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		lots=0.1; mn=555; tp=100; sl=50; periodos=13; tiempoCierre=15000;
Bars in test	551	Ticks modelled	541880	Modelling quality	n/a
Mismatched charts errors	113
Initial deposit	10000.00
Total net profit	-36.06	Gross profit	144.02	Gross loss	-180.08
Profit factor	0.80	Expected payoff	-0.92
Absolute drawdown	77.33	Maximal drawdown	88.45 (0.88%)	Relative drawdown	0.88% (88.45)
Total trades	39	Short positions (won %)	24 (50.00%)	Long positions (won %)	15 (26.67%)
		Profit trades (% of total)	16 (41.03%)	Loss trades (% of total)	23 (58.97%)
Largest		profit trade	9.33	loss trade	-8.02
Average		profit trade	9.00	loss trade	-7.83
Maximum		consecutive wins (profit in money)	3 (26.91)	consecutive losses (loss in money)	6 (-46.69)
Maximal		consecutive profit (count of wins)	26.91 (3)	consecutive loss (count of losses)	-46.69 (6)
Average		consecutive wins	2	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.11.03 04:00	sell	1	0.10	90.325	90.395	90.245
2	2009.11.03 04:28	t/p	1	0.10	90.245	90.395	90.245	8.87	10008.87
3	2009.11.03 22:00	buy	2	0.10	90.360	90.290	90.440
4	2009.11.03 22:37	s/l	2	0.10	90.290	90.290	90.440	-7.75	10001.12
5	2009.11.03 23:00	buy	3	0.10	90.342	90.272	90.422
6	2009.11.04 00:03	s/l	3	0.10	90.272	90.272	90.422	-7.72	9993.40
7	2009.11.04 19:00	buy	4	0.10	90.925	90.855	91.005
8	2009.11.04 20:15	t/p	4	0.10	91.005	90.855	91.005	8.79	10002.19
9	2009.11.06 12:00	buy	5	0.10	90.610	90.540	90.690
10	2009.11.06 12:20	t/p	5	0.10	90.690	90.540	90.690	8.82	10011.01
11	2009.11.09 10:00	buy	6	0.10	90.134	90.064	90.214
12	2009.11.09 10:08	s/l	6	0.10	90.064	90.064	90.214	-7.77	10003.24
13	2009.11.09 23:00	sell	7	0.10	89.908	89.978	89.828
14	2009.11.09 23:02	s/l	7	0.10	89.978	89.978	89.828	-7.78	9995.46
15	2009.11.10 03:00	buy	8	0.10	90.027	89.957	90.107
16	2009.11.10 03:42	s/l	8	0.10	89.957	89.957	90.107	-7.78	9987.68
17	2009.11.10 05:00	sell	9	0.10	89.899	89.969	89.819
18	2009.11.10 05:19	s/l	9	0.10	89.969	89.969	89.819	-7.78	9979.90
19	2009.11.10 15:00	sell	10	0.10	89.788	89.858	89.708
20	2009.11.10 15:42	s/l	10	0.10	89.858	89.858	89.708	-7.79	9972.11
21	2009.11.11 18:00	buy	11	0.10	89.924	89.854	90.004
22	2009.11.11 18:47	s/l	11	0.10	89.854	89.854	90.004	-7.79	9964.32
23	2009.11.12 00:00	buy	12	0.10	89.889	89.819	89.969
24	2009.11.12 00:12	t/p	12	0.10	89.969	89.819	89.969	8.89	9973.21
25	2009.11.12 03:00	sell	13	0.10	89.715	89.785	89.635
26	2009.11.12 03:02	s/l	13	0.10	89.785	89.785	89.635	-7.80	9965.41
27	2009.11.12 07:00	buy	14	0.10	89.845	89.775	89.925
28	2009.11.12 08:11	s/l	14	0.10	89.775	89.775	89.925	-7.80	9957.61
29	2009.11.13 10:00	sell	15	0.10	90.156	90.226	90.076
30	2009.11.13 10:06	t/p	15	0.10	90.076	90.226	90.076	8.88	9966.49
31	2009.11.16 07:00	sell	16	0.10	89.560	89.630	89.480
