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		EAName=""TrendStrengthEMA""; magic=2703; SL=0; TP=0; slippage=3; lots=0.1;
Bars in test	551	Ticks modelled	541880	Modelling quality	n/a
Mismatched charts errors	113
Initial deposit	10000.00
Total net profit	-63.14	Gross profit	327.47	Gross loss	-390.61
Profit factor	0.84	Expected payoff	-3.71
Absolute drawdown	300.67	Maximal drawdown	349.73 (3.48%)	Relative drawdown	3.48% (349.73)
Total trades	17	Short positions (won %)	8 (50.00%)	Long positions (won %)	9 (0.00%)
		Profit trades (% of total)	4 (23.53%)	Loss trades (% of total)	13 (76.47%)
Largest		profit trade	254.60	loss trade	-74.65
Average		profit trade	81.87	loss trade	-30.05
Maximum		consecutive wins (profit in money)	1 (254.60)	consecutive losses (loss in money)	5 (-157.67)
Maximal		consecutive profit (count of wins)	254.60 (1)	consecutive loss (count of losses)	-157.67 (5)
Average		consecutive wins	1	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.11.03 23:00	buy	1	0.10	90.342	0.000	0.000
2	2009.11.04 03:00	close	1	0.10	90.197	0.000	0.000	-16.05	9983.95
3	2009.11.04 03:00	sell	2	0.10	90.197	0.000	0.000
4	2009.11.04 08:00	close	2	0.10	90.456	0.000	0.000	-28.63	9955.32
5	2009.11.04 08:00	buy	3	0.10	90.456	0.000	0.000
6	2009.11.05 07:00	close	3	0.10	90.450	0.000	0.000	-0.56	9954.76
7	2009.11.05 07:00	sell	4	0.10	90.450	0.000	0.000
8	2009.11.05 21:00	close	4	0.10	90.793	0.000	0.000	-37.78	9916.98
9	2009.11.05 21:00	buy	5	0.10	90.793	0.000	0.000
10	2009.11.06 15:00	close	5	0.10	90.120	0.000	0.000	-74.65	9842.33
11	2009.11.06 15:00	sell	6	0.10	90.120	0.000	0.000
12	2009.11.11 14:00	close	6	0.10	89.893	0.000	0.000	25.02	9867.35
13	2009.11.11 14:00	buy	7	0.10	89.893	0.000	0.000
14	2009.11.12 06:00	close	7	0.10	89.800	0.000	0.000	-10.26	9857.09
15	2009.11.12 06:00	sell	8	0.10	89.800	0.000	0.000
16	2009.11.12 15:00	close	8	0.10	90.165	0.000	0.000	-40.48	9816.61
17	2009.11.12 15:00	buy	9	0.10	90.165	0.000	0.000
18	2009.11.13 13:00	close	9	0.10	89.773	0.000	0.000	-43.64	9772.98
19	2009.11.13 13:00	sell	10	0.10	89.773	0.000	0.000
20	2009.11.18 00:00	close	10	0.10	89.350	0.000	0.000	47.11	9820.08
21	2009.11.18 00:00	buy	11	0.10	89.350	0.000	0.000
22	2009.11.18 07:00	close	11	0.10	89.160	0.000	0.000	-21.31	9798.77
23	2009.11.18 07:00	sell	12	0.10	89.160	0.000	0.000
24	2009.11.18 19:00	close	12	0.10	89.440	0.000	0.000	-31.31	9767.47
25	2009.11.18 19:00	buy	13	0.10	89.440	0.000	0.000
26	2009.11.19 06:00	close	13	0.10	89.135	0.000	0.000	-34.12	9733.34
27	2009.11.19 06:00	sell	14	0.10	89.135	0.000	0.000
28	2009.11.23 19:00	close	14	0.10	89.127	0.000	0.000	0.75	9734.09
29	2009.11.23 19:00	buy	15	0.10	89.127	0.000	0.000
30	2009.11.24 05:00	close	15	0.10	88.884	0.000	0.000	-27.31	9706.78
31	2009.11.24 05:00	sell	16	0.10	88.884	0.000	0.000
32	2009.11.27 20:00	close	16	0.10	86.674	0.000	0.000	254.60	9961.38
33	2009.11.27 20:00	buy	17	0.10	86.674	0.000	0.000
34	2009.11.27 22:59	close at stop	17	0.10	86.462	0.000	0.000	-24.52	9936.86