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		LotSize=5; TakeProfit=30; StopLoss=60; HedgeDistance=30; HourToTrade=10; Slippage=3; UseMoneyManagement=false; AccountIsMicro=false; Risk=50;
Bars in test	551	Ticks modelled	541880	Modelling quality	n/a
Mismatched charts errors	113
Initial deposit	10000.00
Total net profit	-9334.71	Gross profit	7339.42	Gross loss	-16674.13
Profit factor	0.44	Expected payoff	-99.31
Absolute drawdown	9334.71	Maximal drawdown	9579.22 (93.51%)	Relative drawdown	93.51% (9579.22)
Total trades	94	Short positions (won %)	94 (46.81%)	Long positions (won %)	0 (0.00%)
		Profit trades (% of total)	44 (46.81%)	Loss trades (% of total)	50 (53.19%)
Largest		profit trade	168.61	loss trade	-337.51
Average		profit trade	166.80	loss trade	-333.48
Maximum		consecutive wins (profit in money)	9 (1501.30)	consecutive losses (loss in money)	7 (-2311.76)
Maximal		consecutive profit (count of wins)	1501.30 (9)	consecutive loss (count of losses)	-2311.76 (7)
Average		consecutive wins	2	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.11.03 10:00	sell	1	5.00	90.018	90.078	89.988
2	2009.11.03 10:02	t/p	1	5.00	89.988	90.078	89.988	166.69	10166.69
3	2009.11.03 10:02	sell	2	5.00	89.967	90.027	89.937
4	2009.11.03 10:07	s/l	2	5.00	90.027	90.027	89.937	-333.23	9833.46
5	2009.11.03 10:07	sell	3	5.00	90.007	90.067	89.977
6	2009.11.03 10:20	t/p	3	5.00	89.977	90.067	89.977	166.71	10000.17
7	2009.11.03 10:20	sell	4	5.00	89.957	90.017	89.927
8	2009.11.03 10:28	s/l	4	5.00	90.017	90.017	89.927	-333.27	9666.90
9	2009.11.03 10:28	sell	5	5.00	89.997	90.057	89.967
10	2009.11.03 10:43	s/l	5	5.00	90.057	90.057	89.967	-333.12	9333.78
11	2009.11.03 10:43	sell	6	5.00	90.038	90.098	90.008
12	2009.11.03 10:47	t/p	6	5.00	90.008	90.098	90.008	166.65	9500.43
13	2009.11.03 10:47	sell	7	5.00	89.988	90.048	89.958
14	2009.11.03 10:52	t/p	7	5.00	89.958	90.048	89.958	166.74	9667.17
15	2009.11.03 10:52	sell	8	5.00	89.938	89.998	89.908
16	2009.11.03 10:55	t/p	8	5.00	89.908	89.998	89.908	166.84	9834.01
17	2009.11.03 10:55	sell	9	5.00	89.888	89.948	89.858
18	2009.11.03 10:56	s/l	9	5.00	89.948	89.948	89.858	-333.53	9500.48
19	2009.11.03 10:56	sell	10	5.00	89.928	89.988	89.898
20	2009.11.03 10:57	s/l	10	5.00	89.988	89.988	89.898	-333.37	9167.11
21	2009.11.03 10:57	sell	11	5.00	89.969	90.029	89.939
22	2009.11.03 11:00	t/p	11	5.00	89.939	90.029	89.939	166.78	9333.89
23	2009.11.04 10:00	sell	12	5.00	90.669	90.729	90.639
24	2009.11.04 10:08	s/l	12	5.00	90.729	90.729	90.639	-330.66	9003.23