32	2009.11.16 07:58	s/l	16	0.10	89.630	89.630	89.480	-7.81	9958.68
33	2009.11.16 15:00	sell	17	0.10	89.410	89.480	89.330
34	2009.11.16 15:05	s/l	17	0.10	89.480	89.480	89.330	-7.82	9950.86
35	2009.11.16 16:00	sell	18	0.10	89.444	89.514	89.364
36	2009.11.16 16:32	t/p	18	0.10	89.364	89.514	89.364	8.95	9959.81
37	2009.11.17 08:00	sell	19	0.10	89.043	89.113	88.963
38	2009.11.17 08:36	t/p	19	0.10	88.963	89.113	88.963	8.99	9968.80
39	2009.11.17 12:00	buy	20	0.10	89.070	89.000	89.150
40	2009.11.17 13:01	t/p	20	0.10	89.150	89.000	89.150	8.97	9977.77
41	2009.11.18 00:00	buy	21	0.10	89.350	89.280	89.430
42	2009.11.18 00:17	s/l	21	0.10	89.280	89.280	89.430	-7.84	9969.93
43	2009.11.18 01:00	sell	22	0.10	89.240	89.310	89.160
44	2009.11.18 01:12	s/l	22	0.10	89.310	89.310	89.160	-7.84	9962.09
45	2009.11.18 02:00	sell	23	0.10	89.229	89.299	89.149
46	2009.11.18 02:02	s/l	23	0.10	89.299	89.299	89.149	-7.84	9954.25
47	2009.11.19 13:00	sell	24	0.10	88.915	88.985	88.835
48	2009.11.19 13:25	t/p	24	0.10	88.835	88.985	88.835	9.01	9963.26
49	2009.11.19 18:00	buy	25	0.10	88.970	88.900	89.050
50	2009.11.19 18:03	s/l	25	0.10	88.900	88.900	89.050	-7.88	9955.38
51	2009.11.20 00:00	sell	26	0.10	88.920	88.990	88.840
52	2009.11.20 01:19	s/l	26	0.10	88.990	88.990	88.840	-7.87	9947.51
53	2009.11.20 18:00	sell	27	0.10	88.910	88.980	88.830
54	2009.11.20 18:33	s/l	27	0.10	88.980	88.980	88.830	-7.87	9939.64
55	2009.11.20 22:00	buy	28	0.10	89.034	88.964	89.114
56	2009.11.20 22:10	s/l	28	0.10	88.964	88.964	89.114	-7.87	9931.77
57	2009.11.23 05:00	sell	29	0.10	88.895	88.965	88.815
58	2009.11.23 07:31	t/p	29	0.10	88.815	88.965	88.815	9.01	9940.78
59	2009.11.23 10:00	buy	30	0.10	88.998	88.928	89.078
60	2009.11.23 10:10	s/l	30	0.10	88.928	88.928	89.078	-7.87	9932.91
61	2009.11.23 16:00	buy	31	0.10	88.897	88.827	88.977
62	2009.11.23 16:02	s/l	31	0.10	88.827	88.827	88.977	-7.88	9925.03
63	2009.11.24 07:00	sell	32	0.10	88.824	88.894	88.744
64	2009.11.24 07:33	t/p	32	0.10	88.744	88.894	88.744	9.01	9934.04
65	2009.11.24 14:00	sell	33	0.10	88.569	88.639	88.489
66	2009.11.24 14:31	t/p	33	0.10	88.489	88.639	88.489	9.04	9943.08
67	2009.11.24 20:00	sell	34	0.10	88.446	88.516	88.366
68	2009.11.24 20:08	s/l	34	0.10	88.516	88.516	88.366	-7.91	9935.17
69	2009.11.25 10:00	sell	35	0.10	88.154	88.224	88.074
70	2009.11.25 10:15	t/p	35	0.10	88.074	88.224	88.074	9.08	9944.25
71	2009.11.25 20:00	sell	36	0.10	87.478	87.548	87.398
72	2009.11.25 20:23	t/p	36	0.10	87.398	87.548	87.398	9.15	9953.40
73	2009.11.26 04:00	sell	37	0.10	87.194	87.264	87.114
74	2009.11.26 04:01	s/l	37	0.10	87.264	87.264	87.114	-8.02	9945.38
75	2009.11.26 13:00	sell	38	0.10	86.765	86.835	86.685
76	2009.11.26 13:28	t/p	38	0.10	86.685	86.835	86.685	9.23	9954.61
77	2009.11.27 08:00	sell	39	0.10	85.898	85.968	85.818
78	2009.11.27 08:02	t/p	39	0.10	85.818	85.968	85.818	9.33	9963.94