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=1; StopLoss=1000; TakeProfit=1000; TrailingStop=0; OpenSlippage=3; CloseSlippage=30; ModifiedStopLoss=30;
Bars in test	551	Ticks modelled	541880	Modelling quality	n/a
Mismatched charts errors	113
Initial deposit	10000.00
Total net profit	-4837.59	Gross profit	5954.13	Gross loss	-10791.72
Profit factor	0.55	Expected payoff	-79.30
Absolute drawdown	5918.45	Maximal drawdown	6439.06 (61.20%)	Relative drawdown	61.20% (6439.06)
Total trades	61	Short positions (won %)	32 (34.38%)	Long positions (won %)	29 (20.69%)
		Profit trades (% of total)	17 (27.87%)	Loss trades (% of total)	44 (72.13%)
Largest		profit trade	1165.41	loss trade	-1160.67
Average		profit trade	350.24	loss trade	-245.27
Maximum		consecutive wins (profit in money)	2 (109.43)	consecutive losses (loss in money)	13 (-2423.53)
Maximal		consecutive profit (count of wins)	1165.41 (1)	consecutive loss (count of losses)	-2423.53 (13)
Average		consecutive wins	1	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.11.03 02:00	buy	1	1.00	90.473	89.473	91.473
2	2009.11.03 03:00	close	1	1.00	90.366	89.473	91.473	-118.41	9881.59
3	2009.11.03 03:00	sell	2	1.00	90.366	91.366	89.366
4	2009.11.03 12:00	close	2	1.00	90.182	91.366	89.366	204.03	10085.62
5	2009.11.03 12:00	buy	3	1.00	90.182	89.182	91.182
6	2009.11.04 02:00	close	3	1.00	90.119	89.182	91.182	-69.58	10016.04
7	2009.11.04 02:00	sell	4	1.00	90.119	91.119	89.119
8	2009.11.04 07:00	close	4	1.00	90.380	91.119	89.119	-288.78	9727.26
9	2009.11.04 07:00	buy	5	1.00	90.380	89.380	91.380
10	2009.11.04 17:00	close	5	1.00	90.804	89.380	91.380	466.94	10194.20
11	2009.11.04 17:00	sell	6	1.00	90.804	91.804	89.804
12	2009.11.04 21:00	close	6	1.00	90.818	91.804	89.804	-15.42	10178.78
13	2009.11.04 21:00	buy	7	1.00	90.818	89.818	91.818
14	2009.11.05 05:00	close	7	1.00	90.408	89.818	91.818	-452.51	9726.27
15	2009.11.05 05:00	sell	8	1.00	90.408	91.408	89.408
16	2009.11.05 21:00	close	8	1.00	90.793	91.408	89.408	-424.04	9302.23
17	2009.11.05 21:00	buy	9	1.00	90.793	89.793	91.793
18	2009.11.06 08:00	close	9	1.00	90.510	89.793	91.793	-312.34	8989.89
19	2009.11.06 08:00	sell	10	1.00	90.510	91.510	89.510
20	2009.11.06 13:00	close	10	1.00	90.691	91.510	89.510	-199.58	8790.31
21	2009.11.06 13:00	buy	11	1.00	90.691	89.691	91.691
22	2009.11.06 15:00	close	11	1.00	90.120	89.691	91.691	-633.60	8156.71
23	2009.11.06 15:00	sell	12	1.00	90.120	91.120	89.120
24	2009.11.06 21:00	close	12	1.00	89.984	91.120	89.120	151.14	8307.85
25	2009.11.06 21:00	buy	13	1.00	89.984	88.984	90.984
26	2009.11.09 01:00	close	13	1.00	89.875	88.984	90.984	-120.95	8186.90
27	2009.11.09 01:00	sell	14	1.00	89.875	90.875	88.875
28	2009.11.09 03:00	close	14	1.00	90.036	90.875	88.875	-178.82	8008.08
29	2009.11.09 03:00	buy	15	1.00	90.036	89.036	91.036
30	2009.11.09 06:00	close	15	1.00	90.102	89.036	91.036	73.25	8081.33
