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		GrafOpen=5; GrafOpenSize=100; GrafOpenEnable=1; GrafClose=6; GrafCloseSize=100; GrafCloseEnable=1; GrafMon1=6; GrafMon1Size=100; GrafMon1Enable=1; GrafMon2=7; GrafMon2Size=100; GrafMon2Enable=1; SLTimeFream=7; SL=0; TPTimeFream=7; TP=0; Lots=0.1; mn=1; MG=564651;
Bars in test	551	Ticks modelled	541880	Modelling quality	n/a
Mismatched charts errors	113
Initial deposit	10000.00
Total net profit	-75.41	Gross profit	34.91	Gross loss	-110.32
Profit factor	0.32	Expected payoff	-4.44
Absolute drawdown	80.63	Maximal drawdown	80.63 (0.81%)	Relative drawdown	0.81% (80.63)
Total trades	17	Short positions (won %)	8 (25.00%)	Long positions (won %)	9 (22.22%)
		Profit trades (% of total)	4 (23.53%)	Loss trades (% of total)	13 (76.47%)
Largest		profit trade	9.58	loss trade	-9.60
Average		profit trade	8.73	loss trade	-8.49
Maximum		consecutive wins (profit in money)	2 (15.77)	consecutive losses (loss in money)	5 (-47.92)
Maximal		consecutive profit (count of wins)	15.77 (2)	consecutive loss (count of losses)	-47.92 (5)
Average		consecutive wins	1	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.11.04 06:00	sell	1	0.10	90.226	90.288	90.164
2	2009.11.04 06:22	s/l	1	0.10	90.288	90.288	90.164	-6.87	9993.13
3	2009.11.04 06:22	sell	2	0.10	90.268	90.330	90.206
4	2009.11.04 06:36	s/l	2	0.10	90.330	90.330	90.206	-6.86	9986.27
5	2009.11.04 06:36	sell	3	0.10	90.310	90.372	90.248
6	2009.11.04 06:43	s/l	3	0.10	90.372	90.372	90.248	-6.86	9979.41
7	2009.11.04 06:43	sell	4	0.10	90.352	90.414	90.290
8	2009.11.04 07:26	s/l	4	0.10	90.414	90.414	90.290	-6.86	9972.55
9	2009.11.12 01:00	buy	5	0.10	89.935	89.849	90.021
10	2009.11.12 01:33	s/l	5	0.10	89.849	89.849	90.021	-9.58	9962.97
11	2009.11.12 01:33	buy	6	0.10	89.866	89.780	89.952
12	2009.11.12 01:52	t/p	6	0.10	89.952	89.780	89.952	9.56	9972.53
13	2009.11.12 01:52	buy	7	0.10	89.972	89.886	90.058
14	2009.11.12 01:57	s/l	7	0.10	89.886	89.886	90.058	-9.57	9962.96
15	2009.11.12 01:57	buy	8	0.10	89.906	89.820	89.992
16	2009.11.12 02:15	s/l	8	0.10	89.820	89.820	89.992	-9.58	9953.38
17	2009.11.12 08:00	buy	9	0.10	89.890	89.804	89.976
18	2009.11.12 08:08	s/l	9	0.10	89.804	89.804	89.976	-9.58	9943.80
19	2009.11.12 08:08	buy	10	0.10	89.818	89.732	89.904
20	2009.11.12 08:38	s/l	10	0.10	89.732	89.732	89.904	-9.59	9934.21
21	2009.11.12 08:38	buy	11	0.10	89.751	89.665	89.837
22	2009.11.12 08:49	s/l	11	0.10	89.665	89.665	89.837	-9.60	9924.61
23	2009.11.12 08:49	buy	12	0.10	89.682	89.596	89.768
24	2009.11.12 08:56	t/p	12	0.10	89.768	89.596	89.768	9.58	9934.19
25	2009.11.12 08:56	buy	13	0.10	89.788	89.702	89.874
26	2009.11.12 09:36	s/l	13	0.10	89.702	89.702	89.874	-9.59	9924.60
27	2009.11.23 08:00	sell	14	0.10	88.813	88.883	88.743
28	2009.11.23 08:02	t/p	14	0.10	88.743	88.883	88.743	7.88	9932.48
29	2009.11.23 08:02	sell	15	0.10	88.721	88.791	88.651
30	2009.11.23 08:12	t/p	15	0.10	88.651	88.791	88.651	7.89	9940.37
31	2009.11.23 08:12	sell	16	0.10	88.629	88.699	88.559
32	2009.11.23 08:53	s/l	16	0.10	88.699	88.699	88.559	-7.89	9932.48
33	2009.11.23 08:53	sell	17	0.10	88.681	88.751	88.611
34	2009.11.23 09:02	s/l	17	0.10	88.751	88.751	88.611	-7.89	9924.59