Strategy Tester Report
EmpWaveEA_ver3.0
ForexPlace-Main Server (Build 229)

通貨ペアEURGBP (Euro vs Great Britain Pound )
期間5分足(M5) 2010.09.01 00:00 - 2010.11.30 23:55 (2010.09.01 - 2010.12.01)
モデルEvery tick (the most precise method based on all available least timeframes)
パラメーターPassCode_Help="認証コード"; PassCode=""; Lot_Help="取引回数 & ロットに関する設定"; MaxOrders=15; LotManagemant=false; Lots=0.1; Leverage=5; Slippage=0; Profit_and_Loss_Help="利損益確定に関する設定"; TakeProfit=90; StopLoss=90; ProfitManagemant=false; ProfitCurrency=1000; LossManagemant=false; LossCurrency=-1000; Time_Help="トレード時間に関する設定"; TradeHour=0; CloseHour=5; CloseMinute=0; MaxSpread_Help="スプレッドの最大許容範囲"; MaxSpread=3; NextOrderMagin_Help="前回取引からナンピンする値幅"; NextOrderMagin=2; NextOrderWait_Help="前回取引から次回取引を行う待ち時間(分)"; NextOrderWaitMinute=0; Entry_and_Close_Help="エントリー、クローズのタイミング設定"; PeriodLength=15; EntryLevel=5; CloseLevel=-5; Setting_Help="注文時のリトライ回数、マジックナンバー、コメント設定"; OrderRetryCount=30; MagicNo=11111111; Comments="";
Bars in test19668Ticks modelled633774Modelling quality90.00%
Mismatched charts errors22
Initial deposit10000.00
Total net profit345.92Gross profit509.47Gross loss-163.55
Profit factor3.12Expected payoff6.78
Absolute drawdown42.07Maximal drawdown186.90 (1.81%)Relative drawdown1.81% (186.90)
Total trades51Short positions (won %)34 (79.41%)Long positions (won %)17 (58.82%)
Profit trades (% of total)37 (72.55%)Loss trades (% of total)14 (27.45%)
Largestprofit trade37.39loss trade-43.62
Averageprofit trade13.77loss trade-11.68
Maximumconsecutive wins (profit in money)25 (339.65)consecutive losses (loss in money)8 (-68.52)
Maximalconsecutive profit (count of wins)339.65 (25)consecutive loss (count of losses)-68.52 (8)
Averageconsecutive wins7consecutive losses4
Graph