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		p=10; tp=50; sl=50; lots=1; losseslimit=1000000; fastoptimize=false; mn=888;
Bars in test	551	Ticks modelled	541880	Modelling quality	n/a
Mismatched charts errors	113
Initial deposit	10000.00
Total net profit	-1538.58	Gross profit	343.38	Gross loss	-1881.96
Profit factor	0.18	Expected payoff	-102.57
Absolute drawdown	1601.59	Maximal drawdown	1842.74 (17.99%)	Relative drawdown	17.99% (1842.74)
Total trades	15	Short positions (won %)	14 (57.14%)	Long positions (won %)	1 (100.00%)
		Profit trades (% of total)	9 (60.00%)	Loss trades (% of total)	6 (40.00%)
Largest		profit trade	77.52	loss trade	-1208.49
Average		profit trade	38.15	loss trade	-313.66
Maximum		consecutive wins (profit in money)	4 (132.84)	consecutive losses (loss in money)	3 (-1363.62)
Maximal		consecutive profit (count of wins)	132.84 (4)	consecutive loss (count of losses)	-1363.62 (3)
Average		consecutive wins	2	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.11.03 02:00	sell	1	1.00	90.453	90.523	90.423
2	2009.11.03 02:00	t/p	1	1.00	90.423	90.523	90.423	33.17	10033.17
3	2009.11.03 03:00	sell	2	1.00	90.366	90.436	90.336
4	2009.11.03 03:13	t/p	2	1.00	90.336	90.436	90.336	33.21	10066.38
5	2009.11.03 04:00	sell	3	1.00	90.325	90.395	90.295
6	2009.11.03 04:27	t/p	3	1.00	90.295	90.395	90.295	33.22	10099.60
7	2009.11.03 05:00	sell	4	1.00	90.281	90.351	90.251
8	2009.11.03 05:18	t/p	4	1.00	90.251	90.351	90.251	33.24	10132.84
9	2009.11.03 06:00	sell	5	1.00	90.186	90.256	90.156
10	2009.11.03 06:08	s/l	5	1.00	90.256	90.256	90.156	-77.56	10055.28
11	2009.11.03 07:00	sell	6	1.00	90.268	90.338	90.238
12	2009.11.03 07:02	t/p	6	1.00	90.238	90.338	90.238	33.25	10088.53
13	2009.11.03 08:00	sell	7	2.33	90.203	90.273	90.173
14	2009.11.03 08:14	t/p	7	2.33	90.173	90.273	90.173	77.52	10166.05
15	2009.11.03 09:00	sell	8	1.00	90.057	90.127	90.027
16	2009.11.03 09:07	s/l	8	1.00	90.127	90.127	90.027	-77.67	10088.38
17	2009.11.03 10:00	sell	9	1.00	90.018	90.088	89.988
18	2009.11.03 10:02	t/p	9	1.00	89.988	90.088	89.988	33.34	10121.72
19	2009.11.03 11:00	sell	10	4.67	89.956	90.026	89.926
20	2009.11.03 11:02	s/l	10	4.67	90.026	90.026	89.926	-363.11	9758.61
21	2009.11.03 12:00	sell	11	1.00	90.162	90.232	90.132
22	2009.11.03 12:02	t/p	11	1.00	90.132	90.232	90.132	33.28	9791.89
23	2009.11.03 13:00	sell	12	15.56	90.058	90.128	90.028
24	2009.11.03 13:07	s/l	12	15.56	90.128	90.128	90.028	-1208.49	8583.40
25	2009.11.03 14:00	sell	13	1.00	90.170	90.240	90.140
26	2009.11.03 14:02	s/l	13	1.00	90.240	90.240	90.140	-77.57	8505.83
27	2009.11.03 15:00	sell	14	1.00	90.177	90.247	90.147
28	2009.11.03 15:01	s/l	14	1.00	90.247	90.247	90.147	-77.56	8428.27
29	2009.11.03 16:00	buy	15	1.00	90.453	90.383	90.483
30	2009.11.03 16:01	t/p	15	1.00	90.483	90.383	90.483	33.15	8461.42