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		StartHour=0; TimeZone=1; OrderExpirationDays=2; TakeProfit=14; StopLoss=0; Lots=0.1;
Bars in test	551	Ticks modelled	541880	Modelling quality	n/a
Mismatched charts errors	113
Initial deposit	10000.00
Total net profit	-433.85	Gross profit	83.80	Gross loss	-517.64
Profit factor	0.16	Expected payoff	-11.73
Absolute drawdown	567.12	Maximal drawdown	573.30 (5.73%)	Relative drawdown	5.73% (573.30)
Total trades	37	Short positions (won %)	18 (100.00%)	Long positions (won %)	19 (89.47%)
		Profit trades (% of total)	35 (94.59%)	Loss trades (% of total)	2 (5.41%)
Largest		profit trade	16.44	loss trade	-406.78
Average		profit trade	2.39	loss trade	-258.82
Maximum		consecutive wins (profit in money)	27 (56.35)	consecutive losses (loss in money)	1 (-406.78)
Maximal		consecutive profit (count of wins)	56.35 (27)	consecutive loss (count of losses)	-406.78 (1)
Average		consecutive wins	12	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.11.04 01:00	buy	1	0.10	90.445	0.000	90.459
2	2009.11.04 01:00	sell	2	0.10	90.424	0.000	90.410
3	2009.11.04 01:03	t/p	2	0.10	90.410	0.000	90.410	1.55	10001.55
4	2009.11.04 07:48	t/p	1	0.10	90.459	0.000	90.459	1.55	10003.10
5	2009.11.05 01:00	buy	3	0.10	90.708	0.000	90.722
6	2009.11.05 01:00	sell	4	0.10	90.687	0.000	90.673
7	2009.11.05 01:01	t/p	4	0.10	90.673	0.000	90.673	1.54	10004.64
8	2009.11.05 20:52	t/p	3	0.10	90.722	0.000	90.722	1.54	10006.18
9	2009.11.06 01:00	buy	5	0.10	90.810	0.000	90.824
10	2009.11.06 01:00	sell	6	0.10	90.791	0.000	90.777
11	2009.11.06 01:02	t/p	6	0.10	90.777	0.000	90.777	1.54	10007.72
12	2009.11.09 00:00	close	5	0.10	89.814	0.000	90.824	-110.87	9896.85
13	2009.11.09 00:00	buy	7	1.00	89.834	0.000	89.848
14	2009.11.09 00:38	t/p	7	1.00	89.848	0.000	89.848	15.58	9912.43
15	2009.11.09 01:00	buy	8	0.10	89.895	0.000	89.909
16	2009.11.09 01:00	sell	9	0.10	89.874	0.000	89.860
17	2009.11.09 01:07	t/p	9	0.10	89.860	0.000	89.860	1.56	9913.99
18	2009.11.09 01:42	t/p	8	0.10	89.909	0.000	89.909	1.56	9915.55
19	2009.11.10 01:00	buy	10	0.10	89.872	0.000	89.886
20	2009.11.10 01:00	sell	11	0.10	89.853	0.000	89.839
21	2009.11.10 01:02	t/p	10	0.10	89.886	0.000	89.886	1.56	9917.11
22	2009.11.10 06:37	t/p	11	0.10	89.839	0.000	89.839	1.56	9918.67
23	2009.11.11 01:00	buy	12	0.10	89.706	0.000	89.720
24	2009.11.11 01:00	sell	13	0.10	89.685	0.000	89.671
25	2009.11.11 01:01	t/p	13	0.10	89.671	0.000	89.671	1.56	9920.23
26	2009.11.11 07:02	t/p	12	0.10	89.720	0.000	89.720	1.56	9921.79
27	2009.11.12 01:00	buy	14	0.10	89.935	0.000	89.949
28	2009.11.12 01:00	sell	15	0.10	89.914	0.000	89.900
29	2009.11.12 01:03	t/p	15	0.10	89.900	0.000	89.900	1.56	9923.35
