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		TakeProfit=50; Lots=0.1; InitialStop=30; TrailingStop=20;
Bars in test	551	Ticks modelled	541880	Modelling quality	n/a
Mismatched charts errors	113
Initial deposit	10000.00
Total net profit	-83.51	Gross profit	182.18	Gross loss	-265.69
Profit factor	0.69	Expected payoff	-3.21
Absolute drawdown	174.04	Maximal drawdown	206.97 (2.06%)	Relative drawdown	2.06% (206.97)
Total trades	26	Short positions (won %)	13 (53.85%)	Long positions (won %)	13 (38.46%)
		Profit trades (% of total)	12 (46.15%)	Loss trades (% of total)	14 (53.85%)
Largest		profit trade	46.15	loss trade	-63.36
Average		profit trade	15.18	loss trade	-18.98
Maximum		consecutive wins (profit in money)	3 (23.31)	consecutive losses (loss in money)	6 (-100.47)
Maximal		consecutive profit (count of wins)	60.19 (2)	consecutive loss (count of losses)	-100.47 (6)
Average		consecutive wins	2	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.11.03 06:00	sell	1	0.10	90.186	0.000	0.000
2	2009.11.03 12:00	close	1	0.10	90.182	0.000	0.000	0.44	10000.44
3	2009.11.03 16:00	buy	2	0.10	90.453	0.000	0.000
4	2009.11.04 02:00	close	2	0.10	90.119	0.000	0.000	-37.03	9963.41
5	2009.11.04 02:00	sell	3	0.10	90.119	0.000	0.000
6	2009.11.04 05:00	close	3	0.10	90.268	0.000	0.000	-16.51	9946.90
7	2009.11.04 07:00	buy	4	0.10	90.380	0.000	0.000
8	2009.11.04 15:00	close	4	0.10	90.799	0.000	0.000	46.15	9993.05
9	2009.11.05 02:00	sell	5	0.10	90.563	0.000	0.000
10	2009.11.05 09:00	close	5	0.10	90.436	0.000	0.000	14.04	10007.09
11	2009.11.05 16:00	buy	6	0.10	90.616	0.000	0.000
12	2009.11.05 18:00	close	6	0.10	90.449	0.000	0.000	-18.46	9988.63
13	2009.11.06 08:00	sell	7	0.10	90.510	0.000	0.000
14	2009.11.06 10:00	close	7	0.10	90.584	0.000	0.000	-8.17	9980.46
15	2009.11.06 13:00	buy	8	0.10	90.691	0.000	0.000
16	2009.11.06 15:00	close	8	0.10	90.120	0.000	0.000	-63.36	9917.10
17	2009.11.06 15:00	sell	9	0.10	90.120	0.000	0.000
18	2009.11.06 21:00	close	9	0.10	89.984	0.000	0.000	15.11	9932.21
19	2009.11.10 12:00	buy	10	0.10	90.122	0.000	0.000
20	2009.11.10 14:00	close	10	0.10	89.831	0.000	0.000	-32.39	9899.82
21	2009.11.10 14:00	sell	11	0.10	89.831	0.000	0.000
22	2009.11.10 22:00	close	11	0.10	89.865	0.000	0.000	-3.78	9896.04
23	2009.11.11 09:00	buy	12	0.10	90.028	0.000	0.000
24	2009.11.11 14:00	close	12	0.10	89.873	0.000	0.000	-17.25	9878.79
25	2009.11.12 03:00	sell	13	0.10	89.715	0.000	0.000
26	2009.11.12 04:00	close	13	0.10	89.865	0.000	0.000	-16.69	9862.10
27	2009.11.12 04:00	buy	14	0.10	89.865	0.000	0.000
28	2009.11.12 09:00	close	14	0.10	89.795	0.000	0.000	-7.80	9854.30
29	2009.11.12 09:00	sell	15	0.10	89.795	0.000	0.000
30	2009.11.12 14:00	close	15	0.10	89.998	0.000	0.000	-22.56	9831.74
31	2009.11.12 14:00	buy	16	0.10	89.998	0.000	0.000
32	2009.11.12 21:00	close	16	0.10	90.326	0.000	0.000	36.31	9868.05
33	2009.11.13 11:00	sell	17	0.10	89.782	0.000	0.000
34	2009.11.13 21:00	close	17	0.10	89.675	0.000	0.000	11.93	9879.98
35	2009.11.17 14:00	buy	18	0.10	89.285	0.000	0.000
36	2009.11.17 19:00	close	18	0.10	89.260	0.000	0.000	-2.80	9877.18
37	2009.11.18 06:00	sell	19	0.10	89.180	0.000	0.000
38	2009.11.18 14:00	close	19	0.10	89.160	0.000	0.000	2.24	9879.42
39	2009.11.18 16:00	buy	20	0.10	89.255	0.000	0.000
40	2009.11.18 22:00	close	20	0.10	89.369	0.000	0.000	12.76	9892.18
41	2009.11.19 03:00	sell	21	0.10	89.175	0.000	0.000
42	2009.11.19 10:00	close	21	0.10	89.101	0.000	0.000	8.31	9900.49
43	2009.11.20 15:00	buy	22	0.10	88.988	0.000	0.000
44	2009.11.20 17:00	close	22	0.10	88.950	0.000	0.000	-4.27	9896.22
45	2009.11.23 00:00	sell	23	0.10	88.818	0.000	0.000
46	2009.11.23 02:00	close	23	0.10	88.948	0.000	0.000	-14.62	9881.60
47	2009.11.23 17:00	buy	24	0.10	88.974	0.000	0.000
48	2009.11.23 21:00	close	24	0.10	88.991	0.000	0.000	1.91	9883.51
49	2009.11.24 02:00	sell	25	0.10	88.839	0.000	0.000
50	2009.11.24 12:00	close	25	0.10	88.698	0.000	0.000	15.90	9899.41
51	2009.11.27 13:00	buy	26	0.10	86.506	0.000	0.000
52	2009.11.27 20:00	close	26	0.10	86.654	0.000	0.000	17.08	9916.49