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=1; TakeProfit=50; Stoploss=35; TrailingStop=20; Slippage=5;
Bars in test	551	Ticks modelled	541880	Modelling quality	n/a
Mismatched charts errors	113
Initial deposit	10000.00
Total net profit	-2254.86	Gross profit	1722.04	Gross loss	-3976.90
Profit factor	0.43	Expected payoff	-56.37
Absolute drawdown	2297.64	Maximal drawdown	2899.09 (27.35%)	Relative drawdown	27.35% (2899.09)
Total trades	40	Short positions (won %)	7 (28.57%)	Long positions (won %)	33 (24.24%)
		Profit trades (% of total)	10 (25.00%)	Loss trades (% of total)	30 (75.00%)
Largest		profit trade	663.53	loss trade	-399.83
Average		profit trade	172.20	loss trade	-132.56
Maximum		consecutive wins (profit in money)	2 (797.60)	consecutive losses (loss in money)	12 (-1419.82)
Maximal		consecutive profit (count of wins)	797.60 (2)	consecutive loss (count of losses)	-1419.82 (12)
Average		consecutive wins	1	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.11.03 04:00	buy stop	1	1.00	90.381	90.346	90.431
2	2009.11.03 05:00	modify	1	1.00	90.349	90.136	90.431
3	2009.11.03 06:00	modify	1	1.00	90.289	90.157	90.431
4	2009.11.03 06:11	buy	1	1.00	90.289	90.157	90.431
5	2009.11.03 08:14	s/l	1	1.00	90.157	90.157	90.431	-146.41	9853.59
6	2009.11.03 09:00	buy stop	2	1.00	90.227	90.192	90.277
7	2009.11.03 10:00	modify	2	1.00	90.127	89.869	90.277
8	2009.11.03 11:00	modify	2	1.00	90.044	89.879	90.277
9	2009.11.03 11:02	buy	2	1.00	90.044	89.879	90.277
10	2009.11.03 14:26	t/p	2	1.00	90.277	89.879	90.277	258.09	10111.68
11	2009.11.03 15:00	buy stop	3	2.00	90.280	90.245	90.330
12	2009.11.03 15:02	buy	3	2.00	90.280	90.245	90.330
13	2009.11.03 15:03	s/l	3	2.00	90.245	90.245	90.330	-77.57	10034.11
14	2009.11.04 02:00	buy stop	4	2.00	90.429	90.394	90.479
15	2009.11.04 05:00	delete	4	2.00	90.429	90.394	90.479
16	2009.11.04 07:00	sell stop	5	2.00	90.223	90.258	90.173
17	2009.11.04 08:00	modify	5	2.00	90.315	90.498	90.173
18	2009.11.04 09:00	modify	5	2.00	90.407	90.599	90.173
19	2009.11.04 10:00	modify	5	2.00	90.537	90.816	90.173
20	2009.11.04 11:00	modify	5	2.00	90.637	90.960	90.173
21	2009.11.04 12:00	modify	5	2.00	90.856	91.038	90.173
22	2009.11.04 12:12	sell	5	2.00	90.856	91.038	90.173
23	2009.11.04 20:15	s/l	5	2.00	91.038	91.038	90.173	-399.83	9634.28
24	2009.11.04 22:00	buy stop	6	1.00	90.819	90.784	90.869
25	2009.11.04 23:00	modify	6	1.00	90.785	90.573	90.869
26	2009.11.04 23:12	buy	6	1.00	90.785	90.573	90.869
27	2009.11.05 01:03	s/l	6	1.00	90.573	90.573	90.869	-233.08	9401.20
28	2009.11.05 15:00	sell stop	7	1.00	90.306	90.341	90.256
29	2009.11.05 16:00	modify	7	1.00	90.429	90.640	90.256
30	2009.11.05 17:00	modify	7	1.00	90.476	90.629	90.256
31	2009.11.05 17:44	sell	7	1.00	90.476	90.629	90.256
32	2009.11.05 19:10	s/l	7	1.00	90.629	90.629	90.256	-168.82	9232.38
33	2009.11.05 20:00	sell stop	8	1.00	90.577	90.612	90.527
