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		MA1_Period=3; MA2_Period=13; MA1_Method=0; MA2_Method=3; MA1_Price=0; MA2_Price=4; MA1_Shift=0; MA2_Shift=0; Lot=0.1; slippage=0;
Bars in test	551	Ticks modelled	541880	Modelling quality	n/a
Mismatched charts errors	113
Initial deposit	10000.00
Total net profit	-569.42	Gross profit	132.25	Gross loss	-701.66
Profit factor	0.19	Expected payoff	-9.65
Absolute drawdown	574.51	Maximal drawdown	631.45 (6.28%)	Relative drawdown	6.28% (631.45)
Total trades	59	Short positions (won %)	25 (28.00%)	Long positions (won %)	34 (14.71%)
		Profit trades (% of total)	12 (20.34%)	Loss trades (% of total)	47 (79.66%)
Largest		profit trade	53.53	loss trade	-71.19
Average		profit trade	11.02	loss trade	-14.93
Maximum		consecutive wins (profit in money)	3 (27.59)	consecutive losses (loss in money)	13 (-281.54)
Maximal		consecutive profit (count of wins)	53.53 (1)	consecutive loss (count of losses)	-281.54 (13)
Average		consecutive wins	2	consecutive losses	6

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.11.03 04:00	sell	1	0.10	90.325	0.000	0.000
2	2009.11.03 13:07	close	1	0.10	90.142	0.000	0.000	20.30	10020.30
3	2009.11.04 02:00	sell	2	0.10	90.119	0.000	0.000
4	2009.11.04 06:30	close	2	0.10	90.309	0.000	0.000	-21.04	9999.26
5	2009.11.06 03:00	sell	3	0.10	90.646	0.000	0.000
6	2009.11.06 12:16	close	3	0.10	90.641	0.000	0.000	0.55	9999.81
7	2009.11.06 15:00	sell	4	0.10	90.120	0.000	0.000
8	2009.11.09 02:00	buy	5	0.10	89.945	0.000	0.000
9	2009.11.09 02:00	close	4	0.10	89.944	0.000	0.000	19.49	10019.30
10	2009.11.09 11:00	sell	6	0.10	90.014	0.000	0.000
11	2009.11.09 11:00	close	5	0.10	90.013	0.000	0.000	7.55	10026.85
12	2009.11.09 18:38	close	6	0.10	90.015	0.000	0.000	-0.11	10026.74
13	2009.11.09 19:00	buy	7	0.10	90.019	0.000	0.000
14	2009.11.10 00:00	sell	8	0.10	89.964	0.000	0.000
15	2009.11.10 00:00	close	7	0.10	89.961	0.000	0.000	-6.41	10020.34
16	2009.11.10 01:41	close	8	0.10	90.021	0.000	0.000	-6.33	10014.01
17	2009.11.10 03:00	buy	9	0.10	90.027	0.000	0.000
18	2009.11.10 04:00	sell	10	0.10	89.918	0.000	0.000
19	2009.11.10 04:00	close	9	0.10	89.917	0.000	0.000	-12.23	10001.78
20	2009.11.10 11:12	close	10	0.10	90.007	0.000	0.000	-9.89	9991.89
21	2009.11.10 12:00	buy	11	0.10	90.122	0.000	0.000
22	2009.11.10 14:00	sell	12	0.10	89.831	0.000	0.000
23	2009.11.10 14:00	close	11	0.10	89.830	0.000	0.000	-32.51	9959.38
24	2009.11.10 23:00	buy	13	0.10	89.817	0.000	0.000
25	2009.11.10 23:00	close	12	0.10	89.818	0.000	0.000	1.45	9960.83
26	2009.11.11 00:00	sell	14	0.10	89.784	0.000	0.000
27	2009.11.11 00:00	close	13	0.10	89.785	0.000	0.000	-3.52	9957.31
28	2009.11.11 07:52	close	14	0.10	89.875	0.000	0.000	-10.13	9947.18