25	2009.11.04 10:08	sell	13	5.00	90.709	90.769	90.679
26	2009.11.04 10:22	t/p	13	5.00	90.679	90.769	90.679	165.42	9168.65
27	2009.11.04 10:22	sell	14	5.00	90.659	90.719	90.629
28	2009.11.04 10:33	s/l	14	5.00	90.719	90.719	90.629	-330.69	8837.96
29	2009.11.04 10:33	sell	15	5.00	90.700	90.760	90.670
30	2009.11.04 10:36	s/l	15	5.00	90.760	90.760	90.670	-330.54	8507.42
31	2009.11.04 10:36	sell	16	5.00	90.740	90.800	90.710
32	2009.11.04 10:37	s/l	16	5.00	90.800	90.800	90.710	-330.40	8177.02
33	2009.11.04 10:37	sell	17	5.00	90.780	90.840	90.750
34	2009.11.04 10:41	s/l	17	5.00	90.840	90.840	90.750	-330.25	7846.77
35	2009.11.04 10:41	sell	18	5.00	90.820	90.880	90.790
36	2009.11.04 10:42	s/l	18	5.00	90.880	90.880	90.790	-330.11	7516.66
37	2009.11.04 10:42	sell	19	5.00	90.860	90.920	90.830
38	2009.11.04 10:52	s/l	19	5.00	90.920	90.920	90.830	-329.96	7186.70
39	2009.11.04 10:52	sell	20	5.00	90.900	90.960	90.870
40	2009.11.04 10:53	s/l	20	5.00	90.960	90.960	90.870	-329.81	6856.89
41	2009.11.04 10:53	sell	21	5.00	90.941	91.001	90.911
42	2009.11.04 11:02	t/p	21	5.00	90.911	91.001	90.911	165.00	7021.89
43	2009.11.05 10:00	sell	22	5.00	90.112	90.172	90.082
44	2009.11.05 10:01	t/p	22	5.00	90.082	90.172	90.082	166.51	7188.40
45	2009.11.05 10:01	sell	23	5.00	90.062	90.122	90.032
46	2009.11.05 10:02	t/p	23	5.00	90.032	90.122	90.032	166.61	7355.01
47	2009.11.05 10:02	sell	24	5.00	90.012	90.072	89.982
48	2009.11.05 10:03	s/l	24	5.00	90.072	90.072	89.982	-332.92	7022.09
49	2009.11.05 10:03	sell	25	5.00	90.093	90.153	90.063
50	2009.11.05 10:05	t/p	25	5.00	90.063	90.153	90.063	166.55	7188.64
51	2009.11.05 10:05	sell	26	5.00	90.043	90.103	90.013
52	2009.11.05 10:07	s/l	26	5.00	90.103	90.103	90.013	-332.95	6855.69
53	2009.11.05 10:07	sell	27	5.00	90.083	90.143	90.053
54	2009.11.05 10:17	s/l	27	5.00	90.143	90.143	90.053	-332.80	6522.89
55	2009.11.05 10:17	sell	28	5.00	90.124	90.184	90.094
56	2009.11.05 10:23	s/l	28	5.00	90.184	90.184	90.094	-332.65	6190.24
57	2009.11.05 10:23	sell	29	5.00	90.164	90.224	90.134
58	2009.11.05 10:32	s/l	29	5.00	90.224	90.224	90.134	-332.50	5857.74
59	2009.11.05 10:32	sell	30	5.00	90.205	90.265	90.175
60	2009.11.05 10:32	s/l	30	5.00	90.265	90.265	90.175	-332.35	5525.39
61	2009.11.05 10:32	sell	31	5.00	90.245	90.305	90.215
62	2009.11.05 10:40	t/p	31	5.00	90.215	90.305	90.215	166.27	5691.66
63	2009.11.05 10:40	sell	32	5.00	90.195	90.255	90.165
64	2009.11.05 10:43	s/l	32	5.00	90.255	90.255	90.165	-332.39	5359.27
65	2009.11.05 10:43	sell	33	5.00	90.235	90.295	90.205
66	2009.11.05 10:53	t/p	33	5.00	90.205	90.295	90.205	166.29	5525.56
