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		ExtDepth=17; ExtDeviation=7; ExtBackstep=5; Lot=0.1;
Bars in test	551	Ticks modelled	541880	Modelling quality	n/a
Mismatched charts errors	113
Initial deposit	10000.00
Total net profit	-91.02	Gross profit	407.66	Gross loss	-498.68
Profit factor	0.82	Expected payoff	-4.14
Absolute drawdown	369.82	Maximal drawdown	443.88 (4.41%)	Relative drawdown	4.41% (443.88)
Total trades	22	Short positions (won %)	11 (18.18%)	Long positions (won %)	11 (27.27%)
		Profit trades (% of total)	5 (22.73%)	Loss trades (% of total)	17 (77.27%)
Largest		profit trade	262.55	loss trade	-61.66
Average		profit trade	81.53	loss trade	-29.33
Maximum		consecutive wins (profit in money)	2 (268.44)	consecutive losses (loss in money)	9 (-306.95)
Maximal		consecutive profit (count of wins)	268.44 (2)	consecutive loss (count of losses)	-306.95 (9)
Average		consecutive wins	2	consecutive losses	6

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.11.03 09:00	sell	1	0.10	90.057	0.000	0.000
2	2009.11.03 17:00	close	1	0.10	90.345	0.000	0.000	-31.88	9968.12
3	2009.11.03 17:00	buy	2	0.10	90.345	0.000	0.000
4	2009.11.05 02:00	close	2	0.10	90.563	0.000	0.000	24.25	9992.37
5	2009.11.05 02:00	sell	3	0.10	90.563	0.000	0.000
6	2009.11.05 20:00	close	3	0.10	90.676	0.000	0.000	-12.46	9979.91
7	2009.11.05 20:00	buy	4	0.10	90.676	0.000	0.000
8	2009.11.06 15:00	close	4	0.10	90.120	0.000	0.000	-61.66	9918.25
9	2009.11.06 15:00	sell	5	0.10	90.120	0.000	0.000
10	2009.11.09 09:00	close	5	0.10	90.125	0.000	0.000	-0.63	9917.62
11	2009.11.09 09:00	buy	6	0.10	90.125	0.000	0.000
12	2009.11.10 07:00	close	6	0.10	89.766	0.000	0.000	-39.95	9877.68
13	2009.11.10 07:00	sell	7	0.10	89.766	0.000	0.000
14	2009.11.10 12:00	close	7	0.10	90.122	0.000	0.000	-39.50	9838.18
15	2009.11.10 12:00	buy	8	0.10	90.122	0.000	0.000
16	2009.11.11 01:00	close	8	0.10	89.686	0.000	0.000	-48.57	9789.61
17	2009.11.11 01:00	sell	9	0.10	89.686	0.000	0.000
18	2009.11.11 09:00	close	9	0.10	90.028	0.000	0.000	-37.99	9751.62
19	2009.11.11 09:00	buy	10	0.10	90.028	0.000	0.000
20	2009.11.12 03:00	close	10	0.10	89.715	0.000	0.000	-34.76	9716.86
21	2009.11.12 03:00	sell	11	0.10	89.715	0.000	0.000
22	2009.11.12 14:00	close	11	0.10	89.998	0.000	0.000	-31.45	9685.41
23	2009.11.12 14:00	buy	12	0.10	89.998	0.000	0.000
24	2009.11.13 10:00	close	12	0.10	90.156	0.000	0.000	17.57	9702.99
25	2009.11.13 10:00	sell	13	0.10	90.156	0.000	0.000
26	2009.11.17 14:00	close	13	0.10	89.285	0.000	0.000	97.40	9800.38
27	2009.11.17 14:00	buy	14	0.10	89.285	0.000	0.000
28	2009.11.18 07:00	close	14	0.10	89.160	0.000	0.000	-13.98	9786.41
29	2009.11.18 07:00	sell	15	0.10	89.160	0.000	0.000
30	2009.11.18 18:00	close	15	0.10	89.380	0.000	0.000	-24.61	9761.80
31	2009.11.18 18:00	buy	16	0.10	89.380	0.000	0.000
32	2009.11.19 08:00	close	16	0.10	89.050	0.000	0.000	-36.93	9724.87
33	2009.11.19 08:00	sell	17	0.10	89.050	0.000	0.000
34	2009.11.20 16:00	close	17	0.10	89.080	0.000	0.000	-3.45	9721.42
35	2009.11.20 16:00	buy	18	0.10	89.080	0.000	0.000
36	2009.11.23 08:00	close	18	0.10	88.813	0.000	0.000	-30.02	9691.41
37	2009.11.23 08:00	sell	19	0.10	88.813	0.000	0.000
38	2009.11.23 17:00	close	19	0.10	88.974	0.000	0.000	-18.10	9673.31
39	2009.11.23 17:00	buy	20	0.10	88.974	0.000	0.000
40	2009.11.24 08:00	close	20	0.10	88.683	0.000	0.000	-32.77	9640.54
41	2009.11.24 08:00	sell	21	0.10	88.683	0.000	0.000
42	2009.11.27 12:00	close	21	0.10	86.411	0.000	0.000	262.55	9903.08
43	2009.11.27 12:00	buy	22	0.10	86.411	0.000	0.000
44	2009.11.27 22:59	close at stop	22	0.10	86.462	0.000	0.000	5.90	9908.98