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=10; Lots=1; InitialStop=10; TrailingStop=65;
Bars in test	551	Ticks modelled	541880	Modelling quality	n/a
Mismatched charts errors	113
Initial deposit	10000.00
Total net profit	-2319.50	Gross profit	1441.75	Gross loss	-3761.25
Profit factor	0.38	Expected payoff	-92.78
Absolute drawdown	2663.03	Maximal drawdown	3301.81 (31.04%)	Relative drawdown	31.04% (3301.81)
Total trades	25	Short positions (won %)	0 (0.00%)	Long positions (won %)	25 (40.00%)
		Profit trades (% of total)	10 (40.00%)	Loss trades (% of total)	15 (60.00%)
Largest		profit trade	454.50	loss trade	-420.60
Average		profit trade	144.18	loss trade	-250.75
Maximum		consecutive wins (profit in money)	2 (471.43)	consecutive losses (loss in money)	5 (-1201.72)
Maximal		consecutive profit (count of wins)	471.43 (2)	consecutive loss (count of losses)	-1201.72 (5)
Average		consecutive wins	1	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.11.03 02:00	buy	1	1.00	90.473	0.000	0.000
2	2009.11.03 05:00	close	1	1.00	90.281	0.000	0.000	-212.67	9787.33
3	2009.11.03 17:00	buy	2	1.00	90.345	0.000	0.000
4	2009.11.04 01:00	modify	2	1.00	90.345	90.360	0.000
5	2009.11.04 01:08	s/l	2	1.00	90.360	90.360	0.000	16.93	9804.26
6	2009.11.04 08:00	buy	3	1.00	90.456	0.000	0.000
7	2009.11.04 09:00	modify	3	1.00	90.456	90.495	0.000
8	2009.11.04 10:00	modify	3	1.00	90.456	90.604	0.000
9	2009.11.04 11:00	modify	3	1.00	90.456	90.869	0.000
10	2009.11.04 11:02	s/l	3	1.00	90.869	90.869	0.000	454.50	10258.76
11	2009.11.04 12:00	buy	4	1.00	90.965	0.000	0.000
12	2009.11.04 22:00	close	4	1.00	90.584	0.000	0.000	-420.60	9838.16
13	2009.11.05 16:00	buy	5	1.00	90.616	0.000	0.000
14	2009.11.05 21:00	modify	5	1.00	90.616	90.708	0.000
15	2009.11.05 22:47	s/l	5	1.00	90.708	90.708	0.000	101.42	9939.58
16	2009.11.05 23:00	buy	6	1.00	90.721	0.000	0.000
17	2009.11.06 01:00	modify	6	1.00	90.721	90.725	0.000
18	2009.11.06 01:03	s/l	6	1.00	90.725	90.725	0.000	4.74	9944.32
19	2009.11.06 02:00	buy	7	1.00	90.732	0.000	0.000
20	2009.11.06 07:00	close	7	1.00	90.648	0.000	0.000	-92.67	9851.65
21	2009.11.09 05:00	buy	8	1.00	90.194	0.000	0.000
22	2009.11.09 12:00	close	8	1.00	89.877	0.000	0.000	-352.70	9498.95
23	2009.11.10 13:00	buy	9	1.00	90.034	0.000	0.000
24	2009.11.10 15:00	close	9	1.00	89.788	0.000	0.000	-273.98	9224.97
25	2009.11.11 09:00	buy	10	1.00	90.028	0.000	0.000
26	2009.11.11 21:00	close	10	1.00	89.815	0.000	0.000	-237.15	8987.82
27	2009.11.12 01:00	buy	11	1.00	89.935	0.000	0.000
28	2009.11.12 03:00	close	11	1.00	89.715	0.000	0.000	-245.22	8742.60
29	2009.11.12 15:00	buy	12	1.00	90.165	0.000	0.000
30	2009.11.12 16:00	modify	12	1.00	90.165	90.230	0.000
31	2009.11.12 17:00	modify	12	1.00	90.165	90.415	0.000
32	2009.11.12 17:26	s/l	12	1.00	90.415	90.415	0.000	276.51	9019.11
33	2009.11.12 18:00	buy	13	1.00	90.438	0.000	0.000
34	2009.11.13 03:00	close	13	1.00	90.241	0.000	0.000	-217.97	8801.14
35	2009.11.17 14:00	buy	14	1.00	89.285	0.000	0.000
36	2009.11.17 17:00	modify	14	1.00	89.285	89.325	0.000
37	2009.11.17 17:40	s/l	14	1.00	89.325	89.325	0.000	44.78	8845.92
38	2009.11.17 18:00	buy	15	1.00	89.430	0.000	0.000
39	2009.11.18 02:00	close	15	1.00	89.229	0.000	0.000	-224.93	8620.99
40	2009.11.18 04:00	buy	16	1.00	89.295	0.000	0.000
41	2009.11.18 05:00	close	16	1.00	89.232	0.000	0.000	-70.60	8550.39
42	2009.11.18 17:00	buy	17	1.00	89.265	0.000	0.000
43	2009.11.18 18:00	modify	17	1.00	89.265	89.295	0.000
44	2009.11.18 19:00	modify	17	1.00	89.265	89.355	0.000
45	2009.11.18 19:10	s/l	17	1.00	89.355	89.355	0.000	100.72	8651.11
46	2009.11.18 20:00	buy	18	1.00	89.450	0.000	0.000
47	2009.11.19 03:00	close	18	1.00	89.175	0.000	0.000	-307.39	8343.72
48	2009.11.19 22:00	buy	19	1.00	89.075	0.000	0.000
49	2009.11.20 04:00	close	19	1.00	88.823	0.000	0.000	-283.38	8060.34
50	2009.11.20 15:00	buy	20	1.00	88.988	0.000	0.000
51	2009.11.20 16:00	modify	20	1.00	88.988	88.995	0.000
52	2009.11.20 16:13	s/l	20	1.00	88.995	88.995	0.000	7.87	8068.21
53	2009.11.20 17:00	buy	21	1.00	88.970	0.000	0.000
54	2009.11.23 00:00	close	21	1.00	88.818	0.000	0.000	-170.81	7897.40
55	2009.11.23 18:00	buy	22	1.00	89.154	0.000	0.000
56	2009.11.24 01:00	close	22	1.00	88.911	0.000	0.000	-272.98	7624.42
57	2009.11.27 11:00	buy	23	1.00	86.525	0.000	0.000
58	2009.11.27 16:00	modify	23	1.00	86.525	86.811	0.000
59	2009.11.27 16:22	s/l	23	1.00	86.811	86.811	0.000	329.45	7953.87
60	2009.11.27 17:00	buy	24	1.00	86.712	0.000	0.000
61	2009.11.27 18:00	modify	24	1.00	86.712	86.803	0.000
62	2009.11.27 18:07	s/l	24	1.00	86.803	86.803	0.000	104.83	8058.70
63	2009.11.27 19:00	buy	25	1.00	86.789	0.000	0.000
64	2009.11.27 22:59	close at stop	25	1.00	86.462	0.000	0.000	-378.20	7680.50