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		numBars=3; lot=1; maPeriod=5; timeFrame=1; daysBackForHigh=1; daysBackForLow=1;
Bars in test	551	Ticks modelled	541880	Modelling quality	n/a
Mismatched charts errors	113
Initial deposit	10000.00
Total net profit	-3978.18	Gross profit	1344.90	Gross loss	-5323.08
Profit factor	0.25	Expected payoff	-53.04
Absolute drawdown	3978.18	Maximal drawdown	4351.92 (41.95%)	Relative drawdown	41.95% (4351.92)
Total trades	75	Short positions (won %)	29 (41.38%)	Long positions (won %)	46 (32.61%)
		Profit trades (% of total)	27 (36.00%)	Loss trades (% of total)	48 (64.00%)
Largest		profit trade	224.71	loss trade	-3619.92
Average		profit trade	49.81	loss trade	-110.90
Maximum		consecutive wins (profit in money)	3 (337.35)	consecutive losses (loss in money)	6 (-259.50)
Maximal		consecutive profit (count of wins)	337.35 (3)	consecutive loss (count of losses)	-3619.92 (1)
Average		consecutive wins	1	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.11.03 02:02	buy	1	1.00	90.411	0.000	0.000
2	2009.11.03 16:02	modify	1	1.00	90.411	90.466	0.000
3	2009.11.03 16:02	modify	1	1.00	90.411	90.486	0.000
4	2009.11.03 16:02	modify	1	1.00	90.411	90.506	0.000
5	2009.11.03 16:02	modify	1	1.00	90.411	90.526	0.000
6	2009.11.03 16:03	modify	1	1.00	90.411	90.546	0.000
7	2009.11.03 16:04	s/l	1	1.00	90.546	90.546	0.000	149.10	10149.10
8	2009.11.03 16:12	buy	2	1.00	90.412	0.000	0.000
9	2009.11.04 07:56	modify	2	1.00	90.412	90.467	0.000
10	2009.11.04 07:56	s/l	2	1.00	90.467	90.467	0.000	61.24	10210.34
11	2009.11.04 07:57	buy	3	1.00	90.429	0.000	0.000
12	2009.11.04 08:21	modify	3	1.00	90.429	90.484	0.000
13	2009.11.04 08:22	modify	3	1.00	90.429	90.504	0.000
14	2009.11.04 08:22	modify	3	1.00	90.429	90.524	0.000
15	2009.11.04 08:22	modify	3	1.00	90.429	90.544	0.000
16	2009.11.04 08:24	s/l	3	1.00	90.544	90.544	0.000	127.01	10337.35
17	2009.11.05 00:00	buy	4	1.00	90.864	0.000	0.000
18	2009.11.25 17:42	close	4	1.00	87.683	0.000	0.000	-3619.92	6717.43
19	2009.11.27 11:13	buy	5	1.00	86.585	86.489	0.000
20	2009.11.27 11:17	modify	5	1.00	86.585	86.640	0.000
21	2009.11.27 11:17	modify	5	1.00	86.585	86.660	0.000
22	2009.11.27 11:17	modify	5	1.00	86.585	86.680	0.000
23	2009.11.27 11:20	modify	5	1.00	86.585	86.700	0.000
24	2009.11.27 11:20	modify	5	1.00	86.585	86.720	0.000
25	2009.11.27 11:20	modify	5	1.00	86.585	86.740	0.000
26	2009.11.27 11:20	modify	5	1.00	86.585	86.760	0.000
27	2009.11.27 11:20	modify	5	1.00	86.585	86.780	0.000
28	2009.11.27 11:20	s/l	5	1.00	86.780	86.780	0.000	224.71	6942.14
29	2009.11.27 11:20	buy	6	1.00	86.799	86.661	0.000
30	2009.11.27 11:24	close	6	1.00	86.742	86.661	0.000	-65.71	6876.43
31	2009.11.27 11:24	sell	7	1.00	86.741	86.818	0.000
32	2009.11.27 11:28	close	7	1.00	86.714	86.818	0.000	31.14	6907.57
33	2009.11.27 11:29	buy	8	1.00	86.720	86.648	0.000
34	2009.11.27 11:35	close	8	1.00	86.710	86.648	0.000	-11.53	6896.04
