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; ZZbar=3; Closebar=3; Maxord=1; Sl=0; Tp=0; magic=78977;
Bars in test	551	Ticks modelled	541880	Modelling quality	n/a
Mismatched charts errors	113
Initial deposit	10000.00
Total net profit	-372.89	Gross profit	10.50	Gross loss	-383.38
Profit factor	0.03	Expected payoff	-62.15
Absolute drawdown	586.39	Maximal drawdown	613.39 (6.12%)	Relative drawdown	6.12% (613.39)
Total trades	6	Short positions (won %)	0 (0.00%)	Long positions (won %)	6 (33.33%)
		Profit trades (% of total)	2 (33.33%)	Loss trades (% of total)	4 (66.67%)
Largest		profit trade	5.39	loss trade	-263.13
Average		profit trade	5.25	loss trade	-95.85
Maximum		consecutive wins (profit in money)	2 (10.50)	consecutive losses (loss in money)	3 (-120.26)
Maximal		consecutive profit (count of wins)	10.50 (2)	consecutive loss (count of losses)	-263.13 (1)
Average		consecutive wins	2	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.11.11 10:00	buy	1	0.10	89.864	0.000	0.000
2	2009.11.11 10:00	close	1	0.10	89.844	0.000	0.000	-2.23	9997.77
3	2009.11.12 06:00	buy	2	0.10	89.820	0.000	0.000
4	2009.11.12 06:00	close	2	0.10	89.800	0.000	0.000	-2.23	9995.54
5	2009.11.12 16:00	buy	3	0.10	90.315	0.000	0.000
6	2009.11.17 21:00	close	3	0.10	89.280	0.000	0.000	-115.80	9879.74
7	2009.11.18 16:00	buy	4	0.10	89.255	0.000	0.000
8	2009.11.19 00:00	close	4	0.10	89.302	0.000	0.000	5.39	9885.13
9	2009.11.19 19:00	buy	5	0.10	88.885	0.000	0.000
10	2009.11.20 19:00	close	5	0.10	88.930	0.000	0.000	5.10	9890.24
11	2009.11.23 12:00	buy	6	0.10	88.843	0.000	0.000
12	2009.11.27 22:00	close	6	0.10	86.563	0.000	0.000	-263.13	9627.11