31	2009.11.09 06:00	sell	16	1.00	90.102	91.102	89.102
32	2009.11.09 09:00	close	16	1.00	90.125	91.102	89.102	-25.52	8055.81
33	2009.11.09 09:00	buy	17	1.00	90.125	89.125	91.125
34	2009.11.09 12:00	close	17	1.00	89.877	89.125	91.125	-275.93	7779.88
35	2009.11.09 12:00	sell	18	1.00	89.877	90.877	88.877
36	2009.11.09 21:00	close	18	1.00	89.996	90.877	88.877	-132.23	7647.65
37	2009.11.09 21:00	buy	19	1.00	89.996	88.996	90.996
38	2009.11.10 01:00	close	19	1.00	89.852	88.996	90.996	-159.93	7487.72
39	2009.11.10 01:00	sell	20	1.00	89.852	90.852	88.852
40	2009.11.10 12:00	close	20	1.00	90.122	90.852	88.852	-299.59	7188.13
41	2009.11.10 12:00	buy	21	1.00	90.122	89.122	91.122
42	2009.11.10 14:00	close	21	1.00	89.831	89.122	91.122	-323.94	6864.19
43	2009.11.10 14:00	sell	22	1.00	89.831	90.831	88.831
44	2009.11.10 22:00	close	22	1.00	89.865	90.831	88.831	-37.83	6826.36
45	2009.11.10 22:00	buy	23	1.00	89.865	88.865	90.865
46	2009.11.11 01:00	close	23	1.00	89.686	88.865	90.865	-199.26	6627.10
47	2009.11.11 01:00	sell	24	1.00	89.686	90.686	88.686
48	2009.11.11 23:00	close	24	1.00	89.900	90.686	88.686	-238.04	6389.06
49	2009.11.11 23:00	buy	25	1.00	89.900	88.900	90.900
50	2009.11.12 03:00	close	25	1.00	89.715	88.900	90.900	-205.22	6183.84
51	2009.11.12 03:00	sell	26	1.00	89.715	90.715	88.715
52	2009.11.12 08:00	close	26	1.00	89.890	90.715	88.715	-194.68	5989.16
53	2009.11.12 08:00	buy	27	1.00	89.890	88.890	90.890
54	2009.11.12 09:00	close	27	1.00	89.795	88.890	90.890	-105.80	5883.36
55	2009.11.12 09:00	sell	28	1.00	89.795	90.795	88.795
56	2009.11.12 14:00	close	28	1.00	89.998	90.795	88.795	-225.56	5657.80
57	2009.11.12 14:00	buy	29	1.00	89.998	88.998	90.998
58	2009.11.13 02:00	close	29	1.00	90.269	88.998	90.998	300.54	5958.34
59	2009.11.13 02:00	sell	30	1.00	90.269	91.269	89.269
60	2009.11.13 08:00	close	30	1.00	90.391	91.269	89.269	-134.97	5823.37
61	2009.11.13 08:00	buy	31	1.00	90.391	89.391	91.391
62	2009.11.13 10:00	close	31	1.00	90.156	89.391	91.391	-260.66	5562.71
63	2009.11.13 10:00	sell	32	1.00	90.156	91.156	89.156
64	2009.11.13 21:00	close	32	1.00	89.675	91.156	89.156	536.38	6099.09
65	2009.11.13 21:00	buy	33	1.00	89.675	88.675	90.675
66	2009.11.16 01:00	close	33	1.00	89.629	88.675	90.675	-50.99	6048.10
67	2009.11.16 01:00	sell	34	1.00	89.629	90.629	88.629
68	2009.11.16 19:00	close	34	1.00	89.310	90.629	88.629	357.18	6405.28
69	2009.11.16 19:00	buy	35	1.00	89.310	88.310	90.310
70	2009.11.17 09:00	close	35	1.00	88.845	88.310	90.310	-523.05	5882.23
71	2009.11.17 09:00	sell	36	1.00	88.845	89.845	87.845
72	2009.11.17 11:00	close	36	1.00	89.030	89.845	87.845	-207.80	5674.43
73	2009.11.17 11:00	buy	37	1.00	89.030	88.030	90.030
74	2009.11.18 06:00	close	37	1.00	89.180	88.030	90.030	168.53	5842.96
75	2009.11.18 06:00	sell	38	1.00	89.180	90.180	88.180
76	2009.11.18 15:00	close	38	1.00	89.225	90.180	88.180	-50.43	5792.53
