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		Lots=0.2; RiskManagement=true; RiskPercent=20; StopLose=0; TakeProfit=12; TrailingStop=0; WPRSell=10; WPRBuy=90; S=80; B=40;
Bars in test	551	Ticks modelled	541880	Modelling quality	n/a
Mismatched charts errors	113
Initial deposit	10000.00
Total net profit	-4176.49	Gross profit	307.74	Gross loss	-4484.22
Profit factor	0.07	Expected payoff	-189.84
Absolute drawdown	6500.19	Maximal drawdown	6807.92 (66.05%)	Relative drawdown	66.05% (6807.92)
Total trades	22	Short positions (won %)	13 (100.00%)	Long positions (won %)	9 (88.89%)
		Profit trades (% of total)	21 (95.45%)	Loss trades (% of total)	1 (4.55%)
Largest		profit trade	15.23	loss trade	-4484.22
Average		profit trade	14.65	loss trade	-4484.22
Maximum		consecutive wins (profit in money)	21 (307.74)	consecutive losses (loss in money)	1 (-4484.22)
Maximal		consecutive profit (count of wins)	307.74 (21)	consecutive loss (count of losses)	-4484.22 (1)
Average		consecutive wins	21	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.11.03 16:00	sell	1	1.10	90.433	0.000	90.421
2	2009.11.03 16:12	t/p	1	1.10	90.421	0.000	90.421	14.60	10014.60
3	2009.11.03 16:12	sell	2	1.10	90.401	0.000	90.389
4	2009.11.03 16:12	t/p	2	1.10	90.389	0.000	90.389	14.60	10029.20
5	2009.11.03 16:12	sell	3	1.10	90.369	0.000	90.357
6	2009.11.03 16:13	t/p	3	1.10	90.357	0.000	90.357	14.61	10043.81
7	2009.11.03 16:13	sell	4	1.11	90.337	0.000	90.325
8	2009.11.03 17:02	t/p	4	1.11	90.325	0.000	90.325	14.75	10058.56
9	2009.11.04 09:00	sell	5	1.11	90.560	0.000	90.548
10	2009.11.05 01:10	t/p	5	1.11	90.548	0.000	90.548	12.15	10070.71
11	2009.11.05 06:00	buy	6	1.11	90.360	0.000	90.372
12	2009.11.05 06:07	t/p	6	1.11	90.372	0.000	90.372	14.74	10085.45
13	2009.11.05 06:07	buy	7	1.11	90.392	0.000	90.404
14	2009.11.05 06:08	t/p	7	1.11	90.404	0.000	90.404	14.73	10100.18
15	2009.11.05 06:08	buy	8	1.11	90.424	0.000	90.436
16	2009.11.05 06:19	t/p	8	1.11	90.436	0.000	90.436	14.73	10114.91
17	2009.11.05 06:19	buy	9	1.11	90.456	0.000	90.468
18	2009.11.05 06:40	t/p	9	1.11	90.468	0.000	90.468	14.72	10129.63
19	2009.11.05 06:40	buy	10	1.11	90.489	0.000	90.501
20	2009.11.05 06:41	t/p	10	1.11	90.501	0.000	90.501	14.72	10144.35
21	2009.11.05 06:41	buy	11	1.12	90.521	0.000	90.533
22	2009.11.05 14:37	t/p	11	1.12	90.533	0.000	90.533	14.84	10159.19
23	2009.11.05 21:00	sell	12	1.11	90.773	0.000	90.761
24	2009.11.05 21:06	t/p	12	1.11	90.761	0.000	90.761	14.68	10173.87
25	2009.11.05 21:06	sell	13	1.12	90.741	0.000	90.729
26	2009.11.05 22:26	t/p	13	1.12	90.729	0.000	90.729	14.81	10188.68
27	2009.11.05 22:26	sell	14	1.12	90.709	0.000	90.697
28	2009.11.06 01:23	t/p	14	1.12	90.697	0.000	90.697	13.96	10202.63
29	2009.11.11 13:00	sell	15	1.13	89.963	0.000	89.951
30	2009.11.11 13:15	t/p	15	1.13	89.951	0.000	89.951	15.07	10217.70
31	2009.11.11 13:15	sell	16	1.13	89.931	0.000	89.919
32	2009.11.11 13:18	t/p	16	1.13	89.919	0.000	89.919	15.08	10232.78
33	2009.11.11 13:18	sell	17	1.13	89.898	0.000	89.886
34	2009.11.11 14:00	t/p	17	1.13	89.886	0.000	89.886	15.09	10247.87
35	2009.11.12 14:00	sell	18	1.13	89.978	0.000	89.966
36	2009.11.12 14:19	t/p	18	1.13	89.966	0.000	89.966	15.07	10262.94
37	2009.11.12 14:19	sell	19	1.14	89.946	0.000	89.934
38	2009.11.13 10:21	t/p	19	1.14	89.934	0.000	89.934	14.33	10277.28
39	2009.11.13 11:00	buy	20	1.14	89.802	0.000	89.814
40	2009.11.13 11:24	t/p	20	1.14	89.814	0.000	89.814	15.23	10292.51
41	2009.11.13 11:24	buy	21	1.14	89.835	0.000	89.847
42	2009.11.13 11:47	t/p	21	1.14	89.847	0.000	89.847	15.23	10307.74
43	2009.11.13 11:47	buy	22	1.14	89.867	0.000	89.879
44	2009.11.27 22:59	close at stop	22	1.14	86.462	0.000	89.879	-4484.22	5823.51