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

通貨ペアUSDCHF (US Dollar vs Swiss Franc)
期間5分足(M5) 2010.07.01 00:00 - 2010.09.30 04:55 (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=4; 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=20; EntryLevel=1; CloseLevel=-1; CloseRegulation_Help="Close Regulation Minute:[-60] - [60]"; CloseRegulationMinute=0; Setting_Help="Magic Number and OrderSend Comment"; MagicNo=0; Comments="";
Bars in test19148Ticks modelled436582Modelling quality90.00%
Mismatched charts errors6
Initial deposit10000.00
Total net profit1189.09Gross profit1386.63Gross loss-197.54
Profit factor7.02Expected payoff8.62
Absolute drawdown47.25Maximal drawdown295.04 (2.80%)Relative drawdown2.80% (295.04)
Total trades138Short positions (won %)57 (78.95%)Long positions (won %)81 (90.12%)
Profit trades (% of total)118 (85.51%)Loss trades (% of total)20 (14.49%)
Largestprofit trade37.56loss trade-15.40
Averageprofit trade11.75loss trade-9.88
Maximumconsecutive wins (profit in money)32 (522.73)consecutive losses (loss in money)5 (-48.00)
Maximalconsecutive profit (count of wins)522.73 (32)consecutive loss (count of losses)-48.00 (5)
Averageconsecutive wins12consecutive losses2
Graph