67	2009.11.05 10:53	sell	34	5.00	90.185	90.245	90.155
68	2009.11.05 11:03	t/p	34	5.00	90.155	90.245	90.155	166.38	5691.94
69	2009.11.06 10:00	sell	35	5.00	90.564	90.624	90.534
70	2009.11.06 10:11	t/p	35	5.00	90.534	90.624	90.534	165.68	5857.62
71	2009.11.06 10:11	sell	36	5.00	90.514	90.574	90.484
72	2009.11.06 11:37	s/l	36	5.00	90.574	90.574	90.484	-331.22	5526.40
73	2009.11.09 10:00	sell	37	5.00	90.114	90.174	90.084
74	2009.11.09 10:08	t/p	37	5.00	90.084	90.174	90.084	166.51	5692.91
75	2009.11.09 10:08	sell	38	5.00	90.064	90.124	90.034
76	2009.11.09 10:43	s/l	38	5.00	90.124	90.124	90.034	-332.87	5360.04
77	2009.11.09 10:43	sell	39	5.00	90.104	90.164	90.074
78	2009.11.09 10:48	t/p	39	5.00	90.074	90.164	90.074	166.53	5526.57
79	2009.11.09 10:48	sell	40	5.00	90.054	90.114	90.024
80	2009.11.09 11:00	t/p	40	5.00	90.024	90.114	90.024	166.62	5693.19
81	2009.11.10 10:00	sell	41	5.00	89.758	89.818	89.728
82	2009.11.10 10:12	s/l	41	5.00	89.818	89.818	89.728	-334.01	5359.18
83	2009.11.10 10:12	sell	42	5.00	89.798	89.858	89.768
84	2009.11.10 10:17	s/l	42	5.00	89.858	89.858	89.768	-333.86	5025.32
85	2009.11.10 10:17	sell	43	5.00	89.838	89.898	89.808
86	2009.11.10 10:30	s/l	43	5.00	89.898	89.898	89.808	-333.71	4691.61
87	2009.11.10 10:30	sell	44	5.00	89.879	89.939	89.849
88	2009.11.10 10:37	t/p	44	5.00	89.849	89.939	89.849	166.95	4858.56
89	2009.11.10 10:37	sell	45	5.00	89.829	89.889	89.799
90	2009.11.10 10:46	s/l	45	5.00	89.889	89.889	89.799	-333.74	4524.82
91	2009.11.10 10:46	sell	46	5.00	89.869	89.929	89.839
92	2009.11.10 10:53	t/p	46	5.00	89.839	89.929	89.839	166.97	4691.79
93	2009.11.10 10:53	sell	47	5.00	89.819	89.879	89.789
94	2009.11.10 11:02	t/p	47	5.00	89.789	89.879	89.789	167.06	4858.85
95	2009.11.11 10:00	sell	48	5.00	89.844	89.904	89.814
96	2009.11.11 10:15	t/p	48	5.00	89.814	89.904	89.814	167.01	5025.86
97	2009.11.11 10:15	sell	49	5.00	89.794	89.854	89.764
98	2009.11.11 10:31	s/l	49	5.00	89.854	89.854	89.764	-333.87	4691.99
99	2009.11.11 10:31	sell	50	5.00	89.834	89.894	89.804
100	2009.11.11 10:39	s/l	50	5.00	89.894	89.894	89.804	-333.73	4358.26
101	2009.11.11 10:39	sell	51	5.00	89.874	89.934	89.844
102	2009.11.11 10:42	s/l	51	5.00	89.934	89.934	89.844	-333.58	4024.68
103	2009.11.11 10:42	sell	52	5.00	89.914	89.974	89.884
104	2009.11.11 10:45	s/l	52	5.00	89.974	89.974	89.884	-333.43	3691.25
105	2009.11.11 10:45	sell	53	5.00	89.954	90.014	89.924
106	2009.11.11 10:55	t/p	53	5.00	89.924	90.014	89.924	166.81	3858.06
107	2009.11.11 10:55	sell	54	5.00	89.902	89.962	89.872
