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; TrailingStop=10; StopLoss=50; mm=1; Riskpercent=5; AccountIsMini=1; LiveTrading=0; DecreaseFactor=3; Margincutoff=800; Turnon=1; MaximumLosses=3; Stop=10; MAPeriod=120;
Bars in test	551	Ticks modelled	541880	Modelling quality	n/a
Mismatched charts errors	113
Initial deposit	10000.00
Total net profit	-4757.65	Gross profit	773.40	Gross loss	-5531.05
Profit factor	0.14	Expected payoff	-95.15
Absolute drawdown	4757.65	Maximal drawdown	4757.65 (47.58%)	Relative drawdown	47.58% (4757.65)
Total trades	50	Short positions (won %)	39 (46.15%)	Long positions (won %)	11 (27.27%)
		Profit trades (% of total)	21 (42.00%)	Loss trades (% of total)	29 (58.00%)
Largest		profit trade	110.98	loss trade	-277.30
Average		profit trade	36.83	loss trade	-190.73
Maximum		consecutive wins (profit in money)	3 (89.97)	consecutive losses (loss in money)	6 (-679.23)
Maximal		consecutive profit (count of wins)	110.98 (1)	consecutive loss (count of losses)	-679.23 (6)
Average		consecutive wins	2	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.11.03 19:00	sell	1	5.00	90.297	90.347	90.247
2	2009.11.03 19:09	s/l	1	5.00	90.347	90.347	90.247	-276.71	9723.29
3	2009.11.03 19:09	sell	2	5.00	90.327	90.377	90.277
4	2009.11.03 19:12	s/l	2	5.00	90.377	90.377	90.277	-276.62	9446.67
5	2009.11.03 19:12	sell	3	2.00	90.357	90.407	90.307
6	2009.11.03 19:16	close	3	2.00	90.347	90.407	90.307	22.14	9468.81
7	2009.11.03 19:16	sell	4	5.00	90.325	90.375	90.275
8	2009.11.03 19:18	close	4	5.00	90.313	90.375	90.275	66.44	9535.25
9	2009.11.03 19:18	sell	5	5.00	90.291	90.341	90.241
10	2009.11.03 19:20	s/l	5	5.00	90.341	90.341	90.241	-276.73	9258.52
11	2009.11.04 00:00	sell	6	5.00	90.328	90.378	90.278
12	2009.11.04 00:02	close	6	5.00	90.318	90.378	90.278	55.36	9313.88
13	2009.11.04 00:16	sell	7	5.00	90.327	90.377	90.277
14	2009.11.04 00:28	s/l	7	5.00	90.377	90.377	90.277	-276.62	9037.26
15	2009.11.04 00:28	sell	8	5.00	90.357	90.407	90.307
16	2009.11.04 00:35	s/l	8	5.00	90.407	90.407	90.307	-276.52	8760.74
17	2009.11.04 00:38	sell	9	2.00	90.375	90.425	90.325
18	2009.11.04 00:41	close	9	2.00	90.365	90.425	90.325	22.13	8782.87
19	2009.11.04 00:41	sell	10	5.00	90.344	90.394	90.294
20	2009.11.04 00:46	s/l	10	5.00	90.394	90.394	90.294	-276.57	8506.30
21	2009.11.05 01:00	buy	11	5.00	90.708	90.658	90.758
22	2009.11.05 01:01	s/l	11	5.00	90.658	90.658	90.758	-275.76	8230.54
23	2009.11.05 01:01	buy	12	2.00	90.678	90.628	90.728
24	2009.11.05 01:02	s/l	12	2.00	90.628	90.628	90.728	-110.34	8120.20
25	2009.11.05 01:02	buy	13	0.10	90.648	90.598	90.698
26	2009.11.05 01:03	s/l	13	0.10	90.598	90.598	90.698	-5.52	8114.68
27	2009.11.06 07:00	buy	14	0.10	90.668	90.618	90.718
28	2009.11.06 07:06	s/l	14	0.10	90.618	90.618	90.718	-5.52	8109.16
29	2009.11.06 07:06	buy	15	0.10	90.638	90.588	90.688
30	2009.11.06 07:08	s/l	15	0.10	90.588	90.588	90.688	-5.52	8103.64
31	2009.11.09 07:00	sell	16	0.10	90.123	90.173	90.073
32	2009.11.09 07:03	close	16	0.10	90.113	90.173	90.073	1.11	8104.75
33	2009.11.09 07:03	sell	17	5.00	90.092	90.142	90.042
34	2009.11.09 07:04	close	17	5.00	90.081	90.142	90.042	61.06	8165.81
35	2009.11.09 09:00	sell	18	5.00	90.105	90.155	90.055
36	2009.11.09 09:02	s/l	18	5.00	90.155	90.155	90.055	-277.30	7888.51
37	2009.11.09 09:02	sell	19	4.00	90.135	90.185	90.085
38	2009.11.09 09:07	close	19	4.00	90.125	90.185	90.085	44.38	7932.89
39	2009.11.09 09:07	sell	20	4.00	90.104	90.154	90.054
40	2009.11.09 09:07	close	20	4.00	90.094	90.154	90.054	44.40	7977.29
41	2009.11.09 09:10	sell	21	4.00	90.098	90.148	90.048
42	2009.11.09 09:12	s/l	21	4.00	90.148	90.148	90.048	-221.86	7755.43