34	2009.11.05 21:00	modify	8	1.00	90.638	90.779	90.527
35	2009.11.05 22:00	modify	8	1.00	90.717	90.788	90.527
36	2009.11.05 22:25	sell	8	1.00	90.717	90.788	90.527
37	2009.11.05 23:03	s/l	8	1.00	90.788	90.788	90.527	-78.21	9154.17
38	2009.11.06 04:00	sell stop	9	1.00	90.566	90.601	90.516
39	2009.11.06 05:00	modify	9	1.00	90.577	90.713	90.516
40	2009.11.06 06:00	modify	9	1.00	90.657	90.740	90.516
41	2009.11.06 06:55	sell	9	1.00	90.657	90.740	90.516
42	2009.11.06 07:36	t/p	9	1.00	90.516	90.740	90.516	155.77	9309.94
43	2009.11.06 15:00	buy stop	10	1.00	90.744	90.709	90.794
44	2009.11.06 16:00	modify	10	1.00	90.235	89.785	90.794
45	2009.11.06 17:00	modify	10	1.00	90.139	89.607	90.794
46	2009.11.06 18:00	modify	10	1.00	89.935	89.719	90.794
47	2009.11.06 18:08	buy	10	1.00	89.935	89.719	90.794
48	2009.11.09 00:08	s/l	10	1.00	89.719	89.719	90.794	-240.43	9069.51
49	2009.11.09 06:00	buy stop	11	1.00	90.184	90.149	90.234
50	2009.11.09 06:07	buy	11	1.00	90.184	90.149	90.234
51	2009.11.09 06:12	s/l	11	1.00	90.149	90.149	90.234	-38.82	9030.69
52	2009.11.09 07:00	buy stop	12	1.00	90.175	90.140	90.225
53	2009.11.09 08:00	modify	12	1.00	90.134	89.994	90.225
54	2009.11.09 08:06	buy	12	1.00	90.134	89.994	90.225
55	2009.11.09 08:47	t/p	12	1.00	90.225	89.994	90.225	100.86	9131.55
56	2009.11.09 09:00	buy stop	13	1.00	90.257	90.222	90.307
57	2009.11.09 11:00	modify	13	1.00	90.136	90.005	90.307
58	2009.11.09 12:00	modify	13	1.00	90.045	89.819	90.307
59	2009.11.09 15:00	delete	13	1.00	90.045	89.819	90.307
60	2009.11.09 20:00	buy stop	14	1.00	90.007	89.972	90.057
61	2009.11.09 20:12	buy	14	1.00	90.007	89.972	90.057
62	2009.11.09 20:22	t/p	14	1.00	90.057	89.972	90.057	55.52	9187.07
63	2009.11.09 21:00	buy stop	15	1.00	90.075	90.040	90.125
64	2009.11.09 23:00	modify	15	1.00	90.040	89.910	90.125
65	2009.11.10 01:00	modify	15	1.00	89.972	89.803	90.125
66	2009.11.10 01:17	buy	15	1.00	89.972	89.803	90.125
67	2009.11.10 06:37	s/l	15	1.00	89.803	89.803	90.125	-188.19	8998.88
68	2009.11.10 07:00	buy stop	16	0.90	89.963	89.928	90.013
69	2009.11.10 09:00	buy stop	17	0.90	89.907	89.872	89.957
70	2009.11.10 09:03	buy	17	0.90	89.907	89.872	89.957
71	2009.11.10 09:04	s/l	17	0.90	89.872	89.872	89.957	-35.06	8963.82
72	2009.11.10 10:00	modify	16	0.90	89.890	89.684	90.013
73	2009.11.10 10:28	buy	16	0.90	89.890	89.684	90.013
74	2009.11.10 11:15	t/p	16	0.90	90.013	89.684	90.013	122.98	9086.80
75	2009.11.10 14:00	buy stop	18	1.00	90.120	90.085	90.170
76	2009.11.10 15:00	modify	18	1.00	89.906	89.732	90.170
77	2009.11.10 17:00	modify	18	1.00	89.837	89.714	90.170
78	2009.11.10 17:12	buy	18	1.00	89.837	89.714	90.170
79	2009.11.11 00:03	s/l	18	1.00	89.714	89.714	90.170	-136.77	8950.03
80	2009.11.11 01:00	buy stop	19	0.90	89.801	89.766	89.851
81	2009.11.11 02:00	modify	19	0.90	89.689	89.464	89.851
82	2009.11.11 03:00	modify	19	0.90	89.601	89.480	89.851
83	2009.11.11 03:00	buy	19	0.90	89.601	89.480	89.851
