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		numBars=55; maPeriod=500;
Bars in test	551	Ticks modelled	541880	Modelling quality	n/a
Mismatched charts errors	113
Initial deposit	10000.00
Total net profit	697.11	Gross profit	2091.39	Gross loss	-1394.28
Profit factor	1.50	Expected payoff	29.05
Absolute drawdown	189.54	Maximal drawdown	2293.85 (18.28%)	Relative drawdown	18.28% (2293.85)
Total trades	24	Short positions (won %)	24 (83.33%)	Long positions (won %)	0 (0.00%)
		Profit trades (% of total)	20 (83.33%)	Loss trades (% of total)	4 (16.67%)
Largest		profit trade	860.13	loss trade	-572.45
Average		profit trade	104.57	loss trade	-348.57
Maximum		consecutive wins (profit in money)	8 (749.37)	consecutive losses (loss in money)	1 (-572.45)
Maximal		consecutive profit (count of wins)	1030.03 (7)	consecutive loss (count of losses)	-572.45 (1)
Average		consecutive wins	5	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.11.25 18:33	sell	1	1.00	87.584	87.695	0.000
2	2009.11.25 19:00	s/l	1	1.00	87.695	87.695	0.000	-126.58	9873.42
3	2009.11.25 19:03	sell	2	1.00	87.563	87.685	0.000
4	2009.11.25 19:12	modify	2	1.00	87.563	87.553	0.000
5	2009.11.25 19:15	modify	2	1.00	87.563	87.543	0.000
6	2009.11.25 19:17	modify	2	1.00	87.563	87.533	0.000
7	2009.11.25 19:19	s/l	2	1.00	87.533	87.533	0.000	34.27	9907.69
8	2009.11.25 20:05	sell	3	1.00	87.460	87.556	0.000
9	2009.11.25 20:19	modify	3	1.00	87.460	87.450	0.000
10	2009.11.25 20:22	modify	3	1.00	87.460	87.440	0.000
11	2009.11.25 20:23	modify	3	1.00	87.460	87.430	0.000
12	2009.11.25 20:56	s/l	3	1.00	87.430	87.430	0.000	34.31	9942.00
13	2009.11.25 21:37	sell	4	1.00	87.314	87.442	0.000
14	2009.11.26 00:09	modify	4	1.00	87.314	87.304	0.000
15	2009.11.26 00:09	modify	4	1.00	87.314	87.294	0.000
16	2009.11.26 00:09	modify	4	1.00	87.314	87.284	0.000
17	2009.11.26 00:15	s/l	4	1.00	87.284	87.284	0.000	32.06	9974.06
18	2009.11.26 03:08	sell	5	1.00	87.360	87.474	0.000
19	2009.11.26 03:38	modify	5	1.00	87.360	87.350	0.000
20	2009.11.26 03:48	modify	5	1.00	87.360	87.340	0.000
21	2009.11.26 03:48	modify	5	1.00	87.360	87.330	0.000
22	2009.11.26 07:01	close	5	1.00	86.615	87.330	0.000	860.13	10834.19
23	2009.11.26 08:33	sell	6	1.00	86.747	87.043	0.000
24	2009.11.26 11:14	modify	6	1.00	86.747	86.737	0.000
25	2009.11.26 11:16	s/l	6	1.00	86.737	86.737	0.000	11.53	10845.72
26	2009.11.26 11:22	sell	7	1.00	86.680	86.872	0.000
27	2009.11.26 11:22	modify	7	1.00	86.680	86.670	0.000
28	2009.11.26 11:22	modify	7	1.00	86.680	86.660	0.000
29	2009.11.26 11:23	s/l	7	1.00	86.660	86.660	0.000	23.08	10868.80
30	2009.11.26 11:24	sell	8	1.00	86.601	86.872	0.000
31	2009.11.26 17:07	modify	8	1.00	86.601	86.591	0.000
32	2009.11.26 17:07	modify	8	1.00	86.601	86.581	0.000
33	2009.11.26 17:07	modify	8	1.00	86.601	86.571	0.000
34	2009.11.26 17:15	s/l	8	1.00	86.571	86.571	0.000	34.65	10903.45
35	2009.11.26 19:03	sell	9	1.00	86.471	86.618	0.000
36	2009.11.26 21:59	s/l	9	1.00	86.618	86.618	0.000	-169.70	10733.75
37	2009.11.26 22:15	sell	10	1.00	86.482	86.621	0.000
38	2009.11.26 22:19	modify	10	1.00	86.482	86.472	0.000
39	2009.11.26 22:19	modify	10	1.00	86.482	86.462	0.000
40	2009.11.26 22:19	modify	10	1.00	86.482	86.452	0.000
41	2009.11.26 22:19	s/l	10	1.00	86.452	86.452	0.000	34.70	10768.45
42	2009.11.26 22:19	sell	11	1.00	86.436	86.621	0.000
43	2009.11.26 23:37	modify	11	1.00	86.436	86.426	0.000
