	91.004	-2.20	10092.92
133	2009.11.04 10:55	buy	67	0.20	90.973	0.000	91.013
134	2009.11.04 10:56	buy	68	0.40	90.968	0.000	91.008
135	2009.11.04 10:57	buy	69	0.80	90.962	0.000	91.002
136	2009.11.04 10:57	buy	70	1.60	90.956	0.000	90.996
137	2009.11.04 11:30	close	70	1.60	90.961	0.000	90.996	8.79	10101.71
138	2009.11.04 11:30	close	69	0.80	90.963	0.000	91.002	0.88	10102.59
139	2009.11.04 11:30	close	68	0.40	90.966	0.000	91.008	-0.88	10101.71
140	2009.11.04 11:30	close	67	0.20	90.969	0.000	91.013	-0.88	10100.83
141	2009.11.04 11:30	buy	71	0.20	90.991	0.000	91.031
142	2009.11.04 11:30	close	71	0.20	90.998	0.000	91.031	1.54	10102.37
143	2009.11.04 11:30	buy	72	0.20	91.020	0.000	91.060
144	2009.11.04 11:30	close	72	0.20	91.027	0.000	91.060	1.54	10103.91
145	2009.11.04 11:30	buy	73	0.20	91.046	0.000	91.086
146	2009.11.04 11:30	buy	74	0.40	91.040	0.000	91.080
147	2009.11.04 11:31	buy	75	0.80	91.033	0.000	91.073
148	2009.11.04 11:31	buy	76	1.60	91.027	0.000	91.067
149	2009.11.04 20:15	close	76	1.60	91.033	0.000	91.067	10.55	10114.46
150	2009.11.04 20:15	close	75	0.80	91.038	0.000	91.073	4.39	10118.85
151	2009.11.04 20:15	close	74	0.40	91.043	0.000	91.080	1.32	10120.17
152	2009.11.04 20:15	close	73	0.20	91.048	0.000	91.086	0.44	10120.61
153	2009.11.04 20:15	buy	77	0.20	91.072	0.000	91.112
154	2009.11.04 20:15	close	77	0.20	91.081	0.000	91.112	1.98	10122.59
155	2009.11.04 20:15	buy	78	0.20	91.106	0.000	91.146
156	2009.11.04 20:15	close	78	0.20	91.115	0.000	91.146	1.98	10124.57
157	2009.11.04 20:15	buy	79	0.20	91.140	0.000	91.180
158	2009.11.04 20:15	close	79	0.20	91.148	0.000	91.180	1.76	10126.33
159	2009.11.04 20:15	buy	80	0.20	91.173	0.000	91.213
160	2009.11.04 20:15	close	80	0.20	91.182	0.000	91.213	1.97	10128.30
161	2009.11.04 20:15	buy	81	0.20	91.201	0.000	91.241
162	2009.11.04 20:15	buy	82	0.40	91.195	0.000	91.235
163	2009.11.04 20:15	buy	83	0.80	91.189	0.000	91.229
164	2009.11.04 20:15	buy	84	1.60	91.183	0.000	91.223
165	2009.11.04 20:15	close	84	1.60	91.188	0.000	91.223	8.77	10137.07
166	2009.11.04 20:15	close	83	0.80	91.190	0.000	91.229	0.88	10137.95
167	2009.11.04 20:15	close	82	0.40	91.192	0.000	91.235	-1.32	10136.63
168	2009.11.04 20:15	close	81	0.20	91.193	0.000	91.241	-1.75	10134.88
169	2009.11.04 20:15	buy	85	0.20	91.215	0.000	91.255
170	2009.11.04 20:15	close	85	0.20	91.221	0.000	91.255	1.32	10136.20
171	2009.11.04 20:15	buy	86	0.20	91.242	0.000	91.282
172	2009.11.04 20:16	buy	87	0.40	91.235	0.000	91.275
173	2009.11.04 20:16	buy	88	0.80	91.229	0.000	91.269
174	2009.11.04 20:16	buy	89	1.60	91.223	0.000	91.263
175	2009.11.04 20:22	close	89	1.60	91.229	0.000	91.263	10.52	10146.72
176	2009.11.04 20:22	close	88	0.80	91.231	0.000	91.269	1.75	10148.47
177	2009.11.04 20:22	close	87	0.40	91.233	0.000	91.275	-0.88	10147.59
178	2009.11.04 20:22	close	86	0.20	91.236	0.000	91.282	-1.32	10146.27
179	2009.11.04 20:22	buy	90	0.20	91.258	0.000	91.298
180	2009.11.04 20:22	close	90	0.20	91.266	0.000	91.298	1.75	10148.02
181	2009.11.04 20:22	buy	91	0.20	91.288	0.000	91.328
182	2009.11.04 20:22	close	91	0.20	91.296	0.000	91.328	1.75	10149.77
183	2009.11.04 20:22	buy	92	0.20	91.318	0.000	91.358
184	2009.11.04 20:22	buy	93	0.40	91.312	0.000	91.352
185	2009.11.04 20:22	buy	94	0.80	91.306	0.000	91.346
186	2009.11.04 20:22	buy	95	1.60	91.300	0.000	91.340
187	2009.11.25 02:21	close at stop	95	1.60	88.344	0.000	91.340	-5342.53	4807.24
188	2009.11.25 02:21	close at stop	94	0.80	88.344	0.000	91.346	-2676.70	2130.54
189	2009.11.25 02:21	close at stop	93	0.40	88.344	0.000	91.352	-1341.07	789.47
190	2009.11.25 02:21	close at stop	92	0.20	88.344	0.000	91.358	-671.89	117.58