43	2009.11.09 09:12	sell	22	4.00	90.128	90.178	90.078
44	2009.11.09 09:15	close	22	4.00	90.103	90.178	90.078	110.98	7866.41
45	2009.11.09 09:17	sell	23	4.00	90.098	90.148	90.048
46	2009.11.09 09:20	s/l	23	4.00	90.148	90.148	90.048	-221.85	7644.56
47	2009.11.11 12:00	sell	24	4.00	89.877	89.927	89.827
48	2009.11.11 12:02	s/l	24	4.00	89.927	89.927	89.827	-222.40	7422.16
49	2009.11.11 12:02	sell	25	1.00	89.907	89.957	89.857
50	2009.11.11 12:12	s/l	25	1.00	89.957	89.957	89.857	-55.58	7366.58
51	2009.11.11 12:12	sell	26	0.10	89.937	89.987	89.887
52	2009.11.11 12:23	close	26	0.10	89.927	89.987	89.887	1.11	7367.69
53	2009.11.11 12:23	sell	27	4.00	89.905	89.955	89.855
54	2009.11.11 12:24	s/l	27	4.00	89.955	89.955	89.855	-222.33	7145.36
55	2009.11.13 05:00	buy	28	4.00	90.215	90.165	90.265
56	2009.11.13 05:22	close	28	4.00	90.227	90.165	90.265	53.20	7198.56
57	2009.11.13 05:22	buy	29	4.00	90.251	90.201	90.301
58	2009.11.13 05:45	s/l	29	4.00	90.201	90.201	90.301	-221.73	6976.83
59	2009.11.13 05:45	buy	30	4.00	90.221	90.171	90.271
60	2009.11.13 05:48	s/l	30	4.00	90.171	90.171	90.271	-221.80	6755.03
61	2009.11.13 05:48	buy	31	1.00	90.191	90.141	90.241
62	2009.11.13 05:58	close	31	1.00	90.202	90.141	90.241	12.19	6767.22
63	2009.11.13 05:58	buy	32	4.00	90.221	90.171	90.271
64	2009.11.13 06:23	close	32	4.00	90.232	90.171	90.271	48.76	6815.98
65	2009.11.13 06:23	buy	33	4.00	90.254	90.204	90.304
66	2009.11.13 06:43	s/l	33	4.00	90.204	90.204	90.304	-221.72	6594.26
67	2009.11.17 17:00	sell	34	4.00	89.390	89.440	89.340
68	2009.11.17 17:03	s/l	34	4.00	89.440	89.440	89.340	-223.61	6370.65
69	2009.11.17 17:03	sell	35	1.00	89.420	89.470	89.370
70	2009.11.17 17:06	s/l	35	1.00	89.470	89.470	89.370	-55.88	6314.77
71	2009.11.17 17:06	sell	36	0.10	89.451	89.501	89.401
72	2009.11.17 17:08	close	36	0.10	89.439	89.501	89.401	1.34	6316.11
73	2009.11.17 17:08	sell	37	4.00	89.415	89.465	89.365
74	2009.11.17 17:11	s/l	37	4.00	89.465	89.465	89.365	-223.55	6092.56
75	2009.11.18 20:00	sell	38	4.00	89.430	89.480	89.380
76	2009.11.18 20:01	s/l	38	4.00	89.480	89.480	89.380	-223.51	5869.05
77	2009.11.18 20:01	sell	39	1.00	89.463	89.513	89.413
78	2009.11.18 20:10	close	39	1.00	89.449	89.513	89.413	15.65	5884.70
79	2009.11.18 20:10	sell	40	3.00	89.430	89.480	89.380
80	2009.11.18 20:12	close	40	3.00	89.415	89.480	89.380	50.33	5935.03
81	2009.11.18 20:12	sell	41	3.00	89.398	89.448	89.348
82	2009.11.18 20:15	s/l	41	3.00	89.448	89.448	89.348	-167.69	5767.34
83	2009.11.18 20:15	sell	42	3.00	89.434	89.484	89.384
84	2009.11.18 20:17	s/l	42	3.00	89.484	89.484	89.384	-167.63	5599.71
85	2009.11.20 03:00	sell	43	1.00	88.976	89.026	88.926
86	2009.11.20 03:03	close	43	1.00	88.966	89.026	88.926	11.24	5610.95
87	2009.11.20 03:04	sell	44	3.00	88.959	89.009	88.909
88	2009.11.20 03:13	close	44	3.00	88.948	89.009	88.909	37.10	5648.05
89	2009.11.27 13:00	sell	45	3.00	86.486	86.536	86.436
90	2009.11.27 13:01	close	45	3.00	86.474	86.536	86.436	41.63	5689.68
91	2009.11.27 13:01	sell	46	3.00	86.456	86.506	86.406
92	2009.11.27 13:02	s/l	46	3.00	86.506	86.506	86.406	-173.39	5516.29
93	2009.11.27 13:02	sell	47	3.00	86.488	86.538	86.438
94	2009.11.27 13:03	close	47	3.00	86.477	86.538	86.438	38.16	5554.45
95	2009.11.27 13:03	sell	48	3.00	86.458	86.508	86.408
96	2009.11.27 13:06	s/l	48	3.00	86.508	86.508	86.408	-173.39	5381.06
97	2009.11.27 13:06	sell	49	3.00	86.489	86.539	86.439
98	2009.11.27 13:09	close	49	3.00	86.479	86.539	86.439	34.69	5415.75
99	2009.11.27 13:09	sell	50	3.00	86.457	86.507	86.407
100	2009.11.27 13:15	s/l	50	3.00	86.507	86.507	86.407	-173.40	5242.35