35	2009.11.27 11:37	sell	9	1.00	86.682	86.743	0.000
36	2009.11.27 11:41	modify	9	1.00	86.682	86.627	0.000
37	2009.11.27 11:41	s/l	9	1.00	86.627	86.627	0.000	63.49	6959.53
38	2009.11.27 11:41	sell	10	1.00	86.598	86.648	0.000
39	2009.11.27 11:47	modify	10	1.00	86.598	86.543	0.000
40	2009.11.27 11:49	close	10	1.00	86.524	86.543	0.000	85.53	7045.06
41	2009.11.27 13:21	buy	11	1.00	86.587	86.521	0.000
42	2009.11.27 13:25	close	11	1.00	86.581	86.521	0.000	-6.93	7038.13
43	2009.11.27 13:26	sell	12	1.00	86.554	86.605	0.000
44	2009.11.27 13:30	close	12	1.00	86.536	86.605	0.000	20.80	7058.93
45	2009.11.27 13:47	buy	13	1.00	86.585	86.470	0.000
46	2009.11.27 13:50	close	13	1.00	86.552	86.470	0.000	-38.13	7020.80
47	2009.11.27 14:03	buy	14	1.00	86.587	86.439	0.000
48	2009.11.27 14:09	close	14	1.00	86.560	86.439	0.000	-31.19	6989.61
49	2009.11.27 14:09	sell	15	1.00	86.545	86.596	0.000
50	2009.11.27 14:10	s/l	15	1.00	86.596	86.596	0.000	-58.90	6930.71
51	2009.11.27 14:12	buy	16	1.00	86.613	86.545	0.000
52	2009.11.27 14:14	close	16	1.00	86.578	86.545	0.000	-40.43	6890.28
53	2009.11.27 14:16	buy	17	1.00	86.625	86.566	0.000
54	2009.11.27 14:17	close	17	1.00	86.573	86.566	0.000	-60.06	6830.22
55	2009.11.27 14:18	buy	18	1.00	86.633	86.581	0.000
56	2009.11.27 14:23	close	18	1.00	86.656	86.581	0.000	26.54	6856.76
57	2009.11.27 14:23	sell	19	1.00	86.649	86.702	0.000
58	2009.11.27 14:27	close	19	1.00	86.663	86.702	0.000	-16.15	6840.61
59	2009.11.27 14:27	buy	20	1.00	86.693	86.643	0.000
60	2009.11.27 14:30	s/l	20	1.00	86.643	86.643	0.000	-57.71	6782.90
61	2009.11.27 14:30	sell	21	1.00	86.631	86.682	0.000
62	2009.11.27 14:38	close	21	1.00	86.583	86.682	0.000	55.44	6838.34
63	2009.11.27 14:38	buy	22	1.00	86.592	86.542	0.000
64	2009.11.27 14:41	close	22	1.00	86.562	86.542	0.000	-34.66	6803.68
65	2009.11.27 14:56	buy	23	1.00	86.587	86.493	0.000
66	2009.11.27 14:59	close	23	1.00	86.554	86.493	0.000	-38.13	6765.55
67	2009.11.27 15:01	buy	24	1.00	86.629	86.574	0.000
68	2009.11.27 15:03	modify	24	1.00	86.629	86.684	0.000
69	2009.11.27 15:04	modify	24	1.00	86.629	86.704	0.000
70	2009.11.27 15:04	modify	24	1.00	86.629	86.724	0.000
71	2009.11.27 15:05	s/l	24	1.00	86.724	86.724	0.000	109.54	6875.09
72	2009.11.27 15:05	buy	25	1.00	86.743	86.666	0.000
73	2009.11.27 15:06	close	25	1.00	86.681	86.666	0.000	-71.53	6803.56
74	2009.11.27 15:06	sell	26	1.00	86.675	86.725	0.000
75	2009.11.27 15:09	close	26	1.00	86.716	86.725	0.000	-47.28	6756.28
76	2009.11.27 15:09	buy	27	1.00	86.715	86.659	0.000
77	2009.11.27 15:13	close	27	1.00	86.704	86.659	0.000	-12.69	6743.59
78	2009.11.27 15:14	buy	28	1.00	86.743	86.691	0.000
79	2009.11.27 15:26	close	28	1.00	86.770	86.691	0.000	31.12	6774.71
80	2009.11.27 15:26	buy	29	1.00	86.824	86.772	0.000
81	2009.11.27 15:30	close	29	1.00	86.794	86.772	0.000	-34.56	6740.15
82	2009.11.27 15:31	sell	30	1.00	86.780	86.830	0.000