108	2009.11.11 11:00	s/l	54	5.00	89.962	89.962	89.872	-333.47	3524.59
109	2009.11.12 10:00	sell	55	5.00	89.751	89.811	89.721
110	2009.11.12 10:03	s/l	55	5.00	89.811	89.811	89.721	-334.03	3190.56
111	2009.11.12 10:03	sell	56	5.00	89.791	89.851	89.761
112	2009.11.12 10:13	t/p	56	5.00	89.761	89.851	89.761	167.12	3357.68
113	2009.11.12 10:13	sell	57	5.00	89.738	89.798	89.708
114	2009.11.12 10:15	s/l	57	5.00	89.798	89.798	89.708	-334.08	3023.60
115	2009.11.12 10:15	sell	58	5.00	89.779	89.839	89.749
116	2009.11.12 10:18	t/p	58	5.00	89.749	89.839	89.749	167.13	3190.73
117	2009.11.12 10:18	sell	59	5.00	89.729	89.789	89.699
118	2009.11.12 10:37	t/p	59	5.00	89.699	89.789	89.699	167.23	3357.96
119	2009.11.12 10:37	sell	60	5.00	89.679	89.739	89.649
120	2009.11.12 10:46	s/l	60	5.00	89.739	89.739	89.649	-334.30	3023.66
121	2009.11.12 10:46	sell	61	5.00	89.720	89.780	89.690
122	2009.11.12 11:02	s/l	61	5.00	89.780	89.780	89.690	-334.15	2689.51
123	2009.11.13 10:00	sell	62	5.00	90.156	90.216	90.126
124	2009.11.13 10:03	t/p	62	5.00	90.126	90.216	90.126	166.43	2855.94
125	2009.11.13 10:03	sell	63	5.00	90.105	90.165	90.075
126	2009.11.13 10:07	t/p	63	5.00	90.075	90.165	90.075	166.53	3022.47
127	2009.11.13 10:07	sell	64	5.00	90.055	90.115	90.025
128	2009.11.13 10:13	t/p	64	5.00	90.025	90.115	90.025	166.63	3189.10
129	2009.11.13 10:13	sell	65	5.00	90.004	90.064	89.974
130	2009.11.13 10:18	t/p	65	5.00	89.974	90.064	89.974	166.71	3355.81
131	2009.11.13 10:18	sell	66	5.00	89.953	90.013	89.923
132	2009.11.13 10:21	t/p	66	5.00	89.923	90.013	89.923	166.81	3522.62
133	2009.11.13 10:21	sell	67	5.00	89.903	89.963	89.873
134	2009.11.13 10:22	t/p	67	5.00	89.873	89.963	89.873	166.91	3689.53
135	2009.11.13 10:22	sell	68	5.00	89.852	89.912	89.822
136	2009.11.13 10:26	t/p	68	5.00	89.822	89.912	89.822	167.00	3856.53
137	2009.11.13 10:26	sell	69	5.00	89.801	89.861	89.771
138	2009.11.13 10:27	t/p	69	5.00	89.771	89.861	89.771	167.09	4023.62
139	2009.11.13 10:27	sell	70	5.00	89.751	89.811	89.721
140	2009.11.13 10:28	t/p	70	5.00	89.721	89.811	89.721	167.19	4190.81
141	2009.11.13 10:28	sell	71	5.00	89.697	89.757	89.667
142	2009.11.13 10:29	s/l	71	5.00	89.757	89.757	89.667	-334.24	3856.57
143	2009.11.13 10:29	sell	72	5.00	89.737	89.797	89.707
144	2009.11.13 10:29	s/l	72	5.00	89.797	89.797	89.707	-333.96	3522.61
145	2009.11.13 10:29	sell	73	5.00	89.811	89.871	89.781
146	2009.11.13 10:32	t/p	73	5.00	89.781	89.871	89.781	167.07	3689.68
147	2009.11.13 10:32	sell	74	5.00	89.761	89.821	89.731
