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		_______Position_______=""""; Lots=1; Lots_PCT=10; Use_Lots_PCT=false; TP=0; SL=30; SL_Mode=0; Breakeven_Pips=0; ______TrailingStop_____=""""; TS_Mode=0; TS_Trigger=30; TS_Sensitivity=3; TS_DynamicFactor=0.5; Evaluate_Interval=1; _______Indicators______=""""; Extra_Pips=1; Keltner_Period=10; _______Session_______=""""; Filter_Session=false; From_Hour=13; From_Min=0; To_Hour=18; To_Min=0;
Bars in test	551	Ticks modelled	541880	Modelling quality	n/a
Mismatched charts errors	113
Initial deposit	10000.00
Total net profit	-373.27	Gross profit	4824.68	Gross loss	-5197.95
Profit factor	0.93	Expected payoff	-12.04
Absolute drawdown	3002.24	Maximal drawdown	3308.95 (32.10%)	Relative drawdown	32.10% (3308.95)
Total trades	31	Short positions (won %)	16 (25.00%)	Long positions (won %)	15 (13.33%)
		Profit trades (% of total)	6 (19.35%)	Loss trades (% of total)	25 (80.65%)
Largest		profit trade	2698.26	loss trade	-494.87
Average		profit trade	804.11	loss trade	-207.92
Maximum		consecutive wins (profit in money)	1 (2698.26)	consecutive losses (loss in money)	8 (-2168.96)
Maximal		consecutive profit (count of wins)	2698.26 (1)	consecutive loss (count of losses)	-2168.96 (8)
Average		consecutive wins	1	consecutive losses	4

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.11.03 04:31	sell	1	1.00	90.137	0.000	0.000
2	2009.11.03 15:24	close	1	1.00	90.359	0.000	0.000	-245.69	9754.31
3	2009.11.03 15:24	buy	2	1.00	90.359	0.000	0.000
4	2009.11.04 01:33	close	2	1.00	90.152	0.000	0.000	-229.17	9525.14
5	2009.11.04 01:33	sell	3	1.00	90.152	0.000	0.000
6	2009.11.04 07:31	close	3	1.00	90.444	0.000	0.000	-322.85	9202.29
7	2009.11.04 07:31	buy	4	1.00	90.444	0.000	0.000
8	2009.11.04 21:58	close	4	1.00	90.559	0.000	0.000	126.99	9329.28
9	2009.11.04 21:58	sell	5	1.00	90.559	0.000	0.000
10	2009.11.05 14:38	close	5	1.00	90.601	0.000	0.000	-48.67	9280.61
11	2009.11.05 14:38	buy	6	1.00	90.601	0.000	0.000
12	2009.11.06 03:23	close	6	1.00	90.574	0.000	0.000	-29.37	9251.24
13	2009.11.06 03:23	sell	7	1.00	90.574	0.000	0.000
14	2009.11.09 02:33	close	7	1.00	90.139	0.000	0.000	481.82	9733.06
15	2009.11.09 02:33	buy	8	1.00	90.139	0.000	0.000
16	2009.11.09 11:18	close	8	1.00	89.905	0.000	0.000	-260.27	9472.79
17	2009.11.09 11:18	sell	9	1.00	89.905	0.000	0.000
18	2009.11.09 20:20	close	9	1.00	90.067	0.000	0.000	-179.87	9292.92
19	2009.11.09 20:20	buy	10	1.00	90.067	0.000	0.000
20	2009.11.10 06:38	close	10	1.00	89.761	0.000	0.000	-340.47	8952.45
21	2009.11.10 06:38	sell	11	1.00	89.761	0.000	0.000
22	2009.11.10 11:33	close	11	1.00	90.085	0.000	0.000	-359.66	8592.79
23	2009.11.10 11:33	buy	12	1.00	90.085	0.000	0.000
24	2009.11.11 01:02	close	12	1.00	89.641	0.000	0.000	-494.87	8097.92
25	2009.11.11 01:02	sell	13	1.00	89.641	0.000	0.000
26	2009.11.11 07:08	close	13	1.00	89.815	0.000	0.000	-193.73	7904.19
27	2009.11.11 07:08	buy	14	1.00	89.815	0.000	0.000
28	2009.11.12 02:33	close	14	1.00	89.742	0.000	0.000	-80.02	7824.17
29	2009.11.12 02:33	sell	15	1.00	89.742	0.000	0.000
30	2009.11.12 13:38	close	15	1.00	89.976	0.000	0.000	-260.07	7564.10
31	2009.11.12 13:38	buy	16	1.00	89.976	0.000	0.000
32	2009.11.13 01:18	close	16	1.00	90.220	0.000	0.000	270.89	7834.99
33	2009.11.13 01:18	sell	17	1.00	90.220	0.000	0.000
34	2009.11.13 07:51	close	17	1.00	90.421	0.000	0.000	-222.29	7612.70
35	2009.11.13 07:51	buy	18	1.00	90.421	0.000	0.000
36	2009.11.13 10:03	close	18	1.00	90.112	0.000	0.000	-342.91	7269.79
37	2009.11.13 10:03	sell	19	1.00	90.112	0.000	0.000
38	2009.11.17 13:02	close	19	1.00	89.186	0.000	0.000	1036.74	8306.53
39	2009.11.17 13:02	buy	20	1.00	89.186	0.000	0.000
40	2009.11.18 05:23	close	20	1.00	89.151	0.000	0.000	-38.82	8267.71
41	2009.11.18 05:23	sell	21	1.00	89.151	0.000	0.000
42	2009.11.18 15:03	close	21	1.00	89.288	0.000	0.000	-153.44	8114.27
43	2009.11.18 15:03	buy	22	1.00	89.288	0.000	0.000
44	2009.11.19 02:18	close	22	1.00	89.241	0.000	0.000	-51.35	8062.92
45	2009.11.19 02:18	sell	23	1.00	89.241	0.000	0.000
46	2009.11.19 20:41	close	23	1.00	89.054	0.000	0.000	209.98	8272.90
47	2009.11.19 20:41	buy	24	1.00	89.054	0.000	0.000
48	2009.11.20 04:00	close	24	1.00	88.823	0.000	0.000	-259.63	8013.27
49	2009.11.20 04:00	sell	25	1.00	88.823	0.000	0.000
50	2009.11.20 13:08	close	25	1.00	89.032	0.000	0.000	-234.75	7778.52
51	2009.11.20 13:08	buy	26	1.00	89.032	0.000	0.000
52	2009.11.23 00:00	close	26	1.00	88.818	0.000	0.000	-240.50	7538.02
53	2009.11.23 00:00	sell	27	1.00	88.818	0.000	0.000
54	2009.11.23 16:26	close	27	1.00	89.030	0.000	0.000	-238.12	7299.90
55	2009.11.23 16:26	buy	28	1.00	89.030	0.000	0.000
56	2009.11.24 01:04	close	28	1.00	88.863	0.000	0.000	-187.49	7112.41
57	2009.11.24 01:04	sell	29	1.00	88.863	0.000	0.000
58	2009.11.27 11:00	close	29	1.00	86.525	0.000	0.000	2698.26	9810.67
59	2009.11.27 11:00	buy	30	1.00	86.525	0.000	0.000
60	2009.11.27 22:40	close	30	1.00	86.424	0.000	0.000	-116.87	9693.80
61	2009.11.27 22:40	sell	31	1.00	86.424	0.000	0.000
62	2009.11.27 22:59	close at stop	31	1.00	86.482	0.000	0.000	-67.07	9626.73