Strategy Tester Report
EmpWaveEA
ForexPlace-Main Server (Build 226)

通貨ペアCHFJPY (Swiss Franc vs Japanise Yen)
期間5分足(M5) 2010.07.01 00:00 - 2010.09.30 04:25 (2010.07.01 - 2011.01.01)
モデルEvery tick (the most precise method based on all available least timeframes)
パラメーターLot_Help="Order Send Setting"; MaxOrders=15; LotManagemant=false; Lots=0.1; Leverage=5; Slippage=3; StopLoss=90; TakeProfit=90; TradeHourOffset_Help="Tradeing Time Offset"; TradeHourOffset=0; SpreadRange_Help="Allowed to Tradeing Spread"; SpreadRange=5; NextOrderMagin_Help="Next Order Pips Magin"; NextOrderMagin=2; NextOrderWait_Help="Next Order Wait Minute:[0]no wait"; NextOrderWaitMinute=0; WeekTrade_Help="Monday and Friday Trade"; MondayTrade=true; FridayTrade=true; Entry_and_Close_Help="Order Period and EntryClose Position"; PeriodLength=5; EntryLevel=2; CloseLevel=-5; CloseRegulation_Help="Close Regulation Minute:[-60] - [60]"; CloseRegulationMinute=0; Setting_Help="Magic Number and OrderSend Comment"; MagicNo=0; Comments="";
Bars in test19612Ticks modelled644369Modelling quality90.00%
Mismatched charts errors4
Initial deposit10000.00
Total net profit955.26Gross profit1165.68Gross loss-210.42
Profit factor5.54Expected payoff5.52
Absolute drawdown154.22Maximal drawdown448.50 (4.27%)Relative drawdown4.27% (448.50)
Total trades173Short positions (won %)109 (89.91%)Long positions (won %)64 (78.13%)
Profit trades (% of total)148 (85.55%)Loss trades (% of total)25 (14.45%)
Largestprofit trade40.65loss trade-22.72
Averageprofit trade7.88loss trade-8.42
Maximumconsecutive wins (profit in money)49 (365.90)consecutive losses (loss in money)7 (-58.61)
Maximalconsecutive profit (count of wins)365.90 (49)consecutive loss (count of losses)-89.66 (5)
Averageconsecutive wins15consecutive losses3
Graph