30	2009.11.12 01:52	t/p	14	0.10	89.949	0.000	89.949	1.56	9924.91
31	2009.11.13 01:00	buy	16	0.10	90.302	0.000	90.316
32	2009.11.13 01:00	sell	17	0.10	90.281	0.000	90.267
33	2009.11.13 01:03	t/p	17	0.10	90.267	0.000	90.267	1.55	9926.46
34	2009.11.13 01:47	t/p	16	0.10	90.316	0.000	90.316	1.55	9928.01
35	2009.11.16 01:00	buy	18	0.10	89.649	0.000	89.663
36	2009.11.16 01:00	sell	19	0.10	89.626	0.000	89.612
37	2009.11.16 01:01	t/p	19	0.10	89.612	0.000	89.612	1.56	9929.57
38	2009.11.16 03:55	t/p	18	0.10	89.663	0.000	89.663	1.56	9931.13
39	2009.11.17 01:00	buy	20	0.10	89.030	0.000	89.044
40	2009.11.17 01:00	sell	21	0.10	89.011	0.000	88.997
41	2009.11.17 01:02	t/p	20	0.10	89.044	0.000	89.044	1.57	9932.70
42	2009.11.17 01:17	t/p	21	0.10	88.997	0.000	88.997	1.58	9934.28
43	2009.11.18 01:00	buy	22	0.10	89.260	0.000	89.274
44	2009.11.18 01:00	sell	23	0.10	89.239	0.000	89.225
45	2009.11.18 01:03	t/p	22	0.10	89.274	0.000	89.274	1.57	9935.85
46	2009.11.18 05:02	t/p	23	0.10	89.225	0.000	89.225	1.57	9937.42
47	2009.11.19 01:00	buy	24	0.10	89.405	0.000	89.419
48	2009.11.19 01:00	sell	25	0.10	89.384	0.000	89.370
49	2009.11.19 01:04	t/p	24	0.10	89.419	0.000	89.419	1.57	9938.99
50	2009.11.19 01:12	t/p	25	0.10	89.370	0.000	89.370	1.57	9940.56
51	2009.11.20 01:00	buy	26	0.10	88.930	0.000	88.944
52	2009.11.20 01:00	sell	27	0.10	88.911	0.000	88.897
53	2009.11.20 01:02	t/p	27	0.10	88.897	0.000	88.897	1.58	9942.14
54	2009.11.20 01:18	t/p	26	0.10	88.944	0.000	88.944	1.57	9943.71
55	2009.11.23 01:00	buy	28	0.10	88.888	0.000	88.902
56	2009.11.23 01:00	sell	29	0.10	88.869	0.000	88.855
57	2009.11.23 01:02	t/p	28	0.10	88.902	0.000	88.902	1.58	9945.29
58	2009.11.23 06:16	t/p	29	0.10	88.855	0.000	88.855	1.58	9946.87
59	2009.11.24 01:00	buy	30	0.10	88.931	0.000	88.945
60	2009.11.24 01:00	sell	31	0.10	88.912	0.000	88.898
61	2009.11.24 01:03	t/p	31	0.10	88.898	0.000	88.898	1.57	9948.44
62	2009.11.24 03:41	t/p	30	0.10	88.945	0.000	88.945	1.57	9950.01
63	2009.11.25 01:00	buy	32	0.10	88.618	0.000	88.632
64	2009.11.25 01:00	sell	33	0.10	88.601	0.000	88.587
65	2009.11.25 01:09	t/p	33	0.10	88.587	0.000	88.587	1.58	9951.59
66	2009.11.26 01:00	sell	34	0.10	87.334	0.000	87.320
67	2009.11.26 01:10	t/p	34	0.10	87.320	0.000	87.320	1.61	9953.20
68	2009.11.27 01:00	close	32	0.10	85.153	0.000	88.632	-406.78	9546.42
69	2009.11.27 01:00	buy	35	1.00	85.173	0.000	85.187
70	2009.11.27 01:00	sell	36	0.10	85.153	0.000	85.139
71	2009.11.27 01:00	t/p	36	0.10	85.139	0.000	85.139	1.65	9548.07
72	2009.11.27 01:01	t/p	35	1.00	85.187	0.000	85.187	16.44	9564.51
73	2009.11.27 01:01	buy	37	0.10	85.208	0.000	85.222
74	2009.11.27 01:02	t/p	37	0.10	85.222	0.000	85.222	1.64	9566.15