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=20; Lots=0.1; TrailingStop=30; StopLoss=20; MR=0.02; DF=3;
Bars in test	551	Ticks modelled	541880	Modelling quality	n/a
Mismatched charts errors	113
Initial deposit	10000.00
Total net profit	-6995.26	Gross profit	837.11	Gross loss	-7832.38
Profit factor	0.11	Expected payoff	-194.31
Absolute drawdown	9678.16	Maximal drawdown	9993.65 (96.88%)	Relative drawdown	96.88% (9993.65)
Total trades	36	Short positions (won %)	21 (76.19%)	Long positions (won %)	15 (93.33%)
		Profit trades (% of total)	30 (83.33%)	Loss trades (% of total)	6 (16.67%)
Largest		profit trade	31.74	loss trade	-6787.19
Average		profit trade	27.90	loss trade	-1305.40
Maximum		consecutive wins (profit in money)	10 (270.15)	consecutive losses (loss in money)	1 (-6787.19)
Maximal		consecutive profit (count of wins)	270.15 (10)	consecutive loss (count of losses)	-6787.19 (1)
Average		consecutive wins	5	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.11.03 02:00	sell	1	1.30	90.453	0.000	90.433
2	2009.11.03 02:00	t/p	1	1.30	90.433	0.000	90.433	28.75	10028.75
3	2009.11.03 02:00	sell	2	1.30	90.411	0.000	90.391
4	2009.11.03 02:02	t/p	2	1.30	90.391	0.000	90.391	28.76	10057.51
5	2009.11.03 02:02	sell	3	1.30	90.370	0.000	90.350
6	2009.11.03 02:03	t/p	3	1.30	90.350	0.000	90.350	28.78	10086.29
7	2009.11.03 02:03	sell	4	1.30	90.329	0.000	90.309
8	2009.11.03 02:05	t/p	4	1.30	90.309	0.000	90.309	28.79	10115.08
9	2009.11.03 02:05	sell	5	1.30	90.289	0.000	90.269
10	2009.11.03 03:12	close	5	1.30	90.345	0.000	90.269	-80.58	10034.50
11	2009.11.03 03:12	buy	6	1.30	90.346	0.000	90.366
12	2009.11.03 03:33	t/p	6	1.30	90.366	0.000	90.366	28.77	10063.27
13	2009.11.03 03:33	sell	7	1.30	90.366	0.000	90.346
14	2009.11.03 03:38	t/p	7	1.30	90.346	0.000	90.346	28.78	10092.05
15	2009.11.03 03:38	buy	8	1.30	90.346	0.000	90.366
16	2009.11.03 15:42	t/p	8	1.30	90.366	0.000	90.366	28.77	10120.82
17	2009.11.03 15:42	sell	9	1.30	90.366	0.000	90.346
18	2009.11.03 15:47	t/p	9	1.30	90.346	0.000	90.346	28.78	10149.60
19	2009.11.03 15:47	sell	10	1.40	90.326	0.000	90.306
20	2009.11.03 17:00	close	10	1.40	90.345	0.000	90.306	-29.44	10120.16
21	2009.11.03 17:00	buy	11	1.30	90.346	0.000	90.366
22	2009.11.03 19:13	t/p	11	1.30	90.366	0.000	90.366	28.77	10148.93
23	2009.11.03 19:13	buy	12	1.40	90.386	0.000	90.406
24	2009.11.04 00:35	t/p	12	1.40	90.406	0.000	90.406	31.74	10180.67
25	2009.11.04 01:00	sell	13	1.40	90.425	0.000	90.405
26	2009.11.04 01:03	t/p	13	1.40	90.405	0.000	90.405	30.97	10211.64
27	2009.11.04 01:03	sell	14	1.40	90.385	0.000	90.365
28	2009.11.04 01:15	t/p	14	1.40	90.365	0.000	90.365	30.99	10242.63
