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		CrossSignals1=1; CrossSignals2=1; CrossSignals3=1; KijunSignals=1;
Bars in test	551	Ticks modelled	541880	Modelling quality	n/a
Mismatched charts errors	113
Initial deposit	10000.00
Total net profit	2954.53	Gross profit	7900.98	Gross loss	-4946.45
Profit factor	1.60	Expected payoff	134.30
Absolute drawdown	2804.96	Maximal drawdown	3718.44 (31.30%)	Relative drawdown	32.25% (3425.72)
Total trades	22	Short positions (won %)	7 (100.00%)	Long positions (won %)	15 (6.67%)
		Profit trades (% of total)	8 (36.36%)	Loss trades (% of total)	14 (63.64%)
Largest		profit trade	1137.13	loss trade	-729.37
Average		profit trade	987.62	loss trade	-353.32
Maximum		consecutive wins (profit in money)	3 (3393.27)	consecutive losses (loss in money)	6 (-2152.00)
Maximal		consecutive profit (count of wins)	3393.27 (3)	consecutive loss (count of losses)	-2152.00 (6)
Average		consecutive wins	2	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.11.03 05:00	sell	1	1.00	90.281	0.000	89.281
2	2009.11.03 09:00	sell	2	1.00	90.057	0.000	89.057
3	2009.11.03 20:00	buy	3	1.00	90.350	0.000	91.350
4	2009.11.04 02:00	close	3	1.00	90.119	0.000	91.350	-255.56	9744.44
5	2009.11.05 06:00	sell	4	1.00	90.340	0.000	89.340
6	2009.11.05 22:00	buy	5	1.00	90.778	0.000	91.778
7	2009.11.05 23:00	buy	6	1.00	90.721	0.000	91.721
8	2009.11.06 08:00	close	6	1.00	90.510	0.000	91.721	-232.35	9512.09
9	2009.11.06 15:00	close	5	1.00	90.120	0.000	91.778	-729.37	8782.72
10	2009.11.09 18:00	buy	7	1.00	89.943	0.000	90.943
11	2009.11.09 19:00	close	7	1.00	89.999	0.000	90.943	62.22	8844.94
12	2009.11.10 16:00	buy	8	1.00	89.850	0.000	90.850
13	2009.11.10 22:00	close	8	1.00	89.845	0.000	90.850	-5.57	8839.37
14	2009.11.11 05:17	t/p	4	1.00	89.340	0.000	89.340	1114.04	9953.41
15	2009.11.11 16:00	buy	9	1.00	89.912	0.000	90.912
16	2009.11.12 10:00	sell	10	1.00	89.751	0.000	88.751
17	2009.11.12 10:00	close	9	1.00	89.751	0.000	90.912	-177.08	9776.33
18	2009.11.12 16:00	buy	11	1.00	90.315	0.000	91.315
19	2009.11.12 18:00	buy	12	1.00	90.438	0.000	91.438
20	2009.11.13 11:00	close	11	1.00	89.782	0.000	91.315	-592.89	9183.44
21	2009.11.13 11:00	close	12	1.00	89.783	0.000	91.438	-728.77	8454.67
22	2009.11.16 16:57	t/p	1	1.00	89.281	0.000	89.281	1102.91	9557.58
23	2009.11.16 19:59	t/p	2	1.00	89.057	0.000	89.057	1105.75	10663.33
24	2009.11.17 09:26	t/p	10	1.00	88.751	0.000	88.751	1122.79	11786.12
25	2009.11.17 19:00	buy	13	1.00	89.280	0.000	90.280
26	2009.11.18 12:00	sell	14	1.00	89.110	0.000	88.110
27	2009.11.18 12:00	close	13	1.00	89.110	0.000	90.280	-190.01	11596.11
28	2009.11.18 19:00	buy	15	1.00	89.440	0.000	90.440
29	2009.11.18 21:00	buy	16	1.00	89.485	0.000	90.485
30	2009.11.19 08:00	sell	17	1.00	89.050	0.000	88.050
31	2009.11.19 08:00	close	15	1.00	89.050	0.000	90.440	-435.65	11160.46
32	2009.11.19 08:00	close	16	1.00	89.044	0.000	90.485	-492.95	10667.51
33	2009.11.20 05:00	buy	18	1.00	88.929	0.000	89.929
34	2009.11.20 08:00	close	18	1.00	88.765	0.000	89.929	-184.76	10482.75
35	2009.11.20 14:00	buy	19	1.00	88.980	0.000	89.980
36	2009.11.23 09:00	close	19	1.00	88.697	0.000	89.980	-318.29	10164.46
37	2009.11.23 18:00	buy	20	1.00	89.154	0.000	90.154
38	2009.11.24 02:00	sell	21	1.00	88.839	0.000	87.839
39	2009.11.24 08:00	close	20	1.00	88.683	0.000	90.154	-530.34	9634.12
40	2009.11.25 10:12	t/p	14	1.00	88.110	0.000	88.110	1125.70	10759.82
41	2009.11.25 10:15	t/p	17	1.00	88.050	0.000	88.050	1130.44	11890.26
42	2009.11.25 10:17	t/p	21	1.00	87.839	0.000	87.839	1137.13	13027.39
43	2009.11.27 11:00	buy	22	1.00	86.525	0.000	87.525
44	2009.11.27 22:59	close at stop	22	1.00	86.462	0.000	87.525	-72.86	12954.53