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		RISK=30; MAXORDERS=5;
Bars in test	551	Ticks modelled	541880	Modelling quality	n/a
Mismatched charts errors	113
Initial deposit	10000.00
Total net profit	-3510.80	Gross profit	9296.59	Gross loss	-12807.39
Profit factor	0.73	Expected payoff	-42.81
Absolute drawdown	9244.54	Maximal drawdown	12993.34 (94.51%)	Relative drawdown	94.51% (12993.34)
Total trades	82	Short positions (won %)	50 (30.00%)	Long positions (won %)	32 (9.38%)
		Profit trades (% of total)	18 (21.95%)	Loss trades (% of total)	64 (78.05%)
Largest		profit trade	1150.54	loss trade	-955.76
Average		profit trade	516.48	loss trade	-200.12
Maximum		consecutive wins (profit in money)	5 (5649.29)	consecutive losses (loss in money)	17 (-5110.36)
Maximal		consecutive profit (count of wins)	5649.29 (5)	consecutive loss (count of losses)	-5110.36 (17)
Average		consecutive wins	3	consecutive losses	9

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.11.06 03:00	sell	1	3.00	90.646	0.000	0.000
2	2009.11.06 04:00	sell	2	3.00	90.603	0.000	0.000
3	2009.11.06 05:00	sell	3	3.00	90.688	0.000	0.000
4	2009.11.06 06:00	sell	4	3.00	90.690	0.000	0.000
5	2009.11.06 07:00	sell	5	3.00	90.648	0.000	0.000
6	2009.11.06 12:17	close	5	3.00	90.666	0.000	0.000	-59.56	9940.44
7	2009.11.06 12:17	close	4	3.00	90.668	0.000	0.000	72.79	10013.23
8	2009.11.06 12:17	close	3	3.00	90.669	0.000	0.000	62.87	10076.10
9	2009.11.06 12:17	close	2	3.00	90.671	0.000	0.000	-224.99	9851.11
10	2009.11.06 12:17	close	1	3.00	90.672	0.000	0.000	-86.02	9765.09
11	2009.11.06 12:17	buy	6	2.90	90.674	0.000	0.000
12	2009.11.06 12:23	close	6	2.90	90.645	0.000	0.000	-92.78	9672.31
13	2009.11.06 13:00	buy	7	2.90	90.691	0.000	0.000
14	2009.11.06 14:00	buy	8	2.90	90.693	0.000	0.000
15	2009.11.06 14:07	close	8	2.90	90.647	0.000	0.000	-147.16	9525.15
16	2009.11.06 14:08	close	7	2.90	90.646	0.000	0.000	-143.97	9381.18
17	2009.11.06 15:00	sell	9	2.80	90.120	0.000	0.000
18	2009.11.06 16:00	sell	10	2.80	90.038	0.000	0.000
19	2009.11.06 17:00	sell	11	2.80	89.841	0.000	0.000
20	2009.11.06 18:00	sell	12	2.80	89.857	0.000	0.000
21	2009.11.06 19:00	sell	13	2.80	89.818	0.000	0.000
22	2009.11.09 02:11	close	13	2.80	89.972	0.000	0.000	-481.42	8899.76
23	2009.11.09 02:11	sell	14	2.70	89.951	0.000	0.000
24	2009.11.09 02:11	close	14	2.70	89.972	0.000	0.000	-63.02	8836.74
25	2009.11.09 02:11	close	12	2.80	89.972	0.000	0.000	-360.05	8476.70
26	2009.11.09 02:12	close	11	2.80	89.972	0.000	0.000	-409.84	8066.86
27	2009.11.09 02:12	close	10	2.80	89.973	0.000	0.000	200.12	8266.99
28	2009.11.09 02:12	close	9	2.80	89.974	0.000	0.000	452.19	8719.18
29	2009.11.09 03:00	sell	15	2.60	90.016	0.000	0.000
30	2009.11.09 03:02	close	15	2.60	90.059	0.000	0.000	-124.14	8595.04
