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=999; Stoploss=0; TrailingStop=10; Slippage=5; StopYear=2005; MM=0; Leverage=1; AcctSize=10000; WilliamsP=24; WilliamsL=-75; WilliamsH=-25;
Bars in test	551	Ticks modelled	541880	Modelling quality	n/a
Mismatched charts errors	113
Initial deposit	10000.00
Total net profit	1153.34	Gross profit	2761.90	Gross loss	-1608.56
Profit factor	1.72	Expected payoff	96.11
Absolute drawdown	1072.90	Maximal drawdown	1491.19 (14.31%)	Relative drawdown	14.31% (1491.19)
Total trades	12	Short positions (won %)	12 (16.67%)	Long positions (won %)	0 (0.00%)
		Profit trades (% of total)	2 (16.67%)	Loss trades (% of total)	10 (83.33%)
Largest		profit trade	1647.78	loss trade	-212.87
Average		profit trade	1380.95	loss trade	-160.86
Maximum		consecutive wins (profit in money)	1 (1647.78)	consecutive losses (loss in money)	6 (-966.03)
Maximal		consecutive profit (count of wins)	1647.78 (1)	consecutive loss (count of losses)	-966.03 (6)
Average		consecutive wins	1	consecutive losses	5

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.11.03 03:04	sell stop	1	1.00	90.262	90.454	89.263
2	2009.11.03 04:04	modify	1	1.00	90.266	90.381	89.263
3	2009.11.03 04:27	sell	1	1.00	90.266	90.381	89.263
4	2009.11.03 15:42	s/l	1	1.00	90.381	90.381	89.263	-127.24	9872.76
5	2009.11.03 16:04	sell stop	2	1.00	90.176	90.458	89.177
6	2009.11.03 19:04	modify	2	1.00	90.207	90.339	89.177
7	2009.11.03 19:33	sell	2	1.00	90.207	90.339	89.177
8	2009.11.03 19:48	s/l	2	1.00	90.339	90.339	89.177	-146.11	9726.65
9	2009.11.03 20:04	sell stop	3	1.00	90.202	90.376	89.203
10	2009.11.03 21:04	modify	3	1.00	90.214	90.389	89.203
11	2009.11.03 22:04	modify	3	1.00	90.269	90.369	89.203
12	2009.11.03 22:43	sell	3	1.00	90.269	90.369	89.203
13	2009.11.04 00:28	s/l	3	1.00	90.369	90.369	89.203	-111.43	9615.22
14	2009.11.04 01:04	sell stop	4	1.00	90.266	90.431	89.267
15	2009.11.04 01:27	sell	4	1.00	90.266	90.431	89.267
16	2009.11.04 07:27	s/l	4	1.00	90.431	90.431	89.267	-182.46	9432.76
17	2009.11.04 08:04	sell stop	5	1.00	90.315	90.498	89.316
18	2009.11.04 09:04	modify	5	1.00	90.407	90.599	89.316
19	2009.11.04 10:04	modify	5	1.00	90.537	90.816	89.316
20	2009.11.04 11:04	modify	5	1.00	90.637	90.960	89.316
21	2009.11.04 12:04	modify	5	1.00	90.856	91.038	89.316
22	2009.11.04 12:12	sell	5	1.00	90.856	91.038	89.316
23	2009.11.04 20:15	s/l	5	1.00	91.038	91.038	89.316	-199.91	9232.85
24	2009.11.04 22:04	sell stop	6	1.00	90.558	90.819	89.559
25	2009.11.04 23:04	modify	6	1.00	90.573	90.785	89.559
26	2009.11.05 00:04	modify	6	1.00	90.676	90.856	89.559
27	2009.11.05 00:36	sell	6	1.00	90.676	90.856	89.559
28	2009.11.06 00:33	s/l	6	1.00	90.856	90.856	89.559	-198.88	9033.97
29	2009.11.06 02:04	sell stop	7	1.00	90.666	90.802	89.667
30	2009.11.06 02:37	sell	7	1.00	90.666	90.802	89.667
31	2009.11.06 16:32	t/p	7	1.00	89.667	90.802	89.667	1114.12	10148.09
32	2009.11.06 17:04	sell stop	8	1.00	89.607	90.139	88.608
33	2009.11.06 18:04	modify	8	1.00	89.719	89.935	88.608
34	2009.11.06 21:04	modify	8	1.00	89.797	89.969	88.608
35	2009.11.06 22:04	modify	8	1.00	89.877	89.995	88.608
36	2009.11.06 22:08	sell	8	1.00	89.877	89.995	88.608
37	2009.11.09 02:13	s/l	8	1.00	89.995	89.995	88.608	-131.89	10016.20
38	2009.11.09 03:04	sell stop	9	1.00	89.901	90.120	88.902
39	2009.11.09 04:04	modify	9	1.00	90.005	90.197	88.902
40	2009.11.09 05:28	sell	9	1.00	90.005	90.197	88.902
41	2009.11.09 08:32	s/l	9	1.00	90.197	90.197	88.902	-212.87	9803.33
42	2009.11.09 09:04	sell stop	10	1.00	90.039	90.257	89.040
43	2009.11.09 10:04	modify	10	1.00	90.057	90.161	89.040
44	2009.11.09 10:08	sell	10	1.00	90.057	90.161	89.040
45	2009.11.10 11:37	s/l	10	1.00	90.161	90.161	89.040	-116.12	9687.21
46	2009.11.10 12:04	sell stop	11	1.00	89.759	90.171	88.760
47	2009.11.10 13:04	modify	11	1.00	89.999	90.160	88.760
48	2009.11.10 13:51	sell	11	1.00	89.999	90.160	88.760
49	2009.11.12 14:28	s/l	11	1.00	90.160	90.160	88.760	-181.65	9505.56
50	2009.11.12 15:04	sell stop	12	1.00	89.945	90.268	88.946
51	2009.11.12 16:04	modify	12	1.00	90.144	90.425	88.946
52	2009.11.12 17:04	modify	12	1.00	90.255	90.577	88.946
53	2009.11.12 18:04	modify	12	1.00	90.338	90.551	88.946
54	2009.11.12 19:04	modify	12	1.00	90.361	90.451	88.946
55	2009.11.12 20:04	modify	12	1.00	90.413	90.601	88.946
56	2009.11.12 20:12	sell	12	1.00	90.413	90.601	88.946
57	2009.11.16 20:03	t/p	12	1.00	88.946	90.601	88.946	1647.78	11153.34