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		extRperiod=48; extQualforHowLong=5; extLots=0.1;
Bars in test	551	Ticks modelled	541880	Modelling quality	n/a
Mismatched charts errors	113
Initial deposit	10000.00
Total net profit	-39.36	Gross profit	32.33	Gross loss	-71.69
Profit factor	0.45	Expected payoff	-1.87
Absolute drawdown	51.62	Maximal drawdown	56.28 (0.56%)	Relative drawdown	0.56% (56.28)
Total trades	21	Short positions (won %)	9 (33.33%)	Long positions (won %)	12 (33.33%)
		Profit trades (% of total)	7 (33.33%)	Loss trades (% of total)	14 (66.67%)
Largest		profit trade	7.63	loss trade	-5.62
Average		profit trade	4.62	loss trade	-5.12
Maximum		consecutive wins (profit in money)	2 (13.46)	consecutive losses (loss in money)	4 (-22.32)
Maximal		consecutive profit (count of wins)	13.46 (2)	consecutive loss (count of losses)	-22.32 (4)
Average		consecutive wins	1	consecutive losses	4

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.11.04 05:00	sell	1	0.10	90.248	90.298	0.000
2	2009.11.04 06:00	close	1	0.10	90.246	90.298	0.000	0.22	10000.22
3	2009.11.04 11:00	buy	2	0.10	90.954	90.904	0.000
4	2009.11.04 11:02	s/l	2	0.10	90.904	90.904	0.000	-5.50	9994.72
5	2009.11.05 08:00	sell	3	0.10	90.319	90.369	0.000
6	2009.11.05 08:02	s/l	3	0.10	90.369	90.369	0.000	-5.53	9989.19
7	2009.11.06 00:00	buy	4	0.10	90.767	90.717	0.000
8	2009.11.06 01:00	close	4	0.10	90.790	90.717	0.000	2.53	9991.72
9	2009.11.06 06:00	sell	5	0.10	90.690	90.740	0.000
10	2009.11.06 07:00	close	5	0.10	90.668	90.740	0.000	2.43	9994.15
11	2009.11.06 19:00	sell	6	0.10	89.818	89.868	0.000
12	2009.11.06 19:12	s/l	6	0.10	89.868	89.868	0.000	-5.56	9988.59
13	2009.11.10 06:00	buy	7	0.10	89.979	89.929	0.000
14	2009.11.10 06:05	s/l	7	0.10	89.929	89.929	0.000	-5.56	9983.03
15	2009.11.10 15:00	buy	8	0.10	89.808	89.758	0.000
16	2009.11.10 15:07	s/l	8	0.10	89.758	89.758	0.000	-5.57	9977.46
17	2009.11.10 20:00	sell	9	0.10	89.752	89.802	0.000
18	2009.11.10 20:03	s/l	9	0.10	89.802	89.802	0.000	-5.57	9971.89
19	2009.11.11 12:00	buy	10	0.10	89.897	89.847	0.000
20	2009.11.11 13:00	close	10	0.10	89.963	89.847	0.000	7.34	9979.23
21	2009.11.11 22:00	buy	11	0.10	89.825	89.775	0.000
22	2009.11.11 23:00	close	11	0.10	89.880	89.775	0.000	6.12	9985.35
23	2009.11.12 16:00	buy	12	0.10	90.315	90.265	0.000
24	2009.11.12 16:00	s/l	12	0.10	90.265	90.265	0.000	-5.54	9979.81
25	2009.11.13 15:00	sell	13	0.10	89.579	89.629	0.000
26	2009.11.13 15:01	s/l	13	0.10	89.629	89.629	0.000	-5.57	9974.24
27	2009.11.17 18:00	buy	14	0.10	89.430	89.380	0.000
28	2009.11.17 18:02	s/l	14	0.10	89.380	89.380	0.000	-5.60	9968.64
29	2009.11.18 16:00	buy	15	0.10	89.255	89.205	0.000
30	2009.11.18 16:08	s/l	15	0.10	89.205	89.205	0.000	-5.61	9963.03
31	2009.11.19 07:00	sell	16	0.10	89.124	89.174	0.000
32	2009.11.19 08:00	close	16	0.10	89.070	89.174	0.000	6.06	9969.09
33	2009.11.20 19:00	buy	17	0.10	88.950	88.900	0.000
34	2009.11.20 19:53	s/l	17	0.10	88.900	88.900	0.000	-5.62	9963.47
35	2009.11.23 16:00	sell	18	0.10	88.877	88.927	0.000
36	2009.11.23 16:00	s/l	18	0.10	88.927	88.927	0.000	-5.62	9957.85
37	2009.11.23 22:00	buy	19	0.10	88.975	88.925	0.000
38	2009.11.23 23:00	close	19	0.10	88.954	88.925	0.000	-2.36	9955.49
39	2009.11.24 09:00	sell	20	0.10	88.644	88.694	0.000
40	2009.11.24 10:00	close	20	0.10	88.666	88.694	0.000	-2.48	9953.01
41	2009.11.27 14:00	buy	21	0.10	86.479	86.429	0.000
42	2009.11.27 15:00	close	21	0.10	86.545	86.429	0.000	7.63	9960.64