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

通貨ペアEURUSD (Euro vs US Dollar)
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=-4; EntryLevel=9; CloseLevel=-15; 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 test19672Ticks modelled584135Modelling qualityn/a
Mismatched charts errors102420
Initial deposit10000.00
Total net profit275.00Gross profit473.00Gross loss-198.00
Profit factor2.39Expected payoff5.00
Absolute drawdown29.00Maximal drawdown440.00 (4.21%)Relative drawdown4.21% (440.00)
Total trades55Short positions (won %)38 (73.68%)Long positions (won %)17 (47.06%)
Profit trades (% of total)36 (65.45%)Loss trades (% of total)19 (34.55%)
Largestprofit trade29.00loss trade-25.00
Averageprofit trade13.14loss trade-10.42
Maximumconsecutive wins (profit in money)26 (315.00)consecutive losses (loss in money)14 (-151.00)
Maximalconsecutive profit (count of wins)315.00 (26)consecutive loss (count of losses)-151.00 (14)
Averageconsecutive wins12consecutive losses10
Graph