Strategy Tester Report
EmpWaveEA_ver3.0
ForexPlace-Main Server (Build 229)

通貨ペアEURGBP (Euro vs Great Britain Pound )
期間5分足(M5) 2010.09.01 00:00 - 2010.12.24 11:20 (2010.09.01 - 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=18; EntryLevel=14; CloseLevel=-8; 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 test24520Ticks modelled792028Modelling quality90.00%
Mismatched charts errors26
Initial deposit10000.00
Total net profit318.49Gross profit377.22Gross loss-58.73
Profit factor6.42Expected payoff12.74
Absolute drawdown46.39Maximal drawdown86.56 (0.86%)Relative drawdown0.86% (86.56)
Total trades25Short positions (won %)18 (77.78%)Long positions (won %)7 (100.00%)
Profit trades (% of total)21 (84.00%)Loss trades (% of total)4 (16.00%)
Largestprofit trade35.56loss trade-23.19
Averageprofit trade17.96loss trade-14.68
Maximumconsecutive wins (profit in money)13 (214.91)consecutive losses (loss in money)2 (-43.28)
Maximalconsecutive profit (count of wins)214.91 (13)consecutive loss (count of losses)-43.28 (2)
Averageconsecutive wins7consecutive losses2
Graph