44	2009.11.26 23:37	modify	11	1.00	86.436	86.416	0.000
45	2009.11.26 23:39	modify	11	1.00	86.436	86.406	0.000
46	2009.11.26 23:48	s/l	11	1.00	86.406	86.406	0.000	34.72	10803.17
47	2009.11.27 00:10	sell	12	1.00	86.297	86.525	0.000
48	2009.11.27 00:12	modify	12	1.00	86.297	86.287	0.000
49	2009.11.27 00:12	modify	12	1.00	86.297	86.277	0.000
50	2009.11.27 00:12	modify	12	1.00	86.297	86.267	0.000
51	2009.11.27 01:41	close	12	1.00	85.853	86.267	0.000	517.16	11320.33
52	2009.11.27 03:20	sell	13	1.00	85.915	86.140	0.000
53	2009.11.27 03:35	modify	13	1.00	85.915	85.905	0.000
54	2009.11.27 03:35	modify	13	1.00	85.915	85.895	0.000
55	2009.11.27 03:37	modify	13	1.00	85.915	85.885	0.000
56	2009.11.27 03:39	s/l	13	1.00	85.885	85.885	0.000	34.93	11355.26
57	2009.11.27 06:24	sell	14	1.00	86.214	86.532	0.000
58	2009.11.27 06:47	modify	14	1.00	86.214	86.204	0.000
59	2009.11.27 06:48	modify	14	1.00	86.214	86.194	0.000
60	2009.11.27 06:48	s/l	14	1.00	86.194	86.194	0.000	23.20	11378.46
61	2009.11.27 06:51	sell	15	1.00	86.140	86.411	0.000
62	2009.11.27 06:52	modify	15	1.00	86.140	86.130	0.000
63	2009.11.27 06:52	modify	15	1.00	86.140	86.120	0.000
64	2009.11.27 06:52	modify	15	1.00	86.140	86.110	0.000
65	2009.11.27 06:53	s/l	15	1.00	86.110	86.110	0.000	34.84	11413.30
66	2009.11.27 06:55	sell	16	1.00	86.007	86.411	0.000
67	2009.11.27 06:57	modify	16	1.00	86.007	85.997	0.000
68	2009.11.27 06:57	modify	16	1.00	86.007	85.987	0.000
69	2009.11.27 06:57	modify	16	1.00	86.007	85.977	0.000
70	2009.11.27 06:58	s/l	16	1.00	85.977	85.977	0.000	34.89	11448.19
71	2009.11.27 07:56	sell	17	1.00	85.914	86.211	0.000
72	2009.11.27 08:00	modify	17	1.00	85.914	85.904	0.000
73	2009.11.27 08:02	modify	17	1.00	85.914	85.894	0.000
74	2009.11.27 08:02	modify	17	1.00	85.914	85.884	0.000
75	2009.11.27 08:08	s/l	17	1.00	85.884	85.884	0.000	34.93	11483.12
76	2009.11.27 08:16	sell	18	1.00	85.739	86.192	0.000
77	2009.11.27 08:39	s/l	18	1.00	86.192	86.192	0.000	-525.55	10957.57
78	2009.11.27 11:50	sell	19	1.00	86.439	86.818	0.000
79	2009.11.27 11:52	modify	19	1.00	86.439	86.429	0.000
80	2009.11.27 11:52	modify	19	1.00	86.439	86.419	0.000
81	2009.11.27 11:52	modify	19	1.00	86.439	86.409	0.000
82	2009.11.27 11:57	s/l	19	1.00	86.409	86.409	0.000	34.72	10992.29
83	2009.11.27 12:02	sell	20	1.00	86.321	86.818	0.000
84	2009.11.27 15:19	s/l	20	1.00	86.818	86.818	0.000	-572.45	10419.84
85	2009.11.27 16:28	sell	21	1.00	86.762	87.005	0.000
86	2009.11.27 16:57	modify	21	1.00	86.762	86.752	0.000
87	2009.11.27 16:57	modify	21	1.00	86.762	86.742	0.000
88	2009.11.27 16:58	modify	21	1.00	86.762	86.732	0.000
89	2009.11.27 17:00	s/l	21	1.00	86.732	86.732	0.000	34.59	10454.43
90	2009.11.27 18:07	sell	22	1.00	86.788	86.951	0.000
91	2009.11.27 18:28	modify	22	1.00	86.788	86.778	0.000
92	2009.11.27 18:29	modify	22	1.00	86.788	86.768	0.000
93	2009.11.27 18:29	modify	22	1.00	86.788	86.758	0.000
94	2009.11.27 18:35	s/l	22	1.00	86.758	86.758	0.000	34.58	10489.01
95	2009.11.27 19:32	sell	23	1.00	86.713	86.808	0.000
96	2009.11.27 19:36	modify	23	1.00	86.713	86.703	0.000
97	2009.11.27 19:40	s/l	23	1.00	86.703	86.703	0.000	11.53	10500.54
98	2009.11.27 19:56	sell	24	1.00	86.652	86.808	0.000
99	2009.11.27 21:44	modify	24	1.00	86.652	86.642	0.000
100	2009.11.27 21:44	modify	24	1.00	86.652	86.632	0.000
101	2009.11.27 21:44	modify	24	1.00	86.652	86.622	0.000
102	2009.11.27 22:59	close at stop	24	1.00	86.482	86.622	0.000	196.57	10697.11