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; Profit=35; Stop=55; Slippage=5; Symb="*"; StartTime="16:00";
Bars in test	551	Ticks modelled	541880	Modelling quality	n/a
Mismatched charts errors	113
Initial deposit	10000.00
Total net profit	-56.22	Gross profit	23.69	Gross loss	-79.91
Profit factor	0.30	Expected payoff	-2.96
Absolute drawdown	70.46	Maximal drawdown	72.09 (0.72%)	Relative drawdown	0.72% (72.09)
Total trades	19	Short positions (won %)	9 (33.33%)	Long positions (won %)	10 (30.00%)
		Profit trades (% of total)	6 (31.58%)	Loss trades (% of total)	13 (68.42%)
Largest		profit trade	4.04	loss trade	-6.21
Average		profit trade	3.95	loss trade	-6.15
Maximum		consecutive wins (profit in money)	3 (12.07)	consecutive losses (loss in money)	7 (-43.26)
Maximal		consecutive profit (count of wins)	12.07 (3)	consecutive loss (count of losses)	-43.26 (7)
Average		consecutive wins	2	consecutive losses	4

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.11.03 16:00	sell	1	0.10	90.433	90.488	90.398
2	2009.11.03 16:01	s/l	1	0.10	90.488	90.488	90.398	-6.08	9993.92
3	2009.11.04 16:00	sell	2	0.10	90.833	90.888	90.798
4	2009.11.04 16:00	t/p	2	0.10	90.798	90.888	90.798	3.85	9997.77
5	2009.11.05 16:00	sell	3	0.10	90.596	90.651	90.561
6	2009.11.05 16:06	t/p	3	0.10	90.561	90.651	90.561	3.86	10001.63
7	2009.11.06 16:00	sell	4	0.10	90.038	90.093	90.003
8	2009.11.06 16:00	s/l	4	0.10	90.093	90.093	90.003	-6.11	9995.52
9	2009.11.09 16:00	buy	5	0.10	89.865	89.810	89.900
10	2009.11.09 16:03	s/l	5	0.10	89.810	89.810	89.900	-6.12	9989.40
11	2009.11.10 16:00	buy	6	0.10	89.850	89.795	89.885
12	2009.11.10 16:05	s/l	6	0.10	89.795	89.795	89.885	-6.13	9983.27
13	2009.11.11 16:00	buy	7	0.10	89.912	89.857	89.947
14	2009.11.11 16:03	s/l	7	0.10	89.857	89.857	89.947	-6.12	9977.15
15	2009.11.12 16:00	sell	8	0.10	90.295	90.350	90.260
16	2009.11.12 16:07	s/l	8	0.10	90.350	90.350	90.260	-6.09	9971.06
17	2009.11.13 16:00	sell	9	0.10	89.670	89.725	89.635
18	2009.11.13 16:53	t/p	9	0.10	89.635	89.725	89.635	3.91	9974.97
19	2009.11.16 16:00	buy	10	0.10	89.464	89.409	89.499
20	2009.11.16 16:08	s/l	10	0.10	89.409	89.409	89.499	-6.16	9968.81
21	2009.11.17 16:00	buy	11	0.10	89.295	89.240	89.330
22	2009.11.17 16:31	s/l	11	0.10	89.240	89.240	89.330	-6.17	9962.64
23	2009.11.18 16:00	sell	12	0.10	89.235	89.290	89.200
24	2009.11.18 16:03	s/l	12	0.10	89.290	89.290	89.200	-6.16	9956.48
25	2009.11.19 16:00	sell	13	0.10	88.708	88.763	88.673
26	2009.11.19 16:00	s/l	13	0.10	88.763	88.763	88.673	-6.19	9950.29
27	2009.11.20 16:00	buy	14	0.10	89.080	89.025	89.115
28	2009.11.20 16:08	s/l	14	0.10	89.025	89.025	89.115	-6.18	9944.11
29	2009.11.23 16:00	buy	15	0.10	88.897	88.842	88.932
30	2009.11.23 16:02	s/l	15	0.10	88.842	88.842	88.932	-6.19	9937.92
31	2009.11.24 16:00	sell	16	0.10	88.505	88.560	88.470
32	2009.11.24 16:02	s/l	16	0.10	88.560	88.560	88.470	-6.21	9931.71
33	2009.11.25 16:00	buy	17	0.10	87.538	87.483	87.573
34	2009.11.25 16:01	t/p	17	0.10	87.573	87.483	87.573	4.00	9935.71
35	2009.11.26 16:00	buy	18	0.10	86.614	86.559	86.649
36	2009.11.26 16:03	t/p	18	0.10	86.649	86.559	86.649	4.04	9939.75
37	2009.11.27 16:00	buy	19	0.10	86.896	86.841	86.931
38	2009.11.27 16:00	t/p	19	0.10	86.931	86.841	86.931	4.03	9943.78