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		start=21; end=9; period=36; SLpp=300;
Bars in test	551	Ticks modelled	541880	Modelling quality	n/a
Mismatched charts errors	113
Initial deposit	10000.00
Total net profit	-2255.86	Gross profit	1080.61	Gross loss	-3336.47
Profit factor	0.32	Expected payoff	-563.96
Absolute drawdown	4203.23	Maximal drawdown	4831.56 (45.46%)	Relative drawdown	45.46% (4831.56)
Total trades	4	Short positions (won %)	0 (0.00%)	Long positions (won %)	4 (50.00%)
		Profit trades (% of total)	2 (50.00%)	Loss trades (% of total)	2 (50.00%)
Largest		profit trade	700.89	loss trade	-2943.83
Average		profit trade	540.31	loss trade	-1668.23
Maximum		consecutive wins (profit in money)	1 (700.89)	consecutive losses (loss in money)	2 (-3336.47)
Maximal		consecutive profit (count of wins)	700.89 (1)	consecutive loss (count of losses)	-3336.47 (2)
Average		consecutive wins	1	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.11.11 00:58	buy	1	1.00	89.696	88.194	0.000
2	2009.11.12 14:02	close	1	1.00	90.037	88.194	0.000	379.72	10379.72
3	2009.11.16 01:32	buy	2	1.00	89.477	86.034	0.000
4	2009.11.23 17:42	close	2	1.00	89.125	86.034	0.000	-392.64	9987.08
5	2009.11.25 02:21	buy	3	1.00	88.364	85.836	0.000
6	2009.11.27 00:17	s/l	3	1.00	85.836	85.836	0.000	-2943.83	7043.25
7	2009.11.27 00:17	buy	4	1.00	85.856	81.330	0.000
8	2009.11.27 22:59	close at stop	4	1.00	86.462	81.330	0.000	700.89	7744.14