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		cciselllevel=101; ccibuylevel=99; cci=14; donchian_length_buy=100; max_trades=1; big_win=15; win_increase=0.01; desired_gap=0.005; WPCR=50; whigh=80; wlow=20; fast=40; slow=80; slippage=10; stoploss=50; takeprofit=50; tradesize=0.01; recogniser=444544;
Bars in test	551	Ticks modelled	541880	Modelling quality	n/a
Mismatched charts errors	113
Initial deposit	10000.00
Total net profit	-4.05	Gross profit	2.90	Gross loss	-6.95
Profit factor	0.42	Expected payoff	-0.24
Absolute drawdown	5.46	Maximal drawdown	5.98 (0.06%)	Relative drawdown	0.06% (5.98)
Total trades	17	Short positions (won %)	17 (29.41%)	Long positions (won %)	0 (0.00%)
		Profit trades (% of total)	5 (29.41%)	Loss trades (% of total)	12 (70.59%)
Largest		profit trade	0.58	loss trade	-0.58
Average		profit trade	0.58	loss trade	-0.58
Maximum		consecutive wins (profit in money)	2 (1.16)	consecutive losses (loss in money)	5 (-2.90)
Maximal		consecutive profit (count of wins)	1.16 (2)	consecutive loss (count of losses)	-2.90 (5)
Average		consecutive wins	1	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.11.27 11:24	sell	1	0.01	86.713	86.763	86.663
2	2009.11.27 11:32	s/l	1	0.01	86.763	86.763	86.663	-0.58	9999.42
3	2009.11.27 11:34	sell	2	0.01	86.715	86.765	86.665
4	2009.11.27 11:35	s/l	2	0.01	86.765	86.765	86.665	-0.57	9998.85
5	2009.11.27 13:25	sell	3	0.01	86.590	86.640	86.540
6	2009.11.27 13:27	t/p	3	0.01	86.540	86.640	86.540	0.58	9999.43
7	2009.11.27 14:05	sell	4	0.01	86.583	86.633	86.533
8	2009.11.27 14:14	s/l	4	0.01	86.633	86.633	86.533	-0.58	9998.85
9	2009.11.27 14:17	sell	5	0.01	86.573	86.623	86.523
10	2009.11.27 14:18	s/l	5	0.01	86.623	86.623	86.523	-0.58	9998.27
11	2009.11.27 14:23	sell	6	0.01	86.653	86.703	86.603
12	2009.11.27 14:28	s/l	6	0.01	86.703	86.703	86.603	-0.58	9997.69
13	2009.11.27 14:30	sell	7	0.01	86.658	86.708	86.608
14	2009.11.27 14:33	t/p	7	0.01	86.608	86.708	86.608	0.58	9998.27
15	2009.11.27 15:05	sell	8	0.01	86.714	86.764	86.664
16	2009.11.27 15:14	s/l	8	0.01	86.764	86.764	86.664	-0.58	9997.69
17	2009.11.27 15:20	sell	9	0.01	86.748	86.798	86.698
18	2009.11.27 15:20	s/l	9	0.01	86.798	86.798	86.698	-0.58	9997.11
19	2009.11.27 15:31	sell	10	0.01	86.760	86.810	86.710
20	2009.11.27 15:32	s/l	10	0.01	86.810	86.810	86.710	-0.58	9996.53
21	2009.11.27 15:48	sell	11	0.01	86.863	86.913	86.813
22	2009.11.27 15:51	s/l	11	0.01	86.913	86.913	86.813	-0.58	9995.95
23	2009.11.27 15:58	sell	12	0.01	86.898	86.948	86.848
24	2009.11.27 16:00	s/l	12	0.01	86.948	86.948	86.848	-0.58	9995.37
25	2009.11.27 16:13	sell	13	0.01	86.954	87.004	86.904
26	2009.11.27 16:15	t/p	13	0.01	86.904	87.004	86.904	0.58	9995.95
27	2009.11.27 17:12	sell	14	0.01	86.842	86.892	86.792
28	2009.11.27 17:14	s/l	14	0.01	86.892	86.892	86.792	-0.58	9995.37
29	2009.11.27 17:16	sell	15	0.01	86.868	86.918	86.818
30	2009.11.27 17:17	s/l	15	0.01	86.918	86.918	86.818	-0.58	9994.79
31	2009.11.27 17:19	sell	16	0.01	86.868	86.918	86.818
32	2009.11.27 17:23	t/p	16	0.01	86.818	86.918	86.818	0.58	9995.37
33	2009.11.27 17:53	sell	17	0.01	86.913	86.963	86.863
34	2009.11.27 18:01	t/p	17	0.01	86.863	86.963	86.863	0.58	9995.95