31	2009.11.09 04:00	buy	16	2.60	90.212	0.000	0.000
32	2009.11.09 04:22	close	16	2.60	90.162	0.000	0.000	-144.18	8450.86
33	2009.11.09 05:00	buy	17	2.50	90.194	0.000	0.000
34	2009.11.09 05:01	close	17	2.50	90.164	0.000	0.000	-83.18	8367.68
35	2009.11.09 06:00	sell	18	2.50	90.102	0.000	0.000
36	2009.11.09 06:00	close	18	2.50	90.144	0.000	0.000	-116.48	8251.20
37	2009.11.09 07:00	buy	19	2.50	90.143	0.000	0.000
38	2009.11.09 07:08	close	19	2.50	90.029	0.000	0.000	-316.56	7934.64
39	2009.11.09 08:00	sell	20	2.40	90.063	0.000	0.000
40	2009.11.09 08:06	close	20	2.40	90.125	0.000	0.000	-165.10	7769.54
41	2009.11.09 09:00	buy	21	2.30	90.125	0.000	0.000
42	2009.11.09 10:00	buy	22	2.30	90.134	0.000	0.000
43	2009.11.09 11:00	buy	23	2.30	90.034	0.000	0.000
44	2009.11.09 12:00	buy	24	2.30	89.897	0.000	0.000
45	2009.11.09 13:00	buy	25	2.30	89.899	0.000	0.000
46	2009.11.09 15:15	close	25	2.30	89.766	0.000	0.000	-340.77	7428.77
47	2009.11.09 15:15	close	24	2.30	89.764	0.000	0.000	-340.78	7087.99
48	2009.11.09 15:15	close	23	2.30	89.763	0.000	0.000	-694.38	6393.61
49	2009.11.09 15:15	close	22	2.30	89.761	0.000	0.000	-955.76	5437.85
50	2009.11.09 15:15	close	21	2.30	89.760	0.000	0.000	-935.27	4502.58
51	2009.11.09 15:15	sell	26	1.40	89.761	0.000	0.000
52	2009.11.09 15:16	close	26	1.40	89.787	0.000	0.000	-40.54	4462.04
53	2009.11.09 16:00	buy	27	1.30	89.865	0.000	0.000
54	2009.11.09 16:03	close	27	1.30	89.823	0.000	0.000	-60.79	4401.25
55	2009.11.09 17:00	sell	28	1.30	89.829	0.000	0.000
56	2009.11.09 18:00	sell	29	1.30	89.923	0.000	0.000
57	2009.11.09 19:00	sell	30	1.30	89.999	0.000	0.000
58	2009.11.09 20:00	sell	31	1.30	89.953	0.000	0.000
59	2009.11.09 20:17	close	31	1.30	90.061	0.000	0.000	-155.89	4245.36
60	2009.11.09 20:17	close	30	1.30	90.063	0.000	0.000	-92.38	4152.98
61	2009.11.09 20:17	close	29	1.30	90.064	0.000	0.000	-203.52	3949.46
62	2009.11.09 20:17	close	28	1.30	90.065	0.000	0.000	-340.64	3608.82
63	2009.11.09 21:00	sell	32	1.10	89.976	0.000	0.000
64	2009.11.09 22:00	sell	33	1.10	89.997	0.000	0.000
65	2009.11.09 23:00	sell	34	1.10	89.908	0.000	0.000
66	2009.11.10 00:00	sell	35	1.10	89.964	0.000	0.000
67	2009.11.10 01:00	sell	36	1.10	89.852	0.000	0.000
68	2009.11.11 03:00	close	36	1.10	89.545	0.000	0.000	376.28	3985.10
69	2009.11.11 03:00	close	35	1.10	89.546	0.000	0.000	512.63	4497.74
70	2009.11.11 03:00	close	34	1.10	89.548	0.000	0.000	440.53	4938.26
71	2009.11.11 03:00	close	33	1.10	89.549	0.000	0.000	548.62	5486.88
72	2009.11.11 03:00	close	32	1.10	89.551	0.000	0.000	520.36	6007.23
73	2009.11.11 03:00	buy	37	1.80	89.552	0.000	0.000
74	2009.11.11 04:00	buy	38	1.80	89.617	0.000	0.000
75	2009.11.11 05:00	buy	39	1.80	89.557	0.000	0.000
