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		TakeProfit=80; Lots=1; TrailingStop=21; USMA=10; LSMA=8;
Bars in test	551	Ticks modelled	541880	Modelling quality	n/a
Mismatched charts errors	113
Initial deposit	10000.00
Total net profit	-2429.86	Gross profit	1416.54	Gross loss	-3846.40
Profit factor	0.37	Expected payoff	-142.93
Absolute drawdown	4466.52	Maximal drawdown	5948.72 (51.81%)	Relative drawdown	51.81% (5948.72)
Total trades	17	Short positions (won %)	7 (100.00%)	Long positions (won %)	10 (90.00%)
		Profit trades (% of total)	16 (94.12%)	Loss trades (% of total)	1 (5.88%)
Largest		profit trade	89.29	loss trade	-3846.40
Average		profit trade	88.53	loss trade	-3846.40
Maximum		consecutive wins (profit in money)	16 (1416.54)	consecutive losses (loss in money)	1 (-3846.40)
Maximal		consecutive profit (count of wins)	1416.54 (16)	consecutive loss (count of losses)	-3846.40 (1)
Average		consecutive wins	16	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.11.03 11:00	buy	1	1.00	89.976	0.000	90.056
2	2009.11.03 11:22	t/p	1	1.00	90.056	0.000	90.056	88.83	10088.83
3	2009.11.03 11:22	buy	2	1.00	90.076	0.000	90.156
4	2009.11.03 11:42	t/p	2	1.00	90.156	0.000	90.156	88.74	10177.57
5	2009.11.03 11:42	buy	3	1.00	90.176	0.000	90.256
6	2009.11.03 13:32	t/p	3	1.00	90.256	0.000	90.256	88.64	10266.21
7	2009.11.04 10:00	sell	4	1.00	90.669	0.000	90.589
8	2009.11.04 21:57	t/p	4	1.00	90.589	0.000	90.589	88.32	10354.53
9	2009.11.05 04:00	buy	5	1.00	90.505	0.000	90.585
10	2009.11.05 15:01	t/p	5	1.00	90.585	0.000	90.585	88.31	10442.84
11	2009.11.05 21:00	sell	6	1.00	90.773	0.000	90.693
12	2009.11.06 01:28	t/p	6	1.00	90.693	0.000	90.693	87.44	10530.28
13	2009.11.06 01:28	sell	7	1.00	90.673	0.000	90.593
14	2009.11.06 03:23	t/p	7	1.00	90.593	0.000	90.593	88.31	10618.59
15	2009.11.06 17:00	buy	8	1.00	89.861	0.000	89.941
16	2009.11.06 20:56	t/p	8	1.00	89.941	0.000	89.941	88.95	10707.54
17	2009.11.06 20:56	buy	9	1.00	89.961	0.000	90.041
18	2009.11.09 02:31	t/p	9	1.00	90.041	0.000	90.041	89.29	10796.83
19	2009.11.09 05:00	sell	10	1.00	90.174	0.000	90.094
20	2009.11.09 05:16	t/p	10	1.00	90.094	0.000	90.094	88.80	10885.63
21	2009.11.09 05:16	sell	11	1.00	90.074	0.000	89.994
22	2009.11.09 11:11	t/p	11	1.00	89.994	0.000	89.994	88.89	10974.52
23	2009.11.09 14:00	buy	12	1.00	89.944	0.000	90.024
24	2009.11.09 20:16	t/p	12	1.00	90.024	0.000	90.024	88.87	11063.39
25	2009.11.11 03:00	buy	13	1.00	89.545	0.000	89.625
26	2009.11.11 03:02	t/p	13	1.00	89.625	0.000	89.625	89.26	11152.65
27	2009.11.11 03:02	buy	14	1.00	89.645	0.000	89.725
28	2009.11.11 07:07	t/p	14	1.00	89.725	0.000	89.725	89.16	11241.81
29	2009.11.11 10:00	sell	15	1.00	89.844	0.000	89.764
30	2009.11.12 02:32	t/p	15	1.00	89.764	0.000	89.764	86.82	11328.63
31	2009.11.12 16:00	sell	16	1.00	90.295	0.000	90.215
32	2009.11.13 01:23	t/p	16	1.00	90.215	0.000	90.215	87.91	11416.54
33	2009.11.13 13:00	buy	17	1.00	89.793	0.000	89.873
34	2009.11.27 22:59	close at stop	17	1.00	86.462	0.000	89.873	-3846.40	7570.14