Strategy Tester Report
EmpWaveEA_ver4
ForexPlace-Main Server (Build 388)

通貨ペアUSDJPY (US Dollar vs Japanese Yen)
期間5分足(M5) 2010.12.01 00:00 - 2011.02.28 12:50 (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=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=-5; EntryLevel=-4; CloseLevel=-2; 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 test18754Ticks modelled294843Modelling quality90.00%
Mismatched charts errors16
Initial deposit10000.00
Total net profit746.60Gross profit947.96Gross loss-201.36
Profit factor4.71Expected payoff7.32
Absolute drawdown49.72Maximal drawdown122.80 (1.22%)Relative drawdown1.22% (122.80)
Total trades102Short positions (won %)68 (79.41%)Long positions (won %)34 (91.18%)
Profit trades (% of total)85 (83.33%)Loss trades (% of total)17 (16.67%)
Largestprofit trade45.71loss trade-36.52
Averageprofit trade11.15loss trade-11.84
Maximumconsecutive wins (profit in money)32 (474.96)consecutive losses (loss in money)3 (-60.59)
Maximalconsecutive profit (count of wins)474.96 (32)consecutive loss (count of losses)-69.39 (2)
Averageconsecutive wins9consecutive losses2
Graph