83	2009.11.27 15:33	close	30	1.00	86.823	86.830	0.000	-49.53	6690.62
84	2009.11.27 15:34	buy	31	1.00	86.818	86.760	0.000
85	2009.11.27 15:36	modify	31	1.00	86.818	86.873	0.000
86	2009.11.27 15:39	s/l	31	1.00	86.873	86.873	0.000	63.31	6753.93
87	2009.11.27 15:41	buy	32	1.00	86.936	86.886	0.000
88	2009.11.27 15:44	close	32	1.00	86.896	86.886	0.000	-46.03	6707.90
89	2009.11.27 15:44	sell	33	1.00	86.893	86.944	0.000
90	2009.11.27 15:49	close	33	1.00	86.892	86.944	0.000	1.15	6709.05
91	2009.11.27 15:51	buy	34	1.00	86.907	86.856	0.000
92	2009.11.27 15:56	close	34	1.00	86.923	86.856	0.000	18.41	6727.46
93	2009.11.27 15:58	sell	35	1.00	86.892	86.942	0.000
94	2009.11.27 16:00	close	35	1.00	86.928	86.942	0.000	-41.41	6686.05
95	2009.11.27 16:00	buy	36	1.00	86.961	86.910	0.000
96	2009.11.27 16:05	close	36	1.00	86.953	86.910	0.000	-9.20	6676.85
97	2009.11.27 16:10	buy	37	1.00	86.982	86.932	0.000
98	2009.11.27 16:14	close	37	1.00	86.964	86.932	0.000	-20.70	6656.15
99	2009.11.27 16:14	sell	38	1.00	86.953	87.005	0.000
100	2009.11.27 16:17	modify	38	1.00	86.953	86.898	0.000
101	2009.11.27 16:17	s/l	38	1.00	86.898	86.898	0.000	63.29	6719.44
102	2009.11.27 16:17	sell	39	1.00	86.879	86.969	0.000
103	2009.11.27 16:19	close	39	1.00	86.890	86.969	0.000	-12.66	6706.78
104	2009.11.27 16:20	sell	40	1.00	86.830	86.884	0.000
105	2009.11.27 16:25	close	40	1.00	86.841	86.884	0.000	-12.67	6694.11
106	2009.11.27 16:27	sell	41	1.00	86.773	86.824	0.000
107	2009.11.27 16:31	close	41	1.00	86.771	86.824	0.000	2.30	6696.41
108	2009.11.27 16:31	buy	42	1.00	86.787	86.735	0.000
109	2009.11.27 16:36	modify	42	1.00	86.787	86.842	0.000
110	2009.11.27 16:38	s/l	42	1.00	86.842	86.842	0.000	63.33	6759.74
111	2009.11.27 16:39	sell	43	1.00	86.828	86.885	0.000
112	2009.11.27 16:44	close	43	1.00	86.835	86.885	0.000	-8.06	6751.68
113	2009.11.27 16:45	buy	44	1.00	86.835	86.784	0.000
114	2009.11.27 16:46	s/l	44	1.00	86.784	86.784	0.000	-58.77	6692.91
115	2009.11.27 16:47	sell	45	1.00	86.759	86.818	0.000
116	2009.11.27 16:51	close	45	1.00	86.742	86.818	0.000	19.60	6712.51
117	2009.11.27 16:51	buy	46	1.00	86.774	86.722	0.000
118	2009.11.27 16:52	s/l	46	1.00	86.722	86.722	0.000	-59.97	6652.54
119	2009.11.27 16:54	buy	47	1.00	86.764	86.714	0.000
120	2009.11.27 16:55	s/l	47	1.00	86.714	86.714	0.000	-57.66	6594.88
121	2009.11.27 16:57	sell	48	1.00	86.708	86.760	0.000
122	2009.11.27 17:00	close	48	1.00	86.730	86.760	0.000	-25.37	6569.51
123	2009.11.27 17:00	buy	49	1.00	86.747	86.692	0.000
124	2009.11.27 17:05	close	49	1.00	86.763	86.692	0.000	18.44	6587.95
125	2009.11.27 17:06	buy	50	1.00	86.814	86.763	0.000
126	2009.11.27 17:10	close	50	1.00	86.793	86.763	0.000	-24.20	6563.75
127	2009.11.27 17:11	buy	51	1.00	86.856	86.806	0.000
128	2009.11.27 17:18	close	51	1.00	86.894	86.806	0.000	43.73	6607.48
129	2009.11.27 17:19	buy	52	1.00	86.919	86.865	0.000
