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	-105.78	Gross profit	121.06	Gross loss	-226.84
Profit factor	0.53	Expected payoff	-5.88
Absolute drawdown	191.97	Maximal drawdown	205.44 (2.05%)	Relative drawdown	2.05% (205.44)
Total trades	18	Short positions (won %)	7 (42.86%)	Long positions (won %)	11 (27.27%)
		Profit trades (% of total)	6 (33.33%)	Loss trades (% of total)	12 (66.67%)
Largest		profit trade	52.89	loss trade	-37.14
Average		profit trade	20.18	loss trade	-18.90
Maximum		consecutive wins (profit in money)	3 (92.28)	consecutive losses (loss in money)	6 (-119.49)
Maximal		consecutive profit (count of wins)	92.28 (3)	consecutive loss (count of losses)	-119.49 (6)
Average		consecutive wins	2	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.11.03 16:00	buy	1	0.10	90.454	0.000	0.000
2	2009.11.04 02:00	close	1	0.10	90.119	0.000	0.000	-37.14	9962.86
3	2009.11.04 22:00	sell	2	0.10	90.584	0.000	0.000
4	2009.11.05 00:00	close	2	0.10	90.865	0.000	0.000	-31.15	9931.71
5	2009.11.05 15:00	buy	3	0.10	90.588	0.000	0.000
6	2009.11.06 04:00	close	3	0.10	90.603	0.000	0.000	1.69	9933.40
7	2009.11.06 15:00	sell	4	0.10	90.120	0.000	0.000
8	2009.11.09 04:00	close	4	0.10	90.213	0.000	0.000	-10.39	9923.02
9	2009.11.09 04:00	buy	5	0.10	90.213	0.000	0.000
10	2009.11.09 11:00	close	5	0.10	90.014	0.000	0.000	-22.11	9900.91
11	2009.11.10 03:00	buy	6	0.10	90.028	0.000	0.000
12	2009.11.10 04:00	close	6	0.10	89.918	0.000	0.000	-12.23	9888.68
13	2009.11.10 12:00	buy	7	0.10	90.123	0.000	0.000
14	2009.11.10 14:00	close	7	0.10	89.831	0.000	0.000	-32.51	9856.17
15	2009.11.12 03:00	sell	8	0.10	89.715	0.000	0.000
16	2009.11.12 08:00	close	8	0.10	89.891	0.000	0.000	-19.58	9836.59
17	2009.11.12 09:00	sell	9	0.10	89.795	0.000	0.000
18	2009.11.12 14:00	close	9	0.10	89.999	0.000	0.000	-22.67	9813.92
19	2009.11.12 14:00	buy	10	0.10	89.999	0.000	0.000
20	2009.11.13 02:00	close	10	0.10	90.269	0.000	0.000	29.94	9843.86
21	2009.11.13 10:00	sell	11	0.10	90.156	0.000	0.000
22	2009.11.16 04:00	close	11	0.10	89.681	0.000	0.000	52.89	9896.75
23	2009.11.17 13:00	buy	12	0.10	89.156	0.000	0.000
24	2009.11.18 01:00	close	12	0.10	89.240	0.000	0.000	9.44	9906.20
25	2009.11.18 03:00	buy	13	0.10	89.316	0.000	0.000
26	2009.11.18 05:00	close	13	0.10	89.232	0.000	0.000	-9.41	9896.79
27	2009.11.18 05:00	sell	14	0.10	89.232	0.000	0.000
28	2009.11.18 15:00	close	14	0.10	89.226	0.000	0.000	0.67	9897.46
29	2009.11.18 16:00	buy	15	0.10	89.256	0.000	0.000
30	2009.11.19 03:00	close	15	0.10	89.175	0.000	0.000	-8.98	9888.48
31	2009.11.19 03:00	sell	16	0.10	89.175	0.000	0.000
32	2009.11.19 20:00	close	16	0.10	88.940	0.000	0.000	26.42	9914.90
33	2009.11.20 14:00	buy	17	0.10	88.981	0.000	0.000
34	2009.11.23 00:00	close	17	0.10	88.818	0.000	0.000	-18.32	9896.58
35	2009.11.23 17:00	buy	18	0.10	88.975	0.000	0.000
36	2009.11.23 23:00	close	18	0.10	88.954	0.000	0.000	-2.36	9894.22