148	2009.11.13 10:38	s/l	74	5.00	89.821	89.821	89.731	-333.99	3355.69
149	2009.11.13 10:38	sell	75	5.00	89.802	89.862	89.772
150	2009.11.13 10:40	t/p	75	5.00	89.772	89.862	89.772	167.10	3522.79
151	2009.11.13 10:40	sell	76	5.00	89.749	89.809	89.719
152	2009.11.13 10:43	s/l	76	5.00	89.809	89.809	89.719	-334.04	3188.75
153	2009.11.13 10:43	sell	77	5.00	89.789	89.849	89.759
154	2009.11.13 10:50	s/l	77	5.00	89.849	89.849	89.759	-333.89	2854.86
155	2009.11.13 10:50	sell	78	5.00	89.830	89.890	89.800
156	2009.11.13 10:55	t/p	78	5.00	89.800	89.890	89.800	167.04	3021.90
157	2009.11.13 10:55	sell	79	5.00	89.780	89.840	89.750
158	2009.11.13 10:57	t/p	79	5.00	89.750	89.840	89.750	167.13	3189.03
159	2009.11.13 10:57	sell	80	5.00	89.730	89.790	89.700
160	2009.11.13 10:59	s/l	80	5.00	89.790	89.790	89.700	-334.08	2854.95
161	2009.11.13 10:59	sell	81	5.00	89.780	89.840	89.750
162	2009.11.13 11:11	t/p	81	5.00	89.750	89.840	89.750	167.13	3022.08
163	2009.11.16 10:00	sell	82	5.00	89.455	89.515	89.425
164	2009.11.16 10:01	s/l	82	5.00	89.515	89.515	89.425	-335.14	2686.94
165	2009.11.16 10:01	sell	83	5.00	89.495	89.555	89.465
166	2009.11.16 10:02	s/l	83	5.00	89.555	89.555	89.465	-334.99	2351.95
167	2009.11.16 10:02	sell	84	5.00	89.535	89.595	89.505
168	2009.11.16 10:08	t/p	84	5.00	89.505	89.595	89.505	167.59	2519.54
169	2009.11.16 10:08	sell	85	5.00	89.485	89.545	89.455
170	2009.11.16 10:15	t/p	85	5.00	89.455	89.545	89.455	167.69	2687.23
171	2009.11.16 10:15	sell	86	5.00	89.431	89.491	89.401
172	2009.11.16 10:18	s/l	86	5.00	89.491	89.491	89.401	-335.23	2352.00
173	2009.11.16 10:18	sell	87	5.00	89.473	89.533	89.443
174	2009.11.16 11:00	t/p	87	5.00	89.443	89.533	89.443	167.70	2519.70
175	2009.11.17 10:00	sell	88	5.00	88.825	88.885	88.795
176	2009.11.17 10:07	s/l	88	5.00	88.885	88.885	88.795	-337.51	2182.19
177	2009.11.17 10:07	sell	89	5.00	88.867	88.927	88.837
178	2009.11.17 10:11	s/l	89	5.00	88.927	88.927	88.837	-337.35	1844.84
179	2009.11.17 10:11	sell	90	5.00	88.909	88.969	88.879
180	2009.11.17 10:13	s/l	90	5.00	88.969	88.969	88.879	-337.19	1507.65
181	2009.11.17 10:13	sell	91	5.00	88.950	89.010	88.920
182	2009.11.17 10:32	s/l	91	5.00	89.010	89.010	88.920	-337.02	1170.63
183	2009.11.17 10:32	sell	92	5.00	88.994	89.054	88.964
184	2009.11.17 10:43	t/p	92	5.00	88.964	89.054	88.964	168.61	1339.24
185	2009.11.17 10:43	sell	93	5.00	88.944	89.004	88.914
186	2009.11.17 10:52	s/l	93	5.00	89.004	89.004	88.914	-337.05	1002.19
187	2009.11.17 10:52	sell	94	5.00	88.986	89.046	88.956
188	2009.11.17 10:57	s/l	94	5.00	89.046	89.046	88.956	-336.90	665.29