29	2009.11.11 08:00	buy	15	0.10	89.823	0.000	0.000
30	2009.11.11 15:02	close	15	0.10	89.793	0.000	0.000	-3.34	9943.84
31	2009.11.11 19:00	buy	16	0.10	89.903	0.000	0.000
32	2009.11.11 20:00	sell	17	0.10	89.845	0.000	0.000
33	2009.11.11 20:00	close	16	0.10	89.846	0.000	0.000	-6.34	9937.50
34	2009.11.12 00:00	buy	18	0.10	89.889	0.000	0.000
35	2009.11.12 00:00	close	17	0.10	89.891	0.000	0.000	-5.35	9932.15
36	2009.11.12 02:23	close	18	0.10	89.802	0.000	0.000	-9.69	9922.46
37	2009.11.12 07:00	buy	19	0.10	89.845	0.000	0.000
38	2009.11.12 08:11	close	19	0.10	89.759	0.000	0.000	-9.58	9912.88
39	2009.11.12 10:00	sell	20	0.10	89.751	0.000	0.000
40	2009.11.12 13:18	close	20	0.10	89.842	0.000	0.000	-10.13	9902.75
41	2009.11.13 08:00	buy	21	0.10	90.391	0.000	0.000
42	2009.11.13 10:00	sell	22	0.10	90.156	0.000	0.000
43	2009.11.13 10:00	close	21	0.10	90.157	0.000	0.000	-25.95	9876.80
44	2009.11.13 22:00	buy	23	0.10	89.680	0.000	0.000
45	2009.11.13 22:00	close	22	0.10	89.676	0.000	0.000	53.53	9930.33
46	2009.11.16 00:00	sell	24	0.10	89.556	0.000	0.000
47	2009.11.16 00:00	close	23	0.10	89.553	0.000	0.000	-14.14	9916.19
48	2009.11.16 04:00	buy	25	0.10	89.680	0.000	0.000
49	2009.11.16 04:00	close	24	0.10	89.681	0.000	0.000	-13.94	9902.25
50	2009.11.16 06:48	close	25	0.10	89.550	0.000	0.000	-14.52	9887.73
51	2009.11.16 07:00	sell	26	0.10	89.560	0.000	0.000
52	2009.11.16 08:00	buy	27	0.10	89.620	0.000	0.000
53	2009.11.16 08:00	close	26	0.10	89.627	0.000	0.000	-7.48	9880.25
54	2009.11.16 08:22	close	27	0.10	89.483	0.000	0.000	-15.31	9864.94
55	2009.11.16 09:00	sell	28	0.10	89.555	0.000	0.000
56	2009.11.16 09:16	close	28	0.10	89.617	0.000	0.000	-6.92	9858.02
57	2009.11.16 13:00	buy	29	0.10	89.625	0.000	0.000
58	2009.11.16 14:00	close	29	0.10	89.474	0.000	0.000	-16.88	9841.14
59	2009.11.17 06:00	buy	30	0.10	89.105	0.000	0.000
60	2009.11.17 08:00	sell	31	0.10	89.043	0.000	0.000
61	2009.11.17 08:00	close	30	0.10	89.041	0.000	0.000	-7.19	9833.95
62	2009.11.17 12:00	buy	32	0.10	89.070	0.000	0.000
63	2009.11.17 12:00	close	31	0.10	89.069	0.000	0.000	-2.92	9831.03
64	2009.11.17 20:00	sell	33	0.10	89.214	0.000	0.000
65	2009.11.17 20:00	close	32	0.10	89.212	0.000	0.000	15.92	9846.95
66	2009.11.17 21:02	close	33	0.10	89.325	0.000	0.000	-12.43	9834.52
67	2009.11.17 22:00	buy	34	0.10	89.314	0.000	0.000
68	2009.11.18 00:00	buy	35	0.10	89.350	0.000	0.000
69	2009.11.18 00:32	close	35	0.10	89.236	0.000	0.000	-12.78	9821.74
70	2009.11.18 00:32	close	34	0.10	89.236	0.000	0.000	-8.70	9813.05
71	2009.11.19 01:00	buy	36	0.10	89.405	0.000	0.000
72	2009.11.19 02:00	buy	37	0.10	89.365	0.000	0.000
73	2009.11.19 02:02	close	37	0.10	89.297	0.000	0.000	-7.62	9805.43