77	2009.11.18 15:00	buy	39	1.00	89.225	88.225	90.225
78	2009.11.19 03:00	close	39	1.00	89.175	88.225	90.225	-55.08	5737.45
79	2009.11.19 03:00	sell	40	1.00	89.175	90.175	88.175
80	2009.11.19 18:00	close	40	1.00	88.970	90.175	88.175	230.41	5967.86
81	2009.11.19 18:00	buy	41	1.00	88.970	87.970	89.970
82	2009.11.20 01:00	close	41	1.00	88.910	87.970	89.970	-67.15	5900.71
83	2009.11.20 01:00	sell	42	1.00	88.910	89.910	87.910
84	2009.11.20 14:00	close	42	1.00	88.980	89.910	87.910	-78.67	5822.04
85	2009.11.20 14:00	buy	43	1.00	88.980	87.980	89.980
86	2009.11.23 00:00	close	43	1.00	88.818	87.980	89.980	-182.07	5639.97
87	2009.11.23 00:00	sell	44	1.00	88.818	89.818	87.818
88	2009.11.23 10:00	close	44	1.00	88.998	89.818	87.818	-202.25	5437.72
89	2009.11.23 10:00	buy	45	1.00	88.998	87.998	89.998
90	2009.11.23 15:00	close	45	1.00	88.826	87.998	89.998	-193.64	5244.08
91	2009.11.23 15:00	sell	46	1.00	88.826	89.826	87.826
92	2009.11.23 17:00	close	46	1.00	88.974	89.826	87.826	-166.34	5077.74
93	2009.11.23 17:00	buy	47	1.00	88.974	87.974	89.974
94	2009.11.23 21:00	close	47	1.00	88.991	87.974	89.974	19.10	5096.84
95	2009.11.23 21:00	sell	48	1.00	88.991	89.991	87.991
96	2009.11.24 04:00	close	48	1.00	88.910	89.991	87.991	90.33	5187.17
97	2009.11.24 04:00	buy	49	1.00	88.910	87.910	89.910
98	2009.11.24 08:00	close	49	1.00	88.683	87.910	89.910	-255.97	4931.20
99	2009.11.24 08:00	sell	50	1.00	88.683	89.683	87.683
100	2009.11.25 01:00	close	50	1.00	88.618	89.683	87.683	72.58	5003.78
101	2009.11.25 01:00	buy	51	1.00	88.618	87.618	89.618
102	2009.11.25 03:00	close	51	1.00	88.251	87.618	89.618	-415.86	4587.92
103	2009.11.25 03:00	sell	52	1.00	88.251	89.251	87.251
104	2009.11.25 17:00	close	52	1.00	87.677	89.251	87.251	654.68	5242.60
105	2009.11.25 17:00	buy	53	1.00	87.677	86.677	88.677
106	2009.11.25 21:00	close	53	1.00	87.400	86.677	88.677	-316.93	4925.67
107	2009.11.25 21:00	sell	54	1.00	87.400	88.400	86.400
108	2009.11.26 05:52	t/p	54	1.00	86.400	88.400	86.400	1155.10	6080.77
109	2009.11.26 05:52	sell	55	1.00	86.380	87.380	85.380
110	2009.11.26 08:00	close	55	1.00	86.981	87.380	85.380	-690.96	5389.81
111	2009.11.26 08:00	buy	56	1.00	86.981	85.981	87.981
112	2009.11.26 12:00	close	56	1.00	86.753	85.981	87.981	-262.82	5126.99
113	2009.11.26 12:00	sell	57	1.00	86.753	87.753	85.753
114	2009.11.27 00:25	t/p	57	1.00	85.753	87.753	85.753	1165.41	6292.40
115	2009.11.27 01:00	sell	58	1.00	85.153	86.153	84.153
116	2009.11.27 01:54	s/l	58	1.00	86.153	86.153	84.153	-1160.67	5131.73
117	2009.11.27 01:54	sell	59	1.00	86.137	87.137	85.137
118	2009.11.27 06:00	close	59	1.00	86.377	87.137	85.137	-277.85	4853.88
119	2009.11.27 06:00	buy	60	1.00	86.377	85.377	87.377
120	2009.11.27 22:00	close	60	1.00	86.563	85.377	87.377	214.87	5068.75
121	2009.11.27 22:00	sell	61	1.00	86.563	87.563	85.563
122	2009.11.27 22:59	close at stop	61	1.00	86.482	87.563	85.563	93.66	5162.41