130	2009.11.27 17:19	s/l	52	1.00	86.865	86.865	0.000	-62.17	6545.31
131	2009.11.27 17:19	sell	53	1.00	86.849	86.902	0.000
132	2009.11.27 17:23	close	53	1.00	86.848	86.902	0.000	1.15	6546.46
133	2009.11.27 17:23	sell	54	1.00	86.793	86.844	0.000
134	2009.11.27 17:25	close	54	1.00	86.837	86.844	0.000	-50.67	6495.79
135	2009.11.27 17:25	buy	55	1.00	86.864	86.814	0.000
136	2009.11.27 17:28	s/l	55	1.00	86.814	86.814	0.000	-57.60	6438.19
137	2009.11.27 17:29	sell	56	1.00	86.816	86.866	0.000
138	2009.11.27 17:31	close	56	1.00	86.848	86.866	0.000	-36.85	6401.34
139	2009.11.27 17:32	buy	57	1.00	86.854	86.801	0.000
140	2009.11.27 17:36	close	57	1.00	86.850	86.801	0.000	-4.61	6396.73
141	2009.11.27 17:39	buy	58	1.00	86.886	86.835	0.000
142	2009.11.27 17:45	close	58	1.00	86.905	86.835	0.000	21.86	6418.59
143	2009.11.27 17:48	buy	59	1.00	86.948	86.896	0.000
144	2009.11.27 17:53	close	59	1.00	86.917	86.896	0.000	-35.67	6382.92
145	2009.11.27 17:55	sell	60	1.00	86.889	86.939	0.000
146	2009.11.27 18:00	close	60	1.00	86.888	86.939	0.000	1.15	6384.07
147	2009.11.27 18:07	sell	61	1.00	86.783	86.835	0.000
148	2009.11.27 18:11	close	61	1.00	86.786	86.835	0.000	-3.46	6380.61
149	2009.11.27 18:33	buy	62	1.00	86.743	86.693	0.000
150	2009.11.27 18:41	close	62	1.00	86.735	86.693	0.000	-9.22	6371.39
151	2009.11.27 18:54	buy	63	1.00	86.767	86.717	0.000
152	2009.11.27 19:06	close	63	1.00	86.780	86.717	0.000	14.98	6386.37
153	2009.11.27 19:21	buy	64	1.00	86.792	86.739	0.000
154	2009.11.27 19:25	close	64	1.00	86.764	86.739	0.000	-32.27	6354.10
155	2009.11.27 19:32	sell	65	1.00	86.701	86.754	0.000
156	2009.11.27 19:35	close	65	1.00	86.717	86.754	0.000	-18.45	6335.65
157	2009.11.27 20:01	buy	66	1.00	86.701	86.651	0.000
158	2009.11.27 20:07	close	66	1.00	86.710	86.651	0.000	10.38	6346.03
159	2009.11.27 20:25	sell	67	1.00	86.670	86.724	0.000
160	2009.11.27 20:26	s/l	67	1.00	86.724	86.724	0.000	-62.27	6283.76
161	2009.11.27 20:50	buy	68	1.00	86.741	86.690	0.000
162	2009.11.27 20:56	close	68	1.00	86.718	86.690	0.000	-26.52	6257.24
163	2009.11.27 21:01	sell	69	1.00	86.670	86.720	0.000
164	2009.11.27 21:03	s/l	69	1.00	86.720	86.720	0.000	-57.66	6199.58
165	2009.11.27 21:03	sell	70	1.00	86.664	86.719	0.000
166	2009.11.27 21:05	close	70	1.00	86.689	86.719	0.000	-28.84	6170.74
167	2009.11.27 21:07	buy	71	1.00	86.714	86.663	0.000
168	2009.11.27 21:13	close	71	1.00	86.692	86.663	0.000	-25.38	6145.36
169	2009.11.27 21:33	buy	72	1.00	86.735	86.683	0.000
170	2009.11.27 21:34	close	72	1.00	86.684	86.683	0.000	-58.83	6086.53
171	2009.11.27 21:37	sell	73	1.00	86.645	86.700	0.000
172	2009.11.27 21:44	close	73	1.00	86.631	86.700	0.000	16.16	6102.69
173	2009.11.27 21:44	sell	74	1.00	86.566	86.619	0.000
174	2009.11.27 21:50	close	74	1.00	86.589	86.619	0.000	-26.56	6076.13
175	2009.11.27 22:00	buy	75	1.00	86.594	86.542	0.000
176	2009.11.27 22:02	close	75	1.00	86.547	86.542	0.000	-54.31	6021.82