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		Lots=0.1; SndMl=true; isFloatLots=false; DcF=3; MaxR=0.02; pATR=4; rChannel=20; Trailing=30;
Bars in test	551	Ticks modelled	541880	Modelling quality	n/a
Mismatched charts errors	113
Initial deposit	10000.00
Total net profit	-175.03	Gross profit	510.70	Gross loss	-685.73
Profit factor	0.74	Expected payoff	-2.57
Absolute drawdown	252.74	Maximal drawdown	462.05 (4.53%)	Relative drawdown	4.53% (462.05)
Total trades	68	Short positions (won %)	33 (87.88%)	Long positions (won %)	35 (68.57%)
		Profit trades (% of total)	53 (77.94%)	Loss trades (% of total)	15 (22.06%)
Largest		profit trade	55.78	loss trade	-140.42
Average		profit trade	9.64	loss trade	-45.72
Maximum		consecutive wins (profit in money)	11 (91.78)	consecutive losses (loss in money)	2 (-182.92)
Maximal		consecutive profit (count of wins)	163.49 (10)	consecutive loss (count of losses)	-182.92 (2)
Average		consecutive wins	4	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.11.03 02:00	sell	1	0.10	90.453	90.830	0.000
2	2009.11.03 03:00	modify	1	0.10	90.453	90.416	0.000
3	2009.11.03 04:00	modify	1	0.10	90.453	90.375	0.000
4	2009.11.03 05:00	modify	1	0.10	90.453	90.331	0.000
5	2009.11.03 06:00	modify	1	0.10	90.453	90.236	0.000
6	2009.11.03 06:07	s/l	1	0.10	90.236	90.236	0.000	24.05	10024.05
7	2009.11.03 07:00	sell	2	0.10	90.268	90.830	0.000
8	2009.11.03 08:00	modify	2	0.10	90.268	90.253	0.000
9	2009.11.03 09:00	modify	2	0.10	90.268	90.107	0.000
10	2009.11.03 09:06	s/l	2	0.10	90.107	90.107	0.000	17.87	10041.92
11	2009.11.03 11:00	buy	3	0.10	89.976	89.676	0.000
12	2009.11.03 12:00	modify	3	0.10	89.976	90.132	0.000
13	2009.11.03 12:01	s/l	3	0.10	90.132	90.132	0.000	17.31	10059.23
14	2009.11.03 13:00	buy	4	0.10	90.078	89.652	0.000
15	2009.11.03 14:00	modify	4	0.10	90.078	90.140	0.000
16	2009.11.03 15:00	modify	4	0.10	90.078	90.147	0.000
17	2009.11.03 16:00	modify	4	0.10	90.078	90.403	0.000
18	2009.11.03 16:11	s/l	4	0.10	90.403	90.403	0.000	35.95	10095.18
19	2009.11.03 18:00	sell	5	0.10	90.297	90.785	0.000
20	2009.11.04 02:00	modify	5	0.10	90.297	90.169	0.000
21	2009.11.04 02:05	s/l	5	0.10	90.169	90.169	0.000	14.07	10109.25
22	2009.11.04 03:00	buy	6	0.10	90.217	89.689	0.000
23	2009.11.04 05:00	modify	6	0.10	90.217	90.218	0.000
24	2009.11.04 05:13	s/l	6	0.10	90.218	90.218	0.000	0.11	10109.36
25	2009.11.04 07:00	sell	7	0.10	90.360	90.672	0.000
26	2009.11.04 09:17	s/l	7	0.10	90.672	90.672	0.000	-34.41	10074.95
27	2009.11.04 13:00	sell	8	0.10	90.835	91.288	0.000
28	2009.11.04 20:22	s/l	8	0.10	91.288	91.288	0.000	-49.62	10025.33
29	2009.11.05 00:00	sell	9	0.10	90.844	91.612	0.000
