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		Lastrange=71; Hours2Check=8; CloseHour=9; EarliestOpenHour=14; Days2Check=10; ChannelK=2.1; CheckHour_8=8; ProfitK_8=2.1; LossK_8=2.7; OffsetK_8=2.5; CheckHour_12=12; ProfitK_12=2.1; LossK_12=1.5; OffsetK_12=2.4; FilterDay=0; DoubleDay=5; UseMM=false; TradesPerDayAllowed=2;
Bars in test	551	Ticks modelled	541880	Modelling quality	n/a
Mismatched charts errors	113
Initial deposit	10000.00
Total net profit	9.93	Gross profit	29.39	Gross loss	-19.46
Profit factor	1.51	Expected payoff	2.48
Absolute drawdown	63.79	Maximal drawdown	155.28 (1.54%)	Relative drawdown	1.54% (155.28)
Total trades	4	Short positions (won %)	4 (75.00%)	Long positions (won %)	0 (0.00%)
		Profit trades (% of total)	3 (75.00%)	Loss trades (% of total)	1 (25.00%)
Largest		profit trade	18.60	loss trade	-19.46
Average		profit trade	9.80	loss trade	-19.46
Maximum		consecutive wins (profit in money)	3 (29.39)	consecutive losses (loss in money)	1 (-19.46)
Maximal		consecutive profit (count of wins)	29.39 (3)	consecutive loss (count of losses)	-19.46 (1)
Average		consecutive wins	3	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.11.06 16:00	sell	1	0.20	90.038	90.892	0.500
2	2009.11.09 09:00	close	1	0.20	90.125	90.892	0.500	-19.46	9980.54
3	2009.11.13 15:00	sell	2	0.20	89.579	90.092	0.500
4	2009.11.16 09:00	close	2	0.20	89.575	90.092	0.500	0.74	9981.27
5	2009.11.16 20:00	sell	3	0.10	89.031	89.508	0.500
6	2009.11.16 21:00	sell	4	0.10	88.955	89.762	0.500
7	2009.11.17 09:00	close	3	0.10	88.865	89.508	0.500	18.60	9999.88
8	2009.11.17 09:00	close	4	0.10	88.865	89.762	0.500	10.05	10009.93