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		GMMA0="Íàñòðîéêà GMMA:"; SrartGMMAPer=50; EndGMMAPer=200; CountLine=5; EMA48="Íàñòðîéêà EMASIG4-8:"; EMA4=4; EMA8=8; TradeBar="Íà êàêîì áàðå ðàáîòàåì:"; TradeShift=1; SL="Íàñòðîéêè ÑòîïËîññà:"; Stoploss1=1; Stoploss1Pips=5; Stoploss2=0; Stoploss2Pips=25; Q="Íàñòðîéêè Âûõîäà:"; Quit=1; HMAPer=80; Quit1=0; Quit2=0; ChPer=34;
Bars in test	551	Ticks modelled	541880	Modelling quality	n/a
Mismatched charts errors	113
Initial deposit	10000.00
Total net profit	-75.90	Gross profit	36.26	Gross loss	-112.16
Profit factor	0.32	Expected payoff	-7.59
Absolute drawdown	108.33	Maximal drawdown	151.83 (1.51%)	Relative drawdown	1.51% (151.83)
Total trades	10	Short positions (won %)	10 (40.00%)	Long positions (won %)	0 (0.00%)
		Profit trades (% of total)	4 (40.00%)	Loss trades (% of total)	6 (60.00%)
Largest		profit trade	10.27	loss trade	-36.93
Average		profit trade	9.07	loss trade	-18.69
Maximum		consecutive wins (profit in money)	4 (36.26)	consecutive losses (loss in money)	5 (-99.57)
Maximal		consecutive profit (count of wins)	36.26 (4)	consecutive loss (count of losses)	-99.57 (5)
Average		consecutive wins	4	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.11.03 05:00	sell	1	0.10	90.281	90.373	0.000
2	2009.11.03 15:42	s/l	1	0.10	90.373	90.373	0.000	-10.18	9989.82
3	2009.11.04 02:00	sell	2	0.10	90.119	90.453	0.000
4	2009.11.04 07:31	s/l	2	0.10	90.453	90.453	0.000	-36.93	9952.89
5	2009.11.06 09:00	sell	3	0.10	90.447	90.578	0.000
6	2009.11.06 09:47	s/l	3	0.10	90.578	90.578	0.000	-14.46	9938.43
7	2009.11.12 03:00	sell	4	0.10	89.715	89.940	0.000
8	2009.11.12 13:33	s/l	4	0.10	89.940	89.940	0.000	-25.02	9913.41
9	2009.11.18 02:00	sell	5	0.10	89.229	89.345	0.000
10	2009.11.18 17:32	s/l	5	0.10	89.345	89.345	0.000	-12.98	9900.43
11	2009.11.19 04:00	sell	6	0.10	89.185	89.245	0.000
12	2009.11.19 07:07	close	6	0.05	89.045	89.245	0.000	7.86	9908.29
13	2009.11.19 07:07	sell	7	0.05	89.185	89.245	0.000
14	2009.11.19 07:07	close	7	0.05	89.045	89.245	0.000	7.86	9916.15
15	2009.11.23 00:00	sell	8	0.10	88.818	89.039	0.000
16	2009.11.23 08:13	close	8	0.05	88.636	89.039	0.000	10.27	9926.42
17	2009.11.23 08:13	sell	9	0.05	88.818	89.039	0.000
18	2009.11.23 08:13	close	9	0.05	88.636	89.039	0.000	10.27	9936.69
19	2009.11.24 02:00	sell	10	0.10	88.839	88.951	0.000
20	2009.11.24 03:40	s/l	10	0.10	88.951	88.951	0.000	-12.59	9924.10