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		MA_length=10; Percent=0.3; TradeOnFriday=1; MAtype=1; slip=100; Lots=0.1; TakeProfit=30; Stoploss=200; PipStep=30; IncreasementType=0;
Bars in test	551	Ticks modelled	541880	Modelling quality	n/a
Mismatched charts errors	113
Initial deposit	10000.00
Total net profit	-149.04	Gross profit	147.08	Gross loss	-296.12
Profit factor	0.50	Expected payoff	-2.61
Absolute drawdown	182.52	Maximal drawdown	274.10 (2.72%)	Relative drawdown	2.72% (274.10)
Total trades	57	Short positions (won %)	44 (84.09%)	Long positions (won %)	13 (53.85%)
		Profit trades (% of total)	44 (77.19%)	Loss trades (% of total)	13 (22.81%)
Largest		profit trade	3.46	loss trade	-23.26
Average		profit trade	3.34	loss trade	-22.78
Maximum		consecutive wins (profit in money)	26 (86.15)	consecutive losses (loss in money)	4 (-92.37)
Maximal		consecutive profit (count of wins)	86.15 (26)	consecutive loss (count of losses)	-92.37 (4)
Average		consecutive wins	7	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.11.03 09:42	buy	1	0.10	89.901	89.701	89.931
2	2009.11.03 09:47	t/p	1	0.10	89.931	89.701	89.931	3.34	10003.34
3	2009.11.03 16:02	sell	2	0.10	90.529	90.729	90.499
4	2009.11.03 16:02	sell	3	0.10	90.531	90.731	90.501
5	2009.11.03 16:02	sell	4	0.10	90.561	90.761	90.531
6	2009.11.03 16:06	t/p	4	0.10	90.531	90.761	90.531	3.31	10006.65
7	2009.11.03 16:07	t/p	3	0.10	90.501	90.731	90.501	3.31	10009.96
8	2009.11.03 16:07	t/p	2	0.10	90.499	90.729	90.499	3.31	10013.27
9	2009.11.04 09:18	sell	5	0.10	90.674	90.874	90.644
10	2009.11.04 09:18	sell	6	0.10	90.676	90.876	90.646
11	2009.11.04 09:19	t/p	5	0.10	90.644	90.874	90.644	3.31	10016.58
12	2009.11.04 09:19	t/p	6	0.10	90.646	90.876	90.646	3.31	10019.89
13	2009.11.04 11:20	sell	7	0.10	90.907	91.107	90.877
14	2009.11.04 11:20	sell	8	0.10	90.908	91.108	90.878
15	2009.11.04 11:28	sell	9	0.10	90.938	91.138	90.908
16	2009.11.04 11:30	sell	10	0.10	90.969	91.169	90.939
17	2009.11.04 11:30	sell	11	0.10	91.000	91.200	90.970
18	2009.11.04 11:30	sell	12	0.10	91.030	91.230	91.000
19	2009.11.04 11:32	t/p	12	0.10	91.000	91.230	91.000	3.30	10023.19
20	2009.11.04 11:32	t/p	11	0.10	90.970	91.200	90.970	3.30	10026.49
21	2009.11.04 11:38	t/p	10	0.10	90.939	91.169	90.939	3.30	10029.79
22	2009.11.04 11:42	t/p	9	0.10	90.908	91.138	90.908	3.30	10033.09
23	2009.11.04 11:43	t/p	8	0.10	90.878	91.108	90.878	3.30	10036.39
24	2009.11.04 11:43	t/p	7	0.10	90.877	91.107	90.877	3.30	10039.69
25	2009.11.04 13:53	sell	13	0.10	90.945	91.145	90.915
26	2009.11.04 13:53	sell	14	0.10	90.946	91.146	90.916
27	2009.11.04 14:17	t/p	13	0.10	90.915	91.145	90.915	3.30	10042.99
