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		Confirm=1; length1=3; length2=10; length3=16; lots=0.1; TakeProfit=0; StopLoss=0; UseTrail=false; TrailingAct=10; TrailingStep=40; UseADX=false; ADXthresh=30; UseTimeFilter=false; BeginHour=8; EndHour=18; Reverse=false;
Bars in test	551	Ticks modelled	541880	Modelling quality	n/a
Mismatched charts errors	113
Initial deposit	10000.00
Total net profit	126.06	Gross profit	375.43	Gross loss	-249.37
Profit factor	1.51	Expected payoff	6.30
Absolute drawdown	166.87	Maximal drawdown	243.66 (2.35%)	Relative drawdown	2.35% (243.66)
Total trades	20	Short positions (won %)	10 (50.00%)	Long positions (won %)	10 (10.00%)
		Profit trades (% of total)	6 (30.00%)	Loss trades (% of total)	14 (70.00%)
Largest		profit trade	268.09	loss trade	-37.71
Average		profit trade	62.57	loss trade	-17.81
Maximum		consecutive wins (profit in money)	1 (268.09)	consecutive losses (loss in money)	3 (-75.70)
Maximal		consecutive profit (count of wins)	268.09 (1)	consecutive loss (count of losses)	-75.70 (3)
Average		consecutive wins	1	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.11.03 09:00	sell	1	0.10	90.057	0.000	0.000
2	2009.11.03 17:00	close	1	0.10	90.345	0.000	0.000	-31.88	9968.12
3	2009.11.03 17:00	buy	2	0.10	90.346	0.000	0.000
4	2009.11.04 06:00	close	2	0.10	90.226	0.000	0.000	-13.26	9954.86
5	2009.11.04 06:00	sell	3	0.10	90.225	0.000	0.000
6	2009.11.04 07:00	close	3	0.10	90.380	0.000	0.000	-17.15	9937.71
7	2009.11.04 07:00	buy	4	0.10	90.381	0.000	0.000
8	2009.11.05 04:00	close	4	0.10	90.485	0.000	0.000	11.62	9949.34
9	2009.11.05 04:00	sell	5	0.10	90.486	0.000	0.000
10	2009.11.05 20:00	close	5	0.10	90.676	0.000	0.000	-20.95	9928.39
11	2009.11.05 20:00	buy	6	0.10	90.675	0.000	0.000
12	2009.11.06 10:00	close	6	0.10	90.564	0.000	0.000	-12.22	9916.17
13	2009.11.06 10:00	sell	7	0.10	90.563	0.000	0.000
14	2009.11.06 15:00	close	7	0.10	90.140	0.000	0.000	46.93	9963.10
15	2009.11.06 15:00	buy	8	0.10	90.141	0.000	0.000
16	2009.11.12 06:00	close	8	0.10	89.800	0.000	0.000	-37.71	9925.39
17	2009.11.12 06:00	sell	9	0.10	89.791	0.000	0.000
18	2009.11.12 09:00	close	9	0.10	89.815	0.000	0.000	-2.67	9922.72
19	2009.11.12 09:00	buy	10	0.10	89.813	0.000	0.000
20	2009.11.13 11:00	close	10	0.10	89.782	0.000	0.000	-3.41	9919.32
21	2009.11.13 11:00	sell	11	0.10	89.783	0.000	0.000
22	2009.11.17 17:00	close	11	0.10	89.410	0.000	0.000	41.57	9960.88
23	2009.11.17 17:00	buy	12	0.10	89.412	0.000	0.000
24	2009.11.18 08:00	close	12	0.10	89.179	0.000	0.000	-26.09	9934.80
25	2009.11.18 08:00	sell	13	0.10	89.183	0.000	0.000
26	2009.11.18 18:00	close	13	0.10	89.380	0.000	0.000	-22.04	9912.76
27	2009.11.18 18:00	buy	14	0.10	89.382	0.000	0.000
28	2009.11.19 06:00	close	14	0.10	89.135	0.000	0.000	-27.58	9885.18
29	2009.11.19 06:00	sell	15	0.10	89.138	0.000	0.000
30	2009.11.20 16:00	close	15	0.10	89.080	0.000	0.000	6.43	9891.61
31	2009.11.20 16:00	buy	16	0.10	89.079	0.000	0.000
32	2009.11.23 02:00	close	16	0.10	88.928	0.000	0.000	-16.94	9874.68
33	2009.11.23 02:00	sell	17	0.10	88.940	0.000	0.000
34	2009.11.23 04:00	close	17	0.10	88.933	0.000	0.000	0.79	9875.47
35	2009.11.23 04:00	buy	18	0.10	88.939	0.000	0.000
36	2009.11.24 04:00	close	18	0.10	88.890	0.000	0.000	-5.47	9870.00
37	2009.11.24 04:00	sell	19	0.10	88.889	0.000	0.000
38	2009.11.27 15:00	close	19	0.10	86.565	0.000	0.000	268.09	10138.09
39	2009.11.27 15:00	buy	20	0.10	86.566	0.000	0.000
40	2009.11.27 22:59	close at stop	20	0.10	86.462	0.000	0.000	-12.03	10126.06