30	2009.11.05 01:00	modify	9	0.10	90.844	90.738	0.000
31	2009.11.05 02:00	modify	9	0.10	90.844	90.613	0.000
32	2009.11.05 02:05	s/l	9	0.10	90.613	90.613	0.000	25.49	10050.82
33	2009.11.05 06:00	buy	10	0.10	90.360	90.143	0.000
34	2009.11.05 07:00	modify	10	0.10	90.360	90.420	0.000
35	2009.11.05 07:43	s/l	10	0.10	90.420	90.420	0.000	6.64	10057.46
36	2009.11.05 12:00	buy	11	0.10	90.337	89.732	0.000
37	2009.11.05 14:00	modify	11	0.10	90.337	90.417	0.000
38	2009.11.05 14:03	s/l	11	0.10	90.417	90.417	0.000	8.85	10066.31
39	2009.11.05 15:00	buy	12	0.10	90.587	89.772	0.000
40	2009.11.05 20:00	modify	12	0.10	90.587	90.626	0.000
41	2009.11.05 21:00	modify	12	0.10	90.587	90.743	0.000
42	2009.11.05 21:06	s/l	12	0.10	90.743	90.743	0.000	17.19	10083.50
43	2009.11.05 23:00	sell	13	0.10	90.701	90.879	0.000
44	2009.11.06 03:00	modify	13	0.10	90.701	90.696	0.000
45	2009.11.06 04:00	modify	13	0.10	90.701	90.653	0.000
46	2009.11.06 04:22	s/l	13	0.10	90.653	90.653	0.000	5.16	10088.66
47	2009.11.06 05:00	sell	14	0.10	90.688	90.980	0.000
48	2009.11.06 08:00	modify	14	0.10	90.688	90.560	0.000
49	2009.11.06 08:20	s/l	14	0.10	90.560	90.560	0.000	14.13	10102.79
50	2009.11.06 12:00	buy	15	0.10	90.610	90.274	0.000
51	2009.11.06 13:00	modify	15	0.10	90.610	90.641	0.000
52	2009.11.06 13:02	s/l	15	0.10	90.641	90.641	0.000	3.42	10106.21
53	2009.11.06 14:00	sell	16	0.10	90.673	90.977	0.000
54	2009.11.06 15:00	modify	16	0.10	90.673	90.170	0.000
55	2009.11.06 15:00	s/l	16	0.10	90.170	90.170	0.000	55.78	10161.99
56	2009.11.06 18:00	buy	17	0.10	89.877	89.119	0.000
57	2009.11.06 21:00	modify	17	0.10	89.877	89.934	0.000
58	2009.11.06 21:02	s/l	17	0.10	89.934	89.934	0.000	6.34	10168.33
59	2009.11.06 22:00	buy	18	0.10	89.978	89.480	0.000
60	2009.11.09 03:00	modify	18	0.10	89.978	89.986	0.000
61	2009.11.09 04:00	modify	18	0.10	89.978	90.162	0.000
62	2009.11.09 04:22	s/l	18	0.10	90.162	90.162	0.000	20.49	10188.81
63	2009.11.09 05:00	buy	19	0.10	90.194	89.435	0.000
64	2009.11.11 05:03	s/l	19	0.10	89.435	89.435	0.000	-84.72	10104.10
65	2009.11.11 11:00	sell	20	0.10	89.920	90.288	0.000
66	2009.11.11 15:00	modify	20	0.10	89.920	89.869	0.000
67	2009.11.11 15:33	s/l	20	0.10	89.869	89.869	0.000	5.67	10109.77
68	2009.11.11 16:00	sell	21	0.10	89.892	90.161	0.000
69	2009.11.11 17:00	modify	21	0.10	89.892	89.875	0.000
70	2009.11.11 17:07	s/l	21	0.10	89.875	89.875	0.000	1.89	10111.66
71	2009.11.11 18:00	sell	22	0.10	89.904	90.177	0.000
72	2009.11.11 20:00	modify	22	0.10	89.904	89.895	0.000
73	2009.11.11 21:00	modify	22	0.10	89.904	89.865	0.000
74	2009.11.11 22:00	modify	22	0.10	89.904	89.855	0.000