84	2009.11.11 05:02	s/l	19	0.90	89.480	89.480	89.851	-121.70	8828.33
85	2009.11.11 21:00	buy stop	20	0.90	89.866	89.831	89.916
86	2009.11.11 22:02	buy	20	0.90	89.866	89.831	89.916
87	2009.11.11 22:08	s/l	20	0.90	89.831	89.831	89.916	-35.07	8793.26
88	2009.11.12 03:00	buy stop	21	0.90	89.916	89.881	89.966
89	2009.11.12 05:00	modify	21	0.90	89.846	89.734	89.966
90	2009.11.12 06:59	buy	21	0.90	89.846	89.734	89.966
91	2009.11.12 08:38	s/l	21	0.90	89.734	89.734	89.966	-112.33	8680.93
92	2009.11.12 09:00	buy stop	22	0.90	89.900	89.865	89.950
93	2009.11.12 10:00	modify	22	0.90	89.816	89.636	89.950
94	2009.11.12 10:03	buy	22	0.90	89.816	89.636	89.950
95	2009.11.12 13:37	t/p	22	0.90	89.950	89.636	89.950	134.07	8815.00
96	2009.11.12 14:00	sell stop	23	0.90	89.749	89.784	89.699
97	2009.11.12 15:00	modify	23	0.90	89.945	90.268	89.699
98	2009.11.12 16:00	modify	23	0.90	90.144	90.425	89.699
99	2009.11.12 17:00	modify	23	0.90	90.255	90.577	89.699
100	2009.11.12 18:00	modify	23	0.90	90.338	90.551	89.699
101	2009.11.12 19:00	modify	23	0.90	90.361	90.451	89.699
102	2009.11.12 20:48	sell	23	0.90	90.361	90.451	89.699
103	2009.11.13 14:30	t/p	23	0.90	89.699	90.451	89.699	663.53	9478.53
104	2009.11.16 16:00	buy stop	24	1.00	89.526	89.491	89.576
105	2009.11.16 17:00	modify	24	1.00	89.446	89.234	89.576
106	2009.11.16 18:00	modify	24	1.00	89.406	89.274	89.576
107	2009.11.16 18:15	buy	24	1.00	89.406	89.274	89.576
108	2009.11.16 18:56	s/l	24	1.00	89.274	89.274	89.576	-147.86	9330.67
109	2009.11.16 19:00	buy stop	25	1.00	89.576	89.541	89.626
110	2009.11.16 20:00	modify	25	1.00	89.331	89.029	89.626
111	2009.11.16 21:00	modify	25	1.00	89.036	88.747	89.626
112	2009.11.16 21:23	buy	25	1.00	89.036	88.747	89.626
113	2009.11.17 09:25	s/l	25	1.00	88.747	88.747	89.626	-325.34	9005.33
114	2009.11.17 12:00	buy stop	26	1.00	89.141	89.106	89.191
115	2009.11.17 12:56	buy	26	1.00	89.141	89.106	89.191
116	2009.11.17 13:03	t/p	26	1.00	89.191	89.106	89.191	56.05	9061.38
117	2009.11.18 02:00	buy stop	27	1.00	89.321	89.286	89.371
118	2009.11.18 02:20	buy	27	1.00	89.321	89.286	89.371
119	2009.11.18 02:23	s/l	27	1.00	89.286	89.286	89.371	-39.20	9022.18
120	2009.11.18 06:00	buy stop	28	1.00	89.236	89.201	89.286
121	2009.11.18 11:00	modify	28	1.00	89.171	89.014	89.286
122	2009.11.18 11:27	buy	28	1.00	89.171	89.014	89.286
123	2009.11.18 15:03	t/p	28	1.00	89.286	89.014	89.286	128.79	9150.97
124	2009.11.19 03:00	buy stop	29	1.00	89.346	89.311	89.396
125	2009.11.19 05:00	modify	29	1.00	89.206	89.074	89.396
126	2009.11.19 08:00	modify	29	1.00	89.125	89.024	89.396
127	2009.11.19 09:00	modify	29	1.00	89.076	88.849	89.396
128	2009.11.19 09:44	buy	29	1.00	89.076	88.849	89.396
129	2009.11.19 13:18	s/l	29	1.00	88.849	88.849	89.396	-255.50	8895.47
130	2009.11.19 22:00	sell stop	30	0.90	88.964	88.999	88.914
131	2009.11.19 22:58	sell	30	0.90	88.964	88.999	88.914
132	2009.11.19 23:01	s/l	30	0.90	88.999	88.999	88.914	-35.39	8860.08