76	2009.11.11 05:17	close	39	1.80	89.351	0.000	0.000	-414.99	5592.24
77	2009.11.11 05:17	close	38	1.80	89.350	0.000	0.000	-537.88	5054.36
78	2009.11.11 05:17	close	37	1.80	89.349	0.000	0.000	-408.96	4645.40
79	2009.11.11 06:00	sell	40	1.40	89.382	0.000	0.000
80	2009.11.11 06:32	close	40	1.40	89.437	0.000	0.000	-86.09	4559.31
81	2009.11.11 07:00	buy	41	1.40	89.598	0.000	0.000
82	2009.11.11 08:00	close	41	1.40	89.803	0.000	0.000	319.59	4878.90
83	2009.11.11 08:00	sell	42	1.50	89.802	0.000	0.000
84	2009.11.11 08:13	close	42	1.50	89.909	0.000	0.000	-178.51	4700.39
85	2009.11.11 09:00	buy	43	1.40	90.028	0.000	0.000
86	2009.11.11 10:00	buy	44	1.40	89.864	0.000	0.000
87	2009.11.11 10:03	close	44	1.40	89.822	0.000	0.000	-65.46	4634.93
88	2009.11.11 10:03	close	43	1.40	89.823	0.000	0.000	-319.52	4315.41
89	2009.11.11 11:00	sell	45	1.30	89.920	0.000	0.000
90	2009.11.11 11:28	close	45	1.30	89.987	0.000	0.000	-96.79	4218.62
91	2009.11.11 12:00	sell	46	1.30	89.877	0.000	0.000
92	2009.11.11 12:13	close	46	1.30	89.973	0.000	0.000	-138.71	4079.91
93	2009.11.11 13:00	buy	47	1.20	89.983	0.000	0.000
94	2009.11.11 13:18	close	47	1.20	89.900	0.000	0.000	-110.79	3969.12
95	2009.11.11 14:00	sell	48	1.20	89.873	0.000	0.000
96	2009.11.11 15:00	sell	49	1.20	89.819	0.000	0.000
97	2009.11.11 16:00	sell	50	1.20	89.892	0.000	0.000
98	2009.11.11 17:00	sell	51	1.20	89.825	0.000	0.000
99	2009.11.11 18:00	sell	52	1.20	89.904	0.000	0.000
100	2009.11.11 19:00	close	52	1.20	89.903	0.000	0.000	1.33	3970.45
101	2009.11.11 19:00	close	51	1.20	89.904	0.000	0.000	-105.45	3865.00
102	2009.11.11 19:00	close	50	1.20	89.903	0.000	0.000	-14.68	3850.32
103	2009.11.11 19:00	close	49	1.20	89.904	0.000	0.000	-113.45	3736.87
104	2009.11.11 19:00	close	48	1.20	89.903	0.000	0.000	-40.04	3696.83
105	2009.11.11 19:00	buy	53	1.10	89.904	0.000	0.000
106	2009.11.11 19:08	close	53	1.10	89.837	0.000	0.000	-82.04	3614.79
107	2009.11.11 20:00	sell	54	1.10	89.845	0.000	0.000
108	2009.11.11 21:00	sell	55	1.10	89.815	0.000	0.000
109	2009.11.11 22:00	sell	56	1.10	89.805	0.000	0.000
110	2009.11.11 23:00	sell	57	1.10	89.880	0.000	0.000
111	2009.11.12 00:00	sell	58	1.10	89.869	0.000	0.000
112	2009.11.12 14:28	close	58	1.10	90.156	0.000	0.000	-350.17	3264.62
113	2009.11.12 14:28	close	57	1.10	90.159	0.000	0.000	-342.94	2921.68
114	2009.11.12 14:28	close	56	1.10	90.161	0.000	0.000	-436.87	2484.81
115	2009.11.12 14:28	close	55	1.10	90.163	0.000	0.000	-427.10	2057.71
116	2009.11.12 14:28	close	54	1.10	90.166	0.000	0.000	-394.15	1663.56
117	2009.11.12 14:28	buy	59	0.50	90.168	0.000	0.000
118	2009.11.12 14:29	close	59	0.50	90.133	0.000	0.000	-19.42	1644.14
119	2009.11.12 15:00	buy	60	0.50	90.165	0.000	0.000
120	2009.11.12 16:00	buy	61	0.50	90.315	0.000	0.000
