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		starttime=14; stoptime=16; maxpoint=50; TP=50; mn=1; Lots=0.1; orderlimit=20;
Bars in test	551	Ticks modelled	541880	Modelling quality	n/a
Mismatched charts errors	113
Initial deposit	10000.00
Total net profit	-30.09	Gross profit	11.17	Gross loss	-41.26
Profit factor	0.27	Expected payoff	-2.51
Absolute drawdown	30.86	Maximal drawdown	30.86 (0.31%)	Relative drawdown	0.31% (30.86)
Total trades	12	Short positions (won %)	9 (22.22%)	Long positions (won %)	3 (0.00%)
		Profit trades (% of total)	2 (16.67%)	Loss trades (% of total)	10 (83.33%)
Largest		profit trade	5.63	loss trade	-5.62
Average		profit trade	5.59	loss trade	-4.13
Maximum		consecutive wins (profit in money)	1 (5.63)	consecutive losses (loss in money)	5 (-21.50)
Maximal		consecutive profit (count of wins)	5.63 (1)	consecutive loss (count of losses)	-21.50 (5)
Average		consecutive wins	1	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.11.06 00:11	sell stop	1	0.10	90.722	90.752	90.672
2	2009.11.06 01:03	sell	1	0.10	90.722	90.752	90.672
3	2009.11.06 01:04	s/l	1	0.10	90.752	90.752	90.672	-3.31	9996.69
4	2009.11.10 00:15	buy stop	2	0.10	89.971	89.921	90.021
5	2009.11.10 00:26	buy	2	0.10	89.971	89.921	90.021
6	2009.11.10 00:31	s/l	2	0.10	89.921	89.921	90.021	-5.56	9991.13
7	2009.11.12 00:08	sell stop	3	0.10	89.869	89.902	89.819
8	2009.11.12 00:40	sell	3	0.10	89.869	89.902	89.819
9	2009.11.12 00:42	s/l	3	0.10	89.902	89.902	89.819	-3.67	9987.46
10	2009.11.13 00:19	sell stop	4	0.10	90.370	90.400	90.320
11	2009.11.13 00:30	sell	4	0.10	90.370	90.400	90.320
12	2009.11.13 00:42	t/p	4	0.10	90.320	90.400	90.320	5.54	9993.00
13	2009.11.16 00:03	sell stop	5	0.10	89.540	89.572	89.490
14	2009.11.16 00:07	sell	5	0.10	89.540	89.572	89.490
15	2009.11.16 00:12	s/l	5	0.10	89.572	89.572	89.490	-3.57	9989.43
16	2009.11.17 00:07	buy stop	6	0.10	89.130	89.080	89.180
17	2009.11.17 01:46	buy	6	0.10	89.130	89.080	89.180
18	2009.11.17 02:02	s/l	6	0.10	89.080	89.080	89.180	-5.62	9983.81
19	2009.11.18 00:15	buy stop	7	0.10	89.340	89.290	89.390
20	2009.11.18 01:13	buy	7	0.10	89.340	89.290	89.390
21	2009.11.18 01:14	s/l	7	0.10	89.290	89.290	89.390	-5.60	9978.21
22	2009.11.19 00:12	sell stop	8	0.10	89.295	89.325	89.245
23	2009.11.19 00:20	sell	8	0.10	89.295	89.325	89.245
24	2009.11.19 00:20	s/l	8	0.10	89.325	89.325	89.245	-3.35	9974.86
25	2009.11.19 00:22	sell stop	9	0.10	89.295	89.325	89.245
26	2009.11.19 01:48	sell	9	0.10	89.295	89.325	89.245
27	2009.11.19 01:50	s/l	9	0.10	89.325	89.325	89.245	-3.36	9971.50
28	2009.11.20 00:08	sell stop	10	0.10	88.915	88.948	88.865
29	2009.11.20 00:15	sell	10	0.10	88.915	88.948	88.865
30	2009.11.20 00:32	t/p	10	0.10	88.865	88.948	88.865	5.63	9977.13
31	2009.11.23 00:05	sell stop	11	0.10	88.806	88.838	88.756
32	2009.11.23 07:03	sell	11	0.10	88.806	88.838	88.756
33	2009.11.23 07:05	s/l	11	0.10	88.838	88.838	88.756	-3.60	9973.53
34	2009.11.24 00:33	buy stop	12	0.10	89.048	88.998	89.098
35	2009.11.25 00:00	delete	12	0.10	89.048	88.998	89.098
36	2009.11.25 00:07	sell stop	13	0.10	88.488	88.520	88.438
37	2009.11.25 01:36	sell	13	0.10	88.488	88.520	88.438
38	2009.11.25 01:43	s/l	13	0.10	88.520	88.520	88.438	-3.62	9969.91