Strategy Tester Report
EmpWaveEA
FXDDMalta-MT4 Live Server 3 (Build 226)

通貨ペアUSDCHF (United States Dollar vs. Swiss Franc)
期間5分足(M5) 2005.01.10 10:50 - 2010.04.01 00:00 (2005.01.01 - 2010.04.01)
モデルControl points (a very crude method, the results must not be considered)
パラメーターLot_Help="Order Send Setting"; MaxOrders=15; LotManagemant=false; Lots=0.1; Leverage=5; Slippage=3; StopLoss=0; TakeProfit=0; TradeHourOffset_Help="Tradeing Time Offset"; TradeHourOffset=0; SpreadRange_Help="Allowed to Tradeing Spread"; SpreadRange=3; NextOrderMagin_Help="Next Order Pips Magin"; NextOrderMagin=7; NextOrderWait_Help="Next Order Wait Minute:[0]no wait"; NextOrderWaitMinute=0; WeekTrade_Help="Monday and Friday Trade"; MondayTrade=true; FridayTrade=true; Entry_and_Close_Help="Order Period and EntryClose Position"; PeriodLength=; EntryLevel=; CloseLevel=; CloseRegulation_Help="Close Regulation Minute:[-60] - [60]"; CloseRegulationMinute=0; Setting_Help="Magic Number and OrderSend Comment"; MagicNo=0; Comments="";
Bars in test384590Ticks modelled8551863Modelling qualityn/a
Mismatched charts errors135243
Initial deposit10000.00
Total net profit6557.56Gross profit12247.51Gross loss-5689.95
Profit factor2.15Expected payoff5.36
Absolute drawdown16.05Maximal drawdown944.58 (7.96%)Relative drawdown7.96% (944.58)
Total trades1224Short positions (won %)483 (82.19%)Long positions (won %)741 (78.27%)
Profit trades (% of total)977 (79.82%)Loss trades (% of total)247 (20.18%)
Largestprofit trade68.48loss trade-91.67
Averageprofit trade12.54loss trade-23.04
Maximumconsecutive wins (profit in money)40 (419.07)consecutive losses (loss in money)8 (-730.76)
Maximalconsecutive profit (count of wins)699.81 (31)consecutive loss (count of losses)-730.76 (8)
Averageconsecutive wins8consecutive losses2
Graph