Strategy Tester Report
EmpWaveEA_ver4
ForexPlace-Main Server (Build 229)

通貨ペアUSDCHF (US Dollar vs Swiss Franc)
期間5分足(M5) 2010.12.01 00:00 - 2011.01.28 03:40 (2010.12.01 - 2012.01.01)
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=4; 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=-19; EntryLevel=-1; CloseLevel=-5; RiversOrder_Help="反対売買に関する設定 true:する/false:しない"; RiversOrderManagemant=true; OpenAgeinOrder_Help="決済後の再取引に関する設定 true:する/false:しない"; OpenAgeinOrderManagemant=true; 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 test12587Ticks modelled263351Modelling quality90.00%
Mismatched charts errors6
Initial deposit10000.00
Total net profit233.64Gross profit256.77Gross loss-23.13
Profit factor11.10Expected payoff4.25
Absolute drawdown32.86Maximal drawdown90.08 (0.89%)Relative drawdown0.89% (90.08)
Total trades55Short positions (won %)22 (90.91%)Long positions (won %)33 (87.88%)
Profit trades (% of total)49 (89.09%)Loss trades (% of total)6 (10.91%)
Largestprofit trade18.79loss trade-8.47
Averageprofit trade5.24loss trade-3.86
Maximumconsecutive wins (profit in money)26 (147.75)consecutive losses (loss in money)4 (-19.06)
Maximalconsecutive profit (count of wins)147.75 (26)consecutive loss (count of losses)-19.06 (4)
Averageconsecutive wins16consecutive losses3
Graph