75	2009.11.11 22:01	s/l	22	0.10	89.855	89.855	0.000	5.45	10117.11
76	2009.11.11 23:00	sell	23	0.10	89.880	90.099	0.000
77	2009.11.12 03:00	modify	23	0.10	89.880	89.765	0.000
78	2009.11.12 03:01	s/l	23	0.10	89.765	89.765	0.000	12.41	10129.52
79	2009.11.12 05:00	buy	24	0.10	89.760	89.509	0.000
80	2009.11.12 06:00	modify	24	0.10	89.760	89.770	0.000
81	2009.11.12 06:05	s/l	24	0.10	89.770	89.770	0.000	1.11	10130.63
82	2009.11.12 07:00	buy	25	0.10	89.845	89.561	0.000
83	2009.11.12 14:00	modify	25	0.10	89.845	89.948	0.000
84	2009.11.12 14:19	s/l	25	0.10	89.948	89.948	0.000	11.45	10142.08
85	2009.11.12 18:00	sell	26	0.10	90.418	90.860	0.000
86	2009.11.12 21:00	modify	26	0.10	90.418	90.376	0.000
87	2009.11.12 21:18	s/l	26	0.10	90.376	90.376	0.000	4.65	10146.73
88	2009.11.12 22:00	sell	27	0.10	90.426	90.740	0.000
89	2009.11.12 23:00	modify	27	0.10	90.426	90.404	0.000
90	2009.11.12 23:46	s/l	27	0.10	90.404	90.404	0.000	2.43	10149.16
91	2009.11.13 00:00	sell	28	0.10	90.379	90.722	0.000
92	2009.11.13 01:00	modify	28	0.10	90.379	90.332	0.000
93	2009.11.13 01:46	s/l	28	0.10	90.332	90.332	0.000	5.20	10154.36
94	2009.11.13 02:00	sell	29	0.10	90.269	90.725	0.000
95	2009.11.13 04:00	modify	29	0.10	90.269	90.259	0.000
96	2009.11.13 04:18	s/l	29	0.10	90.259	90.259	0.000	1.11	10155.47
97	2009.11.13 05:00	sell	30	0.10	90.195	90.711	0.000
98	2009.11.13 11:00	modify	30	0.10	90.195	89.832	0.000
99	2009.11.13 11:24	s/l	30	0.10	89.832	89.832	0.000	40.41	10195.88
100	2009.11.13 12:00	buy	31	0.10	89.828	89.458	0.000
101	2009.11.16 01:32	s/l	31	0.10	89.458	89.458	0.000	-41.28	10154.60
102	2009.11.16 03:00	buy	32	0.10	89.580	89.201	0.000
103	2009.11.16 04:00	modify	32	0.10	89.580	89.630	0.000
104	2009.11.16 04:53	s/l	32	0.10	89.630	89.630	0.000	5.58	10160.18
105	2009.11.16 05:00	buy	33	0.10	89.655	89.220	0.000
106	2009.11.16 19:07	s/l	33	0.10	89.220	89.220	0.000	-48.76	10111.42
107	2009.11.16 22:00	buy	34	0.10	89.121	88.471	0.000
108	2009.11.17 14:00	modify	34	0.10	89.121	89.235	0.000
109	2009.11.17 14:18	s/l	34	0.10	89.235	89.235	0.000	12.86	10124.28
110	2009.11.17 16:00	sell	35	0.10	89.275	89.600	0.000
111	2009.11.17 20:00	modify	35	0.10	89.275	89.264	0.000
112	2009.11.17 20:02	s/l	35	0.10	89.264	89.264	0.000	1.23	10125.51
113	2009.11.17 21:00	sell	36	0.10	89.280	89.671	0.000
114	2009.11.18 02:00	modify	36	0.10	89.280	89.279	0.000
115	2009.11.18 02:01	s/l	36	0.10	89.279	89.279	0.000	-0.01	10125.49
116	2009.11.18 03:00	sell	37	0.10	89.295	89.643	0.000
117	2009.11.18 05:00	modify	37	0.10	89.295	89.282	0.000
118	2009.11.18 06:00	modify	37	0.10	89.295	89.230	0.000
