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		UsePct=0; MaxLots=100; TrailingStop=20; ProfitTarget=100; Slippage=3;
Bars in test	551	Ticks modelled	541880	Modelling quality	n/a
Mismatched charts errors	113
Initial deposit	10000.00
Total net profit	20.79	Gross profit	403.52	Gross loss	-382.73
Profit factor	1.05	Expected payoff	0.83
Absolute drawdown	202.31	Maximal drawdown	342.10 (3.37%)	Relative drawdown	3.37% (342.10)
Total trades	25	Short positions (won %)	13 (38.46%)	Long positions (won %)	12 (50.00%)
		Profit trades (% of total)	11 (44.00%)	Loss trades (% of total)	14 (56.00%)
Largest		profit trade	180.15	loss trade	-94.95
Average		profit trade	36.68	loss trade	-27.34
Maximum		consecutive wins (profit in money)	5 (193.65)	consecutive losses (loss in money)	7 (-196.23)
Maximal		consecutive profit (count of wins)	193.65 (5)	consecutive loss (count of losses)	-196.23 (7)
Average		consecutive wins	2	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.11.03 02:06	sell	1	0.10	90.264	0.000	0.000
2	2009.11.03 11:50	close	1	0.10	90.199	0.000	0.000	7.21	10007.21
3	2009.11.03 11:50	buy	2	0.10	90.200	0.000	0.000
4	2009.11.04 01:25	close	2	0.10	90.291	0.000	0.000	10.11	10017.32
5	2009.11.04 01:25	sell	3	0.10	90.290	0.000	0.000
6	2009.11.06 03:00	close	3	0.10	90.666	0.000	0.000	-41.78	9975.54
7	2009.11.06 03:00	buy	4	0.10	90.665	0.000	0.000
8	2009.11.06 07:00	close	4	0.10	90.648	0.000	0.000	-1.88	9973.66
9	2009.11.06 07:00	sell	5	0.10	90.648	0.000	0.000
10	2009.11.06 14:00	close	5	0.10	90.693	0.000	0.000	-4.96	9968.70
11	2009.11.06 14:00	buy	6	0.10	90.694	0.000	0.000
12	2009.11.06 17:00	close	6	0.10	89.841	0.000	0.000	-94.95	9873.75
13	2009.11.06 17:00	sell	7	0.10	89.842	0.000	0.000
14	2009.11.10 00:00	close	7	0.10	89.984	0.000	0.000	-15.93	9857.82
15	2009.11.10 00:00	buy	8	0.10	89.981	0.000	0.000
16	2009.11.10 21:00	close	8	0.10	89.748	0.000	0.000	-25.96	9831.86
17	2009.11.10 21:00	sell	9	0.10	89.749	0.000	0.000
18	2009.11.11 17:00	close	9	0.10	89.845	0.000	0.000	-10.77	9821.09
19	2009.11.11 17:00	buy	10	0.10	89.844	0.000	0.000
20	2009.11.12 02:00	close	10	0.10	89.847	0.000	0.000	0.43	9821.52
21	2009.11.12 02:00	sell	11	0.10	89.848	0.000	0.000
22	2009.11.12 09:05	close	11	0.10	89.825	0.000	0.000	2.56	9824.08
23	2009.11.12 09:05	buy	12	0.10	89.828	0.000	0.000
24	2009.11.13 06:00	close	12	0.10	90.206	0.000	0.000	41.93	9866.02
25	2009.11.13 06:00	sell	13	0.10	90.210	0.000	0.000
26	2009.11.17 08:00	close	13	0.10	89.063	0.000	0.000	128.64	9994.65
27	2009.11.17 08:00	buy	14	0.10	89.061	0.000	0.000
28	2009.11.18 01:00	close	14	0.10	89.240	0.000	0.000	20.09	10014.74
29	2009.11.18 01:00	sell	15	0.10	89.239	0.000	0.000
30	2009.11.19 01:00	close	15	0.10	89.405	0.000	0.000	-18.80	9995.94
31	2009.11.19 01:00	buy	16	0.10	89.404	0.000	0.000
32	2009.11.20 00:32	close	16	0.10	88.853	0.000	0.000	-61.98	9933.97
33	2009.11.20 00:32	sell	17	0.10	88.849	0.000	0.000
34	2009.11.20 04:04	close	17	0.10	88.875	0.000	0.000	-2.93	9931.04
35	2009.11.20 04:05	buy	18	0.10	88.880	0.000	0.000
36	2009.11.20 05:03	close	18	0.10	88.891	0.000	0.000	1.24	9932.28
37	2009.11.20 05:03	sell	19	0.10	88.885	0.000	0.000
38	2009.11.20 10:00	close	19	0.10	88.899	0.000	0.000	-1.57	9930.71
39	2009.11.20 10:00	buy	20	0.10	88.898	0.000	0.000
40	2009.11.23 02:00	close	20	0.10	88.928	0.000	0.000	3.40	9934.11
41	2009.11.23 02:00	sell	21	0.10	88.940	0.000	0.000
42	2009.11.23 23:00	close	21	0.10	88.975	0.000	0.000	-3.93	9930.18
43	2009.11.23 23:00	buy	22	0.10	88.977	0.000	0.000
44	2009.11.24 14:00	close	22	0.10	88.569	0.000	0.000	-46.04	9884.14
45	2009.11.24 14:00	sell	23	0.10	88.570	0.000	0.000
46	2009.11.26 08:06	close	23	0.10	87.000	0.000	0.000	180.15	10064.29
47	2009.11.26 08:06	buy	24	0.10	87.003	0.000	0.000
48	2009.11.27 22:00	close	24	0.10	86.559	0.000	0.000	-51.26	10013.04
49	2009.11.27 22:00	sell	25	0.10	86.549	0.000	0.000
50	2009.11.27 22:59	close at stop	25	0.10	86.482	0.000	0.000	7.75	10020.79