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) 2010.08.02 00:00 - 2010.10.29 05:50 (2010.08.01 - 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=21; EntryLevel=5; CloseLevel=-5; CloseRegulation_Help="Close Regulation Minute:[-60] - [60]"; CloseRegulationMinute=0; Setting_Help="Magic Number and OrderSend Comment"; MagicNo=0; Comments="";
Bars in test18937Ticks modelled418236Modelling quality90.00%
Mismatched charts errors9
Initial deposit10000.00
Total net profit988.21Gross profit1106.03Gross loss-117.82
Profit factor9.39Expected payoff10.40
Absolute drawdown146.47Maximal drawdown257.80 (2.53%)Relative drawdown2.53% (257.80)
Total trades95Short positions (won %)40 (80.00%)Long positions (won %)55 (90.91%)
Profit trades (% of total)82 (86.32%)Loss trades (% of total)13 (13.68%)
Largestprofit trade33.75loss trade-50.34
Averageprofit trade13.49loss trade-9.06
Maximumconsecutive wins (profit in money)24 (376.40)consecutive losses (loss in money)4 (-35.49)
Maximalconsecutive profit (count of wins)376.40 (24)consecutive loss (count of losses)-50.34 (1)
Averageconsecutive wins14consecutive losses2
Graph