119	2009.11.18 07:00	modify	37	0.10	89.295	89.210	0.000
120	2009.11.18 07:11	s/l	37	0.10	89.210	89.210	0.000	9.52	10135.01
121	2009.11.18 13:00	buy	38	0.10	89.125	88.881	0.000
122	2009.11.18 15:00	modify	38	0.10	89.125	89.175	0.000
123	2009.11.18 15:16	s/l	38	0.10	89.175	89.175	0.000	5.61	10140.62
124	2009.11.18 16:00	sell	39	0.10	89.235	89.499	0.000
125	2009.11.19 03:00	modify	39	0.10	89.235	89.225	0.000
126	2009.11.19 03:07	s/l	39	0.10	89.225	89.225	0.000	0.72	10141.35
127	2009.11.19 04:00	buy	40	0.10	89.205	88.858	0.000
128	2009.11.19 08:48	s/l	40	0.10	88.858	88.858	0.000	-39.05	10102.30
129	2009.11.19 11:00	buy	41	0.10	88.965	88.628	0.000
130	2009.11.19 22:00	modify	41	0.10	88.965	89.025	0.000
131	2009.11.19 22:04	s/l	41	0.10	89.025	89.025	0.000	6.74	10109.04
132	2009.11.20 04:00	buy	42	0.10	88.843	88.493	0.000
133	2009.11.20 05:00	modify	42	0.10	88.843	88.879	0.000
134	2009.11.20 05:08	s/l	42	0.10	88.879	88.879	0.000	4.05	10113.09
135	2009.11.20 06:00	sell	43	0.10	88.910	89.228	0.000
136	2009.11.20 08:00	modify	43	0.10	88.910	88.815	0.000
137	2009.11.20 08:03	s/l	43	0.10	88.815	88.815	0.000	10.70	10123.79
138	2009.11.20 09:00	buy	44	0.10	88.795	88.491	0.000
139	2009.11.20 10:00	modify	44	0.10	88.795	88.849	0.000
140	2009.11.20 10:19	s/l	44	0.10	88.849	88.849	0.000	6.08	10129.87
141	2009.11.20 11:00	sell	45	0.10	88.870	89.240	0.000
142	2009.11.23 00:00	modify	45	0.10	88.870	88.868	0.000
143	2009.11.23 00:05	s/l	45	0.10	88.868	88.868	0.000	0.10	10129.97
144	2009.11.23 01:00	buy	46	0.10	88.888	88.554	0.000
145	2009.11.23 02:00	modify	46	0.10	88.888	88.898	0.000
146	2009.11.23 03:35	s/l	46	0.10	88.898	88.898	0.000	1.12	10131.09
147	2009.11.23 04:00	sell	47	0.10	88.913	89.238	0.000
148	2009.11.23 07:00	modify	47	0.10	88.913	88.875	0.000
149	2009.11.23 08:00	modify	47	0.10	88.913	88.863	0.000
150	2009.11.23 09:00	modify	47	0.10	88.913	88.747	0.000
151	2009.11.23 09:02	s/l	47	0.10	88.747	88.747	0.000	18.70	10149.79
152	2009.11.23 10:00	sell	48	0.10	88.978	89.291	0.000
153	2009.11.23 11:00	modify	48	0.10	88.978	88.915	0.000
154	2009.11.23 12:00	modify	48	0.10	88.978	88.873	0.000
155	2009.11.23 12:21	s/l	48	0.10	88.873	88.873	0.000	11.82	10161.61
156	2009.11.23 15:00	sell	49	0.10	88.826	89.115	0.000
157	2009.11.23 17:41	s/l	49	0.10	89.115	89.115	0.000	-32.43	10129.18
158	2009.11.23 19:00	sell	50	0.10	89.107	89.350	0.000
159	2009.11.23 21:00	modify	50	0.10	89.107	89.041	0.000
160	2009.11.23 21:07	s/l	50	0.10	89.041	89.041	0.000	7.41	10136.59
161	2009.11.23 22:00	sell	51	0.10	88.955	89.270	0.000
162	2009.11.24 02:00	modify	51	0.10	88.955	88.889	0.000