28	2009.11.04 14:17	t/p	14	0.10	90.916	91.146	90.916	3.30	10046.29
29	2009.11.04 20:22	sell	15	0.10	91.256	91.456	91.226
30	2009.11.04 20:22	sell	16	0.10	91.259	91.459	91.229
31	2009.11.04 20:22	sell	17	0.10	91.289	91.489	91.259
32	2009.11.04 20:22	t/p	17	0.10	91.259	91.489	91.259	3.29	10049.58
33	2009.11.04 20:23	t/p	16	0.10	91.229	91.459	91.229	3.29	10052.87
34	2009.11.04 20:23	t/p	15	0.10	91.226	91.456	91.226	3.29	10056.16
35	2009.11.05 10:02	buy	18	0.10	90.024	89.824	90.054
36	2009.11.05 10:03	t/p	18	0.10	90.054	89.824	90.054	3.33	10059.49
37	2009.11.06 14:32	buy	19	0.10	90.208	90.008	90.238
38	2009.11.06 14:34	t/p	19	0.10	90.238	90.008	90.238	3.32	10062.81
39	2009.11.06 16:35	buy	20	0.10	89.725	89.525	89.755
40	2009.11.06 16:47	t/p	20	0.10	89.755	89.525	89.755	3.34	10066.15
41	2009.11.06 18:47	buy	21	0.10	89.855	89.655	89.885
42	2009.11.06 20:41	t/p	21	0.10	89.885	89.655	89.885	3.34	10069.49
43	2009.11.11 08:50	sell	22	0.10	89.996	90.196	89.966
44	2009.11.11 08:50	sell	23	0.10	89.998	90.198	89.968
45	2009.11.11 08:53	t/p	23	0.10	89.968	90.198	89.968	3.34	10072.83
46	2009.11.11 08:53	t/p	22	0.10	89.966	90.196	89.966	3.34	10076.17
47	2009.11.12 14:28	sell	24	0.10	90.155	90.355	90.125
48	2009.11.12 14:28	sell	25	0.10	90.154	90.354	90.124
49	2009.11.12 14:30	sell	26	0.10	90.184	90.384	90.154
50	2009.11.12 14:31	sell	27	0.10	90.214	90.414	90.184
51	2009.11.12 14:32	sell	28	0.10	90.245	90.445	90.215
52	2009.11.12 14:34	t/p	28	0.10	90.215	90.445	90.215	3.32	10079.49
53	2009.11.12 14:42	t/p	27	0.10	90.184	90.414	90.184	3.33	10082.82
54	2009.11.12 14:43	t/p	26	0.10	90.154	90.384	90.154	3.33	10086.15
55	2009.11.12 15:08	s/l	24	0.10	90.355	90.355	90.125	-22.14	10064.01
56	2009.11.12 15:08	s/l	25	0.10	90.354	90.354	90.124	-22.14	10041.87
57	2009.11.12 17:09	sell	29	0.10	90.544	90.744	90.514
58	2009.11.12 17:09	sell	30	0.10	90.545	90.745	90.515
59	2009.11.12 17:12	t/p	29	0.10	90.514	90.744	90.514	3.31	10045.18
60	2009.11.12 17:12	t/p	30	0.10	90.515	90.745	90.515	3.31	10048.49
61	2009.11.12 19:39	sell	31	0.10	90.503	90.703	90.473
62	2009.11.12 19:39	sell	32	0.10	90.506	90.706	90.476
63	2009.11.12 19:54	t/p	32	0.10	90.476	90.706	90.476	3.32	10051.81
64	2009.11.12 19:54	t/p	31	0.10	90.473	90.703	90.473	3.32	10055.13
65	2009.11.13 10:22	buy	33	0.10	89.881	89.681	89.911
66	2009.11.13 14:30	s/l	33	0.10	89.681	89.681	89.911	-22.30	10032.83
67	2009.11.16 19:58	buy	34	0.10	89.064	88.864	89.094
68	2009.11.16 20:07	s/l	34	0.10	88.864	88.864	89.094	-22.51	10010.32
69	2009.11.17 13:17	sell	35	0.10	89.378	89.578	89.348
70	2009.11.17 13:17	sell	36	0.10	89.377	89.577	89.347
71	2009.11.17 13:18	sell	37	0.10	89.408	89.608	89.378