133	2009.11.20 00:00	buy stop	31	0.90	89.031	88.996	89.081
134	2009.11.20 01:00	modify	31	0.90	88.961	88.844	89.081
135	2009.11.20 01:18	buy	31	0.90	88.961	88.844	89.081
136	2009.11.20 03:38	s/l	31	0.90	88.844	88.844	89.081	-118.53	8741.55
137	2009.11.20 12:00	buy stop	32	0.90	88.901	88.866	88.951
138	2009.11.20 12:08	buy	32	0.90	88.901	88.866	88.951
139	2009.11.20 12:09	s/l	32	0.90	88.866	88.866	88.951	-35.45	8706.10
140	2009.11.20 18:00	buy stop	33	0.90	89.021	88.986	89.071
141	2009.11.20 18:52	buy	33	0.90	89.021	88.986	89.071
142	2009.11.20 18:55	s/l	33	0.90	88.986	88.986	89.071	-35.40	8670.70
143	2009.11.23 00:00	buy stop	34	0.90	89.015	88.980	89.065
144	2009.11.23 01:00	modify	34	0.90	88.942	88.805	89.065
145	2009.11.23 01:05	buy	34	0.90	88.942	88.805	89.065
146	2009.11.23 07:03	s/l	34	0.90	88.805	88.805	89.065	-138.84	8531.86
147	2009.11.23 10:00	sell stop	35	0.90	88.689	88.724	88.639
148	2009.11.23 14:00	modify	35	0.90	88.811	88.868	88.639
149	2009.11.23 14:36	sell	35	0.90	88.811	88.868	88.639
150	2009.11.23 15:58	s/l	35	0.90	88.868	88.868	88.639	-57.73	8474.13
151	2009.11.24 01:00	buy stop	36	0.90	89.049	89.014	89.099
152	2009.11.24 02:00	modify	36	0.90	88.927	88.834	89.099
153	2009.11.24 03:37	buy	36	0.90	88.927	88.834	89.099
154	2009.11.24 05:11	s/l	36	0.90	88.834	88.834	89.099	-94.22	8379.91
155	2009.11.26 16:00	buy stop	37	0.90	86.755	86.720	86.805
156	2009.11.26 17:00	modify	37	0.90	86.663	86.544	86.805
157	2009.11.26 17:22	buy	37	0.90	86.663	86.544	86.805
158	2009.11.26 17:45	s/l	37	0.90	86.544	86.544	86.805	-123.75	8256.16
159	2009.11.26 18:00	buy stop	38	0.90	86.676	86.641	86.726
160	2009.11.26 19:00	modify	38	0.90	86.604	86.444	86.726
161	2009.11.26 19:00	buy	38	0.90	86.604	86.444	86.726
162	2009.11.26 19:15	s/l	38	0.90	86.444	86.444	86.726	-166.59	8089.57
163	2009.11.26 20:00	buy stop	39	0.90	86.619	86.584	86.669
164	2009.11.26 21:00	modify	39	0.90	86.569	86.471	86.669
165	2009.11.26 21:38	buy	39	0.90	86.569	86.471	86.669
166	2009.11.26 22:19	s/l	39	0.90	86.471	86.471	86.669	-102.00	7987.57
167	2009.11.26 23:00	buy stop	40	0.80	86.622	86.587	86.672
168	2009.11.27 00:00	modify	40	0.80	86.572	86.301	86.672
169	2009.11.27 01:00	modify	40	0.80	86.428	84.798	86.672
170	2009.11.27 02:00	modify	40	0.80	86.257	85.074	86.672
171	2009.11.27 03:00	modify	40	0.80	86.228	85.916	86.672
172	2009.11.27 04:00	modify	40	0.80	86.072	85.797	86.672
173	2009.11.27 04:15	buy	40	0.80	86.072	85.797	86.672
174	2009.11.27 08:02	s/l	40	0.80	85.797	85.797	86.672	-256.42	7731.15
175	2009.11.27 09:00	buy stop	41	0.80	86.185	86.150	86.235
176	2009.11.27 09:01	buy	41	0.80	86.185	86.150	86.235
177	2009.11.27 09:04	t/p	41	0.80	86.235	86.150	86.235	46.38	7777.53
178	2009.11.27 10:00	buy stop	42	0.80	86.479	86.444	86.529
179	2009.11.27 10:54	buy	42	0.80	86.479	86.444	86.529
180	2009.11.27 10:56	s/l	42	0.80	86.444	86.444	86.529	-32.39	7745.14