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

通貨ペアUSDJPY (US Dollar vs Japanese Yen)
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=7; EntryLevel=0; CloseLevel=-1; 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=0; Comments="";
Bars in test19473Ticks modelled337860Modelling quality90.00%
Mismatched charts errors36
Initial deposit10000.00
Total net profit1317.81Gross profit1419.75Gross loss-101.94
Profit factor13.93Expected payoff9.55
Absolute drawdown442.72Maximal drawdown825.86 (7.95%)Relative drawdown7.95% (825.86)
Total trades138Short positions (won %)49 (89.80%)Long positions (won %)89 (92.13%)
Profit trades (% of total)126 (91.30%)Loss trades (% of total)12 (8.70%)
Largestprofit trade33.17loss trade-23.85
Averageprofit trade11.27loss trade-8.49
Maximumconsecutive wins (profit in money)33 (382.13)consecutive losses (loss in money)4 (-35.03)
Maximalconsecutive profit (count of wins)382.13 (33)consecutive loss (count of losses)-35.03 (4)
Averageconsecutive wins16consecutive losses2
Graph