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		Delta=140; CurLoDist=70; PrevHiDist=30; SL=60; TP=100;
Bars in test	551	Ticks modelled	541880	Modelling quality	n/a
Mismatched charts errors	113
Initial deposit	10000.00
Total net profit	-310.30	Gross profit	562.01	Gross loss	-872.31
Profit factor	0.64	Expected payoff	-17.24
Absolute drawdown	534.23	Maximal drawdown	655.39 (6.48%)	Relative drawdown	6.48% (655.39)
Total trades	18	Short positions (won %)	11 (27.27%)	Long positions (won %)	7 (28.57%)
		Profit trades (% of total)	5 (27.78%)	Loss trades (% of total)	13 (72.22%)
Largest		profit trade	116.05	loss trade	-68.69
Average		profit trade	112.40	loss trade	-67.10
Maximum		consecutive wins (profit in money)	1 (116.05)	consecutive losses (loss in money)	6 (-403.98)
Maximal		consecutive profit (count of wins)	116.05 (1)	consecutive loss (count of losses)	-403.98 (6)
Average		consecutive wins	1	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.11.03 09:32	sell	1	1.00	89.939	89.999	89.839
2	2009.11.03 09:36	s/l	1	1.00	89.999	89.999	89.839	-66.67	9933.33
3	2009.11.04 07:26	buy	2	1.00	90.407	90.347	90.507
4	2009.11.04 08:21	t/p	2	1.00	90.507	90.347	90.507	110.49	10043.82
5	2009.11.05 01:03	sell	3	1.00	90.577	90.637	90.477
6	2009.11.05 01:43	s/l	3	1.00	90.637	90.637	90.477	-66.20	9977.62
7	2009.11.06 03:22	sell	4	1.00	90.576	90.636	90.476
8	2009.11.06 03:27	s/l	4	1.00	90.636	90.636	90.476	-66.20	9911.42
9	2009.11.09 01:46	buy	5	1.00	89.970	89.910	90.070
10	2009.11.09 01:47	s/l	5	1.00	89.910	89.910	90.070	-66.74	9844.68
11	2009.11.10 11:11	buy	6	1.00	89.925	89.865	90.025
12	2009.11.10 11:32	t/p	6	1.00	90.025	89.865	90.025	111.08	9955.76
13	2009.11.11 06:13	sell	7	1.00	89.283	89.343	89.183
14	2009.11.11 06:15	s/l	7	1.00	89.343	89.343	89.183	-67.15	9888.61
15	2009.11.12 14:02	buy	8	1.00	90.047	89.987	90.147
16	2009.11.12 14:08	s/l	8	1.00	89.987	89.987	90.147	-66.68	9821.93
17	2009.11.13 10:03	sell	9	1.00	90.087	90.147	89.987
18	2009.11.13 10:17	t/p	9	1.00	89.987	90.147	89.987	111.13	9933.06
19	2009.11.16 03:33	buy	10	1.00	89.628	89.568	89.728
20	2009.11.16 05:15	s/l	10	1.00	89.568	89.568	89.728	-66.99	9866.07
21	2009.11.17 09:10	sell	11	1.00	88.790	88.850	88.690
22	2009.11.17 09:13	s/l	11	1.00	88.850	88.850	88.690	-67.53	9798.54
23	2009.11.18 15:02	buy	12	1.00	89.276	89.216	89.376
24	2009.11.18 15:15	s/l	12	1.00	89.216	89.216	89.376	-67.26	9731.28
25	2009.11.19 02:28	sell	13	1.00	89.225	89.285	89.125
26	2009.11.19 02:31	s/l	13	1.00	89.285	89.285	89.125	-67.20	9664.08
27	2009.11.23 11:56	sell	14	1.00	88.807	88.867	88.707
28	2009.11.23 12:21	s/l	14	1.00	88.867	88.867	88.707	-67.52	9596.56
29	2009.11.24 01:03	sell	15	1.00	88.854	88.914	88.754
30	2009.11.24 01:51	s/l	15	1.00	88.914	88.914	88.754	-67.48	9529.08
31	2009.11.25 02:02	sell	16	1.00	88.393	88.453	88.293
32	2009.11.25 02:42	t/p	16	1.00	88.293	88.453	88.293	113.26	9642.34
33	2009.11.26 01:24	buy	17	1.00	87.413	87.353	87.513
34	2009.11.26 01:26	s/l	17	1.00	87.353	87.353	87.513	-68.69	9573.65
35	2009.11.27 00:11	sell	18	1.00	86.271	86.331	86.171
36	2009.11.27 00:13	t/p	18	1.00	86.171	86.331	86.171	116.05	9689.70