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) 2010.04.01 00:00 - 2010.08.30 04:25 (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=3; 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=30; EntryLevel=5; CloseLevel=-5; CloseRegulation_Help="Close Regulation Minute:[-60] - [60]"; CloseRegulationMinute=0; Setting_Help="Magic Number and OrderSend Comment"; MagicNo=0; Comments="";
Bars in test31457Ticks modelled1028486Modelling quality90.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit3499.46Gross profit4312.81Gross loss-813.35
Profit factor5.30Expected payoff10.17
Absolute drawdown300.28Maximal drawdown650.39 (5.74%)Relative drawdown5.74% (650.39)
Total trades344Short positions (won %)193 (83.42%)Long positions (won %)151 (89.40%)
Profit trades (% of total)296 (86.05%)Loss trades (% of total)48 (13.95%)
Largestprofit trade60.48loss trade-52.58
Averageprofit trade14.57loss trade-16.94
Maximumconsecutive wins (profit in money)63 (1040.70)consecutive losses (loss in money)9 (-87.87)
Maximalconsecutive profit (count of wins)1040.70 (63)consecutive loss (count of losses)-196.48 (4)
Averageconsecutive wins21consecutive losses3
Graph