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

通貨ペアCHFJPY (Swiss Franc vs. Japanese Yen)
期間5分足(M5) 2010.04.01 00:00 - 2010.08.30 04:20 (2010.04.01 - 2011.01.01)
モデルEvery tick (the most precise method based on all available least timeframes)
パラメーターLot_Help="Order Send Setting"; MaxOrders=15; LotManagemant=false; Lots=0.1; Leverage=5; Slippage=3; StopLoss=90; TakeProfit=90; TradeHourOffset_Help="Tradeing Time Offset"; TradeHourOffset=0; SpreadRange_Help="Allowed to Tradeing Spread"; SpreadRange=6; NextOrderMagin_Help="Next Order Pips Magin"; NextOrderMagin=2; 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=7; EntryLevel=12; CloseLevel=-9; CloseRegulation_Help="Close Regulation Minute:[-60] - [60]"; CloseRegulationMinute=0; Setting_Help="Magic Number and OrderSend Comment"; MagicNo=0; Comments="";
Bars in test31591Ticks modelled2731443Modelling quality90.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit4502.43Gross profit5724.59Gross loss-1222.16
Profit factor4.68Expected payoff13.52
Absolute drawdown69.94Maximal drawdown1658.38 (12.53%)Relative drawdown12.53% (1658.38)
Total trades333Short positions (won %)144 (93.75%)Long positions (won %)189 (75.66%)
Profit trades (% of total)278 (83.48%)Loss trades (% of total)55 (16.52%)
Largestprofit trade104.92loss trade-104.96
Averageprofit trade20.59loss trade-22.22
Maximumconsecutive wins (profit in money)72 (2686.07)consecutive losses (loss in money)15 (-822.17)
Maximalconsecutive profit (count of wins)2686.07 (72)consecutive loss (count of losses)-822.17 (15)
Averageconsecutive wins19consecutive losses4
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