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		Lots=0.1; MaximumRisk=0.03; DecreaseFactor=3; Stop=10; SL=0; GammaP=0.7; StopL=0.1; ShftL=0; CCIperiod=14; TypeCCI=0; DAlpha=0; CCILevel=100; ShftA1=0; ShftA2=1; MAPeriod=120; TypeMA=0; ShftMA=0; DeltaMA=0.1; MagicNumber=20051016;
Bars in test	551	Ticks modelled	541880	Modelling quality	n/a
Mismatched charts errors	113
Initial deposit	10000.00
Total net profit	209.78	Gross profit	209.78	Gross loss	0.00
Profit factor		Expected payoff	13.11
Absolute drawdown	65.87	Maximal drawdown	167.81 (1.66%)	Relative drawdown	1.66% (167.81)
Total trades	16	Short positions (won %)	16 (100.00%)	Long positions (won %)	0 (0.00%)
		Profit trades (% of total)	16 (100.00%)	Loss trades (% of total)	0 (0.00%)
Largest		profit trade	24.75	loss trade	0.00
Average		profit trade	13.11	loss trade	0.00
Maximum		consecutive wins (profit in money)	16 (209.78)	consecutive losses (loss in money)	0 (0.00)
Maximal		consecutive profit (count of wins)	209.78 (16)	consecutive loss (count of losses)	0.00 (0)
Average		consecutive wins	16	consecutive losses	0

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.11.04 01:01	sell	1	1.00	90.413	0.000	0.000
2	2009.11.04 01:03	close	1	1.00	90.403	0.000	0.000	11.06	10011.06
3	2009.11.04 01:03	sell	2	1.00	90.382	0.000	0.000
4	2009.11.04 01:10	close	2	1.00	90.372	0.000	0.000	11.07	10022.13
5	2009.11.04 01:10	sell	3	1.00	90.351	0.000	0.000
6	2009.11.04 01:18	close	3	1.00	90.341	0.000	0.000	11.07	10033.20
7	2009.11.04 01:18	sell	4	1.00	90.320	0.000	0.000
8	2009.11.04 01:25	close	4	1.00	90.309	0.000	0.000	12.18	10045.38
9	2009.11.04 01:25	sell	5	1.00	90.288	0.000	0.000
10	2009.11.04 01:27	close	5	1.00	90.278	0.000	0.000	11.08	10056.46
11	2009.11.04 01:27	sell	6	1.00	90.257	0.000	0.000
12	2009.11.04 01:31	close	6	1.00	90.247	0.000	0.000	11.08	10067.54
13	2009.11.04 01:31	sell	7	1.00	90.231	0.000	0.000
14	2009.11.04 01:32	close	7	1.00	90.221	0.000	0.000	11.08	10078.62
15	2009.11.04 01:43	sell	8	1.00	90.231	0.000	0.000
16	2009.11.04 01:48	close	8	1.00	90.220	0.000	0.000	12.19	10090.81
17	2009.11.12 01:03	sell	9	1.00	89.868	0.000	0.000
18	2009.11.12 01:33	close	9	1.00	89.858	0.000	0.000	11.13	10101.94
19	2009.11.12 01:33	sell	10	1.00	89.834	0.000	0.000
20	2009.11.12 02:23	close	10	1.00	89.822	0.000	0.000	13.36	10115.30
21	2009.11.20 22:00	sell	11	1.00	89.014	0.000	0.000
22	2009.11.20 22:04	close	11	1.00	89.003	0.000	0.000	12.36	10127.66
23	2009.11.20 22:04	sell	12	1.00	88.980	0.000	0.000
24	2009.11.20 22:10	close	12	1.00	88.966	0.000	0.000	15.74	10143.40
25	2009.11.20 22:10	sell	13	1.00	88.942	0.000	0.000
26	2009.11.20 22:12	close	13	1.00	88.931	0.000	0.000	12.37	10155.77
27	2009.11.20 22:12	sell	14	1.00	88.906	0.000	0.000
28	2009.11.20 22:35	close	14	1.00	88.884	0.000	0.000	24.75	10180.52
29	2009.11.20 22:38	sell	15	1.00	88.899	0.000	0.000
30	2009.11.20 22:43	close	15	1.00	88.886	0.000	0.000	14.63	10195.15
31	2009.11.20 22:45	sell	16	1.00	88.900	0.000	0.000
32	2009.11.20 22:56	close	16	1.00	88.887	0.000	0.000	14.63	10209.78