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; MA_timeframe=30; MAtype=0; Percent=0.1; TradeOnFriday=1; slip=100; Lots=0.01; TakeProfit=30; Stoploss=500; Fast_Period=23; Fast_Price=0; Slow_Period=84; Slow_Price=0; DivergenceLimit=7; PipStep=30; IncreasementType=0; PipsLoss=500; MAXTrades=3; GMT=2; DST=0; OpeningHour=0; ClosingHour=23; writelog=0;
Bars in test	551	Ticks modelled	541880	Modelling quality	n/a
Mismatched charts errors	113
Initial deposit	10000.00
Total net profit	-26.53	Gross profit	7.12	Gross loss	-33.65
Profit factor	0.21	Expected payoff	-0.98
Absolute drawdown	38.10	Maximal drawdown	39.70 (0.40%)	Relative drawdown	0.40% (39.70)
Total trades	27	Short positions (won %)	13 (92.31%)	Long positions (won %)	14 (64.29%)
		Profit trades (% of total)	21 (77.78%)	Loss trades (% of total)	6 (22.22%)
Largest		profit trade	0.35	loss trade	-5.78
Average		profit trade	0.34	loss trade	-5.61
Maximum		consecutive wins (profit in money)	7 (2.45)	consecutive losses (loss in money)	3 (-16.68)
Maximal		consecutive profit (count of wins)	2.45 (7)	consecutive loss (count of losses)	-16.68 (3)
Average		consecutive wins	5	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.11.03 11:50	sell	1	0.01	90.181	90.681	90.151
2	2009.11.03 11:53	t/p	1	0.01	90.151	90.681	90.151	0.33	10000.33
3	2009.11.05 07:57	buy	2	0.01	90.338	89.838	90.368
4	2009.11.05 08:00	buy	3	0.01	90.308	89.808	90.338
5	2009.11.05 08:02	t/p	3	0.01	90.338	89.808	90.338	0.33	10000.66
6	2009.11.05 08:08	t/p	2	0.01	90.368	89.838	90.368	0.33	10000.99
7	2009.11.06 14:28	buy	4	0.01	90.477	89.977	90.507
8	2009.11.06 14:28	buy	5	0.01	90.446	89.946	90.476
9	2009.11.06 14:28	buy	6	0.01	90.415	89.915	90.445
10	2009.11.06 14:30	t/p	6	0.01	90.445	89.915	90.445	0.33	10001.32
11	2009.11.06 14:31	buy	7	0.01	90.416	89.916	90.446
12	2009.11.06 14:58	s/l	4	0.01	89.977	89.977	90.507	-5.56	9995.76
13	2009.11.06 15:17	s/l	5	0.01	89.946	89.946	90.476	-5.56	9990.20
14	2009.11.06 15:17	s/l	7	0.01	89.916	89.916	90.446	-5.56	9984.64
15	2009.11.06 18:00	buy	8	0.01	89.877	89.377	89.907
16	2009.11.06 18:08	t/p	8	0.01	89.907	89.377	89.907	0.33	9984.97
17	2009.11.06 18:08	buy	9	0.01	89.928	89.428	89.958
18	2009.11.06 18:13	buy	10	0.01	89.898	89.398	89.928
19	2009.11.06 18:18	buy	11	0.01	89.868	89.368	89.898
20	2009.11.06 20:42	t/p	11	0.01	89.898	89.368	89.898	0.33	9985.30
21	2009.11.06 20:52	t/p	10	0.01	89.928	89.398	89.928	0.33	9985.63
22	2009.11.06 20:58	t/p	9	0.01	89.958	89.428	89.958	0.33	9985.96
23	2009.11.13 14:27	buy	12	0.01	89.774	89.274	89.804
24	2009.11.13 14:30	buy	13	0.01	89.731	89.231	89.761
25	2009.11.13 14:30	buy	14	0.01	89.699	89.199	89.729
26	2009.11.13 15:03	t/p	14	0.01	89.729	89.199	89.729	0.34	9986.30
27	2009.11.13 16:13	buy	15	0.01	89.658	89.158	89.688
28	2009.11.13 17:03	t/p	15	0.01	89.688	89.158	89.688	0.33	9986.63
29	2009.11.16 16:56	s/l	12	0.01	89.274	89.274	89.804	-5.60	9981.03
30	2009.11.16 19:06	s/l	13	0.01	89.231	89.231	89.761	-5.60	9975.44
31	2009.11.17 23:27	sell	16	0.01	89.361	89.861	89.331
32	2009.11.17 23:33	t/p	16	0.01	89.331	89.861	89.331	0.34	9975.78
33	2009.11.23 09:28	sell	17	0.01	88.905	89.405	88.875
34	2009.11.23 09:31	sell	18	0.01	88.935	89.435	88.905
35	2009.11.23 09:47	t/p	18	0.01	88.905	89.435	88.905	0.34	9976.12
36	2009.11.23 09:52	sell	19	0.01	88.935	89.435	88.905
37	2009.11.23 10:26	t/p	19	0.01	88.905	89.435	88.905	0.34	9976.46
38	2009.11.23 10:30	t/p	17	0.01	88.875	89.405	88.875	0.34	9976.80
39	2009.11.27 05:00	sell	20	0.01	86.040	86.540	86.010
40	2009.11.27 05:49	s/l	20	0.01	86.540	86.540	86.010	-5.78	9971.02
41	2009.11.27 08:39	sell	21	0.01	86.159	86.659	86.129
42	2009.11.27 08:48	t/p	21	0.01	86.129	86.659	86.129	0.35	9971.37
43	2009.11.27 14:02	sell	22	0.01	86.531	87.031	86.501
44	2009.11.27 14:03	sell	23	0.01	86.562	87.062	86.532
45	2009.11.27 14:03	sell	24	0.01	86.594	87.094	86.564
46	2009.11.27 14:04	t/p	24	0.01	86.564	87.094	86.564	0.35	9971.72
47	2009.11.27 14:04	sell	25	0.01	86.593	87.093	86.563
48	2009.11.27 14:34	t/p	25	0.01	86.563	87.093	86.563	0.35	9972.07
49	2009.11.27 14:39	sell	26	0.01	86.593	87.093	86.563
50	2009.11.27 14:46	t/p	26	0.01	86.563	87.093	86.563	0.35	9972.42
51	2009.11.27 14:50	t/p	23	0.01	86.532	87.062	86.532	0.35	9972.77
52	2009.11.27 14:56	sell	27	0.01	86.573	87.073	86.543
53	2009.11.27 22:14	t/p	27	0.01	86.543	87.073	86.543	0.35	9973.12
54	2009.11.27 22:17	t/p	22	0.01	86.501	87.031	86.501	0.35	9973.47