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		x="Íàñòðîéêè öåíîâûõ EMA:"; perema1=13; perema2=21; persma3=55; x1="Íàñòðîéêè MACD:"; lowema4=5; fastema4=200; x2="Íàñòðîéêè MACD Bolinger:"; bbper=20; bbotcl=1; x3="Íàñòðîéêè MACD SMA:"; smaper=3; x4="Íàñòðîéêè RSI:"; rsiper=21; rsiur=50; x5="Íàñòðîéêè ñèëû äâèæåíèÿ:"; sila=100; x6="Íàñòðîéêè ParabolicSar:"; step=0.02; maximum=0.2; x7="Íàñòðîéêè âûáîðà StopLoss:"; StopLossParabolic=false; StopLossEMA=true; otstup=0; x8="Íàñòðîéêè âûáîðà TakeProfit:"; TakeProfitParabolic=true; TakeProfitRSI=true; rsitpurbuy=65; rsitpursell=35;
Bars in test	551	Ticks modelled	541880	Modelling quality	n/a
Mismatched charts errors	113
Initial deposit	10000.00
Total net profit	3.81	Gross profit	151.59	Gross loss	-147.79
Profit factor	1.03	Expected payoff	0.27
Absolute drawdown	144.95	Maximal drawdown	171.51 (1.71%)	Relative drawdown	1.71% (171.51)
Total trades	14	Short positions (won %)	13 (61.54%)	Long positions (won %)	1 (0.00%)
		Profit trades (% of total)	8 (57.14%)	Loss trades (% of total)	6 (42.86%)
Largest		profit trade	96.36	loss trade	-43.97
Average		profit trade	18.95	loss trade	-24.63
Maximum		consecutive wins (profit in money)	4 (116.17)	consecutive losses (loss in money)	3 (-109.18)
Maximal		consecutive profit (count of wins)	116.17 (4)	consecutive loss (count of losses)	-109.18 (3)
Average		consecutive wins	3	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.11.03 12:00	sell	1	0.10	90.162	90.405	0.000
2	2009.11.03 15:52	s/l	1	0.10	90.405	90.405	0.000	-26.88	9973.12
3	2009.11.04 17:00	buy	2	0.10	90.824	90.476	0.000
4	2009.11.05 02:28	s/l	2	0.10	90.476	90.476	0.000	-38.33	9934.79
5	2009.11.05 10:00	sell	3	0.10	90.112	90.510	0.000
6	2009.11.05 14:32	s/l	3	0.10	90.510	90.510	0.000	-43.97	9890.82
7	2009.11.09 03:00	sell	4	0.10	90.016	90.340	0.000
8	2009.11.09 11:13	close	4	0.05	89.970	90.340	0.000	2.56	9893.38
9	2009.11.09 11:13	sell	5	0.05	90.016	90.340	0.000
10	2009.11.10 13:55	close	5	0.05	89.925	90.340	0.000	5.02	9898.40
11	2009.11.12 03:00	sell	6	0.10	89.715	89.866	0.000
12	2009.11.12 03:52	s/l	6	0.10	89.866	89.866	0.000	-16.81	9881.59
13	2009.11.12 06:00	sell	7	0.10	89.800	89.858	0.000
14	2009.11.12 07:00	s/l	7	0.10	89.858	89.858	0.000	-6.46	9875.13
15	2009.11.16 10:00	sell	8	0.10	89.455	89.813	0.000
16	2009.11.16 20:00	close	8	0.05	89.051	89.813	0.000	22.68	9897.81
17	2009.11.16 20:00	sell	9	0.05	89.455	89.813	0.000
18	2009.11.17 17:25	close	9	0.05	89.362	89.813	0.000	5.16	9902.98
19	2009.11.18 14:00	sell	10	0.10	89.140	89.277	0.000
20	2009.11.18 15:02	s/l	10	0.10	89.277	89.277	0.000	-15.34	9887.64
21	2009.11.19 11:00	sell	11	0.10	88.945	89.235	0.000
22	2009.11.19 16:00	close	11	0.05	88.728	89.235	0.000	12.23	9899.87
23	2009.11.19 16:00	sell	12	0.05	88.945	89.235	0.000
24	2009.11.20 22:57	close	12	0.05	88.855	89.235	0.000	5.02	9904.89
25	2009.11.24 18:00	sell	13	0.10	88.574	88.820	0.000
26	2009.11.25 01:32	close	13	0.05	88.528	88.820	0.000	2.56	9907.45
27	2009.11.25 01:32	sell	14	0.05	88.574	88.820	0.000
28	2009.11.27 16:00	close	14	0.05	86.896	88.820	0.000	96.36	10003.81