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		StopLoss=0; TakeProfit=11; Percent=100;
Bars in test	551	Ticks modelled	541880	Modelling quality	n/a
Mismatched charts errors	113
Initial deposit	10000.00
Total net profit	-7346.97	Gross profit	3588.04	Gross loss	-10935.01
Profit factor	0.33	Expected payoff	-166.98
Absolute drawdown	7346.97	Maximal drawdown	11196.42 (80.84%)	Relative drawdown	80.84% (11196.42)
Total trades	44	Short positions (won %)	44 (75.00%)	Long positions (won %)	0 (0.00%)
		Profit trades (% of total)	33 (75.00%)	Loss trades (% of total)	11 (25.00%)
Largest		profit trade	623.13	loss trade	-7811.34
Average		profit trade	108.73	loss trade	-994.09
Maximum		consecutive wins (profit in money)	33 (3588.04)	consecutive losses (loss in money)	11 (-10935.01)
Maximal		consecutive profit (count of wins)	3588.04 (33)	consecutive loss (count of losses)	-10935.01 (11)
Average		consecutive wins	33	consecutive losses	11

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.11.03 02:00	sell	1	50.00	90.453	0.000	90.442
2	2009.11.03 02:00	sell	2	0.27	90.432	0.000	90.421
3	2009.11.03 02:00	sell	3	0.53	90.430	0.000	90.419
4	2009.11.03 02:00	sell	4	0.50	90.428	0.000	90.417
5	2009.11.03 02:00	sell	5	0.80	90.425	0.000	90.414
6	2009.11.03 02:00	sell	6	0.48	90.423	0.000	90.412
7	2009.11.03 02:00	t/p	1	50.00	90.442	0.000	90.442	608.14	10608.14
8	2009.11.03 02:00	sell	7	50.26	90.421	0.000	90.410
9	2009.11.03 02:01	t/p	2	0.27	90.421	0.000	90.421	3.28	10611.42
10	2009.11.03 02:01	sell	8	0.55	90.401	0.000	90.390
11	2009.11.03 02:01	t/p	3	0.53	90.419	0.000	90.419	6.44	10617.86
12	2009.11.03 02:01	sell	9	1.35	90.398	0.000	90.387
13	2009.11.03 02:01	t/p	4	0.50	90.417	0.000	90.417	6.09	10623.95
14	2009.11.03 02:01	sell	10	0.94	90.396	0.000	90.385
15	2009.11.03 02:01	t/p	5	0.80	90.414	0.000	90.414	9.73	10633.68
16	2009.11.03 02:01	sell	11	1.30	90.394	0.000	90.383
17	2009.11.03 02:02	t/p	6	0.48	90.412	0.000	90.412	5.84	10639.52
18	2009.11.03 02:02	sell	12	1.24	90.391	0.000	90.380
19	2009.11.03 02:02	t/p	7	50.26	90.410	0.000	90.410	611.51	11251.03
20	2009.11.03 02:02	sell	13	50.46	90.389	0.000	90.378
21	2009.11.03 02:02	t/p	8	0.55	90.390	0.000	90.390	6.69	11257.72
22	2009.11.03 02:02	sell	14	0.84	90.370	0.000	90.359
23	2009.11.03 02:02	sell	15	0.53	90.368	0.000	90.357
24	2009.11.03 02:02	t/p	9	1.35	90.387	0.000	90.387	16.43	11274.15
25	2009.11.03 02:02	t/p	10	0.94	90.385	0.000	90.385	11.44	11285.59
26	2009.11.03 02:02	sell	16	3.16	90.365	0.000	90.354
27	2009.11.03 02:02	t/p	11	1.30	90.383	0.000	90.383	15.82	11301.41
28	2009.11.03 02:02	sell	17	1.58	90.363	0.000	90.352
29	2009.11.03 02:03	sell	18	0.47	90.361	0.000	90.350
30	2009.11.03 02:03	t/p	12	1.24	90.380	0.000	90.380	15.09	11316.50
31	2009.11.03 02:03	sell	19	1.82	90.359	0.000	90.348
32	2009.11.03 02:03	t/p	13	50.46	90.378	0.000	90.378	614.16	11930.66
33	2009.11.03 02:03	sell	20	50.68	90.356	0.000	90.345
34	2009.11.03 02:03	t/p	14	0.84	90.359	0.000	90.359	10.23	11940.89
35	2009.11.03 02:03	sell	21	1.11	90.338	0.000	90.327
36	2009.11.03 02:03	t/p	15	0.53	90.357	0.000	90.357	6.46	11947.35
37	2009.11.03 02:03	sell	22	1.39	90.335	0.000	90.324
38	2009.11.03 02:03	t/p	16	3.16	90.354	0.000	90.354	38.48	11985.83
