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; TrailingStop=0;
Bars in test	551	Ticks modelled	541880	Modelling quality	n/a
Mismatched charts errors	113
Initial deposit	10000.00
Total net profit	-23.50	Gross profit	117.36	Gross loss	-140.86
Profit factor	0.83	Expected payoff	-0.76
Absolute drawdown	63.50	Maximal drawdown	63.50 (0.63%)	Relative drawdown	0.63% (63.50)
Total trades	31	Short positions (won %)	22 (50.00%)	Long positions (won %)	9 (22.22%)
		Profit trades (% of total)	13 (41.94%)	Loss trades (% of total)	18 (58.06%)
Largest		profit trade	9.33	loss trade	-8.02
Average		profit trade	9.03	loss trade	-7.83
Maximum		consecutive wins (profit in money)	3 (27.06)	consecutive losses (loss in money)	6 (-46.69)
Maximal		consecutive profit (count of wins)	27.06 (3)	consecutive loss (count of losses)	-46.69 (6)
Average		consecutive wins	2	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.11.03 22:00	buy	1	0.10	90.360	90.290	90.440
2	2009.11.03 22:37	s/l	1	0.10	90.290	90.290	90.440	-7.75	9992.25
3	2009.11.03 23:00	buy	2	0.10	90.342	90.272	90.422
4	2009.11.04 00:03	s/l	2	0.10	90.272	90.272	90.422	-7.71	9984.54
5	2009.11.04 19:00	buy	3	0.10	90.925	90.855	91.005
6	2009.11.04 20:15	t/p	3	0.10	91.005	90.855	91.005	8.79	9993.33
7	2009.11.09 10:00	buy	4	0.10	90.134	90.064	90.214
8	2009.11.09 10:08	s/l	4	0.10	90.064	90.064	90.214	-7.77	9985.56
9	2009.11.09 23:00	sell	5	0.10	89.908	89.978	89.828
10	2009.11.09 23:02	s/l	5	0.10	89.978	89.978	89.828	-7.78	9977.78
11	2009.11.10 03:00	buy	6	0.10	90.027	89.957	90.107
12	2009.11.10 03:42	s/l	6	0.10	89.957	89.957	90.107	-7.78	9970.00
13	2009.11.10 05:00	sell	7	0.10	89.899	89.969	89.819
14	2009.11.10 05:19	s/l	7	0.10	89.969	89.969	89.819	-7.78	9962.22
15	2009.11.10 15:00	sell	8	0.10	89.788	89.858	89.708
16	2009.11.10 15:42	s/l	8	0.10	89.858	89.858	89.708	-7.79	9954.43
17	2009.11.11 18:00	buy	9	0.10	89.924	89.854	90.004
18	2009.11.11 18:47	s/l	9	0.10	89.854	89.854	90.004	-7.79	9946.64
19	2009.11.12 00:00	buy	10	0.10	89.889	89.819	89.969
20	2009.11.12 00:12	t/p	10	0.10	89.969	89.819	89.969	8.89	9955.53
21	2009.11.12 03:00	sell	11	0.10	89.715	89.785	89.635
22	2009.11.12 03:02	s/l	11	0.10	89.785	89.785	89.635	-7.80	9947.73
23	2009.11.13 10:00	sell	12	0.10	90.156	90.226	90.076
24	2009.11.13 10:06	t/p	12	0.10	90.076	90.226	90.076	8.88	9956.61
25	2009.11.16 07:00	sell	13	0.10	89.560	89.630	89.480
26	2009.11.16 07:58	s/l	13	0.10	89.630	89.630	89.480	-7.81	9948.80
27	2009.11.16 15:00	sell	14	0.10	89.410	89.480	89.330
28	2009.11.16 15:05	s/l	14	0.10	89.480	89.480	89.330	-7.82	9940.98
29	2009.11.16 16:00	sell	15	0.10	89.444	89.514	89.364
30	2009.11.16 16:32	t/p	15	0.10	89.364	89.514	89.364	8.95	9949.93
31	2009.11.17 08:00	sell	16	0.10	89.043	89.113	88.963
32	2009.11.17 08:36	t/p	16	0.10	88.963	89.113	88.963	8.99	9958.92
33	2009.11.18 00:00	buy	17	0.10	89.350	89.280	89.430
34	2009.11.18 00:17	s/l	17	0.10	89.280	89.280	89.430	-7.84	9951.08
35	2009.11.18 02:00	sell	18	0.10	89.229	89.299	89.149
36	2009.11.18 02:02	s/l	18	0.10	89.299	89.299	89.149	-7.84	9943.24
37	2009.11.19 13:00	sell	19	0.10	88.915	88.985	88.835
38	2009.11.19 13:25	t/p	19	0.10	88.835	88.985	88.835	9.01	9952.25
39	2009.11.20 22:00	buy	20	0.10	89.034	88.964	89.114
40	2009.11.20 22:10	s/l	20	0.10	88.964	88.964	89.114	-7.87	9944.38
41	2009.11.23 05:00	sell	21	0.10	88.895	88.965	88.815
42	2009.11.23 07:31	t/p	21	0.10	88.815	88.965	88.815	9.01	9953.39
43	2009.11.24 07:00	sell	22	0.10	88.824	88.894	88.744
44	2009.11.24 07:33	t/p	22	0.10	88.744	88.894	88.744	9.01	9962.40
45	2009.11.24 14:00	sell	23	0.10	88.569	88.639	88.489
46	2009.11.24 14:31	t/p	23	0.10	88.489	88.639	88.489	9.04	9971.44
47	2009.11.24 20:00	sell	24	0.10	88.446	88.516	88.366
48	2009.11.24 20:08	s/l	24	0.10	88.516	88.516	88.366	-7.91	9963.53
49	2009.11.24 21:00	sell	25	0.10	88.518	88.588	88.438
50	2009.11.24 21:20	s/l	25	0.10	88.588	88.588	88.438	-7.90	9955.63
51	2009.11.25 00:00	sell	26	0.10	88.506	88.576	88.426
52	2009.11.25 00:37	s/l	26	0.10	88.576	88.576	88.426	-7.90	9947.73
53	2009.11.25 10:00	sell	27	0.10	88.154	88.224	88.074
54	2009.11.25 10:15	t/p	27	0.10	88.074	88.224	88.074	9.08	9956.81
55	2009.11.25 20:00	sell	28	0.10	87.478	87.548	87.398
56	2009.11.25 20:23	t/p	28	0.10	87.398	87.548	87.398	9.15	9965.96
57	2009.11.26 04:00	sell	29	0.10	87.194	87.264	87.114
58	2009.11.26 04:01	s/l	29	0.10	87.264	87.264	87.114	-8.02	9957.94
59	2009.11.26 13:00	sell	30	0.10	86.765	86.835	86.685
60	2009.11.26 13:28	t/p	30	0.10	86.685	86.835	86.685	9.23	9967.17
61	2009.11.27 08:00	sell	31	0.10	85.898	85.968	85.818
62	2009.11.27 08:02	t/p	31	0.10	85.818	85.968	85.818	9.33	9976.50