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	-51.35	Gross profit	173.28	Gross loss	-224.62
Profit factor	0.77	Expected payoff	-2.85
Absolute drawdown	177.62	Maximal drawdown	204.47 (2.04%)	Relative drawdown	2.04% (204.47)
Total trades	18	Short positions (won %)	7 (28.57%)	Long positions (won %)	11 (27.27%)
		Profit trades (% of total)	5 (27.78%)	Loss trades (% of total)	13 (72.22%)
Largest		profit trade	112.13	loss trade	-37.27
Average		profit trade	34.66	loss trade	-17.28
Maximum		consecutive wins (profit in money)	3 (147.41)	consecutive losses (loss in money)	6 (-141.02)
Maximal		consecutive profit (count of wins)	147.41 (3)	consecutive loss (count of losses)	-141.02 (6)
Average		consecutive wins	2	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.11.03 16:00	buy	1	0.10	90.453	0.000	0.000
2	2009.11.04 02:00	close	1	0.10	90.119	0.000	0.000	-37.03	9962.97
3	2009.11.04 22:00	sell	2	0.10	90.584	0.000	0.000
4	2009.11.05 15:00	close	2	0.10	90.587	0.000	0.000	-0.56	9962.41
5	2009.11.05 15:00	buy	3	0.10	90.587	0.000	0.000
6	2009.11.06 07:00	close	3	0.10	90.648	0.000	0.000	6.76	9969.17
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	90.212	0.000	0.000	-10.28	9958.90
9	2009.11.09 04:00	buy	5	0.10	90.212	0.000	0.000
10	2009.11.09 12:00	close	5	0.10	89.877	0.000	0.000	-37.27	9921.63
11	2009.11.10 03:00	buy	6	0.10	90.027	0.000	0.000
12	2009.11.10 05:00	close	6	0.10	89.899	0.000	0.000	-14.24	9907.39
13	2009.11.10 12:00	buy	7	0.10	90.122	0.000	0.000
14	2009.11.10 15:00	close	7	0.10	89.788	0.000	0.000	-37.20	9870.19
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	89.890	0.000	0.000	-19.47	9850.72
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	89.998	0.000	0.000	-22.56	9828.16
19	2009.11.12 14:00	buy	10	0.10	89.998	0.000	0.000
20	2009.11.13 03:00	close	10	0.10	90.241	0.000	0.000	26.96	9855.12
21	2009.11.13 10:00	sell	11	0.10	90.156	0.000	0.000
22	2009.11.17 13:00	close	11	0.10	89.155	0.000	0.000	112.13	9967.25
23	2009.11.17 13:00	buy	12	0.10	89.155	0.000	0.000
24	2009.11.18 02:00	close	12	0.10	89.229	0.000	0.000	8.32	9975.57
25	2009.11.18 03:00	buy	13	0.10	89.315	0.000	0.000
26	2009.11.18 05:00	close	13	0.10	89.232	0.000	0.000	-9.30	9966.27
27	2009.11.18 05:00	sell	14	0.10	89.232	0.000	0.000
28	2009.11.18 16:00	close	14	0.10	89.255	0.000	0.000	-2.58	9963.69
29	2009.11.18 16:00	buy	15	0.10	89.255	0.000	0.000
30	2009.11.19 03:00	close	15	0.10	89.175	0.000	0.000	-8.87	9954.82
31	2009.11.19 03:00	sell	16	0.10	89.175	0.000	0.000
32	2009.11.19 21:00	close	16	0.10	89.005	0.000	0.000	19.10	9973.92
33	2009.11.20 14:00	buy	17	0.10	88.980	0.000	0.000
34	2009.11.23 00:00	close	17	0.10	88.818	0.000	0.000	-18.21	9955.71
35	2009.11.23 17:00	buy	18	0.10	88.974	0.000	0.000
36	2009.11.24 01:00	close	18	0.10	88.911	0.000	0.000	-7.06	9948.66