39	2009.11.03 02:03	t/p	17	1.58	90.352	0.000	90.352	19.24	12005.07
40	2009.11.03 02:03	sell	23	5.55	90.332	0.000	90.321
41	2009.11.03 02:03	t/p	18	0.47	90.350	0.000	90.350	5.72	12010.79
42	2009.11.03 02:03	sell	24	0.87	90.329	0.000	90.318
43	2009.11.03 02:03	t/p	19	1.82	90.348	0.000	90.348	22.16	12032.95
44	2009.11.03 02:03	sell	25	2.39	90.327	0.000	90.316
45	2009.11.03 02:03	t/p	20	50.68	90.345	0.000	90.345	617.06	12650.01
46	2009.11.03 02:03	sell	26	51.16	90.324	0.000	90.313
47	2009.11.03 02:05	t/p	21	1.11	90.327	0.000	90.327	13.52	12663.53
48	2009.11.03 02:05	sell	27	1.67	90.306	0.000	90.295
49	2009.11.03 02:05	t/p	22	1.39	90.324	0.000	90.324	16.93	12680.46
50	2009.11.03 02:05	sell	28	1.90	90.304	0.000	90.293
51	2009.11.03 02:05	sell	29	0.49	90.302	0.000	90.291
52	2009.11.03 02:05	t/p	23	5.55	90.321	0.000	90.321	67.60	12748.06
53	2009.11.03 02:05	sell	30	6.18	90.300	0.000	90.289
54	2009.11.03 02:05	t/p	24	0.87	90.318	0.000	90.318	10.60	12758.66
55	2009.11.03 02:05	sell	31	0.90	90.298	0.000	90.287
56	2009.11.03 02:05	t/p	25	2.39	90.316	0.000	90.316	29.11	12787.77
57	2009.11.03 02:05	sell	32	3.01	90.296	0.000	90.285
58	2009.11.03 02:05	sell	33	0.39	90.294	0.000	90.283
59	2009.11.03 02:05	t/p	26	51.16	90.313	0.000	90.313	623.13	13410.90
60	2009.11.03 02:05	sell	34	51.56	90.292	0.000	90.281
61	2009.11.03 02:05	t/p	27	1.67	90.295	0.000	90.295	20.34	13431.24
62	2009.11.03 02:05	sell	35	2.18	90.275	0.000	90.264
63	2009.11.03 02:05	t/p	28	1.90	90.293	0.000	90.293	23.15	13454.39
64	2009.11.03 02:05	sell	36	2.40	90.273	0.000	90.262
65	2009.11.03 02:05	t/p	29	0.49	90.291	0.000	90.291	5.97	13460.36
66	2009.11.03 02:05	sell	37	0.96	90.271	0.000	90.260
67	2009.11.03 02:06	sell	38	0.27	90.270	0.000	90.259
68	2009.11.03 02:06	t/p	30	6.18	90.289	0.000	90.289	75.29	13535.65
69	2009.11.03 02:06	sell	39	6.53	90.269	0.000	90.258
70	2009.11.03 02:06	t/p	31	0.90	90.287	0.000	90.287	10.97	13546.62
71	2009.11.03 02:06	sell	40	0.93	90.267	0.000	90.256
72	2009.11.03 02:06	sell	41	0.27	90.266	0.000	90.255
73	2009.11.03 02:06	t/p	32	3.01	90.285	0.000	90.285	36.67	13583.29
74	2009.11.03 02:06	sell	42	3.36	90.265	0.000	90.254
75	2009.11.03 02:06	sell	43	0.01	90.264	0.000	90.253
76	2009.11.03 02:06	t/p	33	0.39	90.283	0.000	90.283	4.75	13588.04
77	2009.11.03 02:06	sell	44	0.77	90.263	0.000	90.252
78	2009.11.03 02:43	close at stop	44	0.77	90.429	0.000	90.252	-141.35	13446.69
79	2009.11.03 02:43	close at stop	43	0.01	90.429	0.000	90.253	-1.82	13444.87
80	2009.11.03 02:43	close at stop	42	3.36	90.429	0.000	90.254	-609.36	12835.51
81	2009.11.03 02:43	close at stop	41	0.27	90.429	0.000	90.255	-48.67	12786.84
82	2009.11.03 02:43	close at stop	40	0.93	90.429	0.000	90.256	-166.61	12620.23
83	2009.11.03 02:43	close at stop	39	6.53	90.429	0.000	90.258	-1155.38	11464.85
84	2009.11.03 02:43	close at stop	38	0.27	90.429	0.000	90.259	-47.47	11417.38
85	2009.11.03 02:43	close at stop	37	0.96	90.429	0.000	90.260	-167.73	11249.65
86	2009.11.03 02:43	close at stop	36	2.40	90.429	0.000	90.262	-414.03	10835.62
87	2009.11.03 02:43	close at stop	35	2.18	90.429	0.000	90.264	-371.25	10464.37
88	2009.11.03 02:43	close at stop	34	51.56	90.429	0.000	90.281	-7811.34	2653.03