72	2009.11.17 13:19	t/p	37	0.10	89.378	89.608	89.378	3.35	10013.67
73	2009.11.17 13:22	t/p	35	0.10	89.348	89.578	89.348	3.36	10017.03
74	2009.11.17 13:22	t/p	36	0.10	89.347	89.577	89.347	3.36	10020.39
75	2009.11.17 16:50	sell	38	0.10	89.457	89.657	89.427
76	2009.11.17 16:50	sell	39	0.10	89.462	89.662	89.432
77	2009.11.17 16:51	sell	40	0.10	89.493	89.693	89.463
78	2009.11.17 16:52	sell	41	0.10	89.525	89.725	89.495
79	2009.11.17 16:55	t/p	41	0.10	89.495	89.725	89.495	3.35	10023.74
80	2009.11.17 16:56	t/p	40	0.10	89.463	89.693	89.463	3.36	10027.10
81	2009.11.17 16:57	t/p	39	0.10	89.432	89.662	89.432	3.35	10030.45
82	2009.11.17 16:57	t/p	38	0.10	89.427	89.657	89.427	3.36	10033.81
83	2009.11.25 10:17	buy	42	0.10	87.953	87.753	87.983
84	2009.11.25 10:17	s/l	42	0.10	87.753	87.753	87.983	-22.79	10011.02
85	2009.11.25 12:17	buy	43	0.10	87.746	87.546	87.776
86	2009.11.25 14:15	s/l	43	0.10	87.546	87.546	87.776	-22.85	9988.17
87	2009.11.25 20:28	buy	44	0.10	87.224	87.024	87.254
88	2009.11.25 20:28	t/p	44	0.10	87.254	87.024	87.254	3.44	9991.61
89	2009.11.26 04:30	buy	45	0.10	86.990	86.790	87.020
90	2009.11.26 04:31	s/l	45	0.10	86.790	86.790	87.020	-23.04	9968.57
91	2009.11.26 06:31	buy	46	0.10	86.598	86.398	86.628
92	2009.11.26 07:05	t/p	46	0.10	86.628	86.398	86.628	3.46	9972.03
93	2009.11.27 00:14	buy	47	0.10	86.164	85.964	86.194
94	2009.11.27 00:16	s/l	47	0.10	85.964	85.964	86.194	-23.26	9948.77
95	2009.11.27 11:14	sell	48	0.10	86.593	86.793	86.563
96	2009.11.27 11:14	sell	49	0.10	86.592	86.792	86.562
97	2009.11.27 11:15	sell	50	0.10	86.626	86.826	86.596
98	2009.11.27 11:15	sell	51	0.10	86.657	86.857	86.627
99	2009.11.27 11:17	sell	52	0.10	86.688	86.888	86.658
100	2009.11.27 11:18	sell	53	0.10	86.718	86.918	86.688
101	2009.11.27 11:20	sell	54	0.10	86.749	86.949	86.719
102	2009.11.27 11:20	s/l	48	0.10	86.793	86.793	86.563	-23.04	9925.73
103	2009.11.27 11:20	s/l	49	0.10	86.792	86.792	86.562	-23.04	9902.69
104	2009.11.27 11:20	s/l	50	0.10	86.826	86.826	86.596	-23.03	9879.66
105	2009.11.27 11:24	t/p	54	0.10	86.719	86.949	86.719	3.45	9883.11
106	2009.11.27 11:26	t/p	53	0.10	86.688	86.918	86.688	3.46	9886.57
107	2009.11.27 11:38	t/p	52	0.10	86.658	86.888	86.658	3.46	9890.03
108	2009.11.27 11:40	t/p	51	0.10	86.627	86.857	86.627	3.46	9893.49
109	2009.11.27 15:18	sell	55	0.10	86.789	86.989	86.759
110	2009.11.27 15:18	sell	56	0.10	86.792	86.992	86.762
111	2009.11.27 15:28	sell	57	0.10	86.822	87.022	86.792
112	2009.11.27 15:31	t/p	57	0.10	86.792	87.022	86.792	3.45	9896.94
113	2009.11.27 16:01	s/l	55	0.10	86.989	86.989	86.759	-22.99	9873.95
114	2009.11.27 16:02	s/l	56	0.10	86.992	86.992	86.762	-22.99	9850.96