121	2009.11.12 17:00	buy	62	0.50	90.500	0.000	0.000
122	2009.11.12 18:00	buy	63	0.50	90.438	0.000	0.000
123	2009.11.12 19:00	buy	64	0.50	90.442	0.000	0.000
124	2009.11.12 22:17	close	64	0.50	90.366	0.000	0.000	-42.05	1602.09
125	2009.11.12 22:17	close	63	0.50	90.364	0.000	0.000	-40.95	1561.14
126	2009.11.12 22:17	close	62	0.50	90.365	0.000	0.000	-74.70	1486.44
127	2009.11.12 22:18	close	61	0.50	90.366	0.000	0.000	28.22	1514.66
128	2009.11.12 22:18	close	60	0.50	90.367	0.000	0.000	111.77	1626.43
129	2009.11.12 22:18	sell	65	0.50	90.366	0.000	0.000
130	2009.11.12 22:19	close	65	0.50	90.388	0.000	0.000	-12.17	1614.26
131	2009.11.12 23:00	buy	66	0.50	90.374	0.000	0.000
132	2009.11.13 00:00	buy	67	0.50	90.399	0.000	0.000
133	2009.11.13 01:00	buy	68	0.50	90.302	0.000	0.000
134	2009.11.13 01:16	close	68	0.50	90.234	0.000	0.000	-37.68	1576.58
135	2009.11.13 01:16	close	67	0.50	90.232	0.000	0.000	-92.54	1484.04
136	2009.11.13 01:16	close	66	0.50	90.233	0.000	0.000	-77.96	1406.07
137	2009.11.13 02:00	buy	69	0.40	90.289	0.000	0.000
138	2009.11.13 02:19	close	69	0.40	90.261	0.000	0.000	-12.41	1393.66
139	2009.11.13 03:00	sell	70	0.40	90.241	0.000	0.000
140	2009.11.13 04:00	sell	71	0.40	90.209	0.000	0.000
141	2009.11.13 05:00	sell	72	0.40	90.195	0.000	0.000
142	2009.11.13 06:00	sell	73	0.40	90.206	0.000	0.000
143	2009.11.13 07:00	sell	74	0.40	90.220	0.000	0.000
144	2009.11.13 07:48	close	74	0.40	90.384	0.000	0.000	-72.58	1321.08
145	2009.11.13 07:48	close	73	0.40	90.387	0.000	0.000	-80.10	1240.98
146	2009.11.13 07:48	close	72	0.40	90.391	0.000	0.000	-86.73	1154.25
147	2009.11.13 07:48	close	71	0.40	90.395	0.000	0.000	-82.31	1071.94
148	2009.11.13 07:48	close	70	0.40	90.393	0.000	0.000	-67.26	1004.68
149	2009.11.13 08:00	buy	75	0.30	90.391	0.000	0.000
150	2009.11.13 09:00	buy	76	0.30	90.321	0.000	0.000
151	2009.11.13 09:18	close	76	0.30	90.122	0.000	0.000	-66.24	938.44
152	2009.11.13 09:18	close	75	0.30	90.120	0.000	0.000	-90.21	848.23
153	2009.11.13 10:00	sell	77	0.30	90.156	0.000	0.000
154	2009.11.13 10:01	close	77	0.30	90.181	0.000	0.000	-8.32	839.91
155	2009.11.13 11:00	sell	78	0.30	89.782	0.000	0.000
156	2009.11.13 12:00	sell	79	0.30	89.808	0.000	0.000
157	2009.11.13 13:00	sell	80	0.30	89.773	0.000	0.000
158	2009.11.13 14:00	sell	81	0.30	89.800	0.000	0.000
159	2009.11.13 15:00	sell	82	0.30	89.579	0.000	0.000
160	2009.11.27 22:59	close at stop	82	0.30	86.482	0.000	0.000	1071.10	1911.01
161	2009.11.27 22:59	close at stop	81	0.30	86.482	0.000	0.000	1147.76	3058.77
162	2009.11.27 22:59	close at stop	80	0.30	86.482	0.000	0.000	1138.39	4197.15
163	2009.11.27 22:59	close at stop	79	0.30	86.482	0.000	0.000	1150.54	5347.69
164	2009.11.27 22:59	close at stop	78	0.30	86.482	0.000	0.000	1141.52	6489.20