29	2009.11.04 01:15	sell	15	1.40	90.345	0.000	90.325
30	2009.11.04 01:18	t/p	15	1.40	90.325	0.000	90.325	31.00	10273.63
31	2009.11.04 01:18	sell	16	1.40	90.305	0.000	90.285
32	2009.11.04 01:26	close	16	1.40	90.298	0.000	90.285	10.85	10284.48
33	2009.11.04 01:26	buy	17	1.40	90.297	0.000	90.317
34	2009.11.04 06:36	t/p	17	1.40	90.317	0.000	90.317	31.00	10315.48
35	2009.11.04 06:36	sell	18	1.40	90.318	0.000	90.298
36	2009.11.04 12:12	close	18	1.40	90.888	0.000	90.298	-878.00	9437.48
37	2009.11.04 12:12	buy	19	1.30	90.886	0.000	90.906
38	2009.11.04 12:23	t/p	19	1.30	90.906	0.000	90.906	28.60	9466.08
39	2009.11.04 12:23	sell	20	1.30	90.906	0.000	90.886
40	2009.11.04 12:28	close	20	1.30	90.887	0.000	90.886	27.18	9493.26
41	2009.11.04 12:28	buy	21	1.30	90.884	0.000	90.904
42	2009.11.04 13:40	t/p	21	1.30	90.904	0.000	90.904	28.60	9521.86
43	2009.11.04 13:40	buy	22	1.30	90.924	0.000	90.944
44	2009.11.04 13:53	t/p	22	1.30	90.944	0.000	90.944	28.59	9550.45
45	2009.11.04 13:53	buy	23	1.30	90.964	0.000	90.984
46	2009.11.04 14:10	t/p	23	1.30	90.984	0.000	90.984	28.58	9579.03
47	2009.11.04 14:10	buy	24	1.30	91.004	0.000	91.024
48	2009.11.04 20:15	t/p	24	1.30	91.024	0.000	91.024	28.56	9607.59
49	2009.11.04 20:15	sell	25	1.30	91.024	0.000	91.004
50	2009.11.04 20:17	t/p	25	1.30	91.004	0.000	91.004	28.57	9636.16
51	2009.11.04 20:17	sell	26	1.30	90.982	0.000	90.962
52	2009.11.04 20:17	t/p	26	1.30	90.962	0.000	90.962	28.58	9664.74
53	2009.11.04 20:17	sell	27	1.30	90.940	0.000	90.920
54	2009.11.04 20:17	close	27	1.30	90.930	0.000	90.920	14.30	9679.04
55	2009.11.04 20:17	buy	28	1.30	90.926	0.000	90.946
56	2009.11.04 20:20	t/p	28	1.30	90.946	0.000	90.946	28.59	9707.63
57	2009.11.04 20:20	sell	29	1.30	90.948	0.000	90.928
58	2009.11.04 20:25	close	29	1.30	90.985	0.000	90.928	-52.87	9654.76
59	2009.11.04 20:25	buy	30	1.30	90.971	0.000	90.991
60	2009.11.04 20:26	t/p	30	1.30	90.991	0.000	90.991	28.57	9683.33
61	2009.11.04 20:26	sell	31	1.30	90.992	0.000	90.972
62	2009.11.04 20:30	t/p	31	1.30	90.972	0.000	90.972	28.59	9711.92
63	2009.11.04 20:30	buy	32	1.30	90.966	0.000	90.986
64	2009.11.04 20:33	t/p	32	1.30	90.986	0.000	90.986	28.58	9740.50
65	2009.11.04 20:33	sell	33	1.30	90.986	0.000	90.966
66	2009.11.04 20:35	close	33	1.30	90.989	0.000	90.966	-4.29	9736.21
67	2009.11.04 20:35	buy	34	1.30	90.988	0.000	91.008
68	2009.11.04 20:37	t/p	34	1.30	91.008	0.000	91.008	28.57	9764.78
69	2009.11.04 20:37	sell	35	1.30	91.008	0.000	90.988
70	2009.11.04 20:47	close	35	1.30	90.989	0.000	90.988	27.15	9791.93
71	2009.11.04 20:47	buy	36	1.30	90.988	0.000	91.008
72	2009.11.27 22:59	close at stop	36	1.30	86.462	0.000	91.008	-6787.19	3004.74