74	2009.11.19 02:02	close	36	0.10	89.297	0.000	0.000	-12.09	9793.34
75	2009.11.19 18:00	buy	38	0.10	88.970	0.000	0.000
76	2009.11.19 19:00	buy	39	0.10	88.885	0.000	0.000
77	2009.11.20 00:17	close	39	0.10	88.885	0.000	0.000	0.04	9793.38
78	2009.11.20 00:17	close	38	0.10	88.885	0.000	0.000	-9.52	9783.87
79	2009.11.20 01:00	sell	40	0.10	88.910	0.000	0.000
80	2009.11.20 04:00	sell	41	0.10	88.823	0.000	0.000
81	2009.11.20 11:00	buy	42	0.10	88.890	0.000	0.000
82	2009.11.20 11:00	close	41	0.10	88.895	0.000	0.000	-8.10	9775.77
83	2009.11.20 11:00	close	40	0.10	88.895	0.000	0.000	1.69	9777.46
84	2009.11.20 13:00	buy	43	0.10	88.905	0.000	0.000
85	2009.11.20 18:00	sell	44	0.10	88.910	0.000	0.000
86	2009.11.20 18:00	close	43	0.10	88.911	0.000	0.000	0.67	9778.13
87	2009.11.20 18:00	close	42	0.10	88.911	0.000	0.000	2.36	9780.49
88	2009.11.20 20:00	buy	45	0.10	88.975	0.000	0.000
89	2009.11.20 20:00	close	44	0.10	88.979	0.000	0.000	-7.75	9772.74
90	2009.11.20 21:00	buy	46	0.10	88.970	0.000	0.000
91	2009.11.20 22:12	close	46	0.10	88.897	0.000	0.000	-8.21	9764.53
92	2009.11.20 22:12	close	45	0.10	88.897	0.000	0.000	-8.77	9755.76
93	2009.11.23 00:00	sell	47	0.10	88.818	0.000	0.000
94	2009.11.23 03:47	close	47	0.10	88.973	0.000	0.000	-17.42	9738.34
95	2009.11.23 10:00	buy	48	0.10	88.998	0.000	0.000
96	2009.11.23 11:00	buy	49	0.10	88.885	0.000	0.000
97	2009.11.23 12:00	sell	50	0.10	88.823	0.000	0.000
98	2009.11.23 12:00	close	49	0.10	88.824	0.000	0.000	-6.87	9731.47
99	2009.11.23 12:00	close	48	0.10	88.824	0.000	0.000	-19.59	9711.88
100	2009.11.23 14:00	buy	51	0.10	88.884	0.000	0.000
101	2009.11.23 14:00	close	50	0.10	88.883	0.000	0.000	-6.75	9705.13
102	2009.11.23 14:45	close	51	0.10	88.752	0.000	0.000	-14.87	9690.26
103	2009.11.23 22:00	sell	52	0.10	88.955	0.000	0.000
104	2009.11.24 00:00	buy	53	0.10	89.061	0.000	0.000
105	2009.11.24 00:00	close	52	0.10	89.063	0.000	0.000	-12.21	9678.05
106	2009.11.25 01:00	buy	54	0.10	88.618	0.000	0.000
107	2009.11.25 01:57	close	54	0.10	88.446	0.000	0.000	-19.45	9658.60
108	2009.11.25 01:57	close	53	0.10	88.446	0.000	0.000	-69.49	9589.11
109	2009.11.26 03:00	buy	55	0.10	87.434	0.000	0.000
110	2009.11.26 04:30	close	55	0.10	86.816	0.000	0.000	-71.19	9517.92
111	2009.11.26 23:00	buy	56	0.10	86.591	0.000	0.000
112	2009.11.26 23:28	close	56	0.10	86.427	0.000	0.000	-18.98	9498.94
113	2009.11.27 00:00	sell	57	0.10	86.399	0.000	0.000
114	2009.11.27 05:35	close	57	0.10	86.324	0.000	0.000	8.69	9507.63
115	2009.11.27 06:00	buy	58	0.10	86.377	0.000	0.000
116	2009.11.27 06:55	close	58	0.10	85.976	0.000	0.000	-46.64	9460.99
117	2009.11.27 08:00	sell	59	0.10	85.898	0.000	0.000
118	2009.11.27 09:00	close	59	0.10	86.160	0.000	0.000	-30.41	9430.58