163	2009.11.24 02:12	s/l	51	0.10	88.889	88.889	0.000	7.29	10143.87
164	2009.11.24 03:00	buy	52	0.10	88.850	88.451	0.000
165	2009.11.24 04:00	modify	52	0.10	88.850	88.860	0.000
166	2009.11.24 04:46	s/l	52	0.10	88.860	88.860	0.000	1.13	10145.00
167	2009.11.24 07:00	buy	53	0.10	88.844	88.626	0.000
168	2009.11.24 08:46	s/l	53	0.10	88.626	88.626	0.000	-24.60	10120.40
169	2009.11.24 11:00	buy	54	0.10	88.628	88.417	0.000
170	2009.11.24 12:00	modify	54	0.10	88.628	88.648	0.000
171	2009.11.24 12:21	s/l	54	0.10	88.648	88.648	0.000	2.26	10122.66
172	2009.11.24 13:00	buy	55	0.10	88.678	88.430	0.000
173	2009.11.24 14:32	s/l	55	0.10	88.430	88.430	0.000	-28.05	10094.61
174	2009.11.24 16:00	buy	56	0.10	88.525	88.195	0.000
175	2009.11.24 18:00	modify	56	0.10	88.525	88.544	0.000
176	2009.11.24 18:01	s/l	56	0.10	88.544	88.544	0.000	2.15	10096.76
177	2009.11.24 19:00	buy	57	0.10	88.549	88.205	0.000
178	2009.11.25 01:00	modify	57	0.10	88.549	88.568	0.000
179	2009.11.25 01:09	s/l	57	0.10	88.568	88.568	0.000	2.23	10098.99
180	2009.11.25 02:00	buy	58	0.10	88.486	88.221	0.000
181	2009.11.25 02:43	s/l	58	0.10	88.221	88.221	0.000	-30.04	10068.95
182	2009.11.25 05:00	buy	59	0.10	88.286	88.028	0.000
183	2009.11.25 07:00	modify	59	0.10	88.286	88.315	0.000
184	2009.11.25 07:17	s/l	59	0.10	88.315	88.315	0.000	3.28	10072.23
185	2009.11.25 08:00	buy	60	0.10	88.333	88.097	0.000
186	2009.11.25 10:12	s/l	60	0.10	88.097	88.097	0.000	-26.79	10045.44
187	2009.11.25 12:00	buy	61	0.10	87.785	87.235	0.000
188	2009.11.25 20:28	s/l	61	0.10	87.235	87.235	0.000	-63.05	9982.39
189	2009.11.25 22:00	buy	62	0.10	87.334	87.022	0.000
190	2009.11.26 02:00	modify	62	0.10	87.334	87.360	0.000
191	2009.11.26 02:02	s/l	62	0.10	87.360	87.360	0.000	3.21	9985.60
192	2009.11.26 03:00	buy	63	0.10	87.434	87.064	0.000
193	2009.11.26 04:30	s/l	63	0.10	87.064	87.064	0.000	-42.50	9943.10
194	2009.11.26 08:00	buy	64	0.10	86.981	85.776	0.000
195	2009.11.27 00:25	s/l	64	0.10	85.776	85.776	0.000	-140.42	9802.68
196	2009.11.27 02:00	sell	65	0.10	86.156	87.870	0.000
197	2009.11.27 03:00	modify	65	0.10	86.156	86.086	0.000
198	2009.11.27 03:01	s/l	65	0.10	86.086	86.086	0.000	8.13	9810.81
199	2009.11.27 04:00	sell	66	0.10	86.002	87.891	0.000
200	2009.11.27 08:00	modify	66	0.10	86.002	85.948	0.000
201	2009.11.27 08:08	s/l	66	0.10	85.948	85.948	0.000	6.29	9817.10
202	2009.11.27 11:00	sell	67	0.10	86.505	87.095	0.000
203	2009.11.27 12:00	modify	67	0.10	86.505	86.441	0.000
204	2009.11.27 12:09	s/l	67	0.10	86.441	86.441	0.000	7.41	9824.51
205	2009.11.27 13:00	sell	68	0.10	86.486	87.150	0.000
206	2009.11.27 22:59	close at stop	68	0.10	86.482	87.150	0.000	0.46	9824.97